Rolf Rannacher

An optimal control approach to a posteriori error estimation in finite element methods

This article surveys a general approach to error control and adaptive mesh design in Galerkin finite element methods that is based on duality principles as used in optimal control. Most of the existing work on a posteriori error analysis deals with error estimation in global norms like the ‘energy norm’ or the L2 norm, involving usually unknown ‘stability constants’. However, in most applications, the error in a global norm does not provide useful bounds for the errors in the quantities of real physical interest. Further, their sensitivity to local error sources is not properly represented by global stability constants. These deficiencies are overcome by employing duality techniques, as is common in a priori error analysis of finite element methods, and replacing the global stability constants by computationally obtained local sensitivity factors. Combining this with Galerkin orthogonality, a posteriori estimates can be derived directly for the error in the target quantity. In these estimates local residuals of the computed solution are multiplied by weights which measure the dependence of the error on the local residuals. Those, in turn, can be controlled by locally refining or coarsening the computational mesh. The weights are obtained by approximately solving a linear adjoint problem. The resulting a posteriori error estimates provide the basis of a feedback process for successively constructing economical meshes and corresponding error bounds tailored to the particular goal of the computation. This approach, called the ‘dual-weighted-residual method’, is introduced initially within an abstract functional analytic setting, and is then developed in detail for several model situations featuring the characteristic properties of elliptic, parabolic and hyperbolic problems. After having discussed the basic properties of duality-based adaptivity, we demonstrate the potential of this approach by presenting a selection of results obtained for practical test cases. These include problems from viscous fluid flow, chemically reactive flow, elasto-plasticity, radiative transfer, and optimal control. Throughout the paper, open theoretical and practical problems are stated together with references to the relevant literature.

Finite Element Approximation of the Nonstationary Navier–Stokes Problem. I. Regularity of Solutions and Second-Order Error Estimates for Spatial Discretization

This is the first part of a work dealing with the rigorous error analysis of finite element solutions of the nonstationary Navier–Stokes equations. Second-order error estimates are proven for spatial discretization, using conforming or nonconforming elements. The results indicate a fluid-like behavior of the approximations, even in the case of large data, so long as the solution remains regular. The analysis is based on sharp a priori estimates for the solution, particularly reflecting its behavior as

Finite-element approximations of the nonstationary Navier-Stokes problem. Part IV: error estimates for second-order time discretization

t \to 0

ARTIFICIAL BOUNDARIES AND FLUX AND PRESSURE CONDITIONS FOR THE INCOMPRESSIBLE NAVIER–STOKES EQUATIONS

and as

Benchmark Computations of Laminar Flow Around a Cylinder

t \to \infty

Adaptive Finite Element Methods for Optimal Control of Partial Differential Equations: Basic Concept

. It is shown that the regularity customarily assumed in the error analysis for corresponding parabolic problems cannot be realistically assumed in the case of the Navier–Stokes equations, as it depends on nonlocal compatibility conditions for the data. The results which are presented here are independent of such compatibility conditions, which cannot be verified in practice.

A posteriori error control for finite element approximations of elliptic eigenvalue problems

This paper provides an error analysis for the Crank–Nicolson method of time discretization applied to spatially discrete Galerkin approximations of the nonstationary Navier–Stokes equations. Second-order error estimates are proven locally in time under realistic assumptions about the regularity of the solution. For approximations of an exponentially stable solution, these local error estimates are extended uniformly in time as

Finite element approximation of the nonstationary Navier-Stokes problem, part III. Smoothing property and higher order error estimates for spatial discretization

{\text{t}} \to \infty

Finite element approximation of the nonstationary Navier-Stokes problem, part II: Stability of solutions and error estimates uniform in time

.

Finite Element Methods for the Incompressible Navier-Stokes Equations

Fluid dynamical problems are often conceptualized in unbounded domains. However, most methods of numerical simulation then require a truncation of the conceptual domain to a bounded one, thereby introducing artificial boundaries. Here we analyse out experience in choosing artificial boundary conditions implicitly through the choice of variational formulations. We deal particularly with a class of problems that involve the prescription of pressure drops and/or net flux conditions.