
Citation: Kaifang Liu, Lunji Song. A family of interior-penalized weak Galerkin methods for second-order elliptic equations[J]. AIMS Mathematics, 2021, 6(1): 500-517. doi: 10.3934/math.2021030
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The weak Galerkin finite element method (WG-FEM) is a class of non-conforming FEMs, in which the differential operators, such as gradient, divergence, etc., are approximated by their weak forms. The initial WG method based on a simplicial mesh was introduced by Wang and Ye [25] for solving general second-order elliptic equations. A new WG method with a stabilizer based on polygonal/polyhedral elements was proposed by Mu et al. [13,14], which brings great convenience and flexibility in mesh generation and assembly of the stiffness matrix. This great progress allowed WG-FEMs to flourish in solving many important PDEs, such as interface problems [11,17,21], Helmholtz equation [12,28], Maxwell equation [16,19,22], biharmonic equation [23], linear elasticity problem [24], Darcy-Stokes and Darcy flow [4,8,27], stochastic equations [33,34], parabolic equations [3,7], etc.
Due to the great flexibility in an arbitrary finite element shape and variety of weak finite element spaces, many interesting variations of WG methods arose, such as mixed weak Galerkin [26], least-squares-based weak Galerkin (LSWG) [15], stabilizer-free weak Galerkin [31], modified weak Galerkin (MWG) [30] and over-penalized weak Galerkin (OPWG) [9,10], etc. A WG method with a modified stabilizer, named after over-relaxed WG method [20,21], exhibits great ability in handling elliptic (interface) problems with low regularity, and is proven to have super-closeness properties in solving second-order elliptic problems [29]. By using a Schur complement formulation, the degrees of freedom of weak Galerkin method with boundary continuity [32] can be reduced to the level of the continuous Galerkin (CG) methods.
For second-order elliptic equations, each weak function denoted by v=(v0,vb) consists of two parts: the interior part v0∈L2(K) is defined in each element K∈Th and the boundary part vb∈L2(∂K) is defined on the edges/faces of an element K, where Th is a finite element partition. The gradient operator is approximated by a discrete weak gradient consisting of piecewise vector-valued polynomials defined on each element of a finite element partition. Two kinds of elements are commonly employed. The first kind consists of, see [25] for example, Raviart-Thomas (RT) element, denoted by (Pk,Pk,RTk), and Brezzi-Douglas-Marini (BDM) element, denoted by (Pk,Pk+1,[Pk+1]d), where the three components represent polynomial spaces for two parts of a weak function and its weak gradient, respectively. The second kind, including (Pk,Pk,[Pk−1]d) and (Pk,Pk−1,[Pk−1]d) with an integer k≥1, is most widely used in practical applications. Compared to RT and BDM elements, a stabilizer is required to control the discontinuity of interior part and edge part of weak function within each element of finite element partition consisting of an arbitrary polygon or polyhedron shapes.
By taking completely discontinuous approximation functions as shape functions, the WG method inherits many advantages of the DG method, like complex geometries and various boundary conditions can be treated. Traditionally, WG-FEMs are based on the weak functions with the single-valued boundary part on each interior edge of a partition. We proposed and analyzed the OPWG method based on RT element for second-order elliptic problems [10], where the shape function along the interior edges/faces are double-valued. The main idea there is to integrate WG-FEM and DG-FEM, expecting to inherit more advantages of the DG methods. In [9], an OPWG method, based on element (Pk,Pk,[Pk−1]d) and (Pk,Pk−1,[Pk−1]d), with a stabilizer term is proposed. First, the defect of fast-increasing condition numbers is perfectly settled by using a simple block-diagonal preconditioner. The reduction of the degree of freedoms by a Schur complement algorithm makes the OPWG method attractive and comparable to the HDG and the primal DG methods (cf [9]). Besides, it makes an adaptive approximation or hp-WG possible and the OPWG method is promising in parallel computing and approximating discontinuous solutions of PDEs.
In this paper, we propose a family of interior-penalized weak Galerkin (IPWG) methods based on element (Pk,Pk,RTk). First, the ill-conditioned system due to the over-penalization in [9,10] is avoided by introducing new terms in the variational formulation. Second, numerical experiments in Section 5 confirm that the converge rates in L2-norm of all IPWG methods are optimal with respect to the mesh size h, while for non-symmetric interior penalty Galerkin (NIPG) or incomplete interior penalty Galerkin (IIPG), they are suboptimal if the polynomial degree is even [18]. Here, we first introduce the second-order elliptic problem with Dirichlet boundary condition:
−∇⋅A∇u=f,in Ω, | (1.1) |
u=g,on ∂Ω, | (1.2) |
where Ω is a polygonal or polyhedral domain in Rd (d=2,3), f∈L2(Ω) and A is a symmetric positive definite matrix-valued function on Ω, i.e., there exist two positive numbers A0, A1>0 such that
A0ξtξ≤ξtAξ≤A1ξtξ,∀ξ∈Rd, |
where ξ is a column vector and ξt is the transpose of ξ.
