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DISCRETE STABILITY, DPG METHOD AND LEAST SQUARES Leszek Demkowicz ICES, The University of Texas at Austin Rensselaer Polytechnic Institute, MANE Dept. Troy, Oct 5, 2011

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Page 1: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DISCRETE STABILITY,DPG METHOD

AND LEAST SQUARES

Leszek DemkowiczICES, The University of Texas at Austin

Rensselaer Polytechnic Institute, MANE Dept.Troy, Oct 5, 2011

Page 2: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Collaboration:

U. Oregon: J. Gopalakrishnan

ICES: T. Bui, J. Chan, O. Ghattas, B. Moser, N. Roberts, J. Zitelli

Boeing: D. Young

Basque U: D. Pardo

KAUST: V. Calo, A. Niemi

IMA: W. Qiu

Sandia: P.N. Bochev, K.J. Peterson, D. Ridzal and Ch. M. Siefert

Los Alamos: M. Shaskov

C.U. Chile: I. Muga, N. Heuer

U. Nevada: J. Li

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 2 / 79

Page 3: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 4: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 5: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 6: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 7: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 8: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 3 / 79

Page 9: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Abstract Variational Problem

u ∈ Ub(u, v) = l(v) ∀v ∈ V ⇔ Bu = l B : U → V ′

< Bu, v >= b(u, v) v ∈ V

where

I U, V are Hilbert spaces,

I b(u, v) is a continuous bilinear (sesquilinear) form on U × V ,

|b(u, v)| ≤M‖u‖U ‖v‖V

that satisfies the inf-sup condition (⇔ B is bounded below),

inf‖u‖U=1

sup‖v‖V =1

|b(u, v)| =: γ > 0 ⇔ supv∈V

|b(u, v)|‖v‖V

≥ γ‖u‖U

I l ∈ V ′ represents the load and satisfies the compatibility conditionl(v) = 0,∀v ∈ V0 where

V0 := v ∈ V : b(u, v) = 0 ∀u ∈ U

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 4 / 79

Page 10: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Banach Closed Range and Babuska Theorems

Let b(u, v), u ∈ U, v ∈ V be a continuous bilinear form, V0 = 0, l ∈ V ′.Consider the variational problem,

u ∈ Ub(u, v) = l(v), ∀v ∈ V

The inf-sup condition

supv∈V

|b(u, v)|‖v‖V

≥ γ‖u‖U

implies existence, uniqueness and stability∗

‖u‖U ≤ γ−1‖l‖V ′

∗Oden, D, Functional Analysis, Chapman & Hall, 2nd ed., 2010, p.518Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 5 / 79

Page 11: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Banach Closed Range and Babuska Theorems

Let b(u, v), u ∈ U, v ∈ V be a continuous bilinear form, V0 = 0, l ∈ V ′.Consider the approximate variational problem,

uhp ∈ Uhp ⊂ Ub(uhp, v) = l(v), ∀v ∈ Vhp ⊂ V

The discrete inf-sup condition

supv∈Vhp

|b(uhp, v)|‖v‖V

≥ γhp‖uhp‖U

implies existence, uniqueness and discrete stability

‖uhp‖U ≤ γ−1hp ‖l‖V ′hp

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 5 / 79

Page 12: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Banach Closed Range and Babuska Theorems

Let b(u, v), u ∈ U, v ∈ V be a continuous bilinear form, V0 = 0, l ∈ V ′.Consider the approximate variational problem,

uhp ∈ Uhp ⊂ Ub(uhp, v) = l(v), ∀v ∈ Vhp ⊂ V

The discrete inf-sup condition

supv∈Vhp

|b(uhp, v)|‖v‖V

≥ γhp‖uhp‖U

implies existence, uniqueness and discrete stability

‖uhp‖U ≤ γ−1hp ‖l‖V ′hp

and convergence ∗

‖u− uhp‖U ≤M

γhpinf

whp∈Uhp

‖u− whp‖U

∗I. Babuska, “Error-bounds for Finite Element Method.”, Numer. Math, 16, 1970/1971.Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 5 / 79

Page 13: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Banach Closed Range and Babuska Theorems

(Uniform) discrete stability and approximability imply convergence.

A similar result for Finite Differences was proved by Peter Lax † who argued thatproving discrete stability is more difficult that proving continuous stability.

†P. Lax, “Numerical Solution of Partial Differential Equations.”. Amer. Math. Monthly, 721965 no. 2, part II.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 6 / 79

Page 14: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 7 / 79

Page 15: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Coercive Problems, Cea Lemma

If U = V , and the bilinear (sesquilinear) form is coercive ‡,

b(u, u, ) ≥ α‖u‖2U

Then both continuous and discrete stability constants are bounded below by α,

γ, γhp ≥ α =⇒ 1

γhp≤ 1

α

Thus, for coercive problems, discrete stability is guaranteed automatically.All strongly elliptic problems including linear elasticity, various plates and shellstheories (static problems only) fall into this category.

