Kersten Schmidt 1 and Ralf Hiptmair 2

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1 ASYMPTOTIC BOUNDARY ELEMENT METHODS FOR THIN CONDUCTING SHEETS Kersten Schmidt 1 and Ralf Hiptmair 2 Abstract. Various asymptotic models for thin conducting sheets in computational electromagnetics describe them as closed hyper-surfaces equipped with linear local transmission conditions for the traces of electric and magnetic fields. The transmission conditions turn out to be singularly perturbed with respect to limit values of parameters depending on sheet thickness and conductivity. We consider the reformulation of the resulting transmission problems into boundary integral equations BIE and their Galerkin discretization by means of low-order boundary elements. We establish stability of the BIE and provide a priori h-convergence estimates, with the dependence on model parameters made explicit throughout. This is achieved by a novel technique harnessing truncated asymptotic expansions of Galerkin discretization errors Mathematics Subject Classification. 65N38, 35C20, 35J25, 41A60, 35B40, 78M30, 78M35. Version: September 30, 2013 Contents 1. Introduction Thin Conducting Sheets Impedance Transmission Conditions Overview Model problem for numerical experiments 4 2. Shielding models Impedance transmission conditions of type I [9, 15, 16] Impedance transmission conditions of type II [12] Impedance transmission conditions of type III [19, Sec. 3.7], [10], [14] Impedance transmission conditions of type IV [14, 17] 5 3. Boundary integral equations The representation formula Boundary element spaces 7 4. Second kind boundary element formulation for problems of type I Boundary integral formulation Boundary element formulation Numerical experiments First kind boundary element formulation for problems of type II Boundary integral formulation Boundary element formulation Numerical experiments Second kind boundary element formulation for problems of type III Boundary integral formulation Boundary element formulation 25 Keywords and phrases: Boundary element method, Asymptotic Expansions, Transmission Condition, Thin Conducting Sheets. 1 DFG Research Center MATHEON, TU Berlin, Berlin, Germany; kersten.schmidt@math.tu-berlin.de. 2 Seminar for Applied Mathematics, ETH Zurich, 8092 Zürich, Switzerland; hiptmair@sam.math.ethz.de.

2 Numerical experiments First kind boundary element formulation for problems of type IV Boundary integral formulation Boundary element formulation Numerical experiments 31 References 31 Appendix A. Discrete dual projections Thin Conducting Sheets 1. Introduction We consider a thin conducting sheet of constant thickness d > 0 and constant relative conductivity ξ, which is, for simplicity, the only conductor in otherwise non-conductive space. Its locus Ω int can be expressed as all points with minimal distance d/2 to its mid-line Γ, which is supposed to be a closed cylinder. Figure 1 displays a cross-section. Assume translation invariance in one direction. Then, for the transverse magnetic TM mode, the complex amplitude E of the out-of-plane component of the electric field solves the partial differential equation PDE Ex + ξ 2 xex = F x in R 2, 1 where ξ 2 x = { iωµσ, for x Ω int, 0, for x Ω int, 2 with angular frequency ω > 0, permeability µ and conductivity σ of the sheet material. The PDE 1 describes the relation of an injected electric current J 0 out-of-plane via the source term F x = iωµxj 0 x and the induced electric field Ex. The in-plane magnetic field H can be recovered as iωµ 1 x Ex, where we wrote V = V 2, V 1. The PDE 1 has to be supplemented with a decay condition at infinity. Remark 1.1. In the electromagnetic context, 1 is an intrinsically two-dimensional model and it will be the 2D setting for which the equations discussed in this paper have direct physical relevance. However, 1 still makes mathematical sense in R 3, whence Γ is a closed 2-dimensional orientable manifold. Thus, in the remainder of this article we will treat 1 set in R n, n = 2, 3. Let γ 0 ± : H1 loc Ω ext H 1 2 Γ denote the Dirichlet trace operators from outside and inside of Γ, respectively. Similarly, write γ 1 ± : H1 loc, Ω ext H 1 /2 Γ for the standard Neumann traces. Their jumps and means are denoted by [γ l V ] := γ + l V γ l V, {γ lv } := 1 2 γ + l V + γ l V Impedance Transmission Conditions If d diamγ, we may model the impact of the conducting sheet on the fields through so-called impedance transmission conditions ITCs connecting traces of electric and magnetic fields on both sides of Γ, see Section 2. The resulting transmission problem has the general form U = F, in R n \Γ, T 11 [γ 0 U] + T 12 {γ 0 U} + T 13 {γ 1 U} = 0, on Γ, T 21 [γ 1 U] + T 22 {γ 0 U} + T 23 {γ 1 U} = 0 on Γ, 4 where the T ij may be mere complex coefficients but can also compromise tangential differential operators on Γ. We denote Γ the tangential gradient and Γ the Laplace-Beltrami operator on Γ, which are the first and second tangential derivative for n = 2, respectively. Also the equations 4 have to be supplemented with suitable decay conditions for U at infinity, see [11, Chap. 8, p. 259].

3 3 d Γ Ω ext F = iωµ 0j 0 Ω int a Ω ext b c Figure 1. a Geometric setting of a thin conducting sheet in Ω int of thickness d and with mid-line Γ. The exterior of the sheet Ω ext = R 2 \Ω int where ξx = 0 houses source currents. b Electric field real part of two current carrying circular wires without conducting shielding sheet. c Electric field real part of two current carrying circular wires in presence of a thin ellipsoidal conducting sheet. Γ h n Figure 2. Mesh Γ h of the mid-line Γ for boundary element methods for the different impedance transmission conditions Overview In this article we are concerned with the derivation and analysis of boundary integral equations BIE equivalent to the transmission problem 4, a priori convergence estimates for low-order conforming boundary element BEM Galerkin discretizations of those. This will be done for an array of concrete asymptotic shielding models presented in Section 2. Particular emphasis will be put on making explicit the dependence of stability and convergence estimates on model parameters, because these may become small or large in modulus, which may cause singular perturbations. In general, the asymptotic models are justified only for sufficiently smooth mid-lines Γ. On the other hand, both the boundary integral equations and the numerical methods remain meaningful, if Γ is merely Lipschitz continuous. Thus, Lipschitz continuity will be our minimal assumption on Γ. Several results will hinge on extra smoothness of Γ, which will be specified precisely in each case. A brief survey of boundary integral operators and boundary element spaces is supplied in Section 3.1. Then transmission problems with particular structure and dependence on parameters are discussed in Sections 4 through 7. In each, we establish the stability of the derived BIE, then introduce suitable boundary element Galerkin discretizations, followed by investigations into their convergence. Our a priori error estimates for Galerkin BEM often rely on a novel technique for proving uniform stability of parameter dependent discrete variational problems, which is based on asymptotic expansions. Numerical experiments for a model problem are included to demonstrate, how the predictions of the theory manifest themselves in actual computations.