Throughout the paper, we will use the standard notations for Sobolev spaces and norms [2]. Specifically, for an open bounded domain D⊂Rd,d=2,3, we use ‖⋅‖Wm,p(Ω) and |⋅|Wm,p(D) to denote the norm and seminorm in Wm,p(D) for m≥0. When p=2, we adopt the notations ‖⋅‖Hm(D) and |⋅|Hm(D). In addition, the space H0(D) coincides with L2(D), for which the inner product is denoted by (⋅,⋅)D or (⋅,⋅) whenever there is no confusion. We introduce the broken Sobolev space for any m≥0,
Hm(Th):={v∈L2(Ω): v|K∈Hm(K), ∀K∈Th} |
equipped with the broken Sobolev norm:
‖v‖Hm(Th)=(∑K∈Th‖v‖2Hm(K))1/2. |
The rest of this paper is organized as follows. In Section 2, we recall the definition of the weak gradient and define jumps of weak functions, as well as some projection operators. In Section 3, we introduce the IPWG formulations. In Section 4, the a priori error estimates in energy norm and L2-norm are derived. In the last section, some numerical experiments are presented.
Let Th be a shape regular triangulation of the domain Ω, which is required in classic finite element analysis, see [2]. Note that we don't require that the mesh Th is quasi-uniform [2,(4.4.13)]. Let Eh be the set of all edges (or faces), EIh the set of all interior edges and EBh the set of all boundary edges. We denote by hK the diameter of K∈Th and denote by h=maxK∈ThhK mesh size for Th. Let Pk(K) be the polynomial space of degree no more than k on K∈Th. Similarly, Pk(e) denotes the polynomial space of degree no more than k on e∈Eh.
We define the local weak function space on K∈Th
W(K):={v=(v0,vb):v0∈L2(K),vb∈L2(∂K)}. |
Definition 1. The weak gradient operator, denoted by ∇w, is a linear operator from W(K) to [H1(K)]d, such that for any v∈W(K) and q∈[H1(K)]d, the following holds
(∇wv, q)K=−(v0, ∇⋅q)K+⟨vb,q⋅n⟩∂K,∀ q∈[H1(K)]d, |
where n is the outward normal direction to ∂K, (⋅,⋅)K is the inner product in L2(K), and ⟨⋅,⋅⟩∂K is the inner product in L2(∂K).
We define a discrete weak gradient operator to approximate ∇w in a space of vector polynomials.
Definition 2. The discrete weak gradient operator, denoted by ∇w,k,K, is a linear operator from W(K) to Vk(K), such that for any v∈W(K) and q∈Vk(K), the following holds
(∇w,k,Kv, q)K=−(v0, ∇⋅q)K+⟨vb,q⋅n⟩∂K,∀ q∈Vk(K), |
where Vk(K) is a subspace of vector-valued polynomials of degree no more than k in element K.
For simplicity of notation, we always denote by ∇w the discrete weak gradient operator ∇w,k,K. In what follows, we define the discrete weak gradient space as
Vk(K)=RTk(K), k≥0, |
where RTk(K) is RT element of order k on K∈Th, see [1,10].
Define the weak Galerkin finite element space associated with Th as
Vh={(v0, vb):v0|K∈Pk(K), K∈Th;vb|e∈Pk(e)×Pk(e), ∀e∈EIh; vb|e∈Pk(e), ∀e∈EBh}, | (2.1) |
where vb is a double-valued function on each interior edge/face. For convenience, We refer the element we use as (Pk,Pk,RTk).
Remark 2.1. We note that all results developed in this paper are also valid for (Pk,Pk+1,BDMk), i.e., weak function space consisting of (Pk(K),Pk+1(e)) and the weak gradient space consisting of BDMk(K),k≥1, see [1,(2.3.7)] or [25,Section 5] for more details.
