Open Access
Issue
Wuhan Univ. J. Nat. Sci.
Volume 28, Number 5, October 2023
Page(s) 411 - 420
DOI https://doi.org/10.1051/wujns/2023285411
Published online 10 November 2023

© Wuhan University 2023

Licence Creative CommonsThis is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

0 Introduction

Singularly perturbed problems attract much attention in such applications as optimal control, chemical reactions, fluid dynamics and electrical networks[1]. The exact solution generally displays boundary layers which causes many numerical difficulties to the traditional finite element method on the quasi-uniform mesh. To obtain satisfactory numerical approximations, several numerical strategies were developed, such as the layer-adapted meshes, the fitted operator methods and the stabilised numerical method, see Refs. [1-3] for a survey.

Discontinuous Galerkin (DG) method is a finite element method whose test function and trail function have possible discontinuous points at the element edges[4]. As such, the discontinuous finite element space provides much flexibility in solving those problems exhibiting large gradients, boundary layers or even discontinuous interfaces, see Ref. [5] for a survey.

For the singularly perturbed problem whose solution exhibits boundary layers, numerical investigations were performed in Ref. [6] for the DG method. Local behavior was explored on the uniform mesh. Uniform convergence and superconvergence were observed on Shishkin mesh. Along this direction, research on the DG method for singularly perturbed problems was developed in a series of papers, see Refs. [7-10].

However, the above error estimates are often performed on Shishkin mesh, which has a simple structure. Owing to the influence of a logarithmic factor, the convergence rate will be deteriorated as the degree of piecewise polynomials goes larger. It is therefore of much interest to derive optimal convergence rate on general graded layer-adapted meshes. Recently, we studied the local DG method on several layer-adapted meshes. Some uniformly optimal error estimates were established for second order convection-diffusion problem[11,12].

This paper concerns a uniform convergence of the DG method under a much larger range of the layeradapted meshes. These meshes contain five common Shishkin-type meshes as well as three common Bakhvalov-type meshes[13,14]. Based on a general analysis framework, we establish optimal convergence for the DG method independent of small perturbation parameter. In particular, we establish a sharper L2Mathematical equation-norm convergence rate under the situation that the smooth component of the true solution is a piecewise polynomial. Some numerical results are given to confirm our prediction.

We organize this paper as follows. First, layer-adapted meshes and the DG method are introduced in Section 1. Then we present a local projector as well as its approximation error. Our main result follows in Section 2. Finally, we supplement some numerical results to validate our error estimate.

1 Layer-Adapted Meshes and the DG Method

Consider a one-dimensional model problem

{ - ε q ' + a q = f        i n    Ω = ( 0,1 ) q ( 1 ) = 1 Mathematical equation(1)

which possesses some essential characteristics of the following second-order problem

{ - ε u + a u ' + b u = f     i n   Ω = ( 0,1 ) u ' ( 1 ) = 1 ,    u ( 0 ) = 0 Mathematical equation(2)

In fact, one can transform (2) into a problem with b=0 if a and b are bothconstants. Then introduce the following transformation

u ' = q ,       u ( 0 ) = 0 Mathematical equation

one obtains the model problem (1).

Assume that aα>0,Mathematical equationproblem (1) exhibits a boundary layer at x =1. Assume that the exact solution of (1) can be expressed as[15]

q ( x ) = q ( 1 )   e 1 x a ( s ) / ε d s + x 1 ε - 1 f ( t ) e t x a ( s ) / ε d s d t Mathematical equation

which implies a decomposition q=q¯+qε.Mathematical equation Here q¯Mathematical equation is the regular component and qεMathematical equation is the layer component satisfying

| q ¯ ( j ) ( x ) | C ,   | q ε ( j ) ( x ) | C ε - j e - α ( 1 - x ) / ε   ,      j = 0,1 , , k + 1   Mathematical equation(3)

1.1 Layer-Adapted Meshes

Let φMathematical equation be a monotonically increasing, continuous and piecewisely differentiable function. Let φ(0)=0Mathematical equation. Introduce a mesh transition parameter

τ : = m i n { 1 2 , σ ε α φ ( 1 2 ) } Mathematical equation

where σ>0Mathematical equation is a constant. Assume that τ=σεφ(1/2)/αMathematical equation for a small εMathematical equation. Otherwise, the problem is non-singularly perturbed and one can carry out the error analysis in a classical framework. Let N2Mathematical equation be an even integer. Denote Ω=ΩcΩfMathematical equation, where Ωc=[0,1-τ]Mathematical equation is the rough region and Ωf=[1-τ,1]Mathematical equation is the refined region; they have both equalelements. The mesh points are given by

x j = { 2 j N ( 1 - τ )   , j = 0,1 , , N 2 - 1 1 - σ ε α φ ( 1 - j N )   , j = N 2 , N 2 + 1 , , N Mathematical equation(4)

In Table 1, we list eight common layer-adapted meshes, which are simplified as S-, BS-, mBS-,VS-, pS-, B-, mVB- and RS-meshes. Here ψ=e-φMathematical equation is mesh characterizing function. See Ref. [13] for more details.

