曲面偏微分方程:參數化有限元方法

曲面偏微分方程:參數化有限元方法

前面介紹的P\mathbf{P}Pd\mathbf{Pd},及其對應的同參等值延伸及投影自然延伸,對於曲面上有限元方法的理論分析起着至關重要的作用。

利普希茨參數曲面上的FEM

利普希茨參數化曲面

因爲同參映射P\mathbf{P}的雙利普希茨性,存在一個常數LL,使得
 (64) L1x1x2x~1x~2Lx1x2,x~i=P(xi),i=1,2 \begin{array}{ll}{\text { (64) }} & {L^{-1}\left|\mathrm{x}_{1}-\mathrm{x}_{2}\right| \leq\left|\widetilde{\mathrm{x}}_{1}-\widetilde{\mathrm{x}}_{2}\right| \leq L\left|\mathrm{x}_{1}-\mathrm{x}_{2}\right|, \quad \tilde{\mathrm{x}}_{i}=\mathrm{P}\left(\mathrm{x}_{i}\right), i=1,2}\end{array}

定義TT周圍區域macro patches如下,這裏TT表示的是γ\gamma的一次逼近曲面Γ\Gamma的每個分片。
(65)ωT={T:TT},ω~T=P(ωT) (65) \quad \omega_{T}=\cup\left\{T^{\prime}: T^{\prime} \cap T \neq \emptyset\right\}, \quad \tilde{\omega}_{T}=\mathbf{P}\left(\omega_{T}\right)

定義形正則化常數,這裏hT:=T1nh_{T}:=|T|^{\frac{1}{n}},從表達式可以看出來,這個值越大,正則性越差。
(66)σ:=supTmaxTTdiam(T)hT (66) \quad \sigma:=\sup _{\mathcal{T}} \max _{T \in \mathcal{T}} \frac{\operatorname{diam}(T)}{h_{T}}

我們用T^\widehat{T}來表示參考單元單純形。用T=XT(T^)T=\mathbf{X}_{T}(\widehat{T})來表示逼近曲面的參數化。從(66)可以看得出來下式。這個很重要,要怎麼理解呢?DXTD \mathbf{X}_{T}就是一個線性變換,它的算子至於映射到TT上,模和diam(T)\operatorname{diam}(T)同階,那麼DXTD \mathbf{X}_{T}就是hTh_T階的。
 (67) hTwDXTwhTw,wRn \begin{array}{ll}{\text { (67) }} & {h_{T}|\mathrm{w}| \lesssim\left|D \mathrm{X}_{T} \mathrm{w}\right| \lesssim h_{T}|\mathrm{w}|, \quad \forall \mathrm{w} \in \mathbb{R}^{n}}\end{array}

因爲投影的雙利普希茨性,我們也知道$
D \chi_{T}h_{T}$是同階的。
(68)hTwDχT(y)whTwwRn,yT^ (68) \quad h_{T}|\mathrm{w}| \lesssim\left|D \chi_{T}(\mathrm{y}) \mathrm{w}\right| \lesssim h_{T}|\mathrm{w}| \quad \forall \mathrm{w} \in \mathbb{R}^{n}, \mathrm{y} \in \widehat{T}

我們依然用tilde符號來表示在曲面γ\gamma上,hat符號表示在參數域是(參考單元)上。Γ\Gamma的參數化表示爲XT\mathbf{X}_{T}γ\gamma的參數化表示爲χT=PXT\chi_{T}=\mathbf{P} \circ \mathbf{X}_{T},那麼在macro patches上,有,
 (69) L1hTy1y2x~1x~2LhTy1y2 \begin{array}{ll}{\text { (69) }} & {L^{-1} h_{T}\left|\mathbf{y}_{1}-\mathbf{y}_{2}\right| \leq\left|\widetilde{\mathbf{x}}_{1}-\widetilde{\mathbf{x}}_{2}\right| \leq L h_{T}\left|\mathbf{y}_{1}-\mathbf{y}_{2}\right|}\end{array}

各個區域上的函數值定義如下:
 (70) v^T(y):=v~T(χT(y))x^T^ and vT(x):=v~T(P(x))xT \begin{array}{ll}{\text { (70) } \quad \widehat{v}_{T}(\mathbf{y}):=\tilde{v}_{T}\left(\chi_{T}(\mathbf{y})\right) \quad \forall \widehat{\mathbf{x}} \in \widehat{T}} & {\text { and } \quad v_{T}(\mathbf{x}):=\tilde{v}_{T}(\mathbf{P}(\mathbf{x})) \quad \forall \mathbf{x} \in T}\end{array}

多邊形曲面上的微分幾何

同以前的方式,可以定義第一標準型和麪積元,
 (71) gT:=(DXT)tDXT,qT:=detgT,TT \begin{array}{ll}{\text { (71) }} & {\mathrm{g}_{T}:=\left(D \mathrm{X}_{T}\right)^{t} D \mathrm{X}_{T}, \quad q_{T}:=\sqrt{\operatorname{det} \mathrm{g}_{T}}, \quad \forall T \in \mathcal{T}}\end{array}

且滿足,
 (72)  eigen (gT)hT2,qThTn,TT \begin{array}{ll}{\text { (72) }} & {\text { eigen }\left(\mathrm{g}_{T}\right) \approx h_{T}^{2}, \quad q_{T} \approx h_{T}^{n}, \quad \forall T \in \mathcal{T}}\end{array}

因爲DXTD \mathbf{X}_{T}DχTD \mathbf{\chi}_{T}的同階性,所以穩定化常數其實和網格尺寸是沒有關係的,即
(73)Sχ1 (73) \quad S_{\chi} \approx 1

因爲(72)我們知道qqqΓq_\Gamma是同階的,即
C1qqΓC2 C_{1} \leq \frac{q}{q_{\Gamma}} \leq C_{2}

回憶曲面梯度和拉普拉斯算子的定義,有,
 (75) v^=(DX)tTv,Tv=(DX)gΓ1v^ \begin{array}{ll}{\text { (75) }} & {\nabla \widehat{v}=(D \mathrm{X})^{t} \nabla_{\mathrm{T}} v, \quad \nabla_{\mathrm{T}} v=(D \mathrm{X}) \mathrm{g}_{\mathrm{\Gamma}}^{-1} \nabla \widehat{v}}\end{array}
 (76) ΔΓv=1qΓdiv(qΓgΓ1v^) \begin{array}{ll}{\text { (76) }} & {\Delta_{\Gamma} v=\frac{1}{q_{\Gamma}} \operatorname{div}\left(q_{\Gamma} \mathbf{g}_{\Gamma}^{-1} \nabla \widehat{v}\right)}\end{array}

