Robust coarse spaces for the boundary element method
Xavier Claeys, Pierre Marchand, Frédéric Nataf September 17, 2019 — CIRM
Team-projet Alpines, Inria Laboratoire J.-L. Lions, Sorbonne Université ANR project NonlocalDD 1/28
Robust coarse spaces for the boundary element method Xavier Claeys, - - PowerPoint PPT Presentation
Robust coarse spaces for the boundary element method Xavier Claeys, Pierre Marchand, Frdric Nataf September 17, 2019 CIRM Team-projet Alpines, Inria Laboratoire J.-L. Lions, Sorbonne Universit ANR project NonlocalDD 1/28
Xavier Claeys, Pierre Marchand, Frédéric Nataf September 17, 2019 — CIRM
Team-projet Alpines, Inria Laboratoire J.-L. Lions, Sorbonne Université ANR project NonlocalDD 1/28
We want to solve a PDE in Ω using Boundary Integral Equations (BIE)
Figure 1: Mesh of a cavity
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Some practical diffjculties
= ⇒ Htool library by P.-H. Tournier and P.M. (available on GitHub )
Figure 2: H-matrice for COBRA cavity
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Volume domain decomposition THEN boundary integral
→ boundary element counterpart of the FETI methods
→ the local variant is equivalent to Optimal Schwarz Method for particular parameters1
1Claeys, Dolean, and M. Gander 2019; Claeys and Marchand 2018.
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Boundary integral formulation THEN surface domain decomposition: Additive Schwarz Method (ASM).
Figure 3: Surface decomposition for COBRA cavity
preconditioners with coarse mesh2
GenEO-type preconditioners
2Hahne and Stephan 1996; Heuer 1996; Stephan 1996; Tran and Stephan 1996.
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Geometry
Sobolev spaces
H1/2(Γ) := {u ∈ H1/2(∂Ω) | supp(u) ⊂ Γ}
H−1/2(Γ) := H1/2(Γ)∗ and H−1/2(Γ) := H1/2(Γ)∗ where H1/2(∂Ω) is defjned using local charts Associated norms
H1 2 2 L2
x y
2
x y d
1
d x y
H1 2
E
2 H1 2
where E is the extension by zero.
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Geometry
Sobolev spaces
H1/2(Γ) := {u ∈ H1/2(∂Ω) | supp(u) ⊂ Γ}
H−1/2(Γ) := H1/2(Γ)∗ and H−1/2(Γ) := H1/2(Γ)∗ where H1/2(∂Ω) is defjned using local charts Associated norms
H1/2(∂Ω) := ϕ2 L2(∂Ω) +
|ϕ(x) − ϕ(y)|2 |x − y|d+1 dσ(x, y)
H1/2(∂Ω)
where EΓ is the extension by zero.
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Model problem
in Ω ⊂ Rd + condition at infjnity if Ω is an unbounded domain L is a general linear, elliptic difgerential operator with constant coeffjcient and G the associated fundamental solution Fundamental solution L G
0 in d
Example of a fundamental solution Laplacian in
3:
G x 1 4 x for x
3 8/28
Model problem
in Ω ⊂ Rd + condition at infjnity if Ω is an unbounded domain L is a general linear, elliptic difgerential operator with constant coeffjcient and G the associated fundamental solution Fundamental solution L(G) = δ0 in Rd Example of a fundamental solution Laplacian in R3: G(x) := 1 4πx for x ∈ R3 \ {0}.
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Single and double layer potential SL(q)(x) :=
G(x − y)q(y) dσ(y), DL(v)(x) :=
n(y) · (∇G)(x − y)v(y)dσ(y), with v ∈ H1/2(Γ), q ∈ H−1/2(Γ) and x ∈ Rd \ Γ. Properties
q 0 and L v 0 in
d
v satisfy appropriate conditions at infjnity Dirichlet (resp. Neumann) problem
H1 2 V q gD with V
D
H
1 2
W v gN with W
N 9/28
Single and double layer potential SL(q)(x) :=
G(x − y)q(y) dσ(y), DL(v)(x) :=
n(y) · (∇G)(x − y)v(y)dσ(y), with v ∈ H1/2(Γ), q ∈ H−1/2(Γ) and x ∈ Rd \ Γ. Properties
Dirichlet (resp. Neumann) problem
H1 2 V q gD with V
D
H
1 2
W v gN with W
N 9/28
Single and double layer potential SL(q)(x) :=
G(x − y)q(y) dσ(y), DL(v)(x) :=
n(y) · (∇G)(x − y)v(y)dσ(y), with v ∈ H1/2(Γ), q ∈ H−1/2(Γ) and x ∈ Rd \ Γ. Properties
Dirichlet (resp. Neumann) problem
⇒ V(q) = gD with V = γD ◦ SL
⇒ W(v) = gN with W = γN ◦ DL
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We want to solve a Boundary Integral Equation of the fjrst kind defjned on Γ.
