Analysis of Block-Jacobi Preconditioners for Local Multi-Trace - - PowerPoint PPT Presentation

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Analysis of Block-Jacobi Preconditioners for Local Multi-Trace - - PowerPoint PPT Presentation

Analysis of Block-Jacobi Preconditioners for Local Multi-Trace Formulations A.Ayala , P.Marchand , X.Claeys , V.Dolean , M.Gander Labo. J.-L. Lions UPMC / INRIA Alpines, Labo. J.A. Dieudonn, Univ. Nice, Universit


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SLIDE 1

Analysis of Block-Jacobi Preconditioners for Local Multi-Trace Formulations

A.Ayala∗, P.Marchand∗, X.Claeys∗, V.Dolean†, M.Gander§

∗ Labo. J.-L. Lions UPMC / INRIA Alpines, † Labo. J.A. Dieudonné, Univ. Nice, § Université de Genève.

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SLIDE 2

Multi-domain scattering

u

in

n2 n0 n3 n1 Ω0= exterieur Ω1 Ω2 Ω3 Notations Rd = ∪n

j=0Ωj,

Ωj ∩ Ωk = ∅ for j = k Γ = ∪n

j=0Γj, Γj := ∂Ωj

κj ∈ C effective wave number in Ωj, Transmission problem (well posed) :     

Find u ∈ H1 lo (∆, Ωj) su h that

∆u + κ2

j u = 0

in

Ωj, j = 0, . . . n u − u

in
  • utgoing
in Ω0 ,
  • ∂nju|Γj + ∂nku|Γk = 0 ,

u|Γj − u|Γk = 0 ,

  • n Γj ∩ Γk ∀j, k

Concern : Solution by means of boundary integral equation methods?

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SLIDE 3

Difficulties related to the conditioning

Problem : BEM = ill conditioned Boundary element methods lead to dense linear systems that require, for large scale problems (industrial context), iterative solvers. But they induce ill conditioned matrices in general, which prevents the convergence of solvers. Two alternatives : i) equation of the 2nd kind : Id+compact ii) preconditioned equation Operator preconditionning In the case of isolated homogeneous scatterers, the Calderón preconditioner is now a very popular technique because it is rather easy to implement, and is adapted to a reasonnably large frequency bandwidth. It stabilizes the condition number with respect to the meshwidth. [Steinbach & Wendland, 1998], [Christiansen & Nédélec, 2000], [Antoine & Boubendir, 2008], [Cools, Andriulli & Olyslager, 2009],...

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SLIDE 4

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ...

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SLIDE 5

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Calderón technique not possible

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SLIDE 6

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Calderón technique not possible Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]
  • Local multi-trace [Jerez & Hiptmair, 2011]
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SLIDE 7

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Calderón technique not possible Calderón available Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]
  • Local multi-trace [Jerez & Hiptmair, 2011]
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SLIDE 8

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]
  • Local multi-trace [Jerez & Hiptmair, 2011]
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SLIDE 9

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]
  • Local multi-trace [Jerez & Hiptmair, 2011]
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SLIDE 10

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]

Local multi-trace [Jerez & Hiptmair, 2011]

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SLIDE 11

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]

Local multi-trace [Jerez & Hiptmair, 2011]

  • Accuracy comparable to BETI and Rumsey
  • Couples adjacent only subdomains via
  • "mass terms" ( ⇒ Domain Decomposition)
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SLIDE 12

Objective and literature

To obtain well conditioned (or easily preconditionable) integral formulations, a natural idea consists in adapting what already exists for isolated scatterers. But usually orientation of interfaces is required for applying those techniques. On the other hand, the skeleton Γ is not a priori orientable. Already existing :

  • Rumsey/PMCHWT/EFIE = "Single-trace formulation"
  • Boundary element tearing and interconnecting method (BETI)

[Steinbach & Windisch, 2010], [Langer & Steinbach, 2003], [Hsiao, Steinbach & Wendland, 2000], ... Recently :

  • Global multi-trace [Claeys & Hiptmair, 2011]

Local multi-trace [Jerez & Hiptmair, 2011]

