The effect of quadrature on the Fat Boundary Method

Silvia Bertoluzza
Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia

work in collaboration with V. Chabanne, M. Ismail, C. Prudhomme

S. Bertoluzza (IMATI-CNR)

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Motivation for FBM

simulation of a mixture of fluid and (rigid) particles
problem arising in a variety of applications
blood flux (particles = eritrocytes)
advection of polluting agents
fluid flow in porous media

Fluid domain =  \ B (box with many (equal) holes)

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The Fat Boundary method

[Maury, 01]

Fictitious domain method (problem in replaced by problem in )

IDEA: use local auxiliary problems near holes information on jump
of u on = B
High order method: if solution u is smooth in high order
approximation independently of the smoothness in 
How can it be efficient? For the global problem take advantage of
fast solvers
For the local problems
much smaller problem, possibly solved in parallel
many equal objects only one mesh, only one stiffness matrix (no
need to remesh when object moves)
LU decomposition performed once at the beginning: fast solver
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Model problem
Problem: find u H 1 () s.t.

u = f in
u=0
on
Rn : domain with holes
=  \ B : (B holes)
= = 
 : boundary of the box
: boundaries of the
holes
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The Fat Boundary Method

[Maury, 01]

Introduce fat boundary with

=
: original interior
boundary
auxiliary
boundary
: outer normal to

in the holes set right hand

side = 0
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Two coupled problem

Global problem
u = f + u
,

in 

Local problems
u = f ,

in ,

Schwartz-type iterations
u n un sol. in of
un = f ,

un = u n on

un = 0 on
S. Bertoluzza (IMATI-CNR)

u = 0 on ,

u = u on

un U n sol. in  of
U n = f + un
Relaxation
u n+1 = u n + (1 )U n
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Theoretical result
Convergence of the Schwartz procedure in the continuous [Maury 01] and
in the discrete case (under mild assumptions on the discretization)
[S.B., Ismail, Maury 11]

h meshsize for , h meshsize for , order k discretization

Optimal error estimates: u H s (), s k + 1
|u uh |1,\ . (hs1 + hs1 )|u|s,
|u uh |1, = |u uh |1, . (hs1 + hs1 )|u|s,
Low order global estimate: u H s (), s k + 1
|u uh |1, . (hs1 + hs1 )|u|s,
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Weak formulation

[B., Chabannes, Ismail, Prudhomme 15]

Find u H01 (), v H 1 (), H 1/2 (), H 1/2 () such that

Z
Z
Z
u v v =
fv , v H01 ()



Z
Z
Z
Z
u
v
v

v=
f v,
v H 1 ()

Z
Z
u
= 0, H 1/2 (),
(u u)
= 0, H 1/2 ()

Generalized saddle point problem [Nicolaides 82]: well posedness OK

Discretization OK provided h  h
Proofs are simpler than the ones in
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[Maury 01]

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&

[S.B., Ismail, Maury 11]

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High order of FBM for Laplace equation - Test 1

(All tests performed with the Feel++ library)

H1 errors (log scale)

0,01

P3 FEM Slope ~ 3.11

P4 FEM Slope ~ 3.94
P5 FEM Slope ~ 5.05
P6 FEM Slope ~ 6.05
P7 FEM Slope ~ 7.32
P8 FEM Slope ~ 9.49

0,0001

1e-06
0,01

0,1
h (log scale)

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Stokes equation
find u (H 1 ())d , p L20 () s.t.

u + p = f in
u=0
in

u=0
on
Rn : domain with holes
=  \ B : (B holes)

for simplicity only one hole

( connected)
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Fat boundary formulation

Global problem
u + p = f + ( u
p)
,
u
= 0,

in 

in 

Z
p = 0,

u = 0 on 

Local problem (for simplicity connected)

u + p = f ,
u
= 0,
u
= 0 on ,
Z

in
in

u
= u on
p = 0

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Stable discretization
Stable Stokes elements, meshsize h
Meshsize
velocity: meshsize h (global), h (local)
pressure: meshsize (global), (local)

Theorem [B.,Chabannes,Ismail,Prudhomme, i.p.]

