A stabilized mixed finite element method for the biharmonic equation based on biorthogonal systems

We propose a stabilized finite element method for the approximation of the biharmonic equation with a clamped boundary condition. The mixed formulation of the biharmonic equation is obtained by introducing the gradient of the solution and a Lagrange multiplier as new unknowns. Working with a pair of bases forming a biorthogonal system, we can easily eliminate the gradient of the solution and the Lagrange multiplier from the saddle point system leading to a positive definite formulation. Using a superconvergence property of a gradient recovery operator, we prove an optimal a priori estimate for the finite element discretization for a class of meshes.     

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     

Numerical solution of a second biharmonic boundary value problem

The second boundary value problem for the biharmonic equation is equivalent to the Dirichlet problems for two Poisson equations. Several finite difference approximations are defined to solve these Dirichlet problems and discretization error estimates are obtained. It is shown that the splitting of the biharmonic equation produces a numerically efficient procedure.     

Asymptotic estimation for the condition numbers in BEM

Summary. We apply the boundary element methods (BEM) to the interior Dirichlet problem of the two dimensional Laplace equation, and its discretization is carried out with the collocation method using piecewise linear elements. In this paper, some precise asymptotic estimations for the discretization matrix (where denotes the division number) are investigated. We show that the maximum norm of and the condition number of have the forms: and , respectively, as , where the constants and are explicitly given in the proof. Although these estimates indicate illconditionedness of this numerical computation, the -convergence of this scheme with maximum norm is proved as an application of the main results. Received January 25, 1993 / Revised version received March 13, 1995     

Numerical verifications of solutions for elliptic equations in nonconvex polygonal domains

Summary In this paper, methods for numerical verifications of solutions for elliptic equations in nonconvex polygonal domains are studied. In order to verify solutions using computer, it is necessary to determine some constants which appear in a priori error estimations. We propose some methods for determination of these constants. In numerical examples, calculating these constants for anL-shaped domain, we verify the solution of a nonlinear elliptic equation.     

Subspace Interpolation with Applications to Elliptic Regularity

In this paper, we prove new embedding results by means of subspace interpolation theory and apply them to establishing regularity estimates for the biharmonic Dirichlet problem and for the Stokes and the Navier–Stokes systems on polygonal domains. The main result of the paper gives a stability estimate for the biharmonic problem at the threshold index of smoothness. The classic regularity estimates for the biharmonic problem are deduced as a simple corollary of the main result. The subspace interpolation tools and techniques presented in this paper can be applied to establishing sharp regularity estimates for other elliptic boundary value problems on polygonal domains.     

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.     

Convergence of a substructuring method with Lagrange multipliers

Summary. We analyze the convergence of a substructuring iterative method with Lagrange multipliers, proposed recently by Farhat and Roux. The method decomposes finite element discretization of an elliptic boundary value problem into Neumann problems on the subdomains plus a coarse problem for the subdomain nullspace components. For linear conforming elements and preconditioning by the Dirichlet problems on the subdomains, we prove the asymptotic bound on the condition number , or ,where is the characteristic element size and subdomain size. Received January 3, 1995     

On estimates of biharmonic functions on Lipschitz and convex domains

Using Maz ’ya type integral identities with power weights, we obtain new boundary estimates for biharmonic functions on Lipschitz and convex domains in ℝⁿ. Forn ≥ 8, combinedwitharesultin[18], these estimates lead to the solvability of the L^p Dirichlet problem for the biharmonic equation on Lipschitz domains for a new range of p. In the case of convex domains, the estimates allow us to show that the L^p Dirichlet problem is uniquely solvable for any 2 − ε < p < ∞ and n ≥ 4.     

Estimates for multigrid methods based on red-black Gauss-Seidel smoothings

Summary TheMGR[v] algorithms of Ries, Trottenberg and Winter, the Algorithms 2.1 and 6.1 of Braess and the Algorithm 4.1 of Verfürth are all multigrid algorithms for the solution of the discrete Poisson equation (with Dirichlet boundary conditions) based on red-black Gauss-Seidel smoothing. Both Braess and Verfürth give explicit numerical upper bounds on the rate of convergence of their methods in convex polygonal domains. In this work we reconsider these problems and obtain improved estimates for theh–2h Algorithm 4.1 as well asW-cycle estimates for both schemes in non-convex polygonal domains. The proofs do not depend on the strengthened Cauchy inequality.Sponsored by the Air Force Office of Scientific Research under Contract No. AFOSR-86-0163     

Numerical simulation of fluid-structure interaction problems on hybrid meshes with algebraic multigrid methods

Fluid-structure interaction problems arise in many fields of application such as flows around elastic structures and blood flow in arteries. The method presented in this paper for solving such a problem is based on a reduction to an equation at the interface, involving the so-called Steklov-Poincaré operators. This interface equation is solved by a Newton iteration, for which directional derivatives involving shape derivatives with respect to the interface perturbation have to be evaluated appropriately. One step of the Newton iteration requires the solution of several decoupled linear sub-problems in the structure and the fluid domains. These sub-problems are spatially discretized by a finite element method on hybrid meshes. For the time discretization, implicit first-order methods are used for both sub-problems. The discretized equations are solved by algebraic multigrid methods.     

