Previous |  Up |  Next

Article

Title: Unified error analysis of discontinuous Galerkin methods for parabolic obstacle problem (English)
Author: Majumder, Papri
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 66
Issue: 5
Year: 2021
Pages: 673-699
Summary lang: English
.
Category: math
.
Summary: We introduce and study various discontinuous Galerkin (DG) finite element approximations for a parabolic variational inequality associated with a general obstacle problem in $\mathbb {R}^d$ $(d=2,3)$. For the fully-discrete DG scheme, we employ a piecewise linear finite element space for spatial discretization, whereas the time discretization is carried out with the implicit backward Euler method. We present a unified error analysis for all well known symmetric and non-symmetric DG fully discrete schemes, and derive error estimate of optimal order $\mathcal {O}(h+\Delta t)$ in an energy norm. Moreover, the analysis is performed without any assumptions on the speed of propagation of the free boundary and only the realistic regularity $u_t\in \mathcal {L}^2(0,T; \mathcal {L}^2(\Omega ))$ is assumed. Further, we present some numerical experiments to illustrate the performance of the proposed methods. (English)
Keyword: finite element
Keyword: discontinuous Galerkin method
Keyword: parabolic obstacle problem
MSC: 65N15
MSC: 65N30
idZBL: 07396173
idMR: MR4299880
DOI: 10.21136/AM.2021.0030-20
.
Date available: 2021-08-18T08:29:14Z
Last updated: 2023-11-06
Stable URL: http://hdl.handle.net/10338.dmlcz/149078
.
Reference: [1] Arnold, D. N.: An interior penalty finite element method with discontinuous elements.SIAM J. Numer. Anal. 19 (1982), 742-760. Zbl 0482.65060, MR 0664882, 10.1137/0719052
Reference: [2] Arnold, D. N., Brezzi, F., Cockburn, B., Marini, L. D.: Unified analysis of discontinuous Galerkin methods for elliptic problems.SIAM J. Numer. Anal. 39 (2002), 1749-1779. Zbl 1008.65080, MR 1885715, 10.1137/S0036142901384162
Reference: [3] Babuška, I., Zlámal, M.: Nonconforming elements in the finite element method with penalty.SIAM J. Numer. Anal. 10 (1973), 863-875. Zbl 0237.65066, MR 0345432, 10.1137/0710071
Reference: [4] Banz, L., Stephan, E. P.: $hp$-adaptive IPDG/TDG-FEM for parabolic obstacle problems.Comput. Math. Appl. 67 (2014), 712-731. Zbl 1350.65064, MR 3163875, 10.1016/j.camwa.2013.03.003
Reference: [5] Bassi, F., Rebay, S., Mariotti, G., Pedinotti, S., Savini, M.: A high order accurate discontinuous finite element method for inviscid and viscous turbomachinery flows.Proceedings of 2nd European Conference on Turbomachinery, Fluid Dynamics and Thermodynamics R. Decuypere, G. Dibelius Technologisch Instituut, Antwerpen (1997), 99-108.
Reference: [6] Berger, A. E., Falk, R. S.: An error estimate for the truncation method for the solution of parabolic obstacle variational inequalities.Math. Comput. 31 (1977), 619-628. Zbl 0367.65056, MR 0438707, 10.1090/S0025-5718-1977-0438707-8
Reference: [7] Brenner, S. C., Owens, L., Sung, L.-Y.: A weakly over-penalized symmetric interior penalty method.ETNA, Electron. Tran. Numer. Anal. 30 (2008), 107-127. Zbl 1171.65077, MR 2480072
Reference: [8] Brézis, H.: Problèmes unilatéraux.J. Math. Pures Appl. (9) 51 (1972), 1-168 French. Zbl 0237.35001, MR 0428137
Reference: [9] Brézis, H.: Opérateurs Maximaux Monotones et Semi-Groupes de Contractions dans les Espaces de Hilbert.North-Holland Mathematics Studies 5. North-Holland, Amsterdam (1973), French. Zbl 0252.47055, MR 0348562, 10.1016/s0304-0208(08)x7125-7
Reference: [10] Brezzi, F., Manzini, G., Marini, D., Pietra, P., Russo, A.: Discontinuous finite elements for diffusion problems.Francesco Brioschi (1824-1897) Convegno di Studi Matematici Istituto Lombardo, Accademia di Scienze e Lettere, Milan (1999), 197-217.
