Departmental Papers (MEAM)

Document Type

Journal Article

Date of this Version

January 2004


Postprint version. Published in Journal of Computational Physics, Volume 193, Issue 1, 1 January 2004, pages 317–348.
Publisher URL:

NOTE: At the time of publication, author George Biros was affiliated with New York University. Currently (March 2005), he is a faculty member in the Department of Mechanical Engineering and Applied Mechanics at the University of Pennsylvania.


We present a new method for the solution of the Stokes equations. Our goal is to develop a robust and scalable methodology for two and three dimensional, moving-boundary, flow simulations. Our method is based on Anita Mayo's method for the Poisson's equation: “The Fast Solution of Poisson's and the Biharmonic Equations on Irregular Regions”, SIAM J. Num. Anal., 21 (1984), pp. 285– 299. We embed the domain in a rectangular domain, for which fast solvers are available, and we impose the boundary conditions as interface (jump) conditions on the velocities and tractions. We use an indirect boundary integral formulation for the homogeneous Stokes equations to compute the jumps. The resulting integral equations are discretized by Nystrom's method. The rectangular domain problem is discretized by finite elements for a velocity-pressure formulation with equal order interpolation bilinear elements (Q1-Q1). Stabilization is used to circumvent the inf-sup condition for the pressure space. For the integral equations, fast matrix vector multiplications are achieved via a NlogN algorithm based on a block representation of the discrete integral operator, combined with (kernel independent) singular value decomposition to sparsify low-rank blocks. Our code is built on top of PETSc, an MPI based parallel linear algebra library. The regular grid solver is a Krylov method (Conjugate Residuals) combined with an optimal two-level Schwartz-preconditioner. For the integral equation we use GMRES. We have tested our algorithm on several numerical examples and we have observed optimal convergence rates.


Stokes equations, Fast solvers, Integral equations, Double-layer potential, Fast multipole methods, Embedded domain methods, Immersed interface methods, Fictitious domain methods, Cartesian grid methods, Moving boundaries



Date Posted: 27 July 2004

This document has been peer reviewed.