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Convergence and quasi-optimality of adaptive finite ...

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Outline Adaptive finite element methods (AFEM) Convergence analysis of adaptive conforming finite element methods Convergence analysis of adaptive nonconforming finite element methods Convergence analysis of adaptive mixed finite element methods Extensions and open problem Convergence and quasi-optimality of adaptive finite element methods Shipeng MAO SAM, ETH Zurich, Switzerland Pro*Doc Workshop, Disentis, 19/08/2010 SAM Shipeng MAO Convergence and quasi-optimality of adaptive finite element methods 1/50
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Page 1: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence and quasi-optimality of adaptive finite elementmethods

Shipeng MAO

SAM, ETH Zurich, Switzerland

Pro*Doc Workshop, Disentis, 19/08/2010

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 1/50

Page 2: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

1 OutlineAdaptive finite element methods (AFEM)Convergence analysis of adaptive conforming finite element methodsConvergence analysis of adaptive nonconforming finite elementmethodsConvergence analysis of adaptive mixed finite element methodsExtensions and open problem

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 2/50

Page 3: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive finite element methods (AFEM)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 3/50

Page 4: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive finite element methods (AFEM)

Let h0 be an initial triangulation and set k = 0.

SOLVE: Compute the solution uk of the discrete problem;

ESTIMATE: Compute an estimator for the error in terms of the discretesolution uk and given data;

MARK: Use the estimator to mark a subsetℳk (edges or cells) forrefinement.

REFINE: Refine the marked subsetℳk to obtain the mesh hk+1,increase k and go to step SOLVE.

Popular for more than 30 years, why?

How about the convergence and convergence rate of the error?

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 4/50

Page 5: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive finite element methods (AFEM)

Convergence history of AFEM (residual-based a posteriori error estimator)

Babuska and Rheinboldt [1978] (1D)

Dörfler [1996] (2D): oscillation small enough

Morin, Nochetto, and Siebert [2000] : mark oscillation in every step byinterior node property

Binev, Dahmen, and DeVore [2004]: complexity estimate (needcoarsening)

Stevenson [2007]: complexity estimate without coarsening

Cascon, Kreuzer, Nochetto, Siebert [2008]: without marking oscillationand no interior node property

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 5/50

Page 6: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive finite element methods (AFEM)

Our contribution: joint with Roland Becker and Zhongci Shi

For adaptive conforming linear elements: introduce an adaptivemarking strategy and an adaptive stopping criterion for the iterativesolution of the discrete system

The obtained refinement will in general be dominated by the edgeresiduals

Convergence analysis and quasi-optimal complexity

Optimal error estimate in 2D

Extensions to adaptive mixed finite element methods

Extensions to adaptive nonconforming finite element methods

Extensions to adaptive finite element methods for Stokes problem

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 6/50

Page 7: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence analysis of adaptive conforming finite elementmethods

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 7/50

Page 8: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive conforming finite element methods

Model problem and linear approximations

For simplicity, we consider{−Δu = f , in Ω ⊂ ℝ2,

u = 0, on ∂Ω.(1)

The Ritz projection uh ∈ Vh is defined by

(∇uh,∇vh) = (f , vh) ∀vh ∈ Vh, (2)

where Vh is the standard linear conforming finite element space.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 8/50

Page 9: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Error indicators

We define the family of admissible meshes ℋ. For any h ∈ ℋ, the set ofinterior edges is denoted by ℰh and the set of nodes by Nh.Let !z be the set of cells joining a node z ∈ Nh and �!(f ) :=

∫!

f dx/∣!∣.We define

oscz := ∣!z ∣1/2 ∥f − �!z f∥!z , osc2h(P) :=

∑z∈P

osc2z

JE (vh) := ∣E ∣1/2 ∥[∂vh

∂n]∥E , J2

h (vh,ℱ) :=∑E∈ℱ

J2E (vh).

