Finite element schemes for elliptic boundary value problems with rough coefficients

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.We consider the task of computing reliable numerical approximations of the solutions of elliptic equations and systems where the coefficients vary discontinuously, rapidly, and by large orders of magnitude. Such problems, which occur in diffusion and in linear elastic deformation of composite materials, have solutions with low regularity with the result that reliable numerical approximations can be found only in approximating spaces, invariably with high dimension, that can accurately represent the large and rapid changes occurring in the solution. The use of the Galerkin approach with such high dimensional approximating spaces often leads to very large scale discrete problems which at best can only be solved using efficient solvers. However, even then, their scale is sometimes so large that the Galerkin approach becomes impractical and alternative methods of approximation must be sought. In this thesis we adopt two approaches. We propose a new asymptotic method of approximation for problems of diffusion in materials with periodic structure. This approach uses Fourier series expansions and enables one to perform all computations on a periodic cell; this overcomes the difficulty caused by the rapid variation of the coefficients. In the one dimensional case we have constructed problems with discontinuous coefficients and computed the analytical expressions for their solutions and the proposed asymptotic approximations. The rates at which the given asymptotic approximations converge, as the period of the material decreases, are obtained through extensive computational tests which show that these rates are fundamentally dependent on the level of regularity of the right hand sides of the equations. In the two dimensional case we show how one can use the Galerkin method to approximate the solutions of the problems associated with the periodic cell. We construct problems with discontinuous coefficients and perform extensive computational tests which show that the asymptotic properties of the approximations are identical to those observed in the one dimensional case. However, the computational results show that the application of the Galerkin method of approximation introduces a discretization error which can obscure the precise asymptotic rate of convergence for low regularity right hand sides. For problems of two dimensional linear elasticity we are forced to consider an alternative approach. We use domain decomposition techniques that interface the subdomains with conjugate gradient methods and obtain algorithms which can be efficiently implemented on computers with parallel architectures. We construct the balancing preconditioner, M,, and show that it has the optimal conditioning property k(Mh(^-1)Sh) = 0 is a constant which is independent of the magnitude of the material discontinuities, H is the maximum subdomain diameter, and h is the maximum finite element diameter. These properties of the preconditioning operator Mh allow one to use the computational power of a parallel computer to overcome the difficulties caused by the changing form of the solution of the problem. We have implemented this approach for a variety of problems of planar linear elasticity and, using different domain decompositions, approximating spaces, and materials, find that the algorithm is robust and scales with the dimension of the approximating space and the number of subdomains according to the condition number bound above and is unaffected by material discontinuities. In this we have proposed and implemented new inner product expressions which we use to modify the bilinear forms associated with problems over subdomains that have pure traction boundary conditions.This work is funded by the Engineering and Physical Sciences Research Council

Mixed Boundary Value Problems in Singularly Perturbed Two-Dimensional Domains with the Steklov Spectral Condition

We study the asymptotic behavior of the spectrum of the Laplace equation with the Steklov, Dirichlet, Neumann boundary conditions or their combination in a twodimensional domain with small holes of diameter O(ε) as ε → +0. We derive and justify asymptotic expansions of eigenvalues and eigenfunctions of two types: series in ʓ= | ln ε|−1 and power series with rational and holomorphic terms in ʓ respectively. For the overall Steklov problem we obtain asymptotic expansions in the low and middle frequency ranges of the spectrum. Bibliography: 18 titles

A two-dimensional flea on the elephant phenomenon and its numerical visualization

