Local parameter selection in the C0 interior penalty method for the biharmonic equation Skip to content
BY 4.0 license Open Access Published by De Gruyter September 11, 2023

Local parameter selection in the C0 interior penalty method for the biharmonic equation

  • Philipp Bringmann , Carsten Carstensen EMAIL logo and Julian Streitberger

Abstract

The symmetric C0 interior penalty method is one of the most popular discontinuous Galerkin methods for the biharmonic equation. This paper introduces an automatic local selection of the involved stability parameter in terms of the geometry of the underlying triangulation for arbitrary polynomial degrees. The proposed choice ensures a stable discretization with guaranteed discrete ellipticity constant. Numerical evidence for uniform and adaptive mesh refinement and various polynomial degrees supports the reliability and efficiency of the local parameter selection and recommends this in practice. The approach is documented in 2D for triangles, but the methodology behind can be generalized to higher dimensions, to non-uniform polynomial degrees, and to rectangular discretizations. An appendix presents the realization of our proposed parameter selection in various established finite element software packages.

MSC 2010: 65N12; 65N15; 65N30; 65N50; 65Y20

1 Introduction

A classical conforming finite element method for the plate problem originates from the work of Argyris [4] with a quintic polynomial ansatz space P5(T) and 21 degrees of freedom on each triangle T. The practical application appears less prominent due to the higher computational efforts [28], although recent works [23, 33] establish a highly efficient adaptive multilevel solver for the hierarchical Argyris FEM. Due to their easier implementation, classical nonconforming FEMs [19, 25, 26, 30] and discontinuous Galerkin schemes appear advantageous compared to conforming discretizations. At least the growing number of publications on these schemes indicates a higher popularity.

Discontinuous Galerkin finite element methods [6, 16, 19, 27, 44] such as the C0 interior penalty method are a popular choice for fourth-order problems in order to avoid C1-conforming finite elements. Their main drawback is the dependence of the stability on a sufficiently large penalty parameter. The choice of this parameter is often heuristical and based on the individual experience of the user. This paper proposes an explicit geometry-dependent and local selection of the penalty parameter that guarantees the stability of the resulting scheme.

Given a source term fL2(Ω) in a bounded polygonal Lipschitz domain Ω ⊂ ℝ2, let uV := H02 (Ω) be the weak solution to the biharmonic equation Δ2 u = f,

a(u,v):=ΩD2u:D2vdx=ΩfvdxvV. (1.1)

The Riesz representation theorem applies in the Hilbert space (V, a) and proves well-posedness of the formulation (1.1). Elliptic regularity theory verifies that fL2(Ω) implies uH2+α(Ω) ∩ H02 (Ω) [1, 8, 31, 37]. The pure clamped boundary conditions in the model example lead to α > 1/2.

For a regular triangulation 𝓣 of Ω into closed triangles and the polynomial degree k ⩾ 2, the symmetric C0 interior penalty method (C0IP) seeks uIPVh:=S0k(T):=Pk(T)H01(Ω) in the Lagrange finite element space with

Ah(uIP,vIP)=ΩfvIPdxvIPVh. (1.2)

The three contributions to the bilinear form Ah : Vh × Vh → ℝ defined, for uIP, vIPVh, by

Ah(uIP,vIP):=apw(uIP,vIP)(J(uIP,vIP)+J(vIP,uIP))+cIP(uIP,vIP) (1.3)

originate from the piecewise integration by parts in the derivation of (1.1) (see [16]). While the boundedness of Ah follows from standard arguments, its coercivity is subject to the assumption of a sufficiently large penalty parameter σIP,E > 0 in the bilinear form cIP : Vh × Vh → ℝ defined, for uIP, vIPVh, by

cIP(uIP,vIP):=EEσIP,EhEE[uIPνE]E[vIPνE]Eds (1.4)

with the normal jumps [∇ vIPνE]E (see [16, 24]). This paper introduces a local parameter

σIP,E:=3ak(k1)hE28(1|T+|+1|T|)if E=T+TE(Ω)3ak(k1)hE22|T+|if EE(T+)E(Ω). (1.5)

The penalty parameter σIP,E in (1.5) contains a prefactor a > 1. Theorem 3.1 below establishes that every choice of a > 1 leads to guaranteed stability with stability constant at least ϰ = 1 − 1/ a . In the case of very large penalization with a → ∞, i.e., σIP,E → ∞, the lower bound ϰ tends to 1. This fine-tuning of the penalty parameter σIP,E enables strong penalization as employed in [9] for the analysis of optimal convergence rates of adaptive discontinuous Galerkin methods.

