Erik Burman
In this note we show that the non-symmetric version of the classical Nitsche's method for the weak imposition of boundary conditions is stable without penalty term. We prove optimal $H^1$-error estimates and $L^2$-estimates that are suboptimal with half an order in $h$. Both the pure diffusion and the convection--diffusion problems are discussed.
Erik Burman, Daniel Elfverson, Peter Hansbo et al.
We present a cut finite element method for shape optimization in the case of linear elasticity. The elastic domain is defined by a level-set function, and the evolution of the domain is obtained by moving the level-set along a velocity field using a transport equation. The velocity field is the largest decreasing direction of the shape derivative that satisfies a certain regularity requirement and the computation of the shape derivative is based on a volume formulation. Using the cut finite element method no re--meshing is required when updating the domain and we may also use higher order finite element approximations. To obtain a stable method, stabilization terms are added in the vicinity of the cut elements at the boundary, which provides control of the variation of the solution in the vicinity of the boundary. We implement and illustrate the performance of the method in the two--dimensional case, considering both triangular and quadrilateral meshes as well as finite element spaces of different order.
Erik Burman, Peter Hansbo, Mats G. Larson
We consider solving the Laplace-Beltrami problem on a smooth two dimensional surface embedded into a three dimensional space meshed with tetrahedra. The mesh does not respect the surface and thus the surface cuts through the elements. We consider a Galerkin method based on using the restrictions of continuous piecewise linears defined on the tetrahedra to the surface as trial and test functions. The resulting discrete method may be severely ill-conditioned, and the main purpose of this paper is to suggest a remedy for this problem based on adding a consistent stabilization term to the original bilinear form. We show optimal estimates for the condition number of the stabilized method independent of the location of the surface. We also prove optimal a priori error estimates for the stabilized method.
Erik Burman, Alexandre Ern
We design and analyze a Hybrid High-Order (HHO) method on unfitted meshes to approximate elliptic interface problems. The curved interface can cut through the mesh cells in a very general fashion. As in classical HHO methods, the present unfitted method introduces cell and face unknowns in uncut cells, but doubles the unknowns in the cut cells and on the cut faces. The main difference with classical HHO methods is that a Nitsche-type formulation is used to devise the local reconstruction operator. As in classical HHO methods, cell unknowns can be eliminated locally leading to a global problem coupling only the face unknowns by means of a compact stencil. We prove stability estimates and optimal error estimates in the $H^1$-norm. Robustness with respect to cuts is achieved by a local cell-agglomeration procedure taking full advantage of the fact that HHO methods support polyhedral meshes. Robustness with respect to the contrast in the material properties from both sides of the interface is achieved by using material-dependent weights in Nitsche's formulation.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We develop a theoretical framework for the analysis of stabilized cut finite element methods for the Laplace-Beltrami operator on a manifold embedded in $\mathbb{R}^d$ of arbitrary codimension. The method is based on using continuous piecewise polynomials on a background mesh in the embedding space for approximation together with a stabilizing form that ensures that the resulting problem is stable. The discrete manifold is represented using a triangulation which does not match the background mesh and does not need to be shape-regular, which includes level set descriptions of codimension one manifolds and the non-matching embedding of independently triangulated manifolds as special cases. We identify abstract key assumptions on the stabilizing form which allow us to prove a bound on the condition number of the stiffness matrix and optimal order a priori estimates. The key assumptions are verified for three different realizations of the stabilizing form including a novel stabilization approach based on penalizing the surface normal gradient on the background mesh. Finally, we present numerical results illustrating our results for a curve and a surface embedded in $\mathbb{R}^3$.
Erik Burman, Miguel A. Fernández, Stefan Frei
We derive a Nitsche-based formulation for fluid-structure interaction (FSI) problems with contact. The approach is based on the work of Chouly and Hild [SIAM Journal on Numerical Analysis. 2013;51(2):1295--1307] for contact problems in solid mechanics. We present two numerical approaches, both of them formulating the FSI interface and the contact conditions simultaneously in equation form on a joint interface-contact surface $Γ(t)$. The first approach uses a relaxation of the contact conditions to allow for a small mesh-dependent gap between solid and wall. The second alternative introduces an artificial fluid below the contact surface. The resulting systems of equations can be included {in a consistent fashion} within a monolithic variational formulation, which prevents the so-called "chattering" phenomenon. To deal with the topology changes in the fluid domain at the time of impact, we use a fully Eulerian approach for the FSI problem. We compare the effect of slip and no-slip interface conditions and study the performance of the method by means of numerical examples.
