A priori error estimates in the finite element method for nonself-adjoint elliptic and parabolic interface problems

Abstract We derive a priori error estimates in the finite element method for nonselfadjoint elliptic and parabolic interface problems in a two-dimensional convex polygonal domain. Optimal H ¹-norm and sub-optimal L ²-norm error estimates are obtained for elliptic interface problems. For parabolic interface problems, the continuous-time Galerkin method is analyzed and an optimal order error estimate in the L ²(0,T;H ¹)-norm is established. Further, a discrete-in-time discontinuous Galerkin method is discussed and a related optimal error estimate is obtained. Keywords: Elliptic and parabolic interface problems, finite element method, spatially discrete scheme, discontinuous Galerkin method, error estimates Mathematics Subject Classification (1991): 65N15, 65N20     

Error Estimates for Semidiscrete Finite Element Approximations of the Stokes Equations Under Minimal Regularity Assumptions

Semidiscrete (spatially discrete) finite element approximations of the Stokes equations are studied in this paper. Properties of L ², H ¹ and H ^–1 projections onto discretely divergence-free spaces are discussed and error estimates are derived under minimal regularity assumptions on the solution.     

Error Estimates of a FEM with Lumping for Parabolic PDEs

L ²-norm. This well-known FEM is given by the use of the vertical line method and conforming linear finite elements on a triangulation. The main result of the paper are new estimates in the L ²-norm for the additional error term originated by lumping. Using these ones, for the FEM with lumping we can apply directly the proof technique of error estimates known for conforming FEMs. Received May 17, 2001; revised November 2, 2001 Published online February 18, 2002     

Superconvergence of Discontinuous Finite Element Solutions for Transient Convection–diffusion Problems

We present a study of the local discontinuous Galerkin method for transient convection–diffusion problems in one dimension. We show that p-degree piecewise polynomial discontinuous finite element solutions of convection-dominated problems are O(Δx ^p+2) superconvergent at Radau points. For diffusion- dominated problems, the solution’s derivative is O(Δx ^p+2) superconvergent at the roots of the derivative of Radau polynomial of degree p+1. Using these results, we construct several asymptotically exact a posteriori finite element error estimates. Computational results reveal that the error estimates are asymptotically exact.This revised version was published online in July 2005 with corrected volume and issue numbers.     

Numerical analysis and computations of a high accuracy time relaxation fluid flow model

We present a numerical study based on continuous finite element analysis for a time relaxation regularization of Navier–Stokes equations. This regularization is based on filtering and deconvolution. We study the convergence of the regularized equations using a fully discretized filter and deconvolution algorithm. Velocity and pressure error estimates and the L ₂ Aubin–Nitsche lift technique are proved for the equilibrium problem, and this analysis is accompanied by the velocity error estimate for the time-dependent problem, too. Thus, optimal error estimates in L ₂ and H ¹ norms are derived and followed by their computational verification. Also, computational results of the vortex street are presented for the two-dimensional cylinder benchmark flow problem. Maximum drag and lift coefficients and difference in pressure between the front and back of the cylinder at the final time were investigated as well, showing that the time relaxation regularization can attain the benchmark values.     

Discretization and error estimates for boundary value problems of the second order

Summary Boundary value problems for the equationLy≡−[p(x)y′]′+q(x)y=f(x) are considered. The method of finite differences is applied in a usual way andO (h ²) estimates are given for the discretization error as well as for its first and second difference quotients.     

A nonconforming finite element method¶with anisotropic mesh grading¶for the incompressible Navier–Stokes equations¶in domains with edges

Any solution of the incompressible Navier–Stokes equations in three-dimensional domains with edges has anisotropic singular behaviour which is treated numerically by using anisotropic finite element meshes. The velocity is approximated by Crouzeix–Raviart (nonconforming 𝒫₁) elements and the pressure by piecewise constants. This method is stable for general meshes since the inf-sup condition is satisfied without minimal or maximal angle condition. The existence of solutions to the discrete problems follows. Consistency error estimates for the divergence equation are obtained for anisotropic tensor product meshes. As applications, the consistency error estimate for the Navier–Stokes solution and some discrete Sobolev inequalities are derived on such meshes. These last results provide optimal error estimates in the uniqueness case by the use of appropriately refined anisotropic tensor product meshes, namely, if N _e is the number of elements of the mesh, we prove that the optimal order of convergence h∼ N _e ^{− 1/3}. Received:July 2001 / Accepted: July 2002     

An <Emphasis Type="Italic">hp</Emphasis>-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations

In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L ²-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains.     

