Immersed Interface Finite Element Methods for Elasticity Interface Problems with Non-Homogeneous Jump Conditions

In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body-fitted meshes are used.For homogeneous jump conditions,both non-conforming and conforming basis functions are constructed in such a way that they satisfy the natural jump conditions. For non-homogeneous jump conditions,a pair of functions that satisfy the same non-homogeneous jump conditions are constructed using a level-set representation of the interface.With such a pair of functions,the discontinuities across the interface in the solution and flux are removed;and an equivalent elasticity interface problem with homogeneous jump conditions is formulated.Numerical examples are presented to demonstrate that such methods have second order convergence.

P_1-nonconforming triangular finite element method for elliptic and parabolic interface problems

The lowest order Pl-nonconforming triangular finite element method （FEM） for elliptic and parabolic interface problems is investigated. Under some reasonable regularity assumptions on the exact solutions, the optimal order error estimates are obtained in the broken energy norm. Finally, some numerical results are provided to verify the theoretical analysis.

A second order isoparametric finite element method for elliptic interface problems

A second order isoparametric finite element method （IPFEM） is proposed for elliptic interface problems. It yields better accuracy than some existing second-order methods, when the coefficients or the flux across the immersed curved interface is discontinuous. Based on an initial Cartesian mesh, a mesh optimization strategy is presented by employing curved boundary elements at the interface, and an incomplete quadratic finite element space is constructed on the optimized mesh. It turns out that the number of curved boundary elements is far less than that of the straight one, and the total degree of freedom is almost the same as the uniform Cartesian mesh. Numerical examples with simple and complicated geometrical interfaces demonstrate the efficiency of the proposed method.

LOCAL DISCONTINUOUS GALERKIN METHOD FOR ELLIPTIC INTERFACE PROBLEMS

In this paper,the minimal dissipation local discontinuous Galerkin method is studied to solve the elliptic interface problems in two-dimensional domains.The interface may be arbitrary smooth curves.It is shown that the error estimates in L;-norm for the solution and the flux are O（h;|log h|）and O(h|log h|;),respectively.In numerical experiments,the successive substitution iterative methods are used to solve the LDG schemes.Numerical results verify the efficiency and accuracy of the method.

A FINITE DIFFERENCE METHOD FOR TWO DIMENSIONAL ELLIPTIC INTERFACE PROBLEMS WITH IMPERFECT CONTACT

In this paper two dimensional elliptic interface problem with imperfect contact is considered,which is featured by the implicit jump condition imposed on the imperfect contact interface,and the jumping quantity of the unknown is related to the flux across the interface.A finite difference method is constructed for the 2D elliptic interface problems with straight and curve interface shapes.Then,the stability and convergence analysis are given for the constructed scheme.Further,in particular case,it is proved to be monotone.Numerical examples for elliptic interface problems with straight and curve interface shapes are tested to verify the performance of the scheme.The numerical results demonstrate that it obtains approximately second-order accuracy for elliptic interface equations with implicit jump condition.

Convergence of Physics-Informed Neural Networks Applied to Linear Second-Order Elliptic Interface Problems

With the remarkable empirical success of neural networks across diverse scientific disciplines,rigorous error and convergence analysis are also being developed and enriched.However,there has been little theoretical work focusing on neural networks in solving interface problems.In this paper,we perform a convergence analysis of physics-informed neural networks(PINNs)for solving second-order elliptic interface problems.Specifically,we consider PINNs with domain decomposition technologies and introduce gradient-enhanced strategies on the interfaces to deal with boundary and interface jump conditions.It is shown that the neural network sequence obtained by minimizing a Lipschitz regularized loss function converges to the unique solution to the interface problem in H2 as the number of samples increases.Numerical experiments are provided to demonstrate our theoretical analysis.

