2022_apost_hDG_hypercircle_Dina_et_al_AJM
2022_apost_hDG_hypercircle_Dina_et_al_AJM
2022_apost_hDG_hypercircle_Dina_et_al_AJM
(2022) 11:407–426
https://doi.org/10.1007/s40065-022-00386-w Arabian Journal of Mathematics
Received: 4 April 2022 / Accepted: 28 July 2022 / Published online: 5 September 2022
© The Author(s) 2022
Abstract In this work, we apply the hypercircle method to Discontinuous Galerkin (DG) approximations of
second order diffusion problems featuring inhomogeneous Dirichlet and Neumann boundary conditions. We
focus on the interior penalty discontinuous Galerkin (IPDG) approximations of diffusion problems in primal
variational formulation and produce a Prager–Synge theorem for such DG methods. Using the hypercircle
method, we derive an a posteriori error estimator in terms of an equilibrated flux. The estimator is proven to
be reliable and efficient. Numerical results are presented which illustrate the estimator’s performance.
Mathematics Subject Classification (2000) 35J25 · 65N15 · 65N22 · 65N30 · 65N66 · 65N50
1 Introduction
The hypercircle method, also known as the two-energy principle, was introduced in 1947 by Prager and Synge
[25,26] as a method to estimate the error arising from the approximation of boundary value problems for
diffusive partial differential equations. The method is based on splitting the original problem into two easy-
to-solve problems. These problems are solved separately, a common solution is found which represents the
solution of the original problem in a suitably-defined function space. In this case, the solution to the original
problem is located on or inside a hypercircle in that function space. If the bilinear form of the variational
formulation of the original problem is positive definite, then the hypercircle is bounded [25] and the location
of the solution on a hypercircle provides an upper and lower bound for the solution on any neighbourhood
of any prescribed point in the domain. If we choose the center of the hypercircle as an approximation of the
original solution, then its error in a mean-square sense, is easily known.
However, the hypercircle method was forgotten for many years. It resurfaced again when there was a need for
efficient and reliable a posteriori error estimators for the finite element approximation of diffusion-boundary
value problems (cf. e.g. [2,6,8,27]). The equilibrated a posteriori error estimator based on the hypercircle
method has a big advantage over the standard residual-type a posteriori error estimator that does not contain
any generic constants except for possible data oscillations, which leads to better effectivity indices.
The hypercircle method was designed for conforming finite elements approximations, but it can be used as
well as for nonconforming approaches such as discontinuous Galerkin (DG) methods. Indeed, in [7], a Prager–
Synge theorem has been formulated and used to derive an equilibrated a posteriori error estimator for DG
D. N. Alsheikh (B) ·
Jubail Industrial College, Jubail Industrial City, Saudi Arabia
E-mail: sheikhd@ucj.edu.sa
T. Katsaounis
Univ. of Crete, IACM-FORTH, Heraklion, Greece
E-mail: thodoros.katsaounis@uoc.gr
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408 Arab. J. Math. (2022) 11:407–426
approximations of the Poisson equation. This is done by constructing equilibrated flux and post-processing the
DG approximation via a related mixed formulation from [4], involving suitably defined numerical fluxes across
the interfaces of the finite element meshes. Related approaches can be found in [1,12,16], which however are
not directly based on a Prager–Synge-like theorem.
DG methods have been used since the 1970s and have been so popular since then, [13,14,22] and the
references therein, for their flexibility in local approximation of the solution of partial differential equations
(PDE’s), flexibility in adaptive local mesh refinement, and for their good stability properties. When it comes to
adaptive methods based on equilibrated a posteriori error estimators, DG methods have a big advantage over
C 0 - conforming finite elements. In C 0 -conforming finite elements, the equilibration is done on patches of
elements (union of elements sharing a common nodal point), as in [8], whereas for interior penalty DG (IPDG)
methods equilibration is performed element-wise which is less expensive to compute [7,12].
In this work, we extend the work done in [7] to cover DG approximations of diffusion problems with
non-zero boundary conditions and high contrast coeffiecients. Further, [7] does not address data oscillations
due to approximations, this is another point that we consider here. For such problems, we apply the hypercircle
method to IPDG methods of any polynomial degree, we formulate a Prager–Synge theorem and derive an a
posteriori error estimator in terms of an equilibrated flux vector. The reliability of the error estimator follows
directly from the Prager–Synge theorem, whereas its efficiency can be established by showing that the estimator
is bounded from above by a residual-type a posteriori error estimator for IPDG methods whose efficiency has
been shown in the literature, (cf., e.g., [5,17,19]).
