This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

Domain decomposition and partitioning methods for mixed finite element discretizations of the Biot system of poroelasticity

Manu Jayadharan Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260, USA; {manu.jayadharan@pitt.edu, elk58@pitt.edu, yotov@math.pitt.edu}. Partially supported by NSF grant DMS 1818775.    Eldar Khattatov11footnotemark: 1    Ivan Yotov11footnotemark: 1
Abstract

We develop non-overlapping domain decomposition methods for the Biot system of poroelasticity in a mixed form. The solid deformation is modeled with a mixed three-field formulation with weak stress symmetry. The fluid flow is modeled with a mixed Darcy formulation. We introduce displacement and pressure Lagrange multipliers on the subdomain interfaces to impose weakly continuity of normal stress and normal velocity, respectively. The global problem is reduced to an interface problem for the Lagrange multipliers, which is solved by a Krylov space iterative method. We study both monolithic and split methods. In the monolithic method, a coupled displacement-pressure interface problem is solved, with each iteration requiring the solution of local Biot problems. We show that the resulting interface operator is positive definite and analyze the convergence of the iteration. We further study drained split and fixed stress Biot splittings, in which case we solve separate interface problems requiring elasticity and Darcy solves. We analyze the stability of the split formulations. Numerical experiments are presented to illustrate the convergence of the domain decomposition methods and compare their accuracy and efficiency.

Keywords: domain decomposition, poroelasticity, Biot system, splitting methods, mixed finite elements

1 Introduction

In this paper we study several non-overlapping domain decomposition methods for the Biot system of poroelasticity [14], which models the flow of a viscous fluid through a poroelastic medium along with the deformation of the medium. Such flow occurs in many geophysics phenomena like earthquakes, landslides, and flow of oil inside mineral rocks and plays a key role in engineering applications such as hydrocarbon extraction through hydraulic or thermal fracturing. We use the classical Biot system of poroelasticity with the quasi-static assumption, which is particularly relevant in geoscience applications. The model consists of an equilibrium equation for the solid medium and a mass balance equation for the flow of the fluid through the medium. The system is fully coupled, with the fluid pressure contributing to the solid stress and the divergence of the solid displacement affecting the fluid content.

The numerical solution of the Biot system has been extensively studied in the literature. Various formulations have been considered, including two-field displacement–pressure formulations [27, 45, 51], three-field displacement–pressure–Darcy velocity formulations [48, 52, 62, 32, 41, 60, 49, 59], and three-field displacement–pressure–total pressure formulations [42, 47]. More recently, fully-mixed formulations of the Biot system have been studied. In [61], a four-field stress–displacement–pressure–Darcy velocity mixed formulation is developed. A posteriori error estimates for this formulation are obtained in [2]. In [39], a weakly symmetric stress–displacement–rotation elasticity formulation is considered, which is coupled with a mixed pressure–Darcy velocity flow formulation. Fully-mixed finite element approximations carry the advantages of local mass and momentum conservation, direct computation of the fluid velocity and the solid stress, as well as robustness and locking-free properties with respect to the physical parameters. Mixed finite element (MFE) methods can also handle discontinuous full tensor permeabilities and Lamé coefficients that are typical in subsurface flows. In our work we focus on the five-field weak-stress-symmetry formulation from [39], since weakly symmetric MFE methods for elasticity allow for reduced number of degrees of freedom. Moreover, a multipoint stress–multipoint flux mixed finite element approximation for this formulation has been recently developed in [7], which can be reduced to a positive definite cell-centered scheme for pressure and displacement only, see also a related finite volume method in [46]. While our domain decomposition methods are developed for the weakly symmetric formulation from [39], the analysis carries over in a straightforward way to the strongly symmetric formulation from [61].

Discretizations of the Biot system of poroelasticity for practical applications typically result in large algebraic systems of equations. The efficient solution of these systems is critical for the ability of the numerical method to provide the desired resolution. In this work we focus on non-overlapping domain decomposition methods [57, 50]. These methods split the computational domain into multiple non-overlapping subdomains with algebraic systems of lower complexity that are easier to solve. A global problem enforcing appropriate interface conditions is solved iteratively to recover the global solution. This approach naturally leads to scalable parallel algorithms. Despite the abundance of works on discretizations of the Biot system, there have been very few results on domain decomposition methods for this problem. In [28], a domain decomposition method using mortar elements for coupling the poroelastic model with an elastic model in an adjacent region is presented. In that work, the Biot region is not decomposed into subdomains. In [26, 25], an iterative coupling method is employed for a two-field displacement–pressure formulation, and classical domain decomposition techniques are applied separately for the elasticity and flow equations. A monolithic domain decomposition method for the two-field formulation of poroelasticity combining primal and dual variables is developed in [31]. To the best of our knowledge, domain decomposition methods for mixed formulations of poroelasticity have not been studied in the literature.

In this paper we study both monolithic and split non-overlapping domain decomposition methods for the five-field fully mixed formulation of poroelasticity with weak stress symmetry from [39, 7]. Monolithic methods require solving the coupled Biot system, while split methods only require solving elasticity and flow problems separately. Both methods have advantages and disadvantages. Monolithic methods involve solving larger and possibly ill-conditioned algebraic systems, but may be better suitable for problems with strong coupling between flow and mechanics, in which case split or iterative coupling methods may suffer from stability or convergence issues and require sufficiently small time steps. Our methods are motivated by the non-overlapping domain decomposition methods for MFE discretizations of Darcy flow developed in [29, 22, 8] and the non-overlapping domain decomposition methods for MFE discretizations of elasticity developed recently in [35].

In the first part of the paper we develop a monolithic domain decomposition method. We employ a physically heterogeneous Lagrange multiplier vector consisting of displacement and pressure variables to impose weakly the continuity of the normal components of stress and velocity, respectively. The algorithm involves solving at each time step an interface problem for this Lagrange multiplier vector. We show that the interface operator is positive definite, although it is not symmetric in general. As a result, a Krylov space solver such as GMRES can be employed for the solution of the interface problem. Each iteration requires solving monolithic Biot subdomain problems with specified Dirichlet data on the interfaces, which can be done in parallel. We establish lower and upper bounds on the spectrum of the interface operator, which allows us to perform analysis of the convergence of the GMRES iteration using field-of-values estimates.

In the second part of the paper we study split domain decomposition methods for the Biot system. Split or iterative coupling methods for poroelasticity have been extensively studied due to their computational efficiency. Four widely used sequential methods are drained split, undrained split, fixed stress split, and fixed strain split. Decoupling methods are prone to stability issues and a detailed stability analysis of the aforementioned schemes using finite volume methods can be found in [36, 37], see also [20] for stability analysis of several split methods using displacement–pressure finite element discretizations. Iterative coupling methods are based on similar splittings and involve iterating between the two sub-systems until convergence. Convergence for non-mixed finite element methods is analyzed in [44], while convergence for a four-field mixed finite element discretization is studied in [63]. An accelerated fixed stress splitting scheme for a generalized non-linear consolidation of unsaturated porous medium is studied in [18]. Studies of the optimization and acceleration of the fixed stress decoupling method for the Biot consolidation model, including techniques such as multirate or adaptive time stepping and parallel-in-time splittings have been presented in [1, 13, 17, 56, 3].

In our work we consider drained split (DS) and fixed stress (FS) decoupling methods in conjunction with non-overlapping domain decomposition. In particular, at each time step we solve sequentially an elasticity and a flow problem in the case of DS or a flow and an elasticity problem in the case of FS splitting. We perform stability analysis for the two splittings using energy estimates and show that they are both unconditionally stable with respect to the time step and the physical parameters. We then employ separate non-overlapping domain decomposition methods for each of the decoupled problems, using the methods developed in [29, 8] for flow and [35] for mechanics.

In the numerical section we present several computational experiments designed to verify and compare the accuracy, stability, and computational efficiency of the three domain decomposition methods for the Biot system of poroelasticity. In particular, we study the discretization error and the number of interface iterations, as well as the effect of the number of subdomains. We also illustrate the performance of the methods for a physically realistic heterogeneous problem with data taken from the Society of Petroleum Engineers 10th Comparative Solution Project.

The rest of the paper is organized as follows. In Section 2 we introduce the mathematical model and its MFE discretization. The monolithic domain decomposition method is developed and analyzed in Section 3. In Section 4 we perform stability analysis of the DS and FS decoupling methods and present the DS and FS domain decomposition methods. The numerical experiments are presented in Section 5, followed by conclusions in Section 6.

2 Model problem and its MFE discretization

Let Ωd\Omega\subset\mathbb{R}^{d}, d=2,3d=2,3 be a simply connected domain occupied by a linearly elastic porous body. We use the notation 𝕄\mathbb{M}, 𝕊\mathbb{S}, and \mathbb{N} for the spaces of d×dd\times d matrices, symmetric matrices, and skew-symmetric matrices respectively, all over the field of real numbers, respectively. Throughout the paper, the divergence operator is the usual divergence for vector fields, which produces vector field when applied to matrix field by taking the divergence of each row. For a domain GdG\subset\mathbb{R}^{d}, the L2(G)L^{2}(G) inner product and norm for scalar, vector, or tensor valued functions are denoted (,)G\left(\cdot,\cdot\right)_{G} and G\|\cdot\|_{G}, respectively. The norms and seminorms of the Hilbert spaces Hk(G)H^{k}(G) are denoted by k,G\|\cdot\|_{k,G} and ||k,G|\cdot|_{k,G}, respectively. We omit GG in the subscript if G=ΩG=\Omega. For a section of the domain or element boundary Sd1S\subset\mathbb{R}^{d-1} we write ,S\langle\cdot,\cdot\rangle_{S} and S\|\cdot\|_{S} for the L2(S)L^{2}(S) inner product (or duality pairing) and norm, respectively. We will also use the spaces

H(div;Ω)={qL2(Ω,d):divqL2(Ω)},\displaystyle H(\operatorname{div};\Omega)=\{q\in L^{2}(\Omega,\mathbb{R}^{d}):\operatorname{div}q\in L^{2}(\Omega)\},
H(div;Ω,𝕄)={τL2(Ω,𝕄):divτL2(Ω,d)},\displaystyle H(\operatorname{div};\Omega,\mathbb{M})=\{\tau\in L^{2}(\Omega,\mathbb{M}):\operatorname{div}\tau\in L^{2}(\Omega,\mathbb{R}^{d})\},

equipped with the norm

τdiv=(τ2+divτ2)1/2.\|\tau\|_{\operatorname{div}}=\left(\|\tau\|^{2}+\|\operatorname{div}\tau\|^{2}\right)^{1/2}.

The partial derivative operator with respect to time, t\frac{\partial}{\partial t}, is often abbreviated to t\partial_{t}. Finally, CC denotes a generic positive constant that is independent of the discretization parameters hh and Δt\Delta t.

Given a vector field ff representing body forces and a source term gg, the quasi-static Biot system of poroelasticity is [14]:

divσ(u)\displaystyle-\operatorname{div}\sigma(u) =f,\displaystyle=f, in Ω×(0,T],\displaystyle\text{in $\Omega\times(0,T]$}, (2.1)
K1z+p\displaystyle{K^{-1}}z+\nabla p =0,\displaystyle=0, in Ω×(0,T],\displaystyle\text{in $\Omega\times(0,T]$}, (2.2)
t(c0p+αdivu)+divz\displaystyle\frac{\partial}{\partial t}(c_{0}p+\alpha\operatorname{div}u)+\operatorname{div}z =g,\displaystyle=g, in Ω×(0,T],\displaystyle\text{in $\Omega\times(0,T]$}, (2.3)

where uu is the displacement, pp is the fluid pressure, zz is the Darcy velocity, and σ\sigma is the poroelastic stress, defined as

σ=σeαpI.\sigma=\sigma_{e}-\alpha pI. (2.4)

Here II is the d×dd\times d identity matrix, 0<α10<\alpha\leq 1 is the Biot-Willis constant, and σe\sigma_{e} is the elastic stress satisfying the stress-strain relationship

Aσe=ϵ(u),ϵ(u):=12(u+(u)T),A\sigma_{e}=\epsilon(u),\quad\epsilon(u):=\frac{1}{2}\left(\nabla u+(\nabla u)^{T}\right), (2.5)

where AA is the compliance tensor, which is a symmetric, bounded and uniformly positive definite linear operator acting from 𝕊𝕊\mathbb{S}\to\mathbb{S}, extendible to 𝕄𝕄\mathbb{M}\to\mathbb{M}. In the special case of homogeneous and isotropic body, AA is given by,

Aσ=12μ(σλ2μ+dλtr(σ)I),A\sigma=\frac{1}{2\mu}\left(\sigma-\frac{\lambda}{2\mu+d\lambda}\operatorname{tr}(\sigma)I\right), (2.6)

where μ>0\mu>0 and λ0\lambda\geq 0 are the Lamé coefficients. In this case, σe(u)=2μϵ(u)+λdivuI\sigma_{e}(u)=2\mu\epsilon(u)+\lambda\operatorname{div}u\,I. Finally, KK stands for the permeability tensor, which is symmetric, bounded, and uniformly positive definite, and c00c_{0}\geq 0 is the mass storativity. To close the system, we impose the boundary conditions

u\displaystyle u =gu\displaystyle=g_{u} on ΓDu×(0,T]\Gamma_{D}^{u}\times(0,T] , σn\displaystyle\sigma n =0\displaystyle=0 on ΓNσ×(0,T],\displaystyle\text{on $\Gamma_{N}^{\sigma}\times(0,T]$}, (2.7)
p\displaystyle p =gp\displaystyle=g_{p} on ΓDp×(0,T]\Gamma_{D}^{p}\times(0,T] , zn\displaystyle z\cdot n =0\displaystyle=0 on ΓNz×(0,T],\displaystyle\text{on $\Gamma_{N}^{z}\times(0,T]$}, (2.8)

where ΓDuΓNσ=ΓDpΓNz=Ω\Gamma_{D}^{u}\cup\Gamma_{N}^{\sigma}=\Gamma_{D}^{p}\cup\Gamma_{N}^{z}=\partial\Omega and nn is the outward unit normal vector field on Ω\partial\Omega, along with the initial condition p(x,0)=p0(x)p(x,0)=p_{0}(x) in Ω\Omega. Compatible initial data for the rest of the variables can be obtained from (2.1) and (2.2) at t=0t=0. Well posedness analysis for this system can be found in [53].

We consider a mixed variational formulation for (2.1)–(2.8) with weak stress symmetry, following the approach in [39]. The motivation is that MFE elasticity spaces with weakly symmetric stress tend to have fewer degrees of freedom than strongly symmetric MFE spaces. Moreover, in a recent work, a multipoint stress–multipoint flux mixed finite element method has been developed for this formulation that reduces to a positive definite cell-centered scheme for pressure and displacement only [7]. Nevertheless, the domain decomposition methods in this paper can be employed for strongly symmetric stress formulations, with the analysis carrying over in a straightforward way. We introduce a rotation Lagrange multiplier γ:=12(uuT)\gamma:=\frac{1}{2}\left(\nabla u-\nabla u^{T}\right)\in\mathbb{N}, which is used to impose weakly symmetry of the stress tensor σ\sigma. We rewrite (2.5) as

A(σ+αpI)=uγ.A\left(\sigma+\alpha pI\right)=\nabla u-\gamma. (2.9)

Combining (2.5) and (2.4) gives divu=tr(ϵ(u))=tr(Aσe)=trA(σ+αpI)\operatorname{div}u=\operatorname{tr}(\epsilon(u))=\operatorname{tr}(A\sigma_{e})=\operatorname{tr}A(\sigma+\alpha pI), which can be used to rewrite (2.3) as

t(c0p+αtrA(σ+αpI))+divz=g.\partial_{t}(c_{0}p+\alpha\operatorname{tr}A\left(\sigma+\alpha pI\right))+\operatorname{div}z=g. (2.10)

The combination of (2.9), (2.1), (2.2), and (2.10), along with the boundary conditions (2.7)–(2.8), leads to the variational formulation: find (σ,u,γ,z,p):[0,T]𝕏×V××Z×W(\sigma,u,\gamma,z,p):[0,T]\to\mathbb{X}\times V\times\mathbb{Q}\times Z\times W such that p(0)=p0p(0)=p_{0} and for a.e. t(0,T)t\in(0,T),

(A(σ+αpI),τ)+(u,divτ)+(γ,τ)=gu,τnΓDu,\displaystyle\left(A(\sigma+\alpha pI),\tau\right)+\left(u,\operatorname{div}{\tau}\right)+\left(\gamma,\tau\right)=\langle g_{u},\tau\,n\rangle_{\Gamma_{D}^{u}}, τ𝕏,\displaystyle\forall\tau\in\mathbb{X}, (2.11)
(divσ,v)=(f,v),\displaystyle\left(\operatorname{div}{\sigma},v\right)=-\left(f,v\right), vV,\displaystyle\forall v\in V, (2.12)
(σ,ξ)=0,\displaystyle\left(\sigma,\xi\right)=0, ξ,\displaystyle\forall\xi\in\mathbb{Q}, (2.13)
(K1z,q)(p,divq)=gp,qnΓDp,\displaystyle\left({K^{-1}}z,q\right)-\left(p,\operatorname{div}{q}\right)=-\langle g_{p},q\cdot n\rangle_{\Gamma_{D}^{p}}, qZ,\displaystyle\forall q\in Z, (2.14)
c0(tp,w)+α(tA(σ+αpI),wI)+(divz,w)=(g,w),\displaystyle c_{0}\left(\partial_{t}{p},w\right)+\alpha\left(\partial_{t}A(\sigma+\alpha pI),wI\right)+\left(\operatorname{div}{z},w\right)=\left(g,w\right), wW,\displaystyle\forall w\in W, (2.15)

where

𝕏={τH(div;Ω,𝕄):τn=0 on ΓNσ},V=L2(Ω,d),=L2(Ω,),\displaystyle\mathbb{X}=\big{\{}\tau\in H(\operatorname{div};\Omega,\mathbb{M}):\tau\,n=0\text{ on }\Gamma_{N}^{\sigma}\big{\}},\quad V=L^{2}(\Omega,\mathbb{R}^{d}),\quad\mathbb{Q}=L^{2}(\Omega,\mathbb{N}),
Z={qH(div;Ω):qn=0 on ΓNz},W=L2(Ω).\displaystyle Z=\big{\{}q\in H(\operatorname{div};\Omega):q\cdot n=0\text{ on }\Gamma_{N}^{z}\big{\}},\quad W=L^{2}(\Omega).