4 Model problem for numerical experiments For illustration we will study the different ITCs by numerical experiments for a simple model problem. A thin conducting sheet of thickness d = 3 mm has an ellipsoidal mid-line with the semi-axes 60 mm and 1500 mm 38.7 mm, centered around the origin. The electromagnetic fields are excited by two cylindrical current carrying wires with radius 12.5 mm centered at positions ± 25 mm, 0 and with F = ±1 arbitrary units, see the schematic sketch in Fig. 1a. For one set of computations we choose ξ 1 = mm corresponding to a skin depth d skin = 2/ ξ 9.26 mm, about three times the sheet thickness. For copper, for which σ = AVm 1, µ = µ 0 = 4π 10 7 VsAm 1, this parameter ξ corresponds to a frequency of 50 Hz ω = 314 rad/s. We have computed reference solutions using a high order finite element discretisation with exactly curved cells with the numerical C++ library Concepts [5,6]. Our problem is stated in the unbounded space R 2, which we model by exact Dirichlet-to-Neumann maps on the circular boundary of a bounded computational domain. This gives a reference solution on uniform intervals on Γ and error norms are computed with the trapezoidal rule. Note, that both the reference solution and the BEM solution are affected by a modelling error introduced by using the ITCs instead of modelling the thin conducting sheet, and we will compare the solution of the proposed BEM for the different ITCs with their respective reference solution. 2. Shielding models We present a variety of ITCs of the form 4 that have been proposed by different authors. We forgo a discussion of their derivation, scope and performance and refer the reader to [15] or the original works cited below Impedance transmission conditions of type I [9, 15, 16] The impedance transmission conditions of type I are [γ 1 U] β 1 {γ 0 U} = 0 on Γ, 5a [γ 0 U] = 0 on Γ, 5b where the complex coefficient β 1 is of the form β 1 = ϕ 1 ξd/d. It is given for the models ITC-1-0, ITC-1-1, ITC-2-0 see [15] by β1 ITC-1-0 = ξ 2 d, β1 ITC-1-1 = ξ 2 d ξ2 d 2, β1 ITC-2-0 2ξ sinh ξ d 2 = cosh ξ d 2 ξ d 2 sinh. ξ d 6 2 The range of validity of the transmission conditions ITC-1-0, ITC-1-1 and ITC-2-0 is ξd 0,, and β 1 may have small or large absolute values. Lemma 2.1. For any bounded ξ 1 + i R + with ξ > 0 and any d > 0 it holds for the models ITC-1-0, ITC-1-1 and ITC-2-0 that Imβ 1 < 0. Remark 2.2. The imaginary part of β1 ITC-2-0 tends to zero for ξd and d fixed, whereas the real part tends to the negative value 4/d while argβ1 ITC-2-0 π 1 see Fig. 3. Both imaginary and real part of β1 ITC-1-1 tend to for ξd and d fixed while argβ1 ITC-1-1 π as well Impedance transmission conditions of type II [12] The impedance transmission conditions of type II are where the values of β 1, β 2 for the model NTFS see [15] are given by [γ 1 U] β 1 β 2 Γ {γ 0 U} = 0 on Γ, 7a [γ 0 U] = 0 on Γ, 7b β NTFS 1 = ξ 2 d, β NTFS 2 = d. 8 The parameters β 2 have the form β 2 = ϕ 2 ξdd. Note, that the ITCs of type I are of type II with β 2 = 0. The range of validity of NTFS is ξd 0,. 1 For a complex number z C we define argz π, π] as the angle enclosed by its associated vector and the positive real axis in the complex plane.

5 Impedance transmission conditions of type III [19, Sec. 3.7], [10], [14] The impedance transmission conditions of type III are [γ 1 U] β 1 {γ 0 U} = 0 on Γ, 9a [γ 0 U] β 3 {γ 1 U} = 0 on Γ, 9b where the values of β 1 and β 3 for the models MB and ITC-2-1 for vanishing curvature see [15] are given by β MB 1 = 2ξ tanhξ d 2 β ITC =, βmb 2ξ sinh ξ d 2 cosh ξ d 2 ξ d 2 sinh ξ d 2 Note, that the parameters β 3 are of the form β 3 = ϕ 3 ξdd., β ITC = d 3 = 2 ξ tanhξ d 2, ξd tanhξ d Lemma 2.3. For any ξ 1 + ir + with ξ > 0 and any d > 0 it holds for the models MB and ITC-2-1 that Imβ 1 < 0, Imβ 3 > 0. Remark 2.4. The imaginary parts of β1 ITC-2-1 and β3 ITC-2-1 tend to zero for ξ and d fixed, whereas the real part tends to the negative values 4/d or d, respectively, while argβ1 ITC-2-1 π and argβ3 ITC-2-1 π see Fig Impedance transmission conditions of type IV [14, 17] The impedance transmission conditions of type IV are [γ 1 U] β 1 β 2 Γ {γ 0 U} + β 4 κ {γ 1 U} = 0 on Γ, 12a [γ 0 U] β 4 κ {γ 0 U} β 3 {γ 1 U} = 0 on Γ, 12b where κ is the signed mean curvature of Γ, which is assumed to be C 2. The signed curvature is a positive constant for a circular mid-line in two dimensions with x Γ t = cost, sint. The values of β 1, β 2, β 3 and β 4 for the model ITC-1-2 see [15] are given by β ITC = ξ 2 d ξ2 d ξ4 d 4, β ITC = 1 12 ξ2 d 3, β ITC = 1 12 ξ2 d 3, β ITC = 1 24 ξ2 d 3, and those for the model ITC-2-1 are given in 11 and β2 ITC-2-1 = 0, β4 ITC-2-1 = d ξd tanhξ d 2. Note, that the parameters β 4 are of the form β 4 = ϕ 4 ξdd The representation formula 3. Boundary integral equations The solution Ux of 4 with any transmission condition 5, 7, 9, or 12 can be represented as [13, Thm ], [11, Thm. 6.10] U = S [γ 1 U] + D [γ 0 U] + N F in R n \ Γ, 13 where the single and double layer potential [13, Sec. 3.1] are defined by S φx := Gx yφydy x R n \ Γ, 14 Γ D ψx := γ 1,y Gx yψydy x R n \ Γ, 15 Γ

6 d 1 π argβ1 π 2 π ITC-1-0/NTFS ITC-1-1 ITC-1-2 ITC-2-0/ITC-2-1 MB d/δ β d/δ ITC-1-0/NTFS ITC-1-1 ITC-1-2 ITC-2-0/ITC-2-1 MB π d ITC-1-2 ITC-2-1 MB argβ3 π 2 β π 4 0 ITC-1-2 ITC-2-1 MB d/δ d/δ Figure 3. The phase angle and modulus of the parameters β 1 and β 3 for different impedance transmission conditions in dependence of the sheet thickness to skin depth ratio d/δ = ξd / 2. and the Newton potential [13, Sec. 3.2] by The Green s kernel for the operator is N ρx := Gx yρydy R n x R n ln z, if n = 2, 2π Gz := 1, if n = 3. 4π z See also the more general definition of S and D in [13, Def ]. The solution U may be discontinuous over Γ, which is reflected in the jump relations for the single and double layer potential [13, Thm ] [γ 0 S φ] = 0, [γ 0 D ψ] = ψ, 17 [γ 1 S φ] = φ, [γ 1 D ψ] = 0. 18

7 The averages of single and double layer potential define the boundary integral operators with the following continuity properties see [11, Thm. 7.1], [13, Thm ] 7 V := {γ 0 S } : H 1 /2+s Γ H 1 /2+s Γ, K := {γ 1 S } : H 1 /2+s Γ H 1 /2+s Γ, K := {γ 0 D } : H 1 /2+s Γ H 1 /2+s Γ, W := {γ 1 D } : H 1 /2+s Γ H 1 /2+s Γ, 19 for 0 s r + 1, if Γ C r+1,1, where the latter notation means that Γ coincides with the graph of a function of smoothness C r+1,1 locally, see [11, Chap. 2]. For more details on boundary integral operators consult [13, Sec. 3.1], [11, Chap. 7]. Lemma 3.1. If n = 3, or n = 2 and the diameter of Γ is smaller than 1, then the boundary integral operator V is H 1 /2 Γ-elliptic, i. e., there exists a constant γ > 0 such that V φ, φ γ φ 2 H 1 /2 Γ, φ H 1 /2 Γ. 20 Furthermore, the boundary integral operator W is H 1 /2 Γ/C-elliptic, i. e., there exists a constant γ > 0 such that Proof. See [13, Theorem 3.5.3] or [18, Satz 6.6]. W j, j γ j 2 H 1 /2 Γ, j H 1 /2 Γ/C. 21 Remark 3.2. The assumption on the diameter of the interface Γ is needed only in two dimensions. Note, that this assumption can always be satisfied by appropiate coordinate scaling. For the remainder of this article we assume that the support of the source F is well-separated from the mid-line or mid-surface Γ of the sheet, i. e., there is a ε > 0 such that distsuppf, Γ ε. Since the Newton potential is smooth away from suppf the traces of the Newton potential on Γ possess higher regularity. Lemma 3.3 Regularity of traces of the Newton potential. Let Γ C r+1,1. Then, for any s Z, s r + 1 there exists a constant C = Cs, ε, Γ such that γ 0 NF H s+ 1 /2 Γ + γ 1NF H s 1 /2 Γ C F H 1 R n \Γ. Remark 3.4 Computation of the Newton potential. Of practical relevance for the two-dimensional setting are sources F L 2 compω corresponding to currents flowing out of the symmetry plane in a bounded cross-section Ω F R 2 \Ω int, i. e., their support has no contact to the thin conducting sheet. In general, the integral 16 and its derivative can be approximated by numerical quadrature. An important case are cylindrical wires with a circular cross-section and a constant current amplitude F M see Fig. 1a for which we can use the analytic formulas for x M > R NF x = R2 2 ln x M F M, NF x = R2 2 x M F M, 22 x M 2 where R is the radius and M are the coordinates of the mid-point of the circle. The Newton potential enters the right hand side functional of the variational boundary integral equations. Its boundary element discretization will entail integrating the Newton potential multiplied with a piecewise polynomial on Γ Boundary element spaces Our boundary element approach is based on the approximation of Γ by a closed polygon Γ h in 2D or polyhedron Γ h in 3D, whose vertices x j, j I h := {1,..., N h }, lie on Γ and whose straight line segments K j = [x j, x j+1 ] x Nh +1 := x 1 or flat triangular cells K j we call panels. The set of panels is denoted by T h. The length of the largest panel is the mesh width h, and the shape regularity measure ρ h is the largest ratio of diameter and radius of an inscribed ball of any panel K T h, which is 1 if n = 2. Throughout this article Γ h will be assumed to be a member of a shape-regular and quasi-uniform infinite family of triangulations of Γ whose mesh widths accumulate at zero [13, Sect ]. None of the generic constants in our estimates, usually denoted by C, will depend on the concrete Γ h used for discretization. Sometimes, we are going to express this by the casual phrase independent of h

