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Outline Universal Extension for Sobolev Spaces of Differential Forms and Applications Jingzhi Li 1 Joint work with Ralf Hiptmair and Jun Zou 1 Seminar f¨ ur Angewandte Mathematik ETH Z ¨ urich Oberwolfach Workshop 15 Feb., 2010 Jingzhi Li Oberwolfach Workshop 2010
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Page 1: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

Outline

Universal Extension for Sobolev Spaces ofDifferential Forms and Applications

Jingzhi Li1

Joint work with Ralf Hiptmair and Jun Zou

1Seminar fur Angewandte MathematikETH Zurich

Oberwolfach Workshop15 Feb., 2010

Jingzhi Li Oberwolfach Workshop 2010

Page 2: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

Outline

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 3: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

Outline

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 4: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

Outline

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 5: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

Outline

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 6: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Classical Extension

Stein extension operator [Stein 70]

E : C∞(Ω) 7→ C∞(Rd) , E u(x) = u(x) ∀x ∈ Ω ,

which fulfills that for any m ∈ N0, 1 ≤ p <∞,

∃ C = C(m, p,Ω) > 0 : ‖E u‖W m,p(Rd ) ≤ C‖u‖W m,p(Ω) ∀ u ∈ C∞(Ω) .

Jingzhi Li Oberwolfach Workshop 2010

Page 7: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Review and applications

Extension operators for various function spaces on Lipschitzdomains and beyond, e.g, [Rychkov99,ROG06,HEK92,JON81]

Interpolation spaces and regularity estimates in PDEs,[Mitrea08b,Mitrea07]

Fundamental to the theoretical analysis of, e.g., electromagneticphenomena governed by Maxwell’s equation[Hiptmair02,Monk03,Mitrea04,Douglas06], the Navier-Stokesequation [Girault86].

Jingzhi Li Oberwolfach Workshop 2010

Page 8: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Notations (1)

Exterior and interior products

(ω∧η)(v1, . . . , vl+k) =∑

σ

sgn(σ)ω(vσ(1), . . . , vσ(l))η(vσ(l+1), . . . , vσ(l+k)),

ay ω =l∑

k=1

(−1)k−1ajk dxj1∧ · · · ∧dx jk∧ · · · ∧dxjl ∈∧l−1

,

Differential forms

A differential form ω of degree l, l ∈ N0, and class Cm, m ∈ N0, in Ω isa l-form valued mapping

ω =∑

IωIdxI : x ∈ Ω ⊂ R

d 7→ ω(x) ∈∧l

,

Jingzhi Li Oberwolfach Workshop 2010

Page 9: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Notations (2)

Sobolev spaces of differential forms

Hs(Ω;∧l

(Rd )) (s ∈ R+0 ) denotes the space consisting of all

differential forms with each component in Hs(Ω) with norm

‖ω‖2Hs(Ω;

∧ l (Rd )) :=∑

I

‖ωI‖2Hs(Ω)

Pullback

If T : Ω 7→ Ω, is a diffeomorphism between two manifolds in Rd , then

T ∗ : DF l,∞(Ω) 7→ DF l,∞(Ω) is given by

((T ∗ω)(x))(v1, . . . ,vl) = (ω(T (x)))(DT (x)v1, . . . ,DT (x)vl),

where v1, . . . ,vl ∈ Rd and the linear map DT (x) : R

d 7→ Rd is the

derivative (Jacobian) of T at x.

Jingzhi Li Oberwolfach Workshop 2010

Page 10: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Notations (3)

exterior derivative and CD property

dω :=

d∑

i=1

I

∂ωI

∂xidxi ∧ dxI ∈ DF l+1,∞(Ω) ,

T∗(dω) = d(T ∗ω), ∀ ω ∈ DF l,∞(Ω)

Sobolev spaces of differential forms

Hs(d ,Ω,∧l

(Rd)) :=

ω ∈ Hs(Ω;

∧l(Rd )) | dω ∈ Hs(Ω;

∧l+1(Rd))

with the graph norm

‖ω‖2Hs(d,Ω,

∧ l (Rd )) := ‖ω‖2Hs(Ω,

∧ l (Rd )) + ‖dω‖2Hs(Ω,

∧ l+1(Rd )) .

