A posteriori error estimates for discontinuous Galerkin methods using non-polynomial basis functions. Part II: Eigenvalue problems
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 51 (2017) no. 5, pp. 1733-1753.

We present the first systematic work for deriving a posteriori error estimates for general non-polynomial basis functions in an interior penalty discontinuous Galerkin (DG) formulation for solving eigenvalue problems associated with second order linear operators. Eigenvalue problems of such types play important roles in scientific and engineering applications, particularly in theoretical chemistry, solid state physics and material science. Based on the framework developed in [L. Lin and B. Stamm, ESAIM: M2AN 50 (2016) 1193–1222] for second order PDEs, we develop residual type upper and lower bound error estimates for measuring the a posteriori error for eigenvalue problems. The main merit of our method is that the method is parameter-free, in the sense that all but one solution-dependent constants appearing in the upper and lower bound estimates are explicitly computable by solving local and independent eigenvalue problems, and the only non-computable constant can be reasonably approximated by a computable one without affecting the overall effectiveness of the estimates in practice. Compared to the PDE case, we find that a posteriori error estimators for eigenvalue problems must neglect certain terms, which involves explicitly the exact eigenvalues or eigenfunctions that are not accessible in numerical simulations. We define such terms carefully, and justify numerically that the neglected terms are indeed numerically high order terms compared to the computable estimators. Numerical results for a variety of problems in 1D and 2D demonstrate that both the upper bound and lower bound are effective for measuring the error of eigenvalues and eigenfunctions in the symmetric DG formulation. Our numerical results also demonstrate the sub-optimal convergence properties of eigenvalues when the non-symmetric DG formulation is used, while in such case the upper and lower bound estimators are still effective for measuring the error of eigenfunctions.

DOI : 10.1051/m2an/2016081
Classification : 65J10, 65N15, 65N30
Mots-clés : Discontinuous Galerkin method, a posteriori error estimation, non-polynomial basis functions, eigenvalue problems
Lin, Lin 1 ; Stamm, Benjamin 2

1 Department of Mathematics, University of California, Berkeley and Computational Research Division, Lawrence Berkeley National Laboratory, Berkeley, CA 94720, USA.
2 Center for Computational Engineering, Mathematics Department, RWTH Aachen University, Schinkelstr. 2, 52062 Aachen, Germany and Computational Biomedicine, Institute for Advanced Simulation IAS-5 and Institute of Neuroscience and Medicine INM-9, Forschungszentrum Jülich, Germany
@article{M2AN_2017__51_5_1733_0,
     author = {Lin, Lin and Stamm, Benjamin},
     title = {A posteriori error estimates for discontinuous {Galerkin} methods using non-polynomial basis functions. {Part} {II:} {Eigenvalue} problems},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {1733--1753},
     publisher = {EDP-Sciences},
     volume = {51},
     number = {5},
     year = {2017},
     doi = {10.1051/m2an/2016081},
     mrnumber = {3731547},
     zbl = {1384.65080},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2016081/}
}
TY  - JOUR
AU  - Lin, Lin
AU  - Stamm, Benjamin
TI  - A posteriori error estimates for discontinuous Galerkin methods using non-polynomial basis functions. Part II: Eigenvalue problems
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2017
SP  - 1733
EP  - 1753
VL  - 51
IS  - 5
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2016081/
DO  - 10.1051/m2an/2016081
LA  - en
ID  - M2AN_2017__51_5_1733_0
ER  - 
%0 Journal Article
%A Lin, Lin
%A Stamm, Benjamin
%T A posteriori error estimates for discontinuous Galerkin methods using non-polynomial basis functions. Part II: Eigenvalue problems
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2017
%P 1733-1753
%V 51
%N 5
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2016081/
%R 10.1051/m2an/2016081
%G en
%F M2AN_2017__51_5_1733_0
Lin, Lin; Stamm, Benjamin. A posteriori error estimates for discontinuous Galerkin methods using non-polynomial basis functions. Part II: Eigenvalue problems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 51 (2017) no. 5, pp. 1733-1753. doi : 10.1051/m2an/2016081. http://www.numdam.org/articles/10.1051/m2an/2016081/

P.F. Antonietti, A. Buffa and I. Perugia, Discontinuous Galerkin approximation of the Laplace eigenproblem. Comput. Methods Appl. Mech. Eng. 195 (2005) 3483–3503. | DOI | MR | Zbl

M.G. Armentano and R.G. Durán, Asymptotic lower bounds for eigenvalues by nonconforming finite element methods. Electron. Trans. Numer. Anal. 17 (2004) 93–101. | MR | Zbl

I. Babuška and J. Osborn, Eigenvalue problems. In Handbook of numerical analysis, Vol. II. Handb. Numer. Anal., II. North-Holland, Amsterdam (1991) 641–787. | MR | Zbl

