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$Linfty$ estimates of optimal order for Galerkin methods to second order hyperbolic differential equations

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J. Korean Math. Soc. 29 (1992), No. 2, pp. 225-238

Loo ESTIMATES OF OPTIMAL ORDER FOR GALERKIN METHODS TO SECOND ORDER HYPERBOLIC DIFFERENTIAL EQUATIONS

MI-RAv

OHM

1.

Introduction

ID tllls-paper-we-winoonsio.er fimieetement approximations-on the solutions of the second order hyperbolic boundary value problem:

(1.1)

it - Au = f in n x (0, T]

u

= 0 on an x (0, T]

u(O) =

Uo,

ti(O) =

Ut ID

n

The aim of this paper is a Loo-boundedness of Standard-Galerkin- approximations for (1.1).

For the Ritz-approximations on the solution of second order elliptic boundary value problem, in Scott [8] for N = 2 dimensions it is proven:

The proof is based on a careful analysis of the approximability of the Green's function in the norm of Wf.

In Nitsche [3] for arbitrary dimensions the a priori estimate

was shown.

Generalizing earlier results of Natterer the proof is based on the extensive use of certain weighted nonns which are in the case of finite elements strongly connected with Loo-norms.

Received February 29, 1991. Revised November 15, 1991.

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226 Mi-Ray Ohm

o 0

The Galerkin-approximation Uh = Uh(t) E Sh

~

Ht on (1.1) is defined by

o

(1.2) (Uh,X) +D(uh'x) = (f,x) for x E Sh and t E (O,T]

with (1.3)

where Q

h

denote the projection onto S

h, (., .)

is L

2

-sca1ar product and

D(·,:).is

Dirichlet-iIltegr~.

. . .. . .

The estimate of the error .e. = .. u...." Uh will be derived making use

o

of the Ritz:-appr()xima:tion Uh ::::; Rh 6.

- t

f. E Sh of the corresponding Dirichlet problems:

-.6:1£ == f

In

0 1£=0 on ao

o

The Ritz-approximation

Uh

=

R h

6.-

t

f

E Sh

is defined by

o

D(Uh,x) = (f,x) for XESh.

In Nitsche [3] the estimates for arbitrary dimension (1.4)

(1.5)

111£ -

RhuIIL;' :::;

chkllullw~, k:$

m

<-

111£ -

Rhu llL2 :::;chkllullwf'

k:::;

m

by applicati<>n of finite element of order m

~

3 are proven.

For our theorems we derive the projection·Qh in (1.6) below:

Uh(O)

=

Qh(UO)

:=

Rh(UO) Ul(O) = Qh(Ut)

:=

Rh(Ut).

Our main theorem is

The method used is similar to Natterer: we first derive some error esti-

mates in weighted Sobolev-norms and then turn over to Loo-estimates.

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Loo estimates of optimal order for Galerkin methods 227

2. Notations, Finite Elements

In the following 0

~ RN

for N

=

2,3 denotes a bounded domain with boundary ao sufficiently smooth. For any 0'

~

0 let W;(O') be the Sobolev space of functions having Lp-integrable derivatives of order up to

k.

The norms are indicated by the corresponding subscripts.

( _ rr

IIUIIW;(o') ; = )

L...J JJ '

IV

tl

a

l9 °

lIullwlo

(0') :=

max ess - sup IDaul,

00

10'1$"

0'

p= 00.

In the case

p :::

2 we also adopt H,,(O')

=

Wf(O'). The norms then are written shortly 11 ,11",0'

=

11·

IIw;(o').

In addition we will use the abbreviation for boundary norms 1·1",0'

=

lI'lIw;(80')' Moreover, 0' is skipped in case of 0' = 0 and k in case of k = O. The use of weighted norms and semi-norms will be essential. They are defined by

with J.l given by

(2.1) J.l

=

J.l(x)

=

Ix - xol

2

+

{!2

(xo

E

0,

(!

> 0)

The boundary semi-norms 1,10',0' are defined in the corresponding way.

By rh a subdivision of 0 into generalized simplicies 6 is meant,; 6 is simplex

if

6 intersects ao in at most a finite number of points and otherwise one of the faces may be curved. rh is called n-regular if to any 6 E rh there are two spheres of diameters n -1 h and nh such that 6 contains the one and is contained in the other.

