Applied Mathematical Modelling 39 (2015) 2962–2972

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Applied Mathematical Modelling

journal homepage: www.elsevier.com/locate/apm

An improved two-grid finite element method for the Steklov

eigenvalue problem
Zhifeng Weng a,b, Shuying Zhai c, Xinlong Feng a,⇑
a
College of Mathematics and System Sciences, Xinjiang University, Urumqi 830046, PR China
b
School of Mathematics and Statistics, Wuhan University, Wuhan 430072, PR China
c
School of Mathematics Science, Huaqiao University, Quanzhou 362011, PR China

a r t i c l e i n f o a b s t r a c t

Article history: A combination method of finite element method and accelerated two-grid scheme is con-
Received 3 October 2012 structed for solving numerically the two-dimensional Steklov eigenvalue problem. This
Received in revised form 17 April 2014 algorithm involves solving a small Steklov eigenvalue problem on the coarse mesh with
Accepted 3 November 2014
mesh size H and a linear algebraic system on the fine mesh with mesh size h. By solving
Available online 26 November 2014
a slightly different linear problem on the fine grid, the computation will be more effective
and convenient and the scaling between H and h becomes h ¼ OðH4 Þ, which can save a
Keywords:
large amount of computational time. Finally, numerical tests confirm the theoretical results
Steklov eigenvalue problem
Accelerated two grid method
of the presented method.
Finite element method Ó 2014 Elsevier Inc. All rights reserved.
Error estimates
Numerical tests

1. Introduction

In recent years, Steklov eigenvalue problems in which the eigenvalue parameter appears in the boundary condition have
appeared in quite a few physical fields, such as fluid mechanics, electromagnetism (see [1]), etc., and have drawn the
attention of many people. This problem is also important in harmonic analysis and conformal geometry. Moreover, it has
also many applications. For example, they are found in the study of the vibration modes of a structure in contact with an
incompressible fluid (see, for example [2]), in the analysis of the antiplane shearing on a system of collinear faults under
slip-dependent friction law (see [3]), in the study of surface waves (see [4]) and in the analysis of stability of mechanical
oscillators immersed in a viscous fluid (see [5] and the references therein). Thus, the development of an effective
computational method for investigating these problems has practical significance.
The two-grid discretization method is one of these efficient methods and has been well developed in recent years. It was
first introduced by Xu [6,7] for nonsymmetric and nonlinear elliptic problems. The technique was then applied to other prob-
lems by many researchers, including Xu and Zhou [8] for eigenvalue problems, Axelsson and Layton [9] for nonlinear elliptic
problems, Dawson and Wheeler [10] for nonlinear parabolic equations, Layton and Lenferink [11] and Layton and Tobiska
[12] for Navier–Stokes problems, Chien and Jeng [13,14] for semilinear and nonlinear elliptic eigenvalue problems, Chen
et al. [15] proposed two-grid finite volume element methods for semilinear parabolic problems, Weng et al. [16] gave a
two-grid stabilized mixed finite element method for semilinear elliptic equations. Moreover, Li et al. [17] studied the
two-grid discretization scheme of conforming finite element method for the Steklov eigenvalue problem. Meanwhile,

⇑ Corresponding author. Tel./fax: +86 991 8582482.

E-mail addresses: zfwengmath@163.com (Z. Weng), zhaishuying123456@163.com (S. Zhai), fxlmath@gmail.com (X. Feng).

http://dx.doi.org/10.1016/j.apm.2014.11.017
0307-904X/Ó 2014 Elsevier Inc. All rights reserved.
 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972 2963

