Toward an Optimized Global-in-Time Schwarz Algorithm for Diffusion Equations with Discontinuous and Spatially Variable Coefficients, Part 1: The Constant Coefficients Case

In this paper we present a global-in-time non-overlapping Schwarz method applied to the one dimen- sional unsteady diffusion equation. We address specifically the problem with discontinuous diffusion coefficients, our approach is therefore especially designed for subdomains with heterogeneous properties. We derive efficient interface conditions by solving analytically the minmax problem associated with the search for optimized condi- tions in a Robin-Neumann case and in a two-sided Robin-Robin case. The performance of the proposed schemes are illustrated by numerical experiments

[1]  A. Majda,et al.  Absorbing boundary conditions for the numerical simulation of waves , 1977 .

[2]  Martin J. Gander,et al.  Optimized Schwarz Waveform Relaxation Methods for Advection Reaction Diffusion Problems , 2007, SIAM J. Numer. Anal..

[3]  O. Widlund,et al.  Domain Decomposition Methods in Science and Engineering XVI , 2007 .

[4]  W. Large,et al.  Oceanic vertical mixing: a review and a model with a nonlocal boundary layer parameterization , 1994 .

[5]  James C McWilliams,et al.  Irreducible imprecision in atmospheric and oceanic simulations , 2007, Proceedings of the National Academy of Sciences.

[6]  Eric Blayo,et al.  Optimized global-in-time Schwarz algorithm for diffusion equations with discontinuous and spatially variable coefficients , 2008 .

[7]  M. Ottaviani,et al.  Finite-difference schemes for the diffusion equation , 1999 .

[8]  F. Magoulès,et al.  An optimized Schwarz method with two‐sided Robin transmission conditions for the Helmholtz equation , 2007 .

[9]  Qingkai Kong,et al.  Eigenvalues of Regular Sturm-Liouville Problems , 1996 .

[10]  Eric Blayo,et al.  Optimized Schwarz Waveform Relaxation Algorithms with Nonconforming Time Discretization for Coupling Convection-diffusion Problems with Discontinuous Coefficients , 2007, CSE 2007.

[11]  Alberto L. Sangiovanni-Vincentelli,et al.  The Waveform Relaxation Method for Time-Domain Analysis of Large Scale Integrated Circuits , 1982, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[12]  V. N. Malozemov,et al.  ON THE THEORY OF NON-LINEAR MINIMAX PROBLEMS , 1971 .

[13]  Martin J. Gander,et al.  Optimal Schwarz Waveform Relaxation for the One Dimensional Wave Equation , 2003, SIAM J. Numer. Anal..

[14]  Ole Secher Madsen,et al.  A Realistic Model of the Wind-Induced Ekman Boundary Layer , 1977 .

[15]  Laurence Halpern,et al.  Méthodes de relaxation d'ondes (SWR) pour l'équation de la chaleur en dimension 1 , 2003 .

[16]  I. Troen,et al.  A simple model of the atmospheric boundary layer; sensitivity to surface evaporation , 1986 .

[17]  Martin J. Gander,et al.  A homographic best approximation problem with application to optimized Schwarz waveform relaxation , 2009, Math. Comput..

[18]  Laurence Halpern,et al.  Méthodes de relaxation d’ondes pour l’équation de la chaleur en dimension 1 Optimized Schwarz Waveform Relaxation for the one-dimensional heat equation , 2008 .

[19]  O. Dubois Optimized Schwarz Methods for the Advection-Diffusion Equation , 2003 .

[20]  Frédéric Nataf,et al.  Optimal Interface Conditions for Domain Decomposition Methods , 1994 .

[21]  Martin J. Gander,et al.  Schwarz Methods over the Course of Time , 2008 .

[22]  Frédéric Magoulès,et al.  Non-overlapping additive Schwarz methods tuned to highly heterogeneous media , 2005 .

[23]  Frédéric Nataf,et al.  The Best Interface Conditions for Domain Decomposition Methods : Absorbing Boundary Conditions , .

[24]  Vagn Walfrid Ekman,et al.  On the influence of the earth's rotation on ocean-currents. , 1905 .

[25]  M. Gander,et al.  Optimal Convergence for Overlapping and Non-Overlapping Schwarz Waveform Relaxation , 1999 .

[26]  H. H. Rosenbrock,et al.  An Automatic Method for Finding the Greatest or Least Value of a Function , 1960, Comput. J..

[27]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[28]  F. Lemarié Algorithmes de Schwarz et couplage océan-atmosphère , 2008 .

[29]  James C. McWilliams,et al.  Diurnal Coupling in the Tropical Oceans of CCSM3 , 2006 .

[30]  Martin J. Gander,et al.  Space-Time Continuous Analysis of Waveform Relaxation for the Heat Equation , 1998, SIAM J. Sci. Comput..

[31]  Zi-Cai Li,et al.  Schwarz Alternating Method , 1998 .

[32]  Alfio Quarteroni,et al.  Domain Decomposition Methods for Partial Differential Equations , 1999 .

[33]  Martin J. Gander,et al.  A Schwarz Waveform Relaxation Method for Advection—Diffusion—Reaction Problems with Discontinuous Coefficients and Non-matching Grids , 2007 .