Uzawa block relaxation method for the unilateral contact problem

We present a Uzawa block relaxation method for the numerical resolution of contact problems with or without friction, between elastic solids in small deformations. We introduce auxiliary unknowns to separate the linear elasticity subproblem from the unilateral contact and friction conditions. Applying a Uzawa block relaxation method to the corresponding augmented Lagrangian functional yields a two-step iterative method with a linear elasticity problem as a main subproblem while auxiliary unknowns are computed explicitly. Numerical experiments show that the method are robust and scalable with a significant saving of computational time.     

具有滑动边界条件Stokes问题的自适应Uzawa块松弛算法

对一类具有非线性滑动边界条件的Stokes问题,得到了求其数值解的自适应Uzawa块松弛算法（SUBRM）.通过该问题导出的变分问题,引入辅助变量将原问题转化为一个基于增广Lagrange函数表示的鞍点问题,并采用Uzawa块松弛算法（UBRM）求解.为了提高算法性能,提出利用迭代函数自动选取合适罚参数的自适应法则.该算法的优点是每次迭代只需计算一个线性问题,同时显式计算辅助变量.对算法的收敛性进行了理论分析,最后用数值结果验证了该算法的可行性和有效性.     

自由边界问题的自适应Uzawa块松弛算法

利用增广Lagrange乘子法和自适应法则，得到求解单侧障碍自由边界问题的自适应Uzawa块松弛法.单侧障碍自由边界问题离散为有限维线性互补问题，等价于一个用辅助变量和增广Lagrange函数表示的鞍点问题.采用Uzawa块松弛算法求解该问题得到一个两步迭代法，主要的子问题为一个线性问题，同时能显式求解辅助变量.由于Uzawa块松弛算法的收敛速度显著依赖于罚参数，而且对具体问题很难选择合适的罚参数.为提高算法的性能，提出了自适应法则，该方法自动调整每次迭代所需的罚参数.数值结果验证了该算法的理论分析.     

Parallel Uzawa Method for Large-Scale Minimization of Partially Separable Functions

A parallel Uzawa-type algorithm, for solving unconstrained minimization of large-scale partially separable functions, is presented. Using auxiliary unknowns, the unconstrained minimization problem is transformed into a (linearly) constrained minimization of a separable function.The augmented Lagrangian of this problem decomposes into a sum of partially separable augmented Lagrangian functions. To take advantage of this property, a Uzawa block relaxation is applied. In every iteration, unconstrained minimization subproblems are solved in parallel before updating Lagrange multipliers. Numerical experiments show that the speed-up factor gained using our algorithm is significant.     

依赖时间的Lagrange乘子区域分解法的显式格式

１．引言 近年来,一类新的区域分解法－非匹配网格区域分解法,日益引起人们的广泛兴趣．这类区域分解法的特点是：相邻子区域在公共边（或面）上的结点可以不重合,从而可方便地处理匹配网格区域分解法难以处理的问题：变动网格问题（例如石油勘探中的地层错动问题）和最优网格设计问题（即根据解的性质和实际问题的要求在不同子区域上采用不同的单元类型,不同的网格尺寸和不同阶的逼近多项式）． 在这类区域分解的算法设计中面临着两个困难：界面上非协调性的处理（与通常的协调元不同）和界面上积分的有效计算．现有算法中较引人注目的…     

On preconditioned Uzawa methods and SOR methods for saddle-point problems

This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble-Pasciak-Vassilev condition on preconditioners for convergence of the inexact Uzawa method for linear saddle-point problems. The relaxed condition is used to determine the relaxation parameters in the SOR-Newton method and the SOR-BFGS method. Furthermore, we study global convergence of the multistep inexact Uzawa method for nondifferentiable saddle-point problems.     

一种新的局部时间积分的区域分解波形松弛算法

提出一种新的区域分解波形松弛算法, 使得可以在不同的子域采用不同的时间步长来并行求解线性抛物方程的初边值问题. 与传统的区域分解波形松弛算法相比, 该算法可以通过预条件子来加快收敛速度, 并且对内存的需求大大降低. 给出了局部时间步长一种具体的实现方法, 证明了离散解的存在唯一性, 并在时间连续水平分析了预条件系统. 数值实验显示了新算法的有效性.     