An Efficient Neural-Network and Finite-Difference Hybrid Method for Elliptic Interface Problems with Applications

A new and efficient neural-network and finite-difference hybrid method is developed for solving Poisson equation in a regular domain with jump discontinuities on embedded irregular interfaces.Since the solution has low regularity across the interface,when applying finite difference discretization to this problem,an additional treatment accounting for the jump discontinuities must be employed.Here,we aim to elevate such an extra effort to ease our implementation by machine learning methodology.The key idea is to decompose the solution into singular and regular parts.The neural network learning machinery incorporating the given jump conditions finds the singular solution,while the standard five-point Laplacian discretization is used to obtain the regular solution with associated boundary conditions.Regardless of the interface geometry,these two tasks only require supervised learning for function approximation and a fast direct solver for Poisson equation,making the hybrid method easy to implement and efficient.The two-and three-dimensional numerical results show that the present hybrid method preserves second-order accuracy for the solution and its derivatives,and it is comparable with the traditional immersed interface method in the literature.As an application,we solve the Stokes equations with singular forces to demonstrate the robustness of the present method.

A Fast Cartesian Grid-Based Integral Equation Method for Unbounded Interface Problems with Non-Homogeneous Source Terms

This work presents a fast Cartesian grid-based integral equation method for unbounded interface problems with non-homogeneous source terms.The unbounded interface problem is solved with boundary integral equation methods such that infinite boundary conditions are satisfied naturally.This work overcomes two difficulties.The first difficulty is the evaluation of singular integrals.Boundary and volume integrals are transformed into equivalent but much simpler bounded interface problems on rectangular domains,which are solved with FFT-based finite difference solvers.The second one is the expensive computational cost for volume integrals.Despite the use of efficient interface problem solvers,the evaluation for volume integrals is still expensive due to the evaluation of boundary conditions for the simple interface problem.The problem is alleviated by introducing an auxiliary circle as a bridge to indirectly evaluate boundary conditions.Since solving boundary integral equations on a circular boundary is so accurate,one only needs to select a fixed number of points for the discretization of the circle to reduce the computational cost.Numerical examples are presented to demonstrate the efficiency and the second-order accuracy of the proposed numerical method.

A Fourth-Order Kernel-Free Boundary Integral Method for Interface Problems

This paper presents a fourth-order Cartesian grid based boundary integral method(BIM)for heterogeneous interface problems in two and three dimensional space,where the problem interfaces are irregular and can be explicitly given by parametric curves or implicitly defined by level set functions.The method reformulates the governing equation with interface conditions into boundary integral equations(BIEs)and reinterprets the involved integrals as solutions to some simple interface problems in an extended regular region.Solution of the simple equivalent interface problems for integral evaluation relies on a fourth-order finite difference method with an FFT-based fast elliptic solver.The structure of the coefficient matrix is preserved even with the existence of the interface.In the whole calculation process,analytical expressions of Green’s functions are never determined,formulated or computed.This is the novelty of the proposed kernel-free boundary integral(KFBI)method.Numerical experiments in both two and three dimensions are shown to demonstrate the algorithm efficiency and solution accuracy even for problems with a large diffusion coefficient ratio.

High Order Deep Domain Decomposition Method for Solving High Frequency Interface Problems

This paper proposes a high order deep domain decomposition method(HOrderDeepDDM)for solving high-frequency interface problems,which combines high order deep neural network(HOrderDNN)with domain decomposition method(DDM).The main idea of HOrderDeepDDM is to divide the computational domain into some sub-domains by DDM,and apply HOrderDNNs to solve the high-frequency problem on each sub-domain.Besides,we consider an adaptive learning rate annealing method to balance the errors inside the sub-domains,on the interface and the boundary during the optimization process.The performance of HOrderDeepDDM is evaluated on high-frequency elliptic and Helmholtz interface problems.The results indicate that:HOrderDeepDDM inherits the ability of DeepDDM to handle discontinuous interface problems and the power of HOrderDNN to approximate high-frequency problems.In detail,HOrderDeepDDMs(p>1)could capture the high-frequency information very well.When compared to the deep domain decomposition method(DeepDDM),HOrderDeepDDMs(p>1)converge faster and achieve much smaller relative errors with the same number of trainable parameters.For example,when solving the high-frequency interface elliptic problems in Section 3.3.1,the minimum relative errors obtained by HOrderDeepDDMs(p=9)are one order of magnitude smaller than that obtained by DeepDDMs when the number of the parameters keeps the same,as shown in Fig.4.

