Quadratic C1-spline collocation for reaction-diffusion ... filegeneral theory for spline-collocation...
Transcript of Quadratic C1-spline collocation for reaction-diffusion ... filegeneral theory for spline-collocation...
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Quadratic C1-spline collocation forreaction-diffusion problems
Torsten Linss1 Goran Radojev2 Helena Zarin2
1Fakultät für Mathematik und Informatik, FernUniversität in Hagen, Germany2Department of Mathematics and Informatics, University of Novi Sad, Serbia
"Numerical analysis for Singularly Perturbed Problems"Workshop dedicated to the 60th birthday of Prof. Martin Stynes
TU Dresden, November 16-18, 2011
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Outline
Introduction (problem, idea)Layer-adapted meshInterpolation errorCollocation method
StabilityMaximum-norm a priori error boundMaximum-norm a posteriori error boundAn adaptive algorithm
Numerical experimentsConclusion
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Reaction-diffusion problem
Reaction-diffusion problemLu := −ε2u′′ + ru = f in (0,1),
u(0) = γ0, u(1) = γ1
ε ∈ (0,1], r ≥ %2 > 0 on [0,1]
(1)
0.2 0.4 0.6 0.8 1.0 1.2
0.5
1.0
1.5
¶ = 10-1
¶ = 10-2
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Reaction-diffusion problem
Reaction-diffusion problemLu := −ε2u′′ + ru = f in (0,1),
u(0) = γ0, u(1) = γ1
ε ∈ (0,1], r ≥ %2 > 0 on [0,1]
(1)
0.2 0.4 0.6 0.8 1.0 1.2
0.5
1.0
1.5
¶ = 10-1
¶ = 10-2
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Idea
C. de Boor, B. Swartz (SIAM J. Numer. Anal, 1973):general theory for spline-collocation methods applied toclassical (not SP) BVPs
transition to SPBVPs
bounds with “constants” that tend to infinity when ε→ 0
different approach
quadratic C1-splines on a special modified Shishkin mesh
Surla, Uzelac (ZAMM, 1997):quadratic C1-spline collocation, layer-adapted mesh, nodalbasis, mesh points as dof’s⇒ O(N−2 ln2 N)
LRZ (submitted to NA, 2011):B-spline basis⇒ O(N−2 ln2 N)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Idea
C. de Boor, B. Swartz (SIAM J. Numer. Anal, 1973):general theory for spline-collocation methods applied toclassical (not SP) BVPs
transition to SPBVPs
bounds with “constants” that tend to infinity when ε→ 0
different approach
quadratic C1-splines on a special modified Shishkin mesh
Surla, Uzelac (ZAMM, 1997):quadratic C1-spline collocation, layer-adapted mesh, nodalbasis, mesh points as dof’s⇒ O(N−2 ln2 N)
LRZ (submitted to NA, 2011):B-spline basis⇒ O(N−2 ln2 N)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Idea
C. de Boor, B. Swartz (SIAM J. Numer. Anal, 1973):general theory for spline-collocation methods applied toclassical (not SP) BVPs
transition to SPBVPs
bounds with “constants” that tend to infinity when ε→ 0
different approach
quadratic C1-splines on a special modified Shishkin mesh
Surla, Uzelac (ZAMM, 1997):quadratic C1-spline collocation, layer-adapted mesh, nodalbasis, mesh points as dof’s⇒ O(N−2 ln2 N)
LRZ (submitted to NA, 2011):B-spline basis⇒ O(N−2 ln2 N)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Idea
