A direct boundary integral equation method for the numerical construction of harmonic functions in three-dimensional layered domains containing a cavity

We consider boundary value problems for the Laplace equation in three-dimensional multilayer domains composed of an infinite strip layer of finite height and a half-space containing a bounded cavity. The unknown (harmonic) function satisfies the Neumann boundary condition on the exterior boundary of the strip layer (i.e. at the bottom of the first layer), the Dirichlet, Neumann or Robin boundary condition on the boundary surface of the cavity and the corresponding transmission (matching) conditions on the interface layer boundary. We reduce this boundary value problem to a boundary integral equation over the boundary surface of the cavity by constructing Green's matrix for the corresponding transmission problem in the domain consisting of the infinite layer and the half-space (not with the cavity). This direct integral equation approach leads, for any of the above boundary conditions, to boundary integral equations with a weak singularity on the cavity. The numerical solution of this equation is realized by Wienert's [Die Numerische approximation von Randintegraloperatoren für die Helmholtzgleichung im R ³, Ph.D. thesis, University of Göttingen, Germany, 1990] method. The reduction of the problem, originally set in an unbounded three-dimensional region, to a boundary integral equation over the boundary of a bounded domain, is computationally advantageous. Numerical results are included for various boundary conditions on the boundary of the cavity, and compared against a recent indirect approach [R. Chapko, B.T. Johansson, and O. Protsyuk, On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R ³ with cavities, J. Numer. Appl. Math. (Kyiv) 105 (2011), pp. 4–18], and the results obtained show the efficiency and accuracy of the proposed method. In particular, exponential convergence is obtained for smooth cavities.     

A combined finite and infinite element approach for modeling spherically symmetric transient subsurface flow

This paper presents a finite element-infinite element coupling approach for modeling a spherically symmetric transient flow problem in a porous medium of infinite extent. A finite element model is used to examine the flow potential distribution in a truncated bounded region close to the spherical cavity. In order to give an appropriate artificial boundary condition at the truncated boundary, a transient infinite element, that is developed to describe transient flow in the exterior unbounded domain, is coupled with the finite element model. The coupling procedure of the finite and infinite elements at their interface is described by means of the boundary integro-differential equation rather than through a matrix approach. Consequently, a Neumann boundary condition can be applied at the truncated boundary to ensure the C¹-continuity of the solution at the truncated boundary. Numerical analyses indicate that the proposed finite element-infinite element coupling approach can generate a correct artificial truncated boundary condition to the finite element model for the unbounded flow transport problem.     

The Approximation and Computation of a Basis of the Trace Space <Emphasis Type="Italic">H</Emphasis><Superscript>1/2</Superscript>

We present a method for construction of an approximate basis of the trace space H ^1/2 based on a combination of the Steklov spectral method and a finite element approximation. Specifically, we approximate the Steklov eigenfunctions with respect to a particular finite element basis. Then solutions of elliptic boundary value problems with Dirichlet boundary conditions can be efficiently and accurately expanded in the discrete Steklov basis. We provide a reformulation of the discrete Steklov eigenproblem as a generalized eigenproblem that we solve by the implicitly restarted Arnoldi method of ARPACK. We include examples highlighting the computational properties of the proposed method for the solution of elliptic problems on bounded domains using both a conforming bilinear finite element and a non-conforming harmonic finite element. In addition, we document the efficiency of the proposed method by solving a Dirichlet problem for the Laplace equation on a densely perforated domain.     

A finite element alternative to infinite elements

In this paper, a simple idea based on midpoint integration rule is utilized to solve a particular class of mechanics problems; namely static problems defined on unbounded domains where the solution is required to be accurate only in an interior (and not in the far field). By developing a finite element mesh that approximates the stiffness of an unbounded domain directly (without approximating the far-field displacement profile first), the current formulation provides a superior alternative to infinite elements (IEs) that have long been used to incorporate unbounded domains into the finite element method (FEM). In contrast to most IEs, the present formulation (a) requires no new shape functions or special integration rules, (b) is proved to be both accurate and efficient, and (c) is versatile enough to handle a large variety of domains including those with anisotropic, stratified media and convex polygonal corners. In addition to this, the proposed model leads to the derivation of a simple error expression that provides an explicit correlation between the mesh parameters and the accuracy achieved. This error expression can be used to calculate the accuracy of a given mesh a-priori. This in-turn, allows one to generate the most efficient mesh capable of achieving a desired accuracy by solving a mesh optimization problem. We formulate such an optimization problem, solve it and use the results to develop a practical mesh generation methodology. This methodology does not require any additional computation on the part of the user, and can hence be used in practical situations to quickly generate an efficient and near optimal finite element mesh that models an unbounded domain to the required accuracy. Numerical examples involving practical problems are presented at the end to illustrate the effectiveness of this method.     