Numerical experiments confirm the guaranteed stability and exhibit rate-optimal convergence of an adaptive C0IP for various polynomial degrees in Section 4 below. The computation of the discrete inf-sup constants (as certain eigenvalues of the discrete operator) reveals little overestimation only and recommends the proposed local parameter selection in practise. A detailed investigation of the influence of the parameter a reveals that large penalty parameters lead to a substantial increase of the condition numbers of the system matrix. Hence, we recommend a small choice of a, e.g., a = 2, in order to avoid large condition numbers. Alternatively, a strong penalization requires the application of suitable preconditioners for C0IP [11, 13, 17, 18, 20, 21].

Example 1.1

On a uniform triangulation into right isosceles triangles of the same area, the penalty parameter (1.5) for the quadratic C0IP method reads

σIP,E=3a/4for a cathetus EE(Ω) in the interior3a/2for a hypotenuse EE(Ω) in the interior6afor a cathetus EE(Ω) on the boundary12afor a hypotenuse EE(Ω) on the boundary.

A choice of a close to 1 leads to smaller penalty parameters for the majority of interior edges compared to values from the literature, e.g., σIP,E = 5 in [14].

The remaining parts of the paper are organized as follows. Section 2 specifies the notation such that Section 3 can present the main result of the paper in Theorem 3.1. Numerical experiments investigate the stability of the scheme with the suggested automatic penalty selection in Section 4. The coercivity constants are computed numerically and compared with the theoretically established value. Moreover, the performance of an adaptive mesh-refinement algorithm is examined. Appendix A presents the numerical realization of this automatic choice of the penalty parameter to existing FEM software packages such as the unified form language [35, 36, 39], deal.II [5], and NGSolve [42]. The implementation of the C0 interior penalty method in these packages turns out to be very compact. A complete and accessible documentation of a self-contained MATLAB code for the lowest-order discretization is available in [22, App. B].

2 Notation

Standard notation of Lebesgue and Sobolev spaces, their norms, and L2 scalar products applies throughout the paper. Instead of the space V in the weak formulation (1.1), discontinuous Galerkin methods employ the piecewise Sobolev space

H2(T):={vL2(Ω):TT,v|TH2(T):=H2(int(T))} (2.1)

with respect to a shape-regular triangulation 𝓣 of the domain Ω into closed triangles T ∈ 𝓣 with interior ∫(T) ⊂ Ω. Define the space of piecewise polynomials

Pk(T):={vL2(Ω):TT,v|TPk(T)}

of total degree at most k ∈ ℕ0. For vH2(𝓣), the piecewise application of the distributional derivatives leads to the piecewise Hessian Dpw2vL2(Ω;S),(Dpw2v)|T:=D2(v|T) with values in the space 𝕊 ⊂ ℝ2×2 of symmetric 2 × 2 matrices.

The piecewise Sobolev functions vH2(𝓣) allow for the evaluation of averages 〈vE and jumps [v]E across an edge E ∈ 𝓕. Each interior edge E ∈ 𝓕(Ω) of length hE := |E| is the common edge of exactly two triangles T+, TT, written E = ∂ T+∂ T. Then

[v]E:=(v|T+)|E(v|T)|E,vE:=12(v|T+)|E+12(v|T)|E. (2.2)

The unit normal vector νE is oriented such that νEνT±|E = ± 1 for the outward unit normal vectors νT± of T±. For each boundary edge E ∈ 𝓕(∂Ω), let T+ ∈ 𝓣 denote the unique triangle with edge E ∈ 𝓕(T+) and set [v]E := 〈 VE := (v |T+)|E. Analogous definitions apply for vector- or matrix-valued polynomials. Let 𝓣 denote a shape regular triangulation of the polygonal Lipschitz domain Ω into closed triangles and 𝓥 (resp. 𝓥(Ω) or 𝓥(∂ Ω)) the set of all (resp. interior or boundary) vertices [10, 15]. Let 𝓕 (resp. 𝓕(Ω) or 𝓕(∂ Ω)) be the set of all (resp. interior or boundary) edges. For each triangle T ∈ 𝓣 of area |T|, let 𝓥(T) denote the set of its three vertices and 𝓕(T) the set of its three edges. Abbreviate the edge patch by ωE := ∫(T+T) ⊆ Ω for an interior edge E = ∂ T+∂ T ∈ 𝓕(Ω) and by ωE := ∫(T+) ⊆ Ω for a boundary edge E ∈ 𝓕(T+) ∩ 𝓕(∂Ω).