We set for brevity osch := osch(Nh) and Jh(vh) := JH(vh, ℰh).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 9/50

Page 10: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Inexact solutions of the discrete problem

A posteriori error estimate for iteration errors

Let umh be an iterative solution and �h(um

h ) be an estimator satisfying

∣uh − umh ∣21 ≤ Cit�

2h (um

h ). (3)

A simple one for some iteration methods (CG, MG):

�h(umh ) := ∣um+1

h − umh ∣1. (4)

A posteriori estimate for CG: e.g., [StrakovsVohralik09],[ArioliGeorgoulis09]

We also developed a practical one for MG:

�h(umh ) :=

k∑j=1

∥hj−1Rj (vj )∥, (5)

where Rj (vj ) can be related to the residuals appearing in the multigriditeration.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 10/50

Page 11: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive algorithms

Algorithm 1: collective marking

Choose parameters 0 < �, � < 1 and an initial mesh h0, and set k = 0.

Do mk iterations for the discrete system (2) to obtain umkhk

, mk isdetermined by:

�2hk (umk

hk) ≤ � (J2

hk (umkhk

) + osc2hK ). (6)

Mark a set ℱ ⊂ ℰhk with minimal cardinality such that

J2hk (ℱ) + osc2

hk (ℱ) ≥ � (J2hk (umk

hk) + osc2

hk ).

Adapt the mesh : hk+1 := Refine(hk ,ℱ).

Set k := k + 1 and go to the next step.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 11/50

Page 12: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive algorithms

Algorithm 2: adaptive marking

Choose parameters 0 < �, �, � < 1, > 0 and an initial mesh h0, andset k = 0.

Do mk iterations for the discrete system (2) to obtain umkhk

, mk isdetermined by (6).

Ifosc2

hk ≤ J2hk (umk

hk),

mark a set ℱ ⊂ ℰhk with minimal cardinality such that

J2hk (ℱ) ≥ � J2

hk (umkhk

), (7)

else find a set P ⊂ Nhk with minimal cardinality such that

osc2hk (P) ≥ � osc2

hk . (8)

Adapt the mesh : hk+1 := Refine(hk ,ℱ).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 12/50

Page 13: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Upper bounds

Lemma 1

(upper bounds) Let h ∈ ℋ. There exists a constant C1 > 0 depending onlyon the minimum angle of h0 such that for uh ∈ Vh the solution of (47) andarbitrary wh ∈ Vh

∣u − wh∣21 ≤ C1(J2h (wh) + osc2

h) + 2 ∣uh − wh∣21. (9)

Suppose in addition that H ∈ ℋ and ℱ ⊂ ℰH are such that h = ℛloc(H,ℱ).Letting P ⊂ NH the set of nodes included in ℱ and uH ∈ VH the discretesolution, we have

∣uh − wH ∣21 ≤ C1

(J2

H(wH ,ℱ) + osc2H(P) + ∣uH − wH ∣21

)∀wH ∈ VH , (10)

and#ℱ ≤ C3 (Nh − NH). (11)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 13/50

Page 14: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Lower bounds

Lemma 2

(lower bounds) There exists a constant C2 > 0 depending only on theminimum angle of h0 such that for all vH ∈ VH

J2H(vH) ≤ C2

(∣u − vH ∣21 + osc2

H

). (12)

There exists a constant C4 > 0 depending only on the minimum angle of h0

such that for ℱ ⊂ ℰH , h = ℛloc(H,ℱ) and arbitrary � > 0

J2h (vh) ≤ (1+�)J2

H(vH)−1 + �

2J2

H(vH ,ℱ)+C4(1+1/�)∣vh−vH ∣21 ∀vh ∈ Vh, vH ∈ VH .

(13)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 14/50

Page 15: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence of Algorithm 1

Theorem 3Let {hk}k≥0 be a sequence of meshes generated by Algorithm 1 and let{umk

hk}k≥0 be the corresponding sequence of finite element solutions.