使用分佈積分公式,很容易看到:
ΓΓvΓw=TTTwΔΓv+TwΓvμT=TTTwΔΓv+SSSw[Γv] \begin{aligned} \int_{\Gamma} \nabla_{\Gamma} v \cdot \nabla_{\Gamma} w &=\sum_{T \in \mathcal{T}}-\int_{T} w \Delta_{\Gamma} v+\int_{\partial T} w \nabla_{\Gamma} v \cdot \boldsymbol{\mu}_{T} \\ &=\sum_{T \in \mathcal{T}}-\int_{T} w \Delta_{\Gamma} v+\sum_{S \in \mathcal{S}} \int_{S} w\left[\nabla_{\Gamma} v\right] \end{aligned}
這裏的跳躍,就定義爲:
(77)[Γv]:=Γv+μ++Γvμ (77) \quad\left[\nabla_{\Gamma} v\right]:=\nabla_{\Gamma} v_{+} \cdot \mu_{+}+\nabla_{\Gamma} v_{-} \cdot \mu_{-}

參數化有限元方法

所謂的參數化有限元方法就是,尋找U:=UTV#(T)U:=U_{\mathcal{T}} \in \mathbb{V}_{\#}(\mathcal{T}),使得,
 (78) ΓΓUΓV=ΓFVVV#(T) \begin{array}{ll}{\text { (78) }} & {\int_{\Gamma} \nabla_{\Gamma} U \cdot \nabla_{\Gamma} V=\int_{\Gamma} F V \quad \forall V \in \mathbb{V}_{\#}(\mathcal{T})}\end{array}
這裏的FL2,#(Γ)F \in L_{2, \#}(\Gamma)。這裏定義了分片線性連續空間,及其對應的零均值空間:
V(T):={VC0(Γ)VT=V^X1 for some V^P,TT} \mathbb{V}(\mathcal{T}):=\left\{V \in C^{0}(\Gamma)|V|_{T}=\widehat{V} \circ \mathrm{X}^{-1} \text { for some } \widehat{V} \in \mathcal{P}, T \in \mathcal{T}\right\}
V#(T):=V(T)L2,#(Γ) \mathbb{V}_{\#}(\mathcal{T}):=\mathbb{V}(\mathcal{T}) \cap L_{2, \#}(\Gamma)
P\mathcal{P}是線性多項式空間。

因爲FL2,#(Γ)F \in L_{2, \#}(\Gamma),那麼,我們也有:
 (79) ΓΓUΓV=ΓFVVV(T) \text { (79) } \quad \int_{\Gamma} \nabla_{\Gamma} U \cdot \nabla_{\Gamma} V=\int_{\Gamma} F V \quad \forall V \in \mathbb{V}(\mathcal{T})

介紹一個引理:
在這裏插入圖片描述
證明:用一下誤差矩陣的定義以及(78),再用一下γ\gamma上的弱形式,並放到Γ\Gamma上,我們有,
ΓΓ(uU)ΓV=γγu~γV~+ΓΓuEΓΓVΓFV \int_{\Gamma} \nabla_{\Gamma}(u-U) \cdot \nabla_{\Gamma} V=\int_{\gamma} \nabla_{\gamma} \widetilde{u} \cdot \nabla_{\gamma} \widetilde{V}+\int_{\Gamma} \nabla_{\Gamma} u \cdot \mathbf{E}_{\Gamma} \nabla_{\Gamma} V-\int_{\Gamma} F V

幾何一致性

Γ\Gamma上的一致龐加萊估計

回憶一下龐加萊不等式:
 (82) vL2(Γ)vL2(Γ)vH#1(Γ) \begin{array}{ll}{\text { (82) }} & {\|v\|_{L_{2}(\Gamma)} \lesssim\|\nabla v\|_{L_{2}(\Gamma)} \quad \forall v \in H_{\#}^{1}(\Gamma)}\end{array}

幾何估計量

定義一個幾何元指示子,反應的是曲面及其逼近的導數之間的距離:
 (83) λT:=D(PITP)L(T)=DPIL(T)TT \text { (83) } \quad \lambda_{T}:=\left\|D\left(\mathbf{P}-\mathcal{I}_{\mathcal{T}} \mathbf{P}\right)\right\|_{L_{\infty}(T)}=\|D \mathbf{P}-\mathbf{I}\|_{L_{\infty}(T)} \quad \forall T \in \mathcal{T}

相應的幾何估計量就定義爲:
 (84) λT(Γ):=maxTTλT \begin{array}{ll}{\text { (84) }} & {\lambda_{\mathcal{T}}(\Gamma):=\max _{T \in \mathcal{T}} \lambda_{T}}\end{array}

用一下複合函數求導,我們有:
(85)maxyTˉD(χTXT)(y)min{DχT(y),DXT(y)}SχλTTT (85) \quad \max _{\mathbf{y} \in \bar{T}} \frac{\left|D\left(\chi_{T}-\mathbf{X}_{T}\right)(\mathbf{y})\right|}{\min \left\{\left|D^{-} \chi_{T}(\mathbf{y})\right|,\left|D^{-} \mathbf{X}_{T}(\mathbf{y})\right|\right\}} \leq S_{\chi} \lambda_{T} \quad \forall T \in \mathcal{T}

另外定義兩個量,他們是hTh_T的高階無窮小量,
 (86) βT:=PITPL(T),βT(Γ):=maxTTβT \begin{array}{ll}{\text { (86) }} & {\beta_{T}:=\left\|\mathbf{P}-\mathcal{I}_{\mathcal{T}} \mathbf{P}\right\|_{L_{\infty}(T)}, \quad \beta_{\mathcal{T}}(\Gamma):=\max _{T \in \mathcal{T}} \beta_{T}}\end{array}
(87)μT:=βT+λT2,μT(Γ):=maxTTμT (87) \quad \mu_{T}:=\beta_{T}+\lambda_{T}^{2}, \quad \mu_{\mathcal{T}}(\Gamma):=\max _{T \in \mathcal{T}} \mu_{T}