Bi et al. [18] studied the two-grid discretization scheme of the non-conforming Crouzeix–Raviart element (denoted by P1 nc)
for solving Steklov eigenvalue problems. Especially, Hu et al. [19] proposed an accelerated two-grid discretization scheme of
conforming finite element for solving elliptic eigenvalue problems. Feng et al. [26] presented an accelerated two-grid stabi-
lized mixed finite element method for the Stokes eigenvalue problem. So we extend the accelerated two-grid discretization
scheme to solving the Steklov eigenvalue problem.
Influenced by the work mentioned above, this article discusses an improved two-grid discretization scheme of finite
element method for solving the Steklov eigenvalue problem. Comparing with [17,18], our method can accelerate the
convergence and obtain a better approximation for the eigenpair.
This paper focuses on the accelerated two grid discretization scheme with finite element method for the Steklov eigen-
value problem. The rest of this paper is organized as follows. In the next section, we introduce the studied problem, the nota-
tions and some well-known results used throughout this paper. Then, in Section 3, the accelerated two-grid algorithm and its
error estimates will be discussed. Numerical experiments in Section 4 are carried out to verify our theoretical analysis.
Finally, we will conclude our presentation in Section 5 with a few comments and also possible future research topics.

2. Preliminaries

In this paper, we consider the Steklov eigenvalue problem in many engineering applications as follows:
Du þ u ¼ 0 in X; ð1Þ

@u
¼ ku on C; ð2Þ
@m
where X  R2 is a polygonal domain, uðxÞ represents eigenvector, k 2 R the eigenvalue and @@m the outward normal derivative
on C.
We shall introduce the standard Sobolev space V ¼ H1 ðXÞ. The Sobolev spaces is denoted by Hs ðXÞ with real order s on
1
X; k  ks be the norm on Hs ðXÞ, and ð; Þ be inner product and H0 ðXÞ ¼ L2 ðXÞ. Furthermore, we denote a norm over H2 ðCÞ :
jbðu; gÞj 1
kuk1;C ¼ sup ; 8u 2 H2 ðCÞ: ð3Þ
2 1 kgk1;C
g2H2 ðCÞ 2

The variational problem associated with Eqs. (1), (2) is given by: Find ðu; kÞ 2 ðV n f0g  RÞ satisfying
aðu; v Þ ¼ kbðu; v Þ; 8v 2 V; ð4Þ
1=2
where aðu; v Þ ¼ ðru; rv Þ þ ðu; v Þ and bðu; v Þ ¼ ðu; v ÞC ; kuk0;C ¼ kukb ¼ bðu; uÞ . It is clear that að; Þ is symmetric, contin-
uous and uniformly H1 ðXÞ-elliptic.
From [20], Eq. (4) has a countable sequence of real eigenvalues in
0 < k1 6 k2 6 k3 6   
and corresponding eigenvectors
u1 ; u2 ; u3 ; . . .
with the property bðui ; uj Þ ¼ dij . For the corresponding eigenvectors uk 2 H1þr ðXÞ ðk ¼ 1; 2; . . .Þ, where r ¼ 1 if X is convex,
and r < wp which can be arbitrarily close to wp when X is concave (with w being the largest inner angle of X; w < 2p).
Let
Mðki Þ ¼ fu 2 V; u is an eigenvector of ð4Þ corresponding to ki g:
For h > 0, we introduce finite dimensional subspaces V h  V which is associated with T h . Let T h be a regular partition of X
into triangles in the sense of Ciarlet [21]. We pay our attention to the triangle elements on two dimensions in this section.
Now we can define finite element spaces as follows:
V h ¼ fv 2 V : v jT 2 P 1 ðTÞ; 8T 2 T h g; ð5Þ
where P 1 ðTÞ represents the space of linear functions on T.
 Now,  the corresponding discrete variational formulation of (1) and (2) for the Steklov eigenvalue problem is written: Find
^h ; ^
u ^ h kb ¼ 1, such that
kh 2 V h n f0g  R with ku
^ h ; v Þ ¼ ^kh bðu
aðu ^ h ; v Þ; 8 v 2 V h: ð6Þ
Under the assumptions we have made, (6) has a countable sequence of real eigenvalues
0 < k1;h 6 k2;h 6 k3;h 6    6 kN;h
and corresponding eigenvectors
u1;h ; u2;h ; u3;h ; . . . ; uN;h
2964 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972

with the property bðui;h ; uj;h Þ ¼ dij ; 1 6 i; j 6 N h (N h is the dimension of V h ). Let

