A Time-Dependent Dirichlet-Neumann Method for the Heat Equation

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.Comment: 9 pages, 5 figures, Lecture Notes in Computational Science and Engineering, Vol. 98, Springer-Verlag 201

Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation for the Wave Equation

We present a Waveform Relaxation (WR) version of the Dirichlet-Neumann and Neumann-Neumann algorithms for the wave equation in space time. Each method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in space time with corresponding interface condition, followed by a correction step. Using a Laplace transform argument, for a particular relaxation parameter, we prove convergence of both algorithms in a finite number of steps for finite time intervals. The number of steps depends on the size of the subdomains and the time window length on which the algorithms are employed. We illustrate the performance of the algorithms with numerical results, and also show a comparison with classical and optimized Schwarz WR methods.Comment: 8 pages, 6 figures, presented in 22nd International conference on Domain Decomposition Methods, to appear in Domain Decomposition in Science and Engineering XXII, LNCSE, Springer-Verlag 201

A fast solver for systems of reaction-diffusion equations

In this paper we present a fast algorithm for the numerical solution of systems of reaction-diffusion equations, $\partial_t u + a \cdot \nabla u = \Delta u + F (x, t, u)$, $x \in \Omega \subset \mathbf{R}^3$, $t > 0$. Here, $u$ is a vector-valued function, $u \equiv u(x, t) \in \mathbf{R}^m$, $m$ is large, and the corresponding system of ODEs, $\partial_t u = F(x, t, u)$, is stiff. Typical examples arise in air pollution studies, where $a$ is the given wind field and the nonlinear function $F$ models the atmospheric chemistry.Comment: 8 pages, 3 figures, to appear in Proc. 13th Domain Decomposition Conference, Lyon, October 200

Pipeline Implementations of Neumann-Neumann and Dirichlet-Neumann Waveform Relaxation Methods

This paper is concerned with the reformulation of Neumann-Neumann Waveform Relaxation (NNWR) methods and Dirichlet-Neumann Waveform Relaxation (DNWR) methods, a family of parallel space-time approaches to solving time-dependent PDEs. By changing the order of the operations, pipeline-parallel computation of the waveform iterates are possible without changing the final solution. The parallel efficiency and the increased communication cost of the pipeline implementation is presented, along with weak scaling studies to show the effectiveness of the pipeline NNWR and DNWR algorithms.Comment: 20 pages, 8 figure