Nonoverlapping domain decomposition and additive splitting up methods for multidimensional parabolic problem

The explicit implicit domain decomposition methods are noniterative types of methods for nonoverlapping domain decomposition but due to the use of the explicit step for the interface prediction, the methods suffer from inaccuracy of the usual explicit scheme. In this article a specific type of first‐ and second‐order splitting up method, of additive type, for the dependent variables is initially considered to solve the two‐ or three‐dimensional parabolic problem over nonoverlapping subdomains. We have also considered the parallel explicit splitting up algorithm to define (predict) the interface boundary conditions with respect to each spatial variable and for each nonoverlapping subdomains. The parallel second‐order splitting up algorithm is then considered to solve the subproblems defined over each subdomain; the correction step will then be considered for the predicted interface nodal points using the most recent solution values over the subdomains. Finally several model problems will be considered to test the efficiency of the presented algorithm. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A parallel finite volume scheme preserving positivity for diffusion equation on distorted meshes

Parallel domain decomposition methods are natural and efficient for solving the implicity schemes of diffusion equations on massive parallel computer systems. A finite volume scheme preserving positivity is essential for getting accurate numerical solutions of diffusion equations and ensuring the numerical solutions with physical meaning. We call their combination as a parallel finite volume scheme preserving positivity, and construct such a scheme for diffusion equation on distorted meshes. The basic procedure of constructing the parallel finite volume scheme is based on the domain decomposition method with the prediction‐correction technique at the interface of subdomains: First, we predict the values on each inner interface of subdomains partitioned by the domain decomposition. Second, we compute the values in each subdomain using a finite volume scheme preserving positivity. Third, we correct the values on each inner interface using the finite volume scheme preserving positivity. The resulting scheme has intrinsic parallelism, and needs only local communication among neighboring processors. Numerical results are presented to show the performance of our schemes, such as accuracy, stability, positivity, and parallel speedup.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2159–2178, 2017     

抛物型方程的一种高精度区域分解有限差分算法

1引言 近年来,区域分解算法以可以将大型问题分解为一系列小型问题以减少计算规模及算法可高度并行实现等特点受到了人们的广泛关注.前人也做了很多很好的工作:参考文献[1]中C.N.Dawson等人提出了显一隐格式的区域分解算法,在时间层不分层的内边界点采用大步长向前-中心差分显格式及在内点采用古典隐格式,取得的精度为O(△t+h2+H3).参考文献[2]中给出了[1]中区域分解算法对于内边界点为等距分布的多子区域时的新的误差估计,使含H3误差项的系数比[1]中缩小了一倍.还将采用大步长日的saul'yev的非对称差分格式应用于内边界点,并给出了两个子区域和多个子区域情形下差分解的先验误差估计.     

Studies of an interface relaxation domain decomposition technique using finite elements on a parallel computer

Studies are presented for an interface relaxation domain decomposition technique using finite elements on an iPSC/2 D5 Hypercube Concurrent computer. The general type of problem to be solved is one governed by a partial differential equation. The application of the approach, however, will be extended to a free boundary value problem by appropriate modification of the numerical scheme. Using the domain decomposition technique, the computation domain is subdivided into several subdomains. In addition, on the interfaces between two adjacent subdomains are imposed a continuity condition on one side and an equilibrium condition on the other side. Successive overrelaxation iterative processes are then carried out in all subdomains with a relaxation process imposed on the interfaces. With this domain decomposition technique, the problem can be solved parallelly until convergence is reached both in the interiors and on the interfaces of all subdomains. Moreover, the formulation includes a simple domain decomposer that automatically divides a finite element mesh into a list of subdomains to guarantee load balancing. Furthermore, it is shown, through numerical experiments performed on an example problem of free surface seepage through a porous dam, how the values of the relaxation parameters, the choice of imposed boundary conditions, and the number of subdomains (i.e., the number of processors used) affect the solution convergence in this parallel computing environment. © 1993 John Wiley & Sons, Inc.     

Numerical performance of parallel group explicit solvers for the solution of fourth order elliptic equations

Many applications in applied mathematics and engineering involve numerical solutions of partial differential equations (PDEs). Various discretisation procedures such as the finite difference method result in a problem of solving large, sparse systems of linear equations. In this paper, a group iterative numerical scheme based on the rotated (skewed) five-point finite difference discretisation is proposed for the solution of a fourth order elliptic PDE which represents physical situations in fluid mechanics and elasticity. The rotated approximation formulas lead to schemes with lower computational complexities compared to the centred approximation formulas since the iterative procedure need only involve nodes on half of the total grid points in the solution domain. We describe the development of the parallel group iterative scheme on a cluster of distributed memory parallel computer using Message-Passing Interface (MPI) programming environment. A comparative study with another group iterative scheme derived from the centred difference formula is also presented. A detailed performance analysis of the parallel implementations of both group methods will be reported and discussed.     

