This document discusses optimal trial and test spaces for the Petrov-Galerkin method applied to convection-dominated diffusion problems. It introduces the concept of optimal spaces that satisfy M=γ=1, resulting in a well-posed and well-conditioned problem with best error estimates. It shows that optimal test spaces can be constructed using Riesz representations to minimize residuals. The dual and primal approaches are presented to construct optimal finite dimensional subspaces that inherit the M=γ=1 property. Energy norm pairings induced by optimal norms on trial and test spaces are also discussed.
Robust Petrov-Galerkin Method for Convection Problems
1. Robust Discontinuous Petrov-Galerkin Method
for Convection-Dominated Diffusion Problems
Mohammad Zakerzadeh
German Research School for Simulation Science
11 Jan. 2012
2. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
3. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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4. Singular perturbation problems and robustness
• Standard Bubnov-Galerkin methods tend to perform poorly for the
class of PDEs known as “singular perturbation problems”.
• These problems are often characterized by a parameter that may
be either very small or very large in the context of physical
problems (in contrast to regular perturbation problems).
• An additional complication of singular perturbation problems is
that, in the limiting case of the parameter, the PDE itself will
change types (e.g. from elliptic to hyperbolic).
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5. Singular perturbation problems and robustness
(contd.)
• In 1D, the convection-diffusion equation is
βu − u = f in Ω = [0, 1]
u(0) = u0 , u(1) = u1 .
• In the limit of an inviscid medium as → 0, the equation changes
type, from elliptic to hyperbolic, and from second order to first
order.
• For satisfying those Dirichlet boundary conditions, the solution
develops sharp boundary layers of width near the outflow.
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6. Singular perturbation problems and robustness
(contd.)
• Why poor performance?
From Cea’s Lemma:
u − uh H 1 (0,1) ≤ C( ) inf u − wh H 1 (0,1)
wh
where C( ) grows as → 0.
• This dependence on is referred as a loss of robustness
Finite element error is bounded more and more loosely by the best
approximation error.
• As a consequence, the finite element solution can diverge
significantly from the best finite element approximation of the
solution
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7. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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8. Infinite dimensional setting, BNB theorem
Consider
Seek u ∈ U such that
b(u, v) = l(v) = f, v , ∀v ∈ V
• continuity of b(., .) constant M , |b(u, v)| ≤ M u U v V
b(u, v)
• b(., .) has a inf − sup constant γ, ∃γ > 0 : supv∈V ≥γ
u U v V
• and the injectivity of the adjoint operator,
b(u, v) = 0, ∀u ∈ U ⇒ v = 0
Banach-Nˇcas-Babuˇka’s theorem =⇒ it has a unique solution.
e s
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9. Finite dimensional setting, Babuˇka’s theorem
s
Now let Uh ⊂ U , Vh ⊂ V be two finite dimensional trial and test
spaces and consider
Seek uh ∈ Uh such that
b(uh , vh ) = l(vh ) = f, vh , ∀vh ∈ Vh
If dimUh = dimVh , and the following discrete inf − sup condition
b(uh , vh )
∃γh > 0 : inf sup ≥ γh
uh ∈Uh vh ∈Vh uh U vh V
holds, then the finite dimensional problem is well-posed by application
of Babuˇka’s Theorem.
s
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10. Babuˇka’s error estimate
s
Theorem (1)
( Babuˇka’s error estimate)
s
Suppose that both continuous and discrete problem are well-posed,
then
Mh
u − uh U ≤ (1 + ) inf u − wh U
γh wh ∈Uh
For Hilbert spaces:
Mh
u − uh U ≤ u − uh U
γh
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11. Best estimation
Immediately from Theorem 1,
Corollary (1)
If Mh = γh , then
u − uh U = inf u − wh U
wh ∈Uh
In particular, Mh = γh = 1 satisfies Corollary 1.
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12. Linear operator
Let’s look from operator point of view:
• Define the linear operator as
Bu, v V ×V := b(u, v), ∀v ∈ V
where B is an operator from U to V with the norm B L(U,V ) .
• Due to stability, for any closed subspace Uh ⊂ U ∀uh ∈ Uh ,
−1
B L(U,V ) l − Buh V ≤ u − uh U ≤ B −1 L(V ,U ) l − Buh V
• Approximation error u − uh can be estimated in the norm of U ,
only when the condition number
κU,V (B) := B L(U,V ) B −1 L(V ,U )
is moderate.