We introduce a set of normal vectors of Eh as follows:
D={ne:ne is unit and normal to e,e∈Eh}. | (2.2) |
If e∈∂Ω, we set ne to be exterior to the domain. Let Kei,i=1,2 be the elements adjacent to e, we denote by [vb]|e the jump of vb on the edge e∈EIh whose normal vector ne is oriented from Ke1 to Ke2:
[vb]|e=vb|Ke1−vb|Ke2,∀e=∂Ke1∩∂Ke2, |
and denote by {vb} the average of vb:
{vb}|e=12(vb|Ke1+vb|Ke2),∀e=∂Ke1∩∂Ke2, |
We also extend the definition of the jump and average to the edges that belong to the domain boundary, i.e., [vb]|e={vb}|e=vb|e, ∀ e∈EBh. In addition, we denote by |e| the length or area of e and by he the diameter of edge or flat face e∈Eh. For a shape regular mesh, one can see that there exist constants κ and ρe such that κhK≤he and ρehd−1K≤|e|≤hd−1K, e∈∂K.
To investigate the approximate properties of WG finite element space Vh and weak gradient space RTk, we introduce the following three L2 projections:
Q0:L2(K)→Pk(K),∀K∈Th,Qb:L2(e)→Pk(e),∀e∈Eh,Qh:[L2(K)]d→RTk(K),∀K∈Th. |
We combine Q0 and Qb by writing Qh=(Q0,Qb). It is easy to see that (see [25]):
∇w(Qhϕ)=Qh(∇ϕ),∀ϕ∈H1(K). | (2.3) |
To complete error analysis, we need a divergence conforming projection operator Πh, which satisfies the following property [1,Section 2.5.2]: for any τ∈H(div,Ω)∩Hδ(Th), δ>12, Πhτ∈H(div,Ω); and on each element K∈Th, one has Πh(τ|K)∈RTk(K) and the following commutative identity holds
Q0∇⋅τ=∇⋅Πhτ,∀K∈Th, | (2.4) |
which implies
(∇⋅τ,v0)K=(∇⋅Πhτ,v0)K,v0∈Pk(K). | (2.5) |
Moreover, there holds for all m≥1 [1,Proposition 2.5.3]
‖∇⋅(τ−Πhτ)‖L2(K)≤Chmin{m,k+1}K‖∇⋅τ‖Hm(K),∀K∈Th. | (2.6) |
For any w,v∈Vh, we define the following bilinear forms
b(w,v):=−∑e∈Eh∫e{A∇ww⋅ne}[vb]+ϵ∑e∈Eh∫e{A∇wv⋅ne}[wb],J(w,v):=∑e∈Ehσe|e|β∫e[wb][vb],aϵ(w,v):=(A∇ww,∇wv)+b(w,v)+J(w,v), |
where σe is the so-called penalty parameter depending on the mesh Th, and β is strictly positive depending on the spatial dimension d. In what follows, we take ϵ=−1,0,1, and denote σ=mine∈Ehσe.
A class of interior-penalized weak Galerkin approximations of (1.1)-(1.2) can be obtained by finding uh=(u0,ub)∈Vh such that
aϵ(uh,v)=fh(v),∀v=(v0,vb)∈Vh, | (3.1) |
where
fh(v):=(f,v0)+ϵ∑e∈EBh∫e(A∇wv⋅ne)Qbgds+∑e∈EBhσe|e|β∫evbQbgds. |
Remark 3.1. In the case of ϵ=−1, aϵ(⋅,⋅) is symmetry, and we will see that this method converges if β(d−1)≥1 and σ large enough; In the case of ϵ=0, the method converges under the same conditions as the case of ϵ=−1; In the case of ϵ=1, the method converges for any strictly positive values of σe.
To justify the well-posedness of (3.1), we equip Vh with the norm [10]:
|||v|||2:=(A∇wv,∇wv)+∑e∈Eh1|e|β‖[vb]‖2L2(e). | (3.2) |
The following classic trace inequality can be derived from a trace theorem and a scaling argument, see, e.g., [2,5].
Lemma 3.1 (Trace inequality). Suppose that the triangulation Th is shape regular, then there exists a constant C such that for any K∈Th and edge e∈∂K, for any ϕ∈H1(K), it holds
‖ϕ‖2e≤C(h−1K‖ϕ‖2L2(K)+hK‖∇ϕ‖2L2(K)), | (3.3) |
and for any ψ∈Pk(K), it holds
‖∇ψ‖L2(K)≤Ch−1K‖ψ‖L2(K). | (3.4) |
We mimic the procedure of [18,Section 2.7.1] for interior-penalized DG method to prove the following coercivity.
Proposition 3.1 (Coercivity). For each v∈Vh, the bilinear form aϵ(⋅,⋅) is coercive
aϵ(v,v)≥κ|||v|||2, | (3.5) |
with
(1) κ=1 if ϵ=1 and σe>0;
(2) κ=12 if ϵ=−1 or 0, and β(d−1)≥1 and choosing σe>0 large enough. For instance, one can choose σe as follows
σe≥2C2tA21n0A0+12ifϵ=−1,andσe≥C2tA21n0A0+12ifϵ=0. |
Here, Ct is from the trace inequality and n0 is the maximum number of neighbors an element could have (n0=3 if d=2 and n0=4 if d=3).
