DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS SERIES B Volume 20, Number 5, July 2015
doi:10.3934/dcdsb.2015.20.1405 pp. 1405–1426
POLYNOMIAL PRESERVING RECOVERY OF AN OVER-PENALIZED SYMMETRIC INTERIOR PENALTY GALERKIN METHOD FOR ELLIPTIC PROBLEMS
Lunji Song School of Mathematics and Statistics, and Key Laboratory of Applied Mathematics and Complex Systems in Gansu Province, Lanzhou University Lanzhou 730000, China
Zhimin Zhang Beijing Computational Science Research Center Beijing 100094, China and Department of Mathematics, Wayne State University Detroit, MI 48202, USA Abstract. A polynomial preserving recovery technique is applied to an overpenalized symmetric interior penalty method. The discontinuous Galerkin solution values are used to recover the gradient and to further construct an a posteriori error estimator in the energy norm. In addition, for uniform triangular meshes and mildly structured meshes satisfying the ǫ-σ condition, the method for the linear element is superconvergent under the regular pattern and under the chevron pattern, while it is superconvergent for the quadratic element under the regular pattern.
1. Introduction. A posteriori error estimates based on recovery techniques have become standard in finite element methods and and attracted interests of many researchers from the fields of modern engineering and scientific computation. Two types of error estimates are known as the residual type [3, 5] and the recovery type [20, 22]. The most representative recovery type on error estimates is the Zienkiewicz-Zhu error estimator [23], which is referred to the Superconvergence Patch Recovery (SPR) based on gradient recovery from the gradient of the finite element solution by local discrete least-squares fitting. It is well known that the robustness of the ZZ patch recovery is originated from its superconvergence under structured meshes. Generally speaking, if the recovered quantity better approximates the exact one, then it can be used in building asymptotically exact a posteriori error estimates (see [1]). In another strategy, Naga and Zhang first introduced the Polynomial Preserving Recovery (PPR) by using the fitted solution values to recover the gradient and further to construct a posteriori error estimates in the energy 2010 Mathematics Subject Classification. Primary: 65N15, 65N30, 97N50. Key words and phrases. Symmetric interior penalty Galerkin method, PPR, discrete least-squares fitting, superconvergence, a posteriori error estimator. The first author of this work was partially supported by the National Natural Sciences Foundation of China (Grants 11101196 and 11471150) and by the Natural Science Foundation of Gansu Province, China (Grant 145RJZA046). And the second author was supported in part by the National Natural Science Foundation of China (Grants 11471031 and 91430216), and the US National Science Foundation (Grant DMS-1419040). 1405
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LUNJI SONG AND ZHIMIN ZHANG
norm. The PPR keeps all known superconvergence properties of the ZZ patch recovery but outperforms the SPR in the cases of quadratic element at edge centers and linear element for the chevron mesh [19]. The PPR even superconverges in mildly structured grids. While there is an amount of work on theoretical investments for residual type error estimates (see [1, 4, 7] and the references therein) and recovery type error estimates (see [18, 22, 24]) in postprocessing continuous finite element solutions, there have been few theoretical results to postprocess discontinuous Galerkin finite element solutions for structured or unstructured grids in recovery type. We observe that for structured grids, the PPR implemented in discontinuous solutions is able to establish superconvergence order; moreover, when adaptive is used for some mildly structured meshes, locally structure in mesh refinement will improve astonishingly superconvergence results. Let Ω ⊂ R2 be a bounded polynomial domain. Setting the boundary of the domain ∂Ω composed by the union of two disjoint sets ΓD and ΓN , we denote n the unit normal vector to each edge of ∂Ω exterior to the domain. For f ∈ L2 (Ω), 1 gD ∈ H 2 (ΓD ), and gN ∈ L2 (ΓN ), we consider the following elliptic problem −∇ · (K∇u) + αu = f, in Ω, (1) u = gD , on ΓD , K∇u · n = gN , on ΓN .
where α is a nonnegative scalar function satisfying that α ∈ L∞ (Ω), and K is a 2 × 2-matrix-valued function K(x) = (kij (x)) that is symmetric positive definite. The PPR will be applied into an Over-Penalized Symmetric Interior Penalty Galerkin method (OPSIPG) [16] to realize a gradient recovery. The OPSIPG method has some similar features as the Weakly Over-Penalized Symmetric Interior Penalty method (WOPSIP) presented by Brenner etc. in [6, 7]. A local discrete least-squares fitting can be used to discontinuous function values, while node patches can include all neighbor nodes one more times and best fits discontinuous finite element solutions at nodes in any patch. Based on the PPR, we can consider a posteriori error estimats as they were shown in [24]. If the recovered gradient superconverges to the exact one, the corresponding a posteriori error estimator is asymptotically exact. This will be testified by our last example in this work. The purpose of this paper is to propose and analyze superconvergence of the PPR in corporation with the OPSIPG method and testify an a posteriori error estimator. We advocate the PPR based on a DG formulation for two reasons: (i) flexibility for discontinuous coefficients and singularity problems and hp-adaptivity (locally refined meshes available and different orders of polynomials used for different elements) by using the discontinuous Galerkin formulation (see [2, 6, 10] and the references therein). (ii) appreciation of the robustness of the PPR based on discontinuous function values and its superconvergence property for gradient recovery. Indeed, the least-squares fitting confirms uniqueness of recovery systems dependent on the numbers of nodes appearing in each patch instead of the times of nodes used. The plan of this paper is organized as follows. In Section 2, the OPSIPG method is introduced and some known estimates are listed. Moreover, we simplify the diffusion term by a piecewise constant matrix approximating the diffusion matrix,
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1407
and bound the difference between an interpolation of the exact solution and numerical solutions in the energy norm. Then we give a detailed description for the polynomial preserving gradient recovery in Section 3, and then show that the PPR recovery is superconvergent and prove asymptotic exactness of the recovery type error estimates in Section 4. At the end of the paper, some numerical examples are provided to practically show that as a postprocessing technique for the OPSIPG method, the PPR recovered gradient superconverges to the exact gradient. 2. OPSIPG method and some estimates. h 2.1. OPSIPG method. Let Th = {Ek }N k=1 be a subdivision of Ω, where the element Ek is a triangle and Nh is the total number of the elements. The maximum diameter of all elements is denoted by h. We assume that for each element E, K is bounded below and above uniformly; i.e., there exist two positive constants K1E and K2E independent of x and z such that
K1E z · z ≤ K(x)z · z ≤ K2E z · z,
¯ ∀ z ∈ R2 . ∀ x ∈ E,
(2)
We also set K1 (resp. K2 ) the minimum (resp. maximum) of K1E (resp. K2E ) over all elements E in the triangulation Th . Let Γint be the set of interior edges of Th . For each edge e shared by two elements, we associate with e a unit normal vector ne . If edge e is on the boundary ∂Ω, ne is taken to be the unit outward normal vector to ∂Ω. Along this article, we use notation for Sobolev spaces W k,p (̟), 1 ≤ p ≤ ∞, with norm k · kk,p,̟ and semi-norm | · |k,p,̟ , for a polygonal Lipschitz domain ̟. When p = 2, we write W k,2 (̟) = H k (̟) and omit writing indexes p or ̟ whenever p = 2 or ̟ = Ω, respectively. By default, H 0 (̟) denotes L2 (̟) with the L2 inner product (·, ·) and the standard L2 -norm k · kL2 (̟) over the domain ̟. Problem (1) has a unique solution in H 1 (Ω) if |ΓD | > 0 or if α 6= 0, where |ΓD | denotes the measure of ΓD . When ∂Ω = ΓN and α = 0, problem (1)R has a Rsolution in H 1 (Ω) unique up to an additive constant, provided the condition Ω f + ∂Γ gN = 0 holds (see [11]). We now define the broken Sobolev space for any real number s: H s (Th ) = v ∈ L2 (Ω) : ∀ E ∈ Th , v|E ∈ H s (E) , which is equipped with the broken space norm: 1/2 X k|vk|s := k|vk|H s (Th ) = . kvk2s,E E∈Th
We also introduce a discontinuous finite element subspace Dr (Th ) = v ∈ L2 (Ω) : ∀ E ∈ Th , v|E ∈ Pr (E), r ≥ 1 ,
(3)
where Pr (E) denotes the set on E of all polynomials of (total) degree at most r on E. If an edge e ∈ Γint is shared by two elements Ee1 and Ee2 , we assign the unit vector ne normal to e which points from Ee1 to Ee2 , and then define the average and the jump for v ∈ H s (Th ) with s > 21 on an edge e shared by two elements Ee1 and Ee2 : {v} :=
1 (v|Ee1 + v|Ee2 )|e , 2
[v] := (v|Ee1 − v|Ee2 )|e ,
∀ e = ∂Ee1 ∩ ∂Ee2 .
