Superconvergence of H 1-Galerkin mixed finite element methods for parabolic problems

In this article, we study the semidiscrete H ¹-Galerkin mixed finite element method for parabolic problems over rectangular partitions. The well-known optimal order error estimate in the L ²-norm for the flux is of order 𝒪(h ^k+1) (SIAM J. Numer. Anal. 35 (2), (1998), pp. 712–727), where k ≥ 1 is the order of the approximating polynomials employed in the Raviart–Thomas element. We derive a superconvergence estimate of order 𝒪(h ^k+3) between the H ¹-Galerkin mixed finite element approximation and an appropriately defined local projection of the flux variable when k ≥ 1. A the new approximate solution for the flux with superconvergence of order 𝒪(h ^k+3) is realized via a postprocessing technique using local projection methods.     

Convergence and superconvergence analysis for nonlinear delay reaction–diffusion system with nonconforming finite element

In this article, we propose and analyze several numerical methods for the nonlinear delay reaction–diffusion system with smooth and nonsmooth solutions, by using Quasi-Wilson nonconforming finite element methods in space and finite difference methods (including uniform and nonuniform L1 and L2-1_σ schemes) in time. The optimal convergence results in the senses of L²-norm and broken H¹-norm, and H¹-norm superclose results are derived by virtue of two types of fractional Grönwall inequalities. Then, the interpolation postprocessing technique is used to establish the superconvergence results. Moreover, to improve computational efficiency, fast algorithms by using sum-of-exponential technique are built for above proposed numerical schemes. Finally, we present some numerical experiments to confirm the theoretical correctness and show the effectiveness of the fast algorithms.     

Convergence and stability of a stabilized finite volume method for the stationary Navier-Stokes equations

In this paper, a new stabilized finite volume method is studied and developed for the stationary Navier-Stokes equations. This method is based on a local Gauss integration technique and uses the lowest equal order finite element pair P ₁–P ₁ (linear functions). Stability and convergence of the optimal order in the H ¹-norm for velocity and the L ²-norm for pressure are obtained. A new duality for the Navier-Stokes equations is introduced to establish the convergence of the optimal order in the L ²-norm for velocity. Moreover, superconvergence between the conforming mixed finite element solution and the finite volume solution using the same finite element pair is derived. Numerical results are shown to support the developed convergence theory.     

On the convergence and superconvergence for a class of two-dimensional time fractional reaction-subdiffusion equations

This paper analyzes a class of two-dimensional (2-D) time fractional reaction-subdiffusion equations with variable coefficients. The high-order L2-1_σ time-stepping scheme on graded meshes is presented to deal with the weak singularity at the initial time t = 0, and the bilinear finite element method (FEM) on anisotropic meshes is used for spatial discretization. Using the modified discrete fractional Grönwall inequality, and combining the interpolation operator and the projection operator, the L²-norm error estimation and H¹-norm superclose results are rigorously proved. The superconvergence result in the H¹-norm is derived by applying the interpolation postprocessing technique. Finally, numerical examples are presented to verify the validation of our theoretical analysis.     

A two-stage least-squares finite element method for the stress-pressure-displacement elasticity equations

A new stress-pressure-displacement formulation for the planar elasticity equations is proposed by introducing the auxiliary variables, stresses, and pressure. The resulting first-order system involves a nonnegative parameter that measures the material compressibility for the elastic body. A two-stage least-squares finite element procedure is introduced for approximating the solution to this system with appropriate boundary conditions. It is shown that the two-stage least-squares scheme is stable and, with respect to the order of approximation for smooth exact solutions, the rates of convergence of the approximations for all the unknowns are optimal both in the H¹-norm and in the L²-norm. Numerical experiments with various values of the parameter are examined, which demonstrate the theoretical estimates. Among other things, computational results indicate that the behavior of convergence is uniform in the nonnegative parameter. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 297–315, 1998     

Superconvergence estimates of finite element methods for American options

In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation postprocessing analysis technique, we present sharp L ²-, L ^∞-norm error estimates and an H ¹-norm superconvergence estimate for this finite element method. As a by-product, the global superconvergence result can be used to generate an efficient a posteriori error estimator. This work was supported in part by the National Natural Science Foundation of China (10471103 and 10771158), the National Basic Research Program (2007CB814906), Social Science Foundation of the Ministry of Education of China (Numerical Methods for Convertible Bonds, 06JA630047), Tianjin Natural Science Foundation (07JCY-BJC14300), and Tianjin University of Finance and Economics.     