^h 2 V h ; u
Mh ðki Þ ¼ fu ^ h is an eigenvector of ð6Þ corresponding to ki;h g:

Consider the source problem (7) associated with (4) and the approximate source problem (8) associated with (6): Find
u 2 H1 ðXÞ such that
aðu; v Þ ¼ ðf ; v Þ; 8v 2 V: ð7Þ
^ h 2 V h such that
Find u
^ h ; v Þ ¼ ðf ; v Þ;
aðu 8v 2 V h : ð8Þ
Then, several regular estimates of the Steklov eigenvalue problem are presented in the following lemma [17].
1
Lemma 2.1. If f 2 H2 ðCÞ, then there exists a unique solution u 2 H1þr ðXÞ to 7, and

kuk1þr 6 Ckf k1;C : ð9Þ

2
1
If f 2 H2 ðCÞ, then there exists a unique solution u 2 H1 ðXÞ to (7), and

kuk1 6 Ckf k1;C : ð10Þ

2

12
From (7), we can define the operator A : H ðCÞ ! H1 ðXÞ by
aðAf ; v Þ ¼ ðf ; v Þ; 8v 2 V: ð11Þ
12 1 0
Define the operator T : H ðCÞ ! H ðCÞ by Tf ¼ ðAf Þ , where the prime denotes the restriction to C. Similarly, from (8), we
2
1
define the operator Ah : H2 ðCÞ ! V h  V by
aðAh f ; v Þ ¼ ðf ; v Þ; 8v 2 V h : ð12Þ
12 2 0
Define the operator T h : H ðCÞ ! dV h  L ðCÞ by T h f ¼ ðAh f Þ , where dV h denotes the space of restrictions to C of functions
in V h .
We find that Af and Ah f are the exact solution and the approximate solution of (7) respectively, and
aðAf  Ah f ; v Þ ¼ 0; 8v 2 V h  V.
Bramble and Osborn [20] proved that (4) is equivalent to the following operator form:
Tw ¼ mw: ð13Þ
12 1
Namely, if ðm; wÞ 2 R  H ðCÞ is an eigenpair of (13), then ðk; AwÞ is an eigenpair of (4), k ¼ m; conversely, if ðk; uÞ is an
eigenpair of (4), then ðm; u0 Þ is an eigenpair of (13), m ¼ 1k.
Also, (6) has the equivalent operator form
T h wh ¼ mh wh : ð14Þ
1
Namely, if ðmh ; wh Þ is an eigenpair of (14), then ðkh ; Ah wh Þ is an eigenpair of (6), kh ¼ m ; conversely, if ðkh ; uh Þ is an eigenpair of
h
(6), then ðmh ; u0h Þ is an eigenpair of (14), mh ¼ k1 .
h
12
For any f ; g 2 H ðCÞ, we have
bðTf ; gÞ ¼ bðg; Tf Þ ¼ bðg; Af Þ ¼ aðAg; Af Þ ¼ aðAf ; AgÞ ¼ bðf ; AgÞ ¼ bðf ; TgÞ:
So, T : L2 ðCÞ ! L2 ðCÞ is a selfadjoint operator. Analogously, T h : L2 ðCÞ ! L2 ðCÞ is a selfadjoint operator. Also, the following
results are valid in [17].

Lemma 2.2. kT  T h k 1 1 ! 0 as h ! 0 and T is a compact operator.

H 2 ðCÞ!H 2 ðCÞ

The next theorem can be found in [22], which shows error estimates of the eigenvalue k and eigenvector u.
 
Theorem 2.1. Let ðu; kÞ be an eigenvalue pair of (4). Then, u^h ; ^
kh satisfies the following error estimates:

^ h k1 6 ch;
ku  u ð15Þ

3
^ h kb 6 ch2 ;
ku  u ð16Þ

2
jk  ^kh j 6 ch : ð17Þ

 3
Remark 2.1. Note that the convergent order of the error ku  uh kb can only reach o h2 . It brings us great difficulties in ana-
1
lyzing the two-grid error estimates. However, through the introduction of the negative space H2 ðCÞ, we elaborately analyze
accelerated two-grid finite element approximation (see Section 3).
 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972 2965

Here and hereafter we use c or C to denote a generic positive constant whose value may change from place to place but
remains independent of the mesh parameter.

