Discontinuous Galerkin (IMA Journal)

IMA Journal of Numerical Analysis (2010) 30, 9871008
doi:10.1093/imanum/drn042
Advance Access publication on June 8, 2009
A priori and a posteriori error analyses of an augmented discontinuous
Galerkin formulation
TOM AS P. BARRIOS
Departamento de Matem atica y Fsica Aplicadas, Universidad Cat olica de la Santsima
Concepci on, Casilla 297, Concepci on, Chile
AND
ROMMEL BUSTINZA
Departamento de Ingeniera Matem atica, Universidad de Concepci on, Casilla 160-C,
Concepci on, Chile
[Received on 12 March 2007; revised on 19 May 2008]
We use Galerkin least squares terms to develop a more general stabilized discontinuous Galerkin method
for elliptic problems in the plane with mixed boundary conditions. The unique solvability and optimal rate
of convergence of this scheme, with respect to the h-version, are established. Furthermore, we include
the corresponding a posteriori error analysis, which results in a reliable and effcient estimator. Finally,
we present several numerical examples that show the capability of the adaptive algorithm to localize the
singularities, confrming the theoretical properties of the a posteriori error estimate.
Keywords: discontinuous Galerkin; augmented formulation; a priori and a posteriori error estimates.
1. Introduction
Discontinuous Galerkin (DG) methods have been applied to solve a large class of second-order elliptic
equations in divergence form related to problems from physics and engineering. We refer to Arnold et al.
(2001) (and the references therein) for an overview of DG methods for elliptic problems. In particular,
in Castillo et al. (2000) and Perugia & Sch otzau (2002) one of these approaches, the local discontinu-
ous Galerkin (LDG) method, is used to solve a diffusion problem numerically. In addition, we remark
that the Oseen and Stokes equations are studied with this method in Cockburn et al. (2002, 2004), re-
spectively. The analysis of elasticity problems by this technique can be found in Cockburn et al. (2005,
2006). Moreover, in Bustinza & Gatica (2004, 2005) an extension of the applicability of DG methods for
a class of nonlinear problems arising in heat conduction and fuid mechanics, respectively, is presented.
Methods of this kind are characterized by the introduction of suitable lifting operators whose purpose
is to perform a static condensation, that is, to eliminate part of the unknowns. This yields a reduced
discrete formulation, which is then analysed. The introduction of the lifting operators requires certain
mild conditions on the choice of the involved approximation spaces. In fact, a relationship between the
approximation spaces is needed in order to verify a discrete infsup condition that helps to prove the
unique solvability of the mixed LDG formulation (see Bustinza, 2006 for further details).
Email: tomas@ucsc.cl
Corresponding author. Email: rbustinz@ing-mat.udec.cl