Proof. By the definition of aϵ(⋅,⋅), for each v∈Vh, there holds
aϵ(v,v)=(A∇wv,∇wv)+(ϵ−1)∑e∈Eh∫e{A∇wv⋅ne}[vb]+J(v,v). |
First, in the case of ϵ=1, by the definition of energy norm (3.2), we have
aϵ≥|||v|||2. |
Next, we focus on the cases of ϵ=−1 and 0. Without loss of generality, we assume that edge e∈Eh is shared by two elements Kei,i=1,2. Trace inequality leads to
‖{A∇wv⋅ne}‖L2(e)≤122∑i=1‖(A∇wv⋅ne)|Kei‖L2(e)≤CtA122∑i=1h−12Kei‖∇wv‖L2(Kei). |
Using |e|≤hd−1Kei yields
|∫e{A∇wv⋅ne}[vb]|≤CtA122∑i=1h−12Kei‖∇wv‖L2(Kei)‖[vb]‖L2(e)≤CtA12(2∑i=1hβ(d−1)−12Kei‖∇wv‖L2(Kei))|e|−β2‖[vb]‖L2(e)≤CtA1(2∑i=1‖∇wv‖2L2(Kei))12|e|−β2‖[vb]‖L2(e), |
where we have assumed β(d−1)≥1 and h≤1. Summing over all edges and using Young's inequality with δ>0, we obtain
|∑e∈Eh∫e{A∇wv⋅ne}[vb]|≤CtA1(∑e∈Eh2∑i=1‖∇wv‖2L2(Kei))12(∑e∈Eh|e|−β‖[vb]‖2L2(e))1/2≤CtA1√n0√A0(∑K∈Th‖A12∇wv‖2L2(K))12(∑e∈Eh|e|−β‖[vb]‖2L2(e))1/2≤δ2∑K∈Th‖A12∇wv‖2L2(K)+C2tA21n02δA0∑e∈Eh|e|−β‖[vb]‖2L2(e). | (3.6) |
Thus, aϵ(⋅,⋅) becomes
|aϵ(v,v)|≥∑K∈Th‖A12∇wv‖2L2(K)−|ϵ−1||∑e∈Eh∫e{A∇wv⋅ne}[vb]|+J(v,v)≥(1−δ2|ϵ−1|)∑K∈Th‖A12∇wv‖2L2(K)+∑e∈Eh(σe−C2tA21n02δA0|ϵ−1|)|e|−β‖[vb]‖2L2(e). |
By taking δ=12 for ϵ=−1 and δ=1 for ϵ=0, then, for σe large enough (for example, σe≥2C2tA21n0A0+12 if ϵ=−1 and σe≥C2tA21n0A0+12 if ϵ=0), we have the following coercivity result
aϵ≥12|||v|||2. |
The following uniqueness is a direct consequence of Proposition 3.1.
Proposition 3.2 (Uniqueness). Under the conditions given in Proposition 3.1, the interior-penalized weak Galerkin methods (3.1) have one and only one solution.
The goal of this section is to establish error estimates for the IPWG methods (3.1). The error is measured in two norms: the triple-bar norm as defined in (3.2) and the standard L2 norm.
We first state two approximation properties of the operator Πh, which can be proved by combining [25,Lemma 7.3] with the approximation result in [1,Proposition 2.5.1].
Lemma 4.1. Let Πh be the local projection operator defined in Section 2. For all u∈Hs(Ω) with s≥2, we have
‖Πh(A∇u)−A∇u‖L2(Ω)≤C(∑K∈Thh2min{k+2,s}−2K‖u‖Hs(K))12, | (4.1) |
‖Πh(A∇u)−A∇w(Qhu)‖L2(Ω)≤C(∑K∈Thh2min{k+2,s}−2K‖u‖Hs(K))12. | (4.2) |
Next, we state an important result for the projection operator Πh.
Lemma 4.2. Let τ∈H(div,Ω) be a smooth vector-valued function and Πh be the local projection operator defined in Section 2. Then, the following identify holds true
∑K∈Th(−∇⋅τ,v0)K=∑K∈Th(Πhτ,∇wvh)K−∑e∈Eh⟨[vb],Πhτ⋅ne⟩e,vh∈Vh. | (4.3) |
Proof. See [10,Lemma 4.2].
