arXiv subjects

Frédéric Nataf

Publications and source records attributed to Frédéric Nataf.

At least 19 recordsLinked to original sources

arXiv2026

A Guided Tour of Modern Domain Decomposition: From Schwarz Iterations to Robust Preconditioners and HPC Implementations

Domain decomposition methods (DDMs) provide a unifying framework for the scalable numerical solution of partial differential equations. Originating from Schwarz's alternating method, they have evolved into a rich family of algorithms that combine local robustness with global convergence acceleration and natural parallelism. Over the past decades, domain decomposition has played a central role in enabling large-scale simulations in numerous applications. This chapter presents an overview of modern DDMs, with a particular emphasis on scalable preconditioning techniques for challenging problems, including indefinite and high-frequency regimes. We revisit the fundamental concepts - overlapping decompositions, partition of unity, additive and restricted Schwarz formulations - and explain their algebraic interpretations. We then clarify their role as preconditioners in Krylov subspace solvers and discuss the necessity of coarse space corrections for scalability. Beyond a the survey aspect, the chapter distills key theoretical insights and practical design principles that have emerged over the past twenty years. Special attention is given to robust coarse spaces (GenEO, DtN-based approaches) and high-performance implementations. The goal is to provide both a coherent overview of the field and a concise, practice-oriented guide for readers seeking to understand and apply domain decomposition methods without navigating the entire literature.

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arXiv2025

Coarse spaces using extended generalized eigenproblems for heterogeneous Helmholtz problems

An abstract construction of coarse spaces for non-Hermitian problems and non-Hermitian domain decomposition preconditioners based on extended generalized eigenproblems was proposed in [Nataf and Parolin, arXiv:2404.02758] and analyzed on the matrix formulation. Building upon this work, we consider instead here the specific case of heterogeneous Helmholtz problems, and the derivation and analysis is performed at the continuous level. Albeit different from its derivation, its use of oversampling and the underlying eigenproblems, our approach shares similarities with the methods of Hu and Li [SIAM J. Numer. Anal, 63(2), 716-743, 2025] and Ma, Alber, Scheichl and Zhang [J. Sci. Comput., 105(3), No. 99, 2025].

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arXiv2025

Coarse spaces for non-symmetric two-level preconditioners based on local extended generalized eigenproblems

Domain decomposition (DD) methods are a natural way to take advantage of parallel computers when solving large scale linear systems. Their scalability depends on the design of the coarse space used in the two-level method. The analysis of adaptive coarse spaces we present here is quite general since it applies to symmetric and non-symmetric problems, to symmetric preconditioners such as the additive Schwarz method (ASM) and to the non-symmetric preconditioner restricted additive Schwarz (RAS), as well as to exact or inexact subdomain solves. The coarse space is built by solving generalized eigenproblems in the subdomains and applying a well-chosen operator to the selected eigenvectors.

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arXiv2025

A robust and adaptive GenEO-type domain decomposition preconditioner for $\mathbf{H}(\mathbf{curl})$ problems in three-dimensional general topologies

In this paper we design, analyse and test domain decomposition methods for linear systems of equations arising from conforming finite element discretisations of positive Maxwell-type equations, namely for $\mathbf{H}(\mathbf{curl})$ problems. It is well known that convergence of domain decomposition methods rely heavily on the efficiency of the coarse space used in the second level. We design adaptive coarse spaces that complement a near-kernel space made from the gradient of scalar functions. The new class of preconditioner is inspired by the idea of subspace decomposition, but based on spectral coarse spaces, and is specially designed for curl-conforming discretisations of Maxwell's equations in heterogeneous media on general domains which may have holes. We also address the practical robustness of various solvers in the case of non-trivial topologies and/or high aspect ratio of the domain.

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arXiv2024

A Robust Two-Level Schwarz Preconditioner For Sparse Matrices

This paper introduces a fully algebraic two-level additive Schwarz preconditioner for general sparse large-scale matrices. The preconditioner is analyzed for symmetric positive definite (SPD) matrices. For those matrices, the coarse space is constructed based on approximating two local subspaces in each subdomain. These subspaces are obtained by approximating a number of eigenvectors corresponding to dominant eigenvalues of two judiciously posed generalized eigenvalue problems. The number of eigenvectors can be chosen to control the condition number. For general sparse matrices, the coarse space is constructed by approximating the image of a local operator that can be defined from information in the coefficient matrix. The connection between the coarse spaces for SPD and general matrices is also discussed. Numerical experiments show the great effectiveness of the proposed preconditioners on matrices arising from a wide range of applications. The set of matrices includes SPD, symmetric indefinite, nonsymmetric, and saddle-point matrices. In addition, we compare the proposed preconditioners to the state-of-the-art domain decomposition preconditioners.