3. An accelerated two-grid scheme and error estimates

In this section, we shall present the main algorithm of the paper and derive some optimal bounds of the errors.
We define a new bilinear form as follows: al ðu; v Þ : ðV  VÞ ! R,
al ðu; v Þ ¼ aðu; v Þ  lbðu; v Þ: ð18Þ
Using the similar technique in [6,7,19], we have the following lemma for the newly introduced bilinear form:

Lemma 3.1. For all u 2 V and uh 2 V h , if l is not an eigenvalue, there exist two constants CðlÞ and C h ðlÞ such that
jal ðu; v Þj
sup P CðlÞkuk1 ð19Þ
v 2V kv k1
and
jal ðuh ; v Þj
sup P C h ðlÞkuh k1 : ð20Þ
v 2V h kv k1
From the operator defined in Section 2, this result can be established by using the Riesz projection theorem, the general-
ized Lax–Milgram theorem, the compact embedding theorem, and the Riesz–Schauder theory for its dual forms [19,21]. For
simplicity, we omit the proof.
According to (19) and (20), if l is not an eigenvalue, then al ðu; v Þ ¼ ðf ; v Þ is uniquely solvable for all. If l is an eigenvalue,
then al ðu; v Þ ¼ ðf ; v Þ may have no solution. In fact, it has at least one solution if and only if f 2 MðlÞ? .
Now, H and h  H < 1 will be two real positive parameters tending to zero. Also, a coarse mesh triangulation of T H ðXÞ of
X is made as like in Section 2 and a fine mesh triangulation T h ðXÞ is generated by a mesh refinement process to T H ðXÞ. The
conforming finite element space pairs V h and V H  V h based on the triangulations T h ðXÞ and T H ðXÞ, respectively, are con-
structed as like in Section 2. Accelerated two-grid finite element approximations are defined as follows. The algorithm
has three steps:

Step 1. On the coarse grid T H , solve the following Steklov eigenvalue problem for ðuH ; kH Þ 2 V H  R with kuH kb ¼ 1:
aðuH ; v Þ ¼ kH bðuH ; v Þ; 8v 2 V H : ð21Þ
Step 2. On the fine grid T h , compute uh 2 V h to satisfy the following boundary value problem associated with (4):
akH ðuh ; v Þ ¼ bðuH ; v Þ; 8v 2 V h : ð22Þ
Step 3. Compute the Rayleigh quotient
aðuh ; uh Þ
kh ¼ ; ð23Þ
bðuh ; uh Þ
where uh 2 V h n f0g.

Remark 3.1. Our algorithm is different from [18,17] in Step 2. In [18,17], Step 2 is read as follows:
aðuh ; v Þ ¼ kH bðuH ; v Þ; 8v 2 V h : ð24Þ
It can be found that the linear system (22) is nearly singular, which has been much discussed in the literature [23,24]. The
improved two grid method is a technique of accelerating convergence based on shifted inverse power method. Moreover, it
implies that kH is already a good approximation of kh well when this system actually becomes singular or very close to being
singular.
The algorithm shows when solving the linear problem with a mesh size h, we need the solution kH and uH generated on a
coarse mesh. To do this we interpolate the solution kH and uH onto the grid with mesh size h. In conclusion, the solution of
accelerated two-grid method is obtained by one simple eigenvalue problem on coarse mesh and one time interpolation on
fine one.
Next, we will study the convergence of the accelerated two-grid finite element solution ðu; kÞ to ðuh ; kh Þ in some norms. To
do this, we define a Ritz–Galerkin projection operator P : H1 ðXÞ ! V h by
aðu  Pu; v Þ ¼ 0; 8u 2 V; v 2 V h; ð25Þ
which satisfies the following approximation properties [21].
2966 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972

kPuk1 6 kuk1 ; 8u 2 V; ð26Þ

ku  Puk1 6 chkuk2 ; 8u 2 V \ H2 ðXÞ: ð27Þ
At the end of this section, we give an important but straightforward identity that relates the errors in the eigenvalue and
eigenvector approximation in [8].

