Approximating the Trace of Iterative Solutions at the Interfaces with Nonuniform Fourier Transform and Singular Value Decomposition for Cost-effectively Accelerating the Convergence of Schwarz Domain Decomposition

This paper deals with the representation of the trace of iterative Schwarz solutions at the interfaces of domain decomposition to approximate adaptively the interface error operator. This allows to build a cost-effectively accelerating of the convergence of the iterative method by extending to the vectorial case the Aitken’s accelerating convergence technique. The first representation is based on the building of a nonuniform discrete Fourier transform defined on a non-regular grid. We show how to construct a Fourier basis of dimension N+1 on this grid by building numerically a sesquilinear form, its exact accuracy to represent trigonometric polynomials of degree N / 2, and its spectral approximation property that depends on the continuity of the function to approximate. The decay of Fourier-like modes of the approximation of the trace of the iterative solution at the interfaces provides an estimate to adaptively select the modes involved in the acceleration. The drawback of this approach is to be dependent on the continuity of the trace of the iterated solution at the interfaces. The second representation, purely algebraic, uses a singular value decomposition of the trace of the iterative solution at the interfaces to provide a set of orthogonal singular vectors of which the associated singular values provide an estimate to adapt the acceleration. The resulting Aitken-Schwarz methodology is then applied to large scale computing on 3D linear Darcy flow where the permeability follows a log normal random distribution.