  • Accuracy comparable to BETI and Rumsey
  • Couples adjacent only subdomains via
  • "mass terms" ( ⇒ Domain Decomposition)
  • Difficult to analyse...
  • Performance of DDM strategies?
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SLIDE 13

Outline

  • I. Recap of potential theory
  • II. Local multi-trace : 2 subdomains
  • III. Local multi-trace : many domains
  • IV. Relation with Optimized Schwarz Methods (OSM)
  • V. CEMRACS project ElastoΦ
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SLIDE 14

Outline

  • I. Recap of potential theory
  • II. Local multi-trace : 2 subdomains
  • III. Local multi-trace : many domains
  • IV. Relation with Optimized Schwarz Methods (OSM)
  • V. CEMRACS project ElastoΦ
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SLIDE 15

Representation theorem

Ω n H(∂Ω) :=

H+ 1

2 (∂Ω) ×

H− 1

2 (∂Ω)

Trace operators γ(v) :=

  • v|
in t

∂Ω

∂nv|

in t

∂Ω

  • ,

γc(v) :=

  • v|
ext

∂Ω

∂nv|

ext

∂Ω

  • ,

{γ} := (γ + γc)/2, [γ] := γ − γc . Potential operator : Gκ(x) = exp(ıκ|x|)/(4π|x|)

v q

  • (x) :=
  • ∂Ω

q(y) Gκ(x − y) + v(y) n(y) · (∇Gκ)(x − y) dσ(y) Theorem : If u ∈

H1 lo (Ω) with ∆u + κ2u = 0 in Ω (+ u outgoing) then Gκ
  • γ(u)
  • (x) =

u(x)

si x ∈ Ω, si x ∈ R3 \ Ω.
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SLIDE 16

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

If v is solution Helmholtz equation in Ω then γ(v) ∈ Cκ(∂Ω) = ⇒ γ(v) = γ· Gκ(γ(v))

in Ω.
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SLIDE 17

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

If v is solution Helmholtz equation in Ω then γ(v) ∈ Cκ(∂Ω) = ⇒ γ(v) = γ· Gκ(γ(v))

in Ω.
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SLIDE 18

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

If v is solution Helmholtz equation in Ω then V ∈ Cκ(∂Ω) = ⇒ V = γ·

Gκ(V) in Ω.
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SLIDE 19

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ V = γ ·

Gκ(V)

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 20

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

γ = {γ} + 1

2[γ]

{γ} ·

Gκ(V) + 1

2[γ] ·

Gκ(V)

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ V = γ ·

Gκ(V)

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 21

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

γ = {γ} + 1

2[γ]

{γ} ·

Gκ(V) + 1

2[γ] ·

Gκ(V)

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ V = γ ·

Gκ(V)

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 22

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

1 2( Aκ +

Id)V

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ V = γ ·

Gκ(V)

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 23

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ V = ( Aκ +

Id)V/2

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 24

Calderón’s projector

Cauchy data local to Ω : Cκ(∂Ω) := { γ(u) | ∆u + κ2u = 0

in Ω (+u
  • utgoing ) }.

Characterisation of Cauchy data The operator γ ·

Gκ : H(∂Ω) → Cκ(∂Ω) ⊂ H(∂Ω) is a continuous projector

called Calderón’s projector interior to Ω. We have V ∈ Cκ(∂Ω) ⇐ ⇒ 0 = ( Aκ −

Id)V

Jump formula : [γ] ·

Gκ = Id,

Calderón’s identity : ( Aκ)2 =

Id

avec

Aκ := 2{γ} · Gκ.
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SLIDE 25

Outline

  • I. Recap of potential theory
  • II. Local multi-trace : 2 subdomains
  • III. Local multi-trace : many domains
  • IV. Relation with Optimized Schwarz Methods (OSM)
  • V. CEMRACS project ElastoΦ
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SLIDE 26

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions u0|Γ = +u1|Γ ∂n0u0|Γ = −∂n1u1|Γ Wave equations ∆u1 + κ2

1u1 = 0

dans Ω1

∆u0 + κ2

0u0 = 0

dans Ω0

u0 − u

in sortan t
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SLIDE 27

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions u0|Γ = +u1|Γ ∂n0u0|Γ = −∂n1u1|Γ Wave equations ∆u1 + κ2

1u1 = 0

dans Ω1

∆u0 + κ2

0u0 = 0

dans Ω0

u0 − u

in sortan t
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SLIDE 28

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions

  • u0|Γ

∂n0u0|Γ

  • =

+1 −1

  • ·
  • u1|Γ

∂n1u1|Γ

  • Wave equations

∆u1 + κ2

1u1 = 0

dans Ω1

∆u0 + κ2

0u0 = 0

dans Ω0

u0 − u

in sortan t
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SLIDE 29

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 . .

