ANZIAM J. 56 (CTAC2014) pp.C383–C398, 2016 C383
Estimating the error of a H 1 -mixed finite element solution for the Burgers equation
Sabarina Shafie 1 Thanh Tran 2
(Received 27 February 2015; revised 12 January 2016)
Abstract
We compute error estimations for a H
1-mixed finite element method for Burgers equation. By using a H
1-mixed finite element method, the problem is reformulated as a system of first order partial differential equations, which allows an approximation of the unknown function and its derivative. Local parabolic and elliptic methods approximate the true errors from the computed solutions; the so-called a posteriori error estimates. Numerical experiments show that the error estimations converge to the true errors.
http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/9356
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Contents C384
Contents
1 Introduction C384
2 The H
1-mixed finite element method C385 3 A posteriori error estimates and implementation issues C390
4 Numerical results C394
5 Conclusion C396
References C396
1 Introduction
We consider the Burgers equation
∂
tu(x, t) − ν∂
xxu(x, t) + u(x, t)∂
xu(x, t) = 0 , x ∈ Ω , t ∈ (0, T ] , (1) with boundary and initial conditions
u(0, t) = u(1, t) = 0 , t ∈ [0, T ] , (2)
u(x, 0) = u
0(x) , x ∈ Ω , (3)
where ∂
t:= ∂/∂t , ∂
x:= ∂/∂x , ∂
xx:= ∂
2/∂x
2, T and ν (viscosity coefficient) are positive constants and Ω := (0, 1) [2].
The aim is to design methods to compute a posteriori error estimations when the solution of (1)–(3) is approximated by a H
1-mixed finite element method (H
1-mfem).
Using the H
1-mfem, the problem is reformulated as a system of first order
partial differential equations, which allows an approximation for u and its
2 The H
1-mixed finite element method C385
derivative ∂
xu. The H
1-mfem considered in this article is based on an approach suggested by Pani for nonlinear parabolic equations [3]. Pany et al. [4] adapted the method to Burgers equation. Section 2 gives details of this H
1-mfem.
The method considered in this article is closely related to least squares mixed finite element methods in that the second order partial differential equation is reformulated as a system of first order partial differential equations with a new unknown defined as the flux [7, 8, 9, 10, and references therein].
A posteriori error estimates are a fundamental component in the design of efficient adaptive algorithms for solving partial differential equations. In this study we consider an implicit type of a posteriori error estimation which is based on the procedure developed by Adjerid et al. [1] for one dimensional parabolic systems. This a posteriori error estimation with finite element methods of lines was studied for one dimensional nonlinear parabolic system and the Sobolev equation [5, 6]. For the approximation of the solution we use a mixed formulation of finite element methods of lines with an a posteriori error estimation computed using the procedure developed by Adjerid et al. [1]. To the best of our knowledge, this is the first time this a posteriori error estimation method is considered for the Burgers equation, where the approximate solution is computed using H
1-mfem.
2 The H 1 -mixed finite element method
Throughout this article, h·, ·i and k·k
H0(Ω)denote the inner product and norm in H
0(Ω) = L
2(Ω) , respectively. As usual, the Sobolev space H
1(Ω) consists of functions u for which
kuk
H1(Ω)= q
kuk
2H0(Ω)+ k∂
xuk
2H0(Ω)exists. The space H
10(Ω) contains all functions in H
1(Ω) with zero trace at
the endpoints of the domain Ω, namely at x = 0, 1 . For any p ∈ [0, ∞] and
2 The H
1-mixed finite element method C386
any normed vector space X, L
p(X) is the space L
p(0, T ; X) of all functions defined in [0, T ] with values in X. The norm in this space k·k
Lp(X)is defined as usual. We write L
p(L
∞) and L
p(H
1) instead of L
p(L
∞(Ω)) and L
p(H
1(Ω)), respectively.
By H
1-mfem, ( 1) is reduced to a system of first order equations using a new variable defined as v = u
x. As a consequence, (1) is reformulated as
∂
xu = v , (4)
∂
tu − ν∂
xv + uv = 0 . (5)
We multiply (4) by ∂
xχ and (5) by −∂
xw, where χ ∈ H
10(Ω) and w ∈ H
1(Ω) are arbitrary test functions. Then, using integration by parts and applying the boundary conditions (2), we obtain a weak formulation of (1)–(3): given u
0∈ H
10(Ω) , find (u, v) : [0, T ] → H
10(Ω) × H
1(Ω) satisfying, for t > 0 ,
h∂
xu(t), ∂
xχi = hv(t), ∂
xχi for all χ ∈ H
10(Ω) , (6) h∂
tv(t), wi + ν h∂
xv(t), ∂
xwi = hu(t)v(t), ∂
xwi for all w ∈ H
1(Ω) , (7) and, for t = 0 ,
hv(0), wi = h∂
xu
0, wi for all w ∈ H
1(Ω) . (8) Remark 1. Existence and uniqueness of the solution of (6)–(8) can be shown using the method of compactness [12, 11]. We will present this result in a future paper.
