A New Fictitious Domain Method for Elliptic Problems with the Third Type Boundary Conditions

Abstract

In this article, we discuss a modified least–squares fictitious domain method for the solution of linear elliptic boundary value problems with the third type of boundary conditions (Robin boundary conditions). Let $\Omega$ and $\omega$ be two bounded domains of $\mathbb{R}^{d}$ such that  $\overline{\omega} \subset \Omega$.  For a linear elliptic problem in $\Omega\setminus \overline{\omega}$ with Robin boundary conditions on the boundary $\gamma$ of $\omega$, we accelerate the original least–squares fictitious domain method in Glowinski & He [1] and present a modified least–squares formulation. This method is still a virtual control type and relies on a least-squares formulation, which makes the problem solvable by a conjugate gradient algorithm operating in a well chosen control space. Numerical results show that our method costs much less iterations and the optimal order of convergence is obtained.