On the geometric convergence of optimized Schwarz methods with applications to elliptic problems

Abstract

The Schwarz method can be used for the iterative solution of elliptic boundary value problems on a large domain Ω. One subdivides Ω into smaller, more manageable, subdomains and solves the differential equation in these subdomains using appropriate boundary conditions. Optimized Schwarz Methods use Robin conditions on the artificial interfaces for information exchange at each iteration, and for which one can optimize the Robin parameters. While the convergence theory of classical Schwarz methods (with Dirichlet conditions on the artificial interface) is well understood, the overlapping Optimized Schwarz Methods still lack a complete theory. In this paper, an abstract Hilbert space version of the Optimized Schwarz Method (OSM) is presented, together with an analysis of conditions for its geometric convergence. It is also shown that if the overlap is relatively uniform, these convergence conditions are met for Optimized Schwarz Methods for two-dimensional elliptic problems, for any positive Robin parameter. In the discrete setting, we obtain that the convergence factor ρ(h) varies like a polylogarithm of h. Numerical experiments show that the methods work well and that the convergence factor does not appear to depend on h.