‡Jean Cea, “Approximation variationnelle des problemes aux limites”. Annales de l’InstitutFourier 14. 2. pp. 345-444.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 8 / 79

Page 16: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ritz and Bubnov-Galerkin Methods

FE classics:

I If the bilinear form is symmetric (hermitian) and positive-definite,

b(u, v) = b(v, u), b(v, v) > 0

u, v ∈ a Hilbert space V ,

I thenu ∈ VJ(u) := 1

2b(u, u)− l(u)→ min⇔

u ∈ Vb(u, v) = l(v), v ∈ V

I and, Bubnov-Galerkin method delivers the best approximation error in theenergy norm,

uh ∈ Vh ⊂ Vb(uh, vh) = l(vh), vh ∈ Vh

⇔uh ∈ Vh‖u− uh‖E → min

where ‖v‖2E = b(v, v).

I You cannot do better ! (in energy norm...)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 9 / 79

Page 17: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ritz and Bubnov-Galerkin Methods

FE classics:

I If the bilinear form is symmetric (hermitian) and positive-definite,

b(u, v) = b(v, u), b(v, v) > 0

u, v ∈ a Hilbert space V ,

I thenu ∈ VJ(u) := 1

2b(u, u)− l(u)→ min⇔

u ∈ Vb(u, v) = l(v), v ∈ V

I and, Bubnov-Galerkin method delivers the best approximation error in theenergy norm,

uh ∈ Vh ⊂ Vb(uh, vh) = l(vh), vh ∈ Vh

⇔uh ∈ Vh‖u− uh‖E → min

where ‖v‖2E = b(v, v).

I You cannot do better ! (in energy norm...)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 9 / 79

Page 18: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ritz and Bubnov-Galerkin Methods

FE classics:

I If the bilinear form is symmetric (hermitian) and positive-definite,

b(u, v) = b(v, u), b(v, v) > 0

u, v ∈ a Hilbert space V ,

I thenu ∈ VJ(u) := 1

2b(u, u)− l(u)→ min⇔

u ∈ Vb(u, v) = l(v), v ∈ V

I and, Bubnov-Galerkin method delivers the best approximation error in theenergy norm,

uh ∈ Vh ⊂ Vb(uh, vh) = l(vh), vh ∈ Vh

⇔uh ∈ Vh‖u− uh‖E → min

where ‖v‖2E = b(v, v).

I You cannot do better ! (in energy norm...)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 9 / 79

Page 19: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ritz and Bubnov-Galerkin Methods

FE classics:

I If the bilinear form is symmetric (hermitian) and positive-definite,

b(u, v) = b(v, u), b(v, v) > 0

u, v ∈ a Hilbert space V ,

I thenu ∈ VJ(u) := 1

2b(u, u)− l(u)→ min⇔

u ∈ Vb(u, v) = l(v), v ∈ V

I and, Bubnov-Galerkin method delivers the best approximation error in theenergy norm,

uh ∈ Vh ⊂ Vb(uh, vh) = l(vh), vh ∈ Vh

⇔uh ∈ Vh‖u− uh‖E → min

where ‖v‖2E = b(v, v).

I You cannot do better ! (in energy norm...)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 9 / 79

Page 20: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ritz and Bubnov-Galerkin Methods

FE classics:

I If the bilinear form is symmetric (hermitian) and positive-definite,

b(u, v) = b(v, u), b(v, v) > 0

u, v ∈ a Hilbert space V ,

I thenu ∈ VJ(u) := 1

2b(u, u)− l(u)→ min⇔

u ∈ Vb(u, v) = l(v), v ∈ V

I and, Bubnov-Galerkin method delivers the best approximation error in theenergy norm,

uh ∈ Vh ⊂ Vb(uh, vh) = l(vh), vh ∈ Vh

⇔uh ∈ Vh‖u− uh‖E → min

where ‖v‖2E = b(v, v).

I You cannot do better ! (in energy norm...)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 9 / 79

Page 21: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Asymptotic Stability (Mikhlin)

Compact perturbation:

I If we perturb b(u, v) with a compact contribution,

b(u, v) + c(u, v)

(|c(u, v)| ≤ C‖u‖H‖v‖V , Vc→ H),

I then the best approximation error property is achieved asymptotically§,

‖u− uhp‖Einfwhp

‖u− whp‖E→ 0 as

h

p→ 0

We have an asymptotic discrete stability. To this class belong most ofvibration and wave propagation problems.

I Is h/p small enough to observe this in practice ?

§D, Computers & Mathematics with Applications, 27(12),69–84, 1994D, J.T. Oden, Comput. Methods Appl. Mech. Engrg.,133 (3-4), 287–318, 1996.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 10 / 79

Page 22: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Asymptotic Stability (Mikhlin)

Compact perturbation:

I If we perturb b(u, v) with a compact contribution,

b(u, v) + c(u, v)

(|c(u, v)| ≤ C‖u‖H‖v‖V , Vc→ H),

I then the best approximation error property is achieved asymptotically§,

‖u− uhp‖Einfwhp

‖u− whp‖E→ 0 as

h

p→ 0

We have an asymptotic discrete stability. To this class belong most ofvibration and wave propagation problems.

I Is h/p small enough to observe this in practice ?

