PPIFE Method with Non-Homogeneous Flux Jump Conditions and Its Efficient Numerical Solver for Elliptic Optimal Control Problems with Interfaces

In this paper, we design a partially penalized immersed finite element method for solving elliptic interface problems with non-homogeneous flux jump conditions. The method presented here has the same global degrees of freedom as classic immersed finite element method. The non-homogeneous flux jump conditions can be handled accurately by additional immersed finite element functions. Four numerical examples are provided to demonstrate the optimal convergence rates of the method in $L^{\infty}$, $L^{2}$ and $H^{1}$ norms. Furthermore, the method is combined with post-processing technique to solve elliptic optimal control problems with interfaces. To solve the resulting large-scale system, block diagonal preconditioners are introduced. These preconditioners can lead to fast convergence of the Krylov subspace methods such as GMRES and are independent of the mesh size. Four numerical examples are presented to illustrate the efficiency of the numerical schemes and preconditioners.     

Approximation capabilities of immersed finite element spaces for elasticity Interface problems

We construct and analyze a group of immersed finite element (IFE) spaces formed by linear, bilinear, and rotated Q₁ polynomials for solving planar elasticity equation involving interface. The shape functions in these IFE spaces are constructed through a group of approximate jump conditions such that the unisolvence of the bilinear and rotated Q₁ IFE shape functions are always guaranteed regardless of the Lamé parameters and the interface location. The boundedness property and a group of identities of the proposed IFE shape functions are established. A multi‐point Taylor expansion is utilized to show the optimal approximation capabilities for the proposed IFE spaces through the Lagrange type interpolation operators.     

磁场对液体-微伸缩固体介面波传播的影响

在一个传播理想的非粘性液体半空间,和一个传播理想的微伸缩弹性固体半空间之间,研究介面处纵波的反射和透射.在两个半空间中,满足介面处必需的边界条件下,得到控制方程的适当解,是一组以不同反射和透射波振幅比表示的5个非齐次方程.以水和铝-环氧树脂合成材料介面为实际例子,用Gauss消除法的Fortran程序求解方程组.考虑存在和不存在外加横向磁场两种情况,在某些入射角范围内,计算振幅比的数值解.最后用图形给出横向磁场对不同反射和透射波振幅比的影响.     

The Immersed Interface Method for Simulating Two-Fluid Flows

We develop the immersed interface method (IIM) to simulate a two-fluid flow of two immiscible fluids with different density and viscosity. Due to the surface tension and the discontinuous fluid properties, the two-fluid flow has nonsmooth velocity and discontinuous pressure across the moving sharp interface separating the two fluids. The IIM computes the flow on a fixed Cartesian grid by incorporating into numerical schemes the necessary jump conditions induced by the interface. We present how to compute these necessary jump conditions from the analytical principal jump conditions derived in [Xu, DCDS, Supplement 2009, pp. 838-845]. We test our method on some canonical two-fluid flows. The results demonstrate that the method can handle large density and viscosity ratios, is second-order accurate in the infinity norm, and conserves mass inside a closed interface.     

Interface Problems for Dispersive Equations

The interface problem for the linear Schrödinger equations in one‐dimensional piecewise homogeneous domains is examined by providing an explicit solution in each domain. The location of the interfaces is known and the continuity of the wave function and a jump in their derivative at the interface are the only conditions imposed. The problem of two semi‐infinite domains and that of two finite‐sized domains are examined in detail. The problem and the method considered here extend that of an earlier paper by Deconinck et al. (2014) [1]. The dispersive nature of the problem presents additional difficulties that are addressed here.     

An Acceleration Technique for the Augmented IIM for 3D Elliptic Interface Problems

A new fast algorithm based on the augmented immersed interface method and a fast Poisson solver is proposed to solve three dimensional elliptic interface problems with a piecewise constant but discontinuous coefficient. In the new approach, an augmented variable along the interface, often the jump in the normal derivative along the interface is introduced so that a fast Poisson solver can be utilized. Thus, the solution of the Poisson equation depends on the augmented variable which should be chosen such that the original flux jump condition is satisfied. The discretization of the flux jump condition is done by a weighted least squares interpolation using the solution at the grid points, the jump conditions, and the governing PDEs in a neighborhood of control points on the interface. The interpolation scheme is the key to the success of the augmented IIM particularly. In this paper, the key new idea is to select interpolation points along the normal direction in line with the flux jump condition. Numerical experiments show that the method maintains second order accuracy of the solution and can reduce the CPU time by 20-50%. The number of the GMRES iterations is independent of the mesh size.     

