Piecewise Linear Finite Element Approximation Research Articles

Finite element error estimates in non-energy norms for the two-dimensional scalar Signorini problem

This paper is concerned with error estimates for the piecewise linear finite element approximation of the two-dimensional scalar Signorini problem on a convex polygonal domain varOmega . Using a Céa-type lemma, a supercloseness result, and a non-standard duality argument, we prove W^{1,p}(varOmega )-, L^infty (varOmega )-, W^{1,infty }(varOmega )-, and H^{1/2}(partial varOmega )-error estimates under reasonable assumptions on the regularity of the exact solution and L^p(varOmega )-error estimates under comparatively mild assumptions on the involved contact sets. The obtained orders of convergence turn out to be optimal for problems with essentially bounded right-hand sides. Our results are accompanied by numerical experiments which confirm the theoretical findings.

Discrete comparison principles for quasilinear elliptic PDE

Comparison principles are developed for piecewise linear finite element approximations of quasilinear elliptic partial differential equations. We consider the analysis of a class of nonmonotone Leray-Lions problems featuring both nonlinear solution and gradient dependence in the principal coefficient, and a solution dependent lower-order term. Sufficient local and global conditions on the discretization are found for conforming finite element solutions to satisfy a comparison principle, which implies uniqueness of the solution. For problems without a lower-order term, our analysis shows the meshsize is only required to be locally controlled, based on the variance of the computed solution over each element. We include a discussion of the simpler semilinear case where a linear algebra argument allows a sharper mesh condition for the lower order term.

Maximum norm error estimates for Neumann boundary value problems on graded meshes

AbstractThis paper deals with a priori pointwise error estimates for the finite element solution of boundary value problems with Neumann boundary conditions in polygonal domains. Due to the corners of the domain, the convergence rate of the numerical solutions can be lower than in the case of smooth domains. As a remedy, the use of local mesh refinement near the corners is considered. In order to prove quasi-optimal a priori error estimates, regularity results in weighted Sobolev spaces are exploited. This is the first work on the Neumann boundary value problem where both the regularity of the data is exactly specified and the sharp convergence order $h^{2} \lvert \ln h \rvert $ in the case of piecewise linear finite element approximations is obtained. As an extension we show the same rate for the approximate solution of a semilinear boundary value problem. The proof relies in this case on the supercloseness between the Ritz projection to the continuous solution and the finite element solution.

Fully Discrete Finite Element Methods for Two-Dimensional Bingham Flows

This paper presents fully discrete stabilized finite element methods for two-dimensional Bingham fluid flow based on the method of regularization. Motivated by the Brezzi-Pitkäranta stabilized finite element method, the equal-order piecewise linear finite element approximation is used for both the velocity and the pressure. Based on Euler semi-implicit scheme, a fully discrete scheme is introduced. It is shown that the proposed fully discrete stabilized finite element scheme results in the h1/2 error order for the velocity in the discrete norms corresponding to L2(0,T;H1(Ω)2)∩L∞(0,T;L2(Ω)2).

A note on a priori $$\mathbf {L^p}$$ L p -error estimates for the obstacle problem

This paper is concerned with a priori error estimates for the piecewise linear finite element approximation of the classical obstacle problem. We demonstrate by means of two one-dimensional counterexamples that the \(L^2\)-error between the exact solution u and the finite element approximation \(u_h\) is typically not of order two even if the exact solution is in \(H^2(\varOmega )\) and an estimate of the form \(\Vert u - u_h\Vert _{H^1} \le {Ch}\) holds true. This shows that the classical Aubin–Nitsche trick which yields a doubling of the order of convergence when passing over from the \(H^1\)- to the \(L^2\)-norm cannot be generalized to the obstacle problem.

Analysis of the Finite Element Method for the Laplace–Beltrami Equation on Surfaces with Regions of High Curvature Using Graded Meshes

We derive error estimates for the piecewise linear finite element approximation of the Laplace–Beltrami operator on a bounded, orientable, $$C^3$$ , surface without boundary on general shape regular meshes. As an application, we consider a problem where the domain is split into two regions: one which has relatively high curvature and one that has low curvature. Using a graded mesh we prove error estimates that do not depend on the curvature on the high curvature region. Numerical experiments are provided.

$$\mathbf {L^\infty }$$ L ∞ -error estimates for the obstacle problem revisited

In this paper, we present an alternative approach to a priori \(L^\infty \)-error estimates for the piecewise linear finite element approximation of the classical obstacle problem. Our approach is based on stability results for discretized obstacle problems and on error estimates for the finite element approximation of functions under pointwise inequality constraints. As an outcome, we obtain the same order of convergence proven in several works before. In contrast to prior results, our estimates can, for example, also be used to study the situation where the function space is discretized but the obstacle is not modified at all.