§D, Computers & Mathematics with Applications, 27(12),69–84, 1994D, J.T. Oden, Comput. Methods Appl. Mech. Engrg.,133 (3-4), 287–318, 1996.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 10 / 79

Page 23: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Asymptotic Stability (Mikhlin)

Compact perturbation:

I If we perturb b(u, v) with a compact contribution,

b(u, v) + c(u, v)

(|c(u, v)| ≤ C‖u‖H‖v‖V , Vc→ H),

I then the best approximation error property is achieved asymptotically§,

‖u− uhp‖Einfwhp

‖u− whp‖E→ 0 as

h

p→ 0

We have an asymptotic discrete stability. To this class belong most ofvibration and wave propagation problems.

I Is h/p small enough to observe this in practice ?

§D, Computers & Mathematics with Applications, 27(12),69–84, 1994D, J.T. Oden, Comput. Methods Appl. Mech. Engrg.,133 (3-4), 287–318, 1996.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 10 / 79

Page 24: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Asymptotic Stability (Mikhlin)

Compact perturbation:

I If we perturb b(u, v) with a compact contribution,

b(u, v) + c(u, v)

(|c(u, v)| ≤ C‖u‖H‖v‖V , Vc→ H),

I then the best approximation error property is achieved asymptotically§,

‖u− uhp‖Einfwhp

‖u− whp‖E→ 0 as

h

p→ 0

We have an asymptotic discrete stability. To this class belong most ofvibration and wave propagation problems.

I Is h/p small enough to observe this in practice ?

§D, Computers & Mathematics with Applications, 27(12),69–84, 1994D, J.T. Oden, Comput. Methods Appl. Mech. Engrg.,133 (3-4), 287–318, 1996.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 10 / 79

Page 25: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pollution (Babuska, Ihlenburg)

Vibrations of an elastic bar, k = 32 (5 wavelengths). FE and best approximation(BA) errors for uniform h- (p = 2) and p-refinements. ¶

¶See D., Computing with hp Finite Elements, Chapman & Hall, 2007, chap. 7Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 11 / 79

Page 26: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pollution

Vibrations of an elastic bar, k = 160 (25 wavelengths). FE and bestapproximation (BA) errors for uniform h- (p = 2) refinements.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 12 / 79

Page 27: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

History of Discrete Stability by Demkowicz

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 13 / 79

Page 28: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 14 / 79

Page 29: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Energy Norm

The supremum in the inf-sup condition defines an equivalent, problem-dependentenergy (residual) norm,

‖u‖E := sup‖v‖=1

|b(u, v)| = ‖Bu‖V ′

For the energy norm, M = γ = 1. Recalling that the Riesz operator is an isometryform V into V ′, we may characterize the energy norm in an equivalent way as

‖u‖E = ‖vu‖V

where vu is the solution of the variational problem,vu ∈ V(vu, δv)V = b(u, δv) ∀δv ∈ V

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 15 / 79

Page 30: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Optimal Test Functions

Select your favorite trial basis functions: ej , j = 1, . . . , N . For each function ej ,introduce a corresponding optimal test (basis) function ej ∈ V that realizes thesupremum,

|b(ej , ej)| = sup‖v‖V =1

|b(ej , v)|

i.e. it solves the variational problem,ej ∈ V

(ej , δv)V = b(ej , δv) ∀δv ∈ V

Define the discrete test space as Vhp := spanej , j = 1, . . . , N ⊂ V . It followsfrom the construction of the optimal test functions that the discrete inf-supconstant

inf‖uhp‖E=1

sup‖vhp‖=1

|b(uhp, vhp)| = 1

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 16 / 79

Page 31: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

The Best Approximation

Consequently, Babuska’s Theorem

‖u− uhp‖E ≤M

γhpinf

whp∈Uhp

‖u− whp‖E

implies that‖u− uhp‖E ≤ inf

whp∈Uhp

‖u− whp‖E

i.e., the method delivers the best approximation error in the energy norm. ‖

‖D., J. Gopalakrishnan. “A Class of Discontinuous Petrov-Galerkin Methods. Part II: OptimalTest Functions.”Numer. Meth. Part. D. E., 27, 70-105, 2011.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 17 / 79

Page 32: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Stiffness Matrix Is Symmetric and Positive Definite

b(ei, ej) = (ei, ej)V = (ej , ei)V = b(ej , ei)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 18 / 79

Page 33: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Energy Norm of FE Error ehp = u− uhp

can be computed without knowing the exact solution.vehp

∈ V(vehp

, δv)V = b(u− uhp, δv) = l(δv)− b(uhp, δv) ∀δv ∈ V

We have then‖ehp‖E = ‖vehp

‖VWe shall call vehp

the error representation function

Note: No need for an a-posteriori error estimation.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 19 / 79

Page 34: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least Squares (with a Twist)

u ∈ Ub(u, v) = l(v) v ∈ V ⇔ Bu = l B : U → V ′

< Bu, v >= b(u, v)

I Least squares: Uh ⊂ U ,

12‖Buh − l‖

2V ′ → min

uh∈Uh

I Riesz operator:

RV : V → V ′, < RV v, δv >= (v, δv)V

is an isometry, ‖RV v‖V ′ = ‖v‖V .