It was shown in [7] that the system (2.11)–(2.15) is well posed.

Next, we present the MFE discretization of (2.11)–(2.15). For simplicity we assume that Ω\Omega is a Lipshicz polygonal domain. Let 𝒯h\mathcal{T}_{h} be a shape-regular quasi-uniform finite element partition of Ω\Omega, consisting of simplices or quadrilaterals, with h=maxE𝒯hdiam(E)h=\text{max}_{E\in\mathcal{T}_{h}}\text{diam}(E). The MFE method for solving (2.11)–(2.15) is: find (σh,uh,γh,zh,ph):[0,T]𝕏h×Vh×h×Zh×Wh(\sigma_{h},u_{h},\gamma_{h},z_{h},p_{h}):[0,T]\to\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h}\times Z_{h}\times W_{h} such that, for a.e. t(0,T)t\in(0,T),

(A(σh+αphI),τ)+(uh,divτ)+(γh,τ)=gu,τnΓDu,\displaystyle\left(A(\sigma_{h}+\alpha p_{h}I),\tau\right)+\left(u_{h},\operatorname{div}{\tau}\right)+\left(\gamma_{h},\tau\right)=\langle g_{u},\tau\,n\rangle_{\Gamma_{D}^{u}}, τ𝕏h,\displaystyle\forall\tau\in\mathbb{X}_{h}, (2.16)
(divσh,v)=(f,v),\displaystyle\left(\operatorname{div}{\sigma_{h}},v\right)=-\left(f,v\right), vVh,\displaystyle\forall v\in V_{h}, (2.17)
(σh,ξ)=0,\displaystyle\left(\sigma_{h},\xi\right)=0, ξh,\displaystyle\forall\xi\in\mathbb{Q}_{h}, (2.18)
(K1zh,q)(ph,divq)=gp,qnΓDp,\displaystyle\left({K^{-1}}z_{h},q\right)-\left(p_{h},\operatorname{div}{q}\right)=-\langle g_{p},q\cdot n\rangle_{\Gamma_{D}^{p}}, qZh,\displaystyle\forall q\in Z_{h}, (2.19)
c0(tph,w)+α(tA(σh+αphI),wI)+(divzh,w)=(g,w),\displaystyle c_{0}\left(\partial_{t}{p_{h}},w\right)+\alpha\left(\partial_{t}A(\sigma_{h}+\alpha p_{h}I),wI\right)+\left(\operatorname{div}{z_{h}},w\right)=\left(g,w\right), wWh,\displaystyle\forall w\in W_{h}, (2.20)

with discrete initial data obtained as the elliptic projection of the continuous initial data. Here 𝕏h×Vh×h×Zh×Wh𝕏×V××Z×W\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h}\times Z_{h}\times W_{h}\subset\mathbb{X}\times V\times\mathbb{Q}\times Z\times W is a collection of suitable finite element spaces. In particular, 𝕏h×Vh×h\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h} could be chosen from any of the known stable triplets for linear elasticity with weak stress symmetry, e.g. [55, 5, 9, 10, 11, 21, 30, 15, 16, 24, 6, 40], satisfying the inf-sup condition

vVh,ξh,v+ξ\displaystyle\forall v\in V_{h},\xi\in\mathbb{Q}_{h},\quad\|v\|+\|\xi\| Csup0τ𝕏h(v,divτ)+(ξ,τ)τdiv.\displaystyle\leq C\sup_{0\neq\tau\in\mathbb{X}_{h}}\frac{\left(v,\operatorname{div}{\tau}\right)+\left(\xi,\tau\right)}{\|\tau\|_{\text{div}}}. (2.21)

For the flow part, Zh×WhZ_{h}\times W_{h} could be chosen from any of the known stable velocity-pressure pairs of MFE spaces such as the Raviart-Thomas (𝒯\mathcal{RT}) or Brezzi-Douglas-Marini (𝒟\mathcal{BDM}) spaces, see [19], satisfying the inf-sup condition

wWh,w\displaystyle\forall w\in W_{h},\quad\|w\| Csup0qZh(divq,w)qdiv.\displaystyle\leq C\sup_{0\neq q\in Z_{h}}\frac{(\operatorname{div}q,w)}{\|q\|_{\text{div}}}. (2.22)

3 Monolithic domain decomposition method

Let Ω=i=1mΩi\Omega=\cup_{i=1}^{m}\Omega_{i} be a union of non-overlapping shape-regular polygonal subdomains, where each subdomain is a union of elements of 𝒯h\mathcal{T}_{h}. Let Γi,j=ΩiΩj,Γ=i,j=1mΓi,j,\Gamma_{i,j}={\partial\Omega}_{i}\cap{\partial\Omega}_{j},\,\Gamma=\cup_{i,j=1}^{m}\Gamma_{i,j}, and Γi=ΩiΓ=ΩiΩ\Gamma_{i}={\partial\Omega}_{i}\cap\Gamma={\partial\Omega}_{i}\setminus{\partial\Omega} denote the interior subdomain interfaces. Denote the restriction of the spaces 𝕏h\mathbb{X}_{h}, VhV_{h}, h\mathbb{Q}_{h}, ZhZ_{h}, and WhW_{h} to Ωi\Omega_{i} by 𝕏h,i\mathbb{X}_{h,i}, Vh,iV_{h,i}, h,i\mathbb{Q}_{h,i}, Zh,iZ_{h,i}, and Wh,iW_{h,i}, respectively. Let 𝒯h,i,j\mathcal{T}_{h,i,j} be a finite element partition of Γi,j\Gamma_{i,j} obtained from the trace of 𝒯h\mathcal{T}_{h}, and let ni,jn_{i,j} be a unit normal vector on Γi,j\Gamma_{i,j} with an arbitrarily fixed direction. In the domain decomposition formulation we utilize a vector Lagrange multiplier λh=(λhu,λhp)T\lambda_{h}=(\lambda_{h}^{u},\lambda_{h}^{p})^{T} approximating the displacement and the pressure on the interface and used to impose weakly the continuity of the normal components of the poroelastic stress tensor σ\sigma and the velocity vector zz, respectively. We define the Lagrange multiplier space on 𝒯i,j\mathcal{T}_{i,j} and i<j𝒯i,j\cup_{i<j}\mathcal{T}_{i,j} as follows:

Λh,i,j:=(Λh,i,juΛh,i,jp):=(𝕏hni,jZhni,j),Λhu:=1i<jmΛh,i,ju,Λhp:=1i<jmΛh,i,jp,Λh:=(ΛhuΛhp).\Lambda_{h,i,j}:=\begin{pmatrix}\Lambda_{h,i,j}^{u}\\ \Lambda_{h,i,j}^{p}\end{pmatrix}:=\begin{pmatrix}\mathbb{X}_{h}\,n_{i,j}\\ Z_{h}\cdot n_{i,j}\end{pmatrix},\quad\Lambda_{h}^{u}:=\bigoplus_{1\leq i<j\leq m}\Lambda_{h,i,j}^{u},\quad\Lambda_{h}^{p}:=\bigoplus_{1\leq i<j\leq m}\Lambda_{h,i,j}^{p},\quad\Lambda_{h}:=\begin{pmatrix}\Lambda_{h}^{u}\\ \Lambda_{h}^{p}\end{pmatrix}.

The domain decomposition formulation for the mixed Biot problem in a semi-discrete form reads as follows: for 1im1\leq i\leq m, find (σh,i,uh,i,γh,i,zh,i,ph,i,λh):[0,T]𝕏h,i×Vh,i×h,i×Zh,i×Wh,i×Λh(\sigma_{h,i},u_{h,i},\gamma_{h,i},z_{h,i},p_{h,i},\lambda_{h}):[0,T]\to\mathbb{X}_{h,i}\times V_{h,i}\times\mathbb{Q}_{h,i}\times Z_{h,i}\times W_{h,i}\times\Lambda_{h} such that, for a.e. t(0,T)t\in(0,T),

(A(σh,i+αph,iI),τ)Ωi+(uh,i,divτ)Ωi+(γh,i,τ)Ωi\displaystyle\left(A(\sigma_{h,i}+\alpha p_{h,i}I),\tau\right)_{\Omega_{i}}+\left(u_{h,i},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\left(\gamma_{h,i},\tau\right)_{\Omega_{i}}
=gu,τniΩiΓDu+λhu,τniΓi,\displaystyle\qquad\quad=\langle g_{u},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\langle\lambda_{h}^{u},\tau\,n_{i}\rangle_{\Gamma_{i}}, τ𝕏h,i,\displaystyle\forall\tau\in\mathbb{X}_{h,i}, (3.1)
(divσh,i,v)Ωi=(f,v)Ωi,\displaystyle\left(\operatorname{div}{\sigma_{h,i}},v\right)_{\Omega_{i}}=-\left(f,v\right)_{\Omega_{i}}, vVh,i,\displaystyle\forall v\in V_{h,i}, (3.2)
(σh,i,ξ)Ωi=0,\displaystyle\left(\sigma_{h,i},\xi\right)_{\Omega_{i}}=0, ξh,i,\displaystyle\forall\xi\in\mathbb{Q}_{h,i}, (3.3)
(K1zh,i,q)Ωi(ph,i,divq)Ωi=gp,qniΩiΓDpλhp,qniΓi,\displaystyle\left({K^{-1}}z_{h,i},q\right)_{\Omega_{i}}-\left(p_{h,i},\operatorname{div}{q}\right)_{\Omega_{i}}=-\langle g_{p},q\cdot n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{p}}-\langle\lambda_{h}^{p},q\cdot n_{i}\rangle_{\Gamma_{i}}, qZh,i,\displaystyle\forall q\in Z_{h,i}, (3.4)
c0(tph,i,w)Ωi+α(tA(σh,i+αph,iI),wI)Ωi+(divzh,i,w)Ωi=(g,w)Ωi,\displaystyle c_{0}\left(\partial_{t}{p_{h,i}},w\right)_{\Omega_{i}}+\alpha\left(\partial_{t}A(\sigma_{h,i}+\alpha p_{h,i}I),wI\right)_{\Omega_{i}}+\left(\operatorname{div}{z_{h,i}},w\right)_{\Omega_{i}}=\left(g,w\right)_{\Omega_{i}}, wWh,i,\displaystyle\forall w\in W_{h,i}, (3.5)
i=1mσh,ini,μuΓi=0,\displaystyle\sum_{i=1}^{m}\langle\sigma_{h,i}\,n_{i},\mu^{u}\rangle_{\Gamma_{i}}=0, μuΛhu,\displaystyle\forall\mu^{u}\in\Lambda_{h}^{u}, (3.6)
i=1mzh,ini,μpΓi=0,\displaystyle\sum_{i=1}^{m}\langle z_{h,i}\cdot n_{i},\mu^{p}\rangle_{\Gamma_{i}}=0, μpΛhp,\displaystyle\forall\mu^{p}\in\Lambda_{h}^{p}, (3.7)

where nin_{i} is the outward unit normal vector field on Ωi\Omega_{i}. We note that both the elasticity and flow subdomain problems in the above method are of Dirichlet type. It is easy to check that (3.1)–(3.7) is equivalent to the global formulation (2.16)–(2.20) with (σh,uh,γh,zh,ph)|Ωi=(σh,i,uh,i,γh,i,zh,i,ph,i)(\sigma_{h},u_{h},\gamma_{h},z_{h},p_{h})|_{\Omega_{i}}=(\sigma_{h,i},u_{h,i},\gamma_{h,i},z_{h,i},p_{h,i}).

3.1 Time discretization

For time discretization we employ the backward Euler method. Let {tn}n=0N\{t_{n}\}_{n=0}^{N}, tn=nΔtt_{n}=n\Delta t, Δt=T/N\Delta t=T/N, be a uniform partition of (0,T)(0,T). The fully discrete problem corresponding to (3.1)–(3.7) reads as follows: for 0nN10\leq n\leq N-1 and 1im1\leq i\leq m, find (σh,in+1,uh,in+1,γh,in+1,zh,in+1,ph,in+1,λhn+1)𝕏h,i×Vh,i×h,i×Zh,i×Wh,i×Λh(\sigma_{h,i}^{n+1},u_{h,i}^{n+1},\gamma_{h,i}^{n+1},z_{h,i}^{n+1},p_{h,i}^{n+1},\lambda_{h}^{n+1})\in\mathbb{X}_{h,i}\times V_{h,i}\times\mathbb{Q}_{h,i}\times Z_{h,i}\times W_{h,i}\times\Lambda_{h} such that:

(A(σh,in+1+αph,in+1I),τ)Ωi+(uh,in+1,divτ)Ωi+(γh,in+1,τ)Ωi\displaystyle\left(A(\sigma_{h,i}^{n+1}+\alpha p_{h,i}^{n+1}I),\tau\right)_{\Omega_{i}}+\left(u_{h,i}^{n+1},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\left(\gamma_{h,i}^{n+1},\tau\right)_{\Omega_{i}}
=gun+1,τniΩiΓDu+λhu,n+1,τniΓi,\displaystyle\qquad=\langle g_{u}^{n+1},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\langle\lambda_{h}^{u,n+1},\tau\,n_{i}\rangle_{\Gamma_{i}}, τ𝕏h,i,\displaystyle\forall\tau\in\mathbb{X}_{h,i}, (3.8)
(divσh,in+1,v)Ωi=(fn+1,v)Ωi,\displaystyle\left(\operatorname{div}{\sigma_{h,i}^{n+1}},v\right)_{\Omega_{i}}=-\left(f^{n+1},v\right)_{\Omega_{i}}, vVh,i,\displaystyle\forall v\in V_{h,i}, (3.9)
(σh,in+1,ξ)Ωi=0,\displaystyle\left(\sigma_{h,i}^{n+1},\xi\right)_{\Omega_{i}}=0, ξh,i,\displaystyle\forall\xi\in\mathbb{Q}_{h,i}, (3.10)
(K1zh,in+1,q)Ωi(ph,in+1,divq)Ωi=gpn+1,qniΩiΓDpλhp,n+1,qniΓi,\displaystyle\left({K^{-1}}z_{h,i}^{n+1},q\right)_{\Omega_{i}}-\left(p_{h,i}^{n+1},\operatorname{div}{q}\right)_{\Omega_{i}}=-\langle g_{p}^{n+1},q\cdot n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{p}}-\langle\lambda_{h}^{p,n+1},q\cdot n_{i}\rangle_{\Gamma_{i}}, qZh,i,\displaystyle\forall q\in Z_{h,i}, (3.11)
c0(ph,in+1ph,inΔt,w)Ωi+α(A(σh,in+1σh,in)Δt,wI)Ωi\displaystyle c_{0}\left(\frac{p_{h,i}^{n+1}-p_{h,i}^{n}}{\Delta t},w\right)_{\Omega_{i}}+\alpha\left(\frac{A\left(\sigma_{h,i}^{n+1}-\sigma_{h,i}^{n}\right)}{\Delta t},wI\right)_{\Omega_{i}}
+α(Aαph,in+1ph,inΔtI,wI)Ωi+(divzh,in+1,w)Ωi=(gn+1,w)Ωi,\displaystyle\qquad+\alpha\left(A\alpha\frac{p_{h,i}^{n+1}-p_{h,i}^{n}}{\Delta t}I,wI\right)_{\Omega_{i}}+\left(\operatorname{div}{z_{h,i}^{n+1}},w\right)_{\Omega_{i}}=\left(g^{n+1},w\right)_{\Omega_{i}}, wWh,i,\displaystyle\forall w\in W_{h,i}, (3.12)
i=1mσh,in+1ni,μuΓi=0,\displaystyle\sum_{i=1}^{m}\langle\sigma_{h,i}^{n+1}\,n_{i},\mu^{u}\rangle_{\Gamma_{i}}=0, μuΛhu,\displaystyle\forall\mu^{u}\in\Lambda_{h}^{u}, (3.13)
i=1mzh,in+1ni,μpΓi=0,\displaystyle\sum_{i=1}^{m}\langle z_{h,i}^{n+1}\cdot n_{i},\mu^{p}\rangle_{\Gamma_{i}}=0, μpΛhp.\displaystyle\forall\mu^{p}\in\Lambda_{h}^{p}. (3.14)
Remark 3.1.

We note that the scheme requires initial data ph,i0p_{h,i}^{0} and σh,i0\sigma_{h,i}^{0}. Such data can be obtained by taking ph,i0p_{h,i}^{0} to be the L2L^{2}-projection of p0p_{0} onto Wh,iW_{h,i} and solving a mixed elasticity domain decomposition problem obtained from (3.8)–(3.10) and (3.13) with n=1n=-1.

3.2 Time-differentiated elasticity formulation

In the monolithic domain decomposition method we will utilize a related formulation in which the first elasticity equation is differentiated in time. The reason for this will become clear in the analysis of the resulting interface problem. We introduce new variables u˙=tu\dot{u}=\partial_{t}u and γ˙=tγ\dot{\gamma}=\partial_{t}\gamma representing the time derivatives of the displacement and the rotation, respectively. The time-differentiated equation (2.11) is

(tA(σ+αpI),τ)+(u˙,divτ)+(γ˙,τ)=tgu,τnΓDu,τ𝕏.\left(\partial_{t}A(\sigma+\alpha pI),\tau\right)+\left(\dot{u},\operatorname{div}{\tau}\right)+\left(\dot{\gamma},\tau\right)=\langle\partial_{t}g_{u},\tau\,n\rangle_{\Gamma_{D}^{u}},\quad\forall\,\tau\in\mathbb{X}.

The semi-discrete equation (2.16) is replaced by

(tA(σh+αphI),τ)+(u˙h,divτ)+(γ˙h,τ)=tgu,τnΓDu,τ𝕏h.\left(\partial_{t}A(\sigma_{h}+\alpha p_{h}I),\tau\right)+\left(\dot{u}_{h},\operatorname{div}{\tau}\right)+\left(\dot{\gamma}_{h},\tau\right)=\langle\partial_{t}g_{u},\tau\,n\rangle_{\Gamma_{D}^{u}},\quad\forall\,\tau\in\mathbb{X}_{h}.

