An Optimal Block Iterative Method and Preconditioner for Banded Matrices with Applications to PDEs on Irregular Domains

Abstract

Classical Schwarz methods and preconditioners subdivide the domain of a PDE into subdomains and use Dirichlet transmission conditions at the artificial interfaces. Optimized Schwarz methods use Robin (or higher order) transmission conditions instead, and the Robin parameter can be optimized so that the resulting iterative method has an optimized convergence factor. The usual technique used to find the optimal parameter is Fourier analysis; but this is applicable only to certain regular domains, for example, a rectangle, and with constant coefficients. In this paper, we present a completely algebraic version of the optimized Schwarz method, including an algebraic approach to finding the optimal operator or a sparse approximation thereof. This approach allows us to apply this method to any banded or block banded linear system of equations, and in particular to discretizations of PDEs in two and three dimensions on irregular domains. With the computable optimal operator, we prove that the optimized Schwarz method converges in no more than two iterations, even for the case of many subdomains (which means that this optimal operator communicates globally). Similarly, we prove that when we use an optimized Schwarz preconditioner with this optimal operator, the underlying minimal residual Krylov subspace method (e.g., GMRES) converges in no more than two iterations. Very fast convergence is attained even when the optimal transmission operator is approximated by a sparse matrix. Numerical examples illustrating these results are presented.