N.W. Bazley and D.W. Fox, Lower bounds for eigenvalues of Schrödinger’s equation. Phys. Rev. 124 (1961) 483–492. | DOI | MR | Zbl

D. Boffi, Finite element approximation of eigenvalue problems. Acta Numer. 19 (2010) 1–120. | DOI | MR | Zbl

A. Buffa and I. Perugia, Discontinuous Galerkin approximation of the Maxwell eigenproblem. SIAM J. Numer. Anal. 44 (2006) 2198–2226. | DOI | MR | Zbl

A. Buffa, P. Houston and I. Perugia, Discontinuous Galerkin computation of the Maxwell eigenvalues on simplicial meshes. J. Comput. Appl. Math. 204 (2007) 317–333. | DOI | MR | Zbl

E. Cancès, R. Chakir and Y. Maday, Numerical analysis of the planewave discretization of some orbital-free and kohn−sham models. ESAIM: M2AN 46 (2012) 341–388. | DOI | Numdam | MR | Zbl

E. Cancès, G. Dusson, Y. Maday, B. Stamm and M. Vohralík, A perturbation-method-based a posteriori estimator for the planewave discretization of nonlinear Schrödinger equations. C. R. Math., Acad. Sci. Paris 352 (2014) 941–946. | DOI | MR | Zbl

E. Cancès, G. Dusson, Y. Maday, B. Stamm and M. Vohralík, Guaranteed and robust a posteriori bounds for Laplace eigenvalues and eigenvectors: conforming approximations. SIAM J. Numer. Anal. 55 (2017) 2228–2254. | DOI | MR | Zbl

C. Carstensen and J. Gedicke, Guaranteed lower bounds for eigenvalues. Math. Comput. 83 (2014) 2605–2629. | DOI | MR | Zbl

R.G. Durán, C. Padra and R. Rodríguez, A posteriori error estimates for the finite element approximation of eigenvalue problems. Math. Models Methods Appl. Sci. 13 (2003) 1219–1229. | DOI | MR | Zbl

G. Dusson and Y. Maday, A posteriori analysis of a non-linear Gross-Pitaevskii type eigenvalue problem. IMA J. Numer. Anal. 37 (2017) 94–137. | DOI | MR | Zbl

W. E and B. Engquist, The heterognous multiscale methods. Commun. Math. Sci. 1 (2003) 87–132. | DOI | MR | Zbl

G.E. Forsythe, Asymptotic lower bounds for the fundamental frequency of convex membranes. Pacific J. Math. 5 (1955) 691–702. | DOI | MR | Zbl

D.W. Fox and W.C. Rheinboldt, Computational methods for determining lower bounds for eigenvalues of operators in Hilbert space. SIAM Rev. 8 (1966) 427–462. | DOI | MR | Zbl

M.J. Frisch, J.A. Pople and J.S. Binkley, Self-consistent molecular orbital methods 25. supplementary functions for gaussian basis sets. J. Chem. Phys. 80 (1984) 3265–3269. | DOI

S. Giani and E.J.C. Hall, An a posteriori error estimator for hp-adaptive discontinuous Galerkin methods for elliptic eigenvalue problems. Math. Models Methods Appl. Sci. 22 (2012) 1250030–1250064. | DOI | MR | Zbl

F. Goerisch and Z.Q. He, The determination of guaranteed bounds to eigenvalues with the use of variational methods. I. In Computer arithmetic and self-validating numerical methods Basel (1989). Vol. 7 of Notes Rep. Math. Sci. Engrg. Academic Press, Boston, MA (1990) 137–153. | MR | Zbl

L. Grubišić and J.S. Ovall, On estimators for eigenvalue/eigenvector approximations. Math. Comput. 78 (2009) 739–770. | DOI | MR | Zbl

V. Heuveline and R. Rannacher, A posteriori error control for finite approximations of elliptic eigenvalue problems. Adv. Comput. Math. 15 (2001) 107–138. | MR | Zbl

R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version. SIAM J. Numer. Anal. 49 (2011) 264–284. | DOI | MR | Zbl

T.Y. Hou and X.-H. Wu, A multiscale finite element method for elliptic problems in composite materials and porous media. J. Comput. Phys. 134 (1997) 169–189. | DOI | MR | Zbl

J. Hu, Y. Huang and Q. Lin, Lower bounds for eigenvalues of elliptic operators: by nonconforming finite element methods. J. Sci. Comput. 61 (2014) 196–221. | DOI | MR | Zbl

J. Hu, Y. Huang and Q. Shen, The lower/upper bound property of approximate eigenvalues by nonconforming finite element methods for elliptic operators. J. Sci. Comput. 58 (2014) 574–591. | DOI | MR | Zbl

