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2 visualizzazioni125 pagineMethods for Domain Decomposition

Oct 20, 2016

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Methods for Domain Decomposition

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Methods for Domain Decomposition

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Sei sulla pagina 1di 125

Luca F. Pavarino

Dipartimento di Matematica, Universita` di Milano

p. 1

solution of partial differential equations (PDE). They include

multigrid and multilevel methods

p. 2

solution of partial differential equations (PDE). They include

multigrid and multilevel methods

Origin in works of H. Schwarz (1869), S. L. Sobolev (1930)

Modern beginning in the 80, P. L. Lions,... J. Bramble, M.

Dryja, O. Widlund, ...

p. 2

solution of partial differential equations (PDE). They include

multigrid and multilevel methods

Origin in works of H. Schwarz (1869), S. L. Sobolev (1930)

Modern beginning in the 80, P. L. Lions,... J. Bramble, M.

Dryja, O. Widlund, ...

in 1991 two new entries (65M55 e 65N55) for DD methods

created in the Mathematics Subject Classification

p. 2

solution of partial differential equations (PDE). They include

multigrid and multilevel methods

Origin in works of H. Schwarz (1869), S. L. Sobolev (1930)

Modern beginning in the 80, P. L. Lions,... J. Bramble, M.

Dryja, O. Widlund, ...

in 1991 two new entries (65M55 e 65N55) for DD methods

created in the Mathematics Subject Classification

PETSc from Argonne Nat. Lab., USA

http://www.mcs.anl.gov/petsc/petsc.html

MODULEF from INRIA, Francia

http://www-rocq.inria.fr/modulef/

p. 2

solution of partial differential equations (PDE). They include

multigrid and multilevel methods

Origin in works of H. Schwarz (1869), S. L. Sobolev (1930)

Modern beginning in the 80, P. L. Lions,... J. Bramble, M.

Dryja, O. Widlund, ...

in 1991 two new entries (65M55 e 65N55) for DD methods

created in the Mathematics Subject Classification

PETSc from Argonne Nat. Lab., USA

http://www.mcs.anl.gov/petsc/petsc.html

MODULEF from INRIA, Francia

http://www-rocq.inria.fr/modulef/

very important in contemporary large-scale problems arising in

applied math., engineering, computer science, computational

sciences (www.ddm.org)

p. 2

Main motivations

Parallel and distributed computing

Complex geometries

Different models and/or numerical methods on different parts

of the domain

Adaptive meshes and local refinement

p. 3

Main motivations

Parallel and distributed computing

Complex geometries

Different models and/or numerical methods on different parts

of the domain

Adaptive meshes and local refinement

Main references

22+1 conference Proceedings (19882015)

B. Smith and P. Bjrstad and W. Gropp, Domain Decomposition: Parallel Multilevel

Methods for Elliptic Partial Differential Equations, Cambridge Univ. Press, 1996

A. Quarteroni and A. Valli, Domain Decomposition Methods for Partial Differential

Equations, Oxford Univ. Press, 1999

A. Toselli and O. Widlund, Domain Decomposition Methods: Theory and Algorithms,

Springer, 2005

T. Mathew Domain decomposition methods for the numerical solution of partial

differential equations, Springer, 2008

p. 3

Basic DD ideas

decompose the domain of the PDE in N subdomains

N

[

=

i with or without overlap

i=1

p. 4

Basic DD ideas

decompose the domain of the PDE in N subdomains

N

[

=

i with or without overlap

i=1

p. 4

Basic DD ideas

decompose the domain of the PDE in N subdomains

N

[

=

i with or without overlap

i=1

(solve the PDE on a coarse mesh, e.g. the subdomains mesh)

p. 4

Basic DD ideas

decompose the domain of the PDE in N subdomains

N

[

=

i with or without overlap

i=1

(solve the PDE on a coarse mesh, e.g. the subdomains mesh)

approximate the global solution using the local (and coarse)

solutions

p. 4

Basic DD ideas

decompose the domain of the PDE in N subdomains

N

[

=

i with or without overlap

i=1

(solve the PDE on a coarse mesh, e.g. the subdomains mesh)

approximate the global solution using the local (and coarse)

solutions

iterative method

p. 4

(

u = div(gradu) = f

in

,

u = 0

su

p. 5

(

u = div(gradu) = f

in

,

u = 0

su

subspace V of H01 ()

