A Posteriori Error Estimates Including Algebraic Error and Stopping Criteria for Iterative Solvers

For the finite volume discretization of a second-order elliptic model problem, we derive a posteriori error estimates which take into account an inexact solution of the associated linear algebraic system. We show that the algebraic error can be bounded by constructing an equilibrated Raviart-Thomas-Nedelec discrete vector field whose divergence is given by a proper weighting of the residual vector. Next, claiming that the discretization error and the algebraic one should be in balance, we construct stopping criteria for iterative algebraic solvers. An attention is paid, in particular, to the conjugate gradient method which minimizes the energy norm of the algebraic error. Using this convenient balance, we also prove the efficiency of our a posteriori estimates; i.e., we show that they also represent a lower bound, up to a generic constant, for the overall energy error. A local version of this result is also stated. This makes our approach suitable for adaptive mesh refinement which also takes into account the algebraic error. Numerical experiments illustrate the proposed estimates and construction of efficient stopping criteria for algebraic iterative solvers.

[1]  Sergey Repin,et al.  A posteriori error estimation for nonlinear variational problems by duality theory , 2000 .

[2]  A. Smolianski,et al.  Functional-type a posteriori error estimates for mixed finite element methods , 2005 .

[3]  J. Oden,et al.  A Posteriori Error Estimation in Finite Element Analysis , 2000 .

[4]  I. Babuvška Numerical stability in problems of linear algebra. , 1972 .

[5]  G. Meurant,et al.  The Lanczos and conjugate gradient algorithms in finite precision arithmetic , 2006, Acta Numerica.

[6]  J. Gillis,et al.  Matrix Iterative Analysis , 1961 .

[7]  Martin Vohralík,et al.  A Posteriori Error Estimates for Lowest-Order Mixed Finite Element Discretizations of Convection-Diffusion-Reaction Equations , 2007, SIAM J. Numer. Anal..

[8]  W. Rheinboldt,et al.  Error Estimates for Adaptive Finite Element Computations , 1978 .

[9]  Martin Vohralík,et al.  Residual flux-based a posteriori error estimates for finite volume and related locally conservative methods , 2008, Numerische Mathematik.

[10]  Angela Kunoth,et al.  Fast iterative solution of elliptic control problems in wavelet discretization , 2006 .

[11]  J. Tinsley Oden,et al.  A Posteriori Error Estimation , 2002 .

[12]  Ulrich Rüde,et al.  Fully adaptive multigrid methods , 1993 .

[13]  Barbara I. Wohlmuth,et al.  A comparison of a posteriori error estimators for mixed finite element discretizations by Raviart-Thomas elements , 1999, Math. Comput..

[14]  G. Golub,et al.  Matrices, moments and quadrature II; How to compute the norm of the error in iterative methods , 1997 .

[15]  Lutz Tobiska,et al.  The Convergence of the Cascadic Conjugate-gradient Method Applied to Elliptic Problems in Domains with Re-entrant Corners , 1994 .

[16]  R. Eymard,et al.  Finite Volume Methods , 2019, Computational Methods for Fluid Dynamics.

[17]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[18]  A. Quarteroni,et al.  Numerical Approximation of Partial Differential Equations , 2008 .

[19]  P. Deuflhard Cascadic conjugate gradient methods for elliptic partial differential equations , 1993 .

[20]  Michel Fortin,et al.  Mixed and Hybrid Finite Element Methods , 2011, Springer Series in Computational Mathematics.

[21]  L. R. Scott,et al.  The Mathematical Theory of Finite Element Methods , 1994 .

[22]  Kwang Y. Kim A posteriori error analysis for locally conservative mixed methods , 2007, Math. Comput..

[23]  Yousef Saad,et al.  Iterative methods for sparse linear systems , 2003 .

[24]  Serge Nicaise,et al.  A posteriori error estimations of some cell-centered finite volume methods , 2005, SIAM J. Numer. Anal..

