The paper considers a class of parametric elliptic partial differential equations (PDEs), where the coefficients and the right-hand side function depend on infinitely many (uncertain) parameters. We introduce a two-level a posteriori estimator to control the energy error in multilevel stochastic Galerkin approximations for this class of PDE problems. We prove that the two-level estimator always provides a lower bound for the unknown approximation error, while the upper bound is equivalent to a saturation assumption. We propose and empirically compare three adaptive algorithms, where the structure of the estimator is exploited to perform spatial refinement as well as parametric enrichment. The paper also discusses implementation aspects of computing multilevel stochastic Galerkin approximations.
In this paper we analyze a posteriori error estimates for a mixed formulation of the linear elasticity eigenvalue problem. A posteriori estimators for the nearly and perfectly compressible elasticity spectral problems are proposed. With a post-process argument, we are able to prove reliability and efficiency for the proposed estimators. The numerical method is based in Raviart-Thomas elements to approximate the pseudostress and piecewise polynomials for the displacement. We illustrate our results with numerical tests.
The main drawback for the application of the conforming Argyris FEM is the labourious implementation on the one hand and the low convergence rates on the other. If no appropriate adaptive meshes are utilised, only the convergence rate caused by corner singularities [Blum and Rannacher, 1980], far below the approximation order for smooth functions, can be achieved. The fine approximation with the Argyris FEM produces high-dimensional linear systems and for a long time an optimal preconditioned scheme was not available for unstructured grids. This paper presents numerical benchmarks to confirm t…
The transmission eigenvalue problem arising from the inverse scattering theory is of great importance in the theory of qualitative methods and in the practical applications. In this paper, we study the transmission eigenvalue problem for anisotropic inhomogeneous media in $Ω\subset \mathbb{R}^d$,(d=2,3). Using the T-coercivity and the spectral approximation theory, we derive an a posteriori estimator of residual type and prove its effectiveness and reliability for eigenfunctions. In addition, we also prove the reliability of the estimator for transmission eigenvalues. The numerical experiments…
We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We perform a posteriori error analysis of Galerkin approximations and derive a reliable and efficient estimate for the energy error in these approximations. Practical versions of this error estimate are discussed and tested numerically for a model problem with non-affine parametric representation of the coefficient. Furthermore, we use the error reduction indica…
We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $\mathcal D\subset \mathbb R^d$, with Besov-tree random coefficients. This is to say that the logarithms of the diffusion coefficients are sampled from so-called Besov-tree priors, which have recently been proposed to model data for fractal phenomena in science and engineering. Numerical analysis of the fully discrete FEM for the elliptic PDE includes quadrature approximation and must account for a) nonuniform pathwise upper and lower coefficient bounds, and for b) low path-regu…
Nitsche-based FEM for the Laplace eigenvalue problem: spectral approximation and a posteriori error analysis
Indian Institute of Technology (IIT) Roorkee（印度理工学院鲁尔基分校）；Universidad del Bío-Bío（比奥比奥大学）；Universidad de Concepción（孔塞普西翁大学）；Universidad Técnica Federico Santa María（费德里科·圣玛丽亚技术大学）
Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading. While this domain mapping method is quite efficient for theory and practice, since only a single domain discretisation is needed, it also requires the knowledge of the domain mapping. However, in certain applications, the random domain is only described by its random boundary, while the quantity of interest is defined on a fixed, deterministic subdomain. In this setting, it thus becomes necessary to compute a r…
We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift-diffusion-Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the spatial dimensions, while the a-priori error is estimated to guarantee \red{linear} convergence of the $H^1$ error. In the adaptive mesh refinement, efficient estimation of the error indicator gives rise to better error control. For the stochastic dimensions, we use the multilevel Monte Carlo method to solve this system of stochastic partial differential eq…
This article on nonconforming schemes for $m$ harmonic problems simultaneously treats the Crouzeix-Raviart ($m=1$) and the Morley finite elements ($m=2$) for the original and for modified right-hand side $F$ in the dual space $V^*:=H^{-m}(Ω)$ to the energy space $V:=H^{m}_0(Ω)$. The smoother $J:V_{\rm nc} \to V$ in this paper is a companion operator, that is a linear and bounded right-inverse to the nonconforming interpolation operator $I_{\rm nc} :V\to V_{\rm nc}$, and modifies the discrete right-hand side $F_h:=F\circ J \in V_{\rm nc}^*$. The best-approximation property of the modified schem…
A FEM approximation of a two-phase obstacle problem and its a posteriori error estimate
