Convergence analysis of a conforming adaptive finite element method for an obstacle problem

The adaptive algorithm for the obstacle problem presented in this paper relies on the jump residual contributions of a standard explicit residual-based a posteriori error estimator. Each cycle of the adaptive loop consists of the steps ‘SOLVE’, ‘ESTIMATE’, ‘MARK’, and ‘REFINE’. The techniques from the unrestricted variational problem are modified for the convergence analysis to overcome the lack of Galerkin orthogonality. We establish R-linear convergence of the part of the energy above its minimal value, if there is appropriate control of the data oscillations. Surprisingly, the adaptive mesh-refinement algorithm is the same as in the unconstrained case of a linear PDE—in fact, there is no modification near the discrete free boundary necessary for R-linear convergence. The arguments are presented for a model obstacle problem with an affine obstacle χ and homogeneous Dirichlet boundary conditions. The proof of the discrete local efficiency is more involved than in the unconstrained case. Numerical results are given to illustrate the performance of the error estimator.     

Some observations on Babu\vs}ka and Brezzi theories

Summary. Some observations are made on abstract error estimates for Galerkin approximations based on Babuška-Brezzi conditions. A basic error estimate due to Babuška is sharpened by means of an identity that for any nontrivial idempotent operator P. Some remarks are also made on the Brezzi's theory for mixed variational problems and their Galerkin approximations. Received March 1, 2000 / Revised version received September 28, 2000 / Published online June 17, 2002 RID="*" ID="*" This work was partially supported by NSF DMS-9706949, NSF ACI-9800244 and NASA NAG2-1236 Correspondence to: J. Xu     

An a posteriori residual error estimator for the finite element method on anisotropic tetrahedral meshes

Summary. A new a posteriori residual error estimator is defined and rigorously analysed for anisotropic tetrahedral finite element meshes. All considerations carry over to anisotropic triangular meshes with minor changes only. The lower error bound is obtained by means of bubble functions and the corresponding anisotropic inverse inequalities. In order to prove the upper error bound, it is vital that an anisotropic mesh corresponds to the anisotropic function under consideration. To measure this correspondence, a so-called matching function is defined, and its discussion shows it to be a useful tool. With its help anisotropic interpolation estimates and subsequently the upper error bound are proven. Additionally it is pointed out how to treat Robin boundary conditions in a posteriori error analysis on isotropic and anisotropic meshes. A numerical example supports the anisotropic error analysis. Received April 6, 1999 / Revised version received July 2, 1999 / Published online June 8, 2000     

The sdfem on Shishkin meshes for linear convection-diffusion problems

Summary. We consider singularly perturbed linear elliptic problems in two dimensions. The solutions of such problems typically exhibit layers and are difficult to solve numerically. The streamline diffusion finite element method (SDFEM) has been proved to produce accurate solutions away from any layers on uniform meshes, but fails to compute the boundary layers precisely. Our modified SDFEM is implemented with piecewise linear functions on a Shishkin mesh that resolves boundary layers, and we prove that it yields an accurate approximation of the solution both inside and outside these layers. The analysis is complicated by the severe nonuniformity of the mesh. We give local error estimates that hold true uniformly in the perturbation parameter , provided only that , where mesh points are used. Numerical experiments support these theoretical results. Received February 19, 1999 / Revised version received January 27, 2000 / Published online August 2, 2000     

A fully discrete numerical scheme for weighted mean curvature flow

Summary. We analyze a fully discrete numerical scheme approximating the evolution of n–dimensional graphs under anisotropic mean curvature. The highly nonlinear problem is discretized by piecewise linear finite elements in space and semi–implicitly in time. The scheme is unconditionally stable und we obtain optimal error estimates in natural norms. We also present numerical examples which confirm our theoretical results. Received October 2, 2000 / Published online July 25, 2001     

A posteriori error estimates for mixed finite element approximations of elliptic problems

We derive residual based a posteriori error estimates of the flux in L ²-norm for a general class of mixed methods for elliptic problems. The estimate is applicable to standard mixed methods such as the Raviart–Thomas–Nedelec and Brezzi–Douglas–Marini elements, as well as stabilized methods such as the Galerkin-Least squares method. The element residual in the estimate employs an elementwise computable postprocessed approximation of the displacement which gives optimal order.     

<Emphasis Type="Italic">hp</Emphasis>-Discontinuous Galerkin methods for strongly nonlinear elliptic boundary value problems

In this paper, we have analyzed a one parameter family of hp-discontinuous Galerkin methods for strongly nonlinear elliptic boundary value problems with Dirichlet boundary conditions. These methods depend on the values of the parameter , where θ = + 1 corresponds to the nonsymmetric and θ = −1 corresponds to the symmetric interior penalty methods when and f(u,∇u) = −f, that is, for the Poisson problem. The error estimate in the broken H ¹ norm, which is optimal in h (mesh size) and suboptimal in p (degree of approximation) is derived using piecewise polynomials of degree p ≥ 2, when the solution . In the case of linear elliptic problems also, this estimate is optimal in h and suboptimal in p. Further, optimal error estimate in the L ² norm when θ = −1 is derived. Numerical experiments are presented to illustrate the theoretical results. Supported by DST-DAAD (PPP-05) project.     