I Least squares reformulated:

12‖Buh − l‖

2V ′ = 1

2‖R−1V (Buh − l)‖2

V → minuh∈Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 20 / 79

Page 35: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least Squares (with a Twist)

u ∈ Ub(u, v) = l(v) v ∈ V ⇔ Bu = l B : U → V ′

< Bu, v >= b(u, v)

I Least squares: Uh ⊂ U ,

12‖Buh − l‖

2V ′ → min

uh∈Uh

I Riesz operator:

RV : V → V ′, < RV v, δv >= (v, δv)V

is an isometry, ‖RV v‖V ′ = ‖v‖V .

I Least squares reformulated:

12‖Buh − l‖

2V ′ = 1

2‖R−1V (Buh − l)‖2

V → minuh∈Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 20 / 79

Page 36: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least Squares (with a Twist)

u ∈ Ub(u, v) = l(v) v ∈ V ⇔ Bu = l B : U → V ′

< Bu, v >= b(u, v)

I Least squares: Uh ⊂ U ,

12‖Buh − l‖

2V ′ → min

uh∈Uh

I Riesz operator:

RV : V → V ′, < RV v, δv >= (v, δv)V

is an isometry, ‖RV v‖V ′ = ‖v‖V .

I Least squares reformulated:

12‖Buh − l‖

2V ′ = 1

2‖R−1V (Buh − l)‖2

V → minuh∈Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 20 / 79

Page 37: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least Squares (with a Twist)

u ∈ Ub(u, v) = l(v) v ∈ V ⇔ Bu = l B : U → V ′

< Bu, v >= b(u, v)

I Least squares: Uh ⊂ U ,

12‖Buh − l‖

2V ′ → min

uh∈Uh

I Riesz operator:

RV : V → V ′, < RV v, δv >= (v, δv)V

is an isometry, ‖RV v‖V ′ = ‖v‖V .

I Least squares reformulated:

12‖Buh − l‖

2V ′ = 1

2‖R−1V (Buh − l)‖2

V → minuh∈Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 20 / 79

Page 38: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 39: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

or< Buh − l, R−1

V Bδuh >= 0 δuh ∈ Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 40: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

or< Buh − l, R−1

V Bδuh︸ ︷︷ ︸vh

>= 0 δuh ∈ Uh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 41: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

or< Buh − l, vh >= 0 vh = R−1

V Bδuh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 42: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

or< Buh, vh >=< l, vh > vh = R−1

V Bδuh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 43: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Least squares and optimal test functions

Taking Gateaux derivative,

(R−1V (Buh − l), R−1

V Bδuh)V = 0 δuh ∈ Uh

orb(uh, vh) = l(vh)

where vh ∈ V(vh, δv)V = b(δuh, δv) δv ∈ V

Petrov-Galerkin Method with Optimal Test Functions is the least-squares method !

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 21 / 79

Page 44: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 22 / 79

Page 45: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

1D Convection–Dominated Diffusion

A reminder:

How does the usual Bubnov–Galerkin method perform for 1D Confusion ?−εu′′ + u′ = 0 in (0, 1)

u(0) = 1, u(1) = 0

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 23 / 79

Page 46: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Bubnov-Galerkin Method

ε = 10−1

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 24 / 79

Page 47: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Bubnov-Galerkin Method

ε = 10−2

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 25 / 79

Page 48: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Bubnov-Galerkin Method

ε = 10−3

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 26 / 79

Page 49: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Ultraweak Variational Formulation and

DPG Method for 2D Confusion Problem

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 27 / 79

Page 50: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D Convection-Dominated Diffusion

1εσ −∇u = 0 in Ω

−div(σ − βu) = f in Ω

u = u0 on ∂Ω

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 28 / 79

Page 51: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Elements:KEdges:eSkeleton:Γh =

⋃K ∂K

Internal skeleton:Γ0h = Γh − ∂Ω

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 29 / 79

Page 52: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Take an element K. Multiply the equations with test functionsτ ∈H(div,K), v ∈ H1(K): 1

εσ · τ −∇u · τ = 0

−div(σ − βu)v = fv

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 30 / 79

Page 53: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Integrate over the element K: ∫K

1εσ · τ −∇u · τ = 0

−∫K

div(σ − βu)v = fv

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 30 / 79

Page 54: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Integrate by parts (relax) both equations: ∫K

1εσ · τ +

∫Ku divτ −

∫∂K

u τn = 0∫K

(σ − βu) ·∇v −∫∂K

q sgn(n) v =∫Kfv

where q = (σ − βu) · ne and

sgn(n) =

1 if n = ne

−1 if n = −ne

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 30 / 79

Page 55: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Declare traces and fluxes to be independent unknowns: ∫K

1εσ · τ +

∫Ku divτ −

∫∂K

u τn = 0

−∫K

(σ − βu) ·∇v +∫∂K

q sgn(n)v =∫Kfv

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 30 / 79

Page 56: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method

Use BC to eliminate known traces ∫K

1εσ · τ +

∫Ku divτ −

∫∂K−∂Ω

u τn =∫∂K∩∂Ω

u0 τn

−∫K

(σ − βu) ·∇v +∫∂K

q sgn(n)v =∫Kfv

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 30 / 79

Page 57: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Trace and Flux Spaces