The finite element space Sh ::: S(rh) we will work with have the following structure: Let m be an integer fixed. Any element of Sh is continuous in 0 and the restriction to 6 E rh is a polynomial of degree less than m. In curved elements we use isoparametric modifications as

o 0

discussed by Zlamal [10]. Sh is the intersection of Sh and Ht, the

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closure in HI of the functions with compact support. By construction we have Sh

~

HI' but in general Sh fJ: Hk for k 2:: 2.. It is usefulto in- troduce the spaces H1

=

H1 (rh) consisting of functions the restriction of which to any A is in Hk(A). Obviously Sh

~

HA: for all k. Parallel to the above we use 'broken' seminorms

{ }

1/2

IIVkvll~ = L IIVkvll~,~

~erh

{ }

1/2 k .,' . . . k 2 " ,

IV' via=: ;EIVvla,A ". ,

~erh

Let Lp(O, T;X) denote those vector-valued' maps of [0, T] into. X such that IIv 1I1p

(O,T;X)

=

JoT

Uv(t)lI~dt <

00,

1 5

p

<

00

and Loo(O, Tj X) those maps such that

I!vI!Loo(O,T;X)

=

sUPO<t<T

IIv(t)IIx <

00.

3. Approximation Theory in Weighted Norms

LEMMA 3.1. [Nitsche 4]. Let rh be an n-regular Subdivision of n and

(!

2::

1'1

h with

1'1 :-:-

2n. Then

(i) To any v E Ht with f 5 m there

is

axE Sh according to IIVk(v -

x)/I~

5

chi-kIlVivll~

05

k

< f 5 m

(ii) For x E Sh and 0 5 k < f < m inverse relations of the type

/IVixll~

5

ch-(l-k)IIVkxll~

holds true.

In the subsequent sections we

will

apply these approximation result to functions v of the structure v =

p-a<p

with

<p E

Sh. Then a certain super-approximability property holds:

o

LEMMA 3.2. [Nitsche 4]. Let

<p E

Sh (resp. ShY be given. The

o

function

p-a<p

can be approximated by an element x

E

Sh (resp. ShY . according to

IIv

k(p-a<p -

x)lIp 5 c{h m-

k

/l<PIl,s+2a+m + h

2- k

IlVcpl!,s+2a+l}.

(5)

Loo estima.tes of optimal order for Galerkin methods 229 LEMMA

3.3. For (3

~

0,

holds true.•

Proof·

Weighted Norms are strongly connected with the Loo-norm.

LEMMA

3.4. [Nitsche 4]. Let a >

~.

Then for any v E Loo it is

For elements in the space S

h

there is the counterpart:

LEMMA

3.5. [Nitsche 4]. Let a >

~

and h $ p. Then for x E

Sh

the inequality

holds true.

REMARK

1. The last two lemmas show that the a-norm and the Loo-norm

are

equivalent in the space

Sh.

o 0 0

For

<p E

S

h ~

HI, define w

E

HI n H

3:

(3.1)

-&u

=

p.-2<p

m 0

w

= 0 on ao.

LEMMA

3.6. [Nitsche 4].

o

for

w E

HI n H

3 .

(6)

LEMMA

3.7. [Nitsche 5]. Let N ~ 2, a = ~. Then for any w E

holds true.

o LEMMA

3.8. [Nitsche 5]. For N = 3 and

wE

HI n H

2

4. Boundedness in Weighted Norms For the error

holds the equation

(4.2)

o

(e,x)+D(e,x)=O for XESh.

With the choice of Ritz-approximation U

h

as appropriate approxi- mation in (1.2)

o

D(f,X) = 0 for x

E

Sh holds true.

It is easy to see from (4.1) and (4.2)

o

(4.3) (~,x) + D(4),x) = (e,x) for x E Sh.

We shall derive estimates in weighted norms for 4> and V 4>. These

estimates will be absolutely fundamental in our analysis of the conver- gence of the Galerkin-approximations to (1.1).

