"FOSLS on Curved Boundaries"
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Approximated Flux Boundary Conditions for Raviart-Thomas Finite Elements on Domains with Curved Boundaries and Applications to First-Order System Least Squares von der Fakultät für Mathematik und Physik der Gottfried Wilhelm Leibniz Universität Hannover zur Erlangung des akademischen Grades Doktor der Naturwissenschaften Dr. rer. nat. genehmigte Dissertation von Dipl.-Math. Fleurianne Bertrand geboren am 06.06.1987 in Caen (Frankreich) 2014 2 Referent: Prof. Dr. Gerhard Starke Universität Duisburg-Essen Fakultät für Mathematik Thea-Leymann-Straße 9 45127 Essen Korreferent: Prof. Dr. James Adler Department of Mathematics Tufts University Bromfield-Pearson Building 503 Boston Avenue Medford, MA 02155 Korreferent: Prof. Dr. Joachim Escher Institut für Angewandte Mathematik Gottfried Wilhelm Leibniz Universität Hannover Welfengarten 1 30167 Hannover Tag der Promotion: 15.07.2014 Acknowledgement: This work was supported by the German Research Foundation (DFG) under grant STA402/10-1. 3 Abstract Optimal order convergence of a first-order system least squares method using lowest-order Raviart-Thomas elements combined with linear conforming elements is shown for domains with curved boundaries. Parametric Raviart-Thomas elements are presented in order to retain the optimal order of convergence in the higher-order case in combination with the isoparametric scalar elements. In particular, an estimate for the normal flux of the Raviart-Thomas elements on interpolated boundaries is derived in both cases. This is illustrated numerically for the Pois- son problem on the unit disk. As an application of the analysis derived for the Poisson problem, the effect of interpolated interface condition for a stationary two-phase flow problem is then studied. Keywords: Raviart-Thomas, Curved Boundaries, First-Order System Least Squares 4 Zusammenfassung Für Gebiete mit gekrümmten Rändern wird die optimale Konvergenzordnung einer Least Squares finite Elemente Methode für Systeme erster Ordnung mit Raviart-Thomas Elementen niedrig- ster Ordnung und linearen konformen Elementen gezeigt. Um die optimale Konvergenzordnung im Fall höherer Ordnung mit den isoparametrischen skalaren Elementen zu behalten, werden parametrische Raviart-Thomas Elemente eingeführt. Insbesondere wird eine Abschätzung für deren Flüsse in Richtung der Normalkomponente auf dem interpolierten Rand für beide Fälle hergeleitet. Am Beispiel des Poisson Problems auf dem Einheitskreis wird die Least Squares Methode für gekrümmte Ränder numerisch verdeutlicht. Als Anwendung der Analyse für das Poisson Problem dient die Untersuchung des Effekts der interpolierten Grenzkurven auf einem stationären Stokes Zwei-Phasen Problem. Schlagwörter: Raviart-Thomas, gekrümmte Ränder, Least Squares finite Elemente Methode für Systeme erster Ordnung 5 Résumé La convergence d´ordre optimal d´une méthode des éléments finis Least Squares pour un sys- teme de premier ordre est prouvée pour des domaines à bords courbes avec les éléments de Raviart-Thomas d´ordre le plus bas et les éléments finis conformes lineaires. Pour conserver un ordre de convergence optimal dans le cas d´éléments finis isoparamétriques d´ordre plus élevé, les éléments Raviart-Thomas paramétriques sont introduits. En particulier, leur flux dans la direction normale sur le bord interpolé est estimé dans les deux cas. L´exemple du problème de Poisson sur le disque unité illustre ce résultat. L´analyse dérivée pour le problème de Poisson est appliquée à un problème stationaire de flux à deux phases avec conditions interpolées sur l´interface. Contents 0 Introduction 8 1 LSFEM for First-Order Systems 10 1.1 Least Squares Principles and Weak Formulation................... 10 1.2 Least Squares Finite Element Method........................ 11 1.3 Basic Theory of Sobolev Spaces............................ 12 1.4 The Space H(div; Ω) .................................. 15 1.5 Least Squares Method for the Poisson Problem................... 15 2 Finite Elements on Domains with Curved Boundaries 23 2.1 Construction of the Curved Triangulation...................... 23 2.2 Finite Elements on the Curved Triangulation.................... 25 2.3 Mapping from Ω^ to Ω ................................. 26 2.4 An Estimate for the Normal Flux on Interpolated Boundaries........... 30 2.5 Approximation of the Normalizing Constraint (ph; 1)0;Ω = 0 ............ 33 3 Least Squares Method on Domains with Curved Boundaries 36 3.1 Approximation of the Least Squares Functional................... 36 3.2 Error Analysis of the LSFEM on Domains with Curved Boundaries........ 39 3.3 Computational Results................................. 44 4 (Iso)parametric Finite Elements 47 4.1 Construction of the Approximated Domain Ωh ................... 