  • := U0

. .

  • := U1

. .

  • := Q
Aj

κj = operator associated to Ωj

Transmission conditions

  • u0|Γ

∂n0u0|Γ

  • =

+1 −1

  • ·
  • u1|Γ

∂n1u1|Γ

  • Wave equations

∆u1 + κ2

1u1 = 0

dans Ω1

∆u0 + κ2

0u0 = 0

dans Ω0

u0 − u

in sortan t
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SLIDE 30

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 . .

  • := U0

. .

  • := U1

. .

  • := Q

⇐ ⇒ ( A1

κ1 −

Id)U1 = 0

( A0

κ0 −

Id)U0 = F in Aj

κj = operator associated to Ωj

Transmission conditions

  • u0|Γ

∂n0u0|Γ

  • =

+1 −1

  • ·
  • u1|Γ

∂n1u1|Γ

  • Wave equations

∆u1 + κ2

1u1 = 0

dans Ω1

∆u0 + κ2

0u0 = 0

dans Ω0

u0 − u

in sortan t

  

slide-31
SLIDE 31

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 . .

  • := U0

. .

  • := U1

. .

  • := Q
Aj

κj = operator associated to Ωj

Transmission conditions

  • u0|Γ

∂n0u0|Γ

  • =

+1 −1

  • ·
  • u1|Γ

∂n1u1|Γ

  • Wave equations
  • A0

κ0 −

Id A1

κ1 −

Id
  • ·

U0 U1

  • =
  • F
in
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SLIDE 32

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions (∗) −Q·U0 − Q · U1 = 0 −Q · (∗) −Q · U0 + Q·U1 = 0 Wave equations

  • A0

κ0 −

Id A1

κ1 −

Id
  • ·

U0 U1

  • =
  • F
in
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SLIDE 33

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions (∗) −Q·U0 − Q · U1 = 0 −Q · (∗) −Q · U0 + Q·U1 = 0 Wave equations

  • A0

κ0 −

Id A1

κ1 −

Id
  • ·

U0 U1

  • =
  • F
in
slide-34
SLIDE 34

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions

  • Id

−Q −Q

Id
  • ·

U0 U1

  • =
  • Wave equations
  • A0

κ0 −

Id A1

κ1 −

Id
  • ·

U0 U1

  • =
  • F
in
slide-35
SLIDE 35

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1

Aj

κj = operator associated to Ωj

Transmission conditions

  • Id
Id

Q Q

  • ·

U0 U1

  • =
  • Wave equations
  • A0

κ0

A1

κ1

  • Id
Id
  • ·

U0 U1

  • =
  • F
in
slide-36
SLIDE 36

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 . .

  • := Π

. .

  • := A

. . := U . . := F

Aj

κj = operator associated to Ωj

Transmission conditions

  • Id
Id

Q Q

  • ·

U0 U1

  • =
  • Wave equations
  • A0

κ0

A1

κ1

  • Id
Id
  • ·

U0 U1

  • =
  • F
in
  • Local multi-trace formulation, with α ∈ C \ {0}

[ (A −

Id) + α ( Id − Π) ] · U = F
slide-37
SLIDE 37

Reformulation of the problem

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 Local multi-trace formulation [ (A −

Id) + α ( Id − Π) ] · U = F

(#) Remarks

  • Only the case α = 1 has been analyzed in [Jerez & Hiptmair, 2011] that

considered geometries with junction points and proved that (#) admits a unique solution (without establishing Garding inequality...)

