Finite element approximation of the pure Neumann problem using the iterative penalty method
The author considers the finite element solution of the pure Neumann problem \(-\Delta u=f\) in \(\Omega\) with \(\partial u/\partial n=0\) on \(\partial\Omega\), where \(\Omega\subset {\mathbb R}^d\), \(d=1,2,3\), is a bounded open domain with boundary \(\partial\Omega\). The penalty method is used to solve the following equivalent variational equation for \(u \in H^1(\Omega)\): \(a(u_\rho,v)+\rho\int_{\partial \Omega}u_\rho v\,ds=(f,v)\; \forall v\in H^1(\Omega)\). This variational equation is solved by means of an approximate solution, \(u_{\rho,h}\in V_h\), of the equation \(a(u_{\rho,h},v_h)+\rho\int_{\partial \Omega}u_{\rho,h} v_h\,ds=(f,v_h)\; \forall v_h\in V_h\). In this paper, only the influence of \(\rho\) is considered. It is observed that the condition number depends heavily on \(\rho\) for fixed \(h\). The following iterative scheme based on the penalty method: \(a(u_{\rho,h}^0,v_h)+\rho\int_{\partial \Omega}u_{\rho,h}^0 v_h\,ds=(f,v_h)\; \forall v_h\in V_h\), and for \(n=1,2,\ldots\), \(a(u_{\rho,h}^n,v_h)+\rho\int_{\partial \Omega}u_{\rho,h}^n v_h\,ds= (u_{\rho,h}^{n-1},v_h)\; \forall v_h\in V_h\), is designed to avoid unstable computation by taking \(\rho\) not too small since the error estimate is shown to be \(O(\rho^{n+(1/2)}+h)\).
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