Lemma 3.2. Let ðu; kÞ be an eigenvalue pair of (4), for any v 2 V n f0g,
aðv ; v Þ aðv  u; v  uÞ bðv  u; v  uÞ
k¼ k : ð28Þ
bðv ; v Þ bðv ; v Þ bðv ; v Þ
The following theorem gives the error estimates of our accelerated two-grid scheme.

Theorem 3.1. Let ðu; kÞ be an eigenvalue pair of (4). Then, ðuh ; kh Þ satisfies the following error estimates:
 
ku  uh k1 6 c h þ H4 ð29Þ
and
 
2
jk  kh j 6 c h þ H8 : ð30Þ

Proof. Consider an equivalent linear system on the fine grid as follows:

 h ; v Þ ¼ ðk  kH ÞbðuH ; v Þ;
akH ðu 8v 2 V h : ð31Þ
From (22) and (31), we can obtain
h ; u
aðuh ; uh Þ aðu h Þ
kh ¼ ¼ : ð32Þ
h ; u
bðuh ; uh Þ bðu h Þ
According to Theorem 2.1, there exists an eigenvector u 2 Mðki Þ such that
ku  uH k1 6 CH: ð33Þ
 h and from (4), (25) and (31), for any
Setting e ¼ u  Pu and eh ¼ Pu  u v 2 V h , we have
akH ðeh ; v Þ ¼ kbðe; v Þ þ ðkH  kÞbðe; v Þ þ ðk  kH Þbðu  uH ; v Þ: ð34Þ
From Lemma 3.1 and (3), we obtain
 
keh k1 6 C kek1;C þ jk  kH jkek1;C þ jk  kH jku  uH k1;C : ð35Þ
2 2 2

Using the triangle inequality and the trace theorem, we get

 h k1 6 Cðkek1 þ jk  kH jkek0 þ jk  kH jku  uH k0 þ kek1 Þ:
ku  u ð36Þ
Note that mina2R ku  auh k1 6 ku  u
 h k1 , (29) follows from (17), (27) and (33).
Next, using Lemma 3.2, we obtain
aðuh ; uh Þ aðuh  u; uh  uÞ bðuh  u; uh  uÞ
k¼ k : ð37Þ
bðuh ; uh Þ bðuh ; uh Þ bðuh ; uh Þ
Taking norm, we have

jk  kh j 6 Cku  uh k21 : ð38Þ

Next, using (29), we can obtain (30). h

Remark 3.1. For the nonconforming version, we introduce the so-called broken norm k  k1;h and the broken semi-norm
j  j1;h . We can derive the similar results as the conforming case and the proofs are omitted for the sake of simplicity.

Remark 3.2. In [18,17], the error estimates of the eigenvector and eigenvalue for the non-conforming and conforming
element are as follows:

ku  uh k1 6 Cðh þ H2 Þ ð39Þ
and
2
jk  kh j 6 Cðh þ H4 Þ: ð40Þ
 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972 2967

(a) (b)
Fig. 1. (a) Coarse grid division at H ¼ 12 and (b) Fine grid division at h ¼ 16
1
in the unit square domain.

(a) (b)
Fig. 2. (a) Coarse grid division at H ¼ 12 and (b) Fine grid division at h ¼ 16
1
in the L-shaped domain.

Table 1
Relative error and convergence of the one grid and two-grid method for P1 element in the unit square domain.

