Condition Number Estimates for the Nonoverlapping Optimized Schwarz Method and the 2-Lagrange Multiplier Method for General Domains and Cross Points

The optimized Schwarz method and the closely related 2-Lagrange multiplier method are domain decomposition methods which can be used to parallelize the solution of partial differential equations. Although these methods are known to work well in special cases (e.g., when the domain is a square and the two subdomains are rectangles), the problem has never been systematically stated nor analyzed for general domains with general subdomains. The problem of cross points (when three or more subdomains meet at a single vertex) has been particularly vexing. We introduce a 2-Lagrange multiplier method for domain decompositions with cross points. We estimate the condition number of the iteration and provide an optimized Robin parameter for general domains. We hope that this new systematic theory will allow broader utilization of optimized Schwarz and 2-Lagrange multiplier preconditioners.

[1]  C. Farhat,et al.  Two-level domain decomposition methods with Lagrange multipliers for the fast iterative solution of acoustic scattering problems , 2000 .

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

[3]  Tobin A. Driscoll,et al.  From Potential Theory to Matrix Iterations in Six Steps , 1998, SIAM Rev..

[4]  Véronique Martin,et al.  Schwarz Waveform Relaxation Algorithms for the Linear Viscous Equatorial Shallow Water Equations , 2009, SIAM J. Sci. Comput..

[5]  Martin J. Gander,et al.  shallow-water equations: preliminary results , 2022 .

[6]  Jung-Han Kimn,et al.  A convergence theory for an overlapping Schwarz algorithm using discontinuous iterates , 2005, Numerische Mathematik.

[7]  M. Gander,et al.  Absorbing boundary conditions for the wave equation and parallel computing , 2004, Math. Comput..

[8]  Sébastien Loisel,et al.  On the geometric convergence of optimized Schwarz methods with applications to elliptic problems , 2010, Numerische Mathematik.

[9]  Andrea Toselli,et al.  Domain decomposition methods : algorithms and theory , 2005 .

[10]  Stéphane Lanteri,et al.  Optimized interface conditions for domain decomposition methods in fluid dynamics , 2002 .

[11]  Frédéric Nataf,et al.  The optimized order 2 method : Application to convection-diffusion problems , 2001, Future Gener. Comput. Syst..

[12]  D. E. Rutherford XVI.—Some Continuant Determinants arising in Physics and Chemistry—II , 1952, Proceedings of the Royal Society of Edinburgh. Section A. Mathematical and Physical Sciences.

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

[14]  Martin J. Gander,et al.  Optimized Schwarz Methods for Maxwell's Equations , 2006, SIAM J. Sci. Comput..

[15]  Martin J. Gander,et al.  Optimized Schwarz Methods without Overlap for the Helmholtz Equation , 2002, SIAM J. Sci. Comput..

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

[17]  Martin J. Gander,et al.  Optimized Schwarz Methods , 2006, SIAM J. Numer. Anal..

[18]  Olof B. Widlund,et al.  29. Optimization of Interface Operator Based on Algebraic Approach , 2003 .

[19]  C. Farhat,et al.  A method of finite element tearing and interconnecting and its parallel solution algorithm , 1991 .

[20]  Luca Gerardo-Giorda,et al.  New Nonoverlapping Domain Decomposition Methods for the Harmonic Maxwell System , 2006, SIAM J. Sci. Comput..

[21]  Martin J. Gander,et al.  Optimized Domain Decomposition Methods for the Spherical Laplacian , 2010, SIAM J. Numer. Anal..

[22]  Gert Lube,et al.  A Non-Overlapping Domain Decomposition Method for the Advection-Diffusion Problem , 2000, Computing.

[23]  Qingping Deng An Optimal Parallel Nonoverlapping Domain Decomposition Iterative Procedure , 2003, SIAM J. Numer. Anal..

[24]  Frédéric Nataf,et al.  ABSORBING BOUNDARY CONDITIONS IN BLOCK GAUSS–SEIDEL METHODS FOR CONVECTION PROBLEMS , 1996 .

[25]  Martin J. Gander,et al.  Best Robin Parameters for Optimized Schwarz Methods at Cross Points , 2012, SIAM J. Sci. Comput..

[26]  S. H. Lui,et al.  Convergence estimates for an optimized Schwarz method for PDEs with discontinuous coefficients , 2009, Numerical Algorithms.

[27]  Frédéric Nataf,et al.  Symmetrized Method with Optimized Second-Order Conditions for the Helmholtz Equation , 1998 .

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

[29]  Frédéric Nataf,et al.  Convergence rate of some domain decomposition methods for overlapping and nonoverlapping subdomains , 1997 .

[30]  W. Ritz Über eine neue Methode zur Lösung gewisser Variationsprobleme der mathematischen Physik. , 1909 .