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 and regularization parameter 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.