C1曲面的幾何一致性誤差

給一個推論,
 Corollary 32 (geometric consistency errors for C1,α surfaces). If X and χ satisfy (67) and (68), then for all TT we have  (88) 1q1qΓL(T^),Igrg1L(T^),νΓνL(T)λT where the hidden constants depend on Sχ1 defined in (38). Moreover,  (89) EL(T^)+EΓL(T^)λTTT \begin{array}{l}{\text { Corollary } 32 \text { (geometric consistency errors for } C^{1, \alpha} \text { surfaces). If } \mathrm{X} \text { and } \chi \text { satisfy }} \\ {(67) \text { and }(68), \text { then for all } T \in \mathcal{T} \text { we have }} \\ {\begin{array}{ll}{\text { (88) }\left\|1-q^{-1} q_{\Gamma}\right\|_{L_{\infty}(\widehat{T})},\left\|\mathbf{I}-\operatorname{grg}^{-1}\right\|_{L_{\infty}(\widehat{T})},\left\|\nu_{\Gamma}-\nu\right\|_{L_{\infty}(T)} \lesssim \lambda_{T}} \\ {\text { where the hidden constants depend on } S_{\chi} \approx 1 \text { defined in }(38) . \text { Moreover, }} \\ {\text { (89) }} & {\|\mathbf{E}\|_{L_{\infty}(\widehat{T})}+\left\|\mathbf{E}_{\Gamma}\right\|_{L_{\infty}(\widehat{T})} \lesssim \lambda_{T} \quad \forall T \in \mathcal{T}}\end{array}}\end{array}
這個證明和自然而然。用一下引理16和24。(88)的表達通通小於λ\lambda_\infty,用(85)放一下即可。EE的估計用(47)。

C2曲面的幾何一致性誤差

首先要讓曲面和逼近曲面足夠近,使得,
 (90) βT(Γ)<12KΓN \begin{array}{ll}{\text { (90) }} & {{ \beta }_\mathcal{T}(\Gamma)<\frac{1}{2 K_{\infty}} \Rightarrow \Gamma \subset \mathcal{N}}\end{array}
其次,要讓兩個不同的投影走一個來回還是屬於一個macro patches。
(91)PdP1(T~)ω~TTT (91) \quad \mathrm{P}_{d} \circ \mathrm{P}^{-1}(\widetilde{T}) \subset \widetilde{\omega}_{T} \quad \forall T \in \mathcal{T}
那麼走一個來回之後,曲面上的兩點的距離滿足,
(92)x~PdP1(x~)=P(x)Pd(x)2βTxT (92) \quad\left|\widetilde{\mathbf{x}}-\mathbf{P}_{d} \circ \mathbf{P}^{-1}(\widetilde{\mathbf{x}})\right|=\left|\mathbf{P}(\mathbf{x})-\mathbf{P}_{d}(\mathbf{x})\right| \leq 2 \beta_{T} \quad \forall \mathbf{x} \in T

那麼,有這麼一個推論,
 Corollary 33 (geometric consistency errors for C2 surfaces). If (90) and (74) hold, then so do the following estimates for all TT (93) dL(T)βT,ννΓL(T)λT,1q1qΓL(T)μT where all the geometric quantities are defined using the parametrizations χ=PdX and X. Moreover,  (94) EL(T),EΓL(T)μTTT \begin{array}{l}{\text { Corollary } 33 \text { (geometric consistency errors for } C^{2} \text { surfaces). If }(90) \text { and }(74)} \\ {\text { hold, then so do the following estimates for all } T \in \mathcal{T}} \\ {\text { (93) }\|d\|_{L_{\infty}(T)} \lesssim \beta_{T}, \quad\left\|\nu-\nu_{\Gamma}\right\|_{L_{\infty}(T)} \lesssim \lambda_{T}, \quad\left\|1-q^{-1} q_{\Gamma}\right\|_{L_{\infty}(T)} \lesssim \mu_{T}} \\ {\text { where all the geometric quantities are defined using the parametrizations } \chi=\mathbf{P}_{d} \circ \mathbf{X}} \\ {\text { and } \mathbf{X} . \text { Moreover, }} \\ {\begin{array}{llll}{\text { (94) }} & {\|\mathbf{E}\|_{L_{\infty}(T)},\left\|\mathbf{E}_{\Gamma}\right\|_{L_{\infty}(T)}} & {\lesssim \mu_{T}} & {\forall T \in \mathcal{T}}\end{array}}\end{array}
證明只需用到C2曲面的相應估計式,以及推論已有結果即可。
由上可以得到一些有用的結果,利用ω~\tilde \omega的利普希茨性質,可以有,
w~(x~)w~(PdP1(x~))γw~L(ω~T)x~PdP1(x~)2γw~L(ω~T)βT \left|\widetilde{w}(\widetilde{\mathbf{x}})-\widetilde{w}\left(\mathbf{P}_{d} \circ \mathbf{P}^{-1}(\widetilde{\mathbf{x}})\right)\right| \leq\left\|\nabla_{\gamma} \widetilde{w}\right\|_{L_{\infty}\left(\widetilde{\omega}_{T}\right)}\left|\widetilde{\mathbf{x}}-\mathbf{P}_{d} \circ \mathbf{P}^{-1}(\widetilde{\mathbf{x}})\right| \leq 2\left\|\nabla_{\gamma} \widetilde{w}\right\|_{L_{\infty}\left(\widetilde{\omega}_{T}\right)} \beta_{T}

