Neumann-Type A Posteriori Error Estimation For Steady Convection-Diffusion Equation

Size: px
Start display at page:

Download "Neumann-Type A Posteriori Error Estimation For Steady Convection-Diffusion Equation"

Transcription

1 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 8 Neumann-Type A Posteriori rror stimation For Steady Convection-Diffusion quation G. Temesgen Meuria, J. Anand Rao Department of Mathematics, University College of Science, Osmania University, Hyderabad, 57, Telengana, India; Department of Mathematics, University College of Science, Osmania University, Hyderabad, 57, Telengana, India mail: temesgen_meuria@yahoo.com ABSTRACT: We consider a steady linear convection diffusion equation in D, present the standard Galerin (GK) approximation and the Streamline- Diffusion Finite lement Method (SDFM) and give an analysis of a posteriori error estimator based on solving a local Neumann problem. The estimator gives global upper and local lower bounds on the error measured in the H semi-norm. Our numerical results from GK and SD approximations show that the global effectivity indices deteriorate in rates O(Pe K ) and O( Pe K ) as Pe K, respectively i.e., the estimator is over-estimated the error locally within a boundary layer which is not resolved by uniform grid refinement. Keywords: Convection-diffusion equation, GK Method, SDFM, a Posteriori error estimator, ffectivity Indices INTRODUCTION It is well nown that the standard Galerin discretization of convection-diffusion equation yields inaccurate, oscillatory solutions near boundary layers in convection dominated flows and, if the diffusion parameter is decreased without proportional reduction of the discretization mesh size, then these inaccuracies propagate into regions where the solution is smooth [9]. The streamline-upwind Petrov- Galerin (SUPG) method [4], [5] or streamline-diffusion finite element method (SDFM) [8] is designed to overcome these problems by introducing a small amount of artificial diffusion in the direction of streamlines. The numerical solution obtained from the SDFM has the desirable property that the accuracy in regions where the exact solution is smooth will not be degraded as a result of discontinuities and layers in the exact solution [6], []. However, the numerical solution obtained from the SDFM can be oscillatory in regions where there are layers. To obtain an accurate finite element solution on a given mesh, usually a so-called quasi-uniform or isotropic mesh is desirable [6]. One commom technique to increase the accuracy of the finite element solution is mesh refinement, the so-called h-method. For a refinement procedure to succeed, reliable and efficient a posterori error estimators are needed. For the reliability and efficiency of a posteriori error estimators, a standard measure is the so-called effectivity index, defined as X η = estimated error true error. An estimator is called asymptotically exact if its effectivity index converges to when the mesh size approaches. If the effectivity index is much smaller than, the estimator is under- estimating the error. On the other hand, if the effectivity index is much greater than, the estimator is over-estimating the error. If the estimator does not under-estimate or over-estimate the error globally, then the estimator is reliable, meaning the error on the global domain can be properly controlled by the estimator. If the estimator does not under-estimate or overestimate the error locally, then the error estimator is efficient, meaning the estimator is able to pinpoint exactly where the error is large and where the error is small. For two-dimensional problems, several estimators have been shown to be asymptotically exact when used on uniform meshes provided the solution of the problem is smooth enough [4], [7], [8]. stimators based on solving a local Neumann problem, so-called Neumann-type estimators, were first given by [5]. These estimators have been studied by many researchers such as [], [], [], [4], [7], [9]. Our aim is to analyze the reliability of the error estimator proposed by Kay and Silvester [4] which is an extension of the wor of Verfurth [8]. In their wor, they modify the well-nown Ban and Weiser estimator [5], and using the idea of Ainsworth & Oden [], they solve a local (element) Poisson problem, over a suitably chosen (higher order) approximation space with data from interior residuals and flux jumps along element edges. An outline of this paper is as follows. In Section, we present the variational formulation and its finite element discretization of the steady convection-diffusion equation. In Section 3, we discuss the theoretical analysis of the Numann-type a posreriori estimator. In Section 4, we present the numerical results and the effectivity indices for a posteriori estimator and finally, we draw a conclusion. LINAR CONVCTION-DIFFUSION QUATION We consider the following steady, linear convectiondiffusion equation u + b. u = f in Ω, u = g on Γ D, u = on Γ n N, (.a) (.b) (.c) where Ω C IR is a bounded polygonal domain with Lipschitz boundary Ω = Γ D Γ N and Γ D Γ N =. We are interested in the convection dominated case and assume that (A.), (A.). b =, (A.3) b,ω =, (A.4) b. n on Γ N. The L norm and the H semi-norm, also called energy norm are defined as u H (Ω) = u L (Ω) = u dω Ω d i= and u H (Ω) = u L (Ω) = D i u Ω u H (Ω), respectively. We shall denote the above norm and semi-norm by the following convention.,ω = u H (Ω) and.,ω = u,ω = u H (Ω) if no subscript index

2 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 9 is given then we assume an ordinary L norm,.,ω, and if no subscript index is given then we shall assume it is the whole of Ω. To define wea form of (.), we need two classes of functions: the trial functions H and the test solutions H : H = u H Ω u = g on Γ D H = u H Ω u = on Ω and the standard variational formulation of problem (.) is given by: find u H such that B u, v = F v v H (.) where B u, v = u, v + b. u, v and F v = f, v Let T = K be a decomposition of Ω into triangles or quadrilaterals. We need to mae the following geometrical assumptions on the family of triangulations T. Admissibility: whenever K and K belongs to T, K K is either empty, or reduced to a common vertex, or to a common edge. = the diameter of K = the longest side of K T 3. ρ = the supremum of the diameter of the balls inscribed in K T 4. Shape regularity: the ratio of to ρ is uniformly bounded i.e., β ρ K T which means for any > and for any K T there exists a constant β > such that β β, where β denotes the smallest angle in any K T. We define the finite element spaces V = v H Ω v K P K K T for triangular elements and V = v H Ω v K Q K K T for rectangular elements, where P K is the space of polynomials of degree not greater than, and Q K is the space of polynomials of complete degree on K. In the case of convection dominated problem, the standard Galerin approximation of (.) may produce unphysical behavior, oscillation, if the mesh is too coarse in critical regions. To circumvent these difficulties, stability of the discretization has to be increased by introducing artificial diffusion along streamlines. The Streamline Diffusion Finite lement Method (SDFM) [8] or [4], [5] stabilizes a convection dominated problem by adding weighted residuals to the standard Galerin finite element method for hyperbolic equations which combines good stability with high order accuracy, convergence results are available (see [] ). The SDFM yields the following discrete problem obtained: Find u V such that B u, v = F v v V, v = on Γ D (.3) where B SD u, v = u, v + b. u, v + δ K (b. u, b. v ) K and F SD v = f, v + δ K (f, b. v ) K. In (.3), a constant δ K must be chosen for every element K. Let the mesh Peclet number be defined by, Pe = b,k where.,k denotes the norm in L K. From the analysis of the SDFM, the following choice of δ K are optimal; lman et al. [5]: δ = for Pe Pe >, for Pe, (.4) where is a measure of the element length in the direction of the wind. For other parameter choice, see [6], [7], [5], []. 3 NUMANN TYP A POSTRIORI RROR STIMATION In this topic, we introduce the analysis of error estimator proposed by Kay and Silvester [4] which is an extension of the wor of Verfurth [8]. In their wor, they modify the wellnown Ban and Weiser estimator [5] and using the idea of Ainsworth & Oden [], they solve a local (element) Poisson problem over a suitably chosen (higher order) approximation space with data from interior residuals and flux jumps along element edges. We now introduce some definitions and notations that will be needed for the error estimates. We denote by (K) the set of edges of element K T, by = K T K the set of all element edges and the subsets relating to internal, Dirichlet and Neumann edges respectively as,ω = : C Ω,,D = : C Ω D and,n = : C Ω N so that =,Ω,D,N. We denote N K the set of vertices of K T and by N = K T N K the set of all element vertices (that do not lie on the Dirichlet boundary Γ D ). Let N be the set of vertices of, and for K T, and x N we define the local patches of elements as ω K = K K K, ω = K K, ω K = N K K N K, ω = N K N K. For the lowest order P or Q approximations over a triangular or rectangular element subdivision, u K =, so that the interior residual of element K is given by R K = f b. u K (3.) And the internal residual is approximated by R K = P K (R K ) (3.) where P K is the L (K) projection onto P (K). For any edge of an element K T, we define the flux jump as u if n,ω R = u h. n,k if (3.3),N if,d where u is a constant function on the inter-element edge n u and measures the jump of u across, that is, for n n K S, K, S T and defining n,k and n,s to be the outward normals with respect to the edge from element K and S respectively, we have u = v n K v S. n,k = v S v S. n,s (3.4) The approximation space is denoted by Q K = Q K B K (3.5) consisting of edge and interior bubble functions respectively: Q K = span ψ : K R ψ, K,Ω,N (3.6) where each member of the space is a quadratic (or biquadratic) edge bubble function ψ that is nonzero on edge of element K, but non zero valued on all other

