Numeerisen analyysin ja laskennallisen tieteen seminaari

27.3.2006  klo 14.15  U356

Antti Hannukainen, TKK, Matematiikan laitos

A posteriori error estimation for elliptic BVP's

All computational processes normally involve computational errors of various types. No matter how appropriate the underlying mathematical model is, these errors may be excessively large and render the solution practically useless. In truly reliable computations this is avoided with a posteriori error estimation of the obtained numerical solution. However, no unified a posteriori error estimation approach exists and all techniques are strongly connected to the underlying problem or computational method.

Elliptic problems are usually used as a testbench for different error control techinques. In this context the error can be measured in several different ways. Error in the energy norm is used to measure the overall quality of the solution. In some cases this is not sufficent and more sophisticated error measures are required. For example, error over some critical part of the solution domain can be expressed in terms of linear functionals.

In this talk we present two complementing a posteriori error estimation techniques for elliptic BVP. Corresponding estimates are derived for error measured both in the energy norm and in terms of linear functionals. First technique is based on superconvergence properties of averaged gradients and gives indication of the error source. However, superconvergence requires the solution to be a FEM-solution, so this method can be applied only in the context of FEM. The second technique provides guaranteed two-sided bounds for the error and is applicable for a wide class of approximations independently of the methods used to compute them. The bounds can be made as close to the true error as computational resources allow. Both estimates are easy to code and all needed constants are computable and independent of the mesh. Comparison and benefits of the proposed methods are demonstrated in several numerical tests.