C. de Boor, B. Swartz (SIAM J. Numer. Anal, 1973):general theory for spline-collocation methods applied toclassical (not SP) BVPs
transition to SPBVPs
bounds with “constants” that tend to infinity when ε→ 0
different approach
quadratic C1-splines on a special modified Shishkin mesh
Surla, Uzelac (ZAMM, 1997):quadratic C1-spline collocation, layer-adapted mesh, nodalbasis, mesh points as dof’s⇒ O(N−2 ln2 N)
LRZ (submitted to NA, 2011):B-spline basis⇒ O(N−2 ln2 N)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Idea
C. de Boor, B. Swartz (SIAM J. Numer. Anal, 1973):general theory for spline-collocation methods applied toclassical (not SP) BVPs
transition to SPBVPs
bounds with “constants” that tend to infinity when ε→ 0
different approach
quadratic C1-splines on a special modified Shishkin mesh
Surla, Uzelac (ZAMM, 1997):quadratic C1-spline collocation, layer-adapted mesh, nodalbasis, mesh points as dof’s⇒ O(N−2 ln2 N)
LRZ (submitted to NA, 2011):B-spline basis⇒ O(N−2 ln2 N)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Properties of the exact solution
The Green’s function
‖rG(x , ·)‖1 ≤ 1, ‖Gξ(x , ·)‖1 ≤ (%ε)−1 , ‖Gξξ(x , ·)‖1 ≤ 2ε−2
Lemma (Derivative bounds)
Let r , f ∈ C4[0,1]. Then∣∣u(k)(x)∣∣ ≤ C
{1 + ε−k e−%x/ε + ε−k e−%(1−x)/ε
},
for x ∈ (0,1), k = 0, . . . ,4. Furthermore, the solution can bedecomposed as u = v + w0 + w1. For k = 0, . . . ,4, the regularsolution component v satisfies
∥∥v (k)∥∥∞ ≤ C, while for the layer
parts w0 and w1 we have∣∣w (k)0 (x)
∣∣ ≤ Cε−k e−%x/ε,∣∣w (k)
1 (x)∣∣ ≤ Cε−k e−%(1−x)/ε, x ∈ [0,1].
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Properties of the exact solution
The Green’s function
‖rG(x , ·)‖1 ≤ 1, ‖Gξ(x , ·)‖1 ≤ (%ε)−1 , ‖Gξξ(x , ·)‖1 ≤ 2ε−2
Lemma (Derivative bounds)
Let r , f ∈ C4[0,1]. Then∣∣u(k)(x)∣∣ ≤ C
{1 + ε−k e−%x/ε + ε−k e−%(1−x)/ε
},
for x ∈ (0,1), k = 0, . . . ,4. Furthermore, the solution can bedecomposed as u = v + w0 + w1. For k = 0, . . . ,4, the regularsolution component v satisfies
∥∥v (k)∥∥∞ ≤ C, while for the layer
parts w0 and w1 we have∣∣w (k)0 (x)
∣∣ ≤ Cε−k e−%x/ε,∣∣w (k)
1 (x)∣∣ ≤ Cε−k e−%(1−x)/ε, x ∈ [0,1].
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Smoothed Shishkin mesh
Shishkin-mesh transition point
λ := min{σε
%ln N,q
}, q ∈ (0,1/2), σ > 0
The mesh ∆ : x0 < x1 < · · · < xN is generated by xi = ϕ(i/N)with the mesh generating function
ϕ(t) :=
λq t t ∈ [0,q],
κ(t) := p(t − q)3 + λq t t ∈ [q,1/2],
1− ϕ(1− t) t ∈ [1/2,1],
where p is chosen such that ϕ(1/2) = 1/2.Note, that ϕ ∈ C1[0,1] with ‖ϕ′‖∞, ‖ϕ′′‖∞ ≤ C.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Smoothed Shishkin mesh
Shishkin-mesh transition point
λ := min{σε
%ln N,q
}, q ∈ (0,1/2), σ > 0
The mesh ∆ : x0 < x1 < · · · < xN is generated by xi = ϕ(i/N)with the mesh generating function
ϕ(t) :=
λq t t ∈ [0,q],
κ(t) := p(t − q)3 + λq t t ∈ [q,1/2],
1− ϕ(1− t) t ∈ [1/2,1],
where p is chosen such that ϕ(1/2) = 1/2.Note, that ϕ ∈ C1[0,1] with ‖ϕ′‖∞, ‖ϕ′′‖∞ ≤ C.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
The interpolation error for piecewise quadratic splines
Notation:
There midpoints of the mesh intervals Ji := [xi−1, xi ] aredenoted with
xi−1/2 := (xi−1 + xi) /2 = xi−1 + hi/2, i = 1, . . . ,N.