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LUNJI SONG AND ZHIMIN ZHANG
If an edge e ∈ Ee is on the boundary ∂Ω, we associate the unit normal vector ne = n exterior to Ω, and set {v} := (v|Ee )|e ,
[v] := (v|Ee )|e ,
∀ e = ∂Ee ∩ ∂Ω.
Let a real number s satisfy s ≥ 2. Under the above assumptions on K and α, we consider the symmetric bilinear form A : H s (Th ) × H s (Th ) 7→ R : Z X Z X A(w, v) = (K∇w · ∇v + αwv)dx − {K∇w · ne }[v]ds T ∈Th
−
T
e∈Γint ∪ΓD
X
e∈Γint ∪ΓD
Z
e
e
(4)
{K∇v · ne }[w]ds + J0σ,β (w, v),
where the penalty term is defined by J0σ,β (w, v)
=
X
e∈Γint ∪ΓD
σe |e|β
Z
[w][v]ds.
e
Here the penalty parameter σe takes the positive constant value on the edge e and is bounded below by σ1 , above by σ2 and the power β is a positive number to be specified later. In general, the power β = 1 is taken in nonsymmetric and symmetric methods in many applications. Especially, we say that the DG method is over-penalized if β > 1. σe is referred to as a superpenalty parameter. Define a linear form Z X Z X Z σe K∇v · ne − β v gD ds + f vdx − L(v) = vgN ds. (5) |e| Ω e e e∈ΓN
e∈ΓD
The variational formulation of (1) based on the symmetric interior penalty method is: Find uh ∈ Dr (Th ) such that A(uh , v) = L(v),
∀ v ∈ Dr (Th ).
(6)
Define the energy norm on Dr (Th ): X Z 1/2 kvkE = (K∇v · ∇v + αv 2 ) + J0σ,β (v, v) . T ∈Th
T
It is well known that the symmetric method is consistent with the model problem (see [2, 17, 16]). Lemma 2.1. The exact solution of (1) satisfies the discrete variational problem (6) in two dimensions. Next, the following lemmas present the sharp estimate on penalty parameters and an optimal continuity coefficient, which are parallel to the proof of Theorem 9 in [10] contributed by Epshteyn and Rivi`ere. We omit the proofs. Lemma 2.2. Define by ǫ := (ǫE )E∈Th a vector of positive components such that ǫE is associated to the triangle E (with edges e1 , e2 and e3 ) in Th . Assume that the bound of the power β ≥ 1 holds. Then, there exists an optimal penalty σe∗ that depends on r and β such that if σe > σe∗ we have A(v, v) ≥ C ∗ kvk2E ,
∀ v ∈ Dr (Th ),
(7)
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
where C ∗ = min
n
min (1 − ǫE ),
E∈Th
min
e∈Γint ∪ΓD
1−
σe∗ σe
1409
o . In detail, for any edge
e(such as e3 ) ∈ Γint shared by elements Ee1 and Ee2 , the value of the penalty σe∗ was determined exactly by (see [10]) 3(K E )2 3(K2E )2 2 σe∗ = r(r + 1) cotβ θE r(r + 1) cotβ θE + Cβ,e , E E E E E=Ee1 E=Ee2 2K1 ǫ 2K1 ǫ
where θE is the smallest angle in a triangle E and Cβ,e = (|e1 |+|e2 |)β−1 . Especially, for any edge e(:= e3 ) ∈ ΓD ∩ ∂Ee , it becomes 6(K2E )2 r(r + 1) cotβ θE Cβ,e . σe∗ = E E E=Ee 2K1 ǫ
Lemma 2.3. Assume that the bound of the power β ≥ 1 holds. Then, there exists an optimal constant C¯ that depends on r and β such that ¯ A(w, v) ≤ Ckwk ∀ w, v ∈ Dr (Th ), E kvkE , o n σ∗ 1 + σee . where C¯ = max max (1 + ǫE ), max
(8)
e∈Γint ∪ΓD
E∈Th
Let θ denote the smallest angle over all triangles in the subdivision. Assume that the same polynomial degree r is used everywhere. Estimates of the threshold values for the penalty parameters are obtained by taking ǫE = 1 as follows 3K22 r(r + 1) cotβ θCβ,e , K1 6K22 = r(r + 1) cotβ θCβ,e , K1
∗ σthreshold =
∀ e ∈ Γint ,
(9)
∗ σthreshold
∀ e ∈ ΓD .
(10)
Note that the threshold values in [10] are recovered by taking β = 1 for the estimates above. A priori energy error estimates for the problem with mixed boundary conditions were derived in [16]. In fact, it is also an error estimate for the OPSIPG method. Definition 2.4. Condition A: The approximation uI of the exact solution u can be chosen to be continuous. In addition, either the Dirichlet data gD is a continuous piecewise polynomial of degree k, or the whole boundary is a Neumann boundary (∂Ω = ΓN ). Theorem 2.5. Under the above assumptions on the data (including K), and if the solution u of problem (1) satisfies u ∈ H s (Th ). Then, there exist a constant C independent of h such that ku − uh kL2 (Ω) ≤ Chmin(r+1,s) k|uk|H s (Th ) ,
(11)
ku − uh kE ≤ Chmin(r+1,s)−1 k|uk|H s (Th ) .
