Contemporary Mathematics 180

CONTEMPORARY MATHEMATICS 180

Domain Decomposition Methods in Scientific and Engineering Computing

Proceedings of the Seventh International Conference on Domain Decomposition October 27-30, 1993 The Pennsylvania State University

David E. Keyes Jinchao Xu Editors http://dx.doi.org/10.1090/conm/180 Recent Titles in This Series

180 David E. Keyes and Jinchao Xu, Editors, Domain decomposition methods in scientific and engineering computing, 1994 179 Yoshiaki Maeda, Hideki Omoro, and Alan Weinstein, Editors, Symplectic geometry and quantization, 1994 178 Helene Barcelo and Gil Kalai, Editors, Jerusalem Combinatorics '93, 1994 177 Simon Gindikin, Roe Goodman, Frederick P. Greenleaf, and Paul J. Sally, Jr., Editors, Representation theory and analysis on homogeneous spaces, 1994 176 David Ballard, Foundational aspects of "non"standard mathematics, 1994 175 Paul J. Sally, Jr., Moshe Flato, James Lepowsky, Nicolai Reshetikhin, and Gregg J. Zuckerman, Editors, Mathematical aspects of conformal and topological field theories and quantum groups, 1994 174 Nancy Childress and John W. Jones, Editors, Arithmetic geometry, 1994 173 Robert Brooks, Carolyn Gordon, and Peter Perry, Editors, Geometry of the spectrum, 1994 172 Peter E. Kloeden and Kenneth J. Palmer, Editors, Chaotic numerics, 1994 171 Rudiger GObel, Paul Hill, and Wolfgang Liebert, Editors, Abelian group theory and related topics, 1994 170 John K. Deem and Krishan L. Duggal, Editors, Differential geometry and mathematical physics, 1994 169 William Abikoff, Joan S. Birman, and Kathryn Kuiken, Editors, The mathematical legacy of Wilhelm Magnus, 1994 168 Gary L. Mullen and Peter Jau-Shyong Shiue, Editors, Finite fields: Theory, applications, and algorithms, 1994 167 RobertS. Doran, Editor, C*-algebras: 1943-1993, 1994 166 George E. Andrews, David M. Bressoud, and L. Alayne Parson, Editors, The Rademacher legacy to mathematics, 1994 165 Barry Mazur and Glenn Stevens, Editors, p-adic monodromy and the Birch and Swinnerton-Dyer conjecture, 1994 164 Cameron Gordon, Yoav Moriah, and Bronislaw Wajnryb, Editors, Geometric topology, 1994 163 Zhong-Ci Shi and Chung-Chun Yang, Editors, Computational mathematics in China, 1994 162 Ciro Ciliberto, E. Laura Livomi, and Andrew J. Sommese, Editors, Classification of algebraic varieties, 1994 161 Paul A. Schweitzer, S. J., Steven Hurder, Nathan Moreira dos Santos, and Jose Luis Arrant, Editors, Differential topology, foliations, and group actions, 1994 160 Niky Kamran and Peter J. Olver, Editors, Lie algebras, cohomology, and new applications to quantum mechanics, 1994 159 William J. Heinzer, Craig L. Huneke, and Judith D. Sally, Editors, Commutative algebra: Syzygies, multiplicities, and birational algebra, 1994 158 Eric M. Friedlander and Mark E. Mahowald, Editors, Topology and representation theory, 1994 157 Alfio Quarteroni, Jacques Periaux, Yuri A. Kuznetsov, and Olof B. Widlund, Editors, Domain decomposition methods in science and engineering, 1994 156 Steven R. Givant, The structure of relation algebras generated by relativizations, 1994 155 William B. Jacob, Tsit-Yuen Lam, and Robert 0. Robson, Editors, Recent advances in real algebraic geometry and quadratic forms, 1994 154 Michael Eastwood, Joseph Wolf, and Roger Zierau, Editors, The Penrose transform and analytic cohomology in representation theory, 1993 (Continued in the back of this publication) CoNTEMPORARY MATHEMATICS

180

Domain Decomposition Methods in Scientific and Engineering Computing

Proceedings of the Seventh International Conference on Domain Decomposition October 27-30, 1993 The Pennsylvania State University

David E. Keyes Jinchao Xu Editors

American Mathematical Society Providence, Rhode Island Editorial Board Craig Huneke, managing editor Clark Robinson J. T. Stafford Linda Preiss Rothschild Peter M. Winkler

The Seventh International Conference on Domain Decomposition was held at the Pennsylvania State University, from October 27~30, 1993, with support from the National Science Foundation, Grant No. DMS-9301980; Department of Energy, Grant No. DE-FG0293ER25184; Institute for Mathematics and its Applications (Minneapolis); GAMNI (France); IBM Corporation; Cray Research Corporation; and Pennsylvania State University. 1991 Mathematics Subject Classification. Primary 65M55, 65N55; Secondary 65F10, 65N30, 65N35, 65Y05.

Library of Congress Cataloging-in-Publication Data International Conference on Domain Decomposition (7th : 1993 : Pennsylvania State University) Domain decomposition methods in scientific and engineering computing: proceedings of the Seventh International Conference on Domain Decomposition, October 27-30, 1993, the Pennsyl- vania State University / David E. Keyes, Jinchao Xu, editors. p. em. -(Contemporary mathematics, ISSN 0271-4132; v. 180) Includes bibliographical references. ISBN 0-8218-5171-3 (alk. paper) l. Decomposition method-Congresses. 2. Differential equations, Parital-Congresses. I. Keyes, David E. II. Xu, Jinchao, 1961-. III. Title. IV. Series: Contemporary mathematics (American Mathematical Sodety); v. 180. QA402.2.155 1993 515'.353--dc20 94-41503 CIP

Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy an article for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication (including abstracts) is permitted only under license from the American Mathematical Society. Requests for such permission should be addressed to the Manager of Editorial Services, American Mathematical Society, P.O. Box 6248, Providence, Rhode Island 02940-6248. Requests can also be made by e-mail to reprint-permissionOmath. ams. org. The appearance of the code on the first page of an article in this publication (including abstracts) indicates the copyright owner's consent for copying beyond that permitted by Sections 107 or 108 of the U.S. Copyright Law, provided that the fee of $1.00 plus $.25 per page for each copy be paid directly to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, Massachusetts 01923. This consent does not extend to other kinds of copying, such as copying for general distribution, for advertising or promotional purposes, for creating new collective works, or for resale.

© Copyright 1994 by the American Mathematical Society. All rights reserved. The American Mathematical Society retains all rights except those granted to the United States Government. Printed in the United States of America. § The paper used in this book is acid-free and falls within the guidelines established to ensure permanence and durability. 0 Printed on recycled paper. This volume was printed from copy prepared by the authors. Some of the articles in this volume were typeset by the authors using ANJS-'IEX or A;VfS-IJ\'IEX, the American Mathematical Society's TFX macro systems. 10 9 8 7 6 54 3 2 l 99 98 97 96 95 94 Contents

Preface xi

List of participants XlX

Part I. Theory Interpolation spaces and optimal multilevel preconditioners FOLKMAR A. BORNEMANN 3 Two-level additive Schwarz preconditioners for nonconforming finite elements SUSANNE C. BRENNER 9 Two proofs of convergence for the combination technique for the efficient solution of sparse grid problems H.-J. BUNGARTZ, M. GRIEBEL, D. ROSCHKE, AND C. ZENGER 15

Domain decomposition methods for monotone nonlinear elliptic problems XIAO-CHUAN CAl AND MAKSYMILIAN DRYJA 21

Cascadic conjugate gradient methods for elliptic partial differential equations: Algorithm and numerical results PETERDEUFLHARD 29 Multilevel methods for elliptic problems with discontinuous coefficients in three dimensions MAKSYMILIAN DRYJA 43