For, m, ` ∈ N, m < `, let
Sm` (∆) :=
{s ∈ Cm[0,1] : s|Ji ∈ Π`, for i = 1, . . . ,N
}.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
S02 -interpolation
Given an arbitrary function g ∈ C0[0,1], consider theinterpolation problem of finding I0
2g ∈ S02 (∆) with(
I02g)
i = gi , i = 0, . . . ,N, and(I02g)
i−1/2 = gi−1/2, i = 1, . . . ,N.
Theorem 1
Assume r , f ∈ C4[0,1]. Then the interpolation error u − I02u for
the solution of (1) on a smoothed Shishkin mesh with σ ≥ 3satisfies ∥∥u − I0
2u∥∥∞ ≤ CN−3 ln3 N,
ε2 maxi=1,...,N
∣∣∣(u − I02u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
S02 -interpolation
Given an arbitrary function g ∈ C0[0,1], consider theinterpolation problem of finding I0
2g ∈ S02 (∆) with(
I02g)
i = gi , i = 0, . . . ,N, and(I02g)
i−1/2 = gi−1/2, i = 1, . . . ,N.
Theorem 1
Assume r , f ∈ C4[0,1]. Then the interpolation error u − I02u for
the solution of (1) on a smoothed Shishkin mesh with σ ≥ 3satisfies ∥∥u − I0
2u∥∥∞ ≤ CN−3 ln3 N,
ε2 maxi=1,...,N
∣∣∣(u − I02u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
S12 -interpolation
Given an arbitrary function g ∈ C0[0,1], consider theinterpolation problem of finding I1
2g ∈ S12 (∆) with(
I12g)
0 = g0,(I12g)
i−1/2 = gi−1/2, i = 1, . . . ,N,(I12g)
N = gN .
Theorem 2
Assume r , f ∈ C4[0,1]. Then the interpolation error u − I12u for
the solution u of (1) on a smoothed Shishkin mesh with σ ≥ 4satisfies
maxi=0,...,N
∣∣∣(u − I12u)
i
∣∣∣ ≤ CN−4 ln4 N,∥∥u − I12u∥∥∞ ≤ CN−3 ln3 N,
ε2 maxi=1,...,N
∣∣∣(u − I12u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
S12 -interpolation
Given an arbitrary function g ∈ C0[0,1], consider theinterpolation problem of finding I1
2g ∈ S12 (∆) with(
I12g)
0 = g0,(I12g)
i−1/2 = gi−1/2, i = 1, . . . ,N,(I12g)
N = gN .
Theorem 2
Assume r , f ∈ C4[0,1]. Then the interpolation error u − I12u for
the solution u of (1) on a smoothed Shishkin mesh with σ ≥ 4satisfies
maxi=0,...,N
∣∣∣(u − I12u)
i
∣∣∣ ≤ CN−4 ln4 N,∥∥u − I12u∥∥∞ ≤ CN−3 ln3 N,
ε2 maxi=1,...,N
∣∣∣(u − I12u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Let ∆ be an arbitrary partition of [0,1]. Our discretisation is:Find u∆ ∈ S1
2 (∆) such that
u∆,0 = γ0,(Lu∆
)i−1/2 = fi−1/2, i = 1, . . . ,N, u∆,N = γ1.
