Skip to main content
Log in

New Cartesian grid methods for interface problems using the finite element formulation

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

New finite element methods based on Cartesian triangulations are presented for two dimensional elliptic interface problems involving discontinuities in the coefficients. The triangulations in these methods do not need to fit the interfaces. The basis functions in these methods are constructed to satisfy the interface jump conditions either exactly or approximately. Both non-conforming and conforming finite element spaces are considered. Corresponding interpolation functions are proved to be second order accurate in the maximum norm. The conforming finite element method has been shown to be convergent. With Cartesian triangulations, these new methods can be used as finite difference methods. Numerical examples are provided to support the methods and the theoretical analysis.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adams, L.M.: A multigrid algorithm for immersed interface problems. pages 1–14. Proceedings of Copper Mountain Multigrid Conference, NASA Conference Publication 3339, 1995

  2. Babuška, I.: The finite element method for elliptic equations with discontinuous coefficients. Computing 5, 207–213 (1970)

    Google Scholar 

  3. Bell, J.B., Dawson, C.N., Shubin, G.R.: An unsplit, higher order Godunov method for scalar conservation laws in multiple dimensions. J. Comput. Phys. 74, 1–24 (1988)

    MATH  Google Scholar 

  4. Bell, J.B., Marcus, D.L.: A second-order projection method for variable-density flows. J. Comput. Phys. 101, 334–348 (1992)

    MATH  Google Scholar 

  5. Beyer, R.P.: A computational model of the cochlea using the immersed boundary method. J. Comput. Phys. 98, 145–162 (1992)

    MATH  Google Scholar 

  6. Bramble, J., King, J.: A finite element method for interface problems in domains with smooth boundaries and interfaces. Advances in Comput. Math. 6, 109–138 (1996)

    MathSciNet  MATH  Google Scholar 

  7. Chen, Z., Zou, J.: Finite element methods and their convergence for elliptic and parabolic interface problems. Numer. Math. 79, 175–202 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  8. Chorin, A.J.: Numerical solution of the Navier-Stokes equations. Math. Comp. 22, 745–762 (1968)

    MATH  Google Scholar 

  9. Ciarlet, P.G.: The finite element method for elliptic problems. North Holland, 1978

  10. De Zeeuw, D.: Matrix-dependent prolongations and restrictions in a blackbox multigrid solver. J. Comput. Appl. Math. 33, 1–27 (1990)

    Article  MATH  Google Scholar 

  11. Engquist, B., Zhao, H.K.: Absorbing boundary conditions for domain decomposition. Appl. Numer. Math. 27, 341–365 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  12. Evans, L.C.: Partial differential equations. AMS, 1998

  13. Fauci, L.J.: Interaction of oscillating filaments – A computational study. J. Comput. Phys. 86, 294–313 (1990)

    MathSciNet  MATH  Google Scholar 

  14. Fogelson, A.L.: A mathematical model and numerical method for studying platelet adhesion and aggregation during blood clotting. J. Comput. Phys. 56, 111–134 (1984)

    MathSciNet  MATH  Google Scholar 

  15. Fogelson, A.L., Keener, J.P.: Immersed interface methods for Neumann and related problems in two and three dimensions. SIAM J. Sci. Comput. 22, 1630–1684 (2000)

    MathSciNet  MATH  Google Scholar 

  16. Fogelson, A.L., Peskin, C.S.: Numerical solution of the three dimensional Stokes equations in the presence of suspended particles. In: Proc. SIAM Conf. Multi-phase Flow. SIAM, June 1986

  17. Greengard, L., Moura, M.: On the numerical evaluation of electrostatic fields in composite materials. Acta Numerica, pages 379–410, 1994

  18. Han, H.: The numerical solutions of the interface problems by infinite element methods. Numer. Math. 39, 39–50 (1982)

    MathSciNet  Google Scholar 

  19. Hou, T., Li, Z., Osher, S., Zhao, H.: A hybrid method for moving interface problems with application to the Hele-Shaw flow. J. Comput. Phys. 134, 236–252 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  20. Hou, T.Y., Lowengrub, J.S., Shelley, M.J.: Removing the stiffness from interfacial flows with surface tension. J. Comput. Phys. 114, 312–338 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  21. Hou, T.Y., Wetton, B.T.R.: Second order convergence of a projection scheme for the incompressible Navier-Stokes equations with boundaries. SIAM J. Numer. Anal. 30, 609–629 (1993)

    MathSciNet  MATH  Google Scholar 

  22. Huang, H., Li, Z.: Convergence analysis of the immersed interface method. IMA J. Numer. Anal. 19, 583–608 (1999)

    MathSciNet  MATH  Google Scholar 

  23. Johnson. C.: Numerical solution of Partial Differential Equations by the Finite Element Method. Cambridge University Press, 1987

  24. LeVeque, R.J.: Clawpack and Amrclaw – Software for high-resolution Godunov methods. 4-th Intl. Conf. on Wave Propagation, Golden, Colorado, 1998

  25. LeVeque, R.J., Li, Z.: The immersed interface method for elliptic equations with discontinuous coefficients and singular sources. SIAM J. Numer. Anal. 31, 1019–1044 (1994)