1=H 1=h kt jkkt j Rate CPU time

jkj

4 16 0.240117 1.57233E4 0.023

16 0.240116 1.55745E4 0.047
5 25 0.240095 6.47524E5 1.9879 0.047
25 0.240094 6.40455E5 1.9912 0.203
6 36 0.240087 3.13066E5 1.9930 0.094
36 0.240087 3.09343E5 1.9957 0.390
7 49 0.240083 1.69219E5 1.9955 0.188
49 0.240083 1.67081E5 1.9980 1.124
8 64 0.240081 9.92761E6 1.9969 0.281
64 0.240081 9.79827E6 1.9984 2.668
9 81 0.240081 6.20109E6 1.9977 0.488
81 0.240081 6.11865E6 1.9989 4.727

This means that the asymptotically optimal accuracy is obtained by taking h ¼ H2 . But with our accelerated two-grid
scheme, the asymptotically optimal accuracy is obtained by taking h ¼ H4 . Obviously, our scheme accelerates the
convergence.
2968 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972

Table 2
Relative error and convergence of the one grid and two-grid method for P1 nc element in the unit square domain.

1=H 1=h kt jkkt j Rate CPU time

jkj

4 16 0.240104 1.04123E4 0.036

16 0.240104 1.04058E4 0.203
5 25 0.240089 4.26296E5 2.0010 0.078
25 0.240089 4.26066E5 2.0008 0.671
6 36 0.240084 2.05528E5 2.0007 0.156
36 0.240084 2.05441E5 2.0004 2.340
7 49 0.240082 1.1092E5 2.0006 0.281
49 0.240082 1.10837E5 2.0016 5.788
8 64 0.240081 6.50107E6 2.0005 0.453
64 0.240081 6.50645E6 1.9946 12.340
9 81 0.24008 4.05816E6 2.0004 0.749
81 0.24008 4.04167E6 2.0212 28.071

4. Numerical experiments

In this section we present numerical experiments to check the numerical theory developed in the previous sections and
illustrate the efficiency of the accelerated two grid method. The finite element discretization uses the P 1 element and P 1 nc
element for the eigenvector. The accuracy and the numerical stability of our method is checked, then we compare the results
obtained by our method with those obtained by classical two-grid method [18,17]. Our algorithms are implemented using
the public domain finite element software [25].
 
In our numerical experiments, X is the unit square domain ½0; 1  ½0; 1 in R2 or L-shaped domain ½0; 1  0; 12 [
 1  1 
0; 2  2 ; 1 . The domain X is uniformly divided by the triangulations of mesh size H and h in Figs. 1 and 2, respectively.
We denote by U the array of the eigenvector. It is easy to see that (6) can be written in matrix form
AU ¼ kh BU;

Table 3
Relative error and convergence of the one grid and two-grid method for P1 element in the L-shaped domain.

1=H 1=h kt jkkt j Rate CPU time

jkj

4 16 0.182992 1.57233E4 0.037

16 0.182992 1.52202E4 0.040
6 36 0.18297 3.00019E5 2.0427 0.194
36 0.18297 2.99691E5 2.0039 0.331
8 64 0.182966 9.73424E6 1.9563 0.415
64 0.182966 9.73196E6 1.9549 1.506
10 100 0.182965 4.2769E6 1.8428 0.927
100 0.182965 4.26826E6 1.8468 4.959
12 144 0.182965 1.89442E6 2.2332 2.244
144 0.182965 1.89392E6 2.2284 17.824

Table 4
Relative error and convergence of the one grid and two-grid method for P1 nc element in the L-shaped domain.

1=H 1=h kt jkkt j Rate CPU time

jkj

4 16 0.182972 4.34868E5 0.054

16 0.182972 4.32229E5 0.186
6 36 0.182966 8.40406E6 2.0270 0.197
36 0.182966 8.34681E6 2.0279 1.236
8 64 0.182965 2.6391E6 2.0131 0.549
64 0.182965 2.65116E6 1.9933 7.886
10 100 0.182964 1.15054E6 1.8603 1.230
100 0.182964 1.12854E6 1.9137 26.310
12 144 0.182964 5.12379E7 2.2184 2.957
144 0.182964 5.03354E7 2.2142 106.634
 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972 2969

Table 5
Relative error and convergence of the improved two-grid method for P1 element in the unit square domain.

