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The WR-HSS Iteration Method for System of Linear Differential Equations and Its Applications to the Unsteady Discrete Elliptic Problem  [PDF]
Xi Yang
Mathematics , 2015,
Abstract: We consider the numerical method for non-self-adjoint positive definite linear differential equations, and its application to the unsteady discrete elliptic problem, which is derived from spatial discretization of the unsteady elliptic problem with Dirichlet boundary condition. Based on the idea of the alternating direction implicit (ADI) iteration technique and the Hermitian/skew-Hermitian splitting (HSS), we establish a waveform relaxation iteration method for solving the non-self-adjoint positive definite linear differential equations, called the WR-HSS method. We analyze the convergence property of the WR-HSS method, and prove that the WR-HSS method is unconditionally convergent to the solution of the system of linear differential equations. In addition, we derive the upper bound of the contraction factor of the WR-HSS method in each iteration which is only dependent on the Hermitian part of the corresponding non-self-adjoint positive definite linear differential operator. Finally, the applications of the WR-HSS method to the unsteady discrete elliptic problem demonstrate its effectiveness and the correctness of the theoretical results.
MULTIGRID DYNAMIC ITERATION OF TIME-PERIODIC PARABOLIC PROBLEMS ON SPATIAL FINITE ELEMENT MESHES
抛物方程时间周期问题的有限元多格子动力学迭代

Jiang Yaolin,Zhang Hui,
蒋耀林
,张辉

计算数学 , 2008,
Abstract: We study linear parabolic problems with known time period by multigrid dynamic it- eration or multigrid waveform relaxation on spatial finite element meshes.The multigrid acceleration of the paper is an iteration process in function space.For multigrid dynamic iteration operators arising from the accelerated technique new spectral expressions are es- tablished by calculating coefficients of Fourier series of periodic functions.The convergence conditions of continuous-time and discrete-time iterative processes are also deduced from the useful expressions. Numerical experiments are provided to further illustrate the new theoretical results of the paper.
Nonlinear Nonoverlapping Schwarz Waveform Relaxation for Semilinear Wave Propagation  [PDF]
Laurence Halpern,Jérémie Szeftel
Mathematics , 2007,
Abstract: We introduce a non-overlapping variant of the Schwarz waveform relaxation algorithm for semilinear wave propagation in one dimension. Using the theory of absorbing boundary conditions, we derive a new nonlinear algorithm. We show that the algorithm is well-posed and we prove its convergence by energy estimates and a Galerkin method. We then introduce an explicit scheme. We prove the convergence of the discrete algorithm with suitable assumptions on the nonlinearity. We finally illustrate our analysis with numerical experiments.
Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation for the Wave Equation  [PDF]
Martin J. Gander,Felix Kwok,Bankim C. Mandal
Mathematics , 2014,
Abstract: 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.
Discrete Hamilton-Jacobi Theory  [PDF]
Tomoki Ohsawa,Anthony M. Bloch,Melvin Leok
Mathematics , 2009, DOI: 10.1137/090776822
Abstract: We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and also prove a discrete version of the geometric Hamilton-Jacobi theorem. The theory applied to discrete linear Hamiltonian systems yields the discrete Riccati equation as a special case of the discrete Hamilton-Jacobi equation. We also apply the theory to discrete optimal control problems, and recover some well-known results, such as the Bellman equation (discrete-time HJB equation) of dynamic programming and its relation to the costate variable in the Pontryagin maximum principle. This relationship between the discrete Hamilton-Jacobi equation and Bellman equation is exploited to derive a generalized form of the Bellman equation that has controls at internal stages.
Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation Algorithms for Parabolic Problems  [PDF]
Martin J. Gander,Felix Kwok,Bankim C. Mandal
Mathematics , 2013,
Abstract: 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.
Optimized Schwarz Waveform Relaxation for Advection Reaction Diffusion Equations in Two Dimensions  [PDF]
Daniel Bennequin,Martin J. Gander,Loic Gouarin,Laurence Halpern
Mathematics , 2014,
Abstract: 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
Neumann-Neumann Waveform Relaxation Algorithm in Multiple subdomains for Hyperbolic Problems in 1D and 2D  [PDF]
Bankim C. Mandal
Mathematics , 2015,
Abstract: We present a Waveform Relaxation (WR) version of the Neumann-Neumann algorithm for the wave equation in space-time. The 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 Fourier-Laplace transform argument, for a particular relaxation parameter, we prove convergence of the algorithm 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 algorithm is employed. We illustrate the performance of the algorithm with numerical results, followed by a comparison with classical and optimized Schwarz WR methods.
Optimized Schwarz waveform relaxation for Primitive Equations of the ocean  [PDF]
Emmanuel Audusse,Pierre Dreyfuss,Benoit Merlet
Mathematics , 2009,
Abstract: In this article we are interested in the derivation of efficient domain decomposition methods for the viscous primitive equations of the ocean. We consider the rotating 3d incompressible hydrostatic Navier-Stokes equations with free surface. Performing an asymptotic analysis of the system with respect to the Rossby number, we compute an approximated Dirichlet to Neumann operator and build an optimized Schwarz waveform relaxation algorithm. We establish the well-posedness of this algorithm and present some numerical results to illustrate the method.
On location of discrete spectrum for complex Jacobi matrices  [PDF]
I. Egorova,L. Golinskii
Mathematics , 2004,
Abstract: We study spectrum inclusion regions for complex Jacobi matrices which are compact perturbations of the discrete laplacian. The condition sufficient for the lack of discrete spectrum for such matrices is given.
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