In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition, we present a novel globally convergent inexact active set method which is closely related to truncated multigrid. The numerical properties of algorithms are carefully assessed by means of a degenerate problem and a problem with a complicated coincidence set.

We study the $l^1$-stability of a Hamiltonian-preserving scheme, developed in [Jin and Wen, Comm. Math. Sci., 3 (2005), 285-315], for the Liouville equation with a discontinuous potential in one space dimension. We prove that, for suitable initial data, the scheme is stable in the $l^1$-norm under a hyperbolic CFL condition which is in consistent with the $l^1$-convergence results established in [Wen and Jin, SIAM J. Numer. Anal., 46 (2008), 2688-2714] for the same scheme. The stability constant is shown to be independent of the computational time. We also provide a counter example to show that for other initial data, in particular, the measure-valued initial data, the numerical solution may become $l^1$-unstable.

In this paper, we discuss the a posteriori error estimate of the finite element approximation for the boundary control problems governed by the parabolic partial differential equations. Three different a posteriori error estimators are provided for the parabolic boundary control problems with the observations of the distributed state, the boundary state and the final state. It is proven that these estimators are reliable bounds of the finite element approximation errors, which can be used as the indicators of the mesh refinement in adaptive finite element methods.

We present a program for computing symmetric quadrature rules on triangles and tetrahedra. A set of rules are obtained by using this program. Quadrature rules up to order 21 on triangles and up to order 14 on tetrahedra have been obtained which are useful for use in finite element computations. All rules presented here have positive weights with points lying within the integration domain.

In this paper, we study numerical methods for an optimal control problem with pointwise state constraints. The traditional approaches often need to deal with the delta-singularity in the dual equation, which causes many difficulties in its theoretical analysis and numerical approximation. In our new approach we reformulate the state-constrained optimal control as a constrained minimization problems only involving the state, whose optimality condition is characterized by a fourth order elliptic variational inequality. Then direct numerical algorithms (nonconforming finite element approximation) are proposed for the inequality, and error estimates of the finite element approximation are derived. Numerical experiments illustrate the effectiveness of the new approach.