8 8 Remark 3.5. The approximation of the curved mid-line by straight line segments or curved mid-surface by flat triangles contributes to the discretisation error, but does not affect the order of convergence of our low-order boundary element methods see [13, Chap. 8]. Thus, in the subsequent analysis, we will assume that we use an exact resolution of Γ see Fig. 2. We introduce the space of piecewise constant functions as and the space of piecewise linear, continuous functions as } S0 1 Γ h := {v h L 2 Γ : v h P 0 K K T h, 23 S 0 1Γ h := {v h L 2 Γ CΓ : v h P 1 K K T h }, 24 where P p is the space of polynomials of degree p N 0. For the sake of simplicity we consider only lowest order boundary element methods. An extension to higher polynomial degrees is, however, straightforward. In parts our analysis also covers spectral Galerkin discretisation based on Fourier modes n = 2 or spherical harmonics n = 3. Let us shortly review some best-approximation estimates for these spaces [13, Sec ]. Lemma 3.6 Best-approximation error. Let s, m R. Then, there exist constants C = CΓ, s, m, ρ h such that inf v v h Hs Γ C h m s v Hm Γ, 1 s 1, 0 m 2 25a v h S1 0Γ h inf v v h H s Γ C h m s v H m Γ, 1 s 0, 0 m 1. 25b v h S 1 0 Γ h 4. Second kind boundary element formulation for problems of type I 4.1. Boundary integral formulation For the problem of type I, see 5, the representation formula 13 simplifies as the jump of the electric field vanishes by 5b. Taking the mean trace of 13 we get {γ 0 U} = V [γ 1 U] + γ 0 NF 26 and using 5a we get for the new unknown φ = [γ 1 U] on Γ the boundary integral formulation of the second kind Id + β 1 V φ = β 1 γ 0 NF. 27 Testing by φ L 2 Γ we get the variational formulation: Seek φ L 2 Γ such that a I φ, φ := φ, φ + β 1 V φ, φ = β 1 γ 0 NF, φ φ L 2 Γ. 28 Here, we denote by, the bilinear duality pairing w.r.t. L 2 Γ, i. e., u, v = v, u and u 2 L 2 Γ = u, u. Obviously, φ = 0 for β 1 = 0. As the parameter β 1 may attain small or large absolute values we are going to derive stability estimates which are robust for asymptotically small moduli, i. e., β 1 0, as well as for asymptotically large moduli, i. e., β 1. Theorem 4.1. Let β 1 > 0 and assume there exists a constant θ 1 π, 0 such that 0 θ 1 := argβ 1 θ 1. Furthermore, let Γ be Lipschitz. Then, the system 28 has a unique solution φ L 2 Γ, and there exists a constant C = Cθ 1 independent of β 1 such that φ L2 Γ C β 1 F H1 R n \Γ, φ H 1 /2 Γ C min1, β 1 F H1 R n \Γ. 29

9 Proof. By assumption we have θ 1 /2 [θ 1/2, 0]. The bilinear form a I is L 2 Γ-elliptic with ellipticity constant cos θ 1/2 and H 1 /2 Γ-elliptic with ellipticity constant β 1 cos θ 1/2 since Re e iθ1 2 a I φ, φ = cos θ 1 2 φ 2 L 2 Γ + β 1 V φ, φ. 30 Using the Lax-Milgram lemma and Lemma 3.3 we obtain the L 2 Γ-estimate and the H 1 /2 Γ-estimate with a constant C. Using the fact that φ H 1 /2 Γ φ L 2 Γ, we get the H 1 /2 Γ-estimate with C β 1, and the estimates with both constants are valid when the minimum is attained. The ITCs of type I may be used for lower frequencies, where β 1 is small and so is the jump of the normal derivative φ, or for large frequencies and, thus, large β 1. Assumptions that the sheet features certain smoothness, we can show that the normal derivative φ remains bounded even if β 1. Lemma 4.2. Let the assumptions of Theorem 4.1 be satisfied, Γ C r+1,1, r N 0, φ the solution of 28 and u := {γ 0 U} = V φ + γ 0 NF. Then, for any 0 s r 2, there exist constants C s independent of β 1 such that the higher regularity estimates 9 φ H s+ 1 /2 Γ C s min1, β 1 γ 0 NF H 2s+ 3 /2 Γ, u H s+ 1 /2 Γ C s min β 1 1, 1 γ 0 NF H 2s+ 3 /2 Γ, 31a 31b hold, where γ 0 NF H 2s+ 3 /2 Γ C s F H 1 R n \Γ if 2s + 1 r + 1. Furthermore, for any s, j such that 0 j s, there exist constants C s independent of β 1 such that φ H s+ 1 /2 Γ C s,j max β 1 s+1 j, β 1 γ 0 NF H s+j+ 1 /2 Γ, 31c u H s+ 1 /2 Γ C s,j max β 1 s j, 1 γ 0 NF H s+j+ 1 /2 Γ, 31d where γ 0 NF H s+j+ 1 /2 Γ C s,j F H 1 R n \Γ if s + j r + 1. Proof. As 31b and 31d are direct consequences of 31a and 31c using φ = β 1 u, we have to prove the estimates for φ only. Throughout the proof we assume s N 0, the estimates for general s follow by interpolation. To obtain the higher regularity estimates we rewrite 27 as φ = β 1 V φ + γ 0 NF, 32 where we can assert in view of 19 that φ H s+ 1 /2 Γ β 1 C s φ H s 1 /2 Γ + γ 0NF H s+ 1 /2 Γ. 33 Now, using the H 1 /2 Γ-estimate in 29 for the right hand side we obtain for s = 0 and repeated application of 33 leads to φ H 1 /2 Γ C β 1 γ 0 NF H 1 /2 Γ, φ H s+ 1 /2 Γ C s max β 1 s+1, β 1 γ 0 NF H s+ 1 /2 Γ. 34 Thus Lemma 3.3 gives 31a for small β 1 and 31c in the case of j = 0 for large β 1 as well. For large β 1, for which 27 is singularly perturbed, this estimates reflects the emergence of internal layers close to points on Γ where the regularity is reduced. Using the regularity assumption on Γ we can improve this estimate for large β 1 using an asymptotic expansion in β 1 1. For this we assume in the remainder of the proof that β 1 > 1. We use the ansatz where φ 1 := γ 0 NF and φ n for n = 0, 1, 2,... are defined by φ φ 0 + β 1 1 φ 1 + β 2 1 φ , 35 V φ n+1 = φ n.

