POISSON EQUATIONS JEONGHUN LEE (1)

Size: px
Start display at page:

Download "POISSON EQUATIONS JEONGHUN LEE (1)"

Transcription

1 POISSON EQUATIONS JEONGHUN LEE Throughout this note the symbol X À Y stands for an inequality X CY with some constant C 0 which is independent of mesh sizes h. However, we will use X CY when we want to emphasize the constant C 0 in the context. 1. Mixed form of the Poisson equation Let Ω R n, n 2, 3 be a bounded domain with Lipschitz boundary. For a given function f : Ω Ñ R, Poisson equation with homogeneous Dirichlet boundary condition is to find a function u : Ω Ñ R such that (1) u f in Ω, u 0 on Γ : BΩ. Since we will not discuss regularity theory of PDEs in this note, we assume that BΩ is at least Lipschitz continuous. For f P H 1 pωq a variational formulation of (1) is to find u P H0 1 pωq such that (2) p u, vq pf, vq, v P H 1 0 pωq. One can prove that this problem is well-posed using Poincare inequality and the Lax Milgram lemma. Furthermore, there is a constant C 0 depending only on Ω such that (3) }u} 1 C}f} 1. In mixed formulation of Poisson problems, we introduce σ : u as a new variable and (1) is rewritten as (4) σ u, div σ f in Ω, u 0 on Γ. Let Hpdiv, Ωq be the subspace of L 2 pω; R n q such that their divergence is also square integrable. For τ P Hpdiv, Ωq the } } div norm is defined by }τ} 2 div }τ}2 0 } div τ} 2 0. Now we derive a variational formulation of (4). By applying the integration by parts to the first equation in (4) with u 0 on Γ, we have pσ, τq p u, τq I.B.P pu, div τq, τ P Hpdiv, Ωq. 1

2 2 JEONGHUN LEE Thus a variational formulation of (4) is: find pσ, uq P Hpdiv, Ωq L 2 pωq such that (5) (6) pσ, τq pu, div τq 0, τ P Hpdiv, Ωq, pdiv σ, vq pf, vq, In the context of abstract formulation, Σ Hpdiv, Ωq, apσ, τq pσ, τq, V L 2 pωq, v P L 2 pωq. bpτ, vq pdiv τ, vq. Let us show that (5 6) is well-posed for f P L 2 pωq V. By the Brezzi s theorem it suffices to check the first and second LBB conditions. Here we will check the coercivity condition and the inf-sup condition. Regarding the bilinear form bpσ, vq pdiv σ, vq, one sees that the space Z is Z tτ P Hpdiv, Ωq div τ 0u. The Z-coercivity condition (or LBB1 condition) can be checked easily by apτ, τq }τ} 2 0 }τ} 2 div, τ P Z. To see the inf-sup condition (or LBB2 condition) we need a preliminary result. Lemma 1. Let Ω be a bounded domain in R n, n 2, 3, and v P L 2 pωq. Then there exists ξ P H 1 pω; R n q such that div τ v in Ω and with C 0 depending only on Ω. }ξ} 1 C}v} 0, Proof. Let B be a ball containing Ω with the smallest radius and define ṽ P L 2 pbq by # vpxq, if x P Ω, ṽpxq 0, if x R Ω. It is obvious that }v} 0,Ω }ṽ} 0,B. By a well-known theory of elliptic PDEs, there exists a function w P H 2 pbq such that w ṽ in B, w 0 on BB, }w} 2,B C}ṽ} 0,B, with some C 0. Take ξ as the restriction of w on Ω. Then div ξ div w v in Ω, and }ξ} 1,Ω } w} 1,B }w} 2,B C}ṽ} 0,B C}v} 0,Ω. Proof is completed. Remark 1. Here we note that the values of ξ on BΩ are not specified.

3 POISSON EQUATIONS 3 To check the inf-sup condition, we prove the following claim implying the inf-sup condition, which is, for any v P L 2 pωq there exists τ P Hpdiv, Ωq such that div τ v and }τ} div c}v} 0. To prove it, note that, for given v P L 2 pωq there exists τ P H 1 pω; R n q such that div τ v, }τ} 1 c}v} 0 by the above Lemma. Since }τ} div }τ} 1, the claim follows. 2. Stable finite elements In this section we introduce stable mixed finite elements for the Poisson problems. Throughout this note, T h will denote the set of triangles/tetrahedra in a triangulation of Ω. However, we will also use T h to denote the mesh given by the triangulation. We denote the set of edges/faces by E h and E h te P E h E Ωu, E B h te P E h E Γu. We use P k pt q to denote the space of polynomials on T P T h of degree k for an integer k 0. The R n -valued polynomial space pp k pt qq n is denoted by P k pt ; R n q. We define P k pt h q tv P L 2 pωq v T P P k pt q, T P T h u, and P k pt h ; R n q is defined in a similar way. For the space of homogeneous polynomials of degree k we use the symbol H k. All variations of polynomial spaces are similarly defined. In order to find a stable mixed finite elements for the Poisson problems we need to find two finite element spaces Σ h Hpdiv, Ωq, V h L 2 pωq satisfying the (discrete) LBB conditions. For τ P P k pt h ; R n q it is known that τ P Hpdiv, Ωq if and only if the normal components of τ is continuous on every E P E h. The following theorem gives a mathematical statement of this claim. Theorem 1. Suppose that τ P P k pt h ; R n q. For and edge/face E P E h, let T E, T E be the two distinct triangles/tetrahedra sharing E as the common boundary and n E, n E be the unit normal vectors on E coming out from T E, T E, respectively. We use τ n E to denote the inner product of the trace of τ from the interior of T E, and n E. In a similar way, we define τ n E with T E, n E. Then τ P Hpdiv, Ωq if and only if τ n E τ n E for every E P E h. Exercise. Recall that τ P Hpdiv, Ωq if there exists v P L 2 pωq such that pτ, φq pv, P C 8 0 pωq, where C0 8pΩq tφ P C8 pωq supp φ Ωu. Prove the above theorem (Hint : the integration by parts). In two and three dimensions, x will denote the column vectors x 1 x1 x, x. x 2 x 2 x 3

