Optimized Schwarz and 2-Lagrange multiplier methods for multiscale elliptic PDEs

Sébastien Loisel, Hieu Nguyen, Robert Scheichl

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

In this article, we formulate and analyze a two-level preconditioner for optimized Schwarz and 2-Lagrange multiplier methods for PDEs with highly heterogeneous (multiscale) diffusion coefficients. The preconditioner is equipped with an automatic coarse space consisting of lowfrequency modes of approximate subdomain Dirichlet-to-Neumann maps. Under a suitable change of basis, the preconditioner is a 2 × 2 block upper triangular matrix with the identity matrix in the upper-left block. We show that the spectrum of the preconditioned system is included in the disk having center z = 1/2 and radius r = 1/2 - ∈, where 0 < ∈ < 1/2 is a parameter that we can choose. We further show that the GMRES algorithm applied to our heterogeneous system converges in O(1/∈) iterations (neglecting certain polylogarithmic terms). The number ∈ can be made arbitrarily large by automatically enriching the coarse space. Our theoretical results are confirmed by numerical experiments.

Original languageEnglish
Pages (from-to)A2896-A2923
JournalSIAM Journal on Scientific Computing
Volume37
Issue number6
Early online date10 Dec 2015
DOIs
Publication statusPublished - 2015

Fingerprint

Lagrange multiplier Method
Elliptic PDE
Lagrange multipliers
Preconditioner
Dirichlet-to-Neumann Map
Upper triangular matrix
Unit matrix
GMRES
Heterogeneous Systems
Diffusion Coefficient
Low Frequency
Choose
Radius
Numerical Experiment
Converge
Iteration
Experiments
Term

Keywords

  • Adaptive coarse space enrichment
  • Coefficient dependent coarse space
  • Dirichlet to Neumann generalized eigenproblem
  • Domain decomposition
  • Heterogeneous media
  • Multiscale PDEs

Cite this

Optimized Schwarz and 2-Lagrange multiplier methods for multiscale elliptic PDEs. / Loisel, Sébastien; Nguyen, Hieu; Scheichl, Robert.

In: SIAM Journal on Scientific Computing, Vol. 37, No. 6, 2015, p. A2896-A2923.

Research output: Contribution to journalArticle

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