Hs such that a u v f v H
s
Hs
v Hs where s 1 2 and f H
s
.
uh
h
Hs such that a uh vh f vh H
s
Hs
vh
h
where
h i i
1 N . Hypothesis: a is symmetric positive defjnite
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We want to solve a Boundary Integral Equation of the fjrst kind defjned on Γ.
Hs(Γ) such that a(u, v) = f, vH−s(Γ)×
Hs(Γ),
∀v ∈ Hs(Γ), where s = ±1/2 and f ∈ H−s(Γ).
uh
h
Hs such that a uh vh f vh H
s
Hs
vh
h
where
h i i
1 N . Hypothesis: a is symmetric positive defjnite
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We want to solve a Boundary Integral Equation of the fjrst kind defjned on Γ.
Hs(Γ) such that a(u, v) = f, vH−s(Γ)×
Hs(Γ),
∀v ∈ Hs(Γ), where s = ±1/2 and f ∈ H−s(Γ).
uh ∈ Vh ⊂ Hs(Γ) such that a(uh, vh) = f, vhH−s(Γ)×
Hs(Γ),
∀vh ∈ Vh, where Vh = Span(ϕi, i = 1 . . . N). Hypothesis: a is symmetric positive defjnite
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We want to solve a Boundary Integral Equation of the fjrst kind defjned on Γ.
Hs(Γ) such that a(u, v) = f, vH−s(Γ)×
Hs(Γ),
∀v ∈ Hs(Γ), where s = ±1/2 and f ∈ H−s(Γ).
uh ∈ Vh ⊂ Hs(Γ) such that a(uh, vh) = f, vhH−s(Γ)×
Hs(Γ),
∀vh ∈ Vh, where Vh = Span(ϕi, i = 1 . . . N). Hypothesis: a is symmetric positive defjnite
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Remarks
ditions on closed surface, Modifjed Helmholtz…
V(q), ϕ =
1 4πx − yq(y)ϕ(x) dsy dsx
ceding bilinear form and obtained with fjnite element: κ(V) ≤ Ch−1.
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Algebraic system Ahuh = f, with uh ∈ Rd Ah a dense matrix usually compressed (Fast Multipole Method, hierarchical matrices, Sparse Cardinal Sine Decomposition,…) Solvers
Factorisation can be stored for multi-rhs Expensive for dense matrices (complexity in O N3 ) Possibility to use LU decomposition
Less intrusive Only matrix-vector products (O N2 or quasi linear complexity with compression) But ill-conditioned, especially when the mesh is refjned preconditioning techniques: PAhuh Pf
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Algebraic system Ahuh = f, with uh ∈ Rd Ah a dense matrix usually compressed (Fast Multipole Method, hierarchical matrices, Sparse Cardinal Sine Decomposition,…) Solvers
Factorisation can be stored for multi-rhs Expensive for dense matrices (complexity in O(N3)) Possibility to use H − LU decomposition
Less intrusive Only matrix-vector products (O(N2) or quasi linear complexity with compression) But ill-conditioned, especially when the mesh is refjned preconditioning techniques: PAhuh Pf
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Algebraic system Ahuh = f, with uh ∈ Rd Ah a dense matrix usually compressed (Fast Multipole Method, hierarchical matrices, Sparse Cardinal Sine Decomposition,…) Solvers
Factorisation can be stored for multi-rhs Expensive for dense matrices (complexity in O(N3)) Possibility to use H − LU decomposition
Less intrusive Only matrix-vector products (O(N2) or quasi linear complexity with compression) But ill-conditioned, especially when the mesh is refjned = ⇒ preconditioning techniques: PAhuh = Pf
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Γ1 ⊂ Γ1
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Γ1 ⊂ Γ1
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Γ1 ⊂ Γ1
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Γ1 ⊂ Γ1
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Γ1 ⊂ Γ1
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Subdomains
Γp := ∪j∈dofh,p supp(ϕj)
Γp \ ∪j/
∈dofh,p supp(ϕj) ⊂
Γp Decomposition
p ∈ RN×Np,
n
RT
pDpRp = Id. 14/28
Additive Schwarz Preconditioner3 PASM = RT
0(R0AhRT 0)−1R0 + n
RT
p(RpAhRT p)−1Rp
0 ∈ RN×N0, an interpolation operator from the coarse space
to the fjnite element space
3Widlund and Dryja 1987.