This paper is organised as follows, a brief introduction to the DG approximation is given followed by
focus on the IPDG methods in Sect. 2. We introduce a posteriori error estimate based on the Prager and Synge
theorem in Sect. 3.1 and we show the post processing of the DG methods to conferring FE we used in Sect.
3.2. We introduce a discussion of possible Data oscillations. In Sect. 3.3 and in Sect. 3.4 we construct an
equilibrated flux. In Sect. 3.5 we show the efficiency of our estimator. Sect. 4.1 consists of an introduction to
the adaptive method we are using and some numerical results are given in Sect. 4.2 to show the performance
of the estimator. our conclusions were discussed in section 5.
We will use standard notations from Lebesgue and Sobolev space theory [6,9]. In particular, for a bounded
domain Ω ⊂ Rd for d ≥ 2 and D ⊂ Ω we denote by (·, ·)0,D and · 0,D the L 2 -inner product and
the associated L 2 -norm. We further refer to H 1 (Ω) as the Sobolev space with norm · 1,Ω and seminorm
1
| · |1,Ω and to H 2 (Γ ), Γ ⊆ ∂Ω, as the associated trace space, whereas H0,Γ 1 (Ω) stands for the subspace
of H -functions with vanishing trace on Γ . Moreover H (div, Ω) denotes the Hilbert space of vector fields
1
q ∈ L 2 (Ω)2 such that ∇ · q ∈ L 2 (Ω) equipped with the graph norm.
We start by assuming Ω ⊂ R2 to be a bounded polygonal domain consisting of pairwise disjoint polygonal
subdomains Ωk , 1 k m. We refer to Γ = Γ D ∪ Γ N , Γ D ∩ Γ N = ∅, as the boundary of Ω, consisting of
a Dirichlet part Γ D and a Neumann part Γ N . We consider the diffusion problem
−∇ · (a∇u) = f in Ω, (1a)
u = u D on Γ D , (1b)
nΓ N · a∇u = u N on Γ N . (1c)
Here, we suppose a to be a piecewise constant function with a|Ωk > 0, 1 k m, and f ∈ L 2 (Ω),
1
u D ∈ H 2 (Γ D ) and u N ∈ L 2 (Γ N ). Further, nΓ N denotes the exterior unit normal on Γ N and we set V =
{u ∈ H 1 (Ω) : u|Γ D = u D } and H D1 (Ω) = {v ∈ H 1 (Ω) : v|Γ D = 0}.
We define then, the weak formulation of (1a)-(1c) as : we seek u ∈ V such that for all v ∈ H D1 (Ω) it holds
a∇u · ∇v dx = f v dx + u N v ds. (2)
Ω Ω ΓN
For the IPDG approximation of the boundary value problem (1a)–(1c) we consider a locally quasi-uniform
simplicial triangulation Th of a computational domain which aligns with the subdivision of Ω. We denote by
Eh the set of edges of Th in Ω̄, where Eh is divided into EhI , EhD := Eh ∩ Γ D , EhN := Eh ∩ Γ N , the set of interior
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Arab. J. Math. (2022) 11:407–426 409
edges in Th , Dirichlet boundary edges, and Neumann edges respectively. We further denote by h K , K ∈ Th
the diameter of K , and by h E , E ∈ Eh the length of edge E. Further, for l ∈ N, we refer to Pl (K ) as the set
of polynomials of degree at most l on K . Due to the local quasi-uniformity of the triangulation, there exist
constants 0 < c < C such that
c hE ≤ hK ≤ C hE, E ∈ ∂K. (3)
Setting ũ E := ũ∂ K | E , p̃ E := p̃∂ K | E , E ∈ Eh , the IPDG method is obtained by the following specification of
the numerical fluxes
⎧
⎨ {u h } E n E , E ∈ EhI ,
ũ E := (u h − u D )n E , E ∈ EhD , (8a)
⎩
uh nE , E ∈ EhN ,
⎧
⎨ {a∇u h } E − αh −1E [u h ] E n E , E ∈ EhI ,
−1
p̃ E := a∇u h − αh E (u h − u D )n E , E ∈ EhD , (8b)
⎩
u N nE , E ∈ EhN ,
where α > 0 is a penalty parameter. This choice of the numerical fluxes allows us to eliminate the dual variable
ph from (7a),(7b) by choosing ph = a∇u h and qh = a∇vh in (7a). We are thus led to the primal variational
formulation of the IPDG method: we seek u h ∈ Vh such that,
ahI P (u h , vh ) = l(vh ), ∀vh ∈ Vh , (9)
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410 Arab. J. Math. (2022) 11:407–426
− ({n E · a∇u h } E [vh ] E + [u h ] E {n E · a∇vh } E ) ds
E∈EhI ∪EhD E
α
+ [u h ] E [vh ] E ds, (10)
hE
E∈EhI ∪EhD E
Remark 2.1 Another choice of the numerical fluxes ũ E and p̃ E , E ∈ Eh , gives rise to a different DG approxima-
tion. We refer to [4] for an overview. In the remaining of this paper, we will focus on the IPDG approximation,
but note that both the derivation of the equilibrated a posteriori error estimator and its analysis in terms of
reliability and efficiency can be done the same way.
