Uniform convergence of finite element method on Bakhvalov-type mesh for a 2-D singularly perturbed convection-diffusion problem with exponential layers
在 Bakhvalov 型网格上，针对具有指数层的二维奇异扰动对流-扩散问题，有限元方法的一致收敛性分析仍是一个开放问题。以往的尝试均未成功。主要挑战在于过渡点附近层内网格子域的宽度、Dirichlet 边界条件的限制以及指数层的结构。为应对这些挑战，本文首次引入一种新颖的分析技术，该技术充分利用插值的特性以及边界上光滑函数与层函数之间的联系。将该技术与一种结构简单的新型插值相结合，可证明任意阶 k 的有限元方法在能量范数下具有最优阶 k+1 的一致收敛性。数值实验证实了本文的理论结果。
英文摘要：
On Bakhvalov-type mesh, uniform convergence analysis of finite element method for a 2-D singularly perturbed convection-diffusion problem with exponential layers is still an open problem. Previous attempts have been unsuccessful. The primary challenges are the width of the mesh subdomain in the layer adjacent to the transition point, the restriction of the Dirichlet boundary condition, and the structure of exponential layers. To address these challenges, a novel analysis technique is introduced for the first time, which takes full advantage of the characteristics of interpolation and the connection between the smooth function and the layer function on the boundary. Utilizing this technique in conjunction with a new interpolation featuring a simple structure, uniform convergence of optimal order k+1 under an energy norm can be proven for finite element method of any order k. Numerical experiments confirm our theoretical results.
A finite element method of any order is applied on a Bakhvalov-type mesh to solve a singularly perturbed convection--diffusion equation in 2D, whose solution exhibits exponential boundary layers. A uniform convergence of (almost) optimal order is proved by means of a carefully defined interpolant.
For a singularly perturbed elliptic model problem with two small parameters, we analyze finite element methods of any order on a Bakhvalov-type mesh. For convergence analysis, we construct a new interpolation by using the characteristics of layers. Besides, a more subtle analysis of the mesh scale near the exponential layer is carried out. Based on the interpolation and new analysis of the mesh scale, we prove the optimal convergence order.
In this paper, the linear finite element method on a Bakhvalov-type mesh is applied to a singularly perturbed problem with two parameters. The solution of the problem exists two exponential boundary layers. A new interpolation, which is simple in construction and analysis, is introduced for convergence analysis. Furthermore, we find a subtle relationship between the Bakhvalov-type mesh itself and the weaker exponential layer and obtain an interesting result. Finally, we prove a supercloseness result between the Lagrange interpolation and the numerical solution. Numerical tests confirm our theo…
For singularly perturbed convection-diffusion problems, supercloseness analysis of finite element method is still open on Bakhvalov-type meshes, especially in the case of 2D. The difficulties arise from the width of the mesh in the layer adjacent to the transition point, resulting in a suboptimal estimate for convergence. Existing analysis techniques cannot handle these difficulties well. To fill this gap, a novel interpolation is designed delicately for the first time for the smooth part of the solution, bringing about the optimal supercloseness result of almost order 2 under an energy norm f…
The local discontinuous Galerkin (LDG) method is studied for a third-order singularly perturbed problem of the convection-diffusion type. Based on a regularity assumption for the exact solution, we prove almost $O(N^{-(k+1/2)})$ (up to a logarithmic factor) energy-norm convergence uniformly in the perturbation parameter. Here, $k\geq 0$ is the maximum degree of piecewise polynomials used in discrete space, and $N$ is the number of mesh elements. The results are valid for the three types of layer-adapted meshes: Shishkin-type, Bakhvalov-Shishkin type, and Bakhvalov-type. Numerical experiments a…
We propose a new analysis of convergence for a $k$th order ($k\ge 1$) finite element method, which is applied on Bakhvalov-type meshes to a singularly perturbed two-point boundary value problem. A novel interpolant is introduced, which has a simple structure and is easy to generalize. By means of this interpolant, we prove an optimal order of uniform convergence with respect to the perturbation parameter. Numerical experiments illustrate these theoretical results.
