On a generalized $L_2$ projection and some related stability estimates in Sobolev spaces

Summary. In this paper we investigate a stability estimate needed in hybrid finite and boundary element methods, especially in hybrid coupled domain decomposition methods including mortar finite elements. This stability estimate is equivalent to the stability of a generalized projection in certain Sobolev spaces. Using piecewise linear trial spaces and appropriate piecewise constant test spaces, the stability of the generalized projection is proved assuming some mesh conditions locally. Received April 11, 2000 / Revised version received February 15, 2001 / Published online July 25, 2001     

Solution of exterior problem using ellipsoidal artificial boundary

In this paper, we present a general ellipsoidal artificial boundary method for three-dimensional exterior problem. The exact artificial boundary condition, which is expressed explicitly by the series concerning the ellipsoidal harmonic functions, is derived and then an equivalent problem in a bounded domain is presented. The error estimates show that the convergence rate depends on the mesh parameter, the number of terms used in the exact artificial boundary condition, and the location of the artificial boundary.     

The finite element method with non-uniform mesh sizes applied to the exterior Helmholtz problem

Summary The finite element method with non-uniform mesh sizes is employed to approximately solve Helmholtz type equations in unbounded domains. The given problem on an unbounded domain is replaced by an approximate problem on a bounded domain with the radiation condition replaced by an approximate radiation boundary condition on the artificial boundary. This approximate problem is then solved using the finite element method with the mesh graded systematically in such a way that the element mesh sizes are increased as the distance from the origin increases. This results in a great reduction in the number of equations to be solved. It is proved that optimal error estimates hold inL ²,H ¹ andL , provided that certain relationships hold between the frequency, mesh size and outer radius.     

On the stability of the $L_2$ projection in fractional Sobolev spaces

Summary.   In this paper we prove the stability of the projection onto the finite element trial space of piecewise polynomial, in particular, piecewise linear basis functions in for . We formulate explicit and computable local mesh conditions to be satisfied which depend on the Sobolev index s. In conclusion we prove a stability condition needed in the numerical analysis of mixed and hybrid boundary element methods as well as in the construction of efficient preconditioners in adaptive boundary and finite element methods. Received October 14, 1999 / Revised version received March 24, 2000 / Published online October 16, 2000     

Error bounds for the finite element approximation of an incompressible material in an unbounded domain

Summary. In this paper we design high-order local artificial boundary conditions and present error bounds for the finite element approximation of an incompressible elastic material in an unbounded domain. The finite element approximation is formulated in a bounded computational domain using a nonlocal approximate artificial boundary condition or a local one. In fact there are a family of nonlocal approximate artificial boundary conditions with increasing accuracy (and computational cost) and a family of local ones for a given artificial boundary. Our error bounds indicate how the errors of the finite element approximations depend on the mesh size, the terms used in the approximate artificial boundary condition and the location of the artificial boundary. Numerical examples of an incompressible elastic material outside a circle in the plane is presented. Numerical results demonstrate the performance of our error bounds. Received August 31, 1998 / Revised version received November 6, 2001 / Published online March 8, 2002     

Convergence rate estimate for a domain decomposition method

Summary We provide a convergence rate analysis for a variant of the domain decomposition method introduced by Gropp and Keyes for solving the algebraic equations that arise from finite element discretization of nonsymmetric and indefinite elliptic problems with Dirichlet boundary conditions in ². We show that the convergence rate of the preconditioned GMRES method is nearly optimal in the sense that the rate of convergence depends only logarithmically on the mesh size and the number of substructures, if the global coarse mesh is fine enough.This author was supported by the National Science Foundation under contract numbers DCR-8521451 and ECS-8957475, by the IBM Corporation, and by the 3M Company, while in residence at Yale UniversityThis author was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy under Contract W-31-109-Eng-38This author was supported by the National Science Foundation under contract number ECS-8957475, by the IBM Corporation, and by the 3M Company     

Overlapping Schwarz methods on unstructured meshes using non-matching coarse grids

Summary. We consider two level overlapping Schwarz domain decomposition methods for solving the finite element problems that arise from discretizations of elliptic problems on general unstructured meshes in two and three dimensions. Standard finite element interpolation from the coarse to the fine grid may be used. Our theory requires no assumption on the substructures that constitute the whole domain, so the substructures can be of arbitrary shape and of different size. The global coarse mesh is allowed to be non-nested to the fine grid on which the discrete problem is to be solved, and neither the coarse mesh nor the fine mesh need be quasi-uniform. In addition, the domains defined by the fine and coarse grid need not be identical. The one important constraint is that the closure of the coarse grid must cover any portion of the fine grid boundary for which Neumann boundary conditions are given. In this general setting, our algorithms have the same optimal convergence rate as the usual two level overlapping domain decomposition methods on structured meshes. The condition number of the preconditioned system depends only on the (possibly small) overlap of the substructures and the size of the coarse grid, but is independent of the sizes of the subdomains. Received March 23, 1994 / Revised version received June 2, 1995     

Overlapping Schwarz methods for Maxwell''s equations in three dimensions

Summary. A two-level overlapping Schwarz method is considered for a Nédélec finite element approximation of 3D Maxwell's equations. For a fixed relative overlap, the condition number of the method is bounded, independently of the mesh size of the triangulation and the number of subregions. Our results are obtained with the assumption that the coarse triangulation is quasi-uniform and, for the Dirichlet problem, that the domain is convex. Our work generalizes well–known results for conforming finite elements for second order elliptic scalar equations. Numerical results for one and two-level algorithms are also presented. Received November 11, 1997 / Revised version received May 26, 1999 / Published online June 21, 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     