Let {ϕi}N+1i=0 be the B-spline basis in S1
2 (∆). Then we mayrepresent u∆ as
u∆ :=N+1∑k=0
αkϕk ,
where the αk are determined by collocation.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Collocation equation is equivalent to
α0 = γ0, [Lα]i−1/2 = fi−1/2, i = 1, . . . ,N, αN+1 = γ1
with α := (α0, . . . , αN+1)T ∈ RN+2 and
[Lα]i−1/2 := − ε2[
2(αi+1 − αi)
hi(hi + hi+1)− 2(αi − αi−1)
hi(hi−1 + hi)
]+ ri−1/2
[q+
i αi+1 +(1− q+
i − q−i)αi + q−i αi−1
],
q+i :=
hi
4(hi + hi+1)and q−i :=
hi
4(hi + hi−1),
for i = 1, . . . ,N and h0 = hN+1 = 0.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Stability
The operator L is not inverse monotone. Nonetheless, we canestablish its maximum-norm stability.
Theorem 3Assume, there exists a constant κ > 0 such that h1 ≥ κh2,hN ≥ κhN−1 and
max{
hi+1,hi−1}≥ κhi , i = 2, . . . ,N − 1.
Then the operator L is maximum-norm stable with
‖γ‖∞ := maxi=1,...,N
|γi | ≤2(1 + κ)
κmax
i=1,...,N
∣∣∣∣∣ [Lγ]i−1/2
ri−1/2
∣∣∣∣∣≤ 2(1 + κ)
κ%2 ‖Lγ‖∞ ,
for all γ ∈ RN+20 :=
{v ∈ RN+2 : v0 = vN+1 = 0
}.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a priori error bound
Theorem 4Let u be the solution of (1) and u∆ its approximation by thecollocation method on a smoothed Shishkin mesh with σ ≥ 4. Ifassumptions of Theorems 2 and 3 hold true, then
‖u − u∆‖∞ ≤ CN−2 ln2 N.
Proof.
‖u − u∆‖∞ ≤ ‖u − I12u‖∞ + ‖I1
2u − u∆‖∞
≤ CN−3 ln3 N + ‖α− β‖∞ , I12u =
N+1∑k=0
βkϕk
‖α− β‖∞ ≤ C maxi=1,...,N
∣∣∣[L (α− β)]i−1/2
∣∣∣= C max
i=1,...,N
∣∣∣ε2(u − I12u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a priori error bound
Theorem 4Let u be the solution of (1) and u∆ its approximation by thecollocation method on a smoothed Shishkin mesh with σ ≥ 4. Ifassumptions of Theorems 2 and 3 hold true, then
‖u − u∆‖∞ ≤ CN−2 ln2 N.
Proof.
‖u − u∆‖∞ ≤ ‖u − I12u‖∞ + ‖I1
2u − u∆‖∞
≤ CN−3 ln3 N + ‖α− β‖∞ , I12u =
N+1∑k=0
βkϕk
‖α− β‖∞ ≤ C maxi=1,...,N
∣∣∣[L (α− β)]i−1/2
∣∣∣= C max
i=1,...,N
∣∣∣ε2(u − I12u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a priori error bound
Theorem 4Let u be the solution of (1) and u∆ its approximation by thecollocation method on a smoothed Shishkin mesh with σ ≥ 4. Ifassumptions of Theorems 2 and 3 hold true, then
‖u − u∆‖∞ ≤ CN−2 ln2 N.
Proof.
‖u − u∆‖∞ ≤ ‖u − I12u‖∞ + ‖I1
2u − u∆‖∞
≤ CN−3 ln3 N + ‖α− β‖∞ , I12u =
N+1∑k=0
βkϕk
‖α− β‖∞ ≤ C maxi=1,...,N
∣∣∣[L (α− β)]i−1/2
∣∣∣= C max
i=1,...,N
∣∣∣ε2(u − I12u)′′
i−1/2
∣∣∣ ≤ CN−2 ln2 N �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
Theorem 5Let u be the solution of (1) and u∆ its approximation by thecollocation method on an arbitrary mesh ∆. Then
‖u − u∆‖∞ ≤ η(ru∆ − f ,∆)
with η(q,∆) := ηI(q,∆) + η3(q,∆) + η4(q,∆) and
ηI(q,∆) := ‖(I02q − q)/r‖∞,
η3(q,∆) :=2%2 max
i=1,...,N
[max
{|qi − qi−1/2|, |qi−1/2 − qi−1|
}·min {1,hi%/(4ε)}] ,
η4(q,∆) := maxi=1,...,N
|qi−1 − 2qi−1/2 + qi |4%2 .