The remaining contributions to the bilinear form Ah in (1.3) consist of the piecewise energy scalar product apw : Vh × Vh → ℝ and the jump term 𝓙: Vh × Vh → ℝ defined, for uIP, vIPVh, by

apw(uIP,vIP):=TTTD2uIP:D2vIPdxJ(uIP,vIP):=EEE(Dpw2uIPνE)νEE[vIPνE]Eds. (2.3)

Note that a different convention for the orientation of the normal vector νE in [16] leads to other signs in the bilinear form Ah compared to (1.3).

The notation AB abbreviates AC B for a positive, generic constant C, solely depending on the domain Ω, the polynomial degree, and the shape regularity of the triangulation 𝓣; AB abbreviates ABA.

For two indices j, k ∈ ℕ, let δjk ∈ {0, 1} denote the Kronecker symbol defined by δjk := 1 if and only if j = k. The enclosing single bars |•| apply context-sensitively and denote not only the modulus of real numbers, the Euclidean norm of vectors in ℝ2, but also the cardinality of finite sets, the area of two-dimensional Lebesgue sets, and the length of edges.

3 Stability

This section develops a novel stability analysis with a penalty parameter σIP,E in the bilinear form cIP from (1.4). Let the discrete space Vh be equipped with the mesh-dependent norm ∥•∥h defined, for vIPVh, by

vIPh2:=|||vIP|||pw2+cIP(vIP,vIP)

with the piecewise semi-norm ||||||pw:=||H2(T):=Dpw2L2(Ω). The parameter σIP,E from (1.5) solely depends on the underlying triangulation and allows for a guaranteed discrete stability [27, Sect. 1.3.2] of the bilinear from Ah from (1.3) with respect to the mesh-dependent norm ∥•∥h in the following theorem.

Theorem 3.1

Given any a > 1, define the penalty parameter σIP,E > 0 as in (1.5). For every choice of a > 1, the constant ϰ := 1 − 1/ a > 0 and all discrete functions vIPVh satisfy the stability estimate

ϰvIPh2Ah(vIP,vIP). (3.1)

Four remarks are in order before the proof of the Theorem 3.1 concludes this section.

Remark 3.1

(choice of energy norm). The σ-independence of the stability constant ϰ in (3.1) justifies that ∥•∥h is a suitable choice for the energy norm on Vh. Any equivalent norm lead to a stable discretization as well. However, the stability constant ϰ might depend on σIP,E ≈ 1. For instance, the stability (3.1) remains valid for all alternative weights ensuring σ͠IP,EσIP,E for all edges E ∈ 𝓕. In the case of a uniform triangulation into right isosceles triangles and a ⩾ 4/3, Example 1.1 shows that 1 ⩽ σIP,E and discrete stability holds for the choice of the following norm not including σIP,E

vIP(|||vIP|||pw2+EE1hE[uIPνE]EL2(E)2)1/2.

Remark 3.2

(other types of boundary conditions). The stability analysis generalizes to other types of boundary conditions. In the case of simply supported plates, i.e., u = Δ u = 0 on ∂ Ω, the bilinear form Ah from (1.3) is replaced by [12, Rem. 2]:

A~h(uIP,vIP):=apw(uIP,vIP)(J~(uIP,vIP)+J~(vIP,uIP))+c~IP(uIP,vIP)

with the modified contributions

J~(uIP,vIP):=EE(Ω)E(Dpw2uIPνE)νEE[vIPνE]Edsc~IP(uIP,vIP):=EE(Ω)σIP,EhEE[uIPνE]E[vIPνE]Eds.

The proof of Theorem 3.1 applies verbatim in this case. For Cahn–Hillard boundary conditions ∂ u / ∂ n = ∂ Δ u / ∂ n = 0, the bilinear form is equal to the bilinear form in (1.3), but the space Vh consists of Pk(𝓣) functions vanishing at a single point in Ω [12, Rem. 2]. Since the proof of Theorem 3.1 does not exploit the boundary conditions of vhVh, the estimate (3.1) holds for all piecewise polynomials vhPk(𝓣) for k ⩾ 2. Consequently, the result generalizes to Cahn–Hillard boundary conditions as well.

Remark 3.3

(variable polynomial degrees). The assumption of uniform polynomial degree can be weakened, as follows for a different polynomial degree kT on every triangle T ∈ 𝓣. For an edge E ∈ 𝓕, an analogous argumentation leads to the choice of the edge-dependent parameter

σIP,E:=3ahE28(kT+(kT+1)|T+|+kT(kT1)|T|)if E=T+TE(Ω)3akT+(kT+1)hE22|T+|if EE(T+)E(Ω).