3 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 3 edges of K. B K is the space spanned by interior cubic (or biquadratic) bubbles φ K i.e., B K = φ K K R φ K, φ K = on K (3.7) where each function is associated with an element K, and is zero on all edges of K, nonzero on the interior of K, and φ K = at the centeroid of K. The upshot is that the local problems are always well posed and that for each triangular (or rectangular) element a 4x4 (5x5) system of equations must be solved to compute e K. For an element K T, the local error estimate is the energy norm of e K given by η K = e K K (3.8) where e K = u u K Q K satisfies e K, v K = R K, v K R K, v v Q K (3.9) In the following, we mae frequent use of the short-hand notation f S to denote L - norm of a function L (S). The Kay and Silvester s upper estimation is the following. Theorem. If the variational problem (.) solved with a grid of bilinear rectangular elements, and if the rectangle aspect ratio condition is satisfied with β Ω, then, the estimator η K computed via (3.9) safisfies the upper bound property e h C β Ω η K K T + K b K R K R K K (3.) where C is independent of and and K is the length of the longest edge of element K. Proof. Using the assumptions (A.) - (A.4) we have B SD (e, e ) e h Ω (3.) Given e = u u H there exist a quasi interpolant e V H (see [6]) such that e e K C β ωk e h ωk K T (3.) = e e C β ωk e h ωk (3.3) Using the Galerin orthogonality property, the bilinear form B SD (e, e ) is written as B SD e, e = B SD e, e e + B SD e, e = B SD e, e e δ K (f b. u, b. e ) K = B SD u, e e B SD u, e e δ K (f b. u, b. e ) K = (f, e e ) B SD u, e e δ K (f b. u, b. e ) K (3.4) Hence, using (3.) in (3.4) and integrating by parts elementwise with e = e on Γ D gives e h Ω [ f b. u, e e K δ K (f b. u, b. e ) K + e K,Ω u K,N, e n e ] R K, e e K δ K (R K, b. e ) K + u n, e R,Ω,N, e e (3.5) From coercivity estimate, interpolation estimates (3.) & (3.3) and the Cauchy-Schwarz inequality, it can be shown e h Ω C β Ω K R K K + R K R K K + K R,Ω,N e h ωk C β Ω e h Ω K R K K + K R K R K K +,Ω,N R (3.6) Now, it remains to bound R K K and R in terms of η K. Recall that R K is constant and for K T, consider a function ω K = R K φ K where φ K B K. So ω K an interior bubble function with maximum value R K K at the center of the element. As φ K, one can write R K K R K, R K K = C R K, ω K K (3.7) Using (3.9) and the Cauchy-Schwarz inequality, imply that R K K C ( e K, ω K ) K C e K K ω K K (3.8) where C = C. Now using the inverse estimate (see [, Lemma.6]) ω K K C 3 ω K K (3.9) and by definition ω K K R K K, we get R K K C 4 e K K (3.) where C 4 = C C 3. Now we deal with the edge residual term R. For K, consider ω = R ψ where ψ Q K Q K. This is the bubble function that is only nonzero on edge. Note that we can write each norms of ω as norms over the edges as follows (see [3, Lemma 3.]) ω K ω ω K ω and since ω < R we can have ω K R (3.) ω K R (3.) Note R = R ds C 5 R ( R ψ )ds C 5 R, ω (3.3) Using (3.9), (3.) and (3.), we have R C 5 e K K ω K + R K K ω C 5 β ω R e K K + K K ω ω K K R K K (3.4) By plugging (3.) and (3.4) into (3.6), the global upper bound (3.) holds. Remar. If f and b are both piecewise constant functions then the consistency error term R K R K K is identically zero. Otherwise, if f and b are smooth, this term represents a high-order perturbation. In any case the estimator η K is reliable in the sense that the upper bound (3.) is independent of and. stablishing that the estimated error η K gives a lower bound on the local error is not possible. The difficulty is generic for any local error estimator: the local error is overestimated within exponential boundary layers wherever such layers are not solved by the mesh. Thus, in contrast to the nice lower bound that holds when solving Poisson s equation, see [, Proposition.8], the tightest lower bound that can be established for the convection-diffusion equation is the following. Theorem. If the variational problem (.) with b = is solved via either the Galerin formulation or the SD formulation (.3), using a grid of bilinear rectangular elements, and if the rectangle aspect ratio condition is satisfied, then the estimator η K computed via (3.9) is a local lower bound for e = u u in the sense that

4 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 3 η K C β ωk ( e ωk + K ω K b. e K + K ω K R K R K K ) (3.5) where C is independent of, and ω K represents the patch of five elements that have at least one boundary edge from the set K. Proof. To begin note that as e Q K we can put v = e in (3.9) to get e K = R K, e K R K, e R K K e K + R K e K (3.6) Note that with Poincare Fridrichs inequality and a scaling argument we can write e K C β K K e K, (3.7) e C β K e K (3.8) Substituting these into (3.6) gives K e K C β K K R K K + R (3.9) Now we only need to bound K R K K and R in terms of e. For K T, consider ω K = R K ψ K as above. Then C R K K R K, ω K K = R K R K, ω K K + B SD u u, ω K = R K R K, ω K K + e, ω K K + b. e, ω K K R K R K K ω K K + e K ω K K + b. e K ω K K (3.3) Hence, using ω K K R K K and (3.) we get K R K K C K R K R K K + e K + K b. e K (3.3) Similarly, for K,Ω and by using ω, it can be shown C R R, ω = K ω u h, ω K, by the definition of R and the Green formula = K ω e, ω K + u, ω K = K ω [ R K R K + R K b. e, ω K e, ω K ] Thus, R C R K R K R K K + K ω e K + K b. e K + K R K (3.3) K Therefore, by (3.3), we have R C K ω K R K R K K + e K + K b. e K (3.33) By plugging (3.3) and (3.33) into (3.9) the local lower bound (3.5) holds. Remar. The same estimate is obtained if local convection-diffusion problems are solved in place of (3.9), see [9]. The restriction that b = can be removed; it is only included to simplify the proof. From the bound (3.) and (3.5), the structure of the optimality gap term K ω K b. e K, leads to the expectation that η K will be an overestimate for e K in any element K where first, the element Peclet number,, is significantly bigger than unity, and second, the derivative of the error in the streamline direction, namely b. e K, is commensurate with the derivative of the error in the cross wind direction, b. e K. Such a deterioration in performance is realized in the case of problem given in section (4) next, if is decreased while eeping the grid fixed. 4 NUMRICAL RSULTS: FFCTIVITY INDICS In this section, we present an example to compare the solution qualities from the GK method and the SDFM and we compute global effectivity indices. In order to see how the effectivity indices change in terms of the diffusive parameter, mesh size, and element Peclet number, the problem is solved over uniform meshes with mesh size = and for =,,, and with Pe K = =, 4, 6, 64 and 56. Problem. Consider the function e y u(x, y) = x (4.) e satisfies equation (.) with b = (,) and f =. Dirichlet conditions on the boundary Ω are determined by (4.) and satisfy u x, = x, u x, =, u, y, u, y where the latter two approximations hold except near y =. Clearly, exponential layer near y = is expected, the layer is determined by e y and has width proportional to, see chaus (979) and Roos et al. ((996), section III..3). We solve (.3) using uniform NxN grids of square elements i.e., Q approximation over a domain Ω =, x [,]. To illustrate the qualities of SDFM and GK method for Pe K >, we consider the case N = 8, 6, 3 & 64 for = 4 and plot isolines of the computed solution and the estimated error in Fig., Fig. 3, Fig 4, Fig. 5 & Fig. 6. Clearly, Fig. shows GK solution suffer with serious oscillation on whole domain but Fig. 3, Fig. 4, Fig. 5 & Fig. 6 show SD solutions maintain good solution quality with small oscillation in the layer region as h increases. However, the solution still contains oscillations. Fig.. (a) Contour plot and (b) three-dimensional surface plot (bottom) of an accurate F solution, for =.

