A time-dependent Dirichlet-Neumann method for the heat equation

DOI10.1007/978-3-319-05789-7_44zbMATH Open1382.65253OpenAlexW748580861MaRDI QIDQ3133656FDOQ3133656

Authors Bankim C. Mandal 

Publication date 5 February 2018

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.2827

zbMATH Keywords

Laplace transformconvergencealgorithmnumerical experimentsdomain decompositionheat equationwaveform relaxationDirichlet-Neumann method

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Abstract: We present a waveform relaxation version of the Dirichlet-Neumann method for parabolic problem. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves with Dirichlet boundary conditions followed by subdomain solves with Neumann boundary conditions. However, each subdomain problem is now in space and time, and the interface conditions are also time-dependent. Using a Laplace transform argument, we show for the heat equation that when we consider finite time intervals, the Dirichlet-Neumann method converges, similar to the case of Schwarz waveform relaxation algorithms. The convergence rate depends on the length of the subdomains as well as the size of the time window. In this discussion, we only stick to the linear bound. We illustrate our results with numerical experiments.

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Cited in

(21)

• scientific article; zbMATH DE number 5282913 (Why is no real title available?)
• A time adaptive multirate Dirichlet–Neumann waveform relaxation method for heterogeneous coupled heat equations
• Analysis of a new space-time parallel multigrid algorithm for parabolic problems
• A Direct Time Parallel Solver by Diagonalization for the Wave Equation
• Fully implicit local time-stepping methods for advection-diffusion problems in mixed formulations
• Analysis of two new parareal algorithms based on the Dirichlet-Neumann/Neumann-Neumann waveform relaxation method for the heat equation
• On the convergence rate of the Dirichlet-Neumann iteration for unsteady thermal fluid-structure interaction
• An analysis of Schwarz waveform relaxation domain decomposition methods for the imaginary-time linear Schrödinger and Gross-Pitaevskii equations
• PARAOPT: a parareal algorithm for optimality systems
• Convergence analysis of the Dirichlet-Neumann waveform relaxation algorithm for time fractional sub-diffusion and diffusion-wave equations in heterogeneous media
• Time parallelization for nonlinear problems based on diagonalization
• Dirichlet-Neumann waveform relaxation methods for parabolic and hyperbolic problems in multiple subdomains
• A parallel-in-time approach for accelerating direct-adjoint studies
• A Schwarz waveform relaxation method for time-dependent space fractional Schrödinger/heat equations
• On the rate of convergence of Schwarz waveform relaxation methods for the time-dependent Schrödinger equation
• Schwarz waveform relaxation for heat equations with nonlinear dynamical boundary conditions
• Fast and accuracy-preserving domain decomposition methods for reduced fracture models with nonconforming time grids
• Neumann-Neumann waveform relaxation for the time-dependent heat equation
• 50 years of time parallel time integration
• Dirichlet-Neumann and Neumann-Neumann waveform relaxation algorithms for parabolic problems
• Pipeline implementations of Neumann-Neumann and Dirichlet-Neumann waveform relaxation methods

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