Remark 3.4

(generalization to rectangles). Theorem 3.1 can be generalized to rectangular meshes. To this end, let 𝓣 denote a regular triangulation into closed rectangles and Qk(𝓣) the space of continuous piecewise polynomials of partial degree at most k ∈ ℕ. The sharp discrete trace inequality from [34, Eq. (C.20)] for rectangles T ∈ 𝓣 with edge E ∈ 𝓕(T) reads, for all qkQk(T),

qkL2(E)2(k+1)2hE|T|qkL2(T)2.

Then, for edge E ∈ 𝓕 and a > 1, an analog of Theorem 3.1 leads to the following choice of the edge-dependent parameter

σIP,E:=a(k1)2hE2(1|T+|+1|T|)if E=T+TE(Ω)4a(k1)2hE2|T+|if EE(T+)E(Ω). (3.2)

The proof of the Theorem 3.1 employs a discrete trace inequality.

Lemma 3.1

(see [45, Thm. 3]). Every polynomial qkPk(T) of degree at most k ∈ ℕ0 satisfies

qkL2(E)2(k+2)(k+1)hE2|T|qkL2(T)2.

The multiplicative constant is sharp in the sense that it cannot be replaced by any smaller constant in the absence of further conditions on the function qk.

Proof of Theorem 3.1

The point of departure is the difference, for every ϰ > 0,

Ah(vIP,vIP)ϰvIPh2=(1ϰ)|||vIP|||pw22J(vIP,vIP)+(1ϰ)EEσIP,EhE[vIPνE]EL2(E)2. (3.3)

The first step of the proof bounds the jump term 𝓙 with the weighted Young inequality, for every ε > 0,

2|J(vIP,vIP)|EE(εσIP,EhE[vIPνE]EL2(E)2+hEεσIP,E(Dpw2vIPνE)νEEL2(E)2).

Inserting this estimate into (3.3) confirms the lower bound

(1ϰ)|||vIP|||pw2+(1ϰ)EEσIP,EhE[vIPνE]EL2(E)2=EE(εσIP,EhE[vIPνE]EL2(E)2+hEεσIP,E(Dpw2vIPνE)νEEL2(E)2)=Ah(vIP,vIP)ϰvIPh2. (3.4)

The second step estimates the average (Dpw2vIPνE)νEE. Since the piecewise second derivative Dpw2vIP of any function vIPVh is a polynomial of degree k − 2 on each triangle T with edge E ∈ 𝓕(T), Lemma 3.1 implies that

Dpw2vIP|TL2(E)2k(k1)hE2|T|Dpw2vIP|TL2(T)2. (3.5)

In accordance with the bilinear form apw from (2.3), the L2 norm employs the Frobenius norm |•| for matrix-valued functions. A Cauchy–Schwarz inequality in ℝ2, the submultiplicativity of the Frobenius norm, and the normalization |νE| = 1 prove

|(Dpw2vIP(x)νE)νE|2|D2vIP(x)|2

for almost every xE. For an interior edge E = ∂ T+∂ T ∈ 𝓕(Ω) with the neighboring triangles T+ and T, this and the definition of the average from (2.2) show

(Dpw2vIPνE)νEEL2(E)214D2vIP|T++D2vIP|TL2(E)2.

The combination with a triangle inequality, another weighted Young inequality with γ > 0, and (3.5) results in

(Dpw2vIPνE)νEEL2(E)2k(k1)hE8(1+γ|T+|D2vIPL2(T+)2+1+1/γ|T|D2vIPL2(T)2).

The multiplicative constant max {(1 + γ)/|T+|, (1 + γ−1)/|T|} is minimal in the case of the equality (1 + γ)/|T+| = (1 + γ−1)/|T|. Hence the optimal value γ = | T+|/| T| leads to

(Dpw2vIPνE)νEEL2(E)2k(k1)hE8(1|T+|+1|T|)Dpw2vIPL2(ωE)2.

The multiplication with hE/(ε σIP,E) and the definition of σIP,E in (1.5) show

hEεσIP,E(Dpw2vIPνE)νEEL2(E)213aεDpw2vIPL2(ωE)2. (3.6)

For a boundary edge E ∈ 𝓕(∂ Ω) with adjacent triangle T+ ∈ 𝓣, the definition of the average, the equality |νE| = 1, and (3.5) verify

(Dpw2vIPνE)νEEL2(E)2=(Dpw2vIPνE)νEL2(E)2Dpw2vIPL2(E)2k(k1)hE2|T+|D2vIPL2(T+)2.

Consequently, the multiplication with hE/(ε σIP,E) and the definition of the penalty parameter σIP,E result in the analogous estimate (3.6) for E ∈ 𝓕(∂Ω).

