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).     

Approximation capability of a bilinear immersed finite element space

This article discusses a bilinear immersed finite element (IFE) space for solving second‐order elliptic boundary value problems with discontinuous coefficients (interface problem). This is a nonconforming finite element space and its partition can be independent of the interface. The error estimates for the interpolation of a Sobolev function indicate that this IFE space has the usual approximation capability expected from bilinear polynomials. Numerical examples of the related finite element method are provided. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

The convergence of the bilinear and linear immersed finite element solutions to interface problems

This article analyzes the error in both the bilinear and linear immersed finite element (IFE) solutions for second‐order elliptic boundary problems with discontinuous coefficients. The discontinuity in the coefficients is supposed to happen across general curves, but the mesh of the IFE methods can be allowed not to align with the curve of discontinuity. It has been shown that the bilinear and linear IFE solutions converge to the exact solution under the usual assumptions about the meshes and regularity.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 312–330 2012     

Partially penalized immersed finite element methods for parabolic interface problems

We present partially penalized immersed finite element methods for solving parabolic interface problems on Cartesian meshes. Typical semidiscrete and fully discrete schemes are discussed. Error estimates in an energy norm are derived. Numerical examples are provided to support theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1925–1947, 2015     

An immersed finite element space and its approximation capability

This article discusses an immersed finite element (IFE) space introduced for solving a second‐order elliptic boundary value problem with discontinuous coefficients (interface problem). The IFE space is nonconforming and its partition can be independent of the interface. The error estimates for the interpolation of a function in the usual Sobolev space indicate that this IFE space has an approximation capability similar to that of the standard conforming linear finite element space based on body‐fit partitions. Numerical examples of the related finite element method based on this IFE space are provided. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 338–367, 2004     

A partially penalized P1/CR immersed finite element method for planar elasticity interface problems

We propose a partially penalized P₁/CR immersed finite element (IFE) method with midpoint values on edges as degrees of freedom for CR elements to solve planar elasticity interface problems. Optimal approximation errors in L² norm and H¹ semi‐norm are obtained for the P₁/CR IFE spaces. Moreover, by adding some stabilization terms on the edges of interface elements, we derive an optimal error estimate for the P₁/CR IFE method. Our method differs from the method with average values on edges as degrees of freedom for P₁/CR elements in Qin et al.'s study, where no approximation theoretical result was presented. Numerical examples confirm our theoretical results.     

A partially penalty immersed interface finite element method for anisotropic elliptic interface problems

In this article, we develop a partially penalty immersed interface finite element (PIFE) method for a kind of anisotropy diffusion models governed by the elliptic interface problems with discontinuous tensor‐coefficients. This method is based on linear immersed interface finite elements (IIFE) and applies the discontinuous Galerkin formulation around the interface. We add two penalty terms to the general IIFE formulation along the sides intersected with the interface. The flux jump condition is weakly enforced on the smooth interface. By proving that the piecewise linear function on an interface element is uniquely determined by its values at the three vertices under some conditions, we construct the finite element spaces. Therefore, a PIFE procedure is proposed, which is based on the symmetric, nonsymmetric or incomplete interior penalty discontinuous Galerkin formulation. Then we prove the consistency and the solvability of the procedure. Theoretical analysis and numerical experiments show that the PIFE solution possesses optimal‐order error estimates in the energy norm and norm.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1984–2028, 2014     

A mixed nonconforming finite element for linear elasticity

This article considers a mixed finite element method for linear elasticity. It is based on a modified mixed formulation that enforces the continuity of the stress weakly by adding a jump term of the approximated stress on interior edges. The symmetric stress are approximated by nonconforming linear elements and the displacement by piecewise constants. We establish ??(h) error bound in the (broken) L² norm for the divergence of the stress and ??(h) error bound in the L² norm for both the displacement and the stress tensor. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

A selective immersed discontinuous Galerkin method for elliptic interface problems

