Adaptive Finite Element Methods


Many problems in physics and engineering are formulated in terms of partial differential equations. Since explicit solutions are rarly known, there is great interest in solving these equations numerically.
This is done by discretising the underlying spatial domain (usually in two or three space dimensions) and establishing discrete equations by using the finite difference or the finite element method for example. For timedependent problems one has in addition to perform discrete time steps.
Although speed and storage capabilities of computers have increased in the last decades many practical problems are still only tractable with severe simplifications. Moreover, there is also need to judge the quality of the obtained approximated solution to ensure its reliabilty. So one is interested to use as less as possible degrees of freedom in the problem while on the other hand the approximated solution should be of a certain accuracy.
For this the concept of a posteriori error estimation and adaptive mesh refinement has been developed. This can be done at best within the Finite Element context.

1. The adaptive algorithm (stationary problems)

Assume that we are given some coarse discretisation (macro discretisation) of the domain of the problem. In a first step we adjust data to obtain an initial discretisation. Now we iterate the procedure

... -- solve -- estimate -- remesh -- ...

until the a posteriori error is below a prescribed quantity.
Our contributions.

2. Solve

We have to solve a linear or non-linear system of equations. For linear problems one may use Multigrid or Krylovspace methods, while for nonlinear problems Newtons method may be used. In the analysis one often requires that the discrete problem is solved exactly. In practice, however, one only computes again an approximation and it is important to match the stopping criterion for this solver with the discretisation error (measured by the actual error estimation).
Literature:
Hackbusch: Multi-Grid Methods and Applications. Springer.
Saad: Iterative Methods for Sparse Linear Systems. PWS.
Our contributions.

3. A posteriori error estimate

The mathematical basis to control the error is an estimation of the error in terms of available quantities such as the discrete solution, grid sizes and data. For stationary problems it is of the form

(1) || u-u_h || =< C_i C_s E(u_h,h,data_h) + || data - data_h ||'.

Here u and u_h are the exact and the discrete solution, 'data' and `data_h' stand for data functions and their discrete realisation. ||.|| and ||.||' are some norms, ||.|| is often the `energy norm' of the problem. The constant in front of the inequality depends on the interpolation constant C_i and on the norm of the linearized operator, the stability constant C_s. While it is not difficult to provide estimates for C_i, it is delicate to get information on C_s.
Literature:
Verfürth: A Review of A Posteriori Error Estimation and Adaptive Mesh--Refinement Techniques. Teubner-Wiley.
Our contributions.

4. Local error indicators

The term E in the inequality (1) can usually be localised in the following way: define quantities E_T to each element T of the discretisation such that E = | {E_T} |, where | . | is some given vector norm and {E_T} the vector consisting of all local error indicators. For some often used error indicators one can prove the estimate

E_T =< C || u-u_h ||_{S_T} + C || data - data_h ||'_{S_T},

where S_T is the domain composed of T and all its neighbours.
Literature:
Verfürth: A Review of A Posteriori Error Estimation ... . Teubner-Wiley.
Our contributions.

5. Adaptive techniques

Here we give an overview of the different techniques to adapt the Finite Element space (for stationary problems). These are

Literature:
Baines: Moving Finite Elements. Clarendon Press.
Babuska, Suri: The p and h-p versions of the finite element method. SIAM Rev. 36.
Verfürth: A Review of A Posteriori Error Estimation ... . Teubner-Wiley.
Our contributions.

6. Grid generation

The main items are

  • establish a first discretisation of a given domain,
  • refine a given discretisation (and adjust it to the domain).
The first task is in general very complicated. Starting from a certain description of the domain in question one has to establish a discretisation (often, a decomposition into simplices or quadrilaterals) that satisfies some 'regularity' requirements. For more information see the link below.
Now assume that we already have a discretisation and that we have a list of marked elements (simplices) that have to be refined. This means, that any marked simplex should be replaced by simplices that are of (prescribed) smaller diameter. The problems are to avoid increasing degeneration of the simplices during repeated refinement and the 'matching' between the coarse and fine zones.
If the computational domain is not identical to the physical domain from the continuous problem, we have to further improve the boundary approximation. In case the discretisation is still coarse, we refer to the first task again, whereas if the discretisation has reached a certain fineness, grid refinement is followed by a relocation of the new nodes at the boundary of the computational doamin towards the physical boundary.
Literature:
Bänsch: Local mesh refinement in 2 and 3 dimensions. IMPACT 3.
Ciarlet: The finite element method for elliptic problems. North-Holland.
Links:
R. Schneider's WWW-page on Gridgeneration
Our contributions.

7. Initial discretisation

In case of non-sufficiently resolved data, the adaptive procedure may fail. Therefore it is necessary to control this contributions and since some data terms are of a priori nature it is conveniant to do it in advance. Thus we apply the concept of local error indicators to data error, that is we let

E_T := || data - data_h ||'_{T},

for all T and perform the steps estimate and remesh as in the adaptive algorithm, starting from the macro discretisation. The evaluation of E_T has to be performed either by random quadrature or higher order quadrature rules.
Literature:
Dörfler: A convergent adaptive algorithm for Poisson's equation. SIAM JNA 33. (Abstract).
Our contributions.

