Applications of a space decomposition method to linear and nonlinear elliptic problems

This work presents some space decomposition algorithms for a convex minimization problem. The algorithms has linear rate of convergence and the rate of convergence depends only on four constants. The space decomposition could be a multigrid or domain decomposition method. We explain the detailed procedure to implement our algorithms for a two-level overlapping domain decomposition method and estimate the needed constants. Numerical tests are reported for linear as well as nonlinear elliptic problems. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 717–737, 1998     

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain are given. These procedures use implicit Galerkin method in the subdomains and simple explicit flux calculation on the interdomain boundaries by integral mean method or extrapolation method to predict the inner‐boundary conditions. Thus, the parallelism can be achieved by these procedures. These procedures are conservative both in the subdomains and across interboundaries. The explicit nature of the flux prediction induces a time‐step limitation that is necessary to preserve stability, but this constraint is less severe than that for a fully explicit method. L²‐norm error estimates are derived for these procedures. Compared with the work of Dawson and Dupont [Math Comp 58 (1992), 21–35], these L²‐norm error estimates avoid the loss of H^?1/2 factor. Experimental results are presented to confirm the theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Modulation equations and parabolic limits of reaction random-walk systems

Reaction random-walk systems are hyperbolic models to describe spatial motion (in one dimension) with finite speed and reactions of particles. Here we present two approaches which relate reaction random-walk equations with reaction diffusion equations. First, we consider the case of high particle speeds (parabolic limit). This leads to a singular perturbation analysis of a semilinear damped wave equation. A initial layer estimate is given. Secondly, we consider the case of a transcritical bifurcation. We use techniques similar to that of the Ginzburg–Landau method to find a modulation equation for the amplitude of the first unstable mode. It turns out that the modulation equation is Fisher's equation, hence near the bifurcation point travelling wave solutions are obtained. The approximation result and the corresponding estimate is given in terms of the bifurcation parameter. Both results are based on an a priori estimate for classical solutions which follows from explicit representations of the solution of the linear telegraph equation. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

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.     

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.     

DOMAIN DECOMPOSITION METHOD FOR PARABOLIC EQUATION ON GENERAL DOMAIN

The nonoxerlapping domain deoomposition method for parabolic partial differential equation on general domain is considered. A kind of domain decomposition that uses the finite element procedure ks given. The problem.over the domains can be implemented on parallel computer. Convergence analysis is also presented.     

An upwind center difference parallel method and numerical analysis for the displacement problem with moving boundary

A nonlinear coupled mathematical system of two‐phase seepage flow displacement is discussed in this paper including an elliptic equation for the pressure and a convection‐dominated diffusion equation for the saturation. In fact, the boundary of an underground region where the fluid flows through is nonstationary. So a moving boundary should be considered. The saturation equation is convection‐dominated, therefore the method of upwind finite difference is introduced for the accurate computation. The upwind approximation could eliminate numerical oscillation and strong stability is shown. Since the computational work of saturation is larger than the pressure, the authors apply a parallel method, decomposing the whole domain into several nonoverlapping subdomains, to simplify the computation. A domain decomposition method coupled with upwind differences is presented for the saturation. The pressure equation is discretized by a five‐point center finite difference method. By using a transformation and defining new inner products and norms, error estimates in l² norm is discussed. Finally, two experimental tests are given to illustrate the efficiency and accuracy of the parallel algorithm.     

Stochastic Domain Decomposition for Time Dependent Adaptive Mesh Generation

The efficient generation of meshes is an important component in the numerical solution of problems in physics and engineering. Of interest are situations where global mesh quality and a tight coupling to the solution of the physical partial differential equation (PDE) is important. We consider parabolic PDE mesh generation and present a method for the construction of adaptive meshes in two spatial dimensions using stochastic domain decomposition that is suitable for an implementation in a multi- or many-core environment. Methods for mesh generation on periodic domains are also provided. The mesh generator is coupled to a time dependent physical PDE and the system is evolved using an alternating solution procedure. The method uses the stochastic representation of the exact solution of a parabolic linear mesh generator to find the location of an adaptive mesh along the (artificial) subdomain interfaces. The deterministic evaluation of the mesh over each subdomain can then be obtained completely independently using the probabilistically computed solutions as boundary conditions. A small scaling study is provided to demonstrate the parallel performance of this stochastic domain decomposition approach to mesh generation. We demonstrate the approach numerically and compare the mesh obtained with the corresponding single domain mesh using a representative mesh quality measure.     

