TECHNISCHE UNIVERSIT¨
AT BERLIN
Moving Dirichlet Boundary Conditions
Robert Altmann
Preprint 2013/12
Preprint-Reihe des Instituts f¨ur Mathematik
Technische Universit¨at Berlin
http://www.math.tu-berlin.de/preprints
Preprint 2013/12 September 2013
MOVING DIRICHLET BOUNDARY CONDITIONS
R. ALTMANN†
Abstract. This paper develops a framework to include Dirichlet boundary conditions
on a subset of the boundary which depends on time. In this model, the boundary
conditions are weakly enforced with the help of a Lagrange multiplier method. In order
to avoid that the ansatz space of the Lagrange multiplier depends on time, a bi-Lipschitz
transformation, which maps a fixed interval onto the Dirichlet boundary, is introduced.
An inf-sup condition as well as existence results are presented for a class of second order
initial-boundary value problems.
For the semi-discretization in space, a finite element scheme is presented which satisfies
a discrete stability condition. Because of the saddle point structure of the underlying
PDE, the resulting system is a DAE of index 3.
Key words. Dirichlet boundary conditions, operator DAE, inf-sup condition, wave equation
AMS subject classifications. 65J10,65M60,65M20
1. Introduction
Consider an initial-boundary value problem as it arises in many applications in which
a dynamic behavior is modeled. No matter which particular problem is analyzed, initial
and boundary values are needed in order to obtain a well-posed problem. Although the
boundary conditions may depend on time, the part of the boundary on which they are
specified is usually fixed. In this paper, we analyse Dirichlet boundary conditions on a
time-dependent boundary part ΓD(t). A simple example is shown in Figure 1.1. Therein,
an elastic body Ω is coupled through Dirichlet boundary conditions with a spring damper
system, which moves to the right with a given speed v0.
Ω
ΓD(t)
v0
FF
Figure 1.1. Example of a flexible body Ω coupled with a spring damper
system along ΓD(t)⊆∂Ω. The spring damper system moves to the right
with speed v0. In addition, a force Facts upwards on the spring damper.
Date: September 24, 2013.
The author’s work was supported by the ERC Advanced Grant ”Modeling, Simulation and Control of
Multi-Physics Systems” MODSIMCONMP and the Berlin Mathematical School BMS.
This is the pre-peer reviewed version of the following article: R. Altmann, Moving Dirichlet Boundary Con-
ditions, ESAIM Math. Model. Numer. Anal. (M2AN) 48 (2014), no. 6, 1859–1876. http://www.esaim-
m2an.org/articles/m2an/abs/2014/06/m2an140022/m2an140022.html.
1
2
In a more general framework, the here presented model can be used to couple problems
from different physics or to model flexible multibody systems [GC01, Sha05]. Consider
for example the pantograph and catenary dynamics [PEM+97] analyzed in [AS00]. This
one-dimensional benchmark problem contains a coupling of partial differential equations
(PDE) and differential-algebraic equations (DAE). The critical part of this model is the
contact between pantograph and catenary to achieve the transmission of electrical energy.
In the mentioned model [AS98, AS00], the contact is modeled by unilateral constraints
and thus, actually given by inequalities. This can be treated by slack variables or barrier
functions [CCFR07]. Then, the contact constraint is given in the form
u(xp(t), t) = g(t).
Therein, xp(t) is the position of pantograph, g(t) its height, and uthe deformation of the
wire. Because of well-known embedding theorems [Eva98, Ch. 5], point constraints are only
well-defined for one-dimensional problems. But even in this case they lead to numerical
instabilities such that the contact constraint is typically modeled via a regularized point
constraint including a regularized delta distribution.
Assume that we model the wire of the catenary in a more detailed way, for example
by a two-dimensional model. In this case, the pantograph has to be in contact with
the boundary of the wire. Since the train is moving with a certain speed, the coupling
constraint has the form of a moving Dirichlet boundary condition. Note that the example
in Figure 1.1 is a strongly simplified model of the pantograph and catenary system. The
spring damper system represents the pantograph which acts with a force Fupwards to
stay in contact with the wire.
In the here presented model, the moving Dirichlet boundary conditions are incorporated
in form of a weak constraint via the Lagrange multiplier method [Bab73, BG03, Bra81].
Since the boundary conditions are intended to model coupling constraints, they should not
be included in the ansatz space of the deformation, as suggested in many PDE text books,
e.g. [BS08, Ch. 5.4]. This already accounts for the coupling of flexible bodies through
fixed Dirichlet boundaries since the deformation along the boundary may depend on the
motion of adjacent bodies [Sim06, Sim13]. This modeling procedure leads to a dynamic,
also called transient, saddle point problem. The structure is then similar to the ansatz
used for mortar methods [BB99].
In this paper, we aim to formulate a framework to incorporate Dirichlet conditions on
moving boundary parts. Since we enforce the boundary conditions as a weak constraint,
we require a suitable ansatz space for the Lagrange multiplier. In order to avoid a time-
dependent ansatz space, the model is based on a bi-Lipschitz transformation of the moving
Dirichlet boundary. With this transformation, we can introduce a constraint operator
which satisfies the usual stability condition. This allows to formulate existence results of
solutions for the resulting constrained operator system.
Because of the saddle point structure, capable finite element spaces for the discretization
in space lead to DAEs of (differentiation) index 3. For a definition and a review of the
various index concepts of DAEs, we refer to [KM06, Ch. 1.2].
The paper is organized as follows. In Section 2 a time-dependent bi-Lipschitz trans-
formation is introduced, which maps a fixed interval onto the moving Dirichlet boundary
part. With this transformation we can formulate the constrained operator equations of
motion. The section ends with a discussion on the existence of solutions for second order
initial-boundary value problems and in particular for the linear wave equation.
The spatial discretized equations are subject of Section 3. We apply piecewise linear and
globally continuous finite elements combined with edge-bubble functions. Together with
3
a piecewise constant discretization of the Lagrange multiplier, this yields under certain
conditions a stable discretization scheme in the sense of a discrete inf-sup condition. In
Section 4 we close with some concluding remarks.
Throughout this paper, we write v|∂Ωfor the image of the trace operator applied to
v∈H1(Ω), which has a well-defined trace [Ste08, Ch. 2.5]. Furthermore, we write A.B
if there exists a generic constant c > 0 with A≤cB. This constant is independent of the
mesh-size and time. Finally, for an edge Ewe denote its length by |E|.
2. Continuous Model
Thinking primarily about problems from elastodynamics, we discuss second order initial-
boundary value problems. Nevertheless, the presented method can be applied to first order
systems as well. Consider the second order initial-boundary value problem in operator form
M¨u(t) + D˙u(t) + Ku(t) = F(t)
for t∈(t0, T] with initial conditions for u(t0),˙u(t0) and Dirichlet boundary conditions of
the form
u(t) = uD(t) on ΓD(t)⊂∂Ω.(2.1)
In the dynamics of elastic media, the operator Mincludes the density of the investigated
material. The operator Kincorporates the stiffness, i.e., a possibly nonlinear material law,
and Da viscous damping term. This framework includes the wave equation, vibrating
membranes [LS65] as well as examples from nonconvex elastodynamics modeling shape
memory alloys [Eˇ
S12].