The Discontinuous Galerkin Method for Two-Dimensional Hyperbolic Problems. Part I: Superconvergence Error Analysis

In this paper we investigate the superconvergence properties of the discontinuous Galerkin method applied to scalar first-order hyperbolic partial differential equations on triangular meshes. We show that the discontinuous finite element solution is O(h ^p+2) superconvergent at the Legendre points on the outflow edge for triangles having one outflow edge. For triangles having two outflow edges the finite element error is O(h ^p+2) superconvergent at the end points of the inflow edge. Several numerical simulations are performed to validate the theory. In Part II of this work we explicitly write down a basis for the leading term of the error and construct asymptotically correct a posteriori error estimates by solving local hyperbolic problems with no boundary conditions on more general meshes.     

Nodal Superconvergence of SDFEM for Singularly Perturbed Problems

In this paper, we analyze the streamline diffusion finite element method for one dimensional singularly perturbed convection-diffusion-reaction problems. Local error estimates on a subdomain where the solution is smooth are established. We prove that for a special group of exact solutions, the nodal error converges at a superconvergence rate of order (ln ε ⁻¹/N)^2k (or (ln N/N)^2k ) on a Shishkin mesh. Here ε is the singular perturbation parameter and 2N denotes the number of mesh elements. Numerical results illustrating the sharpness of our theoretical findings are displayed.     

Estimating montane forest above-ground biomass in the upper reaches of the Heihe River Basin using Landsat-TM data

In this work, the results of above-ground biomass (AGB) estimates from Landsat Thematic Mapper 5 (TM) images and field data from the fragmented landscape of the upper reaches of the Heihe River Basin (HRB), located in the Qilian Mountains of Gansu province in northwest China, are presented. Estimates of AGB are relevant for sustainable forest management, monitoring global change, and carbon accounting. This is particularly true for the Qilian Mountains, which are a water resource protection zone. We combined forest inventory data from 133 plots with TM images and Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) global digital elevation model (GDEM) V2 products (GDEM) in order to analyse the influence of the sun-canopy-sensor plus C (SCS+C) topographic correction on estimations of forest AGB using the stepwise multiple linear regression (SMLR) and k-nearest neighbour (k-NN) methods. For both methods, our results indicated that the SCS+C correction was necessary for getting more reliable forest AGB estimates within this complex terrain. Remotely sensed AGB estimates were validated against forest inventory data using the leave-one-out (LOO) method. An optimized k-NN method was designed by varying both mathematical formulation of the algorithm and remote-sensing data input, which resulted in 3000 different model configurations. Following topographic correction, performance of the optimized k-NN method was compared to that of the regression method. The optimized k-NN method (R² = 0.59, root mean square error (RMSE) = 24.92 tonnes ha^–1) was found to perform much better than the regression method (R² = 0.42, RMSE = 29.74 tonnes ha^–1) for forest AGB retrieval over this montane area. Our results indicated that the optimized k-NN method is capable of operational application to forest AGB estimates in regions where few inventory data are available.     

Collocation method for solving systems of Fredholm and Volterra integral equations

In this paper, a numerical method based on based quintic B-spline has been developed to solve systems of the linear and nonlinear Fredholm and Volterra integral equations. The solutions are collocated by quintic B-splines and then the integral equations are approximated by the four-points Gauss-Turán quadrature formula with respect to the weight function Legendre. The quintic spline leads to optimal approximation and O(h⁶) global error estimates obtained for numerical solution. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods which show that our method is accurate.     

Fully discrete mixed finite element approximations for non-Darcy flows in porous media

A numerical approximation procedure is proposed to solve equations describing non-Darcy flow of a single-phase fluid in a porous medium in two or three spacial dimensions, including the generalized Forchheimer equation. Fully discrete mixed finite element methods are considered and analyzed for the approximation. Existence and uniqueness of the approximation are discussed and optimal order error estimates in L² are derived for the three relevant functions.     