5 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 3 Fig.. (a) GK solution and (b) estimated error: 6 x 6 uniform grid Fig. 4. (a) SD solution and (b) estimated error: 6 x 6 uniform grid Fig. 3. (a) SD solution and (b) estimated error: 8 x 8 uniform grid Fig. 5. (a) SD solution and (b) estimated error: 3 x 3 uniform grid.

6 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 33 are smaller than the GK errors, we observe that the slow reduction in the global errors as the grid is successively refined. From Table and Table 3, we can see that the effectivity indices deteriorates in a rate O(Pe K ) as. Suggesting that the bound (3.5) is tight in this instance. Further, the numerical data in Table and Table 4 also show that the global effectivity indices deteriorates in a rate of O( Pe K ) as mentioned in Kay and Silvester () and lman et al. (5). Hence, we note that the local error is overestimated within exponential boundary layer. In considering the results in Table, Table, Table 3 & Table 4, we note that the improvement in performance of SD over Galergin might be anticipated from (3.5) in particular the better approximation of the streamline derivative suggests that the gap term will be smaller for SD in the limit as Pe K. TABL XACT RRORS, STIMATD RRORS (η ) AND FFCTIVITY INDICS (X η ) FOR LMNT PCLT NUMBR (Pe K ) SOLVD WITH SD APPROXIMATION USING 8 X 8 UNIFORM GRID. η X η Pe K Fig. 6. (a) SD solution and (b) estimated error: 64 x 64 uniform grid. Then, an approximation to the exact Galerin error = e K and the corresponding SD error = e K on each element can be computed as using Gaussian quadrature, with the MATLAB quadrature function dblquad.m. As an example, estimated global errors x x.454 x TABL XACT RRORS ( ), STIMATD RRORS (η) AND FFCTIVITY INDICS (X η ) FOR LMNT PCLT NUMBR (Pe K ) SOLVD WITH GALRKIN APPROXIMATION USING 8 X 8 UNIFORM GRID η X η Pe K x x x.65 x x x 3.5 x x.75 x x 56 η = η K and corresponding effectivity indices X η = η and X η = η, for GK and SD methods are presented in the tables below. From a comparison given in Table, Table, Table 3 & Table 4, while the SD errors TABL 3 XACT RRORS ( ), STIMATD RRORS (η) AND FFCTIVITY INDICS (X η ) FOR LMNT PCLT NUMBR (Pe K ) SOLVD WITH GALRKIN APPROXIMATION USING 6 X 6 UNIFORM GRID η X η Pe K x x.649 x.34 x x.3 x x x 3.67 x x 56

7 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 34 TABL 4 XACT RRORS, STIMATD RRORS (η ) AND FFCTIVITY INDICS (X η ) FOR LMNT PCLT NUMBR (Pe K ) SOLVD WITH SD APPROXIMATION USING 6 X 6 UNIFORM GRID. η X η Pe K x x.8 x x x.5 x 56 5 CONCLUSION From our theoretical and numerical results, we observe that the estimated error continuously reduces as the grid is successively refined. Therefore, the streamline-diffusion stabilization using N = 3 & 64 leads to the reliable error estimator for all O 3. In the context of the incompressible fluid flow models, exponential boundary layers only arise when downstream boundary conditions are inappropriately specified. In particular, a hard Dirichlet boundary condition on an outflow boundary should never be imposed; a zero Neumann condition is invariably more appropriate [3]. To increase accuracy of the solution in the region containing layer, adaptive mesh refinement and mesh movement based on a posteriori error estimation for the convection-diffusion equation are topics of our future wor. RFRNCS [] M. Ainsworth and J. Oden, A procedure for a posteriori error estimation for h p finite element methods. Comp. Meth. ng., 73-96, 99. [] M. Ainsworth and I. Babuˇsa, Reliable and roubst a posteriori error estimation for singular perturbed reaction-diffusion problems. SIAM J. Numer. Anal., 36:33 353, 999. I. Babuˇsa and A. K. Aziz, On the angle condition in the finite element method. SIAM. Numer. Anul., 3:4-6, 976. [3] Babuˇsa, R. Dur an, and R. Rodr ıguez, Analysis of the efficiency of an a posteriori error estimator for linear triangular finite elements. SIAM J. Numer. Anal., 9: , 99. [4] R.. Ban and A. Weiser, Some a posteriori error estimators for elliptic partial differential equations, Math. Comp., 44, pp. 83 3, 985. [5] P. Cl ement, Approximation by finite element functions using local regularization, R.A.I.R.O. Anal. Num er.,, pp , 975. [6] R. Dur an, M. A. Muschietti, and R. Rodr ıguez, On the asymptotic exactness of error estimators for linear triangular finite elements. Numer. Math., 59:7 7, 99. [7] R. Dur an and R. Rodr ıguez, On the asymptotic exactness of Ban-Weiser s estimator. Numer. Math., 6:97 33, 99. [8] W. chaus, Asymptotic Analysis of Singular Perturbations, North-Holland, Amsterdam [9] H. lman, D. Silvester, and A. Wathen, Finite lements and Fast Iterative Solvers: with Applications in Incompressible Fluid Dynamics. Numerical Methods and Scientific Computation. Oxford University Press, Oxford. 5. [] K. risson and C. Johnson, Adaptive streamline diffusion finite element methods for stationary convection-diffusion problems. Math. Comp., 6:67 88, 993. [] K. risson, D. step, P. Hansbo, and C. Johnson, Computational Differential quations, Cambridge University Press, New Yor [] P. M. Gresho & R. L. Sani, Flow and the Finite lement Method. Jhon Wiley, Chichester [3] T. J. R. Hughes and A.N. Broos, A multidimensional upwind scheme with no crosswind diffusion, in Hughes T. J. R, ed., Finite element methods for convection dominated flows, AMD vol. 34, ASM, New Yor, pp, 9-35, 979. [4] T.J.R. Hughes, M. Mallet, and A. Mizuami, A new finite element formulation for computational fluid dynamics: II. Beyond SUPG. Còmput. Meths. Appi. Mech. ngrg., vol. 54, , 986. [5] V. John and P. Knobloch, On spurious oscillations at layers diminishing (SOLD) methods for convection diffusion equations: Part I A review, Comput. Methods Appl. Mech. ngrg. 96: 97 5, 7. [6] V. John and P. Knobloch, On spurious oscillations at layers diminishing (SOLD) methods for convection diffusion equations: Part II-analysis for P and Q finite elements. Comput. Methods Appl. Mech. ngrg., 97:997-4, 8.

8 INTRNATIONAL JOURNAL OF TCHNOLOGY NHANCMNTS AND MRGING NGINRING RSARCH, VOL 3, ISSU 8 35 [7] C. Johnson, U. Nävert, and J. Pitäranta, Finite element methods for linear hyperbolic equations. Còmput. Meths. Appi. Mech. ngrg., vol. 45, 85-3, 984. [8] C. Johnson, Numerical Solution of Partial Differential quations by the Finite lement Method. Cambridge University Press, New Yor [9] C. Johnson, A. H. Schatz, and L. B. Wahlbin, Crosswind smear and pointwise errors in streamline diffusion finite element methods. Math. Comput., 49:5 38, 987. [] C. Johnson, The streamline diffusion finite element method for compressible and incompressible fluid flow. Finite elements in fluids, 8:75 95, 989. [] C. Johnson, Adaptive Finite element methods for diffusion and convection problems, Comput, Meth. Appl. Mech. ngrg. 8, 3-3, 99. [] D. Kay and D. Silvester, A posteriori error estimation for stabilized mixed approximations of the Stoes equations, SIAM J. Sci. Comput.,, pp ,. [3] D. Kay and D. Silvester, The reliability of local error estimators for convection diffusion equations, IMA J. Numer. Anal.,, pp. 7,. [4] P. Knobloch, On the choice of the supg parameter at outflow boundary layers. Technical Report MATH-nm-7/3, Charles University, Faculty of Mathematics and Physics, Prague. 7. [5] H.-G. Roos, M. Stynes, and L. Tobisa, Numerical Methods for Singularly Perturbed Differential quations, Springer-Verlag, Berlin [6] R. Verf urth, A posteriori error estimation and adaptive mesh-refinement techniques. J. Comput. Appl. Math., 5:67 83, 994. [7] R. Verf urth, A Review of A Posteriori rror stimation and Adaptive Mesh-Refinement Techniques, Wiley Teubner, Chichester [8] R. Verf urth, A posteriori error estimators for convection diffusion equations, Numer. Math.,8, pp , 998.

