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I made a model with one magnet and an iron frame (mu_r = 9000) wrapped around it. I expect most of the B lines should go inside the iron frame, but the simulation result seems as if the iron frame does not exist. Please see attached from the geo model. Open the geo model in gmsh first, then merge (gmsh menu: File >> Merge) in magnetostatics.pro in the template folder came with gmsh. You should be able to set the model interactively. Set a constant magnetization for the magnet of 900000 in z direction. Select the right materials for air, set frame with constant mu_r = 9000, and the boundary condition on "Inf" can be either way (may leave at its default value). Then click Run.

Below is the 1magnet.geo file I used:

//=================start================== 
// define geometry-specific parameters
mm = 1.e-3;
  
DefineConstant[
  cub = {10*mm, Name "Parameters/2Magnet bottom size [m]"}
  hite = {20*mm, Name "Parameters/2Magnet hieght [m]"}
  lc1 = {TotalMemory <= 2048 ? 5*mm : 2*mm, Name "Parameters/3Mesh size on magnets [m]"}
  lc2 = {TotalMemory <= 2048 ? 20*mm : 10*mm, Name "Parameters/4Mesh size at infinity [m]"}
  inf = {100*mm, Name "Parameters/1Air box distance [m]"}
];

// change global Gmsh options
Mesh.Optimize = 1; // optimize quality of tetrahedra
Mesh.VolumeEdges = 0; // hide volume edges
Geometry.ExactExtrusion = 0; // to allow rotation of extruded shapes
Solver.AutoMesh = 2; // always remesh if necessary (don't reuse mesh on disk)

p1 = newp; Point(p1) = {-cub, -cub, -hite, lc1};
p2 = newp; Point(p2) = { cub, -cub, -hite, lc1};
p3 = newp; Point(p3) = { cub,  cub, -hite, lc1};
p4 = newp; Point(p4) = {-cub,  cub, -hite, lc1};
l1 = newl; Line(l1) = {p1,p2}; l2 = newl; Line(l2) = {p2,p3};
l3 = newl; Line(l3) = {p3,p4}; l4 = newl; Line(l4) = {p4,p1};
ll1 = newll; Line Loop(ll1) = {l1,l2,l3,l4};
s1 = news; Plane Surface(s1) = {ll1};
mag[] = Extrude {0, 0, 2*hite} { Surface{s1}; };
Physical Volume("Magnet") = {mag[1]};

//create steel frame around the magnet
p1 = newp; Point(p1) = {-2*cub, -cub, -hite, lc1};
p2 = newp; Point(p2) = { 2*cub, -cub, -hite, lc1};
p3 = newp; Point(p3) = { 2*cub, -cub,  hite, lc1};
p4 = newp; Point(p4) = {-2*cub, -cub,  hite, lc1};
l1 = newl; Line(l1) = {p1,p2}; l2 = newl; Line(l2) = {p2,p3};
l3 = newl; Line(l3) = {p3,p4}; l4 = newl; Line(l4) = {p4,p1};
ll1 = newll; Line Loop(ll1) = {l1,l2,l3,l4};
hite2 = hite + cub;
p1 = newp; Point(p1) = {-4*cub, -cub, -hite2, lc1};
p2 = newp; Point(p2) = { 4*cub, -cub, -hite2, lc1};
p3 = newp; Point(p3) = { 4*cub, -cub,  hite2, lc1};
p4 = newp; Point(p4) = {-4*cub, -cub,  hite2, lc1};
l1 = newl; Line(l1) = {p1,p2}; l2 = newl; Line(l2) = {p2,p3};
l3 = newl; Line(l3) = {p3,p4}; l4 = newl; Line(l4) = {p4,p1};
ll2 = newll; Line Loop(ll2) = {l1,l2,l3,l4};
s1 = news; Plane Surface(s1) = {ll2, ll1};
frame[] = Extrude {0, 2*cub, 0} { Surface{s1}; };
Physical Volume("Frame") = {frame[1]};



// create air box around magnets
BoundingBox; // recompute model bounding box
cx = (General.MinX + General.MaxX) / 2;
cy = (General.MinY + General.MaxY) / 2;
cz = (General.MinZ + General.MaxZ) / 2;
lx = 2*inf + General.MaxX - General.MinX;
ly = 2*inf + General.MaxY - General.MinZ;
lz = 2*inf + General.MaxZ - General.MinZ;
p1 = newp; Point (p1) = {cx-lx/2, cy-ly/2, cz-lz/2, lc2};
p2 = newp; Point (p2) = {cx+lx/2, cy-ly/2, cz-lz/2, lc2};
l1 = newl; Line(l1) = {p1, p2};
e1[] = Extrude {0, ly, 0} { Line{l1}; };
air[] = Extrude {0, 0, lz} { Surface{e1[1]}; };
slair = newsl; Surface Loop(slair) = Boundary{Volume{air[1]}; };
slmag = newsl; Surface Loop(slmag) = Boundary{Volume{mag[1]}; };
vair = newv; Volume(vair) = {slair, slmag};
Physical Volume("Air") = vair; // air
Physical Surface("Inf") = {e1[1], air[0], air[2], air[3], air[4], air[5]};
Delete { Volume{air[1]}; }
//=================end==================

1magnet.geo