Remark 2. If u ∈ W
∞1(0, T ; H
10(Ω)) ∩ L
∞(0, T ; H
2(Ω)) and (u, v) satisfies (6)–
(7) then (u, v) satisfies (4)–(5). Indeed, by using integration by parts we deduce from (6) that ∂
x(v − ∂
xu) = 0 which implies
v(x, t) = ∂
xu(x, t) + g(t) , (9) for some function g depending on t. Integrating (9) over Ω, noting (8), we infer g(0) = 0 . Also, it follows from (9) and (7) (with w = 1) that
Z
Ω
[∂
txu + g
0(t)] dx = 0 , (10)
2 The H
1-mixed finite element method C387
implying g
0(t) = 0 . Hence g ≡ 0 , that is (u, v) satisfies (4). This immediately gives (5).
Solutions to (6)–(8) are approximated using a high order finite element method defined as follows. We first partition the interval Ω into 0 = x
1< x
2< · · · <
x
N+1= 1 , and define h
l:= x
l+1− x
lfor l = 1, . . . , N and h := max
lh
l. The hat function on (x
l−1, x
l+1) for l = 2, . . . , N is defined as
φ
l,1(x) =
(x − x
l−1)/h
l−1, x ∈ [x
l−1, x
l) , (x
l+1− x)/h
l, x ∈ [x
l, x
l+1) ,
0, otherwise.
At the endpoints of Ω (namely, at x = 0, 1) we define
φ
1,1(x) =
(x
2− x)/h
1, x ∈ [x
1, x
2) ,
0, otherwise,
φ
N+1,1(x) =
(x − x
N)/h
N, x ∈ [x
N, x
N+1) ,
0, otherwise.
The space of piecewise linear functions on Ω and its subspace consisting of functions vanishing at the endpoints of Ω are, respectively,
S
h:= span {φ
1,1, φ
2,1. . . , φ
N+1,1} and S
◦h:= span {φ
2,1, . . . , φ
N,1}.
The spaces of bubble functions in Ω are defined by S
kh:= span {φ
1,k, . . . , φ
N,k} , where φ
l,kis an antiderivative of the Legendre polynomial P
k−1of degree k − 1 scaled to the subinterval [x
l, x
l+1]. More precisely, for l = 1, . . . , N and k = 2, 3, . . . , we define
φ
l,k(x) =
√
2(2k − 1)/h
lR
xxl
P
k−1(y) dy , x ∈ [x
l, x
l+1) ,
0, otherwise. (11)
2 The H
1-mixed finite element method C388
For p, q ∈ N and p, q > 2 , the finite dimensional subspaces of H
1(Ω) and H
10(Ω) are, respectively,
V
qh:= S
h∪ X
q k=2S
khand
V
◦ph:=
S
◦h∪ X
pk=2
S
kh.
A semidiscrete approximation to (6)–(8) is to find (U, V) : [0, T ] → V
◦ph× V
qhsuch that for t ∈ (0, T ]:
h∂
xU(t), ∂
xχ
hi = hV(t), ∂
xχ
hi , for all χ
h∈ V
◦ph, (12) h∂
tV(t), w
hi + ν h∂
xV(t), ∂
xw
hi = hUV(t), ∂
xw
hi , for all w
h∈ V
qh, (13) and
hV(0), w
hi = h∂
xu
0, w
hi for all w
h∈ V
qh. (14) Let the errors in the approximation of (6)–(8) by (12)–(14) be e(x, t) :=
u(x, t) − U(x, t) and f(x, t) := v(x, t) − V(x, t) . This leads to Proposition 3, the proof of which will be presented in a future paper.
