Accurate gradient computations at interfaces using finite element methods

New finite element methods are proposed for elliptic interface problems in one and two dimensions. The main motivation is not only to get an accurate solution but also an accurate first order derivative at the interface (from each side). The key in 1D is to use the idea from \cite{wheeler1974galerkin}. For 2D interface problems, the idea is to introduce a small tube near the interface and introduce the gradient as part of unknowns, which is similar to a mixed finite element method, except only at the interface. Thus the computational cost is just slightly higher than the standard finite element method. We present rigorous one dimensional analysis, which show second order convergence order for both of the solution and the gradient in 1D. For two dimensional problems, we present numerical results and observe second order convergence for the solution, and super-convergence for the gradient at the interface

Partially Penalized Immersed Finite Element Methods for Elliptic Interface Problems

This article presents new immersed finite element (IFE) methods for solving the popular second order elliptic interface problems on structured Cartesian meshes even if the involved interfaces have nontrivial geometries. These IFE methods contain extra stabilization terms introduced only at interface edges for penalizing the discontinuity in IFE functions. With the enhanced stability due to the added penalty, not only these IFE methods can be proven to have the optimal convergence rate in the H1-norm provided that the exact solution has sufficient regularity, but also numerical results indicate that their convergence rates in both the H1-norm and the L2-norm do not deteriorate when the mesh becomes finer which is a shortcoming of the classic IFE methods in some situations. Trace inequalities are established for both linear and bilinear IFE functions that are not only critical for the error analysis of these new IFE methods, but also are of a great potential to be useful in error analysis for other IFE methods

High-order numerical methods for 2D parabolic problems in single and composite domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems