On the abstract theory of additive and multiplicative Schwarz algorithms (Q1893484)

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scientific article; zbMATH DE number 770155
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On the abstract theory of additive and multiplicative Schwarz algorithms
scientific article; zbMATH DE number 770155

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    On the abstract theory of additive and multiplicative Schwarz algorithms (English)
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    26 November 1995
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    The authors consider additive (ASM) and multiplicative (MSM) Schwarz methods for solving discrete (e.g. finite element) symmetric positive definite problems of the form: \(\text{Find }u \in V\) such that \(a(u,v) = \Phi (v)\) \(\forall v \in V\), where \(V\) is some fixed, finite-dimensional (e.g. finite element) Hilbert space. Starting with a splitting of the space \(V\) into \((J + 1)\) subspaces such that \(V = \sum^J_{j = 0} V_j\) and with \((J + 1)\) preconditioning forms \(b_j (.,.)\) for the original form \(a(.,.)\) restricted to the subspaces \(V_j\) (\(j = 0, \dots, J\)), one can construct the corresponding ASM and MSM. The authors first review the convergence results for the ASM and give then a quite pretty connection of the ASM and the MSM analysis to the classical matrix analysis of the classical Jacobi-/Richardson- and Gauss- Seidel-/SOR-like iterations. Finally, they present new bounds for the convergence rate \(\rho_{ms}\) of the appropriately scaled MSM in terms of the condition number \(\chi\) of the corresponding ASM-operator. The rigorous bound is given by the estimate \(\rho_{ms} \leq \sqrt {1- 1/(\log_2 (4J) \times \chi)}\).
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    Jacobi-Richardson method
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    error bound
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    additive Schwarz methods
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    multiplicative Schwarz methods
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    finite element
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    symmetric positive definite problems
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    Hilbert space
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    preconditioning
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    convergence
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    Gauss- Seidel-/SOR-like iterations
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    condition number
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