Optimal error estimates for linear parabolic problems under minimal regularity assumptions

We study the approximation of linear parabolic problems by means of Galerkin approximation in space and θ-method in time. The error is evaluated in norms of typeH _t ^δ (H ₁ ^x ) ⋂H _t ^δ+1/2 (L _x ² ) for |δ|≤1/2. We prove error estimates which are optimal with respect to the regularity assumptions on the right-hand side of the equation. Dedicated to Professor Aldo Ghizzetti on his 75th birthday Istituto di Analisi Numerica del C.N.R.     

A full discrete two-grid finite-volume method for a nonlinear parabolic problem

A fully discrete two-grid finite-volume method (FVM) for a nonlinear parabolic problem is studied in this paper. This method involves solving a nonlinear parabolic equation on coarse mesh space and a linearized parabolic equation on fine grid. Both L ² and H ¹ norm error estimates of the standard FVM for the nonlinear parabolic problem are derived. Compared with the standard FVM, the two-level method is of the same order as the one-level method in the H ¹-norm as long as the mesh sizes satisfy h=𝒪(H ^3/2). However, the two-level method involves much less work than the standard method. Numerical results are provided to demonstrate the effectiveness of our algorithm.     

A family of non-conforming elements and the analysis of Nitsche’s method for a singularly perturbed fourth order problem

In this paper we address several issues arising from a singularly perturbed fourth order problem with small parameter ε. First, we introduce a new family of non-conforming elements. We then prove that the corresponding finite element method is robust with respect to the parameter ε and uniformly convergent to order h ^1/2. In addition, we analyze the effect of treating the Neumann boundary condition weakly by Nitsche’s method. We show that such treatment is superior when the parameter ε is smaller than the mesh size h and obtain sharper error estimates. Such error analysis is not restricted to the proposed elements and can easily be carried out to other elements as long as the Neumann boundary condition is imposed weakly. Finally, we discuss the local error estimates and the pollution effect of the boundary layers in the interior of the domain.     

Numerical solutions for a class of differential equations in linear viscoelasticity

We consider numerical solutions by finite element methods for a class of hyperbolic integro-differential equations in linear viscoelasticity. The kernel under consideration is assumed to be of positive type or monotonic. The semidiscrete and fully discrete (with positive discretization of the kernel) finite element methods are studied, andL ² error estimates are demonstrated for smooth data. This work is supported in part by NSERC (Canada).     

H 1-Galerkin Mixed Finite Element Method for the Regularized Long Wave Equation

In this paper, an H¹-Galerkin mixed finite element method is proposed for the 1-D regularized long wave (RLW) equation u_t+u_x+uu_x−δu_xxt=0. The existence of unique solutions of the semi-discrete and fully discrete H¹-Galerkin mixed finite element methods is proved, and optimal error estimates are established. Our method can simultaneously approximate the scalar unknown and the vector flux effectively, without requiring the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.     

Quadrature based finite element approximations to time dependent parabolic equations with nonsmooth initial data

The purpose of this paper is to study the effect of numerical quadrature in the finite element analysis for a time dependent parabolic equation with nonsmooth initial data. Both semidiscrete and fully discrete schemes are analyzed using standard energy techniques. For the semidiscrete case, optimal order error estimates are derived in the L ² and H ¹-norms and quasi-optimal order in the L ^∞-norm, when the initial function is only in H ₀ ¹. Finally, based on the backward Euler method, a time discretization scheme is discussed and almost optimal rates of convergence in the L ², H ¹ and L ^∞-norms are established. Received: September 1997 / Accepted: October 1997     

Two-Grid Discontinuous Galerkin Method for Quasi-Linear Elliptic Problems

In this paper, we consider the symmetric interior penalty discontinuous Galerkin (SIPG) method with piecewise polynomials of degree r≥1 for a class of quasi-linear elliptic problems in Ω⊂ℝ². We propose a two-grid approximation for the SIPG method which can be thought of as a type of linearization of the nonlinear system using a solution from a coarse finite element space. With this technique, solving a quasi-linear elliptic problem on the fine finite element space is reduced into solving a linear problem on the fine finite element space and solving the quasi-linear elliptic problem on a coarse space. Convergence estimates in a broken H ¹-norm are derived to justify the efficiency of the proposed two-grid algorithm. Numerical experiments are provided to confirm our theoretical findings. As a byproduct of the technique used in the analysis, we derive the optimal pointwise error estimates of the SIPG method for the quasi-linear elliptic problems in ℝ ^d ,d=2,3 and use it to establish the convergence of the two-grid method for problems in Ω⊂ℝ³.