Discrete analysis of Schwarz waveform relaxation for a diffusion reaction problem with discontinuous coefficients

Abstract

. In this paper, we investigate the effect of the space and time discretisation on the convergence properties of Schwarz Waveform Relaxation (SWR) algorithms. We consider a reaction-diffusion problem with discontinuous coefficients discretised on two non-overlapping domains with several numerical schemes (in space and time). A methodology to determine the rate of convergence of the classical SWR method with standard interface conditions (Dirichlet-Neumann or Robin-Robin) accounting for discretisation errors is presented. We discuss how such convergence rates differ from the ones derived at a continuous level (i.e. assuming an exact discrete representation of the continuous problem). In this work we consider a second-order finite difference scheme and a finite volume scheme based on quadratic spline reconstruction in space, combined with either a simple backward Euler scheme or a two-step “Padé” scheme (resembling a Diagonally Implicit Runge Kutta scheme) in time. We prove those combinations of space-time schemes to be unconditionally stable on bounded domains. We illustrate the relevance of our analysis with specifically designed numerical experiments.