Error Analysis of Discrete Legendre Multi-Projection Methods for Nonlinear Fredholm Integral Equations

In this paper, polynomially-based discrete M-Galerkin and M-collocation methods are proposed to solve nonlinear Fredholm integral equation with a smooth kernel. Using su?ciently accurate numerical quadrature rule, we establish superconvergence results for the approximate and iterated approximate solutions of discrete Legendre M-Galerkin and M-collocation methods in both infinity and L²-norm. Numerical examples are presented to illustrate the theoretical results.     

Extrapolation cascadic multigrid method on piecewise uniform grid

The triangular linear fnite elements on piecewise uniform grid for an elliptic problem in convex polygonal domain are discussed.Global superconvergence in discrete H1-norm and global extrapolation in discrete L2-norm are proved.Based on these global estimates the conjugate gradient method(CG)is efective,which is applied to extrapolation cascadic multigrid method(EXCMG).The numerical experiments show that EXCMG is of the global higher accuracy for both function and gradient.     

Error analysis of a weighted least-squares finite element method for 2-D incompressible flows in velocity–stress–pressure formulation

In this paper we are concerned with a weighted least-squares finite element method for approximating the solution of boundary value problems for 2-D viscous incompressible flows. We consider the generalized Stokes equations with velocity boundary conditions. Introducing the auxiliary variables (stresses) of the velocity gradients and combining the divergence free condition with some compatibility conditions, we can recast the original second-order problem as a Petrovski-type first-order elliptic system (called velocity–stress–pressure formulation) in six equations and six unknowns together with Riemann–Hilbert-type boundary conditions. A weighted least-squares finite element method is proposed for solving this extended first-order problem. The finite element approximations are defined to be the minimizers of a weighted least-squares functional over the finite element subspaces of the H¹ product space. With many advantageous features, the analysis also shows that, under suitable assumptions, the method achieves optimal order of convergence both in the L²-norm and in the H¹-norm. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Superconvergence of tricubic block finite elements

In this paper, we first introduce interpolation operator of projection type in three dimen- sions, from which we derive weak estimates for tricubic block finite elements. Then using the estimate for the W 2, 1-seminorm of the discrete derivative Green’s function and the weak estimates, we show that the tricubic block finite element solution uh and the tricubic interpolant of projection type Πh3u have superclose gradient in the pointwise sense of the L∞-norm. Finally, this supercloseness is applied to superc...     

Finite volume methods on Voronoi meshes

Two cell-centered finite difference schemes on Voronoi meshes are derived and investigated. Stability and error estimates in a discrete H¹-norm for both symmetric and nonsymmetric problems, including convection dominated, are proven. The theoretical results are illustrated with several numerical experiments. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:193–212, 1998     

High accuracy error estimates of a Galerkin finite element method for nonlinear time fractional diffusion equation

In this work, an effective and fast finite element numerical method with high-order accuracy is discussed for solving a nonlinear time fractional diffusion equation. A two-level linearized finite element scheme is constructed and a temporal–spatial error splitting argument is established to split the error into two parts, that is, the temporal error and the spatial error. Based on the regularity of the time discrete system, the temporal error estimate is derived. Using the property of the Ritz projection operator, the spatial error is deduced. Unconditional superclose result in H¹-norm is obtained, with no additional regularity assumption about the exact solution of the problem considered. Then the global superconvergence error estimate is obtained through the interpolated postprocessing technique. In order to reduce storage and computation time, a fast finite element method evaluation scheme for solving the nonlinear time fractional diffusion equation is developed. To confirm the theoretical error analysis, some numerical results are provided.     

Superconvergence analysis of finite element method for Poisson–Nernst–Planck equations

This article concerns with the superconvergence analysis of bilinear finite element method (FEM) for nonlinear Poisson–Nernst–Planck (PNP) equations. By employing high accuracy integral identities together with mean value technique, the superclose estimates in H¹‐norm are derived for the semi‐discrete and the backward Euler fully‐discrete schemes, which improve the suboptimal error estimate in L²‐norm in the previous literature. Furthermore, the global superconvergence results in H¹‐norm are obtained through interpolation postprocessing approach. Finally, a numerical example is provided to confirm the theoretical analysis.     

