Optimized Schwarz Waveform Relaxation Research Articles

Monolithic and local time-stepping decoupled algorithms for transport problems in fractured porous media

Abstract The objective of this paper is to develop efficient numerical algorithms for the linear advection-diffusion equation in fractured porous media. A reduced fracture model is considered where the fractures are treated as interfaces between subdomains and the interactions between the fractures and the surrounding porous medium are taken into account. The model is discretized by a backward Euler upwind-mixed hybrid finite element method in which the flux variable represents both the advective and diffusive fluxes. The existence, uniqueness, as well as optimal error estimates in both space and time for the fully discrete coupled problem are established. Moreover, to facilitate different time steps in the fracture-interface and the subdomains, global-in-time, nonoverlapping domain decomposition is utilized to derive two implicit iterative solvers for the discrete problem. The first method is based on the time-dependent Steklov–Poincaré operator, while the second one employs the optimized Schwarz waveform relaxation (OSWR) approach with Ventcel-Robin transmission conditions. A discrete space-time interface system is formulated for each method and is solved iteratively with possibly variable time step sizes. The convergence of the OSWR-based method with conforming time grids is also proved. Finally, numerical results in two dimensions are presented to verify the optimal order of convergence of the monolithic solver and to illustrate the performance of the two decoupled schemes with local time-stepping on problems of high Péclet numbers.

Optimized Schwarz Waveform Relaxation method for the incompressible Stokes problem

We propose and analyse the optimized Schwarz waveform relaxation (OSWR) method for the unsteady incompressible Stokes equations. Well-posedness of the local subdomain problems with Robin boundary conditions is proved. Convergence of the velocity is shown through energy estimates; however, pressure converges only up to constant values in the subdomains, and an astute correction technique is proposed to recover these constants from the velocity. The convergence factor of the OSWR algorithm is obtained through a Fourier analysis, and allows to efficiently optimize the space-time Robin transmission conditions involved in the OSWR method. Then, numerical illustrations for the two-dimensional unsteady incompressible Stokes system are presented to illustrate the performance of the OSWR algorithm.

Convergence analysis and optimization of a Robin Schwarz waveform relaxation method for time-periodic parabolic optimal control problems

This paper is concerned with a novel convergence analysis of the optimized Schwarz waveform relaxation method (OSWRM) for the solution of optimal control problems governed by periodic parabolic partial differential equations (PDEs). The new analysis is based on a Fourier-type technique applied to a semidiscrete-in-time form of the optimality condition. This leads to a precise characterization of the convergence factor of the method at the semidiscrete level. Using this characterization, the optimal transmission condition parameter is obtained at the semidiscrete level and its asymptotic behavior as the time discretization converges to zero is analyzed in detail.

Discrete-time analysis of optimized Schwarz waveform relaxation with Robin parameters depending on the targeted iteration count

We propose a new approach that provides new results in the convergence analysis of optimized Schwarz waveform relaxation (OSWR) iterations for parabolic problems, and allows to define efficient optimized Robin parameters that depend on the targeted iteration count, a property that is shared by the actual observed optimal parameters, while traditional Fourier analysis in the time direction leads to iteration independent parameters. This new approach is based on the exact resolution of the time semi-discrete error equations. It allows to recommend a couple (number of iterations, Robin parameter) to reach a given accuracy. While the general ideas may apply to an arbitrary space dimension, the analysis is first presented in the one dimensional case. Numerical experiments illustrate the performance obtained with such iteration-dependent optimized Robin parameters.

Fully implicit local time-stepping methods for advection-diffusion problems in mixed formulations

This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite element method, in which the flux variable represents both the advective and diffusive flux, and the Lagrange multiplier arising from the hybridization is used for the discretization of the advective term. Based on global-in-time and nonoverlapping domain decomposition, we propose two implicit local time-stepping methods to solve the semi-discrete problem. The first method uses the time-dependent Steklov-Poincaré type operator and the second uses the optimized Schwarz waveform relaxation (OSWR) with Robin transmission conditions. For each method, we formulate a space-time interface problem which is solved iteratively. Each iteration involves solving the subdomain problems independently and globally in time; thus, different time steps can be used in the subdomains. The convergence of the fully discrete OSWR algorithm with nonmatching time grids is proved. Numerical results for problems with various Peclét numbers and discontinuous coefficients, including a prototype for the simulation of the underground storage of nuclear waste, are presented to illustrate the performance of the proposed local time-stepping methods.

