Parallel domain decomposition procedures of improved D-D type for parabolic problems

Two parallel domain decomposition procedures for solving initial-boundary value problems of parabolic partial differential equations are proposed. One is the extended D-D type algorithm, which extends the explicit/implicit conservative Galerkin domain decomposition procedures, given in [5], from a rectangle domain and its decomposition that consisted of a stripe of sub-rectangles into a general domain and its general decomposition with a net-like structure. An almost optimal error estimate, without the factor H^−1/2 given in Dawson-Dupont’s error estimate, is proved. Another is the parallel domain decomposition algorithm of improved D-D type, in which an additional term is introduced to produce an approximation of an optimal error accuracy in L²-norm.     

An iterative algorithm for a quasivariational inequality system related to HJB equation

This paper presents a new iterative algorithm for a quasivariational inequality system related to HJB equation. A domain decomposition method based on this algorithm is proposed. The convergence theorems have been established.     

A domain decomposition discretization of parabolic problems

In recent years, domain decomposition methods have attracted much attention due to their successful application to many elliptic and parabolic problems. Domain decomposition methods treat problems based on a domain substructuring, which is attractive for parallel computation, due to the independence among the subdomains. In principle, domain decomposition methods may be applied to the system resulting from a standard discretization of the parabolic problems or, directly, be carried out through a discretization of parabolic problems. In this paper, a direct domain decomposition method is introduced to discretize the parabolic problems. The stability and convergence of this algorithm are analyzed. This work was supported in part by Polish Sciences Foundation under grant 2P03A00524. This work was supported in part by the US Department of Energy under Contracts DE-FG02-92ER25127 and by the Director, Office of Science, Advanced Scientific Computing Research, U.S. Department of Energy under contract DE-AC02-05CH11231.     

Domain decomposition method and elastic multi-structures: The stiffened plate problem

Summary Domain decomposition methods allow faster solution of partial differential equations in many cases. The efficiency of these methods mainly depends on the variables and operators chosen for the coupling between the subdomains; it is the preconditioning problem. In the modeling of multistructures, the partial differential equations have some specific properties that must be taken into account in a domain decomposition method. Different kinds of elliptic problems modeling stiffened plates in linearized elasticity are compared. One of them is remarkable as far as domain decomposition is concerned, since it is possible to associate particularly efficient preconditioner. A theoretical estimate for the conditioning is given, which is confirmed by several numerical experiments.     

A parallel iterative procedure applicable to the approximate solution of second order partial differential equations by mixed finite element methods

Summary A parallelizable interative procedure based on domain decomposition techniques is defined and analyzed for mixed finite element methods for elliptic equations, with the analysis being presented for the decomposition of the domain into the individual elements associated with the mixed method or into larger subdomains. Applications to time-dependent problems are indicated.The research of Douglas was supported in part by the NSF and the AHPCRC and that of Paes Leme in part by the CNPq and the FINEP.     

Analysis of a stabilized three-fields domain decomposition method

Summary. In this paper we prove that, for suitable choices of the bilinear form involved in the stabilization procedure, the stabilized three fields domain decomposition method proposed in [8] is stable and convergent uniformly in the number of subdomains and with respect to their sizes under quite general assumptions on the decomposition and on the discretization spaces. The same is proven to hold for the resulting discrete Steklov-Poincaré operator. Received April 4, 2000 / Revised version received January 9, 2001 / Published online June 17, 2002     

Parallel Galerkin domain decomposition procedures for wave equation

Parallel Galerkin domain decomposition procedures for wave equation are given. These procedures use implicit method in the sub-domains and simple explicit flux calculation on the inter-boundaries of sub-domains by integral mean method or extrapolation method. Thus, the parallelism can be achieved by these procedures. The explicit nature of the flux prediction induces a time step constraint that is necessary to preserve the stability. L²-norm error estimates are derived for these procedures. Experimental results are presented to confirm the theoretical results.     

A preconditioned domain decomposition algorithm for the solution of the elliptic Neumann problem

A new preconditioned conjugate gradient (PCG)-based domain decomposition method is given for the solution of linear equations arising in the finite element method applied to the elliptic Neumann problem. The novelty of the proposed method is in the recommended preconditioner which is constructed by using cyclic matrix. The resulting preconditioned algorithms are well suited to parallel computation.     

