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equation based on anisotropic a posteriori error
estimates in the L2(H1) norm
Marco Picasso
To cite this version:
Marco Picasso. An adaptive finite element method for the wave equation based on anisotropic a
posteriori error estimates in the L2(H1) norm. [Research Report] RR-7115, INRIA. 2009, pp.22.
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Domaine 1
An adaptive finite element method for the wave
equation based on anisotropic a posteriori error
estimates in the L
2
(H
1
) norm.
Marco Picasso
N° 7115
Centre de recherche INRIA Paris – Rocquencourt
Domaine de Voluceau, Rocquencourt, BP 105, 78153 Le Chesnay Cedex
Téléphone : +33 1 39 63 55 11 — Télécopie : +33 1 39 63 53 30
estimates in the
L
2
(H
1
)
norm.
Mar o Pi asso
Domaine: Mathématiquesappliquées, al ul etsimulation Équipe-ProjetGamma
and
Institut d'AnalyseetCal ulS ientique,Station 8,E olePolyte hnique FédéraledeLausanne,1015Lausanne,Switzerland
Rapport dere her he n°7115Novembre200922pages
Abstra t: Anadaptiveniteelementalgorithmispresentedforthewave equa-tionintwospa edimensions. Thegoaloftheadaptivealgorithmisto ontrolthe errorin thesamenormasforparaboli problems, namelythe
L
2
(0, T ; H
1
(Ω))
norm, where
T
denotes the nal time andΩ
the omputationaldomain. The mesh aspe tratio anbelargewheneverneeded,thusallowingagivenlevelof a ura ytoberea hedwithfewerverti esthanwith lassi alisotropi meshes. The renement and oarsening riteria are based on anisotropi , a posteriori errorestimatesandonanellipti re onstru tion.Anumeri alstudyof theee tivityindexonnon-adaptedmeshes onrms the sharpness of the error estimator. Numeri al results on adapted meshes indi ate that the error indi ator slightly underestimates the true error. We onje ture thatthe missing information orresponds tothe interpolationerror between su essive meshes. It is observed that the error indi ator be omes sharpagainwhen onsideringthedampedwaveequationwithalargedamping oe ient,thuswhentheparaboli hara terofthePDEbe omespredominant.
Key-words: Waveequation,Adaptiveniteelements,Anisotropi aposteriori errorestimates
d'erreur a posteriori anisotropes dans la norme
L
2
(H
1
)
.Résumé: Unalgorithmed'élémentsnisadaptatifsestprésentépourl'équation desondesàdeuxdimensionsd'espa e. Le but del'algorithmeest de ontrler l'erreurdans lanormenaturelle desproblèmesparaboliques,àsavoirlanorme
L
2
(0, T ; H
1
(Ω))
. Le rapport d'aspe t des triangles peut être grand si né es-saire, e qui permet d'obtenir unniveaude pré isiondonné ave relativement peudesommets. Les ritèresderanementet déranementsontbaséssurun estimateurd'erreuraposteriorianisotrope.
Lesrésultatsnumériquessurdesmaillagesnon-adaptésmontrentquel'estimateur d'erreur est pré is. Les résultats numériques sur des maillages adaptés mon-trent que l'estimateur d'erreur sous-estime légèrement l'erreur. Nous pensons que ette dis répan e provient de l'erreur d'interpolation entre maillages qui n'est pas ontenuedans l'estimateur. Les résultats montrent que ette erreur d'interpolation entre maillages dimunue lorsqu'un terme d'amortissement est ajouté dans l'équation des ondes, 'est-à-dire lorsque le ara tère parabolique del'équationaugmente.
Mots- lés : Equation des ondes, Eléments nis adaptatifs, Estimations d'erreuraposteriorianisotropes
1 Introdu tion
A posteriori error estimates and adaptive nite elements have already been widely onsideredforsolvingellipti ,paraboli andrstorderhyperboli prob-lems. However,hyperboli problemsofse ond orderhavebeenmu hless stud-ied,see forinstan e [15,5,6,1,2,8℄.
Re ently, adaptivenite elementswith large aspe t ratio havebeen intro-du ed in order to redu e the number of verti es required for a given level of a ura y[3,7℄. Ellipti problemswere onsideredin [21,22℄,with goalto on-trol theerrorinthenatural
H
1
(Ω)
norm,while the
L
2
(0, T ; H
1
(Ω))
normwas usedforparaboli problemsin [20,10,17℄.
When onsidering hyperboli problems of se ond order, the natural norm is the
C
0
([0, T ]; H
1
0
(Ω)) ∩ C
1
([0, T ]; L
2
(Ω))
norm. However,asexplainedin [8℄, theC
0
([0, T ]; L
2
(Ω)) ∩ C
1
([0, T ]; H
−1
(Ω))
normseemstobemoreappropriatein orderto deriveaposteriorierrorestimates.
Inthispaper,aposteriorierrorestimatesarederivedinthe
L
2
(0, T ; H
1
(Ω))
normforthewaveequationin twospa edimensions,whi hallowstheadaptive algorithmsdevelopedforparaboli problemsin[20,10,17℄tobeusedwithvery few modi ations. For this purpose, the ellipti re onstru tion te hnique [18℄ introdu edforparaboli problemswillbeused.
Theoutlineisthefollowing. Thewaveequation andthe ontinuous, pie e-wise linear nite element dis retization in spa e is presented in the next se -tion. An aposterioriupperbound isproposed in se tion3fortheerrorin the
L
2
(0, T ; H
1
(Ω))
norm,usingtheellipti re onstru tionte hniqueintrodu edfor paraboli problemsin[18℄. Anordertwotimedis retizationissele tedand nu-meri alresultsonnon-adaptedmeshesarereportedinse tion4. Itisobserved that the error indi atoris sharp provided the errordue to timedis retization be omes negligible, whi h is the ase when the time step
τ
is of the order of the spa e steph
. An adaptivealgorithm is presented in se tion 5in order to ontrol the errorin theL
2
(0, T ; H
1
(Ω))
norm. Numeri al results show a dis- repan ybetweenthe errorindi atorand thetrueerror. Wesuspe t that this dis repan y orresponds to the interpolation error betweensu essive meshes whi h is not a ounted in the present paper - and di ult to ompute sin e non- ompatibleanisotropi meshesare involved. Inorder tovalidate this on-je ture,theadaptivealgorithmis usedto solvethedampedwaveequation. It is observedthat thelargerthedamping term,the better theee tivityindex. This observation is onsistentwith thefa t that wehaveobservedin previous papers[20,10, 17℄ that theinterpolationerror betweensu essivemesheswas notrelevantforparaboli problems. Wetherefore on ludethatthisisnottrue forthewaveequation.
2 The wave equation and its nite element
dis- retization
Let
T
bethenal time, letΩ
beapolygon. Givenf : Ω × (0, T ) → R
, given initial onditionsu
0
, v
0
: Ω → R
,weareinterestedinndingu : Ω × (0, T ) → R
su hthat
∂
2
u
∂t
2
− ∆u = f
inΩ × (0, T ),
(1)u = 0
on∂Ω × (0, T ),
(2)u(·, 0) = u
0
,
∂u
∂t
(·, 0) = v
0
inΩ.
(3) Following for instan e Chap. 3, Se t. 8 of [16℄, the weak formulation of the aboveproblem onsists, givenf ∈ L
2
(0, T ; L
2
(Ω))
,u
0
∈ H
1
0
(Ω)
,v
0
∈ L
2
(Ω)
, in ndingu ∈ L
∞
(0, T ; H
0
1
(Ω)),
∂u
∂t
∈ L
∞
(0, T ; L
2
(Ω)),
∂
2
u
∂t
2
∈ L
2
(0, T ; H
−1
(Ω)),
su hthat
u(·, 0) = u
0
inH
1
0
(Ω)
,∂u
∂t
(·, 0) = v
0
inL
2
(Ω)
and∂
2
u
∂t
2
, v
+
Z
Ω
∇u · ∇v =
Z
Ω
f v,
(4) for allv ∈ H
1
0
(Ω)
,a.e. t ∈ (0, T )
, where< ·, · >
denotes the duality pairing betweenH
−1
(Ω)
and
H
1
0
(Ω)
. FromChap. 3,Se t. 8,Theorem8.1andRemark 8.2 of [16℄, su h asolution exists and is unique. Moreover,using a paraboli regularizationte hnique,itisprovedin Theorem8.2of[16℄thatu ∈ C
0
([0, T ]; H
0
1
(Ω)),
∂u
∂t
∈ C
0
([0, T ]; L
2
(Ω)).
We now onsider a nite element dis retization in spa e. We will derive an aposteriorierror bound in the asewhen the same mesh is used between initialandnaltime. Therefore,theinterpolationerrorduetotheuseofseveral mesheswillnotbe onsideredfromthetheoreti alpointofview. However,the adaptive algorithm presented in se tion 5 will obviously make use of several mesheswheneverneeded. Moreover,numeri alexperimentsseemto showthat this interpolationerror should not be negle tedin the framework of the wave equation,eventhoughpreviousstudieshaveshown thattheinterpolation error isnotrelevantforparaboli problems,providedthenumberofremeshingsdoes notdependonthemesh sizeandtime step,see[20,10, 17℄. Theestimationof thisinterpolationerrorisnotanobvioustasksin enon- onforminganisotropi meshesareinvolvedandisthereforebeyondthes opeofthepresentpaper.
For any
h > 0
, letT
h
be a onformal nite element triangulation with trianglesK
havingdiameterh
K
≤ h
. Wearelookingforwardtousingtriangles with large aspe t ratio, thus the usual minimum angle ondition will not be satised. Inthe sequelweadopt thenotationsof[11, 12℄ but thoseof[13,14℄ ould be used aswell. LetT
K
: ˆ
K → K
be the mapping from the referen e triangleK
ˆ
tothe urrentelementK
andlet∆
K
betheunionoftheneighbouring triangles sharing a vertex withK
. The following two assumptions must be satised: i)thenumberoftrianglesbelongingto∆
K
mustbebounded above, uniformelywithrespe ttoh
andii)thediameterofT
−1
K
(∆
K
)
shouldbebounded above,uniformelywithrespe ttoh
,whi hex ludesmesheswithlarge urvature, seeforinstan e[20,19℄forexamples.Let
V
h
be the usual subspa eofH
1
0
(Ω)
orresponding to ontinuous fun -tions, pie ewise linear and vanishing on the boundary. We denote byr
h
:
C
0
( ¯
Ω) → V
h
the usual Lagrange interpolant. Then, assuming that the ini-tialdatau
0
andv
0
areC
0
( ¯
Ω)
,thenite elementdis retization of (4)isto nd
u
h
∈ H
2
(0, T ; V
h
)
su hthatu
h
(0) = r
h
u
0
,∂u
h
(0)/∂t = r
h
v
0
andZ
Ω
∂
2
u
h
∂t
2
v
h
+
Z
Ω
∇u
h
· ∇v
h
=
Z
Ω
f v
h
,
(5)forall
v
h
∈ V
h
,a.e. t ∈ (0, T )
.Inthesequelwederiveanisotropi aposteriorierrorestimatesin thesame normasforparaboli problems,namelythe
L
2
(0, T ; H
1
(Ω))
norm,whi hallows thesameadaptivealgorithmasin [20℄tobeused.