c The author 2009. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

988 T. P. BARRIOS AND R. BUSTINZA
On the other hand, it is well known, in the context of continuous Galerkin methods, that the aug-
mented formulation is an alternative to the mixed methods in that they make the proof of the infsup
condition easier. This approach has been applied to different problems and is based on the introduction
of suitable Galerkin least squares terms, which are usually related to the equilibrium or constitutive
equations. For instance, in the recent paper Barrios & Gatica (2007) an augmented mixed formulation
applied to elliptic problems with mixed boundary conditions is presented and analysed, while in Gatica
(2006) and Masud & Hughes (2002) problems in elasticity with pure Dirichlet and mixed boundary
conditions as well as a Darcy fow problem are studied, respectively. In addition, a new stabilized mixed
method using biorthogonal wavelet bases is developed in Barrios et al. (2006, 2007).
Concerning stabilized DG methods, we refer to Brezzi et al. (2005) and Hughes et al. (2006), where
Darcy fow is studied by stabilizing the DG formulation by a suitable Galerkin least square element
term instead of the usual jump penalty terms (the so-called Interior Penalty method). In Lazarov & Ye
(2007) the authors present two stabilized DG formulations for the Stokes equations, which are obtained
in two steps. First, they obtain a nonconforming formulation, introducing suitable Lagrange multipliers
instead of the standard numerical fuxes (acting as mortar unknowns). Then three suitable interior sta-
bilized terms are added to the formulation, which make it possible to eliminate the mortar unknowns,
circumventing (avoiding) the validation of discrete infsup conditions. On the other hand, in Hansbo &
Larson (2003) stabilized DG methods are introduced for linear elasticity problems in the incompress-
ible and nearly incompressible cases, without using a pressure variable. For an overview of stabilization
mechanisms in DG methods, we refer to Brezzi et al. (2006).
In our previous work, Barrios & Bustinza (2007), we expanded on the ideas given in Barrios &
Gatica (2007) to identify the least squares terms in order to derive a discrete augmented LDG formula-
tion, whose well-posedness is then proved by applying the well-known LaxMilgram theorem. This
proof does not require the introduction of any lifting operator. The latter allows us to take into account
a large family of approximation spaces for the unknowns.
In this paper we frst present the a priori error analysis of an augmented LDG formulation associated
with Poissons equation with mixed boundary conditions, written in a more general form so that it can be
seen as an extension of the main results described in our earlier work (Barrios & Bustinza, 2007). Then
we develop an a posteriori error analysis, obtaining an error estimate that is reliable and effcient (up to
high-order terms), and include some numerical examples that validate our theoretical results. Moreover,
for computational implementation purposes, as is usual in LDG methods, we note that it is possible to
perform a static condensation in the linear system, thus reducing the number of degrees of freedom.
In order to describe the model problem of interest, we now let be a bounded and simply connected
domain in R
2
with polygonal boundary , and
D
and
N
be parts of such that |
D
| = 0, =
N
and
D

N
= . Then, given f L
2
(), g
D
H
1/2
(
D
) and g
N
L
2
(
N
), we look
for u H
1
() such that
u = f in , u = g
D
on
D
and
u
= g
N
on
N
, (1.1)
where denotes the unit outward normal to .
Next, as is common in LDG methods (see e.g., Arnold et al., 2001), we introduce the gradient
:= u in as an additional unknown. In this way (1.1) can be reformulated as the following problem
in

: fnd (, u) in appropriate spaces such that, in the distributional sense,
= u in , div = f in ,
u = g
D
on
D
and = g
N
on
N
.
(1.2)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

NUMERICAL ANALYSIS OF AN AUGMENTED DG FORMULATION FOR ELLIPTIC PROBLEMS 989
It should be noted that this problem has already been studied by Perugia & Sch otzau (2002) by applying
the LDG method, seeking the discrete unknowns related to u and in piecewise polynomial spaces that
locally belong to H
1
and L
2
, respectively. In the present work we look for the vector unknown so that it
locally belongs to H(div), which motivates the use of local RaviartThomas spaces to approximate it.
We emphasize that this choice reduces the number of degrees of freedom compared with those needed
by Perugia & Sch otzau (2002).
The remainder of the paper is as follows. In Section 2 we derive an augmented DG formulation
for the Poisson equation with mixed boundary conditions (1.1), which is a generalization of the one
introduced in Barrios & Bustinza (2007). Then we establish the unique solvability of the discretization
and prove optimal rates of convergence, under suitable additional regularity assumptions on the exact
solution, which is included in Section 3. Next, in Section 4 we develop the a posteriori error analysis,
where the corresponding estimator is shown to be reliable and effcient. Finally, in Section 5 we present
some numerical examples confrming our theoretical results. It is important to emphasize that the anal-
ysis to be developed in this paper is quite general and may also be applied to other linear problems.
Hereafter, given two sets V and W, by V W we mean that V is a subspace of W.
2. The augmented LDG formulation
In the present section we derive the discrete formulation for the linear model problem (1.1), applying
the LDG method and then adding suitable stabilization terms to obtain a well-posed augmented LDG
formulation.
2.1 Meshes, averages and jumps
We let {T
h
}
h>0
be a family of shape-regular triangulations of

(with possible hanging nodes) made
up of straight-sided triangles T with diameter h
T
and let the unit outward normal to T be denoted by
T
. As usual, the index h denotes h := max
TT
h
h
T
. Then, given T
h
, its edges are defned as follows. An
interior edge of T
h
is the (nonempty) interior of T T
, where T and T
are two adjacent elements of