A superconvergent nonconforming mixed finite element method for the Navier–Stokes equations

The superconvergence for a nonconforming mixed finite element approximation of the Navier–Stokes equations is analyzed in this article. The velocity field is approximated by the constrained nonconforming rotated Q₁ (CNRQ₁) element, and the pressure is approximated by the piecewise constant functions. Under some regularity assumptions, the superconvergence estimates for both the velocity in broken H¹‐norm and the pressure in L²‐norm are obtained. Some numerical examples are presented to demonstrate our theoretical results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 646–660, 2016     

Superconvergence phenomenon in the finite element method arising from averaging gradients

Summary We study a superconvergence phenomenon which can be obtained when solving a 2^nd order elliptic problem by the usual linear elements. The averaged gradient is a piecewise linear continuous vector field, the value of which at any nodal point is an average of gradients of linear elements on triangles incident with this nodal point. The convergence rate of the averaged gradient to an exact gradient in theL ²-norm can locally be higher even by one than that of the original piecewise constant discrete gradient.     

Superconvergence of triangular mixed finite elements for optimal control problems with an integral constraint

In this paper, we shall investigate the superconvergence property of quadratic elliptical optimal control problems by triangular mixed finite element methods. The state and co-state are approximated by the order k = 1 Raviart-Thomas mixed finite elements and the control is discretized by piecewise constant functions. We prove the superconvergence error estimate of h² in L²-norm between the approximated solution and the interpolation of the exact control variable. Moreover, by postprocessing technique, we find that the projection of the discrete adjoint state is superclose (in order h²) to the exact control variable.     

Superconvergence analysis of an energy stable scheme with three step backward differential formula-finite element method for nonlinear reaction–diffusion equation

A three step backward differential formula scheme is proposed for nonlinear reaction–diffusion equation and superconvergence results are studied with Galerkin finite element method unconditionally. Energy stability is testified for the constructed scheme with an artificial term. Splitting technique is utilized to get rid of the ratio between the time step size and the subdivision parameter . Temporal error estimate in H²-norm is derived, which leads to the boundedness of the solutions of the time-discrete equations. Unconditional spatial error estimate in L²-norm is deduced which help bound the numerical solutions in L^∞-norm. Superconvergent property of in H¹-norm with order is obtained by taking difference between two time levels of the error equations unconditionally. The global superconvergent property is deduced through the above results. Two numerical examples show the validity of the theoretical analysis.     

Superconvergence of Solution Derivatives of the Shortley–Weller Difference Approximation to Elliptic Equations with Singularities Involving the Mixed Type of Boundary Conditions

This paper presents a superconvergence analysis for the Shortley–Weller finite difference approximation of second-order self-adjoint elliptic equations with unbounded derivatives on a polygonal domain with the mixed type of boundary conditions. In this analysis, we first formulate the method as a special finite element/volume method. We then analyze the convergence of the method in a finite element framework. An O(h ^1.5)-order superconvergence of the solution derivatives in a discrete H ¹ norm is obtained. Finally, numerical experiments are provided to support the theoretical convergence rate obtained.     

The pointwise estimates of a conservative difference scheme for Burgers' equation

In this article, we are concerned with the numerical analysis of a nonlinear implicit difference scheme for Burgers' equation. A priori estimation of the analytical solution is provided in the sense of L^∞ -norm when the initial value is bounded in H¹-norm. Conservation, boundedness, and unique solvability are proved at length. Inspired by the method of the priori estimation for the analytical solution, we prove the convergence and stability of the difference scheme in L^∞ -norm. Finally, numerical examples are carried out to verify our theoretical results.     

Superconvergence of H 1-Galerkin Mixed Finite Element Methods for Second-Order Elliptic Equations

We derive superconvergence result for H ¹-Galerkin mixed finite element method for second-order elliptic equations over rectangular partitions. Compared to standard mixed finite element procedure, the method is not subject to the Ladyzhenskaya–Bab?ska–Brezzi (LBB) condition and the approximating finite element spaces are allowed to be of different polynomial degrees. Superconvergence estimate of order 𝒪(h ^k+3), where k ≥ 1 is the order of the approximating polynomials employed in the Raviart–Thomas elements, is established for the flux via a postprocessing technique.