A new a posteriori error estimate for convection–reaction–diffusion problems

A new a posteriori error estimate is derived for the stationary convection–reaction–diffusion equation. In order to estimate the approximation error in the usual energy norm, the underlying bilinear form is decomposed into a computable integral and two other terms which can be estimated from above using elementary tools of functional analysis. Two auxiliary parameter-functions are introduced to construct such a splitting and tune the resulting bound. If these functions are chosen in an optimal way, the exact energy norm of the error is recovered, which proves that the estimate is sharp. The presented methodology is completely independent of the numerical technique used to compute the approximate solution. In particular, it is applicable to approximations which fail to satisfy the Galerkin orthogonality, e.g. due to an inconsistent stabilization, flux limiting, low-order quadrature rules, round-off and iteration errors, etc. Moreover, the only constant that appears in the proposed error estimate is global and stems from the Friedrichs–Poincaré inequality. Numerical experiments illustrate the potential of the proposed error estimation technique.     

Finite element analysis of the vibration problem of a plate coupled with a fluid

Summary. We consider the approximation of the vibration modes of an elastic plate in contact with a compressible fluid. The plate is modelled by Reissner-Mindlin equations while the fluid is described in terms of displacement variables. This formulation leads to a symmetric eigenvalue problem. Reissner-Mindlin equations are discretized by a mixed method, the equations for the fluid with Raviart-Thomas elements and a non conforming coupling is used on the interface. In order to prove that the method is locking free we consider a family of problems, one for each thickness , and introduce appropriate scalings for the physical parameters so that these problems attain a limit when . We prove that spurious eigenvalues do not arise with this discretization and we obtain optimal order error estimates for the eigenvalues and eigenvectors valid uniformly on the thickness parameter t. Finally we present numerical results confirming the good performance of the method. Received February 4, 1998 / Revised version received May 26, 1999 / Published online June 21, 2000     

Recovery type superconvergence and a posteriori error estimates for control problems governed by Stokes equations

In this paper, we derive recovery type superconvergence analysis and a posteriori error estimates for the finite element approximation of the distributed optimal control governed by Stokes equations. We obtain superconvergence results and asymptotically exact a posteriori error estimates by applying two recovery methods, which are the patch recovery technique and the least-squares surface fitting method. Our results are based on some regularity assumption for the Stokes control problems and are applicable to the first order conforming finite element method with regular but nonuniform partitions.     

Global weak solutions for a viscous liquid–gas model with transition to single-phase gas flow and vacuum

This work deals with a viscous two-phase liquid–gas model relevant to the flow in wells and pipelines. The liquid is treated as an incompressible fluid whereas the gas is assumed to be polytropic. The model is rewritten in terms of Lagrangian coordinates and is studied in a free boundary setting where the liquid and gas masses are of compact support initially, and continuous at the boundary. Consequently, the initial masses involve a transition to single-phase gas flow and vacuum at the boundary. An appropriate balance between pressure and viscous forces is identified which allows obtaining pointwise upper and lower estimates of masses. These estimates rely on the assumption of a certain relation between the rate of degeneracy of the viscosity coefficient and the rate that determines how fast the initial masses are vanishing at the boundary. By combining these estimates with basic energy type of estimates, higher order regularity estimates are obtained. The existence of global weak solutions is then proved by showing compactness for a class of semi-discrete approximations.     

Global weak solutions for a compressible gas-liquid model with well-formation interaction

The objective of this work is to explore a compressible gas-liquid model designed for modeling of well flow processes. We build into the model well-reservoir interaction by allowing flow of gas between well and formation (surrounding reservoir). Inflow of gas and subsequent expansion of gas as it ascends towards the top of the well (a so-called gas kick) represents a major concern for various well operations in the context of petroleum engineering. We obtain a global existence result under suitable assumptions on the regularity of initial data and the rate function that controls the flow of gas between well and formation. Uniqueness is also obtained by imposing more regularity on the initial data. The key estimates are to obtain appropriate lower and upper bounds on the gas and liquid masses. For that purpose we introduce a transformed version of the original model that is highly convenient for analysis of the original model. In particular, in the analysis of the transformed model additional terms, representing well-formation interaction, can be treated by natural extensions of arguments that previously have been employed for the single-phase Navier-Stokes model. The analysis ensures that transition to single-phase regions do not appear when the initial state is a true gas-liquid mixture.     

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.     

An FEM identification procedure for a wing section within a class of finite Laurent series

This paper concerns a determination procedure for conformal mapping of a wing through a finite element computation of potential function associated with the flow of 2-dimensional perfect fluid around the given wing section. Through our numerical procedure a family of mappings is obtained in the forms of finite Laurent series for an initial wing section input. Each member of the family describes a wing section located in a neighboring domain of the input one. Some of them could be expected as modified versions of the original wing section input, although they could not recover completely it.Inputting the shape of wing section has ambiguity in practical cases of wing sections such as the NACA23012 wing section. We would like to postulate that our identification procedure should be employed in the determination process of numerical profiles of the wing section considered, since identified ones are significantly easier in numerical processing than the original input shape.     

