Abstract
The Schwarz alternating algorithm, which is based on natural boundary element method, is constructed for solving the exterior anisotropic problem in the three-dimension domain. The anisotropic problem is transformed into harmonic problem by using the coordinate transformation. Correspondingly, the algorithm is also changed. Continually, we analysis the convergence and the error estimate of the algorithm. Meanwhile, we give the contraction factor for the convergence. Finally, some numerical examples are computed to show the efficiency of this algorithm.
Keywords: Schwarz alternating algorithm, Exterior anisotropic problem, Prolate ellipsoidal, Artificial boundary, Iteration method
Background
How to deal with boundary value problems has always been a essential part of partial differential equation. Finite difference method (FDM) (Evans 1977) and finite element method (FEM) (Brenner and Scott 1996) are the most widely used method to solve PDE numerically. These two methods become in vain when it comes to the problem over unbounded domain. To overcome this, boundary element method (BEM), which can reduce the dimension of the computational domain and is suitable for solving problems in the unbounded domains, is proposed in Feng (1980). Although, it is better to handle BEM with infinite regions, it doesn’t work so well as FEM in bounded ones. Hence, the coupling of BEM and FEM becomes the interest of researchers. Papers MacCamy and Marin (1980), Hsiao and Porter (1986), Wendland (1986), Costabel (1987), Han (1990) had focused on this method. In 1983, Feng firstly proposed a direct and natural coupling method. Later in the same year, Feng and Yu (1983) formally named the method as natural boundary element method (NBEM). Meanwhile, the DtN method, which has the similar principle with NBEM, is proposed in Keller and Givoli (1989), Grote and Keller (1995). Du and Yu (2001), Hu and Yu (2001), Gatica et al. (2003), Koyama (2007), Koyama (2009), Das and Mehrmann (2016), Das and Natesan (2014), Das (2015) and references therein present the applications of this methods.
Among the reasons that effects the NBEM, the shape of artificial boundary is the essential one. Classically, circle (Givoli and Keller 1989) and spherical (Grote and Keller 1995; Wu and Yu 1998, 2000a) are chosen as the artificial boundaries. Few papers Grote and Keller (1995), Wu and Yu (2000b), Huang and Yu (2006) focus on the special artificial boundaries. These papers also proved the classic artificial boundaries were not suitable for the problem with irregular shape. On the other hand, the coupling of FEM and BEM are not enough as the performance of computer developed. The domain decomposition method (DDM) (Brenner and Scott 1996), which separates the infinite region as sum of bounded one and unbounded one with an artificial boundary on which an iteration method is constructed in, is applied on the NBEM (Yu 1994). Wu and Yu (2000b) applied this method over an infinite region. Continually, Huang et al. (2009) and Luo et al. (2013) applied this method in different problems.
In this paper, we consider the anisotropic harmonic problem over an exterior three-dimensional domain. A Schwartz alternating method is designed for the numerical solution with prolate artificial boundaries.
The outline of the paper is as follows. In “Schwarz alternating algorithm based on NBR” section, we divide the original domain into two overlapping subdomains and by choosing two artificial boundaries and , then we construct the Schwarz alternating algorithm. We prove the convergence of the algorithm in “Convergence of the algorithm” section. The convergence rate of the algorithm is analysed in the “Analysis of the convergence rate” section. In “The error estimates of the algorithm” section, we deduce the error estimates of the discrete algorithm. In “Numerical results” section, numerical examples are computed to express the advantages of this method. Finally, we give some conclusions in “Conclusions” section.
Schwarz alternating algorithm based on NBR
Let be a cuboid Lipschitz unbounded domain and is its boundary. We consider the following exterior Dirichlet problem
| 1 |
where and are two different anisotropic parameters, g is a given function that satisfies , and . The third item of Eq. (1) keeps the existence and uniqueness of the solution.
Let and denote two artificial prolate spheroids. For clarity, we must mention that and This means that is totally inside . Define as the unbounded domain outside the boundary and be a bounded domain between and (see Fig. 1).
Fig. 1.

Domain participation
According to DDM (Brenner and Scott 1996), we construct the Schwarz alternating method as follows:
| 2 |
and
| 3 |
where and .
Setting the initial value of function on boundary as . Hence, we can solve the problem (2). Furthermore, with the limitation of on , one solves the problem (3). Sequentially, we solve the problem in again with substituting the value of solution on . Then , we repeat the steps for and so on.
