Namespaces
Variants
Actions

Difference between revisions of "Schwarz alternating method"

From Encyclopedia of Mathematics
Jump to: navigation, search
(Importing text file)
 
m (tex encoded by computer)
 
(4 intermediate revisions by 2 users not shown)
Line 1: Line 1:
One of the general methods for finding a solution to the [[Dirichlet problem|Dirichlet problem]]; it allows one to obtain a solution to the Dirichlet problem for a differential equation of elliptic type in domains <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834901.png" /> that can be represented as the union of a finite number of domains <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834902.png" /> in which the solution to the Dirichlet problem is already known. Studies of H.A. Schwarz (1869; see [[#References|[1]]]) and a number of later studies by other authors were dedicated to this method for finding a solution to the Dirichlet problem for the [[Laplace equation|Laplace equation]] in plane domains. The principal idea of the Schwarz alternating method as applied to the simplest case of the Laplace equation in the union of two plane domains is the following.
+
<!--
 +
s0834901.png
 +
$#A+1 = 59 n = 0
 +
$#C+1 = 59 : ~/encyclopedia/old_files/data/S083/S.0803490 Schwarz alternating method
 +
Automatically converted into TeX, above some diagnostics.
 +
Please remove this comment and the {{TEX|auto}} line below,
 +
if TeX found to be correct.
 +
-->
  
Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834903.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834904.png" /> be two domains in the plane with non-empty intersection and such that the solution to the Dirichlet problem for the Laplace equation is known for each of them. For instance, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834905.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834906.png" /> are discs, then the solution to the Dirichlet problem for each of them is given by the [[Poisson integral|Poisson integral]]. Further, let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834907.png" /> be the union of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834908.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s0834909.png" /> for which a solution to the Dirichlet problem is sought (see Fig.). Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349010.png" /> denote the boundary of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349011.png" />, let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349012.png" /> denote the parts of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349013.png" /> that are in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349014.png" /> (they are interior in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349015.png" />) and let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349016.png" /> be the remaining parts, so that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349017.png" />. Similarly, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349018.png" /> is the boundary of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349019.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349020.png" /> are its parts that fall in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349021.png" /> (they are also interior in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349022.png" />) and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349023.png" /> are the remaining parts, that is, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349024.png" />. Then the boundary <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349025.png" /> of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349026.png" /> can be represented in the form <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349027.png" />.
+
{{TEX|auto}}
 +
{{TEX|done}}
 +
 
 +
One of the general methods for finding a solution to the [[Dirichlet problem|Dirichlet problem]]; it allows one to obtain a solution to the Dirichlet problem for a differential equation of elliptic type in domains  $  D $
 +
that can be represented as the union of a finite number of domains  $  D _ {j} $
 +
in which the solution to the Dirichlet problem is already known. Studies of H.A. Schwarz (1869; see [[#References|[1]]]) and a number of later studies by other authors were dedicated to this method for finding a solution to the Dirichlet problem for the [[Laplace equation|Laplace equation]] in plane domains. The principal idea of the Schwarz alternating method as applied to the simplest case of the Laplace equation in the union of two plane domains is the following.
 +
 
 +
Let  $  A $
 +
and  $  B $
 +
be two domains in the plane with non-empty intersection and such that the solution to the Dirichlet problem for the Laplace equation is known for each of them. For instance, if $  A $
 +
and $  B $
 +
are discs, then the solution to the Dirichlet problem for each of them is given by the [[Poisson integral|Poisson integral]]. Further, let $  D $
 +
be the union of $  A $
 +
and $  B $
 +
for which a solution to the Dirichlet problem is sought (see Fig.). Let $  \alpha $
 +
denote the boundary of $  A $,  
 +
let $  \alpha _ {1} $
 +
denote the parts of $  \alpha $
 +
that are in $  B $(
 +
they are interior in $  D $)  
 +
and let $  \alpha _ {2} $
 +
be the remaining parts, so that $  \alpha = \alpha _ {1} \cup \alpha _ {2} $.  
 +
Similarly, $  \beta $
 +
is the boundary of $  B $,  
 +
$  \beta _ {1} $
 +
are its parts that fall in $  A $(
 +
they are also interior in $  D $)  
 +
and $  \beta _ {2} $
 +
are the remaining parts, that is, $  \beta = \beta _ {1} \cup \beta _ {2} $.  
 +
Then the boundary $  \gamma $
 +
of $  D $
 +
can be represented in the form $  \gamma = \alpha _ {2} \cup \beta _ {2} $.
  