    MathSciNet  MATH  Google Scholar 

  26. LeVeque, R.J., Li, Z.: Immersed interface method for Stokes flow with elastic boundaries or surface tension. SIAM J. Sci. Comput. 18, 709–735 (1997)

    MathSciNet  MATH  Google Scholar 

  27. LeVeque, R.J., Zhang, C.: Immersed interface methods for wave equations with discontinuous coefficients. Wave Motion 25, 237–263 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  28. Li, Z.: The Immersed Interface Method –- A Numerical Approach for Partial Differential Equations with Interfaces. PhD thesis, University of Washington, 1994

  29. Li, Z.: A note on immersed interface methods for three dimensional elliptic equations. Computers Math. Appl. 31, 9–17 (1996)

    Article  MathSciNet  Google Scholar 

  30. Li, Z.: Immersed interface method for moving interface problems. Numer. Algorithms 14, 269–293 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  31. Li, Z.: A fast iterative algorithm for elliptic interface problems. SIAM J. Numer. Anal. 35, 230–254 (1998)

    MathSciNet  MATH  Google Scholar 

  32. Li, Z., McTigue, D., Heine, J.: A numerical method for diffusive transport with moving boundaries and discontinuous material properties. International J. Numer. & Anal. Method in Geomechanics, 21, 653–662 (1997)

    Google Scholar 

  33. Li, Z., Soni, B.: Fast and accurate numerical approaches for Stefan problems and crystal growth. Numerical Heat Transfer, B: Fundamentals 35, 461–484 (1999)

    Google Scholar 

  34. Li, Z., Zou, J.: Theoretical and numerical analysis on a thermo-elastic system with discontinuities. J. of Comput. Appl. Math. 91, 1–22 (1998)

    Google Scholar 

  35. Mayo, A.: The fast solution of Poisson’s and the biharmonic equations on irregular regions. SIAM J. Numer. Anal. 21, 285–299 (1984)

    MathSciNet  Google Scholar 

  36. Mayo, A., Greenbaum, A.: Fast parallel iterative solution of Poisson’s and the biharmonic equations on irregular regions. SIAM J. Sci. Stat. Comput. 13, 101–118 (1992)

    MathSciNet  MATH  Google Scholar 

  37. McKenney, A., Greengard, L., Mayo, A.: A fast poisson solver for complex geometries. J. Comput. Phys. 118, (1995)

  38. Nochetto, R.H., Paolini, M., Verdi, C.: An adaptive finite element method for two-phase stefan problems in two space dimensions. SIAM J. Sci. Stat. Comput. 12, 1207–1244 (1991)

    MathSciNet  MATH  Google Scholar 

  39. Osher, S., Sethian, J.A.: Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations. J. Comput. Phys. 79, 12–49 (1988)

    MathSciNet  MATH  Google Scholar 

  40. Peskin, C.S.: Numerical analysis of blood flow in the heart. J. Comput. Phys. 25, 220–252 (1977)

    MATH  Google Scholar 

  41. Peskin, C.S.: Lectures on mathematical aspects of physiology. Lectures in Appl. Math. 19, 69–107 (1981)

    Google Scholar 

  42. Shubin, G.R., Bell, J.B.: An analysis of the grid orientation effect in numerical simulation of miscible displacement. Comp. Meth. Appl. Mech. Eng. 47, 47–71 (1984)

    Article  Google Scholar 

  43. Sulsky, D., Brackbill, J.U.: A numerical method for suspension flow. J. Comput. Phys. 96, 339–368 (1991)

    MATH  Google Scholar 

  44. Sussman, M., Smereka, P., Osher, S.: A level set approach for computing solutions to incompressible two-phase flow. J. Comput. Phys. 114, 146–159 (1994)

    Article  MATH  Google Scholar 

  45. Wiegmann, A.: The explicit jump immersed interface method and interface problems for differential equations. PhD thesis, University of Washington, 1998

  46. Wiegmann, A., Bube, K.: The immersed interface method for nonlinear differential equations with discontinuous coefficients and singular sources. SIAM J. Numer. Anal. 35, 177–200 (1998)

    MathSciNet  MATH  Google Scholar 

  47. Xu, J.: Error estimates of the finite element method for the 2nd order elliptic equations with discontinuous coefficients. J. Xiangtan University 1, 1–5 (1982)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhilin Li.

Additional information

Mathematics Subject Classification (2000): 65L10, 65L60, 65L70

In this research, Zhilin Li is supported in part by USA ARO grants, 39676-MA and 43751-MA, USA NSF grants DMS-0073403 and DMS-0201094; USA North Carolina State University FR&PD grant; Tao Lin is supported in part a USA NSF grant DMS-97-04621. Special thanks to Thomas Hou for his participation and contribution to this project. We are also grateful to R. LeVeque, K. Bube, and T. Chan for useful discussions.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, Z., Lin, T. & Wu, X. New Cartesian grid methods for interface problems using the finite element formulation. Numer. Math. 96, 61–98 (2003). https://doi.org/10.1007/s00211-003-0473-x

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-003-0473-x

Keywords

Navigation