(12)
and
The estimates are valid if Condition A holds true and if β ≥ 1. The proof of this theorem for a triangulation over the domain Ω is given in [16]. In the remainder of this work, A . B is used instead of A ≤ CB, for some positive generic constant C independent of h, r and s.
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LUNJI SONG AND ZHIMIN ZHANG
2.2. Simplification of the diffusion term. Take K0 as a piecewise constant function such that on each element E ∈ Th , Z 1 K(x)dx. K 0 |E = |E| E Now we define the following auxiliary terms Z K∇u · ∇vdx, a(u, v) = Ω Z K0 ∇u · ∇vdx, aE (u, v) =
E ∈ Th ,
E
eh = u − uh . Assume that kij ∈ C 0,κ (Ω), it is straightforward to show that X aE (eh , v) ≤ Chκ |eh |1,Ω |v|1,Ω , κ > 0. a(eh , v) −
(13)
E∈Th
Therefore, we may shift our analysis to the terms aE (eh , v). Since K(x) is symmetric and positive define, so is K0 |E . Then there exists an orthogonal matrix QE such that K0 |E = QTE DE QE E with the positive eigenvalue matrix DE = diag(dE 1 , d2 ). By changing of variable x = QE z, we have Z DE ∇z eh · ∇z v det QE dz, (14) aE (eh , v) = Ez
where ∇z = QE ∇x , det QE = ±1, and Ez is obtained by rotating E. Therefore, we may mainly concentrate on the second order form Z Z ∂eh ∂v E ∂eh ∂v DE ∇eh · ∇vdx = dE + d dx 1 2 ∂x1 ∂x1 ∂x2 ∂x2 E E with dE i > 0 (i=1,2) and estimate the approximate bilinear term Z X Z X As (eh , v) = (DT ∇eh · ∇v + αeh v)dx − {K∇eh · ne }[v]ds T ∈Th
−
T
e∈Γint ∪ΓD
X
e∈Γint ∪ΓD
Z
e
e
(15)
{K∇v · ne }[eh ]ds + J0σ,β (eh , v),
By consistency (see Lemma 2.1), the error satisfies the orthogonality equation A(eh , v) = 0,
∀ v ∈ Dr (Th ).
For a continuous interpolation uI of u, denoting eI = u−uI , adding and subtracting uI in each term yields A(eI , v) = A(uh − uI , v),
∀ v ∈ Dr (Th ).
(16)
Using (7) with taking v = uh − uI ∈ Dr (Th ), we have kuh − uI kE ≤
A(eI , v) A(uh − uI , v) = ∗ , ∗ C kvkE C kvkE
∀ v ∈ Dr (Th ).
(17)
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1411
Note that the bilinear term As (eI , v) has a little of difference from A(eI , v) about the matrix-valued function K on each element. Therefore, it is straightforward to show that kA(eI , v) − As (eI , v)k ≤ max{K1 , kαk∞ }hkeI k1,Ω kvkE ,
(18) s
which means that one can shift the analysis to the approximate term A (eI , v). We consider As (eI , v) X Z X Z X Z = K0 ∇eI · ∇vdx + αeI vdx − {K∇eI · ne }[v]ds (19) T ∈Th
T
T ∈Th
T
e∈Γint ∪ΓD
e
:=T1 + T2 + T3 . 2.3. The superconvergence of kuI − uh kE . To estimate kuI − uh kE in (17), we need to bound the three terms in (19). To bound term T1 , we can use the known results in [21] (see (2.10) and (2.12) therein). Let Sh,r be a C 0 polynomial finite element space of degree r (r = 1 or 2) over Th . Definition 2.6. Th satisfies Condition (ǫ, σ) if Th can be separated into two parts [ ¯=Ω ¯ i,h , Ω ¯ =Ω ¯ 0,h ∪ Ω ¯ 1,h , Th = T0,h ∪ T1,h , E E∈Ti,h
such that the following conditions exist: 1. Any two triangles that share a common edge in T0,h form a convex quadrilateral which is an ǫ-perturbation from a parallelogram. 2. Ω1,h has a small measure: |Ω1,h | = O(hσ ), σ > 0. Notice that the test function v in the term T1 is not in Sh,r , but in the broken finite element space Dr (Th ). We recall the so-called Oswald interpolation operator 1 Os , which has been analyzed in [8, 14]. There exists a constant Cr := r− 2 dependent only on r, such that, for all T ∈ Th , the following estimate holds X 1 k[vh ]kL2 (e) , ∀ vh ∈ Dr (Th ). (20) kvh − Os vh kL2 (T ) . Cr hT2 e∈Γint ∩T
2
Denote by Qh the L projection onto Sh,r such that (wh , Qh vh ) = (wh , vh ),
wh ∈ Sh,r , vh ∈ Dr (Th ).
By the fact that kvh − Qh vh kL2 (Th ) ≤ kvh − Os vh kL2 (Th ) , it holds from (20) X 12 1 kvh − Qh vh kL2 (Th ) . Cr h 2 k[vh ]k2L2 (e) ,
(21)
e∈Γint
and by inverse inequality, 1
k∇(vh − Qh vh )kL2 (Th ) . r2 Cr h− 2
X
k[vh ]k2L2 (e)
e∈Γint
12
,
(22)
which means that we can prove the following lemmas 2.7-2.8 by using the decomposition ∇v = ∇(Qh v) + ∇(v − Qh v), By utilizing an integral identity for linear element on triangular elements, Zhang generalized the superconvergence result between the finite element solution and the
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LUNJI SONG AND ZHIMIN ZHANG
linear interpolation in [21, Theorem 2.1 and (2.14)], while Huang and Xu proved the superconvergence result between the quadratic finite element solutions and its quadratic interpolation in [12, Theorems 4.2 and 4.3]. Consequently, we can directly apply these superconvergence results into the decomposition above and get the following lemmas 2.7 and 2.8. Lemma 2.7. (Linear finite element) Let u ∈ H 3 (Ω) ∩ W 2,∞ (Ω) and uI ∈ D1 (Th ) be the solution of the model problem and its Lagrange linear finite element interpolation, respectively. Assume that Th satisfies Condition (ǫ, σ). Then the error bound X Z K0 ∇eI · ∇vdx T ∈Th T (23) β+1 2+σ . h3/2 (kuk3,Ω + ǫ) + hǫ(kuk2,Ω0,h + ǫ) + h 2 + h 2 |u|2,∞,Ω kvkE . P kuk2k,E . holds for all v ∈ D1 (Th ). Here kuk2k,Ω0,h := E∈T0,h
Lemma 2.8. (Quadratic finite element) Let u ∈ W 4,p (Ω) ∩ W 3,∞ (Ω) and uI ∈ D2 (Th ) be the solution of the model problem and its Lagrange quadratic finite element interpolation, respectively. (1) If the triangulation Th is uniform, then, for p, q ≥ 1 with p1 + 1q = 1, we have X Z K0 ∇eI · ∇vdx . h4−α |u|4,p,Ω |v|′2−α,q,Ω , v ∈ Sh,r . T ∈Th
Here |v|′2−α,q,Ω =
T
P
E∈Th
|v|q2−α,q,E
1q
and K0 is independent of T . The supercon-
vergence estimate can be obtained by taking α = 1. Especially, |v|′2−α,q,Ω = |v|1,Ω , when α = 1 and p = q = 2. Therefore, it holds X Z K0 ∇eI · ∇vdx . h3 |u|4,Ω kvkE , v ∈ D2 (Th ). (24) T ∈Th
T
(2) If the triangulation Th is strongly regular so that any two adjacent triangles form an O(h2 ) approximate parallelogram, then X Z K0 ∇eI · ∇vdx . h4−α |u|4,p,Ω |v|′2−α,q,Ω , v ∈ Sh,r . (25) T ∈Th
T
The superconvergence estimate can be obtained by taking α = 1. Especially, |v|′2−α,q,Ω = |v|1,Ω , when α = 1 and p = q = 2. Therefore, it holds X Z K0 ∇eI · ∇vdx . h3 |u|4,Ω kvkE , v ∈ D2 (Th ). (26) T ∈Th
T
(3) Assume that Th satisfies Condition (ǫ, σ). Then the error bound holds X Z K0 ∇eI · ∇vdx T ∈Th
. h
T
5/2
2
(kuk4,Ω0,h + ǫ) + h ǫ(kuk3,Ω + ǫ) + h
4+σ 2
+h
β+3 2
|u|3,∞,Ω kvkE .