10 10 The terms φ n of the expansion are defined independently of β 1, and for any s 0 we have φ n H s 1 /2 Γ C n γ 0 NF H s+ 1 /2+n Γ, 36 i. e., for given regularity of γ 0 NF their regularity decays with increasing index n. Now, let for some N N which solves δφ N := φ N n=0 β n 1 φ n, Id + β 1 V δφ N = β N 1 φ N. This equation is similar to 27 where β 1 γ 0 NF on the right hand side is replaced by β N 1 φ N. Therefore, using 34 and 36 we have for s 0 and, hence, if N s δφ N H s+ 1 /2 Γ C s,n β 1 s N φ N H s+ 1 /2 Γ C s,n β 1 s N γ 0 NF H s+ 3 /2+N Γ, N φ H s+ 1 /2 Γ δφ N H s+ 1 /2 Γ + β 1 n φ n H s+ 1 /2 Γ C s,n β 1 s N γ 0 NF H s+ 3 /2+N Γ. n=0 Assuming s + N r and N s 1, using Lemma 3.3, and replacing N by j we obtain 31c for large β 1. For N = s we obtain 31a for large β 1. This finishes the proof Boundary element formulation Let V h be a finite-dimensional subspace of L 2 Γ, in particular S 1 0 Γ h or S 0 1Γ h. Then, the boundary element formulation reads: Seek φ h V h such that φ h, φ h + β 1 V φ h, φ h = β 1 γ 0 NF, φ h φ h V h. 37 Theorem 4.3. Let the assumptions of Theorem 4.1 be fulfilled and V h L 2 Γ. Then, the linear variational equation 37 has a unique solution φ h V h that satisfies If V h = S 1 0 Γ h and Γ C 2,1, then and if V h = S 0 1Γ h and Γ C 3,1, then φ h L 2 Γ C 0 β 1 F H 1 R n \Γ. 38 φ h φ L 2 Γ C 1 β 1 h F H 1 R n \Γ, 39 φ h φ L 2 Γ C 2 β 1 h 2 F H 1 R n \Γ, 40 where for l = 0 and Lipschitz Γ, l = 1 and Γ C 2,1, or l = 2 and Γ C 3,1, with a constant C = Cθ 1 independent of β 1, C l β 1 = C β 1, and for l = 0 and Γ C 1,1, l = 1 and Γ C 3,1, or l = 2 and Γ C 5,1, C l β 1 = C min1, β 1.

11 Proof. We conclude well-posedness of the Galerkin discretization 37 by the same arguments as that of the continuous variational formulation in the proof of Theorem 4.1. Thus we obtain so 38 for Lipschitz Γ. The remainder of the proof is devoted to estimating the discretization error. To that end we have to strengthen the stability estimate for the discrete solution under higher smoothness assumptions on Γ. We proceed in two steps. Firstly, we show all the bounds with C l β = C β 1 for general β 1. Afterwards we prove the bounds with C l β 1 = C for β 1 1 under higher smoothness assumptions. Below we write C for generic constants that depend on β 1 only through θ 1. Step i: The L 2 Γ-norm of the bilinear form a I defined in 28 is bounded by C max1, β 1. So, with Cea s lemma [2] we can bound the discretisation error by the best-approximation error. This involves 39 and 40, respectively, using the approximation error estimates of Lemma 3.6, the regularity results of Lemma 4.2 and the fact that β 1 = max1, β 1 min1, β 1, because for Γ C 2,1 by 31a with s = 1 2 and Lemma 3.3 φ H 1 Γ C min1, β 1 γ 0 NF H 5 /2 Γ C β 1 F H 1 R n \Γ, 11 and if Γ C 3,1 by 31c with s = 3 2, j = 1 2 φ H2 Γ C min1, β 1 γ 0 NF H 7 /2 Γ C β 1 F H1 R n \Γ, and so we have for V h = S 1 0 Γ h and l = 1 or V h = S 0 1Γ h and l = 1, 2 if Γ C l+1,1 φ h φ h L 2 Γ C β 1 h l F H 1 R n \Γ. 41 Step ii: We assume β 1 1. Then the continuity constant of a I defined in 28 is bounded by C β 1. To avoid applying Cea s lemma directly as in Step i, which would introduce another power of β 1, we decompose φ = φ 0 + δφ 0 and φ h = φ 0,h + δφ 0,h. Note that φ 0 = V 1 γ 0 NF is the first term of the asymptotic expansion in β 1 1 of φ see 35 in the proof of Lemma 4.2 and φ 0,h V h, the unique solution of V φ 0,h, φ h = γ 0 NF, φ h, φ h V h, 42 is its discrete approximation. Due to the fact that V 1 is a continuous operator H s+1 /2 Γ H s 1 /2 Γ we find for s 0 that φ 0 H s 1 /2 Γ C γ 0NF H s+ 1 /2 Γ. 43 By Cea s lemma and Lemma 3.6 we have for V h = S 1 0 Γ h with l = 0, 1 and for V h = S 0 1Γ h with l = 0, 1, 2 φ 0,h φ 0 H 1 /2 Γ C hl+1 /2 φ 0 Hl Γ, 44 independently of β 1. In order to obtain an estimate in L 2 Γ we have to rely on suitable projections Q h : L 2 Γ V h : for V h = S0 1 Γ h we choose Q h as the discrete dual projection introduced in Appendix A, for V h = S1Γ 0 h the simple L 2 Γ-orthogonal projection provides Q h. These projectors are continuous in L 2 Γ and can be extended to continuous mappings H 1 /2 Γ H 1 /2 Γ, see Lemma A.1. In addition, we employ the triangle inequality, inverse estimates for functions in V h, see [8, eq. 5.13], and 44: φ 0,h φ 0 L2 Γ φ 0,h Q h φ 0 φ 0 Q h φ 0 L 2 Γ inv. est. Q h φ 0,h φ 0 L2 Γ + φ 0 Q h φ 0 L2 Γ C h 1 /2 Q h φ 0,h φ 0 H 1 /2 Γ + Chl φ 0 Hl Γ Now, we observe that δφ 0 := φ φ 0 is the unique solution of 44 C h l φ 0 H l Γ. 45 Id + β 1 V δφ 0 = φ 0, 46 which agrees with 27 with β 1 γ 0 NF replaced by φ 0. Hence, by 31a, 43 for s 0, δφ 0 H s+ 1 /2 Γ C β 1 1 φ 0 H 2s+ 3 /2 Γ C β 1 1 γ 0 NF H 2s+ 5 /2 Γ. 47

12 12 Comparing 37 and 42 we observe that δφ 0,h = φ h φ 0,h, is the unique solution of δφ 0,h, φ h + β 1 V δφ 0,h, φ h = φ 0,h, φ h, φ h V h. 48 We cannot apply Cea s lemma directly, as the right hand side of 46 and 48 are not identical. As they are close, we can apply Strang s first lemma [2, Sec. 3.1] and use the β 1 -uniform L 2 Γ-ellipticity 30 here the assumptions of Theorem 4.1 matter. We conclude δφ 0,h δφ 0 L2 Γ C β 1 inf ψ h δφ 0 L2 Γ + φ 0,h φ 0 L ψ h V 2 Γ h Hence, in view of 49, 45, 43 and 47, we have for l 1 45 C h l β 1 δφ 0 Hl Γ + φ 0 Hl Γ. 49 φ h φ L2 Γ φ 0,h φ 0 L2 Γ + δφ 0,h δφ 0 L 2 Γ C h l β 1 δφ 0 Hl Γ + φ 0 Hl Γ C h l γ 0 NF H 2l+ 3 /2 Γ + γ 0NF H l+1 Γ C h l F H 1 R n \Γ, 50 if Γ C 2l+1,1 see Lemma 3.3. Obviously, 50 provides the estimates 39 for V h = S 1 0 Γ h and l = 1, and 40 for V h = S 0 1Γ h and l = 2. To obtain an improved stability estimate for the discrete solution φ h we set l = 0. Then, in the same way as above we obtain φ h φ L 2 Γ C γ 0 NF H 5 /2 Γ, and, using the triangle inequality and 31a with s = 0, we arrive at φ h φ h φ L 2 Γ + φ L 2 Γ C γ 0 NF H 5 /2 Γ + γ 0NF H 3 /2 Γ C h l F H 1 R n \Γ, if Γ C 2,1 which is 38. This completes the proof d = φh φ L 2 Γ φh φ L 2 Γ / φ L 2 Γ 10 2 a mesh-width h V h = S 1 0 Γ h V h = S 0 1 Γ h 10 3 b β 1 = 70i β 1 V h = S 0 1 Γ h V h = S 1 0 Γ h Figure 4. a Convergence of the discretisation error for the solution of the BEM for the ITC-1-0 which is of type I for the model problem from Section 1.4 β 1 = 70i. b The accuracy of the discretisation is essentially independent of β 1 shown for mesh width h =