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arXiv2023

A Unified Framework for Double Sweep Methods for the Helmholtz Equation

We consider sweeping domain decomposition preconditioners to solve the Helmholtz equation in the case of stripwise domain decomposition with or without overlaps. We unify their derivation and convergence studies by expressing them as Jacobi, Gauss-Seidel, and Symmetric Gauss-Seidel methods for different numbering of the unknowns. The proposed framework enables theoretical comparisons between the double sweep methods in [Nataf and Nier (1997), Vion and Geuzaine (2018)] and those in [Stolk (2013, 2017), Vion and Geuzaine (2014)]. Additionally, it facilitates the introduction of a new sweeping algorithm. We provide numerical test cases to assess the validity of the theoretical studies.

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arXiv2023

How does the partition of unity influence SORAS preconditioner?

We investigate the influence of the choice of the partition of unity on the convergence of the Symmetrized Optimized Restricted Additive Schwarz (SORAS) preconditioner for the reaction-convection-diffusion equation. We focus on two kinds of partitions of unity, and study the dependence on the overlap and on the number of subdomains. In particular, the second kind of partition of unity, which is non-zero in the interior of the whole overlapping region, gives more favorable convergence properties, especially when increasing the overlap width, in comparison with the first kind of partition of unity, whose gradient is zero on the subdomain interfaces and which would be the natural choice for ORAS solver instead.

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arXiv2021

A GenEO Domain Decomposition method for Saddle Point problems

We introduce an adaptive element-based domain decomposition (DD) method for solving saddle point problems defined as a block two by two matrix. The algorithm does not require any knowledge of the constrained space. We assume that all sub matrices are sparse and that the diagonal blocks are spectrally equivalent to a sum of positive semi definite matrices. The latter assumption enables the design of adaptive coarse space for DD methods that extends the GenEO theory to saddle point problems. Numerical results on three dimensional elasticity problems for steel-rubber structures discretized by a finite element with continuous pressure are shown for up to one billion degrees of freedom.

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arXiv2021

Several ways to achieve robustness when solving wave propagation problems

Wave propagation problems are notoriously difficult to solve. Time-harmonic problems are especially challenging in mid and high frequency regimes. The main reason is the oscillatory nature of solutions, meaning that the number of degrees of freedom after discretisation increases drastically with the wave number, giving rise to large complex-valued problems to solve. Additional difficulties occur when the problem is defined in a highly heterogeneous medium, as is often the case in realistic physical applications. For time-discretised problems of Maxwell type, the main challenge remains the significant kernel in curl-conforming spaces, an issue that impacts on the design of robust preconditioners. This has already been addressed theoretically for a homogeneous medium but not yet in the presence of heterogeneities. In this review we provide a big-picture view of the main difficulties encountered when solving wave propagation problems, from the first step of their discretisation through to their parallel solution using two-level methods, by showing their limitations on a few realistic examples. We also propose a new preconditioner inspired by the idea of subspace decomposition, but based on spectral coarse spaces, for curl-conforming discretisations of Maxwell's equations in heterogeneous media.

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arXiv2021

Analysis of the SORAS domain decomposition preconditioner for non-self-adjoint or indefinite problems

We analyze the convergence of the one-level overlapping domain decomposition preconditioner SORAS (Symmetrized Optimized Restricted Additive Schwarz) applied to a generic linear system whose matrix is not necessarily symmetric/self-adjoint nor positive definite. By generalizing the theory for the Helmholtz equation developed in [I.G. Graham, E.A. Spence, and J. Zou, SIAM J.Numer.Anal., 2020], we identify a list of assumptions and estimates that are sufficient to obtain an upper bound on the norm of the preconditioned matrix, and a lower bound on the distance of its field of values from the origin. We stress that our theory is general in the sense that it is not specific to one particular boundary value problem. Moreover, it does not rely on a coarse mesh whose elements are sufficiently small. As an illustration of this framework, we prove new estimates for overlapping domain decomposition methods with Robin-type transmission conditions for the heterogeneous reaction-convection-diffusion equation (to prove the stability assumption for this equation we consider the case of a coercive bilinear form, which is non-symmetric, though).