HRW:Hybrid Residual and Weak Form Loss for Solving Elliptic Interface Problems with Neural Network

Deep learning techniques for solving elliptic interface problems have gained significant attentions.In this paper,we introduce a hybrid residual and weak form(HRW)loss aimed at mitigating the challenge of model training.HRW utilizes the functions residual loss and Ritz method in an adversary-system,which enhances the probability of jumping out of the local optimum even when the loss landscape comprises multiple soft constraints(regularization terms),thus improving model’s capability and robustness.For the problem with interface conditions,unlike existing methods that use the domain decomposition,we design a Pre-activated ResNet of ResNet(PRoR)network structure employing a single network to feed both coordinates and corresponding subdomain indicators,thus reduces the number of parameters.The effectiveness and improvements of the PRoR with HRW are verified on two-dimensional interface problems with regular or irregular interfaces.We then apply the PRoR with HRW to solve the size-modified Poisson-Boltzmann equation,an improved dielectric continuum model for predicting the electrostatic potentials in an ionic solvent by considering the steric effects.Our findings demonstrate that the PRoR with HRW accurately approximates solvation free-energies of three proteins with irregular interfaces,showing the competitive results compared to the ones obtained using the finite element method.

A Discontinuity and Cusp Capturing PINN for Stokes Interface Problems with Discontinuous Viscosity and Singular Forces

In this paper,we present a discontinuity and cusp capturing physicsinformed neural network(PINN)to solve Stokes equations with a piecewiseconstant viscosity and singular force along an interface.We first reformulate the governing equations in each fluid domain separately and replace the singular force effect with the traction balance equation between solutions in two sides along the interface.Since the pressure is discontinuous and the velocity has discontinuous derivatives across the interface,we hereby use a network consisting of two fully-connected sub-networks that approximate the pressure and velocity,respectively.The two sub-networks share the same primary coordinate input arguments but with different augmented feature inputs.These two augmented inputs provide the interface information,so we assume that a level set function is given and its zero level set indicates the position of the interface.The pressure sub-network uses an indicator function as an augmented input to capture the function discontinuity,while the velocity sub-network uses a cusp-enforced level set function to capture the derivative discontinuities via the traction balance equation.We perform a series of numerical experiments to solve two-and three-dimensional Stokes interface problems and perform an accuracy comparison with the augmented immersed interface methods in literature.Our results indicate that even a shallow network with a moderate number of neurons and sufficient training data points can achieve prediction accuracy comparable to that of immersed interface methods.

An Arbitrary Order Reconstructed Discontinuous Approximation to Biharmonic Interface Problem

We present an arbitrary order discontinuous Galerkin finite element method for solving the biharmonic interface problem on the unfitted mesh.The approximation space is constructed by a patch reconstruction process with at most one degrees of freedom per element.The discrete problem is based on the symmetric interior penalty method and the jump conditions are weakly imposed by the Nitsche's technique.The C^(2)-smooth interface is allowed to intersect elements in a very general fashion and the stability near the interface is naturally ensured by the patch reconstruction.We prove the optimal a priori error estimate under the energy norm and the L^(2) norm.Numerical results are provided to verify the theoretical analysis.

A Stable FE-FD Method for Anisotropic Parabolic PDEs with Moving Interfaces

In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,the standard P,FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite,while near the interface,the maximum principle preserving immersed interface discretization is applied.In the time discretization,a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate.Correction terms are needed when the interface crosses grid lines.The moving interface is represented by the zero level set of a Lipschitz continuous function.Numerical experiments presented in this paper confirm second orderconvergence.

Deep Unfitted Nitsche Method for Elliptic Interface Problems

This paper proposes a deep unfitted Nitsche method for solving elliptic interface problems with high contrasts in high dimensions.To capture discontinuities of the solution caused by interfaces,we reformulate the problem as an energy minimization problem involving two weakly coupled components.This enables us to train two deep neural networks to represent two components of the solution in highdimensional space.The curse of dimensionality is alleviated by using theMonte-Carlo method to discretize the unfittedNitsche energy functional.We present several numerical examples to show the performance of the proposed method.

