Convergence analysis of a weak Galerkin finite element method on a Shishkin mesh for a singularly perturbed fourth-order problem in 2D
Abstract
In this paper, we apply the weak Galerkin (WG) finite element method to solve the singularly perturbed fourth-order boundary value problem in 2D domain. A Shishkin mesh is used to ensure that the method exhibits uniform convergence, regardless of the singular perturbation parameter. Asymptotically optimal order error estimate in a discrete norm is established for the corresponding WG solutions. Numerical tests are presented to verify the theory of convergence.
keywords:
Weak Galerkin finite element method, fourth-order differential equation, singularly perturbed, Shishkin mesh.MSC:
[2020] 65N15 , 65N30 , 35B251 Introduction
This paper is concerned with a singularly perturbed fourth-order boundary value problem in a square region . The problem is solved by the weak Galerkin (WG) method with a Shishkin mesh, as follows:
(1.1) | ||||
(1.2) | ||||
(1.3) |
with a positive parameter satisfying and . This problem is used for thin elastic plates clamped in tension. represents the transverse load, symbolizes the ratio of bending stiffness to tensile stiffness of the plate, and the function’s solution, denoted as , represents the displacement of the plate. This problem emerges in the investigation of the linearization of the fourth-order perturbation associated with the fully nonlinear Monge-Ampère equation[2, 3].
A variational formulation for the fourth-order equation (1.1) with the boundary conditions (1.2) and (1.3) seeks such that
(1.4) |
where is a subspace of the Sobolev space consisting of functions with vanishing value and normal derivative on .
Research into numerical methods for singularly perturbed differential equations commenced in the early 1970s, with the frontier of research continuously expanding ever since. Bakhvalov made an important early contribution to the optimization of numerical methods by means of special meshes [1] in 1969. In the early 1990s, G.I. Shishkin proposed piecewise-equidistant meshes [20, 26]. These meshes, characterized by their very simple structure, are usually easy to analyze. Shishkin meshes for various problems and numerical methods have been studied since and they are still popular. Numerous scholars have explored the numerical analysis of analogous problems using various finite element methods, such as the mixed finite element method in [10], the hp finite element method in [7], the continuous interior penalty finite element method in [11], the upwind finite volume element method in [36], the conforming finite element method in [24]. And also some papers consider finite element methods on quasi-uniform meshes: a continuous interior penalty finite element method in [3] and nonconforming finite element method in [5, 13, 15, 19, 23, 31, 34, 38].
In this paper, we employ the WG method with a Shishkin mesh to investigate the convergence behavior of a fourth-order boundary value problem that exhibits singular perturbation. The WG method proves to be an effective numerical technique for the partial differential equations(PDEs). The initial proposal for its application in solving second-order elliptic problems was made by Junping Wang and Xiu Ye in [28]. The core concept involves establishing distinct basis functions for the interior and boundary of each partitioned element, and substituting the traditional differential operator with a discretized weak differential operator. The WG method has been applied to Stokes equations [29, 32, 37], elasticity equations [4, 14, 27, 39], Maxwell’s equations [22], biharmonic equations [8, 44], Navier-Stokes equations [16, 18, 43], Brinkman equations [21, 35, 40], the multigrid approach [6], the incompressible flow [45], the maximum principle [17, 30], the post-processing technique [33] and so on. For singular perturbed value problems, the WG method has also yielded some results, such as the singularly perturbed convection-diffusion problems for WG in 1D [42, 46] and 2D [41], the singularly perturbed biharmonic equation for WG in uniform mesh [9].
This paper is organized as follows. In Section 2, we introduce the Shishkin mesh and the assumptions associated. In Section 3, we give the definitions of the weak Laplacian operator and weak gradient operator. We also present WG finite element schemes for the singularly perturbed value problem. In Section 4, we introduce some local projection operators and give some approximation properties. In Section 5, we establish error estimates for the WG scheme in a -equivalent discrete norm. And in Section 6, we report the results of two numerical experiments.
2 Preliminaries and notations
To solve problem (1.1)-(1.3), we suppose the following assumption holds in [19], which involves structuring the solution and decomposing into smooth and layered components.
Assumption 2.1.
The solution to the singularly perturbed fourth-order boundary value problem (1.1)-(1.3) can be expressed as the sum of its smooth and layered components, as follows:
In this decomposition, represents a smooth function, each corresponds to a boundary layer component along the sides of in anti-clockwise order, and the remaining components are corner layer parts along the corners of in anti-clockwise order. Furthermore, there exists a constant for all points , which is independent of and . This constant satisfies the following conditions for ,
Moreover, the other components of the decomposition are bounded in a similar manner.