Discrete radiation boundary conditions for a semi-infinite layer of fluid

The paper deals with the discrete formulation of radiation boundary conditions for a layer of fluid. The problem is examined with the help of the finite difference method. The proposed radiation boundary enables us to replace an infinite layer by a finite domain. The conditions ensure near equivalence between the infinite layer and the proposed finite model. The method is consistent itself and operates on a finite number of points. The results of numerical solutions are in good agreement with the results of analytical solutions of the problem.     

基于SPH与FEM的结构入水分析方法

建立基于光滑粒子动力学（smoothed particle hydrodynamics, SPH）、有限元法（finite element method, FEM）和无反射边界耦合的结构入水分析方法,将无限水域利用无反射边界条件截断成有限水域,将有限水域分为流体变形大的SPH区域、流体变形小的FEM区域和声学流体FEM区域,结构用FEM离散。采用通用接触算法模拟SPH与FEM的耦合,采用声固耦合方法处理FEM区域之间的耦合,建立流固耦合的SPH FEM分析方法。该方法结合SPH模拟大变形的优点和FEM的高效性,可实现含自由液面变形、液体飞溅和无限水域等特点的流固耦合问题的模拟,为结构入水分析缩小离散区域、降低自由度和SPH粒子数等提供一种有效的分析方法。     

3D IEM formulation with an IEM/FEM coupling scheme for solving elastostatic problems

In this paper, a detailed three-dimensional infinite element methodology (IEM) formulation with an infinite element (IE)–finite element (FE) coupling scheme for investigating elastostatic problems is presented. This method is equally well suited for a regular perfect domain and a domain with geometric singularity; for example, domains with cracks. In this method, the primary problem domain is subdivided into two sub-domains modeled separately using IEM and finite element method (FEM), respectively. All degrees of freedom related to the IE sub-domain, except for those associated with the coupling interface, are condensed and transformed to form a finite master IE with the master nodes on the sub-domain boundary. Finally, a symmetrical IE stiffness matrix containing only master node degrees of freedom is assembled into the system stiffness matrix for the FE sub-domain. A very fine mesh pattern can be established using these efficient numerical techniques without increasing the d.o.f.'s of the global FEM solution. Numerical examples are presented and compared with the corresponding analytical or numerical solutions to show the performance of the proposed methodology.     

Fictitious domain method and separated representations for the solution of boundary value problems on uncertain parameterized domains

A tensor-based method is proposed for the solution of partial differential equations defined on uncertain parameterized domains. It provides an accurate solution which is explicit with respect to parameters defining the shape of the domain, thus allowing efficient a posteriori probabilistic or parametric analyses. In the proposed method, a fictitious domain approach is first adopted for the reformulation of the parametric problem on a fixed domain, yielding a weak formulation in a tensor product space (product of space functions and parametric functions). The paper is limited to the case of Neumann conditions on uncertain parts of the boundary. The Proper Generalized Decomposition method is then introduced for the construction of a tensor product approximation (separated representation) of the solution. It can be seen as an a priori model reduction technique which automatically captures reduced bases of space functions and parametric functions which are optimal for the representation of the solution. This tensor-based method is made computationally tractable by introducing separated representations of variational forms, resulting from separated representations of the parameterized indicator function of the uncertain domain. For this purpose, a method is proposed for the construction of a constrained tensor product approximation which preserves positivity and therefore ensures well-posedness of problems associated with approximate indicator functions. Moreover, a regularization of the geometry is introduced to speed up the convergence of these tensor product approximations.     

Numerical Blow-up of Semilinear Parabolic PDEs on Unbounded Domains in ℝ<Superscript>2</Superscript>

We study the numerical solution of semilinear parabolic PDEs on unbounded spatial domains Ω in ℝ² whose solutions blow up in finite time. Of particular interest are the cases where Ω=ℝ² or Ω is a sectorial domain in ℝ². We derive the nonlinear absorbing boundary conditions for corresponding, suitably chosen computational domains and then employ a simple adaptive time-stepping scheme to compute the solution of the resulting system of semilinear ODEs. The theoretical results are illustrated by a broad range of numerical examples.     

