Voss 2017

The Fat Boundary Method: new results and
perspectives
Silvia Bertoluzza
Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia
work in collaboration with V. Chabanne, M. Ismail, C. Prud’homme
S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 1 / 23

Motivation for FBM
simulation of a mixture of fluid and (rigid) particles

Motivation for FBM

problem arising in a variety of applications

Motivation for FBM

blood flux (particles = eritrocytes)

Motivation for FBM

advection of polluting agents

Motivation for FBM

fluid flow in porous media

Motivation for FBM

fluid flow in porous media
fluid domain Ω = \ B (box with many (equal) holes)

The Fat Boundary method [Maury, ’01]
Fictitious domain method (problem in Ω replaced by problem in )


IDEA: use local auxiliary problems near holes → information on jump
of ∂ν u on γ = ∂B


High order method: if solution u is smooth in Ω ⇒ high order

approximation independently of the smoothness in



How can it be efficient? For the global problem take advantage of

fast solvers




fast solvers
For the local problems




fast solvers
much smaller problem, possibly solved in parallel




fast solvers
many equal objects ↔ only one mesh, only one stiffness matrix (no
need to remesh when object moves)




fast solvers
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

Model problem
Problem: find u ∈ H 1 (Ω) s.t.

−∆u = f in Ω
u=0 on Γ
Ω ⊂ Rn : domain with holes
Ω = \ B : (B holes)

Model problem

−∆u = f in Ω
u=0 on Γ
Γ = ∂Ω = γ ∪ Γ

Model problem

−∆u = f in Ω
u=0 on Γ
Γ = ∂Ω = γ ∪ Γ
Γ : boundary of the box

Model problem

−∆u = f in Ω
u=0 on Γ
Γ = ∂Ω = γ ∪ Γ
Γ : boundary of the box
γ : boundaries of the
holes

The Fat Boundary Method [Maury, ’01]
Introduce “fat boundary” ω ⊂ Ω with


∂ω = γ ∪ σ

∂ω = γ ∪ σ
γ: original interior
boundary

∂ω = γ ∪ σ
boundary
σ ⊂⊂ Ω auxiliary
boundary

∂ω = γ ∪ σ
boundary
boundary
ν: outer normal to ω

∂ω = γ ∪ σ
boundary
boundary
ν: outer normal to ω
in the holes set right hand

side = 0

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ
Schwartz-type iterations
u n → û n sol. in ω of
−∆û n = f , û n = u n on σ
û n = 0 on γ

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ
û n → U n sol. in of
−∆U n = f + ∂ν û n δγ
−∆û n = f , û n = u n on σ
û n = 0 on γ

Two coupled problem
Global problem
−∆u = f + ∂ν ûδγ , in
Local problems
−∆û = f , in ω, û = 0 on γ, û = u on σ
û n → U n sol. in of
−∆U n = f + ∂ν û n δγ
−∆û n = f , û n = u n on σ Relaxation
û n = 0 on γ u n+1 = ϑu n + (1 − ϑ)U n

Discretization
Galerkin discretization on
Z Z Z
∇uh · ∇vh = fvh + ∂νh ûvh
γ

Discretization
Galerkin discretization on (Discrete) local problem

Z Z Z Boundary data = uh on σ
∇uh · ∇vh = fvh + ∂νh ûvh Approximation ∂νh of ∂ν
γ

Discretization

γ

Discretization

γ
h meshsize for , ĥ meshsize for ω, order k discretization

Discretization

γ
“Low order” global estimate: u ∈ H s (), s ≤ k + 1 ⇒
|u − uh |1, . (hs−1 + ĥs−1 )|u|s,

Discretization

γ
“Low order” global estimate: u ∈ H s (), s ≤ k + 1 ⇒
|u − uh |1, . (hs−1 + ĥs−1 )|u|s,
Optimal error estimates : u ∈ H s (Ω), s ≤ k + 1 ⇒

[S.B., Ismail, Maury ’11]
|u − uh |1,Ω\ω + |u − ûh |1,ω . (hs−1 + ĥs−1 )|u|s,Ω

High order of FBM for Laplace equation - Test 1
(All tests performed with the Feel++ library)
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
0,01
H1 errors (log scale)

P8 FEM Slope ~ 9.49
0,0001
1e-06
0,01 0,1
h (log scale)

Weak formulation [B., Chabannes, Ismail, Prud’homme ’15]
Solving local problem by Babuska Lagrange multipliers method

Find u ∈ H01 (), v ∈ H 1 (ω), λ ∈ H −1/2 (γ), φ ∈ H −1/2 (σ) such that
Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ
Generalized saddle point problem [Nicolaides ’82] : well posedness OK


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ
Generalized saddle point problem [Nicolaides ’82]: well posedness OK