The sum of (3.6) over all edges E ∈ 𝓕 and the finite overlap of the edge patches (ω(E): E ∈ 𝓔) lead to

EEhEεσIP,E(Dpw2vIPνE)νEEL2(E)21aε|||vIP|||pw2. (3.7)

The third step concludes the proof with a combination of the lower bound (3.4), and the estimate (3.7) for

1ϰ1aε|||vIP|||pw2+(1ϰε)EEσIP,EhE[vIPνE]EL2(E)2Ah(vIP,vIP)ϰvIPh2. (3.8)

Every choice of 0 < ϰ ⩽ min{1 − 1/(a ε), 1 − ε} leads to a nonnegative lower bound in (3.8), and so proves the claim (3.1); ε = 1/ a results in ϰ = 1 - 1/ a . □

4 Numerical experiments

This section investigates an implementation of the C0IP method from (1.2) using an unpublished in-house software package AFEM2 in MATLAB version 9.9.0.1718557 (R2020b) Update 6. The investigation considers four computational benchmark examples with domains displayed in Fig. 1. If not mentioned otherwise, the numerical experiments employ a = 4.

Figure 1 Visualization of the initial triangulations 𝓣0 for the four benchmark problems.
Figure 1

Visualization of the initial triangulations 𝓣0 for the four benchmark problems.

4.1 Adaptive mesh refinement

The experiments include a comparison of uniform and adaptive mesh refinement driven by the a posteriori error estimator η2(𝓣) := ∑T∈𝓣 η2(T) with, for all T ∈ 𝓣,

η2(T):=hT2(fΔ2uIP)L2(T)2+EE(T)σIP,E2hE[uIP]EνEL2(E)2=+EE(T)E(Ω)hE[(Dpw2uIPνE)νE]EL2(E)2+EE(T)E(Ω)hE3[(ΔuIP)/νE]EL2(E)2 (4.1)

from [12, Sect. 7.1]. The software employs the Dörfler marking strategy [29] and newest-vertex bisection according to [43] in the adaptive Algorithm 1 to compute a sequence of nested triangulations (𝓣) ∈ ℕ0. The marking strategy with minimal cardinality of the set 𝓜 of marked triangles can be realized in linear computational complexity [40].

Another main aspect of the numerical investigation concerns the influence of the parameter a > 1 in (1.5) to the stability of the scheme. To this end, the principal eigenvalue λ1, to the following discrete eigenvalue problem is computed: Seek ΦIPV:=S0k(T) with ΦIP ≠ 0 and μ ∈ ℝ such that

Ah(ΦIP,vIP)=μ(apw(ΦIP,vIP)+cIP(ΦIP,vIP))vIPV. (4.2)

The Rayleigh–Ritz principle shows that ϰ = 1 − 1/ a from Theorem 3.1 provides a lower bound for the principal eigenvalue λ1,. Given a basis φ0, …, φJ of V, the practical realization of (4.2) employs the matrices B(𝓣), N(𝓣) ∈ ℝJ×J given, for j, k = 1, …, J, by

Bjk(T):=Ah(φj,φk),Njk(T):=apw(φj,φk)+cIP(φj,φk). (4.3)

Algorithm 1

Adaptive C0 interior penalty method

Input: regular triangulation 𝓣0 and bulk parameter 0 < ϑ ⩽ 1.

  for = 0, 1, 2, … do

      Solve (1.2) with respect to triangulation 𝓣 for solution uS0k(T).

      Compute refinement indicator η2(𝓣, T) from (4.1) for all T ∈ 𝓣.

      Mark a minimal subset 𝓜 ⊆ 𝓣 by the Dörfler criterion

ϑη2(T)TMη2(T,T).

      Refine 𝓣 to 𝓣+1 by newest-vertex bisection such that 𝓜 ⊆ 𝓣 ∖ 𝓣+1.

  end for

Ouput: sequence of triangulations 𝓣 with u and η(𝓣) for ∈ ℕ0.

4.2 Singular solution on L-shaped domain

This benchmark considers the L-shaped domain Ω = (−1, 1)2 ∖ [0, 1)2 with interior angle ω = 3π/2 at the reentrant corner. This determines the noncharacteristic solution α := 0.5444837 to sin2(α ω) = α2 sin2(ω) in

gα,ω(φ)=(sin((α1)ω)α1sin((α+1)ω)α+1)(cos((α1)φ)cos((α+1)φ))(sin((α1)φ)α1sin((α+1)φ)α1)(cos((α1)ω)cos((α+1)ω)). (4.4)

The exact singular solution in polar coordinates from [31, p. 107] reads

u(r,φ)=(1r2cos2φ)2(1r2sin2φ)2r1+αgα,ω(φπ2). (4.5)

The right-hand side f := Δ2 u is computed accordingly. The reduced regularity of the exact solution u leads to the empirical convergence rate α/2 for uniform mesh refinement displayed by dashed lines in Fig. 3. The adaptive refinement strategy results in local mesh refining at the reentrant corner in Fig. 2. For all polynomial degrees k = 2, …, 5, the adaptive algorithm recovers the optimal convergence rates with respect to the number of degrees of freedom (ndof) as displayed by the solid lines in Fig. 3.

