In this paper, a hybridized weak Galerkin (HWG) finite element scheme is presented for solving the general second-order elliptic problems. The HWG finite element scheme is based on the use of a Lagrange multiplier defined on the element boundaries. The Lagrange multiplier provides a numerical approximation for certain derivatives of the exact solution. It is worth pointing out that a skew symmetric form has been used for handling the convection term to get the stability in the HWG formulation. Optimal order error estimates are derived for the corresponding HWG finite element approximations. A Schur complement formulation of the HWG method is introduced for implementation purpose.
Citation: Guanrong Li, Yanping Chen, Yunqing Huang. A hybridized weak Galerkin finite element scheme for general second-order elliptic problems[J]. Electronic Research Archive, 2020, 28(2): 821-836. doi: 10.3934/era.2020042
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In this paper, a hybridized weak Galerkin (HWG) finite element scheme is presented for solving the general second-order elliptic problems. The HWG finite element scheme is based on the use of a Lagrange multiplier defined on the element boundaries. The Lagrange multiplier provides a numerical approximation for certain derivatives of the exact solution. It is worth pointing out that a skew symmetric form has been used for handling the convection term to get the stability in the HWG formulation. Optimal order error estimates are derived for the corresponding HWG finite element approximations. A Schur complement formulation of the HWG method is introduced for implementation purpose.
In this paper, we consider the following general second-order elliptic problem
−∇⋅(A∇u)+∇⋅(bbu)+cu=finΩ, | (1) |
u=gon∂Ω, | (2) |
where
ξtAξ≥λξtξ,∀ξ∈Rd, |
where
Recently, a weak Galerkin (WG) finite element method has been developed to solve the problem (1)-(2) [19,14]. The weak Galerkin finite element method is a efficient numerical technique in which differential operators are approximated by their weak forms as distributions. In the WG method, the weak function and its derivative can be approximated by piecewise polynomials with various degrees. The efficiency and flexibility have made the WG method become an excellent candidate for solving partial differential equations. Since its contribution, the WG finite element method has been applied successfully to the discretization of several classes of partial differential equations, e.g., the second-order elliptic problem [19,20,14], the Biharmonic equation [15,26], the Stokes equation[21,24].
In the finite element method, hybridization is a useful technique where a Lagrange multiplier is identified to relax certain constrain such as some continuity requirements. This technique has been used in mixed finite element methods to yield hybridized mixed finite element formulations [4,5]. It is also employed in discontinuous Galerkin finite element methods to yield hybridized discontinuous Galerkin (HDG) methods [7,8]. In [24,16,18], the WG finite element formulations are hybridized to obtain corresponding hybridized weak Galerkin finite element formulations for involved problems.
The aim of this paper is to propose a hybridized weak Galerkin finite element method for the general second-order elliptic problem (1)-(2) based on the use of a Lagrange multiplier defined on the element boundaries. We shall establish the stability and convergence for the proposed hybridized weak Galerkin finite element method. The hybridized weak Galerkin method is further used to derive a Schur complement formulation which lead to a linear system with significantly less number of unknowns than the original WG or HWG formulation. It is also worth pointing out that a skew symmetric form has been used for handling the convection term to get the stability in the HWG formulation for the problem (1)-(2).
The paper is organized as follows. In the next section, we shall introduce the discrete weak differential operators including the discrete weak gradient operator and the discrete weak convective operator. In Section 3, we shall present a hybridized weak Galerkin formulation for the problem (1)-(2) and further show the relation between WG method and HWG method. The stability condition for the proposed hybridized weak Galerkin formulation shall be proved in Section 4. Some error estimates shall be obtain in Section 5. In Section 6, a Schur complement formulation was established for variable reduction. Finally, conclusions are drawn in Section 7.
