Optimization Based Domain Decomposition Methods for Linear and Nonlinear Problems

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1997-06-27
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Virginia Tech
Abstract

Optimization based domain decomposition methods for the solution of partial differential equations are considered. The crux of the method is a constrained minimization problem for which the objective functional measures the jump in the dependent variables across the common boundaries between subdomains; the constraints are the partial differential equations.

First, we consider a linear constraint. The existence of optimal solutions for the optimization problem is shown as is its convergence to the exact solution of the given problem. We then derive an optimality system of partial differential equations from which solutions of the domain decomposition problem may be determined. Finite element approximations to solutions of the optimality system are defined and analyzed as is an eminently parallelizable gradient method for solving the optimality system. The linear constraint minimization problem is also recast as a linear least squares problem and is solved by a conjugate gradient method.

The domain decomposition method can be extended to nonlinear problems such as the Navier-Stokes equations. This results from the fact that the objective functional for the minimization problem involves the jump in dependent variables across the interfaces between subdomains. Thus, the method does not require that the partial differential equations themselves be derivable through an extremal problem.

An optimality system is derived by applying a Lagrange multiplier rule to a constrained optimization problem. Error estimates for finite element approximations are presented as is a gradient method to solve the optimality system. We also use a Gauss-Newton method to solve the minimization problem with the nonlinear constraint.

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domain decomposition, least squares problem, finite element methods
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