4 4 JEONGHUN LEE 2.1. Two families of mixed finite elements. In this section we introduce two well-known families of mixed finite elements for the Poisson problems. We will show precise definition of those elements only for the lowest order case in this section. Complete definitions of higher order elements and investigation of their properties will be discussed later. In order to define a finite element space Σ h we need the space of shape functions Σ T on T and local degrees of freedom (DOF). Definition 1 (Raviart Thomas Nedelec (RTN) space). For T P T h and k 0, the space of shape functions Σ T is (7) Σ T P k pt ; R n q x P k p ˆT q rp k p ˆT qs n ` x H k p ˆT q. The DOFs for k 0 is given by τ P Σ T ÞÑ τ n E ds, E E BT. Definition 2 (Brezzi Douglas Marini (BDM) space). For a triangle/tetrahedron T and k 0, the space of shape functions Σ T is (8) Σ T P k 1 pt ; R n q. The DOFs for k 0 are τ P Σ T ÞÑ E τ n E q ds, q P P 1 peq, E P BT. These shape functions and local DOFs give consistent global DOFs to define a finite element space Σ h on T h. We have not defined V h space yet. For V h we choose (9) V h tv P L 2 pωq v T P P k pt q, T P T h u. From now on, when we say pσ h, V h q, Σ h is a RTN or BDM space with shape functions in (7) or (8), and V h is the space in (9) with same k 0. One can see that div Σ h V h by checking degrees of piecewise polynomials. Let P h : L 2 pωq Ñ V h be the orthogonal L 2 projection. Now we define interpolation operators mapping H 1 pω; R n q into Σ h and introduce useful properties of them. In this section we do not show full proofs of those properties because we will discuss them later in more detail. For τ P H 1 pt ; R n q, the map Π T : H 1 pt ; R n q Ñ Σ T is defined by Π T τ n E ds τ n E ds, E BT, prtnq E E Π T τ n E q ds τ n E q ds, E BT, q P P 1 peq. pbdmq. E E From this local interpolation operator we can define Π h : H 1 pω; R n q Ñ Σ h such that Π h T Π T for T P T h. Here we summarize some properties of Π h.

5 For τ P H 1 pω; R n q, (10) (11) (12) POISSON EQUATIONS 5 }Π h τ} 0 c}τ} 1, div Π h τ P h div τ, # ch k 1 }τ} k 1, }τ π h τ} 0 ch k 2 }τ} k 2, prtnq pbdmq Remark 2. The operator Π h is not well-defined on Hpdiv, Ωq because the trace of normal component of Hpdiv, T q function belongs to H 1{2 pbt q, so the integration of normal component of τ on E BT is not well-defined Stability of RTN and BDM elements. Theorem 2. The pair pσ h, V h q is a stable mixed finite element for the Poisson problems. Proof. Since div Σ h V h, Z h tτ P Σ h pdiv τ, vq P V h u tτ P Σ h div τ 0u. The LBB1 condition holds because pτ, τq }τ} 2 0 }τ} 2 div, τ P Z h. For the inf-sup (LBB2) condition, recall that for any v P V h there exists ξ P H 1 pω; R n q such that div ξ v and }ξ} 1 c}v} 0. If we set τ Π h ξ, then and div τ div Π h ξ P h div ξ P h v v, }τ} div cp}τ} 0 } div τ} 0 q cp}π h ξ} 0 }v} 0 q Thus the inf-sup condition holds. p7 v P V h q cp}ξ} 1 }v} 0 q p7 }Π h ξ} 0 c}ξ} 1 q c}v} 0 p7 }ξ} 1 c}v} 0 q Remark 3. As a corollary of the inf-sup condition proof, one can see that div Σ h V h. 3. A priori error analysis 3.1. Improved error estimates. For stable finite elements pσ h, V h q the discrete problem (13) (14) pσ h, τq pu h, div τq 0, τ P Σ h, pdiv σ h, vq pf, vq, v P V h, has a unique solution. Let pσ h, u h q be the solution of the above problem. An immediate consequence of abstract theory of saddle point problems gives }σ σ h } div }u u h } 0 À inf pτ,vqpσ h V h p}σ τ} div }u v} 0 q.

6 6 JEONGHUN LEE By the approximability of BDM k and RTN k, }σ σ h } div }u u h } 0 À h m p} div σ} m }u} m q, 1 m k. Note that this is not fully satisfactory because the full approximability of Σ h in BDM k is not used. Thus we will show an improved error estimate of }σ σ h } 0. The difference of (5 6) and (13 14), gives (15) (16) pσ σ h, τq pu u h, div τq 0, τ P Σ h, pdivpσ σ h q, vq 0, v P V h. Since pdiv σ, vq pp h div σ, vq for v P V h, (16) implies that div σ h P h div σ. If we take τ Π h σ σ h in (15), then because divpπ h σ σ h q 0. Then pσ σ h, Π h σ σ h q 0, }Π h σ σ h } 2 0 pπ h σ σ, Π h σ σ h q }Π h σ σ} 0 }Π h σ σ h } 0, so }Π h σ σ h } 0 }σ Π h σ} 0. By the triangle inequality, }σ σ h } 0 }σ Π h σ} 0 }Π h σ σ h } 0 2}σ Π h σ} 0 # À h m }σ} m, 1 m k 1, pbdmq 1 m k, prtnq Superconvergence of }P h u u h } 0. Now we show a superconvergence result of }P h u u h } 0. Note that the orthogonality pu P h u, div τq P Σ h, allows us to reduce (15) to (17) pσ σ h, τq pp h u u h, div τq 0, τ P Σ h. By the inf-sup condition, there exists τ P Σ h such that div τ P h u u h and }τ} div C}P h u u h } 0. With such τ, we obtain therefore }P h u u h } 2 0 pσ σ h, τq À }σ σ h } 0 }P h u u h } 0, }P h u u h } 0 À }σ σ h } 0 À }σ} m, 1 m k. In case of the Raviart Thomas elements, the approximation order is same to that of }u u h } 0. However, in case of BDM elements, }P h u u h } 0 gives an approximation which is one order higher than }u u h } 0 with a sufficiently high regularity of solution. If the domain Ω is nice, in the sense that the elliptic regularity property holds, then there is another technique to obtain superconvergence of }P h u u h } 0 for the RTN element Σ h. Consider the solution w of (18) Suppose that w P h u u h, in Ω, w 0, on BΩ. }w} 2 À }P h u u h } 0,

