Skip to main content
Log in

Analysis of FETI methods for multiscale PDEs. Part II: interface variation

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

In this article, we give a new rigorous condition number estimate of the finite element tearing and interconnecting (FETI) method and a variant thereof, all-floating FETI. We consider a scalar elliptic equation in a two- or three-dimensional domain with a highly heterogeneous (multiscale) diffusion coefficient. This coefficient is allowed to have large jumps not only across but also along subdomain interfaces and in the interior of the subdomains. In other words, the subdomain partitioning does not need to resolve any jumps in the coefficient. Under suitable assumptions, we derive bounds for the condition numbers of one-level and all-floating FETI that are robust with respect to strong variations in the contrast in the coefficient, and that are explicit in some geometric parameters associated with the coefficient variation. In particular, robustness holds for face, edge, and vertex islands in high-contrast media. As a central tool we prove and use new weighted Poincaré and discrete Sobolev type inequalities that are explicit in the weight. Our theoretical findings are confirmed in a series of numerical experiments.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adams, R.A., Fournier, J.J.F.: Sobolev spaces. In: Pure and Applied Mathematics, vol. 140, 2nd edn. Academic Press, Amsterdam (2003)

  2. Aksoylu B., Graham I.G., Klie H., Scheichl R.: Towards a rigorously justified algebraic preconditioner for high-contrast diffusion problems. Comput. Visual. Sci. 11(4–6), 319–331 (2008)

    Article  MathSciNet  Google Scholar 

  3. Alcouffe R.E., Brandt A., Dendy J.J.E., Painter J.W.: The multi-grid method for the diffusion equation with strongly discontinuous coefficients. SIAM J. Sci. Comput. 2(4), 430–454 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bramble J.H., Xu J.: Some estimates for a weighted L 2 projection. Math. Comp. 56(194), 463–476 (1991)

    MathSciNet  MATH  Google Scholar 

  5. Brenner S.C.: Analysis of two-dimensional FETI-DP preconditioners by the standard additive Schwarz framework. Electron. Trans. Numer. Anal. 16, 165–185 (2003)

    MathSciNet  MATH  Google Scholar 

  6. Brenner, S.C., Scott, L.R.: The mathematical theory of finite element methods. In: Texts in Applied Mathematics, vol. 15, 2nd edn. Springer-Verlag, New York (2002)

  7. Chan, T.F., Mathew, T.: Domain decomposition methods. In: Acta Numerica 1994. Cambridge University Press (1994)

  8. Cliffe K.A., Graham I.G., Scheichl R., Stals L.: Parallel computation of flow in heterogeneous media modelled by mixed finite elements. J. Comput. Phys. 164(2), 258–282 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  9. Dohrmann C.R., Klawonn A., Widlund O.B.: Domain decomposition for less regular subdomains: overlapping Schwarz in two dimensions. SIAM J. Numer. Anal. 46(4), 2153–2168 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Dostál Z., Horák D., Kučera R.: Total FETI—an easier implementable variant of the FETI method for numerical solution of elliptic PDE. Commun. Numer. Methods Eng. 22(12), 1155–1162 (2006)

    Article  MATH  Google Scholar 

  11. Dryja, M., Sarkis, M.: Technical tools for boundary layers and applications to heterogeneous coefficients. In: Huang, Y., Kornhuber, R., Widlund O., Xu, J. (eds.) Decomposition Methods in Science and Engineering XIX. Lecture Notes in Computational Science and Engineering, vol. 78, pp. 205–212. Springer-Verlag, Berlin (2011)

  12. Dryja M., Sarkis M.V., Widlund O.B.: Multilevel Schwarz methods for elliptic problems with discontinuous coefficients in three dimensions. Numer. Math. 72, 313–348 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  13. Farhat C., Roux F.-X.: A method of finite element tearing and interconnecting and its parallel solution algorithm. Int. J. Numer. Methods Eng. 32, 1205–1227 (1991)