Erik Burman, Peter Hansbo, Mats G. Larson
We design a cut finite element method for the incompressible Stokes equations on curved domains. The cut finite element method allows for the domain boundary to cut through the elements of the computational mesh in a very general fashion. To further facilitate the implementation we propose to use a piecewise affine discrete domain even if the physical domain has curved boundary. Dirichlet boundary conditions are imposed using Nitsche's method on the discrete boundary and the effect of the curved physical boundary is accounted for using the boundary value correction technique introduced for cut finite element methods in Burman, Hansbo, Larson, 'A cut finite element method with boundary value correction', Math. Comp. 87(310):633--657, 2018.
Lingxue Zhu, Erik Burman, Haijun Wu
This paper addresses the properties of Continuous Interior Penalty (CIP) finite element solutions for the Helmholtz equation. The $h$-version of the CIP finite element method with piecewise linear approximation is applied to a one-dimensional model problem. We first show discrete well posedness and convergence results, using the imaginary part of the stabilization operator, for the complex Helmholtz equation. Then we consider a method with real valued penalty parameter and prove an error estimate of the discrete solution in the $H^1$-norm, as the sum of best approximation plus a pollution term that is the order of the phase difference. It is proved that the pollution can be eliminated by selecting the penalty parameter appropriately. As a result of this analysis, thorough and rigorous understanding of the error behavior throughout the range of convergence is gained. Numerical results are presented that show sharpness of the error estimates and highlight some phenomena of the discrete solution behavior.
Erik Burman, Johnny Guzman, Manuel A. Sanchez et al.
We prove an optimal error estimate for the flux variable for a stabilized unfitted Nitsche finite element method applied to an elliptic interface problem with discontinuous constant coefficients. Our result shows explicitly that this error estimate is totally independent of the diffusion coefficients
Erik Burman, Mihai Nechita, Lauri Oksanen
In this work we consider the computational approximation of a unique continuation problem for the Helmholtz equation using a stabilized finite element method. First conditional stability estimates are derived for which, under a convexity assumption on the geometry, the constants grow at most linearly in the wave number. Then these estimates are used to obtain error bounds for the finite element method that are explicit with respect to the wave number. Some numerical illustrations are given.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We propose and analyze a new stabilized cut finite element method for the Laplace-Beltrami operator on a closed surface. The new stabilization term provides control of the full $\mathbb{R}^3$ gradient on the active mesh consisting of the elements that intersect the surface. Compared to face stabilization, based on controlling the jumps in the normal gradient across faces between elements in the active mesh, the full gradient stabilization is easier to implement and does not significantly increase the number of nonzero elements in the mass and stiffness matrices. The full gradient stabilization term may be combined with a variational formulation of the Laplace-Beltrami operator based on tangential or full gradients and we present a simple and unified analysis that covers both cases. The full gradient stabilization term gives rise to a consistency error which, however, is of optimal order for piecewise linear elements, and we obtain optimal order a priori error estimates in the energy and $L^2$ norms as well as an optimal bound of the condition number. Finally, we present detailed numerical examples where we in particular study the sensitivity of the condition number and error on the stabilization parameter.
Erik Burman, Susanne Claus, André Massing
We propose a Nitsche-based fictitious domain method for the three field Stokes problem in which the boundary of the domain is allowed to cross through the elements of a fixed background mesh. The dependent variables of velocity, pressure and extra-stress tensor are discretised on the background mesh using linear finite elements. This equal order approximation is stabilized using a continuous interior penalty (CIP) method. On the unfitted domain boundary, Dirichlet boundary conditions are weakly enforced using Nitsche's method. We add CIP-like ghost penalties in the boundary region and prove that our scheme is inf-sup stable and that it has optimal convergence properties independent of how the domain boundary intersects the mesh. Additionally, we demonstrate that the condition number of the system matrix is bounded independently of the boundary location. We corroborate our theoretical findings with numerical examples.