A two-parameter singularly perturbed problem with discontinuous source and convection coefficient is considered in one dimension. Both convection coefficient and source term are discontinuous at a point in the domain. The presence of perturbation parameters results in boundary layers at the boundaries. Also, an interior layer occurs due to the discontinuity of data at an interior point. An upwind scheme on an appropriately defined Shishkin-Bakhvalov mesh is used to resolve the boundary layers and interior layers. A three-point formula is used at the point of discontinuity. The proposed method …
In this article, we have considered a time-dependent two-parameter singularly perturbed parabolic problem with discontinuous convection coefficient and source term. The problem contains the parameters $ε$ and $μ$ multiplying the diffusion and convection coefficients, respectively. A boundary layer develops on both sides of the boundaries as a result of these parameters. An interior layer forms near the point of discontinuity due to the discontinuity in the convection and source term. The width of the interior and boundary layers depends on the ratio of the perturbation parameters. We discuss t…
In convergence analysis of finite element methods for singularly perturbed reaction--diffusion problems, balanced norms have been successfully introduced to replace standard energy norms so that layers can be captured. In this article, we focus on the convergence analysis in a balanced norm on Bakhvalov-type rectangular meshes. In order to achieve our goal, a novel interpolation operator, which consists of a local weighted $L^2$ projection operator and the Lagrange interpolation operator, is introduced for a convergence analysis of optimal order in the balanced norm. The analysis also depends …
We consider a system of two singularly perturbed Boundary Value Problems (BVPs) of convection-diffusion type with discontinuous source terms and a small positive parameter multiplying the highest derivatives. Then their solutions exhibit boundary layers as well as weak interior layers. A numerical method based on finite element method (Shishkin and Bakhvalov-Shishkin meshes) is presented. We derive an error estimate of order $O(N^{-1}\ln^{3/2}{N})$ in the energy norm with respect to the perturbation parameter. Numerical experiments are also presented to support our theoretical results.
A singularly perturbed convection-diffusion problem posed on the unit square in $\mathbb{R}^2$, whose solution has exponential boundary layers, is solved numerically using the local discontinuous Galerkin (LDG) method with piecewise polynomials of degree at most $k>0$ on three families of layer-adapted meshes: Shishkin-type, Bakhvalov-Shishkin-type and Bakhvalov-type.On Shishkin-type meshes this method is known to be no greater than $O(N^{-(k+1/2)})$ accurate in the energy norm induced by the bilinear form of the weak formulation, where $N$ mesh intervals are used in each coordinate direction.…
A class of different schemes for the numerical solving of semilinear singularly--perturbed reaction--diffusion boundary--value problems was constructed. The stability of the difference schemes was proved, and the existence and uniqueness of a numerical solution were shown. After that, the uniform convergence with respect to a perturbation parameter $\varepsilon$ on a modified Shishkin mesh of order 2 has been proven. For such a discrete solution, a global solution based on a linear spline was constructed, also the error of this solution is in expected boundaries. Numerical experiments at the e…
We analyse the local discontinuous Galerkin (LDG) method for two-dimensional singularly perturbed reaction-diffusion problems. A class of layer-adapted meshes, including Shishkin- and Bakhvalov-type meshes, is discussed within a general framework. Local projections and their approximation properties on anisotropic meshes are used to derive error estimates for energy and "balanced" norms. Here, the energy norm is naturally derived from the bilinear form of LDG formulation and the "balanced" norm is artifically introduced to capture the boundary layer contribution. We establish a uniform converg…
We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high order finite element method on layer adapted meshes. We also apply a new idea of using a coarser mesh in places where weak layers appear. Numerical experiments confirm our theoretical results.
A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A domain decomposition method is used, which uses a rectangular grid outside the boundary layer and a Shishkin mesh, aligned to the curvature of the outflow boundary, near the boundary layer. Numerical results are presented to demonstrate the effectiveness of the proposed numerical algorithm.
We consider a second order singularly perturbed boundary value problem, of reaction-convection-diffusion type with two small parameters, and the approximation of its solution by the $hp$ version of the Finite Element Method on the so-called {\emph{Spectral Boundary Layer}} mesh. We show that the method converges uniformly, with respect to both singular perturbation parameters, at an exponential rate when the error is measured in the energy norm. Numerical examples are also presented, which illustrate our theoretical findings.
