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Rule of the mesh in the Finite Element Method

M. Duprez

1,

V. Lleras

2and

A. Lozinski

3

1CEntre de REcherche en MAthématiques de la DÉsision, Paris

2IMAG, Montpellier

3Laboratoire de Mathématiques de Besançon

Séminaire d’Analyse et Probabilités

29/10/19

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Outline

1

Framework : Finite Element Method (FEM)

2

Geometrical quality of a mesh

3

Mesh which is not conforming to the boundaries

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Outline

1

Finite Element Method (FEM)

2

Geometrical quality of a mesh

3

Mesh which is not conforming to the boundaries

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Framework

Considered equation

−∆u=f, inΩ u= 0, on∂Ω i.e.the problem

FinduH01(Ω)s.t. :

⇔(∇u,∇v)L2(Ω)= (f, v)L2(Ω)∀v∈H01(Ω).

General framework

FinduV s.t. : a(u, v) =l(v)∀v∈V where

l(·)linear and continuous:|l(v)|6C1kvk ∀v∈V

a(·,·)bilinear continuous:|a(u, v)|6C2kukkvk ∀u, v∈V andcoercive:|a(v, v)|>Ckvk2∀v∈V

1

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Framework : Finite element method

LetVh=hφkV :k∈ {1, ..., N}i ⊂V.

System (1) will be approximate by FinduhVhs.t. :

a(uh, vh) =l(vh)∀vhVh

FindUh∈RNs.t. : AhUh=Fh

where

Ah=a(φk, φj)kj

Fh=l(φk)k

Thus

uh=X Uhkφk.

Michel Duprez Rule of the mesh in the Finite Element Method 2

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Framework : Lagrange continuous finite element

Piecewise linear Lagrange FE order 1 (P1) Lagrange interpolation

Order 1 (P1), dimension 2 Order 2 (P2), dimension 1

3

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Outline

1

Framework : Finite Element Method (FEM)

2

Geometrical quality of a mesh

3

Mesh which is not conforming to the boundaries

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Challenge

Questions

â Geometrical criterion on the mesh to ensure the convergence ? ku

h

uk −→

h→0

0 where h := max

Cell

in mesh

diam ( Cell )

â Optimal order in the a priori estimates for P

1

(

|u − u

h

|

1

6 Ch|u|

2

,

|u − u

h

|

0

6 Ch

2

|u|

2

.

4

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Framework : geometrical condition

• Minimum angle condition âdim 2 : Zlámal 68’

min{angle}> α >0

• Ciarlet condition âdim n : Ciarlet 78’

hK

ρK

< γ

hK

ρK

• Maximum angle condition

âdim 2 : Babuska-Aziz 76’, Barnhill-Gregory 76’, Jamet 76’

âdim 3 : Krizek 92’

max{angle}< β < π

• Local damage âdim 2 : Kucera 2016

âdim n : Duprez-Lleras-Lozinski 2019

Michel Duprez Rule of the mesh in the Finite Element Method 5

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Idea of the proof

FinduV s.t. :

a(u, v) =l(v)∀v∈V (1)

FinduhVhs.t. :

a(uh, vh) =l(vh)∀vhVh (2) Lemma (Local interpolation)

For each cellK∈ ThanduH2(K)

|u− Ihu|1,K6Ch|u|K,2, whereIhis theLagrange interpolation operator.

Lemma (Céa, see Ern-Guermond’s book) Letuanduhsolution to (1) and (2). Then

|u−uh|1,Ω6C inf

vh∈Vh|u−vh|1,Ω.

Thus

|u−uh|1,Ω6C inf

vh∈Vh|u−vh|1,Ω6C|u− Ihu|1,Ω6Ch|u|Ω,2.

6

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Counter-example [Babuska-Aziz 1976]

Let A

1

= (−1, 0), A

2

= (0, 1) and A

3

= (0, ε).