(27)
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1413
Next, for s ≥ r + 1, by Cauchy-Schwarz inequality and the standard approximation theory, we have Z |T2 | = αeI vdx Ω Z X Z 1/2 (28) . (α1/2 eI )(α1/2 v)dx . hr+1 |u|r+1,Ω |αv 2 |dx . Ω
T ∈Th
T
Using the trace inequality and Cauchy-Schwarz inequality, we bound the term T3 12 K X 1 1 |e|β k∇eI k2e J0σ,β (v, v) 2 |T3 | ≤ ∗ σ e∈Γint 1 K X 1 1 β −1 2 2 σ,β ≤ |e| h k∇e k J0 (v, v) 2 I e E σ∗ (29) E∈Th 12 K X 1 1 |e|β h2r−1 kuk2r+1,E J0σ,β (v, v) 2 ≤ ∗ σ E∈Th
.h
r+ β−1 2
1
kukr+1,Ω J0σ,β (v, v) 2 .
Based on the definition of the broken energy norm k · kTh , and from Lemmas 2.7 and 2.8, (28)-(29), we derive the bound of |As (eI , v)| β−1 (30) |As (eI , v)| . Fh + hr+1 + hr+ 2 kvkE , where the term Fh has the following forms in the term T1 : (1) for piecewise linear finite element in D1 (Th ), Fh = h3/2 (kuk3,Ω + ǫ) + hǫ(kuk2,Ω0,h + ǫ) + h
2+σ 2
+h
β+1 2
|u|2,∞,Ω .
(2) for piecewise quadratic finite element in D2 (Th ), 3 h kuk4,Ω , if the triangulation Th is uniform or strongly regular, β+3 4+σ Fh = h5/2 (kuk4,Ω0,h + ǫ) + h2 ǫ(kuk3,Ω + ǫ) + h 2 + h 2 |u|3,∞,Ω , if T satisfies Condition (ǫ, σ).
(31)
(32)
h
Then from (17)-(18) and (19), we get the following superconvergence estimates for kuI − uh kE in different grids. Theorem 2.9. Let u ∈ H r+2 (Ω) ∩ W r+1,∞ (Ω) and uh ∈ Dr (Th ) be the solution of the model problem (1) and its discontinuous Galerkin finite element approximation in (6), respectively. uI is assumed to be an r-th order Lagrangian interpolation of u. If r = 1, and Th satisfies Condition (ǫ, σ), then kuI − uh kE β−1 . h max{h1/2 , ǫ, hσ/2 } + h2 + h1+ 2 (kuk3,Ω + kuk2,Ω + |u|2,∞,Ω ). If r = 2, and Th is uniform or strongly regular, then β−1 kuI − uh kE . h3 + h2+ 2 (kuk4,Ω + kuk3,Ω ).
(33)
(34)
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LUNJI SONG AND ZHIMIN ZHANG
If r = 2, and Th satisfies Condition (ǫ, σ), then β−1 kuI − uh kE . h2 max{h1/2 , ǫ, hσ/2 } + h3 + h2+ 2 (kuk4,Ω + kuk3,Ω + |u|3,∞,Ω ). (35) Remark 1. It is observed that Theorem 2.9 shows superconvergence results under the condition β > 1, which means the symmetric interior penalty method as an overpenalized one. In the case for general grids, most pairs of triangles form an approximate parallelogram although the entire grid is not strongly regular. Here the condition on ǫ is weakened, even not to require every two adjacent triangles form an O(h1+α ) parallelogram as discussed in [18, 24]. 3. Polynomial preserving gradient recovery. Following [19, 21], we introduce a gradient recovery operator Gh : Dr (Th ) → Sh,r × Sh,r , where Sh,r is a C 0 polynomial finite element space of degree r (r = 1 or 2) over the triangulation Th . For any r-th order element, all we need is to define Gh uh at each node zi of the triangulation Th : X X Cij = 0, Cij uh (zij ), Gh uh (zi ) = j
j
where Cij are coefficients of some finite difference schemes. In some special situations, we refer to [20] for the choices of Cij . It means that the recovered gradient at zi is a linear combination of some nearby nodal values of the discontinuous finite element solution. First, we present definition of the PPR for discontinuous approximations. Let z ∈ Nh be a mesh vertex and let Th,z denote a patch of mesh elements around z. Set pz ∈ Pr+1 be the polynomial that best fits discontinuous solutions uh at the mesh nodes in Th,z in the local discrete least-squares sense: X X |(uh − pz )(zi )|2 = min |(uh − p)(zi ))|2 . (36) zi ∈Nh ∩Th,z
p∈Pr+1 (Th,z )
zi ∈Nh ∩Th,z
We call pz the least-squares polynomial approximation (LSPA) of uh at z. Then it is well defined by (Gh uh )(z) , ∇pz (z). We denote by N (Th,z ) the number of mesh nodes in the patch Th,z . For an internal ) nodes required mesh vertex z and an order r, there are N (Th,z ) (≥ m := (r+2)(r+3) 2 in an element patch Th,z including the mesh vertex zi . To fit a polynomial of degree r + 1, in the least-squares sense, we select nodes distributed around z on the circle Bh (z) = {x ∈ Th : |x − z| ≤ h}. If the number of nodes (including z) is less than m, we search further and select nodes in a larger circular domain B2h (z), repeating this process until more than or identical to m nodes are found. Then the patch Th,z is well defined and must have at least m nodes distributed around z in a way that leads to a unique pz . Next, to define Th,z at a boundary mesh vertex z, we set Th,z , Th,z0 ∪ Lz,n0 ,
(37)
where z0 is the closest internal vertex to z and Lz,n0 is the union of mesh elements in the first n0 ∈ Z+ layers around z including the internal mesh vertex z0 . This definition ensures the uniqueness of pz as shown in Lemma 3.6 of [13].
