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.     

The fictitious domain method

An improved bound is derived on the rate of convergence of the standard difference scheme for solving the Dirichlet problem for the Helmholtz equation in domains of arbitrary shape. The scheme is based on the fictitious domain method. An application of the fictitious domain method and the grid method for solving one nonlinear boundary-value problem is considered. A rate of convergence bound is obtained for the proposed method.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 59, pp. 10–15, 1986     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A smoothness preserving fictitious domain method for elliptic boundary-value problems

^** Email: mommer{at}math.uu.nl We introduce a new fictitious domain method for the solutionof second-order elliptic boundary-value problems with Dirichletor Neumann boundary conditions on domains with C² boundary.The main advantage of this method is that it extends the solutionssmoothly, which leads to better performance by achieving higheraccuracy with fewer degrees of freedom. The method is basedon a least-squares interpretation of the fundamental requirementsthat the solution produced by a fictitious domain method shouldsatisfy. Careful choice of discretization techniques, togetherwith a special solution strategy, leads then to smooth solutionsof the resulting underdetermined problem. Numerical experimentsare provided which illustrate the performance and flexibilityof the approach.     

Generalized alternating-direction collocation methods for parabolic equations. III. Nonrectangular domains

The alternating-direction collocation (ADC) method is an efficient numerical approximation technique for the solution of parabolic partial differential equations. However, to date the ADC method has only been developed for rectangular discretizations. With judicious combination of isoparametric coordinate transformations and an extended ADC approach, the ADC method can be formulated on general nonrectangular domains. This extends the applicability of the ADC method by allowing it to be employed on domains of more general geometry.     

A stabilized finite element method for a fictitious domain problem allowing small inclusions

The purpose of this work is to approximate numerically an elliptic partial differential equation posed on domains with small perforations (or inclusions). The approach is based on the fictitious domain method, and as the method's interest lies in the case in which the geometrical features are not resolved by the mesh, we propose a stabilized finite element method. The stabilization term is a simple, non‐consistent penalization that can be linked to the Barbosa‐Hughes approach. Stability and convergence are proved, and numerical results confirm the theory.     

A highly accurate collocation Trefftz method for solving the Laplace equation in the doubly connected domains

A highly accurate new solver is developed to deal with the Dirichlet problems for the 2D Laplace equation in the doubly connected domains. We introduce two circular artificial boundaries determined uniquely by the physical problem domain, and derive a Dirichlet to Dirichlet mapping on these two circles, which are exact boundary conditions described by the first kind Fredholm integral equations. As a direct result, we obtain a modified Trefftz method equipped with two characteristic length factors, ensuring that the new solver is stable because the condition number can be greatly reduced. Then, the collocation method is used to derive a linear equations system to determine the unknown coefficients. The new method possesses several advantages: mesh‐free, singularity‐free, non‐illposedness, semi‐analyticity of solution, efficiency, accuracy, and stability. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Isogeometric structural shape optimization using a fictitious energy regularization

In isogeometric analysis, NURBS basis functions are used as shape functions in an isoparametric finite-element-type discretization. Among other advantageous features, this approach is able to provide exact and smooth representations of a broad class of computational domains with curved boundaries. Therefore, this discretization method seems to be especially convenient for computational shape optimization, where a smooth and CAD-like parametrization of the optimal geometry is desired. Choosing boundary control point coordinates of an isogeometric discretization as design variables, an additional design model can be avoided. However, for a higher number of design variables, typical drawbacks like oscillating boundaries as known from early node-based shape optimization methods appear. To overcome this problem, we propose to use a fictitious energy regularization: the strain energy of a fictitious deformation, which maps the initial to the optimized domain, is employed as a regularizing term in the optimization problem. Moreover, this deformation is used for efficiently moving the dependent nodes within the domain in each step of the optimization process. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new fictitious domain method in shape optimization

The present paper is concerned with investigating the capability of the smoothness preserving fictitious domain method from Mommer (IMA J. Numer. Anal. 26:503–524, 2006) to shape optimization problems. We consider the problem of maximizing the Dirichlet energy functional in the class of all simply connected domains with fixed volume, where the state equation involves an elliptic second order differential operator with non-constant coefficients. Numerical experiments in two dimensions validate that we arrive at a fast and robust algorithm for the solution of the considered class of problems. The proposed method can be applied to three dimensional shape optimization problems.     

