arXiv subjects

Martin J. Gander

Publications and source records attributed to Martin J. Gander.

44 records · Page 3Linked to original sources

arXiv2014

Analysis of a New Space-Time Parallel Multigrid Algorithm for Parabolic Problems

We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key ingredient of the new algorithm is a block Jacobi smoother. We present a detailed convergence analysis when the algorithm is applied to the heat equation, and determine asymptotically optimal smoothing parameters, a precise criterion for semi-coarsening in time or full coarsening, and give an asymptotic two grid contraction factor estimate. We then explain how to implement the new multigrid algorithm in parallel, and show with numerical experiments its excellent strong and weak scalability properties.

math.NA↗

arXiv2014

Analysis of a Time Multigrid Algorithm for DG-Discretizations in Time

We present and analyze for a scalar linear evolution model problem a time multigrid algorithm for DG-discretizations in time. We derive asymptotically optimized parameters for the smoother, and also an asymptotically sharp convergence estimate for the two grid cycle. Our results hold for any A-stable time stepping scheme and represent the core component for space-time multigrid methods for parabolic partial differential equations. Our time multigrid method has excellent strong and weak scaling properties for parallelization in time, which we show with numerical experiments.

math.NA↗

arXiv2014

A new Algorithm Based on Factorization for Heterogeneous Domain Decomposition

Often computational models are too expensive to be solved in the entire domain of simulation, and a cheaper model would suffice away from the main zone of interest. We present for the concrete example of an evolution problem of advection reaction diffusion type a heterogeneous domain decomposition algorithm which allows us to recover a solution that is very close to the solution of the fully viscous problem, but solves only an inviscid problem in parts of the domain. Our new algorithm is based on the factorization of the underlying differential operator, and we therefore call it factorization algorithm. We give a detailed error analysis, and show that we can obtain approximations in the viscous region which are much closer to the viscous solution in the entire domain of simulation than approximations obtained by other heterogeneous domain decomposition algorithms from the literature.

math.NA↗

arXiv2014

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 analysis

math.NA↗

arXiv2014

Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation Algorithms for Parabolic Problems

We present a waveform relaxation version of the Dirichlet-Neumann and Neumann-Neumann methods for parabolic problems. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves with Dirichlet boundary conditions followed by subdomain solves with Neumann boundary conditions. For the Neumann-Neumann method, one step of the method consists of solving the subdomain problems using Dirichlet interface conditions, followed by a correction step involving Neumann interface conditions. However, each subdomain problem is now in space and time, and the interface conditions are also time-dependent. Using Laplace transforms, we show for the heat equation that when we consider finite time intervals, the Dirichlet-Neumann and Neumann-Neumann methods converge superlinearly for an optimal choice of the relaxation parameter, similar to the case of Schwarz waveform relaxation algorithms. The convergence rate depends on the size of the subdomains as well as the length of the time window. For any other choice of the relaxation parameter, convergence is only linear. We illustrate our results with numerical experiments.

math.AP↗

arXiv2014

Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation for the Wave Equation

We present a Waveform Relaxation (WR) version of the Dirichlet-Neumann and Neumann-Neumann algorithms for the wave equation in space time. Each method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in space time with corresponding interface condition, followed by a correction step. Using a Laplace transform argument, for a particular relaxation parameter, we prove convergence of both algorithms in a finite number of steps for finite time intervals. The number of steps depends on the size of the subdomains and the time window length on which the algorithms are employed. We illustrate the performance of the algorithms with numerical results, and also show a comparison with classical and optimized Schwarz WR methods.

math.AP↗

arXiv2014

Cross-Points in Domain Decomposition Methods with a Finite Element Discretization

Non-overlapping domain decomposition methods necessarily have to exchange Dirichlet and Neumann traces at interfaces in order to be able to converge to the underlying mono-domain solution. Well known such non-overlapping methods are the Dirichlet-Neumann method, the FETI and Neumann-Neumann methods, and optimized Schwarz methods. For all these methods, cross-points in the domain decomposition configuration where more than two subdomains meet do not pose any problem at the continuous level, but care must be taken when the methods are discretized. We show in this paper two possible approaches for the consistent discretization of Neumann conditions at cross-points in a Finite Element setting.

math.NA↗

arXiv2007

Multiplicative, Additive and Restricted Additive Optimized Schwarz Preconditioning

We demonstrate that a small modification of the multiplicative, additive and restricted additive Schwarz preconditioner at the algebraic level, motivated by optimized Schwarz methods defined at the continuous level, leads to a significant reduction in the iteration count of the iterative solver. Numerical experiments using finite difference and spectral element discretizations of the positive definite Helmholtz problem and an idealized climate simulation illustrate the effectiveness of the new approach.

math.NA↗