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13. Linear operator (contd.)
inf − sup condition and continuity of the bilinear form
⇓
boundedness of B L(U,V ) and B −1 L(V ,U ) :
1
B L(U,V ) ≤M B −1 L(V ,U ) ≤
γ
This shows that B is a norm-isomorphism.
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14. Main idea
Idea: If we can enforce that M = γ = 1 in infinite-dimensional
setting and this property is inherited (trivially) by the finite
dimensional subspaces, then variational formulation is
well-posed and well-conditioned
with unity condition number and gives best estimate of the solution.
=⇒ ideal Petrov-Galerkin
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15. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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16. Main idea
• The inf − sup condition is typically defined by taking first the
supremum over the test space V and then the infimum over the
trial space U .
• As long as the well-posedness the distinction between the test and
trial spaces are irrelevant.
Lemma (1)
The infinite dimensional problem is well-posed if and only if
b(u, v) b(u, v)
∃γ > 0 : inf sup = inf sup ≥γ
u∈U v∈V u U v V v∈V u∈U u U v V
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17. Main idea (contd.)
Lemma (2)
The following are equivalent
i) M = γ = 1
b(u, v)
ii) ∀u ∈ U we have u U = supv∈V
v V
b(u, v)
iii) ∀v ∈ V we have v V = supu∈U
u U
If we start from trial or test space and prescribe a norm, this norm
induces its dual in the other space and leads to our ideal case
M = γ = 1 in desired norm.
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18. Main idea (contd.)
Theorem (2)
Suppose the continuity condition holds with unity constant (M = 1),
b(u, v) ≤ u U v V
Then there holds M = γ = 1 if either of the following conditions
holds:
i) For each u ∈ U {0}, there exists vu ∈ V {0} such that:
b(u, vu ) = u U vu V
ii) For each v ∈ V {0}, there exists uv ∈ U {0} such that:
b(uv , v) = uv U v V
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19. Main idea (contd.)
• In general, the continuity and the inf − sup conditions are not
related to each other. However, Theorem shows if
i) the continuity constant is unity
ii) the equality is attainable
then the inf − sup constant is unity as well.
• If both conditions hold, then the 3-tuple (U, V, b(., .)) is known as a
dual pair. That is, the bilinear form b(., .) puts U and V in duality.
• We call the norms in U and V spaces optimal norms If both
continuity and inf − sup constants are unity in these norms.
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20. Main idea (contd.), Discrete analogue
Lemma (3)
Let the assumption of the Theorem 2 holds respectively for i) and ii)
below:
i) Let Uh ⊂ U be a subspace and construct
Vh = span{vuh : uh ∈ Uh , b(uh , vuh ) = uh U vuh V }.
ii) Let Vh ⊂ V be a subspace and construct
Uh = span{uvh : vh ∈ Vh , b(uvh , vh ) = vh V uvh U }.
If the pair of test space Vh and trial space Uh are constructed by
either i) or ii), then there holds Mh = γh = 1 and the discrete
problem is well-posed if dim Uh =dim Vh .
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21. Main idea (contd.)
• Theorem 2 and Lemma 3 do not explicitly specify either the
optimal test function or the optimal trial function.
• A general-purpose approach for choosing optimal pair of functions
is through the Riesz representation theorem
• If a basis in the trial space Uh is specified then we can determine
the corresponding test space (primal approach)and vice versa (dual
approach), so that the finite-dimensional problem is well-posed
with Mh = γh = 1.
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22. Optimal space, Primal approach
Theorem (3)
We have a map B : U → V , B(u) = Bu as Bu, v V ×V = b(u, v).
Denote vBu as the Riesz representation of Bu in V . Suppose B(., .)
is continuous with unity constant and assumption i) of Theorem 2
holds. Take Uh ⊂ U and define
Vh = span{vBuh : uh ∈ Uh }
Then the following hold,
i) Mh = γh = 1.
ii) Let Uh = span{φi }n , where φi ∈ U, i = 1, . . . , n. Then {vBφi }
i=1
is a basis of Vh .
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23. Optimal space, Dual approach
Theorem (4)
We have adjoint map B : V → U , B (v) = B v as
B v, u U ×U = b(u, v). Denote uB v as the Riesz representation of
B v in U . Suppose B(., .) is continuous with unity constant and
assumption ii) of Theorem 2.5 holds. Take Vh ⊂ V and define
Uh = span{uB vh : vh ∈ Vh }
Then the following hold,
i) Mh = γh = 1.
ii) Let Vh = span{φi }n , where φi ∈ V, i = 1, . . . , n. Then {uB φi }
i=1
is a basis of Uh .