Figure 2 Adaptively refined mesh (ϑ = 0.5) with polynomial degree k = 2 and 10406 degrees of freedom for the L-shaped domain in Section 4.2.
Figure 2

Adaptively refined mesh (ϑ = 0.5) with polynomial degree k = 2 and 10406 degrees of freedom for the L-shaped domain in Section 4.2.

Figure 3 Convergence history plots for the L-shaped domain in Section 4.2.
Figure 3

Convergence history plots for the L-shaped domain in Section 4.2.

4.3 Singular solution on 1/8 cusp domain

This benchmark problem investigates the 1/8 cusp domain Ω := (−1, 1)2 ∖conv{(0, 0), (1, −1), (1, 0)} with interior angle ω = 7π/4 as depicted in Fig. 1b. The right-hand side f := Δ2 u is given by the exact singular solution in polar coordinates

u(r,φ)=(1r2cos2φ)2(1r2sin2φ)2r1+αgα,ω(φπ4) (4.6)

analogously to (4.5) with gα,ω from (4.4) for the parameter α = 0.50500969. The singularity causes an empirical convergence rate α/2 for uniform mesh refinement in Fig. 4, while the adaptive algorithm recovers the optimal rates for the considered polynomial degrees. In the case k = 5, the highly adapted meshes lead to nearly singular matrices close to the number of 106 degrees of freedom. Undisplayed triangulation plots confirm the increased adaptive refinement towards the reentrant corner.

Figure 4 Convergence history plots for the 1/8 cusp domain in Section 4.3.
Figure 4

Convergence history plots for the 1/8 cusp domain in Section 4.3.

4.4 Dumbbell-slit domain

The benchmark problem considers the uniform force f ≡ 1 on the dumbbell-slit domain

Ω=((1,1)×(1,5)[1,3]×[0.75,1))(1,0]×{0}

depicted in Fig. 1c. Although Ω is no Lipschitz domain, Figures 5 confirm the optimal convergence rates with adaptive mesh refinement. Undisplayed plots of the adaptive triangulations show an increased refinement towards the slit as well as the two reentrant corners at (1, −0.75) and (3, −0.75).

Figure 5 Convergence history plots for the dumbbell domain in Section 4.4.
Figure 5

Convergence history plots for the dumbbell domain in Section 4.4.

4.5 Four-slit domain

Let

Ω=((1,1)2((1,0.5][0.5,1))×{0}){0}×((1,0.5][0.5,1))

denote the square domain with one slit at each edge as depicted in Fig. 1d. This benchmark also considers the uniform load f ≡ 1. Similarly to the previous benchmarks, optimal convergence rates can be observed in the case the adaptive mesh refinement for the polynomial degrees k = 2, …, 5 in Fig. 6. Undisplayed triangulation plots indicate that the adaptive algorithm detects the singularities of the unknown exact solution at tips of the four slits.

Figure 6 Convergence history plots for the fourslit domain in Section 4.5.
Figure 6

Convergence history plots for the fourslit domain in Section 4.5.

4.6 Investigation of parameter a

Given the triangulation 𝓣 on the level ∈ ℕ0 from the adaptive Algorithm 1, the principle eigenvalue λ1, of the discrete eigenvalue problem (4.2) with respect to 𝓣 is the stability constant in (3.1). The computation applies MATLAB’s eigs function to the eigenvalue problem of the matrices B(𝓣) and N(𝓣) from (4.3).

Figure 7 displays λ1, in dependence of the number of degrees of freedom for different choices of a > 1 using adaptive and uniform mesh refinement on the L-shaped domain in Section 4.2; a large parameter a results in a larger stability constant tending towards 1. The guaranteed lower bound ϰ = 1 − 1/ a from Theorem 3.1 is always fulfilled. It is remarkable that even the unjustified choice a = 1 leads to a seemingly stable discretization with stability constants between 0.2 and 0.5 depicted in Fig. 7a. Figure 9a displays the relation of the parameter a and the stability constant λ1, in more detail. The computed values for λ1, < 1 are slightly larger than the guaranteed lower bounds. This indicates little over-stabilization of the automated choice of σIP,E. Undisplayed numerical experiments do not reveal any significant difference between the computed stability constants of the four domains in Fig. 1.

