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mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
,
numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...
, and
numerical partial differential equations Numerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partia ...
, domain decomposition methods solve a
boundary value problem In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional constraints, called the boundary conditions. A solution to a boundary value problem is a solution to t ...
by splitting it into smaller boundary value problems on subdomains and iterating to coordinate the solution between adjacent subdomains. A
coarse problem : ''This article deals with a component of numerical methods. For coarse space in topology, see coarse structure.'' In numerical analysis, coarse problem is an auxiliary system of equations used in an iterative method for the solution of a given la ...
with one or few unknowns per subdomain is used to further coordinate the solution between the subdomains globally. The problems on the subdomains are independent, which makes domain decomposition methods suitable for
parallel computing Parallel computing is a type of computation in which many calculations or processes are carried out simultaneously. Large problems can often be divided into smaller ones, which can then be solved at the same time. There are several different fo ...
. Domain decomposition methods are typically used as
preconditioner In mathematics, preconditioning is the application of a transformation, called the preconditioner, that conditions a given problem into a form that is more suitable for numerical solving methods. Preconditioning is typically related to reducing ...
s for Krylov space
iterative method In computational mathematics, an iterative method is a Algorithm, mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the ''n''-th approximation is derived fr ...
s, such as the
conjugate gradient method In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-definite. The conjugate gradient method is often implemented as an iterativ ...
,
GMRES In mathematics, the generalized minimal residual method (GMRES) is an iterative method for the numerical solution of an indefinite nonsymmetric system of linear equations. The method approximates the solution by the vector in a Krylov subspace wit ...
, and
LOBPCG Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the largest (or smallest) eigenvalues and the corresponding eigenvectors of a symmetric generalized eigenvalue problem :A x= \lambda B x, for a ...
. In overlapping domain decomposition methods, the subdomains overlap by more than the interface. Overlapping domain decomposition methods include the
Schwarz alternating method Schwarz may refer to: * Schwarz, Germany, a municipality in Mecklenburg-Vorpommern, Germany * Schwarz (surname), a surname (and list of people with the surname) * Schwarz (musician), American DJ and producer * Schwarz (Böhse Onkelz album), ''Schw ...
and the
additive Schwarz method In mathematics, the additive Schwarz method, named after Hermann Schwarz, solves a boundary value problem for a partial differential equation approximately by splitting it into boundary value problems on smaller domains and adding the results. ...
. Many domain decomposition methods can be written and analyzed as a special case of the
abstract additive Schwarz method Abstract may refer to: * ''Abstract'' (album), 1962 album by Joe Harriott * Abstract of title a summary of the documents affecting title to parcel of land * Abstract (law), a summary of a legal document * Abstract (summary), in academic publish ...
. In non-overlapping methods, the subdomains intersect only on their interface. In primal methods, such as
Balancing domain decomposition In numerical analysis, the balancing domain decomposition method (BDD) is an iterative method to find the solution of a symmetric positive definite system of linear algebraic equations arising from the finite element method.J. Mandel, ''Balancing do ...
and
BDDC In numerical analysis, BDDC (balancing domain decomposition by constraints) is a domain decomposition method for solving large symmetric, positive definite systems of linear equations that arise from the finite element method. BDDC is used as a prec ...
, the continuity of the solution across subdomain interface is enforced by representing the value of the solution on all neighboring subdomains by the same unknown. In dual methods, such as FETI, the continuity of the solution across the subdomain interface is enforced by
Lagrange multiplier In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equality constraints (i.e., subject to the condition that one or more equations have to be satisfied ex ...
s. The
FETI-DP The FETI-DP method is a domain decomposition methodC. Farhat, M. Lesoinne, P. LeTallec, K. Pierson, and D. Rixen, ''FETI-DP: a dual-primal unified FETI method. I. A faster alternative to the two-level FETI method'', Internat. J. Numer. Methods Engrg ...
method is hybrid between a dual and a primal method. Non-overlapping domain decomposition methods are also called iterative substructuring methods.
Mortar method In numerical analysis, mortar methods are discretization methods for partial differential equations, which use separate finite element discretization on nonoverlapping subdomains. The meshes on the subdomains do not match on the interface, and the ...
s are discretization methods for partial differential equations, which use separate discretization on nonoverlapping subdomains. The meshes on the subdomains do not match on the interface, and the equality of the solution is enforced by Lagrange multipliers, judiciously chosen to preserve the accuracy of the solution. In the engineering practice in the finite element method, continuity of solutions between non-matching subdomains is implemented by multiple-point constraints. Finite element simulations of moderate size models require solving linear systems with millions of unknowns. Several hours per time step is an average sequential run time, therefore, parallel computing is a necessity. Domain decomposition methods embody large potential for a parallelization of the finite element methods, and serve a basis for distributed, parallel computations.


Example 1: 1D Linear BVP

u''(x)-u(x)=0
u(0)=0, u(1)=1
The exact solution is:
u(x)=\frac
Subdivide the domain into two subdomains, one from \left ,\frac\right/math> and another from \left frac,1\right/math>. In the left subdomain define the interpolating function v_1(x) and in the right define v_2 (x) . At the interface between these two subdomains the following interface conditions shall be imposed:
v_1\left(\frac\right)=v_2 \left(\frac\right)
v_1'\left(\frac\right)=v_2'\left(\frac\right)
Let the interpolating functions be defined as:
v_1 (x) =\sum_^ u_ T_n (y_1(x))
v_2 (x) =\sum_^ u_ T_n (y_2(x))
y_1(x)=4x-1
y_2(x)=4x-3
Where T_n (y) is the nth cardinal function of the chebyshev polynomials of the first kind with input argument y.
If N=4 then the following approximation is obtained by this scheme:
u_1 =0.06236
u_2 =0.21495
u_3 =0.37428
u_4 =0.44341
u_5 =0.51492
u_6 =0.69972
u_7 =0.90645
This was obtained with the following MATLAB code.
clear all N = 4; a1 = 0; b1 = 1/2; D1 D2 E1 E2 x xsub= cheb(N,a1,b1); % the diff matrices on ,1/2are the same %as those on /2 1 I = eye(N+1); H = D2-I; H1 = 1 zeros(1,N) H(2:end-1,:); eros(1,N) 1; H1 = 1_[zeros(N,N+1);_-[1_zeros(1,N).html" ;"title="eros(N,N+1);_-[1_zeros(1,N).html" ;"title="1 [zeros(N,N+1); -[1 zeros(1,N)">1 [zeros(N,N+1); -[1 zeros(1,N)">eros(N,N+1);_-[1_zeros(1,N).html" ;"title="1 [zeros(N,N+1); -[1 zeros(1,N)">1 [zeros(N,N+1); -[1 zeros(1,N) H2 = [D1(1,:); H(2:end-1,:); eros(1,N) 1; H2 = -D1(N+1,:); zeros(N,N+1)] H2]; K = [H1; H2]; F = [zeros(2*N+1,1); 1]; u = K\F; xx = -cos(pi*(0:N)'/N); x1 = 1/4*(xx+1); x2 = 1/4*(xx+3); x = [x1; x2]; uex = (exp(x)-exp(-x))./(exp(1)-exp(-1));


See also

*
Multigrid method In numerical analysis, a multigrid method (MG method) is an algorithm for solving differential equations using a hierarchy of discretizations. They are an example of a class of techniques called multiresolution methods, very useful in problems exhi ...


External links


The official Domain Decomposition Methods page

Domain Decomposition - Numerical Simulations page
{{DEFAULTSORT:Domain Decomposition Methods Articles with example MATLAB/Octave code