Jingzhi Li Oberwolfach Workshop 2010

Page 11: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 12: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Main result

Theorem

Let Ω be a Lipschitz epigraph in Rd , k ∈ N0 and 0 ≤ l ≤ d. Then

there exists an extension operator El satisfing

‖Elω‖Hk (d,Rd ,∧ l (Rd )) ≤ C ‖ω‖Hk (d,Ω,

∧ l (Rd )) ∀ ω ∈ DF l,∞(Ω) ,

with a constant C = C(Ω, d , k , l) > 0. Thus, El can be extended to acontinuous extension operator

El : Hk (d ,Ω,∧l

(Rd)) 7→ Hk (d ,Rd ,∧l

(Rd )) .

Jingzhi Li Oberwolfach Workshop 2010

Page 13: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 14: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Technical lemma (1)

Lemma

[Regularized distance [Thm. 2, pp. 171, Stein70] For a closed domainΩ ∈ R

d , there exists a regularized distance function ∆(x) = ∆(x,Ω)

such that for x ∈ Ωc

i). cδ(x) ≤ ∆(x) ≤ Cδ(x);

ii). ∆(x) is C∞-smooth in Ωc

and∣∣ ∂α

∂xα ∆(x)∣∣ ≤ Cα(δ(x))1−|α|,

where c > 0 and C > 0 are constants independent of Ω and Cα > 0depends on the multi-index α.

Jingzhi Li Oberwolfach Workshop 2010

Page 15: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Technical lemma (2)

Lemma

[Weighting function [Lemma 1, pp. 182, Stein70] The weightingfunction

ψ(λ) :=eπλ

ℑ(

exp(12

√2(−1 + i)(λ − 1)1/4)

)

is defined in [1,∞), and satisfies the decay property

ψ(λ) = O(λ−n) as λ→ ∞, ∀ n ∈ N,

and all its higher moments vanish

∫ ∞

1λkψ(λ) dλ =

1, for k = 0 ,

0, for k ∈ N .

Jingzhi Li Oberwolfach Workshop 2010

Page 16: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 17: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Universal extension formula : special case (1)

x

y

x = (x, y)

Rλ(x) = (x, y + λδ∗(x))

∂Ω = (x, y) | y = φ(x)

Ω

Ωc

Jingzhi Li Oberwolfach Workshop 2010

Page 18: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Universal extension formula : special case (2)

Parametrized reflection

Rλ(x) = (x, y + λδ∗(x)) = x + λδ∗(x)ed .

Universal extension formula

(Elω)(x) :=

ω(x), x ∈ Ω;∫ ∞

1(R∗

λω)(x)ψ(λ) dλ, x ∈ Ωc.

Jingzhi Li Oberwolfach Workshop 2010

Page 19: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Universal extension formula : Avatars in 3D

E (f )(x) =

∫ ∞

1f (x, y + λδ∗(x))ψ(λ) dλ .

E1u(x) =

∫ ∞

1( DRλ(x) )T u(x, •)ψ(λ) dλ

=

∫ ∞

1

(u(x, •) + λu3(x, •) grad δ∗(x)

)ψ(λ) dλ ,

E2u(x) =

∫ ∞

1( DRλ(x) )

−1 det ( DRλ(x) )u(x, •)ψ(λ) dλ

=

∫ ∞

1

((1 + λ

∂δ∗

∂x3(x))u(x, •) −

(00

λ grad δ∗(x) · u(x, •)

) )ψ(λ) dλ .

E3u(x) =

∫ ∞

1det ( DRλ(x) )u(x, •)ψ(λ) dλ

=

∫ ∞

1

(1 + λ

∂δ∗

∂x3(x)

)u(x, •)ψ(λ) dλ .

Jingzhi Li Oberwolfach Workshop 2010

Page 20: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Outline

1 Motivation

2 Preliminaries

3 Universal extensionMain resultTechnical lemmataUniversal extension formulaSketch of the proof

4 Application : regular decomposition

Jingzhi Li Oberwolfach Workshop 2010

Page 21: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Main resultTechnical lemmataUniversal extension formulaSketch of the proof

Sketch of the proof

Proof.

1 Special Lipschitz epigraph case for smooth differential forms;1 The extended differential form is well-defined;2 The norm of such extended differential form is bounded;

2 Apply the density argument;3 Generalize to Lipschitz domains by partition of unity.

Jingzhi Li Oberwolfach Workshop 2010

Page 22: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Regular potential in Rd

Lemma (Existence of regular potentials in Rd )

For 1 ≤ l ≤ d, l ∈ N and every k ∈ N0 there is a continuous liftingmapping

L : H(d0,Rd ,∧l

(Rd)) ∩ Hk (Rd ,∧l

(Rd )) 7→ Hk+1loc (Rd ,

∧l−1(Rd))

such that for all ω ∈ H(d0,Rd ,∧l

(Rd)) ∩ Hk (Rd ,∧l

(Rd)),

dL ω = ω.