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
Proof. q := ru∆ − f
(u − u∆) (x) =
∫ 1
0G(x , ξ)
(L(u − u∆)
)(ξ) dξ
=N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 − q(ξ)
]dξ
=
∫ 1
0
(I02q − q
)(ξ)G(x , ξ) dξ
+N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 −
(I02q)(ξ)]
dξ
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
Proof. q := ru∆ − f
(u − u∆) (x) =
∫ 1
0G(x , ξ)
(L(u − u∆)
)(ξ) dξ
=N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 − q(ξ)
]dξ
=
∫ 1
0
(I02q − q
)(ξ)G(x , ξ) dξ
+N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 −
(I02q)(ξ)]
dξ
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
Proof. q := ru∆ − f
(u − u∆) (x) =
∫ 1
0G(x , ξ)
(L(u − u∆)
)(ξ) dξ
=N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 − q(ξ)
]dξ
=
∫ 1
0
(I02q − q
)(ξ)G(x , ξ) dξ
+N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 −
(I02q)(ξ)]
dξ
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
1) ∣∣∣∣∣∫ 1
0
(I02q − q
)(ξ)G(x , ξ) dξ
∣∣∣∣∣ ≤ ηI(q,∆)
2)N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 −
(I02q)(ξ)]
dξ =N∑
i=1
Ii
whereIi =
∫Ji
G(x , ξ)(ξ − xi−1/2)Ri(ξ) dξ
and
Ri(ξ) =qi − qi−1
hi+ 2(ξ − xi−1/2
)qi−1 − 2qi−1/2 + qi
h2i
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
1) ∣∣∣∣∣∫ 1
0
(I02q − q
)(ξ)G(x , ξ) dξ
∣∣∣∣∣ ≤ ηI(q,∆)
2)N∑
i=1
∫Ji
G(x , ξ)[qi−1/2 −
(I02q)(ξ)]
dξ =N∑
i=1
Ii
whereIi =
∫Ji
G(x , ξ)(ξ − xi−1/2)Ri(ξ) dξ
and
Ri(ξ) =qi − qi−1
hi+ 2(ξ − xi−1/2
)qi−1 − 2qi−1/2 + qi
h2i
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
2a)
|Ii | ≤hi
2‖Ri‖∞,Ji
∫Ji
G(x , ξ) dξ
2b)
|Ii | ≤hi
8
{‖Ri‖∞,Ji
∫Ji
|Gξ(x , ξ)| dξ +∥∥R′i
∥∥∞,Ji
∫Ji
G(x , ξ) dξ}
2a,b) ∣∣∣∣∣N∑
i=1
Ii
∣∣∣∣∣ ≤ 2%2 max
i=1,...,N
hi
2‖Ri‖∞,Ji
min{
1,hi%
4ε
}
+1%2 max
i=1,...,N
h2i
8∥∥R′i
∥∥∞,Ji
= η3(q,∆) + η4(q,∆) �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
2a)
|Ii | ≤hi
2‖Ri‖∞,Ji
∫Ji
G(x , ξ) dξ
2b)
|Ii | ≤hi
8
{‖Ri‖∞,Ji
∫Ji
|Gξ(x , ξ)| dξ +∥∥R′i
∥∥∞,Ji
∫Ji
G(x , ξ) dξ}
2a,b) ∣∣∣∣∣N∑
i=1
Ii
∣∣∣∣∣ ≤ 2%2 max
i=1,...,N
hi
2‖Ri‖∞,Ji
min{
1,hi%
4ε
}
+1%2 max
i=1,...,N
h2i
8∥∥R′i
∥∥∞,Ji
= η3(q,∆) + η4(q,∆) �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Maximum-norm a posteriori error bounds