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24. Optimal space
• In the proof of theorem 3 we have shown
2
b(uh , vBuh ) = Buh , vBuh V ×V = vBuh V = uh U vBuh V
• It shows that equality in Theorem 2 is ataiable by choosing vu
from Reisz representation.
• There is no distinguish between vu and vBu as well as uv and uB v
as long as we work exclusively with the Riesz representations.
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25. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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26. Optimal test space
• For Uh ⊂ U we can define optimal test space as:
Vh,opt = R−1 BUh
Where R : U → V is the Riesz map.
Lemma (4)
Considering discrete problem and choosing test space as optimal test
spaces, Vh = R−1 BUh , it holds that uh = arg minuh ∈Uh l − B uh V .
¯ ¯
• Solving of Petrov-Galerkin in optimal test space can be called
optimal Petrov-Galerkin in the sense of minimizing the residual in
V .
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27. Optimal test space (contd.)
• For any uh ∈ Uh , one has l − Buh V = B(u − uh ) V .
Equipping U with energy norm, . U,E := B. V
=⇒ u − uh U,E = B(u − uh ) V = l − Buh V
• Using optimal test spaces property
u − uh U,E = inf u − wh U,E
w∈Uh
uh is the best approximation in . U,E (quasi-optimal w.r.t. . U ).
• Corollary 1 =⇒ test spaces constructed by Riesz =⇒
i) Well-conditioned system, Mh = γh = 1,
ii) Residual minimization property in this energy norm
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28. Energy norm pairings
• In the optimal view, norms on trial and test space induces each
other,
b(φ, v) b(w, v)
φ U = sup where v V,U = sup
v∈V v V,U w∈U w U
We call such a pair of norms as an energy norm pairing.
• Stronger energy norm in U generates a weaker norm in V and vice
versa.
u U,1 ≤c u U,2
b(w, v) b(w, v)
v V,U,2 = sup ≤ c sup =c v V,U,1
w∈U w U,2 w∈U w U,1
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29. Finding optimal test functions
• Uh ⊂ U is spanned by finite number of basis functions, {φi }n .
i=1
We make a basis for optimal test space Vh,opt by finding the
corresponding optimal test function for each φi as below:
vφi = R−1 Bφi in V ⇐⇒ Rvφi = Bφ in V
(vφ , v )V = Rvφ , v
ˆ ˆ V ×V = Bφ, v
ˆ V ×V = (R−1 Bφ, v )V = b(φ, v )
ˆ ˆ
• With definition T = R−1 B, optimal test functions can be
determined by solving the auxiliary variational problem
(T φ, v )V = (vφ , v )V = b(φ, v )
ˆ ˆ ˆ ∀ˆ ∈ V
v
• Symmetric, Coercive
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30. Advent of DG
• In standard H 1 and H(div)-conforming finite element methods,
test functions are continuous over the entire domain, requires a
global operation over the entire mesh, rendering the method
impractical.
• A breakthrough −→ discontinuous Galerkin (DG)
Basis functions are discontinuous. Considering variational
formulations in a “broken space”, the variational problems that
determine Vh become local problems that can be solved in an
element-by-element fashion.
• Even this local problem can not be solved exactly; e.g. finite
degree of polynomials in DG test functions in each element.
• In practice we can just have an estimate of the optimal test space,
called a nearly optimal test space.
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31. δ-proximal
• Some works ([Dahmen et al.]) on estimating the effect of this
approximation on the condition number of the operator and
optimality of the solution, uh .
δ δ
• New concept of δ-proximal for Uh , Vh ⊂ V with dimVh = dimUh
and this property
δ
∀0 = vh ∈ Vh , ∃˜h ∈ Vh
v such that vh − vh
˜ V ≤ δ vh V
Then it has been proved that:
−1 1
Bh L(U,V ) ≤ 1, Bh L(V ,U ) ≤
1−δ
and
2−δ
u − uh U ≤inf u − wh U
1 − δ wh ∈Uh
for δ < 1 the problem is reasonably near ideal.
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32. p-enrichment
• Optimal test functions are approximated using the standard
˜
Bubnov-Galerkin method on an “enriched” subspace Vh such that
˜h ) > dim(Uh ) element-wise.
dim(V
˜
• In special case it is in the form Vh ≈ P p+∆p (K). where p is
K
the polynomial order of the trial space on a given element K.
