A Two-Level Additive Schwarz Method for Computing Interior Multiple and Clustered Eigenvalues of Symmetric Elliptic Operators

Abstract

In this paper, we propose an efficient two-level additive Schwarz method for solving large-scale eigenvalue problems arising from the finite element discretization of symmetric elliptic operators, which may compute efficiently more interior multiple and clustered eigenvalues other than only the first several smallest eigenvalues. The proposed method is parallel in two ways: one is to solve the preconditioned Jacobi-Davidson correction equations by the two-level additive Schwarz preconditioner, the other is to solve different clusters of eigenvalues (see Figure 1 in Introduction) simultaneously. It only requires computing a series of parallel subproblems and solving a small-dimensional eigenvalue problem per iteration for a cluster of eigenvalues. Based on some new estimates and tools, we provide a rigorous theoretical analysis to prove that convergence factor of the proposed method is bounded by $\gamma=c(H)\rho(\frac{\delta}{H},d_{m}^{-},d_{M}^{+})$, where $H$ is the diameter of subdomains, $\delta$ is the overlapping size and $d_{m}^{-},d_{M}^{+}$ are the distances from both ends of the targeted eigenvalues to others (see Figure 2 in Introduction). The positive number $\rho(\frac{\delta}{H},d_{m}^{-},d_{M}^{+})<1$ is independent of the fine mesh size and the internal gaps among the targeted eigenvalues. The $H$-dependent constant $c(H)$ decreases monotonically to 1, as $H\to 0$, which means the more subdomains lead to the better convergence. Numerical results supporting our theory are given.