    Article  MATH  Google Scholar 

  14. Galvis J., Efendiev Y.: Domain decomposition preconditioners for multiscale flows in high contrast media. Multiscale Model. Simul. 8(4), 1461–1483 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  15. Graham I.G., Hagger M.J.: Unstructured additive Schwarz-conjugate gradient method for elliptic problems with highly discontinuous coefficients. SIAM J. Sci. Comput. 20(6), 2041–2066 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  16. Graham I.G., Lechner P.O., Scheichl R.: Domain decomposition for multiscale PDEs. Numer. Math. 106(4), 589–626 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  17. Graham I.G., Scheichl R.: Robust domain decomposition algorithms for multiscale PDEs. Numer. Methods Partial Differ. Equ. 23, 859–878 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  18. Graham I.G., Scheichl R.: Coefficient-explicit condition number bounds for overlapping additive Schwarz. In: Langer, U., Discacciati, M., Keyes, D.E., Widlund, O.B., Zulehner, W. (eds) Domain Decomposition Methods in Science and Engineering XVII. Lecture Notes in Computational Science and Engineering, vol. 60, pp. 365–372. Springer-Verlag, Berlin (2008)

    Google Scholar 

  19. Klawonn A., Rheinbach O.: Robust FETI-DP methods for heterogeneous three dimensional elasticity problems. Comput. Methods Appl. Mech. Eng. 196, 1400–1414 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  20. Klawonn A., Rheinbach O., Widlund O.B.: An analysis of a FETI-DP algorithm on irregular subdomains in the plane. SIAM J. Numer. Anal. 46(5), 2484–2504 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  21. Klawonn A., Widlund O.B.: FETI and Neumann-Neumann iterative substructuring methods: connections and new results. Comm. Pure Appl. Math. 54(1), 57–90 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  22. Klawonn A., Widlund O.B., Dryja M.: Dual-primal FETI methods for three-dimensional elliptic problems with heterogeneous coefficients. SIAM J. Numer. Anal. 40(1), 159–179 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  23. Langer U., Pechstein C.: Coupled finite and boundary element tearing and interconnecting solvers for nonlinear potential problems. ZAMM Z. Angew. Math. Mech. 86(12), 915–931 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  24. Mandel J., Dohrmann C.R., Tezaur R.: An algebraic theory for primal and dual substructuring methods by constraints. Appl. Numer. Math. 54, 167–193 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  25. Mandel J., Tezaur R.: Convergence of a substrucuring method with Lagrange multipliers. Numer. Math. 73, 473–487 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  26. Of, G.: BETI-Gebietszerlegungsmethoden mit schnellen Randelementverfahren und Anwendungen. PhD thesis, Universität Stuttgart, Germany, January 2006 (in German)

  27. Of G., Steinbach O.: The all-floating boundary element tearing and interconnectiong method. J. Numer. Math. 17(4), 277–298 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  28. Pechstein, C.: Finite and boundary element tearing and interconnecting methods for multiscale elliptic partial differential equations. PhD thesis, Institute of Computational Mathematics, Johannes Kepler University, Linz, Austria, December 2008. http://www.numa.uni-linz.ac.at/Teaching/PhD/Finished/pechstein

  29. Pechstein C.: Boundary element tearing and interconnecting methods in unbounded domains. Appl. Numer. Math. 59(11), 2824–2842 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  30. Pechstein C., Scheichl R.: Analysis of FETI methods for multiscale PDEs. Numer. Math. 111(2), 293–333 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  31. Pechstein C., Scheichl R.: Scaling up through domain decomposition. Appl. Anal. 88(10–11), 1589–1608 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  32. Pechstein C., Scheichl R.: Robust FETI solvers for multiscale elliptic PDEs. In: Roos, J., Costa, L.R.J. (eds) Scientific Computing in Electrical Engineering. Mathematics in Industry, vol. 14, pp. 421–428. Springer-Verlag, Berlin (2010)

