arXiv subjects

Martin J. Gander

Publications and source records attributed to Martin J. Gander.

At least 37 records · Page 2Linked to original sources

arXiv2022

On the nonlinear Dirichlet-Neumann method and preconditioner for Newton's method

The Dirichlet-Neumann (DN) method has been extensively studied for linear partial differential equations, while little attention has been devoted to the nonlinear case. In this paper, we analyze the DN method both as a nonlinear iterative method and as a preconditioner for Newton's method. We discuss the nilpotent property and prove that under special conditions, there exists a relaxation parameter such that the DN method converges quadratically. We further prove that the convergence of Newton's method preconditioned by the DN method is independent of the relaxation parameter. Our numerical experiments further illustrate the mesh independent convergence of the DN method and compare it with other standard nonlinear preconditioners.

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arXiv2021

A numerical algorithm based on probing to find optimized transmission conditions

Optimized Schwarz Methods (OSMs) are based on optimized transmission conditions along the interfaces between the subdomains. Optimized transmission conditions are derived at the theoretical level, using techniques developed in the last decades. The hypothesis behind these analyses are quite strong, so that the applicability of OSMs is still limited. In this manuscript, we present a numerical algorithm to obtain optimized transmission conditions for any given problem at hand. This algorithm requires few subdomain solves to be performed in an offline phase. This additional cost is usually negligible due to the resulting faster convergence, even in a single-query context.

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arXiv2021

Optimizing transmission conditions for multiple subdomains in the Magnetotelluric Approximation of Maxwell's equations

Classically transmission conditions between subdomains are optimized for a simplified two subdomain decomposition to obtain optimized Schwarz methods for many subdomains. We investigate here if such a simplified optimization suffices for the magnetotelluric approximation of Maxwell's equation which leads to a complex diffusion problem. We start with a direct analysis for 2 and 3 subdomains, and present asymptotically optimized transmission conditions in each case. We then optimize transmission conditions numerically for 4, 5 and 6 subdomains and observe the same asymptotic behavior of optimized transmission conditions. We finally use the technique of limiting spectra to optimize for a very large number of subdomains in a strip decomposition. Our analysis shows that the asymptotically best choice of transmission conditions is the same in all these situations, only the constants differ slightly. It is therefore enough for such diffusive type approximations of Maxwell's equations, which include the special case of the Laplace and screened Laplace equation, to optimize transmission parameters in the simplified two subdomain decomposition setting to obtain good transmission conditions for optimized Schwarz methods for more general decompositions.

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arXiv2021

A variational interpretation of Restricted Additive Schwarz with impedance transmission condition for the Helmholtz problem

In this paper we revisit the Restricted Additive Schwarz method for solving discretized Helmholtz problems, using impedance boundary conditions on subdomains (sometimes called ORAS). We present this method in its variational form and show that it can be seen as a finite element discretization of a parallel overlapping domain decomposition method defined at the PDE level. In a fourthcoming paper, the authors have proved certain contractive properties of the error propagation operator for this method at the PDE level, under certain geometrical assumptions. We illustrate computationally that these properties are also enjoyed by its finite element approximation, i.e., the ORAS method.

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arXiv2021

Localized Reduced Basis Additive Schwarz Methods

Reduced basis methods build low-rank approximation spaces for the solution sets of parameterized PDEs by computing solutions of the given PDE for appropriately selected snapshot parameters. Localized reduced basis methods reduce the offline cost of computing these snapshot solutions by instead constructing a global space from spatially localized less expensive problems. In the case of online enrichment, these local problems are iteratively solved in regions of high residual and correspond to subdomain solves in domain decomposition methods. We show in this note that indeed there is a close relationship between online-enriched localized reduced basis and domain decomposition methods by introducing a Localized Reduced Basis Additive Schwarz method (LRBAS), which can be interpreted as a locally adaptive multi-preconditioning scheme for the CG method.