Z

Z

u V : a(u, v) =

u vdx =

f vdx v V

p. 5

Triangulation of with elements (2D: triangles, quadrilaterals;

3D: tetrahedra, hexahedra, prisms)

p. 6

Triangulation of with elements (2D: triangles, quadrilaterals;

3D: tetrahedra, hexahedra, prisms)

V = space of piecewise polynomial functions on each element

p. 6

Triangulation of with elements (2D: triangles, quadrilaterals;

3D: tetrahedra, hexahedra, prisms)

V = space of piecewise polynomial functions on each element

dim(V )

Chosen a basis {i }i=1

becomes a linear system

Au = f

with Aij =

i j dx,

fj =

f j dx

p. 6

Decomposition of

Let us decompose in two subdomains:

p. 7

Decomposition of

Let us decompose in two subdomains:

without overlap

1

p. 7

Decomposition of

Let us decompose in two subdomains:

without overlap

1

with overlap

p. 7

The original problem is equivalent to the following two problems

coupled by interface (or transmission) conditions:

ui = f

ui = 0

u1 = u2

u1

u2

=

n1

n2

in i ,

i = 1, 2

on i \

on ,

transmission

on

conditions

(proof follows from variational formulation and integration by parts)

con

p. 8

Let us partition the unknowns

u=

u1I

, f =

fI1

interior to 1

p. 9

Let us partition the unknowns

u=

u1I

u2I

, f =

fI1

fI2

interior to 1

interior to 2

p. 9

Let us partition the unknowns

u=

u1I

u2I

u

fI1

fI2

interior to 1

f =

interior to 2

f

on (interior)

p. 9

Let us partition the unknowns

u=

u1I

u2I

u

fI1

fI2

interior to 1

f =

interior to 2

f

on (interior)

A=

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

p. 9

Let us partition the unknowns

u=

u1I

u2I

u

fI1

fI2

interior to 1

f =

interior to 2

f

on (interior)

A=

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

The

R stiffness

R

R matrix A and rhs f are obtained by subassembly

( = 1 + 2 ) from their local components

A = A1 + A2 ,

f = f1 + f2

p. 9

ui

translate in the

How does the transmission condition on

ni

discrete problem?

p. 10

ui

translate in the

How does the transmission condition on

ni

discrete problem? To answer, let us approximate the normal

derivative functional (flux). By Greens formula

Z

Z

Z

ui

j ds =

(ui j + ui j )dx =

(f j + ui j )dx

ni

i

i

p. 10

ui

translate in the

How does the transmission condition on

ni

discrete problem? To answer, let us approximate the normal

derivative functional (flux). By Greens formula

Z

Z

Z

ui

j ds =

(ui j + ui j )dx =

(f j + ui j )dx

ni

i

i

with i

i = AiI uiI + Ai ui fi

p. 10

Au = f

p. 11

Au = f

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

u1I

u2I

u

fI1

fI2

f

p. 11

Au = f

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

u1I

u2I

u

fI1

fI2

f

i

i

i

i

i

(i)

AII uI + AI u = fI i = 1, 2

u1 = u2 = u

(D)

1 1

AI uI + A1 u1 f1 = (A2I u2I + A2 u2 f2 ) = (N )

p. 11

Au = f

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

u1I

u2I

u

fI1

fI2

f

i

i

i

i

i

(i)

AII uI + AI u = fI i = 1, 2

u1 = u2 = u

(D)

1 1

AI uI + A1 u1 f1 = (A2I u2I + A2 u2 f2 ) = (N )

on

p. 11

Au = f

A1II

0

A1I

0

A2II

A2I

A1I

A2I

A

u1I

u2I

u

fI1

fI2

f

i

i

i

i

i

(i)

AII uI + AI u = fI i = 1, 2

u1 = u2 = u

(D)

