A finite-element capacitance matrix method for exterior Helmholtz problems

Summary. We introduce an algorithm for the efficient numerical solution of exterior boundary value problems for the Helmholtz equation. The problem is reformulated as an equivalent one on a bounded domain using an exact non-local boundary condition on a circular artificial boundary. An FFT-based fast Helmholtz solver is then derived for a finite-element discretization on an annular domain. The exterior problem for domains of general shape are treated using an imbedding or capacitance matrix method. The imbedding is achieved in such a way that the resulting capacitance matrix has a favorable spectral distribution leading to mesh independent convergence rates when Krylov subspace methods are used to solve the capacitance matrix equation. Received May 2, 1995     

Finite element analysis of varitional crimes for a quasilinear elliptic problem in 3D

Summary. We examine a finite element approximation of a quasilinear boundary value elliptic problem in a three-dimensional bounded convex domain with a smooth boundary. The domain is approximated by a polyhedron and a numerical integration is taken into account. We apply linear tetrahedral finite elements and prove the convergence of approximate solutions on polyhedral domains in the -norm to the true solution without any additional regularity assumptions. Received May 23, 1997 / Published online December 6, 1999     

Solution of exterior problem using ellipsoidal artificial boundary

In this paper, we present a general ellipsoidal artificial boundary method for three-dimensional exterior problem. The exact artificial boundary condition, which is expressed explicitly by the series concerning the ellipsoidal harmonic functions, is derived and then an equivalent problem in a bounded domain is presented. The error estimates show that the convergence rate depends on the mesh parameter, the number of terms used in the exact artificial boundary condition, and the location of the artificial boundary.     

On the coupling of MIXED-FEM and BEM for an exterior Helmholtz problem in the plane

Summary This paper deals with an elliptic boundary value problem posed in the plane, with variable coefficients, but whose restriction to the exterior of a bounded domain reduces to a Helmholtz equation. We consider a mixed variational formulation in a bounded domain that contains the heterogeneous medium, coupled with a boundary integral method applied to the Helmholtz equation in . We utilize suitable auxiliary problems, duality arguments, and Fredholm alternative to show that the resulting formulation of the problem is well posed. Then, we define a corresponding Galerkin scheme by using rotated Raviart-Thomas subspaces and spectral elements (on the interface). We show that the discrete problem is uniquely solvable and convergent and prove optimal error estimates. Finally we illustrate our analysis with some results from computational experiments.     

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.     

Numerical analysis of the primal problem of elastoplasticity with hardening

Summary. The finite element method is a reasonable and frequently utilised tool for the spatial discretization within one time-step in an elastoplastic evolution problem. In this paper, we analyse the finite element discretization and prove a priori and a posteriori error estimates for variational inequalities corresponding to the primal formulation of (Hencky) plasticity. The finite element method of lowest order consists in minimising a convex function on a subspace of continuous piecewise linear resp. piecewise constant trial functions. An a priori error estimate is established for the fully-discrete method which shows linear convergence as the mesh-size tends to zero, provided the exact displacement field u is smooth. Near the boundary of the plastic domain, which is unknown a priori, it is most likely that u is non-smooth. In this situation, automatic mesh-refinement strategies are believed to improve the quality of the finite element approximation. We suggest such an adaptive algorithm on the basis of a computable a posteriori error estimate. This estimate is reliable and efficient in the sense that the quotient of the error by the estimate and its inverse are bounded from above. The constants depend on the hardening involved and become larger for decreasing hardening. Received May 7, 1997 / Revised version received August 31, 1998     

Schwarz methods for inequalities with contraction operators

We prove the convergence of some multiplicative and additive Schwarz methods for inequalities which contain contraction operators. The problem is stated in a reflexive Banach space and it generalizes the well-known fixed-point problem in the Hilbert spaces. Error estimation theorems are given for three multiplicative algorithms and two additive algorithms. We show that these algorithms are in fact Schwarz methods if the subspaces are associated with a decomposition of the domain. Also, for the one- and two-level methods in the finite element spaces, we write the convergence rates as functions of the overlapping and mesh parameters. They are similar with the convergence rates of these methods for linear problems. Besides the direct use of the five algorithms for the inequalities with contraction operators, we can use the above results to obtain the convergence rate of the Schwarz method for other types of inequalities or nonlinear equations. In this way, we prove the convergence and estimate the error of the one- and two-level Schwarz methods for some inequalities in Hilbert spaces which are not of the variational type, and also, for the Navier–Stokes problem. Finally, we give conditions of existence and uniqueness of the solution for all problems we consider. We point out that these conditions and the convergence conditions of the proposed algorithms are of the same type.     

A primal mixed formulation for exterior transmission problems in ${\bf R}^2$

Summary.   We combine a primal mixed finite element approach with a Dirichlet-to-Neumann mapping (arising from the boundary integral equation method) to study the weak solvability and Galerkin approximations of a class of linear exterior transmission problems in potential theory. Our results are mainly based on the Babuska-Brezzi theory for variational problems with constraints. We establish the uniqueness of solution for the continuous and discrete formulations, and show that finite element subspac es of Lagrange type satisfy the discrete compatibility conditions. In addition, we provide the error analysis, including polygonal approximations of the domain, and prove strong convergence of the Galerkin solutions. Moreover, under additional regularity assumptions on the solution of the continuous formulation, we obtain the asymptotic rate of convergence O(h). Received August 25, 1998 / Revised version received March 8, 2000 / Published online October 16, 2000     

The <Emphasis Type="Italic">p</Emphasis>-version of the boundary element method for weakly singular operators on piecewise plane open surfaces

We study piecewise polynomial approximations in negative order Sobolev norms of singularities which are inherent to Neumann data of elliptic problems of second order in polyhedral domains. The worst case of exterior crack problems in three dimensions is included. As an application, we prove an optimal a priori error estimate for the p-version of the BEM with weakly singular operators on polyhedral Lipschitz surfaces and piecewise plane open screens. The work of A. Bespalov was supported by the London Mathematical Society. The work of N. Heuer was supported by the FONDAP Programme in Applied Mathematics and Fondecyt project no. 1040615, both Chile. Dedicated to Professor Wolfgang L. Wendland on the occasion of his 70th birthday.     

