A Least-Squares/Fictitious Domain Method for Linear Elliptic Problems with Robin Boundary Conditions

In this article, we discuss a least-squares/fictitious domain method for the solution of linear elliptic boundary value problems with Robin boundary conditions. Let Ω and ω be two bounded domains of Rd such that ω⊂Ω. For a linear elliptic problem in Ω\ω with Robin boundary condition on the boundary γ of ω, our goal here is to develop a fictitious domain method where one solves a variant of the original problem on the full Ω, followed by awell-chosen correction over ω. Thismethod is of the virtual control type and relies on a least-squares formulation making the problem solvable by a conjugate gradient algorithm operating in a well chosen control space. Numerical results obtained when applying our method to the solution of two-dimensional elliptic and parabolic problems are given; they suggest optimal order of convergence. AMS subject classifications: 65M85, 65N85, 76M10, 93E24