1 1

AI uI + A1 u1 f1 = (A2I u2I + A2 u2 f2 ) = (N )

on

(i) + (N) are local problems with 0 Dirichlet data on i \ and

Neumann data on

p. 11

p. 12

It is possible to obtain a system

a) for u (Schur complement) or

p. 12

It is possible to obtain a system

a) for u (Schur complement) or

b) for (flux system, FETI)

p. 12

It is possible to obtain a system

a) for u (Schur complement) or

b) for (flux system, FETI)

Idea: solve one of these systems iteratively, starting from an

initial guess, and building an iteration that converges to the

unknown solution by solving local problems

p. 12

It is possible to obtain a system

a) for u (Schur complement) or

b) for (flux system, FETI)

Idea: solve one of these systems iteratively, starting from an

initial guess, and building an iteration that converges to the

unknown solution by solving local problems

4 main possibilities: D-N, N-D, N-N, D-D (other possibilities with

mixed conditions of Robin type)

p. 12

It is possible to obtain a system

a) for u (Schur complement) or

b) for (flux system, FETI)

Idea: solve one of these systems iteratively, starting from an

initial guess, and building an iteration that converges to the

unknown solution by solving local problems

4 main possibilities: D-N, N-D, N-N, D-D (other possibilities with

mixed conditions of Robin type)

Richardson iterative method is used here only for simplicity; in

the practice of scientific computing we must use a Krylov method

(usually PCG or GMRES)!

p. 12

Let us eliminate the interior unknowns uiI in each subdomain i

"

AII

AI

AI

=S

S = A AI A1

II AI

p. 13

Reduced system for u :

Su = g

where

p. 14

Reduced system for u :

Su = g

S = A

1

11 1

AI AII AI

where

2

21 2

AI AII AI

= S1 + S2

p. 14

Reduced system for u :

Su = g

S = A

1

11 1

AI AII AI

where

2

21 2

AI AII AI

= S1 + S2

g = g1 + g2 ,

p. 14

Reduced system for u :

Su = g

S = A

1

11 1

AI AII AI

where

2

21 2

AI AII AI

= S1 + S2

g = g1 + g2 ,

the local Dirichlet problems

uiI

i1 i

AII (fI

AiI u )

p. 14

System for

If instead we suppose to know = 1 = 2 we can find u1 , u2 by

solving the local Neumann problems

p. 15

System for

If instead we suppose to know = 1 = 2 we can find u1 , u2 by

solving the local Neumann problems

!

!

!

AiII AiI

uiI

fIi

=

, i = 1, 2

i

i

i

i

i

AI A

u

f +

p. 15

System for

If instead we suppose to know = 1 = 2 we can find u1 , u2 by

solving the local Neumann problems

!

!

!

AiII AiI

uiI

fIi

=

, i = 1, 2

i

i

i

i

i

AI A

u

f +

Eliminating the interior unknowns

and since u1 = u2

(S

with d =

11 1

S g

11

+S

uiI

21

we find

ui

=S

i1

(gi + i )

) = d

21 2

S g

p. 15

Given u0 :

1/2

p. 16

Given u0 :

1/2

1/2

u1

1

(N) solve a problem on 2 for u2 with Neumann data

n1

on

p. 16

Given u0 :

1/2

1/2

u1

1

(N) solve a problem on 2 for u2 with Neumann data

n1

on

update

u1 = u12 + (1 )u0 on ,

with (0, M AX )

p. 16

p. 17

n+1/2

u

= f

1

n+1/2

(D)

u1

= 0

n+1/2

u1

= un

in

1 ,

on

1 \

on

p. 17

n+1/2

u

= f

1

n+1/2

(D)

u1

= 0

n+1/2

u1

= un

n+1

u

= f

un+1

= 0

2

(N )

n+1/2

n+1

u

u

= 1

n2

n1

in

1 ,

on

1 \

on

in

on

on

2 ,

2 \

p. 17

n+1/2

u

= f

1

n+1/2

(D)

u1

= 0

n+1/2

u1

= un

update:

n+1

u

= f

un+1

= 0

2

(N )

n+1/2

n+1

u

u

= 1

n2

n1

in

1 ,

on

1 \

on

in

on

2 ,

2 \

on

n+1

n

un+1

=

u

+

(1

)u

on ,

2

with (0, M AX )

p. 17

p. 18

1,n+1/2

(D) A1II uI

+ A1I un = fI1

p. 18

1,n+1/2

(D) A1II uI

(N )