By the above description, obviously, we applied FEM in the problem over and BEM (Feng and Yu 1983) in . Before using BEM to solve problem (3), the following transformation is introduced.
| 4 |
For simplicity, the corresponding signals under the coordinate system can be defined by adding an apostrophe on the original ones, e.g. . Therefore, problem (3) can be expressed as the harmonic problem according to the new coordinate system.
| 5 |
We introduce the prolate spheroidal coordinates , such that coincides with the prolate spheroid and .
| 6 |
where , and .
For simplicity, the problem (5) can be expressed as
| 7 |
By the separation of variable (Zhang and Jin 1996), we have the solution of (7) as follows
| 8 |
where
and are the first and second kind of the associated Legendre functions. Therefore, the solution u of (7) restricted on can be expressed as
Similarly, we have the equivalent problem of (2). Thus, the Schwarz alternating algorithm can be expressed as follows:
| 9 |
and
| 10 |
where . The detail is similar to the original.
Convergence of the algorithm
We define the following spaces
Solutions of (9) and (10) are in and , respectively. Moreover, we denote the as V. Both functions of and can be extended into V. For example, we can extend by zero in to a function in V.
Hence, we have the equivalent variational form of (5):
| 11 |
where , has compact support and . is an equivalent norm of . If , then there exists such that the solution of (11) exists and is uniquely determined.
Then (9) and (10) are equivalent to the following variational problems:
| 12 |
and
| 13 |
Let
and then we have
Noticing
and
Hence,
| 14 |
where means the projection operator under the inner product in V. Thus (14) is equivalent to
| 15 |
Denote the errors as . This leads to
This implies that, if and are convergent, then their limits are in . Similar to the proofs given in Yu (1994, 2002); Luo et al. (2013) we can show the following result.
Theorem 1
There exists a constant, , such that
It is obvious to conclude keeps the convergence of Schwarz alternating method. In the next section, we will prove the contraction factor .
Analysis of the convergence rate
By Theorem 1, one may find the convergence rate of the above Schwarz alternating algorithm is closely related to the contraction factor , i.e. the overlapping extent of and . Although it can be deduced intuitively that the larger the overlapping part is, the faster convergence rate will be, yet we find it difficult to analyse the convergence rate for general unbounded domain . However, under certain assumptions, we can find out the relationship between contraction factor and overlapping extent of and . We define three prolate spheroids with the same semi-interfocal distance
| 16 |
where .
We consider the following boundary value problem over domain
| 17 |
Suppose that
| 18 |
where
Then by the separation of variables, we can obtain the solution of (17)
| 19 |
where . According to the property of the associated Legendre functions (Gradshteyn and Kyzhik 1980), we have the following lama.
Lemma 1
Let
wheren, mare both nonnegative integers. If, thenhasdifferent zeroswith
Lemma 2
If, then we conclude
| 20 |
and
| 21 |
Proof
By the definition of we have
For monotonicity, the following holds for
Hence,
On the other hand, (21) can be easily proved by the proposition of Huang and Yu (2006),
Theorem 2
Supposeis continuous onand (16) holds. If we apply the Schwarz alternating algorithm given in “Schwarz alternating algorithm based on NBR”section, then
| 22 |
and
| 23 |
hold true, the constantdepend only onandwhile
| 24 |
Proof
Similar to (8), so the solution of the unbounded problem outside of can be expressed as
Let .
By using the algorithm, one has
where
By defining
we will show (24).
From Lemma 2, we have
and
where is defined as
Since
we obtain Hence, (22) is accomplished.
Obviously, (23) can be proved with similar process. Finally, the theorem is proved.
Remark
The convergence is related on the overlapping part of and . From Theorem 2, we conclude the larger the overlapping part is, the smaller the contraction factor will be, which identically means the faster the Schwarz alternating algorithm converging.
The error estimates of the algorithm
Denote as the linear finite element space over , where the elements are partitioned as tetrahedrons. Let
can be regarded as the subspace of V by zero extension. Therefore, we have the discrete Schwarz alternating algorithm as
| 25 |
and
| 26 |
where
and
By Yu (2002), the solution of (26) can be written as
| 27 |
where denotes Poisson integral operator and denotes trace operator. Combining with (27) and the discrete algorithm, one can easily have the following iteration value:
and
where
The term vanishes at . Set
Similarly, we have the as the subspace of V. Hence, We have the following variational problem on the discrete space
| 28 |
Obviously, the solution of (28) exists uniquely . Set Similarly in Wu and Yu (2000b), we have the following error estimates.
