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Fictitious domain method

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In mathematics, the Fictitious domain method is a method to find the solution of a partial differential equations on a complicated domain D , by substituting a given problem posed on a domain D , with a new problem posed on a simple domain Ω containing D .

Contents

General formulation

Assume in some area D R n we want to find solution u ( x ) of the equation:

L u = ϕ ( x ) , x = ( x 1 , x 2 , , x n ) D

with boundary conditions:

l u = g ( x ) , x D

The basic idea of fictitious domains method is to substitute a given problem posed on a domain D , with a new problem posed on a simple shaped domain Ω containing D ( D Ω ). For example, we can choose n-dimensional parallelepiped as Ω .

Problem in the extended domain Ω for the new solution u ϵ ( x ) :

L ϵ u ϵ = ϕ ϵ ( x ) , x = ( x 1 , x 2 , , x n ) Ω l ϵ u ϵ = g ϵ ( x ) , x Ω

It is necessary to pose the problem in the extended area so that the following condition is fulfilled:

u ϵ ( x ) ϵ 0 u ( x ) , x D

Simple example, 1-dimensional problem

d 2 u d x 2 = 2 , 0 < x < 1 ( 1 ) u ( 0 ) = 0 , u ( 1 ) = 0

Prolongation by leading coefficients

u ϵ ( x ) solution of problem:

d d x k ϵ ( x ) d u ϵ d x = ϕ ϵ ( x ) , 0 < x < 2 ( 2 )

Discontinuous coefficient k ϵ ( x ) and right part of equation previous equation we obtain from expressions:

k ϵ ( x ) = { 1 , 0 < x < 1 1 ϵ 2 , 1 < x < 2 ϕ ϵ ( x ) = { 2 , 0 < x < 1 2 c 0 , 1 < x < 2 ( 3 )

Boundary conditions:

u ϵ ( 0 ) = 0 , u ϵ ( 2 ) = 0

Connection conditions in the point x = 1 :

[ u ϵ ] = 0 ,   [ k ϵ ( x ) d u ϵ d x ] = 0

where [ ] means:

[ p ( x ) ] = p ( x + 0 ) p ( x 0 )

Equation (1) has analytical solution therefore we can easily obtain error:

u ( x ) u ϵ ( x ) = O ( ϵ 2 ) , 0 < x < 1

Prolongation by lower-order coefficients

u ϵ ( x ) solution of problem:

d 2 u ϵ d x 2 c ϵ ( x ) u ϵ = ϕ ϵ ( x ) , 0 < x < 2 ( 4 )

Where ϕ ϵ ( x ) we take the same as in (3), and expression for c ϵ ( x )

c ϵ ( x ) = { 0 , 0 < x < 1 1 ϵ 2 , 1 < x < 2.

Boundary conditions for equation (4) same as for (2).

Connection conditions in the point x = 1 :

[ u ϵ ( 0 ) ] = 0 ,   [ d u ϵ d x ] = 0

Error:

u ( x ) u ϵ ( x ) = O ( ϵ ) , 0 < x < 1

Literature

  • P.N. Vabishchevich, The Method of Fictitious Domains in Problems of Mathematical Physics, Izdatelstvo Moskovskogo Universiteta, Moskva, 1991.
  • Smagulov S. Fictitious Domain Method for Navier–Stokes equation, Preprint CC SA USSR, 68, 1979.
  • Bugrov A.N., Smagulov S. Fictitious Domain Method for Navier–Stokes equation, Mathematical model of fluid flow, Novosibirsk, 1978, p. 79–90
  • References

    Fictitious domain method Wikipedia


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