Reference: [11] Brezzi, F., Manzini, G., Marini, D., Pietra, P., Russo, A.: Discontinuous Galerkin approximations for elliptic problems.Numer. Methods Partial Differ. Equations 16 (2000), 365-378. Zbl 0957.65099, MR 1765651, 10.1002/1098-2426(200007)16:4<365::AID-NUM2>3.0.CO;2-Y
Reference: [12] Castillo, P., Cockburn, B., Perugia, I., Schötzau, D.: An a priori error analysis of the local discontinuous Galerkin method for elliptic problems.SIAM J. Numer. Anal. 38 (2000), 1676-1706. Zbl 0987.65111, MR 1813251, 10.1137/S0036142900371003
Reference: [13] Česenek, J., Feistauer, M.: Theory of the space-time discontinuous Galerkin method for nonstationary parabolic problems with nonlinear convection and diffusion.SIAM J. Numer. Anal. 50 (2012), 1181-1206. Zbl 1312.65157, MR 2970739, 10.1137/110828903
Reference: [14] Chen, Z., Nochetto, R. H.: Residual type a posteriori error estimates for elliptic obstacle problems.Numer. Math. 84 (2000), 527-548. Zbl 0943.65075, MR 1742264, 10.1007/s002110050009
Reference: [15] Ciarlet, P. G.: The Finite Element Method for Elliptic Problems.Studies in Mathematics and Its Applications 4. North-Holland, Amsterdam (1978). Zbl 0383.65058, MR 0520174, 10.1137/1.9780898719208
Reference: [16] Cockburn, B., Kanschat, G., Perugia, I., Schötzau, D.: Superconvergence of the local discontinuous Galerkin method for elliptic problems on Cartesian grids.SIAM J. Numer. Anal. 39 (2001), 264-285. Zbl 1041.65080, MR 1860725, 10.1137/S0036142900371544
Reference: [17] Cockburn, B., Shu, C.-W.: The local discontinuous Galerkin method for time-dependent convection-diffusion systems.SIAM J. Numer. Anal. 35 (1998), 2440-2463. Zbl 0927.65118, MR 1655854, 10.1137/S0036142997316712
Reference: [18] Fetter, A.: $L^\infty$-error estimate for an approximation of a parabolic variational inequality.Numer. Math. 50 (1987), 557-565. Zbl 0617.65064, MR 0880335, 10.1007/BF01408576
Reference: [19] Girault, V., Riviére, B., Wheeler, M. F.: A discontinuous Galerkin method with nonoverlapping domain decomposition for the Stokes and Navier-Stokes problems.Math. Comput. 74 (2005), 53-84. Zbl 1057.35029, MR 2085402, 10.1090/S0025-5718-04-01652-7
Reference: [20] Glowinski, R., Lions, J.-L., Trémolières, R.: Numerical Methods for Variational Inequalities.Studies in Mathematics and Its Applications 8. North-Holland, Amsterdam (1981). Zbl 0463.65046, MR 0635927, 10.1016/s0168-2024(08)x7016-x
Reference: [21] Gudi, T., Majumder, P.: Conforming and discontinuous Galerkin FEM in space for solving parabolic obstacle problem.Comput. Math. Appl. 78 (2019), 3896-3915. Zbl 1443.65203, MR 4029105, 10.1016/j.camwa.2019.06.022
Reference: [22] Gudi, T., Majumder, P.: Convergence analysis of finite element method for a parabolic obstacle problem.J. Comput. Appl. Math. 357 (2019), 85-102. Zbl 1418.65173, MR 3922211, 10.1016/j.cam.2019.02.026
Reference: [23] Gudi, T., Majumder, P.: Crouzeix-Raviart finite element approximation for the parabolic obstacle problem.Comput. Methods Appl. Math. 20 (2020), 273-292. Zbl 1436.65182, MR 4080232, 10.1515/cmam-2019-0057
Reference: [24] Gudi, T., Nataraj, N., Pani, A. K.: $hp$-discontinuous Galerkin methods for strongly nonlinear elliptic boundary value problems.Numer. Math. 109 (2008), 233-268. Zbl 1146.65076, MR 2385653, 10.1007/s00211-008-0137-y
Reference: [25] Gudi, T., Porwal, K.: A posteriori error control of discontinuous Galerkin methods for elliptic obstacle problems.Math. Comput. 83 (2014), 579-602. Zbl 1305.65231, MR 3143685, 10.1090/S0025-5718-2013-02728-7
Reference: [26] Hintermüller, M., Ito, K., Kunisch, K.: The primal-dual active set strategy as a semismooth Newton method.SIAM J. Optim. 13 (2003), 865-888. Zbl 1080.90074, MR 1972219, 10.1137/S1052623401383558
Reference: [27] Hozman, J., Tichý, T., Vlasák, M.: DG method for pricing European options under Merton jump-diffusion model.Appl. Math., Praha 64 (2019), 501-530. Zbl 07144726, MR 4022161, 10.21136/AM.2019.0305-18