As mentioned in the introduction, we include the Dirichlet boundary condition (2.1)
on the time-dependent boundary part ΓD(t) in form of a constraint since uDmight be
unknown a priori [Sim06]. In operator form, the Dirichlet boundary condition reads
B(t)u(t) = G(t) with the linear operator B(t) defined in Section 2.4 below. Adding this
constraint to the system, we have to introduce a Lagrange multiplier [Bab73]. The deriva-
tion of a suitable ansatz space is subject of the following subsection.
In the sequel, we denote the Sobolev space on a domain Dof order αby Hα(D), see
[AF03] for an introduction. The corresponding norm is denoted by k·kα,D. This includes
the L2-norm (which equals H0) as well as negative norms,
k·kα,Ω:= k·kHα(Ω),k·k0,Ω:= k·kL2(Ω),k·k−1/2,Γ:= k·k[H1/2(Γ)]∗.
2.1. Preliminaries. Let Ω ⊂Rndenote an open, bounded, and connected domain with
Lipschitz boundary ∂Ω [Bra07, Ch. I]. We assume that the time-dependent part of the
boundary on which we have Dirichlet boundary conditions has positive measure and is
denoted by ΓD(t)⊂∂Ω. Furthermore, we assume that ΓD(t) changes continuously in
time which may include a change of length.
Depending on the underlying initial-boundary value problem, the solution is a time-
dependent mapping from Ω to Rd. Considering the wave equation, we seek for the velocity
u(t): Ω →R, i.e., d= 1. In the case of elastodynamics, the unknown is the deformation in
every space direction and thus, d=n. As search space for the deformation (respectively
velocity) we introduce the space of square integrable functions in dcomponents, which
also have a square integrable weak derivative,
V:= H1(Ω)d.
By V∗we denote its dual space. In order to shorten notation, we introduce the space
H:= L2(Ω)d.
4
Note that V,H,V∗form a Gelfand triple [Zei90, Ch. 23.4]. As a consequence, v∈ V is
embedded in V∗such that for all w∈ V,
hv, wiV∗,V= (v, w)H.
Therein, h·,·iV∗,Vdenotes the duality pairing of V∗,Vand (·,·)Hthe inner product in H.
Furthermore, we have the continuous embedding [Zei90, Ch. 23.6],
u∈L2(t0, T;V)|˙u∈L2(t0, T;V∗),→C([t0, T]; H).
It remains to find a suitable ansatz space of the Lagrange multiplier. If the Dirichlet
boundary is independent of time, the natural ansatz space for the Lagrange multiplier is
the dual space of the broken Sobolev space H1/2(ΓD), see [Sim06, Alt13a]. For a definition
of broken Sobolev spaces, we refer to [AF03]. However, the right choice for the dynamic
case is not clear since a direct adoption would lead to the dual space of H1/2(ΓD(t)) which
is time-dependent. Such a space would cause difficulties in the modeling process and also
within the discretization procedure.
A solution to this problem is the introduction of a bi-Lipschitz transformation which
maps a fixed, i.e., time-independent, (n−1)-dimensional domain Iwith positive Lebesgue
measure onto the Dirichlet boundary ΓD(t). More details on needed assumptions are given
in the following subsection. We then define the Lagrange multiplier on I. For this, we
define a Hilbert space Qvia its dual space,
Q∗:= H1/2(I)d.
Remark 2.1.Since Q∗is densely embedded in [L2(I)]d, the three spaces Q∗,[L2(I)]d,Q
form a Gelfand triple. Thus, the duality pairing of Q∗,Qis densely defined by the L2
inner product on I.
2.2. Bi-Lipschitz Transformation. This section is devoted to the transformation which
maps the time-independent (n−1)-dimensional domain Ionto ΓD(t). Clearly, the trans-
formation has to be time-dependent. We introduce
Φ: [t0, T]×Rn→Rn
(2.2)
and require the following properties. For every t∈[t0, T ] we assume Φ(t): Rn→Rnto
be a bi-Lipschitz transformation, i.e., the function is bijective and Φ(t) as well as Φ−1(t)
are Lipschitz continuous. Thus, by Rademacher’s theorem [Eva98, Ch. 5.8], Φ(t) and its
inverse are differentiable a.e. in Rn. We denote this derivative by D Φ(t) and assume
that it is (w.r.t. a n-dimensional measure) a.e. uniformly bounded in t, i.e., there exist
constants 0 < cΦ< CΦ<∞with
cΦ≤ |det D Φ(t)| ≤ CΦ.(2.3)
Clearly, also |det D Φ−1(t)|is a.e. bounded by the constants C−1
Φand c−1
Φ. In particular,
we assume (2.3) to hold (w.r.t. a (n−1)-dimensional measure) a.e. on I. Since the
Dirichlet boundary ΓD(t) moves continuously with respect to time, we assume that Φ is
continuous in tas well. Recall that we introduce a time-dependent transformation in order
to map Ionto ΓD(t). Therefore, we assume that
Φ(t)|I:I→ΓD(t)
is onto. The last requirement for Φ concerns the inverse image of Ω. Since Φ(t) is bijective,
we are able to define Σ(t) as the domain satisfying
Φt, Σ(t)= Ω.
5
For fixed t∈[t0, T ], we may also define the Sobolev space on Σ(t), [H1(Σ(t))]d. Since Iis
mapped onto ΓD(t)⊂∂Ω and thus I⊂∂Σ(t), the inverse trace theorem [Ste08, Th. 2.22]
gives a continuous map of the form
Q∗→H1Σ(t)d.
The involved continuity constant depends on the domain Σ(t) and therefore on time.
Assumption 2.1 (Uniform inverse trace constant).Let CinvTr(Σ(t)) denote the continuity
constant given by the inverse trace theorem with respect to Q∗and [H1(Σ(t))]d. We
assume that these constants are uniformly bounded in tby a constant CinvTr, i.e., for all
t∈[t0, T] we have that
CinvTr(Σ(t)) ≤CinvTr .(2.4)
Remark 2.2.Assumption 2.1 is certainly fulfilled if Σ(t) is independent of t, i.e., the inverse
image of Ω under Φ(t) is a fixed domain. The same is true in the case where Σ(s) and
Σ(t) only differ by a translation for all s, t ∈[t0, T].
Theorem 2.1 (Bi-Lipschitz equivalence).Consider two domains Σ,Ωand a bi-Lipschitz
transformation Φwith Φ(Σ) = Ω and Φ(ΓΣ)=ΓΩfor boundary parts ΓΣ⊆∂Σand
ΓΩ⊆∂Ω. Then, the operators
(a) A1:H1(Ω) →H1(Σ)
u7→ u◦Φ,
(b) A1/2:H1/2(ΓΩ)→H1/2(ΓΣ)
q7→ q◦Φ,
and their continuous extension
(c) A−1/2:H1/2(ΓΩ)∗→H1/2(ΓΣ)∗
γ7→ γ◦Φ
are bounded and have bounded inverses.
Proof. (a) The proof of the first claim is given in [Neˇc67, Ch. 2, Lem. 3.2], see also
[GGKR02]. We denote the operator norms by kA1kand kA−1
1k. The corresponding
transformation formula is stated in [EG92, Ch. 3.3, Th. 2].
(b) We show the boundedness of A1/2. Note that we can write the operator in terms of
A1and trace operators,
H1/2(ΓΩ)inverse
−−−−→
trace H1(Ω) A1
−−→ H1(Σ) trace
−−−→ H1/2(ΓΣ).