Second order approximations for kinetic and potential energies in Maxwell's wave equations

In this paper we propose a numerical scheme for wave type equations with damping and space variable coefficients. Relevant equations of this kind arise for instance in the context of Maxwell's equations, namely, the electric potential equation and the electric field equation. The main motivation to study such class of equations is the crucial role played by the electric potential or the electric field in enhanced drug delivery applications. Our numerical method is based on piecewise linear finite element approximation and it can be regarded as a finite difference method based on non-uniform partitions of the spatial domain. We show that the proposed method leads to second order convergence, in time and space, for the kinetic and potential energies with respect to a discrete L2-norm.

Solving the Stokes Problem on a Massively Parallel Computer

Abstract We describe a numerical procedure for solving the stationary two‐dimensional Stokes problem based on piecewise linear finite element approximations for both velocity and pressure, a regularization technique for stability, and a defect‐correction technique for improving accuracy. Eliminating the velocity unknowns from the algebraic system yields a symmetric positive semidefinite system for pressure which is solved by an inner‐outer iteration. The outer iterations consist of the unpreconditioned conjugate gradient method. The inner iterations, each of which corresponds to solving an elliptic boundary value problem for each velocity component, are solved by the conjugate gradient method with a preconditioning based on the algebraic multi‐level iteration (AMLI) technique. The velocity is found from the computed pressure. The method is optimal in the sense that the computational work is proportional to the number of unknowns. Further, it is designed to exploit a massively parallel computer with distri...

Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

In this paper we analyze the numerical approximation of diffusion problems over polyhedral domains in $$\mathbb {R}^d$$Rd ($$d = 1, 2,3$$d=1,2,3), with diffusion coefficient $$a({\varvec{x}},\omega )$$a(x,?) given as a lognormal random field, i.e., $$a({\varvec{x}},\omega ) = \exp (Z({\varvec{x}},\omega ))$$a(x,?)=exp(Z(x,?)) where $${\varvec{x}}$$x is the spatial variable and $$Z({\varvec{x}}, \cdot )$$Z(x,·) is a Gaussian random field. The analysis presents particular challenges since the corresponding bilinear form is not uniformly bounded away from $$0$$0 or $$\infty $$? over all possible realizations of $$a$$a. Focusing on the problem of computing the expected value of linear functionals of the solution of the diffusion problem, we give a rigorous error analysis for methods constructed from (1) standard continuous and piecewise linear finite element approximation in physical space; (2) truncated Karhunen---Loeve expansion for computing realizations of $$a$$a (leading to a possibly high-dimensional parametrized deterministic diffusion problem); and (3) lattice-based quasi-Monte Carlo (QMC) quadrature rules for computing integrals over parameter space which define the expected values. The paper contains novel error analysis which accounts for the effect of all three types of approximation. The QMC analysis is based on a recent result on randomly shifted lattice rules for high-dimensional integrals over the unbounded domain of Euclidean space, which shows that (under suitable conditions) the quadrature error decays with $$\mathcal {O}(n^{-1+\delta })$$O(n-1+?) with respect to the number of quadrature points $$n$$n, where $$\delta >0$$?>0 is arbitrarily small and where the implied constant in the asymptotic error bound is independent of the dimension of the domain of integration.

Robust error bounds for finite element approximation of reaction–diffusion problems with non-constant reaction coefficient in arbitrary space dimension

We present a fully computable a posteriori error estimator for piecewise linear finite element approximations of reaction–diffusion problems with mixed boundary conditions and piecewise constant reaction coefficient formulated in arbitrary dimension. The estimator provides a guaranteed upper bound on the energy norm of the error and it is robust for all values of the reaction coefficient, including the singularly perturbed case. The approach is based on robustly equilibrated boundary flux functions of Ainsworth and Oden (2000) and on subsequent robust and explicit flux reconstruction. This paper simplifies and extends the applicability of the previous result of Ainsworth and Vejchodský (2011) in three aspects: (i) arbitrary dimension, (ii) mixed boundary conditions, and (iii) non-constant reaction coefficient. It is the first robust upper bound on the error with these properties. An auxiliary result that is of independent interest is the derivation of new explicit constants for two types of trace inequalities on simplices.

Finite Element Approximation of Conformal Mappings to Unbounded Jordan Domains

In two-dimensional Euclidean space, a simply connected unbounded domain whose boundary is a Jordan curve is called an unbounded Jordan domain. In this article, we discuss a piecewise linear finite element approximation of conformal mappings from the unit disk of the plane to unbounded Jordan domains. Some convergence results and error analysis are presented. Numerical examples are also given.

