Error estimates of the finite element method for the exterior Helmholtz problem with a modified DtN boundary condition

A priori error estimates in the H¹- and L²-norms are established for the finite element method applied to the exterior Helmholtz problem, with modified Dirichlet-to-Neumann (MDtN) boundary condition. The error estimates include the effect of truncation of the MDtN boundary condition as well as that of discretization of the finite element method. The error estimate in the L²-norm is sharper than that obtained by the author [D. Koyama, Error estimates of the DtN finite element method for the exterior Helmholtz problem, J. Comput. Appl. Math. 200 (1) (2007) 21-31] for the truncated DtN boundary condition.     

Error estimates of the DtN finite element method for the exterior Helmholtz problem

A priori error estimates are established for the DtN (Dirichlet-to-Neumann) finite element method applied to the exterior Helmholtz problem. The error estimates include the effect of truncation of the DtN boundary condition as well as that of the finite element discretization. A property of the Hankel functions which plays an important role in the proof of the error estimates is introduced.     

Error analysis and preconditioning for an enhanced DtN-FE algorithm for exterior scattering problems

In this paper we present an error analysis for a high-order accurate combined Dirichlet-to-Neumann (DtN) map/finite element (FE) algorithm for solving two-dimensional exterior scattering problems. We advocate the use of an exact DtN (or Steklov–Poincaré) map at an artificial boundary exterior to the scatterer to truncate the unbounded computational region. The advantage of using an exact DtN map is that it provides a transparent condition which does not reflect scattered waves unphysically. Our algorithm allows for the specification of quite general artificial boundaries which are perturbations of a circle. To compute the DtN map on such a geometry we utilize a boundary perturbation method based upon recent theoretical work concerning the analyticity of the DtN map. We also present some preliminary work concerning the preconditioning of the resulting system of linear equations, including numerical experiments.     

A FEM–DtN formulation for a non‐linear exterior problem in incompressible elasticity

In this paper, we combine the usual finite element method with a Dirichlet‐to‐Neumann (DtN) mapping, derived in terms of an infinite Fourier series, to study the solvability and Galerkin approximations of an exterior transmission problem arising in non‐linear incompressible 2d‐elasticity. We show that the variational formulation can be written in a Stokes‐type mixed form with a linear constraint and a non‐linear main operator. Then, we provide the uniqueness of solution for the continuous and discrete formulations, and derive a Cea‐type estimate for the associated error. In particular, our error analysis considers the practical case in which the DtN mapping is approximated by the corresponding finite Fourier series. Finally, a reliable a posteriori error estimate, well suited for adaptive computations, is also given. Copyright © 2003 John Wiley & Sons, Ltd.     

Three-dimensional approximate local DtN boundary conditions for prolate spheroid boundaries

We propose a new class of approximate local DtN boundary conditions to be applied on prolate spheroidal-shaped exterior boundaries when solving problems of acoustic scattering by elongated obstacles. These conditions are: (a) exact for the first modes, (b) easy to implement and to parallelize, (c) compatible with the local structure of the computational finite element scheme, and (d) applicable to exterior ellipsoidal-shaped boundaries that are more suitable in terms of cost-effectiveness for surrounding elongated scatterers. We investigate analytically and numerically the effect of the frequency regime and the slenderness of the boundary on the accuracy of these conditions. We also compare their performance to the second-order absorbing boundary condition (BGT2) designed by Bayliss, Gunzburger and Turkel when expressed in prolate spheroid coordinates. The analysis reveals that, in the low-frequency regime, the new second-order DtN condition (DtN2) retains a good level of accuracy regardless of the slenderness of the boundary. In addition, the DtN2 boundary condition outperforms the BGT2 condition. Such superiority is clearly noticeable for large eccentricity values.     

Error analysis of an enhanced DtN-FE method for exterior scattering problems

In this work we analyze the convergence of the high-order Enhanced DtN-FEM algorithm, described in our previous work (Nicholls and Nigam, J. Comput. Phys. 194:278–303, 2004), for solving exterior acoustic scattering problems in . This algorithm consists of using an exact Dirichlet-to-Neumann (DtN) map on a hypersurface enclosing the scatterer, where the hypersurface is a perturbation of a circle, and, in practice, the perturbation can be very large. Our theoretical work had shown the DtN map was analytic as a function of this perturbation. In the present work, we carefully analyze the error introduced by virtue of using this algorithm. Specifically, we give a full account of the error introduced by truncating the DtN map at a finite order in the perturbation expansion, and study the well-posedness of the associated formulation. During computation, the Fourier series of the Dirichlet data on the artificial boundary must be truncated. To deal with the ensuing loss of uniqueness of solutions, we propose a modified DtN map, and prove well-posedness of the resulting problem. We quantify the spectral error introduced due to this truncation of the data. The key tools in the analysis include a new theorem on the analyticity of the DtN map in a suitable Sobolev space, and another on the perturbation of non-self-adjoint Fredholm operators.     