The IPDG bilinear form (10) and the functional in (11) are not well-defined for u, v ∈ V , since (n E ·∇u)| E , E ∈
Eh , does not belong to L 2 (E). This can be cured by using a lifting operator L : L 2 (EhI ∪ EhD ) → Vh as in [18],
defined according to
L(v) · aqh dx = [v] E n E · {aqh } E ds. (12)
K ∈T h K E∈EhI ∪EhD E
As has been shown e.g. in [18,23], the lifting operator is continuous, so there exists a constant C L ≥ 0
depending only on the shape regularity of the triangulation such that
L(v)20,Ω ≤ C L h −1
E [v] E 0,E , v ∈ L (Eh ∪ Eh ).
2 2 I D
(13)
E∈EhI ∪EhD
Using the lifting operator, we define the bilinear form ãhI P (·, ·) : (V + Vh ) × (V + Vh ) → R and the functional
l˜h (·) by means of
ãh (u, v) :=
IP
a∇u · ∇v dx − (L(u) · a∇v
K ∈T h K K ∈T h K
α
+ a∇u · L(v)) dx + [u] E [v] E ds, (14a)
hE
E∈Eh E
α
l˜h (v) := f v dx + u D v ds
hE
K ∈T h K E∈Eh
D
E
− L(u D ) · a∇v dx + u N v ds. (14b)
K ∈T h K E∈EhN E
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Arab. J. Math. (2022) 11:407–426 411
1 α
v21,h,Ω := a 2 ∇v20,K + [v] E 20,E , v ∈ V + Vh .
hE (15)
K ∈T h E∈EhI ∪EhD
It is not difficult to show, cf., [19,20], that for sufficiently large α > 0 the IPDG norm and the mesh-dependent
energy norm are equivalent, i.e., there exists a positive constant γ such that
On the other hand, there exists a constant Γ > γ such that for any α > 0
In particular, it follows from (16a) and (16b) that for a sufficiently large α > 0, the bilinear form ahI P (·, ·)
is continuous and coercive, thus the IPDG problem (9) admits a unique solution u h ∈ Vh . It has been shown
before [24] that to ensure the coercivity of the bilinear form and the continuity of the IPDG approximation,
the penalty parameter has to be chosen according to α = amax O((k + 1)2 ).
Theorem 3.1 Prager–Synge theorem for diffusion Problems, two-energy principle Let p ∈ H (div, Ω) and
v ∈ V . Further, let u ∈ V be the solution of (2) and suppose that p satisfies the equilibrium condition
−∇ · p = f in L 2 (Ω), (17)
nΓ N · p = u N in L 2 (Γ N ). (18)
Then it holds
1 1 1
a 2 ∇v − a −1 p 20,Ω = a 2 ∇ (v − u) 20,Ω + a 2 ∇u − a −1 p 20,Ω . (19)
(a∇u − p, ∇(v − u))0,Ω = (a∇u, ∇(v − u))0,Ω + (∇ · p, v − u)0,Ω − nΓ N · p, v − u 0,Γ
N
= u N − nΓ N · p, v − u 0,Γ = 0.