Erik Burman
Projection stabilisation applied to general Lagrange multiplier finite element methods is introduced and analysed in an abstract framework. We then consider some applications of the stabilised methods: (i) the weak imposition of boundary conditions, (ii) multiphysics coupling on unfitted meshes, (iii) a new interpretation of the classical residual stabilised Lagrange multiplier method introduced in H. J. C. Barbosa and T. J. R. Hughes, The finite element method with Lagrange multipliers on the boundary: circumventing the Babuška-Brezzi condition, Comput. Methods Appl. Mech. Engrg., 85(1):109--128, 1991 .
Matthew Scroggs, Timo Betcke, Erik Burman et al.
In recent years there have been tremendous advances in the theoretical understanding of boundary integral equations for Maxwell problems. In particular, stable dual pairing of discretisation spaces have been developed that allow robust formulations of the preconditioned electric field, magnetic field and combined field integral equations. Within the BEM++ boundary element library we have developed implementations of these frameworks that allow an intuitive formulation of the typical Maxwell boundary integral formulations within a few lines of code. The basis of these developments is an efficient and robust implementations of Calderón identities together with a product algebra that hides and automates most technicalities involved in assembling Galerkin boundary integral equations. In this paper we demonstrate this framework and use it to derive very simple and robust software formulations of the standard preconditioned electric field, magnetic field and regularised combined field integral equations for Maxwell.
Erik Burman
In this paper we discuss the adjoint stabilised finite element method introduced in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive and ill-posed problems. Part I: elliptic equations, SIAM Journal on Scientific Computing, and how it may be used for the computation of solutions to problems for which the standard stability theory given by the Lax-Milgram Lemma or the Babuska-Brezzi Theorem fails. We pay particular attention to ill-posed problems that have some conditional stability property and prove (conditional) error estimates in an abstract framework. As a model problem we consider the elliptic Cauchy problem and provide a complete numerical analysis for this case. Some numerical examples are given to illustrate the theory.
Erik Burman, Peter Hansbo
In this paper we will discuss different coupling methods {suitable for use in} the framework of the recently introduced CutFEM paradigm, cf. Burman, Erik; Claus, Susanne; Hansbo, Peter; Larson, Mats G.; Massing, André . CutFEM: discretizing geometry and partial differential equations. Internat. J. Numer. Methods Engrg. 104 (2015), no. 7, 472-501. In particular we will consider mortaring using Lagrange multipliers on the one hand and Nitsche's method on the other. For simplicity we will first discuss these method in the setting of uncut meshes, and end with some comments on the extension to CutFEM. We will, for comparison, discuss some different types of problems such as high contrast problems and problems with stiff coupling or adhesive contact. We will review some of the existing methods for these problems and propose some alternative methods resulting from crossovers from the Lagrange multiplier framework to Nitsche's method and vice versa.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We develop a cut finite element method (CutFEM) for the convection problem in a so called fractured domain which is a union of manifolds of different dimensions such that a $d$ dimensional component always resides on the boundary of a $d+1$ dimensional component. This type of domain can for instance be used to model porous media with embedded fractures that may intersect. The convection problem can be formulated in a compact form suitable for analysis using natural abstract directional derivative and divergence operators. The cut finite element method is based on using a fixed background mesh that covers the domain and the manifolds are allowed to cut through a fixed background mesh in an arbitrary way. We consider a simple method based on continuous piecewise linear elements together with weak enforcement of the coupling conditions and stabilization. We prove a priori error estimates and present illustrating numerical examples.
Erik Burman, Ali Feizmohammadi, Lauri Oksanen
We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions are used for the approximation in space and backward differentiation is used in time. Stabilizing terms are added on the discrete level. The design of these terms is driven by numerical stability and the stability of the continuous problem, with the objective of minimizing the computational error. Error estimates are then derived that are optimal with respect to the approximation properties of the numerical scheme and the stability properties of the continuous problem. The effects of discretizing the (smooth) domain boundary and other perturbations in data are included in the analysis.