3 Anisotropi a posteriori error estimates
In order to ontrol theerror in the
L
2
(0, T ; H
1
(Ω))
norm, we introdu e asin [18℄theellipti re onstru tion
U ∈ L
2
(0, T ; H
1
0
(Ω))
dened byZ
Ω
∂
2
u
h
∂t
2
v +
Z
Ω
∇U · ∇v =
Z
Ω
f v,
(6)Ourgoalis to ontrol
u − u
h
= u − U + U − u
h
.Werstre allsomeinterpolationestimatesdueto[11,12℄. Foranytriangle
K
of the mesh, letT
K
: ˆ
K → K
be theane transformationwhi hmaps the referen etriangleK
ˆ
intoK
. LetM
K
betheJa obianofT
K
thatisx
= T
K
(ˆ
x
) = M
K
x
ˆ
+ t
K
.
Sin e
M
K
isinvertible,itadmitsasingularvaluede ompositionM
K
= R
T
K
Λ
K
P
K
, whereR
K
andP
K
are orthogonaland whereΛ
K
isdiagonal withpositive en-tries. InthefollowingwesetΛ
K
=
λ
1,K
0
λ
0
2,K
andR
K
=
r
T
1,K
r
T
2,K
,
(7)withthe hoi e
λ
1,K
≥ λ
2,K
. Finally,foranytriangleK
ofthemesh,thethree edgeswillbedenotedbyℓ
i,K
,i = 1, 2, 3
.ThefollowinginterpolationestimatesfortheClémentinterpolant
R
h
anbe foundin [11,12,22℄.Lemma1 Thereisa onstant
C
independentofthemeshsizeandaspe tratio su hthat,for allv ∈ H
1
(Ω)
,for all
K ∈ T
h
,for alli = 1, 2, 3
:kv − R
h
vk
2
L
2
(K)
+
λ
1,K
λ
2,K
|ℓ
i,K
|
kv − R
h
vk
2
L
2
(ℓ
i,K
)
≤ Cω
2
K
(v),
(8) whereω
K
(v)
isdenedbyω
2
K
(v) = λ
2
1,K
r
T
1,K
G
K
(v)r
1,K
+ λ
2
2,K
r
T
2,K
G
K
(v)r
2,K
,
(9)and
G
K
(v)
denotes the2 × 2
matrixdenedbyG
K
(v) =
Z
∆
K
∂v
∂x
1
2
dx
Z
∆
K
∂v
∂x
1
∂v
∂x
2
dx
Z
∆
K
∂v
∂x
1
∂v
∂x
2
dx
Z
∆
K
∂v
∂x
2
2
dx
.
(10)We are now in position to ontrol the error
u − u
h
= u − U + U − u
h
. Con erningU − u
h
,wehavethefollowingresult.Lemma2 Let
u
h
,U
bedenedby (5) , (6) , respe tively. Then, thereexistsC
independent ofthe meshsizeandaspe tratiosu hthatZ
T
0
Z
Ω
|∇(U − u
h
)|
2
≤ C
Z
T
0
X
K∈T
h
η
K,1
2
,
(11) whereη
2
K,1
isdenedbyη
K,1
2
=
f −
∂
2
u
h
∂t
2
L
2
(K)
+
1
2
3
X
i=1
|ℓ
i,K
|
λ
1,K
λ
2,K
1/2
k [∇u
h
· n] k
L
2
(ℓ
i,K
)
!
× ω
K
(U − u
h
).
(12) Here[·]
denotes the jump of the bra keted quantity a ross edgeℓ
i,K
, with the onvention[·] = 0
for anedgeℓ
i,K
onthe boundary∂Ω
.Proof. Using(6)and(5) ,wehave
Z
Ω
|∇(U − u
h
)|
2
=
Z
Ω
f −
∂
2
u
h
∂t
2
(U −u
h
−v
h
)−
Z
Ω
∇u
h
·∇(U −u
h
−v
h
)
∀v
h
∈ V
h
.
Integrating by parts the diusion term over ea h triangle
K
, hoosingv
h
=
R
h
(U − u
h
)
, the Clément interpolant ofU − u
h
and using the interpolation estimatesofLemma 1yieldstheresult.Remark1 The estimator (12 )is not ausualerror estimator sin e
U − u
h
is stillinvolved. However,if we anguessU − u
h
,then(11 ) an beusedtoderive a omputable quantity. This idea has been used in [20 , 22 ℄ and an e ient anisotropi error indi ator hasalso been obtainedrepla ing thederivatives∂(U − u
h
)
∂x
i
in (10 )byΠ
h
∂u
h
∂x
i
−
∂u
h
∂x
i
,
i=1,2, (13)where
Π
h
is the approximateL
2
(Ω)
proje tion onto
V
h
dened for ea h vertexP
ofT
h
by
Π
h
∂u
h
∂x
1
(P )
Π
h
∂u
h
∂x
2
(P )
=
X
1
K∈T
h
P ∈K
|K|
X
K∈T
h
P ∈K
|K|
∂u
h
∂x
1
|K
X
K∈T
h
P ∈K
|K|
∂u
h
∂x
2
|K
.
Wenow ontrol
u − U
withrespe ttoU − u
h
.Lemma3 Let
u
,u
h
,U
be denedby (4), (5) , (6), respe tively. Assume thatf ∈ H
2
(0, T ; L
2
(Ω))
so thatu
h
∈ H
4
(0, T ; V
h
)
andU ∈ H
2
(0, T ; H
1
0
(Ω))
. We have, for0 ≤ t ≤ T
:Z
Ω
∂
∂t
(u − U )(t)
2
+
Z
Ω
|∇(u − U )(t)|
2
≤ 2
Z
Ω
∂
∂t
(u − U )(0)
2
+ 2
Z
Ω
|∇(u − U )(0)|
2
+ 2t
Z
t
0
Z
Ω
∂
2
∂t
2
(U − u
h
)
2
.