In what follows, we define
eh=(e0,eb):=Qhu−uh. |
Testing (1.1) with v0 of v=(v0,vb)∈Vh and using (4.3) lead to
∑K∈Th(ΠhA∇u,∇wvh)K−∑e∈Eh⟨[vb],ΠhA∇u⋅ne⟩e=(f,v0), | (4.4) |
which can be rewritten as
∑K∈Th(A∇wQhu,∇wvh)K=(f,v0)−∑K∈Th(ΠhA∇u−A∇wQhu,∇wvh)K+∑e∈Eh⟨[vb],ΠhA∇u⋅ne⟩e. | (4.5) |
By adding
−∑e∈Eh⟨[vb],{A∇wQhu⋅ne}⟩e+ϵ∑e∈Eh⟨[Qbu],{A∇wv⋅ne}⟩e+J(Qhu,v) |
to both sides of (4.5) and noticing that [Qbu]|e=0 for e∈EIh and [Qbu]|e=Qb(g|e) for boundary edge e∈EBh, we obtain
aϵ(Qhu,v)=fh(v)−∑K∈Th(ΠhA∇u−A∇wQhu,∇wvh)K+∑e∈Eh⟨[[vb]],{(ΠhA∇u−A∇wQhu)⋅ne}⟩e. | (4.6) |
Subtracting (3.1) from (4.6) leads to
aϵ(eh,vh)=−∑K∈Th(ΠhA∇u−A∇wQhu,∇wvh)K+∑e∈Eh⟨[[vb]],{(ΠhA∇u−A∇wQhu)⋅ne}⟩e, | (4.7) |
which is the error equation for the IPWG approximations (3.1).
Lemma 4.3. Let Th be a shape regular partition. Then for any u∈Hs(K) and v=(v0,vb)∈Vh, we have for any s≥2
|ℓ1(u,v)|≤C(∑K∈Thh2min(k+2,s)−2K‖u‖2Hs(K))12|||v|||, | (4.8) |
|ℓ2(u,v)|≤C(∑K∈Thh2min(k+2,s)−2K‖u‖2Hs(K))12|||v|||, | (4.9) |
where
ℓ1(u,v):=∑K∈Th(ΠhA∇u−A∇wQhu,∇wvh)K,ℓ2(u,v):=∑e∈Eh⟨[[vb]],{(ΠhA∇u−A∇wQhu)⋅ne}⟩e. |
Note that the estimate (4.9) holds if β(d−1)≥1.
Proof. The estimate (4.8) is a direct result of Lemma 4.1. We now estimate (4.9). Assume that β(d−1)≥1, which is given in Proposition 3.1. By using the trace inequality and recalling |e|≤hd−1e, we obtain
|e|β2‖(ΠhA∇u−A∇wQhu)|K‖L2(e)≤Chβ(d−1)−12e‖ΠhA∇u−A∇wQhu‖L2(K)≤C‖ΠhA∇u−A∇wQhu‖L2(K). |
Let Ke1 and Ke2 be the adjacent elements containing edge e∈Eh. Then, it follows that
|∫e{(ΠhA∇u−A∇wQhu)⋅ne}[vb]|≤|e|β2(2∑i=1‖(ΠhA∇u−A∇wQhu)|Kei‖2L2(e))1/2|e|−β2‖[vb]‖L2(e)≤C(2∑i=1‖ΠhA∇u−A∇wQhu‖2L2(Kei))12|e|−β2‖[vb]‖L2(e). |
Summing over all edges leads to (4.9).
The following theorem follows from Lemma 4.3.
Theorem 4.1. Assume the conditions of Proposition 3.1 hold true and the exact solution u of (1.1)-(1.2) belongs to Hs(Th) with s≥2. Let uh∈Vh be a numerical solution of (3.1). Then, there exits a constant C>0 independent of mesh size h such that
|||Qhu−uh|||≤C(∑K∈Thh2min(k+2,s)−2K‖u‖2Hs(K))1/2. | (4.10) |
In the rest of the section, we shall derive an error estimate in L2-norm for the IPWG methods (3.1) by using a duality argument. Suppose the dual problem: Find a solution w∈H10(Ω) satisfying
−∇⋅(A∇w)=e0,in Ω, | (4.11) |
has the usual H2-regularity, i.e., there exists a constant C>0 such that
‖w‖H2(Ω)≤C‖e0‖L2(Ω). | (4.12) |
Theorem 4.2. Under the conditions of Theorem 4.1, and assume that the dual problem (4.11) has the H2-regularity. Then, there exits a constant C>0 independent of the mesh size h such that
‖e0‖≤C[(h+|1+ϵ|hβ(d−1)−12)|||eh|||+hmin{k+2,s}‖u‖Hs(Ω)+hmin{k+1,2}‖Q0f−f‖L2(Ω)]. | (4.13) |
Note that for ϵ=−1, the a priori estimate (4.13) is optimal if k≥1; For ϵ=0,1, the estimate is optimal if k≥1 and β(d−1)−1≥2.