N
1 1 1 1
a 2 ∇(v − u) + a 2 (∇u − a −1 p)20,Ω = a 2 ∇(v − u)20,Ω + a 2 (∇u − a −1 p)20,Ω .
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For K ∈ Th let f K be the L 2 -projection of f onto Pk−1 (K ), and for E ∈ EhD resp., E ∈ EhN let u D | E resp. u N | E
be the L 2 -projection of u D resp. u N onto Pk (E). We define f h ∈ L 2 (Ω) and u D,h ∈ L 2 (Γ D ), u N ,h ∈ L 2 (Γ N )
by f h | K = f K , K ∈ Th , and u D,h | E = u D | E , E ∈ EhD , u N ,h | E = u N | E , E ∈ EhN . The Prager–Synge theorem
eq
(3.1) can be applied to the IPDG approximation involving an equilibrated flux vector ph , if we replace f, u D ,
and u N by f h , u D,h , and u N ,h , respectively. In particular, we denote by û h ∈ Vh the IPDG approximation of
the weak solution û ∈ H 1 (Ω) of the diffusion problem
−∇ · a∇ û = f h , in Ω,
û = u D,h , on Γ D ,
nΓ N · a∇ û = u N ,h , on Γ N .
Denoting by Vhc := Vh ∩ C(Ω) ⊂ V the C 0 -conforming Lagrange finite element space associated with Vh ,
the function v in (19) can be chosen as v = û conf
h ∈ Vhc , where û conf
h is obtained by postprocessing the IPDG
approximation û h ∈ Vh . Let Nh be a set of Lagrange nodal points for the elements in Vh and let κi be the
L
number of elements that share the nodal point xi ∈ NhL . We note that κi = 1, if xi belongs to the interior of
an element K ∈ Th or if xi is situated in the interior of an edge E ∈ EhD ∪ EhN , while κi > 1 if xi ∈ NhL ∩ Eh .
The function û conf
h is defined by its nodal values
1
h (x i ) :=
û conf û h | K (xi ). (22)
κi
K ∈Th ,xi ∈K
eq eq
A flux vector ph ∈ Vh is called an equilibrated flux vector, if ph ∈ H (div, Ω) and if it satisfies the equilibrium
equation
eq
−∇ · ph = f h in each K ∈ Th , (24a)
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Arab. J. Math. (2022) 11:407–426 413
eq eq
where the element-related terms η K ,i , 1 i 2, and edge-related terms η E,i , 1 i 2, are given as follows:
eq eq
η K ,1 := ph − a∇ û h 0,K , K ∈ Th , (26a)
eq 1
η K ,2 := a ∇(û h − û conf
2
h )0,K , K ∈ Th , (26b)
eq − 21
η E,1 := αh E [û h ] E 0,E , E ∈ EhI , (26c)
eq − 21
η E,2 := αh E u D,h − û h 0,E , E ∈ EhD . (26d)
We provide the following auxiliary result concerning the data oscillation due to the approximation of f, u D ,
and u N by f h , u D,h , and u N ,h respectively.
Lemma 3.2 Let z h ∈ Vh be the IPDG approximation of the weak solution z ∈ H 1 (Ω) of the diffusion problem
−∇ · a∇z = f − f h , in Ω, (27a)
z = u D − u D,h , on Γ D , (27b)
nΓ N · a∇z = u N − u N ,h , on Γ N . (27c)
Then it holds
z h 21,h,Ω h 2K f − f h 20,K + h −1
E u D − u D,h 0,E
2
K ∈T h E∈EhD
+ h E u N − u N ,h 20,E . (28)
E∈EhN
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414 Arab. J. Math. (2022) 11:407–426
−1
Hence, if we choose p0 = |K | z h dx, we obtain
K
−1 −1
v K 0,∂ K h K 2 v K 0,K , n E · a∇v K 0,∂ K h K 2 a∇v K 0,K
imply that for E ∈ EhD , resp.E ∈ EhN and E ⊂ ∂ K for some K ∈ Th it holds
−1
z h − p0 0,E ≤ z h − p0 0,∂ K h K 2 z h − p0 0,K , (31a)
−1
n E · a∇z h 0,E ≤ n∂ K · a∇z h 0,∂ K h K 2 a∇z h 0,K . (31b)
In view of (30), (31a), (31b), and using (3) we deduce from (29)
−1
z h 21,h,Ω ≤ h K f − f h 0,K ∇z h 0,K + h E 2 u D − u D,h 0,E ∇z h 0,K
K ∈T h E∈EhD
−1 1
+ αh E 2 u D − u D,h 0,E ∇z h 0,K + h E2 u N − u N ,h 0,E ∇z h 0,K . (32)
E∈EhD E∈EhN
The assertion (28) then follows from (32) by a suitable application of Young’s inequality.