We note that the original variables uhu_{h} and γh\gamma_{h} can be recovered easily from the solution of the time-differentiated problem. In particular, given compatible initial data σh,0\sigma_{h,0}, uh,0u_{h,0}, γh,0\gamma_{h,0} that satisfy (2.16), the expressions

uh(t)=uh,0+0tu˙h(s)𝑑s,γh(t)=γh,0+0tγ˙h(s)𝑑s,u_{h}(t)=u_{h,0}+\int_{0}^{t}\dot{u}_{h}(s)\,ds,\quad\gamma_{h}(t)=\gamma_{h,0}+\int_{0}^{t}\dot{\gamma}_{h}(s)\,ds,

provide a solution to (2.16) at any t(0,T]t\in(0,T].

In the domain decomposition formulation we now consider the Lagrange multiplier λh=(λhu˙,λhp)Λh\lambda_{h}=(\lambda_{h}^{\dot{u}},\lambda_{h}^{p})\in\Lambda_{h}, where λhu˙Λhu\lambda_{h}^{\dot{u}}\in\Lambda_{h}^{u} approximates the trace of u˙\dot{u} on Γ\Gamma. Then the semi-discrete domain decomposition equation (3.1) is replaced by

(tA(σh,i+αph,iI),τ)Ωi+(u˙h,i,divτ)Ωi+(γ˙h,i,τ)Ωi=tgu,τniΩiΓDu+λhu˙,τniΓi,τ𝕏h,i.\displaystyle\left(\partial_{t}A(\sigma_{h,i}+\alpha p_{h,i}I),\tau\right)_{\Omega_{i}}+\left(\dot{u}_{h,i},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\left(\dot{\gamma}_{h,i},\tau\right)_{\Omega_{i}}=\langle\partial_{t}g_{u},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\langle\lambda_{h}^{\dot{u}},\tau\,n_{i}\rangle_{\Gamma_{i}},\quad\forall\tau\in\mathbb{X}_{h,i}.

Finally, the fully discrete equation (3.8) is replaced by

(A(σh,in+1+αph,in+1I),τ)Ωi+Δt(u˙h,in+1,divτ)Ωi+Δt(γ˙h,in+1,τ)Ωi\displaystyle\left(A(\sigma_{h,i}^{n+1}+\alpha p_{h,i}^{n+1}I),\tau\right)_{\Omega_{i}}+\Delta t\left(\dot{u}_{h,i}^{n+1},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\Delta t\left(\dot{\gamma}_{h,i}^{n+1},\tau\right)_{\Omega_{i}}
=Δttgun+1,τniΩiΓDu+Δtλhu˙,n+1,τniΓi+(A(σh,in+αph,inI),τ)Ωi,\displaystyle\qquad=\Delta t\langle\partial_{t}g_{u}^{n+1},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\Delta t\langle\lambda_{h}^{\dot{u},n+1},\tau\,n_{i}\rangle_{\Gamma_{i}}+\left(A(\sigma_{h,i}^{n}+\alpha p_{h,i}^{n}I),\tau\right)_{\Omega_{i}}, τ𝕏h,i.\displaystyle\forall\tau\in\mathbb{X}_{h,i}. (3.15)

The original variables can be recovered from

uhn=uh0+Δtk=1nu˙hk,γhn=γh0+Δtk=1nγ˙hk,λhu,n=λhu,0+Δtk=1nλ˙hu,k.u_{h}^{n}=u_{h}^{0}+\Delta t\sum_{k=1}^{n}\dot{u}_{h}^{k},\quad\gamma_{h}^{n}=\gamma_{h}^{0}+\Delta t\sum_{k=1}^{n}\dot{\gamma}_{h}^{k},\quad\lambda_{h}^{u,n}=\lambda_{h}^{u,0}+\Delta t\sum_{k=1}^{n}\dot{\lambda}_{h}^{u,k}. (3.16)

3.3 Reduction to an interface problem

The non-overlapping domain decomposition algorithm for the solution of (3.15), (3.9)–(3.14) at each time step is based on reducing it to an interface problem for the Lagrange multiplier λh\lambda_{h}. To this end, we introduce two sets of complementary subdomain problems. The first set of problems reads as follows: for 1im1\leq i\leq m, find (σ¯h,in+1,u˙¯h,in+1,γ˙¯h,in+1,z¯h,in+1,p¯h,in+1)𝕏h,i×Vh,i×h,i×Zh,i×Wh,i(\bar{\sigma}_{h,i}^{n+1},\bar{\dot{u}}_{h,i}^{n+1},\bar{\dot{\gamma}}_{h,i}^{n+1},\bar{z}_{h,i}^{n+1},\bar{p}_{h,i}^{n+1})\in\mathbb{X}_{h,i}\times V_{h,i}\times\mathbb{Q}_{h,i}\times Z_{h,i}\times W_{h,i} such that

(A(σ¯h,in+1+αp¯h,in+1I),τ)Ωi+Δt(u˙¯h,in+1,divτ)Ωi+Δt(γ˙¯h,in+1,τ)Ωi\displaystyle\left(A(\bar{\sigma}_{h,i}^{n+1}+\alpha\bar{p}_{h,i}^{n+1}I),\tau\right)_{\Omega_{i}}+\Delta t\left(\bar{\dot{u}}_{h,i}^{n+1},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\Delta t\left(\bar{\dot{\gamma}}_{h,i}^{n+1},\tau\right)_{\Omega_{i}}
=Δttgun+1,τniΩiΓDu+(A(σh,in+αph,inI),τ)Ωi,\displaystyle\quad\qquad=\Delta t\langle\partial_{t}g_{u}^{n+1},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\left(A(\sigma_{h,i}^{n}+\alpha p_{h,i}^{n}I),\tau\right)_{\Omega_{i}}, τ𝕏h,i,\displaystyle\forall\tau\in\mathbb{X}_{h,i}, (3.17)
(divσ¯h,in+1,v)Ωi=(fn+1,v)Ωi,\displaystyle\left(\operatorname{div}{\bar{\sigma}_{h,i}^{n+1}},v\right)_{\Omega_{i}}=-\left(f^{n+1},v\right)_{\Omega_{i}}, vVh,i,\displaystyle\forall v\in V_{h,i}, (3.18)
(σ¯h,in+1,ξ)Ωi=0,\displaystyle\left(\bar{\sigma}_{h,i}^{n+1},\xi\right)_{\Omega_{i}}=0, ξh,i,\displaystyle\forall\xi\in\mathbb{Q}_{h,i}, (3.19)
(K1z¯h,in+1,q)Ωi(p¯h,in+1,divq)Ωi=gpn+1,qniΩiΓDp,\displaystyle\left({K^{-1}}\bar{z}_{h,i}^{n+1},q\right)_{\Omega_{i}}-\left(\bar{p}_{h,i}^{n+1},\operatorname{div}{q}\right)_{\Omega_{i}}=-\langle g_{p}^{n+1},q\cdot n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{p}}, qZh,i,\displaystyle\forall q\in Z_{h,i}, (3.20)
c0(p¯h,in+1,w)Ωi+α(A(σ¯h,in+1+αp¯h,in+1I),wI)Ωi+Δt(divz¯h,in+1,w)Ωi\displaystyle c_{0}\left(\bar{p}_{h,i}^{n+1},w\right)_{\Omega_{i}}+\alpha\left(A(\bar{\sigma}_{h,i}^{n+1}+\alpha\bar{p}_{h,i}^{n+1}I),wI\right)_{\Omega_{i}}+\Delta t\left(\operatorname{div}{\bar{z}_{h,i}^{n+1}},w\right)_{\Omega_{i}}
=Δt(gn+1,w)Ωi+c0(ph,in,w)Ωi+α(A(σh,in+αph,inI),wI)Ωi,\displaystyle\quad\qquad=\Delta t\left(g^{n+1},w\right)_{\Omega_{i}}+c_{0}\left(p_{h,i}^{n},w\right)_{\Omega_{i}}+\alpha\left(A(\sigma_{h,i}^{n}+\alpha p_{h,i}^{n}I),wI\right)_{\Omega_{i}}, wWh,i.\displaystyle\forall w\in W_{h,i}. (3.21)

These subdomain problems have zero Dirichlet data on the interfaces and incorporate the true source terms ff and gg and outside boundary conditions gug_{u} and gpg_{p}, as well as initial data σh,in\sigma_{h,i}^{n} and ph,inp_{h,i}^{n}.

The second problem set reads as follows: given λhΛh\lambda_{h}\in\Lambda_{h}, for 1im1\leq i\leq m, find ((σh,i,n+1(λh),u˙h,i,n+1(λh),γ˙h,i,n+1(λh),zh,i,n+1(λh),ph,i,n+1(λh))𝕏h,i×Vh,i×h,i×Zh,i×Wh,i((\sigma_{h,i}^{*,n+1}(\lambda_{h}),\dot{u}_{h,i}^{*,n+1}(\lambda_{h}),\linebreak\dot{\gamma}_{h,i}^{*,n+1}(\lambda_{h}),z_{h,i}^{*,n+1}(\lambda_{h}),p_{h,i}^{*,n+1}(\lambda_{h}))\in\mathbb{X}_{h,i}\times V_{h,i}\times\mathbb{Q}_{h,i}\times Z_{h,i}\times W_{h,i} such that:

(A(σh,i,n+1(λh)+αph,i,n+1(λh)I),τ)Ωi+Δt(u˙h,i,n+1(λh),divτ)Ωi\displaystyle\left(A\big{(}\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\big{)},\tau\right)_{\Omega_{i}}+\Delta t\left(\dot{u}_{h,i}^{*,n+1}(\lambda_{h}),\operatorname{div}{\tau}\right)_{\Omega_{i}}
+Δt(γ˙h,i,n+1(λh),τ)Ωi=Δtλhu˙,τniΓi,\displaystyle\qquad\quad+\Delta t\left(\dot{\gamma}_{h,i}^{*,n+1}(\lambda_{h}),\tau\right)_{\Omega_{i}}=\Delta t\langle\lambda_{h}^{\dot{u}},\tau\,n_{i}\rangle_{\Gamma_{i}}, τ𝕏h,i,\displaystyle\forall\tau\in\mathbb{X}_{h,i}, (3.22)
(divσh,i,n+1(λh),v)Ωi=0,\displaystyle\left(\operatorname{div}{\sigma_{h,i}^{*,n+1}(\lambda_{h})},v\right)_{\Omega_{i}}=0, vVh,i,\displaystyle\forall v\in V_{h,i}, (3.23)
(σh,i,n+1(λh),ξ)Ωi=0,\displaystyle\left(\sigma_{h,i}^{*,n+1}(\lambda_{h}),\xi\right)_{\Omega_{i}}=0, ξh,i,\displaystyle\forall\xi\in\mathbb{Q}_{h,i}, (3.24)
(K1zh,i,n+1(λh),q)Ωi(ph,i,n+1(λh),divq)Ωi=λhp,qniΓi,\displaystyle\left({K^{-1}}z_{h,i}^{*,n+1}(\lambda_{h}),q\right)_{\Omega_{i}}-\left(p_{h,i}^{*,n+1}(\lambda_{h}),\operatorname{div}{q}\right)_{\Omega_{i}}=-\langle\lambda_{h}^{p},q\cdot n_{i}\rangle_{\Gamma_{i}}, qZh,i,\displaystyle\forall q\in Z_{h,i}, (3.25)
c0(ph,i,n+1(λh),w)Ωi+α(A(σh,i,n+1(λh)+αph,i,n+1(λh)I),wI)Ωi\displaystyle c_{0}\left(p_{h,i}^{*,n+1}(\lambda_{h}),w\right)_{\Omega_{i}}+\alpha\left(A\big{(}\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\big{)},wI\right)_{\Omega_{i}}
+Δt(divzh,i,n+1(λh),w)Ωi=0,\displaystyle\qquad\quad+\Delta t\left(\operatorname{div}{z_{h,i}^{*,n+1}(\lambda_{h})},w\right)_{\Omega_{i}}=0, wWh,i.\displaystyle\forall w\in W_{h,i}. (3.26)

These problems have λh\lambda_{h} as Dirichlet interface data, along with zero source terms, zero outside boundary conditions, and zero data from the previous time step.

Define the bilinear forms ain+1:Λh×Λha_{i}^{n+1}:\Lambda_{h}\times\Lambda_{h}\to\mathbb{R}, 1im1\leq i\leq m, an+1:Λh×Λha^{n+1}:\Lambda_{h}\times\Lambda_{h}\to\mathbb{R}, and the linear functional gn+1:Λhg^{n+1}:\Lambda_{h}\to\mathbb{R} for all 0nN10\leq n\leq N-1 by

ain+1(λh,μ)\displaystyle a_{i}^{n+1}(\lambda_{h},\mu) =σh,i,n+1(λh)ni,μuΓizh,i,n+1(λh)ni,μpΓi,an+1(λh,μ)=i=1main+1(λh,μ),\displaystyle=\langle\sigma_{h,i}^{*,n+1}(\lambda_{h})\,n_{i},\mu^{u}\rangle_{\Gamma_{i}}-\langle z_{h,i}^{*,n+1}(\lambda_{h})\cdot n_{i},\mu^{p}\rangle_{\Gamma_{i}},\quad a^{n+1}(\lambda_{h},\mu)=\sum_{i=1}^{m}a_{i}^{n+1}(\lambda_{h},\mu), (3.27)
gn+1(μ)\displaystyle g^{n+1}(\mu) =i=1m(σ¯h,in+1ni,μuΓi+z¯h,in+1ni,μpΓi).\displaystyle=\sum_{i=1}^{m}\left(-\langle\bar{\sigma}_{h,i}^{n+1}\,n_{i},\mu^{u}\rangle_{\Gamma_{i}}+\langle\bar{z}_{h,i}^{n+1}\cdot n_{i},\mu^{p}\rangle_{\Gamma_{i}}\right). (3.28)

It follows from (3.13)–(3.14) that, for each 0nN10\leq n\leq N-1, the solution to the global problem (3.15), (3.9)–(3.14) is equivalent to solving the interface problem for λhn+1Λh\lambda_{h}^{n+1}\in\Lambda_{h}:

an+1(λhn+1,μ)=gn+1(μ),μΛh,\displaystyle a^{n+1}(\lambda_{h}^{n+1},\mu)=g^{n+1}(\mu),\quad\forall\mu\in\Lambda_{h}, (3.29)

and setting

σh,in+1=σh,i,n+1(λhn+1)+σ¯h,in+1,u˙h,in+1=u˙h,i,n+1(λhn+1)+u˙¯h,in+1,γ˙h,in+1=γ˙h,i,n+1(λhn+1)+γ˙¯h,in+1,zh,in+1=zh,i,n+1(λhn+1)+z¯h,in+1,ph,in+1=ph,i,n+1(λhn+1)+p¯h,in+1.\displaystyle\begin{aligned} &\sigma_{h,i}^{n+1}=\sigma_{h,i}^{*,n+1}(\lambda_{h}^{n+1})+\bar{\sigma}_{h,i}^{n+1},&&\dot{u}_{h,i}^{n+1}=\dot{u}_{h,i}^{*,n+1}(\lambda_{h}^{n+1})+\bar{\dot{u}}_{h,i}^{n+1},&&\dot{\gamma}_{h,i}^{n+1}=\dot{\gamma}_{h,i}^{*,n+1}(\lambda_{h}^{n+1})+\bar{\dot{\gamma}}_{h,i}^{n+1},\\ &z_{h,i}^{n+1}=z_{h,i}^{*,n+1}(\lambda_{h}^{n+1})+\bar{z}_{h,i}^{n+1},&&p_{h,i}^{n+1}=p_{h,i}^{*,n+1}(\lambda_{h}^{n+1})+\bar{p}_{h,i}^{n+1}.\end{aligned}

3.4 Analysis of the interface problem

We next show that the interface bilinear form an+1(,)a^{n+1}(\cdot,\cdot) is positive definite, which implies that the interface problem (3.29) is well-posed and can be solved using a suitable Krylov space method such as GMRES. We further obtain bounds on the spectrum of an+1(,)a^{n+1}(\cdot,\cdot) and establish rate of convergence for GMRES. We start by obtaining an expression for an+1(,)a^{n+1}(\cdot,\cdot) in terms of the subdomain bilinear forms.

Proposition 3.1.

For λh,μΛh\lambda_{h},\mu\in\Lambda_{h}, the interface bilinear form can be expressed as

an+1(λh,μ)\displaystyle a^{n+1}(\lambda_{h},\mu) =1Δti=1m[(Aσh,i,n+1(μ),σh,i,n+1(λh))+2(Aαph,i,n+1(μ)I,σh,i,n+1(λh))Ωi\displaystyle=\frac{1}{\Delta t}\sum_{i=1}^{m}\bigg{[}\left(A\sigma_{h,i}^{*,n+1}(\mu),\sigma_{h,i}^{*,n+1}(\lambda_{h})\right)+2\left(A\alpha p_{h,i}^{*,n+1}(\mu)I,\sigma_{h,i}^{*,n+1}(\lambda_{h})\right)_{\Omega_{i}}
+(Aαph,i,n+1(μ)I,αph,i,n+1(λh)I)Ωi+c0(ph,i,n+1(μ),ph,i,n+1(λh))Ωi\displaystyle+\left(A\alpha p_{h,i}^{*,n+1}(\mu)I,\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\right)_{\Omega_{i}}+c_{0}\left(p_{h,i}^{*,n+1}(\mu),p_{h,i}^{*,n+1}(\lambda_{h})\right)_{\Omega_{i}}
+Δt(K1zh,i,n+1(μ),zh,i,n+1(λh))].\displaystyle+\Delta t\left(K^{-1}z_{h,i}^{*,n+1}(\mu),z_{h,i}^{*,n+1}(\lambda_{h})\right)\bigg{]}. (3.30)
Proof.

To see this, consider the second set of complementary equations (3.22)–(3.26) with data μ\mu, use the test functions: σh,i,n+1(λh)\sigma_{h,i}^{*,n+1}(\lambda_{h}) in (3.22) and zh,i,n+1(λh)z_{h,i}^{*,n+1}(\lambda_{h}) in equation (3.25) . ∎

Remark 3.2.

The non-differentiated formulation results in a missing scaling of 1Δt\frac{1}{\Delta t} in the term (A(σh,i,n+1(λh)+αph,i,n+1(λh)I),τ)Ωi\left(A\big{(}\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\big{)},\tau\right)_{\Omega_{i}} in (3.22) compared to the similar term in (3.26). Therefore the two terms cannot be combined, resulting in a non-coercive expression for an+1(,)a^{n+1}(\cdot,\cdot).