Theorem 3
For the discrete Schwarz alternating algorithm and the constantinTheorem 1, the following error estimates hold
Numerical results
Some numerical examples are computed to show the efficiency of our algorithm in this section. Using the method developed in “Schwarz alternating algorithm based on NBR” section. The linear elements is used in the computation of FEM. Computationally, we consider on three meshes: Mesh I, Mesh II and Mesh III. Each mesh is a refinement of its former one, especially as Mesh I is the primary. The refinement is defined as each of elements of the former mesh is divided into eight similar shape equally.
e and denote the maximal error of all node functions on , respectively, i.e.,
is the rate of convergence, i.e.
Moreover, we use the relative maximum norm () of the errors between numerical solutions and the exact solutions:
Example 1
Set the cubic and be its surface of . The exact solution of problem (5) be
Also .
By the theoretical analysis, we take two confocal prolate ellipsoidal surfaces as artificial boundaries, which can be expressed as and . And the semi-interfocal distance . Moreover, we have and . The efficient results are the case in Tables 1, 2 and Fig. 2.
Table 1.
The relation between convergence rate and mesh: ,
| Mesh | k | Number of iteration and corresponding values | |||||
|---|---|---|---|---|---|---|---|
| 0 | 1 | 2 | 3 | 4 | 5 | ||
| I | e | 2.4726E−1 | 9.0403E−2 | 5.4826E−2 | 8.0814E−3 | 8.0782E−3 | 8.0774E−3 |
| – | 2.8013E−2 | 3.6179E−3 | 7.2392E−4 | 1.5669E−4 | 3.6362E−4 | ||
| – | – | 77.4294 | 4.9977 | 4.6200 | 4.3092 | ||
| II | e | 8.6794E−2 | 4.0215E−3 | 3.1259E−5 | 2.9243E−5 | 2.9104E−5 | 2.9100E−5 |
| – | 1.0366E−4 | 3.4624E−6 | 3.1645E−7 | 2.8591E−7 | 2.8503E−7 | ||
| – | – | 29.9437 | 10.9409 | 1.1068 | 1.0031 | ||
| III | e | 1.6827E−3 | 9.2546E−4 | 7.4972E−5 | 7.4802E−5 | 7.4792E−5 | 7.4753E−5 |
| – | 9.2858E−4 | 7.6389E−5 | 6.6424E−6 | 5.9675E−6 | 5.5203E−6 | ||
| – | – | 12.1564 | 11.5004 | 1.1131 | 1.0817 | ||
Table 2.
The relation between convergence rate and overlapping degree (Mesh II)
| k | Number of iteration and corresponding values | |||||||
|---|---|---|---|---|---|---|---|---|
| 0 | 1 | 2 | 3 | 4 | 5 | |||
| 1.5 | 1.2 | e | 6.4728E−2 | 4.6532E−3 | 3.4571E−5 | 2.6119E−5 | 2.6084E−5 | 2.6002E−5 |
| – | 2.0222E−3 | 1.2045E−4 | 4.5076E−5 | 9.0874E−6 | 9.0244E−6 | |||
| – | – | 16.7890 | 3.8033 | 4.9290 | 1.0660 | |||
| 1.5 | 1.0 | e | 4.5186E−2 | 1.0521E−3 | 9.0705E−5 | 5.4413E−5 | 1.2218E−5 | 1.2103E−5 |
| – | 1.3736E−3 | 4.8967E−5 | 2.6640E−7 | 1.4184E−7 | 7.5349E−7 | |||
| – | – | 28.0516 | 18.3810 | 2.7813 | 2.8248 | |||
| 1.5 | 0.8 | e | 1.4825E−3 | 6.7734E−4 | 9.2125E−5 | 1.8249E−5 | 5.6719E−6 | 5.5017E−6 |
| – | 6.4936E−4 | 2.1429E−5 | 1.2093E−6 | 8.2674E−8 | 1.0827E−8 | |||
| – | – | 30.3022 | 17.7197 | 14.62807 | 7.6359 | |||
Fig. 2.

Maximal errors in relative maximum norm
From Table 1, we can see the convergence is really fast. Both e and are smaller than them on former mesh. And the Fig. 2 shows us the errors converge rapidly. Both of them reveal that the fine the mesh, the faster the convergence. The numbers of Table 2 testify the remark in “The error estimates of the algorithm” section. By taking different and , we chose 3 couples of artificial boundaries. Geometrically, the bigger the , the bigger the overlapping domain. Within the same triangular partition (Mesh II), we conclude that the bigger the overlapping domain, the faster the convergence.
