On the Convergence of Finite Element Method for Second Order Elliptic Interface Problems

The purpose of this paper is to study the convergence of finite element approximation to the exact solution of general self-adjoint elliptic equations with discontinuous coefficients. Due to low global regularity of the solution, it is difficult to achieve optimal order of convergence with classical finite element methods [Numer. Math. 1998; 79:175–202]. In this paper, an isoparametric type of discretization is used to prove optimal order error estimates in L ² and H ¹ norms when the global regularity of the solution is low. The interface is assumed to be of arbitrary shape and is smooth for our purpose. Further, for the purpose of numerical computations, we discuss the effect of numerical quadrature on finite element solution, and the related optimal order estimates are also established.     

A priori error estimates for finite element methods with numerical quadrature for nonmonotone nonlinear elliptic problems

The effect of numerical quadrature in finite element methods for solving quasilinear elliptic problems of nonmonotone type is studied. Under similar assumption on the quadrature formula as for linear problems, optimal error estimates in the L ² and the H ¹ norms are proved. The numerical solution obtained from the finite element method with quadrature formula is shown to be unique for a sufficiently fine mesh. The analysis is valid for both simplicial and rectangular finite elements of arbitrary order. Numerical experiments corroborate the theoretical convergence rates.     

Finite element methods for semilinear elliptic problems with smooth interfaces

The purpose of this paper is to study the finite element method for second order semilinear elliptic interface problems in two dimensional convex polygonal domains. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with straight interface triangles [Numer. Math., 79 (1998), pp. 175–202]. For a finite element discretization based on a mesh which involve the approximation of the interface, optimal order error estimates in L ² and H ¹-norms are proved for linear elliptic interface problem under practical regularity assumptions of the true solution. Then an extension to the semilinear problem is also considered and optimal error estimate in H ¹ norm is achieved.     

Error estimates of the lumped mass finite element method for semilinear elliptic problems

We are concerned with the semilinear elliptic problems. We first investigate the L²-error estimate for the lumped mass finite element method. We then use the cascadic multigrid method to solve the corresponding discrete problem. On the basis of the finite element error estimates, we prove the optimality of the proposed multigrid method. We also report some numerical results to support the theory.     

Convergence estimates for an higher order optimized Schwarz method for domains with an arbitrary interface

Optimized Schwarz methods form a class of domain decomposition methods for the solution of elliptic partial differential equations. Optimized Schwarz methods employ a first or higher order boundary condition along the artificial interface to accelerate convergence. In the literature, the analysis of optimized Schwarz methods relies on Fourier analysis and so the domains are restricted to be regular (rectangular). In this paper, we express the interface operator of an optimized Schwarz method in terms of Poincare-Steklov operators. This enables us to derive an upper bound of the spectral radius of the operator arising in this method of 1−O(h^1/4) on a class of general domains, where h is the discretization parameter. This is the predicted rate for a second order optimized Schwarz method in the literature on rectangular subdomains and is also the observed rate in numerical simulations.     

Asymptotic expansions andL ∞-error estimates for mixed finite element methods for second order elliptic problems

Summary Asymptotic expansions for mixed finite element approximations of the second order elliptic problem are derived and Richardson extrapolation can be applied to increase the accuracy of the approximations. A new procedure, which is called the error corrected method, is presented as a further application of the asymptotic error expansion for the first order BDM approximation of the scalar field. The key point in deriving the asymptotic expansions for the error is an establishment ofL ¹-error estimates for mixed finite element approximations for the regularized Green's functions. As another application of theL ¹-error estimates for the regularized Green's functions, we shall present maximum norm error estimates for mixed finite element methods for second order elliptic problems.     

Interior estimates for nonconforming finite element methods

Summary. Interior error estimates are derived for a wide class of nonconforming finite element methods for second order scalar elliptic boundary value problems. It is shown that the error in an interior domain can be estimated by three terms: the first one measures the local approximability of the finite element space to the exact solution, the second one measures the degree of continuity of the finite element space (the consistency error), and the last one expresses the global effect through the error in an arbitrarily weak Sobolev norm over a slightly larger domain. As an application, interior superconvergences of some difference quotients of the finite element solution are obtained for the derivatives of the exact solution when the mesh satisfies some translation invariant condition. Received December 29, 1994     

Biquadratic finite volume element methods based on optimal stress points for parabolic problems

In this paper, the semi-discrete and full discrete biquadratic finite volume element schemes based on optimal stress points for a class of parabolic problems are presented. Optimal order error estimates in H¹ and L² norms are derived. In addition, the superconvergences of numerical gradients at optimal stress points are also discussed. A numerical experiment confirms some results of theoretical analysis.     

Convergence and superconvergence analysis of an anisotropic nonconforming finite element methods for singularly perturbed reaction-diffusion problems

The numerical approximation by a lower order anisotropic nonconforming finite element on appropriately graded meshes are considered for solving singular perturbation problems. The quasi-optimal order error estimates are proved in the ε-weighted H¹-norm valid uniformly, up to a logarithmic factor, in the singular perturbation parameter. By using the interpolation postprocessing technique, the global superconvergent error estimates in ε-weighted H¹-norm are obtained. Numerical experiments are given to demonstrate validity of our theoretical analysis.     

