Arnold Reusken

Jörg Grande, Christoph Lehrenfeld, Arnold Reusken

We present a new high order finite element method for the discretization of partial differential equations on stationary smooth surfaces which are implicitly described as the zero level of a level set function. The discretization is based on a trace finite element technique. The higher discretization accuracy is obtained by using an isoparametric mapping of the volume mesh, based on the level set function, as introduced in [C. Lehrenfeld, \emph{High order unfitted finite element methods on level set domains using isoparametric mappings}, Comp. Meth. Appl. Mech. Engrg. 2016]. The resulting trace finite element method is easy to implement. We present an error analysis of this method and derive optimal order $H^1(Γ)$-norm error bounds. A second topic of this paper is a unified analysis of several stabilization methods for trace finite element methods. Only a stabilization method which is based on adding an anisotropic diffusion in the volume mesh is able to control the condition number of the stiffness matrix also for the case of higher order discretizations. Results of numerical experiments are included which confirm the theoretical findings on optimal order discretization errors and uniformly bounded condition numbers.

Maxim A. Olshanskii, Arnold Reusken, Xianmin Xu

A recently developed Eulerian finite element method is applied to solve advection-diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless the mesh is sufficiently fine. The paper introduces a stabilized finite element formulation based on the SUPG technique. An error analysis of the method is given. Results of numerical experiments are presented that illustrate the performance of the stabilized method.

Maxim A. Olshanskii, Annalisa Quaini, Arnold Reusken et al.

We consider a Stokes problem posed on a 2D surface embedded in a 3D domain. The equations describe an equilibrium, area-preserving tangential flow of a viscous surface fluid and serve as a model problem in the dynamics of material interfaces. In this paper, we develop and analyze a Trace finite element method (TraceFEM) for such a surface Stokes problem. TraceFEM relies on finite element spaces defined on a fixed, surface-independent background mesh which consists of shape-regular tetrahedra. Thus, there is no need for surface parametrization or surface fitting with the mesh. The TraceFEM treated here is based on $P_1$ bulk finite elements for both the velocity and the pressure. In order to enforce the velocity vector field to be tangential to the surface we introduce a penalty term. The method is straightforward to implement and has an $O(h^2)$ geometric consistency error, which is of the same order as the approximation error due to the $P_1$--$P_1$ pair for velocity and pressure. We prove stability and optimal order discretization error bounds in the surface $H^1$ and $L^2$ norms. A series of numerical experiments is presented to illustrate certain features of the proposed TraceFEM.

Igor Voulis, Arnold Reusken

In this paper a time dependent Stokes problem that is motivated by a standard sharp interface model for the fluid dynamics of two-phase flows is studied. This Stokes interface problem has discontinuous density and viscosity coefficients and a pressure solution that is discontinuous across an evolving interface. This strongly simplified two-phase Stokes equation is considered to be a good model problem for the development and analysis of finite element discretization methods for two-phase flow problems. In view of the unfitted finite element methods that are often used for two-phase flow simulations, we are particularly interested in a well-posed variational formulation of this Stokes interface problem in a Euclidean setting. Such well-posed weak formulations, which are not known in the literature, are the main results of this paper. Different variants are considered, namely one with suitable spaces of divergence free functions, a discrete-in-time version of it, and variants in which the divergence free constraint in the solution space is treated by a pressure Lagrange multiplier. The discrete-in-time variational formulation involving the pressure variable for the divergence free constraint is a natural starting point for a space-time finite element discretization. Such a method is introduced and results of numerical experiments with this method are presented.

Thomas Ludescher, Sven Gross, Arnold Reusken

We consider discrete Poisson interface problems resulting from linear unfitted finite elements, also called cut finite elements (CutFEM). Three of these unfitted finite element methods known from the literature are studied. All three methods rely on Nitsche s method to incorporate the interface conditions. The main topic of the paper is the development of a multigrid method, based on a novel prolongation operator for the unfitted finite element space and an interface smoother that is designed to yield robustness for large jumps in the diffusion coefficients. Numerical results are presented which illustrate efficiency of this multigrid method and demonstrate its robustness properties with respect to variation of the mesh size, location of the interface and contrast in the diffusion coefficients.