Coarse grid spaces for domains with a complicated boundary

It is shown that, with homogeneous Dirichlet boundary conditions, the condition number of finite element discretization matrices remains uniformly bounded independent of the size of the boundary elements provided that the size of the elements increases with their distance to the boundary. This fact allows the construction of simple multigrid methods of optimal complexity for domains of nearly arbitrary shape. This revised version was published online in June 2006 with corrections to the Cover Date.     

Discontinuous Least-Squares finite element method for the Div-Curl problem

In this paper, we consider the div-curl problem posed on nonconvex polyhedral domains. We propose a least-squares method based on discontinuous elements with normal and tangential continuity across interior faces, as well as boundary conditions, weakly enforced through a properly designed least-squares functional. Discontinuous elements make it possible to take advantage of regularity of given data (divergence and curl of the solution) and obtain convergence also on nonconvex domains. In general, this is not possible in the least-squares method with standard continuous elements. We show that our method is stable, derive a priori error estimates, and present numerical examples illustrating the method.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

Kansa-RBF algorithms for elliptic problems in regular polygonal domains

We propose matrix decomposition algorithms for the efficient solution of the linear systems arising from Kansa radial basis function discretizations of elliptic boundary value problems in regular polygonal domains. These algorithms exploit the symmetry of the domains of the problems under consideration which lead to coefficient matrices possessing block circulant structures. In particular, we consider the Poisson equation, the inhomogeneous biharmonic equation, and the inhomogeneous Cauchy-Navier equations of elasticity. Numerical examples demonstrating the applicability of the proposed algorithms 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.     

On deflation and singular symmetric positive semi-definite matrices

For various applications, it is well-known that the deflated ICCG is an efficient method for solving linear systems with invertible coefficient matrix. We propose two equivalent variants of this deflated ICCG which can also solve linear systems with singular coefficient matrix, arising from discretization of the discontinuous Poisson equation with Neumann boundary conditions. It is demonstrated both theoretically and numerically that the resulting methods accelerate the convergence of the iterative process.     

Controllability method for acoustic scattering with spectral elements

We formulate the Helmholtz equation as an exact controllability problem for the time-dependent wave equation. The problem is then discretized in time domain with central finite difference scheme and in space domain with spectral elements. This approach leads to high accuracy in spatial discretization. Moreover, the spectral element method results in diagonal mass matrices, which makes the time integration of the wave equation highly efficient. After discretization, the exact controllability problem is reformulated as a least-squares problem, which is solved by the conjugate gradient method. We illustrate the method with some numerical experiments, which demonstrate the significant improvements in efficiency due to the higher order spectral elements. For a given accuracy, the controllability technique with spectral element method requires fewer computational operations than with conventional finite element method. In addition, by using higher order polynomial basis the influence of the pollution effect is reduced.     

A Zienkiewicz-type finite element applied to fourth-order problems

This paper deals with convergence analysis and applications of a Zienkiewicz-type (Z-type) triangular element, applied to fourth-order partial differential equations. For the biharmonic problem we prove the order of convergence by comparison to a suitable modified Hermite triangular finite element. This method is more natural and it could be applied to the corresponding fourth-order eigenvalue problem. We also propose a simple postprocessing method which improves the order of convergence of finite element eigenpairs. Thus, an a posteriori analysis is presented by means of different triangular elements. Some computational aspects are discussed and numerical examples are given.     

Convergence of the infinite element methods for the Helmholtz equation in separable domains

To the best knowledge of the authors, this work presents the first convergence analysis for the Infinite Element Method (IEM) for the Helmholtz equation in exterior domains. The approximation applies to separable geometries only, combining an arbitrary Finite Element (FE) discretization on the boundary of the domain with a spectral-like approximation in the “radial” direction, with shape functions resulting from the separation of variables. The principal idea of the presented analysis is based on the spectral decomposition of the problem. Received February 10, 1996 / Revised version received February 17, 1997