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arXiv2020

Two-level DDM preconditioners for positive Maxwell equations

In this paper we develop and analyse domain decomposition methods for linear systems of equations arising from conforming finite element discretisations of positive Maxwell-type equations. Convergence of domain decomposition methods rely heavily on the efficiency of the coarse space used in the second level. We design adaptive coarse spaces that complement the near-kernel space made of the gradient of scalar functions. This extends the results in [2] to the variable coefficient case and non-convex domains at the expense of a larger coarse space.

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arXiv2020

Mathematical Analysis of Robustness of Two-Level Domain Decomposition Methods with respect to Inexact Coarse Solves

Convergence of domain decomposition methods rely heavily on the efficiency of the coarse space used in the second level. The GenEO coarse space has been shown to lead to a fully robust two-level Schwarz preconditioner which scales well over multiple cores [27, 19] as has been proved rigorously in [27]. The robustness is due to its good approximation properties for problems with highly heterogeneous material parameters. It is available in the finite element packages FreeFem++, Feel++ and recently in Dune and is implemented as a standalone library in HPDDM But the coarse component of the preconditioner can ultimately become a bottleneck if the number of subdomains is very large and exact solves are used. It is therefore interesting to consider the effect of approximate coarse solves. In this paper, robustness of GenEO methods is analyzed with respect to approximate coarse solves. Interestingly, the GenEO-2 method has to be modified in order to be able to prove its robustness in this context.

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arXiv2019

Parallel Controllability Methods For the Helmholtz Equation

The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the time-harmonic solution of the corresponding time-dependent wave equation. Two different approaches are considered here based either on the first or second-order formulation of the wave equation. Both are extended to general boundary-value problems governed by the Helmholtz equation and lead to robust and inherently parallel algorithms. Numerical results illustrate the accuracy, convergence and strong scalability of controllability methods for the solution of high frequency Helmholtz equations with up to a billion unknowns on massively parallel architectures.

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arXiv2017

Hybrid discontinuous Galerkin discretisation and domain decomposition preconditioners for the Stokes problem

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as hybrid discontinuous Galerkin appears as an appropriate strategy: on the one hand they provide the best compromise in terms of the number of degrees of freedom in between standard continuous and discontinuous Galerkin methods, and on the other hand the degrees of freedom used in the non standard interface conditions are naturally defined at the boundary between elements. In this paper we introduce the coupling between a well chosen discretisation method (hybrid discontinuous Galerkin) and a novel and efficient domain decomposition method to solve the Stokes system. We present the detailed analysis of the hybrid discontinuous Galerkin method for the Stokes problem with non standard boundary conditions. This analysis is supported by numerical evidence. In addition, the advantage of the new preconditioners over more classical choices is also supported by numerical experiments.

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arXiv2014

Robin Schwarz algorithm for the NICEM Method: the Pq finite element case

In Gander et al. [2004] we proposed a new non-conforming domain decomposition paradigm, the New Interface Cement Equilibrated Mortar (NICEM) method, based on Schwarz type methods that allows for the use of Robin interface conditions on non-conforming grids. The error analysis was done for P1 finite elements, in 2D and 3D. In this paper, we provide new numerical analysis results that allow to extend this error analysis in 2D for piecewise polynomials of higher order and also prove the convergence of the iterative algorithm in all these cases.

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arXiv2011

Generalized Filtering Decomposition

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that the input matrix is identical with the preconditioner on a given filtering vector. This vector is chosen to alleviate the effect of low frequency modes on convergence and so decrease or eliminate the plateau which is often observed in the convergence of iterative methods. In particular, the paper presents a general approach that allows to ensure that the filtering condition is satisfied in a matrix decomposition. The input matrix can have an arbitrary sparse structure. Hence, it can be reordered using nested dissection, to allow a parallel computation of the preconditioner and of the iterative process.

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arXiv2008

Local time steps for a finite volume scheme

We present a strategy for solving time-dependent problems on grids with local refinements in time using different time steps in different regions of space. We discuss and analyze two conservative approximations based on finite volume with piecewise constant projections and domain decomposition techniques. Next we present an iterative method for solving the composite-grid system that reduces to solution of standard problems with standard time stepping on the coarse and fine grids. At every step of the algorithm, conservativity is ensured. Finally, numerical results illustrate the accuracy of the proposed methods.

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arXiv2007

A new Cement to Glue non-conforming Grids with Robin interface conditions: the finite element case

We design and analyze a new non-conforming domain decomposition method based on Schwarz type approaches that allows for the use of Robin interface conditions on non-conforming grids. The method is proven to be well posed, and the iterative solver to converge. The error analysis is performed in 2D piecewise polynomials of low and high order and extended in 3D for $P_1$ elements. Numerical results in 2D illustrate the new method.

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