Additive Schwarz method for the p-version of the boundary element method for the single layer potential operator on a plane screen

Summary. We analyze an additive Schwarz preconditioner for the p-version of the boundary element method for the single layer potential operator on a plane screen in the three-dimensional Euclidean space. We decompose the ansatz space, which consists of piecewise polynomials of degree p on a mesh of size h, by introducing a coarse mesh of size . After subtraction of the coarse subspace of piecewise constant functions on the coarse mesh this results in local subspaces of piecewise polynomials living only on elements of size H. This decomposition yields a preconditioner which bounds the spectral condition number of the stiffness matrix by . Numerical results supporting the theory are presented. Received August 15, 1998 / Revised version received November 11, 1999 / Published online December 19, 2000     

An iterative substructuring method for the p-version of the boundary element method for hypersingular integral operators in three dimensions

Summary. We study preconditioners for the -version of the boundary element method for hypersingular integral equations in three dimensions. The preconditioners are based on iterative substructuring of the underlying ansatz spaces which are constructed by using discretely harmonic basis functions. We consider a so-called wire basket preconditioner and a non-overlapping additive Schwarz method based on the complete natural splitting, i.e. with respect to the nodal, edge and interior functions, as well as an almost diagonal preconditioner. In any case we add the space of piecewise bilinear functions which eliminate the dependence of the condition numbers on the mesh size. For all these methods we prove that the resulting condition numbers are bounded by . Here, is the polynomial degree of the ansatz functions and is a constant which is independent of and the mesh size of the underlying boundary element mesh. Numerical experiments supporting these results are reported. Received July 8, 1996 / Revised version received January 8, 1997     

An additive Schwarz preconditioner for p-version boundary element approximation of the hypersingular operator in three dimensions

Summary. Additive Schwarz preconditioners are developed for the p-version of the boundary element method for the hypersingular integral equation on surfaces in three dimensions. The principal preconditioner consists of decomposing the subspace into local spaces associated with the element interiors supplemented with a wirebasket space associated with the the element interfaces. The wirebasket correction involves inverting a diagonal matrix. If exact solvers are used on the element interiors then theoretical analysis shows that growth of the condition number of the preconditioned system is bounded by for an open surface and for a closed surface. A modified form of the preconditioner only requires the inversion of a diagonal matrix but results in a further degradation of the condition number by a factor . Received December 15, 1998 / Revised version received March 26, 1999 / Published online March 16, 2000     

Hybrid Galerkin boundary elements: theory and implementation

Summary. In this paper we present a new quadrature method for computing Galerkin stiffness matrices arising from the discretisation of 3D boundary integral equations using continuous piecewise linear boundary elements. This rule takes as points some subset of the nodes of the mesh and can be used for computing non-singular Galerkin integrals corresponding to pairs of basis functions with non-intersecting supports. When this new rule is combined with standard methods for the singular Galerkin integrals we obtain a “hybrid” Galerkin method which has the same stability and asymptotic convergence properties as the true Galerkin method but a complexity more akin to that of a collocation or Nystr?m method. The method can be applied to a wide range of singular and weakly-singular first- and second-kind equations, including many for which the classical Nystr?m method is not even defined. The results apply to equations on piecewise-smooth Lipschitz boundaries, and to non-quasiuniform (but shape-regular) meshes. A by-product of the analysis is a stability theory for quadrature rules of precision 1 and 2 based on arbitrary points in the plane. Numerical experiments demonstrate that the new method realises the performance expected from the theory. Received January 22, 1998 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Schwarz methods with local refinement for the p-version finite element method

Summary. In some applications, the accuracy of the numerical solution of an elliptic problem needs to be increased only in certain parts of the domain. In this paper, local refinement is introduced for an overlapping additive Schwarz algorithm for the $-version finite element method. Both uniform and variable degree refinements are considered. The resulting algorithm is highly parallel and scalable. In two and three dimensions, we prove an optimal bound for the condition number of the iteration operator under certain hypotheses on the refinement region. This bound is independent of the degree $, the number of subdomains $ and the mesh size $. In the general two dimensional case, we prove an almost optimal bound with polylogarithmic growth in $. Received February 20, 1993 / Revised version received January 20, 1994     