Multilevel methods for elliptic problems on domains not resolved by the coarse grid RALF KORNHUBER AND HARRY YSERENTANT 49 Three-dimensional domain decomposition methods with nonmatching grids and unstructured coarse solvers P. LE TALLEC, T. SASSI, AND M. VIDRASCU 61

Domain decomposition for elliptic problems with large condition numbers S. V. NEPOMNYASCHIKH 75

v vi CONTENTS

Stable subspace splittings for Sobolev spaces and domain decomposition algorithms P. OSWALD 87

A wire basket based method for spectral elements in three dimensions LUCA F. PAVARINO 99

An analysis of spectral graph partitioning via quadratic assignment problems ALEX POTHEN 105

Error estimators based on stable splittings u. RUDE 111

Multilevel methods for P1 nonconforming finite elements and discontinuous coefficients in three dimensions MARCUS SARKIS 119 On generalized Schwarz coupling applied to advection-dominated problems K. H. TAN AND M. J. A. BORSBOOM 125

Exotic coarse spaces for Schwarz methods for lower order and spectral finite elements 0LOF B. WID LUND 131

Part II. Algorithms Preconditioning via asymptotically-defined domain decomposition S. F. AsHBY, C. T. KELLEY, P. E. SAYLOR, AND J. S. ScROGGs 139

A spectral Stokes solver in domain decomposition methods M. AZAIEZ AND A. QUARTERONI 151

Preconditioned iterative methods in a subspace for linear algebraic equations with large jumps in the coefficients NIKOLAI S. BAKHVALOV AND ANDREW V. KNYAZEV 157

The hierarchical basis multigrid method and incomplete LU decomposition RANDOLPH E. BANK AND JINCHAO Xu 163

Domain decomposition and multigrid algorithms for elliptic problems on unstructured meshes TONY F. CHAN AND BARRY F. SMITH 175

Two-grid methods for mixed finite element approximations of nonlinear parabolic equations CLINT N. DAWSON AND MARY F. WHEELER 191 CONTENTS vii

Domain decomposition algorithms for PDE problems with large scale variations LUC GIRAUD AND RAY 8. TUMINARO 205 A one shot domain decomposition/fictitious domain method for the Navier- Stokes equations ROLAND GLOWINSKI, TSORNG-WHAY PAN, AND JACQUES PERIAUX 211 Domain-oriented multilevel methods M. GRIEBEL 223 Multigrid and domain decomposition methods for electrostatics problems MICHAEL HOLST AND FAISAL SAIED 231 A parallel subspace decomposition method for hyperbolic equations EDGAR KATZER 239 Numerical treatments for the Helmholtz problem by domain decomposition techniques SEONGJAI KIM 245 Schwarz methods for obstacle problems with convection-diffusion operators Yu. A. KUZNETSOV, P. NEITTAANMAKI, AND P. TARVAINEN 251 On domain decomposition and shooting methods for two-point boundary value problems C.-H. LAI 257

Robust methods for highly nonsymmetric problems W. LAYTON, J. MAUBACH, AND P. RABIER 265

Domain decomposition via the Sinc-Galerkin method for second order differential equations NANCY J. LYBECK AND KENNETH L. BOWERS 271 A bisection method to find all solutions of a system of nonlinear equations PETR MEJZLIK 277 Preconditioning cell-centered finite difference equations on grids with local refinement ILYA. D. MISHEV 283 Outflow boundary conditions and domain decomposition method F. NATAF AND F. ROGIER 289 Domain decomposition for adaptive hp finite element methods J. TINSLEY 0DEN, ABANI PATRA, AND YUSHENG FENG 295 viii CONTENTS

Domain decomposed preconditioners with Krylov subspace methods as subdomain solvers MICHAEL PERNICE 303 Elliptic preconditioners using fast summation techniques L. RIDGWAY SCOTT 311

The modified vertex space domain decomposition method for Neumann boundary value problems .JIAN PING SHAO 325

A multi--color splitting method and convergence analysis for local grid refinement Tsi-MIN SHIH, CHIN-BO LIEM, TAo Lu, AND Amur ZHou 337 Boundary elements in domain decomposition methods OLAF STEINBACH 343 An overdetermined Schwarz alternating method VICTOR H. SUN AND WEI-PAI TANG 349 Domain decomposition for linear and nonlinear elliptic problems via function or space decomposition XuE-CHENG TAI 355

ELLAM-based domain decomposition and local refinement techniques for advection-diffusion equations with interfaces H. WANG, H. K. DAHLE, R. E. EWING, T. LIN, AND J. E. VAG 361

Part III. Parallelism Parallel domain decomposition applied to coupled transport equations PETTER E. BJv)RSTAD, W. M. CouGHRAN, JR., AND ERIC GROSSE 369

MENUS-PGG: A mapping environment for unstructured and structured numerical parallel grid generation NIKOS CHRISOCHOIDES, GEOFFREY Fox, AND JOE THOMPSON 381

A comparison of three iterative algorithms based on domain decomposition methods PATRICK CIARLET, JR. 387

IBLU preconditioners for massively parallel computers E. DE STURLER 395

Tailoring domain decomposition methods for efficient parallel coarse grid solution and for systems with many right hand sides CHARBEL FARHAT AND PO-SHU CHEN 401 CONTENTS ix

Analysis and implementation of DD methods for parallel FE computations HAl XIANG LIN 407

Finite-element/Newton method for solution of nonlinear problems in transport processes using domain decomposition and nested dissection on MIMD parallel computers M. REZA MEHRABI AND ROBERT A. BROWN 413

Modeling with collaborating PDE solvers: Theory and practice Mo Mu AND JOHN R. RICE 427 Parallelization of a multigrid solver via a domain decomposition method FRANCOIS-XAVIER ROUX AND DAMIEN TROMEUR-DERVOUT 439

A compiler for parallel finite element methods with domain-decomposed unstructured meshes JONATHAN RICHARD SHEWCHUK AND 0MAR GHATTAS 445

Part IV. Applications Ax-formulation of the viscous-inviscid domain decomposition for the Euler /Navier-Stokes equations RENZO ARINA AND CLAUDIO CANUTO 453

Domain decomposition and computation of two dimensional detonation waves WEI CAl 459

Parallel implicit methods for aerodynamics X.-C. CAl, W. D. GROPP, D. E. KEYES, AND M. D. TIDRIRI 465

Parallel domain-decomposed preconditioners in finite element shallow water flow modeling Y. CAl AND I. M. NAVON 471

A domain decomposition method for Bellman equations F. CAMILLI, M. FALCONE, P. LANUCARA, AND A. SEGHINI 477

Domain decomposition for the shallow water equations J. G. CHEFTER, C. K. CHU, AND D. E. KEYES 485

Domain decomposition methods for device modelling R. K. COOMER AND I. G. GRAHAM 491

An efficient computational method for the flow past an airfoil GEORGE C. HSIAO, MICHAEL D. MARCOZZI, AND SHANGYOU ZHANG 497 X CONTENTS

Newton-Krylov-Schwarz techniques applied to the two-dimensional incompressible Navier-Stokes and energy equations P. G. JACOBs, V. A. MoussEAu, P. R. McHuGH, AND D. A. KNOLL 503 Direct numerical simulation of jet flow via a multi-block technique H. C. Ku, H. E. GILREATH, R. RAUL, AND J. C. SOMMERER 509 Balancing domain decomposition for plates PATRICK LE TALLEC, JAN MANDEL, AND MARINA VIDRASCU 515 Nonlinear block iterative solution of semiconductor device equations by a domain decomposition method s. MICHELETTI, A. QUARTERONI, AND R. SACCO 525 A direct Chebyshev multidomain method for flow computation with application to rotating systems l. RASPO, J. 0UAZZANI, AND R. PEYRET 533 Multi-domain Fourier algorithms for parallel solution of the Navier-Stokes equations L. Vozovor, M. IsRAELI, AND A. AvERBUCH 539 PREFACE