(14)Proof. Using(4)and(6) wehave
Z
Ω
∂
2
∂t
2
(u − U )v +
Z
Ω
∇(u − U ) · ∇v =
Z
Ω
∂
2
∂t
2
(u
h
− U )v,
forallv ∈ H
1
0
(Ω)
,a.e. t ∈ (0, T )
. Wethen hoosev = ∂/∂t(u − U )
to obtain1
2
d
dt
Z
Ω
∂
∂t
(u − U )
2
+ |∇(u − U )|
2
!
=
Z
Ω
∂
2
∂t
2
(u
h
− U )
∂
∂t
(u − U ).
Wesety(t) =
Z
Ω
∂
∂t
(u − U )
2
+ |∇(u − U )|
2
!
,
anduseCau hy-S hwarzinequalitytoobtain
1
2
d
dt
y(t) ≤
∂
2
∂t
2
(u
h
− U )
L
2
(Ω)
y
1/2
(t).
(15) Sin ed
dt
y
1/2
=
1
2
y
−1/2
dy
dt
,
wethereforeobtain,integrating(15)betweentime
0
andt
:y
1/2
(t) ≤ y
1/2
(0) +
Z
t
0
∂
2
∂t
2
(u
h
− U )
L
2
(Ω)
.
TakingthesquareandusingYoung'sinequalityyieldstheresult.
Itnowremainstoestimate
∂/∂t(u − U )(0)
,∇(u − U )(0)
and∂
2
/∂t
2
(U − u
h
)
.Lemma4 Assumethatthe polygon
Ω
is onvexandthatf ∈ H
2
(0, T ; L
2
(Ω))
. Let
u
,u
h
,U
be dened by (4), (5) , (6), respe tively. Then, there existsC
1
independent of themesh size(butdependingon the aspe t ratio)su hthatZ
T
0
Z
Ω
∂
2
∂t
2
(U − u
h
)
2
≤ C
1
Z
T
0
X
K∈T
h
η
K,2
2
,
(16)where
η
2
K,2
isdenedbyη
2
K,2
= h
4
K
∂
2
f
∂t
2
−
∂
4
u
h
∂t
4
2
L
2
(K)
+ h
3
K
∇
∂
2
u
h
∂t
2
.n
2
L
2
(∂K)
.
(17) Moreover, ifu
0
,v
0
∈ H
2
(Ω)
,then thereexists
C
2
independentof themesh size andaspe tratio,C
3
andC
4
independentofthe meshsize(butdependingonthe aspe t ratio)su hthatZ
Ω
∂
∂t
(u − U )(0)
2
+
Z
Ω
|∇(u − U )(0)|
2
≤ C
2
X
K∈T
h
η
K,3
2
+ C
3
X
K∈T
h
η
K,4
2
+ C
4
h
2
Z
Ω
|D
2
u
0
|
2
+ |D
2
v
0
|
2
.
(18) whereη
2
K,3
andη
2
K,4
are denedbyη
K,3
2
=
f (0) −
∂
2
u
h
∂t
2
(0)
L
2
(K)
+
1
2
3
X
i=1
|ℓ
i,K
|
λ
1,K
λ
2,K
1/2
k [∇u
h
(0) · n] k
L
2
(ℓ
i,K
)
!
× ω
K
((u − U )(0)),
(19)η
K,4
2
= h
4
K
∂f
∂t
(0) −
∂
3
u
h
∂t
3
(0)
2
L
2
(K)
+ h
3
K
∇
∂u
h
∂t
(0) · n
2
L
2
(∂K)
.
(20)Proof. Wemimi k[18℄inorderto obtain(17). From(5)and(6)wehave
Z
Ω
∇(U − u
h
) · ∇v
h
= 0
∀v
h
∈ V
h
.
Sin ef ∈ H
2
(0, T ; L
2
(Ω))
,u
h
∈ H
4
(0, T ; V
h
)
andU ∈ H
2
(0, T ; H
1
0
(Ω))
, thus, dierentiatingtheaboveequationtwi e withrespe ttot
,weobtainZ
Ω
∇
∂
2
∂t
2
(U − u
h
) · ∇v
h
= 0
∀v
h
∈ V
h
.
(21) Letϕ ∈ L
2
(0, T ; H
1
0
(Ω))
bedenedbyZ
Ω
∇ϕ · ∇v =
Z
Ω
∂
2
∂t
2
(U − u
h
)v
∀v ∈ H
1
0
(Ω).
Wethushave,using(21),
Z
Ω
∂
2
∂t
2
(U − u
h
)
2
=
Z
Ω
∇ϕ · ∇
∂
2
∂t
2
(U − u
h
)
=
Z
Ω
∇(ϕ − v
h
) · ∇
∂
2
∂t
2
(U − u
h
),
forall
v
h
∈ V
h
. Sin eΩ
isa onvexpolygon,U ∈ H
2
(0, T ; H
2
(Ω))
,thuswe an integratebyparts thediusion termoverea htriangle
K
to obtainZ
Ω
∂
2
∂t
2
(U − u
h
)
2
=
X
K∈T
h
Z
K
∆
∂
2
∂t
2
(U −u
h
)(ϕ−v
h
)+
1
2
Z
∂K
∇
∂
2
∂t
2
(U − u
h
) · n
(ϕ−v
h
)
!
.
Sin e
Ω
isa onvexpolygon,ϕ ∈ L
2
(0, T ; H
2
(Ω))
,wearethusallowedto hoose
v
h
= r
h
ϕ
, the Lagrangeinterpolantofϕ
. Moreover,there existsC
depending onlyonthesize ofΩ
su hthatkϕk
H
2
(Ω)
≤ C
∂
2
∂t
2
(U − u
h
)
L
2
(Ω)
.