下面介紹一個命題,
 Proposition 34 (mismatch between P and Pd ). Assume that (67) as well as the  assumptions (74), (90) and (91) hold. Then there exists λ>0 such for w~H1(γ) and TT we have w~w~PdP1L2(T~)βTw~H1(ω~T) provided λTλ and ω~T is a patch in γ around T~. \begin{array}{l}{\text { Proposition 34 (mismatch between } \mathbf{P} \text { and } \mathbf{P}_{d} \text { ). Assume that (67) as well as the }} \\ {\text { assumptions (74), (90) and (91) hold. Then there exists } \lambda_{*}>0 \text { such for } \widetilde{w} \in H^{1}(\gamma)} \\ {\text { and } T \in \mathcal{T} \text { we have }} \\ {\qquad\left\|\widetilde{w}-\widetilde{w} \circ \mathbf{P}_{d} \circ \mathbf{P}^{-1}\right\|_{L_{2}(\widetilde{T})} \lesssim \beta_{T}\|\widetilde{w}\|_{H^{1}\left(\widetilde{\omega}_{T}\right)}} \\ {\text { provided } \lambda_{T} \leq \lambda_{*} \text { and } \widetilde{\omega}_{T} \text { is a patch in } \gamma \text { around } \widetilde{T} .}\end{array}
這個命題的證明分爲3步:

  • reduce到Rn\mathbb{R}^{n}
  • 光滑化
  • 估計各項
  • ϵ\epsilon的界

抓關鍵步驟,簡言之,就是先把要證的東西做個參數域的轉換,
w~w~ψL2(T~)hTn/2w^w^ψ^L2(T^) \|\widetilde{w}-\widetilde{w} \circ \psi\|_{L_{2}(\widetilde{T})} \lesssim h_{T}^{n / 2}\|\widehat{w}-\widehat{w} \circ \widehat{\psi}\|_{L_{2}(\widehat{T})}

再把轉換出來的東西拆成幾部分:
w^w^ψ^L2(T^)w^w^εL2(T^)+w^εw^εψ^L2(T^)+w^εψ^w^ψ^L2(T^) \|\widehat{w}-\widehat{w} \circ \widehat{\psi}\|_{L_{2}(\widehat{T})} \lesssim\left\|\widehat{w}-\widehat{w}_{\varepsilon}\right\|_{L_{2}(\widehat{T})}+\left\|\widehat{w}_{\varepsilon}-\widehat{w}_{\varepsilon} \circ \widehat{\psi}\right\|_{L_{2}(\widehat{T})}+\left\|\widehat{w}_{\varepsilon} \circ \widehat{\psi}-\widehat{w} \circ \widehat{\psi}\right\|_{L_{2}(\widehat{T})}

估計第一部分……
w^w^εL2(T^)εw^H1(Rn)εw^H1(ω^T) \left\|\widehat{w}-\widehat{w}_{\varepsilon}\right\|_{L_{2}(\widehat{T})} \lesssim \varepsilon|\widehat{w}|_{H^{1}\left(\mathbb{R}^{n}\right)} \lesssim \varepsilon|\widehat{w}|_{H^{1}\left(\widehat{\omega}_{T}\right)}

估計第三部分……
(w^εw^)ψ^L2(T^)w^εw^L2(ω^T)εw^H1(ω^T) \left\|\left(\widehat{w}_{\varepsilon}-\widehat{w}\right) \circ \widehat{\psi}\right\|_{L_{2}(\widehat{T})} \lesssim\left\|\widehat{w}_{\varepsilon}-\widehat{w}\right\|_{L_{2}\left(\widehat{\omega}_{T}\right)} \lesssim \varepsilon|\widehat{w}|_{H^{1}\left(\widehat{\omega}_{T}\right)}

估計第二部分……
w^εw^εψ^L2(T^)2εniw^εw^εψ^L(B(yi,ε)T^)ε2iw^H12(B(yi,3ε))ε2w^H1(Rn)2ε2w^H1(ω^T)2 \begin{aligned}\left\|\widehat{w}_{\varepsilon}-\widehat{w}_{\varepsilon} \circ \widehat{\psi}\right\|_{L_{2}(\widehat{T})}^{2} & \lesssim \varepsilon^{n} \sum_{i}\left\|\widehat{w}_{\varepsilon}-\widehat{w}_{\varepsilon} \circ \widehat{\psi}\right\|_{L_{\infty}\left(B\left(\mathbf{y}_{i}, \varepsilon\right) \cap \widehat{T}\right)} \\ & \lesssim \varepsilon^{2} \sum_{i}|\widehat{w}|_{H^{1}}^{2}\left(B\left(\mathbf{y}_{i}, 3 \varepsilon\right)\right) \lesssim \varepsilon^{2}|\widehat{w}|_{H^{1}\left(\mathbb{R}^{n}\right)}^{2} \lesssim \varepsilon^{2}|\widehat{w}|_{H^{1}\left(\widehat{\omega}_{T}\right)}^{2} \end{aligned}

估計ϵ\epsilon……
ε2LhT1βT \varepsilon \leq 2 L h_{T}^{-1} \beta_{T}

把所有東西合起來,完事。
w~w~ψL2(T~)2hTnw^w^ψ^L2(T^)2hTnε2w^H1(ω^T)2hTnhT2βT2hT2nw~H1(w~T)2=βT2w~H1(ω~T)2 \begin{aligned}\|\widetilde{w}-\widetilde{w} \circ \psi\|_{L_{2}(\widetilde{T})}^{2} & \lesssim h_{T}^{n}\|\widehat{w}-\widehat{w} \circ \widehat{\psi}\|_{L_{2}(\widehat{T})}^{2} \lesssim h_{T}^{n} \varepsilon^{2}|\widehat{w}|_{H^{1}\left(\widehat{\omega}_{T}\right)}^{2} \\ & \lesssim h_{T}^{n} h_{T}^{-2} \beta_{T}^{2} h_{T}^{2-n}|\widetilde{w}|_{H^{1}\left(\widetilde{w}_{T}\right)}^{2}=\beta_{T}^{2}|\widetilde{w}|_{H^{1}\left(\widetilde{\omega}_{T}\right)}^{2} \end{aligned}

