
SIAM J. NUMER.ANAL. c 2018 Society for Industrial and Applied Mathematics Vol. 56, No. 3, pp. 1482{1497 A WEAK GALERKIN FINITE ELEMENT METHOD FOR SINGULARLY PERTURBED CONVECTION-DIFFUSION{REACTION PROBLEMS∗ RUNCHANG LINy , XIU YEz , SHANGYOU ZHANG x , AND PENG ZHU{ Abstract. In this article, a new weak Galerkin finite element method is introduced to solve convection-diffusion–reaction equations in the convection dominated regime. Our method is highly flexible by allowing the use of discontinuous approximating functions on polytopal mesh without imposing extra conditions on the convection coefficient. An error estimate is devised in a suitable norm. Numerical examples are provided to confirm theoretical findings and efficiency of the method. Key words. weak Galerkin, finite element method, discrete gradient, singular perturbation, convection-diffusion reaction, polyhedral mesh AMS subject classifications. Primary, 65N15, 65N30; Secondary, 35J50 DOI. 10.1137/17M1152528 1. Introduction. In this work, we consider a finite element method (FEM) for the following convection-diffusion–reaction problems exhibiting layer behavior d (1.1) −∆u + r · (bu) + cu = f in Ω ⊂ R ; (1.2) u = 0 on @Ω; where > 0 is a parameter, d = 2 or 3, and Ω is a polygonal (when d = 2) or polyhe- dral (when d = 3) domain with boundary @Ω. For well-posedness of the differential equation, we assume that b, c, and f are sufficiently smooth, b 2 [W 1;1(Ω)]d, and 1 c + 2 r · b ≥ c0 > 0 for some constant c0 (cf., e.g., [32]). It is well known that the linear elliptic equation (1.1){(1.2), though it looks sim- ple, is very difficult to solve when it is singularly perturbed (i.e., when the singular perturbation parameter 1). Due to the very small diffusion coefficient, the solu- tion of the boundary value problem typically possesses layers, which are thin regions where the solution and/or its derivatives change rapidly. Standard numerical methods fail to provide accurate approximations in this case unless the computational mesh is of the magnitude of the layers. Numerical stabilization techniques have been developed to resolve the difficulty, which can be roughly classified into fitted mesh methods and fitted operator methods. Efforts toward the optimization of numerical meshes can be traced back to the works of ∗ Received by the editors October 17, 2017; accepted for publication (in revised form) January 29, 2018; published electronically May 24, 2018. http://www.siam.org/journals/sinum/56-3/M115252.html Funding: The work of the first author was partially supported by a University Research Grant of Texas A&M International University. The work of the second author was supported in part by the National Science Foundation under grant DMS-1620016. The work of the fourth author was partially supported by Zhejiang Provincial Natural Science Foundation of China (grant LY15A010018). yDepartment of Mathematics and Physics, Texas A&M International University, Laredo, TX 78041 ([email protected]). zDepartment of Mathematics, University of Arkansas at Little Rock, Little Rock, AR 72204 ([email protected]). xDepartment of Mathematical Sciences, University of Delaware, Newark, DE 19716 (szhang@udel. Downloaded 08/29/18 to 128.175.16.112. Redistribution subject SIAM license or copyright; see http://www.siam.org/journals/ojsa.php edu). {School of Mathematics, Physics and Information, Jiaxing University, Jiaxing, Zhejiang 314001, China ([email protected]). 1482 Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. A WG FEM FOR CONVECTION-DIFFUSION{REACTION PROBLEMS 1483 Bakhvalov [5], whose meshes are obtained from projections of an equidistant partition of layer functions. An easier yet efficient idea of piecewise-equidistant meshes proposed by Shishkin [34] has attracted tremendous attention and set a trend of studies of problems with singular perturbation, which is still in vogue. In addition, adaptive methods have been gaining popularity for more than four decades [4] (cf. also [11]), which have addressed a variety of difficulties including layers [30]. For details of fitted mesh methods on singularly perturbed problems, we refer to the books [21, 22, 32, 35] and the references therein. When solving the problems of complicated domains or layer structures, fitted op- erator methods, dominated by upwind-type schemes, are usually applied. The mecha- nism of upwinding is to add artificial diffusion/viscosity to balance the convection and to stabilize a standard discretization method. Upwind schemes were first proposed as finite difference methods, which were later extended to FEMs. Among variations of approaches, the streamline upwind/Petrov{Galerkin (SUPG) method introduced by Hughes and Brooks is one of the most successful methods [18]; see also [7]. The SUPG method improves stability of the standard Galerkin method by adding residuals with discontinuous weights. A drawback of upwind methods is that too much artificial diffusion will smear layers, which is a particular concern for the