    Google Scholar 

  33. Pechstein, C., Scheichl, R.: Weighted Poincaré inequalities. NuMa Report 2010-10, Institute of Computational Mathematics, Johannes Kepler University, Linz, Austria (2010, submitted)

  34. Pechstein C., Scheichl R.: Weighted Poincaré inequalities and applications in domain decomposition. In: Huang, Y., Kornhuber, R., Widlund, O., Xu, J. (eds) Decomposition Methods in Science and Engineering XIX. Lecture Notes in Computational Science and Engineering, vol. 78, pp. 197–204. Springer-Verlag, Berlin (2010)

    Google Scholar 

  35. Rixen, D., Farhat, C.: Preconditioning the FETI method for problems with intra- and inter-subdomain coefficient jumps. In: Bjørstad, P.E., Espedal, M., Keyes, D. (eds.) Ninth International Conference on Domain Decomposition Methods, pp. 472–479 (1997). http://www.ddm.org/DD9/Rixen.pdf

  36. Rixen D., Farhat C.: A simple and efficient extension of a class of substructure based preconditioners to heterogeneous structural mechanics problems. Int. J. Numer. Methods Eng. 44, 489–516 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  37. Ruge J., Stüben K.: Efficient solution of finite difference and finite element equations by algebraic multigrid (AMG). In: Paddon, D.J., Holstein, H. (eds) Multigrid Methods for Integral and Differential Equations. IMA Conference Series, pp. 169–212. Clarendon Press, Oxford (1985)

    Google Scholar 

  38. Sarkis M.: Nonstandard coarse spaces and Schwarz methods for elliptic problems with discontinuous coefficients using non-conforming elements. Numer. Math. 77(3), 383–406 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  39. Sarkis, M.V.: Schwarz preconditioners for elliptic problems with discontinuous coefficients using conforming and non-conforming elements. PhD thesis, Department of Computer Science, Courant Institute of Mathematical Sciences, TR-671 (1994)

  40. Scheichl R., Vainikko E.: Additive Schwarz and aggregation-based coarsening for elliptic problems with highly variable coefficients. Computing 80(4), 319–343 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  41. Schenk O., Gärtner K.: On fast factorization pivoting methods for sparse symmetric indefinite systems. Electron. Trans. Numer. Anal. 23, 158–179 (2006)

    MathSciNet  MATH  Google Scholar 

  42. Scott L.R., Zhang S.: Finite element interpolation of non-smooth functions satisfying boundary conditions. Math. Comput. 54, 483–493 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  43. Stein E.M.: Singular Integrals and Differentiability Properties of Functions. Princeton Math Series, vol. 30. Princeton University Press, Princeton (1970)

    Google Scholar 

  44. Toselli, A., Widlund, O.: Domain decoposition methods—algorithms and theory. In: Springer Series in Computational Mathematics, vol. 34. Springer-Verlag, Berlin (2005)

  45. Van lent J., Scheichl R., Graham I.G.: Energy minimizing coarse spaces for two-level Schwarz methods for multiscale PDEs. Numer. Linear Algebra Appl. 16(10), 775–799 (2009)

    Article  MathSciNet  Google Scholar 

  46. Vanek P., Mandel J., Brezina M.: Algebraic multigrid by smoothed aggregation for 2nd and 4th order elliptic problems. Computing 56(3), 179–196 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  47. Xu J., Zhu Y.: Uniform convergent multigrid methods for elliptic problems with strongly discontinuous coefficients. Math. Models Methods Appl. Sci. 18(1), 77–105 (2008)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Clemens Pechstein.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pechstein, C., Scheichl, R. Analysis of FETI methods for multiscale PDEs. Part II: interface variation. Numer. Math. 118, 485–529 (2011). https://doi.org/10.1007/s00211-011-0359-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-011-0359-2

Mathematics Subject Classification (2000)

Navigation