 
<img style="border:1px solid;" src="https://www.encyclopediaofmath.org/legacyimages/common_img/s083490a.gif" />
 
<img style="border:1px solid;" src="https://www.encyclopediaofmath.org/legacyimages/common_img/s083490a.gif" />
Line 7: Line 45:
 
Figure: s083490a
 
Figure: s083490a
  
Now, given a continuous function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349028.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349029.png" />, one has to find a harmonic function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349030.png" /> in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349031.png" /> that is continuous in the closed domain <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349032.png" /> and that takes on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349033.png" /> the values of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349034.png" />. The restriction of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349035.png" /> to <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349036.png" /> can be continuously extended to the whole boundary <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349037.png" />, and for these boundary values one finds a solution <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349038.png" /> to the Dirichlet problem in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349039.png" />. The values of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349040.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349041.png" /> together with the values of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349042.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349043.png" /> now form a continuous function on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349044.png" /> for which a solution <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349045.png" /> to the Dirichlet problem in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349046.png" /> is found. Further, a solution <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349047.png" /> to the Dirichlet problem in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349048.png" /> is constructed, based on the values of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349049.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349050.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349051.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349052.png" />, etc. The sought function has the form
+
Now, given a continuous function $  f $
 +
on $  \gamma $,  
 +
one has to find a harmonic function $  w $
 +
in $  D $
 +
that is continuous in the closed domain $  \overline{D}\; $
 +
and that takes on $  \gamma $
 +
the values of $  f $.  
 +
The restriction of $  f $
 +
to $  \alpha _ {2} $
 +
can be continuously extended to the whole boundary $  \alpha $,  
 +
and for these boundary values one finds a solution $  u _ {1} $
 +
to the Dirichlet problem in $  A $.  
 +
The values of $  u _ {1} $
 +
on $  \beta _ {1} $
 +
together with the values of $  f $
 +
on $  \beta _ {2} $
 +
now form a continuous function on $  \beta $
 +
for which a solution $  v _ {1} $
 +
to the Dirichlet problem in $  B $
 +
is found. Further, a solution $  u _ {2} $
 +
to the Dirichlet problem in $  A $
 +
is constructed, based on the values of $  f $
 +
on $  \alpha _ {2} $
 +
and $  v _ {1} $
 +
on $  \alpha _ {1} $,  
 +
etc. The sought function has the form
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349053.png" /></td> </tr></table>
+
$$
 +
= \lim\limits _ {n \rightarrow \infty }  u _ {n} \  \mathop{\rm in}  A
 +
$$
  
 
and
 
and
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349054.png" /></td> </tr></table>
+
$$
 +
= \lim\limits _ {n \rightarrow \infty }  v _ {n} \  \mathop{\rm in}  B.
 +
$$
  
Using bounded solutions of the Dirichlet problem with piecewise-continuous boundary data allows one to choose the values zero on the remaining parts of the boundaries without having to worry about the continuous extension of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349055.png" />.
+
Using bounded solutions of the Dirichlet problem with piecewise-continuous boundary data allows one to choose the values zero on the remaining parts of the boundaries without having to worry about the continuous extension of $  f $.
  
A method analogous to the Schwarz alternating method (see [[#References|[2]]]) can be applied to finding a solution to the Dirichlet problem in the intersection of two domains <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349056.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349057.png" />, if its solutions for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349058.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s083/s083490/s08349059.png" /> are known.
+
A method analogous to the Schwarz alternating method (see [[#References|[2]]]) can be applied to finding a solution to the Dirichlet problem in the intersection of two domains $  A $
 +
and $  B $,  
 +
if its solutions for $  A $
 +
and $  B $
 +
are known.
  
 
Schwarz' alternating method is also used to solve boundary value problems of a more general nature for general equations of elliptic type (including equations of an order greater than two) under certain additional conditions [[#References|[3]]], and also in domains in space.
 
Schwarz' alternating method is also used to solve boundary value problems of a more general nature for general equations of elliptic type (including equations of an order greater than two) under certain additional conditions [[#References|[3]]], and also in domains in space.
Line 24: Line 95:
  
 
====References====
 
====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> H.A. Schwarz,   "Gesamm. math. Abhandl." , '''2''' , Springer (1890)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> C. Neumann,   ''Ber. Verh. Sächs. Akad. Wiss. Leipzig Math.-Nat. Kl.'' , '''22''' (1870) pp. 264–321</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> L.V. Kantorovich,   V.I. Krylov,   "Approximate methods of higher analysis" , Noordhoff (1958) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> R. Nevanlinna,   "Uniformisierung" , Springer (1967)</TD></TR></table>
+
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> H.A. Schwarz, "Gesamm. math. Abhandl." , '''2''' , Springer (1890)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> C. Neumann, ''Ber. Verh. Sächs. Akad. Wiss. Leipzig Math.-Nat. Kl.'' , '''22''' (1870) pp. 264–321</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> L.V. Kantorovich, V.I. Krylov, "Approximate methods of higher analysis" , Noordhoff (1958) (Translated from Russian) {{MR|0106537}} {{ZBL|0083.35301}} </TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> R. Nevanlinna, "Uniformisierung" , Springer (1967) {{MR|0228671}} {{ZBL|0152.27401}} </TD></TR></table>
 
 
 
 
  
 
====Comments====
 
====Comments====
Line 34: Line 103:
  
 
====References====
 
====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> L.L. Helms,   "Introduction to potential theory" , Wiley (Interscience) (1969)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> T.F. Chan,   et al.,   "Domain decomposition methods for partial differential equations" , SIAM (1990)</TD></TR></table>
+
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> L.L. Helms, "Introduction to potential theory" , Wiley (Interscience) (1969)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> T.F. Chan, et al., "Domain decomposition methods for partial differential equations" , SIAM (1990) {{MR|1064333}} {{ZBL|0695.00026}} </TD></TR></table>