Set ΩN={Ij}j=1NMathematical equation, where each element Ij=(xj-1,xj)Mathematical equation has the mesh size hj=xj-xj-1Mathematical equation. Assume that εN-1Mathematical equation, then one has ψ(1/2)N-1Mathematical equation for each mesh in Table 1. This property will be frequently used in the following analysis.

Lemma 1[12] Define

G j = m i n { h j ε , 1 } e - α ( 1 - x j ) / σ ε ,    j = N / 2 + 1 , , N Mathematical equation

Then one has

m a x N / 2 + 1 j N G j C N - 1 m a x | ψ ' | Mathematical equation

j = N / 2 + 1 N G j C Mathematical equation

Here C>0Mathematical equation does not depend on εMathematical equation and N.

Table 1

Layer-adapted meshes

1.2 The DG Method

Define a finite element space as

V N = { z L 2 ( Ω ) :   z | I j P k ( I j ) ,    I j Ω N } Mathematical equation

where Pk(Ij)Mathematical equation is a space of polynomial with degree no larger than k. The functions in the above discontinuous finite element space have possible discontinuous points at the cell ends. Define zj±=limxxj± z(x)Mathematical equation and the jumps as

z 0 = z 0 + ,    z j = z j + - z j - ,   j = 1 , ,   N - 1 , z N = - z N - . Mathematical equation

The DG method reads: Find QVNMathematical equation such that

I j Q ( ε r ' + a r ) d x - ε Q ^ j r j - + ε Q ^ j - 1 r j - 1 + = I j f r d x Mathematical equation(5)

holds for any rVNMathematical equation and Ij (j=1,2,,N)Mathematical equation, where

Q ^ j = { Q j + ,             j = 0,1 , , N - 1 q ( 1 ) ,           j = N Mathematical equation

Denote φ,ϕ:=j=1Nφ,ϕIj:=j=1NIjφϕdx.Mathematical equation Rewrite the scheme (5) into a compact form: Find QVN Mathematical equation such that

B ( Q ; r ) = f , r + ε q ( 1 ) r N - ,       r V N Mathematical equation(6)

where

B ( Q ; r ) = Q , ε r ' + a r + ε j = 1 N - 1 Q j + r j + ε Q 0 + r 0 + Mathematical equation

One obtains an energy norm

Q E 2 : = B ( Q ; Q ) = a 1 / 2 Q 2 + ε 2 j = 0 N Q j 2 Mathematical equation

Let f=q(1)=0Mathematical equation in (6) then one has B(Q;Q)=QE2=0Mathematical equation and Q=0,Mathematical equation which implies the uniquely existence of the computed solution determined by the DG method (6).

2 Convergence Analysis

Divide the error e=q-QMathematical equation as follows

e = ( q - π + q ) - ( Q - π + q ) : = η - ξ Mathematical equation

where π+: H1(ΩN)VNMathematical equation is the local Gauss-Radau projecter such that for any function zH1(ΩN)Mathematical equation and each element IjMathematical equation,

( π + z ) j - 1 + = z j - 1 + ,     π + z , v I j   = z , v I j , v P k - 1 ( I j ) Mathematical equation(7)

From Ref.[16], one can verify the well-posedness of the above projection. Furthermore,

π + z I j C [ z I j + h j 1 / 2 | z j - 1 + | ]                            Mathematical equation(8)

π + z L ( I j ) C z L ( I j )                                         Mathematical equation(9)

z - π + z L l ( I j ) C h j k + 1 z ( k + 1 ) L l ( I j ) ,      l = 2 ,   Mathematical equation(10)

Lemma 2   Assume σk+1.5Mathematical equation in the definition of the layer-adapted mesh (4) . Let z=z¯+zεMathematical equation with each component z¯Mathematical equation and zεMathematical equation satisfying (3), then one has

z - π + z C [ N - ( k + 1 ) + ε ( N - 1 m a x | ψ ' | ) k + 1 ] Mathematical equation(11)

( j = 0 N z - π + z j 2 ) 1 / 2 C ( N - 1 m a x | ψ ' | ) k + 1 / 2              Mathematical equation(12)

Furthermore, if z¯VNMathematical equation, one has

z - π + z C ε ( N - 1 m a x | ψ ' | ) k + 1 Mathematical equation(13)

Proof   Denote ης=ς-π+ςMathematical equation for ς=z¯, zεMathematical equation. From (3) and (10), one has