下面有另外一個命題,
 Proposition 35 (Lipschitz perturbation). Let Ω1,Ω2ΩRn+1 be Lipschitz bounded domains and L:Ω1Ω2 be a bi-Lipschitz isomorphism. If r:=maxxΩ1L(x)x is sufficiently small so that (Ω1Ω2)+B(0,r)Ω then for all gH1(Ω) we have ggLL2(Ω1)rgH1(Ω) \begin{array}{l}{\text { Proposition 35 (Lipschitz perturbation). Let } \Omega_{1}, \Omega_{2} \subset \subset \Omega \subset \mathbb{R}^{n+1} \text { be Lipschitz}} \\ {\text { bounded domains and } \mathbf{L}: \Omega_{1} \rightarrow \Omega_{2} \text { be a bi-Lipschitz isomorphism. If }} \\ {\qquad r:=\max _{\mathbf{x} \in \Omega_{1}}|\mathbf{L}(\mathbf{x})-\mathbf{x}|} \\ {\text { is sufficiently small so that }\left(\Omega_{1} \cup \Omega_{2}\right)+B(0, r) \subset \Omega \text { then for all } g \in H^{1}(\Omega) \text { we have }} \\ {\qquad\|g-g \circ \mathbf{L}\|_{L^{2}\left(\Omega_{1}\right)} \lesssim r\|g\|_{H^{1}(\Omega)}}\end{array}

先驗誤差分析

C2曲面的先驗誤差估計

 Lemma 36 (approximability in H1(Γ)). Let γ be a surface of class C2 and u~H2(γ). Let K be defined in (30) and βT(Γ) be given in (86). Then we have  (95) infVV(T)Γ(u~PdV)L2(Γ)hTu~H2(γ)+βT(Γ)Kγu~L2(γ) \begin{array}{l}{ \text { Lemma }\left.36 \text { (approximability in } H^{1}(\Gamma)\right) . \text { Let } \gamma \text { be a surface of class } C^{2} \text { and } \widetilde{u} \in} \\ {H^{2}(\gamma) . \text { Let } K_{\infty} \text { be defined in }(30) \text { and } \beta_{\mathcal{T}}(\Gamma) \text { be given in }(86) . \text { Then we have }} \\ {\begin{array}{llll}{\text { (95) }} & {\inf _{V \in \mathrm{V}(\mathcal{T})}\left\|\nabla_{\Gamma}\left(\widetilde{u} \circ \mathbf{P}_{d}-V\right)\right\|_{L_{2}(\Gamma)}} & {\lesssim h_{\mathcal{T}}|\widetilde{u}|_{H^{2}(\gamma)}+\beta_{\mathcal{T}}(\Gamma) K_{\infty}\left\|\nabla_{\gamma} \widetilde{u}\right\|_{L_{2}(\gamma)}}\end{array}}\end{array}
這個引理告訴我們的是,解在H1H^1空間中逼近的下界是可控的。
它的證明用到整體下界小等於分片下界和:
(96)infVV(T)Γ(u~PdV)L2(Γ)2TTinfVTV(T)Γ(u~PdVT)L2(T)2 (96) \quad \inf _{V \in \mathbf{V}(\mathcal{T})}\left\|\nabla_{\Gamma}\left(\widetilde{u} \circ \mathbf{P}_{d}-V\right)\right\|_{L_{2}(\Gamma)}^{2} \lesssim \sum_{T \in \mathcal{T}} \inf _{V_{T} \in \mathbf{V}(T)}\left\|\nabla_{\Gamma}\left(\widetilde{u} \circ \mathbf{P}_{d}-V_{T}\right)\right\|_{L_{2}(T)}^{2}

下面是H1H^1先驗誤差估計:
 Theorem 37(H1 a-priori error estimate for C2 surfaces). Let γ be of class C2f~L2,#(γ) and u~H2(γ) be the solution of (18). Let UV#(T) be the solution  to (78) with F=f~Pqqr defined via the lift P. If the geometric assumptions (69), (90), and (91) are valid, then Γ(u~PU)L2(Γ)(hT+λτ(Γ))f~L2(γ)hτf~L2(γ) as well as Γ(u~PdU)L2(Γ)(hT+μT(Γ))f~L2(γ)hTf~L2(γ) \begin{array}{l}{\text { Theorem } 37\left(H^{1} \text { a-priori error estimate for } C^{2} \text { surfaces). Let } \gamma \text { be of class } C^{2}\right.} \\ {\tilde{f} \in L_{2, \#}(\gamma) \text { and } \widetilde{u} \in H^{2}(\gamma) \text { be the solution of }(18) . \text { Let } U \in \mathbb{V}_{\#}(\mathcal{T}) \text { be the solution }} \\ {\text { to }(78) \text { with } F=\widetilde{f} \circ \mathbf{P} \frac{q}{q_{\mathrm{r}}} \text { defined via the lift } \mathbf{P} . \text { If the geometric assumptions }(69),} \\ {\text { (90), and (91) are valid, then }} \\ {\qquad\left\|\nabla_{\Gamma}(\widetilde{u} \circ \mathbf{P}-U)\right\|_{L_{2}(\Gamma)} \lesssim(h _\mathcal{T}+\lambda \tau(\Gamma))\|\widetilde{f}\|_{L_{2}(\gamma)} \lesssim h \tau\|\widetilde{f}\|_{L_{2}(\gamma)}} \\ {\text { as well as }} \\ {\qquad\left\|\nabla_{\Gamma}\left(\widetilde{u} \circ \mathbf{P}_{d}-U\right)\right\|_{L_{2}(\Gamma)} \lesssim\left(h_{\mathcal{T}}+\mu_{\mathcal{T}}(\Gamma)\right)\|\tilde{f}\|_{L_{2}(\gamma)} \lesssim h_{\mathcal{T}}\|\tilde{f}\|_{L_{2(\gamma)}}}\end{array}
這個估計表明了參數化方法在H1H^1空間中的一階收斂性。