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1415
Let hz be the length of the longest edge attached to z. Taking the local coordinates (x, y) with z as the origin, the fitting polynomial is pr+1 (x, y; z) = PT a = (1, x, y, · · · , xr+1 , xr y, xr−1 y 2 , · · · , y r+1 )a with aT = (a1 , a2 , · · · , am ). With a scaling augment by h = hi , setting ˆ T = (1, ξ, η, · · · , ξ r+1 , ξ r η, ξ r−1 η 2 , · · · , η r+1 ), P the fitting polynomial becomes ˆTa ˆ, pˆr+1 (ξ, η) = P ˆT = (a1 , ha2 , ha3 , · · · , hk+1 am ). The coefficient vector a ˆ is determined by where a the linear system AT Aˆ a = AT b,
(38)
where bT = (uh (zi1 ), uh (zi2 ), · · · , uh (zin )) and
A=
1 1 .. .
ξ1 ξ2 .. .
η1 η2 .. .
··· ··· .. .
η1r+1 η2r+1 .. .
1
ξn
ηn
···
ηnr+1
.
The uniqueness condition for the linear system (38) is Rank(A) = m, so it holds when n ≤ m and grid points are reasonably distributed. In order to demonstrate the difference between the present DG PPR and the classical PPR method, we shall discuss two examples in detail on uniform meshes. Example 1. Linear element on uniform triangular mesh. First, we consider the regular pattern in Figure 1. We fit a quadratic polynomial in (ξ, η) coordinates pˆ2 (ξ, η) = (1, ξ, η, ξ 2 , ξη, η 2 )(ˆ a1 , · · · , a ˆ6 )T in the least-squares with respect to the 18 nodal values ξ = (0, 0, 0, 0, 0, 0, 1, 1, 0, 0, −1, −1, −1, −1, 0, 0, 1, 1)T , η = (0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, −1, −1, −1, −1)T . Denote e = (1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1)T and set A = (e, ξ, η, ξ 2 , ξη, η 2 ) 2 T with ξ 2 = (ξ12 , ξ22 , · · · , ξ18 ) , and ξη, η 2 defined accordingly. By direct calculation, ˆ from the formulation (38). For simplicity, we let bT = (u1 , u2 , · · · , u18 ) we get a ˆ = instead of using the discontinuous finite element solution uh . Notice that a
1416
LUNJI SONG AND ZHIMIN ZHANG
(a1 , ha2 , ha3 , h2 a4 , h2 a5 , h2 a6 ), then we get p2 (x, y; z) = + + + +
+
1 (u1 + u2 + u3 + u4 + u5 + u6 ) 6
1 [2(u7 + u8 ) + u9 + u10 − u11 − u12 − 2(u13 + u14 ) − u15 − u16 + u17 + u18 ]x 12h 1 [u7 + u8 + 2(u9 + u10 ) + u11 + u12 − u13 − u14 − 2(u15 + u16 ) − u17 − u18 ]y 12h 1 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + 3(u7 + u8 + u13 + u14 )]x2 12h2 1 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) 12h2 + 3(u7 + u8 + u9 + u10 − u11 − u12 + u13 + u14 + u15 + u16 − u17 − u18 )]xy 1 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + u9 + u10 + u15 + u16 ]y 2 . 12h2
It is observed that ∂p2 (x, y; z) ∂x 1 = [2(u7 + u8 ) + u9 + u10 − u11 − u12 − 2(u13 + u14 ) − u15 − u16 + u17 + u18 ] 12h 1 + 2 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + 3(u7 + u8 + u13 + u14 )]x 6h 1 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + 12h2 + 3(u7 + u8 + u9 + u10 − u11 − u12 + u13 + u14 + u15 + u16 − u17 − u18 )]y; and ∂p2 (x, y; z) ∂y 1 = [u7 + u8 + 2(u9 + u10 ) + u11 + u12 − u13 − u14 − 2(u15 + u16 ) − u17 − u18 ] 12h 1 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + 12h2 + 3(u7 + u8 + u9 + u10 − u11 − u12 + u13 + u14 + u15 + u16 − u17 − u18 )]x 1 + 2 [−2(u1 + u2 + u3 + u4 + u5 + u6 ) + u9 + u10 + u15 + u16 ]y; 6h ∂p2 2 It is straightforward to verify that the recovered gradients ∂p ∂x and ∂y have a second order approximation to ∇u by the Taylor expansion. Comparing to the polynomial and derivatives of p2 in [19], the corresponding results above means an average representation for discontinuous solutions at the same node. In other words, when numerical solution uh is discontinuous, under the regular pattern, the least-squares fitting polynomial is constructed by the average of numerical solutions at a vertex, which means smoothness of the discontinuous solutions. Choosing (x, y) = (0, 0), we obtain the recovered gradient at a vertex (see Figure 1):
Gh uh = 1 2(u7 + u8 ) + u9 + u10 − u11 − u12 − 2(u13 + u14 ) − u15 − u16 + u17 + u18 . u7 + u8 + 2(u9 + u10 ) + u11 + u12 − u13 − u14 − 2(u15 + u16 ) − u17 − u18 12h (39)
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
[-1 1]
[1 2]
[-1 1]
[-1 1]
[-2 -1]
[0 0] [0 0]
[0 1]
b
[0 0] [0 0]
[-1 0]
[2 1] [2 1]
[-1 0]
[0 0]
[-1 -2]
[0 0] [0 0] [0 0]
[1 -1]
[-1 -2]
[-1 -1]
Figure 1. Recovery weights for DG solutions in regular mesh: Denominator 12h.
[0 0] [0 0]
[1 0] [1 0]
[0 0] [1 -1]
[0 -1]
[0 -1]
[1 -1]
Figure 2. Recovery weights for DG solutions in union Jack mesh: Denominator 12h.
[0 14]
[-14 3] [-14 3]
b
[0 0]
[-1 -1]
[1 -1]
[1 1] [1 1]
[0 0]
[0 0] [-2 -1]
[0 1]
[-1 1]
[1 2]
1417
[0 -2]
[0 -2]
[0 14]
[0 -2] [14 3] b
[0 -2]
[0 -2]
[0 -2]
[0 -8]
[0 -8]
[0 -3] [0 -3]
[14 3]
[0 -3] [0 -3]
Figure 3. Recovery weights for DG solutions in chevron mesh: Denominator 56h.