Thomas Boiveau, Erik Burman, Susanne Claus et al.
In this paper, we consider a fictitious domain approach based on a Nitsche type method without penalty. To allow for high order approximation using piecewise affine approximation of the geometry we use a boundary value correction technique based on Taylor expansion from the approximate to the physical boundary. To ensure stability of the method a ghost penalty stabilization is considered in the boundary zone. We prove optimal error estimates in the $H^1$-norm and estimates suboptimal by $\mathcal{O}(h^{\frac12})$ in the $L^2$-norm. The suboptimality is due to the lack of adjoint consistency of our formulation. Numerical results are provided to corroborate the theoretical study.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We develop a stabilized cut finite element method for the convection problem on a surface based on continuous piecewise linear approximation and gradient jump stabilization terms. The discrete piecewise linear surface cuts through a background mesh consisting of tetrahedra in an arbitrary way and the finite element space consists of piecewise linear continuous functions defined on the background mesh. The variational form involves integrals on the surface and the gradient jump stabilization term is defined on the full faces of the tetrahedra. The stabilization term serves two purposes: first the method is stabilized and secondly the resulting linear system of equations is algebraically stable. We establish stability results that are analogous to the standard meshed flat case and prove $h^{3/2}$ order convergence in the natural norm associated with the method and that the full gradient enjoys $h^{3/4}$ order of convergence in $L^2$. We also show that the condition number of the stiffness matrix is bounded by $h^{-2}$. Finally, our results are verified by numerical examples.
Erik Burman, Mats. G. Larson, Lauri Oksanen
We consider primal-dual mixed finite element methods for the solution of the elliptic Cauchy problem, or other related data assimilation problems. The method has a local conservation property. We derive a priori error estimates using known conditional stability estimates and determine the minimal amount of weakly consistent stabilization and Tikhonov regularization that yields optimal convergence for smooth exact solutions. The effect of perturbations in data is also accounted for. A reduced version of the method, obtained by choosing a special stabilization of the dual variable, can be viewed as a variant of the least squares mixed finite element method introduced by Dardé, Hannukainen and Hyvönen in \emph{An {$H\sb {\sf{div}}$}-based mixed quasi-reversibility method for solving elliptic {C}auchy problems}, SIAM J. Numer. Anal., 51(4) 2013. The main difference is that our choice of regularization does not depend on auxiliary parameters, the mesh size being the only asymptotic parameter. Finally, we show that the reduced method can be used for defect correction iteration to determine the solution of the full method. The theory is illustrated by some numerical examples.
Erik Burman, Daniel Elfverson, Peter Hansbo et al.
We develop a density based topology optimization method for linear elasticity based on the cut finite element method. More precisely, the design domain is discretized using cut finite elements which allow complicated geometry to be represented on a structured fixed background mesh. The geometry of the design domain is allowed to cut through the background mesh in an arbitrary way and certain stabilization terms are added in the vicinity of the cut boundary, which guarantee stability of the method. Furthermore, in addition to standard Dirichlet and Neumann conditions we consider interface conditions enabling coupling of the design domain to parts of the structure for which the design is already given. These given parts of the structure, called the nondesign domain regions, typically represents parts of the geometry provided by the designer. The nondesign domain regions may be discretized independently from the design domains using for example parametric meshed finite elements or isogeometric analysis. The interface and Dirichlet conditions are based on Nitsche's method and are stable for the full range of density parameters. In particular we obtain a traction-free Neumann condition in the limit when the density tends to zero.
Erik Burman, Peter Hansbo, Mats G. Larson
We propose a boundary value correction approach for cases when curved boundaries are approximated by straight lines (planes) and Lagrange multipliers are used to enforce Dirichlet boundary conditions. The approach allows for optimal order convergence for polynomial order up to 3. We show the relation to the Taylor series expansion approach used by Bramble, Dupont and Tomée [Math. Comp., 26:869--879, 1972] in the context of Nitsche's method and, in the case of inf-sup stable multiplier methods, prove a priori error estimates with explicit dependence on the meshsize and distance between the exact and approximate boundary.
Erik Burman, Daniel Elfverson, Peter Hansbo et al.