L2L^2空間中,我們也有相應的估計:
 Theorem 38 ( L2 a-priori error estimate for C2 surfaces). Let γ be of class C2 and  be described by a generic lift P of class C2. Let the geometric conditions (69), ,  and (91) be satisfied. Let u~H#1(γ) solve (19) and UV#(T) solve (78) with F=f~PqqT. Then  (97) u~PUL2(Γ)hT2f~L2(γ) \begin{array}{l}{\text { Theorem 38 ( } L_{2} \text { a-priori error estimate for } C^{2} \text { surfaces). Let } \gamma \text { be of class } C^{2} \text { and }} \\ {\text { be described by a generic lift } \mathbf{P} \text { of class } C^{2} . \text { Let the geometric conditions }(69), \text { , }} \\ {\text { and }(91) \text { be satisfied. Let } \widetilde{u} \in H_{\#}^{1}(\gamma) \text { solve }(19) \text { and } U \in \mathbb{V}_{\#}(\mathcal{T}) \text { solve }(78) \text { with }} \\ {F=\widetilde{f} \circ \mathbf{P} \frac{q}{q_{\mathrm{T}}} . \text { Then }} \\ {\begin{array}{ll}{\text { (97) }} & {\|\widetilde{u} \circ \mathbf{P}-U\|_{L_{2}(\Gamma)} \lesssim h_{\mathcal{T}}^{2}\|\widetilde{f}\|_{L_{2}(\gamma)}}\end{array}}\end{array}
它的證明,其實就是用到所謂的對偶技巧。
構造輔助問題:
γγz~γw~=γ(u~U~#)w~w~H#1(γ) \int_{\gamma} \nabla_{\gamma} \widetilde{z} \cdot \nabla_{\gamma} \widetilde{w}=\int_{\gamma}\left(\widetilde{u}-\widetilde{U}_{\#}\right) \widetilde{w} \quad \forall \widetilde{w} \in H_{\#}^{1}(\gamma)
它的有限元逼近是:
ΓΓZΓW=Γ(u#U)W,WV(T) \int_{\Gamma} \nabla_{\Gamma} Z \cdot \nabla_{\Gamma} W=\int_{\Gamma}\left(u_{\#}-U\right) W, \quad \forall W \in \mathbb{V}(\mathcal{T})
然後想辦法將精確解和數值解的零中值化的差值表達成如下:
u~U~#L2(γ)2=γγ(u~U~)γ(z~Z~)+γf~(ZPd1ZP1)+γγU~EγZ~ \begin{aligned}\left\|\widetilde{u}-\widetilde{U}_{\#}\right\|_{L_{2}(\gamma)}^{2} &=\int_{\gamma} \nabla_{\gamma}(\widetilde{u}-\widetilde{U}) \cdot \nabla_{\gamma}(\widetilde{z}-\widetilde{Z}) \\ &+\int_{\gamma} \widetilde{f}\left(Z \circ \mathbf{P}_{d}^{-1}-Z \circ \mathbf{P}^{-1}\right) \\ &+\int_{\gamma} \nabla_{\gamma} \widetilde{U} \cdot \mathbf{E} \nabla_{\gamma} \widetilde{Z} \end{aligned}
之後,分別估計每一項的界,就OK了。
上面的結論是對於C2C^2曲面的,我們相信,對於C3C^3曲面,取P=Pd\mathbf{P}=\mathbf{P}_{d},我們有更好的結論如下:
 (99) u~PUL2(Γ)hT2dW2(N)f~L2(γ) \begin{array}{ll}{\text { (99) }} & {\|\widetilde{u} \circ \mathbf{P}-U\|_{L_{2}(\Gamma)} \lesssim h_{\mathcal{T}}^{2}|d|_{W_{\infty}^{2}(\mathcal{N})}\|\widetilde{f}\|_{L_{2}(\gamma)}}\end{array}

C1曲面的先驗誤差估計

對於C1曲面,我們同樣有H1H^1空間中的逼近性質:
 Lemma 39 (approximability in H1(Γ)). Let γ be a surface of class C1,α and u~H1+s(γ), where 0<s<α<1 or 0<sα=1. Then we have  (100) infVV(T)Γ(u~PV)L2(Γ)hTsu~H1+s(γ) \begin{array}{l}{ \text { Lemma }\left.39 \text { (approximability in } H^{1}(\Gamma)\right) . \text { Let } \gamma \text { be a surface of class } C^{1, \alpha} \text { and }} \\ {\widetilde{u} \in H^{1+s}(\gamma), \text { where } 0<s<\alpha<1 \text { or } 0<s \leq \alpha=1 . \text { Then we have }} \\ {\begin{array}{lll}{\text { (100) }} & {\inf _{V \in \mathbb{V}(\mathcal{T})}\left\|\nabla_{\Gamma}(\widetilde{u} \circ \mathbf{P}-V)\right\|_{L_{2}(\Gamma)} \lesssim h_{\mathcal{T}}^{s}|\widetilde{u}|_{H^{1+s}(\gamma)}}\end{array}}\end{array}

那麼C1曲面的H1H^1先驗誤差估計就變成了:
 Theorem 40(H1 a-priori error estimate for C1,α surfaces). Let γ be of class C1,α,0<α1, and assume that the geometric assumptions (69),(90), and (91) are  valid. Let f^L2,#(γ) and u~H1+s(γ) be the solution of (18) and satisfy  \begin{array}{l}{\text { Theorem } 40\left(H^{1} \text { a-priori error estimate for } C^{1, \alpha} \text { surfaces). Let } \gamma \text { be of class } C^{1, \alpha},\right.} \\ {0<\alpha \leq 1, \text { and assume that the geometric assumptions }(69),(90), \text { and }(91) \text { are }} \\ {\text { valid. Let } \widehat{f} \in L_{2, \#}(\gamma) \text { and } \widetilde{u} \in H^{1+s}(\gamma) \text { be the solution of }(18) \text { and satisfy }}\end{array}
u~H1+s(γ)f~L2(γ) provided 0<s<α<1 or 0<sα=1. If UV#(T) is the solution to (78) with F=f~Pqqr defined via the lift P, then Γ(u~PU)L2(Γ)hTsu~H1+s(γ)+λT(Γ)f~L2(γ)hTsf~L2(γ) \begin{array}{l}{\qquad\|\widetilde{u}\|_{H^{1+s}(\gamma)} \lesssim\|\tilde{f}\|_{L_{2}(\gamma)}} \\ {\text { provided } 0<s<\alpha<1 \text { or } 0<s \leq \alpha=1 . \text { If } U \in \mathbb{V}_{\#}(\mathcal{T}) \text { is the solution to }(78)} \\ {\text { with } F=\widetilde{f} \circ \mathbf{P} \frac{q}{q_{\mathrm{r}}} \text { defined via the lift } \mathbf{P}, \text { then }} \\ {\quad\left\|\nabla_{\Gamma}(\widetilde{u} \circ \mathbf{P}-U)\right\|_{L_{2}(\Gamma)} \lesssim h_{\mathcal{T}}^{s}\|\widetilde{u}\|_{H^{1+s}(\gamma)}+\lambda_{\mathcal{T}}(\Gamma)\|\tilde{f}\|_{L_{2}(\gamma)} \lesssim h_{\mathcal{T}}^{s}\|\tilde{f}\|_{L_{2}(\gamma)}}\end{array}