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Hypotheses of the Fictitious Space lemma4 (H1) n
p=0 RT pup h2 Ah ≤ cR
n
p=0RT pup h2 Ah
∀(up
h)n p=0 ∈ n p=0 CNp,
(H2) For uh ∈ Vh, how can we defjne (up
h)n p=0 ∈ n p=0 CNp s.t.
uh = n
p=0 RT pup h and
cT
n
RT
pup h2 Ah ≤ uh2 Ah,
Result cond2(PASMAh) ≤ cR cT .
4Nepomnyaschikh 1992.
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Lemma (Sauter and Schwab 2011, Lemma 4.1.49 (b)) For (up)1≤p≤n ∈ n
p=1
H1/2( Γp), we have the following inequality:
E
Γp(up)
up2
Γp) .
Proof for (H1)
RT
pup h
Ah
RT
0u0 h2 Ah +
RT
pup h
Ah
p=1
pup h
Ah
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p=1 ∈ (CNp×Np)n, s.t. n
(BpRpuh, Rpuh) ≤ uh2
Ah
p 0 RT pup h 2 Ah
uh 2
Ah n p 1 RT pup h 2 Ah
AhRT
pup h RT pup h
BpRpuh Rpuh We introduce the following eigenvalue problem: fjnd
p k vp k s.t.
DpRpAhRT
pDpvp k p kBpvp k 18/28
p=1 ∈ (CNp×Np)n, s.t. n
(BpRpuh, Rpuh) ≤ uh2
Ah
p=0RT pup h2 Ah uh2 Ah + n p=1RT pup h2 Ah
AhRT
pup h RT pup h
BpRpuh Rpuh We introduce the following eigenvalue problem: fjnd
p k vp k s.t.
DpRpAhRT
pDpvp k p kBpvp k 18/28
p=1 ∈ (CNp×Np)n, s.t. n
(BpRpuh, Rpuh) ≤ uh2
Ah
p=0RT pup h2 Ah uh2 Ah + n p=1RT pup h2 Ah
(AhRT
pup h, RT pup h) ≤ τ(BpRpuh, Rpuh).
We introduce the following eigenvalue problem: fjnd
p k vp k s.t.
DpRpAhRT
pDpvp k p kBpvp k
5Spillane et al. 2011, 2014.
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p=1 ∈ (CNp×Np)n, s.t. n
(BpRpuh, Rpuh) ≤ uh2
Ah
p=0RT pup h2 Ah uh2 Ah + n p=1RT pup h2 Ah
(AhRT
pup h, RT pup h) ≤ τ(BpRpuh, Rpuh).
We introduce the following eigenvalue problem: fjnd (λp
k, vp k) s.t.
DpRpAhRT
pDpvp k = λp kBpvp k,
5Spillane et al. 2011, 2014.
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We defjne Zp,τ = ker(Bp) ∪ Span(vp
k | λp k > τ), Πp, the projector on Zp,τ
and, Vh,0 = Span(RT
pDpvp h | 1 ≤ p ≤ N, vp h ∈ Zp,τ)
RT
0 = Zτ ∈ RN×N0 be a column matrix so that Vh,0 is spanned by its
columns and N0 = dim(Vh,0). u0
h
R0RT
1R0 n p 1
RT
pDp pRpu
and up
h
Dp Id
p Rpuh
1 p n
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We defjne Zp,τ = ker(Bp) ∪ Span(vp
k | λp k > τ), Πp, the projector on Zp,τ
and, Vh,0 = Span(RT
pDpvp h | 1 ≤ p ≤ N, vp h ∈ Zp,τ)
RT
0 = Zτ ∈ RN×N0 be a column matrix so that Vh,0 is spanned by its
columns and N0 = dim(Vh,0). u0
h = (R0RT 0)−1R0
n
RT
pDpΠpRpu
and up
h = Dp(Id − Πp)Rpuh,
∀1 ≤ p ≤ n
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= ⇒
n
RT
pup h = uh
and
n
RT
pup h2 Ah τuh2 Ah
Theorem With the previous coarse space, there exists C 0 independent of the meshsize and the number of subdomains such that
2 PASMAh
C
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= ⇒
n
RT
pup h = uh
and
n
RT
pup h2 Ah τuh2 Ah
Theorem With the previous coarse space, there exists CΓ > 0 independent of the meshsize and the number of subdomains such that cond2(PASMAh) < CΓτ.
