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1997 | Buch

Galerkin Finite Element Methods for Parabolic Problems

verfasst von: Vidar Thomée

Verlag: Springer Berlin Heidelberg

Buchreihe : Springer Series in Computational Mathematics

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Über dieses Buch

My purpose in this monograph is to present an essentially self-contained account of the mathematical theory of Galerkin finite element methods as applied to parabolic partial differential equations. The emphases and selection of topics reflects my own involvement in the field over the past 25 years, and my ambition has been to stress ideas and methods of analysis rather than to describe the most general and farreaching results possible. Since the formulation and analysis of Galerkin finite element methods for parabolic problems are generally based on ideas and results from the corresponding theory for stationary elliptic problems, such material is often included in the presentation. The basis of this work is my earlier text entitled Galerkin Finite Element Methods for Parabolic Problems, Springer Lecture Notes in Mathematics, No. 1054, from 1984. This has been out of print for several years, and I have felt a need and been encouraged by colleagues and friends to publish an updated version. In doing so I have included most of the contents of the 14 chapters of the earlier work in an updated and revised form, and added four new chapters, on semigroup methods, on multistep schemes, on incomplete iterative solution of the linear algebraic systems at the time levels, and on semilinear equations. The old chapters on fully discrete methods have been reworked by first treating the time discretization of an abstract differential equation in a Hilbert space setting, and the chapter on the discontinuous Galerkin method has been completely rewritten.