Coupling Parareal with Optimized Schwarz Waveform Relaxation for Parabolic Problems

We propose and analyse a parallel method, both in the time and space directions, that couples the Parareal algorithm with the Optimized Schwarz waveform relaxation (OSWR) method, with only few OSWR iterations in the fine propagator and with a simple coarse propagator deduced from the Backward Euler method. The analysis of this coupled method is presented for a one-dimensional advection-reaction-diffusion equation. We prove a general convergence result for this method via energy estimates. Numerical results for two-dimensional advection-diffusion problems and for a diffusion equation with strong heterogeneities are presented, to illustrate the performance of the coupled Parareal-OSWR algorithm.

Optimized Ventcel-Schwarz waveform relaxation and mixed hybrid finite element method for transport problems

<p style='text-indent:20px;'>This paper is concerned with the optimized Schwarz waveform relaxation method and Ventcel transmission conditions for the linear advection-diffusion equation. A mixed formulation is considered in which the flux variable represents both diffusive and advective flux, and Lagrange multipliers are introduced on the interfaces between nonoverlapping subdomains to handle tangential derivatives in the Ventcel conditions. A space-time interface problem is formulated and is solved iteratively. Each iteration involves the solution of time-dependent problems with Ventcel boundary conditions in the subdomains. The subdomain problems are discretized in space by a mixed hybrid finite element method based on the lowest-order Raviart-Thomas space and in time by the backward Euler method. The proposed algorithm is fully implicit and enables different time steps in the subdomains. Numerical results with discontinuous coefficients and various Peclét numbers validate the accuracy of the method with nonconforming time grids and confirm the improved convergence properties of Ventcel conditions over Robin conditions.</p>

Space–time domain decomposition for two-phase flow between different rock types

In Ahmed et al. (2019) a space–time domain decomposition method was proposed for two-phase flow in a porous medium composed of two different rock types, so that the capillary pressure field is discontinuous at the interface between the rocks. For this nonlinear and degenerate parabolic problem, with nonlinear and discontinuous transmission conditions on the interface, the Optimized Schwarz waveform relaxation method (OSWR) with Robin or Ventcell transmission conditions was considered. A guaranteed and fully computable a posteriori error estimate was derived, which in particular took into account the domain decomposition error.In this paper we provide a mathematical and numerical analysis of this space–time domain decomposition method in the Robin case. Complete numerical approximation is achieved by a finite volume scheme in space and the lowest order discontinuous Galerkin method in time. We prove the existence of a weak solution of the two-phase flow subdomain problem with Robin boundary conditions by analyzing the convergence of the finite volume scheme. The domain decomposition algorithm is based on the solution of space–time nonlinear subdomain problems over the whole time interval, allowing for different time steps in different parts of the domain, adapted to the physical properties of each subdomain, and we show that such an algorithm is well-defined. Numerical experiments on three-dimensional problems with different rock types illustrate the performance of the domain decomposition method.

Dirichlet–Neumann waveform relaxation methods for parabolic and hyperbolic problems in multiple subdomains

In this paper, a new waveform relaxation variant of the Dirichlet–Neumann algorithm is introduced for general parabolic problems as well as for the second-order wave equation for decompositions with multiple subdomains. The method is based on a non-overlapping decomposition of the domain in space, and the iteration involves subdomain solves in space-time with transmission conditions of Dirichlet and Neumann type to exchange information between neighboring subdomains. Regarding the convergence of the algorithm, two main results are obtained when the time window is finite: for the heat equation, the method converges superlinearly, whereas for the wave equation, it converges after a finite number of iterations. The analysis is based on Fourier–Laplace transforms and detailed kernel estimates, which reveals the precise dependence of the convergence on the size of the subdomains and the time window length. Numerical experiments are presented to illustrate the performance of the algorithm and to compare its convergence behaviour with classical and optimized Schwarz Waveform Relaxation methods. Experiments involving heterogeneous coefficients and non-matching time grids, which are not covered by the theory, are also presented.

