Multigrid Preconditioning for Discontinuous Galerkin Discretizations of an Elliptic Optimal Control Problem with a Convection-Dominated State Equation

We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter epsilon\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon $$\end{document} and regularization parameter beta\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta $$\end{document} explicitly tracked. We then propose a multilevel preconditioner based on downwind ordering to solve the discretized system. The preconditioner only requires two approximate solves of single convection-dominated equations using multigrid methods. Moreover, for the strongly convection-dominated case, only two sweeps of block Gauss-Seidel iterations are needed. We also derive a simple bound indicating the role played by the multigrid preconditioner. Numerical results are shown to support our findings.