7 POISSON EQUATIONS 7 by assuming that Ω has the elliptic regularity property. Unfortunately, it is known that this is not the case if Ω is a nonconvex polygon but the elliptic regularity is true when BΩ is sufficiently regular or Ω is a convex polygonal domain. Now we can use the duality argument (or the Aubin Nitsche trick) to achieve superconvergence of }P h u u h } 0. To do it, let ξ w and consider (19) (20) pξ, τq pdiv τ, wq 0, τ P Σ, pdiv ξ, vq pp h u u h, vq, v P V. If we take τ σ σ h, v u u h, and add them, we have pξ, σ σ h q pdivpσ σ h q, wq pdiv ξ, u u h q By the Galerkin orthogonality in (15 16), we have pp h u u h, u u h q }P h u u h } 2 0. pξ Π h ξ, σ σ h q pdivpσ σ h q, w P h wq pdivpξ Π h ξq, u u h q }P h u u h } 2 0. Observe that divpξ Π h ξq 0 because div ξ P h u u h P h div ξ div Π h ξ. Furthermore, div σ f and div σ h P h div σ P h f. Hence (21) }P h u u h } 2 0 pξ Π h ξ, σ σ h q pf P h f, w P h wq. The rate of superconvergence depends on the regularity of f, k, and Σ h. If k 0 and f P H 1 pωq, then }ξ Π h ξ} 0 À h}ξ} 1 À h}p h u u h } 0, }w P h w} 0 À h}w} 1 À h}p h u u h } 0, }f P h f} 0 À h}f} 1. Combining these estimates with (21), we have }P h u u h } 0 Oph 2 q. If k 1, f P H 1 pωq and Σ h is the BDM element, then }w P h w} 0 À h 2 }w} 2 À h 2 }P h u u h } 0. Using this and some estimates we used in k 0 case, we can obtain }P h u u h } 0 Oph 3 q from (21). As a special case, we may consider k 0, Σ h BDM 1, and f P h f 0. In this case, (21) gives }P h u u h } 0 Oph 3 q, which is a supersuperconvergence result Post-processing of u h. Based on the superconvergence of }P h u u h } 0, one can use a local post-processing to achieve a numerical solution of u with higher accuracy. Here we use the Stenberg post-processing. For V h P k pt h q let V h P k 2pT h q, and define a post-processed numerical solution u h by (22) (23) pu h, 1q T pu h, 1q T, p u h, vq T pσ h, vq T, v P P k 2 pt q,

8 8 JEONGHUN LEE for all T P T h. It is not difficult to check that u h is well-defined by this definition. Note that this post-processing is a local procedure, which has a very small computational cost. We now prove that }u u h } 0 has an accuracy as good as that of }P h u u h } 0. Theorem 3. Suppose that }σ σ h } 0 À h k l }σ} k l, and }P h u u h } 0 Oph k l 1 q with l 0 or l 1. For the u h defined by (22) and (23), }u u h } 0 À h k l 1. Proof. Let Vh 1 P 0pT h q, V h P k l 1pT h q and define Ṽh be the orthogonal complement of Vh 1 in V h. Define P h 1, P h, P h by the orthogonal L 2 projections of L 2 pωq into Vh 1, V h, Ṽh, respectively. By the triangle inequality and a result }u P h u} 0 À h k l 1 }u} k l 1 of the Bramble Hilber lemma, it is enough to estimate }u h P h u} 0. Decomposing u h into u h u1 h ũ h P Vh 1 ` Ṽh, we have (24) u h P h u pu1 h P 1 h uq pũ h P h uq P V 1 h ` Ṽh. Since }u 1 h P 1 h u} 0 }u h P h u} 0 Oph k l 1 q, we only need to take care of }ũ h P h u} 0 by the triangle inequality. Now we recall that u σ and on each triangle T, p u, h wq pσ, h wq, w P Ṽh, in which h is the element-wise gradient. Considering the difference of this equation and (23) on Ω, and using (24), we obtain p h pp h u ũ h q, hwq p h pu u h q, hwq pσ σ h, h wq, w P V h, p h pp h u u h q, h wq p h pp h u uq, hwq pσ σ h, h wq, w P V h. By taking w P h u u h, one can obtain (25) } h pp h u u h q} 0 } h pp h u u h q} 0 } h pp h u uq} 0 }σ σ h } 0 À h 1 }P h u u h } 0 h k l }u} k l 1 À h 1 }P h u u h } 0 h k l }u} k l 1, h k l }σ} k l where the second inequality is obtained by the inverse inequality, the Bramble Hilbert lemma, the assumption on }σ σ h } 0, and the last inequality is due to σ u. Note that h pp h u u h q hp P h u ũ h q because h pp 1 h u u1 h q 0. Furthermore, } P h u ũ h } 0 À h} h p P h u ũ h q} 0, by a variant of the Friedrichs inequality, or a scaling argument. Combining this with (25), we have } P h u ũ h } 0 À }P h u u h } 0 h k l 1 }u} k l 1 À h k l 1.

9 POISSON EQUATIONS 9 The assumptions of the above theorem with l 1, hold when V h P k pt h q and Σ h is the corresponding stable BDM element. In fact, }σ σ h } 0 À h k 2 }σ} k 2 holds in this case. However, one can see that the convergence order of }u u h } 0 is limited by }P h u u h } 0 in the above proof, so this higher order accuracy of σ error does not improve the accuracy of u error with u h. The assumptions with l 0 are typically obtained when Σ h is the RTN element, and elliptic regularity for the duality argument is available Inhomogeneous boundary conditions. In this section we consider mixed Poisson problem with inhomogeneous mixed boundary conditions. Let Γ D, Γ N be open subsets of BΩ such that Γ D YΓ N BΩ, Γ D YΓ N H. Let us consider a problem (26) u f in Ω, Bu (27) u g D on Γ D, Bn g N on Γ N. We recall the variational form of this problem in the primal method. Let V D tv P H 1 pωq v ΓD g D u, V 0 tv P H 1 pωq v ΓD 0u. Note that, for the solution u of (26 27) and for all v P V 0, Bu pf, vq p u, vq p u, vq v ds p u, vq g N v ds, BΩ Bn Γ N because Bu{Bn g N on Γ N and v ΓD 0. Inspired from this observation, we define V h,d V D Y P k pt h q, V h,0 V 0 Y P k pt h q, and the variational form is to seek u h P V h,d such that p u h, vq pf, vq g N v ds : pf, vq xg N, vy ΓN, v P V h,0. Γ N Here the Dirichlet boundary condition g D is essentially imposed on the function space V h,d whereas the Neumann boundary condition g N is naturally satisfied by being a solution of the above equation. Thus the Dirichlet boundary condition is called an essential boundary condition and the Neumann boundary condition is called a natural boundary condition for this problem. Now we discuss mixed Poisson problem with these boundary conditions. We first observe that the Neumann boundary condition is equivalent to σ n g N. Define Σ N tτ P Hpdiv, Ωq τ n ΓN g N u, Σ 0 tτ P Hpdiv, Ωq τ n ΓN 0u.