  • The case of α arbitrary has been proposed in the DDXXI proceedings

[Jerez,Hiptmair,Lee,Peng, 2012] dedicated to domain decomposition, for a slightly different boundary value problem.

slide-38
SLIDE 38

Spectrum of the multi-trace operator ?

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 Local multi-trace formulation [ (A −

Id) + α ( Id − Π) ] · U = F

(#) Lemma : Π2 =

Id

Q Q

  • ·

Q Q

  • =

Q2 =

Id

Q2 =

Id
  • Lemma : AΠ + ΠA = 0 si κ0 = κ1

A · Π =

  • A0

κ0

A1

κ1

  • ·

Q Q

  • =
  • A0

κ0Q

A1

κ1Q

  • A · Π =
  • −Q
A1

κ1

−Q

A0

κ0

  • =
  • −Q

−Q

  • ·
  • A0

κ0

A1

κ1

  • = −Π · A
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SLIDE 39

Spectrum of the multi-trace operator ?

n0 n1 Ω1 Ω0 Γ := ∂Ω0 = ∂Ω1 = 0 Local multi-trace formulation [ (A −

Id) + α ( Id − Π) ] · U = F

(#) Lemma : i) Π2 =

Id

ii) AΠ + ΠA = 0, si κ0 = κ1 S( (A −

Id) + α ( Id − Π) ) = S(A − αΠ) − 1 + α

(A − αΠ)2 = A2 + α2Π2 − α(AΠ + ΠA) = (1 + α2) Id Result : if κ0 = κ1 S( (A −

Id) + α ( Id − Π) ) = −1 + α ±

√ 1 + α2 = ⇒

  • ne-to-one for α = 0.
slide-40
SLIDE 40

Outline

  • I. Recap of potential theory
  • II. Local multi-trace : 2 subdomains
  • III. Local multi-trace : many domains
  • IV. Relation with Optimized Schwarz Methods (OSM)
  • V. CEMRACS project ElastoΦ
slide-41
SLIDE 41

Back to the general case...

n2 n0 n3 n1 Ω0 Ω1 Ω2 Ω3 Transmission problem     

Find u ∈ H1 lo (∆, Ωj) tel que

∆u + κ2

j u = 0

dans

Ωj, j = 0, . . . n u − u

in
  • utgoing
in Ω0 ,

     u|Γj − u|Γk = 0 , ∂nju|Γj + ∂nku|Γk = 0 ,

  • n

Γj ∩ Γk, ∀j, k

.

Notations γj =

  • γj

d

γj

n

  • = traces on Γj

nj = normal to Γj. Additional assumption : . no junction point

slide-42
SLIDE 42

Back to the general case...

Ω3 Ω2 Ω1 Ω0 Transmission problem     

Find u ∈ H1 lo (∆, Ωj) tel que

∆u + κ2

j u = 0

dans

Ωj, j = 0, . . . n u − u

in
  • utgoing
in Ω0 ,

     u|Γj − u|Γk = 0 , ∂nju|Γj + ∂nku|Γk = 0 ,

  • n

Γj ∩ Γk, ∀j, k

.

Notations γj =

  • γj

d

γj

n

  • = traces on Γj

nj = normal to Γj. Additional assumption : . no junction point

slide-43
SLIDE 43

Multi/single-trace space

Multi-trace space : H(Γ) := H(Γ0) × · · · × H(Γn) avec H(Γj) =

H

1 2 (Γj) ×

H− 1

2 (Γj).

Duality on H(Γ) : U, V =

n

  • j=0

uj pj

  • ,

vj qj

Γj

=

n

  • j=0
  • Γj

ujqj − pjvjdσ,

slide-44
SLIDE 44

Multi/single-trace space

Multi-trace space : H(Γ) := H(Γ0) × · · · × H(Γn) avec H(Γj) =

H

1 2 (Γj) ×

H− 1

2 (Γj).