• More details can be found in [Demkovicz et al. ’12].
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33. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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34. Optimal spaces in a nutshell
• Set a norm on trial or test space as we wish. This norm induces a
norm in the other space and provide us with unity inf − sup and
continuity constant in infinite dimensional case.
• Here we also have a rule for constructing of the test space as
optimal one in finite dimensional settings.
• Trivial inheritance of unity inf − sup and continuity constant from
infinite dimensional case.
• Optimality of the solution in our desired norm in U, usually L2
norm. This also can be inferred from Babuˇka’s theorem with
s
Mh = γ h = 1
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35. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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36. Basic settings and conventions
• Partitioning the domain Ω into N non-overlapping elements
Kj , j = 1, . . . , N such that Ωh = N Kj and Ωh = Ω. Here h is
j=1
¯ ¯
defined as h = maxj∈{1,...,N } diam(Kj ).
N
• Denote the mesh “skeleton” by Γh = j=1 ∂Kj ;
the set of all
faces/edges e, each which comes with a normal vector ne . The
internal skeleton is then defined as Γ◦ = Γh ∂Ω.
h
• If a face/ edge e ∈ Γh is the intersection of ∂Ki and ∂Kj , i = j,
we define the following jumps:
[[v]] = sgn(n− )v − + sgn(n+ )v + , [[τ .n]] = n− .τ − + n+ .τ +
For e belonging to the domain boundary, ∂Ω, we define
[[v]] = v, [[τ .n]] = ne .τ
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37. Basic settings and conventions (contd.)
• By introducing as trace variable and ignoring boundary conditions
for now, the ultra-weak formulation for Bu = f on Ωh reads
∗
b(u, ) := , [[v]] Γh − (u, Bh v)Ωh = (f, v)Ωh
∗
where Bh is the formal adjoint.
• Regularity requirement on solution variable u is relaxed. The
trade-off is that u does not admit a trace on Γh even though it did
originally.
• The setting is,
∗
u ∈ L2 (Ωh ) ≡ L2 (Ωh ), v ∈ V = D(Bh ), ∈ tr(D(B))
∗ ∗
D(Bh ) is the broken graph space of Bh , and tr(D(B)) the trace
space of the graph space of operator B.
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38. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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39. Canonical trial/test norm
• The canonical norm for the group variable (u, ) is set as:
2 2 2
(u, ) U = u L2 (Ω) + L2 (Ω)
∗
• Since v ∈ D(Bh ) the canonical norm for v is the broken graph
norm:
2 ∗ 2 2
v V = Bh v L2 (Ω) + v L2 (Ω)
• We chose these canonical norm as those that more desirable in
practice and also for calculation.
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40. Canonical trial/test norm (contd.)
• Using Canonical norm on U ,
b((u, ), v) ≤ (u, ) U v V,U
∗ 2 , [[v]] Γh 2
v V,U = Bh v L2 (Ω) +( sup )
∈tr(D(B))
The norm v V,U is called optimal test norm.
• Using Canonical norm on V ,
b((u, ), v) ≤ (u, ) U,V v V
2 , [[v]] Γh 2
(u, ) U,V = u L2 (Ω) + (supv∈D(Bh ))
∗ )
v V
The norm v V is called quasi optimal test norm.
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41. Canonical trial/test norm (contd.)
• The optimal test norm is non-localizable due to the presence of the
jump term [[v]].
• A localizable norm, v V (Γh ) can be written as
v V (Ωh ) = v V (K) .
K∈Ωh
• Evaluation of jump terms requires contributions from all the
elements in the mesh, making the optimal test norm impractical.
• Quasi optimal test norm is localizable and hence practical.
However it generates a complicated norm on trial space.
• Construction another equivalent norm in test space.
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42. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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43. Convection-diffusion problem
• For some Lipschitz domain Ω ⊂ Rn , A ∈ L∞ (Ω)n×n ,
b ∈ L∞ (Ω)n , consider the boundary value problem
−divA u + b. u = f on Ω
u=0 on ∂Ω
• with some assumption on b such that
(Bu)(v) := Ω A u. v + b. uv = Ω f v,
B : H0 (Ω) → H −1 (Ω) is boundedly invertible.
1
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44. Convection-diffusion problem (contd.)
• In the case of convection domination one can easily shows
1
B L(U,V ) ≤ b ∞ B −1 L(V ,U ) ≤
Problem is well-posed for all >0
• Noticing that
b ∞
κU,V ≤ B L(U,V ) B −1 L(V ,U ) ≤
It becomes ill-conditioned as → 0 or when the convection part
b ∞ dominates the diffusion .