A2II

A2I

+ A1I un = fI1

A2I

A2

uI2,n+1

u

n+1

fI2

1,n+1/2

f A1I uI

A1 un

p. 18

1,n+1/2

(D) A1II uI

(N )

A2II

A2I

+ A1I un = fI1

A2I

A2

uI2,n+1

u

n+1

fI2

1,n+1/2

f A1I uI

A1 un

n+1

n

un+1

=

u

+

(1

)u

p. 18

1,n+1/2

(D) A1II uI

A2II

A2I

(N )

+ A1I un = fI1

A2I

A2

uI2,n+1

u

n+1

fI2

1,n+1/2

f A1I uI

A1 un

n+1

n

un+1

=

u

+

(1

)u

1,n+1/2

1,n+1/2

1,n+1/2

= A1I uI

+ A1 un f1 )

p. 18

1,n+1/2

e uI2,n+1 :

n

n

S 2 (un+1

u

)

=

(g

Su

p. 19

1,n+1/2

e uI2,n+1 :

n

n

S 2 (un+1

u

)

=

(g

Su

1

2

S

p. 19

1,n+1/2

e uI2,n+1 :

n

n

S 2 (un+1

u

)

=

(g

Su

1

2

S

1

S2 S = I + S2 S1

p. 19

1,n+1/2

e uI2,n+1 :

n

n

S 2 (un+1

u

)

=

(g

Su

1

2

S

1

S2 S = I + S2 S1

method (e.g. conjugate gradient or GMRES)

p. 19

Given u0 :

(Di ) solve on each i a Dirichlet problem with data u0 ,

1/2

obtaining ui

p. 20

Given u0 :

(Di ) solve on each i a Dirichlet problem with data u0 ,

1/2

obtaining ui

sum of normal derivatives of Dirichlet solutions

p. 20

Given u0 :

(Di ) solve on each i a Dirichlet problem with data u0 ,

1/2

obtaining ui

sum of normal derivatives of Dirichlet solutions

update u1 using the Neumann solutions on

p. 20

p. 21

n+1/2

= f

u

i

n+1/2

(Di )

= 0

ui

n+1/2

= un

ui

in i ,

on i \

on

i = 1, 2

p. 21

n+1/2

= f

u

i

n+1/2

(Di )

= 0

ui

n+1/2

= un

ui

in i ,

on i \

on

i = 1, 2

n+1

= 0

in i ,

u

n+1

= 0

on i \

u

i

(Ni )

n+1

n+1/2

n+1/2

u

u

u

i

1

2

=

+

on

ni

n1

n2

i = 1, 2

p. 21

n+1/2

= f

u

i

n+1/2

(Di )

= 0

ui

n+1/2

= un

ui

in i ,

on i \

on

i = 1, 2

n+1

= 0

in i ,

u

n+1

= 0

on i \

u

i

(Ni )

n+1

n+1/2

n+1/2

u

u

u

i

1

2

=

+

on

ni

n1

n2

i = 1, 2

n+1

n+1

n

update: un+1

=

u

(u

+

u

) on , with (0, M AX )

1

2

p. 21

p. 22

i,n+1/2

(Di ) AiII uI

+ AiI un = fIi

i = 1, 2

p. 22

i,n+1/2

(Di ) AiII uI

(Ni )

AiII

AiI

+ AiI un = fIi

AiI

Ai

ui,n+1

I

ui,n+1

i = 1, 2

0

r

i = 1, 2

p. 22

i,n+1/2

(Di ) AiII uI

(Ni )

AiII

AiI

+ AiI un = fIi

AiI

Ai

ui,n+1

I

ui,n+1

i = 1, 2

0

r

i = 1, 2

n (u1,n+1 + u2,n+1 )

un+1

=

u

p. 22

i,n+1/2

(Di ) AiII uI

AiII

AiI

(Ni )