A mixed finite element approximation of the Stokes equations with the boundary condition of type (D+N)

A mixed finite element approximation of the Stokes equations with the boundary condition of type (D+N) wwwijmercom Vol2, Issue1, Jan-Feb 2012 pp-464-472 ISSN: 2249-6645 A mixed finite element approximation of the Stokes equations with the boundary condition of type (D+N) Jaouad El-Mekkaoui 1, Abdeslam Elakkad

More information

Chapter 6 A posteriori error estimates for finite element approximations 6.1 Introduction

Chapter 6 A posteriori error estimates for finite element approximations 6.1 Introduction Chapter 6 A posteriori error estimates for finite element approximations 6.1 Introduction The a posteriori error estimation of finite element approximations of elliptic boundary value problems has reached

More information

NUMERICAL SOLUTION OF CONVECTION DIFFUSION EQUATIONS USING UPWINDING TECHNIQUES SATISFYING THE DISCRETE MAXIMUM PRINCIPLE

NUMERICAL SOLUTION OF CONVECTION DIFFUSION EQUATIONS USING UPWINDING TECHNIQUES SATISFYING THE DISCRETE MAXIMUM PRINCIPLE Proceedings of the Czech Japanese Seminar in Applied Mathematics 2005 Kuju Training Center, Oita, Japan, September 15-18, 2005 pp. 69 76 NUMERICAL SOLUTION OF CONVECTION DIFFUSION EQUATIONS USING UPWINDING

More information

On discontinuity capturing methods for convection diffusion equations

On discontinuity capturing methods for convection diffusion equations On discontinuity capturing methods for convection diffusion equations Volker John 1 and Petr Knobloch 2 1 Universität des Saarlandes, Fachbereich 6.1 Mathematik, Postfach 15 11 50, 66041 Saarbrücken, Germany,

More information

Finite Element Superconvergence Approximation for One-Dimensional Singularly Perturbed Problems

Finite Element Superconvergence Approximation for One-Dimensional Singularly Perturbed Problems Finite Element Superconvergence Approximation for One-Dimensional Singularly Perturbed Problems Zhimin Zhang Department of Mathematics Wayne State University Detroit, MI 48202 Received 19 July 2000; accepted

More information

THE CONVECTION DIFFUSION EQUATION

THE CONVECTION DIFFUSION EQUATION 3 THE CONVECTION DIFFUSION EQUATION We next consider the convection diffusion equation ɛ 2 u + w u = f, (3.) where ɛ>. This equation arises in numerous models of flows and other physical phenomena. The

More information

IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1

IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1 Computational Methods in Applied Mathematics Vol. 1, No. 1(2001) 1 8 c Institute of Mathematics IMPROVED LEAST-SQUARES ERROR ESTIMATES FOR SCALAR HYPERBOLIC PROBLEMS, 1 P.B. BOCHEV E-mail: bochev@uta.edu

More information

Goal. Robust A Posteriori Error Estimates for Stabilized Finite Element Discretizations of Non-Stationary Convection-Diffusion Problems.

Goal. Robust A Posteriori Error Estimates for Stabilized Finite Element Discretizations of Non-Stationary Convection-Diffusion Problems. Robust A Posteriori Error Estimates for Stabilized Finite Element s of Non-Stationary Convection-Diffusion Problems L. Tobiska and R. Verfürth Universität Magdeburg Ruhr-Universität Bochum www.ruhr-uni-bochum.de/num

More information

Singularly Perturbed Partial Differential Equations

Singularly Perturbed Partial Differential Equations WDS'9 Proceedings of Contributed Papers, Part I, 54 59, 29. ISN 978-8-7378--9 MTFYZPRESS Singularly Perturbed Partial Differential Equations J. Lamač Charles University, Faculty of Mathematics and Physics,

More information

Superconvergence analysis of the SDFEM for elliptic problems with characteristic layers

Superconvergence analysis of the SDFEM for elliptic problems with characteristic layers Superconvergence analysis of the SDFEM for elliptic problems with characteristic layers S. Franz, T. Linß, H.-G. Roos Institut für Numerische Mathematik, Technische Universität Dresden, D-01062, Germany

More information

Energy norm a-posteriori error estimation for divergence-free discontinuous Galerkin approximations of the Navier-Stokes equations

Energy norm a-posteriori error estimation for divergence-free discontinuous Galerkin approximations of the Navier-Stokes equations INTRNATIONAL JOURNAL FOR NUMRICAL MTHODS IN FLUIDS Int. J. Numer. Meth. Fluids 19007; 1:1 [Version: 00/09/18 v1.01] nergy norm a-posteriori error estimation for divergence-free discontinuous Galerkin approximations

More information

Remarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable?

Remarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable? Remarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable? Thomas Apel, Hans-G. Roos 22.7.2008 Abstract In the first part of the paper we discuss minimal

More information

1. Introduction. We consider the model problem that seeks an unknown function u = u(x) satisfying

1. Introduction. We consider the model problem that seeks an unknown function u = u(x) satisfying A SIMPLE FINITE ELEMENT METHOD FOR LINEAR HYPERBOLIC PROBLEMS LIN MU AND XIU YE Abstract. In this paper, we introduce a simple finite element method for solving first order hyperbolic equations with easy

More information

A posteriori error estimates applied to flow in a channel with corners

A posteriori error estimates applied to flow in a channel with corners Mathematics and Computers in Simulation 61 (2003) 375 383 A posteriori error estimates applied to flow in a channel with corners Pavel Burda a,, Jaroslav Novotný b, Bedřich Sousedík a a Department of Mathematics,

More information

ETNA Kent State University

ETNA Kent State University Electronic Transactions on Numerical Analysis. Volume 37, pp. 166-172, 2010. Copyright 2010,. ISSN 1068-9613. ETNA A GRADIENT RECOVERY OPERATOR BASED ON AN OBLIQUE PROJECTION BISHNU P. LAMICHHANE Abstract.

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University The Residual and Error of Finite Element Solutions Mixed BVP of Poisson Equation

More information

PSEUDO-COMPRESSIBILITY METHODS FOR THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS

PSEUDO-COMPRESSIBILITY METHODS FOR THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS PSEUDO-COMPRESSIBILITY METHODS FOR THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS Jie Shen Department of Mathematics, Penn State University University Par, PA 1680, USA Abstract. We present in this

More information

MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS. YIN-TZER SHIH AND HOWARD C. ELMAN y

MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS. YIN-TZER SHIH AND HOWARD C. ELMAN y MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS YIN-TZER SHIH AND HOWARD C. ELMAN y Abstract. We consider the design of robust and accurate nite element approximation methods for

More information

ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS

ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS CHARALAMBOS MAKRIDAKIS AND RICARDO H. NOCHETTO Abstract. It is known that the energy technique for a posteriori error analysis

More information

On an Approximation Result for Piecewise Polynomial Functions. O. Karakashian

On an Approximation Result for Piecewise Polynomial Functions. O. Karakashian BULLETIN OF THE GREE MATHEMATICAL SOCIETY Volume 57, 010 (1 7) On an Approximation Result for Piecewise Polynomial Functions O. arakashian Abstract We provide a new approach for proving approximation results

More information

Basic Concepts of Adaptive Finite Element Methods for Elliptic Boundary Value Problems