This volume captures the main part of the proceedings of the Seventh Interna- tional Conference on Domain Decomposition Methods, which was hosted by The Pennsylvania State University, October 27-30, 1993. Over one hundred and fifty mathematicians, engineers, physical scientists, and computer scientists came to this nearly annual gathering - nearly half of them for the first time. Those attending from outside the United States accounted for about one-third of the registrants and came from 18 countries. Since parallel sessions were employed at the conference in order to accommodate as many presenters as possible, attendees and non-attendees alike may turn to this volume for the latest developments. Most of the authors are to be commended for their efforts to balance the conflicting demands of writing for a diverse audience and staying within limits of twelve pages for invited lecturers and six pages otherwise. Enforcing page quotas was essential in accommodating the largest title count in the seven-volume history of the conference - selected from an even larger number of submissions. After seven meetings, it would be natural to expect that domain decomposition methods would have moved into the mainstream, and therefore ceased to justify the special focus of their own conference. The interest of authors from many fields in entrusting final versions of their latest work to these proceedings supports this premise - while at the same time contradicting its conclusion! "Divide and con- quer" domain decomposition may be the most basic of algorithmic paradigms, but theoreticians and practitioners alike are still seeking - and finding - incrementally more effective forms, and enjoy an interdisciplinary forum for them. We comment briefly on the the term "domain decomposition" that has for nearly a decade been associated with this meeting and its proceedings. In the past few years, "domain decomposition" has become a synonym for "data parallelism" in the parlance of computer science, where it stands in contrast to "task parallelism." In a generic sense, any algorithm that achieves concurrency by applying all of the operations independently to some of the data, as opposed to some of the operations independently to all of the data, may properly be called "domain decomposition," but casting the net this broadly almost ceases to be useful. The PDE-motivated subject matter of this meeting has traditionally revolved around two foci within this very broadly defined class of algorithms: iterative subspace correction methods, and block elimination methods. In the former, which we may for convenience call "Schwarz methods" (though Schwarz's recorded perspective was narrower), a domain solver is used as a subdomain solver inside an iteration over subdomains. In the latter, which have been classified "iterative substructuring," and which we may in the same spirit call "Schur methods," an operator equation for a lower- dimensional interface between subdomains is derived. Schwarz and Schur methods

xi xii PREFACE

may be unified in certain cases by regarding the Schwarz iteration as a map between iterates restricted to the interfaces. Both Schwarz and Schur approaches are now customarily used inside of a Krylov iteration (such as conjugate gradients), leading to what may be called "Krylov-Schwarz" and "Krylov-Schur" methods. These are terms that computer scientists are less likely to borrow. The notion of a geometrical domain decomposition leads immediately to the notion of a function space decomposition, in which the subspaces are associated with subregions of support, and, in turn, to an operator decomposition, in which the relevant operators are restrictions of the original operator to the subspaces. This association between geometry and subspaces and operators allows many domain decomposition methods to be analyzed as iterative subspace correction methods, along with their relatives from classical iterative methods and multilevel methods, in which the decomposition of the corresponding function spaces is motivated by factors other than geometry. Organizing the contents of an interdisciplinary proceedings is an interesting job, and our decisions will inevitably surprise a few authors, though we hope without causing offense. It is increasingly artificial to assign papers to one of the four categories of theoretical foundations, algorithmic development, parallel implementation, and applications, that are traditional for this proceedings series. Readers are encouraged not to take the primary divisions very seriously, but to trace all the connections. Browsers turning to a preface expect a few words of context, particularly about what's new. The volume-wide subject classifications, viz., 65N55: Multigrid methods; domain decomposition for BVPs 65N30: Finite elements, Rayleigh-Ritz and Galerkin methods, finite methods 65F10: Iterative methods for linear systems 65Y05: Parallel computation 65M55: Multigrid methods; domain decomposition for IVPs 65N35: Spectral, collocation and related methods give only a majority-weighted impression of the contents. Specific noteworthy trends in the Seventh International Conference on Domain Decomposition Methods are highlighted below. • elliptic PDE problems and progress in dealing with so-called "bad parameters": For smooth problems, algorithms guaranteeing convergence rates that are asymptotically only weakly dependent of the size of the subdomains (H) into which a domain is cut and the finest resolved length scale (h) have been known for nearly a decade. The Poisson problem has inspired further theoretical work, primarily in establishing links to multilevel theory [Bank-Xu, Bornemann, Griebel]. The framework of "stable splittings" for iterative subspace correction methods is described in [Oswald], and permits discretization error estimates to be obtained as a by-product of algebraic convergence monitoring [Ruede]. The same benefit obtains from the cascade principle for the solution of general elliptic BVPs [Deuflhard]. The dependence of convergence rate on physical parameters such as jumps in the coefficients [Bakhvalov-Knyazev, Dryja, Le Tallec-Mandel-Vidrascu, Nepomnyaschikh] and irregular domain geometry not resolvable by a coarse grid [Kornhuber-Yserentent] have also come under study herein. Obstacle problems have been extended to PREFACE xiii include first-order terms [Kuznetsov-Neittaanmaki-Tarvainen]. • PDE developments outside of the elliptically-dominated framework: The problem of large first-order terms, which manifests itself in both discretization and solution phases of a PDE, has traditionally been handled by some form of elliptic domination. This is achieved by considering h sufficiently small, so that second-order derivative contributions to the stiffness matrix dominate first-order, or by artificially diffusive discretizations of the first-order terms in the operator to be inverted. (In this case, more accurate discretizations are typically used in the computation of the true residual). Recently, investigators have been working in from the other end of the Reynolds number spectrum, starting from methods that become all the more accurate as the elliptic terms become vanishingly small [Katzer, Layton- Maubach-Rabier]. (The approach in [Katzer] is related to frequency decomposition methods.) Preconditioners so derived may be much more efficient to apply than preconditioners coming from all of the terms of the discretization [Ashby-Kelley- Saylor-Scroggs]. Generalized Schwarz splittings, involving mixed (Robin-type) or tangential boundary conditions on artificial boundaries, with parameters dependent upon the advection seem promising [Tan-Borsboom], especially in the context of inexact subdomain solves, where parameters can be found that mitigate the loss of coupling in an overlapped block ILU technique [de Sturler]. "Outflow" boundary conditions are preferred in [Nataf-Rogier]. Meanwhile, the Schwarz alternating method has been generalized in another way, namely, overdetermined matching conditions within a layer of finite thickness [Sun-Tang] instead of well determined conditions along an edge. In addition to dealing with operator nonsymmetry and boundary conditions, research has continued into operator-splitting approaches for advection-diffusion. Such semi-implicit, semi-Lagrangian methods are able to ex- ploit the method of characteristics for the pure advection part and the symmetric elliptic theory for the pure diffusion part [Chefter-Chu-Keyes, Wang-Dahle-Ewing- Lin-Vag]. Nonlinear problems, whose theory greatly lags practice, have come in for more theoretical attention during the past year [Cai-Dryja, Dawson-Wheeler, Tai]. (The ability to treat the full nonlinearity on the coarse grid only is studied in [Dawson-Wheeler].) Wave-Helmholtz problems are also considered [Kim]. • non-traditional discretizations: Earlier volumes of this proceedings series were devoted almost entirely to low order discretizations based on conforming finite elements, finite differences, or finite volumes. This volume contains new convergence and/or complexity results for several other discretizations, including nonmatching grids [Le Tallec-Sassi-Vidrascu], nonconforming elements [Brenner, Sarkis], spectral multidomain [Azaiez-Quarteroni, Pavarino], sine functions [Lybeck-Bowers], h-p finite elements [Oden-Patra-Feng], and the multiresolution-like "sparse grids" approach [Bungartz-Griebel-Roeschke- Zenger]. In several of these methods, the discretization and solution processes are intertwined. Related to developments in the discretizations themselves are adaptive grid refinements [Mishev, Shih-Liem-Lu-Zhou]. • coarsened operators: With the non-traditional discretizations come new challenges for the derivation of appropriate operators for one or more coarsened spaces. Coarsened spaces play at least two critical roles as far as the mathematical analysis of domain decomposition methods are concerned (and perhaps others from a computer architecture xiv PREFACE point of view). They may be used to weaken or remove the dependence of the convergence rate on the number (or size) of the subdomains, and on jumps in the coefficients of the differential equation. A coarsened unstructured grid will, in general, not be nested in the fine unstructured grid for which it is created. There- fore, the corresponding function spaces are not nested. This situation has been dealt with in multigrid theory, and is practically addressed in [Bank-Xu, Chan- Smith]. [Kornhuber-Y serentent] consider the case in which the domain itself is not resolved by the coarse grid, illustrating with a fractal-like domain. Fundamental requirements for a good coarse space and some practical examples, including for higher-order fine spaces, are given in [Widlund]. • other preconditioner developments: Regarding preconditioners, as has been noted in a different context, anyone "has a perfect chance to find a better one." 1 Regarding parallel preconditioners, the field is even more wide open, since serial suboptimality may be tolerated in trade-offs that favor computer architectural considerations. Preconditioner can- didates appearing in these proceedings include fast summation techniques (essen- tially 0 (n log n) dense convolutions) for the coarse grid solver required in many elliptic preconditioners [Scott] and preconditioning a Krylov method by another Krylov method, applied independently within subdomains [Pernice]. A "one shot" method combines domain decomposition on the base grid with the fictitious do-· main (or domain imbedding) method for potential problems with irregular geometry [Glowinski-Pan-Periaux]. The boundary element formulation of the potential problem is employed in conjunction with a two-level BPS-type preconditioner with optimal results for the model problem in [Steinbach]. The rich theory of wire-basket preconditioners continues to be undergirded, most recently by [Pavarino, Shao]. In addition, "probing" for interface preconditioner blocks has received new experimen- tal attention in the context of large coefficient variations [Giraud-Tuminaro]. • non-PDE problems: One-dimensional problems under shooting are interpreted as domain decomposition methods in [Lai]. Calling the partitioning of a search space for the roots of an algebraic problem for a system of nonlinear equations a form of domain decomposition, [Mejzlik] proposes a generalized bisection root finder. • implementations and architectural considerations: Domain decomposition leads to a truncated form of nested dissection ordering in [Lin, Mehrabi-Brown]. This purely Schur form of parallelism on a distributed memory system turns out to be competitive with conventional finite element software on vector supercomputers. Implementations of capacitance matrix and box- and strip-based domain decomposition preconditioners are compared on shared memory parallel and superscalar architectures in [Ciarlet]. Parallel implementations of Krylov-Schwarz domain decomposition algorithms on networks of high-performance workstations are introduced in [Bj0rstad-Coughran-Grosse]. Their practical dis- cussion of the capabilities and limitations of networks will help orient researchers who are contemplating this seemingly cost-effective environment. The coarse grid problem, though key to the optimal convergence rates achievable by domain decomposition methods, is a bottleneck to parallelism on most realizable architectures, as