A Well-Conditioned,Nonconforming Nitsche's Extended Finite Element Method for Elliptic Interface Problems

In this paper, we introduce a nonconforming Nitsche's extended finite element method (NXFEM) for elliptic interface problems on unfitted triangulation elements. The solution on each side of the interface is separately expanded in the standard nonconforming piecewise linear polynomials with the edge averages as degrees of freedom. The jump conditions on the interface and the discontinuities on the cut edges (the segment of edges cut by the interface) are weakly enforced by the Nitsche's approach. In the method, the harmonic weighted fluxes are used and the extra stabilization terms on the interface edges and cut edges are added to guarantee the stability and the well conditioning. We prove that the convergence order of the errors in energy and $L^2$ norms are optimal. Moreover, the errors are independent of the position of the interface relative to the mesh and the ratio of the discontinuous coefficients. Furthermore, we prove that the condition number of the system matrix is independent of the interface position. Numerical examples are given to confirm the theoretical results.     

压电压磁复合材料中界面裂纹对弹性波的散射

利用Schmidt方法分析了压电压磁复合材料中可导通界面裂纹对反平面简谐波的散射问题．经过富里叶变换得到了以裂纹面上的间断位移为未知变量的对偶积分方程A·D2在求解对偶积分方程的过程中,裂纹面上的间断位移被展开成雅可比多项式的形式．数值模拟分析了裂纹长度、波速和入射波频率对应力强度因子、电位移强度因子、磁通量强度因子的影响A·D2从结果中可以看出,压电压磁复合材料中可导通界面裂纹的反平面问题的应力奇异性形式与一般弹性材料中的反平面问题应力奇异性形式相同．     

Jump diffusion processes and their applications in insurance and finance

For insurance risks, jump processes such as homogeneous/non-homogeneous compound Poisson processes and compound Cox processes have been used to model aggregate losses. If we consider the economic assumption of a positive interest to aggregate losses, Lévy processes have proven to be useful. Also in financial modelling, it has been observed that diffusion models are not robust enough to capture the appearance of jumps in underlying asset prices and interest rates. As a result, jump diffusion processes, which are, simply speaking, combinations of compound Poisson processes with Brownian motion, have gained popularity for modelling in insurance and finance. In this paper, considering a jump diffusion process, we obtain the explicit expression of the joint Laplace transform of the distribution of a jump diffusion process and its integrated process, assuming that jump size follows the mixture of two exponential distributions, which is a special case of phase-type distributions. Based on this Laplace transform, we derive the moments of the aggregate accumulated claim amounts of insurance risk. For a financial application, we concern non-defaultable zero-coupon bond pricing. We also provide several numerical examples for the moments of aggregate accumulated claims and default-free zero-coupon bond prices.     

化波动方程的非齐次边界为齐次边界

在一维波动方程初边值问题中,通过构造辅助函数的方法,分类将各种非齐次边界条件转化为齐次边界条件.     

Non - Classical Mixed Interface Problems for Anisotropic Bodies

The paper deals with the three-dimensional mathematical problems of the elasticity theory of anisotropic piece-wise homogeneous bodies. Non - classical mixed type boundary value problems are studied when on one part (S₁) of the interface the rigid contact conditions (jumps of displacement and stress vectors) are given, while conditions of the non - classical interface Problem H or Problem G are imposed on the remaining part (S₂) of the interface, i. e., in both cases jumps of the normal components of displacement and stress vectors are known on S₂ and, in addition, in the first one (Problem H) the tangent components of the displacement vector and in the second one (Problem G) the tangent components of the stress vector are given from the both sides on S₂. The investigation is carried out by the potential method and the theory of pseudodifferential equations on manifolds with boundary.     