2a)
|Ii | ≤hi
2‖Ri‖∞,Ji
∫Ji
G(x , ξ) dξ
2b)
|Ii | ≤hi
8
{‖Ri‖∞,Ji
∫Ji
|Gξ(x , ξ)| dξ +∥∥R′i
∥∥∞,Ji
∫Ji
G(x , ξ) dξ}
2a,b) ∣∣∣∣∣N∑
i=1
Ii
∣∣∣∣∣ ≤ 2%2 max
i=1,...,N
hi
2‖Ri‖∞,Ji
min{
1,hi%
4ε
}
+1%2 max
i=1,...,N
h2i
8∥∥R′i
∥∥∞,Ji
= η3(q,∆) + η4(q,∆) �
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
An adaptive algorithm
Idea: to adaptively design a mesh for which the localcontributions to the a posteriori error estimator
µi (u∆,∆) :=
∥∥∥∥∥ I02q − q
r
∥∥∥∥∥∞,Ji
+|qi−1 − 2qi−1/2 + qi |
4%2
+2%2
[max
{|qi − qi−1/2|, |qi−1/2 − qi−1|
}min
{1,
hi%
4ε
}]are the same on each mesh interval, i.e.,
µi−1 (u∆,∆) = µi (u∆,∆) , i = 1, . . . ,N.
This is equivalent to
Qi (u∆,∆) =1N
N∑j=1
Qj (u∆,∆) , Qi (u∆,∆) := µi (u∆,∆)1/2 .
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
An adaptive algorithm
Algorithm modification(Kopteva, Stynes SIAM J. Numer. Anal., 2001):
We stop the algorithm when
hiQ̃i (u∆,∆) ≤ γ
N
N∑j=1
hjQ̃j (u∆,∆) ,
for some user chosen constant γ > 1, where
Q̃i (u∆,∆) :=(
h2i + µi (u∆,∆)
)1/2.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
An adaptive algorithm
Algorithm (de Boor, 1973)
1. Fix N, r and a constant γ > 1. The initial mesh ∆[0] isuniform with mesh size 1/N.
2. For k = 0,1, . . . , given the mesh ∆[k ], compute thediscrete solution u[k ]
∆[k ] on this mesh using the S12 -collocation
method. Set h[k ]i = x [k ]
i − x [k ]i−1 for each i . Compute the
piecewise-constant monitor function M [k ] defined by
M [k ](x) := Q̃[k ]i := Q̃i
(u[k ]
∆[k ] ,∆[k ])
for x ∈(xk
i−1, xki).
The total integral of the monitor function is
I[k ] :=
∫ 1
0M [k ](t) dt =
N∑j=1
h[k ]j Q̃[k ]
j .
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
An adaptive algorithm
3. Test mesh: If
h[k ]j Q̃[k ]
j ≤ γI[k ]N−1 for all j = 1, . . . ,N
then go to Step 5. Otherwise, continue to Step 4.4. Generate a new mesh by equidistributing the monitor
function M [k ], i.e., choose the new mesh ∆[k+1] such that∫ x [k+1]i
x [k+1]i−1
M [k ](t) dt =I[k ]
N, i = 1, . . . ,N.
Return to Step 2.
5. Set ∆∗ = ∆[k ] and u∗∆∗ = u[k ]
∆[k ] then stop.