Recalling the properties of AA and KK, there exist constants 0<aminamax<0<a_{\min}\leq a_{\max}<\infty and 0<kminkmax<0<k_{\min}\leq k_{\max}<\infty such that

aminτ2(Aτ,τ)amaxτ2,τ𝕏,\displaystyle a_{\min}\|\tau\|^{2}\leq\left(A\tau,\tau\right)\leq a_{\max}\|\tau\|^{2},\quad\forall\,\tau\in\mathbb{X}, (3.31)
kminq2(Kq,q)kmaxq2,qZ.\displaystyle k_{\min}\|q\|^{2}\leq\left(Kq,q\right)\leq k_{\max}\|q\|^{2},\quad\forall\,q\in Z. (3.32)

We will also utilize suitable mixed interpolants in the finite element spaces 𝕏h,i\mathbb{X}_{h,i} and Zh,iZ_{h,i}. It is shown in [35] that there exists an interpolant Π~i:Hϵ(Ωi,𝕄)𝕏i𝕏h,i\tilde{\Pi}_{i}:H^{\epsilon}(\Omega_{i},\mathbb{M})\cap\mathbb{X}_{i}\to\mathbb{X}_{h,i} for any ϵ>0\epsilon>0 such that for all σHϵ(Ωi,𝕄)𝕏i\sigma\in H^{\epsilon}(\Omega_{i},\mathbb{M})\cap\mathbb{X}_{i}, τ𝕏h,i\tau\in\mathbb{X}_{h,i}, vVh,iv\in V_{h,i}, and ξh,i\xi\in\mathbb{Q}_{h,i},

(div(Π~iσσ),v)Ωi=0,(Π~iσσ,ξ)Ωi=0,(Π~iσσ)ni,τniΩi=0,(\operatorname{div}(\tilde{\Pi}_{i}\sigma-\sigma),v)_{\Omega_{i}}=0,\quad(\tilde{\Pi}_{i}\sigma-\sigma,\xi)_{\Omega_{i}}=0,\quad\langle(\tilde{\Pi}_{i}\sigma-\sigma)n_{i},\tau\,n_{i}\rangle_{\partial\Omega_{i}}=0, (3.33)

and

Π~iσΩiC(σϵ,Ωi+divσΩi).\|\tilde{\Pi}_{i}\sigma\|_{\Omega_{i}}\leq C(\|\sigma\|_{\epsilon,\Omega_{i}}+\|\operatorname{div}\sigma\|_{\Omega_{i}}). (3.34)

For the Darcy problem we use the canonical mixed interpolant [19], Π:Hϵ(Ωi,d)ZiZh,i\Pi:H^{\epsilon}(\Omega_{i},\mathbb{R}^{d})\cap Z_{i}\to Z_{h,i} such that for all zHϵ(Ωi,d)Ziz\in H^{\epsilon}(\Omega_{i},\mathbb{R}^{d})\cap Z_{i}, qZh,iq\in Z_{h,i}, and wWh,iw\in W_{h,i},

(div(Πizz),w)Ωi=0,(Πizz)ni,qniΩi=0,(\operatorname{div}(\Pi_{i}z-z),w)_{\Omega_{i}}=0,\quad\langle(\Pi_{i}z-z)\cdot n_{i},q\cdot n_{i}\rangle_{\partial\Omega_{i}}=0, (3.35)

and

ΠizΩiC(zϵ,Ωi+divzΩi).\|\Pi_{i}z\|_{\Omega_{i}}\leq C(\|z\|_{\epsilon,\Omega_{i}}+\|\operatorname{div}z\|_{\Omega_{i}}). (3.36)
Lemma 3.2.

The interface bilinear form an+1(,)a^{n+1}(\cdot,\cdot) is positive definite over Λh\Lambda_{h}.

Proof.

Using the representation of the interface bilinear form (3.30), we get

an+1(λh,λh)=1Δti=1m[(A(σh,i,n+1(λh)+αph,i,n+1(λh)I),σh,i,n+1(λh)+αph,i,n+1(λh)I)Ωi+c0(ph,i,n+1(λh),ph,i,n+1(λh))Ωi+Δt(K1zh,i,n+1(λh),zh,i,n+1(λh))Ωi],a^{n+1}(\lambda_{h},\lambda_{h})=\frac{1}{\Delta t}\sum_{i=1}^{m}\bigg{[}\left(A(\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I),\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\right)_{\Omega_{i}}\\ +c_{0}\left(p_{h,i}^{*,n+1}(\lambda_{h}),p_{h,i}^{*,n+1}(\lambda_{h})\right)_{\Omega_{i}}\ +\Delta t\left({K^{-1}}z_{h,i}^{*,n+1}(\lambda_{h}),z_{h,i}^{*,n+1}(\lambda_{h})\right)_{\Omega_{i}}\bigg{]}, (3.37)

which, combined with (3.31)–(3.32), gives an+1(λh,λh)0a^{n+1}(\lambda_{h},\lambda_{h})\geq 0, and hence an+1(,)a^{n+1}(\cdot,\cdot) is positive semidefinite. We next show that a(λh,λh)=0a(\lambda_{h},\lambda_{h})=0 implies λh=0\lambda_{h}=0. We use a two-part argument to control separately λhu˙\lambda_{h}^{\dot{u}} and λhp\lambda_{h}^{p}. Let Ωi\Omega_{i} be a domain adjacent to ΓDu\Gamma_{D}^{u} such that |ΩiΓDu|>0|{\partial\Omega}_{i}\cap\Gamma_{D}^{u}|>0 and let (ψu˙,ϕu˙)(\psi^{\dot{u}},\phi^{\dot{u}}) be the solution of the auxiliary elasticity problem

Aψiu˙=ϵ(ϕiu˙),divψiu˙=0in Ωi,\displaystyle A\psi_{i}^{\dot{u}}=\epsilon(\phi_{i}^{\dot{u}}),\quad\operatorname{div}\psi_{i}^{\dot{u}}=0\quad\text{in }\Omega_{i},
ϕiu˙=0on ΩiΓDu,\displaystyle\phi_{i}^{\dot{u}}=0\quad\text{on }{\partial\Omega}_{i}\cap\Gamma_{D}^{u},
ψiu˙ni={0on ΩiΓNσλhu˙on Γi.\displaystyle\psi_{i}^{\dot{u}}\,n_{i}=\begin{cases}0&\mbox{on }{\partial\Omega}_{i}\cap\Gamma_{N}^{\sigma}\\ \lambda_{h}^{\dot{u}}&\mbox{on }\Gamma_{i}.\end{cases}

Elliptic regularity [23] implies that ψiu˙Hϵ(Ωi,𝕄)𝕏i\psi_{i}^{\dot{u}}\in H^{\epsilon}(\Omega_{i},\mathbb{M})\cap\mathbb{X}_{i} for some ϵ>0\epsilon>0, and therefore the mixed interpolant Π~iψiu˙\tilde{\Pi}_{i}\psi_{i}^{\dot{u}} is well defined. Taking τ=Π~iψiu˙\tau=\tilde{\Pi}_{i}\psi_{i}^{\dot{u}} in (3.22) and using (3.33) and (3.34) gives

λhu˙Γi2\displaystyle\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}^{2} =λhu˙,ψiu˙niΓi=λhu˙,Π~ψiu˙niΓi\displaystyle=\langle\lambda_{h}^{\dot{u}},\psi_{i}^{\dot{u}}\,n_{i}\rangle_{\Gamma_{i}}=\langle\lambda_{h}^{\dot{u}},\tilde{\Pi}\psi_{i}^{\dot{u}}\,n_{i}\rangle_{\Gamma_{i}}
=1Δt(A(σh,i,n+1(λh)+αph,i,n+1(λh)I),Π~ψiu˙)Ωi+(u˙h,i,n+1(λh),divΠ~ψiu˙)Ωi+(γ˙h,i,n+1(λh),Π~ψiu˙)Ωi\displaystyle=\frac{1}{\Delta t}\left(A(\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I),\tilde{\Pi}\psi_{i}^{\dot{u}}\right)_{\Omega_{i}}+\left(\dot{u}_{h,i}^{*,n+1}(\lambda_{h}),\operatorname{div}{\tilde{\Pi}\psi_{i}^{\dot{u}}}\right)_{\Omega_{i}}+\left(\dot{\gamma}_{h,i}^{*,n+1}(\lambda_{h}),\tilde{\Pi}\psi_{i}^{\dot{u}}\right)_{\Omega_{i}}
=1Δt(A1/2(σh,i,n+1(λh)+αph,i,n+1(λh)I),A1/2Π~ψiu˙)Ωi\displaystyle=\frac{1}{\Delta t}\left(A^{1/2}(\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I),A^{1/2}\tilde{\Pi}\psi_{i}^{\dot{u}}\right)_{\Omega_{i}}
CΔtA1/2(σh,i,n+1(λh)+αph,i,n+1(λh)I)Ωiψiu˙ϵ,Ωi\displaystyle\leq\frac{C}{\Delta t}\|A^{1/2}(\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I)\|_{\Omega_{i}}\|\psi_{i}^{\dot{u}}\|_{\epsilon,\Omega_{i}}
CΔtA1/2(σh,i,n+1(λh)+αph,i,n+1(λh)I)Ωiλhu˙Γi,\displaystyle\leq\frac{C}{\Delta t}\|A^{1/2}(\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I)\|_{\Omega_{i}}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}, (3.38)

where in the last inequality we used the elliptic regularity bound [23]

ψiu˙ϵ,ΩiCλhϵ1/2,Γi.\|\psi_{i}^{\dot{u}}\|_{\epsilon,\Omega_{i}}\leq C\|\lambda_{h}\|_{\epsilon-1/2,\Gamma_{i}}. (3.39)

Using the representation of the interface bilinear form (3.30), we obtain

λhu˙Γi2CΔtain+1(λh,λh)λhΛh.\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}^{2}\leq\frac{C}{\Delta t}a_{i}^{n+1}(\lambda_{h},\lambda_{h})\,\,\,\,\,\forall\,\lambda_{h}\in\Lambda_{h}. (3.40)

Next, consider an adjacent subdomain Ωj\Omega_{j} such that |Γij|>0|\Gamma_{ij}|>0. Let (ψju˙,ϕju˙)(\psi_{j}^{\dot{u}},\phi_{j}^{\dot{u}}) be the solution to

Aψju˙=ϵ(ϕju˙),divψju˙=0in Ωj,\displaystyle A\psi_{j}^{\dot{u}}=\epsilon(\phi_{j}^{\dot{u}}),\quad\operatorname{div}\psi_{j}^{\dot{u}}=0\quad\text{in }\Omega_{j},
ϕiu˙=0on Γij,\displaystyle\phi_{i}^{\dot{u}}=0\quad\text{on }\Gamma_{ij},
ψiu˙ni={0on ΩjΩλhu˙on ΓjΓij.\displaystyle\psi_{i}^{\dot{u}}\,n_{i}=\begin{cases}0&\mbox{on }{\partial\Omega}_{j}\cap{\partial\Omega}\\ \lambda_{h}^{\dot{u}}&\mbox{on }\Gamma_{j}\setminus\Gamma_{ij}.\end{cases}

Taking τ=Π~jψju˙\tau=\tilde{\Pi}_{j}\psi_{j}^{\dot{u}} in (3.22) and using (3.33) gives

λhu˙ΓjΓij2\displaystyle\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{j}\setminus\Gamma_{ij}}^{2} =1Δt(A(σh,j,n+1(λh)+αph,j,n+1(λh)I),Π~ψju˙)Ωjλhu˙,ψju˙njΓij\displaystyle=\frac{1}{\Delta t}\left(A(\sigma_{h,j}^{*,n+1}(\lambda_{h})+\alpha p_{h,j}^{*,n+1}(\lambda_{h})I),\tilde{\Pi}\psi_{j}^{\dot{u}}\right)_{\Omega_{j}}-\langle\lambda_{h}^{\dot{u}},\psi_{j}^{\dot{u}}\,n_{j}\rangle_{\Gamma_{ij}}
C(1ΔtA1/2(σh,j,n+1(λh)+αph,j,n+1(λh)I)Ωj+λhu˙Γij)ψju˙ϵ,Ωj\displaystyle\leq C\left(\frac{1}{\Delta t}\|A^{1/2}(\sigma_{h,j}^{*,n+1}(\lambda_{h})+\alpha p_{h,j}^{*,n+1}(\lambda_{h})I)\|_{\Omega_{j}}+\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{ij}}\right)\|\psi_{j}^{\dot{u}}\|_{\epsilon,\Omega_{j}}
CΔt(ajn+1(λh,λh)1/2+ain+1(λh,λh)1/2)λhu˙ΓjΓij,\displaystyle\leq\frac{C}{\sqrt{\Delta t}}\left(a_{j}^{n+1}(\lambda_{h},\lambda_{h})^{1/2}+a_{i}^{n+1}(\lambda_{h},\lambda_{h})^{1/2}\right)\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{j}\setminus\Gamma_{ij}},

where in the first inequality we used (3.34) and the trace inequality [43]

τnj,μΓijC(τϵ,Ωj+divτΩj)μΓij,τHϵ(Ωj,𝕄)𝕏j,μL2(Γij,d),\langle\tau\,n_{j},\mu\rangle_{\Gamma_{ij}}\leq C(\|\tau\|_{\epsilon,\Omega_{j}}+\|\operatorname{div}\tau\|_{\Omega_{j}})\|\mu\|_{\Gamma_{ij}},\quad\forall\,\tau\in H^{\epsilon}(\Omega_{j},\mathbb{M})\cap\mathbb{X}_{j},\,\mu\in L^{2}(\Gamma_{ij},\mathbb{R}^{d}),

and for the second inequality we used the representation (3.30) and the bound from Ωi\Omega_{i} (3.40), along with the elliptic regularity bound (3.39). Iterating over all subdomains in a similar fashion results in

λhu˙Γ2CΔtan+1(λh,λh)λhΛh.\|\lambda_{h}^{\dot{u}}\|_{\Gamma}^{2}\leq\frac{C}{\Delta t}a^{n+1}(\lambda_{h},\lambda_{h})\,\,\,\,\,\forall\,\lambda_{h}\in\Lambda_{h}. (3.41)

The argument for λhp\lambda_{h}^{p} is similar. We start with a subdomain Ωi\Omega_{i} adjacent to ΓDp\Gamma_{D}^{p} such that |ΩiΓDp|>0|{\partial\Omega}_{i}\cap\Gamma_{D}^{p}|>0 and let (ψp,ϕp)(\psi^{p},\phi^{p}) be the solution of the auxiliary flow problem

K1ψip=ϕip,ψip=0in Ωi,\displaystyle K^{-1}\psi_{i}^{p}=\nabla\phi_{i}^{p},\quad\nabla\cdot\psi_{i}^{p}=0\quad\text{in }\Omega_{i}, (3.42)
ϕip=0on ΩiΓDp,\displaystyle\phi_{i}^{p}=0\quad\text{on }{\partial\Omega}_{i}\cap\Gamma_{D}^{p}, (3.43)
ψipni={0on ΩiΓNz,λhpon Γi.\displaystyle\psi_{i}^{p}\cdot n_{i}=\begin{cases}0&\mbox{on }{\partial\Omega}_{i}\cap\Gamma_{N}^{z},\\ \lambda_{h}^{p}&\mbox{on }\Gamma_{i}.\end{cases} (3.44)

Taking q=Πiψipq=\Pi_{i}\psi_{i}^{p} in (3.25) and using (3.35), (3.36), and elliptic regularity similar to (3.39) gives

λhpΓi2\displaystyle\|\lambda_{h}^{p}\|_{\Gamma_{i}}^{2} =λhp,ψipniΓi=λhp,ΠiψipniΓi=(K1zh,i,n+1(λh),Πiψip)Ωi\displaystyle=\langle\lambda_{h}^{p},\psi_{i}^{p}\cdot n_{i}\rangle_{\Gamma_{i}}=\langle\lambda_{h}^{p},\Pi_{i}\psi_{i}^{p}\cdot n_{i}\rangle_{\Gamma_{i}}=({K^{-1}}z_{h,i}^{*,n+1}(\lambda_{h}),\Pi_{i}\psi_{i}^{p})_{\Omega_{i}}
CK1/2zh,i,n+1(λh)Ωiψipϵ,ΩiCK1/2zh,i,n+1(λh)ΩiλhpΓi,\displaystyle\leq C\|K^{-1/2}z_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}\|\psi_{i}^{p}\|_{\epsilon,\Omega_{i}}\leq C\|K^{-1/2}z_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}\|\lambda_{h}^{p}\|_{\Gamma_{i}},

which, together with (3.30) implies

λhpΓi2Cain+1(λh,λh).\|\lambda_{h}^{p}\|_{\Gamma_{i}}^{2}\leq Ca_{i}^{n+1}(\lambda_{h},\lambda_{h}).

Iterating over all subdomains in a way similar to the argument for λhu˙\lambda_{h}^{\dot{u}}, we obtain

λhpΓ2Can+1(λh,λh)λhΛh.\|\lambda_{h}^{p}\|_{\Gamma}^{2}\leq Ca^{n+1}(\lambda_{h},\lambda_{h})\,\,\,\,\,\forall\,\lambda_{h}\in\Lambda_{h}. (3.45)

A combination of (3.41) and (3.45) implies that an+1(,)a^{n+1}(\cdot,\cdot) is positive definite on Λh\Lambda_{h}. ∎

Theorem 3.3.