Discretization OK provided ĥ h


Z Z Z
∇u · ∇v − λv = fv , ∀v ∈ H01 ()
γ
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)
ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), (u − û)ψ = 0, ∀ψ ∈ H −1/2 (σ)
γ σ
Generalized saddle point problem [Nicolaides ’82]: well posedness OK

Discretization OK provided ĥ h
Proofs are simpler than the ones in [Maury ’01] & [S.B., Ismail, Maury ’11]
Impact of quadrature
Several integrals to compute
Find uh ∈ Vh , ûh ∈ V̂h , λh ∈ Λh , φh ∈ Φh such that

Z Z Z
∇uh · ∇vh − λh vh = f¯vh , ∀vh ∈ Vh
γ
Z Z Z Z
∇ûh · ∇v̂h − λh v̂h − ϕh v̂h = f v̂h , ∀v̂h ∈ V̂h
ω γ σ ω
Z Z Z
ûh µh = 0, ∀µh ∈ Λh , uh ψh − ûh ψh = 0, ∀ψh ∈ Φh
γ σ σ
standard FEM integrals

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


Z Z Z
γ
Z Z Z Z
ω γ σ ω
Z Z Z
γ σ σ



Z Z Z
γ
Z Z Z Z
ω γ σ ω
Z Z Z
γ σ σ



Z Z Z
γ
Z Z Z Z
ω γ σ ω
Z Z Z
γ σ σ


Discrete problem with quadrature on γ and σ
Z Z
γ
∇u · ∇v − ρ (λv ) = fv , ∀v ∈ H01 ()
Z Z Z Z
∇û · ∇v̂ − λv̂ − ϕv̂ = f v̂ , ∀v̂ ∈ H 1 (ω)

ω γ σ ω
Z Z
−1/2
ûµ = 0, ∀µ ∈ H (γ), ρ (uh ψ) − ûψ = 0, ∀ψ ∈ H −1/2 (σ)
σ
γ σ
X Z X Z
ργ (g ) := IK (g ) ∼ g, ρσ (g ) := IK (g ) ∼ g
K ∈TR γ K ∈TR σ
with TR trace on γ and σ of mesh ω

Stability and global error estimate
Theorem
There exists α such that if ĥ/h < α then the formulation with quadrature
is well posed. Moreover the following error estimate holds: u ∈ H t (),
t ≤k +1
ku − uh k1, + ku − ûh k1,ω . ĥt−1 kukt,ω + ht−1−ε kukt, + ĥ1/2 kλk1,∞,γ
Remark: if u is smooth, then λ = 0 and, globally, there is no loss with

respect to the method with exact integrals

Theorem
t ≤k +1

Standard estimate on the quadrature error do not trivially apply since
the test and trial functions are not smooth

Theorem
t ≤k +1

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 but first numerical test
indicate that they hold
Influence of quadrature: numerical test

h 0.3 0.15 0.075 0.0375 0.01875
Exact 0.15966 0.044981 0.011545 0.0061866 0.0040236
Tω 0.15966 0.04499 0.011566 0.0061855 0.0040273
T 0.15966 0.044971 0.011538 0.0061868 0.0040235
Table: H 1 () error
h 0.3 0.15 0.075 0.0375 0.01875

Exact 0.15562 0.040171 0.0090108 0.0021654 0.00053598
Tω 0.15562 0.040171 0.0090108 0.002165 0.00053598
T 0.15562 0.04017 0.0090107 0.0021654 0.00053597
Table: H 1 (Ω \ ω) error
h 0.3 0.15 0.075 0.0375 0.01875

Exact 0.012725 0.003398 0.00076905 0.00020198 4.4125e-05
Tω 0.013127 0.0033752 0.00076991 0.00020225 4.4144e-05
T 0.029269 0.36957 0.13851 0.27315 0.28844
Table: H 1 (ω) error
Stokes equation
find u ∈ (H 1 (Ω))d , p ∈ L20 (Ω) s.t.


 −∆u + ∇p = f in Ω
∇·u=0 in Ω
u=0 on Γ


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


 −∆u + ∇p = f in Ω
∇·u=0 in Ω
u=0 on Γ

for simplicity only one hole

(ω connected)

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


 −∆u + ∇p = f in Ω
∇·u=0 in Ω
u=0 on Γ

for simplicity only one hole

(ω connected)

Fat boundary formulation
Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω

Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω
Local problem (for simplicity ω connected)