T
h
, not necessarily matching. Similarly, a boundary edge of T
h
is the (nonempty) interior of T ,
where T is a boundary element of T
h
. We denote by E
I
the list of all interior edges of T
h
(counted only
once) on , by E
D
and E
N
the lists of all Dirichlet and Neumann boundary edges, respectively, and by
E := E
I
E
D
E
N
the interior grid generated by the triangulation T
h
. Further, for each e E , h
e
represents its length. Also, in what follows we assume that T
h
is of bounded variation, which means
that there exists a constant l > 1, independent of the mesh size h, such that l
1
h
T
h
T
l for each pair

T, T
T
h
sharing an interior edge.
Next, to defne average and jump operators, we let T and T
be two adjacent elements of T

h
and let
x be an arbitrary point on the edge e = T T
E
I
. In addition, let v and be scalar- and vector-
valued functions, respectively, that are smooth inside each element T T
h
. We denote by (v
T,e
,
T,e
)
the restriction of (v
T
,
T
) to e. Then we defne the averages at x e by
{v} :=
1
2
(w
T,e
+w
T
,e
), {} :=
1
2
(
T,e
+
T
,e
).
Similarly, the jumps at x e are given by
[[v]] := v
T,e
T
+v
T
,e
T
, [[]] :=
T,e

T
+
T
,e

T
.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

On the boundary edges e we set {v} := v and {} := as well as [[v]] := v and [[]] := . Hereafter,
as usual, div
h
and
h
denote the piecewise divergence and gradient operators, respectively.
2.2 The LDG discrete formulation
Given a mesh T
h
, we proceed as in Perugia & Sch otzau (2002) (or Bustinza & Gatica, 2004) and
multiply each of the equations in (1.2) by suitable test functions. We wish to approximate the exact
solution (, u) of (1.2) by discrete functions (
h
, u
h
) in the appropriate fnite-element space
h
V
h
such that, for all T T
h
, we have
_
T
h
+
_
T
u
h
div
_
T
u = 0
h
,
_
T
h
v
_
T
v
T
=
_
T
f v v V
h
,
(2.1)
where the numerical fuxes u and , which usually depend on u
h
and
h
, and the boundary data are
chosen so that some compatibility conditions are satisfed (see Arnold et al., 2001).
We are now ready to complete the DG formulation (2.1). Indeed, using the approach from Castillo
et al. (2000) and Perugia & Sch otzau (2002), we defne the numerical fuxes u and for each T T
h
as follows:
u
T,e
:=
_
_
{u
h
} [[u
h
]] if e E
I
,
g
D
if e E
D
,
u
h
if e E
N
(2.2)
and

T,e
:=
_
_
{
h
} +[[
h
]] [[u
h
]] if e E
I
,
h
(u
h
g
D
) if e E
D
,
g
N
if e E
N
,
(2.3)
where the auxiliary functions (scalar) and (vector), to be chosen appropriately, are single-valued
on each edge e E and such that they allow us to prove the optimal rates of convergence of our
approximation. To this end, we set :=

h
and as an arbitrary vector in R
2
. Hereafter > 0 is
arbitrary, while h is defned by
h :=
_
max{h
T
, h
T
} if e E
I
,
h
T
if e E
D
E
N
.
Moreover, and for notational purposes, we will consider from here on that = (0, 0) on E
D
.
Then, integrating by parts in the frst equation in (2.1), summing up over all T T
h
and applying a
well-known algebraic identity, we arrive at the following fnite-element method: fnd (
h
, u
h
)
h
V
h
such that
_
h

_
h
u
h
+
_
E
I
E
D
({} +[[]]) [[u
h
]] =
_
E
D
g
D
,
_
h
v
h

_
E
I
E
D
({
h
} +[[
h
]] ) [[v]] +(u
h
, v) =
_
f v +
_
E
D
g
D
v +
_
E
N
g
N
v (2.4)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

for all (, v)
h
V
h
, with : H
1
(T
h
) H
1
(T
h
) R being the bilinear form defned by
(w, v) :=
_
E
I
E
D
[[w]] [[v]] w, v H
1
(T
h
).
We point out that the unique solvability of (2.4) is proved in Bustinza & Gatica (2004) by choosing
the approximation spaces
h
and V
h
such that
h
V
h