There exist positive constants C0C_{0} and C1C_{1} independent of hh and Δt\Delta t such that

λhΛh,C0(Δtλhu˙Γ2+λhpΓ2)an+1(λh,λh)C1h1(Δtλhu˙Γ2+λhpΓ2).\displaystyle\forall\,\lambda_{h}\in\Lambda_{h},\qquad C_{0}(\Delta t\|\lambda_{h}^{\dot{u}}\|_{\Gamma}^{2}+\|\lambda_{h}^{p}\|_{\Gamma}^{2})\leq a^{n+1}(\lambda_{h},\lambda_{h})\leq C_{1}h^{-1}(\Delta t\|\lambda_{h}^{\dot{u}}\|_{\Gamma}^{2}+\|\lambda_{h}^{p}\|_{\Gamma}^{2}). (3.46)

In addition, there exist positive constants C~0\tilde{C}_{0} and C~1\tilde{C}_{1} independent of hh, Δt\Delta t, and c0c_{0} such that

λhΛh,C~0(Δtλhu˙Γ2+λhpΓ2)an+1(λh,λh)C~1h1Δt1(Δtλhu˙Γ2+λhpΓ2).\displaystyle\forall\lambda_{h}\in\Lambda_{h},\qquad\tilde{C}_{0}(\Delta t\|\lambda_{h}^{\dot{u}}\|_{\Gamma}^{2}+\|\lambda_{h}^{p}\|_{\Gamma}^{2})\leq a^{n+1}(\lambda_{h},\lambda_{h})\leq\tilde{C}_{1}h^{-1}\Delta t^{-1}(\Delta t\|\lambda_{h}^{\dot{u}}\|_{\Gamma}^{2}+\|\lambda_{h}^{p}\|_{\Gamma}^{2}). (3.47)
Proof.

The left inequality in (3.46) and (3.47) follows from (3.41) and (3.45). To prove the right inequality, we use the definition of the interface operator (3.27) to obtain

ain+1\displaystyle a_{i}^{n+1} (λh,λh)=σh,i,n+1(λh)ni,λhu˙Γizh,i,n+1(λh)ni,λhpΓi\displaystyle(\lambda_{h},\lambda_{h})=\langle\sigma_{h,i}^{*,n+1}(\lambda_{h})\,n_{i},\lambda_{h}^{\dot{u}}\rangle_{\Gamma_{i}}-\langle z_{h,i}^{*,n+1}(\lambda_{h})\cdot n_{i},\lambda_{h}^{p}\rangle_{\Gamma_{i}}
σh,i,n+1(λh)niΓiλhu˙Γi+zh,i,n+1(λh)niΓiλhpΓi\displaystyle\leq\|\sigma_{h,i}^{*,n+1}(\lambda_{h})\,n_{i}\|_{\Gamma_{i}}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}+\|z_{h,i}^{*,n+1}(\lambda_{h})\cdot n_{i}\|_{\Gamma_{i}}\|\lambda_{h}^{p}\|_{\Gamma_{i}}
Ch1/2(σh,i,n+1(λh)Ωiλhu˙Γi+zh,i,n+1(λh)ΩiλhpΓi)\displaystyle\leq Ch^{-1/2}\left(\|\sigma_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}+\|z_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}\|\lambda_{h}^{p}\|_{\Gamma_{i}}\right)
Ch1/2((σh,i,n+1(λh)+αph,i,n+1(λh)IΩi+αph,i,n+1(λh)I)λhu˙Γi+zh,i,n+1(λh)ΩiλhpΓi)\displaystyle\leq Ch^{-1/2}\left(\big{(}\|\sigma_{h,i}^{*,n+1}(\lambda_{h})+\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\|_{\Omega_{i}}+\|\alpha p_{h,i}^{*,n+1}(\lambda_{h})I\|\big{)}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}+\|z_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}\|\lambda_{h}^{p}\|_{\Gamma_{i}}\right)
Ch1/2ain+1(λh,λh)1/2(Δt1/2λhu˙Γi+λhpΓi),\displaystyle\leq Ch^{-1/2}a_{i}^{n+1}(\lambda_{h},\lambda_{h})^{1/2}\left(\Delta t^{1/2}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}+\|\lambda_{h}^{p}\|_{\Gamma_{i}}\right), (3.48)

where for the second inequality we used the discrete trace inequality for finite element functions φ\varphi,

φΓiCh1/2φΩi,\|\varphi\|_{\Gamma_{i}}\leq Ch^{-1/2}\|\varphi\|_{\Omega_{i}}, (3.49)

and the last inequality follows from (3.37). We note that the constant in the last inequality depends on c0c_{0}. This implies the right inequality in (3.46).

To obtain the right inequality in (3.47) with a constant independent of c0c_{0}, we use the inf-sup condition (2.22) and (3.25):

ph,i,n+1(λh)Ωi\displaystyle\|p_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}} Csup0qZh,idivq,ph,i,n+1(λh)Ωiqdiv,Ωi=Csup0qZh,i(K1zh,i,n+1(λh),q)Ωi+λhp,qniΓiqdiv,Ωi\displaystyle\leq C\sup_{0\neq q\in Z_{h,i}}\frac{\langle\operatorname{div}q,p_{h,i}^{*,n+1}(\lambda_{h})\rangle_{\Omega_{i}}}{\|q\|_{\operatorname{div},\Omega_{i}}}=C\sup_{0\neq q\in Z_{h,i}}\frac{(K^{-1}z_{h,i}^{*,n+1}(\lambda_{h}),q)_{\Omega_{i}}+\langle\lambda_{h}^{p},q\cdot n_{i}\rangle_{\Gamma_{i}}}{\|q\|_{\operatorname{div},\Omega_{i}}}
C(zh,i,n+1(λh)Ωi+h1/2λhpΓi),\displaystyle\leq C\left(\|z_{h,i}^{*,n+1}(\lambda_{h})\|_{\Omega_{i}}+h^{-1/2}\|\lambda_{h}^{p}\|_{\Gamma_{i}}\right), (3.50)

where the last inequality uses (3.49). Combining (3.50) with the next to last inequality in (3.48) and using (3.37), we get:

ain+1\displaystyle a_{i}^{n+1} (λh,λh)\displaystyle(\lambda_{h},\lambda_{h})
Ch1/2((Δt1/2ai(λh,λh)1/2+ai(λh,λh)1/2+h1/2λhpΓi)λhu˙Γi+ai(λh,λh)1/2λhpΓi)\displaystyle\leq Ch^{-1/2}\left(\big{(}\Delta t^{1/2}a_{i}(\lambda_{h},\lambda_{h})^{1/2}+a_{i}(\lambda_{h},\lambda_{h})^{1/2}+h^{-1/2}\|\lambda_{h}^{p}\|_{\Gamma_{i}}\big{)}\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}+a_{i}(\lambda_{h},\lambda_{h})^{1/2}\|\lambda_{h}^{p}\|_{\Gamma_{i}}\right)
C(ϵain+1(λh,λh)+1ϵh1Δt1(Δtλhu˙Γi2+λhpΓi)),\displaystyle\leq C\left(\epsilon a_{i}^{n+1}(\lambda_{h},\lambda_{h})+\frac{1}{\epsilon}h^{-1}\Delta t^{-1}(\Delta t\|\lambda_{h}^{\dot{u}}\|_{\Gamma_{i}}^{2}+\|\lambda_{h}^{p}\|_{\Gamma_{i}})\right),

using Young’s inequality in the last inequality. Taking ϵ\epsilon sufficiently small implies the right inequality in (3.47). ∎

Theorem 3.3 provides upper and lower bounds on the field of values of the interface operator, which can be used to estimate the convergence of the interface GMRES solver. In particular, let 𝐫k=(𝐫ku˙,𝐫kp)\mathbf{r}_{k}=(\mathbf{r}_{k}^{\dot{u}},\mathbf{r}_{k}^{p}) be the kk-th residual of the GMRES iteration for solving the interface problem (3.29). Define |𝐫k|2=Δt|𝐫ku˙|2+|𝐫kp|2|\mathbf{r}_{k}|_{\star}^{2}=\Delta t|\mathbf{r}_{k}^{\dot{u}}|^{2}+|\mathbf{r}_{k}^{p}|^{2}, where |||\cdot| denotes the Euclidean vector norm. The following corollary to Theorem 3.3 follows from the field-of-values analysis in [54].

Corollary 3.4.

For the kk-th GMRES residual for solving (3.29), it holds that

|𝐫k|(1(C0/C1)2h2)k|𝐫0||\mathbf{r}_{k}|_{\star}\leq\left(\sqrt{1-(C_{0}/C_{1})^{2}h^{2}}\right)^{k}\,|\mathbf{r}_{0}|_{\star} (3.51)

and

|𝐫k|(1(C~0/C~1)2h2Δt2)k|𝐫0|.|\mathbf{r}_{k}|_{\star}\leq\left(\sqrt{1-(\tilde{C}_{0}/\tilde{C}_{1})^{2}h^{2}\Delta t^{2}}\right)^{k}\,|\mathbf{r}_{0}|_{\star}. (3.52)
Remark 3.3.

Bounds (3.51) and (3.52) imply convergence of the interface GMRES iteration that is independent of either Δt\Delta t or c0c_{0}, but not both. In Section 5 we present numerical results showing that the GMRES convergence is robust with respect to both c0c_{0} and Δt\Delta t.

4 Split methods

In this section, we consider two popular splitting methods to decouple the fully coupled poroelastic problem, namely the drained split (DS) and fixed stress (FS) methods [36, 37]. We show, using energy bounds, that these two methods are unconditionally stable in our MFE formulation. We then define, at each time step, a domain decomposition algorithm for the flow and mechanics equations separately. Domain decomposition techniques for the flow [29] and mechanics [35] components have already been studied in previous works.

4.1 Drained split

The DS method consists of solving the mechanics problem first, with the value of pressure from the previous time step. Afterward, the flow problem is solved using the new values of the stress tensor. The DS method for the classical Biot formulation of poroelasticity is known to require certain conditions on the parameters for stability [36]. In the setting of our mixed formulation, we show that this is not necessary and the method is unconditionally stable, see also [63]. For simplicity, we do the analysis with zero source terms.

The DS method results in the problem: for n=1,0,,N1n=-1,0,\ldots,N-1, find (σhn+1,uhn+1,γhn+1,zhn+1,phn+1)𝕏h×Vh×h×Zh×Wh(\sigma_{h}^{n+1},u_{h}^{n+1},\gamma_{h}^{n+1},z_{h}^{n+1},p_{h}^{n+1})\in\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h}\times Z_{h}\times W_{h} such that

(Aσhn+1,τ)+(uhn+1,divτ)+(γhn+1,τ)=(AαphnI,τ),\displaystyle\left(A\sigma_{h}^{n+1},\tau\right)+\left(u_{h}^{n+1},\operatorname{div}{\tau}\right)+\left(\gamma_{h}^{n+1},\tau\right)=-\left(A\alpha p_{h}^{n}I,\tau\right), τ𝕏h,\displaystyle\forall\tau\in\mathbb{X}_{h}, (4.1)
(divσhn+1,v)=0,\displaystyle\left(\operatorname{div}{\sigma_{h}^{n+1}},v\right)=0, vVh,\displaystyle\forall v\in V_{h}, (4.2)
(σhn+1,ξ)=0,\displaystyle\left(\sigma_{h}^{n+1},\xi\right)=0, ξh,\displaystyle\forall\xi\in\mathbb{Q}_{h}, (4.3)

and

(K1zhn+1,q)(phn+1,divq)=0,\displaystyle\left({K^{-1}}z_{h}^{n+1},q\right)-\left(p_{h}^{n+1},\operatorname{div}{q}\right)=0, qZh,\displaystyle\forall q\in Z_{h}, (4.4)
c0(phn+1phnΔt,w)+α(Aαphn+1phnΔtI,wI)+(divzhn+1,w)=α(Aσhn+1σhnΔt,wI),\displaystyle c_{0}\left(\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t},w\right)+\alpha\left(A\alpha\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t}I,wI\right)+\left(\operatorname{div}{z_{h}^{n+1}},w\right)=-\alpha\left(A\frac{\sigma_{h}^{n+1}-\sigma_{h}^{n}}{\Delta t},wI\right), wWh,\displaystyle\forall w\in W_{h}, (4.5)

where (4.1)–(4.4) hold for n=1,0,,N1n=-1,0,\ldots,N-1 with ph1:=ph0p_{h}^{-1}:=p_{h}^{0}, and (4.5) holds for n=0,,N1n=0,\ldots,N-1. We note that solving (4.1)–(4.4) for n=1n=-1 provides initial data σh0\sigma_{h}^{0}, uh0u_{h}^{0}, γh0\gamma_{h}^{0}, and zh0z_{h}^{0}.

4.1.1 Stability analysis for drained split

The following theorem shows that the drained split scheme is unconditionally stable.

Theorem 4.1.

For the solution (σhn+1,uhn+1,γhn+1,zhn+1,phn+1)0nN1(\sigma_{h}^{n+1},u_{h}^{n+1},\gamma_{h}^{n+1},z_{h}^{n+1},p_{h}^{n+1})_{0\leq n\leq N-1} of the system (4.1)–(4.5), there exists a constant CC independent of hh, Δt\Delta t, c0c_{0}, and amina_{\min} such that

n=0N1c0Δtphn+1phn2+max0nN1(zhn+12+phn+12+A1/2σhn+12+uhn+12+γhn+12)\displaystyle\sum_{n=0}^{N-1}\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\max_{0\leq n\leq N-1}\left(\|z_{h}^{n+1}\|^{2}+\|p_{h}^{n+1}\|^{2}+\|A^{1/2}\sigma_{h}^{n+1}\|^{2}+\|u_{h}^{n+1}\|^{2}+\|\gamma_{h}^{n+1}\|^{2}\right)
C(ph02+zh02).\displaystyle\qquad\qquad\leq C\left(\|p_{h}^{0}\|^{2}+\|z_{h}^{0}\|^{2}\right).
Proof.

We subtract two successive time steps for equations (4.1)–(4.4), obtaining, for n=0,,N1n=0,\ldots,N-1,

(A(σhn+1σhn),τ)+(uhn+1uhn,divτ)+(γhn+1γhn,τ)=(Aα(phnphn1)I,τ),\displaystyle\left(A(\sigma_{h}^{n+1}-\sigma_{h}^{n}),\tau\right)+\left(u_{h}^{n+1}-u_{h}^{n},\operatorname{div}{\tau}\right)+\left(\gamma_{h}^{n+1}-\gamma_{h}^{n},\tau\right)=-\left(A\alpha(p_{h}^{n}-p_{h}^{n-1})I,\tau\right), τ𝕏h,\displaystyle\forall\,\tau\in\mathbb{X}_{h}, (4.6)
(div(σhn+1σhn),v)=0,\displaystyle\left(\operatorname{div}({\sigma_{h}^{n+1}-\sigma_{h}^{n})},v\right)=0, vVh,\displaystyle\forall\,v\in V_{h}, (4.7)
(σhn+1σhn,ξ)=0,\displaystyle\left(\sigma_{h}^{n+1}-\sigma_{h}^{n},\xi\right)=0, ξh,\displaystyle\forall\,\xi\in\mathbb{Q}_{h}, (4.8)
(K1(zhn+1zhn),q)(phn+1phn,divq)=0,\displaystyle\left({K^{-1}}(z_{h}^{n+1}-z_{h}^{n}),q\right)-\left(p_{h}^{n+1}-p_{h}^{n},\operatorname{div}{q}\right)=0, qZh.\displaystyle\forall\,q\in Z_{h}. (4.9)

Taking τ=σhn+1σhn\tau=\sigma_{h}^{n+1}-\sigma_{h}^{n}, v=uhn+1uhnv=u_{h}^{n+1}-u_{h}^{n} and ξ=γhn+1γhn\xi=\gamma_{h}^{n+1}-\gamma_{h}^{n} in (4.6)–(4.8) and summing gives

(A(σhn+1σhn),σhn+1σhn)=(Aα(phnphn1)I,σhn+1σhn),\left(A(\sigma_{h}^{n+1}-\sigma_{h}^{n}),\sigma_{h}^{n+1}-\sigma_{h}^{n}\right)=-\left(A\alpha(p_{h}^{n}-p_{h}^{n-1})I,\sigma_{h}^{n+1}-\sigma_{h}^{n}\right),

implying

A12(σhn+1σhn)αA12(phnphn1)I.\|A^{\frac{1}{2}}(\sigma_{h}^{n+1}-\sigma_{h}^{n})\|\leq\alpha\|A^{\frac{1}{2}}(p_{h}^{n}-p_{h}^{n-1})I\|. (4.10)

Taking q=zhn+1q=z_{h}^{n+1} in (4.9) and w=phn+1phnw=p_{h}^{n+1}-p_{h}^{n} in (4.5) and summing results in

c0(phn+1phnΔt,phn+1phn)+α(Aαphn+1phnΔtI,(phn+1phn)I)+(K1(zhn+1zhn),zhn+1)\displaystyle c_{0}\left(\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t},p_{h}^{n+1}-p_{h}^{n}\right)+\alpha\left(A\alpha\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t}I,(p_{h}^{n+1}-p_{h}^{n})I\right)+\left({K^{-1}}(z_{h}^{n+1}-z_{h}^{n}),z_{h}^{n+1}\right)
=α(Aσhn+1σhnΔt,(phn+1phn)I)12ΔtA12(σhn+1σhn)2+α22ΔtA12(phn+1phn)I2,\displaystyle=\alpha\left(A\frac{\sigma_{h}^{n+1}-\sigma_{h}^{n}}{\Delta t},(p_{h}^{n+1}-p_{h}^{n})I\right)\leq\frac{1}{2\Delta t}\|A^{\frac{1}{2}}(\sigma_{h}^{n+1}-\sigma_{h}^{n})\|^{2}+\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n+1}-p_{h}^{n})I\|^{2},

which, combined with (4.10), implies

c0Δtphn+1phn2+α22ΔtA12(phn+1phn)I2+12(K12(zhn+1zhn)2+K12zhn+12K12zhn2)\displaystyle\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n+1}-p_{h}^{n})I\|^{2}+\frac{1}{2}\left(\|K^{-\frac{1}{2}}(z_{h}^{n+1}-z_{h}^{n})\|^{2}+\|K^{-\frac{1}{2}}z_{h}^{n+1}\|^{2}-\|K^{-\frac{1}{2}}z^{n}_{h}\|^{2}\right)
α22ΔtA12(phnphn1)I2.\displaystyle\qquad\leq\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n}-p_{h}^{n-1})I\|^{2}.

