Finite element schemes for elliptic boundary value problems with rough coefficients

Abstract

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) =< C(1 + log(H/h))^2 where Sh is the discretized Steklov—Poincaré operator, C> 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.