A greedy meshless local Petrov–Galerkin methodbased on radial basis functions

The meshless local Petrov–Galerkin (MLPG) method with global radial basis functions (RBF) as trial approximation leads to a full final linear system and a large condition number. This makes MLPG less efficient when the number of data points is increased. We can overcome this drawback if we avoid using more points from the data site than absolutely necessary. In this article, we equip the MLPG method with the greedy sparse approximation technique of (Schaback, Numercail Algorithms 67 (2014), 531–547) and use it for numerical solution of partial differential equations. This scheme uses as few neighbor nodal values as possible and allows to control the consistency error by explicit calculation. Whatever the given RBF is, the final system is sparse and the algorithm is well‐conditioned. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 847–861, 2016     

Multi-parameter extrapolation methods for boundary integral equations

Multi-parameter extrapolation was first introduced by Zhou et al. for solving partial differential equations with finite element methods in 1994. The method is based on a domain decomposition and independent discretization of the subdomains resulting in a multi-parameter error expansion. This permits a generalized extrapolation technique. The algorithm is naturally parallel since the main computational work is spent in solving independent linear systems. Here the method is extended to the case of boundary integral equations on polygonal domains, where singularities require graded meshes. A complete analysis is given, based on weighted norm techniques. Several numerical experiments demonstrate the mathematical features and practical usefulness of the method. This revised version was published online in June 2006 with corrections to the Cover Date.     

A stable noniterative Prediction/Correction domain decomposition method for hyperbolic problems

In this paper, a noniterative domain decomposition algorithm for solving hyperbolic partial differential equations is presented. The algorithm includes a prediction to estimate the values at the interface and these values are corrected by a scheme that improves the accuracy. It has been shown that the algorithm is unconditionally stable. Efficiency is analyzed in terms of speedup and operation ratio. Numerical experiments illustrate that the method is stable and efficient.     

A PRACTICAL PARALLEL DIFFERENCE SCHEME FOR PARABOLIC EQUATIONS

A practical parallel difference scheme for parabolic equations is constructed as follows: to decompose the domain Ω into some overlapping subdomains, take flux of the last time layer as Neumann boundary conditions for the time layer on inner boundary points of subdomains, solve it with the fully implicit scheme on each subdomain, then take correspondent values of its neighbor subdomains as its values for inner boundary points of each subdomain and mean of its neighbor subdomain and itself at overlapping points. The scheme is unconditionally convergent. Though its truncation error is O(τ h), the convergent order for the solution can be improved to O(τ h2).     

一类无结构三角网上抛物方程的有限差分区域分解算法

本文讨论了一类在无结构三角网上数值求解二维热传导方程的有限差分区域分解算法．在这个算法中,将通过引进两类不同类型的内界点,将求解区域分裂成若干子区域．一旦内界点处的值被计算出来,其余子区域上的计算可完全并行．本文得到了稳定性条件和最大模误差估计,它表明我们的格式有令人满意的稳定性和较高的收敛阶．     

Discrete artificial boundary conditions for nonlinear Schrödinger equations

In this work we construct and analyze discrete artificial boundary conditions (ABCs) for different finite difference schemes to solve nonlinear Schrödinger equations. These new discrete boundary conditions are motivated by the continuous ABCs recently obtained by the potential strategy of Szeftel. Since these new nonlinear ABCs are based on the discrete ABCs for the linear problem we first review the well-known results for the linear Schrödinger equation. We present our approach for a couple of finite difference schemes, including the Crank–Nicholson scheme, the Dùran–Sanz-Serna scheme, the DuFort–Frankel method and several split-step (fractional-step) methods such as the Lie splitting, the Strang splitting and the relaxation scheme of Besse. Finally, several numerical tests illustrate the accuracy and stability of our new discrete approach for the considered finite difference schemes.     

Domain Decomposition,Optimal Control of Systems Governed by Partial Differential Equations,and Synthesis of Feedback Laws

We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.     

Alternating group explicit method for the diffusion equation

A new alternating group explicit method is presented for the finite difference solution of the diffusion equation. The new method uses stable asymmetric approximations to the partial differential equation which, when coupled in groups of two adjacent points on the grid, result in implicit equations which can be easily converted to explicit form and which offer many advantages. By judicious alternation of this strategy on the grid points of the domain an algorithm which possesses unconditional stability is obtained. This approach also results in more accurate solutions because of truncation error cancellations. The stability, consistency, convergence and truncation error of the new method are briefly discussed and the results of numerical experiments presented.     

Legendre–Gauss–Lobatto spectral collocation method for nonlinear delay differential equations

A Legendre–Gauss–Lobatto spectral collocation method is introduced for the numerical solutions of a class of nonlinear delay differential equations. An efficient algorithm is designed for the single‐step scheme and applied to the multiple‐domain case. As a theoretical result, we obtain a general convergence theorem for the single‐step case. Numerical results show that the suggested algorithm enjoys high‐order accuracy both in time and in the delayed argument and can be implemented in a robust and efficient manner. Copyright © 2013 John Wiley & Sons, Ltd.     

