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Untitled - Cdm.unimo.it

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Domain-Decompos<strong>it</strong>ion Methods 263<br />

11.4 Overlapping multidomain methods<br />

To avoid complex s<strong>it</strong>uations and cumbersome notation, we confine ourselves to the case<br />

of two subdomains only. These are given by S1 :=]s0,s2[ and S2 :=]s1,s3[, where<br />

s0 < s1 < s2 < s3. The set S1 ∩ S2 =]s1,s2[ = ∅ is the overlapping region. Let us<br />

consider problem (11.2.1)(m = 3), which is equivalent to wr<strong>it</strong>ing<br />

(11.4.1)<br />

⎧<br />

⎨<br />

−U ′′<br />

1 = f in S1,<br />

⎩<br />

U1(s0) = σ1, U1(s2) = U2(s2),<br />

⎧<br />

⎨<br />

−U ′′<br />

2 = f in S2,<br />

⎩<br />

U2(s1) = U1(s1), U1(s3) = σ2,<br />

where U1 and U2 are the restrictions of U to the intervals ¯ S1 and ¯ S2 respectively.<br />

The functions U1 and U2 coincide in S1 ∩ S2.<br />

W<strong>it</strong>h the intent of using the collocation method, in analogy w<strong>it</strong>h (11.2.3), we first<br />

define the collocation nodes<br />

(11.4.2) θ (n,k)<br />

j<br />

:= 1<br />

<br />

(sk+1 − sk−1)η<br />

2<br />

(n)<br />

j<br />

+ sk+1 + sk−1<br />

<br />

0 ≤ j ≤ n, 1 ≤ k ≤ 2.<br />

For any n ≥ 2, we would now like to determine two polynomials pn,k ∈ Pn, 1 ≤ k ≤ 2,<br />

such that<br />

(11.4.3)<br />

(11.4.4)<br />

⎧<br />

⎨<br />

−p ′′ n,1(θ (n,1)<br />

i ) = f(θ (n,1)<br />

i ) 1 ≤ i ≤ n − 1,<br />

⎩<br />

pn,1(s0) = σ0, pn,1(s2) = pn,2(s2),<br />

⎧<br />

⎨<br />

−p ′′ n,2(θ (n,2)<br />

i ) = f(θ (n,2)<br />

i ) 1 ≤ i ≤ n − 1,<br />

⎩<br />

pn,2(s1) = pn,1(s1), pn,2(s3) = σ2.<br />

The value pn,1(s1) is obtained from the values pn,1(θ (n,1)<br />

i ), 0 ≤ i ≤ n, by interpolation<br />

(see formula (3.2.7)). The same argument holds for the value pn,2(s2). The first step<br />

is to show that limn→+∞ pn,k = Uk in ¯ Sk, 1 ≤ k ≤ 2. This result is proven in<br />

canuto and funaro(1988) in the Legendre case for any choice of the sk’s, and in<br />

the Chebyshev case when the size of the overlapping region is sufficiently large. Note

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