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Test problem
−ε2u′′(x) + 4u(x) = cos 12x , x ∈ (0,1), u(0) = u(1) = 0
Discrete maximum-norm
‖uε − uε∆‖∞ ≈ χεN := max
i=1,...,Nm=0,...,M
∣∣∣(uε − uε∆) (xi−1 + mM−1hi)∣∣∣
χN := maxk=0,...,20
χ10−k
N
Rates of convergence
p̃N :=lnχN − lnχ2N
ln 2(Bakhvalov and uniform mesh)
pN :=lnχN − lnχ2N
ln 2 + ln ln N − ln ln 2N(two meshes of Shishkin type)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Test problem
−ε2u′′(x) + 4u(x) = cos 12x , x ∈ (0,1), u(0) = u(1) = 0
Discrete maximum-norm
‖uε − uε∆‖∞ ≈ χεN := max
i=1,...,Nm=0,...,M
∣∣∣(uε − uε∆) (xi−1 + mM−1hi)∣∣∣
χN := maxk=0,...,20
χ10−k
N
Rates of convergence
p̃N :=lnχN − lnχ2N
ln 2(Bakhvalov and uniform mesh)
pN :=lnχN − lnχ2N
ln 2 + ln ln N − ln ln 2N(two meshes of Shishkin type)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Test problem
−ε2u′′(x) + 4u(x) = cos 12x , x ∈ (0,1), u(0) = u(1) = 0
Discrete maximum-norm
‖uε − uε∆‖∞ ≈ χεN := max
i=1,...,Nm=0,...,M
∣∣∣(uε − uε∆) (xi−1 + mM−1hi)∣∣∣
χN := maxk=0,...,20
χ10−k
N
Rates of convergence
p̃N :=lnχN − lnχ2N
ln 2(Bakhvalov and uniform mesh)
pN :=lnχN − lnχ2N
ln 2 + ln ln N − ln ln 2N(two meshes of Shishkin type)
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Table: Maximum-norm errors of the collocation method onlayer-adapted and uniform mesh
smoothed standard Bakhvalov uniformShishkin mesh Shishkin mesh mesh mesh
N χN pN χN pN χN p̃N χN p̃N
26 3.198e-03 2.49 2.879e-03 2.29 1.024e-04 2.07 1.574e-01 0.0027 8.375e-04 2.10 8.375e-04 2.10 2.439e-05 2.03 1.575e-01 0.0028 2.588e-04 2.08 2.588e-04 2.08 5.987e-06 2.01 1.575e-01 0.0029 7.800e-05 2.05 7.800e-05 2.05 1.485e-06 2.01 1.574e-01 0.00210 2.335e-05 2.03 2.335e-05 2.03 3.698e-07 2.00 1.574e-01 0.00211 6.940e-06 2.02 6.940e-06 2.02 9.229e-08 2.00 1.574e-01 0.00212 2.046e-06 2.01 2.046e-06 2.01 2.305e-08 2.00 1.574e-01 0.00213 5.971e-07 2.00 5.971e-07 2.00 5.761e-09 2.00 1.574e-01 0.00214 1.726e-07 2.00 1.726e-07 2.00 1.440e-09 2.00 1.575e-01 0.00215 4.947e-08 2.00 4.947e-08 2.00 3.599e-10 2.00 1.575e-01 0.00216 1.406e-08 2.00 1.406e-08 2.00 8.998e-11 2.00 1.574e-01 0.00217 3.966e-09 2.00 3.966e-09 2.00 2.249e-11 2.00 1.574e-01 0.00218 1.111e-09 — 1.111e-09 — 5.623e-12 — 1.574e-01 —
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Table: A posteriori-error estimates for smoothed Shishkin meshes;ε = 10−12
N χN η ηI η3 η4 χN/η
