Additive Schwarz with aggregation-based coarsening for elliptic problems with highly variable coefficients

Abstract

We develop a new coefficient-explicit theory for two-level overlapping domain decomposition preconditioners with non-standard coarse spaces in iterative solvers for finite element discretisations of second-order elliptic problems. We apply the theory to the case of smoothed aggregation coarse spaces introduced by Vanek, Mandel and Brezina in the context of algebraic multigrid (AMG) and are particularly interested in the situation where the diffusion coefficient (or the permeability) α is highly variable throughout the domain. Our motivating example is Monte Carlo simulation for flow in rock with permeability modelled by log–normal random fields. By using the concept of strong connections (suitably adapted from the AMG context) we design a two-level additive Schwarz preconditioner that is robust to strong variations in α as well as to mesh refinement. We give upper bounds on the condition number of the preconditioned system which do not depend on the size of the subdomains and make explicit the interplay between the coefficient function and the coarse space basis functions. In particular, we are able to show that the condition number can be bounded independent of the ratio of the two values of α in a binary medium even when the discontinuities in the coefficient function are not resolved by the coarse mesh. Our numerical results show that the bounds with respect to the mesh parameters are sharp and that the method is indeed robust to strong variations in α. We compare the method to other preconditioners and to a sparse direct solver.