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arXiv2021

ParaDiag: parallel-in-time algorithms based on the diagonalization technique

In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space discretization unchanged, and then to solve all time steps in parallel. Since then, several variants appeared, and we call these closely related algorithms ParaDiag algorithms. ParaDiagalgorithms in the literature can be classified into two groups: ParaDiag-I: direct standalone solvers, ParaDiag-II: iterative solvers. We will explain the basic features of each group in this note. To have concrete examples, we will introduce ParaDiag-I and ParaDiag-II for the advection-diffusion equation. We will also introduce ParaDiag-II for the wave equation and an optimal control problem for the wave equation. We could have used the advection-diffusion equation as well to illustrate ParaDiag-II, but wave equations are known to cause problems for certain PinT algorithms and thus constitute an especially interesting example for which ParaDiag algorithms were tested. We show the main known theoretical results in each case, and also provide Matlab codes for testing. The goal of the Matlab codes is to help the interested reader understand the key features of the ParaDiag algorithms, without intention to be highly tuned for efficiency and/or low memory use. We also provide speedup measurements of ParaDiag algorithms for a 2D linear advection-diffusion equation. These results are obtained on the Tianhe-1 supercomputer in China and the SIUE Campus Cluster in the US and and we compare these results to the performance of parareal and MGRiT, two widely used PinT algorithms.

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arXiv2021

Linear and nonlinear substructured Restricted Additive Schwarz iterations and preconditioning

Substructured domain decomposition (DD) methods have been extensively studied, and they are usually associated with nonoverlapping decompositions. We introduce here a substructured version of Restricted Additive Schwarz (RAS) which we call SRAS, and we discuss its advantages compared to the standard volume formulation of the Schwarz method when they are used both as iterative solvers and preconditioners for a Krylov method. To extend SRAS to nonlinear problems, we introduce SRASPEN (Substructured Restricted Additive Schwarz Preconditioned Exact Newton), where SRAS is used as a preconditioner for Newton's method. We study carefully the impact of substructuring on the convergence and performance of these methods as well as their implementations. We finally introduce two-level versions of nonlinear SRAS and SRASPEN. Numerical experiments confirm the advantages of formulating a Schwarz method at the substructured level.

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arXiv2020

Asymptotic Analysis for Overlap in Waveform Relaxation Methods for RC Type Circuits

Waveform relaxation (WR) methods are based on partitioning large circuits into sub-circuits which then are solved separately for multiple time steps in so-called time windows, and an iteration is used to converge to the global circuit solution in each time window. Classical WR converges quite slowly, especially when long time windows are used. To overcome this issue, optimized WR (OWR) was introduced which is based on optimized transmission conditions that transfer information between the sub-circuits more efficiently than classical WR. We study here for the first time the influence of overlapping sub-circuits in both WR and OWR applied to RC circuits. We give a circuit interpretation of the new transmission conditions in OWR and derive closed-form asymptotic expressions for the circuit elements representing the optimization parameter in OWR. Our analysis shows that the parameter is quite different in the overlapping case, compared to the nonoverlapping one. We then show numerically that our optimized choice performs well, also for cases not covered by our analysis. This paper provides a general methodology to derive optimized parameters and can be extended to other circuits or system of differential equations or space-time PDEs.

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arXiv2019

Natural domain decomposition algorithms for the solution of time-harmonic elastic waves

We study for the first time Schwarz domain decomposition methods for the solution of the Navier equations modeling the propagation of elastic waves. These equations in the time harmonic regime are difficult to solve by iterative methods, even more so than the Helmholtz equation. We first prove that the classical Schwarz method is not convergent when applied to the Navier equations, and can thus not be used as an iterative solver, only as a preconditioner for a Krylov method. We then introduce more natural transmission conditions between the subdomains, and show that if the overlap is not too small, this new Schwarz method is convergent. We illustrate our results with numerical experiments, both for situations covered by our technical two subdomain analysis, and situations that go far beyond, including many subdomains, cross points, heterogeneous materials in a transmission problem, and Krylov acceleration. Our numerical results show that the Schwarz method with adapted transmission conditions leads systematically to a better solver for the Navier equations than the classical Schwarz method.