Interface conditions for Stokes equations with a discontinuous viscosity and surface sources

The interface conditions, or jump conditions, for the pressure and the velocity of the solution to the incompressible Stokes equations with a discontinuous viscosity and a singular source along an interface are derived in this work. While parts of the results agree with those in the literature, some of the results are new. These theoretical results are useful for developing accurate numerical methods for the interface problem.     

An efficient meshfree point collocation moving least squares method to solve the interface problems with nonhomogeneous jump conditions

We are going to study a simple and effective method for the numerical solution of the closed interface boundary value problem with both discontinuities in the solution and its derivatives. It uses a strong‐form meshfree method based on the moving least squares (MLS) approximation. In this method, for the solution of elliptic equation, the second‐order derivatives of the shape functions are needed in constructing the global stiffness matrix. It is well‐known that the calculation of full derivatives of the MLS approximation, especially in high dimensions, is quite costly. In the current work, we apply the diffuse derivatives using an efficient technique. In this technique, we calculate the higher‐order derivatives using the approximation of lower‐order derivatives, instead of calculating directly derivatives. This technique can improve the accuracy of meshfree point collocation method for interface problems with nonhomogeneous jump conditions and can efficiently estimate diffuse derivatives of second‐ and higher‐orders using only linear basis functions. To introduce the appropriate discontinuous shape functions in the vicinity of interface, we choose the visibility criterion method that modifies the support of weight function in MLS approximation and leads to an efficient computational procedure for the solution of closed interface problems. The proposed method is applied for elliptic and biharmonic interface problems. For the biharmonic equation, we use a mixed scheme, which replaces this equation by a coupled elliptic system. Also the application of the present method to elasticity equation with discontinuities in the coefficients across a closed interface has been provided. Representative numerical examples demonstrate the accuracy and robustness of the proposed methodology for the closed interface problems. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1031–1053, 2015     

Second Order Multigrid Methods for Elliptic Problems with Discontinuous Coefficients on an Arbitrary Interface,I: One Dimensional Problems

In this paper we present a one dimensional second order accurate method to solve Elliptic equations with discontinuous coefficients on an arbitrary interface. Second order accuracy for the first derivative is obtained as well. The method is based on the Ghost Fluid Method, making use of ghost points on which the value is defined by suitable interface conditions. The multi-domain formulation is adopted, where the problem is split in two sub-problems and interface conditions will be enforced to close the problem. Interface conditions are relaxed together with the internal equations (following the approach proposed in [10] in the case of smooth coefficients), leading to an iterative method on all the set of grid values (inside points and ghost points). A multigrid approach with a suitable definition of the restriction operator is provided. The restriction of the defect is performed separately for both sub-problems, providing a convergence factor close to the one measured in the case of smooth coefficient and independent on the magnitude of the jump in the coefficient. Numerical tests will confirm the second order accuracy. Although the method is proposed in one dimension, the extension in higher dimension is currently underway [12] and it will be carried out by combining the discretization of [10] with the multigrid approach of [11] for Elliptic problems with non-eliminated boundary conditions in arbitrary domain.     

Remark on a trace theorem for transmission problems

In this paper we discuss elliptic transmission problems of second order in plane non-smooth domains with non-homogeneous boundary data. It is known that if the boundary data are homogeneous, then the variational solution of the transmission problem admits a representation as a sum of a regular function and certain singular functions, analogous to that encountered in boundary value problems on corner domains. We determine for which domains arbitrary non-homogeneous boundary data can be reduced to the homogeneous ones preserving availability of the representation formula. In the remaining cases we find the compatibility conditions for the data which also yield such a reduction.     

Quadratic immersed finite element spaces and their approximation capabilities

This paper discusses a class of quadratic immersed finite element (IFE) spaces developed for solving second order elliptic interface problems. Unlike the linear IFE basis functions, the quadratic IFE local nodal basis functions cannot be uniquely defined by nodal values and interface jump conditions. Three types of one dimensional quadratic IFE basis functions are presented together with their extensions for forming the two dimensional IFE spaces based on rectangular partitions. Approximation capabilities of these IFE spaces are discussed. Finite element solutions based on these IFE for representative interface problems are presented to further illustrate capabilities of these IFE spaces. Dedicated to the 60th birthday of Charles A. Micchelli Mathematics subject classifications (2000) 65N15, 65N30, 65N50, 65Z05. Yanping Lin: Supported by NSERC. Weiwei Sun: This work was supported in part by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project CityU 1141/01P).     