Efficient numerical solution of the generalized Dirichlet-Neumann map for linear elliptic PDEs in regular polygon domains

A new and novel approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was recently introduced. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet-Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. For this computation, a collocation-type numerical method has been recently developed. Here, we study the collocation’s coefficient matrix properties. We prove that, for the Laplace’s equation on regular polygon domains with the same type of boundary conditions on each side, the collocation matrix is block circulant, independently of the choice of basis functions. This leads to the deployment of the FFT for the solution of the associated collocation linear system, yielding significant computational savings. Numerical experiments are included to demonstrate the efficiency of the whole computation.     

Spectral domain embedding for elliptic PDEs in complex domains

Spectral methods are a class of methods for solving partial differential equations (PDEs). When the solution of the PDE is analytic, it is known that the spectral solutions converge exponentially as a function of the number of modes used. The basic spectral method works only for regular domains such as rectangles or disks. Domain decomposition methods/spectral element methods extend the applicability of spectral methods to more complex geometries. An alternative is to embed the irregular domain into a regular one. This paper uses the spectral method with domain embedding to solve PDEs on complex geometry. The running time of the new algorithm has the same order as that for the usual spectral collocation method for PDEs on regular geometry. The algorithm is extremely simple and can handle Dirichlet, Neumann boundary conditions as well as nonlinear equations.     

On the boundaries of the parametric resonance domain

The problem of stability for a system of linear differential equations with coefficients which are periodic in time and depend on the parameters is considered. The singularities of the general position arising at the boundaries of the stability and instability (parametric resonance) domains in the case of two and three parameters are listed. A constructive approach is proposed which enables one, in the first approximation, to determine the stability domain in the neighbourhood of a point of the boundary (regular or singular) from the information at this point. This approach enables one to eliminate a tedious numerical analysis of the stability region in the neighbourhood of the boundary point and can be employed to construct the boundaries of parametric resonance domains. As an example, the problem of the stability of the oscillations of an articulated pipe conveying fluid with a pulsating velocity is considered. In the space of three parameters (the average fluid velocity and the amplitude and frequency of pulsations) a singularity of the boundary of the stability domain of the “dihedral angle” type is obtained and the tangential cone to the stability domain is calculated.     

On a Fourier Method of Embedding Domains Using an Optimal Distributed Control

We propose a domain embedding method to solve second order elliptic problems in arbitrary two-dimensional domains. This method can be easily extended to three-dimensional problems. The method is based on formulating the problem as an optimal distributed control problem inside a rectangle in which the arbitrary domain is embedded. A periodic solution of the equation under consideration is constructed easily by making use of Fourier series. Numerical results obtained for Dirichlet problems are presented. The numerical tests show a high accuracy of the proposed algorithm and the computed solutions are in very good agreement with the exact solutions.     

Projected Schur complement method for solving non‐symmetric systems arising from a smooth fictitious domain approach

This paper deals with a fast method for solving large‐scale algebraic saddle‐point systems arising from fictitious domain formulations of elliptic boundary value problems. A new variant of the fictitious domain approach is analyzed. Boundary conditions are enforced by control variables introduced on an auxiliary boundary located outside the original domain. This approach has a significantly higher convergence rate; however, the algebraic systems resulting from finite element discretizations are typically non‐symmetric. The presented method is based on the Schur complement reduction. If the stiffness matrix is singular, the reduced system can be formulated again as another saddle‐point problem. Its modification by orthogonal projectors leads to an equation that can be efficiently solved using a projected Krylov subspace method for non‐symmetric operators. For this purpose, the projected variant of the BiCGSTAB algorithm is derived from the non‐projected one. The behavior of the method is illustrated by examples, in which the BiCGSTAB iterations are accelerated by a multigrid strategy. Copyright © 2007 John Wiley & Sons, Ltd.     