Suppose that0 < � < C∗�2, (14)

then there exist constants �1 > 0, �2 > 0, and � < 1 such that for allk = 1, 2, . . .

e(hk+1,mk+1) ≤ � e(hk ,mk ), (15)

where e(h,m) := ∣u − umh ∣21 + �1 osc2

h + �2 J2h (um

h ).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 15/50

Page 16: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Optimal Marking cardinality and class of approximation

Assumption Let hk , k = 0, . . . n be a sequence of locally refined meshescreated by the local mesh refinement algorithm, starting from the initialmesh h0. Let ℱk ⊂ ℰhk , k = 0, . . . n − 1 be the collection of all marked edgesin step k . Then there exists a mesh-independent constant C0 such that

Nhn ≤ Nh0 + C0

n−1∑k=0

#ℱk . (16)

(16) is known to be true for the newest vertex bisection algorithm, see[BinevDahmenDeVore04] and [Stevenson08].Next we define the approximation class

Ws :={

(u, f ) ∈ (H10 (Ω), L2(Ω)) : ∥(u, f )∥Ws < +∞

}. (17)

with∥(u, f )∥Ws := sup

N≥N0

Ns infh∈HN

(inf

vh∈Vh∣u − vh∣21 + osc2

h

).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 16/50

Page 17: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-optimality and error estimate of Algorithm 1

Theorem 4Let {hk}k≥0 be a sequence of meshes generated by Algorithm 1 and let{umk

hk}k≥0 be the corresponding sequence of finite element solutions.

Suppose that0 < � < C∗�2, 0 < � < �∗ < 1, (18)

then we have the following estimate on the complexity of the algorithm:

Nk ≤ C "−1/sk . (19)

Furthermore, in case of 2D, there exists k0 ≥ 1, such that for allk = k0, k0 + 1, . . ., we have

e(hk ,mk ) ≤ C (Nk − Nk0 )−1∥f∥2. (20)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 17/50

Page 18: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence of Algorithm 2

Theorem 5Let {hk}k≥0 be a sequence of meshes generated by Algorithm 2 and let{umk

hk}k≥0 be the corresponding sequence of iterative finite element

solutions. Suppose that0 < � < C∗�2, (21)

then there exist constants �1 > 0, �2 > 0, and � < 1 such that for allk = 1, 2, . . .

e(hk+1,mk+1) ≤ � e(hk ,mk ). (22)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 18/50

Page 19: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-optimality and error estimate of Algorithm 2

Theorem 6Let {hk}k≥0 be a sequence of meshes generated by Algorithm 2 and let{umk

hk}k≥0 be the corresponding sequence of FE solutions. Suppose

0 < � < C∗�2, 0 < � < �∗ < 1, 0 < < ∗, (23)

then we have the following estimate on the complexity of the algorithm:

Nk ≤ C "−1/sk . (24)

Furthermore, in case of 2D, there exists k0 ≥ 1, such that for allk = k0, k0 + 1, . . ., we have

e(hk ,mk ) ≤ C (Nk − Nk0 )−1∥f∥2. (25)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 19/50

Page 20: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Features of the results

Optimal convergence rate after a finite steps.

In the SOLVE step: CG, MG will be stopped by an adaptive stoppingcriteria with

√�(Jh + osch), compared with a fixed stopping criterion

(e.g., 10−8) in the usual way.

In the REFINE step: no interior node property, which admits almost allthe classical refine rules, e.g., newest vertex bisection, reg-green-refinement, etc.

In Algorithm 2, the edge residuals alone dominate the error estimationin most cases, which verifies the well known result in practice.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 20/50

Page 21: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Numerical experiment

We solve Poisson’s equation on the L-shaped domain with Dirichletboundary condition. The exact solution is u(r , �) = r 2/3 sin( 2�

3 ).

Based on the local multigrid algorithm developed by Chen and Wu [06],which has optimal computational cost for discrete systems of PDE.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 21/50

Page 22: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Figure 1: Adaptive mesh with 1005 elements (11 step)

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 22/50

Page 23: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Figure 2: Adaptive mesh with 11327 elements (22 step)