1G. Strang, Introduction to Applied Mathematics, Wellesley-Cambridge Press, 1986. PREFACE XV it also is in multigrid. Interesting attempts to overcome this manifestation of the "conservation of tsuris" 2 , are featured in [Farhat-Chen, Roux-Tromeur-Dervout], which also consider the algorithmically related problem of multiple right-hand sides in a Krylov method. • partitioning tools and environments: As solvers mature, and the dependence of their convergence rates and parallel efficiencies on the partitioning is exposed, the partitioning itself is becoming a significant research interest. A mathematically elegant solution to the partitioning problem is recursive spectral bisection [Pothen], in which a small number of eigenvectors of the Laplacian matrix of the graph of the grid are used to find the partitioning cuts. A compiler for parallel finite element methods with domain- decomposed unstructured meshes is demonstrated in [Shewchuk-Ghattas]. The paper [Mu-Rice] argues for domain decomposition as a framework for the design of object-oriented software, while [Chrisochoides-Fox-Thompson] present a problem- solving environment for mapping subdomains and generating grids in parallel. • applications: The technologically important subject of semiconductor device simulation had not taken its rightful place alongside computational fluid dynamics and computational structural mechanics in domain decomposition proceedings until the current developments in [Bj0rstad-Coughran-Grosse, Coomer-Graham, Giraud-Tuminaro, Micheletti-Quarteroni-Sacco]. The stiff problems of structural mechanics, caused by aspect ratios and anisotropic material properties that are extreme even in model problems have steadily driven domain decomposition theory, with the latest install- ment in [Le Tallec-Mandel-Vidrascu]. The physically smooth blending between the domains of applicability of Euler and Navier-Stokes models that occurs in the physical world is mimicked in the "x" approach of [Arina-Canuto]. The primarily inter- nal flow realm of incompressible Navier-Stokes is considered in [Jacobs-Mousseau- McHugh-Knoll, Raspo-Ouazzani-Peyret, Vozovoi-Israeli-Averbuch]. Specific applications of an expanding jet [Ku-Gilreath-Raul-Sommerer], detonation com- bustion [Cai], external aerodynamics [Cai-Gropp-Keyes-Tidriri, Hsiao-Marcozzi- Zhang] and the shallow water equations in geophysical contexts [Cai-N avon, Chefter- Chu-Keyes] are also taken up herein. The elliptically-dominated nonlinear Poisson- Boltzmann equation is solved by a variety of multigrid and domain decomposition- based methods in [Holst-Saied], one of the few settings apart from the Poisson problem in which these two families of methods have been carefully compared. Perhaps the most novel application area for domain decomposition relative to previous proceedings is to the Bellman equations [Camilli-Falcone-Lanucara-Seghini], where the state space of the relevant PDE may have dimension much larger than three.

For the convenience of readers coming recently into the subject of domain decomposition methods, a bibliography of previous proceedings is provided below, along with some major recent review articles and related special interest volumes. This list is about twice as large as could have been offered last year, and yet, will probably be embarrassingly incomplete by the time it is published. (No attempt