A dual graph-norm refinement indicator for finite volume approximations of the Euler equations

Summary. We generalise and apply a refinement indicator of the type originally designed by Mackenzie, Süli and Warnecke in [15] and [16] for linear Friedrichs systems to the Euler equations of inviscid, compressible fluid flow. The Euler equations are symmetrized by means of entropy variables and locally linearized about a constant state to obtain a symmetric hyperbolic system to which an a posteriori error analysis of the type introduced in [15] can be applied. We discuss the details of the implementation of the refinement indicator into the DLR--Code which is based on a finite volume method of box type on an unstructured grid and present numerical results. Received May 15, 1995 / Revised version received April 17, 1996     

An optimal order convergence for a weak formulation of the compressible Stokes system with inflow boundary condition

Summary. We formulate the compressible Stokes system given in (1.1) into a (new) weak formulation (2.1). A finite element method for this is presented. Existence and uniqueness of the finite element method is shown. An optimal error estimate for the numerical approximation is obtained. Numerical examples are given, showing its efficiency and rates of convergence of the approximate solutions that results from the discrete problem (3.1). Received October 20, 1996 / Revised version received January 21, 1999 / Published online: April 20, 2000     

Parallel Galerkin domain decomposition procedures based on the streamline diffusion method for convection-diffusion problems

Based upon the streamline diffusion method, parallel Galerkin domain decomposition procedures for convection-diffusion problems are given. These procedures use implicit method in the sub-domains and simple explicit flux calculations on the inter-boundaries of sub-domains by integral mean method or extrapolation method to predict the inner-boundary conditions. Thus, the parallelism can be achieved by these procedures. The explicit nature of the flux calculations induces a time step limitation that is necessary to preserve stability. Artificial diffusion parameters δ are given. By analysis, optimal order error estimate is derived in a norm which is stronger than L²-norm for these procedures. This error estimate not only includes the optimal H¹-norm error estimate, but also includes the error estimate along the streamline direction ‖β⋅∇(u−U)‖, which cannot be achieved by standard finite element method. Experimental results are presented to confirm theoretical results.     

An approximation of incompressible miscible displacement in porous media by mixed finite element method and characteristics-mixed finite element method

An approximation scheme is defined for incompressible miscible displacement in porous media. This scheme is constructed by using two methods. Standard mixed finite element is used for the Darcy velocity equation. A characteristics-mixed finite element method is presented for the concentration equation. Characteristic approximation is applied to handle the convection part of the concentration equation, and a lowest-order mixed finite element spatial approximation is adopted to deal with the diffusion part. Thus, the scalar unknown concentration and the diffusive flux can be approximated simultaneously. In order to derive the optimal L²$L^2$-norm error estimates, a post-processing step is included in the approximation to the scalar unknown concentration. This scheme conserves mass globally; in fact, on the discrete level, fluid is transported along the approximate characteristics. Numerical experiments are presented finally to validate the theoretical analysis.     

Robustness in a posteriori error analysis for FEM flow models

Summary. We derive a residual-based a posteriori error estimator for a stabilized finite element discretization of certain incompressible Oseen-like equations. We focus our attention on the behaviour of the effectivity index and we carry on a numerical study of its sensitiveness to the problem and mesh parameters. We also consider a scalar reaction-convection-diffusion problem and a divergence-free projection problem in order to investigate the effects on the robustness of our a posteriori error estimator of the reaction-convection-diffusion phenomena and, separately, of the incompressibility constraint. Received March 21, 2001 / Revised version received July 30, 2001 / Published online October 17, 2001     

Iterative schemes for mixed finite element methods with applications to elasticity and compressible flow problems

Summary Iterative schemes for mixed finite element methods are proposed and analyzed in two abstract formulations. The first one has applications to elliptic equations and incompressible fluid flow problems, while the second has applications to linear elasticity and compressible Stokes problems. These schemes are constructed through iteratively penalizing the mixed finite element scheme, of which iterated penalty method and augmented Lagrangian method are special cases. Convergence theorems are demonstrated in abstract formulations in Hilbert spaces, and applications to individual physical problems are considered as examples. Theoretical analysis and computational experiments both show that the proposed schemes have very fast convergence; a few iterations are normally enough to reduce the iterative error to a prescribed precision. Numerical examples with continuous and discontinuous coefficients are presented.     

Global existence of weak solutions for a viscous two-phase model

The purpose of this paper is to explore a viscous two-phase liquid-gas model relevant for well and pipe flow. Our approach relies on applying suitable modifications of techniques previously used for studying the single-phase isothermal Navier-Stokes equations. A main issue is the introduction of a novel two-phase variant of the potential energy function needed for obtaining fundamental a priori estimates. We derive an existence result for weak solutions in a setting where transition to single-phase flow is guaranteed not to occur when the initial state is a true mixture of both phases. Some numerical examples are also included in order to demonstrate characteristic behavior of solutions. In particular, we illustrate how two-phase flow is genuinely different compared to single-phase flow concerning the behavior of an initial mass discontinuity.     