Basic Concepts of Adaptive Finite Element Methods for Elliptic Boundary Value Problems Basic Concepts of Adaptive Finite lement Methods for lliptic Boundary Value Problems Ronald H.W. Hoppe 1,2 1 Department of Mathematics, University of Houston 2 Institute of Mathematics, University of Augsburg

More information

Analysis of a Streamline-Diffusion Finite Element Method on Bakhvalov-Shishkin Mesh for Singularly Perturbed Problem

Analysis of a Streamline-Diffusion Finite Element Method on Bakhvalov-Shishkin Mesh for Singularly Perturbed Problem Numer. Math. Theor. Meth. Appl. Vol. 10, No. 1, pp. 44-64 doi: 10.408/nmtma.017.y1306 February 017 Analysis of a Streamline-Diffusion Finite Element Method on Bakhvalov-Shishkin Mesh for Singularly Perturbed

More information

Local discontinuous Galerkin methods for elliptic problems

Local discontinuous Galerkin methods for elliptic problems COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING Commun. Numer. Meth. Engng 2002; 18:69 75 [Version: 2000/03/22 v1.0] Local discontinuous Galerkin methods for elliptic problems P. Castillo 1 B. Cockburn

More information

ANALYSIS AND COMPARISON OF GEOMETRIC AND ALGEBRAIC MULTIGRID FOR CONVECTION-DIFFUSION EQUATIONS

ANALYSIS AND COMPARISON OF GEOMETRIC AND ALGEBRAIC MULTIGRID FOR CONVECTION-DIFFUSION EQUATIONS ANALYSIS AND COMPARISON OF GEOMETRIC AND ALGEBRAIC MULTIGRID FOR CONVECTION-DIFFUSION EQUATIONS CHIN-TIEN WU AND HOWARD C. ELMAN Abstract. The discrete convection-diffusion equations obtained from streamline

More information

A Finite Element Method Using Singular Functions for Poisson Equations: Mixed Boundary Conditions

A Finite Element Method Using Singular Functions for Poisson Equations: Mixed Boundary Conditions A Finite Element Method Using Singular Functions for Poisson Equations: Mixed Boundary Conditions Zhiqiang Cai Seokchan Kim Sangdong Kim Sooryun Kong Abstract In [7], we proposed a new finite element method

More information

Multigrid Methods for Saddle Point Problems

Multigrid Methods for Saddle Point Problems Multigrid Methods for Saddle Point Problems Susanne C. Brenner Department of Mathematics and Center for Computation & Technology Louisiana State University Advances in Mathematics of Finite Elements (In

More information

Simple Examples on Rectangular Domains

Simple Examples on Rectangular Domains 84 Chapter 5 Simple Examples on Rectangular Domains In this chapter we consider simple elliptic boundary value problems in rectangular domains in R 2 or R 3 ; our prototype example is the Poisson equation

More information

arxiv: v2 [math.na] 23 Apr 2016

arxiv: v2 [math.na] 23 Apr 2016 Improved ZZ A Posteriori Error Estimators for Diffusion Problems: Conforming Linear Elements arxiv:508.009v2 [math.na] 23 Apr 206 Zhiqiang Cai Cuiyu He Shun Zhang May 2, 208 Abstract. In [8], we introduced

More information

On spurious oscillations at layers diminishing (SOLD) methods for convection-diffusion equations: Part II - Analysis for P1 and Q1 finite elements

On spurious oscillations at layers diminishing (SOLD) methods for convection-diffusion equations: Part II - Analysis for P1 and Q1 finite elements Volker John, Petr Knobloch On spurious oscillations at layers diminishing (SOLD) methods for convection-diffusion equations: Part II - Analysis for P and Q finite elements Preprint No. MATH-knm-27/4 27.

More information

Abstract. 1. Introduction

Abstract. 1. Introduction Journal of Computational Mathematics Vol.28, No.2, 2010, 273 288. http://www.global-sci.org/jcm doi:10.4208/jcm.2009.10-m2870 UNIFORM SUPERCONVERGENCE OF GALERKIN METHODS FOR SINGULARLY PERTURBED PROBLEMS

More information

An a posteriori error estimate and a Comparison Theorem for the nonconforming P 1 element

An a posteriori error estimate and a Comparison Theorem for the nonconforming P 1 element Calcolo manuscript No. (will be inserted by the editor) An a posteriori error estimate and a Comparison Theorem for the nonconforming P 1 element Dietrich Braess Faculty of Mathematics, Ruhr-University

More information

Geometric Multigrid Methods

Geometric Multigrid Methods Geometric Multigrid Methods Susanne C. Brenner Department of Mathematics and Center for Computation & Technology Louisiana State University IMA Tutorial: Fast Solution Techniques November 28, 2010 Ideas

More information

Adaptive Finite Element Methods Lecture Notes Winter Term 2017/18. R. Verfürth. Fakultät für Mathematik, Ruhr-Universität Bochum

Adaptive Finite Element Methods Lecture Notes Winter Term 2017/18. R. Verfürth. Fakultät für Mathematik, Ruhr-Universität Bochum Adaptive Finite Element Methods Lecture Notes Winter Term 2017/18 R. Verfürth Fakultät für Mathematik, Ruhr-Universität Bochum Contents Chapter I. Introduction 7 I.1. Motivation 7 I.2. Sobolev and finite

More information

A posteriori error estimates for non conforming approximation of eigenvalue problems

A posteriori error estimates for non conforming approximation of eigenvalue problems A posteriori error estimates for non conforming approximation of eigenvalue problems E. Dari a, R. G. Durán b and C. Padra c, a Centro Atómico Bariloche, Comisión Nacional de Energía Atómica and CONICE,

More information

High order, finite volume method, flux conservation, finite element method

High order, finite volume method, flux conservation, finite element method FLUX-CONSERVING FINITE ELEMENT METHODS SHANGYOU ZHANG, ZHIMIN ZHANG, AND QINGSONG ZOU Abstract. We analyze the flux conservation property of the finite element method. It is shown that the finite element

More information

R T (u H )v + (2.1) J S (u H )v v V, T (2.2) (2.3) H S J S (u H ) 2 L 2 (S). S T

R T (u H )v + (2.1) J S (u H )v v V, T (2.2) (2.3) H S J S (u H ) 2 L 2 (S). S T 2 R.H. NOCHETTO 2. Lecture 2. Adaptivity I: Design and Convergence of AFEM tarting with a conforming mesh T H, the adaptive procedure AFEM consists of loops of the form OLVE ETIMATE MARK REFINE to produce

More information

Numerical Analysis of Higher Order Discontinuous Galerkin Finite Element Methods

Numerical Analysis of Higher Order Discontinuous Galerkin Finite Element Methods Numerical Analysis of Higher Order Discontinuous Galerkin Finite Element Methods Contents Ralf Hartmann Institute of Aerodynamics and Flow Technology DLR (German Aerospace Center) Lilienthalplatz 7, 3808

More information

LINK-CUTTING BUBBLES FOR THE STABILIZATION OF CONVECTION-DIFFUSION-REACTION PROBLEMS

LINK-CUTTING BUBBLES FOR THE STABILIZATION OF CONVECTION-DIFFUSION-REACTION PROBLEMS Mathematical Models and Methods in Applied Sciences Vol. 13, No. 3 (2003) 445 461 c World Scientific Publishing Company LINK-CUTTING BUBBLES FOR THE STABILIZATION OF CONVECTION-DIFFUSION-REACTION PROBLEMS

More information

PARTITION OF UNITY FOR THE STOKES PROBLEM ON NONMATCHING GRIDS

PARTITION OF UNITY FOR THE STOKES PROBLEM ON NONMATCHING GRIDS PARTITION OF UNITY FOR THE STOES PROBLEM ON NONMATCHING GRIDS CONSTANTIN BACUTA AND JINCHAO XU Abstract. We consider the Stokes Problem on a plane polygonal domain Ω R 2. We propose a finite element method

More information

SECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS

SECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS Proceedings of ALGORITMY 2009 pp. 1 10 SECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS MILOSLAV VLASÁK Abstract. We deal with a numerical solution of a scalar

More information

An interpolation operator for H 1 functions on general quadrilateral and hexahedral meshes with hanging nodes