Consider u(x

1

, x

2

) = x

21

. It holds

|u − I

h

u|

1,K

> 1 ε .

→ large interpolation error

Michel Duprez Rule of the mesh in the Finite Element Method 7

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Inclusion of meshes [Hannukaimen-Korotov-Krizek 2012]

N2

N

TriangulationTh1

N2

N

TriangulationTh2 SinceVh1 Vh2,

|u−u2h|1,Ω6C inf

vh2∈V2 h

|u−vh2|1,Ω6C inf

vh1∈V1 h

|u−vh1|1,Ω6C|u−Ih1u|1,Ω6Ch|u|Ω,2.

TriangulationTh1 TriangulationTh2

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Local damage on the mesh : example

Assume the degenerated cells are isolated :

Michel Duprez Rule of the mesh in the Finite Element Method 9

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Local damage on the mesh : exact assumption

Assumption

LetK1deg, ..., KIdegbe the degen. cells

hKdeg i

Kdeg i

> c0.

Assume that hPiPi 6c1. hKi,jKi,j 6c1. hKnd

i Knd i 6c1. Pei∩Pej=∅

#Pei6M

Kind Kid

Ki,1 Ki,2

Ki,3

Ki,4

Ki,5

x0

Pi:=KidKind Pei:=PijKi,j

Theorem (D.-Lleras-Lozinski 2019)

LetuV anduhVhbe the solutions to continuous and discrete Systems.

Then, under Assumption 1,

|u−uh|1,ΩCh|u|2,Ω and |u−uh|0,ΩCh2|u|2,Ω.

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Sketch of proof

Modified Lagrange interpolation operator

Definition

ForvH2(Ω), definedeIh(v)∈Vhs.t.

Ieh=IhonK6∈P˜i

Ieh(x0) =Ext(Ih|Knd i )(x0) whereIhis the standard Lagrange interpolation operator.

Kind Kid

Ki,1 Ki,2

Ki,3

Ki,4

Ki,5

x0

Proposition (D.-Lleras-Lozinski 2019)

Under Assumption 1, we have for allvH2(Ω)∪H01(Ω)

|v−Ieh(v)|1,ΩCh|v|2,Ω. âUse the local interpolation estimate ofIhonPi

Michel Duprez Rule of the mesh in the Finite Element Method 11

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Sketch of proof

Proposition (D.-Lleras-Lozinski 2019)

Under Assumption 1, we have for allvH2(Ω)∪H01(Ω)

|v−Ieh(v)|1,ΩCh|v|2,Ω.

Lemma (Céa, see Ern-Guermond’s book) Letuanduhsolution to (1) and (2). Then

|u−uh|1,Ω6C inf

vh∈Vh|u−vh|1,Ω.

Thus

|u−uh|1,Ω6C inf

vh∈Vh|u−vh|1,Ω6C|u−Iehu|1,Ω6Ch|u|Ω,2.

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Poor conditioning of the system matrix

Proposition (D.-Lleras-Lozinski 2019)

Suppose that the meshThcontains a degenerate cellKdeg

ρKdeg=ε, hKdeg>C1h.

Then theconditioning numberassociated to the bilinear formainVhsatisfies

κ(A) :=kAk2kA−1k2> C

Idea :

φk φj

ε

1 a(φkj) = 1/ε

Michel Duprez Rule of the mesh in the Finite Element Method 13

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An alternative scheme

We approximate

FinduV s.t. :

a(u, v) =l(v)∀v∈V (1) by the finite element formulation

FinduhVhs.t. :

ah(uh, vh) =l(vh)∀vhVh (2) where the bilinear formahis defined for alluh, vhVhby

ah(uh, vh) :=and h

(uh, vh)+X

i

aPi(Iehuh,Iehvh)

+X

i

1 h2P

i

((Id−Ieh)uh,(Id−Ieh)vh)Pi,

withΩndh := (∪Pi)c.