A framework for obtaining guaranteed error bounds for finite element approximations

We give an overview of our recent progress in developing a framework for the derivation of fully computable guaranteed posteriori error bounds for finite element approximation including conforming, non-conforming, mixed and discontinuous finite element schemes. Whilst the details of the actual estimator are rather different for each particular scheme, there is nonetheless a common underlying structure at work in all cases. We aim to illustrate this structure by treating conforming, non-conforming and discontinuous finite element schemes in a single framework. In taking a rather general viewpoint, some of the finer details of the analysis that rely on the specific properties of each particular scheme are obscured but, in return, we hope to allow the reader to ‘see the wood despite the trees’.     

A defect-correction method for unsteady conduction-convection problems II: Time discretization

In this paper, a fully discrete defect-correction mixed finite element method (MFEM) for solving the non-stationary conduction-convection problems in two dimension, which is leaded by combining the Back Euler time discretization with the two-step defect correction in space, is presented. In this method, we solve the nonlinear equations with an added artificial viscosity term on a finite element grid and correct these solutions on the same grid using a linearized defect-correction technique. The stability and the error analysis are derived. The theory analysis shows that our method is stable and has a good convergence property. Some numerical results are also given, which show that this method is highly efficient for the unsteady conduction-convection problems.     

Well-posedness for two-dimensional steady supersonic Euler flows past a Lipschitz wedge

For a supersonic Euler flow past a straight-sided wedge whose vertex angle is less than the extreme angle, there exists a shock-front emanating from the wedge vertex, and the shock-front is usually strong especially when the vertex angle of the wedge is large. In this paper, we establish the L¹ well-posedness for two-dimensional steady supersonic Euler flows past a Lipschitz wedge whose boundary slope function has small total variation, when the total variation of the incoming flow is small. In this case, the Lipschitz wedge perturbs the flow, and the waves reflect after interacting with the strong shock-front and the wedge boundary. We first obtain the existence of solutions in BV when the incoming flow has small total variation by the wave front tracking method and then establish the L¹ stability of the solutions with respect to the incoming flows. In particular, we incorporate the nonlinear waves generated from the wedge boundary to develop a Lyapunov functional between two solutions containing strong shock-fronts, which is equivalent to the L¹ norm, and prove that the functional decreases in the flow direction. Then the L¹ stability is established, so is the uniqueness of the solutions by the wave front tracking method. Finally, the uniqueness of solutions in a broader class, the class of viscosity solutions, is also obtained.     

Free boundary value problem for a viscous two-phase model with mass-dependent viscosity

In this paper, we study a free boundary value problem for two-phase liquid-gas model with mass-dependent viscosity coefficient when both the initial liquid and gas masses connect to vacuum with a discontinuity. This is an extension of the paper [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV]. Just as in [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV], the gas is assumed to be polytropic whereas the liquid is treated as an incompressible fluid. We give the proof of the global existence and uniqueness of weak solutions when β∈(0,1], which have improved the previous result of Evje and Karlsen, and get the asymptotic behavior result, also we obtain the regularity of the solutions by energy method.     

An interpolation matched interface and boundary method for elliptic interface problems

An interpolation matched interface and boundary (IMIB) method with second-order accuracy is developed for elliptic interface problems on Cartesian grids, based on original MIB method proposed by Zhou et al. [Y. Zhou, G. Wei, On the fictious-domain and interpolation formulations of the matched interface and boundary method, J. Comput. Phys. 219 (2006) 228-246]. Explicit and symmetric finite difference formulas at irregular grid points are derived by virtue of the level set function. The difference scheme using IMIB method is shown to satisfy the discrete maximum principle for a certain class of problems. Rigorous error analyses are given for the IMIB method applied to one-dimensional (1D) problems with piecewise constant coefficients and two-dimensional (2D) problems with singular sources. Comparison functions are constructed to obtain a sharp error bound for 1D approximate solutions. Furthermore, we compare the ghost fluid method (GFM), immersed interface method (IIM), MIB and IMIB methods for 1D problems. Finally, numerical examples are provided to show the efficiency and robustness of the proposed method.     

Guaranteed and robust discontinuous Galerkin a posteriori error estimates for convection-diffusion-reaction problems

We propose and study a posteriori error estimates for convection-diffusion-reaction problems with inhomogeneous and anisotropic diffusion approximated by weighted interior-penalty discontinuous Galerkin methods. Our twofold objective is to derive estimates without undetermined constants and to analyze carefully the robustness of the estimates in singularly perturbed regimes due to dominant convection or reaction. We first derive locally computable estimates for the error measured in the energy (semi)norm. These estimates are evaluated using -conforming diffusive and convective flux reconstructions, thereby extending the previous work on pure diffusion problems. The resulting estimates are semi-robust in the sense that local lower error bounds can be derived using suitable cutoff functions of the local Péclet and Damköhler numbers. Fully robust estimates are obtained for the error measured in an augmented norm consisting of the energy (semi)norm, a dual norm of the skew-symmetric part of the differential operator, and a suitable contribution of the interelement jumps of the discrete solution. Numerical experiments are presented to illustrate the theoretical results.