On Schwarz's domain decomposition methods for elliptic boundary value problems

Summary. We study the additive and multiplicative Schwarz domain decomposition methods for elliptic boundary value problem of order 2 r based on an appropriate spline space of smoothness . The finite element method reduces an elliptic boundary value problem to a linear system of equations. It is well known that as the number of triangles in the underlying triangulation is increased, which is indispensable for increasing the accuracy of the approximate solution, the size and condition number of the linear system increases. The Schwarz domain decomposition methods will enable us to break the linear system into several linear subsystems of smaller size. We shall show in this paper that the approximate solutions from the multiplicative Schwarz domain decomposition method converge to the exact solution of the linear system geometrically. We also show that the additive Schwarz domain decomposition method yields a preconditioner for the preconditioned conjugate gradient method. We tested these methods for the biharmonic equation with Dirichlet boundary condition over an arbitrary polygonal domain using cubic spline functions over a quadrangulation of the given domain. The computer experiments agree with our theoretical results. Received December 28, 1995 / Revised version received November 17, 1998 / Published online September 24, 1999     

Convergence analysis of a balancing domain decomposition method for solving a class of indefinite linear systems

A variant of balancing domain decomposition method by constraints (BDDC) is proposed for solving a class of indefinite systems of linear equations of the form (K?σ²M)u=f, which arise from solving eigenvalue problems when an inverse shifted method is used and also from the finite element discretization of Helmholtz equations. Here, both K and M are symmetric positive definite. The proposed BDDC method is closely related to the previous dual–primal finite element tearing and interconnecting method (FETI‐DP) for solving this type of problems (Appl. Numer. Math. 2005; 54 :150–166), where a coarse level problem containing certain free‐space solutions of the inherent homogeneous partial differential equation is used in the algorithm to accelerate the convergence. Under the condition that the diameters of the subdomains are small enough, the convergence rate of the proposed algorithm is established, which depends polylogarithmically on the dimension of the individual subdomain problems and which improves with a decrease of the subdomain diameters. These results are supported by numerical experiments of solving a two‐dimensional problem. Copyright © 2009 John Wiley & Sons, Ltd.     

热传导方程的一类新型重叠型并行区域分解有限差分算法

0引言随着大规模科学工程计算的发展和计算精度要求的提高,区域分解和并行计算的发展越来越受到人们的重视.区域分解方法把复杂或大型的问题分解成若干重叠或非重叠子区域上的子问题,再在子区域上利用各种算法求解子问题.借助于区域分解,各子区域之间的计算可以并行,这引起了人们的研究兴趣和极大的应用前景.重叠型区域分解法的原始思想来源于Schwarz交替法.近年来建立在Schwarz交替法基础上的区域分解法在理论分析和实际应用中取得令人注目的发展,已成为一种有效的迭代方法.经典的Schwarz交替法本质上是串行的.随着并行计算的发展,出现了多种可完全并行化的Schwarz算法     

Global and domain-decomposed mixed methods for the solution of Maxwell's equations with application to magnetotellurics

A collection of global and domain decomposition mixed finite element schemes for the approximate solution of the harmonic Maxwell's equations on a bounded domain with absorbing boundary conditions at the artificial boundaries are presented. The numerical procedures allow us to solve efficiently the direct problem in magnetotellurics consisting of determining the electromagnetic scattered field in a two–dimensional earth model of arbitrary conductivity properties. Convergence results for the numerical procedures are derived. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 407–437, 1998     

The method of alternating projections and the method of subspace corrections in Hilbert space

A new identity is given in this paper for estimating the norm of the product of nonexpansive operators in Hilbert space. This identity can be applied for the design and analysis of the method of alternating projections and the method of subspace corrections. The method of alternating projections is an iterative algorithm for determining the best approximation to any given point in a Hilbert space from the intersection of a finite number of subspaces by alternatively computing the best approximations from the individual subspaces which make up the intersection. The method of subspace corrections is an iterative algorithm for finding the solution of a linear equation in a Hilbert space by approximately solving equations restricted on a number of closed subspaces which make up the entire space. The new identity given in the paper provides a sharpest possible estimate for the rate of convergence of these algorithms. It is also proved in the paper that the method of alternating projections is essentially equivalent to the method of subspace corrections. Some simple examples of multigrid and domain decomposition methods are given to illustrate the application of the new identity.

