In science and engineering, many simulations are carried out over domains consisting of multiple materials separated by curves/surfaces. If partial differential equations (PDEs) are used to model these simulations, it usually leads to the so-called interface problems of PDEs whose coefficients are discontinuous. In this dissertation, we consider nonconforming immersed "nite element (IFE) methods and error analysis for interface problems. We "first consider the second order elliptic interface problem with a discontinuous diffusion coefficient. We propose new IFE spaces based on the nonconforming rotated Q1 "finite elements on Cartesian meshes. The degrees of freedom of these IFE spaces are determined by midpoint values or average integral values on edges. We investigate fundamental properties of these IFE spaces, such as unisolvency and partition of unity, and extend well-known trace inequalities and inverse inequalities to these IFE functions. Through interpolation error analysis, we prove that these IFE spaces have optimal approximation capabilities. We use these IFE spaces to develop partially penalized Galerkin (PPG) IFE schemes whose bilinear forms contain penalty terms over interface edges. Error estimation is carried out for these IFE schemes. We prove that the PPG schemes with IFE spaces based on integral-value degrees of freedom have the optimal convergence in an energy norm. Following a similar approach, we prove that the interior penalty discontinuous Galerkin schemes based on these IFE functions also have the optimal convergence. However, for the PPG schemes based on midpoint-value degrees of freedom, we prove that they have at least a sub-optimal convergence. Numerical experiments are provided to demonstrate features of these IFE methods and compare them with other related numerical schemes. We extend nonconforming IFE schemes to the planar elasticity interface problem with discontinuous Lam"e parameters. Vector-valued nonconforming rotated Q1 IFE functions with integral-value degrees of freedom are unisolvent with appropriate interface jump conditions. More importantly, the Galerkin IFE scheme using these vector-valued nonconforming rotated Q1 IFE functions are "locking-free" for nearly incompressible elastic materials. In the last part of this dissertation, we consider potential applications of IFE methods to time dependent PDEs with moving interfaces. Using IFE functions in the discretization in space enables the applicability of the method of lines. Crank-Nicolson type fully discrete schemes are also developed as alternative approaches for solving moving interface problems. / Ph. D.

In this thesis, we develop the a new immersed finite element(IFE) space formed by piecewise linear polynomials defined on sub-elements cut by the actual interface curve for solving elliptic interface problems on interface independent meshes. A group of geometric identities and estimates on interface elements are derived. Based on these geometric identities and estimates, we establish a multi-point Taylor expansion of the true solutions and show the estimates for the second order terms in the expansion. Then, we construct the local IFE spaces by imposing the weak jump conditions and nodal value conditions on the piecewise polynomials. The unisolvence of the IFE shape functions is proven by the invertibility of the well-known Sherman-Morrison system. Furthermore we derive a group of fundamental identities about the IFE shape functions, which show that the two polynomial components in an IFE shape function are highly related. Finally we employ these fundamental identities and the multi-point Taylor expansion to derive the estimates for IFE interpolation errors in L2 and semi-H1 norms. / Master of Science / Interface problems occur in many mathematical models in science and engineering that are posed on domains consisting of multiple materials. In general, materials in a modeling domain have different physical or chemical properties; thus, the transmission behaviors across the interface between different materials must be considered. Partial differential equations (PDEs) are often employed in these models and their coefficients are usually discontinuous across the material interface. This leads to the so called interface problems for the involved PDEs whose solutions are usually not smooth across the interface, and this non-smoothness is an obstacle for mathematical analysis and numerical computation. In this thesis, we present a new immersed finite element (IFE) space for efficiently solving a class of interface problems on interface independent meshes. The new IFE space is formed by piecewise linear polynomials defined on sub-elements cut by the actual interface. We present the construction procedure for this IFE space and establish fundamental properties for its shape functions. Furthermore, we prove that the proposed IFE space has the optimal approximation capability.

This dissertation consists of three studies of immersed finite element (IFE) methods for inter- face problems related to partial differential equations (PDEs) with discontinuous coefficients. These three topics together form a continuation of the research in IFE method including the extension to elasticity systems, new breakthroughs to higher degree IFE methods, and its application to inverse problems. First, we extend the current construction and analysis approach of IFE methods in the literature for scalar elliptic equations to elasticity systems in the vector format. In particular, we construct a group of low-degree IFE functions formed by linear, bilinear, and rotated Q1 polynomials to weakly satisfy the jump conditions of elasticity interface problems. Then we analyze the trace inequalities of these IFE functions and the approximation capabilities of the resulted IFE spaces. Based on these preparations, we develop a partially penalized IFE (PPIFE) scheme and prove its optimal convergence rates. Secondly, we discuss the limitations of the current approaches of IFE methods when we try to extend them to higher degree IFE methods. Then we develop a new framework to construct and analyze arbitrary p-th degree IFE methods. In this framework, each IFE function is the extension of a p-th degree polynomial from one subelement to the whole interface element by solving a local Cauchy problem on interface elements in which the jump conditions across the interface are employed as the boundary conditions. All the components in the analysis, including existence of IFE functions, the optimal approximation capabilities and the trace inequalities, are all reduced to key properties of the related discrete extension operator. We employ these results to show the optimal convergence of a discontinuous Galerkin IFE (DGIFE) method. In the last part, we apply the linear IFE methods in the literature together with the shape optimization technique to solve a group of interface inverse problems. In this algorithm, both the governing PDEs and the objective functional for interface inverse problems are discretized optimally by the IFE method regardless of the location of the interface in a chosen mesh. We derive the formulas for the gradients of the objective function in the optimization problem which can be implemented efficiently in the IFE framework through a discrete adjoint method. We demonstrate the properties of the proposed algorithm by applying it to three representative applications. / Doctor of Philosophy / Interface problems arise from many science and engineering applications modeling the transmission of some physical quantities between multiple materials. Mathematically, these multiple materials in general are modeled by partial differential equations (PDEs) with discontinuous parameters, which poses challenges to developing efficient and reliable numerical methods and the related theoretical error analysis. The main contributions of this dissertation is on the development of a special finite element method, the so called immersed finite element (IFE) method, to solve the interface problems on a mesh independent of the interface geometry which can be advantageous especially when the interface is moving. Specifically, this dissertation consists of three projects of IFE methods: elasticity interface problems, higher-order IFE methods and interface inverse problems, including their design, analysis, and application.