13 4.3. Numerical experiments We have studied the proposed boundary element method for the numerical example described in Section 1.4 examplarily for ITC-1-0 for which β 1 is given in 6. The convergence of the discretisation error in the mesh width h is shown in Fig. 4a which confirms that the estimates of the discretisation error in h given in Theorem 4.3 are sharp. In Fig. 4b the relative discretisation error is plotted as a function of β 1, which gives evidence of the robustness of the discretisation error with β First kind boundary element formulation for problems of type II 5.1. Boundary integral formulation Introducing the two unknowns φ = [γ 1 U] and u = {γ 0 U} and using 26 we can convert 7a into the boundary integral equation V Id φ = Id β 1 Id β 2 Γ u γ0 NF Note that, in the limit β 1, β 2 0 the solution of 51 is φ = 0, u = γ 0 NF. Now, testing the first line with φ and the second line with u we obtain the variational formulation: Seek φ, u H 1 /2 Γ H 1 Γ such that V φ, φ + u, φ = γ 0 NF, φ, φ H 1 /2 Γ, 52a φ, u + β 1 u, u + β 2 Γ u, Γ u = 0, u H 1 Γ. 52b Remark 5.1. The mixed formulation 52 can be viewed as a saddle point problem with penalty term, see [2, 4, p. 138ff] for the case of purely real parameters. In the asymptotic models the parameter β 2 will attain only small absolute values, as it is scaled with the sheet thickness d. Thus, we are going to derive stability estimates which are robust for asymptotically small values, i. e., β 2 0. In the case of the BIE for ITCs of type II we face singular perturbations not only for large β 1, as in the case of ITCs of type I, but also when β 2 is small. Hence, internal layers will emerge if Γ is not smooth, which leads to a blow-up of u H1 Γ for β 2 0. Yet, as for the ITCs of type I, we obtain improved estimates for smoother interfaces Γ. Theorem 5.2. Let β 1 > 0 and assume there exists a constant θ 1 π, 0 such that 0 θ 1 := argβ 1 θ 1. Furthermore, let β 2 > 0 with Re β 2 0, Im β 2 0, and Γ be Lipschitz. Then, the system 52 has a unique solution φ H 1 /2 Γ, u H 1 Γ and there exists a constant C = Cθ 1 independent of β 1, β 2 such that φ H 1 /2 Γ C F H 1 R n \Γ, 53a u L2 Γ C min β 1 1 /2, 1 F H1 R n \Γ, 53b u H1 Γ C β 2 1 /2 F H1 R n \Γ. Proof of Theorem 5.2. The proof is done in two steps. Firstly, we proof ellipticity with a constant which depends on β 1 and β 2, then we obtain the stability estimates 53. Step i: By assumption on β 1, β 2 we have with θ 2 := argβ 2 [ π/2, 0] and θ m = minθ 1, θ 2 [ θ 1, 0 that θ m /2 θ 1, θ m /2 θ 2 [θ 1/2, 0. Choosing φ = φ and u = u on the left side of 52 and summing 52a and the complex conjugate of 52b, multiplying by e iθm/2, and taking the real part we get Re e iθm 2 V φ, φ + β1 u 2 L 2 Γ + β 2 u 2 H 1 Γ 53c 13 = cos θ m2 V φ, φ + β1 cos θ m2 θ 1 u 2 L2 Γ + β 2 cos θ m2 θ 2 u 2 H1 Γ Cβ 1, β 2 φ 2 + H 1 /2 Γ u 2 H 1 Γ. 54 Hence, the bilinear form associated with 52 is H 1 /2 Γ H 1 Γ-elliptic and a unique solution φ, u H 1 /2 Γ H 1 Γ exists.

14 14 Step ii: Now we write C for generic constants, which may depend on θ 1, but not on β 1 or β 2. As in Step i, choosing φ = φ and u = u in 52 and summing 52a and the complex conjugate of 52b, multiplying by e iθm/2 and taking the real part we obtain cos θ m2 V φ, φ + β1 cos θ m2 θ 1 u 2 L2 Γ + β 2 cos θ m2 θ 2 u 2 H1 Γ Re e iθm 2 γ0 NF, φ. 55 The H 1 /2 Γ-ellipticity of V, see Lemma 3.1, the Cauchy-Schwarz inequality and Lemma 3.3 lead to 53a. Similarly, we obtain and so 53c, as well as With the continuity of V by 19 and u 2 H 1 Γ C β 2 1 γ 0 NF H 1 /2 Γ φ H 1 /2 Γ C β 2 1 γ 0 NF 2 H 1 /2 Γ, u 2 L 2 Γ C β 1 1 γ 0 NF H 1 /2 Γ φ H 1 /2 Γ C β 1 1 γ 0 NF 2 H 1 /2 Γ. u L 2 Γ u H 1 /2 Γ V φ H 1 /2 Γ + γ 0NF H 1 /2 Γ C φ H 1 /2 Γ + γ 0NF H 1 /2 Γ, we get 53b. This finishes the proof. Lemma 5.3. Let the assumptions of Theorem 5.2 be satisfied, β 2 C independent of β 1, and φ, u the solution of 52. If Γ C 2,1, then there exists a constant C independent of β 1, β 2, and F such that φ H 1 /2 Γ C F H 1 R n \Γ min1, β1 + β 2 1 /2, 56 u H 1 /2 Γ C F H 1 R n \Γ min β 1 1, 1, 57 u H 2 Γ C F H 1 R n \Γ β If, furthermore, Γ C 3,1, then with a constant C independent of β 1, β 2, and F, If, in addition, Γ C 4,1, then If, moreover, Γ C 6,1, then and, if Γ C 10,1, then u H1 Γ C F H1 R n \Γ min β 1 1, u H2 Γ C F H1 R n \Γ min β 1 1, 11 + β φ H 1 /2 Γ C F H 1 R n \Γ min1, β1 + β 2, 61 u H 2 Γ C F H 1 R n \Γ min β1 1, 1 + β 2, 62 where, throughout, C stands for a constant independent of β 1, β 2, and F. Proof. i To cope with the singular perturbation for β 2 0 we use an asymptotic expansion for small β 2, φ φ 0 + β 2 φ 1 + β 2 2φ , u u 0 + β 2 u 1 + β 2 2u , 63 with one or two terms to obtain improved estimates, which rely on higher regularity of Γ. The same idea has successfully been employed in the proof of Lemma 4.2 earlier. We define φ 0, u 0 by Id + β 1 V φ 0 = β 1 γ 0 NF, 64a u 0 = β 1 1 φ 0 = V φ 0 + γ 0 NF, 64b

15 15 and φ j, u j for any j > 0 by Id + β 1 V φ j = Γ u j 1, 65a u j = β 1 1 φ j + β 2 Γ u j 1 = V φ j. 65b We point out that the structure of 64a and 65a is that of a boundary integral equation arising from Type I transmission conditions, cf. 27. Therefore, we can apply the estimates in Theorem 4.1 and Lemma 4.2, to obtain and for j 1 φ 0 H 1 /2 Γ C min1, β 1 γ 0 NF H 1 /2 Γ, 66a φ 0 L 2 Γ C β 1 γ 0 NF H 1 /2 Γ, 66b φ 0 H s+ 1 /2 Γ C min1, β 1 γ 0 NF H 2s+ 3 /2 Γ, s 0, 66c φ 0 H s+ 1 /2 Γ C β 1 γ 0 NF H 2s+ 1 /2 Γ, s 1, 66d u 0 H s+ 1 /2 Γ C min β 1 1, 1 γ 0 NF H 2s+ 3 /2 Γ, s 0, 66e u 0 H s+ 1 /2 Γ C γ 0NF H 2s+ 1 /2 Γ, s 1, 66f φ j H 1 /2 Γ C min β 1 1, 1 u j 1 H 5 /2 Γ, 67a φ j L2 Γ C u j 1 H 5 /2 Γ, 67b φ j H s+ 1 /2 Γ C min β 1 1, 1 u j 1 H 2s+ 7 /2 Γ, s 0, 67c φ j H s+ 1 /2 Γ C u j 1 H 2s+ 5 /2 Γ, s 1. 67d The terms u j for j 1 are not defined like u 0 and Lemma 4.2 does not apply. However, using the continuity properties of V given in 19 we obtain bounds for various norms of u j in terms of other norms of u j 1. Thus, we find for j 1 u j H 1 /2 Γ C min β 1 1, 1 γ 0 NF H 2 j /2 Γ, 68a u j H s+ 1 /2 Γ C min β 1 1, 1 γ 0 NF H 2 j+1 s+ 3 /2 Γ, s b u j H s+ 1 /2 Γ C γ 0NF H 2 j+1 s+ 1 /2 Γ, s c Furthermore, we define N δφ N := φ β j 2 φ j, j=0 N δu N := u β j 2 u j, 69 j=0 which solve V δφ N + δu N = 0, 70a δφ N + β 1 δu N β 2 Γ δu N = β N+1 2 Γ u N. 70b Writing the variational formulation of 70 with test functions δφ N and δu N and summing the first and the complex conjugate of the second equation, multiplying by e iθm/2 and taking the real part we obtain cos θ m2 V δφn, δφ N + β1 cos θ m2 θ 1 δun 2 L 2 Γ + β 2 cos θ m2 θ 2 Γ δu N 2 L 2 Γ β 2 N+1 Re e iθm 2 Γ u N, Γ δu N.