Let
|v|s,K=(∑|α|=s∫K|∂αv|2dK)1/2 |
with the usual notation
α=(α1,⋅⋅⋅,αd),|α|=α1+⋅⋅⋅+αd,∂α=Πdj=1∂αjxj. |
The Sobolev norm
‖v‖m,K=(m∑j=0|v|2j,K)1/2. |
The space
The space
H(div;K)={vv:vv∈[L2(K)]d,∇⋅vv∈L2(K)}. |
The norm in
‖vv‖H(div;K)=(‖vv‖2K+‖∇⋅vv‖2K)1/2. |
Next, we will introduce the discrete weak gradient operator and the discrete weak convective operator. To this end, we denoted by
W(T)={v={v0,vb}:v0∈L2(T),vb∈H12(∂T)}. | (3) |
Define
Definition 2.1 ([14]) The discrete weak gradient operator, denoted by
(∇w,r,Tv,qq)T=−(v0,∇⋅qq)T+⟨vb,qq⋅nn⟩∂T,∀qq∈[Pr(T)]d. | (4) |
By applying the usual integration by part to the first term on the right hand side of
(∇w,r,Tv,qq)T=(∇v0,qq)K+⟨vb−v0,qq⋅nn⟩∂T,∀qq∈[Pr(T)]d. | (5) |
Definition 2.2. ([14]) The discrete weak convective operator, denoted by
(bb⋅∇w,r,Tv,ϕ)T=−(bb⋅∇ϕ,v0)T−((∇⋅bb)ϕ,v0)+⟨bb⋅nn,vbϕ⟩∂K,∀ϕ∈Pr(T). | (6) |
The goal of this section is to establish a hybridized weak Galerkin finite element scheme for the problem
Let
For each element
W=ΠT∈ThW(T),Λ=ΠT∈ThL2(∂T). |
Note that the values of functions in the space
[[v]]e={vb|∂T1−vb|∂T2,e∈E0hvb,e∈∂Ω, | (7) |
where
⟨⟨λ⟩⟩e={λ|∂T1+λ|∂T2,e∈E0h,0,e∈∂Ω. | (8) |
Denote by
For any given integer
Vk(T)={v={v0,vb}:v0∈Pk(T),vb∈Pk−1(T),e∈∂T}. |
Define
Λk(∂T)={λ:λ|e∈Pk−1(e),e∈∂T}. |
By patching
Vh=ΠT∈ThVk(T),Λh=ΠT∈ThΛk(∂T). |
Denote by
V0h={v={v0,vb}∈Vh:vb|∂T∩∂Ω=0,∀T∈Th}. |
Furthermore, let
Vh={v={v0,vb}∈Vh:[[v]]e=0,e∈E0h}. |
Denote by
V0h={v={v0,vb}∈Vh:vb|∂T∩∂Ω=0,∀T∈Th}. |
Let
Ξh={λ∈Λh:⟨⟨λ⟩⟩e=0,e∈Eh}. |
Note that the functions in the space
On the finite element space
(∇w,k−1v)|T=∇w,k−1,T(v|T),(bb⋅∇k−1v)|T=bb⋅∇k−1(v|T),∀v∈Vh. |
With an abuse of notation, from now on we shall drop the subscript
Let
Qhv={Q0v0,Qbvb},{v0,vb}=iw(v)∈W(T). |
Lemma 3.1. ([19]) The
∇w(Qhϕ)=Qh(∇ϕ),∀ϕ∈H1(T). | (9) |
In [14], a new variational form of the problem
(A∇u,∇v)+12(bb⋅∇u,v)−12(bb⋅∇v,u)+(c0u,v)=(f,v),v∈H10(Ω), | (10) |
where
a(v,w)=(A∇wv,∇ww)+12(bb⋅∇wv,w0)−12(bb⋅∇ww,v0)+(c0v0,w0),s(v,w)=∑T∈Thh−1T⟨Qbv0−vb,Qbw0−wb⟩∂T,b(v,λ)=∑T∈Th⟨vb,λ⟩, |
where
(A∇wv,∇ww)=∑T∈Th(A∇wv,∇ww)T,(bb⋅∇wv,w0)=∑T∈Th(bb⋅∇wv,w0)T,(bb⋅∇ww,v0)=∑T∈Th(bb⋅∇ww,v0)T,(c0u0,v0)=∑T∈Th(c0u0,v0)T. |
Denote by
as(v,w)=a(v,w)+s(v,w). | (11) |
For any
|||v|||:=√as(v,v). | (12) |
It has been verified in [14] that
The following weak Galerkin finite element scheme for the general second-order elliptic problem