Consistency,stability, a priori and a posteriori errors for Petrov-Galerkin methods applied to nonlinear problems

Summary. In an abstract framework we present a formalism which specifies the notions of consistency and stability of Petrov-Galerkin methods used to approximate nonlinear problems which are, in many practical situations, strongly nonlinear elliptic problems. This formalism gives rise to a priori and a posteriori error estimates which can be used for the refinement of the mesh in adaptive finite element methods applied to elliptic nonlinear problems. This theory is illustrated with the example: in a two dimensional domain with Dirichlet boundary conditions. Received June 10, 1992 / Revised version received February 28, 1994     

A finite-element capacitance matrix method for exterior Helmholtz problems

Summary. We introduce an algorithm for the efficient numerical solution of exterior boundary value problems for the Helmholtz equation. The problem is reformulated as an equivalent one on a bounded domain using an exact non-local boundary condition on a circular artificial boundary. An FFT-based fast Helmholtz solver is then derived for a finite-element discretization on an annular domain. The exterior problem for domains of general shape are treated using an imbedding or capacitance matrix method. The imbedding is achieved in such a way that the resulting capacitance matrix has a favorable spectral distribution leading to mesh independent convergence rates when Krylov subspace methods are used to solve the capacitance matrix equation. Received May 2, 1995     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

Anisotropic mesh refinement in stabilized Galerkin methods

Summary. The numerical solution of a convection-diffusion-reaction model problem is considered in two and three dimensions. A stabilized finite element method of Galerkin/Least-square type accomodates diffusion-dominated as well as convection- and/or reaction-dominated situations. The resolution of boundary layers occuring in the singularly perturbed case is achieved using anisotropic mesh refinement in boundary layer regions. In this paper, the standard analysis of the stabilized Galerkin method on isotropic meshes is extended to more general meshes with boundary layer refinement. Simplicial Lagrangian elements of arbitrary order are used. Received March 6, 1995 / Revised version received August 18, 1995     

Interior estimates for nonconforming finite element methods

Summary. Interior error estimates are derived for a wide class of nonconforming finite element methods for second order scalar elliptic boundary value problems. It is shown that the error in an interior domain can be estimated by three terms: the first one measures the local approximability of the finite element space to the exact solution, the second one measures the degree of continuity of the finite element space (the consistency error), and the last one expresses the global effect through the error in an arbitrarily weak Sobolev norm over a slightly larger domain. As an application, interior superconvergences of some difference quotients of the finite element solution are obtained for the derivatives of the exact solution when the mesh satisfies some translation invariant condition. Received December 29, 1994     

The condition number of the Schur complement in domain decomposition

Summary. It is shown that for elliptic boundary value problems of order 2m the condition number of the Schur complement matrix that appears in nonoverlapping domain decomposition methods is of order , where d measures the diameters of the subdomains and h is the mesh size of the triangulation. The result holds for both conforming and nonconforming finite elements. Received: January 15, 1998     

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems

A system of coupled singularly perturbed initial value problems with two small parameters is considered. The leading term of each equation is multiplied by a small positive parameter, but these parameters may have different magnitudes. The solution of the system has boundary layers that overlap and interact. The structure of these layers is analyzed, and this leads to the construction of a piecewise-uniform mesh that is a variant of the usual Shishkin mesh. On this mesh a hybrid finite difference scheme is proved to be almost second-order accurate, uniformly in both small parameters. Numerical results supporting the theory are presented.     

An analysis of finite element locking in a parameter dependent model problem

Summary. We consider the bilinear finite element approximation of smooth solutions to a simple parameter dependent elliptic model problem, the problem of highly anisotropic heat conduction. We show that under favorable circumstances that depend on both the finite element mesh and on the type of boundary conditions, the effect of parametric locking of the standard FEM can be reduced by a simple variational crime. In our analysis we split the error in two orthogonal components, the approximation error and the consistency error, and obtain different bounds for these separate components. Also some numerical results are shown. Received September 6, 1999 / Revised version received March 28, 2000 / Published online April 5, 2001     

Multigrid for the mortar element method for P1 nonconforming element

In this paper, a multigrid algorithm is presented for the mortar element method for P1 nonconforming element. Based on the theory developed by Bramble, Pasciak, Xu in [5], we prove that the W-cycle multigrid is optimal, i.e. the convergence rate is independent of the mesh size and mesh level. Meanwhile, a variable V-cycle multigrid preconditioner is constructed, which results in a preconditioned system with uniformly bounded condition number. Received May 11, 1999 / Revised version received April 1, 2000 / Published online October 16, 2000     

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     

Adaptive multilevel finite element approximations of semilinear elliptic boundary value problems

Summary. In this paper we consider two aspects of the problem of designing efficient numerical methods for the approximation of semilinear boundary value problems. First we consider the use of two and multilevel algorithms for approximating the discrete solution. Secondly we consider adaptive mesh refinement based on feedback information from coarse level approximations. The algorithms are based on an a posteriori error estimate, where the error is estimated in terms of computable quantities only. The a posteriori error estimate is used for choosing appropriate spaces in the multilevel algorithms, mesh refinements, as a stopping criterion and finally it gives an estimate of the total error. Received April 8, 1997 / Revised version received July 27, 1998 / Published online September 24, 1999