We design and analyze a hybridized cut finite element method for elliptic interface problems. In this method very general meshes can be coupled over internal unfitted interfaces, through a skeletal variable, using a Nitsche type approach. We discuss how optimal error estimates for the method are obtained using the tools of cut finite element methods and prove a condition number estimate for the Schur complement. Finally, we present illustrating numerical examples.
Erik Burman, Peter Hansbo, Mats G. Larson
In this paper, we propose a stabilised finite element method for the numerical solution of contact between a small deformation elastic membrane and a rigid obstacle. We limit ourselves to friction--free contact, but the formulation is readily extendable to more complex situations.
Timo Betcke, Erik Burman, Matthew W. Scroggs
We consider boundary element methods where the Calderón projector is used for the system matrix and boundary conditions are weakly imposed using a particular variational boundary operator designed using techniques from augmented Lagrangian methods. Regardless of the boundary conditions, both the primal trace variable and the flux are approximated. We focus on the imposition of Dirichlet, mixed Dirichlet--Neumann, and Robin conditions. A salient feature of the Robin condition is that the conditioning of the system is robust also for stiff boundary conditions. The theory is illustrated by a series of numerical examples.
Erik Burman
We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial variation, which is responsible for advective transport and a fine scale with small amplitude that contributes to the mixing. For this problem we consider the estimation of filtered error quantities for solutions computed using a finite element method with symmetric stabilization. A posteriori error estimates and a priori error estimates are derived using the multiscale decomposition of the advective velocity to improve stability. All estimates are independent both of the Péclet number and of the regularity of the exact solution.
Erik Burman, Cuiyu He
We consider primal-dual mixed finite element methods for the advection--diffusion equation. For the primal variable we use standard continuous finite element space and for the flux we use the Raviart-Thomas space. We prove optimal a priori error estimates in the energy- and the $L^2$-norms for the primal variable in the low Peclet regime. In the high Peclet regime we also prove optimal error estimates for the primal variable in the $H(div)$ norm for smooth solutions. Numerically we observe that the method eliminates the spurious oscillations close to interior layers that pollute the solution of the standard Galerkin method when the local Peclet number is high. This method, however, does produce spurious solutions when outflow boundary layer presents. In the last section we propose two simple strategies to remove such numerical artefacts caused by the outflow boundary layer and validate them numerically.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We propose an unfitted finite element method for flow in fractured porous media. The coupling across the fracture uses a Nitsche type mortaring, allowing for an accurate representation of the jump in the normal component of the gradient of the discrete solution across the fracture. The flow field in the fracture is modelled simultaneously, using the average of traces of the bulk variables on the fractured. In particular the Laplace-Beltrami operator for the transport in the fracture is included using the average of the projection on the tangential plane of the fracture of the trace of the bulk gradient. Optimal order error estimates are proven under suitable regularity assumptions on the domain geometry. The extension to the case of bifurcating fractures is discussed. Finally the theory is illustrated by a series of numerical examples.
Erik Burman
We propose an error analysis in weak norms of a shock capturing finite element method for the Burgers' equation. The estimates can be related to estimates of certain filtered quantities and are robust in the inviscid limit. Using a total variation apriori bound on the discrete solution and an interpolation inequality error estimates in $L^p$-norms can are obtained using interpolation.
Erik Burman
We consider error estimates in weak parametrised norms for stabilized finite element approximations of the two-dimensional Navier-Stokes' equations. These weak norms can be related to the norms of certain filtered quantities, where the parameter of the norm, relates to the filter width. Under the assumption of the existence of a certain decomposition of the solution, into large eddies and fine scale fluctuations, the constants of the estimates are proven to be independent of both the Reynolds number and the Sobolev norm of the exact solution. Instead they exhibit exponential growth with a coefficient proportional to the maximum gradient of the large eddies. The error estimates are on a posteriori form, but using Sobolev injections valid on finite element spaces and the properties of the stabilization operators the residuals may be upper bounded uniformly, leading to robust a priori error estimates.
Erik Burman, Mats G. Larson, Karl Larsson et al.