Proposition 3. Assume that u, ∂
tu ∈ L
∞(H
10(Ω) ∩ H
p+1(Ω)) and v, ∂
tv ∈ L
∞(H
q+1(Ω)) . Assume further that U ∈ L
∞( V
◦ph) and V ∈ L
∞( V
qh) . Then, there exist positive constant C > 0 independent of h such that
ke(t)k
j6 Ch
min(p+1−j,q+1)h
kuk
L∞(Hp+1)+ kvk
L∞(Hq+1)+ k∂
tvk
L2(Hq+1)i , kf(t)k
j6 Ch
min(p+1,q+1−j)h
kuk
L∞(Hp+1)+ kvk
L∞(Hq+1)+ k∂
tvk
L2(Hq+1)i . Now we show the computation of (U, V). With φ
l,kdefined by (11), the solutions to (12)–(14) are
U(x, t) = X
Nl=2
U
l,1(t)φ
l,1(x) + X
Nl=1
X
p k=2U
l,k(t)φ
l,k(x) , (15)
V(x, t) =
N+1
X
l=1
V
l,1(t)φ
l,1(x) + X
Nl=1
X
q k=2V
l,k(t)φ
l,k(x) . (16)
2 The H
1-mixed finite element method C389
Let
α
l,lk,k00= hφ
l,k, φ
l0,k0i , α ¯
l,lk,k00= h∂
xφ
l,k, ∂
xφ
l0,k0i , β
l,lk,k00= hφ
l,k, ∂
xφ
l0,k0i . (17) For each l = 1, . . . , N and r, r
0= 2, 3, . . . we define a 2 × 2 matrix M
l1,1, a 2 × (r − 1) matrix M
l1,r, and an (r − 1) × (r
0− 1) matrix M
lr,r0with entries
[M
l1,1]
ij= α
l+j−1,l+i−11,1
, i, j = 1, 2 ,
[M
l1,r]
ij= α
l,l+i−1j,1, i = 1, 2 , j = 2, . . . , r , [M
lr,r0]
ij= α
l,lj,i, i = 2, . . . , r , j = 2, . . . , r
0.
Similarly, we define matrices S
l1,1, S
l1,r, S
lr,r0with ¯ α
l,lr,r0, and B
l1,1, B
l1,r, B
lr,r0with β
l,lr,r0. We then define
M
lr=
"
M
l1,1M
l1,rM
l1,rTM
lrr#
, S
lr=
"
S
l1,1S
l1,rS
l1,rTS
lrr# ,
B
lr,r0=
"
B
l1,1B
l1,r0B
l1,rTB
lr,r0# .
The matrices M
lrand S
lrhave size (r+1)×(r+1), whereas the matrix B
lr,r0has size (r + 1) × (r
0+ 1). The global matrices M
r, S
rand B
r,r0have elements M
lr, S
lrand B
lr,r0, respectively. The sizes of M
rand S
rare (Nr + 1) × (Nr + 1) and the size of B
r,r0is (Nr + 1) × (Nr
0+ 1).
For each l = 1, . . . , N we also define vectors
U
l= [U
l,1, U
l+1,1, U
l,2. . . , U
l,p]
Tand V
l= [V
l,1, V
l+1,1, V
l,2. . . , V
l,q]
T, where the elements are defined in (15)–(16) and U
1,1and U
N+1,1are zero.
The vectors U and V are of size (Np + 1) × 1 and (Nq + 1) × 1, respectively,
and are assembled from the vectors U
land V
l.
3 A posteriori error estimates and implementation issues C390
With the matrices defined above, the matrix representation of (12)–(13) is
S
pU(t) = B
p,qV(t) , (18)
M
q∂
tV(t) + νS
qV(t) = G[U(t), V(t)] . (19) Here,
G(U, V) = [G
(0), G
(1), . . . , G
(N)]
Tis an (Nq + 1) × 1 vector with
G
(0)= [hUV, φ
1,1i , hUV, φ
2,1i . . . , hUV, φ
N+1,1i]
Tand
G
(l)= [hUV, φ
l,2i , hUV, φ
l,3i . . . , hUV, φ
l,qi]
Tfor l = 1, . . . , N . We use the Matlab ode solver to solve ( 18)–(19). The right hand side of (19) is computed by first solving (18) for a given V(t).
3 A posteriori error estimates and implementation issues
In this section we design methods to compute the error estimates. We infer that e and f satisfy
h∂
xe, ∂
xχ
hi = hf, ∂
xχ
hi for all χ
h∈ V
◦ph, (20) h∂
tf, w
hi + ν h∂
xf, ∂
xw
hi − hef, ∂
xw
hi − hUf, ∂
xw
hi − heV, ∂
xw
hi
= −ν h∂
xV, ∂
xw
hi + hUV, ∂
xw
hi − h∂
tV, w
hi for all w
h∈ V
qh. (21) At t = 0 , from (8) and (14),
hf, w
hi = 0 for all w
h∈ V
qh.
3 A posteriori error estimates and implementation issues C391
Due to (13), the right hand side of (21) vanishes. However, for the purpose of developing a posteriori error estimates, we keep these terms in the equation.
We approximate the exact errors e and f, respectively, by
E(x, t) = X
Nl=1
E
l(t)φ
l,p+1(x) ∈ S
p+1h,
F(x, t) = X
Nl=1
F
l(t)φ
l,q+1(x) ∈ S
q+1h.
which are computed locally on each element (x
l, x
l+1), for l = 1, . . . , N , from the approximate solutions (U, V).