26 3.198e-03 6.468e-02 1.662e-03 5.302e-02 1.000e-02 4.945e-0227 8.375e-04 2.437e-02 2.190e-04 1.991e-02 4.238e-03 3.437e-0228 2.588e-04 8.510e-03 2.730e-05 6.905e-03 1.578e-03 3.042e-0229 7.800e-05 2.807e-03 3.401e-06 2.265e-03 5.386e-04 2.779e-02210 2.335e-05 8.878e-04 4.246e-07 7.138e-04 1.736e-04 2.630e-02211 6.940e-06 2.724e-04 5.302e-08 2.185e-04 5.381e-05 2.548e-02212 2.046e-06 8.168e-05 6.624e-09 6.545e-05 1.623e-05 2.504e-02213 5.971e-07 2.407e-05 8.278e-10 1.927e-05 4.797e-06 2.481e-02214 1.726e-07 6.996e-06 1.035e-10 5.600e-06 1.397e-06 2.468e-02215 4.947e-08 2.011e-06 1.293e-11 1.609e-06 4.017e-07 2.461e-02216 1.406e-08 5.723e-07 1.616e-12 4.579e-07 1.144e-07 2.457e-02217 3.966e-09 1.616e-07 2.021e-13 1.293e-07 3.231e-08 2.455e-02218 1.111e-09 4.529e-08 2.526e-14 3.624e-08 9.058e-09 2.454e-02
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Table: A posteriori-error estimates for smoothed Shishkin meshes,robustness of the estimator; N = 214
ε χN η ηI η3 η4 χN/η
1 1.715e-09 8.335e-08 7.159e-13 6.846e-08 1.489e-08 2.058e-0210−2 1.720e-07 6.971e-06 3.587e-12 5.580e-06 1.392e-06 2.468e-0210−3 1.726e-07 6.996e-06 8.304e-11 5.599e-06 1.397e-06 2.468e-0210−4 1.726e-07 6.996e-06 1.013e-10 5.600e-06 1.397e-06 2.468e-0210−6 1.726e-07 6.996e-06 1.034e-10 5.600e-06 1.397e-06 2.468e-0210−8 1.726e-07 6.996e-06 1.035e-10 5.600e-06 1.397e-06 2.468e-0210−12 1.726e-07 6.996e-06 1.035e-10 5.600e-06 1.397e-06 2.468e-0210−16 1.726e-07 6.996e-06 1.035e-10 5.600e-06 1.397e-06 2.468e-0210−20 1.726e-07 6.996e-06 1.035e-10 5.600e-06 1.397e-06 2.468e-02
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
Table: The adaptive algorithm, ε = 10−12
N χN p̃N η ηI η3 η4 χN/η #iter26 2.24e-04 0.63 2.07e-03 1.07e-04 1.67e-03 2.97e-04 1.08e-01 827 1.45e-04 2.09 1.12e-03 1.43e-05 9.88e-04 1.13e-04 1.30e-01 1428 3.39e-05 2.17 1.26e-04 1.65e-06 1.09e-04 1.46e-05 2.70e-01 629 7.53e-06 2.37 3.96e-05 2.15e-07 3.56e-05 3.77e-06 1.90e-01 5210 1.46e-06 0.80 8.96e-06 2.60e-08 8.07e-06 8.67e-07 1.63e-01 5211 8.37e-07 3.86 2.86e-06 3.50e-09 2.60e-06 2.58e-07 2.92e-01 4212 5.75e-08 0.27 4.94e-07 4.11e-10 4.41e-07 5.27e-08 1.16e-01 4213 4.76e-08 3.65 1.63e-07 5.01e-11 1.48e-07 1.50e-08 2.92e-01 4214 3.79e-09 -0.11 6.38e-08 1.23e-11 5.10e-08 1.28e-08 5.93e-02 3215 4.10e-09 3.35 1.41e-08 8.96e-13 1.27e-08 1.35e-09 2.91e-01 3216 4.03e-10 1.17 2.33e-09 1.03e-13 2.11e-09 2.21e-10 1.73e-01 3217 1.80e-10 1.72 6.17e-10 1.26e-14 5.59e-10 5.83e-11 2.91e-01 3218 5.44e-11 — 1.83e-10 1.56e-15 1.69e-10 1.48e-11 2.97e-01 3a.r. 1.83 1.95 3.00 1.94 2.02
Introduction Layer-adapted mesh The interpolation error The collocation method Numerical experiments Conclusion
robust convergence of almost second order
further investigation:higher-order splines (a posteriori estimator)convection-diffusion problems (stability issue)