A posterior error estimates for the nonlinear grating problem with transparent boundary condition

The nonlinear grating problem is modeled by Maxwell's equations with transparent boundary conditions. The nonlocal boundary operators are truncated by taking sufficiently many terms in the corresponding expansions. A finite element method with the truncation operators is developed for solving the nonlinear grating problem. The two posterior error estimates are established. The a posterior error estimate consists of two parts: finite element discretization error and the truncation error of the nonlocal boundary operators. In particular, the truncation error caused by truncation operations is exponentially decayed when the parameter N is increased. Numerical experiment is included to illustrate the efficiency of the method. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1101–1118, 2015     

A boundary parametric approximation to the linearized scalar potential magnetostatic field problem

We consider the linearized scalar potential formulation of the magnetostatic field problem in this paper. Our approach involves a reformulation of the continuous problem as a parametric boundary problem. By the introduction of a spherical interface and the use of spherical harmonics, the infinite boundary conditions can also be satisfied in the parametric framework. That is the field in the exterior of a sphere is expanded in a ‘harmonic series’ of eigenfunctions for the exterior harmonic problem. The approach is essentially a finite element method coupled with a spectral method via a boundary parametric procedure. The reformulated problem is discretized by finite element techniques which leads to a discrete parametric problem which can be solved by well conditioned iteration involving only the solution of decoupled Neumann type elliptic finite element systems and L² projection onto subspaces of spherical harmonics. Error and stability estimates given show exponential convergence in the degree of the spherical harmonics and optimal order convergence with respect to the finite element approximation for the resulting fields in L².     

A class of viscous p-Laplace equation with nonlinear sources

In this paper, we prove the global existence of solutions to the initial boundary value problem of a viscous p-Laplace equation with nonlinear sources. The asymptotic behavior of solutions as the viscous coefficient k tends to zero is also investigated. In particular, we discuss the H¹-Galerkin finite element method for our problem and establish the error estimates for two semi-discrete approximate schemes.     

On the coupled NBEM and FEM for a class of nonlinear exterior Dirichlet problem in R 2

In this paper, based on the natural boundary reduction advanced by Feng and Yu, we couple the finite element approach with the natural boundary element method to study the weak solvability and Galerkin approximation of a class of nonlinear exterior boundary value problems. The analysis is mainly based on the variational formulation with constraints. We prove the error estimate of the finite element solution and obtain the asymptotic rate of convergence. Finally, we also give a numerical example.

     

An a priori error analysis for the coupling of local discontinuous Galerkin and boundary element methods

In this paper we analyze the coupling of local discontinuous Galerkin (LDG) and boundary element methods as applied to linear exterior boundary value problems in the plane. As a model problem we consider a Poisson equation in an annular polygonal domain coupled with a Laplace equation in the surrounding unbounded exterior region. The technique resembles the usual coupling of finite elements and boundary elements, but the corresponding analysis becomes quite different. In particular, in order to deal with the weak continuity of the traces at the interface boundary, we need to define a mortar-type auxiliary unknown representing an interior approximation of the normal derivative. We prove the stability of the resulting discrete scheme with respect to a mesh-dependent norm and derive a Strang-type estimate for the associated error. Finally, we apply local and global approximation properties of the subspaces involved to obtain the a priori error estimate in the energy norm.

     

A domain decomposition method for linear exterior boundary value problems

In this paper, we present a domain decomposition method, based on the general theory of Steklov-Poincaré operators, for a class of linear exterior boundary value problems arising in potential theory and heat conductivity. We first use a Dirichlet-to-Neumann mapping, derived from boundary integral equation methods, to transform the exterior problem into an equivalent mixed boundary value problem on a bounded domain. This domain is decomposed into a finite number of annular subregions, and the Dirichlet data on the interfaces is introduced as the unknown of the associated Steklov-Poincaré problem. This problem is solved with the Richardson method by introducing a Dirichlet-Robin-type preconditioner, which yields an iteration-by-subdomains algorithm well suited for parallel computations. The corresponding analysis for the finite element approximations and some numerical experiments are also provided.     

A coupled BEM and FEM for the interior transmission problem in acoustics

The interior transmission problem (ITP) is a boundary value problem arising in inverse scattering theory, and it has important applications in qualitative methods. In this paper, we propose a coupled boundary element method (BEM) and a finite element method (FEM) for the ITP in two dimensions. The coupling procedure is realized by applying the direct boundary integral equation method to define the so-called Dirichlet-to-Neumann (DtN) mappings. We show the existence of the solution to the ITP for the anisotropic medium. Numerical results are provided to illustrate the accuracy of the coupling method.     