10 10 JEONGHUN LEE For σ u with the solution of (26 27) u, and for all τ P Σ 0, we have pσ, τq p u, τq pu, div τq uτ n ds pu, div τq g D pτ nq ds. BΩ Γ D Defining Σ h,n Σ h Y Σ N, Σ h,0 Σ h Y Σ 0, the variational form is to seek pσ h, u h q P Σ h,n V h such that pσ h, τq pu h, div τq g D pτ nq ds, τ P Σ h,0, Γ D pdiv σ h, vq pf, vq, v P V h. In contrast to the primal method, the Neumann boundary condition is an essential boundary condition and the Dirichlet boundary condition is a natural boundary condition in mixed Poisson problems. 4. Implementation with FEniCS In this section we show how to implement mixed finite element methods for the Poisson equation with FEniCS, an open source software for automated finite element computation. For introduction of FEniCS we recommend the FEniCS tutorial written by H. P. Langtangen. ( tutorial/index.html) A PDF format of the tutorial and all source codes of examples are also available in the linked site. In the following code mixed finite element methods of the Poisson problem with the homogeneous Dirichlet boundary condition is implemented with Python interface of FEniCS. """ Mixed Poisson problem implementation (homogeneous Dirichlet B/C). Jeonghun J. Lee Last modified """ # Import dolfin and numpy modules from dolfin import * import numpy # Exact solution u_ex = Expression( x[0]*(1-x[0])*sin(pi*x[1]) ) sigma_ex = Expression(( (1-2*x[0])*sin(pi*x[1]), \ pi*x[0]*(1-x[0])*cos(pi*x[1]) )) f = Expression( -sin(pi*x[1])*(2+pi*pi*x[0]*(1-x[0])) ) # L2 norm of error computation def errnorm(u_exact, u, W):

11 POISSON EQUATIONS 11 u_w = interpolate(u, W) u_ex_w = interpolate(u_exact, W) e_u = Function(W) e_u.vector()[:] = u_ex_w.vector().array() - u_w.vector().array() error = e_u**2*dx return assemble(error, mesh=w.mesh()) # Degree of finite elements for velocity deg = 1 # Memories for element sizes and errors h = [] # element sizes E = [] # errors # Solve problems with refining mesh sizes for nx in [2,4,8,16,32]: # Create mesh and define function spaces mesh = UnitSquareMesh(nx,nx) Mh = FunctionSpace(mesh, "RT", deg+1) Vh = FunctionSpace(mesh, "DG",deg) V = MixedFunctionSpace([Mh, Vh]) # Build linear system (tau, v) = TestFunctions(V) (sigma, u) = TrialFunctions(V) a = inner(sigma, tau)*dx + u*div(tau)*dx + div(sigma)*v*dx L = f*v*dx # Solve linear system su = Function(V) solve(a == L, su) (sigma,u) = su.split() # Compute L2 errors W1 = FunctionSpace(mesh, "CG", deg+3) W2 = VectorFunctionSpace(mesh, "CG", deg+3) u_error = sqrt(errnorm(u_ex, u, W1)) sigma_error = sqrt(errnorm(sigma_ex, sigma, W2)) # Store errors and mesh data errors = \{ u : u_error, sigma : sigma_error\} h.append(nx) E.append(errors) # list of dicts

12 12 JEONGHUN LEE # Compute convergence rates from math import log as ln # log exists in dolfin module error_types = E[0].keys() for error_type in sorted(error_types): l = len(e) print \backslash nl2 norm of, error_type, error for i in range(0, l): if i==0: print Mesh size= 1/%g Error= %.3e \ Convergence rate= -- % (h[i], E[i][error_type]) else: r = ln(e[i][error_type]/e[i-1][error_type])/ln(0.5) print Mesh size= 1/%g Error= %.3e \ Convergence rate= %.2f % (h[i], E[i][error_type], r) Here is a code for a problem with inhomogeneous boundary conditions. In this problem domain is the unit square and exact solutions are u e x e y xy 1, σ pe x e y y, e x e y xq, with f 2e x e y. A mixed boundary condition is given by the Dirichlet boundary condition on x 0 part of the boundary and the Neumann boundary condition on the rest of the boundary. """ Mixed Poisson problem implementation (inhomogeneous mixed B/C). Jeonghun J. Lee Last modified """ # Import dolfin and numpy modules from dolfin import * import numpy # Exact solution u_0 = Expression( exp(x[1]) + 1 ) u_ex = Expression( exp(x[0])*exp(x[1]) + x[0]*x[1] + 1 ) sigma_ex = Expression(( exp(x[0])*exp(x[1]) + x[1], \ exp(x[0])*exp(x[1]) + x[0] )) f = Expression( 2*exp(x[0])*exp(x[1]) ) # L2 norm of error computation def errnorm(u_exact, u, W): u_w = interpolate(u, W) u_ex_w = interpolate(u_exact, W) e_u = Function(W) e_u.vector()[:] = u_ex_w.vector().array() - u_w.vector().array() error = e_u**2*dx return assemble(error, mesh=w.mesh())

13 POISSON EQUATIONS 13 # Degree of finite elements for Vh deg = 1 # Storage for element sizes and errors h = [] # element sizes E = [] # errors tol = 1E-14 # error tolerance # Solve problems with refining mesh sizes for nx in [2,4,8,16,32]: # Create mesh and define function spaces mesh = UnitSquareMesh(nx,nx) Mh = FunctionSpace(mesh, "BDM", deg+1) Vh = FunctionSpace(mesh, "DG",deg) V = MixedFunctionSpace([Mh, Vh]) # Boundary condition n = FacetNormal(mesh) class Nbdy(SubDomain): def inside(self, x, on_boundary): return on_boundary and ((abs(x[1]-1.) < tol) \ or (abs(x[0]-1.) < tol) or (abs(x[1]) < tol)) bc = DirichletBC(V.sub(0), sigma_ex, Nbdy()) # Build a linear system (tau, v) = TestFunctions(V) (sigma, u) = TrialFunctions(V) a = inner(sigma, tau)*dx + u*div(tau)*dx + div(sigma)*v*dx L = f*v*dx + u_0*inner(tau, n)*ds # Solve the linear system su = Function(V) solve(a == L, su, bc) (sigma, u) = su.split() # Compute L2 errors W1 = FunctionSpace(mesh, "CG", deg+3) W2 = VectorFunctionSpace(mesh, "CG", deg+3) u_error = sqrt(errnorm(u_ex, u, W1)) up_error = sqrt(errnorm(up, u, W1)) sigma_error = sqrt(errnorm(sigma_ex, sigma, W2)) # Store errors and mesh data

14 14 JEONGHUN LEE errors = { u : u_error, Phu - uh : up_error, sigma : sigma_error} h.append(nx) E.append(errors) # list of dicts # Compute convergence rates from math import log as ln # log exists in dolfin module error_types = E[0].keys() for error_type in sorted(error_types): l = len(e) print \backslash nl2 norm of, error_type, error for i in range(0, l): if i==0: print Mesh size= 1/%g Error= %.3e \ Convergence rate= -- % (h[i], E[i][error_type]) else: r = ln(e[i][error_type]/e[i-1][error_type])/ln(0.5) print Mesh size= 1/%g Error= %.3e \ Convergence rate= %.2f % (h[i], E[i][error_type], r) (To be appended) Last updated : 2013, October 1.

