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arXiv 2410.23945math.NAcs.NA
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针对含粗糙扩散系数的一维椭圆方程的导数正交小波多尺度方法

A Derivative-Orthogonal Wavelet Multiscale Method for 1D Elliptic Equations with Rough Diffusion Coefficients

Qiwei Feng, Bin Han

AI总结:

针对含粗糙扩散系数的一维椭圆方程,提出导数正交小波多尺度方法,证明刚度矩阵条件数有界且与粗网格尺寸无关,能量范数和L2范数误差分别达一阶、二阶收敛,数值实验验证了方法的有效性。

摘要:

本文研究含粗糙扩散系数$a$的一维椭圆方程$-\nabla\cdot (a\nabla u)=f$,其中系数$a$满足$0<a_{\min}\le a\le a_{\max}<\infty$,且$f\in L_2(\Omega)$。为在尺寸为$H$的粗网格上获得精确且鲁棒的数值解,我们提出了一种基于导数正交小波的框架。该方法融合了通过新技术构造的常规基函数与专用基函数,定义了可实现有效逼近的基函数空间。我们针对该框架开发了导数正交小波多尺度方法,并证明了刚度矩阵的条件数$\kappa$满足$\kappa\le a_{\max}/a_{\min}$,且与粗网格尺寸$H$无关。在误差分析方面,我们证明对于任意粗网格$H$,该方法的能量范数误差和$L_2$范数误差分别以一阶和二阶速率收敛;具体而言,能量范数误差上界为$2 a_{\min}^{-1/2} \\|f\\|_{L_2(\Omega)} H$,$L_2$范数误差上界为$4 a_{\min}^{-1}\\|f\\|_{L_2(\Omega)} H^2$。此外,数值近似解在所有网格点上均具有插值性质。我们设计了一系列具有挑战性的测试算例,涵盖连续、不连续、高频和高对比度的系数$a$,以$l_2$和$l_\infty$范数评估$u$、$u'$和$a u'$的误差;还给出了一个系数$a$与源项$f$均包含不连续、高频和高对比度振荡的数值算例。我们还将该方法与标准二阶有限元法进行对比,评估当网格不足以分辨系数振荡时的误差表现与条件数。数值结果验证了条件数的有界性与收敛速率,证实了该方法的有效性。

英文摘要:

In this paper, we investigate 1D elliptic equations $-\nabla\cdot (a\nabla u)=f$ with rough diffusion coefficients $a$ that satisfy $0<a_{\min}\le a\le a_{\max}<\infty$ and $f\in L_2(Ω)$. To achieve an accurate and robust numerical solution on a coarse mesh of size $H$, we introduce a derivative-orthogonal wavelet-based framework. This approach incorporates both regular and specialized basis functions constructed through a novel technique, defining a basis function space that enables effective approximation. We develop a derivative-orthogonal wavelet multiscale method tailored for this framework, proving that the condition number $κ$ of the stiffness matrix satisfies $κ\le a_{\max}/a_{\min}$, independent of $H$. For the error analysis, we establish that the energy and $L_2$-norm errors of our method converge at first-order and second-order rates, respectively, for any coarse mesh $H$. Specifically, the energy and $L_2$-norm errors are bounded by $2 a_{\min}^{-1/2} \|f\|_{L_2(Ω)} H$ and $4 a_{\min}^{-1}\|f\|_{L_2(Ω)} H^2$. Moreover, the numerical approximated solution also possesses the interpolation property at all grid points. We present a range of challenging test cases with continuous, discontinuous, high-frequency, and high-contrast coefficients $a$ to evaluate errors in $u, u'$ and $a u'$ in both $l_2$ and $l_\infty$ norms. We also provide a numerical example that both coefficient $a$ and source term $f$ contain discontinuous, high-frequency and high-contrast oscillations. Additionally, we compare our method with the standard second-order finite element method to assess error behaviors and condition numbers when the mesh is not fine enough to resolve coefficient oscillations. Numerical results confirm the bounded condition numbers and convergence rates, affirming the effectiveness of our approach.

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