Remark 4.1. One can see that, with sufficient smoothness of u and f, the IPWG (ϵ=−1) method possesses a superconvergence with O(hk+2). The same superconvergence holds true for IPWG (ϵ=0,1) with an over-penalization such that β(d−1)−1≥2.
Proof. Let wh={w0,wb}∈Vh be the IPWG solution of (4.11), then wh satisfies the weak formulation
aϵ(wh,eh)=(e0,e0), |
and the priori estimate
|||wh−Qhw|||≤Ch‖w‖H2(Ω)≤Ch‖e0‖L2(Ω). | (4.14) |
Thus, we can obtain
‖e0‖2L2(Ω)=aϵ(wh,eh)=aϵ(wh−Qhw,eh)+aϵ(Qhw,eh). | (4.15) |
We now estimate the second term on the right hand side. By taking
T:=(1+ϵ)∑e∈Eh⟨{A∇wQhw⋅ne},[eb]⟩e |
and noticing [Qbw]=0 on all edges e∈Eh, we obtain from the error equation (4.7)
aϵ(Qhw,eh)=aϵ(eh,Qhw)−T=−(ΠhA∇u−A∇wQhu,∇wQhw)−T=−(ΠhA∇u−A∇u,Qh∇w)+(A∇u−AQh∇u,Qh∇w)−T. |
The second term on the right hand side clearly is zero by noticing that the coefficient A is piecewise constant and Qh is an L2 projection. Next, we turn to the first term. By using ΠhA∇u∈H(div,Ω) and (2.4), an integration by parts leads to
(ΠhA∇u−A∇u,∇w)=(∇⋅(ΠhA∇u−A∇u),w)=(Q0(∇⋅A∇u)−∇⋅A∇u,w−Q0w)≤‖Q0f−f‖L2(Ω)‖w−Q0w‖L2(Ω)≤Chmin{k+1,2}‖Q0f−f‖L2(Ω)‖w‖H2(Ω). | (4.16) |
It is easy to see that T=0 when ϵ=−1, hence, one has to estimate T if ϵ=0 or 1. The same technique as in (3.6) leads to
|T|≤C|1+ϵ|hβ(d−1)−12‖A12∇wQhw‖|||eh|||≤C|1+ϵ|hβ(d−1)−12‖∇w‖L2(Ω)|||eh|||≤C|1+ϵ|hβ(d−1)−12‖w‖H2(Ω)|||eh|||. | (4.17) |
Hence, we can obtain from (4.16), (4.17) and (4.1)
aϵ(Qhw,eh)=−(ΠhA∇u−A∇u,Qh∇w)−T=−(ΠhA∇u−A∇u,∇w)+(ΠhA∇u−A∇u,∇w−Qh∇w)−T≤C(hmin{k+1,2}‖Q0f−f‖L2(Ω)+hmin{k+2,s}‖u‖Hs(Ω))‖w‖H2(Ω)+C|1+ϵ|hβ(d−1)−12‖w‖H2(Ω)|||eh|||. |
Substituting the above estimate into (4.15) and using the continuity of aϵ and (4.14), we arrive at
‖e0‖2L2(Ω)≤C(h|||eh|||+hmin{k+1,2}‖Q0f−f‖L2(Ω)+hmin{k+2,s}‖u‖Hs(Ω)+|1+ϵ|hβ(d−1)−12|||eh|||)‖e0‖L2(Ω), |
which completes the proof.
In this section, we present a series of computational examples to numerically investigate the asymptotic convergence behaviour of the proposed IPWG methods.
We take Ω=(0,1)2, and multilevel uniform triangular meshes are employed. The meshes are generated in the following way. First, we partition the square domain into N×N subsquares uniformly; then we divide each subsquare into two triangles by the diagonal line with a negative slope, completing the construction of uniformly refined triangular meshes, see Figure 1. Set the mesh size h=1N.
Example 1 (A model problem with a smooth solution). Consider the problem (1.1)-(1.2) with the following analytical solution
u(x,y)=sin(2πx)cos(2πy), |
and the diffusion matrix A=[1001].
For comparison between the IPWG method and the original WG method, the relative errors in |||⋅||| and L2-norms, defined as
|||Qhu−uh||||||Qhu|||and‖Q0u−u0‖0,Ω‖Q0u‖0,Ω, |
of the WG method with the element (Pk,Pk,RTk) in Table 1, from which one can see that the WG method converges optimally.
