A Neumann-Neumann preconditioned iterative substructuring approach for computing solutions to Poisson's equation with prescribed jumps on an embedded boundary

In multifluid problems with surface tension the fluid pressure and its derivative are discontinuous at fluid interfaces. We present a Cartesian grid embedded boundary method for numerically resolving these discontinuities in which we use Neumann-Neumann preconditioned iterative substructuring to solve the governing equations. We validate this method by computing several well-known Poisson problems with discontinuous coefficients, and we compare its performance to an approach based on simple iteration. By analogy with the conjugate gradient method, we hypothesize that the scaling of the Neumann-Neumann preconditioned iterative substructuring is O(h^-^Dlnh^-^1) where h is the cell size and D=2,3 is the dimensionality of the problem. In contrast, we show that the simple iterative procedure scales like O(h^-^(^D^+^1^)) and is slower by a factor of 4000 for a small (i.e., 64x64 cell) model calculation with physical parameters corresponding to a 1.5mm air bubble in water. We present an analytical model to explain the scaling of this iterative procedure.

[1]  Wolfgang Hackbusch,et al.  A Sparse Matrix Arithmetic Based on H-Matrices. Part I: Introduction to H-Matrices , 1999, Computing.

[2]  W. Hackbusch A Sparse Matrix Arithmetic Based on $\Cal H$-Matrices. Part I: Introduction to ${\Cal H}$-Matrices , 1999, Computing.

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

[4]  S. Eisenstat,et al.  Variational Iterative Methods for Nonsymmetric Systems of Linear Equations , 1983 .

[5]  G. Meinardus,et al.  Über eine Verallgemeinerung einer Ungleichung von L. V. Kantorowitsch , 1963 .

[6]  J. Brackbill,et al.  A continuum method for modeling surface tension , 1992 .

[7]  W. Helfrich Elastic Properties of Lipid Bilayers: Theory and Possible Experiments , 1973, Zeitschrift fur Naturforschung. Teil C: Biochemie, Biophysik, Biologie, Virologie.

[8]  S. Kaniel Estimates for Some Computational Techniques - in Linear Algebra , 1966 .

[9]  C. Peskin Numerical analysis of blood flow in the heart , 1977 .

[10]  P. Colella,et al.  A Cartesian Grid Embedded Boundary Method for Poisson's Equation on Irregular Domains , 1998 .

[11]  C. Peskin The immersed boundary method , 2002, Acta Numerica.

[12]  Véronique Martin An optimized Schwarz waveform relaxation method for the unsteady convection diffusion equation in two dimensions , 2004 .

[13]  S. L. Sobolev,et al.  Partial Differential Equations of Mathematical Physics , 1965 .

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

[15]  M. Sussman,et al.  A Coupled Level Set and Volume-of-Fluid Method for Computing 3D and Axisymmetric Incompressible Two-Phase Flows , 2000 .

[16]  S. Osher,et al.  A level set approach for computing solutions to incompressible two-phase flow , 1994 .

[17]  Sabine Le Borne,et al.  ℋ-matrices for Convection-diffusion Problems with Constant Convection , 2003, Computing.

[18]  Tony F. Chan,et al.  Composite Step Product Methods for Solving Nonsymmetric Linear Systems , 1996, SIAM J. Sci. Comput..

[19]  Patrick Le Tallec,et al.  A Neumann--Neumann Domain Decomposition Algorithm for Solving Plate and Shell Problems , 1995 .

[20]  Daniel F. Martin,et al.  Solving Poisson's Equation using Adaptive Mesh Renemen t , 1996 .

[21]  Phillip Colella,et al.  Author ' s personal copy A Cartesian grid embedded boundary method for solving the Poisson and heat equations with discontinuous coefficients in three dimensions , 2011 .

[22]  R. LeVeque,et al.  A comparison of the extended finite element method with the immersed interface method for elliptic equations with discontinuous coefficients and singular sources , 2006 .

[23]  Sabine Le Borne,et al.  Numerische Mathematik Domain decomposition based H-LU preconditioning , 2009 .

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

[25]  Osamu Tatebe,et al.  The multigrid preconditioned conjugate gradient method , 1993 .

[26]  Gregory H. Miller An iterative boundary potential method for the infinite domain Poisson problem with interior Dirichlet boundaries , 2008, J. Comput. Phys..

[27]  J. C. Jaeger,et al.  Conduction of Heat in Solids , 1952 .

[28]  P. Tallec Domain decomposition methods in computational mechanics , 1994 .

[29]  Yong Jung Kim A MATHEMATICAL INTRODUCTION TO FLUID MECHANICS , 2008 .

[30]  I. Turner,et al.  Error Bounds for Least Squares Gradient Estimates , 2010, SIAM J. Sci. Comput..

[31]  S. Osher,et al.  A Level Set Formulation of Eulerian Interface Capturing Methods for Incompressible Fluid Flows , 1996 .

[32]  H. S. Carslow,et al.  Conduction of Heat in Solids, Second Edition , 1986 .

[33]  Henk A. van der Vorst,et al.  Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems , 1992, SIAM J. Sci. Comput..

[34]  Avid,et al.  AN EMBEDDED BOUNDARY METHOD FOR THE NAVIER–STOKES EQUATIONS ON A TIME-DEPENDENT DOMAIN , 2012 .

[35]  Barry F. Smith,et al.  Domain Decomposition: Parallel Multilevel Methods for Elliptic Partial Differential Equations , 1996 .