基于FEM／SBFEM的无穷域势流问题重叠型区域分解计算

提出了一种将有限元和比例边界有限元相结合求解无穷域势流问题的算法．用两条封闭曲线将求解域划分为存在重叠的有限和无限两个区域,在有限域和无限域上分别用有限元和比例边界有限元方法求解原问题,通过重叠区域交换数据迭代计算,直至收敛．分析了重叠区域面积的大小对计算收敛速度的影响,发现随着重叠区域面积的增大迭代次数减少,收敛速度加快．数值算例显示了算法的正确性和收敛性．本算法为求解无穷域势流问题提供了一个方法．     

Efficient numerical solution of Neumann problems on complicated domains

Abstract We consider elliptic partial differential equations with Neumann boundary conditions on complicated domains. The discretization is performed by composite finite elements. The a priori error analysis typically is based on precise knowledge of the regularity of the solution. However, the constants in the regularity estimates possibly depend critically on the geometric details of the domain and the analysis of their quantitative influence is rather involved. Here, we consider a polyhedral Lipschitz domain Ω with a possibly huge number of geometric details ranging from size O(ε) to O(1). We assume that Ω is a perturbation of a simpler Lipschitz domain Ω. We prove error estimates where only the regularity of the partial differential equation on Ω is needed along with bounds on the norm of extension operators which are explicit in appropriate geometric parameters. Since composite finite elements allow a multiscale discretization of problems on complicated domains, the linear system which arises can be solved by a simple multi-grid method. We show that this method converges at an optimal rate independent of the geometric structure of the problem.     

A series solution algorithm for initial boundary-value problems with variable properties

A multiple infinite trigonometric cum polynomial series method for solving initial-boundary value problems governed by hyperbolic differential equations with variable coefficients is developed. The method proposed herein can be easily applied to a broad class of engineering systems including those cases where boundary conditions may vary with time. In the proposed mathematical technique, the solution form is assumed as a combination of infinite Fourier series and polynomial series of nth order, where n is the order of the differential equation. The coefficients of the polynomial series are obtained as functions of undetermined Fourier series coefficients by satisfying the initial-boundary conditions. The variable coefficients are expanded in appropriate half-range sine or cosine series. Insertion of the above Fourier-polynomial series solutions into the differential equation and application of orthogonality conditions leads to a linear summation equation which can be solved in open form. However, the authors have developed a closed-form series solution consisting of a highly efficient algorithm. The major advantage of this technique is the development of a solution algorithm, coupled with the multiple infinite trigonometric cum polynomial series solutions, leading to fast converging series solutions. A representative initial and boundary value problem governed by hyperbolic partial differential equations of variable coefficients is presented herein to demonstrate the efficiency and accuracy of the method.     

Penalty resolution of the babuska circle paradox

If the solution for a simply-supported circular plate is approximated by a sequence of finite element solutions on successively refined polygonal domains the finite element approximations converge to the solution of a different problem. In the present study we present a finite element formulation with boundary penalty that produces valid approximations to the simply-supported plate. The penalty term is shown to require the use of reduced integration. The dependence of the penalty parameter on mesh size h is also examined. Numerical experiments confirm the validity of the method and determine rates of convergence. A second approach involving a modified corner condition is also considered and error estimates determined. This scheme is implemented also using a discrete penalty technique. The results and rates are compared with the boundary penalty method and their relative merits discussed.     

无穷凹角区域椭圆边值问题的重叠型区域分解算法

§1.引言许多科学和工程计算问题都可归结为无界区域上的偏微分方程边值问题,数值求解无界     

A Supra-Convergent Finite Difference Scheme for the Poisson and Heat Equations on Irregular Domains and Non-Graded Adaptive Cartesian Grids

We present finite difference schemes for solving the variable coefficient Poisson and heat equations on irregular domains with Dirichlet boundary conditions. The computational domain is discretized with non-graded Cartesian grids, i.e., grids for which the difference in size between two adjacent cells is not constrained. Refinement criteria is based on proximity to the irregular interface such that cells with the finest resolution is placed on the interface. We sample the solution at the cell vertices (nodes) and use quadtree (in 2D) or octree (in 3D) data structures as efficient means to represent the grids. The boundary of the irregular domain is represented by the zero level set of a signed distance function. For cells cut by the interface, the location of the intersection point is found by a quadratic fitting of the signed distance function, and the Dirichlet boundary value is obtained by quadratic interpolation. Instead of using ghost nodes outside the interface, we use directly this intersection point in the discretization of the variable coefficient Laplacian. These methods can be applied in a dimension-by-dimension fashion, producing schemes that are straightforward to implement. Our method combines the ability of adaptivity on quadtrees/octrees with a quadratic treatment of the Dirichlet boundary condition on the interface. Numerical results in two and three spatial dimensions demonstrate second-order accuracy for both the solution and its gradients in the L ¹ and L ^∞ norms.     