2 from the Yiddish for "trouble" xvi PREFACE has been made to supplement this list with the larger and closely related litera- ture of multigrid and general iterative methods, except for the book by Hackbusch, which has a significant domain decomposition component.) (1) T. F. Chan and T. P. Mathew, Domain Decomposition Algorithms, Acta Numerica, 1994, pp. 61-143. (2) T. F. Chan, R. Glowinski, J. Periaux and 0. B. Widlund, eds., Proc. Second Int. Symp. on Domain Decomposition Methods for Partial Differential Equations (Los Angeles, 1988), SIAM, Philadelphia, 1989. (3) T. F. Chan, R. Glowinski, J. Periaux, 0. B. Widlund, eds., Proc. Third Int. Symp. on Domain Decomposition Methods for Partial Differential Equations (Houston, 1989), SIAM, Philadelphia, 1990. ( 4) C. Farhat and F.-X. Roux, Implicit Parallel Processing in Structural Me- chanics, Computational Mechanics Advances 2, 1994, pp. 1-124. (5) R. Glowinski, G. H. Golub, G. A. Meurant and J. Periaux, eds., Proc. First Int. Symp. on Domain Decomposition Methods for Partial Differential Equations (Paris, 1987), SIAM, Philadelphia, 1988. (6) R. Glowinski, Yu. A. Kuznetsov, G. A. Meurant, J. Periaux and 0. B. Widlund, eds., Proc. Fourth Int. Symp. on Domain Decomposition Meth- ods for Partial Differential Equations (Moscow, 1990), SIAM, Philadelphia, 1991. (7) W. Hackbusch, Iterative Methods for Large Sparse Linear Systems, Springer, Heidelberg, 1993. (8) D. E. Keyes, T. F. Chan, G. A. Meurant, J. S. Scroggs and R. G. Voigt, Proc. Fifth Int. Con f. on Domain Decomposition Methods for Partial Differential Equations (Norfolk, 1991), SIAM, Philadelphia, 1992. (9) D. E. Keyes, Y. Saad and D. G. Truhlar, eds. Domain-based Parallelism and Problem Decomposition Methods in Science and Engineering, SIAM, Philadelphia, 1995 (to appear). (10) P. Le Tallec, Domain Decomposition Methods in Computational Mechanics, Computational Mechanics Advances 2, 1994, pp. 121-220. (11) A. Quarteroni, J. Periaux, Yu. A. Kuznetsov and 0. B. Widlund, eds., Proc. Sixth Int. Conf. on Domain Decomposition Methods in Science and Engineering (Como, 1992), AMS, Providence, 1994. (12) B. F. Smith, P. E. Bj0rstad and W. D. Gropp, Domain Decomposition: Parallel Multilevel Algorithms for Elliptic Partial Differential Equations, Cambridge U niv. Press, Cambridge, 1995 (to appear). (13) J. Xu, Iterative Methods by Space Decomposition and Subspace Correction, SIAM Review 34, 1991, pp. 581-613.

The technical direction of the Seventh International Conference on Domain De- composition Methods in Scientific and Engineering Computing was provided by a scientific committee consisting of: James H. Bramble, Tony F. Chan, Ray- mond C. Y. Chin, Peter J. Deufthard, Roland Glowinski, Gene H. Golub, David E. Keyes, Yuri A. Kuznetsov, Jacques Periaux, Alfio Quarteroni, Olof B. Widlund, and Jinchao Xu. Local organization was undertaken by the following members of the faculty of The Pennsylvania State University: Douglas N. Arnold, Jerry L. Bona, Min Chen, Ali Haghihat, Jie Shen, Simon J. Tavener, and Jinchao Xu (Chair). The scientific and organizing committees, together with all attendees, are grateful PREFACE xvii to the following agencies, organizations, corporations, and departments for their financial and logistical support of the conference: the National Science Foundation (DMS-9301980), U. S. Department of Energy (DE-FG0293ER25184), the Insti- tute for Mathematics and its Applications at the University of Minnesota, France's GAMNI, the IBM Corporation, Cray Research Corporation, and the Applied Re- search Lab, the Coilege of Engineering, the Department of Mathematics, and the Eberly College of Science at The Pennsylvania State University. The American Mathematical Society is publishing the proceedings of the Inter- national Conference on Domain Decomposition Methods for the second consecutive time. The editors are very grateful to Donna L. Harmon of AMS for her pacing and her patience, and to Ling Shen, a doctoral candidate in the Department of Math- ematics at The Pennsylvania State University for her assistance with reformatting several papers received in nonconforming styles. A single thorough round of editing, followed by the authors assuming final responsibility for the revised camera ready copy, seems to permit a good balance between the quality of the proceedings and the promptness of its publication. Our families graciously forsook many weekends together for this collection and are trusting, as are we, in a useful shelf life. David Keyes Hampton, Virginia Jinchao Xu University Park, Pennsylvania September 1994 LIST OF PARTICIPANTS

I.K. Abu-Shumays Renzo Arina Bettis Atomic Power Lab Aerospace Dept., Politecnico di Torina P.O. Box 79, Zap 34DD 24 Corso Duca Delgi Abruzzi W. Mifflin, PA 15122-0079 Torino, 10129 Italy ari na@athena. polito. it Douglas N. Arnold Dept. of Mathematics Majdi Azaiez 319 McAllister Bid~. Umversite Paul Sabatier Penn State University U.F.R. M.E.G. University Park, PA 16802 118 route de Narbonne [email protected] 31062 Toulouse Cedex, France aza iez@soleil. ups-tlse. fr

Randolph E. Bank Petter E. Bjorstad Dept. of Mathematics Institute for lnformatik Umversity of California at San Diego University of Bergen LaJolla, CA 92093-0112 Hoyteknologisenteret [email protected] Bergen, N-5020 Norway [email protected] Jerry Bona Dept. of Mathematics Folkmar Bornemann 316 McAllister Bid~. Konrad-Zuse-Zentrum Penn State University Heilbronner Strasse 10 University Park, PA 16802 Berlin, D-10711 Germany [email protected] [email protected]

Mart Borsboom Delft Hydraulics Ken L. Bowers P.O. Box 152 Dept. of Math Sciences 8300 AD Emmerloord, The Netherlands Montana State University [email protected] Bozeman, MT 59717

Susanne Brenner Franco Brezzi Dept. of Mathematics IAN-CNR Umversity of South Carolina Universita di Pavia Columbia, SC 29208 Via Abbiategrasso 209 [email protected] 27100 Pavia, Italy brezzi@ipvian. bitnet Robert A. Brown Hans J. Bungartz Dej)t. of Chemical Engineering University Muenchen 66-342, MIT lnstitut fuer lnformatik 77 Massachusetts Ave. University Muenchen, Postfach Cambridge, MA 02139 Muenchen, D-80290 Germany [email protected] bungartz@informati k. tu-muenchen .de

Wei Cai Xiao-Chuan Cai Dept. of Mathematics Dept. of Com~uter Science Umversity of North Carolina Umversity of Colorado Charlotte, NC 28223 Boulder, CO 80309 [email protected] [email protected] xix XX LIST OF PARTICIPANTS

Yihong Cai Mario A. Casarin Dept. of Chemical Engineering Courant Institute- NYU MIT 251 Mercer Street 77 Massachusetts Ave. New York, NY 10012 Cambridge, MA 02139 [email protected] [email protected] Maria Morandi Cecchi Daniel C. Chan Dipartimento di Matematica Dept. of Aerospace Engineerin~ Pura ed Applicata Umversity of Southern Califorma Universita di Padova Los Angeles, CA 90089 via Belzoni 7, 35131 Padova, Italy yq b532@su nsh i ne. rdyne. rockwell.com [email protected]

Tony F. Chan Julia G. Chefter Dept. of Mathematics Dept. of Applied Physics U.C.L.A. Columbia University Los Angeles, CA 90077 New York, NY 10027 [email protected] [email protected]

Hsuanjen Cheng Min Chen Mathematical Science 209 McAllister Building Courant Institute Penn State University 251 Mercer Street University Park, PA 16802 [email protected] New York, NY 10012 chenghs@math 1.ci ms. nyu .ed u

Mathew W. Choptuik Nikos P. Chrisochoides Center for Relativity NPAC, Syracuse University Dept. of Physics 111 College Place Umversity of Texas Sxracuse, NY 13244 Austin, TX 78712-1081 m [email protected] math@ehstei n. pl. utexas. edu

C. K. Chu Dept. of Applied Physics Patrick Philippe Ciarlet Columbia University CELV / DMA New York, NY 10027 94195 Villeneuve-St-Georges Cedex, France [email protected] [email protected]