+ AiI un = fIi

AiI

Ai

ui,n+1

I

ui,n+1

i = 1, 2

0

r

i = 1, 2

n (u1,n+1 + u2,n+1 )

un+1

=

u

where

1,n+1/2

r = (A1I uI

2,n+1/2

+ A1 un f1 ) + (A2I uI

+ A2 un f2 )

p. 22

p. 23

i,n+1/2

r = (g Sun )

p. 23

i,n+1/2

r = (g Sun )

I

i

r

ui,n+1

=

S

p. 23

i,n+1/2

r = (g Sun )

I

i

r

ui,n+1

=

S

Hence

un+1

un

= (S

11

+S

21

)(g Sun )

p. 23

+ S2

p. 24

1

+ S2

+ S 2 )S

p. 24

1

+ S2

+ S 2 )S

with positive weights 1 , 2 that sum to 1, and also the

corrections

1,n+1

2,n+1

n

un+1

=

u

(

u

+

1

2 u

p. 24

1

+ S2

+ S 2 )S

with positive weights 1 , 2 that sum to 1, and also the

corrections

1,n+1

2,n+1

n

un+1

=

u

(

u

+

1

2 u

1

D1 S 1 D1 + D2 S 2 D2

p. 24

(FETI, dual of N-N)

Given an initial flux 0 on

(Ni ) solve on each i a problem with Neumann data 0 on

p. 25

(FETI, dual of N-N)

Given an initial flux 0 on

(Ni ) solve on each i a problem with Neumann data 0 on

(Di ) solve on each i a Dirichlet problem with data = difference

of the traces on of the Neumann solutions

p. 25

(FETI, dual of N-N)

Given an initial flux 0 on

(Ni ) solve on each i a problem with Neumann data 0 on

(Di ) solve on each i a Dirichlet problem with data = difference

of the traces on of the Neumann solutions

update 1 using the traces on of the Dirichlet solutions

p. 25

2,n

Given n (= 1,n

=

p. 26

2,n

Given n (= 1,n

=

n+1/2

= f

u

n+1/2

= 0

u

i

(Ni )

n+1/2

u

i

= i,n

ni

in i ,

on i \

on

i = 1, 2

p. 26

2,n

Given n (= 1,n

=

n+1/2

= f

in

u

n+1/2

= 0

on

u

i

(Ni )

n+1/2

u

i

= i,n

on

ni

n+1

= 0

u

i

(Di )

= 0

un+1

i

n+1/2

n+1/2

=

u

u

un+1

1

2

i

i ,

i \

in i ,

on i \

on

i = 1, 2

i = 1, 2

p. 26

2,n

Given n (= 1,n

=

n+1/2

= f

in

u

n+1/2

= 0

on

u

i

(Ni )

n+1/2

u

i

= i,n

on

ni

n+1

= 0

u

i

(Di )

= 0

un+1

i

n+1/2

n+1/2

=

u

u

un+1

1

2

i

update: n+1

i ,

i \

in i ,

on i \

on

i = 1, 2

i = 1, 2

n+1

n+1

u

u

2

1

+

) on , with (0, M AX )

= n (

n1

n2

p. 26

obtain

n

1

2

n

n+1

+

(S

+

S

)(d

flux system F = d

p. 27

obtain

n

1

2

n

n+1

+

(S

+

S

)(d

flux system F = d

the preconditioned operator is then

1

SF = (S 1 + S 2 )(S 1

+ S2 )

p. 27

obtain

n

1

2

n

n+1

+

(S

+

S

)(d

flux system F = d

the preconditioned operator is then

1

SF = (S 1 + S 2 )(S 1

+ S2 )

corrections) with positive weights we obtain the preconditioner

D1 S 1 D1 + D2 S 2 D2

p. 27

Given u0 = 0 on

(1) solve a Dirichlet problem on 1 with boundary data = trace

of u0

p. 28

Given u0 = 0 on

(1) solve a Dirichlet problem on 1 with boundary data = trace

of u0

(2) solve a Dirichlet problem on 2 with boundary data = trace

of solution of (1)

p. 28

Given u0 = 0 on

(1) solve a Dirichlet problem on 1 with boundary data = trace

of u0

(2) solve a Dirichlet problem on 2 with boundary data = trace

of solution of (1)

differential form

(1)

un+1/2 = f

un+1/2 = un

in 1 ,

on 1

p. 28

Given u0 = 0 on

(1) solve a Dirichlet problem on 1 with boundary data = trace

of u0

(2) solve a Dirichlet problem on 2 with boundary data = trace

of solution of (1)

differential form

(1)

