Layer-adapted meshes for convection-diffusion problems

This is a book on numerical methods for singular perturbation problems - in particular stationary convection-dominated convection-diffusion problems. More precisely it is devoted to the construction and analysis of layer-adapted meshes underlying these numerical methods. An early important contribution towards the optimization of numerical methods by means of special meshes was made by N.S. Bakhvalov in 1969. His paper spawned a lively discussion in the literature with a number of further meshes being proposed and applied to various singular perturbation problems. However, in the mid 1980s this development stalled, but was enlivend again by G.I. Shishkin's proposal of piecewise- equidistant meshes in the early 1990s. Because of their very simple structure they are often much easier to analyse than other meshes, although they give numerical approximations that are inferior to solutions on competing meshes. Shishkin meshes for numerous problems and numerical methods have been studied since and they are still very much in vogue. With this contribution we try to counter this development and lay the emphasis on more general meshes that - apart from performing better than piecewise-uniform meshes - provide a much deeper insight in the course of their analysis. In this monograph a classification and a survey are given of layer-adapted meshes for convection-diffusion problems. It tries to give a comprehensive review of state-of-the art techniques used in the convergence analysis for various numerical methods: finite differences, finite elements and finite volumes. While for finite difference schemes applied to one-dimensional problems a rather complete convergence theory for arbitrary meshes is developed, the theory is more fragmentary for other methods and problems and still requires the restriction to certain classes of meshes

Optimal Control Problems with Singularly Perturbed Differential Equations as Side Constraints: Analysis and Numerics

It is well-known that the solution of a so-called singularly perturbed differential equation exhibits layers. These are small regions in the domain where the solution changes drastically. These layers deteriorate the convergence of standard numerical algorithms, such as the finite element method on a uniform mesh. In the past many approaches were developed to overcome this difficulty. In this context it was very helpful to understand the structure of the solution - especially to know where the layers can occur. Therefore, we have a lot of analysis in the literature concerning the properties of solutions of such problems. Nevertheless, this field is far from being understood conclusively. More recently, there is an increasing interest in the numerics of optimal control problems subject to a singularly perturbed convection-diffusion equation and box constraints for the control. However, it is not much known about the solutions of such optimal control problems. The proposed solution methods are based on the experience one has from scalar singularly perturbed differential equations, but so far, the analysis presented does not use the structure of the solution and in fact, the provided bounds are rather meaningless for solutions which exhibit boundary layers, since these bounds scale like epsilon^(-1.5) as epsilon converges to 0. In this thesis we strive to prove bounds for the solution and its derivatives of the optimal control problem. These bounds show that there is an additional layer that is weaker than the layers one expects knowing the results for scalar differential equation problems, but that weak layer deteriorates the convergence of the proposed methods. In Chapter 1 and 2 we discuss the optimal control problem for the one-dimensional case. We consider the case without control constraints and the case with control constraints separately. For the case without control constraints we develop a method to prove bounds for arbitrary derivatives of the solution, given the data is smooth enough. For the latter case we prove bounds for the derivatives up to the second order. Subsequently, we discuss several discretization methods. In this context we use special Shishkin meshes. These meshes are piecewise equidistant, but have a very fine subdivision in the region of the layers. Additionally, we consider different ways of discretizing the control constraints. The first one enforces the compliance of the constraints everywhere and the other one enforces it only in the mesh nodes. For each proposed algorithm we prove convergence estimates that are independent of the parameter epsilon. Hence, they are meaningful even for small values of epsilon. As a next step we turn to the two-dimensional case. To be able to adapt the proofs of Chapter 2 to this case we require bounds for the solution of the scalar differential equation problem for a right hand side f only in W^(1,infty). Although, a lot of results for this problem can be found in the literature but we can not apply any of them, because they require a smooth right hand side f in C^(2,alpha) for some alpha in (0,1). Therefore, we dedicate Chapter 3 to the analysis of the scalar differential equations problem only using a right hand side f that is not very smooth. In Chapter 4 we strive to prove bounds for the solution of the optimal control problem in the two dimensional case. The analysis for this problem is not complete. Especially, the characteristic layers induce subproblems that are not understood completely. Hence, we can not prove sharp bounds for all terms in the solution decomposition we construct. Nevertheless, we propose a solution method. Numerical results indicate an epsilon-independent convergence for the considered examples - although we are not able to prove this

Singularly perturbed boundary value problems with two parameters on various meshes

U tezi se istražuje uniformna konvergencija Galerkinovog postupka konačnih elemenata na mrežama različitog tipa za dvoparametarske singularno perturbovane probleme. Uvedene su slojno-adaptivne mreže za probleme konvekcije-reakcije-difuzije:  Bahvalovljeva, Duran-Šiškinova i Duranova za jednodimenzionalni i Duran-Šiškinova i Duranova mreža za dvodimenzionalni problem. Za pomenute probleme na svim ovim mrežama analizirane su greške interpolacije, diskretizacije i greška u energetskoj normi i dokazana je uniformna konvergencija Galerkinovog postupka konačnih elemenata. Sva teorijska tvrđenja su potvrđena numeričkim eksperimentima.  The thesis explores the uniform convergence for Galerkin nite element method on various meshes for two parameter singularly perturbed problems. Layer-adapted meshes are introduced for convection-reaction-diusion problems: Bakhvalov, Duran-Shishkin and Duran meshes for a one dimensional and Duran-Shishkin and Duran meshes for a two dimensional problem. We analyze the errors of interpolation, discretization and error in the energy norm and prove the parameter uniform convergence for Galerkin nite element method on mentioned meshes. Numerical experiments support theoretical ndings.