h
. Our purpose in this paper is to guarantee the
solvability of an augmented formulation of (2.4) for any pair of discrete spaces (
h
, V
h
), not necessarily
satisfying the inclusion cited above.
Now, knowing that u really lives in the space H
1
() and := u belongs to H(div; ) and since
our discrete unknowns are discontinuous, we approximate themby elements in H
1
(T
h
) and H(div; T
h
),
respectively. Then we consider the real parameters
1
and
2
that are to be determined, and we follow
Barrios & Gatica (2007) (see also Barrios & Bustinza, 2007 in the framework of DG methods) to include
the Galerkin least squares terms given by
1
_
(
h
u
h

h
) (
h
v +) = 0 (, v) H(div; T
h
) H
1
(T
h
) (2.5)
and
2
_
div
h
h
div
h
=
2
_
f div
h
H(div; T
h
), (2.6)
and after adding (2.5), (2.6) and (2.4) we obtain the following discrete augmented LDG formulation:
fnd (
h
, u
h
)
h
V
h
such that
A
stab
DG
((
h
, u
h
), (, v)) = F
stab
DG
(, v) (, v)
h
V
h
, (2.7)
where the (nonsymmetric) bilinear form A
stab
DG
: (
h
V
h
) (
h
V
h
) R and the linear functional
F
stab
DG
: (
h
V
h
) R are defned by
A
stab
DG
((, w), (, v)) :=
_
h
w +
_
E
I
E
D
({} +[[]]) [[w]]
+
_
h
v
_
E
I
E
D
({} +[[]]) [[v]] +(w, v)
+
1
_
(
h
w ) (
h
v +) +
2
_
div
h
div
h
and
F
stab
DG
(, v) :=
_
f v +
_
E
D
g
D
v +
_
E
N
g
N
v +
_
E
D
g
D

2
_
f div
h
for all (, w), (, v)

h
V
h
. Therefore we introduce
h
and V
h
as
h
:={
h
H(div; T
h
) :
h
|
T
RT
r
(T) T T
h
},
V
h
:={v
h
L
2
() : v
h
|
T
P
k
(T) T T
h
},

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

with k 1 and r 0. Hereafter, given an integer 0, we denote by P
(T) the space of polynomials

of degree at most on T, and for each T T
h
we introduce the local RaviartThomas space of order
(cf. Roberts & Thomas, 1991), RT
(T) := [P
(T)]
2
xP
(T) [P
+1
(T)]
2
.
In addition, the space
h
is provided with the usual norm of := H(div; T
h
), which is denoted
by
, that is
:=
2
[L
2
()]
2
+div
h
2
L
2
()
,
while for V
h
we introduce its seminorm | |
h
: H
1
(T
h
) R and energy norm ||| |||
h
: H
1
(T
h
) R as
|v|
2
h
:=
1/2
[[v]]
2
[L
2
(E
I
E
D
)]
2
v H
1
(T
h
)
and
|||v|||
2
h
:=
h
v
2
[L
2
()]
2
+|v|
2
h
v H
1
(T
h
),
respectively. Moreover, we defne (, )
DG
: H
1
(T
h
) R by
(, v)
2
DG
:=
2
+|||v|||
2
h
(, v) H
1
(T
h
).
In order to prove that (2.7) is well posed, we need the following lemma.
LEMMA 2.1 Let (
1
,
2
) R
2
such that 0 <
1
< 1 and
2
> 0. Then there exists a constant C
1
> 0,
independent of the mesh size, such that
A
stab
DG
((, v), (, v)) C
1
(, v)
2
DG
(, v)
h
V
h
. (2.8)
Proof. According to the defnition of A
stab
DG
, we obtain, for each (, v)
h
V
h
,
A
stab
DG
((, v), (, v)) = (1
1
)
2
[L
2
()]
2
+(v, v) +
1
h
v
2
[L
2
()]
2
+
2
div
h
2
L
2
()
,
which, after introducing
1
:= min{1
1
,
2
}, yields
A
stab
DG
((, v), (, v))
1
+
1
|||v|||
2
h
.
Finally, taking C
1
:= min{
1
,
1
}, we complete the proof.
The stability, unique solvability and convergence of (2.7) are established in the following theorem.
THEOREM 2.2 Assume the same hypotheses as in Lemma 2.1. Then problem (2.7) is uniquely solvable
and there exists a positive constant C
F
, independent of the mesh size, such that
(
h
, u
h
)
DG
C
F
B( f, g
D
, g
N
), (2.9)
with B( f, g
D
, g
N
) :=
_
f
2
L
2
()
+
1/2
g
D
2
L
2
(E
D
)
+
1/2
g
N
2
L
2
(E
N
)
_
1/2
. In addition, assuming that
the exact solution (u, := u) of (1.2) is such that u H
1+t
() for some t > 1/2, there is C
A
> 0,
independent of the mesh size, such that
(
h
, u u
h
)
DG
C
A
inf
(,v)
h
V
h
( , u v)
DG
. (2.10)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

