Abstract

We provide a maximum norm analysis of a finite element Schwarz alternating method for a nonlinear elliptic PDE on two overlapping subdomains with nonmatching grids. We consider a domain which is the union of two overlapping subdomains where each subdomain has its own independently generated grid. The two meshes being mutually independent on the overlap region, a triangle belonging to one triangulation does not necessarily belong to the other one. Under a Lipschitz asssumption on the nonlinearity, we establish, on each subdomain, an optimal error estimate between the discrete Schwarz sequence and the exact solution of the PDE.

1. Introduction

The Schwarz alternating method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each of the subdomains.

Extensive analysis of Schwarz alternating method for nonlinear elliptic boundary value problems can be found in ([1–4] and the references therein). Also the effectiveness of Schwarz methods for these problems, especially those in fluid mechanics, has been demonstrated in many papers. See proceedings of the annual domain decomposition conference beginning with [5].

In this paper, we are interested in the error analysis in the maximum norm for a class of nonlinear elliptic problems in the context of overlapping nonmatching grids: we consider a domain which is the union of two overlapping subdomains where each subdomain has its own triangulation. This kind of discretizations are very interesting as they can be applied to solve many practical problems which cannot be handled by global discretizations. They are earning particular attention of computational experts and engineers as they allow the choice of different mesh sizes and different orders of approximate polynomials in different subdomains according to the different properties of the solution and different requirements of the practical problems.

Quite a few works on maximum norm error analysis of overlapping nonmatching grids methods for elliptic problems are known in the literature (cf., e.g., [6–9]).

To prove the main result of this paper, we proceed as in [7]. More precisely, we develop an approach which combines a geometrical convergence result due to Lions [2] and a lemma which consists of estimating the error in the maximum norm between the continuous and discrete Schwarz iterates. The optimal convergence order is then derived making use of standard finite element -error estimate for linear elliptic equations.

In the present paper, the proof of this lemma stands on a Lipschitz continuous dependency with respect to both the boundary condition and the source term for linear elliptic equations (see Proposition 2.7) while in [7] the proof stands on a Lipschitz continuous dependency only with respect to the boundary condition for the elliptic obstacle problem.

To the best of our knowledge, this paper provides the first -error analysis for overlapping nonmatching grids for nonlinear elliptic PDEs. We also believe that our convergence result will have important implications in the computation of the solution of this type of problems on composite grids.

Now, we give an outline of the paper. In Section 2 we state a continuous alternating Schwarz sequences and define their respective finite element counterparts in the context of nonmatching overlapping grids. Section 3 is devoted to the -error analysis of the method.

2. Preliminaries

We begin by laying down some definitions and classical results related to linear elliptic equations.

2.1. Linear Elliptic Equations

Let be a bounded polyhedral domain of   or with sufficiently smooth boundary . We consider the bilinear form the linear form the right hand side the space where is a regular function defined on .

We consider the linear elliptic equation: find such that where is a positive constant such that

Let be the space of finite elements consisting of continuous piecewise linear functions vanishing on and be the basis functions of .

The discrete counterpart of (2.5) consists of finding   such that where and is an interpolation operator on .

Theorem 2.1 (see (cf. [13])). Under suitable regularity of the solution of problem (2.5), there exists a constant independent of such that

Lemma 2.2 (see (cf. [4])). Let satisfy nonnegative , and on . Then on .

The proposition below establishes a Lipschitz continuous dependency of the solution with respect to the data.

Notation 2.3. Let ; be a pair of data and ; the corresponding solutions to (2.5).

Proposition 2.4. Under conditions of the preceding Lemma 2.2, we have

Proof. First, set Then So On the other hand, we have So Thus, making use of Lemma 2.2, we get Similarly, interchanging the roles of the couples and , we obtain which completes the proof.

Remark 2.5. Lemma 2.2 stays true in the discrete case.

Indeed, assume that the discrete maximum principle (d.m.p) holds; that is, the matrix resulting from the finite element discretization is an M-Matrix (cf. [10, 11]). Then we have the following

Lemma 2.6. Let satisfy and on . Then on .

Proof. The proof is a direct consequence of the discrete maximum principle.

Let be a pair of data and the corresponding solutions to (2.7).

Proposition 2.7. Let the d.m.p hold. Then, under conditions of Lemma 2.6, we have

Proof. The proof is similar to that of the continuous case. Indeed, as the basis functions of the space are positive, it suffices to use the discrete maximum principle.