Numerical solution of an equilibrium problem for an elastic body with a thin delaminated rigid inclusion

Under consideration is a 2D-problem of elasticity theory for a body with a thin rigid inclusion. It is assumed that there is a delamination crack between the rigid inclusion and the elastic matrix. At the crack faces, the boundary conditions are set in the form of inequalities providing mutual nonpenetration of the crack faces. Some numerical method is proposed for solving the problem, based on domain decomposition and the Uzawa algorithm for solving variational inequalities.We give an example of numerical calculation by the finite element method.     

Overlapping Schwarz waveform relaxation method for the solution of the reaction-diffusion equation

We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domain decomposition method. In this article, we treat directly the time dependent problem and we study a Schwarz waveform relaxation algorithm for the convection diffusion equation. We study the convergence of the overlapping Schwarz waveform relaxation method for solving the reaction-diffusion equation over multi-overlapped subdomains. Also we will show that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of overlap. Numerical results are presented from solutions of a specific model problems to demonstrate the convergence, linear and superlinear, and the role of the overlap size.     

A block monotone domain decomposition algorithm for a semilinear convection–diffusion problem

This paper deals with discrete monotone iterative algorithms for solving a nonlinear singularly perturbed convection–diffusion problem. A block monotone domain decomposition algorithm based on a Schwarz alternating method and on block iterative scheme is constructed. This monotone algorithm solves only linear discrete systems at each iterative step of the iterative process and converges monotonically to the exact solution of the nonlinear problem. The rate of convergence of the block monotone domain decomposition algorithm is estimated. Numerical experiments are presented.     

Two algorithms for two-phase Stefan type problems

In this paper,the relaxation algorithm and two Uzawa type algorithms for solving discretized variational inequalities arising from the two-phase Stefan type problem are proposed.An analysis of their convergence is presented and the upper bounds of the convergence rates are derived.Some numerical experiments are shown to demonstrate that for the second Uzawa algorithm which is an improved version of the first Uzawa algorithm,the convergence rate is uniformly bounded away from 1 if τh^-2 is kept bounded,where τ is the time step size and h the space mesh size.     

Numerical simulation of equilibrium of an elastic two-layer structure with a through crack

In this paper, a problem of equilibrium of two elastic bodies pasted together along a curve is considered. It is assumed that there is a through crack on a part of the curve. Nonlinear boundary conditions providing mutual non-penetration between the crack faces are set. The main objective of the paper is to construct and test a numerical algorithm for solving the equilibrium problem. The algorithm is based on two approaches: a domain decomposition method and Uzawa method for solving variational inequalities. A numerical experiment illustrates the efficiency of the algorithm.     

Uzawa methods for a class of block three‐by‐three saddle‐point problems

In this work, we consider numerical methods for solving a class of block three‐by‐three saddle‐point problems, which arise from finite element methods for solving time‐dependent Maxwell equations and some other applications. The direct extension of the Uzawa method for solving this block three‐by‐three saddle‐point problem requires the exact solution of a symmetric indefinite system of linear equations at each step. To avoid heavy computations at each step, we propose an inexact Uzawa method, which solves the symmetric indefinite linear system in some inexact way. Under suitable assumptions, we show that the inexact Uzawa method converges to the unique solution of the saddle‐point problem within the approximation level. Two special algorithms are customized for the inexact Uzawa method combining the splitting iteration method and a preconditioning technique, respectively. Numerical experiments are presented, which demonstrated the usefulness of the inexact Uzawa method and the two customized algorithms.     

Alternating oblique projections for coupled linear systems

In this work we propose the use of alternating oblique projections (AOP) for the solution of the saddle points systems resulting from the discretization of domain decomposition problems. These systems are called coupled linear systems. The AOP method is a descent method in which the descent direction is defined by using alternating oblique projections onto the search subspaces. We prove that this method is a preconditioned simple gradient (Uzawa) method with a particular preconditioner. Finally, a preconditioned conjugate gradient based version of AOP is proposed. AMS subject classification 65F10, 65N22, 65Y05     

