Penalty-combined approaches to the Ritz-Galerkin and finite element methods for singularity problems of elliptic equations

Penlty coupling techniques on an interface boundary, artificial or material, are first presented for combining the Ritz–Galerkin and finite element methods. An optimal convergence rate first is proved in the Sobolev norms. Moreover, a significant coupling strategy, L + 1 = O(|ln h|), between these two methods are derived for the Laplace equation with singularities, where L + 1 is the total number of particular solutions used in the Ritz–Galerkin method, and h is the maximal boundary length of quasiuniform elements used in the linear finite element method. Numreical experiments have been carried out for solving the benchmark model: Motz's problem. Both theoretical analysis and numreical experiments clearly display the importance of penalty-combined methods is solving elliptic equations with singularities.     

An oscillation-free adaptive FEM for symmetric eigenvalue problems

A refined a posteriori error analysis for symmetric eigenvalue problems and the convergence of the first-order adaptive finite element method (AFEM) is presented. The H ¹ stability of the L ² projection provides reliability and efficiency of the edge-contribution of standard residual-based error estimators for P ₁ finite element methods. In fact, the volume contributions and even oscillations can be omitted for Courant finite element methods. This allows for a refined averaging scheme and so improves (Mao et al. in Adv Comput Math 25(1–3):135–160, 2006). The proposed AFEM monitors the edge-contributions in a bulk criterion and so enables a contraction property up to higher-order terms and global convergence. Numerical experiments exploit the remaining L ² error contributions and confirm our theoretical findings. The averaging schemes show a high accuracy and the AFEM leads to optimal empirical convergence rates.     

Development of a P2 element with optimal L2 convergence for biharmonic equation

It is well known that convergence rate of finite element approximation is suboptimal in the L² norm for solving biharmonic equations when P₂ or Q₂ element is used. The goal of this paper is to derive a weak Galerkin (WG) P₂ element with the L² optimal convergence rate by assuming the exact solution sufficiently smooth. In addition, our new WG finite element method can be applied to general mesh such as hybrid mesh, polygonal mesh or mesh with hanging node. The numerical experiments have been conducted on different meshes including hybrid meshes with mixed of pentagon and rectangle and mixed of hexagon and triangle.     

Variable-step multilevel preconditioning methods,I: Self-adjoint and positive definite elliptic problems

When solving large size systems of equations by preconditioned iterative solution methods, one normally uses a fixed preconditioner which may be defined by some eigenvalue information, such as in a Chebyshev iteration method. In many problems, however, it may be more effective to use variable preconditioners, in particular when the eigenvalue information is not available. In the present paper, a recursive way of constructing variable-step of, in general, nonlinear multilevel preconditioners for selfadjoint and coercive second-order elliptic problems, discretized by the finite element method is proposed. The preconditioner is constructed recursively from the coarsest to finer and finer levels. Each preconditioning step requires only block-diagonal solvers at all levels except at every k₀, k₀ ≥ 1 level where we perform a sufficient number ν, ν ≥ 1 of GCG-type variable-step iterations that involve the use again of a variable-step preconditioning for that level. It turns out that for any sufficiently large value of k₀ and, asymptotically, for ν sufficiently large, but not too large, the method has both an optimal rate of convergence and an optimal order of computational complexity, both for two and three space dimensional problem domains. The method requires no parameter estimates and the convergence results do not depend on the regularity of the elliptic problem.     

DOF-gathering stable generalized finite element methods for crack problems

Generalized or eXtended finite element methods (GFEM/XFEM) have been studied extensively for crack problems. Most of the studies were concentrated on localized enrichment schemes where nodes around the crack tip are enriched by products of singular and finite element shape functions. To attain the optimal convergence rate O(h) (h is the mesh-size), nodes in a fixed domain containing the tip have to be enriched. This results in many extra degrees of freedom (DOF) and stability issues. A so-called DOF-gathering GFEM/XFEM can avoid the increase of DOF, by collecting the singular enriched DOF together. Various novel modifications were designed for the DOF-gathering GFEM/XFEM to get the optimal convergence O(h). However, they could not improve the stability, namely, condition numbers of stiffness matrices of the DOF-gathering GFEM/XFEM could be much larger than that of the standard FEM. Motivated from the idea of stable GFEM, we propose in this paper a DOF-gathering stable GFEM (d.g.SGFEM) for the Poisson problem with crack singularities. The main idea is to modify the singular and Heaviside enrichments by subtracting their finite element interpolants. The optimal convergence O(h) of the proposed d.g.SGFEM is proven theoretically. Moreover, the condition number of stiffness matrices of d.g.SGFEM, utilizing a local orthgonalization technique, is shown to be of same order as that of the standard FEM. Two kinds of commonly used cut-off functions used to gather the DOF are analyzed in a unified approach. Theoretical convergence and the conditioning results of d.g.SGFEM are verified by numerical experiments.     

