Previous |  Up |  Next

Article

Keywords:
convection-diffusion; finite element; Shishkin mesh; two-scale discretization; exponential layers; Galerkin FEM
Summary:
Convection-diffusion problems posed on the unit square and with solutions displaying exponential layers are solved using a sparse grid Galerkin finite element method with Shishkin meshes. Writing $N$ for the maximum number of mesh intervals in each coordinate direction, our ``combination'' method simply adds or subtracts solutions that have been computed by the Galerkin FEM on $N \times \sqrt N$, $\sqrt N \times N$ and $\sqrt N \times \sqrt N$ meshes. It is shown that the combination FEM yields (up to a factor $\ln N$) the same order of accuracy in the associated energy norm as the Galerkin FEM on an $N\times N$ mesh, but it requires only $\Cal O(N^{3/2})$ degrees of freedom compared with the $\Cal O(N^2)$ used by the Galerkin FEM. An analogous result is also proved for the streamline diffusion finite element method.
References:
[1] Bank, R. E.: Hierarchical bases and the finite element method. Acta Numerica 5 (1996), 1-43. DOI 10.1017/S0962492900002610 | MR 1624587 | Zbl 0865.65078
[2] Bungartz, H.-J., Griebel, M.: Sparse grids. Acta. Numerica 13 (2004), 147-269. DOI 10.1017/S0962492904000182 | MR 2249147 | Zbl 1122.65405
[3] Bungartz, H.-J., Griebel, M., Rüde, U.: Extrapolation, combination, and sparse grid techniques for elliptic boundary value problems. Comput. Methods Appl. Mech. Eng. 116 (1994), 243-252. DOI 10.1016/S0045-7825(94)80029-4 | MR 1286533
[4] Ciarlet, P. G.: The Finite Element Method for Elliptic Problems. SIAM Philadelphia (2002). MR 1930132
[5] Delvos, F.-J.: d-Variate Boolean interpolation. J. Approximation Theory 34 (1982), 99-114. DOI 10.1016/0021-9045(82)90085-5 | MR 0647256 | Zbl 0504.41004
[6] Dobrowolski, M., Roos, H.-G.: A priori estimates for the solution of convection-diffusion problems and interpolation on Shishkin meshes. Z. Anal. Anwend. (1997), 16 1001-1012. DOI 10.4171/ZAA/801 | MR 1615644 | Zbl 0892.35014
[7] Garcke, J., Griebel, M.: On the computation of the eigenproblems of hydrogen and helium in strong magnetic and electric fields with the sparse grid combination technique. J. Comput. Phys. 165 (2000), 694-716. DOI 10.1006/jcph.2000.6627 | MR 1807302 | Zbl 0979.65101
[8] Griebel, M., Schneider, M., Zenger, C.: A combination technique for the solution of sparse grid problem. Iterative Methods in Linear Algebra. Proceedings of the IMASS, International symposium, Brussels, Belgium, April 2-4, 1991 P. de Groen, R. Beauwens North-Holland Amsterdam (1992), 263-281. MR 1159736
[9] Lin, Q., Yan, N., Zhou, A.: A sparse finite element method with high accuracy I. Numer. Math. 88 (2001), 731-742. DOI 10.1007/PL00005456 | MR 1836877 | Zbl 0989.65134
[10] Linß, T.: Uniform superconvergence of a Galerkin finite element method on Shishkin-type meshes. Numer. Methods Partial Differ. Equations 16 (2000), 426-440. DOI 10.1002/1098-2426(200009)16:5<426::AID-NUM2>3.0.CO;2-R | MR 1778398
[11] Linß, T.: Layer-adapted meshes for convection-diffusion problems. Comput. Methods Appl. Mech. Eng. 192 (2003), 1061-1105. DOI 10.1016/S0045-7825(02)00630-8 | MR 1960975 | Zbl 1022.76036
