A computationally efficient two-level iterative scheme is proposed for
the solution of the interface problems with Lagrange multipliers, whe
re the oscillatory part of the solution is resolved by means of smooth
ing using a new, efficient preconditioner whereas the smooth component
of the solution is captured by the collocation-based problem on the a
uxiliary grid, that is solved directly using a sparse direct solver. A
simple adaptive feature is built into the proposed solution method in
order to guarantee convergence for ill-conditioned problems. Numerica
l results presented for example problems including that of a Boeing cr
own panel show that the proposed two-level solution technique outperfo
rms the standard, single level iterative and direct solvers.