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Cover image for Domain decomposition methods--algorithms and theory
Title:
Domain decomposition methods--algorithms and theory
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Series:
Springer series in computational mathematics, 34
Publication Information:
Berlin : Springer, 2005
ISBN:
9783540206965
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30000004598383 QA402.2 T67 2005 Open Access Book Book
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Summary

Summary

This book offers a comprehensive presentation of some of the most successful and popular domain decomposition preconditioners for finite and spectral element approximations of partial differential equations. It places strong emphasis on both algorithmic and mathematical aspects. It covers in detail important methods such as FETI and balancing Neumann-Neumann methods and algorithms for spectral element methods.


Table of Contents

1 Introductionp. 1
1.1 Basic Ideas of Domain Decompositionp. 1
1.2 Matrix and Vector Representationsp. 2
1.3 Nonoverlapping Methodsp. 5
1.3.1 An Equation for u¿: the Schur Complement Systemp. 5
1.3.2 An Equation for the Fluxp. 6
1.3.3 The Dirichlet-Neumann Algorithmp. 8
1.3.4 The Neumann-Neumann Algorithmp. 10
1.3.5 A Dirichlet-Dirichlet Algorithm or a FETI Methodp. 12
1.3.6 The Case of Many Subdomainsp. 15
1.4 The Schwarz Alternating Methodp. 21
1.4.1 Description of the Methodp. 21
1.4.2 The Schwarz Alternating Method as a Richardson Methodp. 22
1.5 Block Jacobi Preconditionersp. 24
1.6 Some Results on Schwarz Alternating Methodsp. 27
1.6.1 Analysis for the Case of Two Subdomainsp. 27
1.6.2 The Case of More than Two Subdomainsp. 29
2 Abstract Theory of Schwarz Methodsp. 35
2.1 Introductionp. 35
2.2 Schwarz Methodsp. 35
2.3 Convergence Theoryp. 39
2.4 Historical Remarksp. 46
2.5 Additional Resultsp. 46
2.5.1 Coloring Techniquesp. 46
2.5.2 A Hybrid Methodp. 47
2.5.3 Comparison Resultsp. 51
2.6 Remarks on the Implementationp. 52
3 Two-Level Overlapping Methodsp. 55
3.1 Introductionp. 55
3.2 Local Solversp. 56
3.3 A Coarse Problemp. 59
3.4 Scaling and Quotient Space Argumentsp. 60
3.5 Technical Toolsp. 62
3.6 Convergence Resultsp. 67
3.7 Remarks on the Implementationp. 70
3.8 Numerical Resultsp. 73
3.9 Restricted Schwarz Algorithmsp. 75
3.10 Alternative Coarse Problemsp. 75
3.10.1 Convergence Resultsp. 76
3.10.2 Smoothed Aggregation Techniquesp. 81
3.10.3 Partition of Unity Coarse Spacesp. 84
4 Substructuring Methods: Introductionp. 87
4.1 Introductionp. 87
4.2 Problem Setting and Geometryp. 88
4.3 Schur Complement Systemsp. 94
4.4 Discrete Harmonic Extensionsp. 96
4.5 Condition Number of the Schur Complementp. 97
4.6 Technical Toolsp. 99
4.6.1 Interpolation into Coarse Spacesp. 99
4.6.2 Inequalities for Edgesp. 101
4.6.3 Inequalities for Facesp. 105
4.6.4 Inequalities for Vertices and Auxiliary Resultsp. 111
5 Primal Iterative Substructuring Methodsp. 113
5.1 Introductionp. 113
5.2 Local Design and Analysisp. 113
5.3 Local Solversp. 115
5.4 Coarse Spaces and Condition Number Estimatesp. 117
5.4.1 Vertex Based Methodsp. 118
5.4.2 Wire Basket Based Algorithmsp. 123
5.4.3 Face Based Algorithmsp. 126
6 Neumann-Neumann and FETI Methodsp. 131
6.1 Introductionp. 131
6.2 Balancing Neumann-Neumann Methodsp. 133
6.2.1 Definition of the Algorithmp. 133
6.2.2 Matrix Form of the Algorithmp. 137
6.2.3 Condition Number Boundsp. 139
6.3 One-Level FETI Methodsp. 143
6.3.1 A Review of the One-Level FETI Methodsp. 144
6.3.2 The Case of Nonredundant Lagrange Multipliersp. 150
6.3.3 The Case of Redundant Lagrange Multipliersp. 156
6.4 Dual-Primal FETI Methodsp. 160
6.4.1 FETI-DP Methods in Two Dimensionsp. 161
6.4.2 A Family of FETI-DP Algorithms in Three Dimensionsp. 167
6.4.3 Analysis of Three FETI-DP Algorithmsp. 175
6.4.4 Implementation of FETI-DP Methodsp. 185
6.4.5 Computational Resultsp. 187
7 Spectral Element Methodsp. 193
7.1 Introductionp. 193
7.2 Deville-Mund Preconditionersp. 196
7.3 Two-Level Overlapping Schwarz Methodsp. 198
7.4 Iterative Substructuring Methodsp. 200
7.4.1 Technical Toolsp. 202
7.4.2 Algorithms and Condition Number Boundsp. 206
7.5 Remarks on p and hp Approximationsp. 210
7.5.1 More General p Approximationsp. 210