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45. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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46. Mixed formulation
• Introducing σ = A u the problem in mixed form reads as:
σ − A u = 0
on Ω
−divσ + b. u = f on Ω
u=0 on ∂Ω
By defining the group test function as (τ , v) this system can be
changed to variational form.
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47. Mild formulation
• Neither of the equations is integrated by parts.
U := H(div, Ω) × H0 (Ω), V = L2 (Ω)n × L2 (Ω),
1
given l ∈ L (Ω), f ind (σ, u) ∈ U such that f or all (τ , v) ∈ V,
2
b(σ, u, τ , v, ) : = (σ − A u).τ + v(−divσ + b. u)
Ω
= l(v)
• The solution of this mild variational formulation with optimal test
space solves the common first order least squares problem
2 2
arg(σh ,uh )∈Uh min A uh −σ h L2 (Ω)n + l+divσ h −b. uh L2 (Ω)n
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48. Mild-weak formulation
• Second equation is integrated by parts introducing a new
independent variable on the skeleton, called “flux”.
• The second equation is integrated by parts with reading
(ub − σ)|∂Ωh .n as an additional independent variable θ
U := L2 (Ω)n × H0 (Ω) × H −1/2 (∂Ωh ), V = L2 (Ω)n × H0 (Ωh ),
1 1
1
given l ∈ H0 (Ωh ) , f ind (σ, u, θ) ∈ U such that f or all (τ , v) ∈ V,
b(σ, u, θ, τ , v, ) : = (σ − A u).τ + (σ − ub). vh − divh buv
Ω
+ [[v]]θ
∂Ωh
= l(v)
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49. Ultra-weak formulation
• Both equations are integrated by parts. It also has two new
independent variable as “trace” and “flux”.
• Restrict ourselves to b with divb = 0
1/2
U := L2 (Ω)n × L2 (Ω) × H00 (∂Ωh ) × H −1/2 (∂Ωh ),
V = H(div, Ω ) × H 1 (Ω ), given l ∈ H 1 (Ω ) ,
h h h
f ind (σ, u, , θ) ∈ U such that f or all (τ , v) ∈ V,
b(σ, u, , θ, τ , v, ) : = (A−1 σ.τ + u divh τ + (σ − ub). hv
Ω
= [[v]]θ − [[τ .n]]
∂Ωh
= l(v)
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50. Ultra-weak formulation (contd.)
• and θ replace the trace u|∂Ωh and flux (ub − σ)|∂Ωh .n,
• In compact form and by assuming A = I and divb = 0 we have
−1
b(u, σ, , θ) = (u, .τ − b. v)Ωh + (σ, τ+ v)Ωh
− [[τ .n]], Γh + θ, [[v]] Γh
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51. Some space and norm definitions
• We set
1 1
H0 (Ωh ) := {v ∈ L2 (Ω) : v|K ∈ H0 (K)(K ∈ Ωh )}
H −1/2 (∂Ωh ) := {q|∂Ωh .n : q ∈ H(div; Ω)}
1/2 1
H00 (∂Ωh ) := {u|∂Ωh : u ∈ H0 (Ω)}
equipped with the “broken” norm
2 2
v H 1 (Ωh ) := v|K H 1 (K)
K∈Ωh
and quotient norms
θ H −1/2 (∂Ωh ) := inf{ q H(div;Ω) : θ = q|∂Ωh .n}
1
1/2
H00 (∂Ωh )
:= inf{ u H 1 (Ω) : u ∈ H0 (Ω), = u|∂Ωh }
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52. Well-posedness
• In infinite dimensional, using optimal norms defined in Lemma 1
means that M = γ = 1. What remains to be proved is the adjoint
injectivity condition.
• For further details refer to [Lazarov et al. 94] for mild, [Stevensen
et al. ’12] for mild-weak and [Demkovicz et al. ’10] for ultra-weak
formulation of convection-diffusions problems.
• For optimal test space, we have trivial well-posedness of the finite
dimensional problem.
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53. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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54. Optimal test norm
• Optimal test norm of the convection diffusion problem as
(v, τ ) V,U = .τ − b. v 2
L2 + −1 τ + v 2
L2
, [[τ .n]] Γh 2
+ (sup ∈tr(D(B)) )
q n , [[v]] Γh 2
+ (supq∈H(div,Ω) )
qn
• Unfortunately, this norm is non-localizable, quasi-optimal test norm
generates a trial norm that might not be easy to work with.