Γh :=⋃K ∂K (skeleton)

Γ0h := Γh − ∂Ω (internal skeleton)

H1/2(Γ0h) := V |Γ0

h: V ∈ H1

0 (Ω)

with the minimum extension norm:

‖v‖H1/2(Γ0h) := inf‖V ‖H1 : V |Γ0

h= v

H−1/2(Γh) := σn|Γh: σ ∈H(div,Ω)

with the minimum extension norm:

‖σn‖H−1/2(Γh) := inf‖σ‖H(div,Ω) : σn|Γh= σn

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 31 / 79

Page 58: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method, a summary

∫K

1εσ · τ +

∫Ku divτ −

∫∂K−∂Ω

u τn =∫∂K∩∂Ω

u0 τn

−∫Kσ ·∇v +

∫∂K

q sgn(n)v =∫Kfv

Main points:

I Both equations have been integrated by parts (relaxed).

I Traces u ∼ u and fluxes q ∼ (σ − βu) · ne are independent unknowns (DPGis a hybrid method).

I Boundary conditions have been built in.

I Test functions are discontinuous (come from “broken” Sobolev spaces). Thisis critical to enable the idea of using optimal test functions.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 32 / 79

Page 59: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Functional Setting

Group variables:Solution U = (u,σ, u, q):

u, σ1, σ2 ∈ L2(Ωh)

u ∈ H1/2(Γ0h)

q ∈ H−1/2(Γh)

Test function V = (τ , v):τ ∈H(div,Ωh)v ∈ H1(Ωh)

Variational problem:b(U ,V ) = l(V ), ∀V

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 33 / 79

Page 60: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method, abstract notation

1ε (σ, τ )Ω + (u, divτ )Ωh

− < u, τn >Γ0h

=< u0, τn >∂Ω

−(σ,∇v)Ωh− < q, v >Γh

= (f, v)Ω

b((u,σ, u, q), (τ , v)) = (u, divτ + β ·∇v)Ωh+ (σ, 1

ετ −∇v)Ωh

− < u, τn >Γ0h− < q, v >Γh

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 34 / 79

Page 61: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

DPG Method with Optimal Test Functions

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 35 / 79

Page 62: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Punchlines

I If the test norm is localizable, i.e.

(v, δv)V =∑K

(v, δv)VK

where (v, δv)VKdefines an inner product for test functions over element K,

I then the determination of the optimal test functions is done locally. Giventrial functions ei, we compute on the fly corresponding optimal test functionsei by solving element variational problems,

ei ∈ V (K)(ei, δv)V = b(ei, δv), ∀δv ∈ V (K)

I Solution of the local problem above can still be only approximated using an“enriched space” and standard Bubnov-Galerkin method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 36 / 79

Page 63: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Punchlines

I If the test norm is localizable, i.e.

(v, δv)V =∑K

(v, δv)VK

where (v, δv)VKdefines an inner product for test functions over element K,

I then the determination of the optimal test functions is done locally. Giventrial functions ei, we compute on the fly corresponding optimal test functionsei by solving element variational problems,

ei ∈ V (K)(ei, δv)V = b(ei, δv), ∀δv ∈ V (K)

I Solution of the local problem above can still be only approximated using an“enriched space” and standard Bubnov-Galerkin method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 36 / 79

Page 64: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Punchlines

I If the test norm is localizable, i.e.

(v, δv)V =∑K

(v, δv)VK

where (v, δv)VKdefines an inner product for test functions over element K,

I then the determination of the optimal test functions is done locally. Giventrial functions ei, we compute on the fly corresponding optimal test functionsei by solving element variational problems,

ei ∈ V (K)(ei, δv)V = b(ei, δv), ∀δv ∈ V (K)

I Solution of the local problem above can still be only approximated using an“enriched space” and standard Bubnov-Galerkin method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 36 / 79

Page 65: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Punchlines

I If the test norm is localizable, i.e.

(v, δv)V =∑K

(v, δv)VK

where (v, δv)VKdefines an inner product for test functions over element K,

I then the determination of the optimal test functions is done locally. Giventrial functions ei, we compute on the fly corresponding optimal test functionsei by solving element variational problems,

ei ∈ V (K)(ei, δv)V = b(ei, δv), ∀δv ∈ V (K)

I Solution of the local problem above can still be only approximated using an“enriched space” and standard Bubnov-Galerkin method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 36 / 79

Page 66: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Sample test norm(s)

Mathematician’s test norm:

‖(v, τ )‖21 := ‖v‖2 + ‖∇v‖2 + ‖τ‖2 + ‖divτ‖2

Weighted norm:∗∗

‖(v, τ )‖22 := ‖v‖2

w + ‖∇v‖2w + ‖τ‖2

w + ‖divτ‖2w

∗∗D., J. Gopalakrishnan and A. Niemi, “A class of discontinuous Petrov-Galerkin methods.Part III: Adaptivity,” ICES Report 2010-01, App. Num Math., accepted.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 37 / 79

Page 67: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D Convection-Dominated Diffusion