This article proposes a selective immersed discontinuous Galerkin method based on bilinear immersed finite elements (IFE) for solving second‐order elliptic interface problems. This method applies the discontinuous Galerkin formulation wherever selected, such as those elements around an interface or a singular source, but the regular Galerkin formulation everywhere else. A selective bilinear IFE space is constructed and applied to the selective immersed discontinuous Galerkin method based on either the symmetric or nonsymmetric interior penalty discontinuous Galerkin formulation. The new method can solve an interface problem by a rectangular mesh with local mesh refinement independent of the interface even if its geometry is nontrivial. Meanwhile, if desired, its computational cost can be maintained very close to that of the standard Galerkin IFE method. It is shown that the selective bilinear IFE space has the optimal approximation capability expected from piecewise bilinear polynomials. Numerical examples are provided to demonstrate features of this method, including the effectiveness of local mesh refinement around the interface and the sensitivity to the penalty parameters. Copyright © 2013 John Wiley & Sons, Ltd.     

Analysis of the immersed boundary method for a finite element Stokes problem

Convergence results are presented for the immersed boundary (IB) method applied to a model Stokes problem. As a discretization method, we use the finite element method. First, the immersed force field is approximated using a regularized delta function. Its error in the W^{?1, p} norm is examined for 1 ≤ p < n/(n ? 1), with n representing the space dimension. Subsequently, we consider IB discretization of the Stokes problem and examine the regularization and discretization errors separately. Consequently, error estimate of order h^{1 ? α} in the W^{1, 1} × L¹ norm for the velocity and pressure is derived, where α is an arbitrary small positive number. The validity of those theoretical results is confirmed from numerical examples.     

Mixed finite element methods for linear elasticity with weakly imposed symmetry

In this paper, we construct new finite element methods for the approximation of the equations of linear elasticity in three space dimensions that produce direct approximations to both stresses and displacements. The methods are based on a modified form of the Hellinger-Reissner variational principle that only weakly imposes the symmetry condition on the stresses. Although this approach has been previously used by a number of authors, a key new ingredient here is a constructive derivation of the elasticity complex starting from the de Rham complex. By mimicking this construction in the discrete case, we derive new mixed finite elements for elasticity in a systematic manner from known discretizations of the de Rham complex. These elements appear to be simpler than the ones previously derived. For example, we construct stable discretizations which use only piecewise linear elements to approximate the stress field and piecewise constant functions to approximate the displacement field.

     

Inf‐sup stability of Petrov‐Galerkin immersed finite element methods for one‐dimensional elliptic interface problems

In this article, we analyze the Petrov‐Galerkin immersed finite element method (PG‐IFEM) when applied to one‐dimensional elliptic interface problems. In the PG‐IFEM (T. Hou, X. Wu and Y. Zhang, Commun. Math. Sci., 2 (2004), 185‐205, and S. Hou and X. Liu, J. Comput. Phys., 202 (2005), 411‐445), the classic immersed finite element (IFE) space was taken as the trial space while the conforming linear finite element space was taken as the test space. We first prove the inf‐sup condition of the PG‐IFEM and then show the optimal error estimate in the energy norm. We also show the optimal estimate of the condition number of the stiffness matrix. The results are extended to two dimensional problems in a special case.     

Simplified immersed interface methods for elliptic interface problems with straight interfaces

In this article, we propose simplified immersed interface methods for elliptic partial/ordinary differential equations with discontinuous coefficients across interfaces that are few isolated points in 1D, and straight lines in 2D. For one‐dimensional problems or two‐dimensional problems with circular interfaces, we propose a conservative second‐order finite difference scheme whose coefficient matrix is symmetric and definite. For two‐dimensional problems with straight interfaces, we first propose a conservative first‐order finite difference scheme, then use the Richardson extrapolation technique to get a second‐order method. In both cases, the finite difference coefficients are almost the same as those for regular problems. Error analysis is given along with numerical example. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 188–203, 2012     