後驗誤差分析

後驗誤差估計依賴於數值解UU和數據,但是不用到精確解u~\tilde u

要說明後驗誤差估計,我們可以先了解一下scott-zhang插值:
ITsz:H1(Γ)V(T) \mathcal{I}_{\mathcal{T}}^{\mathrm{sz}}: H^{1}(\Gamma) \rightarrow \mathbb{V}(\mathcal{T})
及其性質,
(101)vITszvL2(T)hTΓvL2(ωT),ΓITszvL2(T)ΓvL2(ωT) (101) \quad\left\|v-\mathcal{I}_{\mathcal{T}}^{\mathrm{sz}} v\right\|_{L^{2}(T)} \lesssim h_{T}\left\|\nabla_{\Gamma} v\right\|_{L^{2}\left(\omega_{T}\right)}, \quad\left\|\nabla_{\Gamma} \mathcal{I}_{\mathcal{T}}^{\mathrm{sz}} v\right\|_{L^{2}(T)} \lesssim\left\|\nabla_{\Gamma} v\right\|_{L^{2}\left(\omega_{T}\right)}

我們還需要定義兩個函數量“內部”和“跳躍殘差”:
RT(V):=FT+ΔΓVTTTJS(V):=ΓV+SμS++ΓVSμSSST \begin{aligned} R_{T}(V) &:=\left.F\right|_{T}+\left.\Delta_{\Gamma} V\right|_{T} \quad \forall T \in \mathcal{T} \\ J_{S}(V) &:=\left.\nabla_{\Gamma} V^{+}\right|_{S} \cdot \boldsymbol{\mu}_{S}^{+}+\left.\nabla_{\Gamma} V^{-}\right|_{S} \cdot \boldsymbol{\mu}_{S}^{-} \quad \forall S \in S_{\mathcal{T}} \end{aligned}
以及元指示子和誤差估計子:
ηT(V,T)2:=hT2RT(V)L2(T)2+hTJT(V)L2(T)2TT \eta _\mathcal{T}(V, T)^{2}:=h_{T}^{2}\left\|R_{T}(V)\right\|_{L^{2}(T)}^{2}+h_{T}\left\|J_{\partial T}(V)\right\|_{L^{2}(\partial T)}^{2} \quad \forall T \in \mathcal{T}
ηT(V)2:=TTηT(V,T)2 \eta_{\mathcal{T}}(V)^{2}:=\sum_{T \in \mathcal{T}} \eta \mathcal{T}(V, T)^{2}

那麼,我們首先有C1曲面的後驗誤差上界(H1空間):
 Theorem 41 (a-posteriori upper bound for C1,α surfaces). Let γ be of class C1,α, be parametrized by χ=PX and satisfy the geometric assumption (69). Let u~H1(γ) be the solution to (18) and UV#(T) be the solution to (78) with F=f~PqqrL2,#(Γ). Then, for U~:=UP1:γR we have γ(u~U~)L2(γ)2ηT(U)2+λT2(Γ)f~L2(γ)2 \begin{array}{l}{\text { Theorem } 41 \text { (a-posteriori upper bound for } C^{1, \alpha} \text { surfaces). Let } \gamma \text { be of class } C^{1, \alpha},} \\ {\text { be parametrized by } \chi=\mathbf{P} \circ \mathbf{X} \text { and satisfy the geometric assumption (69). Let }} \\ {\widetilde{u} \in H^{1}(\gamma) \text { be the solution to }(18) \text { and } U \in \mathbb{V}_{\#}(\mathcal{T}) \text { be the solution to (78) with }} \\ {F=\tilde{f} \circ \mathbf{P} \frac{q}{q_{\mathrm{r}}} \in L_{2, \#}(\Gamma) . \text { Then, for } \tilde{U}:=U \circ \mathbf{P}^{-1}: \gamma \rightarrow \mathbb{R} \text { we have }} \\ {\qquad\left\|\nabla_{\gamma}(\widetilde{u}-\widetilde{U})\right\|_{L^{2}(\gamma)}^{2} \lesssim \eta_{\mathcal{T}}(U)^{2}+\lambda_{\mathcal{T}}^{2}(\Gamma)\|\widetilde{f}\|_{L_{2}(\gamma)}^{2}}\end{array}
證明使用一個非常常用的套路,將誤差所構成的雙線性型拆成三部分:
(102)γγ(u~U~)γv~=I1+I2+I3 (102) \quad \int_{\gamma} \nabla_{\gamma}(\widetilde{u}-\widetilde{U}) \cdot \nabla_{\gamma} \widetilde{v}=I_{1}+I_{2}+I_{3}
I1=ΓΓUΓ(vV)+ΓF(vV)I2=γγU~Eγv~I3=γf~v~ΓFv \begin{aligned} I_{1} &=-\int_{\Gamma} \nabla_{\Gamma} U \cdot \nabla_{\Gamma}(v-V)+\int_{\Gamma} F(v-V) \\ I_{2} &=\int_{\gamma} \nabla_{\gamma} \widetilde{U} \cdot \mathbf{E} \nabla_{\gamma} \widetilde{v} \\ I_{3} &=\int_{\gamma} \widetilde{f} \widetilde{v}-\int_{\Gamma} F v \end{aligned}
易知,
(103)I1=TTTRT(U)(vV)+SSSJS(U)(vV) (103) \quad I_{1}=\sum_{T \in \mathcal{T}} \int_{T} R_{T}(U)(v-V)+\sum_{S \in \mathcal{S}} \int_{S} J_{S}(U)(v-V)
(104)I1ηT(U)ΓvL2(Γ)ηT(U)γv~L2(γ) (104) \quad I_{1} \lesssim \eta_{\mathcal{T}}(U)\left\|\nabla_{\Gamma} v\right\|_{L^{2}(\Gamma)} \lesssim \eta_{\mathcal{T}}(U)\left\|\nabla_{\gamma} \tilde{v}\right\|_{L^{2}(\gamma)}