Summing over nn from 0 to k1k-1 for any k=1,,Nk=1,\ldots,N and using that ph1=ph0p_{h}^{-1}=p_{h}^{0} gives

n=0k12c0Δtphn+1phn2+α2ΔtA12(phkphk1)I2+K12zhk2+n=0k1K12(zhn+1zhn)2K12zh02.\displaystyle\sum_{n=0}^{k-1}\frac{2c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\frac{\alpha^{2}}{\Delta t}\|A^{\frac{1}{2}}(p_{h}^{k}-p_{h}^{k-1})I\|^{2}+\|K^{-\frac{1}{2}}z_{h}^{k}\|^{2}+\sum_{n=0}^{k-1}\|K^{-\frac{1}{2}}(z_{h}^{n+1}-z_{h}^{n})\|^{2}\leq\|K^{-\frac{1}{2}}z_{h}^{0}\|^{2}.

We note that the second and fourth terms are suboptimal with respect to Δt\Delta t. Neglecting these terms and using (3.32), we obtain

n=0k1c0Δtphn+1phn2+zhk2Czh02,k=1,,N.\sum_{n=0}^{k-1}\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\|z_{h}^{k}\|^{2}\leq C\|z_{h}^{0}\|^{2},\quad k=1,\ldots,N. (4.11)

To obtain control on php_{h} independent of c0c_{0}, we use the inf-sup condition (2.22) and (4.4):

phn+1Csup0qZh(divq,phn+1)qdiv=Csup0qZh(K1zhn+1,q)qdivCzhn+1,n=0,,N1.\|p_{h}^{n+1}\|\leq C\sup_{0\neq q\in Z_{h}}\frac{(\operatorname{div}q,p_{h}^{n+1})}{\|q\|_{\text{div}}}=C\sup_{0\neq q\in Z_{h}}\frac{({K^{-1}}z_{h}^{n+1},q)}{\|q\|_{\text{div}}}\leq C\|z_{h}^{n+1}\|,\quad n=0,\ldots,N-1. (4.12)

Taking τ=σhn+1\tau=\sigma_{h}^{n+1}, v=uhn+1v=u_{h}^{n+1}, and ξ=γhn+1\xi=\gamma_{h}^{n+1} in (4.1)–(4.3) gives

A1/2σhn+1Cphn,n=0,,N1.\|A^{1/2}\sigma_{h}^{n+1}\|\leq C\|p_{h}^{n}\|,\quad n=0,\ldots,N-1. (4.13)

For the stability of uhu_{h} and γh\gamma_{h}, the inf-sup condition (2.21) combined with (4.1) gives:

uhn+1+γhn+1\displaystyle\|u_{h}^{n+1}\|+\|\gamma_{h}^{n+1}\| Csup0τ𝕏h(uhn+1,divτ)+(γhn+1,τ)τdiv=Csup0τ𝕏h(Aσhn+1,τ)+(AαphnI,τ)τdiv\displaystyle\leq C\sup_{0\neq\tau\in\mathbb{X}_{h}}\frac{\left(u_{h}^{n+1},\operatorname{div}{\tau}\right)+\left(\gamma_{h}^{n+1},\tau\right)}{\|\tau\|_{\text{div}}}=-C\sup_{0\neq\tau\in\mathbb{X}_{h}}\frac{\left(A\sigma_{h}^{n+1},\tau\right)+\left(A\alpha p_{h}^{n}I,\tau\right)}{\|\tau\|_{\text{div}}}
C(A12σhn+1+phn),n=0,,N1.\displaystyle\leq C\left(\|A^{\frac{1}{2}}\sigma_{h}^{n+1}\|+\|p_{h}^{n}\|\right),\quad n=0,\ldots,N-1. (4.14)

A combination of bounds (4.11)–(4.14) completes the proof of the theorem.

4.2 Fixed stress

The FS decoupling method solves the flow problem first, with the value of σ\sigma fixed from the previous time step. After that, the mechanics problem is solved using the new values of the pressure as data [37]. We again assume in the analysis zero source terms for simplicity. The method is: for n=1,0,,N1n=-1,0,\ldots,N-1, find (σhn+1,uhn+1,γhn+1,zhn+1,phn+1)𝕏h×Vh×h×Zh×Wh(\sigma_{h}^{n+1},u_{h}^{n+1},\gamma_{h}^{n+1},z_{h}^{n+1},p_{h}^{n+1})\in\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h}\times Z_{h}\times W_{h} such that

(K1zhn+1,q)(phn+1,divq)=0,\displaystyle\left({K^{-1}}z_{h}^{n+1},q\right)-\left(p_{h}^{n+1},\operatorname{div}{q}\right)=0, qZh,\displaystyle\forall q\in Z_{h}, (4.15)
c0(phn+1phnΔt,w)+α(Aαphn+1phnΔtI,wI)+(divzhn+1,w)\displaystyle c_{0}\left(\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t},w\right)+\alpha\left(A\alpha\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t}I,wI\right)+\left(\operatorname{div}{z_{h}^{n+1}},w\right)
=α(Aσhnσhn1Δt,wI),\displaystyle\qquad\qquad=-\alpha\left(A\frac{\sigma_{h}^{n}-\sigma_{h}^{n-1}}{\Delta t},wI\right), wWh,\displaystyle\forall w\in W_{h}, (4.16)

and

(Aσhn+1,τ)+(uhn+1,divτ)+(γhn+1,τ)=(Aαphn+1I,τ),\displaystyle\left(A\sigma_{h}^{n+1},\tau\right)+\left(u_{h}^{n+1},\operatorname{div}{\tau}\right)+\left(\gamma_{h}^{n+1},\tau\right)=-\left(A\alpha p_{h}^{n+1}I,\tau\right), τ𝕏h,\displaystyle\forall\tau\in\mathbb{X}_{h}, (4.17)
(divσhn+1,v)=0,\displaystyle\left(\operatorname{div}{\sigma_{h}^{n+1}},v\right)=0, vVh,\displaystyle\forall v\in V_{h}, (4.18)
(σhn+1,ξ)=0,\displaystyle\left(\sigma_{h}^{n+1},\xi\right)=0, ξh,\displaystyle\forall\xi\in\mathbb{Q}_{h}, (4.19)

where the equations (4.15) and (4.17)–(4.19) hold for n=1,0,,N1n=-1,0,\ldots,N-1 and (4.16) holds for n=0,,N1n=0,\ldots,N-1 with σh1:=σh0\sigma_{h}^{-1}:=\sigma_{h}^{0}. Solving (4.15) and (4.17)–(4.19) for n=1n=-1 provides initial data σh0\sigma_{h}^{0}, uh0u_{h}^{0}, γh0\gamma_{h}^{0}, and zh0z_{h}^{0}.

4.2.1 Stability analysis for fixed stress

The following theorem shows that the fixed stress scheme is unconditionally stable.

Theorem 4.2.

For the solution (σhn+1,uhn+1,γhn+1,zhn+1,phn+1)0nN1(\sigma_{h}^{n+1},u_{h}^{n+1},\gamma_{h}^{n+1},z_{h}^{n+1},p_{h}^{n+1})_{0\leq n\leq N-1} of the system (4.15)–(4.19), there exists a constant CC independent of hh, Δt\Delta t, c0c_{0}, and amina_{\min} such that

n=0N1c0Δtphn+1phn2+max0nN1(zhn+12+phn+12+A1/2σhn+12+uhn+12+γhn+12)Czh02.\displaystyle\sum_{n=0}^{N-1}\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\max_{0\leq n\leq N-1}\left(\|z_{h}^{n+1}\|^{2}+\|p_{h}^{n+1}\|^{2}+\|A^{1/2}\sigma_{h}^{n+1}\|^{2}+\|u_{h}^{n+1}\|^{2}+\|\gamma_{h}^{n+1}\|^{2}\right)\leq C\|z_{h}^{0}\|^{2}.
Proof.

The proof is similar to that of the drained split scheme. Taking the difference of two successive time steps for equations (4.17)–(4.19) and (4.15), we obtain, for n=0,,N1n=0,\ldots,N-1,

(A(σhn+1σhn),τ)+(uhn+1uhn,divτ)+(γhn+1γhn,τ)\displaystyle\left(A(\sigma_{h}^{n+1}-\sigma_{h}^{n}),\tau\right)+\left(u_{h}^{n+1}-u_{h}^{n},\operatorname{div}{\tau}\right)+\left(\gamma_{h}^{n+1}-\gamma_{h}^{n},\tau\right)
+(Aα(phn+1phn)I,τ)=0,\displaystyle\qquad\qquad+\left(A\alpha(p_{h}^{n+1}-p_{h}^{n})I,\tau\right)=0, τ𝕏h,\displaystyle\forall\tau\in\mathbb{X}_{h}, (4.20)
(div(σhn+1σhn),v)=0,\displaystyle\left(\operatorname{div}({\sigma_{h}^{n+1}-\sigma_{h}^{n}}),v\right)=0, vVh,\displaystyle\forall v\in V_{h}, (4.21)
(σhn+1σhn,ξ)=0,\displaystyle\left(\sigma_{h}^{n+1}-\sigma_{h}^{n},\xi\right)=0, ξh,\displaystyle\forall\xi\in\mathbb{Q}_{h}, (4.22)
(K1(zhn+1zhn),q)(phn+1phn,divq)=0,\displaystyle\left({K^{-1}}(z_{h}^{n+1}-z_{h}^{n}),q\right)-\left(p_{h}^{n+1}-p_{h}^{n},\operatorname{div}{q}\right)=0, qZh,\displaystyle\forall q\in Z_{h}, (4.23)

Taking τ=σhn+1σhn\tau=\sigma_{h}^{n+1}-\sigma_{h}^{n}, v=uhn+1uhnv=u_{h}^{n+1}-u_{h}^{n} and ξ=γhn+1γhn\xi=\gamma_{h}^{n+1}-\gamma_{h}^{n} in (4.20)–(4.22) and adding the equations results in

A12(σhn+1σhn)αA12(phn+1phn)I.\|A^{\frac{1}{2}}(\sigma_{h}^{n+1}-\sigma_{h}^{n})\|\leq\alpha\|A^{\frac{1}{2}}(p_{h}^{n+1}-p_{h}^{n})I\|. (4.24)

Taking test functions q=zhn+1q=z_{h}^{n+1} in (4.23) and w=phn+1phnw=p_{h}^{n+1}-p_{h}^{n} in (4.16) and adding the equations gives

c0(phn+1phnΔt,phn+1phn)+α(Aαphn+1phnΔtI,(phn+1phn)I)+(K1(zhn+1zhn),zhn+1)\displaystyle c_{0}\left(\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t},p_{h}^{n+1}-p_{h}^{n}\right)+\alpha\left(A\alpha\frac{p_{h}^{n+1}-p_{h}^{n}}{\Delta t}I,(p_{h}^{n+1}-p_{h}^{n})I\right)+\left({K^{-1}}(z_{h}^{n+1}-z_{h}^{n}),z_{h}^{n+1}\right)
=α(Aσhnσhn1Δt,(phn+1phn)I)12ΔtA12(σhnσhn1)2+α22ΔtA12(phn+1phn)I2,\displaystyle=\alpha\left(A\frac{\sigma_{h}^{n}-\sigma_{h}^{n-1}}{\Delta t},(p_{h}^{n+1}-p_{h}^{n})I\right)\leq\frac{1}{2\Delta t}\|A^{\frac{1}{2}}(\sigma_{h}^{n}-\sigma_{h}^{n-1})\|^{2}+\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n+1}-p_{h}^{n})I\|^{2},

which, combined with (4.24), implies, for n=0,,N1n=0,\ldots,N-1,

c0Δtphn+1phn2+α22ΔtA12(phn+1phn)I2+12(K12(zhn+1zhn)2+K12zhn+12K12zhn2)\displaystyle\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n+1}-p_{h}^{n})I\|^{2}+\frac{1}{2}\left(\|K^{-\frac{1}{2}}(z_{h}^{n+1}-z_{h}^{n})\|^{2}+\|K^{-\frac{1}{2}}z_{h}^{n+1}\|^{2}-\|K^{-\frac{1}{2}}z^{n}_{h}\|^{2}\right)
α22ΔtA12(phnphn1)I2,\displaystyle\qquad\leq\frac{\alpha^{2}}{2\Delta t}\|A^{\frac{1}{2}}(p_{h}^{n}-p_{h}^{n-1})I\|^{2},

where for n=0n=0 we have set ph1:=ph0p_{h}^{-1}:=p_{h}^{0}. Summing over nn from 0 to k1k-1 for any k=1,,Nk=1,\ldots,N gives

n=0k1c0Δtphn+1phn2+zhk2Czh02,k=1,,N.\sum_{n=0}^{k-1}\frac{c_{0}}{\Delta t}\|p_{h}^{n+1}-p_{h}^{n}\|^{2}+\|z_{h}^{k}\|^{2}\leq C\|z_{h}^{0}\|^{2},\quad k=1,\ldots,N. (4.25)

Next, similarly to the arguments in Theorem 4.1, we obtain

phn+1Czhn+1,n=0,,N1,\|p_{h}^{n+1}\|\leq C\|z_{h}^{n+1}\|,\quad n=0,\ldots,N-1, (4.26)
A1/2σhn+1Cphn+1,n=0,,N1.\|A^{1/2}\sigma_{h}^{n+1}\|\leq C\|p_{h}^{n+1}\|,\quad n=0,\ldots,N-1. (4.27)

and

uhn+1+γhn+1C(A12σhn+1+phn+1),n=0,,N1.\|u_{h}^{n+1}\|+\|\gamma_{h}^{n+1}\|\leq C\left(\|A^{\frac{1}{2}}\sigma_{h}^{n+1}\|+\|p_{h}^{n+1}\|\right),\quad n=0,\ldots,N-1. (4.28)

The proof is completed by combining (4.25)–(4.28). ∎

4.3 Domain decomposition for the split methods

In this subsection, we present a non-overlapping domain decomposition method for the drained split decoupled formulation discussed in subsection 4.1, with non-zero source terms. The domain decomposition algorithm for the fixed stress decoupled formulation is similar; it can be obtained by modifying the order of the coupling terms accordingly. We omit the details.

Following the notation used in Section 3 for the monolithic domain decomposition method, the domain decomposition method for the DS formulation with non-zero source terms reads as follows: for 1im1\leq i\leq m and n=0,,N1n=0,\ldots,N-1, find (σh,in+1,uh,in+1,γh,in+1,λhu,n+1)𝕏h,i×Vh,i×h,i×Λhu(\sigma_{h,i}^{n+1},u_{h,i}^{n+1},\gamma_{h,i}^{n+1},\lambda_{h}^{u,n+1})\in\mathbb{X}_{h,i}\times V_{h,i}\times\mathbb{Q}_{h,i}\times\Lambda_{h}^{u} and (zh,in+1,ph,in+1,λhp,n+1)Zh,i×Wh,i×Λhp(z_{h,i}^{n+1},p_{h,i}^{n+1},\lambda_{h}^{p,n+1})\in Z_{h,i}\times W_{h,i}\times\Lambda_{h}^{p} such that:

(Aσh,in+1,τ)Ωi+(uh,in+1,divτ)Ωi+(γh,in+1,τ)Ωi\displaystyle\left(A\sigma_{h,i}^{n+1},\tau\right)_{\Omega_{i}}+\left(u_{h,i}^{n+1},\operatorname{div}{\tau}\right)_{\Omega_{i}}+\left(\gamma_{h,i}^{n+1},\tau\right)_{\Omega_{i}}
=(Aαph,inI,τ)Ωi+gun+1,τniΩiΓDu+λhu,n+1,τniΓi,\displaystyle\qquad\quad=\left(A\alpha p_{h,i}^{n}I,\tau\right)_{\Omega_{i}}+\langle g_{u}^{n+1},\tau\,n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{u}}+\langle\lambda_{h}^{u,n+1},\tau\,n_{i}\rangle_{\Gamma_{i}}, τ𝕏h,i,\displaystyle\forall\tau\in\mathbb{X}_{h,i},
(divσh,in+1,v)Ωi=(fn+1,v)Ωi,\displaystyle\left(\operatorname{div}{\sigma_{h,i}^{n+1}},v\right)_{\Omega_{i}}=-\left(f^{n+1},v\right)_{\Omega_{i}}, vVh,i,\displaystyle\forall v\in V_{h,i},
(σh,in+1,ξ)Ωi=0,\displaystyle\left(\sigma_{h,i}^{n+1},\xi\right)_{\Omega_{i}}=0, ξh,i,\displaystyle\forall\xi\in\mathbb{Q}_{h,i},
i=1m(σh,in+1ni,μu)Γi=0,\displaystyle\sum_{i=1}^{m}\left(\sigma_{h,i}^{n+1}\,n_{i},\mu^{u}\right)_{\Gamma_{i}}=0, μuΛhu,\displaystyle\forall\mu^{u}\in\Lambda_{h}^{u},

and

(K1zh,in+1,q)Ωi(ph,in+1,divq)Ωi=gpn+1,qniΩiΓDpλhp,n+1,qniΓi,\displaystyle\left({K^{-1}}z_{h,i}^{n+1},q\right)_{\Omega_{i}}-\left(p_{h,i}^{n+1},\operatorname{div}{q}\right)_{\Omega_{i}}=-\langle g_{p}^{n+1},q\cdot n_{i}\rangle_{{\partial\Omega}_{i}\cap\Gamma_{D}^{p}}-\langle\lambda_{h}^{p,n+1},q\cdot n_{i}\rangle_{\Gamma_{i}}, qZh,i,\displaystyle\forall q\in Z_{h,i},
c0(ph,in+1ph,inΔt,w)Ωi+α(Aαph,in+1ph,inΔtI,wI)Ωi+(divzh,in+1,w)Ωi\displaystyle c_{0}\left(\frac{p_{h,i}^{n+1}-p_{h,i}^{n}}{\Delta t},w\right)_{\Omega_{i}}+\alpha\left(A\alpha\frac{p_{h,i}^{n+1}-p_{h,i}^{n}}{\Delta t}I,wI\right)_{\Omega_{i}}+\left(\operatorname{div}{z_{h,i}^{n+1}},w\right)_{\Omega_{i}}
=α(A(σh,in+1σh,in)Δt,wI)Ωi+(gn+1,w)Ωi,\displaystyle\hskip 60.00009pt=-\alpha\left(\frac{A\left(\sigma_{h,i}^{n+1}-\sigma_{h,i}^{n}\right)}{\Delta t},wI\right)_{\Omega_{i}}+\left(g^{n+1},w\right)_{\Omega_{i}}, wWh,i,\displaystyle\forall w\in W_{h,i},
i=1m(zh,in+1ni,μp)Γi=0,\displaystyle\sum_{i=1}^{m}\left(z_{h,i}^{n+1}\cdot n_{i},\mu^{p}\right)_{\Gamma_{i}}=0, μpΛhp.\displaystyle\forall\mu^{p}\in\Lambda_{h}^{p}.