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 23/50

Page 24: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

0 2 4 6 8 10 12

x 105

0

5

10

15

20

25

30

Number of elements

Num

ber

of it

erat

ions

of e

very

ste

p

old stoppingnew stopping

Figure 5: Number of iterations of every step: 26 vs 6

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 24/50

Page 25: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

102

103

104

105

106

107

10−3

10−2

10−1

100

Number of elements

Ene

rgy

norm

err

or

old stoppingnew stopping

Figure 7: The energy error

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 25/50

Page 26: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

0 2 4 6 8 10 12

x 105

0

100

200

300

400

500

600

700

800

Number of elements

Num

ber

of to

tal i

tera

tions

of e

very

ste

p

old stoppingnew stopping

Figure 8: Total iterations: 795 vs 124

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 26/50

Page 27: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

0 2 4 6 8 10 12

x 105

0

10

20

30

40

50

60

70

80

Number of elements

Itera

tion

time

of e

very

ste

p

matlab 7.1 solverold stoppingnew stopping

Figure 9: Iteration time of every step: 79 vs 25.5 vs 5.5

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 27/50

Page 28: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

0 2 4 6 8 10 12

x 105

0

50

100

150

200

250

300

Number of elements

Tot

al it

erat

ion

time

matlab 7.1 solverold stoppingnew stopping

Figure 10: Total iteration time: 291 vs 119.5 vs 29.2

1

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 28/50

Page 29: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence analysis of adaptive nonconforming finiteelement methods

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 29/50

Page 30: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Adaptive nonconforming finite element methods (ANFEM)

We develop a practical adaptive algorithm for linear nonconformingfinite element method.

It is based on an adaptive marking strategy and an adaptive stoppingcriteria for iterative solution.

We prove its convergence and optimal error estimate

The main difficulties are the proof of the quasi-orthogonality, local upperand lower bounds of ANFEM.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 30/50

Page 31: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Nonconforming FE approximations

Let Vh denote the nonconforming P1 finite element space (Crouzeix-Raviartelement over Th, which is given by

Vh :=

{vh ∈ L2(Ω);∀K ∈ Kh, vh∣K ∈ P1(K ); ∀E ∈ ℰh,

∫E

[vh]E ds = 0},

here [vh]E stands for the jump of vh across E and vanishes when E ⊂ ∂Ω.Let uh denote the solution of the discrete problem{

Find uh ∈ Vh, such that

ah(uh, vh) = (f , vh), ∀ vh ∈ Vh,(26)

where ah(uh, vh) =∑

K∈Kh

∫K ∇uh∇vh dx .

We suppose that �2h (um

h ) satisfies the following upper bound

∣uh − umh ∣21,h ≤ Cit�

2h (um

h ). (27)

Set

∥ ⋅ ∥h =

⎛⎝ ∑K∈Kh

∣ ⋅ ∣21,K

⎞⎠ 12

.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 31/50

Page 32: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Error estimators

We define edge residuals for E ∈ ℰh and any subset ℱ ⊂ ℰh

�h,E (vh) := h1/2E

∥∥∥∥[∂vh

∂s]

∥∥∥∥0,E

, �h(vh,ℱ) :=

(∑E∈ℱ

�2h,E (vh)

)1/2

, (28)

together with volume residuals for K ∈ Kh and any subsetℳ⊂ Kh

�K := ∣K ∣1/2∥f∥0,K , �h(ℳ) :=

(∑K∈ℳ

�2K

)1/2

. (29)

We next define an oscillation term by

oscE := ∣!E ∣1/2∥f − �!E f∥0,!E , osch(ℱ) :=

(∑E∈ℱ

osc2E

)1/2

. (30)

We set for brevity �h(vh) := �h(vh, ℰh), osch := osch(ℰh) and �h := �h(Kh).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 32/50

Page 33: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Algorithm ANFEM

(0) Choose parameters 0 < �, � < 1, > 0, � > 0 and an initial mesh h0,and set k = 0.

(1) Do mk iterations of the discrete system (26) with h replaced by hk toobtain the finite element solution umk

hk. The integer mk is determined by

the condition to be the smallest integer verifying:

�2hk (umk

hk) ≤ � (�2

hk (umkhk

) + �2hk ). (31)

(2) If �2hk≤ �2

hk(umk

hk) then mark a subset ℱ of ℰhk with minimal cardinality

such that�2

hk(umk

hk,ℱ) ≥ � �2

hk(umk

hk). (32)

else find a setℳ⊂ Khk with minimal cardinality such that

�2hk(ℳ) ≥ � �2

hk. (33)

and define ℱ to be the set of edges contained in at least one cell K ∈ℳ.