[25]  Anthony T. Patera,et al.  A GENERAL OUTPUT BOUND RESULT: APPLICATION TO DISCRETIZATION AND ITERATION ERROR ESTIMATION AND CONTROL , 2001 .

[26]  Yves Achdou,et al.  A priori and a posteriori analysis of finite volume discretizations of Darcy’s equations , 2003, Numerische Mathematik.

[27]  I︠u︡. V. Vorobʹev Method of moments in applied mathematics , 1965 .

[28]  Claes Johnson,et al.  Adaptive error control for multigrid finite element , 1995, Computing.

[29]  Martin Vohralík,et al.  Unified primal formulation-based a priori and a posteriori error analysis of mixed finite element methods , 2010, Math. Comput..

[30]  Gene H. Golub,et al.  Estimates in quadratic formulas , 1994, Numerical Algorithms.

[31]  Ulrich Rüde On the Multilevel Adaptive Iterative Method , 1994, SIAM J. Sci. Comput..

[32]  Rüdiger Verfürth,et al.  A posteriori error estimation and adaptive mesh-refinement techniques , 1994 .

[33]  Arieh Iserles,et al.  On the Foundations of Computational Mathematics , 2001 .

[34]  M. Arioli,et al.  STOPPING CRITERIA FOR MIXED FINITE ELEMENT PROBLEMS , 2008 .

[35]  Z. Strakos,et al.  Error Estimation in Preconditioned Conjugate Gradients , 2005 .

[36]  Mei Han An,et al.  accuracy and stability of numerical algorithms , 1991 .

[37]  Gene H. Golub,et al.  Matrices, moments, and quadrature , 2007, Milestones in Matrix Computation.

[38]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .

[39]  Zdenek Strakos,et al.  Model reduction using the Vorobyev moment problem , 2009, Numerical Algorithms.

[40]  Andrew J. Wathen,et al.  Stopping criteria for iterations in finite element methods , 2005, Numerische Mathematik.

[41]  Gérard Meurant The computation of bounds for the norm of the error in the conjugate gradient algorithm , 2004, Numerical Algorithms.

[42]  M. Ohlberger,et al.  A posteriori error estimate for finite volume approximations to singularly perturbed nonlinear convection-diffusion equations , 2001, Numerische Mathematik.

[43]  Serena Morigi,et al.  Computable error bounds and estimates for the conjugate gradient method , 2000, Numerical Algorithms.

[44]  G. Meurant The Lanczos and conjugate gradient algorithms , 2008 .

[45]  Z. Strakos,et al.  On numerical stability in large scale linear algebraic computations , 2005 .

[46]  J. McWhirter Variational Methods in Mathematics, Science and Engineering , 1978 .

[47]  M. Vohralík On the Discrete Poincaré–Friedrichs Inequalities for Nonconforming Approximations of the Sobolev Space H 1 , 2005 .

[48]  M. Arioli,et al.  A stopping criterion for the conjugate gradient algorithm in a finite element method framework , 2000, Numerische Mathematik.

[49]  Z. Strakos,et al.  On error estimation in the conjugate gradient method and why it works in finite precision computations. , 2002 .

[50]  J. Meijerink,et al.  An iterative solution method for linear systems of which the coefficient matrix is a symmetric -matrix , 1977 .

[51]  R. Harrington Part II , 2004 .

[52]  Anthony T. Patera,et al.  NUMERICAL ANALYSIS OF A POSTERIORI FINITE ELEMENT BOUNDS FOR LINEAR FUNCTIONAL OUTPUTS , 2000 .

[53]  B. Rivière,et al.  Part II. Discontinuous Galerkin method applied to a single phase flow in porous media , 2000 .

[54]  Rolf Rannacher,et al.  Goal-oriented error control of the iterative solution of finite element equations , 2009, J. Num. Math..

[55]  K. Rektorys Variational Methods in Mathematics, Science and Engineering , 1977 .