     

A conservative parallel difference method for 2-dimension diffusion equation

In this paper, a conservative parallel difference scheme, which is based on domain decomposition method, for 2-dimension diffusion equation is proposed. In the construction of this scheme, we use the numerical solution on the previous time step to give a weighted approximation of the numerical flux. Then the sub-problems with Neumann boundary are computed by fully implicit scheme. What is more, only local message communication is needed in the program. We use the method of discrete functional analysis to give the proof of the unconditional stability and second-order convergence accuracy. Some numerical tests are given to verify the theory results.     

Solution of a semilinear parabolic equation with an unknown control function using the decomposition procedure of Adomian

The investigation of nonclassical parabolic initial‐boundary value problems, which involve an integral over the spatial domain of a function of the desired solution, is of considerable concern. In this article a parabolic partial differential equation subject to energy overspecification is studied. This problem is appeared in modeling of many physical phenomena. The Adomian decomposition method, which is an efficient method for solving various class of problems, is employed for solving this model. This method provides an analytical solution in terms of an infinite convergent power series. Some examples are reported to support the simplicity of the decomposition procedure of Adomian. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Numerical solutions of the space‐time fractional advection‐dispersion equation

Fractional advection‐dispersion equations are used in groundwater hydrologhy to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper we present two reliable algorithms, the Adomian decomposition method and variational iteration method, to construct numerical solutions of the space‐time fractional advection‐dispersion equation in the form of a rabidly convergent series with easily computable components. The fractional derivatives are described in the Caputo sense. Some examples are given. Numerical results show that the two approaches are easy to implement and accurate when applied to space‐time fractional advection‐dispersion equations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

The modified method of characteristics with mixed finite element domain decomposition procedures for the transient behavior of a semiconductor device

For the transient behavior of a semiconductor device, the modified method of characteristics with mixed finite element domain decomposition procedures applicable to parallel arithmetic is put forward. The electric potential equation is described by the mixed finite element method, and the electric, hole concentration and heat conduction equations are treated by the modified method of characteristics finite element domain decomposition methods. Some techniques, such as calculus of variations, domain decomposition, characteristic method, energy method, negative norm estimate and prior estimates and techniques are employed. Optimal order estimates in L² norm are derived for the error in the approximation solution. Thus the well‐known theoretical problem has been thoroughly and completely solved.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 353–368 2012     

Nulle contrôlabilité régionale d'une équation de type Crocco linéariséeRegional null controllability of a linearized Crocco type equation

We are interested in controllability problems of equations coming from a boundary layer model. This problem is described by a degenerate parabolic equation (a linearized Crocco type equation) where phenomena of diffusion and transport are coupled.First we give a geometric characterization of the influence domain of a locally distributed control. Then we prove regional null controllability results on this domain. The proof is based on an adequate observability inequality for the homogeneous adjoint problem. This inequality is obtained by decomposition of the space–time domain and Carleman type estimates along characteristics. To cite this article: P. Martinez et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 581–584.     

Numerical zoom for advection diffusion problems with localized multiscales

We investigate the Schwarz'domain decomposition algorithm for numerical zooms. Error estimates are given for nonmatching meshes for elliptic and parabolic partial differential equations. The method is applied to the security assessment of the burial of nuclear waste which is a typical multiscale problem for porous media flow. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Parallel split least‐squares mixed finite element method for parabolic problem

Based on overlapping domain decomposition, a new class of parallel split least‐squares (PSLS) mixed finite element methods is presented for solving parabolic problem. The algorithm is fully parallel. In the overlapping domains, the partition of unity is applied to distribute the corrections reasonably, which makes that the new method only needs one or two iteration steps to reach given accuracy at each time step while the classical Schwarz alternating methods need many iteration steps. The dependence of the convergence rate on the spacial mesh size, time increment, iteration times, and subdomains overlapping degree is analyzed. Some numerical results are reported to confirm the theoretical analysis.