Then, the boundedness of A1, the trace operator [Ste08, Th. 2.21], and the inverse trace
operator [Ste08, Th. 2.22] imply
kA1/2k ≤ Ctr(Ω)kA1kCinvTr(Σ).
(c) It follows from density arguments that the standard transformation formula on ΓΣ
remains true for f∈H1/2(ΓΩ), i.e.,
ˆΓΣ
fΦ(x)dx=ˆΓΩ=Φ(ΓΣ)
f(y)|det D Φ−1(y)|dy.(2.6)
6
As an extension of A1/2, the operator A−1/2is defined for γ∈[H1/2(ΓΩ)]∗as the limit
A−1/2γ= lim
j→∞ A1/2γj
for a sequence {γj} ⊂ H1/2(ΓΩ) with γj→γin [H1/2(ΓΩ)]∗. By the transformation
formula (2.6) and part (b) of this theorem, we obtain
kA−1/2γjk−1/2,ΓΣ=kγj◦Φk−1/2,ΓΣ
= sup
p∈H1/2(ΓΣ)´ΓΣ(γj◦Φ) ·pdx
kpk1/2,ΓΣ
≤ kA−1
1/2ksup
p∈H1/2(ΓΣ)´ΓΣγj·(p◦Φ−1)◦Φ dx
kp◦Φ−1k1/2,ΓΩ
=kA−1
1/2ksup
q∈H1/2(ΓΩ)´ΓΣγj·q◦Φ dx
kqk1/2,ΓΩ
=kA−1
1/2ksup
q∈H1/2(ΓΩ)´ΓΩγjq|det D Φ−1|dy
kqk1/2,ΓΩ
=kA−1
1/2k kγj|det D Φ−1|k−1/2,ΓΩ
≤ kA−1
1/2kc−1
Φkγjk−1/2,ΓΩ.
Thus, the operator A−1/2is bounded with constant kA−1
1/2kc−1
Φ. The boundedness of the
inverse operator A−1
−1/2follows by the same arguments.
The shown bi-Lipschitz equivalence from Theorem 2.1 is one of the main properties to
proof the stability of the boundary constraint. The definition of the constraint operator
and the proof of the inf-sup stability is subject of the remaining two subsections.
2.3. Continuous Inf-Sup Condition. In order to include the boundary conditions as
a weak constraint, we need a bilinear form which is defined on the moving boundary part
ΓD(t). For this, we introduce for t∈[t0, T ],
b(·,·;t): V ×Q → R.
With v∈ V, the bilinear form bis densely defined, i.e., for q∈[L2(I)]d, by
b(v, q;t) := ˆΓD(t)
v·q◦Φ−1(t)dx.(2.7)
Note that bis well-defined because of part (c) of Theorem 2.1. In the case of a fixed
Dirichlet boundary, i.e., Φ(t, x) = Φ(x) = xand ΓD(t) = ΓD, the bilinear form bis
independent of time and equals the bilinear form used in that setting [Sim06, Alt13a].
Remark 2.3.We could equivalently define bwith the transformation term |det D Φ−1(t)|.
This corresponds to a scaling of the Lagrange multiplier and is used in [Alt13b] to model
flexible multibody systems.
One important property of the bilinear form bis the so-called inf-sup, LBB, or stability
condition [Bra07, Ch. III.4]. In the fixed boundary case, the inf-sup condition is easy to
show with the help of the inverse trace theorem [Ste08, Th. 2.22]. The proof uses the fact
that the dual of the ansatz space for the Lagrange multiplier equals the space of traces
of V. The situation in the time-dependent case is slightly changed since Q∗contains the
7
traces of the transformed functions of V. However, the proof of the stability condition of
bfollows the same ideas [Ste08, Lem. 4.7].
Lemma 2.2 (Inf-sup condition).Let Φbe the time-dependent bi-Lipschitz transformation
from (2.2) satisfying (2.3) and Assumption 2.1. Then, the bilinear form bfrom (2.7)
satisfies an inf-sup condition, i.e., there exists a positive constant βsuch that for all
t∈[t0, T],
inf
q∈Q
sup
v∈V
b(v, q;t)
kvkVkqkQ≥β > 0.
Proof. Let t∈[t0, T ] be arbitrary but fixed and let Σ(t) be the inverse image of Ω under
Φ(t). Consider an arbitrary element q∈ Q. Since the determinant of D Φ(t) is bounded, it
follows that (q|det D Φ(t)|)∈ Q. According to the Riesz representation theorem [Ste08,
Th. 3.3], there exists an element w(t)∈ Q∗such that for all v∈ Q∗,
w(t), vQ∗=q|det D Φ(t)|, vQ,Q∗.
Therein, (·,·)Q∗denotes the inner product in Q∗and h·,·iQ,Q∗the duality pairing given by
the Gelfand triple from Remark 2.1. In addition, it holds that kw(t)kQ∗=kq|det D Φ(t)|kQ.
By the inverse trace theorem, there exists an extension of w(t) on the domain Σ(t). This
extension, namely v(t)∈[H1(Σ(t))]d, satisfies
v(t)|I=w(t)
and, because of the uniform bound in tby (2.4),
kv(t)k1,Σ(t)≤CinvTr(Σ(t)) kw(t)kQ∗≤CinvTr kw(t)kQ∗.
By the first part of Theorem 2.1, the transformation of v(t) satisfies ¯v(t) := v(t)◦Φ−1(t)∈
V. Thus, we can insert ¯v(t) into the bilinear form band obtain by a sequence {qj} ⊆
[L2(I)]dwith qj→qin Qand the transformation formula (2.6),
b¯v(t), q;t
k¯v(t)kV
= lim
j→∞
b¯v(t), qj;t
k¯v(t)kV
= lim
j→∞ qj|det D Φ(t)|, v(t)Q,Q∗
k¯v(t)kV
=q|det D Φ(t)|, v(t)Q,Q∗
k¯v(t)kV
=q|det D Φ(t)|, w(t)Q,Q∗
k¯v(t)kV
=kw(t)k2
Q∗
k¯v(t)kV
.
With the first part of Theorem 2.1 and the inverse trace theorem, the norm of ¯v(t) is
bounded by
k¯v(t)kV.kv(t)k1,Σ(t)≤CinvTrkw(t)kQ∗.
Furthermore, we can bound kw(t)kQ∗from below with (2.3) by
kw(t)kQ∗=kq|det D Φ(t)|kQ≥cΦkqkQ.
All together, we yield the time-independent estimate
sup
u∈V
b(u, q;t)
kukV≥b(¯v(t), q;t)
k¯v(t)kV
&kw(t)kQ∗
CinvTr ≥cΦ
CinvTr kqkQ.