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arXiv2019

A Schwarz Method for the Magnetotelluric Approximation of Maxwell's equations

The magnetotelluric approximation of the Maxwell's equations is used to model the propagation of low frequency electro-magnetic waves in the Earth's subsurface, with the purpose of reconstructing the presence of mineral or oil deposits. We propose a classical Schwarz method for solving this magnetotelluric approximation of the Maxwell equations, and prove its convergence using maximum principle techniques. This is not trivial, since solutions are complex valued, and we need a new result that the magnetotelluric approximations satisfy a maximum modulus principle for our proof. We illustrate our analysis with numerical experiments.

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arXiv2018

Can classical Schwarz methods for time-harmonic elastic waves converge?

We show that applying a classical Schwarz method to the time harmonic Navier equations, which are an important model for linear elasticity, leads in general to a divergent method for low to intermediate frequencies. This is even worse than for Helmholtz and time harmonic Maxwell's equations, where the classical Schwarz method is also not convergent, but low frequencies only stagnate, they do not diverge. We illustrate the divergent modes by numerical examples, and also show that when using the classical Schwarz method as a preconditioner for a Krylov method, convergence difficulties remain.

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arXiv2018

A New Parareal Algorithm for Time-Periodic Problems with Discontinuous Inputs

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic systems which are forced with quickly-switching discontinuous inputs. Such situations occur, e.g., in power engineering when electric devices are excited with a pulse-width-modulated signal. In order to solve those problems numerically we consider a recently introduced modified Parareal method with reduced coarse dynamics. Its main idea is to use a low-frequency smooth input for the coarse problem, which can be obtained, e.g., from Fourier analysis. Based on this approach, we present and analyze a new Parareal algorithm for time-periodic problems with highly-oscillatory discontinuous sources. We illustrate the performance of the method via its application to the simulation of an induction machine.

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arXiv2018

A New Parareal Algorithm for Problems with Discontinuous Sources

The Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal algorithm for ordinary differential equations which involve discontinuous right-hand sides. Such situations occur in various applications, e.g., when an electric device is supplied with a pulse-width-modulated signal. Our new Parareal algorithm uses a smooth input for the coarse problem with reduced dynamics. We derive error estimates that show how the input reduction influences the overall convergence rate of the algorithm. We support our theoretical results by numerical experiments, and also test our new Parareal algorithm in an eddy current simulation of an induction machine.

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arXiv2018

A Class of Iterative Solvers for the Helmholtz Equation: Factorizations, Sweeping Preconditioners, Source Transfer, Single Layer Potentials, Polarized Traces, and Optimized Schwarz Methods

Solving time-harmonic wave propagation problems by iterative methods is a difficult task, and over the last two decades, an important research effort has gone into developing preconditioners for the simplest representative of such wave propagation problems, the Helmholtz equation. A specific class of these new preconditioners are considered here. They were developed by researchers with various backgrounds using formulations and notations that are very different, and all are among the most promising preconditioners for the Helmholtz equation. The goal of the present manuscript is to show that this class of preconditioners are based on a common mathematical principle, and they can all be formulated in the context of domain decomposition methods called optimized Schwarz methods. This common formulation allows us to explain in detail how and why all these methods work. The domain decomposition formulation also allows us to avoid technicalities in the implementation description we give of these recent methods. The equivalence of these methods with optimized Schwarz methods translates at the discrete level into equivalence with approximate block LU decomposition preconditioners, and we give in each case the algebraic version, including a detailed description of the approximations used. While we chose to use the Helmholtz equation for which these methods were developed, our notation is completely general and the algorithms we give are written for an arbitrary second order elliptic operator. The algebraic versions are even more general, assuming only a connectivity pattern in the discretization matrix.