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A priori estimates and conditioning

Theorem (A prioriestimate, D.-Lleras-Lozinski 2019)

LetΩconvex anduV, uhVhbe the solutions to Systems (1) and (2).

Then, under Assumption 1, we have (ε= 0ifn= 3) |u

uh|1,ΩCεh1−ε|u|2,Ω, ku−uhk0,ΩCεh2−ε|u|2,Ω.

Proposition (Conditioning, D.-Lleras-Lozinski 2019)

Suppose that Assumption 1 holds and the union of cellsωxattached to each nodex ofThsatisfies

c1hn≤ |ωx| ≤c2hn. Then, the conditioning number of the matrixAsatisfies

κ(A) :=kAk2kA−1k26Ch−2.

Michel Duprez Rule of the mesh in the Finite Element Method 15

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Sketch of proof

Lemma (Coercivity ofah)

ah(vh, vh)>Ckvhk20,ΩvhVh.

Lemma (Continuity ofah)

ah(uh, vh)6(C/h2)kuhk0,Ωkvhk0,Ωuh, vhVh.

kAk2 = sup

v∈RN

(Av,v)

|v|22 = sup

v∈RN

ah(vh, vh)

|v|22 6Chn sup

vh∈Vh

ah(vh, vh)

kvhk20 6Chn−2 kA−1k2= sup

v∈RN

|v|22

(Av,v) = sup

v∈RN

|v|22

ah(vh, vh) 6Ch−n sup

vh∈Vh

kvhk20

ah(vh, vh) 6Ch−n Thus

κ(A) :=kAk2kA−1k26C/h2.

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Equivalent formulation

Kind

Kideg Fi

Example of patchPi=KindKideg.

Proposition (D.-Lleras-Lozinski 2019) For alluh, vhVh, it holds

ah(uh, vh) =and

h (uh, vh) +P

i

|Pi|

|Knd i |aKnd

i (uh, vh) +κnP

i

|Kdegi |3 h2P

i

|Fi|2[∇uh]Fi·[∇vh]Fi

withκn:=(n+1)(n+2)2n2 .

Michel Duprez Rule of the mesh in the Finite Element Method 17

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Simulation

LetΩ := (0,1)×(0,1)andf(x, y) = 2π2sin(πx) sin(πy).

Consider the system

FinduH1 0(Ω)s.t. :

(∇u,∇v)L2(Ω)= (f, v)L2(Ω)∀v∈H01(Ω).

Exact solution :u(x, y) = sin(πx) sin(πy)∀(x, y)∈Ω.

Cartesian meshesThs.t. :

hKdeg =handρKdegh2.

18

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Simulation

10−3 10−2 10−1

10−5 10−4 10−3 10−2 10−1

1 1

1 2

h

kuuhk0,Ω

|uuh|1,Ω

10−2 10−1

10−1 100 101

1 1

h

Conditioning×h12

2 degenerated cells, standard scheme

Michel Duprez Rule of the mesh in the Finite Element Method 19

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Simulation

10−3 10−2 10−1

10−5 10−4 10−3 10−2 10−1 100

1 1

1 2

h

kuuhk0,Ω

|uuh|1,Ω

|uIehuh|1,Ω

10−2 10−1

10−1 100 101

h

Conditioning×h12

2 degenerated cells, alternative scheme

20

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Simulation

10−3 10−2 10−1

10−6 10−5 10−4 10−3 10−2 10−1 100

1 1

1 2

h

kuuhk0,Ω

|uuh|1,Ω

10−3 10−2 10−1

10−4 10−3 10−2 10−1 100

h

kuuhk0,Ω

|uuh|1,Ω

|uIehuh|1,Ω

5.5 % of degenerated cells standard scheme (left), alternative scheme (right)

Michel Duprez Rule of the mesh in the Finite Element Method 21

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Work in progress

Application in biomechanics : generation of patient specific meshes

Collaborations A. Lozinski

âLMB, Besançon C. Lobos

âChile M. Bucki

âTexisence, Grenoble V. Lleras

âIMAG, Montpellier

[Bijar-Rohan-Perrier-Payan 2016]

22

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Conclusion

• New sufficient geometrical conditions âLocal damages : optimal convergence

• New operator ofinterpolation

âConvergence of a operator of interpol.6=convergence to the solution

• Alternative formulationfor a good conditioning of the systemmatrix âQuasi optimal convergence

• Necessary and sufficientgeometrical conditions remainopen âInclusion of meshes ?