Duality on H(Γ) : U, V =

n

  • j=0

uj pj

  • ,

vj qj

Γj

=

n

  • j=0
  • Γj

ujqj − pjvjdσ, Single-trace space : X(Γ) =

adh

(γj(v))j=0...n

  • v ∈
H1(Rd), ∆v ∈ L2(Rd)

for H(Γ) X(Γ) = elements of H(Γ) satisfying the transmission conditions.

slide-45
SLIDE 45

Multi/single-trace space

Multi-trace space : H(Γ) := H(Γ0) × · · · × H(Γn) avec H(Γj) =

H

1 2 (Γj) ×

H− 1

2 (Γj).

Duality on H(Γ) : U, V =

n

  • j=0

uj pj

  • ,

vj qj

Γj

=

n

  • j=0
  • Γj

ujqj − pjvjdσ, Single-trace space : X(Γ) =

adh

(γj(v))j=0...n

  • v ∈
H1(Rd), ∆v ∈ L2(Rd)

for H(Γ) X(Γ) = elements of H(Γ) satisfying the transmission conditions. Lemma : For U ∈ H(Γ), we have : U ∈ X(Γ) ⇐ ⇒ U, V = 0 ∀V ∈ X(Γ).

slide-46
SLIDE 46

Transmission operator

For U = (uj, pj)n

j=0, V = (vj, qj)n j=0 ∈ H(Γ) set

Π(U) = V ⇐ ⇒ vj = uk qj = −pk

sur Γj ∩ Γk

Elementary properties i) Π2 =

Id,

ii) Π : H(Γ) → H(Γ) continuous (false with jonctions...), iii) U ∈ X(Γ) ⇐ ⇒ Π(U) = U, iv) Π(U), V = Π(V), U ∀U, V ∈ H(Γ).

slide-47
SLIDE 47

Reformulation of the problem

⇐ ⇒ ( Id − Π)U = 0 (∗) ⇐ ⇒ ( A0

κ0 −

Id)(U0 − U in

0 ) = 0

⇐ ⇒ ( A1

κ1 −

Id)U1 = 0

. . . . . ⇐ ⇒ ( An

κn −

Id)Un = 0
  • (A −
Id)U = F

(∗∗) with A =

diag

j=0...n

{

Aj

κj }

     u|Γj − u|Γk = 0 , ∂nju|Γj + ∂nku|Γk = 0

,
  • n

Γj ∩ Γk, ∀j, k

.

    

Find u ∈ H1 lo (∆, Ωj) su h that

∆u + κ2

j u = 0

in

Ωj, j = 0, . . . n u − u

in
  • utgoing
in Ω0 ,
slide-48
SLIDE 48

Reformulation of the problem

⇐ ⇒ ( Id − Π)U = 0 (∗) ⇐ ⇒ ( A0

κ0 −

Id)(U0 − U in

0 ) = 0

⇐ ⇒ ( A1

κ1 −

Id)U1 = 0

. . . . . ⇐ ⇒ ( An

κn −

Id)Un = 0
  • (A −
Id)U = F

(∗∗) with A =

diag

j=0...n

{

Aj

κj }

     u|Γj − u|Γk = 0 , ∂nju|Γj + ∂nku|Γk = 0

,
  • n

Γj ∩ Γk, ∀j, k

.

    

Find u ∈ H1 lo (∆, Ωj) su h that

∆u + κ2

j u = 0

in

Ωj, j = 0, . . . n u − u

in
  • utgoing
in Ω0 ,

Local multi-trace formulation . .(∗∗) + α · (∗) Find U ∈ H(Γ) such that [ (A −

Id) + α( Id − Π) ]U = F.
slide-49
SLIDE 49

Spectral analysis

Theorem : Let p = diameter of the adjacency graph of the subdomain

  • partition. If κ0 = · · · = κn then (AΠ + ΠA)p+1 = 0.

