Partial Differential Equations - Modelling and ... - ResearchGate
Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate
Let A Lagrange Multiplier Based Domain Decomposition Method 133 E(t) = 1 2 ∫ Ω 2 ε(x) ∂u ∣ ∂t ∣ dx + 1 ∫ 2 be the energy of the system. We take w = ∂u ∂t ∫ ∫ dE(t) dt √ + ε 1 µ −1 1 Γ ext ( ∂u ∂t )2 dΓ = since E(0) = 0, the following stability inequality holds: Ω Ω µ −1 (x)|∇u| 2 dx in (3) and obtain: f ∂u ∂t dx ≤‖f‖ L 2 (Ω)‖ ∂u ∂t ‖ L 2 (Ω), E(t) ≤ const T ‖f‖ L 2 (Ω×(0,T )), ∀t ∈ (0,T). In order to use a structured grid in a part of the domain Ω, we introduce a rectangular domain R with sides parallel to the coordinate axes, such that Ω 2 ⊂ R ⊂ Ω with γ the boundary of R (Fig. 1). Define ˜Ω = Ω \ ¯R and let the subscript 1 of a function v 1 mean that this function is defined over ˜Ω × (0,T), while v 2 is a function defined over R × (0,T). Now we formulate the problem (3) variationally as follows: Let { W 1 = v ∈ L ∞ (0,T; H 1 ( ˜Ω)), { W 2 = v ∈ L ∞ (0,T; H 1 (R)), ∂v ∂t ∈L∞ (0,T; L 2 ( ˜Ω)), ∂v ∂t ∈ L∞ (0,T; L 2 (R))) } ∂v ∂t ∈L2 (0,T; L 2 (Γ ext )) , } , Find a pair (u 1 ,u 2 ) ∈ W 1 × W 2 , such that u 1 = u 2 on γ × (0,T) and for a.a. t ∈ (0,T) ⎧ ∫ ˜Ω ∫ ⎪⎨ + R ∂ 2 ∫ u 1 ε 1 ∂t 2 w 1dx + µ −1 ˜Ω ∫ 1 ∇u 1 ·∇w 1 dx + √ ∫ µ −1 (x)∇u 2 ·∇w 2 dx+ ε 1 µ −1 1 R Γ ext ∂u 1 ∂t w 1dΓ = ε(x) ∂2 u 2 ∂t 2 w 2dx ∫ ∫ f 1 w 1 dx+ ˜Ω R f 2 w 2 dx, for all (w 1 ,w 2 ) ∈ H 1 ( ˜Ω) × H 1 (R) such that w 1 = w 2 on γ, ⎪⎩ u(x, 0) = ∂u ∂t (x, 0) = 0. (4) Now, introducing the interface supported Lagrange multiplier λ (a function defined over γ × (0,T) ), the problem (4) can be written in the following way: Find a triple (u 1 ,u 2 ,λ) ∈ W 1 × W 2 × L ∞ (0,T; H −1/2 (γ)), which for a.a. t ∈ (0,T) satisfies
134 S. Lapin et al. ∫ ∂ 2 ∫ ∫ u 1 ε 1 ˜Ω ∂t 2 w 1dx + µ −1 1 ∇u 1 ·∇w 1 dx + ε(x) ∂2 u 2 ˜Ω R ∂t 2 w 2dx ∫ √ ∫ ∫ + µ −1 (x)∇u 2 ·∇w 2 dx + ε 1 µ −1 ∂u 1 1 R Γ ext ∂t w 1dΓ + λ(w 2 − w 1 )dγ γ ∫ ∫ = f 1 w 1 dx + f 2 w 2 dx for all w 1 ∈ H 1 ( ˜Ω), w 2 ∈ H 1 (R), (5) ˜Ω R ∫ ζ(u 2 − u 1 )dγ = 0 for all ζ ∈ H −1/2 (γ), (6) γ and the initial conditions from (1). Remark 1. We selected the time dependent approach to capture harmonic solutions since it substantially simplifies the linear algebra of the solution process. Furthermore, there exist various techniques to speed up the convergence of transient solutions to periodic ones (see, e.g., [BDG + 97]). 2 Time Discretization In order to construct a finite difference approximation in time of the problem (5), (6), we partition the segment [0,T]intoN intervals using a uniform discretization step ∆t = T/N.Letu n i ≈ u i (n∆t)fori =1, 2, λ n ≈ λ(n∆t). The explicit in time semidiscrete approximation to the problem (5), (6) reads as follows: u 0 i = u 1 i =0 for n =1, 2,...,N − 1. Find u n+1 1 ∈ H 1 ( ˜Ω), u n+1 2 ∈ H 1 (R) andλ n+1 ∈ H −1/2 (γ) such that ∫ u n+1 1 − 2u n 1 + u n−1 ∫ 1 ε 1 ˜Ω ∆t 2 w 1 dx + µ −1 1 ∇un 1 ·∇w 1 dx+ ˜Ω ∫ + ε(x) un+1 2 − 2u n 2 + u n−1 ∫ 2 R ∆t 2 w 2 dx + µ −1 (x)∇u n 2 ·∇w 2 dx+ R √ + ε 1 µ −1 u 1 ∫Γ n+1 1 − u n−1 ∫ 1 w 1 dΓ + λ n+1 (w 2 − w 1 )dγ = ext 2∆t γ ∫ ∫ = f1 n w 1 dx + f2 n w 2 dx for all w 1 ∈ H 1 ( ˜Ω),w 2 ∈ H 1 (R), (7) ∫ ˜Ω R ζ(u n+1 2 − u n+1 1 )dγ = 0 for all ζ ∈ H −1/2 (γ). (8) γ Remark 2. The integral over γ is written formally; the exact formulation requires the use of the duality pairing 〈·, ·〉 between H −1/2 (γ) andH 1/2 (γ).