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the homogenous parabolic differential equation associated with the problem. The difference between this analytical function and the solution of the parabolic problem is approximated numerically, using an upwind finite difference operator combined with an appropriate layer-adapted mesh. The numerical method is shown to be parameter-uniform. Numerical results are pre…
In this paper we analyze the error as well for the semi-discretization as the full discretization of a time-dependent convection-diffusion problem. We use for the discretization in space the local discontinuous Galerkin (LDG) method on a class of layer-adapted meshes including Shishkin-type and Bakhvalov-type meshes and the implicit $θ$-scheme in time. For piecewise tensor-product polynomials of degree $k$ we obtain uniform or almost uniform error estimates with respect to space of order $k+1/2$ in some energy norm and optimal error estimates with respect to time. Our analysis is based on care…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. A particular complimentary error function is identified which matches the discontinuity in the initial condition. The difference between this analytical function and the solution of the parabolic problem is approximated numerically. A co-ordinate transformation is used so that a layer-adapted mesh can be aligned to the interior layer present in the solution. Numerical analysis is presented for the associated numerical method, which establishes that the numerical method is a…
As a popular stabilization technique, the nonsymmetric interior penalty Galerkin (NIPG) method has significant application value in computational fluid dynamics. In this paper, we study the NIPG method for a typical two-dimensional singularly perturbed convection diffusion problem on a Shishkin mesh. According to the characteristics of the solution, the mesh and numerical scheme, a new composite interpolation is introduced. In fact, this interpolation is composed of a vertices-edges-element interpolation within the layer and a local $L^{2}$-projection outside the layer. On the basis of that, b…
A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain incompatibilities in the data and also satisfy the associated homogenous differential equation. When the convective coefficient only depends on the time variable and the initial/boundary data is discontinuous, then a mixed analytical/numerical approach is taken. In the case of variable coefficients and the zero level of compatibility being satisfied (i.e. c…
In this paper, we analyze the supercloseness result of nonsymmetric interior penalty Galerkin (NIPG) method on Shishkin mesh for a singularly perturbed convection diffusion problem. According to the characteristics of the solution and the scheme, a new analysis is proposed. More specifically, Gauß Lobatto interpolation and Gauß Radau interpolation are introduced inside and outside the layer, respectively. By selecting special penalty parameters at different mesh points, we further establish supercloseness of almost k + 1 order under the energy norm. Here k is the order of piecewise polynomials…
Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at first sight because implementing vanilla versions of PINNs based on strong residual forms is easy, and neural networks offer very high approximation capabilities. However, when the PDE solutions are low regular, an expert insight is required to build deep learning formulations that do not incur in variational crimes. Optimization solvers are also significantl…
Almost nothing is known about the layer structure of solutions to singularly perturbed Caputo fractional boundary value problems. We discuss simple convection-diffusion and reaction-diffusion problems.
A singularly perturbed convection-diffusion problem,posed on the unit square in $\mathbb{R}^2$, is studied; its solution has both exponential and characteristic boundary layers. The problem is solved numerically using the local discontinuous Galerkin (LDG) method on Shishkin meshes. Using tensor-product piecewise polynomials of degree at most $k>0$ in each variable, the error between the LDG solution and the true solution is proved to converge, uniformly in the singular perturbation parameter, at a rate of $O((N^{-1}\ln N)^{k+1/2})$ in an associated energy norm, where $N$ is the number of mesh…
Motivated by a wide range of real-world problems whose solutions exhibit boundary and interior layers, the numerical analysis of discretizations of singularly perturbed differential equations is an established sub-discipline within the study of the numerical approximation of solutions to differential equations. Consequently, much is known about how to accurately and stably discretize such equations on \textit{a priori} adapted meshes, in order to properly resolve the layer structure present in their continuum solutions. However, despite being a key step in the numerical simulation process, muc…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative of the Green's function. The case of Neumann conditions along the characteristic boundaries is also addressed. A singularly perturbed convection-diffusion problem is posed in the unit square with a horizontal convective direction. Its solutions exhibit parabolic and exponential boundary layers. Sharp estimates of the Green's function and its first- and second…
Consider a singularly perturbed convection-diffusion problem with small, variable diffusion. Based on certain a priori estimates for the solution we prove robustness of a finite element method on a Duran-Shishkin mesh.
We present the analysis for an $hp$ weak Galerkin-FEM for singularly perturbed reaction-convection-diffusion problems in one-dimension. Under the analyticity of the data assumption, we establish robust exponential convergence, when the error is measured in the energy norm, as the degree $p$ of the approximating polynomials is increased. The Spectral Boundary Layer mesh is used, which is the minimal (layer adapted) mesh for such problems. Numerical examples illustrating the theory are also presented.
Considering a singularly perturbed convection-diffusion problem, we present an analysis for a superconvergence result using pointwise interpolation of Gauß-Lobatto type for higher-order streamline diffusion FEM. We show a useful connection between two different types of interpolation, namely a vertex-edge-cell interpolant and a pointwise interpolant. Moreover, different postprocessing operators are analysed and applied to model problems.
Yantai University（烟台大学）；East China Normal University（华东师范大学）；Shandong Normal University（山东师范大学）
Although Physics-Informed Neural Networks (PINNs) have been successfully applied in a wide variety of science and engineering fields, they can fail to accurately predict the underlying solution in slightly challenging convection-diffusion-reaction problems. In this paper, we investigate the reason of this failure from a domain distribution perspective, and identify that learning multi-scale fields simultaneously makes the network unable to advance its training and easily get stuck in poor local minima. We show that the widespread experience of sampling more collocation points in high-loss laye…