Inhaltsverzeichnis

Frontmatter
1. The Standard Galerkin Method
Abstract
In this introductory chapter we shall study the standard Galerkin finite element method for the approximate solution of the model initial-boundary value problem for the heat equation,
$$\eqalign{ & u_t - \Delta u = f{\text{ }}in\:{\text{ }}\Omega ,\:{\text{ }}for\:t > 0, \cr & u = 0\:on\:\partial \Omega ,\:for\:t > 0,\:with\:u(\cdot,0) = v\:in\:\Omega \cr} $$
(1.1)
where is a domain in R d with smooth boundary ∂Ω, and where u = u(x, t), u t denotes ∂u/∂t, and \( \Delta = \sum\nolimits_{j = 1}^d {\partial ^2 /\partial x_j^2 } \) the Laplacian.
Vidar Thomée
2. Methods Based on More General Approximations of the Elliptic Problem
Abstract
In the above discussion of approximation of the parabolic problem the discretization in space was based on a family of finite-dimensional spaces S hH 0 1 = H 0 1 (Ω), such that, for some r ≥ 2, the approximation property (1.7) holds. The most natural example of such a family in a plane domain Ω is to take for S h the continuous functions which reduce to polynomials of degree at most r - 1 on the triangles τ of a triangulation Th of Ω of the type described in the beginning of Chapter 1, and which vanish on ∂Ω. However, for r > 2 and in the case of a domain with smooth boundary, it is not possible, in general, to satisfy the homogeneous boundary conditions exactly for this choice. This diffiiculty occurs, of course, already for the elliptic problem, and several methods have been suggested to deal with it. Here we shall only, as an example, consider the following method which was proposed by Nitsche. This will serve as background for our subsequent discussion of the discretization of the parabolic problem. Another example will be considered in Chapter 17 below.
Vidar Thomée
3. Nonsmooth Data Error Estimates
Abstract
In this chapter we shall first discuss a smoothing property of the solution operator of a homogeneous parabolic equation which shows that the solution is regular for positive time even if the initial data are not. We shall then demonstrate that an analogous behavior for the finite element solution implies that optimal order convergence takes place for positive time even for nonsmooth initial data. We also show some other results which elucidate the relation between the convergence of the finite element solution and the regularity of the exact solution.
Vidar Thomée
4. More General Parabolic Equations
Abstract
In this chapter we shall briefly discuss the generalization of our previous error analysis to initialboundary value problems for more general parabolic equations, in which we allow the elliptic operator to have coeffiicients depending on both x and t, to contain lower order terms, and to be nonselfadjoint and nonpositive. In order not to have to account for possible exponential growth of stability constants and error bounds we restrict our considerations to a finite interval in time.
Vidar Thomée
5. Maximum-Norm Stability and Error Estimates
Abstract
The main purpose in this chapter is to discuss stability estimates for the semidiscrete solution of the homogeneous heat equation in the maximumnorm, and their consequences for error bounds for problems with smooth and nonsmooth initial data. The proofs of the stability estimates are considerably more complicated than for those in the L 2-norm of our earlier chapters, and will be carried out by a weighted norm technique. For the error estimates we need to do some auxiliary work in L p with p large.
Vidar Thomée
6. Negative Norm Estimates and Superconvergence
Abstract
In this chapter we shall extend our earlier error estimates in L2 and H1 to estimates in norms of negative order. It will turn out that if the accuracy in L2 of the family of approximating spaces is O(h r) with r > 2, then the error bounds in norms of negative order is of higher order than O(h r). In certain situations these higher order bounds may be applied to show error estimates for various quantities of these higher orders, so called superconvergent order estimates. We shall exemplify this by showing how certain integrals of the solution of the parabolic problem, and, in one space dimension, the values of the solution at certain points may be calculated with high accuracy using the semidiscrete solution.
Vidar Thomée
7. Single Step Fully Discrete Schemes for the Homogeneous Equation
Abstract
In this chapter we consider single step fully discrete methods for the initial boundary value problem for the homogeneous heat equation, and show analogues of our previous stability and error estimates in the spatially semidiscrete case for both smooth and nonsmooth data. Our approach is to first study the discretization of an abstract parabolic equation in a Hilbert space setting with respect to time by using rational approximations of the exponential, which allows the standard Euler and Crank-Nicolson procedures as special cases, and then to apply the results obtained to the spatially discrete problem investigated in the preceding chapters. The analysis uses eigenfunction expansions related to the elliptic operator occurring in the parabolic equation, which we assume positive definite.
Vidar Thomée
8. Single Step Methods and Rational Approximations of Semigroups
Abstract
In this chapter we shall again study single step time stepping methods for a homogeneous parabolic equation in an abstract setting. This time we will use the semigroup approach and represent the time stepping operator as a Dunford-Taylor integral in the complex plane, which will allow us to treat more general elliptic operators than in the last chapter. For the purpose of including also application to maximum-norm estimates with respect to a spatial variable, which will be given at the end of the chapter, the analysis will take place in a Banach space framework.
Vidar Thomée
9. Single Step Fully Discrete Schemes for the Inhomogeneous Equation
Abstract
In this chapter we shall continue our study of single step fully discrete methods and turn now to such schemes for the inhomogeneous heat equation. Following the approach of Chapter 7 we shall first consider discretization in time of an ordinary differential equation in a Hilbert space setting, and then apply our results to the spatially discrete equation. In view of the work in Chapter 7 for the homogeneous equation with given initial data, we restrict ourselves here to the case that the initial data vanish.
Vidar Thomée
10. Multistep Backward Difference Methods
Abstract
In this chapter we shall first consider approximations at equidistant time levels of parabolic equations in which the time derivate is replaced by a multistep backward difference quotient of maximum order consistent with the number of time steps involved. We show that when this order is at most 6, then the method is stable and has a smoothing property analogous to that of single step methods of type IV. We shall use these properties to derive both smooth and nonsmooth data error estimates. In the end of the chapter we shall also discuss the use of two-step backward difference operators with variable time steps.
Vidar Thomée
11. Incomplete Iterative Solution of the Algebraic Systems at the Time Levels
Vidar Thomée
12. The Discontinuous Galerkin Time Stepping Method
Abstract
In the previous chapters we have considered fully discrete schemes for the heat equation which were derived by first discretizing in the space variables by means of a Galerkin finite element method, which results in a system of ordinary differential equations with respect to time, and then applying a finite difference type time stepping method to this system to define a fully discrete solution. In this chapter, we shall apply the Galerkin method also in the time variable and thus define and analyze a method which treats the time and space variables similarly. The approximate solution will be sought as a piecewise polynomial function in t of degree at most q – 1, which is not necessarily continuous at the nodes of the defining partition.
Vidar Thomée
13. A Nonlinear Problem
Abstract
In this chapter we shall consider the application of our previous methods of analysis to a nonlinear model problem. For simplicity and concreteness, we restrict our attention to the situation in the beginning of Chapter 1, with a convex plane domain and with piecewise linear approximating functions.
Vidar Thomée
14. Semilinear Parabolic Equations
Abstract
In the last chapter we considered discretization in both space and time of a model nonlinear parabolic equation. The discretization with respect to space was done by piecewise linear finite elements and in time we applied the backward Euler and Crank-Nicolson methods. In this chapter we shall restrict the consideration to the case when only the forcing term is nonlinear, but discuss more general approximations in the spatial variable. We shall begin with the spatially semidiscrete problem and first briefly study global conditions on the forcing term and the finite element spaces under which optimal order error estimates can be derived for smooth data, uniformly down to t = 0, and then turn our attention to the analysis for nonsmooth initial data. We then discuss discretization in time by the backward Euler method, in particular with reference to nonsmooth initial data.
Vidar Thomée
15. The Method of Lumped Masses
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16. The H 1 and H -1 Methods
Abstract
In this chapter we briefly discuss some alternatives to the Galerkin methods considered above which use other inner products than that in L 2 (Ω) to formulate the discrete problem. For simplicity we shall content ourselves with describing the situation in the case of a simple selfadjoint parabolic equation in one space dimension, and only study spatially semidiscrete methods.
Vidar Thomée
17. A Mixed Method
Abstract
In this chapter we shall consider a finite element method for our model parabolic equation which is based on a mixed formulation of the problem. In this formulation the gradient of the solution is introduced as a separate dependent variable the approximation of which is sought in a different finite element space than the solution itself. One advantage of this procedure is that the gradient of the solution may be approximated to the same order of accuracy as the solution itself.
Vidar Thomée
18. A Singular Problem
Abstract
In this chapter we shall study the numerical solution of a singular parabolic equation in one space dimension which arises after reduction by polar coordinates of a radially symmetric parabolic equation in three space dimensions. We shall analyze and compare finite element discretizations based on two different variational formulations.
Vidar Thomée
Backmatter
Metadaten
Titel
Galerkin Finite Element Methods for Parabolic Problems
verfasst von
Vidar Thomée
Copyright-Jahr
1997
Verlag
Springer Berlin Heidelberg
Electronic ISBN
978-3-662-03359-3
Print ISBN
978-3-662-03361-6
DOI
https://doi.org/10.1007/978-3-662-03359-3