Ω1 Ω2 Ω3 Ω4 Ω0 2 1 3 4

Corollary : if κ0 = · · · = κn, then S

  • (A −
Id) + α( Id − Π)
  • = {−1 + α ±

√ 1 + α2}

Ref : X.Claeys, Essential spectrum of local multi-trace boundary integral operators, to appear in IMA J. Appl. Math. Ref : A.Ayala, X.Claeys, V.Dolean and M.Gander Closed form inverse of local multi-trace operators, Proceedings of the DDXXIII conference.

slide-50
SLIDE 50

Well posedness

Construction of a parametrix : in the case κ0 = κ1 = · · · = κn, with the previous calculus, we have : [ (A − αΠ)−(1 − α) Id ] · [ (A − αΠ)+(1 − α) Id ] . . = 2α

Id − α(AΠ + ΠA) = 2α( Id + nilp
  • ten
t )

Proposition With arbitrary κj, the local multi-trace operator (A −

Id) + α( Id − Π) is

Fredholm with index 0 for α = 0. A classical argument based on radition conditions provides injectivity for arbitrary κj for α = 0. This yields : Corollaire With the κj’s arbitrary, (A −

Id) + α( Id − Π) is invertible for α = 0.
slide-51
SLIDE 51

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] [ A + (α − 1) Id ] U(k+1) − αΠ U(k) = F

slide-52
SLIDE 52

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] [ A + (α − 1) Id ] U(k+1) = αΠ U(k) + F

slide-53
SLIDE 53

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] U(k+1) = α[ A + (α − 1) Id ]−1Π U(k) + F

slide-54
SLIDE 54

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] U(k+1) = α[ A + (α − 1) Id ]−1Π U(k) + F . .

  • =

1 α(2 − α)[ A + (1 − α) Id ]

slide-55
SLIDE 55

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] U(k+1) = 1 2 − α[ A + (1 − α) Id ]Π U(k) + F

slide-56
SLIDE 56

Block-Jacobi DDM

Global solver cf [Jerez,Hiptmair,Lee,Peng, 2013] U(k+1) = 1 2 − α[ A + (1 − α) Id ]Π U(k) + F . .

  • def

=

Proposition In the case κ0 = · · · = κn, we have S( Jα) =

  • ±i
  • α

2 − α

  • Remarks

1) For arbitrary κj, this yields the essential spectrum. 2) The value α = 0 appears as optimal :

Jα=0 is nilpotent (and remains

meaningful!) and corresponds to the Jacobi iteration for the problem : [(A −

Id) + 2( Id − Π)]·Π(

U) = −2 F.

slide-57
SLIDE 57

Numerical evidences S

  • (A −
Id) + α( Id − Π)
  • =?

Ω1 Ω0 radius = 1 Ω1 Ω0 side = 1

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 1., κ0 = κ1 = κ2 = 1

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 1., κ0 = κ1 = κ2 = 1

slide-58
SLIDE 58

Numerical evidences S

  • (A −
Id) + α( Id − Π)
  • =?

Ω1 Ω0 Ω2

slide-59
SLIDE 59

Numerical evidences S

  • (A −
Id) + α( Id − Π)
  • =?
  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 0.5, κ0 = κ1 = κ2 = 1

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 0.5, κ0 = 5, κ1 = 1, κ2 = 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 1, κ0 = κ1 = κ2 = 1

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

  • 2
  • 1.5
  • 1
  • 0.5

0.5 1 1.5 2

α = 1, κ0 = 5, κ1 = 1, κ2 = 2

slide-60
SLIDE 60

Convergence history of Block-Jacobi iterations

1e-12 1e-10 1e-08 1e-06 0.0001 0.01 1 100 50 100 150 200 250 0.5 0.25 0.

  • 0.5

Quadratic norm of the block-Jacobi residual for κ0 = i, κ1 = 3i/4, κ2 = 3i/2

α =

slide-61
SLIDE 61

Outline

  • I. Recap of potential theory
  • II. Local multi-trace : 2 subdomains
  • III. Local multi-trace : many domains
  • IV. Relation with Optimized Schwarz Methods (OSM)
  • V. CEMRACS project ElastoΦ
slide-62
SLIDE 62

Factorization of Calderón projectors

Lemma : For

T+ : V+ → H and T− : H → V− continuous linear maps

between Banach spaces, and

T− T+ : V+ → V− bijective, P := T+ · ( T− T+)−1 · T− : H → H

is a projector with

N( P) = N( T−) and R( P) = R( T+).