1h | k=0 | k=1 | k=2 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2356e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
It follows from Theorem 4.1, all IPWG solutions with ϵ=−1,0,1 converge optimally with rates O(hk) in |||⋅|||-norm. Since the diffusion coefficient A is constant and the domain Ω is convex, the duality problem possesses the H2-regularity. Thus, from Theorem 4.2, the IPWG solution with ϵ=−1 should converge optimally given by O(hk+1) in L2-norm; and converge sub-optimally in L2-norm given by O(hk) for ϵ=0,1 without over-penalization.
The relative errors between the exact solution and IPWG (ϵ=−1,β=1) solution in |||⋅|||- and L2-norm are listed in Table 2. Note that, for ϵ=0,1, the IPWG methods produce the same numerical results as in the case of ϵ=−1, see Table 2. It can be seen from Tables 2 and 3 that errors of the IPWG (ϵ=−1,0,1) solutions are numerically the same as those of the WG method, and all the convergence rates are optimal without any over-penalization. The numerical results are fairly in agreement with the theoretical estimates given by Theorems 4.1-4.2. In addition, one can see that from Table 3, the IPWG method with ϵ=1, σe=0 also has optimal rates while there is no theoretical proof.
1h | k=0, σ=1 | k=1, σ=8 | k=2, σ=16 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2357e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
1h | k=0 | k=1 | k=2 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2358e-06 | 1.0995e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9966 | 3.9934 |
Example 2 (A model problem with a corner singularity). We consider the Poisson equation defined on the unit square with the exact solution
u(x,y)=x(1−x)y(1−y)r−2+α, |
where r=√x2+y2 and α∈(0,1]. As we known
u∈H10(Ω)∩H1+α−ϵ(Ω) and u∉H1+α(Ω), |
where ϵ is any small, but positive number. In numerical experiments, we set α=0.5.
The problem is tested on the uniform and locally refined meshes to investigate the convergence behaviour of the IPWG method, respectively. We set β such that β(d−1)−1=0, i.e., β=1 for d=2. From Table 4, we observe all cases of the IPWG method with ϵ=−1,0,1 converge optimally at O(hα) in |||⋅|||-norm and O(h1+α) in L2-norm, or equivalently
|||eh|||=O(Dof−α/2), ‖e0‖0,Ω=O(Dof−(1+α)/2), |
1h | k=0, σ=1 | k=1, σ=8 | k=2, σ=16 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 2.7492e-01 | 1.2997e-01 | 2.1727e-01 | 5.9929e-02 | 1.8548e-01 | 3.5250e-02 |
8 | 2.1024e-01 | 5.3331e-02 | 1.5230e-01 | 2.2183e-02 | 1.3414e-01 | 1.3052e-02 |
16 | 1.5262e-01 | 1.9166e-02 | 1.0708e-01 | 8.0616e-03 | 9.6047e-02 | 4.7269e-03 |
32 | 1.0897e-01 | 6.7197e-03 | 7.5498e-02 | 2.8925e-03 | 6.8364e-02 | 1.6918e-03 |
64 | 7.7349e-02 | 2.3579e-03 | 5.3312e-02 | 1.0304e-03 | 4.8505e-02 | 6.0183e-04 |
R. | 0.4945 | 1.5109 | 0.5020 | 1.4891 | 0.4951 | 1.4911 |
where the Dof denotes the degrees of freedom.
Next, we employ a series of locally-refined meshes generated by Gmsh [6], see Figure 2, to illustrate the convergence behaviour of the IPWG methods for Example 2. For simplicity, we set ϵ=−1, β=1, and we set σ=1,8,16 for k=0,1,2, respectively. The convergence rates of the relative error respect to Dof1/2 are plotted in Figure 3. One can see that the IPWG method on the locally-refined mesh performs better than the uniform mesh in the sense that higher convergence rates in |||⋅||| and L2-norms are observed.
We have presented a family of IPWG methods for the second-order elliptic problems and established optimal a priori error estimates. The superconvergence of the new method is revealed. The new method has many in common with the DG method: they share a similar numerical formulation; they have the same conditions for the uniqueness, see Proposition 3.2; and the penalty parameter σe which, in practice, needs to be adjusted according to the mesh used because there is still no explicit formula for it.
Yet, it is worthy to note that the new method possesses its own merits. First, the IPWG method exhibits more stability on the polynomial order than IPDG. In detail, numerical experiments for Example 1 state the convergence rates in H1 and L2 norms of all IPWG methods are optimal (in fact they are superconvergent) without the over-penalization, no matter the polynomial degree is even or odd. In contrast, for the NIPG and IIPG methods, the converge rates are suboptimal if the polynomial degree is even [18]. Second, Theorem 4.2 reveals superconvergence of the IPWG method if the exact solution is smooth enough. To the end, the degrees of freedom defined on the interior of each element can be reduced by a Schur complement formulation, see [9], and only the unknowns on each edge/face of the mesh left.