8
2.4. Saddle Point Formulation. With the bilinear form bfrom (2.7) we are in the
position to enforce the Dirichlet boundary conditions in a weak form. The needed Lagrange
multiplier is defined on the time-independent domain I, as described in Section 2.1. The
weak formulation in operator form reads: find u∈L2(t0, T;V) with sufficiently smooth
time derivatives and λ∈L2(t0, T;Q) such that
M¨u(t) + D˙u(t) + Ku(t) + B∗(t)λ(t) = F(t) in V∗,(2.8a)
B(t)u(t) = G(t) in Q∗
(2.8b)
for a.e. t∈[t0, T] with initial conditions
u(t0) = g∈ V,(2.8c)
˙u(t0) = h∈ H.(2.8d)
Therein, Fincludes the applied forces and Gcontains the Dirichlet data uD∈H2(t0, T;V)
and therefore the boundary conditions,
G(t) := b(uD,·;t)∈ Q∗
The time-dependent operator B(t): V → Q∗and its dual B∗(t): Q→V∗are defined via
the bilinear form bfrom (2.7),
B(t)u:= b(u, ·;t)∈ Q∗,B∗(t)λ:= b(·, λ;t)∈ V∗.
Since (2.8) is an operator DAE, i.e., a DAE in an infinite dimensional setting, the initial
values have to satisfy a consistency condition of the form B(t0)g=G(t0). The precise
definitions of the operators M,D, and Kdepend on the given problem. Note that the
time derivatives in (2.8) should be understood in the generalized sense [Zei90, Ch. 23.5].
An advantage of the formulation (2.8) is the time-independence of the spaces in which
the equations are stated. It remains to show that the operator DAE (2.8) is well-posed in
the sense that it is solvable if the corresponding PDE, constrained by Dirichlet boundary
conditions on ΓD(t), is solvable.
Theorem 2.3 (Existence of the Lagrange multiplier).Consider operators M,D, and K
with right-hand side F ∈ L2(t0, T;V∗). Further, let u∈L2(t0, T;V)be a solution of
M¨u(t) + D˙u(t) + Ku(t) = F(t),
where the test functions from Vvanish along ΓD(t)at time t, for given initial conditions
g, h and the constraint u(t) = uD(t)along ΓD(t)for a.e. t∈[t0, T]. Then, there exists a
unique λ∈L2(t0, T;Q)such that (u, λ)is a solution of (2.8).
Proof. The claim follows directly from the inf-sup condition of Lemma 2.2 together with
[Bra07, Th. III.3.6], see also [Alt13a, Th. 4.11].
It remains the question of the existence of a solution u. Therefore, we give a particular
existence result for the linear wave equation with moving Dirichlet conditions.
Example 2.1 (Linear wave equation).Consider the wave equation ¨u−∆u=f, i.e., M=
id, D= 0, and Kcorresponds to the Laplacian. Here, we assume that the transformation
Φ has a time-independent preimage Σ, i.e., Φ(t, Σ) = Ω. Besides, we assume Φ(t) and its
inverse to be continuously differentiable in tand ∇(det D Φ(t)) to be uniformly bounded
from above. Then, there exists a unique solution of (2.8), see Appendix A for a proof.
For a numerical example, for which these assumptions are satisfied, we refer to [Alt13b].
9
3. Semi-Discretized Model
In this section, we analyse the saddle point formulation (2.8) after semi-discretization in
space. For this, we restrict ourselves to the two-dimensional case. For the discretization we
use finite elements and need to introduce triangulations of Ω ⊆R2as well as I. In the two-
dimensional case, we may assume that I⊂Ris an interval. The presented discretization
scheme is stable in the sense that it satisfies a discrete inf-sup condition, which is crucial
to ensure stable approximations of the Lagrange multiplier.
3.1. Finite Element Scheme. Let Tbe a regular triangulation of Ω ⊆R2in the sense
of [Cia78], i.e., we exclude hanging nodes. Furthermore, we assume Tto be shape regular
[Bra07, Ch. II.5]. By TIwe denote a partition of the interval I. The set of edges of a
triangulation or partition is denoted by E(·).
ΓD(t)
ΓD(t)
∂Ω
Figure 3.1. Illustration of the closure ΓD(t) with respect to the triangu-
lation T.
In the sequel, we also need the partition of the moving boundary part which arises from
the restriction of Ton ΓD(t). This partition contains all edges of Twhich have a non-zero
intersection with ΓD(t) in a one-dimensional measure,
TΓ(t) := {E∈ E(T)|int(E)∩ΓD(t)6=∅}.
With respect to this partition, we define the ’closure’ of ΓD(t) by
ΓD(t) := [
E∈E(TΓ(t))
E.
An illustrative picture of the closure is given in Figure 3.1. Clearly, it holds that ΓD(t)⊆
ΓD(t) and they are equal if and only if the endpoints of ΓD(t) are nodes of the triangulation
T.
For the discretization in space, we introduce several finite element spaces. The space of
piecewise polynomials of degree one which are globally continuous is denoted by
Sh:= P1(T)∩C(Ω)d= span{ϕ1, . . . , ϕn1}⊂V.
Therein, ϕ1, . . . , ϕn1denote the standard hat-functions [Bra07, Ch. II] in dcomponents
and therefore a basis of Sh. Thus, the dimension of Shequals dtimes the number of
vertices in T, namely n1.
A second finite element space is given by edge-bubble functions as introduced in [Ver96,
Ch. 1]. Here, we only consider edge-bubble functions on the boundary and in particular
only edges which are part of ΓD(t) at some point in time. Let E1, . . . , Er∈ E(T) denote
these boundary edges, i.e.,
[
t∈[t0,T]
ΓD(t) =
r
[
j=1
Ej.
We define the space
Bh:= span{ψ1, . . . , ψn2}⊂V
where n2:= d·rand ψ1, . . . , ψn2denote the standard edge-bubble functions in dcompo-
nents for the rboundary edges. Note that the dimension n2of the space Bhis independent
10
E
T
ψE
Figure 3.2. Illustration of an edge-bubble function ψEcorresponding to
a boundary edge E. The support of ψEis given by the triangle T.
of time. We summarize some properties of edge-bubble functions, which are important for
later estimates. Recall that k·k0,T and k·k0,E denote the L2-norm on a triangle Tand
on an edge E, respectively.
Lemma 3.1 (Properties of edge-bubble functions).Let ψEdenote the edge-bubble function
for a boundary edge Eof length h=|E|and bordering triangle T, as shown in Figure 3.2.
Furthermore, let Ebe partitioned into two intervals E1, E2with α:= |E1|/h ≥1/2. Then,
(a) ´EψEdx= 2h/3,
(b) k∇ψEk0,T .h−1/2k1k0,E,
(c) ´E1ψEdx≥α´EψEdx, and
(d) ´E2ψEdx≤(1 −α)´EψEdx.
The involved constant in (b) only depends on interior angles of the triangle T.
Proof. The first two claims are taken from [Lip04, Lem. 2.3.1]. The third claim follows by
an easy calculation and the last claim follows directly from (c).
As finite dimensional approximation of the space V, we use a combination of hat-
functions and edge-bubble functions on the boundary,
Vh:= Sh⊕Bh= span{ϕ1, . . . , ϕn1, ψ1, . . . , ψn2}.
The dimension of this space is given by n:= n1+n2. The ansatz space of the Lagrange
multiplier Qis approximated by the space of piecewise constant functions on the interval I.
For this, we introduce the functions χiwhich are constant along one edge of the partition
TIand vanish elsewhere. Since these ansatz functions are in [L2(I)]d, this provides a
discontinuous but still conforming discretization,
Qh:= P0(TI)d= span{χ1, . . . , χm} ⊂ Q.