In order to solve the layer structure in the solution of problems (1.1)-(1.3), a well-suited layer-adapted Shishkin mesh be considered. This mesh is refined in the layers. For a comprehensive discussion on the construction of Shishkin meshes, please refer to [25].
Consider a positive integer that is divisible by . We introduce a mesh transition parameter to determine the location at which the mesh switches from coarse to fine. This parameter is defined by
(2.1) |
where is a positive constant, selected to be for the subsequent analysis.
Create a piecewise equidistant mesh for the interval by dividing it as follows: divide into subintervals, into subintervals, and into subintervals. The Shishkin mesh for the problem (1.1)-(1.3) is formed by taking the tensor product of two such one-dimensional meshes, as illustrated in Figure 1. The fine meshwidth denoted as and the coarse meshwidth denoted as in the Shishkin mesh represented by exhibit the following characteristics:
(2.2) |
for some constant . The domain is divided into some subdomains, see Figure 1. Denote by and by .

3 Weak differential operator and WG scheme
To propose the weak Galer-kin method, we introduce some key concepts. Consider a element belonging to the partition with a boundary denoted by . Let the set of all edges in be represented as . We define a weak function on the element , where , , and , with representing the outward normal direction on . Furthermore, the first and second components, and , correspond to values of in the interior and on the boundary of . The third component is employed to approximate the gradient of along the boundary of . It’s important to note that each edge has a unique value for and . Additionally, it’s worth mentioning that and may not necessarily be associated with the trace of and on .
For any integer , we establish a local discrete weak function space for any element denoted as :
where is the edge of , and is the space of polynomials which are of degree not exceeding with respect to each one of the variables and . By extending to encompass all element , we introduce the definition of a weak Galerkin space:
Let represent the subspace of where the traces vanish:
For any and a fixed integer , we define a discrete weak Laplacian operator as a unique polynomial on satisfying the following equation:
(3.1) |
where is the unit outward normal vector to . Likewise, a discrete weak gradient is defined on as a unique polynomial satisfying:
(3.2) |
For simplicity, when there is no confusion, we drop the subscript in the notations and for the discrete weak Laplacian and the discrete weak gradient. Additionally, we introduce the following notations:
Let us introduce a stabilizer, which is a bilinear form for any and in the space . It is defined as follows:
(3.3) |
where and is defined as (2.2).
The following lemma provides a valuable result regarding the finite element space .
Lemma 3.1.
For any , let be given as follows:
(3.5) |
Then, defines a norm in .
Proof.
We shall only confirm the positivity property for . Consider with the assumption that . This implies and in each element , while also satisfying and on . Next, we will proof that in each element . To this end, for any , employing the definition (3.1) and the fact that , we obtain
(3.6) |
where we have applied the fact that and in the final equality. The identity (3.6) indicates that in each element . Together with the conditions and on , we conclude that is a globally smooth harmonic function on . Considering the boundary conditions and , we infer that the unique solution is on . This concludes the proof. ∎
4 Local projection operators and approximation properties
In this section, we introduce some projection operators for each element . Consider the projection operator , which projects onto . Additionally, for each edge , we consider the projection operators and onto local polynomial spaces and , respectively. We define a projection of into the finite element space such that on each element
Furthermore, let represent the local projection onto . The following lemma demonstrates that the weak Laplacian is the polynomial projection of the classical Laplacian .
Lemma 4.1.
On each element , for any ,
(4.1) |
Proof.
For any , we obtain that
This concludes the proof. ∎
A similar lemma holds for the weak gradient , as indicated in the subsequent lemma.
Lemma 4.2.
On each element , for any ,
(4.2) |
Proof.
For any , from the weak gradient definition and integration by parts, we get
This corresponds to identity (4.2). ∎
Now, we introduce notation that will be employed in the following lemmas. Consider any element in the partition . We define and as the sets of element edges that are parallel to the and axes, respectively. The following lemmas are employed in the convergence analysis, and readers are directed to [12, chapter 3.1] for a detailed proof process.
Lemma 4.3.
Consider with . Let denote the -projection of onto . Then the following inequality estimate holds,
(4.3) | |||
(4.4) | |||
(4.5) |
where , and .
Lemma 4.4.
Let with such that the following inequalities holds,
(4.6) | ||||
(4.7) |
where is a constant only depends on and , .
By applying Lemma 4.3 and Lemma 4.4, we can deduce the following estimates which are valuable for the convergence analysis of the WG finite element schemes (3.4).
Lemma 4.5.