Pedro J.M. Coelho William M. Coughran Institute Superior Tecnico AT & T Bell Laboratories Av. Rovisco Pais 600 Mountain Avenue 1096 Lisboa Codex, Portugal Murray Hill, NJ 07974 [email protected] [email protected]

Lawrence C. Cowsar Helge K. Dahle AT&T Bell Labs., Rm. 2C-464 University of Bergen 600 Mountain Avenue Johs. Brunsgt. 12 Murray Hill, NJ 07974-0636 N-5008 Bergen, Norway [email protected]

Eric de Sturler Peter Deuflhard Swiss Scientific Computing Ctr. Konrad-Zuse- Zentru m CSCS-ETHZ Heilbronner Strasse 10 Via Cantonale Berlin, D-10711 Germany Manno, CH-6928 Switzerland [email protected] [email protected] LIST OF PARTICIPANTS xxi

Zdenek Dostal Craig C. Douglas Vysoka skola banska IBM T. J. Watson Research Center tr. 17. listopadu Yale University Ostrava, CZ-70833 Czechoslovakia New Haven, CT 06520 [email protected] [email protected]

Maksymilian Dryja Magne S. Espedal Depart. of Math lnst. for Scientific Com_putation Umversity of Warsaw 326 Teague Research Center Banacha 2 Texas A&M University 02-097 Warsaw, Poland College Station, TX 77843-3404 [email protected] [email protected] Richard E. Ewing Dean's Office Charbel Farhat College of Science Center for Aero Structures Texas A&M University University of Colorado at Boulder College Station, TX 77843-3257 Boulder, CO 80309 [email protected] [email protected] Emilio Fuentes Yusheng Feng Dept. of Nuclear Engineering University of Texas at Austin North Carolina State University 3500 West Balcones Center P. 0. Box 7909 Austin, TX 78759 Raleigh, NC 27695 feng@ticom .a e. utexas.edu fuentes@nepjt. ne. ncsu .edu

Sonia Garcia Omar Ghattas Mathematics Dept., M/S No.9E Dept. of Civil Engineering U.S. Naval Academy Carnegie Mellon University Annapolis, MD 21402 Pittsburgh, PA 15213 smg@usna. navy. mil ghattas@cmu .edu

Luc Giraud Roland Glowinski CERFACS Dept. of Mathematics 42, Av. G. Coriolis Un1versity of Houston 31057 Toulouse, FRANCE 4800 Calhoun [email protected] Houston, TX 77006

Charles I. Goldstein Gene H. Golub Bldg. 490A Computer Science Dept. Brookhaven National Lab. Stanford University D.A.S., P.O. Box 5000 Stanford, CA 94305 Upton, NY 11973-5696 [email protected] [email protected] Olivier R. Gosselin Ivan Graham Elf Aquitaine Production Pau School of Mathematical Sciences Resevoir Engineering Dept. Modelling Grp University of Bath C.S.T.J.F. Avenue Larribau Bath, Avon BA2 7AY 64018 Pau Cedex, France United Kingdom [email protected] igg@maths. bath .a c. uk Michael Griebel Paul A. Gray lnstitut fuer lnformatik der A209 We:ls Hall Univ. Muenchen Michigan State University Postfach Muenchen East [ansing, Ml 48824 D-80290, Germany pgray@math .msu .edu griebel@ informati 1<. tu-m uenchen .de xxii LIST OF PARTICIPANTS

Eric Grosse Ali Haghighat AT&T Bell Labs, 2T504 231 Sackett Bldg. 600 Mountain Ave. Penn State University Murray Hill, NJ 07974 University Park, PA 16802 [email protected] IAW@PSUVM. PSU. EDU

Jiang Hen_g He Lina Hemmingsson Dept. of Geolog}' and Geophysics Dept. of Scientific Computing Mccarn Hall #405 Uppsala University Berkeley Campus Box 120, S-75104 Uppsala, Sweden Berkeley, CA 94720 lina@tdb. uu .se guopi ng@decollem. berkeley.edu

Michael J. Holst Melissa A. Hunter Applied Mathematics 217-50 110 E. Foster Ave., Apt.211 Caltech State College, PA 16801 Pasadena, CA 91125 MAH 118@PSUVM. PSU. EDU [email protected]

Valery P. ll'in Computing Center Paul G. Jacobs Russ1an Academy of Science P.O. Box 1625 Lavrentjev str. 6 Idaho Falls, ID 83415-3730 Novosibirsk 630090, Russia [email protected] ilin@comcen .nsk.su

Yimin Kang Edgar Katzer Mathematics Dept. Umversity Otto von Guericke Clarkson University Postfach 4720 Potsdam, NY 13676 D-39076 Magdeburg, Germany [email protected] katzer@d mdtu 11. bitnet

Hideo Kawarada David E. Keyes Dept. of Mathematics Dept. of Computer Science Faculty of Engineering Old Dominion University Chiba Univers1ty Norfolk, VA 23529-0162 Chiba 263, Japan [email protected]

Abdui-Qayyam M. Khaliq Seongjai Kim MathematiCS Dept. Mathmematics Dept. Western Illinois University Purdue University Macomb, IL 61455 W. Lafayette, IN 47907 [email protected] [email protected]

Axel Klawonn Andrew V. Knyazev Courant Institute Mathematics Dept. & Ctr. for Comp. Math. New York University Univ. of Colorado at Denver 251 Mercer St. P.O. Box 173364-3364, Campus Box 170 New York, NY 10012 Denver, CO 80217-3364 [email protected] na. [email protected] l.gov Hwar C. Ku Ralph Kornhuber Applied Physics Laboratory Konrad-Zuse-Zentrum The Johns Hopkins University Heilbronner Strasse 10 Johns Hopkins Rd. Berlin D-10711, Germany Laurel, MD 20723-6099 [email protected] [email protected] LIST OF PARTICIPANTS xxiii

Yuri A. Kuznetsov Do Y. Kwak Institute of Numerical Mathematics Dept. of Mathematics Russian Academy of Sciences Korea Advanced lnst. Sci. Tech. Leminskij Prospect, 32-a Yousong Ku, Kusong dong Moscow 117334, Russia Taejon 305-701, Korea [email protected] dykwak©math1.kaist.ac.kr

Yury M. Laevsky Pablo Laguna Computing Center 525 Davey Laboratory Av. Lavrentiev 6 Penn State University Novosibirsk 630090, Russia University Park, PA 16802

(hoi-Hong Lai Piero Lanucara School of Math Statistics & Computing Dip. Di Matematica-Universita University of Greenwich Di Roma La Sapienza Wellington St. Caspur c/o CICS-P. Le Aldo Moro 2 Woolrich, London SE18 6PF, U.K. Roma, 0()185 Italy [email protected] lanucara©itcaspur.caspur.it Bill Layton Mathematics Dept. Daniel Lee 301 Thackery Hall P.O. Box 19-136 University of Pittsburgh Hsinchu Taiwan, R.O.China Pittsburgh, PA 15260 [email protected] [email protected] Ping Lee Schlumberger Laboratory Kaitai Li 8311 North 620RR Dept. of Mathematics P.O. Box 200015 Xian Jiaotong University Austin, TX 78720 Xian, 710049, P.R. China [email protected]

Hai-Xiang Lin Jianqun Lu Dept. of Appl. Math & Informatics Dept. of Mathematics Delft University of Technology 218 McAllister Bldg. Mekelweg 4, University Park, PA 16802 2628 CD, Delft, The Netherlands [email protected] lin©pa.twi.tudelft.nl Nancy Lybeck Yvon Maday North Carolina State University Analyse Numerique Ctr. for Res. in Scientific Computation Universite Pierre et Marie Curie Box 8205 Tour 55 65 4, Jussieu Raleigh, NC 27695-8205 Paris, France [email protected] maday©a n n.j ussieu. fr