Problem definition.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 38 / 79

Page 68: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Convergence history in a (dynamically rescaled††) energy norm

††To fight round off errorTroy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 39 / 79

Page 69: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 40 / 79

Page 70: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements. Zoom ×10 on the north-east corner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 41 / 79

Page 71: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements. Zoom ×100 on the north-eastcorner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 42 / 79

Page 72: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements. Zoom ×1000 on the north-eastcorner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 43 / 79

Page 73: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements. Zoom ×10000 on the north-eastcorner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 44 / 79

Page 74: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Optimal hp mesh after 45 mesh refinements. Zoom ×105 on the north-east corner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 45 / 79

Page 75: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Velocity u.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 46 / 79

Page 76: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Velocity u. Zoom ×105 on the north-east corner.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 47 / 79

Page 77: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

ε = 10−7

Velocity u. Zoom ×106 on the north-east corner with the mesh.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 48 / 79

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ε = 10−7

Velocity u. Zoom ×106 on the north-east corner w/o the mesh.OK, is not ideal yet...

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 49 / 79

Page 79: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Outline

I Babuska’s Theorem.

I Struggle with discrete stability.

I Optimal test functions and least squares.

I Ultraweak variational formulation and DPG Method.

I Systematic choice of test norm.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 50 / 79

Page 80: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Optimal test norm

Q: Can we select the norm in the test space in such a way that thecorresponding energy norm coincides with the original norm (of choice) in U ?

A: Yes! Choose:

‖v‖V = supu∈U

|b(u, v)|‖u‖U

(under assumption that

V0 = v ∈ V : b(u, v) = 0 ∀u ∈ U

is trivial)

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 51 / 79

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Linear Acoustics. Quasi-optimal test norm

Sesquilinear form

b(U ,V ) = −(u, iωv + ∇q)Ωh− (p, iωq + divv)Ωh

+ < un, q >Γ0h

+ < p, vn >Γh

Trial norm:‖(u, p, un, p)‖2

U = ‖u‖2L2 + ‖p‖2

L2 + ‖u‖2? + ‖p‖2

?

Optimal test norm (unfortunately, non-local ):

‖(v, q)‖2opt = ‖iωv + ∇q‖2

Ωh+ ‖iωq + divv‖2

Ωh

+ supun,p|<un,q>+<p,vn>|

(‖un‖2?+‖p2

?)1/2

Quasi-optimal test norm (local):

‖(v, q)‖2opt = ‖iωv + ∇q‖2

Ωh+ ‖iωq + divv‖2

Ωh+ ‖v‖2 + ‖q‖2

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 52 / 79

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Robust stability result

Theorem: ‡‡ Assume: Ω contractable, impedance BCUse: the quasi-optimal norm to define the minimum energy extension norms forfluxes un and traces p.Then

‖(v, q)‖2opt ≈ ‖(v, q)‖2

qopt (uniformly in k and mesh)

Consequently, we get the robust stability in the desired norm:

(‖u− uh‖2 + ‖p− ph‖2 + ‖un − un,h‖+ ‖p− ph‖2

) 12

. ‖(u, p, un, p)− (uh, ph, un,h, ph)‖E

= BAE of (u, p, un, p) in energy norm

. BAE of (u, p, un, p) in desired norm

‡‡D., J. Gopalakrishnan, I. Muga, and J. Zitelli. “Wavenumber Explicit Analysis for a DPGMethod for the Multidimensional Helmholtz Equation”, ICES Report 2011-24, submitted toCMAME.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 53 / 79

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No pollution in 1D case

In 1D, traces and fluxes and just numbers. Thus, the BAE of fluxes and traces iszero. We get,

(‖u− uh‖2 + ‖p− ph‖2 + ‖un − un,h‖+ ‖p− ph‖2

) 12

. infwh,rh

(‖u− wh‖2 + ‖p− rh‖2

) 12

The BAE of u, p in L2-error is pollution free.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 54 / 79

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2D experiments

Discretization:

I field variables are discretized using isoparametric L2-conforming quads oforder p,u1, u2, p ∈ Pp ⊗ Pp,

I traces are discretized using H1-conforming elements of order p+ 1,

I fluxes are discretized using L2-conforming elements of order p+ 1

I optimal test functions are approximated with polynomials of orderp+ 1 + ∆p, i.e. v ∈ (Pp+∆p+1 ⊗ Pp+∆p)× (Pp+∆p ⊗ Pp+∆p+1),q ∈ Pp+∆p+1 ⊗ Pp+∆p+1

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 55 / 79

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2D experiment A

Exact solution: horizontal plane waveEnriched space: ∆p = 2.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 56 / 79

Page 86: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D experiment A

Ratio of L2 discretization error vs BAE as a function of wave number. DPG vsstandard FEs and Ainsworth-Wajid underintegration scheme.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 57 / 79

Page 87: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D experiment B

Exact solution: plane wave along diagonalEnriched space: ∆p = 2.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 58 / 79

Page 88: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D experiment B

Ratio of L2 discretization error vs BAE as a function of wave number. DPG vsstandard FEs and Ainsworth-Wajid underintegration scheme.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 59 / 79