Weak Galerkin finite element methods for the biharmonic equation on polytopal meshes

A new weak Galerkin (WG) finite element method is introduced and analyzed in this article for the biharmonic equation in its primary form. This method is highly robust and flexible in the element construction by using discontinuous piecewise polynomials on general finite element partitions consisting of polygons or polyhedra of arbitrary shape. The resulting WG finite element formulation is symmetric, positive definite, and parameter‐free. Optimal order error estimates in a discrete H² norm is established for the corresponding WG finite element solutions. Error estimates in the usual L² norm are also derived, yielding a suboptimal order of convergence for the lowest order element and an optimal order of convergence for all high order of elements. Numerical results are presented to confirm the theory of convergence under suitable regularity assumptions. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1003–1029, 2014     

An approach combining the Ritz-Galerkin and finite difference methods

The nonconforming combination of Ritz-Galerkin and finite difference methods is presented for solving elliptic boundary value problems with singularities. The Ritz-Galerkin method is used in the subdomains including singularities, the finite difference method is used in the rest of the solution domain. Moreover, on the common boundary of two regions where two different methods are used, the continuity conditions are constrained only on the nodes of difference grids. Theoretical analysis and numerical experiments have shown that average errors of numerical solutions and their generalized derivatives can reach the convergence rate O(h^2-δ), where h is the mesh spacing of uniform difference grids, and δ is an arbitrarily small, positive number. This convergence rate is better than O(h), obtained by the nonconforming combination of the Ritz-Galerkin and finite element methods.     

Numerical Solutions for second-kind Volterra integral equations by Galerkin methods

In this paper, we study the global convergence for the numerical solutions of nonlinear Volterra integral equations of the second kind by means of Galerkin finite element methods. Global superconvergence properties are discussed by iterated finite element methods and interpolated finite element methods. Local superconvergence and iterative correction schemes are also considered by iterated finite element methods. We improve the corresponding results obtained by collocation methods in the recent papers [6] and [9] by H. Brunner, Q. Lin and N. Yan. Moreover, using an interpolation post-processing technique, we obtain a global superconvergence of the O(h ^2r )-convergence rate in the piecewise-polynomial space of degree not exceeding (r–1). As a by-product of our results, all these higher order numerical methods can also provide an a posteriori error estimator, which gives critical and useful information in the code development.     

On finite element methods for convection dominated phenomena

The aim of this work is to give theoretical justification of several types of finite element approximations to the initial-boundary value problems of first order linear hyperbolic equations. Our approximate scheme is obtained by the piecewise linear continuous finite element method for space variable, x, and the Euler type step by step integration method for time variable, t. An artificial viscosity technique, up-stream type methods are considered within the frame work of L²-theory. The convergence and the error estimate of the approximate solutions to the true one are discussed.     

On the convergence of nonnested multigrid methods with nested spaces on coarse grids

Multigrid methods for discretized partial differential problems using nonnested conforming and nonconforming finite elements are here defined in the general setting. The coarse‐grid corrections of these multigrid methods make use of different finite element spaces from those on the finest grid. In general, the finite element spaces on the finest grid are nonnested, while the spaces are nested on the coarse grids. An abstract convergence theory is developed for these multigrid methods for differential problems without full elliptic regularity. This theory applies to multigrid methods of nonnested conforming and nonconforming finite elements with the coarse‐grid corrections established on nested conforming finite element spaces. Uniform convergence rates (independent of the number of grid levels) are obtained for both the V and W‐cycle methods with one smoothing on all coarse grids and with a sufficiently large number of smoothings solely on the finest grid. In some cases, these uniform rates are attained even with one smoothing on all grids. The present theory also applies to multigrid methods for discretized partial differential problems using mixed finite element methods. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 265–284, 2000     

New adaptive mixed finite element method (AMFEM)