Figure 7 Plot of stability constant λ1,ℓ with various selections of parameter a for the L-shaped domain in Subsection 4.2.
Figure 7

Plot of stability constant λ1, with various selections of parameter a for the L-shaped domain in Subsection 4.2.

An interesting empirical observation is that adaptive mesh refinement and higher-order polynomials even lead to slightly more stable discretizations. An over-stabilization as in the theoretical analysis from [9] is not necessary in the computational benchmarks. This supports the advantage of the automated choice of the penalization with σIP,E for guaranteed stability.

The condition number cond1(B(𝓣)) with respect to the 1-norm of the system matrix B(𝓣) from (4.3) depends on a as displayed in Fig. 8. The presented lower bounds for cond1(B(𝓣)) are computed using MATLAB’s condest function. Naturally, the number of degrees of freedom has the biggest influence and the rate of the increase depends on the polynomial degree k. While the importance of a seems negligible, the difference between the condition number for a = 1 and a = 100 is still about two orders of magnitude. Figure 9b illustrates this linear relation between the parameter a and the condition number on a fixed uniform mesh of the L-shaped domain. This suggests that a small a is advantageous.

Figure 8 Plot of condition number cond1(B(𝓣ℓ)) of the system matrix B(𝓣ℓ) from (4.3) with various selections of a for the L-shaped domain in Subsection 4.2.
Figure 8

Plot of condition number cond1(B(𝓣)) of the system matrix B(𝓣) from (4.3) with various selections of a for the L-shaped domain in Subsection 4.2.

Figure 9 Plots of a-dependence of quantities on a uniform mesh with 6 144 triangles of the L-shaped domain in Subsection 4.2.
Figure 9

Plots of a-dependence of quantities on a uniform mesh with 6 144 triangles of the L-shaped domain in Subsection 4.2.

4.7 Conclusions

The numerical experiments validate the theoretically established stability result with the proposed penalty parameter from (1.5) for polynomial degrees k = 2, 3, 4, 5. Figures 36 exhibit rate-optimal convergence of the adaptive C0 interior penalty method.

A detailed investigation of the influence of the parameter a > 1 recommends the choice of a as small as possible in order to avoid large condition numbers of the linear system of equations. We suggest a = 2 with ϰ = 1 − 1/ 2 ≈ 0.293.

Funding statement: This paper has been supported by SPARC project (ID 235) ‘The Mathematics and Computation of Plates’ and by the Austrian Science Fund (FWF) standalone project P33216 ‘Computational nonlinear PDEs’.

Acknowledgment

It is our pleasure to thank Zhaonan Dong (of Inria, Paris) for fruitful discussions on the discrete trace inequality.

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A Remarks on the numerical realization

The following three subsections illustrate the numerical realization of the C0IP method with the proposed local parameter selection in established software packages such as FEniCS (using the unified form language), deal.II, and NGSolve.

A.1 Realization using the unified form language (UFL)

The unified form language [2] provides a standardized way of implementing variational formulations for PDEs. It supports discontinuous Galerkin discretizations such as the C0IP method [38].

The first step defines the shape of the element domain and several geometric quantities required for the bilinear form Ah:

cell = triangle

n = FacetNormal(cell)

h = FacetArea(cell)

vol = CellVolume(cell)

Given a polynomial degree k ∈ ℕ with k ⩾ 2, these variables allow to define the penalty parameter σIP,E according to the formula (1.5):

a = 4.0

sigma = 3.0 * a * k * (k − 1)/8.0 * h(“+”)**2 * avg(1/vol)

sigma_boundary = 3.0 * a * k * (k − 1) * h**2/vol

The following lines specify the Lagrange finite element and the trial and test functions:

element = FiniteElement(“Lagrange”, cell, k)

u = TrialFunction(element)

v = TestFunction(element)

Abbreviate the Hessian matrix of finite element functions via

def hess(v):

    return grad(grad(v))

The realization of the bilinear form Ah from (1.3) reads

A = inner(hess(u), hess(v)) * dx \

    - inner(avg(dot(hess(u) * n, n)), jump(grad(v), n)) * dS \

    - inner(dot(grad(u), n), dot(hess(v) * n, n)) * ds \

    - inner(jump(grad(u), n), avg(dot(hess(v) * n, n))) * dS \

    - inner(dot(hess(u) * n, n), dot(grad(v), n)) * ds \

    + sigma/h(“+”) * inner(jump(grad(u), n), jump(grad(v), n)) * dS \

    + sigma_boundary/h * inner(dot(grad(u), n), dot(grad(v), n)) * ds

Finally, the right-hand side may be defined as follows:

f = Coefficient(element)

F = f * v * dx

Many software packages employ the UFL such as DUNE [7], FEniCS [3], and Firedrake [41]. With slight adaptions of the above UFL code, the C0IP method with automatic penalty selection can be realized within these three software frameworks for arbitrary polynomial degree.