−∆û + ∇p̂ = f , in ω
∇ · û = 0, in ω
û = 0 on γ, û = u on σ
Z
p̂ = 0
ω

Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω

−∆û + ∇p̂ = f , in ω
∇ · û = 0, in ω
û = 0 on γ, û = u on σ
Z
p̂ = 0
ω

Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω

−∆û + ∇p̂ = f , in ω
∇ · û = 0, in ω
û = 0 on γ, û = u on σ
Z
p̂ = 0
ω

Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω

−∆û + ∇p̂ = f , in ω
∇ · û = 0, in ω
û = 0 on γ, û = u on σ
Z
p̂ = 0
ω

Global problem
−∆u + ∇p = f + (∂ν û − p̂ν)δγ , in
∇ · û = 0, in
Z
p = 0, u = 0 on ∂
ω

−∆û + ∇p̂ = f , in ω
∇ · û = 0, in ω
û = 0 on γ, û = u on σ
Z
p̂ = 0
ω

Stable discretization
Stable Stokes elements, meshsize h

Meshsize
velocity: meshsize h (global), ĥ (local)
pressure: meshsize δ (global), δ̂ (local)
Theorem [B.,Chabannes,Ismail,Prud’homme, i.p.]

There exist two constants γ1 and γ2 such that, if
ĥ ≤ γ1 h, δ ≤ γ2 δ̂ (δ = h)
then the discretized Stokes problem is stable
Remark: ĥ ≤ γ1 γ2 δ̂ compatible with inf-sup for the local problem

Generalized saddle point problem

Analysis at the continuous level yields well posedness

Discretization: use good elements for Stokes in and ω

Problem: numerical test show divergence of the Schwartz iterations


Analysis: stability and convergence would require


ĥ h (as for the Poisson equation)


h ĥ to deal with the weak divergence free constraint


Remedy 1: use different mesh sizes for velocity and pressure on the
local problem


Remedy 1: use different mesh sizes for velocity and pressure on the
local problem
Remedy 2: propose a stabilized formulation

Stokes - Convergence test
Geometry
Kovaznay analytic solution

a ax 1
u(x, y ) = (1 − e ax cos(2πy ), e sin(2πy )), p = (1 − e 2ax )
2π 2
Pk − Pk−1 elements

Errors
Left: error on \ ω - Right: error on ω

Test 2
2D rectangular domain with 70 perforations

inflow on left boundary with parabolic profile
no slip condition otherwise
velocity/pressure

Test 2
2D rectangular domain with 70 perforations

inflow on left boundary with parabolic profile
no slip condition otherwise
velocity/pressure

Test 2
Similar test in 3D - 10 perforations

velocity

Conclusions and perpectives
FBM: potentially high order fictitious domain method


Extension to Stokes


Extension to Stokes
Robust to quadrature error


Extension to Stokes
Many open problems


Extension to Stokes
Many open problems

Robustness with respect to geometry approximation


Extension to Stokes
Many open problems

High order estimates for Stokes


Extension to Stokes
Many open problems

Dealing with contacts


Extension to Stokes
Many open problems

Dealing with contacts
Need to estimate also the effect of approximating γ

Voss 2017

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The Fat Boundary Method: new results and

Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia

work in collaboration with V. Chabanne, M. Ismail, C. Prud’homme

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 1 / 23

simulation of a mixture of fluid and (rigid) particles

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

simulation of a mixture of fluid and (rigid) particles

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

simulation of a mixture of fluid and (rigid) particles

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

simulation of a mixture of fluid and (rigid) particles

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

simulation of a mixture of fluid and (rigid) particles

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

simulation of a mixture of fluid and (rigid) particles

fluid domain Ω = \ B (box with many (equal) holes)

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 2 / 23

Fictitious domain method (problem in Ω replaced by problem in )

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

How can it be efficient? For the global problem take advantage of

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

How can it be efficient? For the global problem take advantage of

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

How can it be efficient? For the global problem take advantage of

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

How can it be efficient? For the global problem take advantage of

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Fictitious domain method (problem in Ω replaced by problem in )

High order method: if solution u is smooth in Ω ⇒ high order

How can it be efficient? For the global problem take advantage of

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 3 / 23

Problem: find u ∈ H 1 (Ω) s.t.

Ω ⊂ Rn : domain with holes

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 4 / 23

Problem: find u ∈ H 1 (Ω) s.t.

Ω ⊂ Rn : domain with holes

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 4 / 23

Problem: find u ∈ H 1 (Ω) s.t.

Ω ⊂ Rn : domain with holes

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 4 / 23

Problem: find u ∈ H 1 (Ω) s.t.

Ω ⊂ Rn : domain with holes

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 4 / 23

Introduce “fat boundary” ω ⊂ Ω with

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 5 / 23

Introduce “fat boundary” ω ⊂ Ω with

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 5 / 23

Introduce “fat boundary” ω ⊂ Ω with

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 5 / 23

Introduce “fat boundary” ω ⊂ Ω with

S. Bertoluzza (IMATI-CNR) Fat Boundary Method Enumath 2017 5 / 23