The above split domain decomposition formulation consists of separate domain decomposition methods for mechanics and flow at each time step. Such methods have been studied in detail for the flow [29] and mechanics [35] components. It is shown that in both cases the global problem can be reduced to an interface problem with a symmetric and positive definite operator with condition number O(h1)O(h^{-1}). Therefore, we employ the conjugate gradient (CG) method for the solution of the interface problem in each case.

5 Numerical results

In this section we report the results of several numerical tests designed to verify and compare the convergence, stability, and efficiency of the three domain decomposition methods developed in the previous sections. The numerical schemes are implemented using deal.II finite element package [4, 12].

In all examples the computational domain is the unit square (0,1)2(0,1)^{2} and the mixed finite element spaces are 𝕏h×Vh×h=𝒟12×Q02×Q0\mathbb{X}_{h}\times V_{h}\times\mathbb{Q}_{h}=\mathcal{BDM}_{1}^{2}\times Q_{0}^{2}\times Q_{0} [9] for elasticity and Zh×Wh=𝒟1×Q0Z_{h}\times W_{h}=\mathcal{BDM}_{1}\times Q_{0} [19] for Darcy on quadrilateral meshes. Here QkQ_{k} denotes polynomials of degree kk in each variable. For solving the interface problem in the monolithic scheme we use non-restarted unpreconditioned GMRES and in the sequential decoupled methods we use unpreconditioned CG for the flow and mechanics parts separately. We use a tolerance on the relative residual rkro\frac{r_{k}}{r_{o}} as the stopping criteria for both iterative solvers. For Examples 1 and 2, the tolerance is taken to be 101210^{-12}. For Example 3, the tolerance is taken to be 10610^{-6} due to relatively smaller initial residual r0r_{0}. For the monolithic method, Theorem 3.3 implies that that the spectral ratio λmaxλmin=𝒪(h1)\frac{\lambda_{\max}}{\lambda_{\min}}=\mathcal{O}(h^{-1}), where λmin\lambda_{\min} and λmax\lambda_{\max} are the smallest and largest real eigenvalues of the interface operator, respectively. Depending on the deviation of the operator from a normal matrix [34, 33], the growth rate for the number of iterations required for GMRES to converge could be bounded. In particular, if the interface operator is normal, then the expected growth rate of the number of GMRES iterations is 𝒪(λmaxλmin)\mathcal{O}\left(\sqrt{\frac{\lambda_{max}}{\lambda_{min}}}\right) [34], which in our case is 𝒪(h0.5)\mathcal{O}(h^{-0.5}). On the other hand, the interface operators in the decoupled mechanics and flow systems in the DS and FS schemes are symmetric and positive definite [29, 35]. A well known result [34] is that the number of CG iterations required for convergence is 𝒪(κ)\mathcal{O}(\sqrt{\kappa}), where κ\kappa is the condition number for the interface operator. Furthermore, it is shown in [58, 35] that the condition numbers κmech\kappa_{mech} and κflow\kappa_{flow} for the interface operators corresponding to the mechanics and flow parts respectively are 𝒪(h1)\mathcal{O}(h^{-1}) as well and hence the expected growth rate for the number of CG iterations is also 𝒪(h0.5)\mathcal{O}(h^{-0.5}).

5.1 Example 1: convergence and stability

In this example we test the convergence and stability of the three domain decomposition schemes. We consider the analytical solution

p=exp(t)(sin(πx)cos(πy)+10),u=exp(t)(x3y4+x2+sin((1x)(1y))cos(1y)(1x)4(1y)3+(1y)2+cos(xy)sin(x)).p=\exp(t)(\sin(\pi x)\cos(\pi y)+10),\quad u=\exp(t)\begin{pmatrix}x^{3}y^{4}+x^{2}+\sin((1-x)(1-y))\cos(1-y)\\ (1-x)^{4}(1-y)^{3}+(1-y)^{2}+\cos(xy)\sin(x)\end{pmatrix}.

The physical and numerical parameters are given in Table 1. Using this information, we derive the right hand side and boundary and initial conditions for the system (2.1)–(2.8).

Table 1: Example 1, physical and numerical parameters.
Parameter Value
Permeability tensor (K)(K) II
Lame coefficient (μ)(\mu) 100.0100.0
Lame coefficient (λ)(\lambda) 100.0100.0
Mass storativity (c0)(c_{0}) 1.0,1031.0,10^{-3}
Biot-Willis constant (α)(\alpha) 1.01.0
Time step (Δt)(\Delta t) 103,102,10110^{-3},10^{-2},10^{-1}
Number of time steps 100100

The global mesh is divided into 2×22\times 2 square subdomains. We run a sequence of refinements from h=1/4h=1/4 to h=1/64h=1/64. The initial grids in the bottom left and top right subdomains are perturbed randomly, resulting in general quadrilateral elements. The computed solution for the monolithic scheme with h=1/64h=1/64 and Δt=103\Delta t=10^{-3} on the final time step is given in Figure 5.1.

To study and compare the convergence and stability of the three methods, we run tests with time steps Δt=103,102 and 101\Delta t=10^{-3},10^{-2}\text{ and }10^{-1}. The results with c0=1c_{0}=1 are presented in Tables 24. We report the average number of iterations over 100 time steps. The numerical errors are relative to the corresponding norms of the exact solution. We use standard Bochner space notation to denote the space-time norms. Convergence results for the case with c0=0.001c_{0}=0.001 and Δt=0.01\Delta t=0.01 are given in Table 5.

The main observation is that all three methods exhibit growth in the number of interface iterations at the rate of 𝒪(h0.5)\mathcal{O}(h^{-0.5}). This is consistent with the theoretical bounds on the spectrum of the interface operator, cf. the discussion at the beginning of Section 5. This behavior is robust with respect to both Δt\Delta t and c0c_{0}. We further note that in both split schemes, the Darcy interface solver requires fewer number of iterations than the elasticity solver. We attribute this to the fact that the Darcy formulation involves a contribution to the diagonal from the time derivative term, resulting in a smaller condition number of the interface operator.

Another important conclusion from the tables is that two split schemes are stable uniformly in Δt\Delta t and c0c_{0}, in accordance with Theorem 4.1 and Theorem 4.2.

In terms of accuracy, all three methods yield 𝒪(h)\mathcal{O}(h) convergence for all variables in their natural norms, which is optimal convergence for the approximation of the Biot system with the chosen finite element spaces, cf. [39, 7]. In some cases, especially for larger Δt\Delta t, we observe reduction in the convergence rate for certain variables due to the effect of the time discretization and/or splitting errors, most notably for the Darcy velocity in the fixed stress scheme. The accuracy of the three methods is comparable for smaller Δt\Delta t.

In terms of efficiency, in most cases the total number of flow and elasticity CG iterations in the split schemes is comparable to the number of GMRES iterations in the monolithic scheme. However, the split schemes have a clear advantage, due to the more efficient CG interface solver compared to GMRES for the monolithic scheme, as well as the less costly subdomain problems - single-physics solves versus the coupled Biot solves in the monolithic scheme.

Refer to caption
(a) Stress x
Refer to caption
(b) Stress y
Refer to caption
(c) Displacement
Refer to caption
(d) Rotation
Refer to caption
(e) Velocity
Refer to caption
(f) Pressure
Figure 5.1: Example 1, computed solution at the final time step using the monolithic domain decomposition method with h=1/64h=1/64 and Δt=103\Delta t=10^{-3}.
Table 2: Example 1, convergence for Δt=103\Delta t=10^{-3} and c0=1c_{0}=1.
hh #GMRES zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 24 rate 2.13e+00 rate 7.05e-02 rate 6.95e-01 rate 6.88e-01 rate
1/81/8 33 -0.46 1.13e+00 0.92 3.56e-02 0.98 3.57e-01 0.96 3.48e-01 0.98
1/161/16 44 -0.42 4.84e-01 1.22 1.79e-02 1.00 1.79e-01 0.99 1.75e-01 1.00
1/321/32 62 -0.49 2.01e-01 1.27 8.94e-03 1.00 8.99e-02 1.00 8.74e-02 1.00
1/641/64 87 -0.49 9.15e-02 1.14 4.47e-03 1.00 4.50e-02 1.00 4.37e-02 1.00
(a) Monolithic scheme
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 10 rate 2.00e+00 rate 7.07e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 10 0.00 1.11e+00 0.85 3.57e-02 0.99 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 11 -0.14 4.89e-01 1.18 1.79e-02 1.00 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 15 -0.45 2.06e-01 1.25 8.94e-03 1.00 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 20 -0.42 9.29e-02 1.15 4.47e-03 1.00 4.53e-02 1.00 4.37e-02 1.00
(b) Drained split
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 10 rate 1.93e+00 rate 7.06e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 10 0.00 1.05e+00 0.88 3.56e-02 0.99 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 11 -0.14 4.46e-01 1.23 1.79e-02 1.00 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 15 -0.45 2.63e-01 0.76 8.95e-03 1.00 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 20 -0.42 2.17e-01 0.28 4.49e-03 0.99 4.53e-02 1.00 4.37e-02 1.00
(c) Fixed stress
Table 3: Example 1, convergence for Δt=102\Delta t=10^{-2} and c0=1c_{0}=1.
hh #GMRES zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 18 rate 1.58e+00 rate 6.98e-02 rate 6.97e-01 rate 6.88e-01 rate
1/81/8 23 -0.35 7.47e-01 1.08 3.55e-02 0.97 3.58e-01 0.96 3.48e-01 0.98
1/161/16 32 -0.48 3.58e-01 1.06 1.79e-02 0.99 1.80e-01 0.99 1.75e-01 0.99
1/321/32 44 -0.46 1.77e-01 1.02 8.97e-03 0.99 9.02e-02 1.00 8.88e-02 0.98
1/641/64 63 -0.52 8.98e-02 0.98 4.54e-03 0.98 4.53e-02 1.00 4.66e-02 0.93
(a) Monolithic scheme
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 10 rate 1.57e+00 rate 6.98e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 12 -0.26 7.46e-01 1.07 3.55e-02 0.97 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 16 -0.42 3.58e-01 1.06 1.79e-02 0.99 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 23 -0.52 1.77e-01 1.02 8.97e-03 0.99 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 32 -0.48 8.96e-02 0.98 4.53e-03 0.98 4.53e-02 1.00 4.37e-02 1.00
(b) Drained split
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 10 rate 1.48e+00 rate 6.97e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 12 -0.26 7.64e-01 0.96 3.56e-02 0.97 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 16 -0.42 4.88e-01 0.65 1.81e-02 0.98 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 23 -0.52 3.80e-01 0.36 9.37e-03 0.95 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 32 -0.48 3.44e-01 0.14 5.26e-03 0.83 4.53e-02 1.00 4.37e-02 1.00
(c) Fixed stress
Table 4: Example 1, convergence for Δt=101\Delta t=10^{-1} and c0=1c_{0}=1.
hh #GMRES zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 40 rate 1.38e+00 rate 6.99e-02 rate 7.04e-01 rate 7.17e-01 rate
1/81/8 59 -0.56 7.20e-01 0.94 3.63e-02 0.94 3.65e-01 0.95 4.26e-01 0.75
1/161/16 88 -0.58 3.97e-01 0.86 1.94e-02 0.90 1.92e-01 0.93 3.09e-01 0.46
1/321/32 128 -0.54 2.57e-01 0.63 1.17e-02 0.72 1.09e-01 0.81 2.72e-01 0.19
1/641/64 180 -0.49 2.08e-01 0.31 8.84e-03 0.41 7.40e-02 0.56 2.62e-01 0.06
(a) Monolithic scheme
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 11 rate 1.38e+00 rate 6.99e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 14 -0.35 7.17e-01 0.94 3.62e-02 0.95 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 20 -0.51 3.92e-01 0.87 1.92e-02 0.91 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 28 -0.49 2.50e-01 0.65 1.15e-02 0.75 9.07e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 38 -0.44 1.99e-01 0.33 8.48e-03 0.44 4.56e-02 0.99 4.37e-02 1.00
(b) Drained split
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 11 rate 1.42e+00 rate 7.00e-02 rate 7.00e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 14 -0.35 8.38e-01 0.76 3.63e-02 0.95 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 20 -0.51 5.83e-01 0.52 1.93e-02 0.91 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 28 -0.49 4.87e-01 0.26 1.15e-02 0.74 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 38 -0.44 4.56e-01 0.09 8.53e-03 0.44 4.53e-02 1.00 4.37e-02 1.00
(c) Fixed stress
Table 5: Example 1, convergence for Δt=102\Delta t=10^{-2} and c0=103c_{0}=10^{-3}.
hh #GMRES zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
h/4h/4 21 rate 1.86e+00 rate 7.12e-02 rate 6.97e-01 rate 6.88e-01 rate
h/8h/8 28 -0.42 7.87e-01 1.24 3.57e-02 1.00 3.58e-01 0.96 3.48e-01 0.98
h/16h/16 38 -0.44 3.63e-01 1.12 1.79e-02 1.00 1.80e-01 0.99 1.75e-01 0.99
h/32h/32 53 -0.48 1.77e-01 1.04 8.94e-03 1.00 9.02e-02 1.00 8.88e-02 0.98
h/64h/64 73 -0.46 8.78e-02 1.01 4.47e-03 1.00 4.53e-02 1.00 4.66e-02 0.93
(a) Monolithic scheme
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 11 rate 1.90e+00 rate 7.16e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 15 -0.45 7.91e-01 1.26 3.58e-02 1.00 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 20 -0.42 3.64e-01 1.12 1.79e-02 1.00 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 28 -0.49 1.78e-01 1.03 8.98e-03 1.00 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 41 -0.55 9.01e-02 0.98 4.55e-03 0.98 4.53e-02 1.00 4.37e-02 1.00
(b) Drained split
hh #CGElast #CGDarcy zzhL(Hdiv)\|z-z_{h}\|_{L^{\infty}(H_{\operatorname{div}})} pphL(L2)\|p-p_{h}\|_{L^{\infty}(L^{2})} σσhL(Hdiv)\|\sigma-\sigma_{h}\|_{L^{\infty}(H_{\operatorname{div}})} uuhL(L2)\|u-u_{h}\|_{L^{\infty}(L^{2})}
1/41/4 19 rate 11 rate 1.88e+00 rate 7.16e-02 rate 7.01e-01 rate 6.88e-01 rate
1/81/8 23 -0.28 15 -0.45 8.84e-01 1.09 3.72e-02 0.94 3.59e-01 0.96 3.48e-01 0.98
1/161/16 34 -0.56 20 -0.42 6.43e-01 0.46 2.08e-02 0.84 1.81e-01 0.99 1.75e-01 1.00
1/321/32 47 -0.47 28 -0.49 5.60e-01 0.20 1.36e-02 0.61 9.06e-02 1.00 8.74e-02 1.00
1/641/64 65 -0.47 41 -0.55 5.36e-01 0.06 1.10e-02 0.31 4.53e-02 1.00 4.37e-02 1.00
(c) Fixed stress

5.2 Example 2: dependence on number of subdomains

The objective of this example is to study how the number of GMRES and CG iterations required for the different schemes depend on the number (and diameter) of subdomains used in the domain decomposition. For this example, we use the same test case as in Example 1. We solve the system using 4 (2×2)(2\times 2), 16 (4×4)(4\times 4), and 64 (8×8)(8\times 8) square subdomains of identical size. The physical parameters are as in Example 1, with c0=1c_{0}=1, Δt=103\Delta t=10^{-3}, and T=100×ΔtT=100\times\Delta t. The average number and growth rate of iterations in the three methods are reported in Tables 68, where AA denotes the subdomain diameter. We note that the number of iterations for the drained split and fixed stress schemes are identical, so we give one table for both methods. For a fixed AA, the growth rate with respect to hh is averaged over all mesh refinements. For a fixed mesh size hh, the growth rate with respect to AA is averaged over the different domain decompositions. For all three methods, we observe that for a fixed number of subdomains, the growth rate in the number of iterations with respect to mesh refinement is approximately 𝒪(h0.5)\mathscr{\mathcal{O}}(h^{-0.5}), being slightly better for the Darcy solver in the split schemes. As this is the same as the growth rate in Example 1, the conclusion from Example 1 that the growth rate is consistent with the theory extends to domain decompositions with varying number of subdomains, see also the discussion at the beginning of Section 5. We further observe that for a fixed mesh size, the growth rate in number of iterations with respect to subdomain diameter AA is approximately 𝒪(A0.5)\mathscr{\mathcal{O}}(A^{-0.5}), again being somewhat better for the Darcy solves. This is consistent with theoretical results bounding the spectral ratio of the unpreconditioned interface operator as 𝒪((hA)1)\mathscr{\mathcal{O}}\left(\left(hA\right)^{-1}\right) [57]. The dependence on AA can be eliminated with the use of a coarse solve preconditioner [58, 57].