Figure 1 shows the weights at the vertex, where each vertex is shared at least by two elements, excerpt for the central vertex shared by six elements. By linear interpolation and computation of Gh uh in (39) at each vertex, we are able to form a recovered gradient field from numerical solutions. Then we have two means to get the recovered gradient: one is to directly use (39), the other one is to smoothen numerical solution by averaging technique first, and then use the formulae of the recovered gradient given in [19]. For a linear finite element under the Union Jack pattern, following the analogous procedure as the above, we set the 18 nodal values ξ = (0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, −1, −1, −1, −1, −1, −1, 0, 0, 1, 1)T , η = (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 0, 0, −1, −1, −1, −1, −1, −1)T . Then an analogous method has been used to get the recovered gradient Gh uh at a vertex located at the center of a union Jack patch (see Figure 2): 1 u9 + u10 + u11 + u12 − u15 − u16 − u17 − u18 − u19 − u20 + u23 + u24 . u11 + u12 + u13 + u14 + u15 + u16 − u19 − u20 − u21 − u22 − u23 − u24 12h
1418
LUNJI SONG AND ZHIMIN ZHANG
For the chevron pattern, following the analogous procedure as the above, we set the 18 nodal values ξ = (0, 0, 0, 0, 0, 0, 1, 1, 0, 0, −1, −1, −1, −1, 0, 0, 1, 1)T , η = (0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, −1, −1, −1, −1, −1, −1)T . Then, we are able to get the weights of recovered gradient Gh uh at a vertex located at the center of a chevron patch (see Figure 3). We remark here that if a patch has symmetric elements, then at the same node, the function values have the same weights as indicated in Figures 1-3. Especially, if an origin of a patch is coincide with its centroid, then at any node, its function values share the same weights and the average of the function values at the node has the same weights as conforming finite element solutions shared at this node (see Figures 1-2). Example 2. Quadratic element on uniform triangular mesh. We need to fit a cubic polynomial pˆ3 (ξ, η) = (1, ξ, η, ξ 2 , ξη, η 2 , ξ 3 , ξ 2 η, ξη 2 , η 3 )(ˆ a1 , · · · , a ˆ10 )T , with respect to function values at 36 nodes, which include 18 vertices and 18 edge centers. Following the analogous procedure as in Example 1, we derive the recovered gradient at the vertex (i.e., the center of the mesh patch). Under the regular pattern, it is derived that ∂p2 (x, y; z) ∂x 1 − 10(u7 + u8 ) − 5(u9 + u10 ) + 5(u11 + u12 ) + 10(u13 + u14 ) = 96h + 5(u15 + u16 ) − 5(u17 + u18 ) + 38(u19 + u20 ) + 19(u21 + u22 ) − 19(u23 + u24 ) − 38(u25 + u26 ) − 19(u27 + u28 ) + 19(u29 + u30 ) + 14(u31 − u32 ) − 14(u34 − u36 ) ;
and ∂p2 (x, y; z) ∂y 1 − 5(u7 + u8 ) − 10(u9 + u10 ) − 5(u11 + u12 ) + 5(u13 + u14 ) = 96h + 10(u15 + u16 ) + 5(u17 + u18 ) + 19(u19 + u20 ) + 38(u21 + u22 ) + 19(u23 + u24 ) − 19(u25 + u26 ) − 38(u27 + u28 ) − 19(u29 + u30 ) + 14(u31 + u32 ) − 14(u34 + u35 ) .
Under the chevron pattern, it is derived that ∂p2 (x, y; z) ∂x 1 3(u7 + u8 ) − 3(u11 + u12 ) + 279(u13 + u14 ) − 279(u17 + u18 ) = 3054h + 729(u19 + u20 ) − 729(u23 + u24 ) − 749(u25 + u26 ) + 749(u29 + u30 ) + 528(u31 − u32 ) − 43(u33 − u36 ) − 588(u34 − u35 ) ;
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
Figure 4. Gradient recovery on x in regular mesh: Denominator 96h.
1419
Figure 5. Gradient recovery on x in chevron mesh: Denominator 3054h.
and ∂p2 (x, y; z) ∂y 1 259 69 = (u1 + u2 + u3 + u4 + u5 + u6 ) + (u7 + u8 + u11 + u12 ) h 5962 4406 149 163 107 − (u9 + u10 ) + (u13 + u14 + u17 + u18 ) − (u15 + u16 ) 3369 1886 2600 2348 634 2348 639 + (u19 + u20 ) + (u21 + u22 ) + (u23 + u24 ) − (u25 + u26 ) 64335 2363 64335 3014 1058 639 1943 485 − (u27 + u28 ) − (u29 + u30 ) + (u31 + u32 ) − (u33 + u36 ) 4713 3014 8031 2778 203 (u34 + u35 ) . − 21925 For simplicity, we shall skip the details and only show the first components of the weights, which means specified finite difference schemes for the x-derivatives from our recovery procedure. Under the regular pattern, Figure 4 shows the first components of the weights at the central vertex on uniform mesh, while Figure 5 shows the counterpart on chevron mesh. The PPR generates finite difference formulas for first order partial derivatives. By the Taylor expansion, the formulas generally have an (r + 1)-order accuracy, as well as the (r + 2)-order accuracy attained at a mesh symmetry center of involved nodes in a uniform grid with r being an even number. Especially, these formulas recover the exact derivatives of polynomials in Pr+1 (Ω). 4. Superconvergence of the PPR and its error estimator. As mentioned before in many works, the following property holds analogously as in [19]. Polynomial preserving: Gh (pI ) = ∇p,
∀ p ∈ Pr+1 (Ω).
This fact is proved in [19]. Consequently, by Bramble-Hilbert Lemma, it has the approximating property k∇u − Gh (uI )k . hr+1 kukr+2,Ω,
∀ u ∈ H r+2 (Ω).
(40)
1420
LUNJI SONG AND ZHIMIN ZHANG
The reader can be referred to [9] for more details. Due to the appearance of discontinuity on function values, we cannot directly use the boundedness of the recovery operator Gh like continuous finite element solutions. We need the following boundedness assumption on Gh : When there are no two adjacent angles on an element patch adding up to exceed π, it is assumed that kGh vk . kvkE ,
∀ v ∈ Dr (Th ).
(41)
Then the estimate (40) gives k∇u − Gh (uh )k ≤ k∇u − Gh (uI )k + kGh (uI ) − Gh (uh )k . hr+1 kukr+2,Ω + kuI − uh kE , which infers the following main theorem from Theorem 2.9. Theorem 4.1. Assume that β > 1. Let u ∈ H r+2 (Ω) ∩ W r+1,∞ (Ω) (r ≥ 1) and uh ∈ Dr (Th ) be the solution of the model problem (1) and its discontinuous Galerkin finite element approximation in (6), respectively. We have the following results: If r = 1, and Th satisfies Condition (ǫ, σ), then k∇u − Gh uh k β−1 . h max{h1/2 , ǫ, hσ/2 } + h2 + h1+ 2 (kuk3,Ω + kuk2,Ω + |u|2,∞,Ω ).