A.2 Realization in deal.II

The C++ software package deal.II [5] (version 9.4) provides a finite element implementation for rectangular grids. An example implementation of the C0IP method in the file examples/step-47.cc employs the following heuristic choice of the penalty parameter (adapted to the notation in this paper) for an edge E ∈ 𝓕 with d± := 2|T±|/hE:

σ~IP,EhE=k(k+1)/min{d+,d}if E=T+TE(Ω)k(k+1)/d+if EE(T+)E(Ω).

This leads to a slight over-penalization compared to the parameter suggested in (3.2):

σIP,EhE=a(k1)2(1d++1d)if E=T+TE(Ω)4a(k1)2d+if EE(T+)E(Ω).

The application of the automatic parameter selection with guaranteed stability solely requires the replacement of the lines 512–518 in the file step-47.cc by

const double a = 4.0;

const double sigma_over_h =

  2 * a * pow(k − 1, 2.0) * (

      1/cell- > extent_in_direction(

       GeometryInfo < dim > ::unit_normal_direction[f]) +

      1/ncell- > extent_in_direction(

        GeometryInfo < dim > ::unit_normal_direction[nf]));

for the parameter on the interior edges and the lines 622–625 by

const double a = 2.0;

const double sigma_over_h =

    2 * a * pow(k - 1, 2) /

    cell- > extent_in_direction(

    GeometryInfo <dim> ::unit_normal_direction[face_no]);

for the parameter on the boundary edges.

A.3 Realization in Netgen/NGSolve

The C++ software package NGSolve [42] with an easy-to-use python interface provides an implementation of a hybridized C0IP method. Straight-forward modifications of the existing code enable the C0IP method presented in this paper. Given an object mesh of the Mesh class representing a regular triangulation into simplices, the Lagrange finite element of order k ∈ ℕ with 2 ⩽ k can be defined as follows:

k = 2

fes = H1(mesh, order = k, dirichlet = “left|right|bottom|top”, dgjumps = True)

This allows to define variables for trial and test functions:

u = fes.TrialFunction()

v = fes.TestFunction()

For an edge E ∈ 𝓕 with adjacent triangles T± ∈ 𝓣, recall the notation d± := 2 |T±|/hE for the altitude of T±. This quantity and the normal vector νE can be defined by special coefficient functions in NGsolve:

d = specialcf.mesh_size

n = specialcf.normal(2)

Thus, the automatic choice of the penalty parameter σIP,E reads, for interior and boundary edges,

a = 4

sigma_over_h = 3 * a * k * (k - 1)/4 * (1/d + 1/ d.Other())

sigma_over_h_bdr = 3 * a * k * (k - 1)/2 * 1/d

Abbreviating the Hessian of a function v

def hesse(v):

    return v.Operator(“hesse”)

allows for the following variables for the average of the binormal part of the Hessian in the jump term 𝓙 from (2.3):

mean_d2udn2 = 0.5*InnerProduct(n, (hesse(u)+hesse(u.Other()))*n)

mean_d2vdn2 = 0.5*InnerProduct(n, (hesse(u)+hesse(u.Other()))*n)

This and the definition of the normal jump

def jumpdn(v):

    return n*(grad(v)-grad(v.Other()))

lead to the bilinear form Ah from (1.3) via

A = BilinearForm(fes)

A + = SymbolicBFI(InnerProduct (hesse(u), hesse(v)) )

A + = SymbolicBFI(-mean_d2udn2 * jumpdn(v), skeleton = True)

A + = SymbolicBFI(-mean_d2vdn2 * jumpdn(u), skeleton = True)

A + = SymbolicBFI(sigma_over_h * jumpdn(u) * jumpdn(v), VOL, skeleton = True)

A + = SymbolicBFI(sigma_over_h_bdr * jumpdn(u) * jumpdn(v), BND, skeleton = True)

Received: 2023-02-24
Revised: 2023-08-24
Accepted: 2023-08-26
Published Online: 2023-09-11
Published in Print: 2024-09-25

© 2024 Philipp Bringmann, Carsten Carstensen, and Julian Streitberger, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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