Instituto Superior Técnico（技术研究所）；University of South Bohemia（南波希米亚大学）；Institute of Information Theory and Automation, Academy of Sciences（科学院信息与自动化研究所）
A-posteriori-steered $p$-robust multigrid and domain decomposition methods with optimal step-sizes for mixed finite element discretizations of elliptic problems
TU Wien（维也纳工业大学）；Institute of Mathematics, Czech Academy of Sciences（捷克科学院数学研究所）；Inria（法国国家数字科学与多领域研究所）；Ecole nationale des ponts et chaussées（国立路桥学校）；University of Pittsburgh（匹兹堡大学）
In this paper, we study a posteriori error estimators which aid multilevel iterative solvers for linear systems with graph Laplacians. In earlier works such estimates were computed by solving global optimization problems, which could be computationally expensive. We propose a novel strategy to compute these estimates by constructing a Helmholtz decomposition on the graph based on a spanning tree and the corresponding cycle space. To compute the error estimator, we solve efficiently the linear system on the spanning tree, and then we solve approximately a least-squares problem on the cycle spac…
A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and Nobile in 2018 (SIAM J. Numer. Anal, 56, 3121--3143) to cover problems with a nonaffine parametric coefficient dependence. A suboptimal, but nonetheless reliable and convenient implementation of the strategy involves approximation of the decoupled PDE problems with a common finite element approximation space. Computational results obtained using such a single-le…
We propose and analyze an augmented mixed finite element method for the pseudostress-velocity formulation of the stationary convective Brinkman-Forchheimer problem in $\mathrm{R}^d$, $d\in \{2,3\}$. Since the convective and Forchheimer terms forces the velocity to live in a smaller space than usual, we augment the variational formulation with suitable Galerkin type terms. The resulting augmented scheme is written equivalently as a fixed point equation, so that the well-known Schauder and Banach theorems, combined with the Lax-Milgram theorem, allow to prove the unique solvability of the contin…
Functional error estimates are well-established tools for a posteriori error estimation and related adaptive mesh-refinement for the finite element method (FEM). The present work proposes a first functional error estimate for the boundary element method (BEM). One key feature is that the derived error estimates are independent of the BEM discretization and provide guaranteed lower and upper bounds for the unknown error. In particular, our analysis covers Galerkin BEM and the collocation method, what makes the approach of particular interest for scientific computations and engineering applicati…
The Morley finite element method (FEM) is attractive for semilinear problems with the biharmonic operator as a leading term in the stream function vorticity formulation of 2D Navier-Stokes problem and in the von Kármán equations. This paper establishes a best-approximation a~priori error analysis and an a~posteriori error analysis of discrete solutions close to an arbitrary regular solution on the continuous level to semilinear problems with a trilinear nonlinearity. The analysis avoids any smallness assumptions on the data and so has to provide discrete stability by a perturbation analysis be…
T-IFISS is a finite element software package for studying finite element solution algorithms for deterministic and parametric elliptic partial differential equations. The emphasis is on self-adaptive algorithms with rigorous error control using a variety of a posteriori error estimation techniques. The open-source MATLAB framework provides a computational laboratory for experimentation and exploration, enabling users to quickly develop new discretizations and test alternative algorithms. The package is also valuable as a teaching tool for students who want to learn about state-of-the-art finit…
We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows to introduce a probability measure on standard piecewise linear FEM. We present a posteriori error estimators based uniquely on probabilistic information. A series of numerical experiments illustrates the potential of the RM-FEM for error estimation and validates our analysis. We furthermore demonstrate how employing the RM-FEM enhances the quality of the sol…
Goal-Oriented Adaptive Finite Element Multilevel Quasi-Monte Carlo
King Fahd University of Petroleum and Minerals（国王法赫德石油矿物大学）；King Abdullah University of Science and Technology (KAUST)（阿卜杜拉国王科技大学）；RWTH Aachen University（亚琛工业大学）
On $p$-robust convergence and optimality of adaptive FEM driven by equilibrated-flux estimators
Inria（法国国家数字与工程科学研究所）；Univ. Lille（里尔大学）；Laboratoire Paul Painlevé（保罗·庞加莱实验室）；Inria Paris（法国国家数字与工程科学研究所巴黎分部）；Institute for Numerical Simulation, University of Bonn（波恩大学数值模拟研究所）；University of Twente（特文特大学）；Charles University, Faculty of Mathematics and Physics（查理大学数学物理学院）
A posteriori upper and lower bounds are derived for the linear finite element method (FEM) for the Helmholtz equation with large wave number. It is proved rigorously that the standard residual type error estimator seriously underestimates the true error of the FE solution for the mesh size $h$ in the preasymptotic regime, which is first observed by Babuška, et al. for an one dimensional problem. By establishing an equivalence relationship between the error estimators for the FE solution and the corresponding elliptic projection of the exact solution, an adaptive algorithm is proposed and its c…