16 16 The Cauchy-Schwarz inequality and the H 1 /2 Γ-ellipticity of V yield δu N H 1 Γ C β 2 N u N H 1 Γ, 71a δφ N H 1 /2 Γ C β 2 N+1 /2 u N H1 Γ, 71b β 1 δu N L2 Γ C β 2 N+1 u N H2 Γ, 71c and with 70a and 19 we get δu N H 1 /2 Γ C δφ N H 1 /2 Γ C β 2 N+1 /2 u N H 1 Γ. 71d Furthermore, 70a implies δφ N L2 Γ C δu N H1 Γ C β 2 N u N H1 Γ, 71e and 70a with 71e and 71c give us Γ δu N L 2 Γ β 2 N Γ u N L 2 Γ + β 2 1 δφ N L 2 Γ + β 2 1 β 1 δu N L 2 Γ Applying 70a once again we can assert that C β 2 N 1 u N H 1 Γ + β 2 N u N H 2 Γ. 71f δφ N H1 Γ C δu N H2 Γ C β 2 N 1 u N H1 Γ + β 2 N u N H2 Γ. 71g ii Next we aim for stronger estimates based on one term of the asymptotic expansion: Using the definition 65 of δφ 0 and δu 0, the triangle inequality, 71b, 66a and 66e for s = 1 2 we obtain, if Γ C2,1, φ H 1 /2 Γ φ 0 H 1 /2 Γ + δφ 0 H 1 /2 Γ φ 0 H 1 /2 Γ + C β 2 1 /2 u 0 H 1 Γ min1, β 1 + β 2 1 /2 min β 1 1, 1 F H 1 R n \Γ, and 56 follows. Similarly, for u we obtain, using 71d and 66e for s = 1 2, u H 1 /2 Γ u 0 H 1 /2 Γ + δu 0 H 1 /2 Γ u 0 H 1 /2 Γ + C β 2 1 /2 u 0 H1 Γ C min β 1 1, 11 + β 2 1 /2 F H 1 R n \Γ, which is 57. Using 71a and 66e for s = 1 2 we obtain a bound for the H1 Γ-seminorm of u u H 1 Γ u 0 H 1 Γ + δu 0 H 1 Γ C u 0 H 1 Γ C min β 1 1, 1 F H 1 R n \Γ. 72 Now, using the first equation in 51, an elliptic shift theorem, 57 and 72, the second equation in 51 implies u H2 Γ β 2 1 φ L2 Γ + β 1 u L2 Γ β2 1 C u H 1 Γ + β 1 u L 2 Γ C β 2 1 min β 1 1, 1 + min1, β 1 F H1 R n \Γ, and so 58 follows. With a bound for the L 2 Γ-norm of u, u L2 Γ = u 0 L2 Γ + δu 0 L2 Γ C 71c u 0 L2 Γ + C β 1 1 β 2 u 0 H2 Γ C β 1 1 γ 0 NF H 7 /2 Γ, min β 1 1, 1 γ 0 NF H 3 /2 Γ + β 1 1 β 2 γ 0 NF H 7 /2 Γ where we used the triangle inequality, 66e for s = 0 and for s = 3 2, and if Γ C3,1 we conclude 59 using Lemma 3.3 and 72. From the definition of δu 0, the triangle inequality, and 71f we obtain u H2 Γ u 0 H2 Γ + δu 0 H 2 Γ C u 0 H 2 Γ + β 2 1 u 0 H 1 Γ,

17 and, if Γ C 4,1, 60 follows, using 66e for s = 1 2 and s = 3 2 and 59. iv Finally we establish stronger estimates based on two terms of the asymptotic expansion. Of course, the arguments will hinge on extra smoothness of Γ. Now, using the definition 65 of δφ 1 and δu 1, the triangle inequality, 66a, 67a for j = 1 and 68c for j = 1 and s = 1 2 we get, provided that Γ C6,1, 17 φ H 1 /2 Γ φ 0 H 1 /2 Γ + β 2 φ 1 H 1 /2 Γ + δφ 1 H 1 /2 Γ φ 0 H 1 /2 Γ + β 2 φ 1 H 1 /2 Γ + δφ 1 H 1 /2 Γ + β 2 3 /2 u 1 H1 Γ C min1, β 1 + β 2 F H1 R n \Γ, which is 61. With definition of δu 1, the triangle inequality, and 71f we obtain u H 2 Γ u 0 H 2 Γ + β 2 u 1 H 2 Γ + δu 1 H 2 Γ u 0 H 2 Γ + C β 2 u 1 H 2 Γ + u 1 H 1 Γ and 62 follows, if Γ C 10,1, using 66e for s = 3 2, 68c for j = 1 and s = 3 2, 68b for j = 1 and s = 1 2, and 59. This completes the proof. In view of the first equation in 51 we have as a direct consequence of Lemma 5.3 the following corollary. Corollary 5.4. Let the assumption of Theorem 5.2 be satisfied, β 2 C independent of β 1, and φ, u the solution of 52. Then, with a constant C independent of β 1, β 2, and F, β 2 1, if Γ C 2,1, φ H1 Γ C F H1 R n \Γ min β 1 1, 11 + β 2 1, if Γ C 4,1, min β 1 1, 1 + β 2, if Γ C 10, Boundary element formulation Let V h be a finite-dimensional subspace of H 1 /2 Γ, in particular S 1 0 Γ h or S 0 1Γ h, and X h a finitedimensional subspace of H 1 Γ, in particular S 0 1Γ h. Then, the boundary element formulation reads: Seek φ h, j h V h X h such that V φ h, φ h + u h, φ h = γ 0 NF, φ h, φ h V h, 74a φ h, u h + β 1 u h, u h + β 2 Γ u h, Γ u h = 0, u h X h. 74b The discretisation with V h = S 1 0 Γ h is not stable for β 1, β 2 0, see Figure 5, as the L 2 Γ-pairing of S 1 0 Γ h and S 0 1Γ h is not uniformly stable on H 1 /2 Γ H 1 /2 Γ. This choice for V h may lead to large error in u h if β 1 and β 2 are small. There is a simple remedy: As the solution and so φ are assumed to be smooth, an attractive choice is V h = S 0 1Γ h, which immediately ensures a stable pairing. Remark 5.5. Assuming standard choices of basis functions of the boundary element spaces, all blocks in the linear system of equations arising from the Galerkin discretization of 74 are sparse, except for one. Hence, the extra numerical effort involved in the BEM Galerkin discretization of models of type II compared to models of type I is essentially negligible. Theorem 5.6. Let the assumptions of Theorem 5.2 be fulfilled, β 2 C independent of β 1, and V h H 1 /2 Γ, X h H 1 Γ. Then, for Γ C 0,1, the linear system of equations 74 has a unique solution φ h, u h V h X h and there exists a constant C = Cargβ 1, argβ 2 independent of β 1, F, and Γ h, such that φ h H 1 /2 Γ C F H 1 R n \Γ, 73 u h L 2 Γ C β 1 1 /2 F H 1 R n \Γ, u h H1 Γ C β 2 1 /2 F H1 R n \Γ. 75 If, furthermore, V h = X h = S 0 1Γ h and Γ h belongs to a quasi-uniform family of triangulations, then u h H 1 /2 Γ C F H 1 R n \Γ, 76a u h H1 Γ C min β 1 1 /2, 1 + β 2 1 /2 F H1 R n \Γ. 76b