Schwarz alternating and iterative refinement methods for mixed formulations of elliptic problems,part II: Convergence theory

Summary In this paper we discuss bounds for the convergence rates of several domain decomposition algorithms to solve symmetric, indefinite linear systems arising from mixed finite element discretizations of elliptic problems. The algorithms include Schwarz methods and iterative refinement methods on locally refined grids. The implementation of Schwarz and iterative refinement algorithms have been discussed in part I. A discussion on the stability of mixed discretizations on locally refined grids is included and quantiative estimates for the convergence rates of some iterative refinement algorithms are also derived.Department of Mathematics, University of Wyoming, Laramie, WY 82071-3036. This work was supported in part by the National Science Foundation under Grant NSF-CCR-8903003, while the author was a graduate student at New York University, and in part by NSF Grant ASC 9003002, while the author was a Visiting, Assistant Researcher at UCLA.     

On the nonlinear domain decomposition method

Any domain decomposition or additive Schwarz method can be put into the abstract framework of subspace iteration. We consider generalizations of this method to the nonlinear case. The analysis shows under relatively weak assumptions that the nonlinear iteration converges locally with the same asymptotic speed as the corresponding linear iteration applied to the linearized problem.     

Domain decomposition iterative procedures for solving scalar waves in the frequency domain

The propagation of dispersive waves can be modeled relevantly in the frequency domain. A wave problem in the frequency domain is difficult to solve numerically. In addition to having a complex–valued solution, the problem is neither Hermitian symmetric nor coercive in a wide range of applications in Geophysics or Quantum–Mechanics. In this paper, we consider a parallel domain decomposition iterative procedure for solving the problem by finite differences or conforming finite element methods. The analysis includes the decomposition of the domain into either the individual elements or larger subdomains ( of finite elements). To accelerate the speed of convergence, we introduce relaxation parameters on the subdomain interfaces and an artificial damping iteration. The convergence rate of the resulting algorithm turns out to be independent on the mesh size and the wave number. Numerical results carried out on an nCUBE2 parallel computer are presented to show the effectiveness of the method. Received October 30, 1995 / Revised version received January 10, 1997     

Coupling of viscous and inviscid Stokes equations via a domain decomposition method for finite elements

Summary A generalized Stokes problem is addressed in the framework of a domain decomposition method, in which the physical computational domain is partitioned into two subdomains ₁ and ₂.Three different situations are covered. In the former, the viscous terms are kept in both subdomains. Then we consider the case in which viscosity is dropped out everywhere in . Finally, a hybrid situation in which viscosity is dropped out only in ₁ is addressed. The latter is motivated by physical applications.In all cases, correct transmission conditions across the interface between ₁ and ₂ are devised, and an iterative procedure involving the successive resolution of two subproblems is proposed.The numerical discretization is based upon appropriate finite elements, and stability and convergence analysis is carried out.We also prove that the iteration-by-subdomain algorithms which are associated with the various domain decomposition approaches converge with a rate independent of the finite element mesh size.This work was partially supported by CIRA S.p.A. under the contract Coupling of Euler and Navier-Stokes equations in hypersonic flowsDeceased     

On the abstract theory of additive and multiplicative Schwarz algorithms

Summary. In recent years, it has been shown that many modern iterative algorithms (multigrid schemes, multilevel preconditioners, domain decomposition methods etc.) for solving problems resulting from the discretization of PDEs can be interpreted as additive (Jacobi-like) or multiplicative (Gauss-Seidel-like) subspace correction methods. The key to their analysis is the study of certain metric properties of the underlying splitting of the discretization space into a sum of subspaces and the splitting of the variational problem on into auxiliary problems on these subspaces. In this paper, we propose a modification of the abstract convergence theory of the additive and multiplicative Schwarz methods, that makes the relation to traditional iteration methods more explicit. The analysis of the additive and multiplicative Schwarz iterations can be carried out in almost the same spirit as in the traditional block-matrix situation, making convergence proofs of multilevel and domain decomposition methods clearer, or, at least, more classical. In addition, we present a new bound for the convergence rate of the appropriately scaled multiplicative Schwarz method directly in terms of the condition number of the corresponding additive Schwarz operator. These results may be viewed as an appendix to the recent surveys [X], [Ys]. Received February 1, 1994 / Revised version received August 1, 1994     