Algorithm 3.2. ([14]) A numerical approximation for the problem
as(ˉuh,v)=(f,v0),∀v={v0,vb}∈V0h. | (13) |
The weak Galerkin finite algorithm 3.2 can be hybridized in the finite element space
Algorithm 3.3. A numerical approximation for the problem
as(uh,v)−b(v,λh)=(f,v0), | (14) |
b(uh,μ)=0, | (15) |
for all
Since
b(v,λ)=∑e∈E0h⟨[[uh]]e,λL⟩. | (16) |
The aim of this subsection is to show that the HWG scheme (14)-(15) is equivalent to WG scheme (13) in that the solutions
Theorem 3.4. Let
Proof. Let
0=b(uh,μ)=∑T∈Th⟨uh,μ⟩∂T=∫e[[uh]]2eds, |
which implies that
Now by restricting
as(uh,v)=(f,v0),∀v∈V0h, |
which is the same as (13). It follows from the solution uniqueness for (13) that
It is easy to check that the following defines a norm in the finite element space
‖λ‖Ξh=(∑T∈Thhe‖λ‖2e)1/2. | (17) |
As to
‖v‖V0h=(|||v|||+∑T∈Thhe‖[[v]]e‖2e)1/2. | (18) |
We claim that
Lemma 4.1. ([20])(Trace Inequality) Let
‖φ‖2e≤C(h−1T‖φ‖2T+hT‖∇φ‖2T), | (19) |
where
Lemma 4.2. ([20])(Inverse Inequality) Let
‖∇φ‖T≤C(n)h−1T‖φ‖T,∀T∈Th, | (20) |
for any piecewise polynomial
Lemma 4.3. (Boundedness) There exists a constant
|as(w,v)|≤C‖w‖V0h‖v‖V0h,∀w,v∈V0h, | (21) |
|b(v,λ)|≤C‖v‖V0h‖λ‖Ξh,∀v∈V0h,λ∈Ξh. | (22) |
Proof. To verify (21), we use the Cauchy-Schwarz inequality to obtain
|as(w,v)|=|(A∇ww,∇wv)+12(bb⋅∇ww,v0)−12(bb⋅∇wv,w0)+(c0w0,v0)+∑T∈Thh−1T⟨Qbw0−vb,Qbv0−vb⟩∂T|≤∑T∈Th(‖A‖∞‖∇ww‖T‖∇wv‖T+‖bb‖∞‖∇ww‖T‖v‖T+‖bb‖∞‖∇wv‖T‖w‖T+‖c0‖∞‖w‖T‖v‖T)+∑T∈Thh−1‖Qbw0−vb‖∂T‖Qbv0−vb‖∂T≤C((∑T∈Th‖∇ww‖2T)1/2(∑T∈Th‖∇wv‖2T)1/2+(∑T∈Th‖∇ww‖2T)1/2(∑T∈Th‖v‖2T)1/2+(∑T∈Th‖∇wv‖2T)1/2(∑T∈Th‖w‖2T)1/2+(∑T∈Th‖w‖2T)1/2(∑T∈Th‖v‖2T)1/2+(∑T∈Thh−1‖Qbw0−wb‖2∂T)1/2(h−1∑T∈Th‖Qbv0−vb‖2∂T)1/2)≤C‖w‖V0h‖v‖V0h. |
As to (22), it follows from (16) and the Cauchy-Schwarz inequality that
|b(v,λ)|=|∑T∈Th⟨vb,λ⟩∂T|=|∑e∈E0h⟨[[v]]e,λ⟩∂T|≤(h−1e∑e∈E0h‖[[v]]e‖2e)1/2(h−1e∑e∈E0h‖λ‖2e)1/2≤‖v‖V0h‖λ‖Ξh. |
Lemma 4.4. (Coercivity) For any
as(v,v)≥C‖v‖2V0h. | (23) |
Proof. For any
Lemma 4.5. (Inf-sup condition) There exists a constant
sup | (24) |
Proof. For any
(25) |
and
(26) |
By (4), the Cauchy-Schwarz inequality, the trace inequality (19) and the inverse inequality (20), we have
which implies
where
(27) |
It follows from (26) and (27) that
(28) |
By the fact of
(29) |
Combining(25), (27), (28) and (29) gives
which finishes the proof.