Proof. First, the boundedness of A
stab
DG
and F
stab
DG
is proven by applying the CauchySchwarz inequal-
ity and Lemma 3.1 in Bustinza & Gatica (2004). Moreover, due to the coerciveness of A
stab
DG
(due to
Lemma 2.1), the unique solvability of (2.7), as well as (2.9), is guaranteed by a direct application of the
LaxMilgram theorem. Next, proceeding as in Perugia & Sch otzau (2002) (see also Bustinza & Gatica,
2004), a Strang-type estimate is derived, and, taking into account that the exact solution is smooth
enough, one can check that the consistency term vanishes, yielding the C ea estimate (2.10).
3. A priori error estimates
In order to obtain the a priori error estimates for the scheme (2.7) we need the following lemmas, which
establish the local approximation properties of the piecewise polynomial approximations of H
1
(T) and
H(div; T).
LEMMA 3.1 Let T
h
be an element of a shape-regular triangulation family {T
h
}
h>0
and let T T
h
.
Given a non-negative integer m, let
m
T
: L
2
(T) P
m
(T) be the linear and bounded operator given
by the L
2
(T)-orthogonal projection that satisfes
m
T
( p) = p for all p P
m
(T). Then there exists a
constant C > 0, independent of the mesh size, such that, for each s, t satisfying 0 s m + 1 and
0 s < t , there holds
|(I
m
T
)(w)|
H
s
(T)
Ch
min{t,m+1}s
T
w
H
t
(T)
w H
t
(T) (3.1)
and, for each t > 1/2, there holds
|(I
m
T
)(w)|
L
2
(T)
Ch
min{t,m+1}1/2
T
w
H
t
(T)
w H
t
(T). (3.2)
Proof. We refer to Ciarlet (1978) and Gatica & Sayas (2006).
LEMMA 3.2 Let T
h
be an element of a shape-regular triangulation family {T
h
}
h>0
and let T T
h
.
Given a positive integer k and > 0, let E
k
T
: [H
(T)]
2
H(div; T) RT
k1
(T) be the local
interpolation operator that satisfes div(E
k
T
()) =
k1
T
(div()) for all [H
(T)]
2
H(div; T).
Then there exists a constant C > 0, independent of the mesh size, such that
E
k
T
()
[L
2
(T)]
2 Ch
T
||
[H
(T)]
2 (3.3)
and
div( E
k
T
())
L
2
(T)
Ch
T
||
[H
(T)]
2 . (3.4)
Proof. The inequality (3.3) is obtained by applying Theorem 3.4 in Agouzal & Thomas (1996) with
= , p = q = 2 and r = 0. Finally, applying Lemma 3.1 appropriately, we derive inequality (3.4)
and end the proof.
The following theorem establishes the corresponding rate of convergence of the scheme (2.7).
THEOREM 3.3 Let (, u) and (
h
, u
h
) be the unique solutions of (1.2) and (2.7), respectively. Then,
assuming that u|
T
H
t +1
(T), |
T
[H
t
(T)]
2
and div(|
T
) H
t
(T) with t > 1/2 for all T T
h
,
there exists a constant C
err
> 0, independent of the mesh size, such that
(
h
, u u
h
)
2
DG
C
err
TT
h
h
2 min{t,k,r+1}
T
{
2
[H
t
(T)]
2
+u
2
H
t +1
(T)
+div()
2
H
t
(T)
}. (3.5)
Proof. The stated inequality is a consequence of the C ea estimate (2.10) (cf. Theorem 2.2) and
Lemmas 3.1 and 3.2.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