Page 89: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D experiment C

Exact solution: plane wave along diagonalEnriched space: ∆p = 2.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 60 / 79

Page 90: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D experiment C

Ratio of L2 discretization error vs BAE as a function of wave number. DPG vsstandard FEs and Ainsworth-Wajid underintegration scheme.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 61 / 79

Page 91: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 92: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Classical FEs, four biquadratic elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 93: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 94: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Ainsworth-Wajid quadrature, four biquadratic elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 95: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 96: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

DPG method, four bilinear elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 97: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 50 (8 wavelengths)

Error for the DPG method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 62 / 79

Page 98: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 100 (16 wavelenghts)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 63 / 79

Page 99: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 100 (16 wavelenghts)

Ainsworth-Wajid quadrature, four biquadratic elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 63 / 79

Page 100: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 100 (16 wavelenghts)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 63 / 79

Page 101: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 100 (16 wavelenghts)

DPG method, four bilinear elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 63 / 79

Page 102: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 100 (16 wavelenghts)

Error for the DPG method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 63 / 79

Page 103: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 200 (32 wavelenghts)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 64 / 79

Page 104: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 200 (32 wavelenghts)

Ainsworth-Wajid quadrature, four biquadratic elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 64 / 79

Page 105: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 200 (32 wavelenghts)

Exact solution (real part of pressure).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 64 / 79

Page 106: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 200 (32 wavelenghts)

DPG method, four bilinear elements per wavelength.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 64 / 79

Page 107: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Pekeris problem, k = 200 (32 wavelenghts)

Error for the DPG method.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 64 / 79

Page 108: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

A Recipe:

How to Construct a Robust DPG Method

for the Confusion Problem

(and Any Other Linear Problem as Well )

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 65 / 79

Page 109: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Step 1: Decide what you want

We want the L2 robustness in u:

‖u‖ . ‖(u,σ, u, q)‖E

(a . b means that there exists a constant C, independent of ε such thata ≤ Cb). This implies

‖u− uh‖ . ‖(u− uh,σ − σh, u− uh, q − qh)‖E

= inf(uh,σh,uh,qh)

‖(u− uh,σ − σh, u− uh, q − qh)‖E︸ ︷︷ ︸Best Approximation Error (BAE)

≤ C(ε)hp

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 66 / 79

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Step 2: Select a special test function...

b((u,σ, u, q), (v, τ )) = (σ, 1ετ + ∇v)Ωh

+ (u, divτ − β ·∇v)Ωh

− < u, τn >Γ0h− < q, v >Γh

Choose a test function (v, τ ) such thatv ∈ H1

0 (Ω), τ ∈H(div,Ω)1ετ + ∇v = 0

divτ − β ·∇v = u

Then

‖u‖2 = b((u,σ, u, q), (v, τ )) = b((u,σ,u,q),(v,τ ))‖(v,τ )‖V ‖(v, τ )‖V

≤ sup(v,τ )b((u,σ,u,q),(v,τ ))‖(v,τ )‖V ‖(v, τ )‖V = ‖(u,σ, u, q)‖E ‖(v, τ )‖V

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 67 / 79

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... and request stability of the adjoint problem

Consequently, we need to select the test norm in such a way that

‖(v, τ )‖V . ‖u‖

This gives,‖u‖2 . ‖(u,σ, u, q)‖E ‖u‖

Dividing by ‖u‖, we get what we wanted.The point: Construction of a robust DPG reduces to the classical stabilityanalysis for the adjoint equation!

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 68 / 79

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Step 3: Study the stability of the adjoint equation

Theorem (Generalization of Erickson-Johnson Theorem) (Heuer,D., 2011)

‖v‖‖β ·∇v‖w,

√ε‖∇v‖

‖divτ‖w+ε,1ε‖β · τ‖w,

1√ε‖τ‖

. ‖u‖

where w = O(1) is a weight vanishing on the inflow boundary that satisfies some“mild” assumptions.The terms on the left-hand side are our “Lego”blocks with which we can builddifferent test norms.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 69 / 79

Page 113: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Step 4: Construct test norm(s)

Quasi-optimal test norm:

‖(v, τ )‖21 := ‖v‖2 + ‖1

ετ + ∇v‖2 + ‖divτ − β ·∇v‖2

Weighted norm:

‖(v, τ )‖22 := ε‖v‖2 + ‖β ·∇v‖2

w + ε‖∇v‖2 + ‖τ‖2w+ε + ‖divτ‖2

w+ε

Remark: Both choices imply also L2-robustness in σ, as well as in traces andfluxes measured in special energy norms.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 70 / 79

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Estimates for σ, u, q

Same methodology can be used to design a test norm that will imply,

‖σ‖ . ‖(σ, u, u, q)‖E

In fact both quasioptimal and weighted norms imply the robust estimate for σ.They also imply a robust estimate for traces and fluxes measured in a minimumextension norm implied by the problem,

(∗) ‖(u, q)‖2 := ‖1

εΣ−∇U‖2 + ‖ − divΣ + β ·∇U‖2

where Σ, U are extensions of u, q from mesh skeleton to the whole domain,

U = u on Γ0h, (Σ− βU) · ne = q on Γh

that minimize the right hand side of (∗).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 71 / 79

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Pros and cons for both test norms

I The quasi-optimal test norm produces strong boundary layers that need to beresolved, also in 1D,

Left: τ and v components of the optimal test function corresponding to trial

function u = 1 and element size h = 0.25, along with the optimal hp subelement

mesh. Right: 10 × zoom on the left end of the element.