Incompressible flows in elastic domains: an immersed boundary method approach

This study illustrates how the immersed boundary method may be applied to perform the numerical simulation of incompressible flows in two-dimensional domains bounded by elastic boundaries. It presents the basic intermediate steps involved in the derivation of a solution methodology, from a scientific motivation to the numerical results, which can be applied for both steady and transient problems, even when the boundaries have an arbitrary shape. Its motivation, briefly presented, was borne in a bioengineering problem: the numerical simulation of the performance of ventricular assist devices. The mathematical model is composed by the Navier–Stokes equations, where the forcing term contains singular forces which arise from the elastic stresses acting on the boundaries. The incompressibility constraint is modified to introduce the inflow and outflow conditions into the problem through the use of sources and sinks. The methodology is applied to simulate two problems: the steady flow between two parallel plates, for which the exact solution is known and can be used to validate the approach, and the periodic flow in a winding channel, a transient problem in a non-trivial domain.     

A smooth fictitious domain/multiresolution method for elliptic equations on general domains

We propose a smooth fictitious domain/multiresolution method for enhancing the accuracy order in solving second order elliptic partial differential equations on general bivariate domains. We prove the existence and uniqueness of the solution of a corresponding discrete problem and a so-called interior error estimate which justifies the improved accuracy order. Numerical experiments are conducted on a Cassini oval.     

Collocation with WEB–Splines

We describe a collocation method with weighted extended B–splines (WEB–splines) for arbitrary bounded multidimensional domains, considering Poisson’s equation as a typical model problem. By slightly modifying the B–spline classification for the WEB–basis, the centers of the supports of inner B–splines can be used as collocation points. This resolves the mismatch between the number of basis functions and interpolation conditions, already present in classical univariate schemes, in a simple fashion. Collocation with WEB–splines is particularly easy to implement when the domain boundary can be represented as zero set of a weight function; sample programs are provided on the website http://www.web-spline.de. In contrast to standard finite element methods, no mesh generation and numerical integration is required, regardless of the geometric shape of the domain. As a consequence, the system equations can be compiled very efficiently. Moreover, numerical tests confirm that increasing the B–spline degree yields highly accurate approximations already on relatively coarse grids. Compared with Ritz-Galerkin methods, the observed convergence rates are decreased by 1 or 2 when using splines of odd or even order, respectively. This drawback, however, is outweighed by a substantially smaller bandwidth of collocation matrices.     

A numerical method for solving linear integral equations of the second kind on the non-rectangular domains based on the meshless method

The main purpose of this article is to describe a numerical scheme for solving two-dimensional linear Fredholm integral equations of the second kind on a non-rectangular domain. The method approximates the solution by the discrete collocation method based on radial basis functions (RBFs) constructed on a set of disordered data. The proposed method does not require any background mesh or cell structures, so it is meshless and consequently independent of the geometry of domain. This approach reduces the solution of the two-dimensional integral equation to the solution of a linear system of algebraic equations. The error analysis of the method is provided. The proposed scheme is also extended to linear mixed Volterra–Fredholm integral equations. Finally, some numerical examples are presented to illustrate the efficiency and accuracy of the new technique.     

On the convergence condition for the Schwarz alternating method for the two-dimensional Laplace equation

The Schwarz alternating method makes it possible to construct a solution of the Dirichlet problem for the two-dimensional Laplace equation in a finite union of overlapping domains, provided that this problem has a solution in each domain. The existing proof of the method convergence and estimation of the convergence rate use the condition that the normals to the boundaries of the domains at the intersection points are different. In the paper, it is proved that this constraint can be removed for domains with Hölder continuous normals. Removing the constraint does not affect the rate of convergence.