Let , . There exists a constant such that the following estimates hold true,
(4.8) | |||
(4.9) | |||
(4.10) | |||
(4.11) | |||
(4.12) |
Proof.
To derive (4.8), we estimate by breaking down the function in Assumption 2.1. Each term in the decomposition will be considered individually. To begin, we can apply inequality (4.3) to obtain
where we have used the fact that in the domain and in the domain , for . Next, we provide estimates only for the sets of element edges parallel to the axis, as the orther part follows a similar way. Considering the boundary layer , we obtain
where we have used the inequality (4.3). As for the region that remains in the partition, by applying inequality (4.6), we derive
A similar bound can be readily obtained for , and . Let’s focus on estimating for the concer layers, as the other concer layers in the decomposition from Assumption 2.1 follow a similar way. By applying inequalities (4.3) and (4.6), we arrive at
By combining the aforementioned proofs, we establish inequality (4.8). Likewise, for inequalities (4.9), (4.10), (4.11), and (4.12), the proof follows a similar way as above. Therefore, we omit the detailed explanation. ∎
5 Error estimate
In this section, the objective is to provide error estimates for the WG solution obtained from (3.4).
5.1 Error equation
We introduce notation used in error analysis to represent the error between the finite element solution and the projection of the exact solution, as follows
The convergence analysis relies on the error equation, and in the following lemma, we will establish an equation that the error satisfies.
Lemma 5.1.
Proof.
Using the definition of weak Laplacian (3.2), integration by parts and Lemma 4.1, for any , we yield
which implies that
(5.2) |
Likewise, we deduce from integration by parts and Lemma 4.2 the following
which implies that
(5.3) |
Test equation (1.1) with the vector of , we find
Using the boundary conditions that and vanish on , along with integration by parts, we derive
Upon applying the previously mentioned equation together with (5.2) and (5.3), we get
By adding to both sides of the above equation, we arrive at
(5.4) |
Subtracting (3.4) from (5.4) yields the error equation as follows
for all . This completes the derivation of (5.1). ∎
5.2 Error estimate
The following theorem is the estimate for the error function in the triple-bar norm (3.5), which is an -equivalent norm in .
Theorem 5.1.
Consider the weak Galerkin finite element solution from (3.4), denoted as . Assuming that , it follows that there exists a constant such that
(5.5) |
Proof.
Upon substituting into the error equation (5.1), we derive the following equation,
(5.6) |
Using the Cauchy-Schwarz inequality, the meshwidth characteristics (2.2) and the inequality (4.8), we derive
(5.7) |
From both the Cauchy-Schwarz inequality and (2.2) and the inequality (4.9), it can be deduced that
(5.8) |
Similarly, it follows from the Cauchy-Schwarz inequality and (2.2) and (4.10) that
(5.9) |
In the same way, considering , it follows from the Cauchy-Schwarz inequality and (2.2) and (4.11)-(4.12) that
(5.10) | |||
(5.11) |
and
(5.12) |
Substituting (5.7)-(5.2) into (5.6) yields
which implies (5.5). This completes the proof of the theorem. ∎
6 Numerical Experiments
In this section we compute two numerical examples where we select for creating the Shishkin mesh. Consider the singularly perturbed fourth-order problem that seeks solution satisfying
where , and will choose later. Tables 1-6 display the errors for several different and .
Example 6.1.
In the case of , the error and the order of convergence on Shishkin mesh and uniform mesh are listed in Table 1 and Table 2, respectively. Compared with the numerical results of the WG method for the problem on uniform mesh, our results with Shishkin mesh are better and an -independent asymptotically optimal order of convergence is achieved in all cases.