1=H 1/h jkat kj Rate kat CPU

k

2 16 1.55752E4 0.240116 0.016

3 81 6.11846E6 1.9958 0.240081 0.481
4 256 6.12488E7 2.0001 0.240079 4.899

Table 6
Relative error and convergence of the improved two-grid method for P1 nc element in the unit square domain.

1=H 1/h jkat kj Rate kat CPU

k

2 16 1.04058E4 0.240104 0.031

3 81 4.05728E6 2.0004 0.240080 0.718
4 256 4.05867E7 2.0007 0.240079 8.908

Table 7
Relative error and convergence of the improved two-grid method for P1 element in the L-shaped domain.

1=H 1/h jkat kj Rate kat CPU

k

2 16 1.52076E4 0.182992 0.033

3 81 6.10096E6 1.9829 0.182965 0.676
4 256 6.07979E7 2.0040 0.182964 7.102

Table 8
Relative error and convergence of the improved two-grid method for P1 nc element in the L-shaped domain.

1=H 1/h jkat kj Rate kat CPU

k

2 16 4.32701E5 0.182972 0.037

3 81 1.61123E6 2.0288 0.182965 0.902
4 256 1.66877E7 1.9705 0.182964 12.10

IsoValue IsoValue
0.462342 -3583.96
0.465351 -3563.23
0.468361 -3542.5
0.47137 -3521.78
0.47438 -3501.05
0.477389 -3480.33
0.480399 -3459.6
0.483408 -3438.87
0.486417 -3418.15
0.489427 -3397.42
0.492436 -3376.69
0.495446 -3355.97
0.498455 -3335.24
0.501465 -3314.51
0.504474 -3293.79
0.507484 -3273.06
0.510493 -3252.34
0.513502 -3231.61
0.516512 -3210.88
0.519521 -3190.16

(a) (b)
Fig. 3. Plot of the eigenvector at h ¼ 1=64: (a) numerical solution of two-grid method and (b) numerical solution of accelerated two-grid method for the P 1
element.

where the matrices A and B are deduced in the usual manner, using the bases for V h  V h and from the bilinear forms að; Þ
and bð; Þ, respectively. The left coefficient matrix A and the right coefficient matrix B is solved by conjugate gradient method
with a fixed tolerance as 1.0E6 because its coefficient matrix is symmetric positive definite matrix. This procedure is
2970 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972

IsoValue IsoValue
-0.519296 4693.64
-0.516293 4724.12
-0.51329 4754.61
-0.510287 4785.09
-0.507285 4815.58
-0.504282 4846.06
-0.501279 4876.55
-0.498277 4907.03
-0.495274 4937.52
-0.492271 4968
-0.489269 4998.49
-0.486266 5028.97
-0.483263 5059.46
-0.48026 5089.94
-0.477258 5120.43
-0.474255 5150.91
-0.471252 5181.4
-0.46825 5211.88
-0.465247 5242.37
-0.462244 5272.85

(a) (b)
Fig. 4. Plot of the eigenvector at h ¼ 1=64: (a) numerical solution of two-grid method and (b) numerical solution of accelerated two-grid method for the
P 1 nc element.

implemented on the coarse mesh. The experimental rates of convergence with respect to the mesh size h are calculated by
the formula logðEi =Eiþ1 Þ= logðhi =hiþ1 Þ; where Ei and Eiþ1 are the relative errors corresponding to the meshes of size hi and hiþ1 ,
respectively.
Here, we just consider the first eigenvalue of the Steklov eigenvalue problem for the sake of simplicity. The exact solution
of this problem is unknown. Thus, we take the lower bounds of the first eigenvalue k 2 [0.2400790855, 0.2400791144] in the
unit square domain or k 2 [0.1829642353, 0.1829642438] in the L-shaped domain as the exact solution for the purpose of
comparison. Here, we take k ¼ 0:2400790855 or k ¼ 0:1829642353 as the first exact eigenvalue. Here, kh denotes the
approximate eigenvalues obtained by the one grid scheme on the fine grid. kt and kat denote the approximate eigenvalues
obtained by the two schemes [18,17] and our accelerated scheme, respectively.
First, we show the effectiveness of the two-grid scheme from another angle of numerical experiments which are different
from that of [17,18] for the P1 element and P 1 nc element. This test is to validate the merit of the two-grid method as
compared with the one-grid method. From Tables 1, 2 or 3, 4, we can see that the one-grid method and two-grid method
work well and keep the convergence rates just like the theoretical analysis [18,17]. As expected, the two-grid method spends
less time than the one-grid method.