ω(ξ) := F (ω)(ξ) =∑

I

ωI(ξ)dξI , F (dω) = ıξ ∧ F (ω)

ωI(ξ) := F (ωI)(ξ) =1

(2π)d/2

Rdexp(−ıξ · x)ωI(x) dx ,

Jingzhi Li Oberwolfach Workshop 2010

Page 23: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Lifted regular decompositions

Theorem

(Lifted regular decompositions) For every k ∈ N0, 1 ≤ l ≤ d, thereexist continuous maps R : Hk (d ,Ω,

∧l(Rd)) 7→ Hk+1(Ω,∧l(Rd )) and

N : Hk (d ,Ω,∧l

(Rd)) 7→ Hk+1(Ω,∧l−1

(Rd)) such that

R + d N = Id on Hk (d ,Ω,∧l

(Rd)) . (1)

In addition, there are continuous mapsR0 : Hk

0(d ,Ω,∧l

(Rd )) 7→ Hk+10 (Ω,

∧l(Rd)) and

N0 : Hk0(d ,Ω,

∧l(Rd )) 7→ Hk+10 (Ω,

∧l−1(Rd)) such that

R0 + d N0 = Id on Hk0(d ,Ω,

∧l(Rd)) . (2)

Jingzhi Li Oberwolfach Workshop 2010

Page 24: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Thank you

Jingzhi Li Oberwolfach Workshop 2010

Page 25: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Ammari, H., Buffa, A., & Nedelec, J.-C. (1998).A justification of eddy currents model for the maxwell equations.Tech. rep., IAN, University of Pavia, Pavia, Italy.

Barrett, J. W. & Elliott, C. M. (1987).Fitted and unfitted finite-element methods for elliptic equationswith smooth interfaces.IMA J. Numer. Anal., 7 , 283–300.

Bossavit, A. (1985).Two dual formulations of the 3D eddy–currents problem.COMPEL, 4, 103–116.

Bramble, J. H. & King., J. T. (1996).A finite element method for interface problems in domains withsmooth boundaries and interfaces.Adv. Comput. Math., 6, 109–138.

Burman, E. & Hansbo, P. (????).

Jingzhi Li Oberwolfach Workshop 2010

Page 26: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Interior penalty stabilized lagrange multiplier methods for thefinite element solution of elliptic interface problems.Preprint.

Chen, Z. & Zou, J. (1998).Finite element methods and their convergence for elliptic andparabolic interface problems.Numerische Mathematik , 79, 175–202.

Dirks, H. (1996).Qausi-stationary fields for microeletronic applications.Eletrical Engineering,, 79, 145–155.

Hansbo, A. & Hansbo, P. (2002).An unfitted finite element method, based on nitsche’s method, forelliptic interface problems.Comput Methods Appl Mech Eng, 191(47), 5537?552.

Hiptmair, R. (2002).Finite elements in computational electromagnetism.Acta Numerica, 11, 237–339.

Jingzhi Li Oberwolfach Workshop 2010

Page 27: Universal Extension for Sobolev Spaces of Differential ...hiptmair/org/Oberwolfach/... · Differential Forms and Applications Jingzhi Li1 Joint work with Ralf Hiptmair and Jun Zou

MotivationPreliminaries

Universal extensionApplication : regular decomposition

Huang, J. & Zou, J. (2002).A mortar element method for elliptic problems with discontinuouscoefficients.IMA J Numer. Anal., 22, 549–576.

Li, J., Melenk, J. M., Wohlmuth, B., & Zou, J. (2008).Convergence analysis of higher order finite element methods forelliptic interface problems.Tech. rep., Institut fur Analysis und Scientific Computing,Technische Universitat Wien, Austria.

Li, Z. & Ito, K. (2006).The immersed interface method : numerical solutions of PDEsinvolving interfaces and irregular domains.Philadelphia : SIAM, Society for Industrial and AppliedMathematics.

Plum, M. & Wieners, C. (2003).Optimal a priori estimates for interface problems.Numer. Math., 95, 735–759.

Jingzhi Li Oberwolfach Workshop 2010


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