Convergence rates for an adaptive dual weighted residual finite element algorithm

• Published in: BIT (Nordisk Tidskrift for Informationsbehandling) 2006-06, Vol.46 (2), p.367-407
• Main Authors: MOON, K.-S, VON SCHWERIN, E, SZEPESSY, A, TEMPONE, R
• Format: Article
• Language: English
• Subjects: a posteriori error; adaptive methods; approximation; bounds; computational complexity; estimate; estimators; Exact sciences and technology; finite elements; MATEMATIK; MATHEMATICS; mesh refinement algorithm; Numerical analysis; Numerical analysis. Scientific computation; Partial differential equations, boundary value problems; partial-differential-equations; posteriori error estimation; Sciences and techniques of general use; weak
• ISSN: 0006-3835; 1572-9125; 1572-9125
• DOI: 10.1007/s10543-006-0058-z

Basic convergence rates are established for an adaptive algorithm based on the dual weighted residual error representation, [GRAPHICS] applied to isoparametric d-linear quadrilateral finite element approximation of functionals of multi scale solutions to second order elliptic partial differential equations in bounded domains of R-d. In contrast to the usual aim to derive an a posteriori error estimate, this work derives, as the mesh size tends to zero, a uniformly convergent error expansion for the error density, with computable leading order term. It is shown that the optimal adaptive isotropic mesh uses a number of elements proportional to the d/2 power of the Ld/d+2 quasi-norm of the error density; the same error for approximation with a uniform mesh requires a number of elements proportional to the d/2 power of the larger L-1 norm of the same error density. A point is that this measure recognizes different convergence rates for multi scale problems, although the convergence order may be the same. The main result is a proof that the adaptive algorithm based on successive subdivisions of elements reduces the maximal error indicator with a factor or stops with the error asymptotically bounded by the tolerance using the optimal number of elements, up to a problem independent factor. An important step is to prove uniform convergence of the expansion for the error density, which is based on localized averages of second order difference quotients of the primal and dual finite element solutions. The averages are used since the difference quotients themselves do not converge pointwise for adapted meshes. The proof uses weak convergence techniques with a symmetrizer for the second order difference quotients and a splitting of the error into a dominating contribution, from elements with no hanging nodes or edges on the initial mesh, and a remaining asymptotically negligible part. Numerical experiments for an elasticity problem with a crack and different variants of the averages show that the algorithm is useful in practice also for relatively large tolerances, much larger than the small tolerances needed to theoretically guarantee that the algorithm works well.