We develop an interpolation-based reduced-order modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using finite element methods, while the dependence on a finite-dimensional parameter is approximated separately. We establish existence, uniqueness, and regularity of the parametric solution and derive rigorous error estimates that explicitly quantify the interplay between spatial discretization and parameter approximation. In low-dimensional parameter spaces, classical interpolation schemes yield algebraic convergence rates based on Sobolev regularity in the parameter variable. In higher-dimensional parameter spaces, we replace classical interpolation by extreme learning machine (ELM) surrogates and obtain error bounds under explicit approximation and stability assumptions. The proposed framework is applied to inverse problems in quantitative photoacoustic tomography, where we derive potential and parameter reconstruction error estimates and demonstrate substantial computational savings compared to standard approaches, without sacrificing accuracy.
Erik Burman, Fabian Heimann
In this paper, we investigate the combination of a linear continuous interior penalty type and a non-linear artificial diffusion stabilisation applied to the transport problem, based on continuous Galerkin finite elements in space. This method was recently introduced and analysed for globally smooth solutions in [Burman 2023, SIAM J. Sci. Comput., 45, 1, A96-A122]. We provide a rigorous proof of a localisation principle in terms of weighted stability and a priori error bound results, which follow the widely known $\mathcal{O}(h^{k+1/2})$ scaling in the $L^2(Ω; t=T)$ norm, where $k$ denotes the polynomial order of the finite element space and $h$ the mesh size. The analysis is semi-discrete in space and assumes sufficient local regularity of the continuous solution on the smooth part of the domain, where the continuous interior penalty stabilisation is active, whilst artificial diffusion operates on the remaining rough parts of the domain. Thereby, the analysis demonstrates that typical numerical errors in the rough part stay localised relative to the convection velocity and do not negatively affect the smooth parts of the solution, if the stabilisation combination is set up accordingly.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components form parts of the boundaries of higher-dimensional ones. Such domains arise, for instance, in the modeling of fractured porous media with intersecting fractures. The model problem is formulated in a compact abstract form using mixed-dimensional directional derivative and divergence operators, which allows the problem to be expressed in a way that closely resembles the classical convection-diffusion equation. The proposed CutFEM is based on a fixed background mesh that does not conform to the geometry, with each manifold component represented through its associated active mesh. The method employs continuous piecewise linear elements together with weak enforcement of coupling conditions and suitable stabilization. We prove a priori error estimates in energy and $L^2$ norms and establish convergence, also for solutions with reduced regularity $u \in H^s$, $1 < s \le 2$. Numerical experiments confirm the theoretical convergence rates and illustrate the performance of the method.
Erik Burman, Mats G. Larson, Karl Larsson et al.
We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of boundary observations for typical solutions (collective data) and a bulk measurement of a specific realization. To leverage this collective data, we first compress the boundary data using proper orthogonal decomposition (POD) in a linear expansion. Next, we identify a possible nonlinear low-dimensional structure in the expansion coefficients using an autoencoder, which provides a parametrization of the dataset in a lower-dimensional latent space. We then train an operator network to map the expansion coefficients representing the boundary data to the finite element (FE) solution of the PDE. Finally, we connect the autoencoder's decoder to the operator network which enables us to solve the inverse problem by optimizing a data-fitting term over the latent space. We analyze the underlying stabilized finite element method (FEM) in the linear setting and establish an optimal error estimate in the $H^1$-norm. The nonlinear problem is then studied numerically, demonstrating the effectiveness of our approach.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We consider solving the surface Helmholtz equation on a smooth two dimensional surface embedded into a three dimensional space meshed with tetrahedra. The mesh does not respect the surface and thus the surface cuts through the elements. We consider a Galerkin method based on using the restrictions of continuous piecewise linears defined on the tetrahedra to the surface as trial and test functions.Using a stabilized method combining Galerkin least squares stabilization and a penalty on the gradient jumps we obtain stability of the discrete formulation under the condition $h k < C$, where $h$ denotes the mesh size, $k$ the wave number and $C$ a constant depending mainly on the surface curvature $κ$, but not on the surface/mesh intersection. Optimal error estimates in the $H^1$ and $L^2$-norms follow.
