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The versions of the finite element method for problems with boundary layers
Authors:Christoph Schwab   Manil Suri.
Affiliation:Seminar for Applied Mathematics, ETH Zürich, Rämistrasse 101, CH-8092, Zürich, Switzerland ; Department of Mathematics and Statistics, University of Maryland Baltimore County, 5401 Wilkens Avenue, Baltimore, Maryland 21228
Abstract:We study the uniform approximation of boundary layer functions $exp (-x/d)$ for $xin (0,1)$, $din (0,1]$, by the $p$ and $hp$ versions of the finite element method. For the $p$ version (with fixed mesh), we prove super-exponential convergence in the range $p + 1/2 > e/(2d)$. We also establish, for this version, an overall convergence rate of ${mathcal O}(p^{-1}sqrt {ln p})$ in the energy norm error which is uniform in $d$, and show that this rate is sharp (up to the $sqrt {ln p}$ term) when robust estimates uniform in $din (0,1]$ are considered. For the $p$ version with variable mesh (i.e., the $hp$ version), we show that exponential convergence, uniform in $din (0,1]$, is achieved by taking the first element at the boundary layer to be of size ${mathcal O}(pd)$. Numerical experiments for a model elliptic singular perturbation problem show good agreement with our convergence estimates, even when few degrees of freedom are used and when $d$ is as small as, e.g., $10^{-8}$. They also illustrate the superiority of the $hp$ approach over other methods, including a low-order $h$ version with optimal ``exponential" mesh refinement. The estimates established in this paper are also applicable in the context of corresponding spectral element methods.

Keywords:Boundary layer   singularly perturbed problem   $p$ version   $hp$ version   spectral element method
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