(3) Adapt the mesh : hk+1 := ℛloc(hk ,ℱ).(4) Set k := k + 1 and go to step (1).

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Upper bounds

Lemma 7

(global upper bound) There exists a constant C1 > 0 depending only onthe minimum angle of Kh0 such that for the iterative solution um

h ∈ Vh, wehave

∣u − umh ∣21,h ≤ C1

(�2

h(umh ) + �2

h

). (34)

Lemma 8

(local upper bound) There exist constants C4,C5 > 0 depending only onthe minimum angle of Kh0 such that the following holds. For any meshH ∈ ℋ and any local refinement h ∈ ℋ of H, let ℱ ⊂ ℰH be the set of refinededges. The corresponding coarse iterative solution ul

H ∈ VH and fine-gridsolution uh ∈ Vh satisfy

∣uh − u lH ∣21,h ≤ C4

(�2

H(u lH ,ℱ) + �2

H + � (�2H(u l

H) + �2H)). (35)

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methods 34/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Lower bounds

Lemma 9

(global lower bounds) There exist constants C2,C3 > 0 depending only onthe minimum angle of Kh0 such that the following estimates hold for theiterative solution um

h ∈ Vh:

�2h(um

h ) ≤ C2 ∣u − umh ∣21,h (36)

and�2

h ≤ C3

(∣u − um

h ∣21,h + osc2h

). (37)

Lemma 10

(local lower bounds) There exist constants C6,C7 > 0 depending only onthe minimum angle of Kh0 such that for ℱ ⊂ ℰH , h = ℛloc(H,ℱ), there holds:

�2H(u l

H ,ℱ) ≤ C6∣umh − u l

H ∣21,h, (38)

Ifℳ⊂ KH is the set of refined cells, there holds:

�2H(ℳ) ≤ C7

(∣um

h − u lH ∣21,h + �(�2

H(u lH) + �2

h) + osc2H(ℱ) + �(�2

h(umh ) + �2

H)).

(39)SAM Shipeng MAO

Convergence and quasi-optimality of adaptive finite elementmethods 35/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-orthogonality

Lemma 11

(quasi-orthogonality) Let h,H ∈ ℋ be two nested meshes andℳ⊂ KH bethe set of refined cells. Then there exists a constant C8 > 0 depending onlyon the minimum angle in Kh0 such that

(∇h(u − umh ),∇h(um

h − u lH)) ≤

∣u − umh ∣1,h

(C8 �H(ℳ) +

√�

(√�2

h(umh ) + �2

h +√�2

H(u lH) + �2

H

)),

(40)

(∇h(u − uh),∇h(uh − u lH)) ≤ ∣u − uh∣1,h

(C8 �H(ℳ) +

√�√�2

H(u lH) + �2

H

)(41)

and(∇h(u − uh),∇h(uh − uH)) ≤ C8 �H(ℳ)∣u − uh∣1,h. (42)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 36/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence of ANFEM

Theorem 12

Let {hk}k≥0 be a sequence of meshes generated by algorithm ANFEM andlet {umk

hk}k≥0 be the corresponding sequence of finite element solutions.

Suppose that0 < � ≤ C∗ �2, (43)

with a generic constant C∗ to be defined in the proof. Then there exist � > 0and 0 < � < 1 such that for all k = 1, 2, . . .

e(hk+1) ≤ � e(hk ) (44)

with e(h) := ∣u − umh ∣21,h + � �2

h.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 37/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-optimality of ANFEM

Theorem 13

Suppose (u, f ) ∈ Ws. Let {hk}k≥0 be a sequence of meshes generated byalgorithm ANFEM and let {Vk}k≥0 and {umk

hk}k≥0 be the corresponding

sequences of finite element spaces and solutions. Let"k :=

√∣u − umk

hk∣21,hk

+ ��2hk

. Assuming that the parameters , � and �satisfy (61) and

<1− 3�C2

C2(C4 + 2C28 + 3�)

, � + � <1− 3�C2

C2C4− (1 +

2C28 + 3�C4

). (45)

Then we have the following estimate on the complexity of the algorithm:there exists a constant C such that for all k = 0, 1, 2, . . .