18 u,uh 0 2 uh u H 1 Γ a 4 Reference solution u 6 u h for φ h S0 1 Γ h u h for φ h S1 0Γ h angle b mesh-width h V h = S 1 0 Γ h V h = S 0 1 Γ h Figure 5. The discretisation with V h = S 1 0 Γ h is not stable for β 1, β 2 0: a The BEM solutions u h for the same problem, but with d = 0, where β 1 = β 2 = 0, for illustration computed with 10 intervals, b the comparison of the discretisation error as a function of the mesh width. If, in addition, Γ C 2,1 then φ h H 1 /2 Γ C min1, β 1 + β 2 1 /2 F H 1 R n \Γ, 77a u h L2 Γ C min β 1 1, 1 + β 2 1 /2 F H1 R n \Γ, 77b u h H 1 Γ C F H 1 R n \Γ. 77c If, moreover, Γ C 4,1 then u h H 1 Γ C min β 1 1, 1 + β 2 1 /2 F H 1 R n \Γ, 78a φ h φ H 1 /2 Γ C β 2 1 min β 1 1, 1 + β 1 1 /2 h F H1 R n \Γ, 78b u h u H1 Γ C min β 1 1, 1 + β 1 1 /2 β 2 β 1 1 /2 + β 2 1 /2 β 2 1 h F H 1 R n \Γ, 78c and, if Γ C 6,1, then φ h φ H 1 /2 Γ C 1 + β 1 1 /2 β 2 h F H 1 R n \Γ, 79 and, if Γ C 13,1, then u h u H 1 Γ C min β 1 1, 1 + β 2 + β 1 1 /2 β 2 2 h F H 1 R n \Γ, 80 with C independent of β 1, β 2, F, and h. Proof. Due to the H 1 /2 Γ H 1 Γ-ellipticity of the bilinear form underlying 74, see the proof of Theorem 5.2, and the fact that V h X h H 1 /2 Γ H 1 Γ, the well-posedness of 74 is immediate, and 75 follows. For V h = X h = S 0 1Γ h the two spaces provide a uniformly stable L 2 Γ-pairing. For φ h given, 74a can be regarded as an equation for u h, and so we get u h H 1 /2 Γ C φ h H 1 /2 Γ + γ 0NF H 1 /2 Γ C F H 1 R n \Γ, 81 which is 76a. With 75 and for Γ C 0,1 76b follows.

19 For the remainder of the proof we restrict ourselves to X h = V h = S 0 1Γ h. Following the proof of Lemma 5.3, in order to show stronger estimates for smoother Γ we use, for N 0, the decompositions N N N N φ = β j 2 φ j + δφ N, u = β j 2 u j + δu N, φ h = β j 2 φ j,h + δφ N,h, u h = β j 2 u j,h + δu N,h. 82 j=0 j=0 The terms φ j, u j, δφ N, and δu N are defined by 64, 65 and 70, respectively. The boundary element functions φ j,h, u j,h V h will be specified below. i Estimates of φ 0,h and u 0,h. The approximation φ 0,h to φ 0 is solution of 37 and we have j=0 Γ C 2,1 38 φ 0,h L2 Γ C min1, β 1 F H1 R n \Γ, 83 Γ C 3,1 41,50 φ 0,h φ 0 L 2 Γ C min1, β 1 h F H 1 R n \Γ, 84 Γ C 5,1 40 φ 0,h φ 0 L2 Γ C min1, β 1 h 2 F H1 R n \Γ. 85 The function u 0,h X h is the unique solution of u 0,h, u h = V φ 0,h, u h + γ 0 NF, u h = β 1 1 φ 0,h, u h, u h X h. 86 Owing to the H 1 Γ-stability of the L 2 Γ-projections onto S 0 1Γ h for quasi-uniform families of meshes [3], plus the bound on φ 0,h from 83 and Lemma 3.3, we have, if Γ C 2,1, u 0,h H1 Γ C φ 0,h L2 Γ + γ 0 NF H1 Γ C F H1 R n \Γ. 87 As X h = V h, we have u 0,h = β 1 1 φ 0,h and so 83 implies, if Γ C 2,1, As u 0 = β 1 1 φ 0 and with 85 if Γ C 5,1 we can assert that u 0,h L2 Γ C min β 1 1, 1 F H1 R n \Γ. 88 u 0,h u 0 L2 Γ C min β 1 1, 1 h 2 F H1 R n \Γ. 89 Similarly to the proof of Theorem 4.3 we have with the L 2 Γ-projection Q h : L 2 Γ V h, if Γ C 4,1, j=0 19 u 0,h u 0 H1 Γ u 0,h Q h u 0 u 0 Q h u 0 H1 Γ Q h u 0,h u 0 H1 Γ + u 0 Q h u 0 H1 Γ Ch 1 Q h u 0,h u 0 L 2 Γ + Ch u 0 H 2 Γ C min β 1 1, 1 h F H 1 R n \Γ, 90 where we used an inverse inequality, the continuity and approximation properties of Q h, and a bound on u 0 H2 Γ by 66e for s = 3 2. Finally using the triangle inequality, 90, 66e for s = 1 2 and Lemma 3.3 we observe if Γ C 4,1 u 0,h H1 Γ u 0 H1 Γ + u 0,h u 0 H1 Γ C min β 1 1, 1 F H1 R n \Γ. 91 ii Estimates for φ j,h and u j,h. The approximations φ j,h V h to φ j are solutions of We can rewrite φ j,h, φ h + β 1 V φ j,h, φ h = Γ u j 1,h, Γ φ h φ h V h. 92 f φ,j, φ h := Γ u j 1,h, Γ φ h = Γ u j 1, φ h + Γ u j 1,h u j 1, Γ φ h φ h V h. 93 Using an inverse estimate we conclude that Γ u j 1,h u j 1, Γ φ h u j 1,h u j 1 H 1 Γ φ h H 1 Γ Ch 1 u j 1,h u j 1 H 1 Γ φ h L 2 Γ, 94 and so we can bound the right hand side of 92 by f φ,j L 2 Γ u j 1 H 2 Γ + Ch 1 u j 1,h u j 1 H 1 Γ, 95

20 20 and, hence, we can bound φ j,h L2 Γ C u j 1 H2 Γ + h 1 u j 1,h u j 1 H1 Γ. 96 For j = 1 we have with 90 an estimate for the second term on the right hand side of 96 and with 66e for s = 3 2 we obtain if Γ C5,1 φ 1,h L 2 Γ Cmin β 1 1, 1 F H 1 R n \Γ. 97 To obtain estimates for φ j,h, j 2 we have to define u j,h X h for j 1, which we do in in analogy to the definition of u 0,h by u j,h, u h = V φ j,h, u h, u h X h. 98 As u j solves a similar equation, but with V φ j instead of V φ j,h on the right hand side, we find using Strang s lemma, the best-approximation properties in X h = S1Γ 0 h, u j,h u j H1 Γ C inf v h u j H1 Γ + V φ j,h φ j H1 Γ v h X h C h u j H2 Γ + φ j,h φ j L2 Γ, 99 and so we need to estimate φ j,h φ j L 2 Γ for j 1. The equation defining φ j is 27, where β 1 γ 0 NF is replaced by u j 1, and so by 50 for l = 1, 66f we obtain and inserted into 99, φ j,h φ j L2 Γ C h u j 1 H 3 /2 Γ C h u j 1 H 7 /2 Γ, 100 u j,h u j H 1 Γ C h u j H 2 Γ + u j 1 H 7 /2 Γ Cmin β 1 1, 1 h γ 0 NF H 2 j 3+ 3 /2 Γ + γ 0NF H 2 j 3+ 3 /2 Γ 101 Cmin β 1 1, 1 h F H1 R n \Γ 102 if Γ C 2j 3+1,1. Here, we have used 66e or 68b for s = 3 2 into 96 we find for j 2 and if Γ C 2j 1 3+1,1 and s = 3 and Lemma 3.3. Now, inserting 102 Immediately from 98, we find, for j 1, φ j,h L 2 Γ C min β 1 1, 1 F H 1 R n \Γ. 103 u j,h H1 Γ C φ j,h L2 Γ, 104 and so the bounds 97 and 103 apply to u j,h H 1 Γ as well. Finally, applying?? for l = 2 and 66e, and Lemma 3.3 we find if Γ C 2j+1 7+1,1 φ j,h φ j L2 Γ C h 2 u j 1 H 11 /2 Γ C h2 u j 1 H 15 /2 Γ C h 2 min β 1 1, 1 γ 0 NF H 2 j /2 Γ C h2 min β 1 1, 1 F H1 R n \Γ. 105 iii Estimates for δφ N,h and δu N,h. The last terms in the decomposition of φ and u solve see 70: Seek δu N,h, δφ N,h X h V h V δφ N,h, φ h + δu N,h, φ h = 0, φ h V h, 106a δφ N,h, u h + β 1 δu N,h, u h + β 2 Γ δu N,h, Γ u h = β 2 Γ u N,h, Γ u h, u h X h. 106b Choosing φ h = δφ N,h and u h = δu N,h in 106 and summing 106a and the complex conjugate of 106b, multiplying by e iθm 2 and taking the real part we obtain cos θ m2 V δφn,h, δφ N,h + β2 cos θ m2 θ 2 δun,h 2 H 1 Γ Reβ 2 e iθm 2 Γ u N,h, Γ δu N,h.