For

Pj = ( Id + Aj)/2 the Calderón projector of Ωj, this rewrites Pj =
  • Id
DtNj
  • · ( DtNj −
DtNj,c)−1 · [− DtNj,c Id ]

nj Ωj Rd \ Ωj Interior DtN map

DtNj(v) := ∂njφj|Γj where

∆φj + κ2

j φj = 0 in Ωj

φj|Γj = v (+RC) Exterior DtN map

DtNj,c(v) := ∂njψj|Γj where

∆ψj + κ2

j ψj = 0 in Rd \ Ωj

ψj|Γj = v (+RC)

slide-63
SLIDE 63

Factorization of Calderón projectors

Lemma : For

T+ : V+ → H and T− : H → V− continuous linear maps

between Banach spaces, and

T− T+ : V+ → V− bijective, P := T+ · ( T− T+)−1 · T− : H → H

is a projector with

N( P) = N( T−) and R( P) = R( T+).

For

Pj = ( Id + Aj)/2 the Calderón projector of Ωj, this rewrites Pj =
  • Id
DtNj
  • · ( DtNj −
DtNj,c)−1 · [− DtNj,c Id ] P = ( Id + A)/2 = diag

j=0...n

( Pj) =

T+ · ( T− T+)−1 T−

In particular :

T− P = T− where T− = diag

j=0...n

( [− DtNj,c

Id ] )
slide-64
SLIDE 64

Reformulation of block Jacobi MTF

We focus here on the block Jacobi DDM algorithm with α = 0. The wavenumbers κj, j = 0 . . . n may differ. It follows the recurrence U(p+1) = 1 2( Id +

A) · Π · Up +

F With

P = ( Id + A)/2 = Calderón projectors, previous identity T− P = T−

yields

T−(U(p+1)) = T− · Π(Up) + T−(

F) (∗) With U(p) = (U(p)

j

)j=0...n define φ(p)

j

(x) := Gj

κj(U(p) j

)(x) the associated volumic

  • solutions. Then (∗) rewrites

Optimized Schwarz Method −∂njφ(p+1)

j

+

DtNj,c(φ(p+1)

j

) = ∂nkφ(p)

k

+

DtNj,c(φ(p)

k ) + ˜

fj

  • n Γj ∩ Γk

Ref : X. Claeys, V. Dolean et M. Gander, An introduction to multitrace formulations and associated domain decomposition solvers, submitted. Ref : Master thesis of P.Marchand

slide-65
SLIDE 65

. .

Conclusion

slide-66
SLIDE 66

Bibliography

  • R. Hiptmair and C. Jerez-Hanckes. Multiple traces boundary integral formulation for

Helmholtz transmission problems. Adv. Comput. Math., 37(1) : 39-91,2012.

  • X. Claeys, R. Hiptmair, and C. Jerez-Hanckes. Multi-trace boundary integral
  • equations. In Direct and Inverse Problems in Wave Propagation and Applications. I.

Graham, U. Langer, M. Sini, M. Melenk, 2012.

  • R. Hiptmair, C. Jerez-Hanckes, J. Lee, and Z. Peng. Domain decomposition for

boundary integral equations via local multi-trace formulations. Proc. DD XXI, Technical Report 2013-08, SAM ETH Zürich, 2013.

  • V. Dolean et M. Gander, Multitrace formulations and Dirichlet-Neumann algorithms,
  • Proc. DD XXII.
  • X. Claeys, V. Dolean et M. Gander, An introduction to multitrace formulations and

associated domain decomposition solvers, available on HAL.

  • X. Claeys, Essential spectrum of local multi-trace boundary integral operators, to

appear in IMA J. Appl. Math.

  • A.Ayala, X.Claeys, V.Dolean and M.Gander Closed form inverse of local multi-trace
  • perators, Proc. DDXXIII.
slide-67
SLIDE 67

Future perspectives

Simple general message : The local multi-trace formulation is a rewriting of the Optimized Schwarz Method by means of boundary integral operators. Potential future directions of research :

  • Quasi-local transmission operators for devising Optimized Schwarz (OSM)

DDM strategies.

  • Implementation of multi-trace formulations on more realistic test cases in

conjunction with classical DDM schemes (Jacobi, Gauss-Seidel, Krylov,...).

  • Use of global MTF to precondition classical DDM applied to local MTF.