Jan Mandel Donatella L. Marini Center for Computational Mathematics Institute di Analisi Numerica-CNR University of Colorado Corso c. Alberto 5 Denver, CO 80217-3353 27100 Pavia, Italy j ma ndel ©tiger. denver. colorado. ed u [email protected]

William R. McKinney Robert Paul Martin Dept. of Mathematics 10 Vario Blvd., Apt. 16-D 312 McAllister Bid~. State College, PA 16803 Penn State University martin©idcrl3.psu.edu University Park, PA 16802 [email protected] xxiv LIST OF PARTICIPANTS

Petr Mejzlik Dragan Mirkovic Institute of Computer Science Dept. of A_pplied Mathematics & Stat. Masaryk Univers1ty SUNY at Stony Brook Buresova 20, Czechoslovakia Stony Brook, NY 11790-3600 mejzlik@muni .cz [email protected] llva D. Mishev Hans Mittelmann lnst. for Scientific Computation Dept. of Mathematics 326 Teague Research Center Arizona State University Texas A&M University P.O. Box 871804 College Station, TX 77843-3404 Tempe, AZ 85287-1804 [email protected] [email protected]

Rabi H. Mohtar Anne Morlet 208 Agriculture En~ineering Dept. Dept. of Mathematics Penn State Univers1ty Oh1o State University University Park, PA 16802 231 W. 18th Ave. [email protected] Columbus, OH 43210-1174 [email protected]

Vincent A. Mousseau Mo Mu EG&G Idaho Inc. Dept. of Mathematics P.O. Box 1625 Hong Kong University of Sci. & Tech. Idaho Falls, ID 83415-3895 Clear Water Bay [email protected] Kowloon, Hong Kong [email protected] Frederic Nataf Centre de Mathematiques Appl. Ramesh Natarajan Ecole Polytechnique Thomas J. Watson Researsch Center CMAP I.B.M. Palaiseau Cedex 91128, France Yorktown Heights, NY 10510 nataf@cma px. polytech nique. fr [email protected] lone! M. Navon Sergei Nepomnyasehikh Dept. of Mathematics and S.C.R.I. Computing Center Florida State University No. 6 Lavrentiev Tallahassee, FL 32308-4052 Novosibirsk, 630090 Russia navon@scri. fsu .edu svnep@comcen. nsk.su

Maria Elizabeth Ong William R. O'Reilly Dept. of Mathematics Martin Marietta, KAPL Inc. Un1v. of California-San Diego P.O. Box 1072 9500 Gilman Schenectady, NY 12301-1072 La Jolla, CA 92093-0112 [email protected] Jalil Ouazzani Peter Oswald Arco Fluid - IMFM Department of Mathematics B119 Technopole Chatero Texas A&M University Gomert College Station TX 77843-3368 Marseille 13451, France [email protected] [email protected]

Joseph E. Pasciak Abani Patra Brookhaven N.L., Bldg. 490-D University of Texas at Austin Box 5000 3500 West Balcones Center Upton, NY 11973-5000 Austin, TX 78759 [email protected] [email protected] LIST OF PARTICIPANTS XXV

Luca F. Pavarino Andrew J. Perella Dipartimento di Matematica Math. Dept., Science Laboratory Universita' di Pavia South Rd. Via Abbiategrasso 209 Durham University 27100 Pavia, Italy Durham, United Kingdom [email protected] a .j. [email protected]

Jacques F. Periaux Michael Pernice Dassault Aviation Utah Supercomputing Institute 78 Quai Marcel Dassault 85 55B Universityof Utah 92214 Saint-Cloud, France Salt Lake City, UT 84102 periaux@menusin. in ria. fr [email protected]

George G. Pitts Computer Science Dept. Alex Pothen Virginia Tech. Computer Science Dept. 549 MacBryde Hall Old Dominion University Blacksburg, VA 24061 Norfolk, VA 23529-0162 [email protected] [email protected] Gerald W. Recktenwald Calvin J. Ribbens Mechanical Engineering Dept. Computer Science Dept. Portland State Universtty Virginia Tech. 630 S.W. Mill St. 549 MacBryde Hall Portland, OR 97201-5220 Blacksburg, VA 2406 [email protected] ribbens@cs. vt.edu Jesus-Enrique Rodrigues lntevep S.A. Francois Xavier Roux P. 0. Box 76343 ONERA/Div. Calcul Parallele Caracas, 1070 A 29 Ave. de Ia Division Leclerc Venezuela Chatillon 92320, France [email protected] roux@onera. fr

Ulrich J. Ruede Torgeir Rusten lnst. fuer lnformatik Tech. Norwegian Computing Center Arcisstr. 21 P.O. Box 114 Blindern Universitaet Muenchen N-0314 Oslo, Norway Muenchen, D-80290 Germany Torgeir. [email protected] ruede@informati k. tu-m uenchen .de Riccardo Sacco Faisal Saied Dept. of Mathematics Dept. of Comp. Sci. at Urbana Champaign Politecnico of Milan Untversity of Illinois Piazza Leonardo Da Vinci 32 1304 W. Springfield Ave. Milan, 20133 Italy Urbana, IL 61801 [email protected] [email protected]

Marcus Sarkis Christoph Schwab Courant lnst. of Math. Science IBM Scientific Center New York University Vangerowstrasse 18 251 Mercer St. Postfach 103068 New York, NY 10012 D-69115 Heidelberg, Germany sarkis@acf4. nyu .edu [email protected] Jeffrey S. Scrog~s RidgwaY' Scott Center for Res. m Scientific Comp. Dept. of Mathematics North Carolina State University Umversity of Houston Box 8205 Houston, TX 77204 Raleigh, NC 27695-8205 [email protected] [email protected] xxvi LIST OF PARTICIPANTS

Enrico Secco Jian-Ping Shao Dipartimento di Matematica Center for Comf.utational Science Pura ed Applicata 325 McVey Hal , Lexington Hall Universita di Padova University of Kentucky via Belzoni 7, 35131 Padova, ltal Lexington, KY 40506-0045 [email protected] [email protected] Sally Shao Jie Shen Dept. of Mathematics Dept. of Mathematics Cleveland State University 322 McAllister Bldg. E. 24th. Euclid Ave. Penn State Univers1ty Cleveland, OH 44115 University Park, PA 16802 [email protected] shen_j@math .psu.edu

Ling Shen Jonathan R. Shewchuk Dept. of Mathematics Carnegie Mellon University-SCS 218 McAllister Bldg. 500 Forbes Ave. University Park, PA 16802 Pittsburgh, PA 15213-3891 shenJ©math. psu .edu [email protected]

Zhong-Ci Shi Computing Center Tsi-Min Shih Academia Sinica Dept. of Mathematics P.O. Box 2719 Hong Kong Polytechnic Beijing 100080, China Kowloon, Hong Kong [email protected] [email protected] Vijay Shukla Dept. of Mathematics Horst D. Simon Columbia University NASA Ames Research Center 127 S.W. Mudd Blag. Mail Stop T045-1 New York, NY 10027 Moffett Field, CA 94035-1000 vijay©ra in bow.ldgo.columbia .edu simon©nas. nasa .gov Olaf Steinbach Barry F. Smith Mathematics Institute A Math and Computer Science Division University of Stuttgart Argonne National Laboratory Pfaffenwaldring 57 Argonne, IL 60439 Stuttgart, Germany bsmith©mcs.anl.gov [email protected] Xue-Cheng Tai Dept. of Mathematics Patrick L. Tallec Umversity of Jyvaskyla University of Paris and INRIA P.O. Box 35 BP105 SF-40351, Jyvaskyla, Finland Le Chesnay 78153, France [email protected] letallec©menusin.inria.fr Kian H. Tan Li-Qun Tang Dept. of Mathematics Dept. of Chemical Engineering Utrecht State University Umversity of Kentucky P.O. Box 80.010 160 Anderson Hall Utrecht, 3508 TA Netherlands Lexington, KY 40506 kian.tan©wldelft.nl [email protected]

