Domain Decomposition Methods for Problems in H(Curl)
Total Page:16
File Type:pdf, Size:1020Kb
Domain Decomposition Methods for Problems in H (curl) by Juan Gabriel Calvo A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy Department of Mathematics New York University September 2015 Professor Olof B. Widlund ©Juan Gabriel Calvo All rights reserved, 2015 Dedication To my family. iv Acknowledgements First, my deepest gratitude goes to my advisor Olof Widlund. I thank him profoundly for his direction, guidance, support and advice during four years. I would also like to thank the rest of my committee: Professors Berger, Good- man, O'Neil and Stadler. In addition, I also thank Dr. Clark Dohrmann of the SANDIA-Albuquerque laboratories for his help and comments throughout my re- search. Finally I thank my Alma Mater, Universidad de Costa Rica, for the support during my academic education at NYU. v Abstract Two domain decomposition methods for solving vector field problems posed in H(curl) and discretized with N´ed´elecfinite elements are considered. These finite elements are conforming in H(curl). A two-level overlapping Schwarz algorithm in two dimensions is analyzed, where the subdomains are only assumed to be uniform in the sense of Peter Jones. The coarse space is based on energy minimization and its dimension equals the number of interior subdomain edges. Local direct solvers are based on the overlapping subdomains. The bound for the condition number depends only on a few geometric parameters of the decomposition. This bound is independent of jumps in the coefficients across the interface between the subdomains for most of the different cases considered. A bound is also obtained for the condition number of a balancing domain de- composition by constraints (BDDC) algorithm in two dimensions, with Jones sub- domains. For the primal variable space, a continuity constraint for the tangential average over each interior subdomain edge is imposed. For the averaging operator, a new technique named deluxe scaling is used. The optimal bound is independent of jumps in the coefficients across the interface between the subdomains. Furthermore, a new coarse function for problems in three dimensions is intro- duced, with only one degree of freedom per subdomain edge. In all the cases, it is established that the algorithms are scalable. Numerical results that verify the results are provided, including some with subdomains with fractal edges and others obtained by a mesh partitioner. vi Contents Dedication . iv Acknowledgements . v Abstract . vi List of Figures . x List of Tables . xii 1 Introduction 1 1.1 An overview . 1 1.2 Iterative methods for solving linear systems . 4 1.3 Organization of the dissertation . 7 2 Finite Element spaces 9 2.1 Sobolev spaces . 9 2.2 Triangulations . 11 2.3 Nodal finite elements . 12 2.4 N´edel´ecfinite elements . 13 2.4.1 N´ed´elecelements in two dimensions . 14 2.4.2 N´ed´elecelements in three dimensions . 15 2.5 An inverse inequality . 17 vii 2.6 A discrete Helmholtz decomposition . 18 3 A model problem 20 3.1 Introduction . 20 3.2 Weak form and discretization . 21 3.3 Notation . 22 3.4 Some implementation details . 25 3.5 Some previous work on vector-valued problems . 27 4 John and Jones domains 29 4.1 Introduction . 29 4.2 Definitions and properties . 30 5 Domain Decomposition methods 35 5.1 Abstract Schwarz theory . 35 5.1.1 Schwarz methods . 35 5.1.2 Convergence theory . 39 5.2 Overlapping Schwarz methods . 41 5.3 BDDC methods . 43 6 An overlapping Schwarz algorithm for N´ed´elecvector fields in 2D 50 6.1 Introduction . 50 6.2 Technical tools . 51 6.2.1 Coarse functions . 52 6.2.2 Cutoff functions . 52 6.2.3 Estimates for auxiliary functions . 55 6.3 Main result . 60 viii 6.3.1 The coarse space component . 60 6.3.2 Local subspaces . 63 6.4 Numerical results . 66 7 A BDDC deluxe algorithm for N´ed´elecvector fields in 2D 80 7.1 Introduction . 80 7.2 Primal constraints . 81 7.3 Deluxe averaging . 82 7.4 Technical tools . 83 7.4.1 Convergence analysis . 83 7.4.2 Discrete curl extensions . 84 7.4.3 Estimates for auxiliary functions . 85 7.4.4 A stability estimate . 87 7.5 Condition number for the BDDC deluxe algorithm . 94 7.6 Numerical results . 96 8 An overlapping Schwarz algorithm for N´ed´elecvector fields in 3D 104 8.1 Introduction . 104 8.2 A coarse space . 105 8.3 Numerical Results . 106 Bibliography 110 ix List of Figures 2.1 Nodal basis function for nodal elements. 13 2.2 N´ed´elecbasis function for edge elements. 15 6.1 Type 1, 2, 3 and METIS subdomains . 67 6.2 Domain decomposition with Type 2 and 3 subdomains . 68 6.3 Domain decomposition with L-shaped subdomains . 71 6.4 Condition number: dependence on H/δ for the two-level overlapping Schwarz method in 2D . 72 6.5 Domain decomposition with short subdomain edges. 