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

ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS

ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS MATHEMATICS OF COMPUTATION Volume 75, Number 256, October 2006, Pages 1659 1674 S 0025-57180601872-2 Article electronically published on June 26, 2006 ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED

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

Weak Formulation of Elliptic BVP s

Weak Formulation of Elliptic BVP s Weak Formulation of Elliptic BVP s There are a large number of problems of physical interest that can be formulated in the abstract setting in which the Lax-Milgram lemma is applied to an equation expressed

More information

b i (x) u + c(x)u = f in Ω,

b i (x) u + c(x)u = f in Ω, SIAM J. NUMER. ANAL. Vol. 39, No. 6, pp. 1938 1953 c 2002 Society for Industrial and Applied Mathematics SUBOPTIMAL AND OPTIMAL CONVERGENCE IN MIXED FINITE ELEMENT METHODS ALAN DEMLOW Abstract. An elliptic

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

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

SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS

SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS A. RÖSCH AND R. SIMON Abstract. An optimal control problem for an elliptic equation

More information

Finite Elements. Colin Cotter. February 22, Colin Cotter FEM

Finite Elements. Colin Cotter. February 22, Colin Cotter FEM Finite Elements February 22, 2019 In the previous sections, we introduced the concept of finite element spaces, which contain certain functions defined on a domain. Finite element spaces are examples of

More information

GETTING STARTED WITH FENICS

GETTING STARTED WITH FENICS GETTING STARTED WITH FENICS DOUGLAS N. ARNOLD 1. A first program in FEniCS 1.1. The boundary value problem. As a first problem we consider the Neumann boundary value problem: (1) u + u = f in, u = 0 on,

More information

MATH 676. Finite element methods in scientific computing

MATH 676. Finite element methods in scientific computing MATH 676 Finite element methods in scientific computing Wolfgang Bangerth, Texas A&M University Lecture 33.25: Which element to use Part 2: Saddle point problems Consider the stationary Stokes equations:

More information

Chapter 2 Finite Element Spaces for Linear Saddle Point Problems

Chapter 2 Finite Element Spaces for Linear Saddle Point Problems Chapter 2 Finite Element Spaces for Linear Saddle Point Problems Remark 2.1. Motivation. This chapter deals with the first difficulty inherent to the incompressible Navier Stokes equations, see Remark

More information

INF-SUP CONDITION FOR OPERATOR EQUATIONS

INF-SUP CONDITION FOR OPERATOR EQUATIONS INF-SUP CONDITION FOR OPERATOR EQUATIONS LONG CHEN We study the well-posedness of the operator equation (1) T u = f. where T is a linear and bounded operator between two linear vector spaces. We give equivalent

More information

ICES REPORT A Generalized Mimetic Finite Difference Method and Two-Point Flux Schemes over Voronoi Diagrams

ICES REPORT A Generalized Mimetic Finite Difference Method and Two-Point Flux Schemes over Voronoi Diagrams ICS RPORT 15-17 July 2015 A Generalized Mimetic Finite Difference Method and Two-Point Flux Schemes over Voronoi Diagrams by Omar Al-Hinai, Mary F. Wheeler, Ivan Yotov The Institute for Computational ngineering

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

Numerische Mathematik

Numerische Mathematik Numer. Math. (2012) 122:61 99 DOI 10.1007/s00211-012-0456-x Numerische Mathematik C 0 elements for generalized indefinite Maxwell equations Huoyuan Duan Ping Lin Roger C. E. Tan Received: 31 July 2010

More information

From Completing the Squares and Orthogonal Projection to Finite Element Methods

From Completing the Squares and Orthogonal Projection to Finite Element Methods From Completing the Squares and Orthogonal Projection to Finite Element Methods Mo MU Background In scientific computing, it is important to start with an appropriate model in order to design effective

More information

A BIVARIATE SPLINE METHOD FOR SECOND ORDER ELLIPTIC EQUATIONS IN NON-DIVERGENCE FORM

A BIVARIATE SPLINE METHOD FOR SECOND ORDER ELLIPTIC EQUATIONS IN NON-DIVERGENCE FORM A BIVARIAE SPLINE MEHOD FOR SECOND ORDER ELLIPIC EQUAIONS IN NON-DIVERGENCE FORM MING-JUN LAI AND CHUNMEI WANG Abstract. A bivariate spline method is developed to numerically solve second order elliptic

More information

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1 Scientific Computing WS 2017/2018 Lecture 18 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 18 Slide 1 Lecture 18 Slide 2 Weak formulation of homogeneous Dirichlet problem Search u H0 1 (Ω) (here,

More information

INTRODUCTION TO FINITE ELEMENT METHODS

INTRODUCTION TO FINITE ELEMENT METHODS INTRODUCTION TO FINITE ELEMENT METHODS LONG CHEN Finite element methods are based on the variational formulation of partial differential equations which only need to compute the gradient of a function.

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

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

A DELTA-REGULARIZATION FINITE ELEMENT METHOD FOR A DOUBLE CURL PROBLEM WITH DIVERGENCE-FREE CONSTRAINT

A DELTA-REGULARIZATION FINITE ELEMENT METHOD FOR A DOUBLE CURL PROBLEM WITH DIVERGENCE-FREE CONSTRAINT A DELTA-REGULARIZATION FINITE ELEMENT METHOD FOR A DOUBLE CURL PROBLEM WITH DIVERGENCE-FREE CONSTRAINT HUOYUAN DUAN, SHA LI, ROGER C. E. TAN, AND WEIYING ZHENG Abstract. To deal with the divergence-free

More information

Scientific Computing WS 2018/2019. Lecture 15. Jürgen Fuhrmann Lecture 15 Slide 1

Scientific Computing WS 2018/2019. Lecture 15. Jürgen Fuhrmann Lecture 15 Slide 1 Scientific Computing WS 2018/2019 Lecture 15 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 15 Slide 1 Lecture 15 Slide 2 Problems with strong formulation Writing the PDE with divergence and gradient

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

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

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

Konstantinos Chrysafinos 1 and L. Steven Hou Introduction

Konstantinos Chrysafinos 1 and L. Steven Hou Introduction Mathematical Modelling and Numerical Analysis Modélisation Mathématique et Analyse Numérique Will be set by the publisher ANALYSIS AND APPROXIMATIONS OF THE EVOLUTIONARY STOKES EQUATIONS WITH INHOMOGENEOUS

More information

Key words. Incompressible magnetohydrodynamics, mixed finite element methods, discontinuous Galerkin methods

Key words. Incompressible magnetohydrodynamics, mixed finite element methods, discontinuous Galerkin methods A MIXED DG METHOD FOR LINEARIZED INCOMPRESSIBLE MAGNETOHYDRODYNAMICS PAUL HOUSTON, DOMINIK SCHÖTZAU, AND XIAOXI WEI Journal of Scientific Computing, vol. 40, pp. 8 34, 009 Abstract. We introduce and analyze

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

MULTIGRID PRECONDITIONING IN H(div) ON NON-CONVEX POLYGONS* Dedicated to Professor Jim Douglas, Jr. on the occasion of his seventieth birthday.

