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Substructuring, FETI-DP and BDDC — Examples

1 · Prerequisites

2 · Summary

These examples calculate a floating Poisson stiffness kernel, show why every floating component needs a primal anchor, verify a BDDC/FETI-DP spectral match in a two-coordinate SPD model, and separate the dense coarse-solve cost from the condition-number estimate. The square-mesh calculation uses exact rational matrices; the spectral example is explicitly an abstract finite-dimensional model, not a mesh discretization.

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passOpen item page →

A floating component without a constant-detecting primal constraint remains singular

Example

For a floating square subdomain with the local matrix

K=12(2−10−1−12−100−12−1−10−12),

suppose no corner value (and no other functional that detects constants) is primal on that component. Its local energy matrix still has the constant vector in its kernel, so the local dual solve is singular. Omitting one corner while another corner remains primal does not produce this counterexample; the failure is the absence of any local anchor.

Facts & Assumptions

Given: The floating local square matrix Ki and a dual subproblem with no primal functional nonzero on constant vectors.

[F1]

Scalar finite-element substructuring model: a floating local matrix represents the sum of the local triangle diffusion energies; the displayed matrix is the four-node square instance.

[F2]

Floating local kernels and positive interior blocks: a connected floating local stiffness has exactly the constants as kernel.

[F3]

Primal constraints remove local floating kernels: a primal corner value removes the local constant mode; no such conclusion holds if the component has no anchor.

Verification

1.1givenF1algebra

Multiplying the displayed matrix from [F1] by 1 gives zero, so the nonzero vector 1 is in the local nullspace.

2.1givenstep 1.1F2algebra

Since the dual subproblem imposes no primal value or functional that changes on constants, 1 also satisfies every homogeneous local dual constraint. Thus its restricted quadratic form is singular, contradicting unique solvability if one attempted the local solve.

3.1givenF2F3step 1.1∎

If one corner value were retained as primal, a dual correction would have to vanish there; a constant vector with that value zero is the zero vector, so this particular null mode would be removed as in [F3]. The counterexample therefore concerns a whole floating component with no anchor, not omission of one among several anchors.

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Two floating Poisson subdomains and primal anchoring

Example

Take two adjacent unit-square subdomains, each split by the diagonal from its southwest to its northeast corner into two affine triangles, and put coefficient ρ=1. Before outer Dirichlet values are imposed, each local floating stiffness matrix in the cyclic vertex order (a,b,c,d) is

Ki=12(2−10−1−12−100−12−1−10−12).

The two interface endpoints are primal corners. Impose homogeneous Dirichlet data on the full top exterior side of the two-square domain, a nonempty segment that is a union of mesh sides. The local constant modes are thereby anchored, and the shared primal corners enforce their common interface values; after exact interior elimination, the assembled Schur solve is the original finite-element problem.

Facts & Assumptions

Given: Two matching square subdomains with the two-triangle P1 mesh just specified; the cyclic node order (a,b,c,d); coefficient one; primal interface endpoints; and homogeneous Dirichlet values on the full top exterior side of the domain.

[F1]

Scalar finite-element substructuring model: each local Poisson energy is the sum of triangle integrals of ∣∇vh∣2.

[F2]

Floating local kernels and positive interior blocks: the floating local kernel on a connected subdomain is the constants.

[F3]

Primal constraints remove local floating kernels: all subdomain vertices primal and a nonempty global Dirichlet boundary suffice for positive definiteness of the partially assembled energy; this is a sufficient general criterion.

[F4]

Static condensation is the exact interface problem: eliminating interiors gives the assembled interface Schur system; the interior values reconstructed from the local loads and interface trace recover the global solve, with the discrete harmonic extension as the trace-dependent homogeneous part.

Verification

1.1givenF1constructalgebra

On triangle (a,b,c) the affine basis gradients are (−1,0),(1,−1),(0,1) and its area is 1/2; on triangle (a,c,d) they are (0,−1),(1,0),(−1,1) and its area is 1/2. Adding the two local Gram matrices of these gradients gives the displayed Ki.

2.1givenstep 1.1F2algebra

The displayed matrix has zero row sums, and its quadratic form is 12[(ua−ub)2+(ub−uc)2+(uc−ud)2+(ud−ua)2]. It is therefore nonnegative with kernel exactly the constant vector, agreeing with [F2].