Uzawa type algorithms for nonsymmetric saddle point problems

In this paper, we consider iterative algorithms of Uzawa type for solving linear nonsymmetric saddle point problems. Specifically, we consider systems, written as usual in block form, where the upper left block is an invertible linear operator with positive definite symmetric part. Such saddle point problems arise, for example, in certain finite element and finite difference discretizations of Navier-Stokes equations, Oseen equations, and mixed finite element discretization of second order convection-diffusion problems. We consider two algorithms, each of which utilizes a preconditioner for the operator in the upper left block. Convergence results for the algorithms are established in appropriate norms. The convergence of one of the algorithms is shown assuming only that the preconditioner is spectrally equivalent to the inverse of the symmetric part of the operator. The other algorithm is shown to converge provided that the preconditioner is a sufficiently accurate approximation of the inverse of the upper left block. Applications to the solution of steady-state Navier-Stokes equations are discussed, and, finally, the results of numerical experiments involving the algorithms are presented.

     

Mixed finite element analysis of semi-coercive unilateral contact problems with given friction

A unilateral contact 2D-problem is considered provided one of two elastic bodies can shift in a given direction as a rigid body. Using Lagrange multipliers for both normal and tangential constraints on the contact interface, we introduce a saddle point problem and prove its unique solvability. We discretize the problem by a standard finite element method and prove a convergence of approximations. We propose a numerical realization on the basis of an auxiliary “ bolted” problem and the algorithm of Uzawa.     

The corrected Uzawa method for solving saddle point problems

In this paper, we consider the solution of linear systems of saddle point type by correcting the Uzawa algorithm, which has been proposed in [K. Arrow, L. Hurwicz, H. Uzawa, Studies in nonlinear programming, Stanford University Press, Stanford, CA, 1958]. We call this method as corrected Uzawa (CU) method. The convergence of the CU method is analyzed for solving nonsingular saddle point problem as well as the semi‐convergence for the singular case. First, the corrected model for the Uzawa algorithm is established, and the CU algorithm is presented. Then we study the geometric meaning of the CU model. Moreover, we introduce the overall reduction coefficient α to measure the effect of the CU process. It is shown that the CU method converges faster than the Uzawa method and several other methods if the overall reduction coefficient α satisfies certain conditions. Numerical experiments are presented to illustrate the theoretical results and examine the numerical effectiveness of the CU method. Copyright © 2015 John Wiley & Sons, Ltd.     

A column generation based decomposition algorithm for a parallel machine just-in-time scheduling problem

We propose a column generation based exact decomposition algorithm for the problem of scheduling n jobs with an unrestrictively large common due date on m identical parallel machines to minimize total weighted earliness and tardiness. We first formulate the problem as an integer program, then reformulate it, using Dantzig–Wolfe decomposition, as a set partitioning problem with side constraints. Based on this set partitioning formulation, a branch and bound exact solution algorithm is developed for the problem. In the branch and bound tree, each node is the linear relaxation problem of a set partitioning problem with side constraints. This linear relaxation problem is solved by column generation approach where columns represent partial schedules on single machines and are generated by solving two single machine subproblems. Our computational results show that this decomposition algorithm is capable of solving problems with up to 60 jobs in reasonable cpu time.     

Adaptive FE–BE coupling for strongly nonlinear transmission problems with Coulomb friction

We analyze an adaptive finite element/boundary element procedure for scalar elastoplastic interface problems involving friction, where a nonlinear uniformly monotone operator such as the p-Laplacian is coupled to the linear Laplace equation on the exterior domain. The problem is reduced to a boundary/domain variational inequality, a discretized saddle point formulation of which is then solved using the Uzawa algorithm and adaptive mesh refinements based on a gradient recovery scheme. The Galerkin approximations are shown to converge to the unique solution of the variational problem in a suitable product of L ^p - and L ²-Sobolev spaces.     

Preconditioning by Projectors in the Solution of Contact Problems: A Parallel Implementation

A non-overlapping domain decomposition algorithm of the Neumann–Neumann type for solving contact problems of elasticity is presented. Using the duality theory of convex programming, the discretized problem turns into a quadratic one with equality and bound constraints. The dual problem is modified by orthogonal projectors to the natural coarse space. The resulting problem is solved by an augmented Lagrangian algorithm. The projectors ensure an optimal convergence rate for the solution of the auxiliary linear problems by the preconditioned conjugate gradient method. Relevant aspects on the numerical linear algebra of these problems are presented, together with an efficient parallel implementation of the method.