IsoValue IsoValue
0.474314 -5090.38
0.476549 -5068.38
0.478783 -5046.37
0.481018 -5024.36
0.483252 -5002.36
0.485487 -4980.35
0.487721 -4958.34
0.489956 -4936.34
0.49219 -4914.33
0.494425 -4892.33
0.496659 -4870.32
0.498894 -4848.31
0.501128 -4826.31
0.503363 -4804.3
0.505597 -4782.3
0.507832 -4760.29
0.510066 -4738.28
0.512301 -4716.28
0.514536 -4694.27
0.51677 -4672.27

(a) (b)
Fig. 5. Plot of the eigenvector at h ¼ 1=64: (a) numerical solution of two-grid method and (b) numerical solution of accelerated two-grid method for the P 1
element.
 Z. Weng et al. / Applied Mathematical Modelling 39 (2015) 2962–2972 2971

IsoValue IsoValue
0.474132 -15409.5
0.476365 -15342.9
0.478599 -15276.3
0.480832 -15209.7
0.483065 -15143
0.485298 -15076.4
0.487532 -15009.8
0.489765 -14943.1
0.491998 -14876.5
0.494231 -14809.9
0.496465 -14743.3
0.498698 -14676.6
0.500931 -14610
0.503164 -14543.4
0.505398 -14476.7
0.507631 -14410.1
0.509864 -14343.5
0.512097 -14276.9
0.514331 -14210.2
0.516564 -14143.6

(a) (b)
Fig. 6. Plot of the eigenvector at h ¼ 1=64: (a) numerical solution of two-grid method and (b) numerical solution of accelerated two-grid method for the
P 1 nc element.

Then our goal in this test is to validate the merit of the accelerated two grid method as compared with the two grid
method [18,17]. In Tables 5, 6 or 7, 8, eigenvalue error estimate for accelerated two grid scheme can valid the theoretical
result for P1 element and P1 nc element. The eigenvalue error estimates for improved two grid scheme are a little smaller
than ones of two grid scheme in Tables 1, 2 or 3, 4 (h ¼ 1=16 and h ¼ 1=81).
From the Tables 1–4 or 5–8, we have an interesting observation that the error of the nonconforming method is the better
than the conforming version for two kinds of two grid scheme, which is not surprising since the degrees of freedom of the
nonconforming method is nearly three times than that of conforming one on uniform mesh. Hence, it is natural that the
nonconforming is more accurate and costs a little more CPU-time.
Moreover, we give two plots of numerical solutions of two schemes for P1 element and P 1 nc element at the mesh
1=h ¼ 64 and 1=H ¼ 8 in Figs. 3–6 for the detail. These graphs show the stability of our improved two-grid schemes.

5. Conclusions

In this paper, we present accelerated two-grid algorithm for the Steklov eigenvalue
 1 problem discretized by finite element
method. We show that when the coarse grid and the fine grid satisfy H ¼ O h4 , the accelerated two-grid algorithm can
achieve the same accuracy of the finite element solution. Finally, the numerical test shows that the accelerated two-grid
scheme is efficient numerically for solving the two dimensional Steklov eigenvalue problem. And there are some open
questions including the possible extension of the method to other eigenvalue problems.

Acknowledgments

The authors would like to thank the editor and referees for their valuable comments and suggestions which helped us to
improve the results of this paper. The second author is partially supported by the Scientific Research Foundation of Huaqiao
University (No. 14BS313). The third author is partially supported by the Distinguished Young Scholars Fund of Xinjiang
Province (No. 2013711010), NCET-13-0988 and the NSF of China (Nos. 11271313 and 61163027).

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