MULTIGRID PRECONDITIONING IN H(div) ON NON-CONVEX POLYGONS* Dedicated to Professor Jim Douglas, Jr. on the occasion of his seventieth birthday. MULTIGRID PRECONDITIONING IN H(div) ON NON-CONVEX POLYGONS* DOUGLAS N ARNOLD, RICHARD S FALK, and RAGNAR WINTHER Dedicated to Professor Jim Douglas, Jr on the occasion of his seventieth birthday Abstract

More information

Discontinuous Petrov-Galerkin Methods

Discontinuous Petrov-Galerkin Methods Discontinuous Petrov-Galerkin Methods Friederike Hellwig 1st CENTRAL School on Analysis and Numerics for Partial Differential Equations, November 12, 2015 Motivation discontinuous Petrov-Galerkin (dpg)

More information

QUADRILATERAL H(DIV) FINITE ELEMENTS

QUADRILATERAL H(DIV) FINITE ELEMENTS QUADRILATERAL H(DIV) FINITE ELEMENTS DOUGLAS N. ARNOLD, DANIELE BOFFI, AND RICHARD S. FALK Abstract. We consider the approximation properties of quadrilateral finite element spaces of vector fields defined

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

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

Theory of PDE Homework 2

Theory of PDE Homework 2 Theory of PDE Homework 2 Adrienne Sands April 18, 2017 In the following exercises we assume the coefficients of the various PDE are smooth and satisfy the uniform ellipticity condition. R n is always an

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 WEAK GALERKIN MIXED FINITE ELEMENT METHOD FOR BIHARMONIC EQUATIONS

A WEAK GALERKIN MIXED FINITE ELEMENT METHOD FOR BIHARMONIC EQUATIONS A WEAK GALERKIN MIXED FINITE ELEMENT METHOD FOR BIHARMONIC EQUATIONS LIN MU, JUNPING WANG, YANQIU WANG, AND XIU YE Abstract. This article introduces and analyzes a weak Galerkin mixed finite element method

More information

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES)

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) RAYTCHO LAZAROV 1 Notations and Basic Functional Spaces Scalar function in R d, d 1 will be denoted by u,

More information

FEniCS Course. Lecture 0: Introduction to FEM. Contributors Anders Logg, Kent-Andre Mardal

FEniCS Course. Lecture 0: Introduction to FEM. Contributors Anders Logg, Kent-Andre Mardal FEniCS Course Lecture 0: Introduction to FEM Contributors Anders Logg, Kent-Andre Mardal 1 / 46 What is FEM? The finite element method is a framework and a recipe for discretization of mathematical problems

More information

Weak Galerkin Finite Element Scheme and Its Applications

Weak Galerkin Finite Element Scheme and Its Applications Weak Galerkin Finite Element Scheme and Its Applications Ran Zhang Department of Mathematics Jilin University, China IMS, Singapore February 6, 2015 Talk Outline Motivation WG FEMs: Weak Operators + Stabilizer

More information

Time domain boundary elements for dynamic contact problems

Time domain boundary elements for dynamic contact problems Time domain boundary elements for dynamic contact problems Heiko Gimperlein (joint with F. Meyer 3, C. Özdemir 4, D. Stark, E. P. Stephan 4 ) : Heriot Watt University, Edinburgh, UK 2: Universität Paderborn,

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

Introduction. J.M. Burgers Center Graduate Course CFD I January Least-Squares Spectral Element Methods

Introduction. J.M. Burgers Center Graduate Course CFD I January Least-Squares Spectral Element Methods Introduction In this workshop we will introduce you to the least-squares spectral element method. As you can see from the lecture notes, this method is a combination of the weak formulation derived from

More information

STOKES PROBLEM WITH SEVERAL TYPES OF BOUNDARY CONDITIONS IN AN EXTERIOR DOMAIN

STOKES PROBLEM WITH SEVERAL TYPES OF BOUNDARY CONDITIONS IN AN EXTERIOR DOMAIN Electronic Journal of Differential Equations, Vol. 2013 2013, No. 196, pp. 1 28. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu STOKES PROBLEM

More information

On Friedrichs inequality, Helmholtz decomposition, vector potentials, and the div-curl lemma. Ben Schweizer 1

On Friedrichs inequality, Helmholtz decomposition, vector potentials, and the div-curl lemma. Ben Schweizer 1 On Friedrichs inequality, Helmholtz decomposition, vector potentials, and the div-curl lemma Ben Schweizer 1 January 16, 2017 Abstract: We study connections between four different types of results that

More information

Mixed Finite Element Methods. Douglas N. Arnold, University of Minnesota The 41st Woudschoten Conference 5 October 2016

Mixed Finite Element Methods. Douglas N. Arnold, University of Minnesota The 41st Woudschoten Conference 5 October 2016 Mixed Finite Element Methods Douglas N. Arnold, University of Minnesota The 41st Woudschoten Conference 5 October 2016 Linear elasticity Given the load f : Ω R n, find the displacement u : Ω R n and the

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

FEniCS Course. Lecture 8: A posteriori error estimates and adaptivity. Contributors André Massing Marie Rognes

FEniCS Course. Lecture 8: A posteriori error estimates and adaptivity. Contributors André Massing Marie Rognes FEniCS Course Lecture 8: A posteriori error estimates and adaptivity Contributors André Massing Marie Rognes 1 / 24 A priori estimates If u H k+1 (Ω) and V h = P k (T h ) then u u h Ch k u Ω,k+1 u u h

More information

Chapter 5 A priori error estimates for nonconforming finite element approximations 5.1 Strang s first lemma

Chapter 5 A priori error estimates for nonconforming finite element approximations 5.1 Strang s first lemma Chapter 5 A priori error estimates for nonconforming finite element approximations 51 Strang s first lemma We consider the variational equation (51 a(u, v = l(v, v V H 1 (Ω, and assume that the conditions

More information

Basic Principles of Weak Galerkin Finite Element Methods for PDEs

Basic Principles of Weak Galerkin Finite Element Methods for PDEs Basic Principles of Weak Galerkin Finite Element Methods for PDEs Junping Wang Computational Mathematics Division of Mathematical Sciences National Science Foundation Arlington, VA 22230 Polytopal Element

More information

MIXED FINITE ELEMENT APPROXIMATION OF THE VECTOR LAPLACIAN WITH DIRICHLET BOUNDARY CONDITIONS

MIXED FINITE ELEMENT APPROXIMATION OF THE VECTOR LAPLACIAN WITH DIRICHLET BOUNDARY CONDITIONS MIXED FINITE ELEMENT APPROXIMATION OF THE VECTOR LAPLACIAN WITH DIRICHLET BOUNDARY CONDITIONS DOUGLAS N. ARNOLD, RICHARD S. FALK, AND JAY GOPALAKRISHNAN Abstract. We consider the finite element solution

More information

A note on discontinuous Galerkin divergence-free solutions of the Navier-Stokes equations

A note on discontinuous Galerkin divergence-free solutions of the Navier-Stokes equations A note on discontinuous Galerkin divergence-free solutions of the Navier-Stokes equations Bernardo Cockburn Guido anschat Dominik Schötzau June 1, 2007 Journal of Scientific Computing, Vol. 31, 2007, pp.