带有不完全椭球约束的生长曲线模型中线性估计的可容许性

对于带有不完全椭球约束的生长曲线模型Y=XBZ+ε,ε~(0,σ2VI),X(B-B0)Z′NZ(B-B0)′X′≤σ2In,本文在矩阵损失函数(d-KBL)(d-KBL)′下给出了KBL在类齐次线性估计类LH与非齐次线性估计类LI中可容许的充要条件.本文的结果表明线性估计在非齐次线性估计类中的可容许性与椭球的中心B0无关,而齐次线性估计在齐次线性估计类中的可容许性与B0有关.     

Stress intensity factors for three cracks at the interfaces of a graded layer bonding two different materials

We consider two dissimilar elastic half-planes bonded by a nonhomogeneous elastic layer in which there is one crack at the lower interface between the elastic layer and the lower half-plane and two cracks at the upper interface between the elastic layer and the upper half-plane. The stress intensity factors for these three cracks are solved for when tension is applied perpendicular to the interface cracks. The material properties of the bonding layer vary continuously between those of the lower half-plane and those of the upper half-plane. The differences in the crack surface displacements are expanded in a series of functions that are zero outside the cracks. The unknown coefficients in the series are solved by the Schmidt method so as to satisfy the conditions inside the cracks. The stress intensity factors are calculated numerically for selected crack configurations.     

Nonlinear generalized functions and jump conditions for a standard one pressure liquid–gas model

The mixture of a liquid and a gas is classically represented by one pressure models. These models are a system of PDEs in nonconservative form and shock wave solutions do not make sense within the theory of distributions: they give rise to products of distributions that are not defined within distribution theory. But they make sense by applying a theory of nonlinear generalized functions to these equations. In contrast to the familiar case of conservative systems the jump conditions cannot be calculated a priori. Jump conditions for these nonconservative systems can be obtained using the theory of nonlinear generalized functions by inserting some adequate physical information into the equations. The physical information that we propose to insert for the one pressure models of a mixture of a liquid and a gas is a natural mathematical expression in the theory of nonlinear generalized functions of the fact that liquids are practically incompressible while gases are very compressible, and so they do not satisfy equally well their respective state laws on the shock waves. This modelization gives well defined explicit jump conditions. The great numerical difficulty for solving numerically nonconservative systems is due to the fact that slightly different numerical schemes can give significantly different results. The jump conditions obtained above permit to select the numerical schemes and validate those that give numerical solutions that satisfy these jump conditions, which can be an important piece of information in the absence of other explicit discontinuous solutions and of precise observational results. We expose with care the mathematical originality of the theory of nonlinear generalized functions (an original abstract analysis issued by the Leopoldo Nachbin team on infinite dimensional holomorphy) that permits to state mathematically physical facts that cannot be formulated within distribution theory, and are the key for the removal of “ambiguities” that classically appear when one tries to calculate on “multiplications of distributions” that occur in the differential equations of physics.     

A CQM-based BEM for transient heat conduction problems in homogeneous materials and FGMs

A method for numerical solution of time-domain boundary integral formulations of transient problems governed by the heat equation is presented. The heat conduction problem is analyzed considering homogeneous and non-homogeneous media. In the case of the non-homogeneous media, the conductor material is assumed to be a functionally graded material, i.e., the material properties vary spatially according to known smooth functions. For some specific spatial variations of the material properties, the fundamental solution and the boundary integral equation of the problem are obtained thanks to a change of variables that transforms the original problem to the standard heat conduction problem for homogeneous materials. For the treatment of time-dependent terms, the convolution quadrature method is adopted to approximate numerically the integral equation of the time-domain boundary element method. In the case that the responses are required at a large number of interior points, the convolution performed to calculate them is very time consuming. It is shown that the discrete convolution of the proposed formulation can be computed by means of the fast Fourier transform technique, which considerably reduces the computational complexity. Results for some transient heat conduction examples are presented to validate the numerical techniques studied.