On the effect of numerical integration in the Galerkin boundary element method

Summary. We discuss the effect of cubature errors when using the Galerkin method for approximating the solution of Fredholm integral equations in three dimensions. The accuracy of the cubature method has to be chosen such that the error resulting from this further discretization does not increase the asymptotic discretization error. We will show that the asymptotic accuracy is not influenced provided that polynomials of a certain degree are integrated exactly by the cubature method. This is done by applying the Bramble-Hilbert Lemma to the boundary element method. Received May 24, 1995     

On a hybrid boundary element method

Summary. In this paper we study a symmetric boundary element method based on a hybrid discretization of the Steklov–Poincaré operator well suited for a symmetric coupling of finite and boundary elements. The representation used involves only single and double layer potentials and does not require the discretization of the hypersingular integral operator as in the symmetric formulation. The stability of the hybrid Galerkin discretization is based on a BBL–like stability condition for the trial spaces. Numerical examples confirm the theoretical results. Received December 15, 1997 / Revised version received December 21, 1998/ Published online November 17, 1999     

Discrete boundary element methods on general meshes in 3D

Abstract. This paper is concerned with the stability and convergence of fully discrete Galerkin methods for boundary integral equations on bounded piecewise smooth surfaces in . Our theory covers equations with very general operators, provided the associated weak form is bounded and elliptic on , for some . In contrast to other studies on this topic, we do not assume our meshes to be quasiuniform, and therefore the analysis admits locally refined meshes. To achieve such generality, standard inverse estimates for the quasiuniform case are replaced by appropriate generalised estimates which hold even in the locally refined case. Since the approximation of singular integrals on or near the diagonal of the Galerkin matrix has been well-analysed previously, this paper deals only with errors in the integration of the nearly singular and smooth Galerkin integrals which comprise the dominant part of the matrix. Our results show how accurate the quadrature rules must be in order that the resulting discrete Galerkin method enjoys the same stability properties and convergence rates as the true Galerkin method. Although this study considers only continuous piecewise linear basis functions on triangles, our approach is not restricted in principle to this case. As an example, the theory is applied here to conventional “triangle-based” quadrature rules which are commonly used in practice. A subsequent paper [14] introduces a new and much more efficient “node-based” approach and analyses it using the results of the present paper. Received December 10, 1997 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

A preconditioner for the h-p version of the finite element method in two dimensions

Summary. A preconditioner, based on a two-level mesh and a two-level orthogonalization, is proposed for the - version of the finite element method for two dimensional elliptic problems in polygonal domains. Its implementation is in parallel on the subdomain level for the linear or bilinear (nodal) modes, and in parallel on the element level for the high order (side and internal) modes. The condition number of the preconditioned linear system is of order , where is the diameter of the -th subdomain, and are the diameter of elements and the maximum polynomial degree used in the subdomain. This result reduces to well-known results for the -version (i.e. ) and the -version (i.e. ) as the special cases of the - version. Received August 15, 1995 / Revised version received November 13, 1995     

Wavelet approximations for first kind boundary integral equations on polygons

Summary. An elliptic boundary value problem in the interior or exterior of a polygon is transformed into an equivalent first kind boundary integral equation. Its Galerkin discretization with degrees of freedom on the boundary with spline wavelets as basis functions is analyzed. A truncation strategy is presented which allows to reduce the number of nonzero elements in the stiffness matrix from to entries. The condition numbers are bounded independently of the meshwidth. It is proved that the compressed scheme thus obtained yields in operations approximate solutions with the same asymptotic convergence rates as the full Galerkin scheme in the boundary energy norm as well as in interior points. Numerical examples show the asymptotic error analysis to be valid already for moderate values of . Received March 12, 1994 / Revised version received January 9, 1995     