An interpolation operator for H 1 functions on general quadrilateral and hexahedral meshes with hanging nodes An interpolation operator for H 1 functions on general quadrilateral and hexahedral meshes with hanging nodes Vincent Heuveline Friedhelm Schieweck Abstract We propose a Scott-Zhang type interpolation

More information

ASYMPTOTICALLY EXACT A POSTERIORI ESTIMATORS FOR THE POINTWISE GRADIENT ERROR ON EACH ELEMENT IN IRREGULAR MESHES. PART II: THE PIECEWISE LINEAR CASE

ASYMPTOTICALLY EXACT A POSTERIORI ESTIMATORS FOR THE POINTWISE GRADIENT ERROR ON EACH ELEMENT IN IRREGULAR MESHES. PART II: THE PIECEWISE LINEAR CASE MATEMATICS OF COMPUTATION Volume 73, Number 246, Pages 517 523 S 0025-5718(0301570-9 Article electronically published on June 17, 2003 ASYMPTOTICALLY EXACT A POSTERIORI ESTIMATORS FOR TE POINTWISE GRADIENT

More information

Find (u,p;λ), with u 0 and λ R, such that u + p = λu in Ω, (2.1) div u = 0 in Ω, u = 0 on Γ.

Find (u,p;λ), with u 0 and λ R, such that u + p = λu in Ω, (2.1) div u = 0 in Ω, u = 0 on Γ. A POSTERIORI ESTIMATES FOR THE STOKES EIGENVALUE PROBLEM CARLO LOVADINA, MIKKO LYLY, AND ROLF STENBERG Abstract. We consider the Stokes eigenvalue problem. For the eigenvalues we derive both upper and

More information

PREPRINT 2010:25. Fictitious domain finite element methods using cut elements: II. A stabilized Nitsche method ERIK BURMAN PETER HANSBO

PREPRINT 2010:25. Fictitious domain finite element methods using cut elements: II. A stabilized Nitsche method ERIK BURMAN PETER HANSBO PREPRINT 2010:25 Fictitious domain finite element methods using cut elements: II. A stabilized Nitsche method ERIK BURMAN PETER HANSBO Department of Mathematical Sciences Division of Mathematics CHALMERS

More information

Lecture Note III: Least-Squares Method

Lecture Note III: Least-Squares Method Lecture Note III: Least-Squares Method Zhiqiang Cai October 4, 004 In this chapter, we shall present least-squares methods for second-order scalar partial differential equations, elastic equations of solids,

More information

Numerical Studies of Adaptive Finite Element Methods for Two Dimensional Convection-Dominated Problems

Numerical Studies of Adaptive Finite Element Methods for Two Dimensional Convection-Dominated Problems DOI 10.1007/s10915-009-9337-6 Numerical Studies of Adaptive Finite Element Methods for Two Dimensional Convection-Dominated Problems Pengtao Sun Long Chen Jinchao Xu Received: 17 April 2009 / Revised:

More information

Acceleration of a Domain Decomposition Method for Advection-Diffusion Problems

Acceleration of a Domain Decomposition Method for Advection-Diffusion Problems Acceleration of a Domain Decomposition Method for Advection-Diffusion Problems Gert Lube 1, Tobias Knopp 2, and Gerd Rapin 2 1 University of Göttingen, Institute of Numerical and Applied Mathematics (http://www.num.math.uni-goettingen.de/lube/)

More information

ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS

ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS CARLO LOVADINA AND ROLF STENBERG Abstract The paper deals with the a-posteriori error analysis of mixed finite element methods

More information

JURJEN DUINTJER TEBBENS

JURJEN DUINTJER TEBBENS Proceedings of ALGORITMY 005 pp. 40 49 GMRES ACCELERATION ANALYSIS FOR A CONVECTION DIFFUSION MODEL PROBLEM JURJEN DUINTJER TEBBENS Abstract. When we apply the GMRES method [4] to linear systems arising

More information

Polynomial Preserving Recovery for Quadratic Elements on Anisotropic Meshes

Polynomial Preserving Recovery for Quadratic Elements on Anisotropic Meshes Polynomial Preserving Recovery for Quadratic Elements on Anisotropic Meshes Can Huang, 1 Zhimin Zhang 1, 1 Department of Mathematics, Wayne State University, Detroit, Michigan 480 College of Mathematics

More information

A Least-Squares Finite Element Approximation for the Compressible Stokes Equations

A Least-Squares Finite Element Approximation for the Compressible Stokes Equations A Least-Squares Finite Element Approximation for the Compressible Stokes Equations Zhiqiang Cai, 1 Xiu Ye 1 Department of Mathematics, Purdue University, 1395 Mathematical Science Building, West Lafayette,

More information

Universität des Saarlandes. Fachrichtung 6.1 Mathematik

Universität des Saarlandes. Fachrichtung 6.1 Mathematik Universität des Saarlandes U N I V E R S I T A S S A R A V I E N I S S Fachrichtung 6.1 Mathematik Preprint Nr. 219 On finite element methods for 3D time dependent convection diffusion reaction equations

More information

On finite element methods for 3D time dependent convection diffusion reaction equations with small diffusion

On finite element methods for 3D time dependent convection diffusion reaction equations with small diffusion On finite element methods for 3D time dependent convection diffusion reaction equations with small diffusion Volker John and Ellen Schmeyer FR 6.1 Mathematik, Universität des Saarlandes, Postfach 15 11

More information

c 2007 Society for Industrial and Applied Mathematics

c 2007 Society for Industrial and Applied Mathematics SIAM J. NUMR. ANAL. Vol. 45, No. 1, pp. 68 82 c 2007 Society for Industrial and Applied Mathematics FRAMWORK FOR TH A POSTRIORI RROR ANALYSIS OF NONCONFORMING FINIT LMNTS CARSTN CARSTNSN, JUN HU, AND ANTONIO

More information

PIECEWISE LINEAR FINITE ELEMENT METHODS ARE NOT LOCALIZED

PIECEWISE LINEAR FINITE ELEMENT METHODS ARE NOT LOCALIZED PIECEWISE LINEAR FINITE ELEMENT METHODS ARE NOT LOCALIZED ALAN DEMLOW Abstract. Recent results of Schatz show that standard Galerkin finite element methods employing piecewise polynomial elements of degree

More information

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Int. J. Numer. Meth. Fluids 2002; 39:161 187 (DOI: 10.1002/d.219) Rening the submesh strategy in the two-level nite element method: application to

More information

A Mixed Nonconforming Finite Element for Linear Elasticity

A Mixed Nonconforming Finite Element for Linear Elasticity A Mixed Nonconforming Finite Element for Linear Elasticity Zhiqiang Cai, 1 Xiu Ye 2 1 Department of Mathematics, Purdue University, West Lafayette, Indiana 47907-1395 2 Department of Mathematics and Statistics,

More information

A high order adaptive finite element method for solving nonlinear hyperbolic conservation laws

A high order adaptive finite element method for solving nonlinear hyperbolic conservation laws A high order adaptive finite element method for solving nonlinear hyperbolic conservation laws Zhengfu Xu, Jinchao Xu and Chi-Wang Shu 0th April 010 Abstract In this note, we apply the h-adaptive streamline

More information

1. Introduction. The Stokes problem seeks unknown functions u and p satisfying

1. Introduction. The Stokes problem seeks unknown functions u and p satisfying A DISCRETE DIVERGENCE FREE WEAK GALERKIN FINITE ELEMENT METHOD FOR THE STOKES EQUATIONS LIN MU, JUNPING WANG, AND XIU YE Abstract. A discrete divergence free weak Galerkin finite element method is developed

More information

ABSTRACT. On the Implementation of an Accurate and Efficient Solver for Convection-Diffusion Equations. Title of Dissertation:

ABSTRACT. On the Implementation of an Accurate and Efficient Solver for Convection-Diffusion Equations. Title of Dissertation: ABSTRACT Title of Dissertation: On the Implementation of an Accurate and Efficient Solver for Convection-Diffusion Equations Chin-Tien Wu, Doctor of Philosophy, Nov 23 Dissertation directed by: Dr. Howard

More information

Nitsche XFEM with Streamline Diffusion Stabilization for a Two Phase Mass Transport Problem