1e-00 | 1.01e-03 | 2.61e-04 | 6.58e-05 | 1.65e-05 | 4.12e-06 |
---|---|---|---|---|---|
1.96 | 1.99 | 2.00 | 2.00 | – | |
1e-01 | 3.77e-03 | 1.06e-03 | 2.75e-04 | 6.94e-05 | 1.74e-05 |
1.83 | 1.95 | 1.99 | 2.00 | – | |
1e-02 | 1.17e-02 | 6.43e-03 | 3.03e-03 | 1.25e-03 | 4.59e-04 |
0.86 | 1.09 | 1.28 | 1.44 | – | |
1e-03 | 3.81e-03 | 2.08e-03 | 9.73e-04 | 4.00e-04 | 1.46e-04 |
0.87 | 1.10 | 1.28 | 1.45 | – | |
1e-04 | 1.22e-03 | 6.59e-04 | 3.08e-04 | 1.27e-04 | 4.64e-05 |
0.89 | 1.10 | 1.28 | 1.45 | – | |
1e-05 | 4.18e-04 | 2.09e-04 | 9.75e-05 | 4.01e-05 | 1.47e-05 |
1.00 | 1.10 | 1.28 | 1.45 | – | |
1e-06 | 2.09e-04 | 6.71e-05 | 3.09e-05 | 1.27e-05 | 4.64e-06 |
1.64 | 1.12 | 1.28 | 1.45 | – | |
1e-07 | 1.74e-04 | 2.44e-05 | 9.84e-06 | 4.01e-06 | 1.47e-06 |
2.84 | 1.31 | 1.29 | 1.45 | – |
1e-00 | 1.01e-03 | 2.61e-04 | 6.58e-05 | 1.65e-05 | 4.12e-06 |
---|---|---|---|---|---|
1.96 | 1.99 | 2.00 | 2.00 | – | |
1e-01 | 3.77e-03 | 1.06e-03 | 2.75e-04 | 6.94e-05 | 1.74e-05 |
1.83 | 1.95 | 1.99 | 2.00 | – | |
1e-02 | 3.87e-02 | 2.06e-02 | 8.03e-03 | 2.62e-03 | 7.53e-04 |
0.91 | 1.36 | 1.62 | 1.80 | – | |
1e-03 | 1.24e-02 | 1.60e-02 | 1.73e-02 | 1.44e-02 | 8.63e-03 |
-0.37 | -0.12 | 0.26 | 0.74 | – | |
1e-04 | 1.30e-03 | 1.83e-03 | 2.57e-03 | 3.56e-03 | 4.74e-03 |
-0.49 | -0.49 | -0.47 | -0.41 | – | |
1e-05 | 1.33e-04 | 1.85e-04 | 2.62e-04 | 3.70e-04 | 5.21e-04 |
-0.47 | -0.50 | -0.50 | -0.49 | – | |
1e-06 | 1.96e-05 | 1.87e-05 | 2.62e-05 | 3.71e-05 | 5.25e-05 |
0.07 | -0.49 | -0.50 | -0.50 | – | |
1e-07 | 1.30e-05 | 2.24e-06 | 2.63e-06 | 3.71e-06 | 5.25e-06 |
2.54 | -0.23 | -0.50 | -0.50 | – |
In the case of , the numerical results are shown in Table 3, which has yielded the asymptotically optimal order.
1e-00 | 3.07e-05 | 3.90e-06 | 4.89e-07 | 6.12e-08 |
---|---|---|---|---|
2.98 | 3.00 | 3.00 | – | |
1e-01 | 3.92e-04 | 5.35e-05 | 6.84e-06 | 8.61e-07 |
2.87 | 2.97 | 2.99 | – | |
1e-02 | 6.08e-03 | 2.56e-03 | 8.25e-04 | 2.11e-04 |
1.25 | 1.63 | 1.97 | – | |
1e-03 | 1.98e-03 | 8.29e-04 | 2.66e-04 | 6.77e-05 |
1.26 | 1.64 | 1.97 | – | |
1e-04 | 6.28e-04 | 2.63e-04 | 8.43e-05 | 2.15e-05 |
1.26 | 1.64 | 1.97 | – | |
1e-05 | 1.99e-04 | 8.32e-05 | 2.67e-05 | 6.79e-06 |
1.26 | 1.64 | 1.97 | – | |
1e-06 | 6.33e-05 | 2.63e-05 | 8.44e-06 | 2.24e-06 |
1.27 | 1.64 | 1.91 | – |
Example 6.2.
The error and the order of convergence on Shishkin mesh and uniform mesh with are listed in Table 4 and Table 5, respectively. And also we get better results on Shishkin mesh than uniform mesh.
