A Two-Level Block Preconditioned Jacobi-Davidson Method for Multiple and Clustered Eigenvalues of Elliptic Operators

TL;DR

This paper introduces a parallelizable two-level block preconditioned Jacobi-Davidson method for efficiently computing multiple and clustered eigenvalues of elliptic operators, with proven convergence and demonstrated numerical effectiveness.

Contribution

The paper presents a novel two-level BPJD method with an efficient overlapping domain decomposition preconditioner, improving eigenvalue computation for elliptic problems with clustering.

Findings

Method is highly parallelizable and robust for clustered eigenvalues.

Convergence rate depends on subdomain size and overlap, independent of mesh size.

Numerical results confirm theoretical convergence and efficiency.

Abstract

In this paper, we propose a two-level block preconditioned Jacobi-Davidson (BPJD) method for efficiently solving discrete eigenvalue problems resulting from finite element approximations of $2m$th ($m = 1, 2$) order symmetric elliptic eigenvalue problems. Our method works effectively to compute the first several eigenpairs, including both multiple and clustered eigenvalues with corresponding eigenfunctions, particularly. The method is highly parallelizable by constructing a new and efficient preconditioner using an overlapping domain decomposition (DD). It only requires computing a couple of small scale parallel subproblems and a quite small scale eigenvalue problem per iteration. Our theoretical analysis reveals that the convergence rate of the method is bounded by $c(H)(1-C\frac{\delta^{2m-1}}{H^{2m-1}})^{2}$, where $H$ is the diameter of subdomains and $\delta$ is the overlapping size among subdomains. The constant $C$ is independent of the mesh size $h$ and the internal gaps among the target eigenvalues, demonstrating that our method is optimal and cluster robust. Meanwhile, the $H$-dependent constant $c(H)$ decreases monotonically to $1$, as $H \to 0$, which means that more subdomains lead to the better convergence rate. Numerical results supporting our theory are given.