Maxim A. Olshanskii, Arnold Reusken, Xianmin Xu

The zero level set of a piecewise-affine function with respect to a consistent tetrahedral subdivision of a domain in $\mathbb{R}^3$ is a piecewise-planar hyper-surface. We prove that if a family of consistent tetrahedral subdivions satisfies the minimum angle condition, then after a simple postprocessing this zero level set becomes a consistent surface triangulation which satisfies the maximum angle condition. We treat an application of this result to the numerical solution of PDEs posed on surfaces, using a $P_1$ finite element space on such a surface triangulation. For this finite element space we derive optimal interpolation error bounds. We prove that the diagonally scaled mass matrix is well-conditioned, uniformly with respect to $h$. Furthermore, the issue of conditioning of the stiffness matrix is addressed.

Igor Voulis, Arnold Reusken

We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet boundary conditions and the time dependent Stokes equation with an inhomogeneous divergence constraint. Two common ways of treating such linear constraints, namely explicit or implicit (via Lagrange multipliers) are studied. These different treatments lead to different variational formulations of the parabolic problem. For these formulations we introduce a modification of the standard discontinuous Galerkin (DG) time discretization method in which an appropriate projection is used in the discretization of the constraint. For these discretizations (optimal) error bounds, including superconvergence results, are derived. Discretization error bounds for the Lagrange multiplier are presented. Results of experiments confirm the theoretically predicted optimal convergence rates and show that without the modification the (standard) DG method has sub-optimal convergence behavior.

Nam Anh Nguyen, Arnold Reusken

We consider the harmonic map heat flow problem for a corotational case. For discretization of this problem we apply a $H^1$-conforming finite element method in space combined with a semi-implicit Euler time stepping. The semi-implicit Euler method results in a linear problem in each time step. We restrict to the regime of smooth solutions of the continuous problem and present an error analysis of this discretization method. This results in optimal order discretization error bounds. Key ingredients of the analysis are a discrete energy estimate, that mimics the energy dissipation of the continuous solution, and a convexity property that is essential for discrete stability and for control of the linearization error. We also present numerical results that validate the theoretical ones.

Anna-Lena Gerner, Arnold Reusken, Karen Veroy

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which combine techniques developed in our previous work on parametrized saddle point problems with current reduced basis techniques for parabolic problems. The analysis then shows how time integration affects the development of reduced basis a posteriori error bounds as well as the construction of computationally efficient reduced basis approximation spaces. To demonstrate their performance in practice, the methods are applied to a Stokes flow in a two-dimensional microchannel with a parametrized rectangular obstacle; evolution in time is induced by a time-dependent velocity profile on the inflow boundary. Numerical results illustrate (i) the rapid convergence of reduced basis approximations, (ii) the performance of a posteriori error bounds with respect to sharpness, and (iii) computational efficiency.

Thomas Jankuhn, Arnold Reusken

In this paper we analyze a class of trace finite element methods (TraceFEM) for the discretization of vector-Laplace equations. A key issue in the finite element discretization of such problems is the treatment of the constraint that the unknown vector field must be tangential to the surface (``tangent condition''). We study three different natural techniques for treating the tangent condition, namely a consistent penalty method, a simpler inconsistent penalty method and a Lagrange multiplier method. A main goal of the paper is to present an analysis that reveals important properties of these three different techniques for treating the tangent constraint. A detailed error analysis is presented that takes the approximation of both the geometry of the surface and the solution of the partial differential equation into account. Error bounds in the energy norm are derived that show how the discretization error depends on relevant parameters such as the degree of the polynomials used for the approximation of the solution, the degree of the polynomials used for the approximation of the level set function that characterizes the surface, the penalty parameter and the degree of the polynomials used for the approximation of Lagrange multiplier.