47 4.2 (Iso)parametric Spaces................................. 50 4.3 An Estimate for the Normal Flux on Interpolated Boundaries........... 53 5 LSFEM with Parametric Finite Elements 61 5.1 Approximation of the Least Squares Functional................... 61 5.2 Error Analysis of the LSFEM with Parametric Finite Elements.......... 63 5.3 Computational Results................................. 66 6 Application to Two-Phase Problem 70 6.1 The Two-Phase Incompressible Flow Model..................... 70 6.2 Finite-Element Spaces................................. 72 6.3 Least Squares Functional and Ellipticity....................... 75 6.4 A Theoretical Example................................. 82 Contents 7 7 Considerations for Three-Dimensional Problems 84 7.1 Construction of the Approximated Domain..................... 84 7.2 The Lagrange Element................................. 89 7.3 The Raviart-Thomas Element............................. 90 7.4 Numerical Results................................... 92 8 Conclusion and Outlook 95 Chapter 0 Introduction In this thesis, the first-order system least squares methods on domains with curved boundaries is analyzed. Thus, scalar and vector unknowns are approximated simultaneously but the inf-sup condition typically arising in mixed methods (see [11]) is not necessary ([34]). Further, an a posteriori error estimator is inherent in the least squares method and the linear equation system of the discrete problem is positive definite, but in return they have poor conservation properties. Comprehensive theory and computational aspects of least squares finite-element methods are given in [9], and [15] proves error bounds for second-order partial differential equations (see also [16] for the effect of additional constraint and boundary conditions). More details about the least squares mixed finite-elements in relation to standard and mixed finite-elements are given in [13] (see also [10] for the connection to the Dirichlet and Kelvin principles). For scalar elements in the lowest-order case, it is well-known (see [12]) that a polygonal approximation of the boundary is sufficient to retain the optimal order of convergence. Further in the higher-order case, the isoparametric framework ensures a more accurate representation of the boundary by the same finite-element space and leads, therefore, to the optimal order of convergence as well (see [14] and [37]). A Matlab implementation of the quadratic order isoparametric finite-element method for the Laplace equation in two dimensions is given in [5]. However, for Raviart-Thomas elements where Neumann boundary conditions are imposed on the normal flux, this is more complicated as the normal flux has to be estimated on the interpolated boundary. Furthermore, the vector-valued finite-element space cannot be used to approximate the boundary and a parametric space is needed. These spaces and the corresponding Piola- mapping are introduced in [30] and [36]. Implementation of the lowest-order Raviart-Thomas elements are given in [4]. In order to derive a convergence analysis of Raviart-Thomas elements on curved domains in the context of first-order system least squares formulations, their normal flux on interpolated boundaries is estimated. Optimal order of convergence is shown in the lowest-order case if a polygonal approximation of the boundary is used. Parametric Raviart-Thomas elements are introduced, which retain the optimal order of convergence in the higher-order case. This estimate for the normal flux on interpolated boundary is useful for two-phase problems, where the interface condition consists in a relation between the normal components of the two velocity fields, see for example water-mud interaction in [22]. A first-order system least squares formulation for equations of two-phase flow is given in [2]. A further example is the coupled (generalized Newtonian) Stokes-Darcy flow which is considered in [20], [33] and [32]). For the purpose of exposition, the two-dimensional Poisson equation with homogenous boundary conditions is considered. A two-phase flow example introduces the way to control the 9 additional error caused by the inhomogeneous boundary conditions for the normal component of the approximated fields. [38] and [39] are related works for the treatment of the inhomoge- neous boundary conditions. The first chapter of the present work is an introduction to the least squares finite-element method. The basis spaces of the theory of the weak formulation of partial differential equations, i.e. the Sobolev spaces are introduced and the necessary inequalities to prove the further results on these spaces are stated. Further, the used finite-element spaces are presented. The second chapter describes the construction of a curved triangulation for curved domains and of the mapping between the polygonal