Michel Duprez Rule of the mesh in the Finite Element Method 23

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Outline

1

Framework : Finite Element Method (FEM)

2

Geometrical quality of a mesh

3

Mesh which is not conforming to the boundaries

(29)

Framework : previous results

Fictitious domain methods : non-matching meshes

Previous results

• First work âSaul’ev 63’

• XFEM

âMoes-Bechet-Tourbier 2006 âHaslinger-Renard 2009

• CutFEM

âBurman-Hansbo 2010-2014 âLozinski 2019

Methods

• Extended finite element space

• Standard penalizations

• Nitsche penalizations

• Ghost penalty

• Lagrange multipliers

Michel Duprez Rule of the mesh in the Finite Element Method 24

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Framework : previous results

Lagrange multipliers approximated byP0-FE on the cut trianglesThγ:

FinduhVh, λhWh={µhL2(Ωγh) :µh|T∈P0(T)∀T ∈ ThΓ}:

Z

∇uh· ∇vh+ Z

Γ

λhvh= Z

f vhvhVh

Z

Γ

µhuh=σh X

E∈Tγ h

h][µh] ∀µhWh

âBurman-Hansbo 2010

Difficulty :

The actual formulation contain aintegral on the real boundary.

25

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φ-FEM : formal approach

Initial problem

Consider a domainΩand

( Findus.t. :

−∆u=f in Ω u= 0 on ∂Ω

φ-FEM (formal) approach

Assume thatΩandΓare given by alevel-setfunctionφ: Ω :={φ <0}andΓ :={φ= 0}.

Consider the problem

Findvs.t. :

−∆(φv) =f in Ω Thenu:=φvis solution to the initial problem.

Michel Duprez Rule of the mesh in the Finite Element Method 26

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φ-FEM : weak formulation

Assume thatΩandΓare given by a level-set functionφ: Ω :={φ <0}andΓ :={φ= 0}.

Suppose thatφis nearΓas the signed distance toΓ.

Consider the finite element approximation Z

h

∇(φvh)· ∇(φwh)− Z

∂Ωh

∂n(φvh)φwh+ Stab.

Term = Z

h

f φwh ∀whWh,

Thenuh:=vhφas approximation of the initial problem.

27

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φ-FEM : a priori error estimates

Consider the finite element approximation :ah(vh, wh) =lh(wh) ∀whWh, where





ah(vh, wh) = Z

h

∇(φhvh)· ∇(φhwh)− Z

∂Ωh

∂nhvhhvh+G1huh, vh) lh(wh) =

Z

h

f φhwh+G2h(wh),

withφh=Ihh),G1handG2hstands for the theghost penaltygiven by

















G1h(vh, wh)=σh X

E∈FΓ

Z

E

h

∂nhvh) i h

∂nhwh) i

+σh2P

T∈TΓ h

R

T∆(φhvh)∆(φhwh) G2h(wh)=−σh2 X

T∈TΓ h

Z

T

f∆(φhwh)

and

ThΓ={T ∈ Th:T∩Γh6=∅} (Γh={φh= 0});

FΓ={E(an internal edge ofTh)such that∃T ∈ Th:T∩Γh6=∅andE∂T}.