An accurate error estimation is one that satisfies
h
lim
→0Θ(t) = 1 , t ∈ [0, T ] , (22) where
Θ(t) := E(t) ^
^ e(t) , with
^
e(t) := ke(t)k
H1(Ω)+ kf(t)k
H1(Ω), E(t) := kE(t)k ^
H1(Ω)+ kF(t)k
H1(Ω). We propose four different methods to compute E
land F
l, l = 1, . . . , N . The first equation to be solved for each method is:
1. Nonlinear parabolic error estimate: (cf. (21))
h∂
tF
l, φ
l,q+1i
l+ ν h∂
xF
l, ∂
xφ
l,q+1i
l− hE
lF
l, ∂
xφ
l,q+1i
l− hUF
l, ∂
xφ
l,q+1i
l− hVE
l, ∂
xφ
l,q+1i
l= −ν h∂
xV, ∂
xφ
l,q+1i
l+ hUV, ∂
xφ
l,q+1i
l− h∂
tV, φ
l,q+1i
l.
3 A posteriori error estimates and implementation issues C392
2. Nonlinear elliptic error estimate: We neglect the time rate of change in Method 1 so that
ν h∂
xF
l, ∂
xφ
l,q+1i
l− hE
lF
l, ∂
xφ
l,q+1i
l− hUF
l, ∂
xφ
l,q+1i
l− hVE
l, ∂
xφ
l,q+1i
l= −ν h∂
xV, ∂
xφ
l,q+1i
l+ hUV, ∂
xφ
l,q+1i
l− h∂
tV, φ
l,q+1i
l.
3. Linear parabolic error estimate: An additional reduction in the compu- tation cost is obtained by neglecting the nonlinear term hE
lF
l, ∂
xφ
l,q+1i
lin Method 1:
h∂
tF
l, φ
l,q+1i
l+ ν h∂
xF
l, ∂
xφ
l,q+1i
l− hUF
l, ∂
xφ
l,q+1i
l− hVE
l, ∂
xφ
l,q+1i
l= −ν h∂
xV, ∂
xφ
l,q+1i
l+ hUV, ∂
xφ
l,q+1i
l− h∂
tV, φ
l,q+1i
l. (23) 4. Linear elliptic error estimate: We neglect the nonlinear term in Method 2
so that
ν h∂
xF
l, ∂
xφ
l,q+1i
l− hUF
l, ∂
xφ
l,q+1i
l− hVE
l, ∂
xφ
l,q+1i
l= −ν h∂
xV, ∂
xφ
l,q+1i
l+ hUV, ∂
xφ
l,q+1i
l− h∂
tV, φ
l,q+1i
l. Each equation in Methods 1–4 is coupled with (cf. (20))
h∂
xE
l, ∂
xφ
l,p+1i
l= hF
l, ∂
xφ
l,p+1i
l, (24) and an initial condition hF
l, φ
l,q+1i = h∂
xu
0, φ
l,q+1i − hV, φ
l,q+1i .
We finish this section with a discussion on implementation issues for the linear parabolic case. From (17), we have
h∂
xV, ∂
xφ
l,q+1i
l= V
l+1,1α ¯
l+1,l1,q+1+ X
q k0=1V
l,k0α ¯
l,lk0,q+1:= T
1, and
h∂
tV, φ
l,q+1i
l= ∂
tV
l+1,1α
l+1,l1,q+1+ X
q k0=1∂
tV
l,k0α
l,lk0,q+1:= T
2.
3 A posteriori error estimates and implementation issues C393
Also
α
l,lp+1,p+1= h
l/((2p + 3)(2p − 1)) , α ¯
l,lp+1,p+1= 2/h
l, and
β
l,lp+1,q+1=
1/p(2q + 3)(2q + 1) , p = q + 1 ,
−1/p(2q + 1)(2q − 1) , p = q − 1 ,
0, otherwise.
By defining
β ¯
l¯k,k0,q= φ
l,¯kφ
l,k0, ∂
xφ
l,q+1, β ˜
l¯k,k0,q= φ
l+1,¯kφ
l,k0, ∂
xφ
l,q+1and
β ^
l¯k,k0,q= φ
l+1,¯kφ
l+1,k0, ∂
xφ
l,q+1, we have
hUF
l, ∂
xφ
l,q+1i
l= F
l"
U
l+1,1β ˜
l1,q+1,q+ X
p k=1U
l,kβ ¯
lk,q+1,q#
:= T
3F
l,
hVE
l, ∂
xφ
l,q+1i
l= E
l"
V
l+1,1β ˜
l1,p+1,q+ X
q k0=1V
l,k0β ¯
lk0,p+1,q#
:= T
4E
l, and
hUV, ∂
xφ
l,q+1i
l= U
l+1,1"
V
l+1,1β ^
l1,1,q+ X
q k0=1V
l,k0β ¯
l1,k0,q+1#
+ X
pk=1