2.2. Schwarz Alternating Methods for Nonlinear PDEs

Consider the nonlinear PDE or in its weak form where is a nondecreasing nonlinearity. Thanks to [12], problem (2.19) has a unique solution.

Let us also assume that is a Lipschitz continuous on ; that is, such that where is the constant defined in (2.6).

We decompose into two overlapping smooth subdomains and such that

We denote by the boundary of and and assume that the intersection of and , is empty. Let

We associate with problem (2.20) the following system: find solution to where

2.3. The Continuous Schwarz Sequences

Let be an initialization in (i.e., continuous functions vanishing on such that Starting from , we respectively define the alternating Schwarz sequences on such that solves and on such that solves

Theorem 2.8 (see (cf. [2, pages 51–63])). The sequences ; produced by the Schwarz alternating method converge geometrically to the solution of the system (2.25). More precisely, there exist two constants which depend on and , respectively, such that for all ;

2.4. The Discretization

For , let be a standard regular and quasiuniform finite element triangulation in , being the meshsize. The two meshes being mutually independent , a triangle belonging to one triangulation does not necessarily belong to the other. We consider the following discrete spaces: and for every , we set where denote an interpolation operator on .

The Discrete Maximum Principle (see [10, 11])
We assume that the respective matrices resulting from the discretizations of problems (2.28) and (2.29) are M-matrices.
Note that as the two meshes and are independent over the overlapping subdomains, it is impossible to formulate a global approximate problem which would be the direct discrete counterpart of problem (2.20).

2.5. The Discrete Schwarz Sequences

Now, we define the discrete counterparts of the continuous Schwarz sequences defined in (2.28) and (2.29).

Indeed, let be the discrete analog of , defined in (2.27); we, respectively, define by such that and such that

3. -Error Analysis

This section is devoted to the proof of the main result of the present paper. To that end we begin by introducing two discrete auxiliary sequences and prove a fundamental lemma.

3.1. Two Auxiliary Schwarz Sequences

For , we define the sequences and such that solves and solves respectively.

It is then clear that and are the finite element approximation of and defined in (2.28), (2.29), respectively. Then, as is continuous, (independent of , and, therefore, making use of standard maximum norm estimates for linear elliptic problems, we have where is a constant independent of both and .

Notation 3.1. From now on, we shall adopt the following notations:

3.2. The Main Results

The following lemma will play a key role in proving the main result of this paper.

Lemma 3.2. Let . Then, under assumption (2.22), there exists a constant independent of both and such that

Proof. We know from standard -error estimate for linear problem (see [13]) that there exists a constant independent of such that
Now, since , then , and therefore
Let us now prove (3.5) by induction. Indeed for , using the Proposition 2.7, we have in domain 1
We then have to distinguish between two cases:   or 
Case (1)implies
Then Case (2) implies So, by multiplying (3.13) by we get So, is bounded by both and . This implies that   or
That is, or It follows that only the case (a) is true, that is,
Thus
So, in both cases (1) and (2), we have
Similarly, we have in domain 2
So   orCase (1) implies
So while case (2) implies
So, by multiplying (3.28) by we get and hence is bounded by both and . Then  or which implies or
Hence, (a) and (b) are true because they both coincide with (3.22). So, there is either a contradiction and thus case (2) is impossible or case (2) is possible only if that is,
Thus
That is, both cases (1) and (2) imply
Now, let us assume that and prove that
Indeed, we have in domain 1
We have again to distinguish between two cases   or
Case (1) implies
Then
Case (2) implies
So, by multiplying (3.46) by  , we get
Hence, we can see that is bounded by both and . So, we have or which implies   or
So, (a) and (b) are true because they both coincide with (3.39). This means that there is either contradiction and then case (2) is impossible, or case (2) is possible and then we must have that is
So
Thus, both cases (1) and (2) imply
Estimate in domain 2 can be proved similarly using estimate (3.56).

Theorem 3.3. Let . Then, for large enough, there exists a constant independent of both and such that

Proof. Let us give the proof for . The one for is similar and so will be omitted.
Indeed, Let . Then making use of Theorem 2.8 and Lemma 3.2, we get So, for large enough, we have and thus which is the desired result.

Conclusion
We have established an error estimate for the finite element Schwarz alternating method for a nonlinear elliptic PDE on two subdomains with nonmatching grids combining a geometrical convergence result due to Lions and a standard finite element -error analysis for linear elliptic equations.The same approach may be extended to other types of problems such as linear parabolic PDEs (see [2]) and singularly perturbed advection-diffusion equations (see [14]).