There exist two constants 1 and 2 such that, if
h 1 h,

( = h)

then the discretized Stokes problem is stable

Remark: h 1 2 compatible with inf-sup for the local problem
Skip tests
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Stokes - Convergence test

Geometry

Kovaznay analytic solution

u(x, y ) = (1 e ax cos(2y ),

a ax
e sin(2y )),
2

1
p = (1 e 2ax )
2

Pk Pk1 elements
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Errors

Left: error on  \ - Right: error on

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Test 2
2D rectangular domain with 70 perforations
inflow on left boundary with parabolic profile
no slip condition otherwise
velocity/pressure

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Test 2
Similar test in 3D - 10 perforations
velocity

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Impact of quadrature
Several integrals to compute
Find uh Vh , uh Vh , h h , h h such that
Z
Z
Z
uh vh
h vh =
fvh , vh Vh



Z
Z
Z
Z
uh
vh
h vh
h vh =
f vh ,
vh Vh

Z
Z
Z
uh h = 0, h h ,
uh h
uh h = 0, h h

standard FEM integrals

integral of discontinuous function
product of piecewise polynomials living on non matching meshes
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 fvh

f H k1 () f H k1 () smooth extension

uB solution to u = f in B, u = 0 on
uB H01 (B) uB H01 () trivial extension
B outer unit normal
New problem: Find uh Vh , uh Vh , h h , h h such that
Z
Z
Z
uh vh (h B )vh =
fvh , vh Vh



Z
Z
Z
Z
uh
vh h vh h vh =
f vh ,
vh Vh

Z
Z
uh h = 0, h h ,
(uh uh )h = 0, h h

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Discrete problem with quadrature on and

Find u H01 (), v H 1 (), H 1/2 (), H 1/2 () such that
Z
Z

u v (v ) =
fv , v H01 ()
Z
Z 
Z
Z
u
v
v
v=
f v,
v H 1 ()

Z
Z
1/2

u
= 0, H
(),
(uh ) u
= 0, H 1/2 ()

(g ) :=

X
K TR

Z
IK (g )

g,

(g ) :=

X
K TR

Z
IK (g )

with TR quadrature mesh (to be chosen)

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Which mesh?
Option 1: TR = trace on curve of mesh for
Th fitted to and
Mesh is regular
Simplest option, best for implementation

Option 2: TR = trace on curve of mesh for 

Th not fitted to
More complicated: requires intersection of a 2D (resp. 3D) mesh with
curve (resp. surface)
Mesh can be very low quality

Possibility: choose different options for the two integrals

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Option 1. Stability and global error estimate

Theorem
< then the formulation with quadrature
There exists such that if h/h
is well posed. Moreover the following error estimate holds: u H t (),
t k +1
ku uh k1, + ku uh k1, . ht1 kukt, + ht1 kukt, + h1/2 kk1,,

Remark: if u is smooth, then = 0 and, globally, there is no loss with

respect to the method with exact integrals
Standard estimate on the quadrature error do not trivially apply since
the test and trial functions are not smooth
Not able to prove optimal local estimate
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Option 2: mesh for on - mesh for  on

Theorem
If u H s (), s k + 1
ku uh k1,\ + ku uh k1, . (hs3/2 + hs3/2 )|u|s,

Loss of a factor 1/2 in the method order. Not optimal but still high
order.
No assumptions on smoothness of u on 
Only smoothness assumption on the quadrature mesh is that it is
inherited by a shape regular mesh on 

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Conclusions
FBM: potentially high order fictitious domain method
Need to compute integral for coupling on non-matching grids
On quadrature on Th ok!
On
quadrature on Th ok!
quadrature on Th : low order (in theory)

A similar thing happens with the mortar method

Need to estimate also the effect of approximating

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