Sven Groß, Thomas Jankuhn, Maxim A. Olshanskii et al.

We consider a vector-Laplace problem posed on a 2D surface embedded in a 3D domain, which results from the modeling of surface fluids based on exterior Cartesian differential operators. The main topic of this paper is the development and analysis of a finite element method for the discretization of this surface partial differential equation. We apply the trace finite element technique, in which finite element spaces on a background shape-regular tetrahedral mesh that is surface-independent are used for discretization. In order to satisfy the constraint that the solution vector field is tangential to the surface we introduce a Lagrange multiplier. We show well-posedness of the resulting saddle point formulation. A discrete variant of this formulation is introduced which contains suitable stabilization terms and is based on trace finite element spaces. For this method we derive optimal discretization error bounds. Furthermore algebraic properties of the resulting discrete saddle point problem are studied. In particular an optimal Schur complement preconditioner is proposed. Results of a numerical experiment are included.

Christoph Lehrenfeld, Arnold Reusken

In the context of unfitted finite element discretizations the realization of high order methods is challenging due to the fact that the geometry approximation has to be sufficiently accurate. Recently a new unfitted finite element method was introduced which achieves a high order approximation of the geometry for domains which are implicitly described by smooth level set functions. This method is based on a parametric mapping which transforms a piecewise planar interface (or surface) reconstruction to a high order approximation. In the paper [C. Lehrenfeld, A. Reusken, \emph{Analysis of a High Order Finite Element Method for Elliptic Interface Problems}, arXiv 1602.02970, Accepted for publication in IMA J. Numer. Anal.] an a priori error analysis of the method applied to an interface problem is presented. The analysis reveals optimal order discretization error bounds in the $H^1$-norm. In this paper we extend this analysis and derive optimal $L^2$-error bounds.

Maxim A. Olshanskii, Arnold Reusken

In this paper we consider a class of unfitted finite element methods for discretization of partial differential equations on surfaces. In this class of methods known as the Trace Finite Element Method (TraceFEM), restrictions or traces of background surface-independent finite element functions are used to approximate the solution of a PDE on a surface. We treat equations on steady and time-dependent (evolving) surfaces. Higher order TraceFEM is explained in detail. We review the error analysis and algebraic properties of the method. The paper navigates through the known variants of the TraceFEM and the literature on the subject.

Christoph Lehrenfeld, Arnold Reusken

In the context of unfitted finite element discretizations the realization of high order methods is challenging due to the fact that the geometry approximation has to be sufficiently accurate. We consider a new unfitted finite element method which achieves a high order approximation of the geometry for domains which are implicitly described by smooth level set functions. The method is based on a parametric mapping which transforms a piecewise planar interface (or surface) reconstruction to a high order approximation. Both components, the piecewise planar interface reconstruction and the parametric mapping are easy to implement. In this paper we present an a priori error analysis of the method applied to an interface problem. The analysis reveals optimal order error bounds for the geometry approximation and for the finite element approximation, for arbitrary high order discretization. The theoretical results are confirmed in numerical experiments.

Sven Gross, Maxim A. Olshanskii, Arnold Reusken

In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling of transport and diffusion of surfactants in two-phase flows. The model considered here accounts for adsorption-desorption of the surfactants at a sharp interface between two fluids and their transport and diffusion in both fluid phases and along the interface. The paper gives a well-posedness analysis for the system of bulk-surface equations and introduces a finite element method for its numerical solution. The finite element method is unfitted, i.e., the mesh is not aligned to the interface. The method is based on taking traces of a standard finite element space both on the bulk domains and the embedded surface. The numerical approach allows an implicit definition of the surface as the zero level of a level-set function. Optimal order error estimates are proved for the finite element method both in the bulk-surface energy norm and the $L^2$-norm. The analysis is not restricted to linear finite elements and a piecewise planar reconstruction of the surface, but also covers the discretization with higher order elements and a higher order surface reconstruction.