The research of the second author was supported in part by the Natural Science Foundation of Gansu Province, China (Grant 18JR3RA290).
We declare no conflicts of interest in this paper.
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1. | Ahmed Al-Taweel, Saqib Hussain, Xiaoshen Wang, A stabilizer free weak Galerkin finite element method for parabolic equation, 2021, 392, 03770427, 113373, 10.1016/j.cam.2020.113373 | |
2. | Huayi Huang, Yunqing Huang, Xiaojing Dong, Three interior penalty DG methods for stationary incompressible magnetohydrodynamics, 2023, 425, 03770427, 115030, 10.1016/j.cam.2022.115030 |
1h | k=0 | k=1 | k=2 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2356e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
1h | k=0, σ=1 | k=1, σ=8 | k=2, σ=16 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2357e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
1h | k=0 | k=1 | k=2 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2358e-06 | 1.0995e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9966 | 3.9934 |
1h | k=0, σ=1 | k=1, σ=8 | k=2, σ=16 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 2.7492e-01 | 1.2997e-01 | 2.1727e-01 | 5.9929e-02 | 1.8548e-01 | 3.5250e-02 |
8 | 2.1024e-01 | 5.3331e-02 | 1.5230e-01 | 2.2183e-02 | 1.3414e-01 | 1.3052e-02 |
16 | 1.5262e-01 | 1.9166e-02 | 1.0708e-01 | 8.0616e-03 | 9.6047e-02 | 4.7269e-03 |
32 | 1.0897e-01 | 6.7197e-03 | 7.5498e-02 | 2.8925e-03 | 6.8364e-02 | 1.6918e-03 |
64 | 7.7349e-02 | 2.3579e-03 | 5.3312e-02 | 1.0304e-03 | 4.8505e-02 | 6.0183e-04 |
R. | 0.4945 | 1.5109 | 0.5020 | 1.4891 | 0.4951 | 1.4911 |
1h | k=0 | k=1 | k=2 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2356e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
1h | k=0, σ=1 | k=1, σ=8 | k=2, σ=16 | |||
|||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |||eh||| | ‖e0‖ | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2357e-06 | 1.0994e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9967 | 3.9936 |
1h | k=0 | k=1 | k=2 | |||
||| e_{h}||| | \|e_{0}\| | ||| e_{h} ||| | \|e_{0}\| | ||| e_{h}||| | \|e_{0}\| | |
4 | 1.4965e-01 | 1.2161e-01 | 9.0195e-02 | 2.9052e-02 | 2.2838e-02 | 5.9333e-03 |
8 | 6.7432e-02 | 3.2514e-02 | 2.4268e-02 | 4.4436e-03 | 3.0978e-03 | 4.2542e-04 |
16 | 3.2959e-02 | 8.2472e-03 | 6.2017e-03 | 5.8857e-04 | 3.9578e-04 | 2.7683e-05 |
32 | 1.6391e-02 | 2.0684e-03 | 1.5611e-03 | 7.4796e-05 | 4.9772e-05 | 1.7512e-06 |
64 | 8.1848e-03 | 5.1750e-04 | 3.9119e-04 | 9.3966e-06 | 6.2358e-06 | 1.0995e-07 |
R. | 1.0019 | 1.9989 | 1.9966 | 2.9928 | 2.9966 | 3.9934 |
\frac{1}{h} | k=0, \ \sigma=1 | k=1, \ \sigma=8 | k=2, \ \sigma=16 | |||
||| e_{h}||| | \|e_{0}\| | ||| e_{h} ||| | \|e_{0}\| | ||| e_{h}||| | \|e_{0}\| | |
4 | 2.7492e-01 | 1.2997e-01 | 2.1727e-01 | 5.9929e-02 | 1.8548e-01 | 3.5250e-02 |
8 | 2.1024e-01 | 5.3331e-02 | 1.5230e-01 | 2.2183e-02 | 1.3414e-01 | 1.3052e-02 |
16 | 1.5262e-01 | 1.9166e-02 | 1.0708e-01 | 8.0616e-03 | 9.6047e-02 | 4.7269e-03 |
32 | 1.0897e-01 | 6.7197e-03 | 7.5498e-02 | 2.8925e-03 | 6.8364e-02 | 1.6918e-03 |
64 | 7.7349e-02 | 2.3579e-03 | 5.3312e-02 | 1.0304e-03 | 4.8505e-02 | 6.0183e-04 |
R. | 0.4945 | 1.5109 | 0.5020 | 1.4891 | 0.4951 | 1.4911 |