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Let<br />
A Lagrange Multiplier Based Domain Decomposition Method 133<br />
E(t) = 1 2<br />
∫<br />
Ω<br />
2<br />
ε(x)<br />
∂u<br />
∣ ∂t ∣ dx + 1 ∫<br />
2<br />
be the energy of the system. We take w = ∂u<br />
∂t<br />
∫<br />
∫<br />
dE(t)<br />
dt<br />
√<br />
+<br />
ε 1 µ −1<br />
1<br />
Γ ext<br />
( ∂u<br />
∂t )2 dΓ =<br />
since E(0) = 0, the following stability inequality holds:<br />
Ω<br />
Ω<br />
µ −1 (x)|∇u| 2 dx<br />
in (3) <strong>and</strong> obtain:<br />
f ∂u<br />
∂t dx ≤‖f‖ L 2 (Ω)‖ ∂u<br />
∂t ‖ L 2 (Ω),<br />
E(t) ≤ const T ‖f‖ L 2 (Ω×(0,T )),<br />
∀t ∈ (0,T).<br />
In order to use a structured grid in a part of the domain Ω, we introduce<br />
a rectangular domain R with sides parallel to the coordinate axes, such that<br />
Ω 2 ⊂ R ⊂ Ω with γ the boundary of R (Fig. 1).<br />
Define ˜Ω = Ω \ ¯R <strong>and</strong> let the subscript 1 of a function v 1 mean that<br />
this function is defined over ˜Ω × (0,T), while v 2 is a function defined over<br />
R × (0,T).<br />
Now we formulate the problem (3) variationally as follows: Let<br />
{<br />
W 1 = v ∈ L ∞ (0,T; H 1 ( ˜Ω)),<br />
{<br />
W 2 = v ∈ L ∞ (0,T; H 1 (R)),<br />
∂v<br />
∂t ∈L∞ (0,T; L 2 ( ˜Ω)),<br />
∂v<br />
∂t ∈ L∞ (0,T; L 2 (R)))<br />
}<br />
∂v<br />
∂t ∈L2 (0,T; L 2 (Γ ext )) ,<br />
}<br />
,<br />
Find a pair (u 1 ,u 2 ) ∈ W 1 × W 2 , such that u 1 = u 2 on γ × (0,T) <strong>and</strong> for a.a.<br />
t ∈ (0,T)<br />
⎧ ∫<br />
˜Ω<br />
∫<br />
⎪⎨<br />
+<br />
R<br />
∂ 2 ∫<br />
u 1<br />
ε 1<br />
∂t 2 w 1dx + µ −1<br />
˜Ω<br />
∫<br />
1 ∇u 1 ·∇w 1 dx +<br />
√ ∫<br />
µ −1 (x)∇u 2 ·∇w 2 dx+ ε 1 µ −1<br />
1<br />
R<br />
Γ ext<br />
∂u 1<br />
∂t w 1dΓ =<br />
ε(x) ∂2 u 2<br />
∂t 2 w 2dx<br />
∫ ∫<br />
f 1 w 1 dx+<br />
˜Ω<br />
R<br />
f 2 w 2 dx,<br />
for all (w 1 ,w 2 ) ∈ H 1 ( ˜Ω) × H 1 (R) such that w 1 = w 2 on γ,<br />
⎪⎩ u(x, 0) = ∂u<br />
∂t (x, 0) = 0. (4)<br />
Now, introducing the interface supported Lagrange multiplier λ (a function<br />
defined over γ × (0,T) ), the problem (4) can be written in the following way:<br />
Find a triple (u 1 ,u 2 ,λ) ∈ W 1 × W 2 × L ∞ (0,T; H −1/2 (γ)), which for a.a.<br />
t ∈ (0,T) satisfies