Stability and accuracy of adapted finite element methods for singularly perturbed problems

The stability and accuracy of a standard finite element method (FEM) and a new streamline diffusion finite element method (SDFEM) are studied in this paper for a one dimensional singularly perturbed connvection-diffusion problem discretized on arbitrary grids. Both schemes are proven to produce stable and accurate approximations provided that the underlying grid is properly adapted to capture the singularity (often in the form of boundary layers) of the solution. Surprisingly the accuracy of the standard FEM is shown to depend crucially on the uniformity of the grid away from the singularity. In other words, the accuracy of the adapted approximation is very sensitive to the perturbation of grid points in the region where the solution is smooth but, in contrast, it is robust with respect to perturbation of properly adapted grid inside the boundary layer. Motivated by this discovery, a new SDFEM is developed based on a special choice of the stabilization bubble function. The new method is shown to have an optimal maximum norm stability and approximation property in the sense that ‖u − uN‖∞ ≤ C infvN∈V N ‖u − vN‖∞, where uN is the SDFEM approximation in linear finite element space V N of the exact solution u. Finally several optimal convergence results for the standard FEM and the new SDFEM are obtained and an open question about the optimal choice of the monitor function for the moving grid method is answered. Mathematics Subject Classification (2000) 65L10 · 65L20 · 65L60 · 76R99 This work was supported in part by NSF DMS-0209497 and NSF DMS-0215392 and the Changjiang Professorship through Peking University. L. Chen (B) · J. Xu Department of Mathematics, University of California at Irvine, Irvine, CA, USA e-mail: [email protected] J. Xu The School of Mathematical Science, Peking University, Beijing, China e-mail: [email protected]