Guaranteed and robust a posteriori error estimates and balancing discretization and linearization errors for monotone nonlinear problems

Abstract

We derive a posteriori error estimates for a class of second-order monotone quasi-linear diffusion-type problems approximated by piecewise affine, continuous finite elements. Our estimates yield a guaranteed and fully computable upper bound on the error measured by the dual norm of the residual, as well as a global error lower bound, up to a generic constant independent of the nonlinear operator. They are thus fully robust with respect to the nonlinearity, thanks to the choice of the error measure. They are also locally efficient, albeit in a different norm, and hence suitable for adaptive mesh refinement. Moreover, they allow to distinguish, estimate separately, and compare the discretization and linearization errors. Hence, the iterative (Newton–Raphson, fixed point) linearization can be stopped whenever the linearization error drops to the level at which it does not affect significantly the overall error. This can lead to important computational savings, as performing an excessive number of unnecessary linearization iterations can be avoided. A strategy combining the linearization stopping criterion and adaptive mesh refinement is proposed and numerically tested for the p-Laplacian.