Explicit Computation of Robin Parameters in Optimized Schwarz Waveform Relaxation Methods for Schro¨dinger Equations Based on Pseudodifferential Operators

The Optimized Schwarz Waveform Relaxation algorithm, a domain decomposition method based on Robin transmission condition, is becoming a popular computational method for solving evolution partial differential equations in parallel. Along with well-posedness, it offers a good balance between convergence rate, computational complexity and simplicity of the implementation. The fundamental question is the selection of the Robin parameter to optimize the convergence of the algorithm. In this paper, we propose an approach to explicitly estimate the Robin parameter which is based on the approximation of the transmission operators at the subdomain interfaces, for the linear/nonlinear SchrodingerSchr¨Schrodinger equation. Some illustrating numerical experiments are proposed for the one-and two-dimensional problems.

A posteriori error estimates and stopping criteria for space-time domain decomposition for two-phase flow between different rock types

We consider two-phase flow in a porous medium composed of two different rock types, so that the capillary pressure field is discontinuous at the interface between the rocks. This is a nonlinear and degenerate parabolic problem with nonlinear and discontinuous transmission conditions on the interface. We first describe a space-time domain decomposition method based on the optimized Schwarz waveform relaxation algorithm (OSWR) with Robin or Ventcell transmission conditions. Complete numerical approximation is achieved by a finite volume scheme in space and the backward Euler scheme in time. We then derive a guaranteed and fully computable a posteriori error estimate that in particular takes into account the domain decomposition error. Precisely, at each iteration of the OSWR algorithm and at each linearization step, the estimate delivers a guaranteed upper bound on the error between the exact and the approximate solution. Furthermore, to make the algorithm efficient, the different error components given by the spatial discretization, the temporal discretization, the linearization, and the domain decomposition are distinguished. These ingredients are then used to design a stopping criterion for the OSWR algorithm as well as for the linearization iterations, which together lead to important computational savings. Numerical experiments illustrate the efficiency of our estimates and the performance of the OSWR algorithm with adaptive stopping criteria on a model problem in three space dimensions. Additionally, the results show how a posteriori error estimates can help determine the free Robin or Ventcell parameters.

Space–time domain decomposition for advection–diffusion problems in mixed formulations

This paper is concerned with the numerical solution of porous-media flow and transport problems, i.e. heterogeneous, advection–diffusion problems. Its aim is to investigate numerical schemes for these problems in which different time steps can be used in different parts of the domain. Global-in-time, non-overlapping domain-decomposition methods are coupled with operator splitting making possible the different treatment of the advection and diffusion terms. Two domain-decomposition methods are considered: one uses the time-dependent Steklov–Poincaré operator and the other uses optimized Schwarz waveform relaxation (OSWR) based on Robin transmission conditions. For each method, a mixed formulation of an interface problem on the space–time interface is derived, and different time grids are employed to adapt to different time scales in the subdomains. A generalized Neumann–Neumann preconditioner is proposed for the first method. To illustrate the two methods numerical results for two-dimensional problems with strong heterogeneities are presented. These include both academic problems and more realistic prototypes for simulations for the underground storage of nuclear waste.

Lagrange–Schwarz Waveform Relaxation domain decomposition methods for linear and nonlinear quantum wave problems

A Schwarz Waveform Relaxation (SWR) algorithm is proposed to solve by Domain Decomposition Method (DDM) linear and nonlinear Schrödinger equations. The symbols of the transparent fractional transmission operators involved in Optimized Schwarz Waveform Relaxation (OSWR) algorithms are approximated by low order Lagrange polynomials to derive Lagrange–Schwarz Waveform Relaxation (LSWR) algorithms based on local transmission operators. The LSWR methods are numerically shown to be computationally efficient, leading to convergence rates almost similar to OSWR techniques.

Optimized Schwarz waveform relaxation for advection reaction diffusion equations in two dimensions

Optimized Schwarz waveform relaxation methods have been developed over the last decade for the parallel solution of evolution problems. They are based on a decomposition in space and an iteration, where only subproblems in space-time need to be solved. Each subproblem can be simulated using an adapted numerical method, for example with local time stepping, or one can even use a different model in different subdomains, which makes these methods very suitable also from a modeling point of view. For rapid convergence however, it is important to use effective transmission conditions between the space-time subdomains, and for best performance, these transmission conditions need to take the physics of the underlying evolution problem into account. The optimization of these transmission conditions leads to mathematically hard best approximation problems of homographic functions. We study in this paper in detail the best approximation problem for the case of linear advection reaction diffusion equations in two spatial dimensions. We prove comprehensively best approximation results for transmission conditions of Robin and Ventcel (higher order) type, which can also be used in the various limits for example for the heat equation, since we include in our analysis a positive low frequency limiter both in space and time. We give for each case closed form asymptotic values for the parameters which can directly be used in implementations of these algorithms, and which guarantee asymptotically best performance of the iterative methods. We finally show extensive numerical experiments, including cases not covered by our analysis, for example decompositions with cross points. We use Q1 finite element discretizations in space and Forward and Backward Euler discretizations in time (other discretization could also have been considered, since all our analysis is at the continuous level), and in all cases, we measure performance corresponding to our analysis.