Therefore, using standart interpolation results, there exists
C
independent of themeshsize (butdependingontheaspe tratio)su hthatZ
Ω
∂
2
∂t
2
(U − u
h
)
2
≤ C
X
K∈T
h
h
4
K
∆
∂
2
∂t
2
(U − u
h
)
2
L
2
(K)
+
1
2
h
3
K
∇
∂
2
∂t
2
(U − u
h
) · n
2
L
2
(∂K)
!
.
Finally,sin e−∆
∂
2
U
∂t
2
=
∂
2
f
∂t
2
−
∂
4
u
h
∂t
4
and∇
∂
2
∂t
2
U · n
= 0,
then(16)isproved.Wenow derive anupperbound for
(u − U )(0)
. From (6) wehave, for allv ∈ H
1
0
(Ω)
,Z
Ω
∇(u − U ) · ∇v =
Z
Ω
∂
2
∂t
2
(u
h
− u)v
=
Z
Ω
∂
2
u
h
∂t
2
v − f v − ∇u
h
· ∇v
+
Z
Ω
∇(u − u
h
) · ∇v,
thususing(5) weobtain:
Z
Ω
∇(u − U ) · ∇v
=
Z
Ω
∂
2
u
h
∂t
2
(v − v
h
) − f (v − v
h
) − ∇u
h
· ∇(v − v
h
)
+
Z
Ω
∇(u − u
h
) · ∇v.
(22)Atinitialtime,theaboveequationwrites
Z
Ω
∇(u−U )(0)·∇v =
Z
Ω
∂
2
u
h
∂t
2
(0)(v − v
h
) − f (0)(v − v
h
) − ∇u
h
(0) · ∇(v − v
h
)
+
Z
Ω
∇(u
0
− r
h
u
0
) · ∇v.
(23)We then hoose
v = (u − U )(0)
,v
h
= R
h
(u − U )(0)
, whereR
h
is Clément's interpolant,usetheinterpolationestimatesofLemma 1toobtainZ
Ω
|∇(u − U )(0)|
2
≤ C
X
K∈T
h
η
K,3
2
+
Z
Ω
|∇(u
0
− r
h
u
0
)|
2
,
Dierentiating (22)withrespe tto
t
yields,at initialtimeZ
Ω
∇
∂
∂t
(u−U )(0)·∇v =
Z
Ω
∂
3
u
h
∂t
3
(0)(v − v
h
) −
∂f
∂t
(0)(v − v
h
) − ∇
∂u
h
∂t
(0) · ∇(v − v
h
)
+
Z
Ω
∇(v
0
− r
h
v
0
) · ∇v,
(24) forallv ∈ H
1
0
(Ω)
andv
h
∈ V
h
. Letϕ ∈ H
1
0
(Ω)
bedenedbyZ
Ω
∇ϕ · ∇v =
Z
Ω
∂
∂t
(U − u)(0)v
∀v ∈ H
1
0
(Ω).
Wethen hose
v = ∂/∂t(u − U )(0)
anduse(24)toobtainZ
Ω
∂
∂t
(u − U )(0)
2
=
Z
Ω
∂
3
u
h
∂t
3
(0)(ϕ − v
h
) −
∂f
∂t
(0)(ϕ − v
h
) − ∇
∂u
h
∂t
(0) · ∇(ϕ − v
h
)
+
Z
Ω
∇(v
0
− r
h
v
0
) · ∇ϕ.
We then hoose
v
h
= r
h
ϕ
, the Lagrange interpolant ofϕ
, and use standart interpolationresultstoprove(18).Wenowstatethemain resultofthepaper.
Theorem1 Assume that the polygon
Ω
is onvex, thatu
0
, v
0
∈ H
2
(Ω)
and
f ∈ H
2
(0, T ; L
2
(Ω))
. Let
u
,u
h
,U
bedenedby (4),(5), (6),respe tively. Let the errorestimatorsη
K,1
,η
K,2
,η
K,3
,η
K,4
bedened by (12), (17), (19) , (20), respe tively. Then,thereexistsC
1
independentofthemeshsizeandaspe tratio,C
2
independentof the meshsize(butdepending onthe aspe t ratio)su h thatZ
T
0
Z
Ω
|∇(u − u
h
)|
2
≤ C
1
Z
T
0
X
K∈T
h
η
2
K,1
+
X
K∈T
h
η
2
K,3
!
+ C
2
Z
T
0
X
K∈T
h
η
2
K,2
+
X
K∈T
h
η
2
K,4
+ h
2
Z
Ω
|D
2
u
0
|
2
+ |D
2
v
0
|
2
!
.
(25) Proof. WehaveZ
T
0
Z
Ω
|∇(u − u
h
)|
2
≤ 2
Z
T
0
Z
Ω
|∇(u − U )|
2
+ 2
Z
T
0
Z
Ω
|∇(U − u
h
)|
2
.
FromLemma3wehave
Z
T
0
Z
Ω
|∇(u−U )|
2
≤ 2T
Z
Ω
∂
∂t
(u − U )(0)
2
+2T
Z
Ω
|∇(u − U )(0)|
2
+T
2
Z
T
0
Z
Ω
∂
2
∂t
2
(U − u
h
)
2
.
