Wj. Layton et Pj. Rabier, PEACEMAN-RACHFORD PROCEDURE AND DOMAIN DECOMPOSITION FOR FINITE-ELEMENT PROBLEMS, Numerical linear algebra with applications, 2(4), 1995, pp. 363-393
This paper presents a general method to associate the operator splitti
ng for the Peaceman-Rachford procedure with a decomposition of the dom
ain in problems arising from finite element discretization of partial
differential equations. The algorithm is provably convergent without a
ny symmetry requirement. Moreover, this method possesses the significa
nt advantage of making the linear systems of the Peaceman-Rachford ite
ration block diagonal and therefore perfectly appropriate for parallel
processing. Not only is sparsity not affected but a reduction of the
bandwidth occurs. In fact, for appropriate choices of nonconforming fi
nite element spaces, this method makes directly possible elementwise p
rocessing. This option remains available in general for higher-dimensi
onal problems by applying the splitting algorithm recursively. Practic
al implementation requires nothing more than the standard finite eleme
nt assembly procedure and some bookkeeping to relate a few different o
rderings of the nodes. In addition to all these attractive features, t
he method is rapidly convergent and remains highly competitive even wh
en used on a serial machine.