A discontinuous finite volume element method for second‐order elliptic problems

In this article, we propose a new discontinuous finite volume element (DFVE) method for the second‐order elliptic problems. We treat the DFVE method as a perturbation of the interior penalty method and get a superapproximation estimate in a mesh dependent norm between the solution of the DFVE method and that of the interior penalty method. This reveals that the DFVE method is much closer to the interior penalty method than we have known. By using this superapproximation estimate, we can easily get the optimal order error estimates in the L² ‐norm and in the maximum norms of the DFVE method.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 425–440, 2012     

Analysis of finite element approximation for time-dependent Maxwell problems

We provide an error analysis of finite element methods for solving time-dependent Maxwell problem using Nedelec and Thomas-Raviart elements. We study the regularity of the solution and develop some new error estimates of Nedelec finite elements. As a result, the optimal -error bound for the semidiscrete scheme is obtained.

     

A finite element method for interface problems in domains with smooth boundaries and interfaces

This paper is concerned with the analysis of a finite element method for nonhomogeneous second order elliptic interface problems on smooth domains. The method consists in approximating the domains by polygonal domains, transferring the boundary data in a natural way, and then applying a finite element method to the perturbed problem on the approximate polygonal domains. It is shown that the error in the finite element approximation is of optimal order for linear elements on a quasiuniform triangulation. As such the method is robust in the regularity of the data in the original problem.     

A note on the design of hp-version interior penalty discontinuous Galerkin finite element methods for degenerate problems

^** Email: emmanuil.georgoulis{at}mcs.le.ac.uk^*** Email: al{at}maths.strath.ac.uk We consider a variant of the hp-version interior penalty discontinuousGalerkin finite element method (IP-DGFEM) for second-order problemsof degenerate type. We do not assume uniform ellipticity ofthe diffusion tensor. Moreover, diffusion tensors of arbitraryform are covered in the theory presented. A new, refined recipefor the choice of the discontinuity-penalization parameter (thatis present in the formulation of the IP-DGFEM) is given. Makinguse of the recently introduced augmented Sobolev space framework,we prove an hp-optimal error bound in the energy norm and anh-optimal and slightly p-suboptimal (by only half an order ofp) bound in the L² norm (the latter, for the symmetric versionof the IP-DGFEM), provided that the solution belongs to an augmentedSobolev space.     

A two-stage least-squares finite element method for the stress-pressure-displacement elasticity equations

A new stress-pressure-displacement formulation for the planar elasticity equations is proposed by introducing the auxiliary variables, stresses, and pressure. The resulting first-order system involves a nonnegative parameter that measures the material compressibility for the elastic body. A two-stage least-squares finite element procedure is introduced for approximating the solution to this system with appropriate boundary conditions. It is shown that the two-stage least-squares scheme is stable and, with respect to the order of approximation for smooth exact solutions, the rates of convergence of the approximations for all the unknowns are optimal both in the H¹-norm and in the L²-norm. Numerical experiments with various values of the parameter are examined, which demonstrate the theoretical estimates. Among other things, computational results indicate that the behavior of convergence is uniform in the nonnegative parameter. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 297–315, 1998     

A second order isoparametric finite element method for elliptic interface problems

A second order isoparametric finite element method (IPFEM) is proposed for elliptic interface problems. It yields better accuracy than some existing second-order methods, when the coefficients or the flux across the immersed curved interface is discontinuous. Based on an initial Cartesian mesh, a mesh optimization strategy is presented by employing curved boundary elements at the interface, and an incomplete quadratic finite element space is constructed on the optimized mesh. It turns out that the number of curved boundary elements is far less than that of the straight one, and the total degree of freedom is almost the same as the uniform Cartesian mesh. Numerical examples with simple and complicated geometrical interfaces demonstrate the efficiency of the proposed method.