4 Time dis retization and numeri al results with
non adapted meshes
The time dis retization onsidered here orresponds to the impli itorder two Newmark s heme. Given an integer
N
, we setτ = T /N
thetime step,t
n
=
nτ
and introdu eu
n
h
an approximation ofu
h
(t
n
)
,n = 0, ..., N
. The initial onditionsare set tou
0
h
= r
h
u
0
,v
0
h
= r
h
v
0
. Therst approximationu
1
h
∈ V
h
satisesZ
Ω
u
1
h
− u
0
h
− τ v
0
h
τ
2
v
h
+
Z
Ω
1
4
∇u
1
h
+
1
4
∇u
0
h
· ∇v
h
=
Z
Ω
f (t
0
)v
h
,
forall
v
h
∈ V
h
. Then,forea hn = 1..., N
,we omputeu
n+1
h
∈ V
h
su hthatZ
Ω
u
n+1
h
− 2u
n
h
+ u
n−1
h
τ
2
v
h
+
Z
Ω
1
4
∇u
n+1
h
+
1
2
∇u
n
h
+
1
4
∇u
n−1
h
·∇v
h
=
Z
Ω
f (t
n
)v
h
,
for all
v
h
∈ V
h
. This s heme isO(h + τ
2
)
onvergentin the
L
2
(0, T ; H
1
(Ω))
norm. Therefore, setting
τ = O(h)
, the error due to time dis retization be- omes asymptoti ally negligible so that the error due to spa e dis retization onlyshould bere overed. Theinterestedreadershould notethat the Stormer-Numerovs heme[23℄ ouldbeusedto obtainaO(h + τ
4
)
onvergents heme. Wenow report numeri alresults using uniform meshes and onstant time stepswhenusing
Z
T
0
X
K∈T
h
η
K,1
2
(26)aserrorindi ator. Goingba ktotheupperbound(25),it anbenoti edthat theterms
Z
T
0
X
K∈T
h
η
2
K,2
+
X
K∈T
h
η
2
K,4
are of higher order and anthus be disregarded. This is not the ase of the terms
X
K∈T
h
η
2
K,3
andh
2
Z
Ω
|D
2
u
0
|
2
+ |D
2
v
0
|
2
.
Sin e atrapezoidalquadrature formulais usedto approximate (26), The
η
K,3
term yields a ontribution whi h is very similar to that of (26). Numeri al resultsreportedhereafterindi atethatusing(26)isindeedsu ienttorepresent orre tlytheerror.Inorderto studythequalityofourerrorindi ator,thefollowingtwo ee -tivityindi esareintrodu ed
ei
ZZ
=
Z
T
0
X
K∈T
h
(I − Π
h
)
∂u
h
∂x
1
2
+
(I − Π
h
)
∂u
h
∂x
2
2
!
Z
T
0
Z
Ω
|∇(u − u
hτ
)|
2
1/2
,
ei
A
=
Z
T
0
X
K∈T
h
η
2
K,1
Z
T
0
Z
Ω
|∇(u − u
hτ
)|
2
1/2
,
where
Π
h
is dened in Remark1,η
K,1
isdened in (12)andu
hτ
denotesthe ontinuous,pie ewiselinearapproximationintimedened byu
hτ
(x, t) =
t − t
n−1
τ
u
n
h
(x) +
t
n
− t
τ
u
n−1
h
(x)
t
n−1
≤ t ≤ t
n
,
x ∈ Ω.
(27) Therstnumeri alexample orrespondstothe asewhenΩ =]0, 1[
2
,
T = 0.4,
f (x
1
, x
2
, t) = 0,
u
0
(x
1
, x
2
) = exp
−1000∗(x
1
−0.5)
2
,
v
0
(x
1
, x
2
) = 0.
(28)Homogeneousboundary onditionsapplyontheverti alsidesof
Ω
whereas Neu-manhomogeneousboundary onditionsapplyonthehorizontalsides. Therefore thesolutionisone-dimensionalandisgivenbyd'Alembertformulau(x
1
, x
2
, t) =
1
2
u
0
(x
1
− t, x
2
) + u
0
(x
1
+ t, x
2
)
.
The omputed solutionat time
0
and0.3
is reported in Fig. 1 when using a uniform mesh with meshh
x
= 0.005
,h
y
= 0.05
and atime stepτ = 0.0005
. Numeri alexperimentswithseveraluniformmeshesand onstanttimestepsare reportedinTable1.In rows 1-6, it is observed that when setting
h = O(τ
2
)
then the error is dividedbyfourea htimethetimestepisdividedbytwothus
Z
T
0
Z
Ω
|∇(u − u
hτ
)|
2
!
1/2
= O(h + τ
2
).
Itshould benotedthat
ei
ZZ
, theee tivity indexofZZ,isnot losetoone in rows1-3duetothefa tthattheerrorduetospa edis retizationisofthesame orderthantheerrordueto timedis retization.
Inordertoinsurethattheerrorduetotimedis retizationbe omesnegligible withrespe ttotheerrorduetospa edis retizationwe hoose
τ = O(h)
inrows 7-9. Weobservethattheerrorisstilloforderoneandthatei
ZZ
now onverges toonewhen
h
onvergestozero,asforellipti problems.h
x
h
y
τ
e
ei
ZZ
ei
A
N
vert
0.01 0.1 0.01 1.70 0.23 0.60 1292 0.0025 0.025 0.005 0.46 0.19 0.52 20001 0.000625 0.00625 0.0025 0.11 0.19 0.51 325302 0.01 0.1 0.001 0.83 0.51 1.34 1292 0.0025 0.025 0.0005 0.10 0.86 2.41 20001 0.000625 0.00625 0.00025 0.022 0.98 2.67 325302 0.01 0.1 0.001 0.83 0.51 1.34 1292 0.005 0.05 0.0005 0.27 0.71 2.00 5070 0.0025 0.025 0.00025 0.10 0.87 2.44 20001 0.00125 0.0125 0.000125 0.046 0.96 2.63 80391Table1: Example28. Nonadaptedmeshes.