(2)

un+1/2 = f

un+1/2 = un

un+1 = f

un+1 = un+1/2

in 1 ,

on 1

in 2 ,

on 2

p. 28

Multiplicative Schwarz

Using the variational formulation of this algorithm, we find

un+1 u = (I P2 )(I P1 )(un u)

Pi : H01 () H01 (i ) orthogonal projection defined by

a(Pi u, v) = a(u, v)

v H01 (i )

p. 29

Multiplicative Schwarz

Using the variational formulation of this algorithm, we find

un+1 u = (I P2 )(I P1 )(un u)

Pi : H01 () H01 (i ) orthogonal projection defined by

a(Pi u, v) = a(u, v)

v H01 (i )

(I P2 )(I P1 ) = I (P1 + P2 P2 P1 )

p. 29

Multiplicative Schwarz

Using the variational formulation of this algorithm, we find

un+1 u = (I P2 )(I P1 )(un u)

Pi : H01 () H01 (i ) orthogonal projection defined by

a(Pi u, v) = a(u, v)

v H01 (i )

(I P2 )(I P1 ) = I (P1 + P2 P2 P1 )

Pms u = (P1 + P2 P2 P1 )u = g

p. 29

Additive Schwarz

In order to eliminate the two sequential steps of multiplicative

Schwarz, we define the additive Schwarz method

Pas u = (P1 + P2 )u = g

p. 30

Additive Schwarz

In order to eliminate the two sequential steps of multiplicative

Schwarz, we define the additive Schwarz method

Pas u = (P1 + P2 )u = g

completely parallel

p. 30

Additive Schwarz

In order to eliminate the two sequential steps of multiplicative

Schwarz, we define the additive Schwarz method

Pas u = (P1 + P2 )u = g

completely parallel

as written with Richardson does not converge in general!

p. 30

In order to eliminate the two sequential steps of multiplicative

Schwarz, we define the additive Schwarz method

Pas u = (P1 + P2 )u = g

completely parallel

as written with Richardson does not converge in general!

Must use a Krylov method (e.g. conjugate gradient if the

problem is SDP)

p. 30

N subdomains

These methods can be extended to the case of N 2 subdomains

1

SN

NS

PN

Neumann-Neumann:

= i=1 DiT S i Di S

p. 31

N subdomains

These methods can be extended to the case of N 2 subdomains

1

SN

NS

PN

Neumann-Neumann:

= i=1 DiT S i Di S

Multiplicative Schwarz:

Pms = I (I PN ) (I P1 )

p. 31

N subdomains

These methods can be extended to the case of N 2 subdomains

1

SN

NS

PN

Neumann-Neumann:

= i=1 DiT S i Di S

Multiplicative Schwarz:

Additive Schwarz:

Pms = I (I PN ) (I P1 )

Pas =

PN

i=1 Pi =

PN

T Ai R A

R

i

i=1 i

p. 31

N subdomains

These methods can be extended to the case of N 2 subdomains

1

SN

NS

PN

Neumann-Neumann:

= i=1 DiT S i Di S

Multiplicative Schwarz:

Additive Schwarz:

Pms = I (I PN ) (I P1 )

Pas =

PN

i=1 Pi =

PN

T Ai R A

R

i

i=1 i

For increasing N these 1 level methods are not scalable for elliptic

problems: it is proven that their iteration counts to have err < toll is

proportional to N

we need to use more levels (multilevel methods)

p. 31

Multilevel methods

In order to have scalability (independence of N ), which is crucial in

elliptic problems, we must add at least a second level

solve a coarse (global) problem with few unknowns per

subdomain (usually a problem associated with the subdomain

mesh)

p. 32

Multilevel methods

In order to have scalability (independence of N ), which is crucial in

elliptic problems, we must add at least a second level

solve a coarse (global) problem with few unknowns per

subdomain (usually a problem associated with the subdomain

mesh)

