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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

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Lavrentiev regularization + Ritz approximation = uniform finite element error estimates for differential equations with rough coefficients
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by Andrew Knyazev and Olof Widlund PDF
Math. Comp. 72 (2003), 17-40 Request permission

Abstract:

We consider a parametric family of boundary value problems for a diffusion equation with a diffusion coefficient equal to a small constant in a subdomain. Such problems are not uniformly well-posed when the constant gets small. However, in a series of papers, Bakhvalov and Knyazev have suggested a natural splitting of the problem into two well-posed problems. Using this idea, we prove a uniform finite element error estimate for our model problem in the standard parameter-independent Sobolev norm. We also study uniform regularity of the transmission problem, needed for approximation. A traditional finite element method with only one additional assumption, namely, that the boundary of the subdomain with the small coefficient does not cut any finite element, is considered. One interpretation of our main theorem is in terms of regularization. Our FEM problem can be viewed as resulting from a Lavrentiev regularization and a Ritz–Galerkin approximation of a symmetric ill-posed problem. Our error estimate can then be used to find an optimal regularization parameter together with the optimal dimension of the approximation subspace.
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Additional Information
  • Andrew Knyazev
  • Affiliation: Department of Mathematics, University of Colorado at Denver P.O. Box 173364, Campus Box 170, Denver, Colorado 80217-3364
  • Email: knyazev@na-net.ornl.gov
  • Olof Widlund
  • Affiliation: Courant Institute of Mathematical Sciences, 251 Mercer Street, New York, New York 10012
  • MR Author ID: 182600
  • Email: widlund@cs.nyu.edu
  • Received by editor(s): May 19, 1998
  • Received by editor(s) in revised form: December 28, 2000
  • Published electronically: July 13, 2001
  • Additional Notes: The first author was supported by NSF Grant DMS-9501507
    The second author was supported in part by NSF Grant CCR-9732208 and in part by the U.S. Department of Energy under contract DE-FG02-92ER25127
  • © Copyright 2001 American Mathematical Society
  • Journal: Math. Comp. 72 (2003), 17-40
  • MSC (2000): Primary 65N30, 35R05; Secondary 35J25, 35J70
  • DOI: https://doi.org/10.1090/S0025-5718-01-01378-3
  • MathSciNet review: 1933812