4. An a posteriori error analysis
In this section we apply a Helmholtz decomposition to obtain a reliable and quasi-effcient a posteriori
error estimate for both approaches. The quasi-effciency term refers to the fact that we prove that our
a posteriori error estimate is effcient up to higher-order terms (h.o.t.). We now introduce curl v :=
_
v
y
,
v
x
_
for any v H
1
() and the Sobolev space H
1
D
:= {v H
1
() : v = 0 on
D
}.
The main result of this section is summarized in the following theorem.
THEOREM 4.1 Let (, u) H(div, ) H
1
() and (
h
, u
h
)
h
V
h
be the unique solutions of
(1.2) and (2.7), respectively. Then there exist C
1
, C
2
> 0, independent of the mesh size, such that
(, u) (
h
, u
h
)
DG
C
2
(4.1)
and
C
1
(, u) (
h
, u
h
)
DG
+h.o.t., (4.2)
with
2
:=

TT
h

2
T
, where, for each T T
h
,
2
T
is given by
2
T
:=h
2
T
f +u
h
2
L
2
(T)
+h
T

T
u
h

T
2
L
2
(T\
D
)
+
1/2
[[u
h
]]
2
[L
2
(TE
I
)]
2
+
1/2
(g
D
u
h
)
2
L
2
(TE
D
)
+ f +div
h
2
L
2
(T)
+u
h

h
2
[L
2
(T)]
2
. (4.3)
The proof of Theorem 4.1 is separated into two parts, which are given in Sections 4.1 and 4.2.
4.1 Reliability of the estimator
In this subsection we prove the reliability of the estimator (cf. (4.1)). We begin with the following
Helmholtz decomposition.
LEMMA 4.2 There exist H
1
D
() and H
1
() with curl = 0 on
N
such that
h
(u u
h
) = +curl .
Furthermore, there holds
2
[L
2
()]
2
+ curl
2
[L
2
()]
2
=
h
(u u
h
)
2
[L
2
()]
2
.
Proof. These results are the consequence of Theorem 3.1 in Girault & Raviart (1986). We refer to
Lemma 3.1 in Bustinza et al. (2005) for further details.
Now let
0
be a piecewise constant projection from H
1
() onto L
2
() such that, for all z
H
1
(), (
0
z)|
T
:=
1
|T|
_
T
z dx for each T with T
D
= and (
0
z)|
T
:= 0 on each T T
h
with
an edge on
D
.
The following lemmas will be used in the estimates of |||u u
h
|||
h
and
h
.
LEMMA 4.3 Let H
1
D
() be the function from Lemma 4.2 and
0
be the above projection. Then
we have that
TT
h
_
T
(u u
h
) =
TT
h
_
T
( f +u
h
)(
0
)
+
TT
h
_
T\
D
(
0
)(
T
u
h

T
). (4.4)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

Proof. We proceed as in Lemma 3.2 in Bustinza et al. (2005). Since (
0
)|
T
is constant for any T T
h
and H
1
D
(), integrating by parts, we obtain that
TT
h
_
T
(u u
h
) =
TT
h
_
T
(u u
h
) (
0
)
=
TT
h
_
_
T
(u u
h
)(
0
) +
_
T\
D
(
0
)(u u
h
)
T
_
=
TT
h
__
T
( f +u
h
)(
0
) +
_
T\
D
(
0
)(u
T
u
h

T
)
_
.
On the other hand, since u H(div, ), H
1
() and is continuous across edges, we fnd that
TT
h
_
T\
D
u
T
=
_
E
I
{}[[u]] +
_
E
I
[[]] {u} +
eE
N
_
e
u
T
=
_
E
I
{}[[ ]] +
_
E
I
[[]] { } +
eE
N
_
e