INTERFACE PROBLEMS FOR ELLIPTIC DIFFERENTIAL EQUATIONS

A new approach is given to analyse the regularity of solutions near singular points for the interface problems of second order elliptic partial differential equations. For general equations with nonsymmetric dominant terms and discontinuous piecewise smooth coefficients, it is proved that solutions in H 1 can be docomposed into two parts, one of which is a finite sum of particular solutions to the corresponding homogeneous equations with piecewise constant coefficients, and the other one of which is the regular part. Moreover a priori estimations are proven.

OPTIMAL QUADRATIC NITSCHE EXTENDED FINITE ELEMENT METHOD FOR INTERFACE PROBLEM OF DIFFUSION EQUATION

In this paper, we study Nitsche extended finite element method （XFEM） for the inter- face problem of a two dimensional diffusion equation. Specifically, we study the quadratic XFEM scheme on some shape-regular family of grids and prove the optimal convergence rate of the scheme with respect to the mesh size. Main efforts are devoted onto classifying the cases of intersection between the elements and the interface and prove a weighted trace inequality for the extended finite element functions needed, and the general framework of analysing XFEM c^n be implemented then.

AN EMBEDDED BOUNDARY METHOD FOR ELLIPTIC AND PARABOLIC PROBLEMS WITH INTERFACES AND APPLICATION TO MULTI-MATERIAL SYSTEMS WITH PHASE TRANSITIONS

The embedded boundary method for solving elliptic and parabolic problems in geometrically complex domains using Cartesian meshes by Johansen and Colella （1998, J. Comput. Phys. 147, 60） has been extended for elliptic and parabolic problems with interior boundaries or interfaces of discontinuities of material properties or solutions. Second order accuracy is achieved in space and time for both stationary and moving interface problems. The method is conservative for elliptic and parabolic problems with fixed interfaces. Based on this method, a front tracking algorithm for the Stefan problem has been developed. The accuracy of the method is measured through comparison with exact solution to a two-dimensional Stefan problem. The algorithm has been used for the study of melting and solidification problems.

A Well-Conditioned, Nonconforming Nitsche’s Extended Finite Element Method for Elliptic Interface Problems

In this paper,we introduce a nonconforming Nitsche’s extended finite element method(NXFEM)for elliptic interface problems on unfitted triangulation elements.The solution on each side of the interface is separately expanded in the standard nonconforming piecewise linear polynomials with the edge averages as degrees of freedom.The jump conditions on the interface and the discontinuities on the cut edges(the segment of edges cut by the interface)are weakly enforced by the Nitsche’s approach.In the method,the harmonic weighted fluxes are used and the extra stabilization terms on the interface edges and cut edges are added to guarantee the stability and the well conditioning.We prove that the convergence order of the errors in energy and L 2 norms are optimal.Moreover,the errors are independent of the position of the interface relative to the mesh and the ratio of the discontinuous coefficients.Furthermore,we prove that the condition number of the system matrix is independent of the interface position.Numerical examples are given to confirm the theoretical results.

An Augmented Lagrangian Uzawa IterativeMethod for Solving Double Saddle-Point Systems with Semidefinite(2,2)Block and its Application to DLM/FDMethod for Elliptic Interface Problems

.In this paper,an augmented Lagrangian Uzawa iterative method is developed and analyzed for solving a class of double saddle-point systems with semidefinite(2,2)block.Convergence of the iterativemethod is proved under the assumption that the double saddle-point problem exists a unique solution.An application of the iterative method to the double saddle-point systems arising from the distributed Lagrange multiplier/fictitious domain(DLM/FD)finite element method for solving elliptic interface problems is also presented,in which the existence and uniqueness of the double saddle-point system is guaranteed by the analysis of the DLM/FD finite element method.Numerical experiments are conducted to validate the theoretical results and to study the performance of the proposed iterative method.