Nk ≤ C "−1/sk . (46)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 38/50

Page 39: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence analysis of adaptive mixed finite elementmethods

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 39/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

H(div) approximations

The Raviart-Thomas space Vh ⊂ H(div; Ω) is defined as

Vh = {�h ∈ H(div; Ω); �h∣K ∈ P0(K )2 ⊕ xP0(K ), ∀ K ∈ Kh}.

Qh is the space of piecewise constant functions.The discrete solution (�h, uh) ∈ Vh ×Qh approximating (∇u, u) in (1) isdefined by

⟨�h, �h⟩+ ⟨div �h, uh⟩+ ⟨div�h, vh⟩ = ⟨f , vh⟩ ∀(�h, vh) ∈ Vh ×Qh. (47)

In order to estimate the iteration error, we use an a posteriori error estimator�2

h (�mh ) which is supposed to satisfy the upper bound

∥�h − �mh ∥2 ≤ Cit�

2h (�m

h ). (48)

Next we define edge residuals for E ∈ ℰh and any given subset ℱ ⊆ ℰh

�h,E (�h) := h1/2E ∥[�h ⋅ tE ]∥E , �h(�h,ℱ) :=

(∑E∈ℱ

�2h,E (�h)

)1/2

. (49)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 40/50

Page 41: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Algorithm AMFEM

(0) Choose parameters 0 < �, � < 1, > 0, � > 0 and an initial mesh h0,and set k = 0.

(1) Do mk iterations of the discrete system (47) to obtain �mkhk

, mk isdetermined by the condition to be the smallest integer verifying:

�2hk (�

mkhk

) ≤ ��2hk (�

mkhk

). (50)

(2) Compute the a posteriori error estimator �hk (�mkhk

) and the oscillationterm oschk .

(3) If osc2hk≤ �2

hk(�

mkhk

) then mark a set ℱ of ℰhk with minimal cardinalitysuch that

�2hk(�

mkhk,ℱ) ≥ � �2

hk(�

mkhk

). (51)

else find a setℳ⊂ Khk with minimal cardinality such that

osc2hk(ℳ) ≥ � osc2

hk. (52)

and define ℱ to be the set of edges contained in at least one cell K ∈ℳ.(4) Adapt the mesh : hk+1 := ℛloc(hk ,ℱ).(5) Set k := k + 1 and go to step (1).

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 41/50

Page 42: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Upper bounds

Lemma 14

(global upper bound) There exists a constant C1 > 0 depending only onthe minimum angle of h0 such that for the iterative solution �m

h ∈ Vh, we have

∥� − �mh ∥2 ≤ C1

(�2

h(�mh ) + osc2

h

). (53)

Lemma 15

(local upper bound) There exist constants C3,C5 > 0 depending only onthe minimum angle of h0 such that the following holds. For any subsetℱ ⊂ ℰH , h = ℛloc(H,ℱ), andℳ the set of refined cells, the iterativesolutions �l

H ∈ VH and �h ∈ Vh, we have

∥�h − �lH∥2 ≤ C3

(�2

H(�lH ,ℱ) + osc2

H(ℳ))

+ ��2H , (54)

and#ℱ ≤ C5 (Nh − NH). (55)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 42/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Lower bounds

Lemma 16

(global lower bounds) There exists a constant C2 > 0 depending only onthe minimum angle of h0 such that the iterative solution �l

H ∈ VH satisfies

�2H(�l

H) ≤ C2 ∥� − �lH∥2. (56)

Lemma 17

(local lower bounds) There exists a constant C4 > 0 depending only on theminimum angle of h0 such that for ℱ ⊂ ℰH , h = ℛloc(H,ℱ) andℳ⊂ KH theset of refined cells there holds:

�2H(�l

H ,ℱ) ≤ C4

(∥�m

h − �lH∥2 + osc2

H(ℳ) + ��2H(�l

H)). (57)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 43/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-orthogonality

Lemma 18

Let h,H ∈ ℋ be two nested meshes andℳ⊂ KH be the set of refined cells.Then there exists a constant C6 > 0 depending only on the minimum angleof h0 such that