Dimension splitting for evolution equations

In this paper, we are concerned with splitting methods for the time integration of abstract evolution equations. We introduce an analytic framework which allows us to prove optimal convergence orders for various splitting methods, including the Lie and Peaceman–Rachford splittings. Our setting is applicable for a wide variety of linear equations and their dimension splittings. In particular, we analyze parabolic problems with Dirichlet boundary conditions, as well as degenerate equations on bounded domains. We further illustrate our theoretical results with a set of numerical experiments. This work was supported by the Austrian Science Fund under grant M961-N13.     

An adaptive discontinuous finite volume method for elliptic problems

An adaptive discontinuous finite volume method is developed and analyzed in this paper. We prove that the adaptive procedure achieves guaranteed error reduction in a mesh-dependent energy norm and has a linear convergence rate. Numerical results are also presented to illustrate the theoretical analysis.     

Two-scale composite finite element method for Dirichlet problems on complicated domains

In this paper, we define a new class of finite elements for the discretization of problems with Dirichlet boundary conditions. In contrast to standard finite elements, the minimal dimension of the approximation space is independent of the domain geometry and this is especially advantageous for problems on domains with complicated micro-structures. For the proposed finite element method we prove the optimal-order approximation (up to logarithmic terms) and convergence estimates valid also in the cases when the exact solution has a reduced regularity due to re-entering corners of the domain boundary. Numerical experiments confirm the theoretical results and show the potential of our proposed method.     

Numerical solution for exterior problems

Summary We solve the Helmholtz equation in an exterior domain in the plane. A perfect absorption condition is introduced on a circle which contains the obstacle. This boundary condition is given explicitly by Bessel functions. We use a finite element method in the bounded domain. An explicit formula is used to compute the solution out of the circle. We give an error estimate and we present relevant numerical results.     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

On the balancing principle for some problems of Numerical Analysis

We discuss a choice of weight in penalization methods. The motivation for the use of penalization in computational mathematics is to improve the conditioning of the numerical solution. One example of such improvement is a regularization, where a penalization substitutes an ill-posed problem for a well-posed one. In modern numerical methods for PDEs a penalization is used, for example, to enforce a continuity of an approximate solution on non-matching grids. A choice of penalty weight should provide a balance between error components related with convergence and stability, which are usually unknown. In this paper we propose and analyze a simple adaptive strategy for the choice of penalty weight which does not rely on a priori estimates of above mentioned components. It is shown that under natural assumptions the accuracy provided by our adaptive strategy is worse only by a constant factor than one could achieve in the case of known stability and convergence rates. Finally, we successfully apply our strategy for self-regularization of Volterra-type severely ill-posed problems, such as the sideways heat equation, and for the choice of a weight in interior penalty discontinuous approximation on non-matching grids. Numerical experiments on a series of model problems support theoretical results.     

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.     

On the boundary element method for some nonlinear boundary value problems

Summary Here we analyse the boundary element Galerkin method for two-dimensional nonlinear boundary value problems governed by the Laplacian in an interior (or exterior) domain and by highly nonlinear boundary conditions. The underlying boundary integral operator here can be decomposed into the sum of a monotoneous Hammerstein operator and a compact mapping. We show stability and convergence by using Leray-Schauder fixed-point arguments due to Petryshyn and Neas.Using properties of the linearised equations, we can also prove quasioptimal convergence of the spline Galerkin approximations.This work was carried out while the first author was visiting the University of Stuttgart     

Adaptive multilevel finite element approximations of semilinear elliptic boundary value problems

Summary. In this paper we consider two aspects of the problem of designing efficient numerical methods for the approximation of semilinear boundary value problems. First we consider the use of two and multilevel algorithms for approximating the discrete solution. Secondly we consider adaptive mesh refinement based on feedback information from coarse level approximations. The algorithms are based on an a posteriori error estimate, where the error is estimated in terms of computable quantities only. The a posteriori error estimate is used for choosing appropriate spaces in the multilevel algorithms, mesh refinements, as a stopping criterion and finally it gives an estimate of the total error. Received April 8, 1997 / Revised version received July 27, 1998 / Published online September 24, 1999     

Spline collocation for strongly elliptic equations on the torus

Summary We prove convergence and error estimates in Sobolev spaces for the collocation method with tensor product splines for strongly elliptic pseudodifferential equations on the torus. Examples of applications include elliptic partial differential equations with periodic boundary conditions but also the classical boundary integral operators of potential theory on torus-shaped domains in three or more dimensions. For odd-degree splines, we prove convergence of nodal collocation for any strongly elliptic operator. For even-degree splines and midpoint collocation, we find an additional condition for the convergence which is satisfied for the classical boundary integral operators. Our analysis is a generalization to higher dimensions of the corresponding analysis of Arnold and Wendland [4].     

A fictitious domain approach to the numerical solution of PDEs in stochastic domains

We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial chaos order, in any subdomain which does not contain the random boundaries.