72 6.6 Domain decomposition with METIS subdomains in 2D . 74 6.7 Condition number: dependence on the entries of B . 76 6.8 Condition number: dependence on the number of subdomains for B not a multiple of the identity . 77 6.9 Coefficient distribution for problems with discontinuous coefficients inside the subdomains . 79 6.10 Coefficient distribution for problems with discontinuous coefficients inside the subdomains and across the interface . 79 7.1 Domain decomposition with Type 1 and 4 subdomains . 97 x 7.2 Condition number: dependence on H=h for the BDDC deluxe algo- rithm in 2D with Type 1 and 2 subdomains . 99 7.3 Condition number: dependence on H=h for the BDDC deluxe algo- rithm in 2D with Type 4 subdomains . 99 8.1 Domain decomposition with METIS subdomains in 3D . 107 xi List of Tables 3.1 Assembling time for the stiffness matrix in 3D . 27 6.1 Condition numbers and iteration counts: scalability for the two-level overlapping Schwarz method in 2D . 69 6.2 Condition numbers and iteration counts: dependence on H=h for the two-level overlapping Schwarz method in 2D . 69 6.3 Condition numbers and iteration counts: dependence on H/δ for the two-level overlapping Schwarz method in 2D and Type 1, 2 and 3 subdomains . 70 6.4 Condition numbers and iteration counts: dependence on H/δ for the two-level overlapping Schwarz method in 2D and L-shapped subdomains . 70 6.5 Condition numbers and iteration counts: subdomains with small edges for the two-level overlapping Schwarz method in 2D . 71 6.6 Condition numbers and iteration counts: discontinuous and random coefficient distribution for the two-level overlapping Schwarz method in2D................................... 73 6.7 Condition numbers and iteration counts: experiments with METIS subdomains for the two-level overlapping Schwarz method in 2D . 74 xii 6.8 Condition numbers and iteration counts: comparison for additive, hybrid and multiplicative Schwarz operators in 2D . 75 6.9 Condition numbers and iteration counts: discontinuous coefficients inside subdomains for the two-level overlapping Schwarz method in 2D.................................... 78 6.10 Condition numbers and iteration counts: discontinuous coefficients inside subdomains and across the interface for the two-level over- lapping Schwarz method in 2D . 78 7.1 Condition numbers and iteration counts: scalability for the BDDC deluxe method in 2D . 98 7.2 Condition numbers and iteration counts: dependence on H=h for the BDDC deluxe method in 2D and Type 1 and 2 subdomains . 100 7.3 Condition numbers and iteration counts: dependence on H=h for the BDDC deluxe method in 2D and Type 4 subdomains . 100 7.4 Condition numbers and iteration counts: experiments with METIS subdomains for the BDDC deluxe method in 2D . 101 7.5 Condition numbers and iteration counts: discontinuous and random coefficient distribution for the BDDC deluxe method in 2D . 102 7.6 Condition numbers and iteration counts: discontinuous coefficients inside subdomains for the BDDC deluxe method in 2D . 103 7.7 Condition numbers and iteration counts: discontinuous coefficients inside subdomains and across the interface for the BDDC deluxe method in 2D . 103 xiii 8.1 Condition numbers and iteration counts: scalability for the two-level overlapping Schwarz method in 3D . 107 8.2 Condition numbers and iteration counts: dependence on H=h for the two-level overlapping Schwarz method in 3D . 108 8.3 Condition numbers and iteration counts: dependence on H/δ for the two-level overlapping Schwarz method in 3D . 108 8.4 Condition numbers and iteration counts: discontinuous and random coefficient distribution for the two-level overlapping Schwarz method in3D...................................109 xiv Chapter 1 Introduction 1.1 An overview We are interested in solving linear systems that arise from the discretizations of Partial Differential Equations (PDEs). There are different means to obtain an approximate solution for a PDE numerically, such as finite elements and finite differences, which end up with large and ill-conditioned linear systems of algebraic equations. Solving these linear systems is often a hard problem: direct methods require much time and memory, and many iterative methods will converge slowly, because of the large condition numbers of the matrices; see Section 1.2. The main goal in this dissertation will be to construct preconditioners for such linear systems. Domain decomposition refers to the process of subdividing the solution of a large linear system into smaller problems whose solutions can be used to produce a good and scalable preconditioner for the system of equations that results from discretizing the PDE on the entire domain. They are typically used as precondi- 1 tioners for Krylov space iterative methods, such as the Conjugate Gradient (CG) method or the Generalized Minimal Residual (GMRES) method.