Michel Duprez Rule of the mesh in the Finite Element Method 28

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φ-FEM : a priori error estimate

Continuous problem a(u, w) =l(w)wV

Finite element formulation

ah(vh, wh) =lh(wh)∀whVh(k)V

Theorem (D.-Lozinski 2019)

Suppose that the meshThis uniform (with some weak assumptions), and

fHk(Ωh∪Ω). LetuHk+2(Ω)be the continuous solution andwhVh(k)be the discret solution. Denotinguh:=φhwh, it holds

|u−uh|1,Ω∩ΩhChkkfkk,Ω∪Ωh

withC=C(φ). Moreover, supposingΩ⊂Ωh

ku−uhk0,ΩChk+1/2kfkk,Ωh.

29

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φ-FEM : key lemmas

Lemma (Hardy inequality, D.-Lozinski 2019)

We assume that the domainΩis given by the level-setφregular enough. Then, for anyuHk+1(O)vanishing onΓ,

u φ k,O

Ckukk+1,O.

Lemma (Local interpolation, Ern-Guermond’s book) Fork∈N, each cellK∈ ThanduH2(K)

|u− Ihu|1,K6Chk|u|K,k+1, whereIhis the Lagrange interpolation operator.

Michel Duprez Rule of the mesh in the Finite Element Method 30

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φ-FEM : conditioning

Theorem (Conditioning)

Assume thatThis uniform (and satisfies the assumptions). Then the condition numberκ(A) :=kAk2kA−1k2of the matrixAassociated to the bilinear formah

onVh(k)satisfies

κ(A)Ch−2.

Here,k · k2stands for the matrix norm associated to the vector 2-norm| · |2.

31

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φ-FEM : Simulations

LetΩbe the circle of radius√

2/4centered at the point(0.5,0.5)and the surrounding domainO= (0,1)2. The level-set functionφgiving this domainΩis taken as

φ(x, y) = (x−1/2)2−(y−1/2)2−1/8.

We useφ-FEM to solve numerically Poisson-Dirichlet problem with the exact solution given by

u(x, y) =φ(x, y)×exp(x)×sin(2πy).

φ <0

0 1

1

Michel Duprez Rule of the mesh in the Finite Element Method 32

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φ-FEM : Simulations

10−3 10−2 10−1

10−6 10−5 10−4 10−3 10−2 10−1 100

1 1

1 2

h

kuuhk0,Ωh/kuk0,Ωh

|uuh|1,Ωh/|u|1,Ωh

10−3 10−2 10−1

10−6 10−5 10−4 10−3 10−2 10−1 100 101

1 1

1 2

h

kuuhk0,Ωh/kuk0,Ωh

|uuh|1,Ωh/|u|1,Ωh

FIGURE–Relative errors ofφ-FEM fork= 1. Left :φ-FEM with ghost penaltyσ= 20; Right :φ-FEM without ghost penalty (σ= 0).

33

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φ-FEM : Simulations

10−2 10−1

101 102 103 104 105

1 2

h

Conditioning

10−2 10−1

102 103 104 105 106 107

1 4

h

Conditioning

FIGURE–Condition numbers forφ-FEMk= 1. Left :φ-FEM with ghost penaltyσ= 20; Right :φ-FEM without ghost penalty (σ= 0).

Michel Duprez Rule of the mesh in the Finite Element Method 34

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φ-FEM : Simulations

10−510−410−310−210−1 100 101 102 103 10−5

10−4 10−3 10−2 10−1 100 101

σ

h= 1.41×10−2 h= 7.07×10−3 h= 3.54×10−3 h= 1.77×10−3

10−510−410−310−210−1 100 101 102 103 10−2

10−1 100 101

σ

h= 1.41×10−2 h= 7.07×10−3 h= 3.54×10−3 h= 1.77×10−3

FIGURE–Influence of the ghost penalty parameterσon the relative errors forφ-FEMk= 1. Left :ku−uhk0,Ωh/kuk0,Ωh; Right :

|u−uh|1,Ωh/|u|1,Ωh.