The dimension of Qh, namely m, equals dtimes the number of edges in TI. At this point,
we assume m<n. As semi-discrete finite element approximations of uand λ, we define
uh(t, x) :=
n1
X
j=1
qj(t)ϕj(x) +
n2
X
j=1
qn1+j(t)ψj(x), λh(t, y) :=
m
X
j=1
µj(t)χj(y).
The introduced discretization scheme also determines the positive definite n-by-nmass
matrix M, the damping matrix D, and the stiffness matrix Kas discrete representations
of the operators M,D, and K, respectively [Gus08, Ch. 12]. For nonlinear operators, D
and Kmay be replaced by some nonlinear functions. With ϕn1+k:= ψkfor k= 1, . . . , n2,
the time-dependent m-by-ncoupling matrix B(t) is given by
B(t)ji := b(ϕi, χj;t) = ˆΓD(t)
ϕi·χj◦Φ−1(t)dx.
11
The described semi-discretization in space results in a DAE for the coefficient vectors
q= [qj] and µ= [µj],
M¨q(t) + D˙q(t) + Kq(t) + BT(t)µ(t) = f(t),
B(t)q(t) = g(t).
(3.1)
Because of the saddle point structure, the DAE (3.1) has index 3 if the matrix B(t) is
of full rank for all t∈[t0, T]. For a precise definition of the index of a DAE see [KM06,
Ch. 3.3]. Roughly speaking, the index gives the needed smoothness of the inhomogeneity
to guarantee a continuously differentiable solution.
In the following subsection, we present assumptions under which the discretization
scheme Vh−Qhfulfills a discrete inf-sup condition. The importance of this condition is
commented in [Bra07, Ch. III.4]. Such a condition also implies the full rank property of
B(t) for all t∈[0, T].
3.2. Discrete Inf-Sup Condition. In order to guarantee stability in the sense of a
discrete inf-sup condition, the triangulations TΓ(t) and TIhave to be compatible in the
sense that the partition of Iis not too fine. A more precise formulation is given in the
following assumption. Therein, hI∈L2(I) and hΓ∈L2(ΓD(t)) denote the piecewise
constant functions which involve the local mesh-sizes, i.e.,
hI|E(x) := |E|for E⊆I, hΓ|F(x) := |F|for F⊆ΓD(t).
Assumption 3.1 (Compatibility of TΓ(t) and TI).We assume that there exists a constant
0<ε<1/4, independent of t, such that
cΦhI◦Φ−1(t)≥(3/2 + ε)hΓ
(3.2)
is satisfied a.e. on ΓD(t) with constant cΦfrom (2.3). The condition ε < 1/4 is just
included in order to unify the computations below.
The assumption states that the mesh-size of TI, transformed to ΓD(t), should be larger
than the mesh-size of Talong the moving boundary. In addition TΓ(t) has to be quasi-
uniform in the following sense.
Assumption 3.2 (Quasi-uniformity of TΓ(t)).Let κdenote the largest ratio of two adjacent
edges in the partition TΓ(t). Then, we assume that κ≤2.
Remark 3.1.If the triangulation on the boundary TΓ(t) is uniform, i.e., κ= 1, then
Assumption 3.1 can be weakened to cΦ(hI◦Φ−1(t)) ≥(1 + ε)hΓ.
In preparation for the main result of this section, we need to construct for a given
function qh∈ Qha piecewise constant function γh∈[P0(TΓ(t))]dwhich is a good approxi-
mation of qh◦Φ−1(t). The construction of γhis only necessary for the analysis of the finite
element scheme and does not have to be computed in the actual simulation. To clarify
the notation, in the sequel we neglect the time dependence of Φ−1.
3.2.1. Construction of γh.Assume that t∈[t0, T] is arbitrary but fixed. Consider qh∈
P0(TI) and its transformed analogon qh◦Φ−1, which is also piecewise constant and hence
in L2(ΓD(t)). Without relabeling, we extend this function by zero such that qh◦Φ−1∈
L2(ΓD(t)). Note that qh◦Φ−1is piecewise constant but not necessarily with respect to
TΓ(t), i.e., qh◦Φ−16∈ P0(TΓ(t)).
Proposition 3.2. Under Assumption 3.1 or the weaker condition of Remark 3.1, the
piecewise constant function qh◦Φ−1can only take two different values on an edge E∈
E(TΓ(t)).
12
Proof. Suppose that qh◦Φ−1has more than two values on E. Then, there exists an
edge F∈ E(TI) with Φ(F)⊂Eand |Φ(F)|<|E|. Equation (2.3) then implies that for
x∈Φ(F),
cΦhI◦Φ−1(x) = cΦ|F|≤|Φ(F)|<|E|=hΓ(x)
which is a contradiction to Assumption 3.1 as well as Remark 3.1.
We define the approximation of qh◦Φ−1in P0(TΓ(t)) edge-wise. For this, consider an
edge E∈ E(TΓ(t)) with a partition E=E1∪E2such that
qh◦Φ−1|E(x) = (αfor x∈E1,
βfor x∈E2.
(3.3)
Such a partition always exists because of Proposition 3.2. If qh◦Φ−1is constant on E,
then E2vanishes. With the help of this decomposition, we define γh∈ P0(TΓ(t)) by
γh|E:= (αif |E1| ≥ |E2|,
βotherwise.
(3.4)
Before we show that γhis a reasonable approximation of qh◦Φ−1, we define weighted
norms of L2(ΓD(t)) and L2(ΓD(t)),
k·k2
h:= X
E∈E(TΓ(t))
hEk·k2
L2(E∩ΓD(t)),k·k2
h,¯
Γ:= X
E∈E(TΓ(t))
hEk·k2
L2(E).
The approximation property of the constructed function γhin (3.4) is given in the following
lemma.
Lemma 3.3 (Approximation property of γh).Let ψEdenote the edge-bubble function
for an edge Eand consider qh∈ P0(TI)as well as Assumptions 3.1 and 3.2. Then, the
corresponding function γh∈ P0(TΓ(t)) defined in (3.4) satisfies
X
E∈E(TΓ(t))
hEˆE∩ΓD(t)qh◦Φ−1·γhψEdx≥ε
4X
E∈E(TΓ(t))
hEˆE
γ2
hψEdx(3.5a)
and
kqh◦Φ−1kh≤√3kγhkh,¯
Γ.(3.5b)
Proof. Recall that 0 <ε<1/4 and that hE=|E|denotes the length of an edge E. With
the partition of Eas in (3.3), we distinguish two types of edges:
type 1: qh◦Φ−1is constant along E, i.e., E=E1,
type 2: qh◦Φ−1takes two different values, i.e., |E2| 6= 0 and |E1| ≥ hE/2.
Consider an arbitrary edge E∈ E(TΓ(t)) with E⊆ΓD(t). If Eis of first type, then
hEˆEqh◦Φ−1·γhψEdx=hEˆE
γ2
hψEdx.(3.6)
If Eis of second type, we obtain with parts (c) and (d) of Lemma 3.1 and Young’s
13
E1E2
D E F
Figure 3.3. An edge E, partitioned into E1and E2, with neighboring
edges Dand Fas in the proof of Lemma 3.3.
inequality 2ab ≤λa2+b2/λ for λ > 0 [Eva98, App. B] that
hEˆEqh◦Φ−1·γhψEdx=hEˆE1
α2ψEdx+hEˆE2
αβψEdx
≥hE
2ˆE
α2ψEdx−hE
2λˆE2
α2ψEdx−hEλ
2ˆE2
β2ψEdx
≥hE
42−1
λˆE
γ2
hψEdx−hFλκ2
4ˆF
γ2
hψFdx.