η z ¯ C N - ( k + 1 ) Mathematical equation(14)

For the monotonic increasing function e-α(1-x)/ε, x[0,1],Mathematical equation using the stability (8), one has

j = 1 N / 2 η z ε I j 2 C j = 1 N / 2 [ z ε I j 2 + h j | z ε ( x j - 1 ) | 2 ]                  C j = 1 N / 2 [ e - α ( 1 - x ) / ε I j 2 + h j e - 2 α ( 1 - x j - 1 ) / ε ]                  C 0 1 - τ e - 2 α ( 1 - x ) / ε d x                   C ε N - 2 σ Mathematical equation(15)

On the refined domain, if σk+1.5Mathematical equation, one obtains from Lemma 1 that

    j = N / 2 + 1 N η z ε I j 2      C j = N / 2 + 1 N m i n { h j 2 ( k + 1 ) z ε ( k + 1 ) I j 2 , h j | z ε ( x j - 1 ) | 2 + z ε I j 2 }       C j = N / 2 + 1 N m i n { ( h j ε ) 2 ( k + 1 ) , 1 } e - α ( 1 - x ) / ε I j 2         C j = N / 2 + 1 N ε { m i n { h j ε , 1 } e - α ( 1 - x j ) / σ ε } 2 ( k + 3 / 2 )           C ε m a x N / 2 + 1 j N G j 2 ( k + 1 ) j = N / 2 + 1 N G j            C ε ( N - 1 m a x | ψ ' | ) 2 ( k + 1 )                                           Mathematical equation(16)

Consequently, (11) follows from (14)-(16). Note that if z¯VNMathematical equation, (13) follows from (15),(16).

By the LMathematical equation approximation property (10), one has

j = 0 N η z ¯ j 2 C j = 1 N   η z ¯ L ( I j ) 2 C j = 1 N N - 2 ( k + 1 ) C N - ( 2 k + 1 ) Mathematical equation

By Lemma 1 and σk+1Mathematical equation one obtains

j = 0 N η z ε j 2 C j = N / 2 + 1 N η z ε L ( I j ) 2 + C j = 1 N / 2 η z ε L ( I j ) 2                 C j = N / 2 + 1 N m i n { h j 2 ( k + 1 ) z ε ( k + 1 ) L ( I j ) 2 , z ε L ( I j ) 2 }                   + C j = 1 N / 2 z ε L ( I j ) 2                 C m a x N / 2 + 1 j N G j 2 k + 1 j = N / 2 + 1 N G j + C N - 2 σ + 1                 C ( N - 1 m a x | ψ ' | ) 2 k + 1 Mathematical equation

which leads to (12).

Theorem 1   Let q and QVNMathematical equation are respectively the solutions of (1) and (5) . Then one has

q - Q C [ N - ( k + 1 ) + ε ( N - 1 m a x | ψ ' | ) k + 1 ] Mathematical equation(17)

Furthermore, if q¯VNMathematical equation, one has

q - Q C ε ( N - 1 m a x | ψ ' | ) k + 1 Mathematical equation(18)

Proof   For any rVNMathematical equation, one has Galerkin orthogonality B(q-Q;r)=0Mathematical equation which leads to

ξ E 2 = B ( ξ ; ξ ) = B ( η ; ξ )              = ε j = 0 N - 1 η j + ξ j + η , ε ξ ' + a ξ              = η , a ξ C η a 1 / 2 ξ              C η ξ E Mathematical equation

Then one gets from (11) that

        ξ ξ E C η C [ N - ( k + 1 ) + ε ( N - 1 m a x | ψ ' | ) k + 1 ] Mathematical equation

Hence,

       e η + ξ C η C [ N - ( k + 1 ) + ε ( N - 1 m a x | ψ ' | ) k + 1 ] Mathematical equation

If q¯VNMathematical equation, by (13), one has

e C η C ε ( N - 1 m a x | ψ ' | ) k + 1 Mathematical equation

Remark 1   Theorem 1 presents a convergence rate O(N-(k+1)+ε(N-1max|ψ'|)k+1)Mathematical equation for an equal number of mesh elements in the rough and refined domains. However, it is possible to explore different number of mesh elements in rough and refined domains (denote N1Mathematical equation and N2Mathematical equation respectively). Following the similar line, one derives a convergence rate O(N1-(k+1)+ε(N2-1max|ψ'|)k+1)Mathematical equation. Then it is possible to use larger N2Mathematical equation to balance the influence of max|ψ'|Mathematical equation on the convergence rate and arrive at a convergence O(N1-(k+1))Mathematical equation.