Determining optimal test functions is expensive.I The weighted test norm produces no boundary layers. Solving for the optimal

test functions is inexpensive.I Quasi-optimal test norm yields better estimates for the best approximation

error measured in the corresponding energy norm.Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 72 / 79

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2D: Model problem of Erickson and Johnson

Ω = (0, 1)2, β = (1, 0), f = 0, u0 =

sinπy on x = 00 otherwise

The problem can be solved analytically using separation of variables.

Velocity u and “stresses” σx, σy (using scale for σy) for ε = 0.01.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 73 / 79

Page 117: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D: Weighted norm, ε = 10−2, 10−3, 10−4

Weight: w = x.

Left: convergence in energy error. Right: convergence in relative L2-error for thefield variables (in percent of their L2-norm).

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 74 / 79

Page 118: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

2D: Weighted norm, ε = 10−2, 10−3, 10−4

Ratio of L2 and energy norms.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 75 / 79

Page 119: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 120: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 121: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 122: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 123: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 124: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 125: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Conclusions

I DPG method with optimal test functions guarantees automatically discretestability for any linear problem.

I Performance of the method depends upon the choice of the test norm.

I One can systematically select test norms to execute a required type ofstability and convergence.

I The methodology can be used to design robust discretization methods forsingular perturbation problems.

I Some choices of test norms, suitable for stability, may produce optimal testfunctions with boundary layers which are difficult to resolve.

I The implied discrete stability holds for hp meshes enabling hp-adaptivity.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 76 / 79

Page 126: DISCRETE STABILITY, DPG METHOD AND LEAST SQUARESleszek/presentations/DPGdstab.pdfOutline I Babu ska’s Theorem. I Struggle with discrete stability. I Optimal test functions and least

Thank You !

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 77 / 79

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DPG references

I L. Demkowicz and J. Gopalakrishnan, “A class of discontinuous Petrov-Galerkin methods. Part I: The transport equation,” CMAME, 199(23-24),1558–1572, 2010.

I L. Demkowicz and J. Gopalakrishnan, “A class of discontinuous Petrov-Galerkin methods. Part II: Optimal test functions,” Num. Meth. Part.D.E., 27, 70-105, 2011 (proceedings of Mafelap 2009).

I L. Demkowicz, J. Gopalakrishnan and A. Niemi, “A class of discontinuous Petrov-Galerkin methods. Part III: Adaptivity,” ICES Report 2010-01,App. Num Math., in review.

I A. Niemi, J. Bramwell and L. Demkowicz, “Discontinuous Petrov-Galerkin Method with Optimal Test Functions for Thin-Body Problems in SolidMechanics,” CMAME, 200, 1291-1300, 2011.

I J. Zitelli, I. Muga, L, Demkowicz, J. Gopalakrishnan, D. Pardo and V. Calo, “A class of discontinuous Petrov-Galerkin methods. IV: Wavepropagation problems,” J.Comp. Phys., 230, 2406-2432, 2011.

I J. Bramwell, L. Demkowicz and W. Qiu, “Solution of Dual-Mixed Elasticity Equations Using AFW Element and DPG. A Comparison,” ICESReport 2010-23.

I J. Chan, L. Demkowicz, R. Moser and N Roberts, “A class of discontinuous Petrov-Galerkin methods. Part V: Solution of 1D Burgers andNavier–Stokes Equations,” ICES Report 2010-25.

I N,V. Roberts, D. Ridzal, P.N. Bochev, L. Demkowicz, K.J. Peterson and Ch. M. Siefert, “Application of a Discontinuous Petrov-Galerkin Methodto the Stokes Equations,” CSRI Summer Proceedings 2010.

I L. Demkowicz and J. Gopalakrishnan, “Analysis of the DPG Method for the Poisson Equation,” ICES Report 2010-37, SIAM J. Num. Anal.,accepted.

I L. Demkowicz, J. Gopalakrishnan, I. Muga, and J. Zitelli. “Wavenumber Explicit Analysis for a DPG Method for the Multidimensional HelmholtzEquation”, ICES Report 2011-24, submitted to CMAME.

I J. Bramwell, L. Demkowicz, J. Gopalakrishnan, and W. Qiu. “A Locking-free hp DPG Method for Linear Elasticity with Symmetric Stresses”,Technical Report 2369, Institute for Mathematics and Its Applications, May 2011, (http://www.ima.umn.edu/preprints/may2011/may2011.html),submitted to Num. Math.

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 78 / 79

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Acknowledgments

Past and Current Support:Boeing CompanyDepartment of Energy (National Nuclear Security Administration)[DE-FC52-08NA28615]KAUST (collaborative research grant)Air Force[#FA9550-09-1-0608]

Troy, Oct 5, 2011 Discrete Stability, DPG Method and Least Squares 79 / 79