8. Remesh

Given a vector of local error indicators {E_T}, we have to construct a new discretisation on which a smaller error can be expected. In a first step we construct a list of marked elements, that is an integer field {m_T} which proposes the number of local elementary refinement steps (see grid generation) that should be performed on T. From this the new grid has to be constructed.
Marking strategies are:

  • Extrapolation: extrapolate new local error from previous local errors,
  • Maximum strategie: mark T if E_T >= (1-\theta) max E_T,
  • Meanvalue strategie: mark T if E_T^2 =< \theta/#{T},
  • Guaranteed error reduction strategie: mark a subset A of {T} such that \sum_{T\in A} E_T^2 >= \theta \sum_{T} E_T^2 ,
where \theta is a fixed number in (0,1).
Literature:
Babuska, Rheinboldt: Error estimates for adaptive FEM computations. SIAM JNA 15.
Dörfler: A convergent adaptive algorithm for Poisson's equation SIAM JNA 33. (Abstract).
Eriksson, Johnson: Adaptive FEM for parabolic problems I. SIAM JNA 28.
Our contributions.

9. Our contributions.

E. Bänsch:
Local mesh refinement in 2 and 3 dimensions. IMPACT 3 (1991), 181-191.
E. Bänsch:
An adaptive finite-element-strategy for the three-dimensional time-dependent Navier-Stokes equations. J. Comp. Appl. Math. 36 (1991), 3-28.
E. Bänsch:
Adaptive finite-element techniques for Navier-Stokes equations and other transient problems. In: Adaptive Finite and Boundary Elements. Computational Mechanics Publications und Elsevier, 1993.
E. Bänsch:
Anisotropic interpolation estimates. SFB 256 Bonn, Preprint no. 373 (1994).
E. Bänsch:
Numerical experiments with adaptivity for the porous medium equation. Acta Math. Univ. Comenianae, vol. LXIV, no. 2 (1995), 157-172.
E. Bänsch, W. Dörfler:
Adaptive finite elements for exterior domain problems. Numer. Math. 80 (1998), 497-523. (Abstract)
E. Bänsch, K. Mikula
A coarsening finite-element strategy in image selective smoothing. Comput. Visual. Sci. 1 (1997), 53-61.
E. Bänsch, K.G. Siebert:
A posteriori error estimation for nonlinear problems by duality techniques. Freiburg, Preprint 30-1995. (Abstract).
W. Dörfler:
A convergent adaptive algorithm for Poisson's equation. SIAM JNA 33 (1996). (Abstract).
W. Dörfler:
A time- and spaceadaptive algorithm for the linear time-dependent Schrödinger equation. Numer. Math. 73 (1996). (Abstract).
W. Dörfler:
A robust adaptive strategy for the nonlinear Poisson equation. Computing 55 (1995). (Abstract).
W. Dörfler, M. Rumpf:
An adaptive strategy for elliptic problems including a posteriori controlled boundary approximation. Math. Comp. 67 (1998), 1368-1382. (Abstract).
W. Dörfler, O. Wilderotter:
An adaptive finite element method for a linear elliptic equation with variable coefficients. Preprint 01-1999, Univ. Freiburg. (Abstract).
D. Kröner, M. Ohlberger:
A posteriori error estimates for upwind finite volume schemes for nonlinear conservation laws in multi dimensions. Math. Comp. 69 (2000), 25-39. (Abstract).
R.H. Nochetto, A. Schmidt, C. Verdi:
Adaptive solution of parabolic free boundary problems with error control. In: Proceedings of FBP'97 Conference, Heraklion (to appear). (Abstract).
R.H. Nochetto, A. Schmidt, C. Verdi:
Adaptive solution of phase change problems over unstructured tetrahedral meshes. In: Grid Generation and Adaptive Algorithms, M. Luskin et al. eds., IMA VMA (to appear). (Abstract).
R.H. Nochetto, A. Schmidt, C. Verdi:
Error control for phase change problems. In: Proceedings of a workshop `Variations of domains and free-boundary problems', Paris, to appear. (Abstract).
R.H. Nochetto, A. Schmidt, C. Verdi:
A posteriori error estimation and adaptivity for degenerate parabolic problems. Freiburg, Preprint 14-1997, to appear in Math. Comp. (Abstract).
M. Ohlberger:
A posteriori error estimate for finite volume approximations to singularly perturbed nonlinear convection-diffusion equations. Numer. Math. (2000); DOI 10.1007/s002110000215 (Online First). (Abstract).
M. Ohlberger:
Adaptive mesh refinement for single and two phase flow problems in porous media. Proceedings of the 2nd International Symposium on: FINITE VOLUMES FOR COMPLEX APPLICATIONS - PROBLEMS AND PERSPECTIVES, Duisburg (1999). (Abstract).
M. Ohlberger:
A posteriori error estimates for vertex centered finite volume approximations of convection-diffusion-reaction equations. Preprint 12-00, Freiburg (2000). (Abstract).
A. Schmidt, K.G. Siebert:
Numerical Aspects of Parabolic Free Boundary Problems - Adaptive Finite Element Methods. Lecture notes, Freiburg/Jyväskylä (1996). (Abstract).
A. Schmidt, K.G. Siebert:
A posteriori estimators for the h-p version of the finite element method in 1D. Freiburg, Preprint 35-1997. (Abstract).
K.G. Siebert:
An a posteriori error estimator for anisotropic refinement. Numer. Math. 73, 373-398 (1996). (Abstract).
K.G. Siebert:
Local refinement of 3D-meshes consisting of prisms and conforming closure. IMPACT of Comput. Sci. Engrg. 5 (1993), 271-284. (Abstract).

M. Ohlberger. Last update: 21.11.2000.