Optimal Order Convergence Implies Numerical Smoothness

It is natural to expect the following loosely stated approximation principle to hold: a numerical approximation solution should be in some sense as smooth as its target exact solution in order to have optimal convergence. For piecewise polynomials, that means we have to at least maintain numerical smoothness in the interiors as well as across the interfaces of cells or elements. In this paper we give clear definitions of numerical smoothness that address the across-interface smoothness in terms of scaled jumps in derivatives [9] and the interior numerical smoothness in terms of differences in derivative values. Furthermore, we prove rigorously that the principle can be simply stated as numerical smoothness is necessary for optimal order convergence. It is valid on quasi-uniform meshes by triangles and quadrilaterals in two dimensions and by tetrahedrons and hexahedrons in three dimensions. With this validation we can justify, among other things, incorporation of this principle in creating adaptive numerical approximation for the solution of PDEs or ODEs, especially in designing proper smoothness indicators or detecting potential non-convergence and instability

Conservative P1 Conforming and Nonconforming Galerkin Fems: Effective Flux Evaluation via a Nonmixed Method Approach

Given a P1 conforming or nonconforming Galerkin finite element method (GFEM) solution ph, which approximates the exact solution p of the diffusion-reaction equation −∇·K∇p + αp = f with full tensor variable coefficient K, we evaluate the approximate flux uh to the exact flux u = −K∇p by a simple but physically intuitive formula over each finite element. The flux is sought in the continuous (in normal component) or the discontinuous Raviart–Thomas space. A systematic way of deriving such a formula is introduced. This direct method retains local conservation property at the element level, typical of mixed methods (finite element or finite volume type), but avoids solving an indefinite linear system. In short, the present method retains the best of the GFEM and the mixed method but without their shortcomings. Thus we view our method as a conservative GFEM and demonstrate its equivalence to a certain mixed finite volume box method. The equivalence theorems explain how the pressure can decouple basically cost free from the mixed formulation. The accuracy in the flux is of first order in the H(div;Ω) norm. Numerical results are provided to support the theory

Unified Analysis of Finite Volume Methods for Second Order Elliptic Problems

We establish a general framework for analyzing the class of finite volume methods which employ continuous or totally discontinuous trial functions and piecewise constant test functions. Under the framework, optimal order convergence in the H1 and L2 norms can be obtained in a natural and systematic way for classical finite volume methods and new finite volume methods such as discontinuous finite volume methods applied to second order elliptic proble

A Covolume Method Based on Rotated Bilinears for the Generalized Stokes Problem

We introduce a covolume or marker and cell (MAC) method for approximating the generalized Stokes problem on an axiparallel domain. Two grids are needed, the primal grid made up of rectangles and the dual grid of quadrilaterals. The velocity is approximated by nonconforming rotated bilinear elements with degrees of freedom at midpoints of rectangular elements and the pressure by piecewise constants. The error in the velocity in the Hh norm and the pressure in the L2 norm are of first order, provided that the exact velocity is in H2 and the exact pressure in H1

Mixed Covolume Methods on Rectangular Grids for Elliptic Problems

We consider a covolume method for a system of first order PDEs resulting from the mixed formulation of the variable-coefficient-matrix Poisson equation with the Neumann boundary condition. The system may be used to represent the Darcy law and the mass conservation law in anisotropic porous media flow. The velocity and pressure are approximated by the lowest order Raviart-Thomas space on rectangles. The method was introduced by Russell [Rigorous Block- centered Discretizations on Irregular Grids: Improved Simulation of Complex Reservoir Systems, Reservoir Simulation Research Corporation, Denver, CO, 1995] as a control-volume mixed method and has been extensively tested by Jones [A Mixed Finite Volume Elementary Method for Accurate Computation of Fluid Velocities in Porous Media, University of Colorado at Denver, 1995] and Cai et al. [Computational Geosciences, 1 (1997), pp. 289-345]. We reformulate it as a covolume method and prove its first order optimal rate of convergence for the approximate velocities as well as for the approximate pressures

Higher-Order SGFEM for One-Dimensional Interface Elliptic Problems with Discontinuous Solutions

We study a class of enriched unfitted finite element or generalized finite element methods (GFEM) to solve a larger class of interface problems, that is, 1D elliptic interface problems with discontinuous solutions, including those having implicit or Robin-type interface jump conditions. The major challenge of GFEM development is to construct enrichment functions that capture the imposed discontinuity of the solution while keeping the condition number from fast growth. The linear stable generalized finite element method (SGFEM) was recently developed using one enrichment function. We generalized it to an arbitrary degree using two simple discontinuous one-sided enrichment functions. Optimal order convergence in the $L^2$ and broken $H^1$-norms are established. So is the optimal order convergence at all nodes. To prove the efficiency of the SGFEM, the enriched linear, quadratic, and cubic elements are applied to a multi-layer wall model for drug-eluting stents in which zero-flux jump conditions and implicit concentration interface conditions are both present

Mixed Covolume Methods for Elliptic Problems on Triangular Grids

We consider a covolume or finite volume method for a system of first-order PDEs resulting from the mixed formulation of the variable coefficient-matrix Poisson equation with the Neumann boundary condition. The system may represent either the Darcy law and the mass conservation law in anisotropic porous media flow, or Fourier law and energy conservation. The velocity and pressure are approximated by the lowest order Raviart-Thomas space on triangles. We prove its first-order optimal rate of convergence for the approximate velocities in the L2-and H(div; Q)-norms as well as for the approximate pressures in the L2-norm. Numerical experiments are included

Mixed Upwinding Covolume Methods on Rectangular Grids for Convection-diffusion Problems

We consider an upwinding covolume or control-volume method for a system of rst order PDEs resulting from the mixed formulation of a convection-di usion equation with a variable anisotropic di usion tensor. The system can be used to model the steady state of the transport of a contaminant carried by a °ow. We use the lowest order Raviart{Thomas space and show that the concentration and concentration °ux both converge at one-half order provided that the exact °ux is in H1(­)2 and the exact concentration is in H1(­). Some numerical experiments illustrating the error behavior of the scheme are provided

Flux Recovery from Primal Hybrid Finite Element Methods

A flux recovery technique is introduced and analyzed for the computed solution of the primal hybrid finite element method for second-order elliptic problems. The recovery is carried out over a single element at a time while ensuring the continuity of the flux across the interelement edges and the validity of the discrete conservation law at the element level. Our construction is general enough to cover all degreesof polynomialsand gridsof triangular or quadrilateral type. We illustrate the principle using the Raviart–Thomas spaces, but other well-known related function spaces such as the Brezzi–Douglas–Marini (BDM) or Brezzi–Douglas–Fortin–Marini (BDFM) space can be used as well. An extension of the technique to the nonlinear case is given. Numerical results are presented to confirm the theoretical results