First Published in Multiscale Modeling and Simulation in 17.1 (2019): 137-166, published by the Society for Industrial and Applied Mathematics (SIAM)Localization phenomena (sometimes called flea on the elephant) for the operator Lvarepsilon = varepsilon 2Δ u + p(x)u, p(x) being an asymmetric double well potential, are studied both analytically and numerically, mostly in two space dimensions within a perturbative framework. Starting from a classical harmonic potential, the effects of various perturbations are retrieved, especially in the case of two asymmetric potential wells. These findings are illustrated numerically by means of an original algorithm, which relies on a discrete approximation of the Steklov-Poincaré operator for Lvarepsilon, and for which error estimates are established. Such a two-dimensional discretization produces less mesh imprinting than more standard finite differences and correctly captures sharp layersEnrique Zuazua’s research was supported by the Advanced Grant DyCon (Dynamical Control) of the European Research Council Executive Agency (ERC), the MTM2014-52347 and MTM2017-92996 Grants of the MINECO (Spain) and the ICON project of the French ANR-16-ACHN-0014. L.G. thanks Profs. François Bouchut and Roberto Natalini for some technical discussion

Spectral analysis of the biharmonic operator subject to Neumann boundary conditions on dumbbell domains

We consider the biharmonic operator subject to homogeneous boundary conditions of Neumann type on a planar dumbbell domain which consists of two disjoint domains connected by a thin channel. We analyse the spectral behaviour of the operator, characterizing the limit of the eigenvalues and of the eigenprojections as the thickness of the channel goes to zero. In applications to linear elasticity, the fourth order operator under consideration is related to the deformation of a free elastic plate, a part of which shrinks to a segment. In contrast to what happens with the classical second order case, it turns out that the limiting equation is here distorted by a strange factor depending on a parameter which plays the role of the Poisson coefficient of the represented plate.Comment: To appear in "Integral Equations and Operator Theory

Oscillating behaviour of the spectrum for a plasmonic problem in a domain with a rounded corner

We investigate the eigenvalue problem $-\text{div}(\sigma \nabla u) = \lambda u\ (\mathscr{P})$ in a 2D domain $\Omega$ divided into two regions $\Omega_{\pm}$. We are interested in situations where $\sigma$ takes positive values on $\Omega_{+}$ and negative ones on $\Omega_{-}$. Such problems appear in time harmonic electromagnetics in the modeling of plasmonic technologies. In a recent work [15], we highlighted an unusual instability phenomenon for the source term problem associated with $(\mathscr{P})$: for certain configurations, when the interface between the subdomains $\Omega_{\pm}$ presents a rounded corner, the solution may depend critically on the value of the rounding parameter. In the present article, we explain this property studying the eigenvalue problem $(\mathscr{P})$. We provide an asymptotic expansion of the eigenvalues and prove error estimates. We establish an oscillatory behaviour of the eigenvalues as the rounding parameter of the corner tends to zero. We end the paper illustrating this phenomenon with numerical experiments.Comment: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN), 09/12/2016. arXiv admin note: text overlap with arXiv:1304.478

Steklov spectral problems in a set with a thin toroidal hole

The paper concerns the Steklov spectral problem for the Laplace operator, and some variants in a 3-dimensional bounded domain, with a cavity $Gamma_e$ having the shape of a thin toroidal set, with a constant cross-section of diameter $ell 1$. We construct the main terms of the asymptotic expansion of the eigenvalues in terms of real-analytic functions of the variable $|lne|^{-1}$, and we prove that the relative asymptotic error is of much smaller order $O(e|ln e|)$ as $e o 0^+$. The asymptotic analysis involves eigenvalues and eigenfunctions of a certain integral operator on the smooth curve $Gamma$, the axis of the cavity $Gamma_e$

Band-gap structure of the spectrum of the water-wave problem in a shallow canal with a periodic family of deep pools

We consider the linear water-wave problem in a periodic channel pi(h)subset of R-3, which is shallow except for a periodic array of deep potholes in it. Motivated by applications to surface wave propagation phenomena, we study the band-gap structure of the essential spectrum in the linear water-wave system, which includes the spectral Steklov boundary condition posed on the free water surface. We apply methods of asymptotic analysis, where the most involved step is the construction and analysis of an appropriate boundary layer in a neighborhood of the joint of the potholes with the thin part of the channel. Consequently, the existence of a spectral gap for small enough h is proven.Peer reviewe