Continuous-discontinuous finite element method for convection-diffusion problems with characteristic layers

We study convergence properties of a numerical method for convection-diffusion problems with characteristic layers on a layer-adapted mesh. The method couples standard Galerkin with an h-version of the nonsymmetric discontinuous Galerkin finite element method with bilinear elements. In an associated norm, we derive the error estimate as well as the supercloseness result that are uniform in the perturbation parameter. Applying a post-processing operator for the discontinuous Galerkin method, we construct a new numerical solution with enhanced convergence properties.     

Finite element methods and their convergence for elliptic and parabolic interface problems

In this paper, we consider the finite element methods for solving second order elliptic and parabolic interface problems in two-dimensional convex polygonal domains. Nearly the same optimal -norm and energy-norm error estimates as for regular problems are obtained when the interfaces are of arbitrary shape but are smooth, though the regularities of the solutions are low on the whole domain. The assumptions on the finite element triangulation are reasonable and practical. Received July 7, 1996 / Revised version received March 3, 1997     

On the finite volume element method

Summary The finite volume element method (FVE) is a discretization technique for partial differential equations. It uses a volume integral formulation of the problem with a finite partitioning set of volumes to discretize the equations, then restricts the admissible functions to a finite element space to discretize the solution. this paper develops discretization error estimates for general selfadjoint elliptic boundary value problems with FVE based on triangulations with linear finite element spaces and a general type of control volume. We establishO(h) estimates of the error in a discreteH ¹ semi-norm. Under an additional assumption of local uniformity of the triangulation the estimate is improved toO(h ²). Results on the effects of numerical integration are also included.This research was sponsored in part by the Air Force Office of Scientific Research under grant number AFOSR-86-0126 and the National Science Foundation under grant number DMS-8704169. This work was performed while the author was at the University of Colorado at Denver     

A mixed finite element method for solving the nonstationary stokes equation

Summary This paper deals with a mixed finite element method for approximating a fourth order initial value problem arising from the nonstationary Stokes problem. For piecewise linear shape functions error estimates are given with convergence rates similar to the elliptic case. Some numerical computations will illustrate the theoretical results.     

Local flux mimetic finite difference methods

We develop a local flux mimetic finite difference method for second order elliptic equations with full tensor coefficients on polyhedral meshes. To approximate the velocity (vector variable), the method uses two degrees of freedom per element edge in two dimensions and n degrees of freedom per n-gonal mesh face in three dimensions. To approximate the pressure (scalar variable), the method uses one degree of freedom per element. A specially chosen quadrature rule for the L ²-product of vector-functions allows for a local flux elimination and reduction of the method to a cell-centered finite difference scheme for the pressure unknowns. Under certain assumptions, first-order convergence is proved for both variables and second-order convergence is proved for the pressure. The assumptions are verified on simplicial meshes for a particular quadrature rule that leads to a symmetric method. For general polyhedral meshes, non-symmetric methods are constructed based on quadrature rules that are shown to satisfy some of the assumptions. Numerical results confirm the theory.     

A COMPLETE ANALYSIS FOR SOME A POSTERIORI ERROR ESTIMATES WITH THE FINITE ELEMENT METHOD OF LINES FOR A NONLINEAR PARABOLIC EQUATION

ABSTRACT

A posteriori error estimates for semidiscrete finite element methods for a nonlinear parabolic initial-boundary value problem are considered. The error estimates are obtained by solving local parabolic or elliptic equations for corrections to the solution on each element. The convergence results improve previous results where unnecessary assumptions are imposed on the approximate solution and the elliptic projection of the exact solution.     

Superconvergence for rectangular mixed finite elements

Summary In this paper we prove superconvergence error estimates for the vector variable for mixed finite element approximations of second order elliptic problems. For the rectangular finite elements of Raviart and Thomas [19] and for those of Brezzi et al. [4] we prove that the distance inL ² between the approximate solution and a projection of the exact one is of higher order than the error itself.This result is exploited to obtain superconvergence at Gaussian points and to construct higher order approximations by a local postprocessing.     

Adaptive finite elements for exterior domain problems

Summary. We present an adaptive finite element method for solving elliptic problems in exterior domains, that is for problems in the exterior of a bounded closed domain in , . We describe a procedure to generate a sequence of bounded computational domains , , more precisely, a sequence of successively finer and larger grids, until the desired accuracy of the solution is reached. To this end we prove an a posteriori error estimate for the error on the unbounded domain in the energy norm by means of a residual based error estimator. Furthermore we prove convergence of the adaptive algorithm. Numerical examples show the optimal order of convergence. Received July 8, 1997 /Revised version received October 23, 1997     

Nonconforming mixed finite element approximation to the stationary Navier-Stokes equations on anisotropic meshes

The main aim of this paper is to study the error estimates of a rectangular nonconforming finite element for the stationary Navier-Stokes equations under anisotropic meshes. That is, the nonconforming rectangular element is taken as approximation space for the velocity and the piecewise constant element for the pressure. The convergence analysis is presented and the optimal error estimates both in a broken H¹-norm for the velocity and in an L²-norm for the pressure are derived on anisotropic meshes.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

The finite element method for a boundary value problem with strong singularity

The existence and uniqueness of the R_ν-generalized solution for the third-boundary-value problem and the non-self-adjoint second-order elliptic equation with strong singularity are established. We construct a finite element method with a basis containing singular functions. The rate of convergence of the approximate solution to the R_ν-generalized solution in the norm of the Sobolev weighted space is established and, finally, results of numerical experiments are presented.