Robust Multigrid Methods for Discontinuous Galerkin Discretizations of an Elliptic Optimal Control Problem

Abstract

We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem and we propose multigrid methods to solve the discretized system. We prove that the $W$-cycle algorithm is uniformly convergent in the energy norm and is robust with respect to a regularization parameter on convex domains. Numerical results are shown for both $W$ -cycle and $V$-cycle algorithms.