problems in multiple dimensions. For more discussions about upwind methods, please refer to [32] and its references. In the last two decades, the flexibility and special capabilities of utilizing dis- continuous discrete trial and test spaces have prompted vigorous developments of a variety of methods, including discontinuous Galerkin (DG) methods, weak Galerkin (WG) methods, etc. The DG method, also known as the boundary penalty method and interior penalty method in different contexts, originated in the early 1970s; see, e.g., [3, 14, 28, 29, 39]. It has been a major technique for solving conservation laws, which later became a very popular approach for elliptic problems [1]. When applied to convection-diffusion problems, the DG approach includes a natural upwinding that is equivalent to some stabilization [20, 32]. Literature on DG methods for convection- diffusion problems includes [2, 6, 8, 15, 17, 19]. For detailed discussions on DG meth- ods, we refer to [12, 16, 31]. The WG method is a recently developed novel framework for solving partial differential equations [36]. With new concepts referred to as weak function and weak gradient, the numerical approach allows the use of totally discon- tinuous functions and has a simple formulation which is parameter independent. The WG method has been rapidly developed and applied to different types of problems, including second order elliptic problems, biharmonic problems, and Stokes flow, etc.; see, e.g., [23, 24, 25, 26, 27, 36, 38]. WG methods allow adoption of general polytopal meshes, which provide enormous flexibility in scheme design and implementation. Re- cently, a WG method was studied in [9] for problem (1.1){(1.2) with a set of strict assumptions on data of the differential equation. The goal of this article is to develop a new simple WG method for the convection- diffusion–reaction problem (1.1){(1.2) with singular perturbation. The proposed method is also a fitted operator-type method, which yields stable numerical solutions over uniform meshes. Our WG method, like the DGmethod, involves upwinding by using discontinuous approximations across elements but not artificial residuals, which hence requires more degrees of freedom than many other upwind-type schemes, such as the SUPG method. Compared to many existing methods, our method has some unique features: (1) Downloaded 08/29/18 to 128.175.16.112. Redistribution subject SIAM license or copyright; see http://www.siam.org/journals/ojsa.php A different stabilization technique is used to avoid smearing the layers by over sta- bilization. (2) A set of strict assumptions for the convection coefficient, in [9] and Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. 1484 RUNCHANG LIN, XIU YE, SHANGYOU ZHANG, AND PENG ZHU other papers, is removed. (3) Error analysis has been significantly simplified. Our error analysis is clean and short. (4) The discontinuity between elements makes it possible to use polytopal meshes (see section 2), which allow remarkable convenience in adaptive mesh generation and implementation; cf., e.g., [10, 13, 24, 25]. When shape-regular meshes are used, a priori error estimates of O(hk+1=2) for the kth or- der element can be obtained. Extensive numerical experiments have been conducted. Numerical results show that the proposed WG method is efficient for different types of singularly perturbed convection-diffusion–reaction problems. Throughout this article, we use C for generic constants independent of , mesh size, and the solution to (1.1){(1.2), which may not necessarily be the same at each occurrence. The rest of this article is organized as follows. In section 2, a new WG FEM is proposed. Analysis of the new method is found in section 3. Numerical experiments are presented in section 4 to support the theoretical results. 2. WG finite element schemes. For any given polyhedron D ⊆ Ω, we use the standard definition of Sobolev spaces Hs(D) with s ≥ 0. The associated inner s product, norm, and seminorms in H (D) are denoted by (·; ·)s;D, k · ks;D, and j · 0 js;D, respectively. When s = 0, H (D) coincides with the space of square integrable 2 functions L (D). In this case, the subscript s is suppressed from the notation of norm, seminorm, and inner products. Furthermore, the subscript D is also suppressed when D = Ω. Let Th be a partition of the domain Ω consisting of elements which are closed and simply connected polygons in two dimensions or polyhedra in three dimensions; see 0 Figure 1. Let Eh be the set of all edges or flat faces in Th, and E = Ehn@Ω be the h set of all interior edges or flat faces. Denote by hT the diameter for every element T 2 Th and h = maxT 2Th hT the mesh size for Th. We need some shape regularity assumptions for the partition Th described as below (cf. [37]). A1: Assume that there exist two positive constants % and % such that for every v e element T 2 T we have h d d− 1 (2.1) %vhT ≤ jT j;%ehe ≤ jej for all edges or flat faces of T .
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