In view of the previous result, the data oscillations will be denoted by
⎛ ⎞1 ⎛ ⎞1 ⎛ ⎞1
2 2
2
⎜ ⎟ ⎜ ⎟
osch := ⎝ osc2K ( f )⎠ +⎝ osc2E (u D )⎠ + ⎝ osc2E (u N )⎠ , (33)
K ∈T h E∈EhD E∈EhN
osc K ( f ) := h K f − f h 0,K , K ∈ Th ,
− 21
osc E (u D ) := h E u D − u D,h | E 0,E , E ∈ EhD ,
1
osc E (u N ) := h E u N − u N ,h | E 0,E ,
2
E ∈ EhN .
Theorem 3.3 Let u ∈ V be the weak solution of (1a)-(1c), let û h ∈ Vh be the solution of the IPDG approxi-
eq
mation (9) with f, u D , and u N replaced by f h , u D,h , u N ,h . Moreover, let ph ∈ H (div, Ω) be an equilibrated
eq
flux vector and û conf
h ∈ Vhc be the extension of û h to Vhc as defined by (22). Finally, let ηh be the equilibrated a
posteriori error estimator given by (25) and let osch be the data oscillations (33). Then there exists a constant
C > 0 independent of h such that
eq
u − û h 1,h,Ω ≤ ηh + C osch . (34)
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Arab. J. Math. (2022) 11:407–426 415
K ∈T h K ∈T h
⎛ ⎞1 ⎛ ⎞1 ⎛ ⎞1
2 2 2
⎜ eq 2 ⎟ ⎜ eq 2 ⎟ ⎜ ⎟
+⎝ (η E,1 ) ⎠ + ⎝ (η E,2 ) ⎠ + ⎝ (osc E (u D ))2 ⎠ . (35)
E∈EhI E∈EhD E∈EhD
Since z h := u h − û h is the IPDG approximation of (27a)–(27c), the second term on the right-hand side in (35)
can be estimated from above by (28) and thus gives rise to the data oscillation term in (34). For the first term
on the right-hand side in (35) we obtain
⎛ ⎞1 ⎛ ⎞1
2 2
⎝ a 2 ∇(u − u h )20,K ⎠ ≤ ⎝ 2 ⎠
1 1
a 2 ∇(u − û conf
h )0,K
K ∈T h K ∈T h
⎛ ⎞1 ⎛ ⎞1
2 2
+⎝ 2 ⎠
≤⎝ 2 ⎠
1 1
a 2 ∇(u h − û conf
h )0,K a ∇(u
2 − û conf
h )0,K
K ∈T h K ∈T h
⎛ ⎞1 ⎛ ⎞1
2 2
+⎝ 2 ⎠
+⎝ ∇(u h − û h )20,K ⎠
1 1
a 2 ∇(û h − û conf
h )0,K a 2 .
K ∈T h K ∈T h
(36)
Again, the last term on the right-hand side can be estimated from above by (28). The Prager–Synge theorem
eq
3.1 with v = û conf
h and p = ph gives
⎛ ⎞1
2
≤⎝ − a −1 ph )20,K ⎠
1 1 eq
a ∇(u
2 − û conf
h )0,Ω a 2 (∇ û conf
h
K ∈T h
⎛ ⎞1 ⎛ ⎞1
2 2
≤⎝ 2 ⎠
+⎝ (∇ û h − a −1 ph )20,K ⎠
1 1 eq
a 2 ∇(û h − û conf
h )0,K a 2 (37)
K ∈T h K ∈T h
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416 Arab. J. Math. (2022) 11:407–426
qh · curl(b K pk−2 )dx, pk−2 ∈ Pk−2 (K ). (38c)
K
Each vector field qh ∈ BDMk (K ) is uniquely determined by (38a)–(38c), [11]. An immediate consequence
is the following result:
Lemma 3.5 For each qh ∈ BDMk (K ) it holds
⎛ ⎧ ⎫
⎨ ⎬
q2K (x)dx ≤ c ⎝h K (q K · n∂ K )2 ds + h 2K max (q K · ∇ p)2 dx; p ∈ Pk−1 , max| p(x)| ≤ 1
⎩ x∈K ⎭
K ∂K K
⎧ ⎫⎞
⎨ ⎬
+h 2K max (q K · curl(b K p))2 dx; p ∈ Pk−2 , max| p(x)| ≤ 1 ⎠ . (39)
⎩ x∈K ⎭
K
eq
Lemma 3.6 The flux ph ∈ BDMk (Ω, Th ) given by (40a)-(40c) is an equilibrated flux, i.e., it satisfies
(24a),(24b).