Pressure projection stabilized finite element method for Stokes problem with nonlinear slip boundary conditions

In this paper, we consider the pressure projection stabilized finite element method for the Stokes problem with nonlinear slip boundary conditions whose variational formulation is the variational inequality problem of the second kind with the Stokes operator. The H¹ and L² error estimates for the velocity and the L² error estimate for the pressure are obtained. Finally, the numerical results are displayed to verify the theoretical analysis.     

Trigonometric wavelet method for some elliptic boundary value problems

In this paper, we apply trigonometric wavelet method to investigate the numerical solution of elliptic boundary value problem in an exterior unit disk. The simple computation formulae of the entries in the stiffness matrix are obtained. It shows that we only need to compute 2(j²+1) elements of one ²j+2ײj+2 stiffness matrix. Moreover, the error estimates of the approximation solutions are given and some test examples are presented.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

A numerical method for problems in infinite strips with irregularities extending to infinity

The Dirichlet-to-Neumann (DtN) Finite Element Method is a combined analytic-numerical method for boundary value problems in infinite domains. The use of this method is usually based on the assumption that, in the infinite domain D exterior to the finite computational domain, the governing differential equations are sufficiently simple. In particular, in D it is generally assumed that the equations are linear, homogeneous, and have constant coefficients. In this article, an extension of the DtN method is proposed, which can be applied to elliptic problems with “irregularities” in the exterior domain D, such as (a) inhomogeneities, (b) variable coefficients, and (c) nonlinearities. This method is based on iterative “regularization” of the problem in D, and on the efficient treatment of infinite-domain integrals. Semi-infinite strip problems are used for illustrating the method. Convergence of the iterative process is analyzed both theoretically and numerically. Nonuniformity difficulties and a way to overcome them are discussed. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:233–249, 1998     

Representations of Solutions of Laplacian Boundary Value Problems on Exterior Regions

This paper treats the well-posedness and representation of solutions of Poisson’s equation on exterior regions $U\subsetneq{\mathbb{R}}^{N}$ with N≥3. Solutions are sought in a space E ¹(U) of finite energy functions that decay at infinity. This space contains H ¹(U) and existence-uniqueness theorems are proved for the Dirichlet, Robin and Neumann problems using variational methods with natural conditions on the data. A decomposition result is used to reduce the problem to the evaluation of a standard potential and the solution of a harmonic boundary value problem. The exterior Steklov eigenproblems for the Laplacian on U are described. The exterior Steklov eigenfunctions are proved to generate an orthogonal basis for the subspace of harmonic functions and also of certain boundary trace spaces. Representations of solutions of the harmonic boundary value problem in terms of these bases are found, and estimates for the solutions are derived. When U is the region exterior to a 3-d ball, these Steklov representations reduce to the classical multi-pole expansions familiar in physics and engineering analysis.     

Finite Element Methods for the Stokes System in Three-Dimensional Exterior Domains

The article treats the question of how to numerically solve the Dirichlet problem for the Stokes system in the exterior of a three-dimensional bounded Lipschitz domain. In a first step, the solution of this problem is approximated by functions solving the Stokes system in a truncated domain and satisfying a suitable artificial boundary condition on the outer boundary of this truncated domain. In a second step, this new problem is approximately solved in finite element spaces related to a graded mesh as introduced by Goldstein [Math. Comp., 36, 387–404 (1981)]. The difference between this finite element approximation and the exact solution of the exterior Stokes problem is estimated in the norm of suitable unweighted L²-Sobolev spaces. These estimates are analogous to corresponding results which are known for the Poisson equation. © 1997 by B.G. Teubner Stuttgart-John Wiley & Sons, Ltd.     

On the ellipticity of coupled finite element and one-equation boundary element methods for boundary value problems

In this paper we extend some recent results on the stability of the Johnson–Nédelec coupling of finite and boundary element methods in the case of boundary value problems. In Of and Steinbach (Z Angew Math Mech 93:476–484, 2013), Sayas (SIAM J Numer Anal 47:3451–3463, 2009) and Steinbach (SIAM J Numer Anal 49:1521–1531, 2011), the case of a free-space transmission problem was considered, and sufficient and necessary conditions are stated which ensure the ellipticity of the bilinear form for the coupled problem. The proof was based on considering the energies which are related to both the interior and exterior problem. In the case of boundary value problems for either interior or exterior problems, additional estimates are required to bound the energy for the solutions of related subproblems. Moreover, several techniques for the stabilization of the coupled formulations are analysed. Applications involve boundary value problems with either hard or soft inclusions, exterior boundary value problems, and macro-element techniques.