Space-Time Domain Decomposition for Reduced Fracture Models in Mixed Formulation

In this paper we are interested in the fast path fracture and we aim to use global-in-time, nonoverlapping domain decomposition methods to model flow and transport problems in a porous medium containing such a fracture. We consider a reduced model in which the fracture is treated as an interface between the two subdomains. Two domain decomposition methods are considered: one uses the time-dependent SteklovPoincare operator and the other uses optimized Schwarz waveform relaxation (OSWR) based on Ventcell transmission conditions. For each method, a mixed formulation of an interface problem on the space-time interface is derived, and different time grids are employed to adapt to different time scales in the subdomains and in the fracture. Demonstrations of the well-posedness of the Ventcell subdomain problems is given for the mixed formulation. An analysis for the convergence factor of the OSWR algorithm is given in the case with fractures to compute the optimized parameters. Numerical results for two-dimensional problems with strong heterogeneities are presented to illustrate the performance of the two methods.

Space-Time Domain Decomposition Methods for Diffusion Problems in Mixed Formulations

This paper is concerned with global-in-time, nonoverlapping domain decomposition methods for the mixed formulation of the diffusion problem. Two approaches are considered: one uses the time-dependent Steklov--Poincaré operator and the other uses optimized Schwarz waveform relaxation (OSWR) based on Robin transmission conditions. For each method, a mixed formulation of an interface problem on the space-time interfaces between subdomains is derived, and different time grids are employed to adapt to different time scales in the subdomains. Demonstrations of the well-posedness of the Robin subdomain problems involved in the OSWR method and a convergence proof of the OSWR algorithm are given for the mixed formulation. Numerical results for two-dimensional problems with strong heterogeneities are presented to illustrate the performance of the two methods.

Optimized Schwarz Waveform Relaxation and Discontinuous Galerkin Time Stepping for Heterogeneous Problems

We design and analyze a Schwarz waveform relaxation algorithm for domain decomposition of advection-diffusion-reaction problems with strong heterogeneities. The interfaces are curved, and we use optimized Ventcell transmission conditions. We analyze the semidiscretization in time with discontinuous Galerkin as well. We also show two-dimensional numerical results using generalized mortar finite elements in space.

Optimized Schwarz Waveform Relaxation for the Primitive Equations of the Ocean

In this article we are interested in the derivation of efficient domain decomposition methods for the viscous primitive equations of the ocean. We consider the rotating three-dimensional incompressible hydrostatic Navier–Stokes equations with free surface. Performing an asymptotic analysis of the system in the regime of small Rossby numbers, we compute an approximate Dirichlet to Neumann operator and build an optimized Schwarz waveform relaxation algorithm. We establish that the algorithm is well defined and provide numerical evidence of the convergence of the method.

A homographic best approximation problem with application to optimized Schwarz waveform relaxation

We present and study a homographic best approximation problem, which arises in the analysis of waveform relaxation algorithms with optimized transmission conditions. Its solution characterizes in each class of transmission conditions the one with the best performance of the associated waveform relaxation algorithm. We present the particular class of first order transmission conditions in detail and show that the new waveform relaxation algorithms are well posed and converge much faster than the classical one: the number of iterations to reach a certain accuracy can be orders of magnitudes smaller. We illustrate our analysis with numerical experiments.

Absorbing boundary conditions and optimized Schwarz waveform relaxation

We show here how the formalism, introduced by B. Engquist and A. Majda for absorbing boundary conditions, is a powerful tool to produce absorbing boundary layers and Schwarz waveform relaxation algorithms, when coupled with best approximation. The demonstration is given on the advection diffusion equation, but the ideas apply also to hyperbolic problems.