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For the hypersingular operator W (s = 1/2): (i) Continuous injection
n
uh|Γp2
L2(Γp) uh2 L2(Γ) uh2
Ah,
(ii) Inverse inequality6:
n
hT ∇u|Γp2
L2(Γp) hT ∇uh2 L2(Γ) uh2
Ah,
where T is the mesh and hT |T = |T|1/(d−1) for every mesh element T. (iii) H1/2 − localization
n
V−1
p uh, uh H−1/2(Γp)×H1/2(Γp)
p Mpuh,uh)≤
?
uh|Γp2
H1/2(Γ) uh2
Ah,
6Aurada et al. 2017.
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Figure 4: Solution of −∆u + κ2u = 0 with γNu = 100 ∗ (x − 1.5)2
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1 2 3 4 5 6 7 0.5 1 Number of the subdomain p |λp
k|
GenEO single layer 1 2 3 4 5 6 7 5 10 15 Number of the subdomain p |λp
k|
GenEO mass 1 2 3 4 5 6 7 2 4 6 Number of the subdomain p |λp
k|
GenEO stifgness 1 2 3 4 5 6 7 0.2 0.4 0.6 0.8 Number of the subdomain p |λp
k|
GenEO Slobodeckij
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20 40 60 80 100 120 140 20 40 60 80 100 120 Number of subdomains Number of iterations Strong scaling in 2D with CG Stifgness Slobodeckij Single layer One level 20 40 60 80 100 120 140 20 40 60 80 Number of subdomains Number of iterations Strong scaling in 2D with GMRes Stifgness Slobodeckij Single layer One level
Figure 5: Number of iterations in function of the number of subdomain with CG (right) and GMRes (left) for κ = 0.1
Remark: 656 iterations without preconditioner for CG and 450 for GMRes.
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20 40 60 80 100 120 140 2 4 6 8 10 Number of subdomains Mean local contribution Strong scaling in 2D 20 40 60 80 100 120 140 100 150 200 250 Number of subdomains Size of the coarse space Strong scaling in 2D
Figure 6: Mean local contribution (left) and size of the coarse space (right) in function of the number of subdomains for κ = 0.1
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C++ libraries available on GitHub :
matrices in 2D and 3D.
Tournier and P. M.,
H−matrice/matrice products using MPI and OpenMP,
Nataf,
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preconditioner applied to BEM matrices for the hypersingular
interfaced with your own code) = ⇒ article to be submitted and Htool integrated in Freefem++
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University of Konstanz
side
7Ainsworth and Glusa 2018; Bonito et al. 2018.
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University of Konstanz
side
7Ainsworth and Glusa 2018; Bonito et al. 2018.
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10 20 30 40 50 60 70 20 40 60 80 Number of subdomains Number of iterations Weak scaling in 2D with CG Stifgness Slobodeckij Single layer One level 10 20 30 40 50 60 70 20 40 60 Number of subdomains Number of iterations Weak scaling in 2D with GMRes Stifgness Slobodeckij Single layer One level
Figure 7: Number of iterations in function of the number of subdomain with CG (right) and GMRes (left) for κ = 0.1
Remark: We have 750 degrees of freedom for each subdomain.
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10 20 30 40 50 60 70 3.2 3.4 3.6 3.8 4 Number of subdomains Mean local contribution Weak scaling in 2D with CG 10 20 30 40 50 60 70 50 100 150 200 Number of subdomains Size of the coarse space Weak scaling in 2D with CG
Figure 8: Mean local contribution (left) and size of the coarse space (right) in function of the number of subdomains for κ = 0.1
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Tran, Thanh and Ernst P Stephan (1996). “Additive Schwarz methods for the h-version boundary element method”. In: Applicable Analysis 60.1-2, pp. 63–84. doi: 10.1080/00036819608840418. url: https://doi.org/10.1080/00036819608840418. Widlund, Olof and M Dryja (1987). An additive variant of the Schwarz alternating method for the case of many subregions. Tech. Rep 339. Department of Computer Science, Courant Institute.