J.D. Joannopoulos, S.G. Johnson, J.N. Winn and R.D. Meade, Photonic crystals: molding the flow of light. Princeton Univ. Pr. (2011). | Zbl

J. Junquera, O. Paz, D. Sanchez-Portal and E. Artacho, Numerical atomic orbitals for linear-scaling calculations. Phys. Rev. B 64 (2001) 235111–235119. | DOI

T. Kato, On the upper and lower bounds of eigenvalues. J. Phys. Soc. Jpn 4 (1949) 334–339. | DOI | MR

J. Kaye, L. Lin and C. Yang, A posteriori error estimator for adaptive local basis functions to solve Kohn−Sham density functional theory. Commun. Math. Sci. 13 (2015) 1741. | DOI | MR | Zbl

W. Kohn and L. Sham, Self-consistent equations including exchange and correlation effects. Phys. Rev. 140 (1965) A1133–A1138. | DOI | MR

J. R. Kuttler and V.G. Sigillito, Bounding eigenvalues of elliptic operators. SIAM J. Math. Anal. 9 (1978) 768–778. | DOI | MR | Zbl

J.R. Kuttler and V.G. Sigillito, Estimating eigenvalues with a posteriori/a priori inequalities. Vol. 135 of Research Notes in Mathematics. Pitman (Advanced Publishing Program), Boston, MA (1985). | MR | Zbl

Y.A. Kuznetsov and S.I. Repin, Guaranteed lower bounds of the smallest eigenvalues of elliptic differential operators. J. Numer. Math. 21 (2013) 135–156. | DOI | MR | Zbl

M.G. Larson, A posteriori and a priori error analysis for finite element approximations of self-adjoint elliptic eigenvalue problems. SIAM J. Numer. Anal. 38 (2000) 608–625. | DOI | MR | Zbl

L. Lin, J. Lu, L. Ying and W. E, Adaptive local basis set for Kohn−Sham density functional theory in a discontinuous Galerkin framework I: Total energy calculation. J. Comput. Phys. 231 (2012) 2140–2154. | DOI | Zbl

L. Lin and B. Stamm, A posteriori error estimates for discontinuous Galerkin methods using non-polynomial basis functions. Part I: Second order linear PDE. ESAIM: M2AN 50 (2016) 1193–1222. | DOI | Numdam | MR | Zbl

X. Liu and S. Oishi, Verified eigenvalue evaluation for the Laplacian over polygonal domains of arbitrary shape. SIAM J. Numer. Anal. 51 (2013) 1634–1654. | DOI | MR | Zbl

Y. Maday and A.T. Patera, Numerical analysis of a posteriori finite element bounds for linear functional outputs. Math. Models Methods Appl. Sci. 10 (2000) 785–799. | DOI | MR | Zbl

C.B. Moler and L.E. Payne, Bounds for eigenvalues and eigenvectors of symmetric operators. SIAM J. Numer. Anal. 5 (1968) 64–70. | DOI | MR | Zbl

M. Plum, Guaranteed numerical bounds for eigenvalues. In Spectral theory and computational methods of Sturm-Liouville problems Knoxville, TN (1996). Vol. 191 of Lect. Notes Pure Appl. Math. Dekker, New York (1997) 313–332. | MR | Zbl

R. Rannacher, A. Westenberger and W. Wollner, Adaptive finite element solution of eigenvalue problems: balancing of discretization and iteration error. J. Numer. Math. 18 (2010) 303–327. | DOI | MR | Zbl

I. Šebestová and T. Vejchodský, Two-sided bounds for eigenvalues of differential operators with applications to Friedrichs, Poincaré, trace, and similar constants. SIAM J. Numer. Anal. 52 (2014) 308–329. | DOI | MR | Zbl

G. Still, Computable bounds for eigenvalues and eigenfunctions of elliptic differential operators. Numer. Math. 54 (1988) 201–223. | DOI | MR | Zbl

R. Tezaur and C. Farhat, Three-dimensional discontinuous Galerkin elements with plane waves and Lagrange multipliers for the solution of mid-frequency Helmholtz problems. Int. J. Numer. Meth. Eng. 66 (2006) 796–815. | DOI | MR | Zbl

R. Verfürth, A posteriori error estimates for nonlinear problems. Finite element discretizations of elliptic equations. Math. Comput. 62 (1994) 445–475. | DOI | MR | Zbl

H.F. Weinberger, Upper and lower bounds for eigenvalues by finite difference methods. Commun. Pure Appl. Math. 9 (1956) 613–623. | DOI | MR | Zbl

Y. Yang, J. Han, H. Bi and Y. Yu, The lower/upper bound property of the Crouzeix–Raviart element eigenvalues on adaptive meshes. J. Sci. Comput. 62 (2015) 284–299. | DOI | MR | Zbl

Cité par Sources :