21 Hence, by 87 for N = 0 and Γ C 2,1, 104 and 97 for N = 1 and Γ C 5,1, or 104 and 103 for N > 1 and Γ C 2N 1 3+1,1 that δu N,h H 1 Γ C u N,h H 1 Γ C F H 1 R n \Γ, 107a δφ N,h 2 H 1 /2 Γ C β 2 u N,h H1 Γ δu N,h H1 Γ C β 2 F 2 H 1 R n \Γ. 107b If δφ N,h is known equation 106a defines δu N,h and clearly δu N,h L 2 Γ C V δφ N,h L 2 Γ C δφ N,h H 1 Γ C β F H 1 R n \Γ. 107c The proof for the discretisation error estimate runs parallel to that for type I, see the proof of Theorem 4.3. The energy norm related to the bilinear form in 106 is defined by δφ N,h, u N,h 2 := δφ N,h 2 H 1 /2 Γ + β 1 δu N,h 2 L 2 Γ + β 2 δu N,h 2 H 1 Γ. In this norm the bilinear form is elliptic and continuous with constants depending on β 1 or β 2 only through θ 1. Applying Strang s lemma [2, Ch. III, Thm. 1.1] we therefore obtain, 21 δφ N,h δφ N H 1 /2 Γ + β 1 1 /2 δu N,h δu N L 2 Γ + β 2 1 /2 δu N,h δu N H 1 Γ C inf ψh δφ N H 1 ψ h,v h V h X /2 Γ + β 1 1 /2 v h δu N L2 Γ + β 2 1 /2 v h δu N H 1 Γ h + C β 2 1 /2 u N,h u N H 1 Γ C h δφ N H 1 /2 Γ + β 1 1 /2 δu N H 1 Γ + β 2 1 /2 δu N H 2 Γ + C β2 1 /2 u N,h u N H 1 Γ. Using 71g, 71a, 71d, 71f we bound δφ N H 1 /2 Γ + β 1 1 /2 δu N H1 Γ + β 2 1 /2 δu N H2 Γ C β 2 N 1 u N H 1 Γ + β 2 N u N H 2 Γ + β 1 1 /2 β 2 N u N H 1 Γ + β 1 1 /2 β 2 N+1 u N H 2 Γ and so for N = 0 if Γ C 4,1 δφ 0 H 1 /2 Γ + β 1 1 /2 δu 0 H1 Γ + β 2 1 /2 δu 0 H 2 Γ C β 2 1 min β 1 1, 1 + β 1 1 /2 F H 1 R n \Γ, and for N 1 if Γ C 2N 3+1,1 δφ N H 1 /2 Γ + β 1 1 /2 δu N H1 Γ + β 2 1 /2 δu N H2 Γ C β 2 N 1 + β 1 1 /2 β 2 N F H1 R n \Γ. Hence, using 90 we obtain if Γ C 4,1 δφ 0,h δφ 0 H 1 /2 Γ + β 1 1 /2 δu 0,h δu 0 L2 Γ + β 2 1 /2 δu 0,h δu 0 H1 Γ C β 2 1 min β 1 1, 1 + β 1 1 /2 h F H 1 R n \Γ, 108 and using 102 we find for N 1 if Γ C 2N 3+1,1 δφ N,h δφ N H 1 /2 Γ + β 1 1 /2 δu N,h δu N L2 Γ + β 2 1 /2 δu N,h δu N H 1 Γ C β 2 1 /2 min β 1 1, 1 + β 2 N 1 + β 1 1 /2 β 2 N h F H1 R n \Γ. 109 iv Estimates for φ h and u h. Now, we can use the decomposition of φ h and the estimates 83 and 107b to bound the discrete solution φ h if Γ C 2,1 as φ h H 1 /2 Γ φ 0,h H 1 /2 Γ + δφ 0,h H 1 /2 Γ C min1, β 1 + β F H 1 R n \Γ, which is 77a. Similarly with 88 and 107c we get for Γ C 2,1 u h L2 Γ u 0,h L 2 Γ + δu 0,h L 2 Γ C min β 1 1, 1 + β 2 1 /2 F H 1 R n \Γ,

22 22 which is 77b. In the same way using 87, 107a, 107c we get for Γ C 2,1 u h H 1 Γ u 0,h H 1 Γ + δu 0,h H 1 Γ C F H 1 R n \Γ which is 77c. We obtain 78a as 77c, while only using 91 instead of 87. Furthermore, we can bound the discretisation error as φ h φ H 1 /2 Γ φ 0,h φ 0 H 1 /2 Γ + δφ 0,h δφ 0 H 1 /2 Γ, and if Γ C 4,1 the estimates 84 and 108 and the fact that min1, β 1 β 1 1 /2 result in 78b. Moreover, the estimate 78c is obtained in the same way using 90 and 108. To obtain estimates for the discretisation error for φ h, which are robust even for β 2 0, we use one more term of the expansion, which gives φ h φ H 1 /2 Γ φ 0,h φ 0 H 1 /2 Γ + β 2 φ 1,h φ 1 H 1 /2 Γ + δφ 1,h δφ 1 H 1 /2 Γ, and so 79 when we use 84, 100 for j = 1, 66f for s = 3 and 109 for N = 1. To obtain an estimate for the discretisation error of u h, which does not blow up for β 2 0, we have to take another term in the expansion, u h u H1 Γ u 0,h u 0 H1 Γ + β 2 u 1,h u 1 H1 Γ + β 2 2 u 2,h u 2 H1 Γ + δu 2,h δu 2 H1 Γ, and using 90, 102 for j = 1, 2 and 109 for N = 2 we obtain 80. This completes the proof Numerical experiments 10 2 d = d = uh u H 1 Γ mesh-width h V h = S 1 0 Γ h V h = S 0 1 Γ h Πh/16φh φ H 1 /2 Γ mesh-width h V h = S 1 0 Γ h V h = S 0 1 Γ h Figure 6. Convergence of the discretisation error for the solution of the BEM for the NTFS model which is of type II for the model problem from Section 1.4 β 1 = 70i, β 2 = The H 1 /2 Γ-norm is computed via the single layer potential operator for the L 2 -projection onto Vh/16 on the mesh Γh/16, for which each interval of Γ h has been refined four times. We have studied the proposed boundary element method for the numerical example described in Section 1.4 and the NTFS condition by Nakata et al. [12] for which β 1 and β 2 are given in 8. In this example, in which β 1 and β 2 are not too small, we observe for V h = S0 1 Γ h the convergence orders given by the best-approximation, which are 1 for u h in H 1 Γ and 3 2 for φ h in H 1 /2 Γ, see Figure 6. For V h = S1Γ 0 h the behavior of the discretisation error as a function of the mesh width h is also shown in Figure 6. The results confirm that the estimates of the discretisation error of u h in h given in Theorem 5.6 are sharp. Note that the evident quadratic convergence of φ h is better than the predictions of our theory. We believe that, for all h > h β 2 for some h β 2, which decreases with β 2, the discretization error behaves like Oh 5 /2,

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