An efficient domain decomposition method for three-dimensional parabolic problems

A non-overlapping domain decomposition algorithm to solve three-dimensional parabolic partial differential equations is presented. It has been shown in this paper that the algorithm is unconditionally stable and efficient. Spectral radii for the interface and interior region are provided. Unlike two-dimensional problem, it has been found out that estimating the values of the points of the interface in three-dimensional problem is no longer negligible.     

Mixed Laguerre–Legendre Spectral Method for Incompressible Flow in an Infinite Strip

This paper concerns the mixed Laguerre–Legendre spectral approximation and its application to numerical simulation of incompressible flow in an infinite strip. Some approximation results in weighted Sobolev spaces are given. A Laguerre–Legendre spectral scheme for the stream function form of Navier–Stokes equations is constructed. The stability and the convergence of the proposed scheme are proved. The numerical experiments show the high accuracy of this method. The main techniques used in this paper are also applicable to other nonlinear partial differential equations in an infinite strip.     

An algorithm for the finite difference approximation of derivatives with arbitrary degree and order of accuracy

In this paper, we introduce an algorithm and a computer code for numerical differentiation of discrete functions. The algorithm presented is suitable for calculating derivatives of any degree with any arbitrary order of accuracy over all the known function sampling points. The algorithm introduced avoids the labour of preliminary differencing and is in fact more convenient than using the tabulated finite difference formulas, in particular when the derivatives are required with high approximation accuracy. Moreover, the given Matlab computer code can be implemented to solve boundary-value ordinary and partial differential equations with high numerical accuracy. The numerical technique is based on the undetermined coefficient method in conjunction with Taylor’s expansion. To avoid the difficulty of solving a system of linear equations, an explicit closed form equation for the weighting coefficients is derived in terms of the elementary symmetric functions. This is done by using an explicit closed formula for the Vandermonde matrix inverse. Moreover, the code is designed to give a unified approximation order throughout the given domain. A numerical differentiation example is used to investigate the validity and feasibility of the algorithm and the code. It is found that the method and the code work properly for any degree of derivative and any order of accuracy.     

Conditions d'interface pour les méthodes de décomposition de domaine pour le système d'Oseen en dimensions 2 et 3

We study domain decomposition methods for two- and three-dimensional Oseen equations. We propose pseudo-differential interface conditions which lead to the convergence of an additive Schwarz type method in a number of steps equal to the number of subdomains. These conditions are approximated by partial differential conditions for which convergence is proved. These results generalize previous works on scalar equations.     

Multipoint Boundary-Value Solution of Two-Point Boundary-Value Problems

An iterative scheme, in which two-point boundary-value problems (TPBVP) are solved as multipoint boundary-value problems (MPBVP), which are independent TPBVPs in each iteration and on each subdomain, is derived for second-order ordinary differential equations. Several equations are solved for illustration. In particular, the algorithm is described in detail for the first boundary-value problem (FBVP) and second boundary-value problem (SBVP). A possible extension to higher-order BVPs is discussed briefly. The procedure may be used when the original TPBVP cannot be solved (does not converge) in a single long domain. It is suitable for implementation on computers with parallel processing. However, that issue is beyond the scope of this paper. The long domain is cut into a large number of subdomains and, based on assumed boundary conditions at the interface points, the resulting local BVPs are solved by any convenient conventional method. The local solutions are then patched by using simple matching formulas, which are derived below, rather than solving large systems of algebraic equations, as it is done in similar existing methods. Assuming that the local solutions are obtained by the most efficient methods, the overall convergence speed depends on the speed of matching. The proposed matching algorithm is based on a fixed-point iteration and has only a linear convergence rate. The rate can be made quadratic by applying standard accelerating schemes, which is beyond the scope of this article.     

Schwarz alternating domain decomposition approach for the solution of two‐dimensional Navier–Stokes flow problems by the method of approximate particular solutions

The method of approximate particular solutions (MAPS) is used to solve the two‐dimensional Navier–Stokes equations. This method uses particular solutions of a nonhomogeneous Stokes problem, with the multiquadric radial basis function as a nonhomogeneous term, to approximate the velocity and pressure fields. The continuity equation is not explicitly imposed since the used particular solutions are mass conservative. To improve the computational efficiency of the global MAPS, the domain is split into overlapped subdomains where the Schwarz Alternating Algorithm is employed using velocity or traction values from neighboring subdomains as boundary conditions. When imposing only velocity boundary conditions, an extra step is required to find a reference value for the pressure at each subdomain to guarantee continuity of pressure across subdomains. The Stokes lid‐driven cavity flow problem is solved to assess the performance of the Schwarz algorithm in comparison to a finite‐difference‐type localized MAPS. The Kovasznay flow problem is used to validate the proposed numerical scheme. Despite the use of relative coarse nodal distributions, numerical results show excellent agreement with respect to results reported in literature when solving the lid‐driven cavity (up to Re = 10,000) and the backward facing step (at Re = 800) problems. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 777–797, 2015