3 Numerical Experiments

We perform the DG method (5) on the eight meshes given by Table 1. Set σ=k+1.5.Mathematical equation For the pS-mesh, take m=2.Mathematical equation For the RS-mesh, take l=3.Mathematical equation Compute the convergence rate by the formulae

r 2 = l o g e N - l o g e 2 N l o g 2 , r s = l o g e N - l o g e 2 N l o g ( 2 l n N / l n 2 N ) Mathematical equation

The quantities r2Mathematical equation and rsMathematical equation are used to reflect the convergence rates from the error bounds of the forms CN-rMathematical equationand C(N-1ln N)rMathematical equation, respectively.

Example 1 Consider the problem (1) with b=1Mathematical equation and the true solution is set as

q ( x ) = c o s ( 1 - x ) e - ( 1 - x ) / ε Mathematical equation

As mentioned before, for a large εMathematical equation, one can use arbitrary mesh with maximum mesh size h and expect a convergence rate O(hk+1)Mathematical equation. In Table 2, we list the numerical results on four meshes. One observes that the convergence rates on uniform mesh and B-mesh are both O(N-(k+1))Mathematical equation, the convergence rate on S-mesh is O((N-1lnN)k+1)Mathematical equation, while the convergence rate on BS-mesh is O(max{ε,N-1}k+1)Mathematical equation because its maximum mesh size is bounded by max{ε,N-1}.Mathematical equation

Table 3 and Table 4 list the L2Mathematical equation-error of the DG method on the eight meshes for ε=10-4Mathematical equation and ε=10-8Mathematical equation, respectively. One observes for the S-mesh a convergence rate O((N-1lnN)k+1)Mathematical equation, while for the BS-, mBS-, VS-, B- and mVB- meshes a general convergence rate O(N-(k+1))Mathematical equation. For the pS-mesh, the convergence rate is a little smaller than k+1 because of the influence of the logarithmic factor (here max|ψ'|=(lnN)1/2Mathematical equation). For the RS-mesh, the convergence rate behaviors as O(N-2(k+1)/3)Mathematical equation which agrees with theoretical prediction (17) in view of l=3 and max|ψ'|=N1/3.Mathematical equation Thus, the numerical convergence rate is generally O((N-1max|ψ'|)k+1)Mathematical equation for every meshes, which confirms our theoretical convergence rate in Theorem 1.

Furthermore, Figure 1 and Table 5 show that the L2Mathematical equation-error is uniform regarding the singular perturbation parameter in the case that k=2Mathematical equation and N=64 except the S-mesh and RS-mesh which are slightly influenced by the factor εMathematical equation as εMathematical equation is suitably large.

Thumbnail: Fig. 1 Refer to the following caption and surrounding text. Fig. 1

L 2 Mathematical equation-error on the singular perturbation parameter for Example 1

Example 2 We continue example 1 but employ a different true solution

q ( x ) = 2 - e - ( 1 - x ) / ε Mathematical equation

Now the regular component of q is in the finite element space. Let ε=10-4Mathematical equation,10-8Mathematical equation. Tables 6-7 show a general convergence rate O((N-1max|ψ'|)k+1)Mathematical equation for each mesh. Furthermore, Figure 2 and Table 8 demonstrate the influence of the factor εMathematical equation on the upper bound of these L2Mathematical equation-errors, which confirms our prediction (18).

Thumbnail: Fig. 2 Refer to the following caption and surrounding text. Fig. 2

L 2 Mathematical equation-error on the singular perturbation parameter for Example 2

Table 2

L 2 Mathematical equation-error on 4 meshes for Example 1, where ε=10-2Mathematical equation

Table 3

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, where ε=10-4Mathematical equation

Table 4

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, where ε=10-8Mathematical equation

Table 5

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, here k=2 and N=64

Table 6

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, where ε=10-4Mathematical equation

Table 7

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, where ε=10-8Mathematical equation

Table 8

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, here k=2 and N=64

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All Tables

Table 1

Layer-adapted meshes

Table 2

L 2 Mathematical equation-error on 4 meshes for Example 1, where ε=10-2Mathematical equation

Table 3

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, where ε=10-4Mathematical equation

Table 4

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, where ε=10-8Mathematical equation

Table 5

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 1, here k=2 and N=64

Table 6

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, where ε=10-4Mathematical equation

Table 7

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, where ε=10-8Mathematical equation

Table 8

L 2 Mathematical equation-error on 8 layer-adapted meshes for Example 2, here k=2 and N=64

All Figures

Thumbnail: Fig. 1 Refer to the following caption and surrounding text. Fig. 1

L 2 Mathematical equation-error on the singular perturbation parameter for Example 1

In the text
Thumbnail: Fig. 2 Refer to the following caption and surrounding text. Fig. 2

L 2 Mathematical equation-error on the singular perturbation parameter for Example 2

In the text

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