Latest revision as of 08:12, 6 June 2020


One of the general methods for finding a solution to the Dirichlet problem; it allows one to obtain a solution to the Dirichlet problem for a differential equation of elliptic type in domains $ D $ that can be represented as the union of a finite number of domains $ D _ {j} $ in which the solution to the Dirichlet problem is already known. Studies of H.A. Schwarz (1869; see [1]) and a number of later studies by other authors were dedicated to this method for finding a solution to the Dirichlet problem for the Laplace equation in plane domains. The principal idea of the Schwarz alternating method as applied to the simplest case of the Laplace equation in the union of two plane domains is the following.

Let $ A $ and $ B $ be two domains in the plane with non-empty intersection and such that the solution to the Dirichlet problem for the Laplace equation is known for each of them. For instance, if $ A $ and $ B $ are discs, then the solution to the Dirichlet problem for each of them is given by the Poisson integral. Further, let $ D $ be the union of $ A $ and $ B $ for which a solution to the Dirichlet problem is sought (see Fig.). Let $ \alpha $ denote the boundary of $ A $, let $ \alpha _ {1} $ denote the parts of $ \alpha $ that are in $ B $( they are interior in $ D $) and let $ \alpha _ {2} $ be the remaining parts, so that $ \alpha = \alpha _ {1} \cup \alpha _ {2} $. Similarly, $ \beta $ is the boundary of $ B $, $ \beta _ {1} $ are its parts that fall in $ A $( they are also interior in $ D $) and $ \beta _ {2} $ are the remaining parts, that is, $ \beta = \beta _ {1} \cup \beta _ {2} $. Then the boundary $ \gamma $ of $ D $ can be represented in the form $ \gamma = \alpha _ {2} \cup \beta _ {2} $.

Figure: s083490a

Now, given a continuous function $ f $ on $ \gamma $, one has to find a harmonic function $ w $ in $ D $ that is continuous in the closed domain $ \overline{D}\; $ and that takes on $ \gamma $ the values of $ f $. The restriction of $ f $ to $ \alpha _ {2} $ can be continuously extended to the whole boundary $ \alpha $, and for these boundary values one finds a solution $ u _ {1} $ to the Dirichlet problem in $ A $. The values of $ u _ {1} $ on $ \beta _ {1} $ together with the values of $ f $ on $ \beta _ {2} $ now form a continuous function on $ \beta $ for which a solution $ v _ {1} $ to the Dirichlet problem in $ B $ is found. Further, a solution $ u _ {2} $ to the Dirichlet problem in $ A $ is constructed, based on the values of $ f $ on $ \alpha _ {2} $ and $ v _ {1} $ on $ \alpha _ {1} $, etc. The sought function has the form

$$ w = \lim\limits _ {n \rightarrow \infty } u _ {n} \ \mathop{\rm in} A $$

and

$$ w = \lim\limits _ {n \rightarrow \infty } v _ {n} \ \mathop{\rm in} B. $$

Using bounded solutions of the Dirichlet problem with piecewise-continuous boundary data allows one to choose the values zero on the remaining parts of the boundaries without having to worry about the continuous extension of $ f $.

A method analogous to the Schwarz alternating method (see [2]) can be applied to finding a solution to the Dirichlet problem in the intersection of two domains $ A $ and $ B $, if its solutions for $ A $ and $ B $ are known.

Schwarz' alternating method is also used to solve boundary value problems of a more general nature for general equations of elliptic type (including equations of an order greater than two) under certain additional conditions [3], and also in domains in space.

Schwarz' alternating method is extremely important for the construction of various harmonic functions (with pre-assigned singularities) on Riemann surfaces [4].

References

[1] H.A. Schwarz, "Gesamm. math. Abhandl." , 2 , Springer (1890)
[2] C. Neumann, Ber. Verh. Sächs. Akad. Wiss. Leipzig Math.-Nat. Kl. , 22 (1870) pp. 264–321
[3] L.V. Kantorovich, V.I. Krylov, "Approximate methods of higher analysis" , Noordhoff (1958) (Translated from Russian) MR0106537 Zbl 0083.35301
[4] R. Nevanlinna, "Uniformisierung" , Springer (1967) MR0228671 Zbl 0152.27401

Comments

Recently these ideas are meeting new interest among numerical analysts. They are essentially used to solve boundary value problems on complicated domains. Such domains are decomposed in smaller and simpler ones; therefore such methods are referred to as domain decomposition methods.

See [a1], pp. 200-203, for a more subtle application of the Schwarz alternating method in the study of boundary value problems.

References

[a1] L.L. Helms, "Introduction to potential theory" , Wiley (Interscience) (1969)
[a2] T.F. Chan, et al., "Domain decomposition methods for partial differential equations" , SIAM (1990) MR1064333 Zbl 0695.00026
How to Cite This Entry:
Schwarz alternating method. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Schwarz_alternating_method&oldid=13958
This article was adapted from an original article by E.D. Solomentsev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article