The goal of this section is to establish the error estimate for the HWG finite element solution
Defined error functions by
Lemma 5.1. Let
(30) |
(31) |
where
Proof. Equation (31) is obvious by the fact
(32) |
where
Thus,
Then, we handle the term
(33) |
and
(34) |
By letting
(35) |
(36) |
Thus, by using the integration by parts and
(37) |
By the difinition of
(38) |
With
According to the
(39) |
Combining the
which completes the proof.
In the rest of the section, we will prove the error estimate for the HWG finite element solution
where
is a linear function. The above is a saddle problem for which the Brezzi's theorem [4] can be applied for an analysis on its stability and solvability.
Theorem 5.2. Suppose
(40) |
Proof. Since all the conditions of Brezzi's theorem [4] have been verified in Section 4, it from the Brezzi's theorem that
(41) |
For any
Thus, we have
(42) |
Substituting (42) into (41) yields the desired estimate (40), which completes the proof.
The degrees of freedom in the WG scheme (13) are created by the interior variables
Define the interface finite element space
Then,
Denote by
Now, we define an operator
Step 1. On each element
(43) |
Here
Step 2. Compute
(44) |
Thus, we can obtain a function
Step 3. Set
Adding the two equations (43) and (44) gives
(45) |
By the superposition principle one has the following Lemma.
Lemma 6.1. For any
(46) |
where
Theorem 6.2. For any
where
Proof. For any
Applying (45) with
which finishes the proof.
Theorem 6.3. Suppose
(47) |
Proof. The proof will be divided into two steps:
Step 1. We will prove the necessity.
Let
which implies that
Next taking
where
Since
which finishes the proof of the necessity.
Step 2. We will prove the sufficiency.
Suppose
(48) |
where
Now on each element
(49) |
We let
which means
Summing up the above equations over all element
(50) |
For any
(51) |
Equations (50) and (51) indicate that
From (46), the equation (47) can rewritten as
(52) |
Let
Substituting the above into (52) gives
It is easy to check that the function
(53) |
The reduced system of linear equation (53) is actually a Schur complement formulation for WG scheme (13). Note that (53) involves only the variables representing the value of the function on
Variable Reduction Algorithm The solution
Step 1. On each element
Step 2. Solve for
Step 3. Compute
Remark 1. Step 1 requires the inversion of local stiffness matrices and can be accomplished in parallel. The computational complexity is linear with respect to the number of unknowns. Step 2 is only computation extensive part of the implementation.
We have presented a hybridized weak Galerkin finite element scheme for general second-order elliptic problems. The scheme is based on the use of a Lagrange multiplier defined on the element boundaries. We further developed a Schur complement formulation for the hybridized weak Galerkin finite element scheme for implementation purpose. The Schur complement formulation have arrived at a much reduced system involving only the interface variables
We would like to express our gratitude to the anonymous referees for their helpful suggestions.
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