More information

A DECOMPOSITION RESULT FOR BIHARMONIC PROBLEMS AND THE HELLAN-HERRMANN-JOHNSON METHOD

A DECOMPOSITION RESULT FOR BIHARMONIC PROBLEMS AND THE HELLAN-HERRMANN-JOHNSON METHOD Electronic ransactions on Numerical Analysis. Volume 45, pp. 257 282, 2016. Copyright c 2016,. ISSN 1068 9613. ENA A DECOMPOSIION RESUL FOR BIHARMONIC PROBLEMS AND HE HELLAN-HERRMANN-JOHNSON MEHOD WOLFGANG

More information

A multipoint flux mixed finite element method on hexahedra

A multipoint flux mixed finite element method on hexahedra A multipoint flux mixed finite element method on hexahedra Ross Ingram Mary F. Wheeler Ivan Yotov Abstract We develop a mixed finite element method for elliptic problems on hexahedral grids that reduces

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

arxiv: v1 [math.na] 5 Jun 2018

arxiv: v1 [math.na] 5 Jun 2018 PRIMAL-DUAL WEAK GALERKIN FINIE ELEMEN MEHODS FOR ELLIPIC CAUCHY PROBLEMS CHUNMEI WANG AND JUNPING WANG arxiv:1806.01583v1 [math.na] 5 Jun 2018 Abstract. he authors propose and analyze a well-posed numerical

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

WEAK GALERKIN FINITE ELEMENT METHODS ON POLYTOPAL MESHES

WEAK GALERKIN FINITE ELEMENT METHODS ON POLYTOPAL MESHES INERNAIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING Volume 12, Number 1, Pages 31 53 c 2015 Institute for Scientific Computing and Information WEAK GALERKIN FINIE ELEMEN MEHODS ON POLYOPAL MESHES LIN

More information

Integral Representation Formula, Boundary Integral Operators and Calderón projection

Integral Representation Formula, Boundary Integral Operators and Calderón projection Integral Representation Formula, Boundary Integral Operators and Calderón projection Seminar BEM on Wave Scattering Franziska Weber ETH Zürich October 22, 2010 Outline Integral Representation Formula Newton

More information

Subdiffusion in a nonconvex polygon

Subdiffusion in a nonconvex polygon Subdiffusion in a nonconvex polygon Kim Ngan Le and William McLean The University of New South Wales Bishnu Lamichhane University of Newcastle Monash Workshop on Numerical PDEs, February 2016 Outline Time-fractional

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

Approximation in Banach Spaces by Galerkin Methods

Approximation in Banach Spaces by Galerkin Methods 2 Approximation in Banach Spaces by Galerkin Methods In this chapter, we consider an abstract linear problem which serves as a generic model for engineering applications. Our first goal is to specify the

More information

Variational Formulations

Variational Formulations Chapter 2 Variational Formulations In this chapter we will derive a variational (or weak) formulation of the elliptic boundary value problem (1.4). We will discuss all fundamental theoretical results that

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

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

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

arxiv: v1 [math.na] 29 Feb 2016

arxiv: v1 [math.na] 29 Feb 2016 EFFECTIVE IMPLEMENTATION OF THE WEAK GALERKIN FINITE ELEMENT METHODS FOR THE BIHARMONIC EQUATION LIN MU, JUNPING WANG, AND XIU YE Abstract. arxiv:1602.08817v1 [math.na] 29 Feb 2016 The weak Galerkin (WG)

More information

ON LEAST-SQUARES FINITE ELEMENT METHODS FOR THE POISSON EQUATION AND THEIR CONNECTION TO THE DIRICHLET AND KELVIN PRINCIPLES

ON LEAST-SQUARES FINITE ELEMENT METHODS FOR THE POISSON EQUATION AND THEIR CONNECTION TO THE DIRICHLET AND KELVIN PRINCIPLES ON LEAST-SQUARES FINITE ELEMENT METHODS FOR THE POISSON EQUATION AND THEIR CONNECTION TO THE DIRICHLET AND KELVIN PRINCIPLES PAVEL BOCHEV 1,3 AND MAX GUNZBURGER 2 Abstract. Least-squares finite element

More information

SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS

SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS TSOGTGEREL GANTUMUR Abstract. After establishing discrete spectra for a large class of elliptic operators, we present some fundamental spectral properties

More information

A primer on Numerical methods for elasticity

A primer on Numerical methods for elasticity A primer on Numerical methods for elasticity Douglas N. Arnold, University of Minnesota Complex materials: Mathematical models and numerical methods Oslo, June 10 12, 2015 One has to resort to the indignity

More information

Traces and Duality Lemma

Traces and Duality Lemma Traces and Duality Lemma Recall the duality lemma with H / ( ) := γ 0 (H ()) defined as the trace space of H () endowed with minimal extension norm; i.e., for w H / ( ) L ( ), w H / ( ) = min{ ŵ H () ŵ

More information

Virtual Element Methods for general second order elliptic problems

Virtual Element Methods for general second order elliptic problems Virtual Element Methods for general second order elliptic problems Alessandro Russo Department of Mathematics and Applications University of Milano-Bicocca, Milan, Italy and IMATI-CNR, Pavia, Italy Workshop

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

The Mortar Boundary Element Method

The Mortar Boundary Element Method The Mortar Boundary Element Method A Thesis submitted for the degree of Doctor of Philosophy by Martin Healey School of Information Systems, Computing and Mathematics Brunel University March 2010 Abstract

More information

Solutions of Selected Problems

Solutions of Selected Problems 1 Solutions of Selected Problems October 16, 2015 Chapter I 1.9 Consider the potential equation in the disk := {(x, y) R 2 ; x 2 +y 2 < 1}, with the boundary condition u(x) = g(x) r for x on the derivative

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

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 Sobolev Embedding Theorems Embedding Operators and the Sobolev Embedding Theorem

More information

arxiv: v3 [math.na] 8 Sep 2015

arxiv: v3 [math.na] 8 Sep 2015 A Recovery-Based A Posteriori Error Estimator for H(curl) Interface Problems arxiv:504.00898v3 [math.na] 8 Sep 205 Zhiqiang Cai Shuhao Cao Abstract This paper introduces a new recovery-based a posteriori

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

GALERKIN TIME STEPPING METHODS FOR NONLINEAR PARABOLIC EQUATIONS

GALERKIN TIME STEPPING METHODS FOR NONLINEAR PARABOLIC EQUATIONS GALERKIN TIME STEPPING METHODS FOR NONLINEAR PARABOLIC EQUATIONS GEORGIOS AKRIVIS AND CHARALAMBOS MAKRIDAKIS Abstract. We consider discontinuous as well as continuous Galerkin methods for the time discretization

More information

1 Discretizing BVP with Finite Element Methods.

1 Discretizing BVP with Finite Element Methods. 1 Discretizing BVP with Finite Element Methods In this section, we will discuss a process for solving boundary value problems numerically, the Finite Element Method (FEM) We note that such method is a

More information

Preconditioned space-time boundary element methods for the heat equation

Preconditioned space-time boundary element methods for the heat equation W I S S E N T E C H N I K L E I D E N S C H A F T Preconditioned space-time boundary element methods for the heat equation S. Dohr and O. Steinbach Institut für Numerische Mathematik Space-Time Methods

More information

Local pointwise a posteriori gradient error bounds for the Stokes equations. Stig Larsson. Heraklion, September 19, 2011 Joint work with A.

