Nonoverlapping domain decomposition preconditioners for discontinuous Galerkin approximations of Hamilton--Jacobi--Bellman equations

We analyse a class of nonoverlapping domain decomposition preconditioners for nonsymmetric linear systems arising from discontinuous Galerkin finite element approximation of fully nonlinear Hamilton--Jacobi--Bellman (HJB) partial differential equations. These nonsymmetric linear systems are uniformly bounded and coercive with respect to a related symmetric bilinear form, that is associated to a matrix $\mathbf{A}$. In this work, we construct a nonoverlapping domain decomposition preconditioner $\mathbf{P}$, that is based on $\mathbf{A}$, and we then show that the effectiveness of the preconditioner for solving the} nonsymmetric problems can be studied in terms of the condition number $\kappa(\mathbf{P}^{-1}\mathbf{A})$. In particular, we establish the bound $\kappa(\mathbf{P}^{-1}\mathbf{A}) \lesssim 1+ p^6 H^3 /q^3 h^3$, where $H$ and $h$ are respectively the coarse and fine mesh sizes, and $q$ and $p$ are respectively the coarse and fine mesh polynomial degrees. This represents the first such result for this class of methods that explicitly accounts for the dependence of the condition number on $q$; our analysis is founded upon an original optimal order approximation result between fine and coarse discontinuous finite element spaces. Numerical experiments demonstrate the sharpness of this bound. Although the preconditioners are not robust with respect to the polynomial degree, our bounds quantify the effect of the coarse and fine space polynomial degrees. Furthermore, we show computationally that these methods are effective in practical applications to nonsymmetric, fully nonlinear HJB equations under $h$-refinement for moderate polynomial degrees

A Combined Preconditioning Strategy for Nonsymmetric Systems

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of the additive Schwarz method applied to nonsymmetric but definite matrices is presented for which the abstract assumptions are verified. A variable preconditioner, combining the original nonsymmetric one and a weighted least-squares version of it, is shown to be convergent and provides a viable strategy for using nonsymmetric preconditioners in practice. Numerical results are included to assess the theory and the performance of the proposed preconditioners.Comment: 26 pages, 3 figure

Nonoverlapping domain decomposition preconditioners for discontinuous Galerkin finite element methods in H2H^2-type norms

We analyse the spectral bounds of nonoverlapping domain decomposition preconditioners for $hp$-version discontinuous Galerkin finite element methods in $H^2$-type norms, which arise in applications to fully nonlinear Hamilton--Jacobi--Bellman partial differential equations. We show that for a symmetric model problem, the condition number of the preconditioned system is at most of order $1+ p^6 H^3 /q^3 h^3$, where $H$ and $h$ are respectively the coarse and fine mesh sizes, and $q$ and $p$ are respectively the coarse and fine mesh polynomial degrees. This represents the first result for this class of methods that explicitly accounts for the dependence of the condition number on $q$, and its sharpness is shown numerically. The key analytical tool is an original optimal order approximation result between fine and coarse discontinuous finite element spaces.\ud \ud We then go beyond the model problem and show computationally that these methods lead to efficient and competitive solvers in practical applications to nonsymmetric, fully nonlinear Hamilton--Jacobi--Bellman equations

A class of domain decomposition preconditioners for hp-discontinuous Galerkin finite element methods

In this article we address the question of efficiently solving the algebraic linear system of equations arising from the discretization of a symmetric, elliptic boundary value problem using hp-version discontinuous Galerkin finite element methods. In particular, we introduce a class of domain decomposition preconditioners based on the Schwarz framework, and prove bounds on the condition number of the resulting iteration operators. Numerical results confirming the theoretical estimates are also presented

Uniform subspace correction preconditioners for discontinuous Galerkin methods with hphp-refinement

In this paper, we develop subspace correction preconditioners for discontinuous Galerkin (DG) discretizations of elliptic problems with $hp$-refinement. These preconditioners are based on the decomposition of the DG finite element space into a conforming subspace, and a set of small nonconforming edge spaces. The conforming subspace is preconditioned using a matrix-free low-order refined technique, which in this work we extend to the $hp$-refinement context using a variational restriction approach. The condition number of the resulting linear system is independent of the granularity of the mesh $h$, and the degree of polynomial approximation $p$. The method is amenable to use with meshes of any degree of irregularity and arbitrary distribution of polynomial degrees. Numerical examples are shown on several test cases involving adaptively and randomly refined meshes, using both the symmetric interior penalty method and the second method of Bassi and Rebay (BR2).Comment: 24 pages, 9 figure