1e-00 | 1.66e-04 | 4.24e-05 | 1.07e-05 | 2.67e-06 | 6.67e-07 |
---|---|---|---|---|---|
1.97 | 1.99 | 2.00 | 2.00 | – | |
1e-01 | 6.48e-03 | 1.82e-03 | 4.72e-04 | 1.19e-04 | 2.99e-05 |
1.83 | 1.94 | 1.99 | 2.00 | – | |
1e-02 | 2.10e-02 | 1.16e-02 | 5.44e-03 | 2.24e-03 | 8.25e-04 |
0.86 | 1.09 | 1.28 | 1.44 | – | |
1e-03 | 6.86e-03 | 3.74e-03 | 1.75e-03 | 7.20e-04 | 2.64e-04 |
0.87 | 1.10 | 1.28 | 1.45 | – | |
1e-04 | 2.18e-03 | 1.19e-03 | 5.55e-04 | 2.28e-04 | 8.35e-05 |
0.88 | 1.10 | 1.28 | 1.45 | – | |
1e-05 | 7.13e-04 | 3.76e-04 | 1.76e-04 | 7.22e-05 | 2.64e-05 |
0.92 | 1.10 | 1.28 | 1.45 | – | |
1e-06 | 2.87e-04 | 1.20e-04 | 5.56e-05 | 2.28e-05 | 8.36e-06 |
1.27 | 1.11 | 1.28 | 1.45 | – | |
1e-07 | 2.00e-04 | 4.01e-05 | 1.76e-05 | 7.29e-06 | 2.64e-06 |
2.32 | 1.19 | 1.27 | 1.46 | – |
1e-00 | 1.66E-04 | 4.24E-05 | 1.07E-05 | 2.67E-06 | 6.67E-07 |
---|---|---|---|---|---|
1.97 | 1.99 | 2.00 | 2.00 | – | |
1e-01 | 6.48E-03 | 1.82E-03 | 4.72E-04 | 1.19E-04 | 2.99E-05 |
1.83 | 1.94 | 1.99 | 2.00 | – | |
1e-02 | 6.96E-02 | 3.70E-02 | 1.44E-02 | 4.71E-03 | 1.35E-03 |
0.91 | 1.36 | 1.62 | 1.80 | – | |
1e-03 | 2.22E-02 | 2.88E-02 | 3.12E-02 | 2.60E-02 | 1.56E-02 |
-0.37 | -0.12 | 0.26 | 0.74 | – | |
1e-04 | 2.35E-03 | 3.30E-03 | 4.63E-03 | 6.41E-03 | 8.54E-03 |
-0.49 | -0.49 | -0.47 | -0.41 | – | |
1e-05 | 2.37E-04 | 3.34E-04 | 4.72E-04 | 6.66E-04 | 9.38E-04 |
-0.49 | -0.50 | -0.50 | -0.49 | – | |
1e-06 | 2.85E-05 | 3.35E-05 | 4.73E-05 | 6.69E-05 | 9.45E-05 |
-0.23 | -0.50 | -0.50 | -0.50 | – | |
1e-07 | 1.45E-05 | 3.62E-06 | 4.73E-06 | 6.69E-06 | 9.46E-06 |
2.00 | -0.39 | -0.50 | -0.50 | – |
In the case of , the numerical results are shown in Table 6, which has also yielded the asymptotically optimal order, independent of .
1e-00 | 3.84e-06 | 4.86e-07 | 6.09e-08 | 7.62e-09 |
---|---|---|---|---|
2.98 | 3.00 | 3.00 | – | |
1e-01 | 6.93e-04 | 9.45e-05 | 1.21e-05 | 1.52e-06 |
2.87 | 2.97 | 2.99 | – | |
1e-02 | 1.09e-02 | 4.60e-03 | 1.48e-03 | 3.79e-04 |
1.25 | 1.63 | 1.97 | – | |
1e-03 | 3.57e-03 | 1.49e-03 | 4.79e-04 | 1.22e-04 |
1.26 | 1.64 | 1.97 | – | |
1e-04 | 1.13e-03 | 4.74e-04 | 1.52e-04 | 3.87e-05 |
1.26 | 1.64 | 1.97 | – | |
1e-05 | 3.58e-04 | 1.50e-04 | 4.81e-05 | 1.22e-05 |
1.26 | 1.64 | 1.97 | – | |
1e-06 | 1.14e-04 | 4.74e-05 | 2.53e-05 | 3.90e-06 |
1.26 | 0.90 | 2.70 | – |
Remark 6.1.
The numerical examples show that we obtain the asymptotically optimal error estimate. In fact, the in the error results will have an impact on the convergence order, and with the refinement of the Shishkin mesh, the influence of on the convergence order will gradually become smaller. The convergence order is reduced by about half order when and by one order in the case of . Our numerical results also confirm this well.
7 Conclusion
In this paper, we use the weak Galerkin finite element method to solve the singularly perturbed fourth-order boundary value problem in 2D domain. By constructing the Shishkin mesh which is suitable for the problem, we give the corresponding numerical algorithm and the error estimate in the discrete norm. Compared with solving the problem on the uniform mesh, the WG method obtains better results on the Shishkin mesh, which is verified by the numerical results. Moreover, the results of our numerical experiments are consistent with the error estimation theory, and the asymptotically optimal convergence order is obtained.
Statements and Declarations
Funding. This work was supported by the National Natural Science Foundation of China (Grant No. 12101039, 12271208).
Data Availability. The code used in this work will be made available upon request to the authors.
Competing Interests. The authors have no relevant financial or non-financial interests to disclose.
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