Félix Kwok

h-index17
2papers
725citations

2 Papers

1.2NAMay 14, 2016
Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method

V. Dolean, M. J. Gander, F. Kwok et al.

For linear problems, domain decomposition methods can be used directly as iterative solvers, but also as preconditioners for Krylov methods. In practice, Krylov acceleration is almost always used, since the Krylov method finds a much better residual polynomial than the stationary iteration, and thus converges much faster. We show in this paper that also for non-linear problems, domain decomposition methods can either be used directly as iterative solvers, or one can use them as preconditioners for Newton's method. For the concrete case of the parallel Schwarz method, we show that we obtain a preconditioner we call RASPEN (Restricted Additive Schwarz Preconditioned Exact Newton) which is similar to ASPIN (Additive Schwarz Preconditioned Inexact Newton), but with all components directly defined by the iterative method. This has the advantage that RASPEN already converges when used as an iterative solver, in contrast to ASPIN, and we thus get a substantially better preconditioner for Newton's method. The iterative construction also allows us to naturally define a coarse correction using the multigrid full approximation scheme, which leads to a convergent two level non-linear iterative domain decomposition method and a two level RASPEN non-linear preconditioner. We illustrate our findings with numerical results on the Forchheimer equation and a non-linear diffusion problem.

1.2APJul 14, 2015
Dirichlet-Neumann Waveform Relaxation Method for the 1D and 2D Heat and Wave Equations in Multiple subdomains

Martin J. Gander, Felix Kwok, Bankim C. Mandal

We present a Waveform Relaxation (WR) version of the Dirichlet-Neumann algorithm, formulated specially for multiple subdomains splitting for general parabolic and hyperbolic problems. This method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in space-time with corresponding interface condition, and finally organize an exchange of information between neighboring subdomains. Using a Fourier-Laplace transform argument, for a particular relaxation parameter, we present convergence analysis of the algorithm for the heat and wave equations. We prove superlinear convergence for finite time window in case of the heat equation, and finite step convergence for the wave equation. The convergence behavior however depends on the size of the subdomains and the time window length on which the algorithm is employed. We illustrate the performance of the algorithm with numerical results, and show a comparison with classical and optimized Schwarz WR methods.