Error estimates for stabilized finite element methods applied to ill-posed problems

We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013, valid in the case of ill-posed problems for which only weak continuous dependence can be assumed. A priori and a posteriori error estimates are obtained without assuming coercivity or inf-sup stability of the continuous problem. A numerical example illustrates the theory.Comment: The theoretical part is submitted to Comptes Rendus Mathematiques and the numerical example is taken from the reference mentioned in the abstrac

Stabilised finite element methods for ill-posed problems with conditional stability

In this paper we discuss the adjoint stabilised finite element method introduced in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive and ill-posed problems. Part I: elliptic equations, SIAM Journal on Scientific Computing, and how it may be used for the computation of solutions to problems for which the standard stability theory given by the Lax-Milgram Lemma or the Babuska-Brezzi Theorem fails. We pay particular attention to ill-posed problems that have some conditional stability property and prove (conditional) error estimates in an abstract framework. As a model problem we consider the elliptic Cauchy problem and provide a complete numerical analysis for this case. Some numerical examples are given to illustrate the theory.Comment: Accepted in the proceedings from the EPSRC Durham Symposium Building Bridges: Connections and Challenges in Modern Approaches to Numerical Partial Differential Equation

Robust error estimates in weak norms for advection dominated transport problems with rough data

We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial variation, which is responsible for advective transport and a fine scale with small amplitude that contributes to the mixing. For this problem we consider the estimation of filtered error quantities for solutions computed using a finite element method with symmetric stabilization. A posteriori error estimates and a priori error estimates are derived using the multiscale decomposition of the advective velocity to improve stability. All estimates are independent both of the P\'eclet number and of the regularity of the exact solution

Implicit-explicit Runge–Kutta schemes and finite elements with symmetric stabilization for advection-diffusion equations

We analyze a two-stage implicit-explicit Runge–Kutta scheme for time discretization of advection-diffusion equations. Space discretization uses continuous, piecewise affine finite elements with interelement gradient jump penalty; discontinuous Galerkin methods can be considered as well. The advective and stabilization operators are treated explicitly, whereas the diffusion operator is treated implicitly. Our analysis hinges on L 2 -energy estimates on discrete functions in physical space. Our main results are stability and quasi-optimal error estimates for smooth solutions under a standard hyperbolic CFL restriction on the time step, both in the advection-dominated and in the diffusion-dominated regimes. The theory is illustrated by numerical examples

Primal dual mixed finite element methods for indefinite advection--diffusion equations

We consider primal-dual mixed finite element methods for the advection--diffusion equation. For the primal variable we use standard continuous finite element space and for the flux we use the Raviart-Thomas space. We prove optimal a priori error estimates in the energy- and the $L^2$-norms for the primal variable in the low Peclet regime. In the high Peclet regime we also prove optimal error estimates for the primal variable in the $H(div)$ norm for smooth solutions. Numerically we observe that the method eliminates the spurious oscillations close to interior layers that pollute the solution of the standard Galerkin method when the local Peclet number is high. This method, however, does produce spurious solutions when outflow boundary layer presents. In the last section we propose two simple strategies to remove such numerical artefacts caused by the outflow boundary layer and validate them numerically.Comment: 25 pages, 6 figures, 5 table

Stabilized nonconforming finite element methods for data assimilation in incompressible flows

We consider a stabilized nonconforming finite element method for data assimilation in incompressible flow subject to the Stokes' equations. The method uses a primal dual structure that allows for the inclusion of nonstandard data. Error estimates are obtained that are optimal compared to the conditional stability of the ill-posed data assimilation problem

A stabilized finite element method for inverse problems subject to the convection-diffusion equation. I: diffusion-dominated regime

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit dependence on the P\'eclet number. A stabilized finite element method is then proposed and analysed. An upper bound on the condition number is first derived. Combining the stability estimates on the continuous problem with the numerical stability of the method, we then obtain error estimates in local $H^1$- or $L^2$-norms that are optimal with respect to the approximation order, the problem's stability and perturbations in data. The convergence order is the same for both norms, but the $H^1$-estimate requires an additional divergence assumption for the convective field. The theory is illustrated in some computational examples.Comment: 21 pages, 6 figures; in v2 we added two remarks and an appendix on psiDOs, and made some minor correction

A finite element data assimilation method for the wave equation

We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions are used for the approximation in space and backward differentiation is used in time. Stabilizing terms are added on the discrete level. The design of these terms is driven by numerical stability and the stability of the continuous problem, with the objective of minimizing the computational error. Error estimates are then derived that are optimal with respect to the approximation properties of the numerical scheme and the stability properties of the continuous problem. The effects of discretizing the (smooth) domain boundary and other perturbations in data are included in the analysis.Comment: 23 page