381 research outputs found

    The DPG-star method

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    This article introduces the DPG-star (from now on, denoted DPG∗^*) finite element method. It is a method that is in some sense dual to the discontinuous Petrov-Galerkin (DPG) method. The DPG methodology can be viewed as a means to solve an overdetermined discretization of a boundary value problem. In the same vein, the DPG∗^* methodology is a means to solve an underdetermined discretization. These two viewpoints are developed by embedding the same operator equation into two different saddle-point problems. The analyses of the two problems have many common elements. Comparison to other methods in the literature round out the newly garnered perspective. Notably, DPG∗^* and DPG methods can be seen as generalizations of LL∗\mathcal{L}\mathcal{L}^\ast and least-squares methods, respectively. A priori error analysis and a posteriori error control for the DPG∗^* method are considered in detail. Reports of several numerical experiments are provided which demonstrate the essential features of the new method. A notable difference between the results from the DPG∗^* and DPG analyses is that the convergence rates of the former are limited by the regularity of an extraneous Lagrange multiplier variable

    Adaptive FEM for parameter-errors in elliptic linear-quadratic parameter estimation problems

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    We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a posteriori error estimator is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error

    Self-Adaptive Methods for PDE

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