35

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φ-FEM : Simulations

10−3 10−2 10−1

10−10 10−8 10−6 10−4 10−2

1 2

1 3

h

kuuhk0,Ωh/kuk0,Ωh

|uuh|1,Ωh/|u|1,Ωh

10−2 10−1

10−10 10−8 10−6 10−4 10−2

1 3

1 4

h

kuuhk0,Ωh/kuk0,Ωh

|uuh|1,Ωh/|u|1,Ωh

FIGURE–Relative errors ofφ-FEM. Left :k= 2; Right :k= 3.

Michel Duprez Rule of the mesh in the Finite Element Method 36

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φ-FEM : Simulations

10−510−410−310−210−1 100 101 102 103 10−8

10−6 10−4 10−2 100 102

σ

h= 1.41×10−2 h= 7.07×10−3 h= 3.54×10−3 h= 1.77×10−3

10−510−410−310−210−1 100 101 102 103 10−6

10−4 10−2 100 102 104

σ

h= 1.41×10−2 h= 7.07×10−3 h= 3.54×10−3 h= 1.77×10−3

FIGURE–Influence of the ghost penalty parameterσon the relative errors forφ-FEM andk= 2. Left :ku−uhk0,Ω/kuk0,Ω; Right :

|u−uh|1,Ω/|u|1,Ω.

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φ-FEM : Simulations

We now choose domainΩgiven by the level-set

φ(x, y) =−(y−πxπ)×(y+x/piπ)×(y−πx+π)×(y+x/pi+π).

It is thus the rectangle with corners 2

π2+1,ππ32−π+1

,(0, π),

π2+12 ,ππ32−π+1

, (0,−π). We useφ-FEM to solve numerically Poisson-Dirichlet problem inΩwith the right-hand side given by

f(x, y) = 1.

0 4

4

Michel Duprez Rule of the mesh in the Finite Element Method 38

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φ-FEM : Simulations

10−2 10−1

10−6 10−5 10−4 10−3 10−2 10−1 100

1 1

1 2

h

kurefuhk0,Ω/kurefk0,Ω

|urefuh|1,Ω/|uref|1,Ω

10−2 10−1

10−8 10−7 10−6 10−5 10−4 10−3 10−2

1 2

1 3

h

kurefuhk0,Ω/kurefk0,Ω

|urefuh|1,Ω/|uref|1,Ω

FIGURE–Relative errors ofφ-FEM. Left :k= 2; Right :k= 3. The reference solutionuref is computed by a standardF EM on a sufficiently fine fitted mesh onΩ.

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Conclusion

Results

Optimal convergence of φ-FEM in the H

1

semi-norm Quasi-optimal convergence of φ-FEM in the L

2

norm

â

Optimal convergence numerically

Discrete problem well conditioned

Perspectives

Neumann or Robin boundary conditions â

First results with a mixed formulation

Dynamic equation : heat equation

Michel Duprez Rule of the mesh in the Finite Element Method 40

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Thanks for your attention !

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φ-FEM : mesh assumptions

Assumption

The approximate boundaryΓhcan be covered by element patches{Πi}i=1,...,NΠ

having the following properties :

Each patchΠiis a connected set composed of a mesh elementTi∈ Th\ ThΓ and some mesh elements cut byΓh. More precisely,Πi=Ti∪ΠΓi with ΠΓi ⊂ ThΓcontaining at mostMmesh elements ;

ThΓ=∪Ni=1ΠΠΓi ;

ΠiandΠjare disjoint ifi6=j.

Michel Duprez Rule of the mesh in the Finite Element Method 41

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φ-FEM : mesh assumptions

Assumption

The boundaryΓcan be covered by open setsOi,i= 1, . . . , Iand one can introduce on everyOilocal coordinatesξ1, . . . , ξdwithξd=φsuch that all the partial derivativesαξ/∂xαandαx/∂ξαup to orderk+ 1are bounded by someC0>0.

Morover,|φ| ≥monO \ ∪i=1,...,IOiwith somem >0.

42

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