The need to develop reliable and efficient adaptive algorithms using mixed finite element methods arises from various applications in fluid dynamics and computational continuum mechanics. In order to save degrees of freedom, not all but just some selected set of finite element domains are refined and hence the fundamental question of convergence requires a new mathematical argument as well as the question of optimality. We will present a new adaptive algorithm for mixed finite element methods to solve the model Poisson problem, for which optimal convergence can be proved. The a posteriori error control of mixed finite element methods dates back to Alonso (1996) Error estimators for a mixed method. and Carstensen (1997) A posteriori error estimate for the mixed finite element method. The error reduction and convergence for adaptive mixed finite element methods has already been proven by Carstensen and Hoppe (2006) Error Reduction and Convergence for an Adaptive Mixed Finite Element Method, Convergence analysis of an adaptive nonconforming finite element methods. Recently, Chen, Holst and Xu (2008) Convergence and Optimality of Adaptive Mixed Finite Element Methods. presented convergence and optimality for adaptive mixed finite element methods following arguments of Rob Stevenson for the conforming finite element method. Their algorithm reduces oscillations, before applying and a standard adaptive algorithm based on usual error estimation. The proposed algorithm does this in a natural way, by switching between the reduction of either the estimated error or oscillations. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On The Finite Element Approximation of Variational Inequalities with Noncoercive Operators

In this article, we introduce a new method to analyze the convergence of the standard finite element method for variational inequalities with noncoercive operators. We derive an optimal L ^∞ error estimate by combining the Bensoussan-Lions algorithm with the concept of subsolutions.     

A priori error analysis of the mortar finite element method for variational inequalities

The mortar finite element method is a special domain decomposition method, which can handle the situation where meshes on different subdomains need not align across the interface. In this article, we will apply the mortar element method to general variational inequalities of free boundary type, such as free seepage flow, which may show different behaviors in different regions. We prove that if the solution of the original variational inequality belongs to H²(D), then the mortar element solution can achieve the same order error estimate as the conforming P₁ finite element solution. Application of the mortar element method to a free surface seepage problem and an obstacle problem verifies not only its convergence property but also its great computational efficiency. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

A note on initial higher‐order convergence results for boundary element methods with approximated boundary conditions

We consider a variational problem associated with a pseudo‐differential operator of negative order 2s < 0 with an additional approximation of the given linear form. Such an approximation may correspond to an interpolation of given boundary conditions for a partial differential equation. The asymptotic order of convergence of the related Galerkin solution can be reached for ν = μ +2s, where ν and μ are the polynomial degrees of the trial functions used to approximate the solution and boundary conditions, respectively. The main result of this article is to prove that one can expect higher initial rates in the convergence behavior, even in the worst case of isoparametric approximations (ν = μ) when the error is measured in the Sobolev norm H^τ(Γ) with τ ∈ [s, 0]; i.e., this initial estimate is also valid in the energy norm ‖ · ‖. This result is based on the relation between the approximation error of the Galerkin solution without this additional approximation and the additional approximation error itself. As an illustration of the technique, an application of a boundary element method for the Dirichlet problem of a second‐order elliptic partial differential operator is given. Numerical examples confirm the theoretical results for this case. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 581–588, 2000.     

Least-squares finite element methods for the elasticity problem

A new first-order system formulation for the linear elasticity problem in displacement-stress form is proposed. The formulation is derived by introducing additional variables of derivatives of the displacements, whose combinations represent the usual stresses. Standard and weighted least-squares finite element methods are then applied to this extended system. These methods offer certain advantages such as that they need not satisfy the inf-sup condition which is required in the mixed finite element formulation, that a single continuous piecewise polynomial space can be used for the approximation of all the unknowns, that the resulting algebraic systems are symmetric and positive definite, and that accurate approximations of the displacements and the stresses can be obtained simultaneously. With displacement boundary conditions, it is shown that both methods achieve optimal rates of convergence in the H¹-norm and in the L²-norm for all the unknowns. Numerical experiments with various Poisson ratios are given to demonstrate the theoretical error estimates.     

Interior maximum norm estimates for finite element discretizations of the Stokes equations

Interior estimates are proved in the L ^∞ norm for stable finite element discretizations of the Stokes equations on translation invariant meshes. These estimates yield information about the quality of the finite element solution in subdomains a positive distance from the boundary. While they have been established for second-order elliptic problems, these interior, or local, maximum norm estimates for the Stokes equations are new. By applying finite differenciation methods on a translation invariant mesh, we obtain optimal convergence rates in the mesh size h in the maximum norm. These results can be used for analyzing superconvergence in finite element methods for the Stokes equations.     

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.     

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.     

An Adaptive Local (AL) Basis for Elliptic Problems with Complicated Discontinuous Coefficients

We develop a generalized finite element method for the discretization of elliptic partial differential equations in heterogeneous media. In [5] a semidiscrete method has been introduced to set up an adaptive local finite element basis (AL basis) on a coarse mesh with mesh size H which, typically, does not resolve the matrix of the media while the textbook finite element convergence rates are preserved. This method requires O(log(1/H)^d+1) basis functions per mesh point where d denotes the spatial dimension of the computational domain. We present a fully discrete version of this method, where the AL basis is constructed by solving finite-dimensional localized problems, and which preserves the optimal convergence rates. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)