[12] Lin{ß}, T., Stynes, M.: Asymptotic analysis and Shishkin-type decomposition for an elliptic convection-diffusion problem. J. Math. Anal. Appl. 261 (2001), 604-632. DOI 10.1006/jmaa.2001.7550 | MR 1853059 | Zbl 1200.35046
[13] Liu, F., Madden, N., Stynes, M., Zhou, A.: A two-scale sparse grid method for a singularly perturbed reaction-diffusion problem in two dimensions. IMA J. Numer. Anal (to appear). MR 2557053 | Zbl 1188.65153
[14] Liu, F., Zhou, A.: Two-scale finite element discretizations for partial differential equations. J. Comput. Math. 24 (2006), 373-392. MR 2229717 | Zbl 1100.65101
[15] Liu, F., Zhou, A.: Localizations and parallelizations for two-scale finite element discretizations. Commun. Pure Appl. Anal. 6 (2007), 757-773. DOI 10.3934/cpaa.2007.6.757 | MR 2318298 | Zbl 1141.65079
[16] Liu, F., Zhou, A.: Two-scale Boolean Galerkin discretizations for Fredholm integral equations of the second kind. SIAM J. Numer. Anal. 45 (2007), 296-312. DOI 10.1137/050633007 | MR 2285856 | Zbl 1144.65087
[17] Miller, J. J., O'Riordan, E., Shishkin, G. I.: Fitted Numerical Methods for Singular Perturbation Problems. World Scientific Singapore (1996). MR 1439750 | Zbl 0915.65097
[18] Noordmans, J., Hemker, P. W.: Application of an additive sparse-grid technique to a model singular pertubation problem. Computing 65 (2000), 357-378. DOI 10.1007/s006070070005 | MR 1811355
[19] O'Riordan, E., Shishkin, G. I.: A technique to prove parameter-uniform convergence for a singularly perturbed convection-diffusion equation. J. Comput. Appl. Math. 206 (2007), 136-145. DOI 10.1016/j.cam.2006.06.002 | MR 2333841 | Zbl 1117.65145
[20] Pflaum, C., Zhou, A.: Error analysis of the combination technique. Numer. Math. 84 (1999), 327-350. DOI 10.1007/s002110050474 | MR 1730012 | Zbl 0942.65122
[21] Roos, H.-G., Stynes, M., Tobiska, L.: Numerical Methods for Singularly Perturbed Differential Equations. Springer Berlin (1996). MR 1477665 | Zbl 0844.65075
[22] Stynes, M., O'Riordan, E.: A uniformly convergent Galerkin method on a Shishkin mesh for a convection-diffusion problem. J. Math. Anal. Appl. 214 (1997), 36-54. DOI 10.1006/jmaa.1997.5581 | MR 1645503 | Zbl 0917.65088
[23] Stynes, M., Tobiska, L.: The SDFEM for a convection-diffusion problem with a boundary layer: Optimal error analysis and enhancement of accuracy. SIAM J. Numer. Anal. 41 (2003), 1620-1642. DOI 10.1137/S0036142902404728 | MR 2035000 | Zbl 1055.65121
[24] Xu, J.: Two-grid discretization techniques for linear and nonlinear PDEs. SIAM J. Numer. Anal. 33 (1996), 1759-1777. DOI 10.1137/S0036142992232949 | MR 1411848 | Zbl 0860.65119
[25] Yserentant, H.: On the multi-level splitting of finite element spaces. Numer. Math. 49 (1986), 379-412. DOI 10.1007/BF01389538 | MR 0853662 | Zbl 0625.65109
[26] Zenger, C.: Sparse grids. In: Parallel Algorithms for Partial Differential Equations (Proc. 6th GAMM-Seminar, Kiel, 1990). Notes Numer. Fluid Mech. 31 (1991), 241-251. MR 1167882 | Zbl 0763.65091
[27] Zhang, Z.: Finite element superconvergence on Shishkin mesh for 2-D convection-diffusion problems. Math. Comput. 72 (2003), 1147-1177. DOI 10.1090/S0025-5718-03-01486-8 | MR 1972731 | Zbl 1019.65091
Partner of
EuDML logo