A convergent adaptive finite element method for an optimal design problem

The optimal design problem for maximal torsion stiffness of an infinite bar of given geometry and unknown distribution of two materials of prescribed amounts is one model example in topology optimisation. It eventually leads to a degenerate convex minimisation problem. The numerical analysis is therefore delicate for possibly multiple primal variables u but unique derivatives σ : = DW(D u). Even fine a posteriori error estimates still suffer from the reliability-efficiency gap. However, it motivates a simple edge-based adaptive mesh-refining algorithm (AFEM) that is not a priori guaranteed to refine everywhere. Its convergence proof is therefore based on energy estimates and some refined convexity control. Numerical experiments illustrate even nearly optimal convergence rates of the proposed AFEM. Supported by the DFG Research Center MATHEON “Mathematics for key technologies” in Berlin.     

Interpolation error estimates in W 1,p for degenerate Q 1 isoparametric elements

Optimal order error estimates in H ¹, for the Q ₁ isoparametric interpolation were obtained in Acosta and Durán (SIAM J Numer Anal37, 18–36, 1999) for a very general class of degenerate convex quadrilateral elements. In this work we show that the same conlusions are valid in W ^1,p for 1≤ p < 3 and we give a counterexample for the case p ≥ 3, showing that the result cannot be generalized for more regular functions. Despite this fact, we show that optimal order error estimates are valid for any p ≥ 1, keeping the interior angles of the element bounded away from 0 and π, independently of the aspect ratio. We also show that the restriction on the maximum angle is sharp for p ≥ 3.     

A robust a posteriori estimator for the Residual-free Bubbles method applied to advection-diffusion problems

Summary. We develop the a posteriori error analysis for the RFB method, applied to the linear advection-diffusion problem: the numerical error, measured in suitable norms, is estimated in terms of the numerical residual. The robustness is investiged, in the sense that we prove uniform equivalence between a norm of the numerical residual and a particular norm of the error. Received January 21, 2000 / Published online March 20, 2001     

Fortin operator and discrete compactness for edge elements

Summary. The basic properties of the edge elements are proven in the original papers by Nédélec [22,23] In the two-dimensional case the edge elements are isomorphic to the face elements (the well-known Raviart–Thomas elements [24]), so that all known results concerning face elements can be easily formulated for edge elements. In three-dimensional domains this is not the case. The aim of the present paper is to show how to construct a Fortin operator which converges uniformly to the identity in the spirit of [5,4]. The construction is given for any order tetrahedral edge elements in general geometries. We relate this result to the well-known commuting diagram property and apply it to improve the error estimate for a mixed problem which involves edge elements. Finally we show that this result can be applied to the analysis of the approximation of the time-harmonic Maxwell's system. Received March 22, 1999 / Revised version received September 23, 1999 / Published online July 12, 2000     

A unifying theory of a posteriori error control for nonconforming finite element methods

Residual-based a posteriori error estimates were derived within one unifying framework for lowest-order conforming, nonconforming, and mixed finite element schemes in Carstensen [Numer Math 100:617–637, 2005]. Therein, the key assumption is that the conforming first-order finite element space annulates the linear and bounded residual ℓ written . That excludes particular nonconforming finite element methods (NCFEMs) on parallelograms in that . The present paper generalises the aforementioned theory to more general situations to deduce new a posteriori error estimates, also for mortar and discontinuous Galerkin methods. The key assumption is the existence of some bounded linear operator with some elementary properties. It is conjectured that the more general hypothesis (H1)–(H3) can be established for all known NCFEMs. Applications on various nonstandard finite element schemes for the Laplace, Stokes, and Navier–Lamé equations illustrate the presented unifying theory of a posteriori error control for NCFEM. Supported by DFG Research Center MATHEON “Mathematics for key technologies” in Berlin and the German Indian Project DST-DAAD (PPP-05). J. Hu was partially supported by National Science Foundation of China under Grant No.10601003.     