Numerical Solutions to Nonsmooth Dirichlet Problems Based on Lumped Mass Finite Element Discretization

We apply a lumped mass finite element to approximate Dirichlet problems for nonsmooth elliptic equations. It is proved that the lumped mass FEM approximation error in energy norm is the same as that of standard piecewise linear finite element approximation. Under the quasi-uniform mesh condition and the maximum angle condition, we show that the operator in the finite element problem is diagonally isotone and off-diagonally antitone. Therefore, some monotone convergent algorithms can be used. As an example, we prove that the nonsmooth Newton-like algorithm is convergent monotonically if Gauss-Seidel iteration is used to solve the Newton's equations iteratively. Some numerical experiments are presented.

Finite volume element approximation of an inhomogeneous Brusselator model with cross-diffusion

This paper is concerned with the study of pattern formation for an inhomogeneous Brusselator model with cross-diffusion, modeling an autocatalytic chemical reaction taking place in a three-dimensional domain. For the spatial discretization of the problem we develop a novel finite volume element (FVE) method associated to a piecewise linear finite element approximation of the cross-diffusion system. We study the main properties of the unique equilibrium of the related dynamical system. A rigorous linear stability analysis around the spatially homogeneous steady state is provided and we address in detail the formation of Turing patterns driven by the cross-diffusion effect. In addition we focus on the spatial accuracy of the FVE method, and a series of numerical simulations confirm the expected behavior of the solutions. In particular we show that, depending on the spatial dimension, the magnitude of the cross-diffusion influences the selection of spatial patterns.

Eigenvalue problems in a non-Lipschitz domain

In this paper we analyse piecewise linear finite element approximations of the Laplace eigenvalue problem in the plane domain Ω = (x,y): 0 < x < 1, 0 < y < x, which gives for 1< the simplest model of an external cusp. Since Ω is curved and non-Lipschitz, the classical spectral theory cannot be applied directly. We present the eigenvalue problem in a proper setting, and relying on known convergence results for the associated source problem with <3, we obtain a quasi-optimal order of convergence for the eigenpairs. © 2013 The authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Optimal L ∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations

This paper is concerned with the piecewise linear finite element approximation of Hamilton–Jacobi–Bellman equations. We establish the optimal L ∞-error estimate, combining the concepts of subsolution and discrete regularity.

Domain decomposition for multiscale PDEs

We consider additive Schwarz domain decomposition preconditioners for piecewise linear finite element approximations of elliptic PDEs with highly variable coefficients. In contrast to standard analyses, we do not assume that the coefficients can be resolved by a coarse mesh. This situation arises often in practice, for example in the computation of flows in heterogeneous porous media, in both the deterministic and (Monte–Carlo simulated) stochastic cases. We consider preconditioners which combine local solves on general overlapping subdomains together with a global solve on a general coarse space of functions on a coarse grid. We perform a new analysis of the preconditioned matrix, which shows rather explicitly how its condition number depends on the variable coefficient in the PDE as well as on the coarse mesh and overlap parameters. The classical estimates for this preconditioner with linear coarsening guarantee good conditioning only when the coefficient varies mildly inside the coarse grid elements. By contrast, our new results show that, with a good choice of subdomains and coarse space basis functions, the preconditioner can still be robust even for large coefficient variation inside domains, when the classical method fails to be robust. In particular our estimates prove very precisely the previously made empirical observation that the use of low-energy coarse spaces can lead to robust preconditioners. We go on to consider coarse spaces constructed from multiscale finite elements and prove that preconditioners using this type of coarsening lead to robust preconditioners for a variety of binary (i.e., two-scale) media model problems. Moreover numerical experiments show that the new preconditioner has greatly improved performance over standard preconditioners even in the random coefficient case. We show also how the analysis extends in a straightforward way to multiplicative versions of the Schwarz method.

Monotone convergence of finite element approximations of obstacle problems

The purpose of the work is to study the monotone convergence of numerical solutions of obstacle problems under mesh refinement when the obstacle is convex. We prove monotone convergence of piecewise linear finite element approximations for one-dimensional obstacle problems. We demonstrate by giving a example that such monotone convergence will not hold in the two-dimensional case.

Convergence of free boundaries in discrete obstacle problems

We show that a piecewise linear finite element approximation of the obstacle problem gives an approximate free boundary converges, in an appropriate distance, to the free boundary of the continuous problem under a stability condition on the obstacle.