Proof It follows from Gauss’s theorem and (38b) that for pk−1 ∈ Pk−1 (K ) it holds
eq eq eq
− ∇ · ph pk−1 dx = ph · ∇ pk−1 dx − n∂ K · ph pk−1 ds
K K ∂K
= p̂h · ∇ pk−1 dx − n∂ K · p̂∂ K pk−1 ds = f h pk−1 dx. (41)
K ∂K K
eq
Since ∇ · ph and f h belong to Pk−1 (K ), from (41) we deduce (24a). For E ∈ EhN , we choose pk−1 ∈ Pk−1 (K )
eq
with supp( pk−1 ) = E. By the definition of the numerical flux p̂∂ K and the fact that both n E · ph | E and u N ,h | E
belong to Pk−1 (E), (24b) also follows from (41).
For the symmetric IPDG approximation of second-order diffusion problems on simplicial triangulations,
residual-type error estimators have been derived and analysed by many authors, [5,17,19,20]. These type of
estimators are of the form,
(ηhr es )2 = (ηrKes )2 , (42)
K ∈T h
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Arab. J. Math. (2022) 11:407–426 417
(ηrKes )2 := h 2K f h + ∇ · a∇ û h 20,K + h E [n E · a∇ û h ] E 20,E + α 2 h −1
E [û h ] E 0,E
2
E∈EhI
+ α 2 h −1
E u D,h − û h 0,E +
2
h E u N ,h − n E · a∇ û h 20,E .
E∈EhD E∈EhN
eq
The efficiency of the equilibrated a posteriori error estimator ηh follows from (43) and the following result.
eq
Lemma 3.7 Let ηh be given by (25) and let ηhr es be the residual-type a posteriori error estimator (42). Then
there holds
eq
ηh ηhr es . (44)
eq eq
Proof To estimate η K ,1 , K ∈ Th , from above, we apply Lemma3.5 to ph − a∇ û h . From (21b) and (40a) it
follows that
eq
n E · (ph − a∇ û h ) = n E · (p̂h − a∇ û h ) =
⎧1
⎨ 2 [n E · a∇ û h ] E − αh −1
E [û h ] E , E ∈ EhI , (45)
−1
−αh E (û h − u D,h ), E ∈ EhD
⎩
u N ,h − n E · a∇ û h , E ∈ EhN
eq
∇ · (ph − a∇ û h ) = f h + ∇ · a∇ û h in each K ∈ Th (46)
eq
(η K ,1 )2 (ηrKes )2 . (48)
h −1
eq
(η K ,2 )2 E [û h ] E 0,E .
2
(49)
E∈Eh
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418 Arab. J. Math. (2022) 11:407–426
The a posteriori error estimation’s main purpose is to indicate the elements where the error is large. Then we
use this information to locally refine those elements, and repeat the finite element computation. The adaptive
approach consists of successive cycles of the steps
In the step SOLVE, we compute the solution û h ∈ Vh of the IPDG approximation. In the second step ESTI-
eq eq eq
MATE, we compute the local components η K ,i and η E,i , 1 ≤ i ≤ 2, of the error estimator ηh (cf. (26a)-(26d)).
To come up with a purely element-based marking strategy, we set
eq
2
eq
eq
ηK := η K ,i + η E,i , K ∈ Th ,
i=1 E∈∂ K
and use standard Dörfler marking [15] in step MARK: Given some constant 0 < θ ≤ 1, we choose a set
M ⊂ Th of elements K ∈ Th such that
eq
eq
θ ηh ≤ ηK . (50)
K ∈M
In the final step REFINE, marked elements K ∈ M are subdivided by newest vertex bisection. The performance
of the equilibrated a posteriori error estimator will be illustrated in the sequel by numerical examples.