Wavelet adaptive method for second order elliptic problems: boundary conditions and domain decomposition

Summary. Wavelet methods allow to combine high order accuracy, multilevel preconditioning techniques and adaptive approximation, in order to solve efficiently elliptic operator equations. One of the main difficulty in this context is the efficient treatment of non-homogeneous boundary conditions. In this paper, we propose a strategy that allows to append such conditions in the setting of space refinement (i.e. adaptive) discretizations of second order problems. Our method is based on the use of compatible multiscale decompositions for both the domain and its boundary, and on the possibility of characterizing various function spaces from the numerical properties of these decompositions. In particular, this allows the construction of a lifting operator which is stable for a certain range of smoothness classes, and preserves the compression of the solution in the wavelet basis. An explicit construction of the wavelet bases and the lifting is proposed on fairly general domains, based on conforming domain decomposition techniques. Received November 2, 1998 / Published online April 20, 2000     

Nonlinear Galerkin methods and mixed finite elements: two-grid algorithms for the Navier-Stokes equations

Summary. A nonlinear Galerkin method using mixed finite elements is presented for the two-dimensional incompressible Navier-Stokes equations. The scheme is based on two finite element spaces and for the approximation of the velocity, defined respectively on one coarse grid with grid size and one fine grid with grid size and one finite element space for the approximation of the pressure. Nonlinearity and time dependence are both treated on the coarse space. We prove that the difference between the new nonlinear Galerkin method and the standard Galerkin solution is of the order of $H^2$, both in velocity ( and pressure norm). We also discuss a penalized version of our algorithm which enjoys similar properties. Received October 5, 1993 / Revised version received November 29, 1993     

Interior estimates for the wavelet Galerkin method

Summary. In this paper we derive an interior estimate for the Galerkin method with wavelet-type basis. Such an estimate follows from interior Galerkin equations which are common to a class of methods used in the solution of elliptic boundary value problems. We show that the error in an interior domain can be estimated with the best order of accuracy possible, provided the solution is sufficiently regular in a slightly larger domain, and that an estimate of the same order exists for the error in a weaker norm (measuring the effects from outside the domain ). Examples of the application of such an estimate are given for different problems. Received May 17, 1995 / Revised version received April 26, 1996     

Exponential convergence of the hp-version for the boundary element method on open surfaces

Summary. We analyze the boundary element Galerkin method for weakly singular and hypersingular integral equations of the first kind on open surfaces. We show that the hp-version of the Galerkin method with geometrically refined meshes converges exponentially fast for both integral equations. The proof of this fast convergence is based on the special structure of the solutions of the integral equations which possess specific singularities at the corners and the edges of the surface. We show that these singularities can be efficiently approximated by piecewise tensor products of splines of different degrees on geometrically graded meshes. Numerical experiments supporting these results are presented. Received December 19, 1996 / Revised version received September 24, 1997 / Published online August 19, 1999     

Boundary element methods for Maxwell's equations on non-smooth domains

Summary. Variational boundary integral equations for Maxwell's equations on Lipschitz surfaces in are derived and their well-posedness in the appropriate trace spaces is established. An equivalent, stable mixed reformulation of the system of integral equations is obtained which admits discretization by Galerkin boundary elements based on standard spaces. On polyhedral surfaces, quasioptimal asymptotic convergence of these Galerkin boundary element methods is proved. A sharp regularity result for the surface multipliers on polyhedral boundaries with plane faces is established. Received January 5, 2001 / Revised version received August 6, 2001 / Published online December 18, 2001 Correspondence to: C. Schwab     

$C^1$ error estimation on the boundary for an exterior Neumann problem in $\mathbb R^3$

Summary.   In this paper we establish a error estimation on the boundary for the solution of an exterior Neumann problem in . To solve this problem we consider an integral representation which depends from the solution of a boundary integral equation. We use a full piecewise linear discretisation which on one hand leads to a simple numerical algorithm but on the other hand the error analysis becomes more difficult due to the singularity of the integral kernel. We construct a particular approximation for the solution of the boundary integral equation, for the solution of the Neumann problem and its gradient on the boundary and estimate their error. Received May 11, 1998 / Revised version received July 7, 1999 / Published online August 24, 2000     

