Parallel Schwarz wave form relaxation algorithm for an n-dimensional semilinear heat equation

We present in this paper a proof of well-posedness and convergence for the parallel Schwarz Waveform Relaxation Algorithm adapted to an N-dimensional semilinear heat equation. Since the equation we study is an evolution one, each subproblem at each step has its own local existence time, we then determine a common existence time for every problem in any subdomain at any step. We also introduce a new technique: Exponential Decay Error Estimates, to prove the convergence of the Schwarz Methods, with multisubdomains, and then apply it to our problem

Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method

For linear problems, domain decomposition methods can be used directly as iterative solvers, but also as preconditioners for Krylov methods. In practice, Krylov acceleration is almost always used, since the Krylov method finds a much better residual polynomial than the stationary iteration, and thus converges much faster. We show in this paper that also for non-linear problems, domain decomposition methods can either be used directly as iterative solvers, or one can use them as preconditioners for Newton's method. For the concrete case of the parallel Schwarz method, we show that we obtain a preconditioner we call RASPEN (Restricted Additive Schwarz Preconditioned Exact Newton) which is similar to ASPIN (Additive Schwarz Preconditioned Inexact Newton), but with all components directly defined by the iterative method. This has the advantage that RASPEN already converges when used as an iterative solver, in contrast to ASPIN, and we thus get a substantially better preconditioner for Newton's method. The iterative construction also allows us to naturally define a coarse correction using the multigrid full approximation scheme, which leads to a convergent two level non-linear iterative domain decomposition method and a two level RASPEN non-linear preconditioner. We illustrate our findings with numerical results on the Forchheimer equation and a non-linear diffusion problem

Optimized Schwarz Waveform Relaxation for Advection Reaction Diffusion Equations in Two Dimensions

Optimized Schwarz Waveform Relaxation methods have been developed over the last decade for the parallel solution of evolution problems. They are based on a decomposition in space and an iteration, where only subproblems in space-time need to be solved. Each subproblem can be simulated using an adapted numerical method, for example with local time stepping, or one can even use a different model in different subdomains, which makes these methods very suitable also from a modeling point of view. For rapid convergence however, it is important to use effective transmission conditions between the space-time subdomains, and for best performance, these transmission conditions need to take the physics of the underlying evolution problem into account. The optimization of these transmission conditions leads to a mathematically hard best approximation problem of homographic type. We study in this paper in detail this problem for the case of linear advection reaction diffusion equations in two spatial dimensions. We prove comprehensively best approximation results for transmission conditions of Robin and Ventcel type. We give for each case closed form asymptotic values for the parameters, which guarantee asymptotically best performance of the iterative methods. We finally show extensive numerical experiments, and we measure performance corresponding to our analysisComment: 42 page