We present now numerical examples which validate the optimality and robustness of the equilibrated a posteriori
error estimator based on the hypercircle method. We begin with verifying the optimal behaviour of the a
posteriori estimator by computing experimental order of convergence by means of manufactured solutions.
The efficiency of the a posteriori estimator is evaluated for the classical L-shaped domain problem and in
the case of highly discontinuous coefficients. The numerical results were obtained using the computational
framework FEniCS, [3,21] and the references within.
We first validate the optimality of the a posteriori estimator by computing convergence rates in the following
case. We consider (1a)–(1c) in Ω = (−8, 8)2 such that the boundary consists of the Dirichlet boundary
Γ D = ∂Ω. For simplicity, we take constant coefficient a(x) ≡ 1, ∀x ∈ Ω and we select f, u D , and u N such
that
1
u 1 (x1 , x2 ) = 10e− 2 (x1 +x2 ) (x12 + x22 ),
2 2
Level Cell diam. Num. of cells L 2 -Error EOC (L 2 ) u − û h 1,h,Ω EOC (1, h) ηh EOC (ηh ) EI
0 2 256 4.79e−1 – 3.05 – 13.38 – 4.38
1 1 1024 2.86e−2 4.07 4.03e−1 2.92 2.06 2.70 5.12
2 0.5 4096 1.85e−3 3.95 5.33e−2 2.92 2.76e−1 2.90 5.17
The optimality of the estimator and the effectivity index are also shown
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Fig. 1 The mesh and numerical solution contour lines for u 1 . Cubic elements were used for the approximation after each cycle
of refinement of the mesh with θ = 1.0 in the Dörfler marking
For the numerical approximation we use cubic elements for u 1 and we start the realizations with an initial
grid and then perform a series of uniform refinements, calculating the error in the L 2 and IPDG norms. The
experimental order of convergence(EOC) is computed as
E1 h1
E OC = log log ,
E2 h2
where E 1 , E 2 and h 1 , h 2 are the errors and maximum cell sizes, respectively, for two different realizations. The
numerical results for u 1 are shown in Table 1. For u 1 the expected convergence rates of 4 and 3 are observed
for the L 2 -norm and I P DG norm respectively. The optimality of the a posteriori estimator ηh is also depicted
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Fig. 2 The mesh and numerical solution contour lines for u 1 . Cubic elements were used for the approximation after each cycle
of refinement of the mesh with θ = 0.5 in the Dörfler marking
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ηh
in Table 1. The effectivity index, E I = which is also shown in the last column of the table,
u − û h 1,h,Ω
tends to a value of ∼ 5.
Finally, in Fig. 1 the approximate solution is depicted for the three levels of uniform mesh refinement.
Next we investigate the performance of the a posteriori estimator in terms of its ability to detect regions of the
solutions where high resolution is required to maintain the overall accuracy of the method.
We consider the aforementioned example u 1 . We performed adaptive refinement of the mesh with θ = 0.5
in the Dörfler marking, and calculated the error in the IPDG norm and the value of the estimator. The results
are shown in Table 2. As in the uniform refinement, the effectivity index stabilizes around the same value
E I ∼ 5. In Fig. 2 the approximate solution is depicted for the three levels of mesh refinement.
Next, we study the robustness of the estimator in the case where the coefficient a in (1a)–(1c) is discontinuous in
the domain. Let Ω = (0, 1)2 be such that Ω = ∪i=1 4 Ω , where Ω = {(x , x )|0 < x < 0.5, 0 < x < 0.5},
i 1 1 2 1 2
Ω2 = {(x1 , x2 )|0.5 < x1 < 1, 0 < x2 < 0.5} Ω3 = {(x1 , x2 )|0.5 < x1 < 1, 0.5 < x2 < 1}, and
Ω4 = {(x1 , x2 )|0 < x1 < 0.5, 0.5 < x2 < 1}. The discontinuity of a is along the two lines x = 0.5 and
y = 0.5, that is we define: a1 = a|Ω1 = 100, a2 = a|Ω2 = 1, a3 = a|Ω3 = 100, a4 = a|Ω4 = 1. The
domain Ω with its subdivision and the coefficient a are shown in Fig. 3. The boundary consists of the Dirichlet
boundary Γ D = ∂Ω. We also choose f, u D , and u N such that u 2 is the exact solution of (1a)–(1c).
u 2 (x1 , x2 ) = sin(π x1 )sin(π x2 ).