Thereby, Fdenotes the edge adjacent of E2as shown in Figure 3.3. With the choice
λ= 1/(κ−ε), we obtain an estimate of the form
hEˆEqh◦Φ−1·γhψEdx≥c1(ε)hEˆE
γ2
hψEdx−c2(ε)hFˆF
γ2
hψFdx.(3.7)
Because of Assumption 3.2, the constants c1and c2satisfy
c1(ε) = 1
42−κ+ε≥ε
4, c2(ε) = κ2
4(κ−ε).
For an edge Ewith E6⊆ ΓD(t), i.e., an edge with only one neighbor in ΓD(t) (recall
Figure 3.1), it holds that
ˆE∩ΓD(t)qh◦Φ−1·γhψEdx≥1
2ˆE
γ2
hψEdx.
We are now in the position to sum up all contributions which gives
X
E∈E(TΓ(t))
hEˆE∩ΓD(t)qh◦Φ−1·γhψEdx≥X
E∈E(TΓ(t))
cEhEˆE
γ2
hψEdx.
It remains to show cE≥ε/4 for all edges E∈ E(TΓ(t)). Because of (3.2), negative
contributions can only arise for edges of first type. Thus, it holds that cE≥c1(ε)≥ε/4
for edges Eof second type or E6⊆ ΓD(t). If Eis of first type, we distinguish two cases:
First, there is only one negative contribution coming from a neighboring edge in form of
(3.7). Then, with (3.6) we obtain the estimate
cE= 1 −c2(ε) = 1 −1
4
κ2
κ−ε≥1−1
2−ε>3
7.
In the second case, we have two negative terms for the edge E, i.e., there are negative
contributions from both neighboring edges. We show that (3.2) then locally implies a
stricter bound on κ. Let Dand Fdenote the neighboring edges of Eas illustrated in
Figure 3.3 (here with E=E1) and D2,F2the adjacent parts, respectively. The restriction
of the mesh-size (3.2) implies |D2| ≤ |D|/2 = hD/2 and |F2| ≤ |F|/2 = hF/2. Locally,
the largest ratio of two adjacent edges is given by the maximum of the ratios hD/hE
14
and hF/hE. We assume w.l.o.g. that hD≥hFand thus, obtain the local edge ratio
κE:= hD/hE. Then, Assumption 3.1 implies
3/2 + εκEhE=3/2 + εhD< cΦ(hI◦Φ)|D2≤ |D2|+|E|+|F2| ≤ (1 + κE)hE.
Thus, κE<2/(1 + 2ε) which leads to
cE= 1 −2c2(ε)=1−1
2
κ2
E
κE−ε≥1−2
(1 + 2ε)(2 −ε−2ε2)≥ε
4.
In total, this yields the stated estimate (3.5a).
For the second claim (3.5b), consider an arbitrary edge E∈ E(TΓ(t)). If qh◦Φ−1is
constant along E, then kqh◦Φ−1kL2(E)=kγhkL2(E). Otherwise, we distinguish between
the cases E⊆ΓD(t) and E6⊆ ΓD(t). In the first case, we have (w.l.o.g. |E2|≤|E1|)
kqh◦Φ−1k2
L2(E)=ˆE1
α2dx+ˆE2
β2dx≤ˆE
α2dx+κ
2ˆF
β2dx≤ kγhk2
L2(E∪F).
Therein, Fdenotes the neighboring edge of Eon which γhtakes the value β. For a
boundary edge, γheither equals the value of qh◦Φ−1,
kqh◦Φ−1k2
L2(E∩ΓD(t)) =kγhk2
L2(E∩ΓD(t)) ≤ kγhk2
L2(E)
or vanishes along E. Then, again with neighboring edge F,
kqh◦Φ−1k2
L2(E∩ΓD(t)) ≤ kγhk2
L2(E∪F).
The summation over all edges finally proves the claim.
3.2.2. Proof of the discrete inf-sup condition. With the approximation γhfrom (3.4) in
hand, we are able to proof the stability condition of the discretization scheme Vh− Qh
introduced in Section 3.1.
Theorem 3.4 (Discrete inf-sup condition).Under Assumptions 2.1, 3.1 and 3.2, the
bilinear form bfrom (2.7) satisfies a discrete inf-sup condition w.r.t. the discrete spaces
Vhand Qh, i.e., there exists a positive constant βdisc(ε), independent of the mesh-sizes
and time, with
inf
qh∈Qh
sup
vh∈Vh
b(vh, qh;t)
kvhkVkqhkQ≥βdisc(ε)>0.
Proof. The proof basically works as for a fixed Dirichlet boundary [Lip04, Th. 2.3.7].
Nevertheless, the involved transformation requires several adjustments such that we give
the details here.
Consider an arbitrary qh∈ Qhwith kqhk−1/2,I = 1. As in [Lip04], we show the existence
of constants c1, c2, c3, which may depend on εbut not on the mesh-size or time, such that
(i) sup
vh∈Vh
b(vh, qh;t)
kvhkV≥c1kqh◦Φ−1(t)kh,(ii) sup
vh∈Vh
b(vh, qh;t)
kvhkV≥c2−c3kqh◦Φ−1(t)kh.
Since k·kh≥0, the claim then follows from
sup
vh∈Vh
b(vh, qh;t)
kvhkV≥max c1kqh◦Φ−1(t)kh, c2−c3kqh◦Φ−1(t)kh≥c1c2
c1+c2
.
In the proof we use generic constants which are independent of the mesh-size and time.
Furthermore, we neglect the time-dependence of variables.
15
Proof of (i): As described at the beginning of this subsection, qh◦Φ−1can be extended
by zero to a piecewise constant function on ΓD(t). In addition, γh∈[P0(TΓ(t))]ddenotes
the function defined componentwise as in (3.4). We define uh∈ Bh⊂ Vhby
uh:= X
E∈E(TΓ(t))
hE·γh|E·ψE
with edge-bubble function ψE. Inserting uhinto the bilinear form b, by Lemma 3.3 we
obtain
b(uh, qh;t) = ˆΓD(t)
uh·qh◦Φ−1dx
=X
E∈E(TΓ(t))
hEˆE∩ΓD(t)
γh·ψE·qh◦Φ−1(t)dx
≥ε
4X
E∈E(TΓ(t))
hEˆE
γ2
h·ψEdx=ε
6X
E∈E(TΓ(t))
hEˆE
γ2
hdx=ε
6kγhk2
h,¯
Γ.(3.8)
In the following, we use part (b) of Lemma 3.1. For a boundary edge Ewe denote the
adjacent triangle by TE. By a Poincar´e-Friedrichs inequality (e.g. [PW60] for convex
domains), the H1-norm of uhis bounded by
kuhk2
V.k∇uhk2
0,Ω=X
E∈E(TΓ(t))
h2
Ek∇(γhψE)k2
0,TE.X
E∈E(TΓ(t))
hEkγhk2
0,E =kγhk2
h,¯
Γ.
(3.9)
Together with the estimates (3.8) and (3.9), Lemma 3.3 yields
sup
vh∈Vh
b(vh, qh;t)
kvhkV≥b(uh, qh;t)
kuhkV≥ε
6kγhk2
h,¯
Γ
kuhkV
&εkγhkh,¯
Γ&εkqh◦Φ−1kh.