THEOREM

4.1. Let p

~

;2h with;2 appropriately chosen. Then

(i) for N = 2:

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Loo estimates of optimal order for Galerkin methods 231

(ii)

for

N = 3:

Proof. Let a and N be appropriately chosen. It is:

From (4.3) and (4.4), for some

x

E Sh:

\IV4>\I~ ~ D(4),p-a4> - x) - (e - ~,p-a4> - x) + (e - ~,4»a + C\l4>\I~+l·

By Schwarz' inequality, we can obtain:

and

D(u,v)

~

\IVull-a,\IVvlla,

for some a'.

And because of \Ip-a4>lh-a = 114>\Ia+I,

\IV4>II~ ~ ~\IV4>II~ + IIV(p-a cP - x)lI~a + c2{\Ie - ~\I~-l + \I4>\I~+tl

+ \Ip-a4> - xIIi-a.

Lemma 3.2 with

k

= 0, 1 gives

and

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o

for some x E Sh.

From Lemma 3.3 and

~

< 1, it follows that

and

Hence

With the choice 1'3

:=Max{'Yt,4(C3

+ C4)} for p

~

'Y3h,

1

h

1

_+ 2(c 2 + c 2)(_)2 < -.

4

3 4 P 2

Then

for some a and N.

o 0 0

In order to estimate for

1Ir/J1I~

for rp E Sh

~

HI, define wE HI n H

3

by (3.1). It follows from (4.3) that

1Ir/J1I~ = D(r/J,w) = D(r/J,w - x) - (e - ~,w - x) + (e - ~,w).

From Lemma 3.1 it follows that

D(r/J,w - x) :5I1Vr/JlhIlV(w - x)II-I :5I1Vr/Jlhch2I1V3wll_I.

Lemma 3.6 gives

D(rp,w - x):5 c-{IIVr/JII~ h + 1Ir/Jlln·

p .

(9)

Loo estimates of optimal order for Galerkin methods 233

And by Schwarz' inequality

(e - ~,w - x) :::; lie - ~lIl1w - xII

and

(e - ~,w)

:::;

lie - ~lIl1wll·

Since

~

< 1, with Lemma 3.1 and 3.6

Hence

with 6 > O.

For the estimate of IIwll in (4.6), the case of 2 or 3 dimensions have to be treated separately. This will be clearer because of Lemma 3.7 and 3.8. Now let us consider the case of N

=

2 dimensions. For

o

w

E HI n H

2

in case of

N

= 2 and a = ~ = 1:

And in the case of N

=

3, Lemma 3.8 gives the boundedness of IIwll.

Hence

and

(4.5) gives for a

=

1 and for some N

(10)

Choose in case of N = 2:

(4.7)

Then for

p ~

'Y2h with 'Y2 := Maxhs,4c7(1 + C6)},

(c/: + egop-2)(1 + C6) < 1

p

holdsJrue.

In the case ofN=3:forp

~

'Y2h,substitute in (4.7) p2 forp and.eg for

CIO.

Then for N

=

2, 3

114>1I~

and IIV 4>111 in Theorem 4.1 is bounded by lIe-JII

2

THEOREM

4.2. Let N = 2,3. Then

114>IILo(o,T;H2) ~ cpN-4{IIellloo(o,T;L2) + lI"e·lli,(o,T;L2)}·

Proof· Theorem 4.1

giv~

for N = 2,3

Differentiating (4.3) with respect to time:

("¥,x)+D(~,x)=C€·,x) for tE(O,T] and x

ESk.o

Take x

:=

J E

Sk.

Then (4.8)

Integrating (4.8):

Lt (¥, J)(z)dz + Lt D(~, J)(z)dz = Lt Cf·, ~)(z)dz.

Since

(11)

Looestimates of optimal order for Galerkin methods 235

and

l o

t

D(tP,tP)(z)dz

H

= 2 11

0t

dtIlVtPII2(z)dz, d .

we

can obtain with ~(O) = 0

IIJ1I 2(t) -IIJII2 (0) + IIV~1I2(t) = 2 rC€",~)(z)dz

vu

$

21

t

1I"€'II(z)II~II(z)dz

$1

t

lI"e·,,2(z)dz + it 1I~,,2(z)dz.