Schwarz preconditioners for the spectral element discretization of the steady Stokes and Navier-Stokes equations

Summary. The - spectral element discretization of the Stokes equation gives rise to an ill-conditioned, indefinite, symmetric linear system for the velocity and pressure degrees of freedom. We propose a domain decomposition method which involves the solution of a low-order global, and several local problems, related to the vertices, edges, and interiors of the subdomains. The original system is reduced to a symmetric equation for the velocity, which can be solved with the conjugate gradient method. We prove that the condition number of the iteration operator is bounded from above by , where C is a positive constant independent of the degree N and the number of subdomains, and is the inf-sup condition of the pair -. We also consider the stationary Navier-Stokes equations; in each Newton step, a non-symmetric indefinite problem is solved using a Schwarz preconditioner. By using an especially designed low-order global space, and the solution of local problems analogous to those decribed above for the Stokes equation, we are able to present a complete theory for the method. We prove that the number of iterations of the GMRES method, at each Newton step, is bounded from above by . The constant C does not depend on the number of subdomains or N, and it does not deteriorate as the Newton iteration proceeds. Received March 2, 1998 / Revised version received October 12, 1999 / Published online March 20, 2001     

A two-level domain decomposition method for the iterative solution of high frequency exterior Helmholtz problems

Summary. We present a Lagrange multiplier based two-level domain decomposition method for solving iteratively large-scale systems of equations arising from the finite element discretization of high-frequency exterior Helmholtz problems. The proposed method is essentially an extension of the regularized FETI (Finite Element Tearing and Interconnecting) method to indefinite problems. Its two key ingredients are the regularization of each subdomain matrix by a complex interface lumped mass matrix, and the preconditioning of the interface problem by an auxiliary coarse problem constructed to enforce at each iteration the orthogonality of the residual to a set of carefully chosen planar waves. We show numerically that the proposed method is scalable with respect to the mesh size, the subdomain size, and the wavenumber. We report performance results for a submarine application that highlight the efficiency of the proposed method for the solution of high frequency acoustic scattering problems discretized by finite elements. Received March 17, 1998 / Revised version received June 7, 1999 / Published online January 27, 2000     

Asymptotic expansions of the error of spline Galerkin boundary element methods

Summary. In this paper we analyse the existence of asymptotic expansions of the error of Galerkin methods with splines of arbitrary degree for the approximate solution of integral equations with logarithmic kernels. These expansions are obtained in terms of an interpolation operator and are useful for the application of Richardson extrapolation and for obtaining sharper error bounds. We also present and analyse a family of fully discrete spline Galerkin methods for the solution of the same equations. Following the analysis of Galerkin methods, we show the existence of asymptotic expansions of the error. Received May 18, 1995 / Revised version received April 11, 1996     

The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems

Summary. The paper deals with the finite element analysis of second order elliptic eigenvalue problems when the approximate domains are not subdomains of the original domain and when at the same time numerical integration is used for computing the involved bilinear forms. The considerations are restricted to piecewise linear approximations. The optimum rate of convergence for approximate eigenvalues is obtained provided that a quadrature formula of first degree of precision is used. In the case of a simple exact eigenvalue the optimum rate of convergence for approximate eigenfunctions in the -norm is proved while in the -norm an almost optimum rate of convergence (i.e. near to is achieved. In both cases a quadrature formula of first degree of precision is used. Quadrature formulas with degree of precision equal to zero are also analyzed and in the case when the exact eigenfunctions belong only to the convergence without the rate of convergence is proved. In the case of a multiple exact eigenvalue the approximate eigenfunctions are compard (in contrast to standard considerations) with linear combinations of exact eigenfunctions with coefficients not depending on the mesh parameter . Received September 18, 1993 / Revised version received September 26, 1994