On dual Schur domain decomposition method for linear first-order transient problems

Abstract

Abstract. This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. The spatially discrete system of equations resulting from a dual Schur domain decomposition method can be expressed as a system of differential algebraic equations (DAEs). In this work, we consider the trapezoidal family of schemes for integrating the ordinary differential equations (ODEs) for each subdomain and present four different coupling methods, corresponding to different algebraic constraints, for enforcing kinematic continuity on the interface between the subdomains. Unlike the continuous formulation, the discretized formulation of the transient problem is unable to enforce simultaneously the continuity of both the primary variable and its rate along the subdomain interface (except for the backward Euler method).Method 1 (d-continuity) is based on the conventional approach using continuity of the primary variable and we show that this method is unstable for a lot of commonly used time integrators including the mid-point rule. To alleviate this difficulty, we propose a new Method 2 (Modified d-continuity) and prove its stability for coupling all time integrators in the trapezoidal family (except the forward Euler). Method 3 (v-continuity) is based on enforcing the continuity of the time derivative of the primary variable. However, this constraint introduces a drift in the primary variable on the interface. We present Method 4 (Baumgarte stabilized) which uses Baumgarte stabilization to limit this drift and we derive bounds for the stabilization parameter to ensure stability. Our stability analysis is based on the "energy" method, and one of the main contributions of this paper is the extension of the energy method (which was previously introduced in the context of numerical methods for ODEs) to assess the stability of numerical formulations for index-2 differential-algebraic equations (DAEs). Finally, we present numerical examples to corroborate our theoretical predictions.

On multi-time-step monolithic coupling algorithms for elastodynamics

“…The title of Petzold's seminal work [16] -"Differential/algebraic equations are not ODEs" -succinctly summarizes this fact. This viewpoint was also taken in references [3,17] to develop coupling methods for first-order transient systems.…”

A monolithic multi-time-step computational framework for first-order transient systems with disparate scales

“…But this method has good stability characteristics. The second method is based on an extension of the classical Baumgarte stabilization [Baumgarte, 1972;Nakshatrala et al, 2009] to first-order transient systems. Under this method one can couple explicit and implicit schemes.…”

“…It should be noted that one would obtain numerical instability if this condition is violated. This will be the case even if one does not employ subcycling [Nakshatrala et al, 2009]. However, the main advantage of employing the coupling method based on the d-continuity is that one can choose any system time-step and subdomain time-step, and still achieve numerical stability.…”

“…Most of the prior works on multi-time-step coupling methods have focused on the second-order transient systems arising in the area of structural dynamics (e.g., see the discussion in [Karimi and Nakshatrala, 2014], and references therein). Some attempts regarding time integration of partitioned first-order systems can be found in [Nakshatrala et al, 2008[Nakshatrala et al, , 2009. In [Nakshatrala et al, 2008], a staggered multi-time-step coupling method is proposed.…”

“…The current paper builds upon the ideas presented in [Nakshatrala et al, 2009;Karimi and Nakshatrala, 2014]. The central hypothesis on which the proposed multi-time-step coupling framework has been developed is two-fold : (i) The governing equations before the domain decomposition form a system of ordinary differential equations (ODEs).…”