Erik Burman, Peter Hansbo, Mats G. Larson
In this paper we develop a simple finite element method for simulation of embedded layers of high permeability in a matrix of lower permeability using a basic model of Darcy flow in embedded cracks. The cracks are allowed to cut through the mesh in arbitrary fashion and we take the flow in the crack into account by superposition. The fact that we use continuous elements leads to suboptimal convergence due to the loss of regularity across the crack. We therefore refine the mesh in the vicinity of the crack in order to recover optimal order convergence in terms of the global mesh parameter. The proper degree of refinement is determined based on an a priori error estimate and can thus be performed before the actual finite element computation is started. Numerical examples showing this effect and confirming the theoretical results are provided. The approach is easy to implement and beneficial for rapid assessment of the effect of crack orientation and may for example be used in an optimization loop.
Erik Burman, Jonathan Ish-Horowicz, Lauri Oksanen
We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we consider standard continuous affine finite element approximation, and the time derivative is discretized using a backward differentiation. We regularize the discrete system by adding a penalty of the $H^1$-semi-norm of the initial data, scaled with the mesh-parameter. The analysis of the method uses techniques developed in E. Burman and L. Oksanen, Data assimilation for the heat equation using stabilized finite element methods, arXiv, 2016, combining discrete stability of the numerical method with sharp Carleman estimates for the physical problem, to derive optimal error estimates for the approximate solution. For the natural space time energy norm, away from $t=0$, the convergence is the same as for the classical problem with known initial data, but contrary to the classical case, we do not obtain faster convergence for the $L^2$-norm at the final time.
Erik Burman, Peter Hansbo, Mats G. Larson
We present a new approach for adding Bernoulli beam reinforcements to Kirchhoff plates. The plate is discretised using a continuous/discontinuous finite element method based on standard continuous piecewise polynomial finite element spaces. The beams are discretised by the CutFEM technique of letting the basis functions of the plate represent also the beams which are allowed to pass through the plate elements. This allows for a fast and easy way of assessing where the plate should be supported, for instance, in an optimization loop.
Erik Burman, Peter Hansbo
We consider a stabilized nonconforming finite element method for data assimilation in incompressible flow subject to the Stokes' equations. The method uses a primal dual structure that allows for the inclusion of nonstandard data. Error estimates are obtained that are optimal compared to the conditional stability of the ill-posed data assimilation problem.
Erik Burman, Peter Hansbo, Mats Larson
Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to adding suitably weighted least squares terms of the control variable, or derivatives thereof, to the Lagrangian determining the optimality system. In this note we show that stabilization methods for discretely ill--posed problems developed in the setting of convection--dominated convection--diffusion problems, can be highly suitable for stabilizing optimal control problems, and that Tikhonov regularization will lead to less accurate discrete solutions. We consider data assimilation problems for Poisson's equation as illustration and derive new error estimates both for the the reconstruction of the solution from measured data and reconstruction of the source term from measured data. These estimates include both the effect of discretization error and error in measurements.
Erik Burman, Lauri Oksanen
We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of stabilized finite elements. The space semi-discretized system is shown to admit a unique solution. Combining sharp estimates of the numerical stability of the discrete scheme and conditional stability estimates of the ill-posed continuous pde-model we then derive error estimates that reflect the approximation order of the finite element space and the stability of the continuous model. Two different data assimilation situations with different stability properties are considered to illustrate the framework. Full detail on how to adapt known stability estimates for the continuous model to work with the numerical analysis framework is given in appendix.
Erik Burman, Peter Hansbo, Mats G. Larson
We design and analyse a Nitsche method for contact problems. Compared to the seminal work of Chouly and Hild (A Nitsche-based method for unilateral contact problems: numerical analysis. SIAM J. Numer. Anal. 51 (2013), no. 2) our method is constructed by expressing the contact conditions in a nonlinear function for the displacement variable instead of the lateral forces. The contact condition is then imposed using the nonsymmetric variant of Nitsche's method that does not require a penalty term for stability. Nonconforming piecewise affine elements are considered for the bulk discretization. We prove optimal error estimates in the energy norm.
