Skip to main content
Log in

Analysis of FETI methods for multiscale PDEs

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

In this paper, we study a variant of the finite element tearing and interconnecting (FETI) method which is suitable for elliptic PDEs with highly heterogeneous (multiscale) coefficients α(x); in particular, coefficients with strong variation within subdomains and/or jumps that are not aligned with the subdomain interfaces. Using energy minimisation and cut-off arguments we can show rigorously that for an arbitrary (positive) coefficient function \({\alpha \in L^\infty(\Omega)}\) the condition number of the preconditioned FETI system can be bounded by C(α) (1 + log(H/h))2 where H is the subdomain diameter and h is the mesh size, and where the function C(α) depends only on the coefficient variation in the vicinity of subdomain interfaces. In particular, if \({\alpha|_{\Omega_{i}}}\) varies only mildly in a layer Ω i,η of width η near the boundary of each of the subdomains Ω i , then \({C(\alpha) = \mathcal{O}((H/\eta)^2)}\) , independent of the variation of α in the remainder Ω i \Ω i,η of each subdomain and independent of any jumps of α across subdomain interfaces. The quadratic dependence of C(α) on H/η can be relaxed to a linear dependence under stronger assumptions on the behaviour of α in the interior of the subdomains. Our theoretical findings are confirmed in numerical tests.

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. 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 

  2. 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  MATH  MathSciNet  Google Scholar 

  3. Bramble J.H., Pasciak J.E., Schatz A.H.: The construction of preconditioners for elliptic problems by substructuring, IV. Math. Comp. 53(187), 1–24 (1989)

    Article  MATH  MathSciNet  Google Scholar 

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

    MATH  MathSciNet  Google Scholar 

  5. Brenner S.C., He Q.: Lower bounds for three-dimensional non-overlapping domain decomposition algorithms. Numer. Math. 93(3), 445–470 (2003)

    Article  MATH  MathSciNet  Google Scholar 

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

    Google Scholar 

  7. 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  MATH  MathSciNet  Google Scholar 

  8. Dohrmann C.R.: A preconditioner for substructuring based on constrained energy minimization. SIAM J. Sci. Comput. 25(1), 246–258 (2003)

    Article  MATH  MathSciNet  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  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. Evans L.C.: Partial differential equations. Graduate Studies in Mathematics, vol. 19. American Mathematical Society, Providence (1998)

    Google Scholar 

  12. Farhat C., Lesoinne M., Le Tallec P., Pierson K., Rixen D.: FETI-DP: A dual-primal unified FETI method I: a faster alternative to the two-level FETI method. Int. J. Numer. Methods Eng. 50, 1523–1544 (2001)

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  Google Scholar 

  14. 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  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  17. 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, Berlin (2008)

  18. Klawonn A., Rheinbach O.: Inexact FETI-DP methods. Inter. J. Numer. Methods Eng. 69, 284–307 (2007)

    Article  MathSciNet  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  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  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  MATH  MathSciNet  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  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  24. Mandel J., Dohrmann C.R.: Convergence of a balancing domain decomposition by constraints and energy minimization. Numer. Lin. Alg. Appl. 10, 639–659 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  25. 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  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  27. Mandel J., Tezaur R.: On the convergence of a dual-primal substructuring method. Numer. Math. 88, 543–558 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  28. Of, G.: The all-floating BETI method: Numerical results. 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. 295–302. Springer, Berlin (2008)

  29. Pechstein, C.: Analysis of dual and dual-primal tearing and interconnecting methods in unbounded domains. SFB-Report 2007-15, SFB. Numerical and Symbolic Scientific Computing. F013, Johannes Kepler University of Linz, August 2007. http://www.sfb013.uni-linz.ac.at/~sfb/reports/2007/pdf-files/rep_07-15_pechstein.pdf

  30. Pechstein, C.: Boundary element tearing and interconnecting methods in unbounded domains. Appl. Num. Math. (2008, to appear)

  31. Rheinbach, O.: FETI: a dual iterative substructuring method for elliptic partial differential equations. Master’s Thesis, Mathematisches Institut, Universität zu Köln, Germany (2002)

  32. 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

  33. 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  MATH  MathSciNet  Google Scholar 

  34. 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)

  35. 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  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

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

    Google Scholar 

  39. 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  MATH  MathSciNet  Google Scholar 

  40. Xu, J., Zhu, Y.: Uniform convergent multigrid methods for elliptic problems with strongly discontinuous coefficients. Math. Mod. Meth. Appl. Sci. Technical Report AM311. Department of Mathematics, Pennsylvania (2007, to appear)

  41. Zheng W., Qi H.: On Friedrichs–Poincaré-type inequalities. J. Math. Anal. Appl 304, 542–551 (2005)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Clemens Pechstein.

Additional information

C. Pechstein was supported by the Austrian Science Funds (FWF) under grant F1306.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pechstein, C., Scheichl, R. Analysis of FETI methods for multiscale PDEs. Numer. Math. 111, 293–333 (2008). https://doi.org/10.1007/s00211-008-0186-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-008-0186-2

Mathematics Subject Classification (2000)

Navigation