Table 6: Example 2, number of GMRES iterations in the monolithic scheme
hh 2×22\times 2 4×44\times 4 8×88\times 8 Rate
1/81/8 33 53 76 𝒪(A0.60)\mathcal{O}(A^{-0.60})
1/161/16 45 68 97 𝒪(A0.55)\mathcal{O}(A^{-0.55})
1/321/32 63 93 126 𝒪(A0.50)\mathcal{O}(A^{-0.50})
1/641/64 88 125 164 𝒪(A0.45)\mathcal{O}(A^{-0.45})
Rate 𝒪(h0.47)\mathscr{\mathcal{O}}(h^{-0.47}) 𝒪(h0.41)\mathscr{\mathcal{O}}(h^{-0.41}) 𝒪(h0.36)\mathscr{\mathcal{O}}(h^{-0.36})
Table 7: Example 2, number of CG elasticity iterations in the drained split and fixed stress schemes
hh 2×22\times 2 4×44\times 4 8×88\times 8 Rate
1/81/8 23 40 60 𝒪(A0.69)\mathcal{O}(A^{-0.69})
1/161/16 34 51 73 𝒪(A0.55)\mathcal{O}(A^{-0.55})
1/321/32 47 68 95 𝒪(A0.51)\mathcal{O}(A^{-0.51})
1/641/64 65 95 124 𝒪(A0.46)\mathcal{O}(A^{-0.46})
Rate 𝒪(h0.50)\mathcal{O}(h^{-0.50}) 𝒪(h0.42)\mathcal{O}(h^{-0.42}) 𝒪(h0.35)\mathcal{O}(h^{-0.35})
Table 8: Example 2, number of CG Darcy iterations in the drained split and fixed stress schemes
hh 2×22\times 2 4×44\times 4 8×88\times 8 Rate
1/81/8 10 11 14 𝒪(A0.24)\mathcal{O}(A^{-0.24})
1/161/16 11 12 14 𝒪(A0.17)\mathcal{O}(A^{-0.17})
1/321/32 15 16 18 𝒪(A0.13)\mathcal{O}(A^{-0.13})
1/641/64 20 23 24 𝒪(A0.13)\mathcal{O}(A^{-0.13})
Rate 𝒪(h0.34)\mathcal{O}(h^{-0.34}) 𝒪(h0.36)\mathcal{O}(h^{-0.36}) 𝒪(h0.25)\mathcal{O}(h^{-0.25})

5.3 Example 3: heterogeneous benchmark

This example illustrates the performance of the methods for highly heterogeneous media. We use porosity and permeability fields from the Society of Petroleum Engineers 10th Comparative Solution Project (SPE10)111https://www.spe.org/web/csp/datasets/set02.htm. The computational domain is Ω=(0,1)2\Omega=(0,1)^{2}, which is partitioned into a 128×128128\times 128 square grid. We decompose the domain into 4×44\times 4 square subdomains. From the porosity field data, the Young’s modulus is obtained using the relation E=102(1ϕc)2.1,E=10^{2}\left(1-\frac{\phi}{c}\right)^{2.1}, where c=0.5c=0.5, refers to the porosity at which the Young’s modulus vanishes, see [38] for details. The porosity, Young’s modulus and permeability fields are given in Figure 5.2. The parameters and boundary conditions are given in Table 9. The source terms are taken to be zero. These conditions describe flow from left to right, driven by a pressure gradient. Since in this example analytical solution is not available, we need to prescribe suitable initial data. The initial condition for the pressure is taken to be p0=1xp_{0}=1-x, which is compatible with the prescribed boundary conditions. We then follow the procedure described in Remark 3.1 to obtain discrete initial data. In particular, we set ph0p_{h}^{0} to be the L2L^{2}-projection of p0p_{0} onto WhW_{h} and solve a mixed elasticity domain decomposition problem at t=0t=0 to obtain σh0\sigma_{h}^{0}. We note that this solve also gives uh0u_{h}^{0}, γh0\gamma_{h}^{0}, and λhu,0\lambda_{h}^{u,0}. In the case of the monolithic scheme where the time-differentiated elasticity equation (3.8) is solved, the computed initial data is used to recover uhnu_{h}^{n}, γhn\gamma_{h}^{n}, and λhu,n\lambda_{h}^{u,n} using (3.16). The computed solution using the monolithic domain decomposition scheme is given in Figure 5.3. The solutions from the two split methods look similar.

Refer to caption
Refer to caption
Refer to caption
Figure 5.2: Example 3, porosity, Young’s modulus, permeability.
Table 9: Example 3, parameters (left) and boundary conditions (right) .
Parameter Value
Mass storativity (c0)(c_{0}) 1.01.0
Biot-Willis constant (α)(\alpha) 1.01.0
Time step (Δt)(\Delta t) 10210^{-2}
Total time (T)(T) 1.01.0
Boundary σ\sigma uu pp zz
Left σn=αpn\sigma n=-\alpha pn - 11 -
Bottom σn=0\sigma n=0 - - zn=0z\cdot n=0
Right - 0 0 -
Top σn=0\sigma n=0 - - zn=0z\cdot n=0
Refer to caption
(a) Pressure
Refer to caption
(b) Velocity
Refer to caption
(c) Displacement

                     

Refer to caption
(d) Stress x
Refer to caption
(e) Stress y
Figure 5.3: Example 3, computed solution at the final time using the monolithic domain decomposition scheme.

In Table 10, we compare the average number of interface iterations per time step in the three methods. All three methods converge for this highly heterogeneous problem with realistic physical parameters. While the three methods provide similar solutions and the number of interface iterations is comparable, the split methods are more efficient than the monolithic method, due the less expensive CG iterations and single-physics subdomain solves. We further note that in the split methods the Darcy interface solve is more expensive than the elasticity one, which is likely due to the fact that the permeability varies over seven orders of magnitude, affecting the condition number of the interface operator.

Table 10: Example 3, comparison of the number of interface iterations in the three methods.
Monolithic Drained Split Fixed Stress
hh #GMRES #CGElast #CGDarcy #CGElast #CGDarcy
1/1281/128 565565 297297 464464 297297 464464

6 Conclusions

We presented three non-overlapping domain decomposition methods for the Biot system of poroelasticity in a five-field fully mixed formulation. The monolithic method involves solving an interface problem for a composite displacement-pressure Lagrange multiplier, which requires coupled Biot subdomain solves at each iteration. The two split methods are based on the drained split and fixed stress splittings. They involve two separate elasticity and Darcy interface iterations requiring single-physics subdomain solves. We analyze the spectrum of the monolithic interface operator and show unconditional stability for the split methods. A series of numerical experiments illustrate the efficiency, accuracy, and robustness of the three methods. Our main conclusion is that while two approaches are comparable in terms of accuracy and number of interface iterations, the split methods are more computationally efficient than the monolithic method due to the less expensive CG iterations compared to GMRES and simpler single-physics subdomain solves compared to coupled Biot solves in the monolithic method.

References

  • [1] E. Ahmed, J. M. Nordbotten, and F. A. Radu. Adaptive asynchronous time-stepping, stopping criteria, and a posteriori error estimates for fixed-stress iterative schemes for coupled poromechanics problems. J. Comput. Appl. Math., 364:112312, 25, 2020.
  • [2] E. Ahmed, F. A. Radu, and J. M. Nordbotten. Adaptive poromechanics computations based on a posteriori error estimates for fully mixed formulations of Biot’s consolidation model. Comput. Methods Appl. Mech. Engrg., 347:264–294, 2019.
  • [3] T. Almani, K. Kumar, A. Dogru, G. Singh, and M. F. Wheeler. Convergence analysis of multirate fixed-stress split iterative schemes for coupling flow with geomechanics. Comput. Methods Appl. Mech. Engrg., 311:180–207, 2016.
  • [4] G. Alzetta, D. Arndt, W. Bangerth, V. Boddu, B. Brands, D. Davydov, R. Gassmoeller, T. Heister, L. Heltai, K. Kormann, M. Kronbichler, M. Maier, J.-P. Pelteret, B. Turcksin, and D. Wells. The deal.II library, version 9.0. Journal of Numerical Mathematics, 26(4):173–183, 2018.
  • [5] M. Amara and J. M. Thomas. Equilibrium finite elements for the linear elastic problem. Numer. Math., 33(4):367–383, 1979.
  • [6] I. Ambartsumyan, E. Khattatov, J. M. Nordbotten, and I. Yotov. A multipoint stress mixed finite element method for elasticity on quadrilateral grids. Numer. Methods Partial Differential Equations, https://doi.org/10.1002/num.22624, 2020.
  • [7] I. Ambartsumyan, E. Khattatov, and I. Yotov. A coupled multipoint stress - multipoint flux mixed finite element method for the Biot system of poroelasticity. Comput. Methods Appl. Mech. Engrg., 372:113407, 2020.
  • [8] T. Arbogast, L. C. Cowsar, M. F. Wheeler, and I. Yotov. Mixed finite element methods on nonmatching multiblock grids. SIAM J. Numer. Anal., 37(4):1295–1315, 2000.
  • [9] D. N. Arnold, G. Awanou, and W. Qiu. Mixed finite elements for elasticity on quadrilateral meshes. Adv. Comput. Math., 41(3):553–572, 2015.
  • [10] D. N. Arnold, R. S. Falk, and R. Winther. Mixed finite element methods for linear elasticity with weakly imposed symmetry. Math. Comp., 76(260):1699–1723, 2007.
  • [11] G. Awanou. Rectangular mixed elements for elasticity with weakly imposed symmetry condition. Adv. Comput. Math., 38(2):351–367, 2013.
  • [12] W. Bangerth, R. Hartmann, and G. Kanschat. deal.II – a general purpose object oriented finite element library. ACM Trans. Math. Softw., 33(4):24/1–24/27, 2007.
  • [13] M. Bause, F. Radu, and U. Kocher. Space-time finite element approximation of the Biot poroelasticity system with iterative coupling. Comput. Methods Appl. Mech. Engrg., 320:745–768, 2017.
  • [14] M. A. Biot. General theory of three-dimensional consolidation. J. Appl. Phys., 12(2):155–164, 1941.
  • [15] D. Boffi, F. Brezzi, L. F. Demkowicz, R. G. Durán, R. S. Falk, and M. Fortin. Mixed finite elements, compatibility conditions, and applications, volume 1939 of Lecture Notes in Mathematics. Springer-Verlag, Berlin; Fondazione C.I.M.E., Florence, 2008.
  • [16] D. Boffi, F. Brezzi, and M. Fortin. Reduced symmetry elements in linear elasticity. Commun. Pure Appl. Anal., 8(1):95–121, 2009.
  • [17] M. Borregales, K. Kumar, F. A. Radu, C. Rodrigo, and F. J. Gaspar. A partially parallel-in-time fixed-stress splitting method for Biot’s consolidation model. Comput. Math. Appl., 77(6):1466–1478, 2019.
  • [18] J. W. Both, K. Kumar, J. M. Nordbotten, and F. A. Radu. Anderson accelerated fixed-stress splitting schemes for consolidation of unsaturated porous media. Comput. Math. Appl., 77(6):1479–1502, 2019.
  • [19] F. Brezzi and M. Fortin. Mixed and hybrid finite element methods, volume 15 of Springer Series in Computational Mathematics. Springer-Verlag, New York, 1991.
  • [20] M. Bukac, W. Layton, M. Moraiti, H. Tran, and C. Trenchea. Analysis of partitioned methods for the Biot system. Numer. Methods Partial Differential Equations, 31(6):1769–1813, 2015.
  • [21] B. Cockburn, J. Gopalakrishnan, and J. Guzmán. A new elasticity element made for enforcing weak stress symmetry. Math. Comp., 79(271):1331–1349, 2010.
  • [22] L. C. Cowsar, J. Mandel, and M. F. Wheeler. Balancing domain decomposition for mixed finite elements. Math. Comp., 64(211):989–1015, 1995.
  • [23] M. Dauge. Elliptic boundary value problems on corner domains, volume 1341 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1988.
  • [24] M. Farhloul and M. Fortin. Dual hybrid methods for the elasticity and the Stokes problems: a unified approach. Numer. Math., 76(4):419–440, 1997.
  • [25] H. Florez. About revisiting domain decomposition methods for poroelasticity. Mathematics, 6(10):187, 2018.
  • [26] H. Florez and M. Wheeler. A mortar method based on NURBS for curved interfaces. Comput. Methods Appl. Mech. Engrg., 310:535–566, 2016.
  • [27] F. J. Gaspar, F. J. Lisbona, and P. N. Vabishchevich. A finite difference analysis of Biot’s consolidation model. Appl. Numer. Math., 44(4):487–506, 2003.
  • [28] V. Girault, G. Pencheva, M. F. Wheeler, and T. Wildey. Domain decomposition for poroelasticity and elasticity with DG jumps and mortars. Math. Mod. Meth. Appl. S., 21(01):169–213, 2011.
  • [29] R. Glowinski and M. F. Wheeler. Domain decomposition and mixed finite element methods for elliptic problems. In First international symposium on domain decomposition methods for partial differential equations, pages 144–172, 1988.
  • [30] J. Gopalakrishnan and J. Guzmán. A second elasticity element using the matrix bubble. IMA J. Numer. Anal., 32(1):352–372, 2012.
  • [31] P. Gosselet, V. Chiaruttini, C. Rey, and F. Feyel. A monolithic strategy based on an hybrid domain decomposition method for multiphysic problems. Application to poroelasticity. Revue Europeenne des Elements Finis, 13:523–534, 2012.
  • [32] X. Hu, C. Rodrigo, F. J. Gaspar, and L. T. Zikatanov. A nonconforming finite element method for the Biot’s consolidation model in poroelasticity. J. Comput. Appl. Math., 310:143–154, 2017.
  • [33] I. C. F. Ipsen. Expressions and bounds for the GMRES residual. BIT Numerical Mathematics, 40(3):524–535, 2000.
  • [34] C. T. Kelley. Iterative methods for linear and nonlinear equations, volume 16 of Frontiers in Applied Mathematics. Society for Industrial and Applied Mathematics, Philadelphia, 1995.
  • [35] E. Khattatov and I. Yotov. Domain decomposition and multiscale mortar mixed finite element methods for linear elasticity with weak stress symmetry. ESAIM Math. Model. Numer. Anal., 53(6):2081–2108, 2019.
  • [36] J. Kim, H. Tchelepi, and R. Juanes. Stability and convergence of sequential methods for coupled flow and geomechanics: Drained and undrained splits. Comput. Methods Appl. Mech. Engrg., 200:2094–2116, 2011.
  • [37] J. Kim, H. Tchelepi, and R. Juanes. Stability and convergence of sequential methods for coupled flow and geomechanics: Fixed-stress and fixed-strain splits. Comput. Methods Appl. Mech. Engrg., 200:1591–1606, 2011.
  • [38] J. Kovacik. Correlation between Young’s modulus and porosity in porous materials. J. Mater. Sci. Lett., 18(13):1007–1010, 1999.
  • [39] J. J. Lee. Robust error analysis of coupled mixed methods for Biot’s consolidation model. J. Sci. Comput., 69(2):610–632, 2016.
  • [40] J. J. Lee. Towards a unified analysis of mixed methods for elasticity with weakly symmetric stress. Adv. Comput. Math., 42(2):361–376, 2016.
  • [41] J. J. Lee. Robust three-field finite element methods for Biot’s consolidation model in poroelasticity. BIT, 58(2):347–372, 2018.
  • [42] J. J. Lee, K.-A. Mardal, and R. Winther. Parameter-robust discretization and preconditioning of Biot’s consolidation model. SIAM J. Sci. Comput., 39(1):A1–A24, 2017.
  • [43] T. P. Mathew. Domain decomposition and iterative refinement methods for mixed finite element discretizations of elliptic problems. PhD thesis, Courant Institute of Mathematical Sciences, New York University, 1989. Tech. Rep. 463.
  • [44] A. Mikelić and M. F. Wheeler. Convergence of iterative coupling for coupled flow and geomechanics. Comput. Geosci., 17(3):455–461, 2013.
  • [45] M. A. Murad and A. F. D. Loula. Improved accuracy in finite element analysis of Biot’s consolidation problem. Comput. Methods Appl. Mech. Engrg., 95(3):359–382, 1992.
  • [46] J. M. Nordbotten. Stable cell-centered finite volume discretization for Biot equations. SIAM J. Numer. Anal., 54(2):942–968, 2016.
  • [47] R. Oyarzúa and R. Ruiz-Baier. Locking-free finite element methods for poroelasticity. SIAM J. Numer. Anal., 54(5):2951–2973, 2016.
  • [48] P. J. Phillips and M. F. Wheeler. A coupling of mixed and continuous Galerkin finite element methods for poroelasticity. I. The continuous in time case. Comput. Geosci., 11(2):131–144, 2007.
  • [49] P. J. Phillips and M. F. Wheeler. A coupling of mixed and discontinuous Galerkin finite-element methods for poroelasticity. Comput. Geosci., 12(4):417–435, 2008.
  • [50] A. Quarteroni and A. Valli. Domain Decomposition Methods for Partial Differential equations. Clarendon Press, Oxford, 1999.
  • [51] C. Rodrigo, F. J. Gaspar, X. Hu, and L. T. Zikatanov. Stability and monotonicity for some discretizations of the Biot’s consolidation model. Comput. Methods Appl. Mech. Engrg., 298:183–204, 2016.
  • [52] C. Rodrigo, X. Hu, P. Ohm, J. H. Adler, F. J. Gaspar, and L. T. Zikatanov. New stabilized discretizations for poroelasticity and the Stokes’ equations. Comput. Methods Appl. Mech. Engrg., 341:467–484, 2018.
  • [53] R. E. Showalter. Diffusion in poro-elastic media. J. Math. Anal. Appl., 251(1):310 – 340, 2000.
  • [54] G. Starke. Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems. Numer. Math., 78(1):103–117, 1997.
  • [55] R. Stenberg. A family of mixed finite elements for the elasticity problem. Numer. Math., 53(5):513–538, 1988.
  • [56] E. Storvik, J. W. Both, K. Kumar, J. M. Nordbotten, and F. A. Radu. On the optimization of the fixed-stress splitting for Biot’s equations. Int. J. Numer. Methods. Eng., 120(2):179–194, 2019.
  • [57] A. Toselli and O. Widlund. Domain decomposition methods—algorithms and theory, volume 34 of Springer Series in Computational Mathematics. Springer-Verlag, Berlin, 2005.
  • [58] D. Vassilev, C. Wang, and I. Yotov. Domain decomposition for coupled Stokes and Darcy flows. Comput. Methods. Appl. Mech. Eng., 268:264–283, 2014.
  • [59] M. F. Wheeler, G. Xue, and I. Yotov. Coupling multipoint flux mixed finite element methods with continuous Galerkin methods for poroelasticity. Comput. Geosci., 18(1):57–75, 2014.
  • [60] S.-Y. Yi. A coupling of nonconforming and mixed finite element methods for Biot’s consolidation model. Numer. Meth. Partial. Differ. Equ., 29(5):1749–1777, 2013.
  • [61] S.-Y. Yi. Convergence analysis of a new mixed finite element method for Biot’s consolidation model. Numer. Meth. Partial. Differ. Equ., 30(4):1189–1210, 2014.
  • [62] S.-Y. Yi. A study of two modes of locking in poroelasticity. SIAM J. Numer. Anal., 55(4):1915–1936, 2017.
  • [63] S.-Y. Yi and M. Bean. Iteratively coupled solution strategies for a four-field mixed finite element method for poroelasticity. Int. J. Numer. Anal. Meth. Geomech., 2016.