If r = 2, and Th is uniform or strongly regular, then β−1 k∇u − Gh uh k . h3 + h2+ 2 (kuk4,Ω + kuk3,Ω ). If r = 2, and Th satisfies Condition (ǫ, σ), then
k∇u − Gh uh k β−1 . h2 max{h1/2 , ǫ, hσ/2 } + h3 + h2+ 2 (kuk4,Ω + kuk3,Ω + |u|3,∞,Ω ). Consequently, it is now straightforward to prove asymptotic exactness of an error estimator based on the recovery operator Gh . We naturally define a global error estimator by Θh := kGh uh − ∇uh kL2 (Ω) .
(42) α
And without loss of generality, the small quantity ǫ is assumed to be of O(h ) with α > 0. Then we get the following result parallel to Theorem 5.1 in [24]. Theorem 4.2. Under the assumptions of Theorem 4.1, and if there exists a constant C(u) > 0 such that k∇(u − uh )k ≥ C(u)hr ,
r = 1, 2.
(43)
n1 σ β − 1o . , , α, 2 2 2
(44)
Then it holds
Θh − 1 . hρ , k∇(u − uh )k
ρ = min
Proof. Applying Theorem 4.1 and (43) results in k∇u − G u k hr+ρ (kukr+2,Ω + |u|r+1,∞,Ω ) Θh h h . hρ , − 1 ≤ ≤ k∇(u − uh )k k∇(u − uh )k C(u)hr
where r = 1, 2.
(45)
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1421
1
0.8
0.6
0.4
0.2
0 0
0.2
Figure 6.
0.4
0.6
0.8
1
The regular pattern.
Remark 2. It is observed that the error estimator (42) based on the gradient recovery operator Gh is asymptotically exact under the triangulation Th satisfying uniform, strongly regular, or Condition (ǫ, σ). Especially, Condition (ǫ, σ) is not restrictive in many cases. When some mildly structured grids are produced by any automatic mesh generators, they often satisfy this condition. 5. Numerical results. In this section we give the following cases with exact solutions to check the supconvergence of the OPSIPG method with the PPR technique for solving linear elliptic equations. Let Ω = [0, 1]2 , ∂Ω = ΓD and the variant coefficient α = 0. Assume that K is an identity matrice, and the problem has the following exact solution: Case1. u(x, y) = x(1 − x)y(1 − y); Case2. u(x, y) = 2sin(πx)sin(πy). The source term function f and the (homogenous) boundary condition are given by the exact solution. The relative L2 -norm and H 1 -seminorm errors are given by keh k =
ku − uh k , kuk
k∇eh k =
k∇u − ∇uh k . k∇uk
An inner domain Ωin = [0.1, 0.9]2 has been chosen for the following computation. Under the regular pattern (see Figure 6 for the mesh used), Figures 8-9 compare the performance of the gradient recovery method implemented on the interior penalty discontinuous Galerkin method and the direct results from the interior penalty discontinuous Galerkin method. One may observe second-order convergent rates of the recovered gradient against approximately first-order convergent rates for the DG method without the use of the recovery technique. When the size of each patch is expanded to 4h, Figures 10-11 show their superconvergence rates are preserved. Under the chevron pattern (see Figure 7 for the mesh used), the recovery method for Case 1 performs well with a 2.03rd order convergent rate in the inner region as in Figure 12, while it also provides a superconvergent recovery of order 2.1 in the inner region in Figure 13 for Case 2. If the size of each patch is enlarged to 4h, one can observe that they even have superconvergence property with order 2 in Figures 14-15. The numerical experiments demonstrated that the PPR-recovered gradient enjoys superconvergence.
1422
LUNJI SONG AND ZHIMIN ZHANG
1
0.8
0.6
0.4
0.2
0 0
0.2
Figure 7.
0.4
0.6
0.8
1
The chevron pattern.
0
0
10
10
||Ghuh−∇ u||/||∇ u||
||G u −∇ u||/||∇ u||
||∇ u −∇ u||/||∇ u||
||∇ u −∇ u||/||∇ u||
Slope=1 Slope=1.96
Slope=1 Slope=1.85
h h
h
h
−1
10
−1
H error norm
H1 error norm
10
−2
1
10
−2
10 −3
10
−4
10
−3
−2
10
−1
0
10 mesh size (h)
10
10
−2
10
Figure 8.
−1
0
10 mesh size (h)
10
Figure 9.
Linear element under the regular pattern for Case 1, Gradient Recovery Vs. the original H 1 seminorm errors.
Linear element under the regular pattern for Case 2, Gradient Recovery Vs. the original H 1 seminorm errors.
0
0
10
10
||Ghuh−∇ u||/||∇ u||
||Ghuh−∇ u||/||∇ u||
||∇ uh−∇ u||/||∇ u||
||∇ uh−∇ u||/||∇ u||
Slope=1 Slope=1.74
Slope=1 Slope=1.96 −1
10
−1
H1 error norm
H error norm
10
−2
1
10
−2
10 −3
10
−4
10
−3
−2
10
−1
10 mesh size (h)
Figure 10.
Linear element under the regular pattern with a larger patch of diameter 4h for Case 1, Gradient Recovery Vs. the original H 1 seminorm errors.
0
10
10
−2
10
−1
10 mesh size (h)
Figure 11.
Linear element under the regular pattern with a larger patch of diameter 4h for Case 2, Gradient Recovery Vs. the original H 1 seminorm errors.
0
10
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1423
0
0
10
10
||Ghuh−∇ u||/||∇ u||
||Ghuh−∇ u||/||∇ u||
||∇ u −∇ u||/||∇ u||
||∇ u −∇ u||/||∇ u||
Slope=1 Slope=2.03
Slope=1 Slope=2.1
h
h
−1
10
−1
H error norm
H1 error norm
10
−2
1
10
−2
10 −3
10
−3
−4
10
−2
10
−1
10
0
10 mesh size (h)
−2
10
10
Figure 12.
−1
0
10 mesh size (h)
10
Figure 13.
Linear element under the chevron pattern for Case 1, Gradient Recovery Vs. the original H 1 seminorm errors.
Linear element under the chevron pattern3 for Case 2, Gradient Recovery Vs. the original H 1 seminorm errors.
0
0
10
10
||G u −∇ u||/||∇ u||
||G u −∇ u||/||∇ u||
||∇ uh−∇ u||/||∇ u||
||∇ uh−∇ u||/||∇ u||
Slope=1 Slope=2.15
Slope=1 Slope=2.1
h h
h h
−1
10
−1
H error norm
H error norm
10
−2
1
1
10
−2
10 −3
10
−4
10
−3
−2
10
−1
10 mesh size (h)
Figure 14.
Linear element under the chevron pattern with a larger patch of diameter 4h for Case 1, Gradient Recovery Vs. the original H 1 seminorm errors.
0
10
10
−2
10
−1
10 mesh size (h)
0
10
Figure 15.
Linear element under the chevron pattern with a larger patch of diameter 4h for Case 2, Gradient Recovery Vs. the original H 1 seminorm errors.