Nitsche XFEM with Streamline Diffusion Stabilization for a Two Phase Mass Transport Problem Nitsche XFEM with Streamline Diffusion Stabilization for a Two Phase Mass Transport Problem Christoph Lehrenfeld and Arnold Reusken Bericht Nr. 333 November 2011 Key words: transport problem, Nitsche method,

More information

In Proc. of the V European Conf. on Computational Fluid Dynamics (ECFD), Preprint

In Proc. of the V European Conf. on Computational Fluid Dynamics (ECFD), Preprint V European Conference on Computational Fluid Dynamics ECCOMAS CFD 2010 J. C. F. Pereira and A. Sequeira (Eds) Lisbon, Portugal, 14 17 June 2010 THE HIGH ORDER FINITE ELEMENT METHOD FOR STEADY CONVECTION-DIFFUSION-REACTION

More information

NONSTANDARD NONCONFORMING APPROXIMATION OF THE STOKES PROBLEM, I: PERIODIC BOUNDARY CONDITIONS

NONSTANDARD NONCONFORMING APPROXIMATION OF THE STOKES PROBLEM, I: PERIODIC BOUNDARY CONDITIONS NONSTANDARD NONCONFORMING APPROXIMATION OF THE STOKES PROBLEM, I: PERIODIC BOUNDARY CONDITIONS J.-L. GUERMOND 1, Abstract. This paper analyzes a nonstandard form of the Stokes problem where the mass conservation

More information

A Two-Grid Stabilization Method for Solving the Steady-State Navier-Stokes Equations

A Two-Grid Stabilization Method for Solving the Steady-State Navier-Stokes Equations A Two-Grid Stabilization Method for Solving the Steady-State Navier-Stokes Equations Songul Kaya and Béatrice Rivière Abstract We formulate a subgrid eddy viscosity method for solving the steady-state

More information

An Equal-order DG Method for the Incompressible Navier-Stokes Equations

An Equal-order DG Method for the Incompressible Navier-Stokes Equations An Equal-order DG Method for the Incompressible Navier-Stokes Equations Bernardo Cockburn Guido anschat Dominik Schötzau Journal of Scientific Computing, vol. 40, pp. 188 10, 009 Abstract We introduce

More information

A NOTE ON THE LADYŽENSKAJA-BABUŠKA-BREZZI CONDITION

A NOTE ON THE LADYŽENSKAJA-BABUŠKA-BREZZI CONDITION A NOTE ON THE LADYŽENSKAJA-BABUŠKA-BREZZI CONDITION JOHNNY GUZMÁN, ABNER J. SALGADO, AND FRANCISCO-JAVIER SAYAS Abstract. The analysis of finite-element-like Galerkin discretization techniques for the

More information

A Posteriori Error Estimation Techniques for Finite Element Methods. Zhiqiang Cai Purdue University

A Posteriori Error Estimation Techniques for Finite Element Methods. Zhiqiang Cai Purdue University A Posteriori Error Estimation Techniques for Finite Element Methods Zhiqiang Cai Purdue University Department of Mathematics, Purdue University Slide 1, March 16, 2017 Books Ainsworth & Oden, A posteriori

More information

Different Approaches to a Posteriori Error Analysis of the Discontinuous Galerkin Method

Different Approaches to a Posteriori Error Analysis of the Discontinuous Galerkin Method WDS'10 Proceedings of Contributed Papers, Part I, 151 156, 2010. ISBN 978-80-7378-139-2 MATFYZPRESS Different Approaces to a Posteriori Error Analysis of te Discontinuous Galerkin Metod I. Šebestová Carles

More information

INTERGRID OPERATORS FOR THE CELL CENTERED FINITE DIFFERENCE MULTIGRID ALGORITHM ON RECTANGULAR GRIDS. 1. Introduction

INTERGRID OPERATORS FOR THE CELL CENTERED FINITE DIFFERENCE MULTIGRID ALGORITHM ON RECTANGULAR GRIDS. 1. Introduction Trends in Mathematics Information Center for Mathematical Sciences Volume 9 Number 2 December 2006 Pages 0 INTERGRID OPERATORS FOR THE CELL CENTERED FINITE DIFFERENCE MULTIGRID ALGORITHM ON RECTANGULAR

More information

SUPG STABILIZATION PARAMETERS CALCULATED FROM THE QUADRATURE-POINT COMPONENTS OF THE ELEMENT-LEVEL MATRICES

SUPG STABILIZATION PARAMETERS CALCULATED FROM THE QUADRATURE-POINT COMPONENTS OF THE ELEMENT-LEVEL MATRICES European Congress on Computational Methods in Applied Sciences and Engineering ECCOMAS 24 P. Neittaanmäki, T. Rossi, K. Majava, and O. Pironneau (eds.) W. Rodi and P. Le Quéré (assoc. eds.) Jyväskylä,

More information

Weierstraß-Institut. für Angewandte Analysis und Stochastik. im Forschungsverbund Berlin e.v. Preprint ISSN

Weierstraß-Institut. für Angewandte Analysis und Stochastik. im Forschungsverbund Berlin e.v. Preprint ISSN Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.v. Preprint ISSN 946 8633 Computational comparison between the Taylor Hood and the conforming Crouzeix Raviart element

More information

Overview. A Posteriori Error Estimates for the Biharmonic Equation. Variational Formulation and Discretization. The Biharmonic Equation

Overview. A Posteriori Error Estimates for the Biharmonic Equation. Variational Formulation and Discretization. The Biharmonic Equation Overview A Posteriori rror stimates for the Biharmonic quation R Verfürth Fakultät für Mathematik Ruhr-Universität Bochum wwwruhr-uni-bochumde/num1 Milan / February 11th, 013 The Biharmonic quation Summary

More information

On angle conditions in the finite element method. Institute of Mathematics, Academy of Sciences Prague, Czech Republic

On angle conditions in the finite element method. Institute of Mathematics, Academy of Sciences Prague, Czech Republic On angle conditions in the finite element method Michal Křížek Institute of Mathematics, Academy of Sciences Prague, Czech Republic Joint work with Jan Brandts (University of Amsterdam), Antti Hannukainen

More information

A Posteriori Error Estimation for Highly Indefinite Helmholtz Problems

A Posteriori Error Estimation for Highly Indefinite Helmholtz Problems Computational Methods in Applied Mathematics Vol. 13 013), No. 3, pp. 333 347 c 013 Institute of Mathematics, NAS of Belarus Doi: 10.1515/cmam-013-0008 A Posteriori Error Estimation for Highly Indefinite

More information

PREPRINT 2010:23. A nonconforming rotated Q 1 approximation on tetrahedra PETER HANSBO

PREPRINT 2010:23. A nonconforming rotated Q 1 approximation on tetrahedra PETER HANSBO PREPRINT 2010:23 A nonconforming rotated Q 1 approximation on tetrahedra PETER HANSBO Department of Mathematical Sciences Division of Mathematics CHALMERS UNIVERSITY OF TECHNOLOGY UNIVERSITY OF GOTHENBURG

More information

MIXED FINITE ELEMENT METHODS FOR PROBLEMS WITH ROBIN BOUNDARY CONDITIONS

MIXED FINITE ELEMENT METHODS FOR PROBLEMS WITH ROBIN BOUNDARY CONDITIONS MIXED FINITE ELEMENT METHODS FOR PROBLEMS WITH ROBIN BOUNDARY CONDITIONS JUHO KÖNNÖ, DOMINIK SCHÖTZAU, AND ROLF STENBERG Abstract. We derive new a-priori and a-posteriori error estimates for mixed nite

More information

Some remarks on the stability coefficients and bubble stabilization of FEM on anisotropic meshes

Some remarks on the stability coefficients and bubble stabilization of FEM on anisotropic meshes Some remarks on the stability coefficients and bubble stabilization of FEM on anisotropic meshes Stefano Micheletti Simona Perotto Marco Picasso Abstract In this paper we re-address the anisotropic recipe

More information

A posteriori error estimation for elliptic problems

A posteriori error estimation for elliptic problems A posteriori error estimation for elliptic problems Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in