τ
2
= O(h)
and
τ = O(h)
. Notation :e =
R
T
0
R
Ω
|∇(u − u
hτ
)|
2
1/2
,
N
vert
is the number of verti es of the nal mesh. -0.2 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1t = 0
t = 0.3
Figure1: Example28. Nonadaptedmeshes.
h
x
= 0.005
,h
y
= 0.05
,τ = 0.0005
. Computedsolutionu
h
(x
1
, 1, t)
withrespe ttox
1
attimet = 0
andt = 0.3
.Inthese ondnumeri alexamplewe hangethefollowingparametersin(28) :
T = 1.4,
u
0
(x
1
, x
2
) = exp
−1000∗
(x
1
−0.5)
2
+(x
2
−0.5)
2
,
(29) andhomogeneousboundary onditionsapplyonthewholeboundaryofΩ
. For this test ase, theexa tsolution isnot known and multiple ree tions anbe observedwhentheinitialwavehitstheboundary,seeFig. 2.Figure2: Example29. Nonadaptedmeshes. Numeri alsolutionona
100 × 100
uniformmeshattime0.3
,0.6
,0.9
,1.2
.5 An anisotropi , adaptive nite element
algo-rithm
Wenowusetheadaptivealgorithmdes ribedin[20℄using
Z
T
0
X
K∈T
h
η
2
K,1
aserrorindi ator. Thegoalistondanisotropi triangulations
T
n
h
,n = 1, ..., N
su hthattherelativeestimatederroris losetoapresettoleran eT OL
,namely :(1 − α)T OL ≤
Z
T
0
X
K∈T
h
η
2
K,1
!
1/2
Z
T
0
Z
Ω
|∇u
hτ
|
2
!
1/2
≤ (1 + α)T OL.
(30)Hereabove,
0 < α < 1
is a parameter ae ting the numberof remeshings, in generalwe hooseα = 0.25
. Asu ient onditiontosatisfy(30)istobuild,for ea hn = 1, ..., N
,ananisotropi triangulationT
n
h
su hthat(1 − α)
2
T OL
2
Z
t
n
t
n−1
Z
Ω
|∇u
hτ
|
2
≤
Z
t
n
t
n−1
X
K∈T
h
η
K,1
2
≤ (1 + α)
2
T OL
2
Z
t
n
t
n−1
Z
Ω
|∇u
hτ
|
2
.
We thenpro eedasin [20℄ to build su h an anisotropi mesh, using theBL2D mesh generator[9℄.
Example(28)is onsidered. Unless otherwisespe ied,the initial triangu-lation is a uniform
100 × 10
mesh. Results are reported when using several valuesofT OL
withτ = O(T OL
−1
)
sothattheerrorduetotimedis retization be omes asymptoti ally negligible. The results of Table 2 orrespond to the hoi e
α = 0.25
in (30)whi hwastheparameterusedin[20℄. Asexpe ted,the error is divided bytwo ea h timeT OL
is, the number of verti es of thenal mesh is multipliedby four andthe numberofremeshings isroughly onstant. However, unlikethe resultsobtainedwith non adapted meshes,the ee tivity index of ZZ does notgo to one. The resultswithT OL = 0.125
arereported in Fig. 3to 5. As seenin Fig. 5, thedis repan y betweenthe trueand esti-matederrorin reaseswith respe tto time. Wesuspe t thatthemissing error is due to interpolation betweenmeshes and thereforeweperform experiments withα = 0.5
in (30) , or even by imposing the times at whi h remeshing is performed. The resultsare reported in Table3. Clearly, the ee tivityindex of ZZ at nal time depends on the number of remeshings. Therefore, unlike whathasbeenobservedforparaboli problems[20,17℄,we onje turethatthe interpolationerrorbetweenmeshes annotbenegle tedforthewaveequation. Estimatingthiserrorisnotaneasytaskfornon ompatibleanisotropi meshes andisbeyondthes opeofthepresentpaper. However,thisinterpolationerror should be onsideredin aforth oming ontribution.T OL
τ
e
ei
ZZ
ei
A
N
vert
N
mesh
max ratio
av ratio
0.125 0.001 0.27 0.45 1.23 2382 28 145 27
0.0625 0.0005 0.10 0.64 1.73 9781 27 245 29 0.03125 0.00025 0.051 0.64 1.77 36865 39 226 30 0.015625 0.000125 0.023 0.71 1.96 182914 45 285 25
Table2: Example28. Adaptivealgorithm. Resultswithrespe tto
T OL
whenα = 0.25
. Caption:N
mesh
isthenumberofgeneratedmeshes,max ratio
(resp.av ratio
)is the maximum (resp. average) aspe t ratioλ
1,K
/λ
2
K
of thenal mesh.-0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.2 0.4 0.6 0.8 1
t = 0
t = 0.3
Figure 3: Example 28. Adaptive algorithm with
T OL = 0.125
,α = 0.25
. Computedsolutionu
h
(x
1
, 1, t)
withrespe ttox
1
attimet = 0
andt = 0.3
.Figure 4: Example 28. Adaptive algorithm with
T OL = 0.125
,α = 0.25
. Adaptedmesh attimet = 0
(1305verti es)andt = 0.3
(2164verti es).0.01 0.1 1 10 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 trueerror errorestimator
ei
ZZ
remeshingtime♦
♦♦
♦ ♦
♦
♦ ♦ ♦
♦ ♦ ♦
♦ ♦ ♦ ♦
♦ ♦ ♦
♦ ♦ ♦
♦ ♦ ♦
♦ ♦
♦
Figure 5: Example28. Adaptivealgorithmwith
T OL = 0.125
,α = 0.25
. True andestimatederrorwithrespe ttotime.e
ei
ZZ
ei
A
N
vert
N
mesh
max ratio
av ratio
0.049 0.77 2.06 60179 23 217 26 0.051 0.64 1.77 36865 39 226 30 0.071 0.76 2.03 33281 20 204 34 0.064 0.68 1.85 15817 40 355 56
Table3: Example28. Adaptedmeshes. Inuen e ofthenumberofremeshings with
T OL = 0.03125
andτ = 0.00025
;row1: adaptivealgorithmwithα = 0.5
; row 2: adaptivealgorithm withα = 0.25
; row3: 20 imposed remeshingsat time0.02
,0.04
,...0.38
; row 4 : 40 imposed remeshings at time0.01
,0.02
,...0.39
.Inorderto he kthe onje turethattheinterpolationerrorbetweenmeshes annot be negle ted, onservativeinterpolation [4℄ rather than linear interpo-lation is onsideredto interpolatethe omputed solutionafter remeshing. The resultsarereportedinTable4and learlyshowthattheee tivityindexofZZ is losertoonewith onservativeinterpolationratherthanlinearinterpolation.