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arXiv2017

Analysis of Schwarz methods for a hybridizable discontinuous Galerkin discretization: the many subdomain case

Schwarz methods are attractive parallel solution techniques for solving large-scale linear systems obtained from discretizations of partial differential equations (PDEs). Due to the iterative nature of Schwarz methods, convergence rates are an important criterion to quantify their performance. Optimized Schwarz methods (OSM) form a class of Schwarz methods that are designed to achieve faster convergence rates by employing optimized transmission conditions between subdomains. It has been shown recently that for a two-subdomain case, OSM is a natural solver for hybridizable discontinuous Galerkin (HDG) discretizations of elliptic PDEs. In this paper, we generalize the preceding result to the many-subdomain case and obtain sharp convergence rates with respect to the mesh size and polynomial degree, the subdomain diameter, and the zeroth-order term of the underlying PDE, which allows us for the first time to give precise convergence estimates for OSM used to solve parabolic problems by implicit time stepping. We illustrate our theoretical results with numerical experiments.

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arXiv2015

Analysis of a New Harmonically Enriched Multiscale Coarse Space for Domain Decomposition Methods

We propose a new, harmonically enriched multiscale coarse space (HEM) for domain decomposition methods. For a coercive high contrast model problem, we show how to enrich the coarse space so that the method is robust against any variations and discontinuities in the problem parameters both inside subdomains and across and along subdomain boundaries. We prove our results for an enrichment strategy based on solving simple, lower dimensional eigenvalue problems on the interfaces between subdomains, and we call the resulting coarse space the spectral harmonically enriched multiscale coarse space (SHEM). We then also give a variant that performs equally well in practice, and does not require the solve of eigenvalue problems, which we call non-spectral harmonically enriched multiscale coarse space (NSHEM). Our enrichment process naturally reaches the optimal coarse space represented by the full discrete harmonic space, which enables us to turn the method into a direct solver (OHEM). We also extensively test our new coarse spaces numerically, and the results confirm our analysis

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arXiv2015

Dirichlet-Neumann Waveform Relaxation Method for the 1D and 2D Heat and Wave Equations in Multiple subdomains

We present a Waveform Relaxation (WR) version of the Dirichlet-Neumann algorithm, formulated specially for multiple subdomains splitting for general parabolic and hyperbolic problems. This method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in space-time with corresponding interface condition, and finally organize an exchange of information between neighboring subdomains. Using a Fourier-Laplace transform argument, for a particular relaxation parameter, we present convergence analysis of the algorithm for the heat and wave equations. We prove superlinear convergence for finite time window in case of the heat equation, and finite step convergence for the wave equation. The convergence behavior however depends on the size of the subdomains and the time window length on which the algorithm is employed. We illustrate the performance of the algorithm with numerical results, and show a comparison with classical and optimized Schwarz WR methods.

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arXiv2014

Analysis of Schwarz methods for a hybridizable discontinuous Galerkin discretization

Schwarz methods are attractive parallel solvers for large scale linear systems obtained when partial differential equations are discretized. For hybridizable discontinuous Galerkin (HDG) methods, this is a relatively new field of research, because HDG methods impose continuity across elements using a Robin condition, while classical Schwarz solvers use Dirichlet transmission conditions. Robin conditions are used in optimized Schwarz methods to get faster convergence compared to classical Schwarz methods, and this even without overlap, when the Robin parameter is well chosen. We present in this paper a rigorous convergence analysis of Schwarz methods for the concrete case of hybridizable interior penalty (IPH) method. We show that the penalization parameter needed for convergence of IPH leads to slow convergence of the classical additive Schwarz method, and propose a modified solver which leads to much faster convergence. Our analysis is entirely at the discrete level, and thus holds for arbitrary interfaces between two subdomains. We then generalize the method to the case of many subdomains, including cross points, and obtain a new class of preconditioners for Krylov subspace methods which exhibit better convergence properties than the classical additive Schwarz preconditioner. We illustrate our results with numerical experiments.

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