For the quadratic element under the regular pattern, Figures 16-17 illustrate the superconvergence of the PPR in Cases 1 and 2, respectively. Analogously, the PPR for the quadratic element under the chevron pattern is superconvergent for the first two Cases in Figures 18-19. The gradient recovery seems better for the regular pattern than for the chevron pattern. Case 3. Our last example is to solve a problem with singularity in the L-shaped domain Ω = (0, 1)2 \[1/2, 1)2 with K = I2×2 . Under a polar coordinate system (r, θ) with the origin ( 12 , 21 ), the exact solution is 2θ − π 2 π , ≤ θ ≤ 2π, u(r) = r 3 sin 3 2 and the Dirichlet boundary condition is imposed. Note that the solution in Case 3 has a corner singularity at the node (1/2, 1/2) with the reentrant corner of the interior angle 3π 2 . Therefore, the solution has the 5 regularity u ∈ H 3 −τ (Ω), where τ is any positive number. In order to recover the
1424
LUNJI SONG AND ZHIMIN ZHANG
0
0
10
10
||Ghuh−∇ u||/||∇ u||
||Ghuh−∇ u||/||∇ u||
||∇ uh−∇ u||/||∇ u||
||∇ u −∇ u||/||∇ u|| h
Slope=2.05 Slope=4.40
−1
10
10
−2
−2
10 H1 error norm
H1 error norm
10
−3
−3
10
10
−4
−4
10
10
−5
−5
10
10
−6
10
Slope=2 Slope=3.87
−1
−6
−2
−1
10
10
0
10 mesh size (h)
10
−2
−1
10
10 mesh size (h)
Figure 16.
Quadratic element under the regular pattern for Case 1, Gradient Recovery Vs. the original H 1 seminorm er-
Figure 17.
rors.
rors.
0
10
Quadratic element under the regular pattern for Case 2, Gradient Recovery Vs. the original H 1 seminorm er-
0
0
10
10
||G u −∇ u||/||∇ u||
||Ghuh−∇ u||/||∇ u||
h h
||∇ uh−∇ u||/||∇ u||
−1
10
||∇ uh−∇ u||/||∇ u||
−1
Slope=2.10 Slope=3.52
10
Slope=2.15 Slope= 3.09
−2 −2
10
H1 error norm
H error norm
10
−3
1
10
−3
10
−4
10
−4
10
−5
10
−5
−6
10
−2
−1
10
0
10 mesh size (h)
10
10
−2
−1
10
10 mesh size (h)
Figure 18.
Quadratic element under the chevron pattern for Case 1, Gradient Recovery Vs. the original H 1 seminorm er-
Figure 19.
rors.
rors.
0
10
Quadratic element under the chevron pattern for Case 2, Gradient Recovery Vs. the original H 1 seminorm er-
convergent rate obtained with the polynomial degrees, we need to locally refine the mesh around the origin. Locally refined meshes from a distmesh programme in [15] have been considered. The domain is decomposed into two parts: one is the interior subdomain Ωa := [0.08, 0.92] × [0.08, 0.42] ∪ [0.08, 0.42] × [0.42, 0.92], and the other one is the boundary layer Ωb = Ω\Ωa with a width of 0.08. For the penalty term, 1 we use superpenalization, and choose β = 3 and σe = 19 on every edge. By the gradient recovery method based on a locally refined mesh in Figure 20, we define by the ratio kΘh kL2 (Ωa ) − 1 ≈ O(N σ ). k∇u − ∇uh kL2 (Ωa ) It is observed in Figure 21 that k∇u − Gh uh kL2 (Ωa ) is superconvergent with order O(N −1.46 ), and the term kGh uh − ∇uh kL2 (Ωa ) /k∇u − ∇uh kL2 (Ωa ) approaches 1 at the rate of O(N −2.19 ) in the interior subdomain. Due to the regularity of the exact
POLYNOMIAL PRESERVING RECOVERY OF AN OPSIPG
1425
0
10
Gradient recovery 1
Origin H error Ratio
1
Slope:=−2.19 −1
0.8
10
Slope:=−0.68
Error
0.6 −2
10
0.4
−3
0.2
10
Slope:=−1.46
0 −4
10
0
0.2
0.4
0.6
0.8
1
2
3
10
4
10
5
10
10
Degrees of freedom
Figure 20.
Figure
Linear element for a locally refined mesh used in Case 3.
element, k∇u − k∇u
21.
Linear absolute errors Gh uh kL2 (Ω ) , a
−
∇uh kL2 (Ω ) and a ratio Vs. N (the total number of degrees of freedom) for Case 3.
solution, we also find the errors in the energy norm on the discontinuous Galerkin solutions is up to order O(N −2/3 ). It is observed that the polynomial preserving recovery technique for the OPSIPG method produces a superconvergent recovered gradient. In summary, based on the OPSIPG method, the PPR produces superconvergent results for linear element under the regular pattern and under the chevron pattern; while for quadratic element, the PPR is superconvergent under both the regular and the chevron patterns. REFERENCES [1] M. Ainsworth and J. T. Oden, A Posteriori Error Estimation in Finite Element Analysis, Wiley Interscience, New York, 2000. [2] D. N. Arnold, An interior penalty finite element method with discontinuous elements, SIAM J. Numer. Anal., 19 (1982), 742–760. [3] I. Babuˇska and W. C. Rheinboldt, A-Posteriori Error Estimates for the Finite Element Method, Internat. J. Numer. Methods Engrg., 12 (1978), 1597–1615. [4] I. Babuˇska and T. Strouboulis, The Finite Element Method and Its Reliability, Oxford University Press, London, 2001. [5] R. E. Bank and A. Weiser, Some a posteriori error estimators for elliptic partial differential equations, Math. Comp., 44 (1985), 283–301. [6] C. Brenner, L. Owens and L.-Y. Sung, A weakly over-penalized symmetric interior penalty method, Electron. Trans. Numer. Anal., 30 (2008), 107–127. [7] S. C. Brenner, T. Gudi and L.-Y. Sung, A posteriori error control for a weakly over-penalized symmetric interior penalty method, J. Sci. Comput., 40 (2009), 37–50. [8] E. Burman and A. Ern, Continuous interior penalty hp-finite element methods for advection and advection-diffusion equations, Math. Comp., 76 (2007), 1119–1140. [9] P. G. Ciarlet, Basic error estimates for elliptic problems, in Handbook of Numerical Analysis, Vol. II (eds. P.G. Ciarlet and J.L. Lions), North-Holland, Amsterdam, (1991), 17–351. [10] Y. Epshteyn and B. Rivi` ere, Estimation of penalty parameters for symmetric interior penalty Galerkin methods, J. Comput. Appl. Math., 206 (2007), 843–872. [11] P. Grisvard, Elliptic Problems in Nonsmooth Domains, Monogr. Stud. Math. 24, Pitman (Advanced Publishing Program), Boston, MA, 1985. [12] Y. Huang and J. Xu, Superconvergence of quadratic finite elements on mildly structured grids, Math. Comp., 77 (2008), 1253–1268.
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Received February 2014; revised January 2015. E-mail address:
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