Fictitious domain method
Encyclopedia
In mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, the Fictitious domain method is a method to find the solution of a partial differential equation
Partial differential equation
In mathematics, partial differential equations are a type of differential equation, i.e., a relation involving an unknown function of several independent variables and their partial derivatives with respect to those variables...

s on a complicated domain , by substituting a given problem
posed on a domain , with a new problem posed on a simple domain containing .

General formulation

Assume in some area we want to find solution of the equation
Equation
An equation is a mathematical statement that asserts the equality of two expressions. In modern notation, this is written by placing the expressions on either side of an equals sign , for examplex + 3 = 5\,asserts that x+3 is equal to 5...

:


with boundary conditions
Boundary value problem
In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional restraints, called the boundary conditions...

:


The basic idea of fictitious domains method is to substitute a given problem
posed on a domain , with a new problem posed on a simple shaped domain  containing (). For example, we can choose n-dimensional parallelepiped as .

Problem in the extended domain  for the new solution :



It is necessary to pose the problem in the extended area so that the following condition is fulfilled:

Simple example, 1-dimensional problem



Prolongation by leading coefficients

solution of problem:

Discontinuous coefficient
Coefficient
In mathematics, a coefficient is a multiplicative factor in some term of an expression ; it is usually a number, but in any case does not involve any variables of the expression...

  and right part of equation previous equation we obtain from expressions:


Boundary conditions:


Connection conditions in the point :


where means:


Equation (1) has analytical solution therefore we can easily obtain error:

Prolongation by lower-order coefficients

solution of problem:


Where we take the same as in (3), and expression for


Boundary conditions
Boundary value problem
In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional restraints, called the boundary conditions...

for equation (4) same as for (2).

Connection conditions in the point :


Error:

Literature

  • P.N. Vabishchevich, The Method of Fictitious Domains in Problems of Mathematical Physics, Izdatelstvo Moskovskogo Universiteta, Moskva, 1991.
  • Smagulov S. Fictitious Domain Method for Navier–Stokes equation, Preprint CC SA USSR, 68, 1979.
  • Bugrov A.N., Smagulov S. Fictitious Domain Method for Navier–Stokes equation, Mathematical model of fluid flow, Novosibirsk, 1978, p. 79–90
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