More information

A NOTE ON CONSTANT-FREE A POSTERIORI ERROR ESTIMATES

A NOTE ON CONSTANT-FREE A POSTERIORI ERROR ESTIMATES A NOTE ON CONSTANT-FREE A POSTERIORI ERROR ESTIMATES R. VERFÜRTH Abstract. In this note we look at constant-free a posteriori error estimates from a different perspective. We show that they can be interpreted

More information

NUMERICAL STUDY OF CONVECTION DIFFUSION PROBLEM IN TWO- DIMENSIONAL SPACE

NUMERICAL STUDY OF CONVECTION DIFFUSION PROBLEM IN TWO- DIMENSIONAL SPACE IJRRAS 5 () November NUMERICAL STUDY OF CONVECTION DIFFUSION PROBLEM IN TWO- DIMENSIONAL SPACE. K. Sharath Babu,* & N. Srinivasacharyulu Research Scholar, Department of Mathematics, National Institute

More information

Adaptive methods for control problems with finite-dimensional control space

Adaptive methods for control problems with finite-dimensional control space Adaptive methods for control problems with finite-dimensional control space Saheed Akindeinde and Daniel Wachsmuth Johann Radon Institute for Computational and Applied Mathematics (RICAM) Austrian Academy

More information

Discontinuous Galerkin Methods

Discontinuous Galerkin Methods Discontinuous Galerkin Methods Joachim Schöberl May 20, 206 Discontinuous Galerkin (DG) methods approximate the solution with piecewise functions (polynomials), which are discontinuous across element interfaces.

More information

A Multigrid Method for Two Dimensional Maxwell Interface Problems

A Multigrid Method for Two Dimensional Maxwell Interface Problems A Multigrid Method for Two Dimensional Maxwell Interface Problems Susanne C. Brenner Department of Mathematics and Center for Computation & Technology Louisiana State University USA JSA 2013 Outline A

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Nonconformity and the Consistency Error First Strang Lemma Abstract Error Estimate

More information

LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES. Sergey Korotov,

LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES. Sergey Korotov, LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES Sergey Korotov, Institute of Mathematics Helsinki University of Technology, Finland Academy of Finland 1 Main Problem in Mathematical

More information

Space-time XFEM for two-phase mass transport

Space-time XFEM for two-phase mass transport Space-time XFEM for two-phase mass transport Space-time XFEM for two-phase mass transport Christoph Lehrenfeld joint work with Arnold Reusken EFEF, Prague, June 5-6th 2015 Christoph Lehrenfeld EFEF, Prague,

More information

Ultraconvergence of ZZ Patch Recovery at Mesh Symmetry Points

Ultraconvergence of ZZ Patch Recovery at Mesh Symmetry Points Ultraconvergence of ZZ Patch Recovery at Mesh Symmetry Points Zhimin Zhang and Runchang Lin Department of Mathematics, Wayne State University Abstract. The ultraconvergence property of the Zienkiewicz-Zhu

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Numerical Methods for Partial Differential Equations Finite Difference Methods

More information

Axioms of Adaptivity (AoA) in Lecture 3 (sufficient for optimal convergence rates)

Axioms of Adaptivity (AoA) in Lecture 3 (sufficient for optimal convergence rates) Axioms of Adaptivity (AoA) in Lecture 3 (sufficient for optimal convergence rates) Carsten Carstensen Humboldt-Universität zu Berlin 2018 International Graduate Summer School on Frontiers of Applied and

More information

Yongdeok Kim and Seki Kim

Yongdeok Kim and Seki Kim J. Korean Math. Soc. 39 (00), No. 3, pp. 363 376 STABLE LOW ORDER NONCONFORMING QUADRILATERAL FINITE ELEMENTS FOR THE STOKES PROBLEM Yongdeok Kim and Seki Kim Abstract. Stability result is obtained for

More information

STABILIZED GALERKIN FINITE ELEMENT METHODS FOR CONVECTION DOMINATED AND INCOMPRESSIBLE FLOW PROBLEMS

STABILIZED GALERKIN FINITE ELEMENT METHODS FOR CONVECTION DOMINATED AND INCOMPRESSIBLE FLOW PROBLEMS NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING BANACH CENTER PUBLICATIONS, VOLUME 29 INSTITUTE OF MATHEMATICS POLISH ACADEMY OF SCIENCES WARSZAWA 1994 STABILIZED GALERIN FINITE ELEMENT METHODS FOR CONVECTION

More information

AMS subject classifications. Primary, 65N15, 65N30, 76D07; Secondary, 35B45, 35J50

AMS subject classifications. Primary, 65N15, 65N30, 76D07; Secondary, 35B45, 35J50 A SIMPLE FINITE ELEMENT METHOD FOR THE STOKES EQUATIONS LIN MU AND XIU YE Abstract. The goal of this paper is to introduce a simple finite element method to solve the Stokes equations. This method is in

More information

Hamburger Beiträge zur Angewandten Mathematik

Hamburger Beiträge zur Angewandten Mathematik Hamburger Beiträge zur Angewandten Mathematik Numerical analysis of a control and state constrained elliptic control problem with piecewise constant control approximations Klaus Deckelnick and Michael

More information

arxiv: v1 [math.na] 25 Aug 2016

arxiv: v1 [math.na] 25 Aug 2016 A conservative local multiscale model reduction technique for Stoes flows in heterogeneous perforated domains Eric T. Chung Maria Vasilyeva Yating Wang arxiv:1608.07268v1 [math.na] 25 Aug 2016 October

More information

Superconvergence and H(div) Projection for Discontinuous Galerkin Methods

Superconvergence and H(div) Projection for Discontinuous Galerkin Methods INTRNATIONAL JOURNAL FOR NUMRICAL MTHODS IN FLUIDS Int. J. Numer. Meth. Fluids 2000; 00:1 6 [Version: 2000/07/27 v1.0] Superconvergence and H(div) Projection for Discontinuous Galerkin Methods Peter Bastian

More information

An Iterative Substructuring Method for Mortar Nonconforming Discretization of a Fourth-Order Elliptic Problem in two dimensions

An Iterative Substructuring Method for Mortar Nonconforming Discretization of a Fourth-Order Elliptic Problem in two dimensions An Iterative Substructuring Method for Mortar Nonconforming Discretization of a Fourth-Order Elliptic Problem in two dimensions Leszek Marcinkowski Department of Mathematics, Warsaw University, Banacha

More information

RESIDUAL BASED ERROR ESTIMATES FOR THE SPACE-TIME DISCONTINUOUS GALERKIN METHOD APPLIED TO NONLINEAR HYPERBOLIC EQUATIONS

RESIDUAL BASED ERROR ESTIMATES FOR THE SPACE-TIME DISCONTINUOUS GALERKIN METHOD APPLIED TO NONLINEAR HYPERBOLIC EQUATIONS Proceedings of ALGORITMY 2016 pp. 113 124 RESIDUAL BASED ERROR ESTIMATES FOR THE SPACE-TIME DISCONTINUOUS GALERKIN METHOD APPLIED TO NONLINEAR HYPERBOLIC EQUATIONS VÍT DOLEJŠÍ AND FILIP ROSKOVEC Abstract.

More information

A Posteriori Existence in Adaptive Computations

A Posteriori Existence in Adaptive Computations Report no. 06/11 A Posteriori Existence in Adaptive Computations Christoph Ortner This short note demonstrates that it is not necessary to assume the existence of exact solutions in an a posteriori error

More information

Adaptive Finite Element Methods Lecture 1: A Posteriori Error Estimation

Adaptive Finite Element Methods Lecture 1: A Posteriori Error Estimation Adaptive Finite Element Methods Lecture 1: A Posteriori Error Estimation Department of Mathematics and Institute for Physical Science and Technology University of Maryland, USA www.math.umd.edu/ rhn 7th

More information

WEAK GALERKIN FINITE ELEMENT METHOD FOR SECOND ORDER PARABOLIC EQUATIONS

WEAK GALERKIN FINITE ELEMENT METHOD FOR SECOND ORDER PARABOLIC EQUATIONS INERNAIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING Volume 13, Number 4, Pages 525 544 c 216 Institute for Scientific Computing and Information WEAK GALERKIN FINIE ELEMEN MEHOD FOR SECOND ORDER PARABOLIC

More information