Discrete-time analysis of optimized Schwarz waveform relaxation with Robin parameters depending on the targeted iteration count

Abstract

We propose a new approach that provides new results in the convergence analysis of optimized Schwarz waveform relaxation (OSWR) iterations for parabolic problems, and allows to define efficient optimized Robin parameters that depend on the targeted iteration count, a property that is shared by the actual observed optimal parameters, while traditional Fourier analysis in the time direction leads to iteration independent parameters. This new approach is based on the exact resolution of the time semi-discrete error equations. It allows to recommend a couple (number of iterations, Robin parameter) to reach a given accuracy. While the general ideas may apply to an arbitrary space dimension, the analysis is first presented in the one dimensional case. Numerical experiments illustrate the performance obtained with such iteration-dependent optimized Robin parameters.