Example 2
Generally, the is chosen as a prolate ellipsoidal. Set the semi-interfocal and . Set . Thus, the exact solution of problem (5) is
and .
Similarly, we choose two artificial boundaries and , which are both confocal with as . Let and . The corresponding results are the case in Tables 3, 4 and Fig. 3.
Table 3.
The relation between convergence rate and mesh: ,
| Mesh | k | Number of iteration and corresponding values | |||||
|---|---|---|---|---|---|---|---|
| 0 | 1 | 2 | 3 | 4 | 5 | ||
| I | e | 2.1078E−2 | 8.4562E−3 | 5.9623E−3 | 4.6782E−3 | 4.6511E−3 | 4.6407E−3 |
| 9.0022E−4 | 3.0713E−5 | 2.1630E−6 | 1.5593E−6 | 1.1858E−6 | |||
| 29.3106 | 14.1992 | 1.3871 | 1.3150 | ||||
| II | e | 8.3741E−3 | 7.6501E−3 | 4.6829E−3 | 9.4296E−4 | 8.6241E−4 | 8.5788E−4 |
| – | 7.7637E−4 | 1.4383E−6 | 3.7605E−8 | 9.6070E−9 | 2.4529E−9 | ||
| – | – | 53.9787 | 38.2471 | 3.9143 | 3.9166 | ||
| III | e | 1.8257E−3 | 5.4865E−4 | 4.2731E−5 | 3.5722E−5 | 3.5605E−5 | 3.5592E−5 |
| – | 1.0350E−6 | 5.2502E−9 | 1.2387E−10 | 3.6938E−11 | 5.0933E−11 | ||
| – | – | 197.1280 | 51.8669 | 11.4751 | 6.2403 | ||
Table 4.
The relation between convergence rate and overlapping degree (Mesh II)
| k | Number of iteration and corresponding values | |||||||
|---|---|---|---|---|---|---|---|---|
| 0 | 1 | 2 | 3 | 4 | 5 | |||
| 2.5 | 1.8 | e | 7.4537E−3 | 8.6547E−4 | 4.6829E−4 | 9.5781E−5 | 8.7710E−5 | 8.7058E−5 |
| – | 6.0775E−7 | 4.7353E−8 | 5.3837E−9 | 6.2859E−10 | 5.6858E−10 | |||
| – | – | 12.8344 | 8.7955 | 8.5647 | 1.1055 | |||
| 2.5 | 1.6 | e | 2.4832E−3 | 7.6489E−4 | 5.4952E−5 | 3.6848E−5 | 2.6981E−5 | 2.6773E−5 |
| – | 2.9321E−7 | 1.1713E−8 | 5.8642E−10 | 2.8518E−10 | 2.1763E−10 | |||
| – | – | 25.0324 | 19.9742 | 2.0563 | 1.3104 | |||
| 2.5 | 1.4 | e | 5.4377E−4 | 7.6811E−5 | 6.8129E−6 | 8.1056E−7 | 8.0859E−7 | 8.05378E−7 |
| – | 4.2367E−7 | 6.0310E−9 | 1.0814E−10 | 1.9075E−11 | 9.2494E−12 | |||
| – | – | 70.2475 | 55.76912 | 5.6694 | 2.06226 | |||
Fig. 3.

Maximal errors in relative maximum norm
The data of Tables 3 and 4 show us a good convergence. And the analysis of the numbers can be similar to Example 1.
Conclusions
In this paper, we construct a Schwarz alternating algorithm for the anisotropic problem on the unbounded domain. The algorithm uses the DDM based on FEM and natural boundary element method. The theoretical analysis shows its convergence is first-order. Further, the rate of convergence is dependent on the overlapping domain. Some numerical examples testify the theoretical conclusions. We can investigate the Schwarz alternating algorithm for anisotropic problem with three different parameters over unbounded domain. Full details and results will be given in a future publication.
Authors’ contributions
All authors completed this paper together. All authors read and approved the final manuscript.
Acknowledgements
All authors are greatly indebted to the referees as the valuable suggestions and comments.This work was subsidized by the National Natural Science Foundation of China (11371198, 11401296), Jiangsu Provincial Natural Science Foundation of China (BK20141008), Natural science fund for colleges and universities in Jiangsu Province (14KJB110007).
Competing interests
The authors declare that they have no competing interests.
Contributor Information
Zhenlong Dai, Email: 140901006@stu.njnu.edu.cn.
Qikui Du, Email: duqikui@njnu.edu.cn.
Baoqing Liu, Email: lyberal@163.com.
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