• Look for other norms that might not be ideal but a robust one in
the range of .
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55. Optimal test norm (contd.)
• The chosen norm should not generate boundary layers in the
solution of the optimal test functions.
• The chosen test norm should be equivalent to our optimal test
norm
τ , v V,U τ , v V,i(=1,2)
where τ , v V,i(=1,2) are constructed of a chosen test norm like
2 2 2 2 2 2
τ,v V := v L2 + v L2 + b. v L2 + 1/ τ L2 + .τ L2
by choosing some -robust coefficients C as
2 2 2 2
(τ , v) V,i = Cv v L2 + C v v L2 + Cb. v b. v L2
2 2
+ Cτ / τ L2 +C .τ .τ L2
though not optimal but at least near optimal and also robust.
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56. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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57. Construction of a test norm, Adjoint problem
• Require a priori that the test norm has separable τ and v
components. Problem then decouples and it is easier to conclude
whether or not there are boundary layers in the solutions.
• The choose the test norm. This is implied by the mathematics of
the adjoint problem.
Consider u, by choosing (τ , v) ∈ H 1 (Ω) × H(div, Ω) such that
1
.τ − b. v = u τ+ v=0
2
u L2 = b ((u, σ, , θ) , (τ , v)) ≤ (u, σ, , θ) U,V (τ , v) V
Now if (τ , v) V u L2 then
2
u L2 (u, σ, , θ) U,E
• Show the equivalence of the energy norm to explicit norms on U .
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58. Introduction
Optimal trial/test spaces
Conceptual review and motivation
Abstract theory development
Optimal test spaces and minimizing of the residual
Optimal spaces in a nutshell
Discontinuous Petrov-Galerkin with the ultra-weak formulation
Basic settings and conventions
Canonical energy norm pairings
Convection-diffusion problem
Variational formulation
Optimal test norm for convection-diffusion problem
Construction of a test norm and adjoint problem
Numerical experiments
References
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59. Numerical experiments
• Numerical test in one-dimension taken from [Stevensen et al. ’12].
The model problem is one-dimensional equation
u +u =f on Ω
u=0 on ∂Ω
This problem has an analytical solution as
1 1
u(x) = x2 + x + ( + )(ex/ − 1)/(1 − e1/ )
2 2
which has a “layer” at the outflow boundary x = 1.
• In this one-dimensional setting, the optimal test functions can be
determined analytically.
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60. Numerical experiments
L2 (0, 1)-error in uh vs. 1/h in the Galerkin, and in the Petrov-Galerkin approximations (mild/mild-weak, and
ultra-weak) for the one-dimensional convection-diffusion equation with = 10−4 .
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61. Numerical experiments
Exact solution u and the Galerkin (left), mild/mild-weak, and ultra-weak Petrov-Galerkin approximations uh for
h = 16 and = 10−4
1
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62. References
W. Dahmen, C. Huang, C. Schwab, G. Welper, Adaptive
Petrov-Galerkin Methods for First Order Transport Equations. , SIAM
J. Numer. Anal., 55(5): 2420-2445, 2012.
J. Chan, N. Heuer, T. Bui-Thanh, L. Demkowicz, Robust DPG
method for Convection-Dominated Diffusion Problems II: a Natural in
Flow Condition. ICES Report 12-21, University of Texas at Austin,
2012.
D. Broersen, R. Stevensen, A Petrov-Galerkin Discretization wuth
Optimal Test Space of a Mild-Weak Formulation of
Convection-Diffusion Equations in Mixed-Form. November 2012.
L. Demkowicz, N. Heuer, Robust DPG Method for
Convection-Dominated Diffusion Problems. ICES Report 11-33,
University of Texas at Austin, 2011.
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63. References
T. Bui-Thanh, L. Demkowicz, O. Ghattas, Constructively Well-Posed
Approximation Methods with Unity INF-SUP and Continuity. ICES
Report 11-10, University of Texas at Austin, 2011.
L. Demkowicz and J. Gopalakrishnan, Analysis of the DPG Method
for the Poisson Equation. ICES Report 11-33, University of Texas at
Austin, 2010.
L. Demkowicz , Babuˇka ↔ Brezzi?. Tech. Rep. 06-08, Institute for
s
Computational Engineering and Sciences, the University of Texas at
Austin (Appril 2006). 2006.
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