T OL
τ
e
ei
ZZ
ei
A
N
vert
N
mesh
max ratio
av ratio
0.125 0.001 0.20 0.66 1.77 3797 18 111 24
0.0625 0.0005 0.089 0.74 2.00 9260 25 245 32 0.03125 0.00025 0.045 0.73 2.00 27711 37 339 43 0.015625 0.000125 0.021 0.78 2.15 86381 46 799 52
Table4: Example28. Adaptivealgorithm. Resultswithrespe tto
T OL
whenα = 0.25
whenusingthe onservativeinterpolationmethodof[4℄tointerpolate the omputedsolutionafter remeshing.Still in order to he kthe onje ture that the interpolation error between meshes annotbenegle ted,thedampedwaveequationis onsidered
∂
2
u
∂t
2
− ∆u + β
∂u
∂t
= f.
(31) Clearly, when the damping oe ientβ ≥ 0
in reases, then the behaviourof theequation ressembles that of a paraboli problem, thus we onje ture that the interpolation errorbetweenmeshes should de rease. Still onsidering the example(28) of the previousse tion, the exa tsolution an be omputed by meansof Fourierseries. The adaptivealgorithm is run with several valuesofβ
and the results are reported in Table 5. Clearly, whenβ = 100
, then the ee tivity index of ZZ is lose to one and the ee tivity index of our error estimatoris lose to 2.7 whi h orresponds to the value already observed for variousellipti andparaboli problems,whi hshowsthattheinterpolationerror betweenmeshesbe omesunimportant.β
e
ei
ZZ
ei
A
N
vert
N
mesh
max ratio
av ratio
0. 0.27 0.45 1.23 2382 28 145 27
10. 0.098 0.68 1.86 2264 30 141 27
100. 0.060 0.99 2.73 233 8 175 44
Table 5: Example 28. Adaptive algorithm. Resultswhen solvingthedamped waveequation(31)withseveralvaluesof
β
withT OL = 0.125
andτ = 0.001
.Example (29) of the previous se tion is now onsidered. Eventhough the exa tsolutionisnotknown, onvergen eoftheadaptivealgorithmwithrespe t to
T OL
is observed. The adapted meshes at time0.3
,0.6
,0.9
and1.2
are reportedinFig. 6. PlotsofthesolutionalongthediagonalarereportedinFig. 7and8forseveralvaluesofT OL
. TheresultsaresummarizedinTable6.Figure 6: Example 29. Adaptivealgorithmwith
T OL = 0.125
. Adaptedmesh attime0.3
(23632verti es),0.6
(37132verti es),0.9
(38187verti es),1.2
(52132 verti es). -0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6100 × 100
uniformT OL = 0.25
T OL = 0.125
T OL = 0.0625
Figure 7: Example 29. Adaptive algorithm. Computed solution
u
h
(x
1
, x
2
, t)
alongthediagonalx
1
= x
2
attime0.3
. Convergen ewithrespe ttoT OL
when-0.15 -0.1 -0.05 0 0.05 0.1 0.15 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
100 × 100
uniformT OL = 0.25
T OL = 0.125
T OL = 0.0625
Figure 8: Example 29. Adaptive algorithm. Computed solution
u
h
(x
1
, x
2
, t)
alongthediagonalx
1
= x
2
attime1.2
. Convergen ewithrespe ttoT OL
whenτ = 0.001
.T OL
τ
N
vert
N
mesh
max ratio
av ratio
0.25 0.001 7172 104 12 2
0.125 0.001 50264 146 38 3
0.0625 0.001 176427 160 58 4
Table6: Example29. Adaptivealgorithm. Resultswithrespe tto
T OL
.6 Con lusions
Anaposteriorierrorestimatein the
L
2
(0, T ; H
1
(Ω))
normis proposedforthe waveequation. Numeri alresultson non-adaptedmeshesshowthat the error indi ator
η
K,1
dened by (12) is sharp even with meshes having large aspe t ratio. An adaptivealgorithm alreadypresented forparaboli problemsis on-sidered. Anumeri alstudyoftheee tivityindex onadapted meshesshowsa dis repan ybetweenthetrueerrorandtheerrorindi ator. Wesuspe tthatthis error orrespondstotheinterpolationerrorintrodu edwhenremeshingo urs. Experiments of the damped waveequation indeed show that the dis repan y betweenerrorandestimatorde reaseswhen thedamping oe ientin reases. Thisisina ordan ewiththefa tthattheinterpolationerrorduetoremeshing doesnotneed tobe onsideredforparaboli problemsprovided thenumberof remeshingsdoesnotdependonh
(orT OL
)andτ
,see[20,10,17℄.An estimation of the interpolation error due to remeshing should be the subje tofafuturework.Thisisadi ulttasksin enon- ompatibleanisotropi meshesareinvolved.
A knowledgements
GeorgiosAkrivisisa knowledgedfor onstru tiveremarks. Frédéri Alauzetis a knowledgedforprovidingtheprogram orrespondingto onservative interpo-lation [4℄.
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