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

zbMATH Open1355.65128MaRDI QIDQ501645FDOQ501645

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

Publication date 9 January 2017

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

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)

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.

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Cited in

(38)

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• A Direct Time Parallel Solver by Diagonalization for the Wave Equation
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• An analysis of Schwarz waveform relaxation domain decomposition methods for the imaginary-time linear Schrödinger and Gross-Pitaevskii equations
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• Convergence analysis of the Dirichlet-Neumann waveform relaxation algorithm for time fractional sub-diffusion and diffusion-wave equations in heterogeneous media
• A parareal waveform relaxation algorithm for semi-linear parabolic partial differential equations
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• Coupling Parareal and Dirichlet-Neumann/Neumann-Neumann Waveform Relaxation Methods for the Heat Equation
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• Explicit computation of Robin parameters in optimized Schwarz waveform relaxation methods for Schrödinger equations based on pseudodifferential operators
• Dirichlet-Neumann and Neumann-Neumann waveform relaxation for the wave equation
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• A multirate Neumann-Neumann waveform relaxation method for heterogeneous coupled heat equations
• Fast and accuracy-preserving domain decomposition methods for reduced fracture models with nonconforming time grids
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• Pipeline implementations of Neumann-Neumann and Dirichlet-Neumann waveform relaxation methods
• Dirichlet-Neumann and Neumann-Neumann waveform relaxation algorithms for heterogeneous sub-diffusion and diffusion-wave equations
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• Operator Splitting and Local Time-Stepping Methods for Transport Problems in Fractured Porous Media

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