Proof of (ii): Note that Theorem 2.1 implies qh◦Φ−1∈[H1/2(ΓD(t))∗]dand
1 = kqhk−1/2,I ≤ kA−1/2k kqh◦Φ−1k−1/2,ΓD(t).
Thus, the norm of qh◦Φ−1is bounded from below. By the definition of the dual norm,
there exists a ˆq∈[H1/2(ΓD(t))]dwith kˆqk1/2,ΓD(t)= 1 such that
1
2kA−1/2k≤1
2kqh◦Φ−1k−1/2,ΓD(t)≤ˆΓD(t)
ˆq·qh◦Φ−1dx.(3.10)
Just as in [Lip04], we introduce ˜u(t) as weak solution of the Poisson equation
−∆˜u= 0 in Ω,˜u= ˆqon ΓD(t).
By ˜uhwe denote its Cl´ement interpolation [Cl´e75] in Sh. Standard stability estimates and
properties of the Cl´ement interpolation give
k˜uhk1,Ω.k˜uk1,Ω.kˆqk1/2,ΓD(t)= 1,(3.11)
k˜u−˜uhk0,E .h1/2
Ek˜uk1,ωE.(3.12)
16
Therein, ωEdenotes the set of triangles which have at least one common point with the
edge E. Inserting ˜uhinto the bilinear form b, we obtain by (3.10)-(3.12) and the Cauchy-
Schwarz inequality,
b(˜uh, qh;t) = ˆΓD(t)
˜u·(qh◦Φ−1(t)) dx+ˆΓD(t)
(˜uh−˜u)·qh◦Φ−1(t)dx
=ˆΓD(t)
ˆq·(qh◦Φ−1(t)) dx+X
E∈E(TΓ(t)) ˆE∩ΓD(t)
(˜uh−˜u)·(qh◦Φ−1(t)) dx
≥1
2kA−1/2k−X
E∈E(TΓ(t))
h−1/2
Ek˜u−˜uhk0,E∩ΓD(t)h1/2
Ekqh◦Φ−1k0,E∩ΓD(t)
≥c2−c3 X
E∈E(TΓ(t)) k˜uk2
1,ωE!1/2 X
E∈E(TΓ(t))
hEkqh◦Φ−1k2
0,E∩ΓD(t)!1/2
≥c2−c3k˜uk1,Ωkqh◦Φ−1kh.
Note that the constant c3only depends on the minimal interior angle of the triangulation
and kA−1/2k. The latter is independent of tbecause of Assumption 2.1. Thus, with (3.11)
we obtain the estimate
sup
vh∈Vh
b(vh, qh;t)
kvhkV≥b(˜uh, qh;t)
k˜uhkV
&c2−c3kqh◦Φ−1kh.
4. Conclusion
We have introduced a theoretical and numerical applicable framework to include Dirich-
let boundary conditions on moving boundary parts. By initiating a time-dependent bi-
Lipschitz transformation, we were able to formulate the dynamical system as a saddle
point problem within time-independent ansatz spaces. Although the proofs work with the
transformation of the entire domain, for practical computations it suffices to transform
the Dirichlet boundary. Because of the saddle point structure, the key for the analysis of
the continuous as well as the semi-discrete model is the verified inf-sup condition.
We have presented a spatial discretization scheme which is stable under some com-
patibility and quasi-uniformity condition. The compatibility assumption is necessary to
ensure that the number of constraints along the boundary is not larger than the number
of degrees of freedom.
Possible fields of application include flexible multibody dynamics. In this context,
Dirichlet boundary conditions may be used as dynamic coupling conditions. In order to
stay within this framework, the coupling surfaces have to be known beforehand. This
gives the main difference between this model and nonlinear contact problems. However,
the framework is not restricted to model interconnections of flexible bodies. The presented
model also allows to couple different kinds of physics.
References
[AF03] R. A. Adams and J. J. F. Fournier. Sobolev Spaces. Elsevier, Amsterdam, second edition, 2003.
[Alt13a] R. Altmann. Index reduction for operator differential-algebraic equations in elastodynamics.
Z. Angew. Math. Mech. (ZAMM), 93(9):648–664, 2013.
[Alt13b] R. Altmann. Modeling flexible multibody systems by moving Dirichlet boundary conditions. In
Proceedings of Multibody Dynamics 2013 - ECCOMAS Thematic Conference (Zagreb, Croatia),
2013.
[AS98] M. Arnold and B. Simeon. The simulation of pantograph and catenary: a PDAE approach.
Preprint 1990, Technische Universit¨at Darmstadt, Germany, 1998.
17
[AS00] M. Arnold and B. Simeon. Pantograph and catenary dynamics: A benchmark problem and its
numerical solution. Appl. Numer. Math., 34(4):345–362, 2000.
[Bab73] I. Babuˇska. The finite element method with Lagrangian multipliers. Numer. Math., 20:179–192,
1973.
[BB99] F. Ben Belgacem. The mortar finite element method with Lagrange multipliers. Numer. Math.,
84(2):173–197, 1999. 10.1007/s002110050468.
[BG03] I. Babuˇska and G. N. Gatica. On the mixed finite element method with Lagrange multipliers.
Numer. Meth. Part. D. E., 19(2):192–210, 2003.
[Bra81] J. H. Bramble. The Lagrange multiplier method for Dirichlet’s problem. Math. Comp.,
37(155):1–11, 1981.
[Bra07] D. Braess. Finite Elements - Theory, Fast Solvers, and Applications in Solid Mechanics. Cam-
bridge University Press, New York, third edition, 2007.
[BS08] S. C. Brenner and L. R. Scott. The Mathematical Theory of Finite Element Methods. Springer-
Verlag, New York, third edition, 2008.
[CCFR07] F. J. Cavalieri, A. Cardona, V. D. Fachinotti, and J. Risso. A finite element formulation for
nonlinear 3D contact problems. Mec´anica Computacional, XXVI(16):1357–1372, 2007.
[Cia78] P. G. Ciarlet. The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam,
1978.
[Cl´e75] P. Cl´ement. Approximation by finite element functions using local regularization. RAIRO Anal.
Num´er., 9(2):77–84, 1975.
[EG92] L. C. Evans and R. F. Gariepy. Measure Theory and Fine Properties of Functions. Studies in
Advanced Mathematics. CRC Press, Boca Raton, FL, 1992.
[Eˇ
S12] E. Emmrich and D. ˇ
Siˇska. Evolution equations of second order with nonconvex potential and
linear damping: existence via convergence of a full discretization. Technical report, University
of Liverpool, 2012.
[Eva98] L. C. Evans. Partial Differential Equations. American Mathematical Society (AMS), Provi-
dence, second edition, 1998.
[GC01] M. G´eradin and A. Cardona. Flexible Multibody Dynamics: A Finite Element Approach. John
Wiley, Chichester, 2001.
[GGKR02] J. A. Griepentrog, K. Gr¨oger, H.-C. Kaiser, and J. Rehberg. Interpolation for function spaces
related to mixed boundary value problems. Math. Nachr., 241:110–120, 2002.
[Gus08] B. Gustafsson. High Order Difference Methods for Time Dependent PDE. Springer-Verlag,
Berlin, 2008.