7.5.2 Extensions to hp Approximationsp. 214
8 Linear Elasticityp. 217
8.1 Introductionp. 217
8.2 A Two-Level Overlapping Methodp. 219
8.3 Iterative Substructuring Methodsp. 220
8.4 A Wire Basket Based Methodp. 221
8.4.1 An Extension from the Interfacep. 222
8.4.2 An Extension from the Wire Basketp. 222
8.4.3 A Wire Basket Preconditioner for Linear Elasticityp. 224
8.5 Neumann-Neumann and FETI Methodsp. 225
8.5.1 A Neumann-Neumann Algorithm for Linear Elasticityp. 225
8.5.2 One-Level FETI Algorithms for Linear Elasticityp. 227
8.5.3 FETI-DP Algorithms for Linear Elasticityp. 227
9 Preconditioners for Saddle Point Problemsp. 231
9.1 Introductionp. 231
9.2 Block Preconditionersp. 235
9.3 Flows in Porous Mediap. 239
9.3.1 Iterative Substructuring Methodsp. 241
9.3.2 Hybrid-Mixed Formulations and Spectral Equivalencies with Crouzeix-Raviart Approximationsp. 246
9.3.3 A Balancing Neumann-Neumann Methodp. 250
9.3.4 Overlapping Methodsp. 255
9.4 The Stokes Problem and Almost Incompressible Elasticityp. 257
9.4.1 Block Preconditionersp. 258
9.4.2 Iterative Substructuring Methodsp. 261
9.4.3 Computational Resultsp. 269
10 Problems in H(div ; ¿) and H(curl; ¿)p. 271
10.1 Overlapping Methodsp. 274
10.1.1 Problems in H(curl; ¿)p. 276
10.1.2 Problems in H(div; ¿)p. 283
10.1.3 Final Remarks on Overlapping Methods and Numerical Resultsp. 286
10.2 Iterative Substructuring Methodsp. 288
10.2.1 Technical Toolsp. 291
10.2.2 A Face-Based Methodp. 299
10.2.3 A Neumann-Neumann Methodp. 301
10.2.4 Remarks on Two-Dimensional Problems and Numerical Resultsp. 305
10.2.5 Iterative Substructuring for Nédélec Approximations in Three Dimensionsp. 308
11 Indefinite and Nonsymmetric Problemsp. 311
11.1 Introductionp. 311
11.2 Algorithms on Overlapping Subregionsp. 314
11.3 An Iterative Substructuring Methodp. 320
11.4 Numerical Resultsp. 321
11.4.1 A Nonsymmetric Problemp. 322
11.4.2 The Helmholtz Equationp. 324
11.4.3 A Variable-Coefficient, Nonsymmetric Indefinite Problemp. 324
11.5 Additional Topicsp. 326
11.5.1 Convection-Diffusion Problemsp. 326
11.5.2 The Helmholtz Equationp. 330
11.5.3 Optimized Interface Conditionsp. 333
11.5.4 Nonlinear and Eigenvalue Problemsp. 334
A Elliptic Problems and Sobolev Spacesp. 337
A.1 Sobolev Spacesp. 337
A.2 Trace Spacesp. 341
A.3 Linear Operatorsp. 343
A.4 Poincaré and Friedrichs Type Inequalitiesp. 343
A.5 Spaces of Vector-Valued Functionsp. 346
A.5.1 The Space H(div; ¿)p. 347
A.5.2 The Space H(curl; ¿) in Two Dimensionsp. 348
A.5.3 The Space H(curl; ¿) in Three Dimensionsp. 349
A.5.4 The Kernel and Range of the Curl and Divergence Operatorsp. 350
A.6 Positive Definite Problemsp. 353
A.6.1 Scalar Problemsp. 355
A.6.2 Linear Elasticityp. 357
A.6.3 Problems in H(div; ¿) and H(curl; ¿)p. 360
A.7 Non-Symmetric and Indefinite Problemsp. 362
A.7.1 Generalizations of the Lax-Milgram Lemmap. 362
A.7.2 Saddle-Point Problemsp. 364
A.8 Regularity Resultsp. 369
B Galerkin Approximationsp. 371
B.1 Finite Element Approximationsp. 371
B.1.1 Triangulationsp. 371
B.1.2 Finite Element Spacesp. 372
B.1.3 Symmetric, Positive Definite Problemsp. 374
B.1.4 Non-Symmetric and Indefinite Problemsp. 375
B.2 Spectral Element Approximationsp. 376
B.3 Divergence and Curl Conforming Finite Elementsp. 380
B.3.1 Raviart-Thomas Elementsp. 380
B.3.2 Nédélec Elements in Two Dimensionsp. 382
B.3.3 Nédélec Elements in Three Dimensionsp. 383
B.3.4 The Kernel and Range of the Curl and Divergence Operatorsp. 384
B.4 Saddle-Point Problemsp. 386
B.4.1 Finite Element Approximations for the Stokes Problemp. 387
B.4.2 Spectral Element Approximations for the Stokes Problemp. 388
B.4.3 Finite Element Approximations for Flows in Porous Mediap. 389
B.5 Inverse Inequalitiesp. 389
B.6 Matrix Representation and Condition Numberp. 390
C Solution of Algebraic Linear Systemsp. 395
C.1 Eigenvalues and Condition Numberp. 395
C.2 Direct Methodsp. 397
C.2.1 Factorizationsp. 397
C.2.2 Fill-inp. 398
C.3 Richardson Methodp. 399
C.4 Steepest Descentp. 402
C.5 Conjugate Gradient Methodp. 403
C.6 Methods for Non-Symmetric and Indefinite Systemsp. 407
C.6.1 The Generalized Minimal Residual Methodp. 407
C.6.2 The Conjugate Residual Methodp. 409
Referencesp. 413
Indexp. 447
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