A residual based error estimator for mortar finite element discretizations

Summary. A residual based error estimator for the approximation of linear elliptic boundary value problems by nonconforming finite element methods is introduced and analyzed. In particular, we consider mortar finite element techniques restricting ourselves to geometrically conforming domain decomposition methods using P1 approximations in each subdomain. Additionally, a residual based error estimator for Crouzeix-Raviart elements of lowest order is presented and compared with the error estimator obtained in the more general mortar situation. It is shown that the computational effort of the error estimator can be considerably reduced if the special structure of the Lagrange multiplier is taken into account. Received July 18, 1997 / Revised version received July 27, 1998 / Published online September 7, 1999     

An accelerated domain decomposition procedure based on robin transmission conditions

A domain decomposition procedure based on Robin transmission conditions applicable to elliptic boundary problems was first introduced by P. L. Lions and later discussed by a number of authors. In all of these discussions, the weighting of the flux and the trace of the solution were independent of the iterative step number. For some model problems we introduce a cycle of weights and prove that an acceleration of the convergence rate similar to that occurring for alternating-direction iteration using a cycle of pseudo-time steps results. In some discrete cases, the cycle length can be taken to be independent of the mesh spacing.     

An algorithm using the finite volume element method and its splitting extrapolation

This paper is to present a new efficient algorithm by using the finite volume element method and its splitting extrapolation. This method combines the local conservation property of the finite volume element method and the advantages of splitting extrapolation, such as a high order of accuracy, a high degree of parallelism, less computational complexity and more flexibility than a Richardson extrapolation. Because the splitting extrapolation formulas only require us to solve a set of smaller discrete subproblems on different coarser grids in parallel instead of on the globally fine grid, a large scale multidimensional problem is turned into a set of smaller discrete subproblems. Additionally, this method is efficient for solving interface problems if we regard the interfaces of the problems as the interfaces of the initial domain decomposition.     

Overlapping Schwarz methods on unstructured meshes using non-matching coarse grids

Summary. We consider two level overlapping Schwarz domain decomposition methods for solving the finite element problems that arise from discretizations of elliptic problems on general unstructured meshes in two and three dimensions. Standard finite element interpolation from the coarse to the fine grid may be used. Our theory requires no assumption on the substructures that constitute the whole domain, so the substructures can be of arbitrary shape and of different size. The global coarse mesh is allowed to be non-nested to the fine grid on which the discrete problem is to be solved, and neither the coarse mesh nor the fine mesh need be quasi-uniform. In addition, the domains defined by the fine and coarse grid need not be identical. The one important constraint is that the closure of the coarse grid must cover any portion of the fine grid boundary for which Neumann boundary conditions are given. In this general setting, our algorithms have the same optimal convergence rate as the usual two level overlapping domain decomposition methods on structured meshes. The condition number of the preconditioned system depends only on the (possibly small) overlap of the substructures and the size of the coarse grid, but is independent of the sizes of the subdomains. Received March 23, 1994 / Revised version received June 2, 1995     

The condition number of the Schur complement in domain decomposition

Summary. It is shown that for elliptic boundary value problems of order 2m the condition number of the Schur complement matrix that appears in nonoverlapping domain decomposition methods is of order , where d measures the diameters of the subdomains and h is the mesh size of the triangulation. The result holds for both conforming and nonconforming finite elements. Received: January 15, 1998     

Parallel Galerkin domain decomposition procedures based on the streamline diffusion method for convection-diffusion problems

Based upon the streamline diffusion method, parallel Galerkin domain decomposition procedures for convection-diffusion problems are given. These procedures use implicit method in the sub-domains and simple explicit flux calculations on the inter-boundaries of sub-domains by integral mean method or extrapolation method to predict the inner-boundary conditions. Thus, the parallelism can be achieved by these procedures. The explicit nature of the flux calculations induces a time step limitation that is necessary to preserve stability. Artificial diffusion parameters δ are given. By analysis, optimal order error estimate is derived in a norm which is stronger than L²-norm for these procedures. This error estimate not only includes the optimal H¹-norm error estimate, but also includes the error estimate along the streamline direction ‖β⋅∇(u−U)‖, which cannot be achieved by standard finite element method. Experimental results are presented to confirm theoretical results.