Error analysis for a potential problem on locally refined grids

Summary. For the simulation of biomolecular systems in an aqueous solvent a continuum model is often used for the solvent. The accurate evaluation of the so-called solvation energy coming from the electrostatic interaction between the solute and the surrounding water molecules is the main issue in this paper. In these simulations, we deal with a potential problem with jumping coefficients and with a known boundary condition at infinity. One of the advanced ways to solve the problem is to use a multigrid method on locally refined grids around the solute molecule. In this paper, we focus on the error analysis of the numerical solution and the numerical solvation energy obtained on the locally refined grids. Based on a rigorous error analysis via a discrete approximation of the Greens function, we show how to construct the composite grid, to discretize the discontinuity of the diffusion coefficient and to interpolate the solutions at interfaces between the fine and coarse grids. The error analysis developed is confirmed by numerical experiments. Received June 25, 1998 / Revised version received July 14, 1999 / Published online June 8, 2000     

Crouzeix-Raviart type finite elements on anisotropic meshes

Summary. The paper deals with a non-conforming finite element method on a class of anisotropic meshes. The Crouzeix-Raviart element is used on triangles and tetrahedra. For rectangles and prismatic (pentahedral) elements a novel set of trial functions is proposed. Anisotropic local interpolation error estimates are derived for all these types of element and for functions from classical and weighted Sobolev spaces. The consistency error is estimated for a general differential equation under weak regularity assumptions. As a particular application, an example is investigated where anisotropic finite element meshes are appropriate, namely the Poisson problem in domains with edges. A numerical test is described. Received May 19, 1999 / Revised version received February 2, 2000 / Published online February 5, 2001     

Wavelet stabilization of the Lagrange multiplier method

Summary. We propose here a stabilization strategy for the Lagrange multiplier formulation of Dirichlet problems. The stabilization is based on the use of equivalent scalar products for the spaces and , which are realized by means of wavelet functions. The resulting stabilized bilinear form is coercive with respect to the natural norm associated to the problem. A uniformly coercive approximation of the stabilized bilinear form is constructed for a wide class of approximation spaces, for which an optimal error estimate is provided. Finally, a formulation is presented which is obtained by eliminating the multiplier by static condensation. This formulation is closely related to the Nitsche's method for solving Dirichlet boundary value problems. Received December 4, 1998 / Revised version received May 7, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Local a-posteriori error indicators for the Galerkin discretization of boundary integral equations

In this paper we present local a-posteriori error indicators for the Galerkin discretization of boundary integral equations. These error indicators are introduced and investigated by Babuška-Rheinboldt [3] for finite element methods. We transfer them from finite element methods onto boundary element methods and show that they are reliable and efficient for a wide class of integral operators under relatively weak assumptions. These local error indicators are based on the computable residual and can be used for controlling the adaptive mesh refinement. Received March 4, 1996 / Revised version received September 25, 1996     

The analysis of a finite element method for the Navier–Stokes equations with compressibility

Summary. A finite element formulation is developed for the two dimensional nonlinear time dependent compressible Navier–Stokes equations on a bounded domain. The existence and uniqueness of the solution to the numerical formulation is proved. An error estimate for the numerical solution is obtained. Received September 9, 1997 / Revised version received August 12, 1999 / Published online July 12, 2000     

Convergence in the incompressible limit of finite element approximations based on the Hu-Washizu formulation

The classical Hu–Washizu mixed formulation for plane problems in elasticity is examined afresh, with the emphasis on behavior in the incompressible limit. The classical continuous problem is embedded in a family of Hu–Washizu problems parametrized by a scalar α for which corresponds to the classical formulation, with λ and μ being the Lamé parameters. Uniform well- posedness in the incompressible limit of the continuous problem is established for α ≠ − 1. Finite element approximations are based on the choice of piecewise bilinear approximations for the displacements on quadrilateral meshes. Conditions for uniform convergence are made explicit. These conditions are shown to be met by particular choices of bases for stresses and strains, and include bases that are well known, as well as newly constructed bases. Though a discrete version of the spherical part of the stress exhibits checkerboard modes, it is shown that a λ-independent a priori error estimate for the displacement can be established. Furthermore, a λ-independent estimate is established for the post-processed stress. The theoretical results are explored further through selected numerical examples.     

Edge residuals dominate a posteriori error estimates for linear finite element methods on anisotropic triangular and tetrahedral meshes

Summary. Both for the - and -norms, we prove that, up to higher order perturbation terms, edge residuals yield global upper and local lower bounds on the error of linear finite element methods on anisotropic triangular or tetrahedral meshes. We also show that, with a correct scaling, edge residuals yield a robust error estimator for a singularly perturbed reaction-diffusion equation. Received April 19, 1999 / Published online April 20, 2000     

A p-version finite element method for nonlinear elliptic variational inequalities in 2D

This article introduces and analyzes a p-version FEM for variational inequalities resulting from obstacle problems for some quasi-linear elliptic partial differential operators. We approximate the solution by controlling the obstacle condition in images of the Gauss–Lobatto points. We show existence and uniqueness for the discrete solution u _p from the p-version for the obstacle problem. We prove the convergence of u _p towards the solution with respect to the energy norm, and assuming some additional regularity for the solution we derive an a priori error estimate. In numerical experiments the p-version turns out to be superior to the h-version concerning the convergence rate and the number of unknowns needed to achieve a certain exactness of the approximation.