⟨� − �mh , �

mh − �l

H⟩ ≤√��h(�m

h )∥�mh − �l

H∥ (58)

+ ∥� − �mh ∥(

C6oscH(ℳ) +√�(�h(�m

h ) + �H(�lH))),

and⟨� − �h, �h − �l

H⟩ ≤ ∥� − �h∥(

C6oscH(ℳ) +√��H(�l

H)). (59)

If we solve both of the discretized equations exactly on the meshes h and H,then we have

⟨� − �h, �h − �H⟩ ≤ C6oscH(ℳ)∥� − �h∥. (60)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 44/50

Page 45: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Convergence of algorithm AMFEM

Theorem 19

Let {hk}k≥0 be a sequence of meshes generated by algorithm AMFEM andlet {�mk

hk}k≥0 be the corresponding sequence of iterative finite element

solutions. Suppose that0 < � ≤ C∗ �2, (61)

Then there exist � > 0 and � < 1 such that for all k = 1, 2, . . .

e(hk+1) ≤ � e(hk ) (62)

withe(h) := ∥� − �m

h ∥2 + � osc2h. (63)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 45/50

Page 46: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Quasi-optimality and error estimate of algorithm AMFEM

We define the approximation class

Ws :={

(�, f ) ∈ (H(div,Ω), L2(Ω)) : ∥(�, f )∥Ws < +∞}. (64)

with∥(�, f )∥Ws := sup

N≥N0

Ns infh∈HN

(∥� − �h∥+ �h

).

Theorem 20

Let {hk} be a sequence of meshes generated by algorithm AMFEMand{�mk

hk}k≥0 be the corresponding iterative FE solutions. Assuming

0 < <1

C2(C3 + 2C26 ), � +

3�C3

<1

C2C3− (1 +

2C26

C3), (65)

then there exists a constant C such that

Nk ≤ C "−1/sk . (66)

In case of 2D, there exists k0 ≥ 1, such that for all k = k0, k0 + 1, . . ., we have

∥� − �mkhk∥2 + �osc2

k ≤ C(Nk − N0)−1. (67)

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 46/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Extensions and open problem

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 47/50

Page 48: Convergence and quasi-optimality of adaptive finite ...

OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Extensions and open problem

Adaptive mixed (conforming and nonconforming) FEM for the Stokesproblem (submitted).

Adaptive FEM for the optimal control problem (submitted).

Adaptive H(curl) FEM for Maxwell problem, based on the local MGmethod [HiptmairZheng09] (in preparation).

Open problem: Adaptive hp FEM, exponential convergence rate?

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 48/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Concerning publications

R. Becker, S. Mao, Quasi-optimality of nonconforming adaptive finiteelement methods for Stokes problem, Numerische Mathematik,submitted.

S. Mao, Z. Shi and X. Zhao, Adaptive quadrilateral and hexahedralfinite element methods with hanging nodes and convergence analysis,Journal of Computational Mathematics, accepted.

R. Becker, S. Mao, Z. Shi, A convergent adaptive nonconforming finiteelement method with optimal complexity, SIAM Journal on NumericalAnalysis, 47 (2010), 4639-4659.

R. Becker and S. Mao, Optimal convergence of a simple adaptive finiteelement method, ESAIM: Mathematical Modelling and NumericalAnalysis, 43 (2009) 1203-1219.

R. Becker, S. Mao, An optimally convergent adaptive mixed finiteelement method, Numerische Mathematik, 111(2008), 35-54.

R. Becker, S. Mao, Z. Shi, A convergent adaptive finite element methodwith optimal complexity, Electronic Transactions on Numerical Analysis,30 (2008), 291-304.

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 49/50

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OutlineAdaptive finiteelement methods(AFEM)

Convergenceanalysis ofadaptiveconforming finiteelement methods

Convergenceanalysis ofadaptivenonconformingfinite elementmethods

Convergenceanalysis ofadaptive mixedfinite elementmethods

Extensions andopen problem

Thank you for your attention!

SAM Shipeng MAOConvergence and quasi-optimality of adaptive finite element

methods 50/50


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