之後分別估計每一部分的界即可。

對於C1下界,有如下估計:
 Theorem 42 (a-posteriori lower bound for C1,α surfaces). Under the same condi-  tions of Theorem 41 (a-posteriori upper bound for C1,α surfaces), we have ηT(U,T)2γ(u~U~)L2(ω~T)2+oscT(F,ωT)2+λT2(ωT) \begin{array}{l}{\text { Theorem } 42 \text { (a-posteriori lower bound for } C^{1, \alpha} \text { surfaces). Under the same condi- }} \\ {\text { tions of Theorem } 41 \text { (a-posteriori upper bound for } C^{1, \alpha} \text { surfaces), we have }} \\ {\qquad \eta_{\mathcal{T}}(U, T)^{2} \lesssim\left\|\nabla_{\gamma}(\widetilde{u}-\widetilde{U})\right\|_{L^{2}\left(\widetilde{\omega}_{T}\right)}^{2}+\operatorname{osc}_{\mathcal{T}}\left(F, \omega_{T}\right)^{2}+\lambda_{\mathcal{T}}^{2}\left(\omega_{T}\right)}\end{array}

下面介紹C2曲面的後驗誤差上界,爲此,介紹常量“數據震盪”如下:
oscT(F,T)2:=hT2FFˉL2(T)2,oscT(F)2:=TToscT(F,T)2 \operatorname{osc} \mathcal{T}(F, T)^{2}:=h_{T}^{2}\|F-\bar{F}\|_{L^{2}(T)}^{2}, \quad \operatorname{osc} \mathcal{T}(F)^{2}:=\sum_{T \in \mathcal{T}} \operatorname{osc} \mathcal{T}(F, T)^{2}

那麼,我們有如下定理(C2曲面的後驗誤差上界):
 Theorem 43 (a-posteriori upper bound for C2 surfaces). Let γ be of class C2 and (67),(74),(90), and (91) hold. Let u~ be the solution of (18) with f~L2,#(γ) and UV(T) be the solution to (78) with F=f~Pqqr, where q corresponds to the  parametrization χ=PX of γ . Then γ(u~UPd1)L2(γ)2ηT(U)2+μT2(Γ)f~L2(γ)2 \begin{array}{l}{\text { Theorem } 43 \text { (a-posteriori upper bound for } C^{2} \text { surfaces). Let } \gamma \text { be of class } C^{2} \text { and }} \\ {(67),(74),(90), \text { and (91) hold. Let } \widetilde{u} \text { be the solution of }(18) \text { with } \widetilde{f} \in L_{2, \#}(\gamma) \text { and }} \\ {U \in \mathbb{V}(\mathcal{T}) \text { be the solution to }(78) \text { with } F=\widetilde{f} \circ \mathrm{P} \frac{q}{q_{\mathrm{r}}}, \text { where } q \text { corresponds to the }} \\ {\text { parametrization } \chi=\mathrm{P} \circ \mathrm{X} \text { of } \gamma \text { . Then }} \\ {\qquad\left\|\nabla_{\gamma}\left(\widetilde{u}-U \circ \mathbf{P}_{d}^{-1}\right)\right\|_{L_{2}(\gamma)}^{2} \lesssim \eta _\mathcal{T}(U)^{2}+\mu_{\mathcal{T}}^{2}(\Gamma)\|\tilde{f}\|_{L_{2}(\gamma)}^{2}}\end{array}
證明思路:
和前面是類似的拆分:
(105)γγ(u~U~)γv~=I1+I2+I3 with I1=ΓΓUΓ(vV)+ΓF(vV)I2=γγU~Eγv~I3=γf~v~ΓFv \begin{array}{l}{(105) \quad \quad \int_{\gamma} \nabla_{\gamma}(\widetilde{u}-\widetilde{U}) \cdot \nabla_{\gamma} \widetilde{v}=I_{1}+I_{2}+I_{3}} \\ {\text { with }} \\ {\qquad \begin{aligned} I_{1} &=-\int_{\Gamma} \nabla_{\Gamma} U \cdot \nabla_{\Gamma}(v-V)+\int_{\Gamma} F(v-V) \\ I_{2} &=\int_{\gamma} \nabla_{\gamma} \widetilde{U} \cdot \mathbf{E} \nabla_{\gamma} \widetilde{v} \\ I_{3} &=\int_{\gamma} \widetilde{f} \tilde{v}-\int_{\Gamma} F v \end{aligned}}\end{array}
只不過這時候,I3I_3不再等於0,而是:
(106)I3=γf~(v~v~PdP1) (106) \quad I_{3}=\int_{\gamma} \widetilde{f}\left(\widetilde{v}-\widetilde{v} \circ \mathbf{P}_{d} \circ \mathbf{P}^{-1}\right)
估計一下,有:
I3βT(Γ)f~L2(γ)γv~L2(γ) I_{3} \lesssim \beta_{\mathcal{T}}(\Gamma)\|\tilde{f}\|_{L_{2}(\gamma)}\left\|\nabla_{\gamma} \tilde{v}\right\|_{L_{2}(\gamma)}

C2曲面的後驗誤差下界如下所述:
 Theorem 44 (a-posteriori lower bound for C2 surfaces). Under the same condi-  tions as Theorem 43 (a-posteriori upper bound for C2 surfaces), we have ηT(U,T)2γ(u~U~)L2(ω~T)2+oscT(F,ωT)2+μT(ωT)2 where μT(ωT)=maxTωTμT \begin{array}{l}{\text { Theorem } 44 \text { (a-posteriori lower bound for } C^{2} \text { surfaces). Under the same condi- }} \\ {\text { tions as Theorem } 43 \text { (a-posteriori upper bound for } C^{2} \text { surfaces), we have }} \\ {\qquad \eta_{\mathcal{T}}(U, T)^{2} \lesssim\left\|\nabla_{\gamma}(\widetilde{u}-\widetilde{U})\right\|_{L^{2}\left(\widetilde{\omega}_{T}\right)}^{2}+\operatorname{osc}_{\mathcal{T}}\left(F, \omega_{T}\right)^{2}+\mu \mathcal{T}\left(\omega_{T}\right)^{2}} \\ {\text { where } \mu_{\mathcal{T}}\left(\omega_{T}\right)=\max _{T^{\prime} \subset \omega_{T}} \mu_{T^{\prime}}}\end{array}

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