Balanced Neumann-Neumann:

PN

1

SN N = S0 + (I S0 S)( i=1 DiT S i Di )(I SS0 )

p. 32

Multilevel methods

In order to have scalability (independence of N ), which is crucial in

elliptic problems, we must add at least a second level

solve a coarse (global) problem with few unknowns per

subdomain (usually a problem associated with the subdomain

mesh)

Balanced Neumann-Neumann:

PN

1

SN N = S0 + (I S0 S)( i=1 DiT S i Di )(I SS0 )

Multiplicative Schwarz:

Pms = I (I PN ) (I P1 )(I P0 )

p. 32

Multilevel methods

In order to have scalability (independence of N ), which is crucial in

elliptic problems, we must add at least a second level

solve a coarse (global) problem with few unknowns per

subdomain (usually a problem associated with the subdomain

mesh)

Balanced Neumann-Neumann:

PN

1

SN N = S0 + (I S0 S)( i=1 DiT S i Di )(I SS0 )

Multiplicative Schwarz:

Pms = I (I PN ) (I P1 )(I P0 )

Additive

PSchwarz:

PN

1

N

1

T

Pas = i=0 Pi = R0 A0 R0 A + i=1 RiT Ai Ri A

p. 32

(P.L. Lions, Bramble, Dryja, Widlund,...)

V Hilbert space with dim(V ) < (e.g. fem or spectral elements).

Decompose V in subspaces

V = V0 + V1 + + VN

p. 33

(P.L. Lions, Bramble, Dryja, Widlund,...)

V Hilbert space with dim(V ) < (e.g. fem or spectral elements).

Decompose V in subspaces

V = V0 + V1 + + VN

a(, ) : V V R SPD bilinear form, f V

uV :

a(u, v) = f (v)

v V

p. 33

(P.L. Lions, Bramble, Dryja, Widlund,...)

V Hilbert space with dim(V ) < (e.g. fem or spectral elements).

Decompose V in subspaces

V = V0 + V1 + + VN

a(, ) : V V R SPD bilinear form, f V

uV :

a(u, v) = f (v)

v V

bi (Pi u, v) = a(u, v)

v Vi .

subspace Vi

p. 33

Three assumptions

(Stable Decomposition)

P C0 such that every u V admits a

decomposition u =

ui , ui Vi , with

N

X

i=0

p. 34

Three assumptions

(Stable Decomposition)

P C0 such that every u V admits a

decomposition u =

ui , ui Vi , with

N

X

i=0

a(ui , uj ) ij a(ui , ui )1/2 a(uj , uj )1/2 ,

u i Vi , u j Vj

p. 34

Three assumptions

(Stable Decomposition)

P C0 such that every u V admits a

decomposition u =

ui , ui Vi , with

N

X

i=0

a(ui , uj ) ij a(ui , ui )1/2 a(uj , uj )1/2 ,

u i Vi , u j Vj

a(ui , ui ) bi (ui , ui ),

ui Range(Pi ) Vi

p. 34

Main Theorem

If assumptions 1,2,3 are satisfied, then

p. 35

Main Theorem

If assumptions 1,2,3 are satisfied, then (additive version)

C02 a(u, u) a(Pas u, u) ((E) + 1)a(u, u)

p. 35

Main Theorem

If assumptions 1,2,3 are satisfied, then (additive version)

C02 a(u, u) a(Pas u, u) ((E) + 1)a(u, u)

(multiplicative version)

kI

Pms k2a

2

1

1 2

2

2

C0 (2

(E) + 1)

with

= max(1, )

p. 35

With a proper coarse space V0 (complex in 3D) the best

nonoverlapping DD methods satisfy

cond(Pas ) C 1 + log

H

h

2

p. 36

With a proper coarse space V0 (complex in 3D) the best

nonoverlapping DD methods satisfy

cond(Pas ) C 1 + log

H

h

2

Schwarz methods with overlap satisfy

H

cond(Pas ) C 1 +

p. 36

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