Hence

By Gronwall's lemma,

From (4.3) with tP(O) = 0,

1I~(0)1I2 = (~(O), ~(O» = -D(tP(O), ~(O» + (e(O), ~(O»

$ lIe(O)III1~(O)II·

Since II~(O)II $ lIe(O)II,

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5. Boundedness in Loo(O, T; Loo(n»-Norms For fixed

t

E [0, T] there exists x = Xt E n such that

~(x,t)

=

±1I~(t)IILoo.

For the weight function J.L = Ix - xo

12

+ p2. Choose Xo := x and

p:='Y2

h .

Let

~ E

rh be the simplex with x

E ~.

Since rh is n-regular subdivision, Ix - xl :$ nh and

Since

~

is a polynomial of degree less than m on

~,

t/> is an element of finite dimensional spaces and in this spaces two norms are equivalent.

With K:= K(N,m,n) (5.2)

holds true.

(5.1) impliesforN= 2:

h- 2 / L ~2dx :$ cp2 1L J.L-2~2dx = cp211~1I~,

and for N = 3:

h-

3

lL ~2dx:$ cp /L J.L-2~2dx = cpll~lg.

From (5.2) for N = 2,3

1I~lIioo(A)(t) :$ Kh- N /L ~2dx :$ Kcp4-NII~II~.

Then Theorem 4.2 implies

For the error

of Ritz-approximation, (1.4) and (1.5) give.

We collect the Loo(O, T; Loo(n»-estimates in he following

way:

(13)

Loo estimates of optimal order for Galerkin methods 237

THEOREM

5.1. For finite element of order m

~

3, tbe error between tbe solution of a second order byperbolic boundary value problem and tbe Galerkin approximation

Uh

in case of N

=

2,3 under tbe assump- tions

U E

Loo(O, T; W~(Q»

ii

E= £',,,(0.

T:

w.,k(Q))

"ii

E

L

2

(0, T; W;(Q))

is of tbe order h

k

witb k

~ m.

That is,

lI e IlL=(o,T;L=(O» ~ chm{lIuIIL=(o,T;W~)

+ ll ii

IlL=(o,T;W2")

+ l\" ii

Il L2 (o,T;W2")}'

References

1.Robert A. Adams, Sobole1J Space, Academic Press, New York, San Francisco, London, 1975.

2. O. Axellson and V. A. Barker, Finite Element Solution of Boundary VAlue Problem, Acad. pr. 1984, XVIII.

3. J. Nitsche,Loo-convergence of Finite Element Approximation, 2nd Conference on Finite Elements, Rennes (May 1975).

4. ,Loo-convergence of Finite Element Galerkin Approximations, for Par- abolic Problems, R.A.I.R.O., Anal. Num. 13 (1979), 31-54.

5. , Sckauder Estimates for Finite Element Approximatiorn on second order Elliptic Boundary Value Problems, Proceedings of the Special Year in Numerical Analysis, Lecture Notes No. 20., Univ. of Maryland, I. Babuska, T.-P.Liv,J. Osborneds.4 (1981), 290-343.

6. , and M. Wheeler, Loo-Roundedness of the Finite Element Galerkin Op- erator for parabolic Problems, Numer. Funet. Anal. And Optimiz., (1981-1982), 325-353.

7.A. H.Schatz and L.B.Wahlbin, Maximum Norm Estimates in the Finite Ele- ment Method on Plane Polygonal Domairn, Math. Comp., 32, (1978),73-109.

8. R. Scott, Optimal Loo-Estimates for the Finite Element Method on Irregular Meshes, Math. Comp., 30, Nr. 136 (1976), 681-697.

9. M. F. Wheeler, Loo-Estimates of Optimal Orders for Galerkin Methods for one-dimensional second order parabolic and hyperbolic Equations, SIAM. J.

Number. Anal. 10, (1973), 908-913.

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10. M. Zlamal, Curved Elements in the Finite Element Method, Part I: SIAM J. Num. Anal. 10(1973), 229-240, Part 11: SIAM J.Num. Anal. 11 (1974), 347-362.

Department of Mathematics

Pusan National University

Pusan 609-735, Korea

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