Erik Burman, Peter Hansbo, Mats Larson
We propose two different Lagrange multiplier methods for contact problems derived from the augmented Lagrangian variational formulation. Both the obstacle problem, where a constraint on the solution is imposed in the bulk domain and the Signorini problem, where a lateral contact condition is imposed are considered. We consider both continuous and discontinuous approximation spaces for the Lagrange multiplier. In the latter case the method is unstable and a penalty on the jump of the multiplier must be applied for stability. We prove the existence and uniqueness of discrete solutions, best approximation estimates and convergence estimates that are optimal compared to the regularity of the solution.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We construct a consistent multiplier free method for the finite element solution of the obstacle problem. The method is based on an augmented Lagrangian formulation in which we eliminate the multiplier by use of its definition in a discrete setting. We prove existence and uniqueness of discrete solutions and optimal order a priori error estimates for smooth exact solutions. Using a saturation assumption we also prove an a posteriori error estimate. Numerical examples show the performance of the method and of an adaptive algorithm for the control of the discretization error.
Erik Burman, Daniel Elfverson, Peter Hansbo et al.
We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion. This leads to so called cut elements in the vicinity of the boundary. To obtain a stable method, stabilization terms is added in the vicinity of the cut elements penalizing the gradient jumps across element sides. The stabilization also ensures good conditioning of the resulting discrete system. We develop a method for shape optimization based on moving the distance function along a velocity field which is computed as the $H^1$ Riesz representation of the shape derivative. We show that the velocity field is the solution to an interface problem and we prove an a priori error estimate of optimal order, given the limited regularity of the velocity field across the interface, for the the velocity field in the $H^1$ norm. Finally, we present illustrating numerical results.
Gabriel R. Barrenechea, Erik Burman, Fotini Karakatsani
For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The diffusion operator is shown to be Lipschitz continuous and linearity preserving. Using these properties we provide a full stability and error analysis, which, in the diffusion dominated regime, shows existence, uniqueness and optimal convergence. Then the algebraic flux correction method is recalled and we show that the present method can be interpreted as an algebraic flux correction method for a particular definition of the flux limiters. The performance of the method is illustrated on some numerical test cases in two space dimensions.
Thomas Boiveau, Erik Burman
In this paper, we study the stability of the nonsymmetric version of Nitsche's method without penalty for compressible and incompressible elasticity. For the compressible case we prove the convergence of the error in the $H^1$- and $L^2$-norms. In the incompressible case we use a Galerkin least squares pressure stabilization and we prove the convergence in the $H^1$-norm for the velocity and convergence of the pressure in the $L^2$-norm.
Erik Burman, Peter Hansbo, Mats G. Larson et al.
We develop a discontinuous cut finite element method (CutFEM) for the Laplace-Beltrami operator on a hypersurface embedded in $\mathbb{R}^d$. The method is constructed by using a discontinuous piecewise linear finite element space defined on a background mesh in $\mathbb{R}^d$. The surface is approximated by a continuous piecewise linear surface that cuts through the background mesh in an arbitrary fashion. Then a discontinuous Galerkin method is formulated on the discrete surface and in order to obtain coercivity, certain stabilization terms are added on the faces between neighboring elements that provide control of the discontinuity as well as the jump in the gradient. We derive optimal a priori error and condition number estimates which are independent of the positioning of the surface in the background mesh. Finally, we present numerical examples confirming our theoretical results.
Erik Burman, Peter Hansbo, Mats G. Larson
In this contribution we develop a cut finite element method with boundary value correction of the type originally proposed by Bramble, Dupont, and Thomee. The cut finite element method is a fictitious domain method with Nitsche type enforcement of Dirichlet conditions together with stabilization of the elements at the boundary which is stable and enjoy optimal order approximation properties. A computational difficulty is, however, the geometric computations related to quadrature on the cut elements which must be accurate enough to achieve higher order approximation. With boundary value correction we may use only a piecewise linear approximation of the boundary, which is very convenient in a cut finite element method, and still obtain optimal order convergence. The boundary value correction is a modified Nitsche formulation involving a Taylor expansion in the normal direction compensating for the approximation of the boundary. Key to the analysis is a consistent stabilization term which enables us to prove stability of the method and a priori error estimates with explicit dependence on the meshsize and distance between the exact and approximate boundary.