We use linear elements and we performed several levels of adaptive refinement of the mesh with θ = 0.5
in the Dörfler marking, and calculated the error in the IPDG norm, the value of the estimator and the effectivity
index. The results are shown in Table 3. The effectivity index reaches a stable value of E I ∼ 19. In Fig. 4 the
approximate solution is depicted for the three levels of mesh refinement.
In the second example with discontinuous coefficients we consider again Ω = (0, 1)2 such that Ω =
∪i=1 Ω i , where Ω1 = {(x1 , x2 )|x1 < x2 < 1−x1 }, Ω2 = {(x1 , x2 )|x2 < x1 < 1−x2 }, Ω3 = {(x1 , x2 )|1−x1 <
4
Table 3 Discontinuous coefficient a for u 2 : the error in IPDG norm, the value of the estimator, and the effective index E I over
several levels of adaptive refinement of the mesh with θ = 0.5 in the Dörfler marking
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Fig. 4 Discontinuous coefficient a for u 2 : adaptive mesh refinement and the corresponding numerical solution u h is shown here
for linear elements after each cycle of adaptive refinement of the mesh with θ = 0.5 in the Dörfler marking
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Table 4 Discontinuous coefficient a for u 3 : the error in IPDG norm, the value of the estimator, and the effective index E I over
several levels of adaptive refinement of the mesh with θ = 0.5 in the Dörfler marking
Fig. 6 Discontinuous coefficient a for u 3 : adaptive mesh refinement and the corresponding numerical solution u h is shown here
for linear elements after each cycle of adaptive refinement of the mesh with θ = 0.5 in the Dörfler marking
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Fig. 7 u 2 : the adaptive mesh refinement is shown here for k = 2 (right) and k = 3 (left) after 12 adaptive refinement cycles, with
θ = 0.5 in the Dörfler marking
Fig. 8 u 3 : the adaptive mesh refinement is shown here for k = 2 (right) and k = 3 (left) after 12 adaptive refinement cycles, with
θ = 0.5 in the Dörfler marking
x2 < x1 }, and Ω4 = {(x1 , x2 )|1 − x2 < x1 < x2 }. In this case the discontinuity of a is along the two main
diagonals of the domain, cf. Fig. 5.
We choose a1 = a|Ω1 = 1, a2 = a|Ω2 = 100, a3 = a|Ω3 = 1, a4 = a|Ω4 = 100. The boundary Γ = ∂Ω
consists of the Dirichlet boundary Γ D = ∂Ω. We also choose f, u D , and u N such that
u 3 (x1 , x2 ) = 64x12 (1.0 − x1 )2 x22 (1.0 − x2 )2 ,
is the exact solution of (1a)-(1c).
We use linear elements and we performed several levels of adaptive refinement of the mesh with θ = 0.5
in the Dörfler marking, and calculated the error in the IPDG norm, the value of the estimator and the effectivity
index. The results are shown in Table 4. The effectivity index reaches a stable value of E I ∼ 18. In Fig. 6 the
approximate solution is depicted for the three levels of mesh refinement.
The last two examples show how the estimator helps in marking and refining the cells around the interfaces
between the domains where the value of a varies, cf. Figs. 3 and 5. The effectivity indices shows clearly the
efficiency and reliability of the a posteriori error estimator. The refinement improves with the increase in the
polynomial degree k as shown below in Figs. 7 and 8.
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5 Conclusions
Based on the hypercircle method also known as the Prager–Synge theorem, we have developed and analyzed
an equilibrated a posteriori error estimator for IPDG approximations of second order diffusion problems. The
error estimator relies on the construction of an equilibrated flux and has been shown to be both efficient and
reliable. Numerical results for some selected examples confirm the theoretical findings.
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use,
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author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other
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view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
Funding No funding was received to assist with the preparation of this manuscript.
Declarations
Conflict of interest The authors have no relevant financial or non-financial interests to disclose.
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