3.1givenF3F4step 2.1algebra∎

For a partially assembled trace of zero energy, both nonnegative local energies vanish. By step 2.1 each local vector is constant; its imposed zero top-side values make that constant zero. Hence the partially assembled quadratic form has trivial kernel and is positive definite, directly, without needing the all-vertices-primal criterion in [F3]. The only shared nodes are the primal endpoints, so their equalities enforce full interface continuity. Theorem [F4] then identifies the condensed interface solution and the load-dependent interior reconstruction, whose homogeneous trace-dependent part is harmonic, with the original global finite-element solution.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passOpen item page →

A finite-dimensional BDDC/FETI-DP spectral match

Example

Let W~=R2, S~=A=(2112), W^=span⁡(e1), R=e1, E0=(1  0), B=(0  1), and BDT=e2. Then E0R=1, BBDT=1, and RE0+BDTB=I. The single BDDC and FETI-DP preconditioned eigenvalues both equal 4/3.

Facts & Assumptions

Given: The matrices and maps in the Example; the BDDC operator is (E0A−1E0T)(RTAR) and the FETI-DP operator is (BDABDT)(BA−1BT).

[F1]

Coefficient-scaled averaging and BDDC: the BDDC preconditioned operator is formed from E0, R and the partially assembled energy.

[F2]

FETI-DP dual system and preconditioner: the dual operator and preconditioner use B and its scaled right inverse BDT.

[F3]

BDDC and FETI-DP have matching nontrivial spectra: the two methods have matching positive nonunit eigenvalues.

Verification

1.1givenF1algebra

The determinant of A is 3, so A−1=13(2−1−12). The BDDC coarse operator is RTAR=2, while E0A−1E0T=2/3; their product is 4/3.

1.2givenF2algebra

The dual operator is BA−1BT=2/3, and its preconditioner is BDABDT=2; their product is also 4/3. Direct multiplication gives the three identities in the Example, so the abstract assumptions hold.

2.1givenF3step 1.1step 1.2∎

Both operators are one-dimensional, hence each has the single eigenvalue computed in steps 1.1 and 1.2. The common value is positive and different from 1, consistent with [F3].

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A dense coarse solve can dominate local work

Example

Assume all hypotheses of The two-dimensional BDDC and FETI-DP polylogarithmic bound: the two-dimensional scalar model, matching shape-regular quasiuniform meshes with fixed polygon-shape bounds, positive coefficients constant on subdomains, all subdomain vertices primal, coefficient-scaled averaging, and nonzero assembled and multiplier spaces. Consider a dense direct-solve cost model for the resulting positive definite local dual and coarse blocks with N subdomains, local matrix dimension m fixed, and a coarse dimension nc proportional to N. If local matrices are factored concurrently by dense Cholesky, the local arithmetic is O(Nm3) in total and O(m3) ideal parallel time. The coarse factorization uses O(nc3) arithmetic and O(nc2) storage. For fixed H/h, The two-dimensional BDDC and FETI-DP polylogarithmic bound keeps the iteration condition bound independent of N, while the dense coarse solve can dominate total work.

Facts & Assumptions

Given: A family satisfying all hypotheses of [F1], with H/h and its geometric constants fixed, N positive definite local dual blocks of equal fixed positive dimension m, a positive definite coarse block of dimension nc proportional to N, concurrent local factorizations, and a dense direct Cholesky model. The coarse dimension counts the shared primal variables; it does not require exactly one primal variable per subdomain.

[F1]

The two-dimensional BDDC and FETI-DP polylogarithmic bound: under its fixed geometric and coefficient assumptions, the condition-number bound contains H/h but no subdomain-count factor.

Verification

1.1givenalgebra

A dense Cholesky factorization of an m×m SPD matrix uses a constant multiple of m3 arithmetic operations and stores O(m2) entries. Repeating on N local matrices gives total O(Nm3) work, and perfect concurrency reduces the local phase to O(m3) time.

2.1givenF1step 1.1algebra∎

Since nc is proportional to N, dense coarse Cholesky uses O(N3) arithmetic and O(N2) storage. If H/h stays fixed while the number of subdomains grows, [F1] leaves the iteration condition bound unchanged, but the coarse direct-solve work grows cubically.

Sources