Reference: [28] Johnson, C.: A convergence estimate for an approximation of a parabolic variational inequality.SIAM J. Numer. Anal. 13 (1976), 599-606. Zbl 0337.65055, MR 0483545, 10.1137/0713050
Reference: [29] Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications.Classics in Applied Mathematics 31. SIAM, Philadelphia (2000). Zbl 0988.49003, MR 1786735, 10.1137/1.9780898719451
Reference: [30] Lions, J.-L.: Partial differential inequalities.Russ. Math. Surv. 27 (1972), 91-159. Zbl 0246.35010, MR 0296479, 10.1070/RM1972v027n02ABEH001373
Reference: [31] Lions, J.-L., Stampacchia, G.: Variational inequalities.Commun. Pure Appl. Math. 20 (1967), 493-519. Zbl 0152.34601, MR 0216344, 10.1002/cpa.3160200302
Reference: [32] Moon, K.-S., Nochetto, R. H., Petersdorff, T. von, Zhang, C.-S.: A posteriori error analysis for parabolic variational inequalities.ESAIM, Math. Model. Numer. Anal. 41 (2007), 485-511. Zbl 1142.65053, MR 2355709, 10.1051/m2an:2007029
Reference: [33] Nochetto, R. H., Savaré, G., Verdi, C.: Error control of nonlinear evolution equations.C. R. Acad. Sci., Paris, Sér. I, Math. 326 (1998), 1437-1442. Zbl 0944.65077, MR 1649189, 10.1016/S0764-4442(98)80407-2
Reference: [34] Nochetto, R. H., Savaré, G., Verdi, C.: A posteriori error estimates for variable time-step discretizations of nonlinear evolution equations.Commun. Pure Appl. Math. 53 (2000), 525-589. Zbl 1021.65047, MR 1737503, 10.1002/(SICI)1097-0312(200005)53:5<525::AID-CPA1>3.0.CO;2-M
Reference: [35] Otárola, E., Salgado, A. J.: Finite element approximation of the parabolic fractional obstacle problem.SIAM J. Numer. Anal. 54 (2016), 2619-2639. Zbl 1349.65473, MR 3542012, 10.1137/15M1029801
Reference: [36] Pani, A. K., Das, P. C.: A priori error estimates for a single-phase quasilinear Stefan problem in one space dimension.IMA J. Numer. Anal. 11 (1991), 377-392. Zbl 0727.65113, MR 1118963, 10.1093/imanum/11.3.377
Reference: [37] Riviére, B.: Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation.Frontiers in Applied Mathematics 35. SIAM, Philadelphia (2008). Zbl 1153.65112, MR 2431403, 10.1137/1.9780898717440
Reference: [38] Riviére, B., Wheeler, M. F., Girault, V.: A priori error estimates for finite element methods based on discontinuous approximation spaces for elliptic problems.SIAM J. Numer. Anal. 39 (2001), 902-931. Zbl 1010.65045, MR 1860450, 10.1137/S003614290037174X
Reference: [39] Rulla, J.: Error analysis for implicit approximations to solutions to Cauchy problems.SIAM J. Numer. Anal. 33 (1996), 68-87. Zbl 0855.65102, MR 1377244, 10.1137/0733005
Reference: [40] Savaré, G.: Weak solutions and maximal regularity for abstract evolution inequalities.Adv. Math. Sci. Appl. 6 (1996), 377-418. Zbl 0858.35073, MR 1411975
Reference: [41] Thomée, V.: Galerkin Finite Element Methods for Parabolic Problems.Springer Series in Computational Mathematics 25. Springer, Berlin (2006). Zbl 1105.65102, MR 2249024, 10.1007/3-540-33122-0
Reference: [42] Vuik, C.: An $L^2$-error estimate for an approximation of the solution of a parabolic variational inequality.Numer. Math. 57 (1990), 453-471. Zbl 0696.65069, MR 1063805, 10.1007/BF01386423
Reference: [43] Wheeler, M. F.: An elliptic collocation-finite element method with interior penalties.SIAM J. Numer. Anal. 15 (1978), 152-161. Zbl 0384.65058, MR 0471383, 10.1137/0715010
Reference: [44] Yang, X., Wang, G., Gu, X.: Numerical solution for a parabolic obstacle problem with nonsmooth initial data.Numer. Methods Partial Differ. Equations 30 (2014), 1740-1754. Zbl 1312.65107, MR 3246191, 10.1002/num.21893
Reference: [45] Zhang, C.-S.: Adaptive Finite Element Methods for Variational Inequalities: Theory and Application in Finance: Ph.D. Thesis.University of Maryland, College Park (2007). MR 2711028
.

Files

Files Size Format View
AplMat_66-2021-5_2.pdf 380.4Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo