Adaptive weak approximation of stochastic differential equations

Adaptive time‐stepping methods based on the Monte Carlo Euler method for weak approximation of Itô stochastic differential equations are developed. The main result is new expansions of the computational error, with computable leading‐order term in a posteriori form, based on stochastic flows and discrete dual backward problems. The expansions lead to efficient and accurate computation of error estimates. Adaptive algorithms for either stochastic time steps or deterministic time steps are described. Numerical examples illustrate when stochastic and deterministic adaptive time steps are superior to constant time steps and when adaptive stochastic steps are superior to adaptive deterministic steps. Stochastic time steps use Brownian bridges and require more work for a given number of time steps. Deterministic time steps may yield more time steps but require less work; for example, in the limit of vanishing error tolerance, the ratio of the computational error and its computable estimate tends to 1 with negligible additional work to determine the adaptive deterministic time steps. © 2001 John Wiley & Sons, Inc.     

hp-Adaptive Finite Element Methods for Variational Inequalities

In this work, we combine an hp–adaptive strategy with a posteriori error estimates for variational inequalities, which are given by contact problems. The a posteriori error estimates are obtained using a general approach based on the saddle point formulation of contact problems and making use of a yposteriori error estimates for variational equations. Error estimates are presented for obstacle problems and Signorini problems with friction. Numerical experiments confirm the reliability of the error estimates for finite elements of higher order. The use of the hp–adaptive strategy leads to meshes with the same characteristics as geometric meshes and to exponential convergence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A posteriori error analysis of the discontinuous finite element methods for first order hyperbolic problems

In this paper, we consider the a posteriori error analysis of discontinuous Galerkin finite element methods for the steady and nonsteady first order hyperbolic problems with inflow boundary conditions. We establish several residual-based a posteriori error estimators which provide global upper bounds and a local lower bound on the error. Further, for nonsteady problem, we construct a fully discrete discontinuous finite element scheme and derive the a posteriori error estimators which yield global upper bound on the error in time and space. Our a posteriori error analysis is based on the mesh-dependent a priori estimates for the first order hyperbolic problems. These a posteriori error analysis results can be applied to develop the adaptive discontinuous finite element methods.     

Optimal order a posteriori error estimates for a class of Runge–Kutta and Galerkin methods

We derive a posteriori error estimates, which exhibit optimal global order, for a class of time stepping methods of any order that include Runge–Kutta Collocation (RK-C) methods and the continuous Galerkin (cG) method for linear and nonlinear stiff ODEs and parabolic PDEs. The key ingredients in deriving these bounds are appropriate one-degree higher continuous reconstructions of the approximate solutions and pointwise error representations. The reconstructions are based on rather general orthogonality properties and lead to upper and lower bounds for the error regardless of the time-step; they do not hinge on asymptotics.     

A posteriori error estimate for discontinuous Galerkin finite element method on polytopal mesh

In this work, we derive a posteriori error estimates for discontinuous Galerkin finite element method on polytopal mesh. We construct a reliable and efficient a posteriori error estimator on general polygonal or polyhedral meshes. An adaptive algorithm based on the error estimator and DG method is proposed to solve a variety of test problems. Numerical experiments are performed to illustrate the effectiveness of the algorithm.     

Error estimates in elastoplasticity using a mixed method

In this paper, a mixed formulation and its discretization are introduced for elastoplasticity with linear kinematic hardening. The mixed formulation relies on the introduction of a Lagrange multiplier to resolve the non-differentiability of the plastic work function. The main focus is on the derivation of a priori and a posteriori error estimates based on general discretization spaces. The estimates are applied to several low-order finite elements. In particular, a posteriori estimates are expressed in terms of standard residual estimates. Numerical experiments are presented, confirming the applicability of the a posteriori estimates within an adaptive procedure.     

Discontinuous Galerkin finite element method for a nonlinear boundary value problem

In this paper, we investigate the a priori and a posteriori error estimates for the discontinuous Galerkin finite element approximation to a regularization version of the variational inequality of the second kind. We show the optimal error estimates in the DG-norm （stronger than the H1 norm） and the L2 norm, respectively. Furthermore, some residual-based a posteriori error estimators are established which provide global upper bounds and local lower bounds on the discretization error. These a posteriori analysis results can be applied to develop the adaptive DG methods.     

A posteriori error estimates for mixed finite element solutions of convex optimal control problems

In this paper, we present an a posteriori error analysis for mixed finite element approximation of convex optimal control problems. We derive a posteriori error estimates for the coupled state and control approximations under some assumptions which hold in many applications. Such estimates can be used to construct reliable adaptive mixed finite elements for the control problems.     

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

We derive residual based a posteriori error estimates for parabolic problems on mixed form solved using Raviart–Thomas–Nedelec finite elements in space and backward Euler in time. The error norm considered is the flux part of the energy, i.e. weighted L ²(Ω) norm integrated over time. In order to get an optimal order bound, an elementwise computable post-processed approximation of the scalar variable needs to be used. This is a common technique used for elliptic problems. The final bound consists of terms, capturing the spatial discretization error and the time discretization error and can be used to drive an adaptive algorithm.     

A new a posteriori error estimate for the Morley element

In this paper, we present a posteriori error analysis for the nonconforming Morley element of the fourth order elliptic equation. We propose a new residual-based a posteriori error estimator and prove its reliability and efficiency. These results refine those of Beirao da Veiga et al. (Numer Math 106:165–179, 2007) by dropping two edge jump terms in both the energy norm of the error and the estimator, and those of Wang and Zhang (Local a priori and a posteriori error estimates of finite elements for biharmonic equation, Research Report, 13, 2006) by showing the efficiency in the sense of Verfürth (A review of a posteriori error estimation and adaptive mesh-refinement techniques, Wiley-Teubner, New York, 1996). Moreover, the normal component in the estimators of Beirao da Veiga et al. (Numer Math 106:165–179, 2007) and Wang and Zhang (Local a priori and a posteriori error estimates of finite elements for biharmonic equation, Research Report, 13, 2006) is dropped, and therefore only the tangential component of the stress on each edge comes into the estimator. In addition, we generalize these results to three dimensional case.     

Interior a posteriori error estimates for time discrete approximations of parabolic problems

We derive a posteriori estimates for single-step methods, including Runge–Kutta and Galerkin methods for the time discretization of linear parabolic equations. We focus on the estimation of the error at the nodes and derive a posteriori estimates that show the full classical order (superconvergence order) in the interior of the spatial domain without any compatibility assumptions.     

Numerical approximation and error control for a thermoelastic contact problem

A numerical method using finite elements for the spatial discretization and the Crank–Nicolson scheme for the time stepping is applied to a partial differential equation problem involving thermoelastic contact. The Crank–Nicolson scheme is interpreted as a low order continuous Galerkin method. By exploiting the variational framework inherent in this approach, an a posteriori error estimate is derived. This estimate gives a bound on the approximation error that depends on computable quantities such as the mesh parameters, time step and numerical solution. In this paper, the a posteriori estimate is used to develop a time step refinement strategy. Several computational examples are included that demonstrate the performance of the method and validity of the estimate.     

A posteriori error estimates in quantities of interest for the finite element heterogeneous multiscale method

We present an “a posteriori” error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro‐to‐micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on‐the‐fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single‐scale) dual‐weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal‐oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An adaptive finite element method for Fredholm integral equations of the first kind and its verification on experimental data

We propose an adaptive finite element method for the solution of a linear Fredholm integral equation of the first kind. We derive a posteriori error estimates in the functional to be minimized and in the regularized solution to this functional, and formulate corresponding adaptive algorithms. To do this we specify nonlinear results obtained earlier for the case of a linear bounded operator. Numerical experiments justify the efficiency of our a posteriori estimates applied both to the computationally simulated and experimental backscattered data measured in microtomography.     

Adaptive Symmetric Interior Penalty Galerkin (SIPG) method for optimal control of convection diffusion equations with control constraints

In this paper, we study a posteriori error estimates of the upwind symmetric interior penalty Galerkin (SIPG) method for the control constrained optimal control problems governed by linear diffusion–convection–reaction partial differential equations. Residual based error estimators are used for the state, the adjoint and the control. An adaptive mesh refinement indicated by a posteriori error estimates is applied. Numerical examples are presented for convection dominated problems to illustrate the theoretical findings and the effectiveness of the adaptivity.     

An adaptive LSMFE method for Burgers equations

An adaptive least-squares mixed finite element method for Burgers equations is proposed and analyzed. A posteriori error estimates are obtained that are used to adaptively improve the algorithm. The least-squares functional is locally computed and is used as an effectively calculated a posteriori error estimate. The article is published in the original.     

An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation

Summary. In this paper an adaptive finite difference scheme for the solution of the discrete first order Hamilton-Jacobi-Bellman equation is presented. Local a posteriori error estimates are established and certain properties of these estimates are proved. Based on these estimates an adapting iteration for the discretization of the state space is developed. An implementation of the scheme for two-dimensional grids is given and numerical examples are discussed. Received January 23, 1995 / Revised version December 6, 1995     

Error estimate for the approximation of nonlinear conservation laws on bounded domains by the finite volume method

In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.

     

Adaptive finite element methods for conservation laws based on a posteriori error estimates

We prove a posteriori error estimates for a finite element method for systems of strictly hyperbolic conservation laws in one space dimension, and design corresponding adaptive methods. The proof of the a posteriori error estimates is based on a strong stability estimate for an associated dual problem, together with the Galerkin orthogonality of the finite-element method. The strong stability estimate uses the entropy condition for the system in an essential way. ©1995 John Wiley & Sons, Inc.     

双线性非协调有限元逼近的梯度恢复后验误差估计

给出了二阶椭圆方程的双线性非协调有限元逼近的梯度恢复后验误差估计.该误差估计是在Q_1非协调元上得到的,并给出了误差的上下界.进一步证明该误差估计在拟一致网格上是渐进精确地.证明依赖于clement插值和Helmholtz分解,数值结果验证了理论的正确性.