[KM06] P. Kunkel and V. Mehrmann. Differential-Algebraic Equations: Analysis and Numerical Solu-
tion. European Mathematical Society (EMS), Z¨urich, 2006.
[Lip04] M. K. Lipinski. A posteriori Fehlersch¨atzer f¨ur Sattelpunktsformulierungen nicht-homogener
Randwertprobleme. PhD thesis, Ruhr Universit¨at Bochum, 2004.
[LS65] J.-L. Lions and W. A. Strauss. Some non-linear evolution equations. Bull. Soc. Math. France,
93:43–96, 1965.
[Neˇc67] J. Neˇcas. Les M´ethodes Directes en Th´eorie des Equations Elliptiques. Masson et Cie, ´
Editeurs,
Paris, 1967.
[PEM+97] G. Poetsch, J. Evans, R. Meisinger, W. Kort¨um, W. Baldauf, A. Veitl, and J. Wallaschek.
Pantograph/catenary dynamics and control. Vehicle System Dynamics, 28(2–3):159–195, 1997.
[PW60] L. E. Payne and H. F. Weinberger. An optimal Poincar´e inequality for convex domains. Arch.
Rational Mech. Anal., 5:286–292, 1960.
[Sha05] A. A. Shabana. Dynamics of Multibody Systems. Cambridge University Press, Cambridge, third
edition, 2005.
[Sim06] B. Simeon. On Lagrange multipliers in flexible multibody dynamics. Comput. Methods Appl.
Mech. Engrg., 195(50–51):6993–7005, 2006.
[Sim13] B. Simeon. Computational flexible multibody dynamics. A differential-algebraic approach.
Differential-Algebraic Equations Forum. Springer-Verlag, Berlin, 2013.
[Ste08] O. Steinbach. Numerical Approximation Methods for Elliptic Boundary Value Problems: Finite
and Boundary Elements. Springer-Verlag, New York, 2008.
[Ver96] R. Verf¨urth. A Review of A Posteriori Error Estimation and Adaptive Mesh-Refinement Tech-
niques. Wiley-Teubner, Stuttgart, 1996.
[Wlo87] J. Wloka. Partial Differential Equations. Cambridge University Press, Cambridge, 1987.
[Zei90] E. Zeidler. Nonlinear Functional Analysis and its Applications IIa: Linear Monotone Operators.
Springer-Verlag, New York, 1990.
18
Appendix A. Proof of Example 2.1
The idea of the proof is to rewrite (2.8) such that a transformation by Φ leads to a
fixed Dirichlet boundary problem. As a consequence, the transformed operator ¯
Kwill be
time-dependent. The stated result then follows from the general framework in [Wlo87,
Ch. V]. In this part, we often neglect the time-dependence of the variables.
As a first step, we reformulate (2.8) with the operator ˆ
B(t): V → Q∗, which is defined
by
hˆ
B(t)u, qiQ∗,Q:= ˆ
b(u, q;t) := ˆΓD(t)
u·q◦Φ−1(t)|det D Φ−1(t)|dx.
To obtain an equivalent system, we have to adjust the right-hand side Gand λ, respectively.
Therefore, we introduce hˆ
G(t), qi:= ˆ
b(uD, q;t) and define ˆ
λ∈L2(t0, T;Q) by the one-to-
one relation ˆ
λ◦Φ−1|det D Φ−1|=λ◦Φ−1.
Thus, system (2.8) has a solution (u, λ) if and only if there exists a solution of
¨u(t) + Ku(t) + ˆ
B∗(t)ˆ
λ(t) = F(t) in V∗,(A.1a)
ˆ
B(t)u(t) = ˆ
G(t) in Q∗
(A.1b)
with the same initial values.
In the second step, we transform the equations by Φ. For this, we use the variational
formulation of (A.1). The transformation formula applied to (A.1b) then yields
ˆI
(u◦Φ)qdx=hˆ
G(t), qifor all q∈ Q.
Introducing ϕ(t) := |det D Φ(t)|, which is bounded away from zero by (2.3), we obtain the
equivalent equation
ˆI
(u◦Φϕ1/2)qϕ−1/2dx=hˆ
G(t), qϕ−1/2ϕ1/2i=: h¯
G(t), qϕ−1/2ifor all q∈ Q.(A.2)
Defining ¯q:= qϕ−1/2∈ Q, we can equivalently test equation (A.2) for all ¯q∈ Q instead of
q∈ Q. Recall that Σ denotes the preimage of Ω under Φ, i.e., Φ(t, Σ) = Ω. Then, setting
a(t) := u(t)◦Φ(t)ϕ1/2(t)∈ VΣ:= [H1(Σ)]d(by Theorem 2.1), we obtain the equation
ˆI
a(t) ¯qdx=h¯
G(t),¯qifor all ¯q∈ Q
or, equivalently, in operator form with the time-independent trace operator ¯
B:VΣ→ Q∗,
¯
Ba(t) = ¯
G(t) in Q∗.(A.3)
The transformation formula applied to the variational formulation of (A.1a) yields
d2
dt2u◦Φϕ1/2, v ◦Φϕ1/2Σ+hKu, vi+ˆI
v◦Φˆ
λdx=hF(t), vifor all v∈ V.
Because of Theorem 2.1 and (2.3), the functions w:= (v◦Φ) ϕ1/2satisfy w∈ VΣ. The
bi-Lipschitz equivalence allows to test the equation with functions w∈ VΣinstead of
v∈ V. Since we test with all functions in VΣ, we may assume that the test functions are
independent of t. By a rescaling of ˆ
λ, which we denote by ¯
λ, and the introduction of a
new right-hand side ¯
F, we obtain the equivalent equation
d2
dt2a(t), wΣ+h¯
K(t)a(t), wi+h¯
Bw, ¯
λi=h¯
F(t), wifor all w∈ VΣ,
19
or, as operator equation,
¨a(t) + ¯
K(t)a(t) + ¯
B∗¯
λ(t) = ¯
F(t) in V∗
Σ.(A.4)
Therein, the symmetric and time-dependent operator ¯
K(t): VΣ→ V∗
Σis defined by
¯
K(t)a, wV∗
Σ,VΣ
:= K(aϕ−1/2)◦Φ−1,(wϕ−1/2)◦Φ−1V∗,V.
Since we have only used the transformation Φ and a rescaling by the bounded function ϕ,
system (2.8) has a solution (u, λ) if and only if there exists a solution (a, ¯
λ) of (A.3)-(A.4).
In the last step we show that system (A.3)-(A.4) has a unique solution. Since the trace
operator ¯
Bsatisfies an inf-sup condition, by [Bra07, Th. III.3.6] it is sufficient to show
that the operator equation
¨a(t) + ¯
Ka(t) = ¯
F(t) in (VΣ,I)∗
has a unique solution a∈L2(t0, T;VΣ,I). Thereby, VΣ,I denotes the subspace of VΣwith
vanishing boundary values along I⊂∂Σ. The in Example 2.1 assumed smoothness of
the transformation Φ implies that the time-dependent operator ¯
Kfits in the framework of
[Wlo87, Ch. V]. Thus, the existence of a unique solution follows by [Wlo87, Th. 29.1].
†Institut f¨
ur Mathematik MA4-5, Technische Universit¨
at Berlin, Straße des 17. Juni
136, D–10623 Berlin, Germany