Wei-Pai Tang Tarek P. Mathew Dept. of Computer Science Dept. of Mathematics Un1versity of Waterloo Umversity of Wyoming Waterloo, Ontario N2L 3G1, Canada Laramie, WY 82071 wptang©lady.waterloo.edu [email protected] LIST OF PARTICIPANTS xxvii

Pasi Heikki Tarvainen Simon Tavener Laboratory of Scientific Computing Dept. of Mathematics University of Jyvaskyla 420 McAllister Bldg. P.O. Box 35 Penn State University SF-40351 Jyvaskyla, Finland University Park, PA 16802 pht@math .jyu. fi tavener@math. psu. ed u

Moul~ Driss Tidriri Tate T.H. Tsang ICASE Dept. of Chemical Engineering Mail Stop 132C Umversity of Kentucky NASA Langley Research Center Lexington, KY 40506-0046 Hampton, VA 23665 [email protected] [email protected]

Ezio Venturino Marina Vidrascu Mathematics Dept. INRI A University of Iowa BP 105 Iowa City, lA 52242 76153 Le Chesnay Cedex, France [email protected] [email protected]

Lev Vozovoi Feng Wang Technion-liT Dept. of Mathematics Technion City 218 McAllister Bldg. Haifa, 32000 Israel University Park, PA 16802 [email protected] [email protected]

Hong Wang Bruno D. Welfert Dept. of Mathematics Dept. of Mathematics Un1versity fo South Carolina Arizona State University columbia, SC 29208 Tempe, AZ 85287-1804 [email protected] [email protected]

Olof Widlund Mary F. Wheeler Courant Institute Dept. of Computational & Applied Math New York University Rice University 251 Mercer St. Houston, TX 77252-1898 New York, NY 10012 [email protected] [email protected] Jinchao Xu Ruifeng Xie Dept. of Mathematics Dept. of Mathematics 309 McAllister Bldg. Umversity of Wyoming Penn State University Laramie, WY 82070 University Park, PA 16802 [email protected] [email protected] David P. Young Harry Yserentant Boeing Computer Services Mathematisches lnstitut P.O. Box 24346 Universitat Tubingen MS 7L-21 Auf der Morgenstelle 10 Seattle, WA 98124-0346 D-72076, Tubingen Germany [email protected] harry@na. mathematik. u ni-tuebingen .de Xuejun Zhang Shangyou Zhang Mathematical Science Institute, Rm. 204 Dept. of Mathematical Science Cornell University Umversity of Delaware 409 College Ave. Newark, DE 19716 Ithaca, NY 14850 szha ng@math. udel.ed u [email protected] Recent Titles in This Series (Continued from the front of this publication)

153 RichardS. Elman, Murray M. Schacher, and V. S. Varadarajan, Editors, Linear algebraic groups and their representations, 1993 152 Christopher K. McCord, Editor, Nielsen theory and dynamical systems, 1993 151 Matatyahu Rubin, The reconstruction of trees from their automorphism groups, 1993 150 Carl-Friedrich Biidigheimer and Richard M. Hain, Editors, Mapping class groups and moduli spaces of Riemann surfaces, 1993 149 Harry Cohn, Editor, Doeblin and modem probability, 1993 148 Jeffrey Fox and Peter Haskell, Editors, Index theory and operator algebras, 1993 147 Neil Robertson and Paul Seymour, Editors, Graph structure theory, 1993 146 Martin C. Tangora, Editor, Algebraic topology, 1993 145 Jeffrey Adams, Rebecca Herb, Stephen Kudla, Jian-Shu Li, Ron Lipsman, and Jonathan Rosenberg, Editors, Representation theory of groups and algebras, 1993 144 Bor-Luh Lin and William B. Johnson, Editors, Banach spaces, 1993 143 Marvin Knopp and Mark Sheingorn, Editors, A tribute to Emil Grosswald: Number theory and related analysis, 1993 142 Chung-Chun Yang and Sheng Gong, Editors, Several complex variables in China, 1993 141 A. Y. Cheer and C. P. van Dam, Editors, Fluid dynamics in biology, 1993 140 Eric L. Grinberg, Editor, Geometric analysis, 1992 139 Vinay Deodhar, Editor, Kazhdan-Lusztig theory and related topics, 1992 138 Donald St. P. Richards, Editor, Hypergeometric functions on domains of positivity, Jack polynomials, and applications, 1992 137 Alexander Nagel and Edgar Lee Stout, Editors, The Madison symposium on complex analysis, 1992 136 Ron Donagi, Editor, Curves, Jacobians, and Abelian varieties, 1992 135 Peter Walters, Editor, Symbolic dynamics and its applications, 1992 134 Murray Gerstenhaber and Jim Stashetf, Editors, Deformation theory and quantum groups with applications to mathematical physics, 1992 133 Alan Adolphson, Steven Sperber, and Marvin Tretkotf, Editors, p-adic methods in number theory and algebraic geometry, 1992 132 Mark Gotay, Jerrold Marsden, and Vincent Moncrief, Editors, Mathematical aspects of classical field theory, 1992 131 L. A. Bokut', Yu. L. Ershov, and A. I. Kostrikin, Editors, Proceedings of the International Conference on Algebra Dedicated to the Memory of A. I. Mal'cev, Parts 1, 2, and 3, 1992 130 L. Fuchs, K. R. Goodearl, J. T. Stafford, and C. Vinsonhaler, Editors, Abelian groups and noncommutative rings, 1992 129 John R. Graef and Jack K. Hale, Editors, Oscillation and dynamics in delay equations, 1992 128 Ridgley Lange and Shengwang Wang, New approaches in spectral decomposition, 1992 127 Vladimir Oliker and Andrejs Treibergs, Editors, Geometry and nonlinear partial differential equations, 1992 126 R. Keith Dennis, Claudio Pedrini, and Michael R. Stein, Editors, Algebraic K-theory, commutative algebra, and algebraic geometry, 1992 125 F. Thomas Bruss, Thomas S. Ferguson, and Stephen M. Samuels, Editors, Strategies for sequential search and selection in real time, 1992 124 Darrell Haile and James Osterburg, Editors, Azumaya algebras, actions, and modules, 1992 123 Steven L. Kleiman and Anders Thorup, Editors, Enumerative algebraic geometry, 1991

(See the AMS catalog for earlier titles) Domain Decomposition Methods in Scientific and Engineering Computing David E. Keyes and Jinchao Xu, Editors This book contains proceedings from the Seventh International Conference on Domain Decomposition Methods, held at Pennsylvania State University in October 1993. The term "domain decomposition" has for nearly a decade been associated with the partly iterative, partly direct algorithms explored in the proceedings of this conference. Noteworthy trends in the current volume include progress in dealing with so-called "bad parameters" in elliptic partial differential equation problems, as well as developments in partial differential equations outside of the elliptically-dominated framework. Also described here are convergence and complexity results for novel discretizations, which bring with them new challenges in the derivation of appropriate operators for coarsened spaces. Implementations and architectural considerations are discussed, as well as partitioning tools and environments. In addition, the book describes a wide array of applications, from semiconductor device simulation to structural mechanics to aerodynamics. Presenting many of the latest results in the field, this book offers readers an up-to-date guide to the many facets of the theory and practice of domain decomposition.

ISBN 0-8218-5171-3

9 780821 851715