Local pointwise a posteriori gradient error bounds for the Stokes equations. Stig Larsson. Heraklion, September 19, 2011 Joint work with A. Local pointwise a posteriori gradient error bounds for the Stokes equations Stig Larsson Department of Mathematical Sciences Chalmers University of Technology and University of Gothenburg Heraklion, September

More information

Chapter 12. Partial di erential equations Di erential operators in R n. The gradient and Jacobian. Divergence and rotation

Chapter 12. Partial di erential equations Di erential operators in R n. The gradient and Jacobian. Divergence and rotation Chapter 12 Partial di erential equations 12.1 Di erential operators in R n The gradient and Jacobian We recall the definition of the gradient of a scalar function f : R n! R, as @f grad f = rf =,..., @f

More information

A FAMILY OF MULTISCALE HYBRID-MIXED FINITE ELEMENT METHODS FOR THE DARCY EQUATION WITH ROUGH COEFFICIENTS. 1. Introduction

A FAMILY OF MULTISCALE HYBRID-MIXED FINITE ELEMENT METHODS FOR THE DARCY EQUATION WITH ROUGH COEFFICIENTS. 1. Introduction A FAMILY OF MULTISCALE HYBRID-MIXED FINITE ELEMENT METHODS FOR THE DARCY EQUATION WITH ROUGH COEFFICIENTS CHRISTOPHER HARDER, DIEGO PAREDES 2, AND FRÉDÉRIC VALENTIN Abstract. We aim at proposing novel

More information

Lectures on the Finite Element Method

Lectures on the Finite Element Method Anders Logg Kent-Andre Mardal Editors Lectures on the Finite Element Method Contents 1 The finite element method 1 1.1 A simple model problem..................................... 1 1.2 Solving Poisson

More information

ANALYSIS OF AN INTERFACE STABILISED FINITE ELEMENT METHOD: THE ADVECTION-DIFFUSION-REACTION EQUATION

ANALYSIS OF AN INTERFACE STABILISED FINITE ELEMENT METHOD: THE ADVECTION-DIFFUSION-REACTION EQUATION ANALYSIS OF AN INTERFACE STABILISED FINITE ELEMENT METHOD: THE ADVECTION-DIFFUSION-REACTION EQUATION GARTH N. WELLS Abstract. Analysis of an interface stabilised finite element method for the scalar advectiondiffusion-reaction

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

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction SHARP BOUNDARY TRACE INEQUALITIES GILES AUCHMUTY Abstract. This paper describes sharp inequalities for the trace of Sobolev functions on the boundary of a bounded region R N. The inequalities bound (semi-)norms

More information

A Finite Element Method for the Surface Stokes Problem

A Finite Element Method for the Surface Stokes Problem J A N U A R Y 2 0 1 8 P R E P R I N T 4 7 5 A Finite Element Method for the Surface Stokes Problem Maxim A. Olshanskii *, Annalisa Quaini, Arnold Reusken and Vladimir Yushutin Institut für Geometrie und

More information

BUBBLE STABILIZED DISCONTINUOUS GALERKIN METHOD FOR STOKES PROBLEM

BUBBLE STABILIZED DISCONTINUOUS GALERKIN METHOD FOR STOKES PROBLEM BUBBLE STABILIZED DISCONTINUOUS GALERKIN METHOD FOR STOKES PROBLEM ERIK BURMAN AND BENJAMIN STAMM Abstract. We propose a low order discontinuous Galerkin method for incompressible flows. Stability of the

More information

A local-structure-preserving local discontinuous Galerkin method for the Laplace equation

A local-structure-preserving local discontinuous Galerkin method for the Laplace equation A local-structure-preserving local discontinuous Galerkin method for the Laplace equation Fengyan Li 1 and Chi-Wang Shu 2 Abstract In this paper, we present a local-structure-preserving local discontinuous

More information

Projected Surface Finite Elements for Elliptic Equations

Projected Surface Finite Elements for Elliptic Equations Available at http://pvamu.edu/aam Appl. Appl. Math. IN: 1932-9466 Vol. 8, Issue 1 (June 2013), pp. 16 33 Applications and Applied Mathematics: An International Journal (AAM) Projected urface Finite Elements

More information

arxiv: v1 [math.na] 8 Feb 2018

arxiv: v1 [math.na] 8 Feb 2018 arxiv:180.094v1 [math.na] 8 Feb 018 The nonconforming virtual element method for eigenvalue problems F. Gardini a, G. Manzini b, and G. Vacca c a Dipartimento di Matematica F. Casorati, Università di Pavia,

More information

A u + b u + cu = f in Ω, (1.1)

A u + b u + cu = f in Ω, (1.1) A WEIGHTED H(div) LEAST-SQUARES METHOD FOR SECOND-ORDER ELLIPTIC PROBLEMS Z. CAI AND C. R. WESTPHAL Abstract. This paper presents analysis of a weighted-norm least squares finite element method for elliptic

More information

Automated Modeling with FEniCS

Automated Modeling with FEniCS Automated Modeling with FEniCS L. Ridgway Scott The Institute for Biophysical Dynamics, The Computation Institute, and the Departments of Computer Science and Mathematics, The University of Chicago UChicago

More information

arxiv: v1 [math.na] 18 Oct 2017

arxiv: v1 [math.na] 18 Oct 2017 Equilibrated stress tensor reconstruction and a posteriori error estimation for nonlinear elasticity Michele Botti 1 and Rita Riedlbeck 1,2 1 University of Montpellier, Institut Montpéllierain Alexander

More information

hp-version Discontinuous Galerkin Finite Element Methods for Semilinear Parabolic Problems

hp-version Discontinuous Galerkin Finite Element Methods for Semilinear Parabolic Problems Report no. 3/11 hp-version Discontinuous Galerkin Finite Element Methods for Semilinear Parabolic Problems Andris Lasis Endre Süli We consider the hp version interior penalty discontinuous Galerkin finite

More information

Shape Optimization Tutorial

Shape Optimization Tutorial Shape Optimization Tutorial By Stephan Schmidt Exercise 1. The first exercise is to familiarise with Python and FEniCS. We can use the built-in FEniCS tutorial to implement a small solver for the Laplacian

More information