Dirichlet-Neumann and Neumann-Neumann waveform relaxation algorithms for parabolic problems

zbMATH Open1355.65128arXiv1311.2709MaRDI QIDQ501645FDOQ501645

Felix Kwok, Martin J. Gander, Bankim C. Mandal

Publication date: 9 January 2017

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Abstract: We present a waveform relaxation version of the Dirichlet-Neumann and Neumann-Neumann methods for parabolic problems. 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. For the Neumann-Neumann method, one step of the method consists of solving the subdomain problems using Dirichlet interface conditions, followed by a correction step involving Neumann interface conditions. However, each subdomain problem is now in space and time, and the interface conditions are also time-dependent. Using Laplace transforms, we show for the heat equation that when we consider finite time intervals, the Dirichlet-Neumann and Neumann-Neumann methods converge superlinearly for an optimal choice of the relaxation parameter, similar to the case of Schwarz waveform relaxation algorithms. The convergence rate depends on the size of the subdomains as well as the length of the time window. For any other choice of the relaxation parameter, convergence is only linear. We illustrate our results with numerical experiments.

Full work available at URL: https://arxiv.org/abs/1311.2709

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zbMATH Keywords

convergencenumerical experimentsdomain decompositionheat equationSchwarz waveform relaxationwaveform relaxationDirichlet-Neumann waveform relaxationNeumann-Neumann waveform relaxation

Mathematics Subject Classification ID

Heat equation (35K05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Cited In (37)

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• A time adaptive multirate Dirichlet–Neumann waveform relaxation method for heterogeneous coupled heat equations
• Analysis of Schwarz waveform relaxation for the coupled Ekman boundary layer problem with continuously variable coefficients
• Iterative methods with nonconforming time grids for nonlinear flow problems in porous media
• An analysis of Schwarz waveform relaxation domain decomposition methods for the imaginary-time linear Schrödinger and Gross-Pitaevskii equations
• Pipeline implementations of Neumann-Neumann and Dirichlet-Neumann waveform relaxation methods
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• Analysis of two new parareal algorithms based on the Dirichlet-Neumann/Neumann-Neumann waveform relaxation method for the heat equation
• Discrete analysis of Schwarz waveform relaxation for a simplified air-sea coupling problem with nonlinear transmission conditions
• Neumann-Neumann waveform relaxation algorithm in multiple subdomains for hyperbolic problems in 1D and 2D
• PARAOPT: A Parareal Algorithm for Optimality Systems
• A Multirate Neumann--Neumann Waveform Relaxation Method for Heterogeneous Coupled Heat Equations
• Time Parallelization for Nonlinear Problems Based on Diagonalization
• Domain decomposition methods coupled with parareal for the transient heat equation in 1 and 2 spatial dimensions.
• Overlapping domain decomposition methods for finite volume discretizations
• Explicit Computation of Robin Parameters in Optimized Schwarz Waveform Relaxation Methods for Schro¨dinger Equations Based on Pseudodifferential Operators
• Fast and accuracy-preserving domain decomposition methods for reduced fracture models with nonconforming time grids
• 50 Years of Time Parallel Time Integration
• Coupling Parareal and Dirichlet-Neumann/Neumann-Neumann Waveform Relaxation Methods for the Heat Equation

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