Recent advances in the DtN FE Method

Summary The Dirichlet-to-Neumann (DtN) Finite Element Method is a general technique for the solution of problems in unbounded domains, which arise in many fields of application. Its name comes from the fact that it involves the nonlocal Dirichlet-to-Neumann (DtN) map on an artificial boundary which encloses the computational domain. Originally the method has been developed for the solution of linear elliptic problems, such as wave scattering problems governed by the Helmholtz equation or by the equations of time-harmonic elasticity. Recently, the method has been extended in a number of directions, and further analyzed and improved, by the author's group and by others. This article is a state-of-the-art review of the method. In particular, it concentrates on two major recent advances: (a) the extension of the DtN finite element method tononlinear elliptic and hyperbolic problems; (b) procedures forlocalizing the nonlocal DtN map, which lead to a family of finite element schemes with local artificial boundary conditions. Possible future research directions and additional extensions are also discussed.     

Parameterization of computational domain in isogeometric analysis: Methods and comparison

Parameterization of computational domain plays an important role in isogeometric analysis as mesh generation in finite element analysis. In this paper, we investigate this problem in the 2D case, i.e., how to parametrize the computational domains by planar B-spline surface from the given CAD objects (four boundary planar B-spline curves). Firstly, two kinds of sufficient conditions for injective B-spline parameterization are derived with respect to the control points. Then we show how to find good parameterization of computational domain by solving a constraint optimization problem, in which the constraint condition is the injectivity sufficient conditions of planar B-spline parameterization, and the optimization term is the minimization of quadratic energy functions related to the first and second derivatives of planar B-spline parameterization. By using this method, the resulted parameterization has no self-intersections, and the isoparametric net has good uniformity and orthogonality. After introducing a posteriori error estimation for isogeometric analysis, we propose r-refinement method to optimize the parameterization by repositioning the inner control points such that the estimated error is minimized. Several examples are tested on isogeometric heat conduction problem to show the effectiveness of the proposed methods and the impact of the parameterization on the quality of the approximation solution. Comparison examples with known exact solutions are also presented.     

Optimal maximum norm error estimates for some finite element methods for treating the Dirichlet problem

The goal of this paper is to establish optimalL ^∞ error estimates for a few different finite element type methods for the Dirichlet problem in a bounded domain. The methods are selected so as to avoid the necessity for imposing boundary conditions on the trial functions, usually difficult in practice. Three specific methods are treated. These are the method of interpolated boundary condition and two methods of Nitsche.     

A zonal RANS-LES method to determine the flow over a high-lift configuration

High Reynolds number flows are particularly challenging problems for large-eddy simulations (LES) since small-scale structures in thin and often transitional boundary layers are to be resolved. The range of the turbulent scales is enormous, especially when high-lift configuration flows are considered. For this reason, the prediction of high Reynolds number flow over the entire airfoil using LES requires huge computer resources. To remedy this problem a zonal RANS-LES method for the flow over an airfoil in high-lift configuration at Re_c=1.0×10⁶ is presented. In a first step, a 2D RANS solution is sought, from which boundary conditions are formulated for an embedded LES domain, which comprises the flap and a sub-part of the main airfoil. The turbulent fluctuations in the boundary layers at the inflow region of the LES domain are generated by controlled forcing terms, which use the turbulent shear stress profiles obtained from the RANS solution. The comparison with an LES solution for the full domain and with experimental data shows likewise results for the velocity profiles and wall pressure distributions. The zonal RANS-LES method reduces the computational effort of a full domain LES by approx. 50%.     

Local boundary estimates for the Lagrange multiplier discretization of a Dirichlet boundary value problem with application to domain decomposition

Abstract We give an estimate on the error resulting from approximating the outer normal derivative of the solution of a second-order partial differential equation with the Lagrange multiplier obtained in using the Lagrange multiplier method for imposing the Dirichlet boundary conditions. We consider both the case of smooth domains and, in view of an application in the framework of domain decomposition, the case of polygonal domains. The estimate given, supported by numerical results, shows that the mesh in the interior of the (sub)domain can be chosen more coarsely than near the boundary, when only a good approximation of the outer normal derivative is needed, as in the case of the evaluation of the Steklov-Poincaré operator, or when solving with a Schur complement approach the linear system arising from the three-fields domain decomposition method. Keywords: Lagrange multipliers, error estimate, normal derivative, Steklov-Poincaré operator