T
=
TT
h
_
T\
D

T
.
Next, integrating by parts and using that
_
T
f +
_
T

T
= 0, we fnd that
_
T
u
T
0
=
_
T
div(u)
0
+
_
T
u (
0
)
=
0
_
T
f =
0
__
T

T
_
=
_
T
(
0
)
T
.
Therefore
TT
h
_
T\
D
(
0
)u
T
=
TT
h
_
T\
D
(
0
)
T
,
which completes the proof.
LEMMA 4.4 Let H
1
() be the function from Lemma 4.2. Then there exists a constant c > 0,
independent of h, such that
TT
h
_
T
(u u
h
) curl c curl
L
2
()
|u u
h
|
h
.
Proof. First, we let w be an element belonging to the affne space W := {z H
1
() : z = g
D
on
D
}.
After a suitable integration by parts, we have that
_
T
(u u
h
) curl =
_
T
(u w) curl +
_
T
(w u
h
) curl
=
_
T
(w u
h
) curl
T
=
_
T\
N
(w u
h
) curl
T
.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

Summing up over all T T
h
, hence using that w H
1
() and curl H(div, ), applying a duality
paring and the CauchySchwarz inequality, we obtain that
TT
h
_
T
(u u
h
) curl

TT
h
curl
T
H
1/2
(T)
w u
h
H
1/2
(T\
N
)

TT
h
C curl
[L
2
(T)]
2 w u
h
H
1/2
(T\
N
)

C curl
L
2
()
_
_
TT
h
w u
h
2
H
1/2
(T\
N
)
_
_
1/2
.
Since w is arbitrary, we deduce that
TT
h
_
T
(u u
h
) curl dx

C curl
L
2
()
inf
wW
_
_
TT
h
w u
h
2
H
1/2
(T\
N
)
_
_
1/2
,
and, after applying Lemma 4 in Becker et al. (2003), we complete the proof.
The next theorem establishes the estimate of |||u u
h
|||
h
.
THEOREM 4.5 There exists a constant C > 0, independent of the mesh size, such that
|||u u
h
|||
2
h
C
2
:= C
TT
h

2
T
,
where, for each T T
h
, we defne

2
T
:=h
2
T
f +u
h
2
L
2
(T)
+h
T

T
u
h

T
2
L
2
(T\
D
)
+
1/2
[[u
h
]]
2
[L
2
(TE
I
)]
2
+
1/2
(g
D
u
h
)
2
L
2
(TE
D
)
. (4.5)
Proof. We proceed as Theorem 3.2 in Bustinza et al. (2005). Since u is the exact solution, we have
|||u u
h
|||
2
h
=
h
(u u
h
)
2
[L
2
()]
2
+
1/2
[[u
h
]]
2
[L
2
(E
I
)]
2
+
1/2
(g
D
u
h
)
2
L
2
(E
D
)
. (4.6)
Then, due to Lemmas 4.2 and 4.3, we bound the frst term on the right-hand side of (4.6) and obtain
h
(u u
h
)
2
[L
2
()]
2
=
TT
h
_
T
(u u
h
) (u u
h
)
=
TT
h
__
T
(u u
h
) +
_
T
(u u
h
) curl
_
=
TT
h
_
T
( f +u
h
)(
0
) +
TT
h
_
T\
D
(
0
)(
T
u
h

T
)
+
TT
h
_
T
(u u
h
) curl . (4.7)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

The frst term in (4.7) is bounded, applying the CauchySchwarz inequality, as follows:
_
T
( f +u
h
)(
0
)
ch
T
f +u
h
L
2
()
[L
2
()]
2 . (4.8)
On the other hand, taking into account the well-known trace inequality
w
2
L
2
(e)
C
_
h
1
e
w
2
L
2
(T)
+h
e
w
2
[L
2
(T)]
2
_
w H
1
(T), e T,
we apply the CauchySchwarz inequality and Lemma 3.1 and deduce that
_
T\
D
(
0
)(
T
u
h

T
)
ch
1/2
T

T
u
h

T
L
2
(T\
D
)
[L
2
()]
2 . (4.9)
Therefore (4.5) follows from (4.6)(4.9), Lemma 4.4 and the CauchySchwarz inequality.
The upper bound of
h
is derived next.
THEOREM 4.6 There exists a constant c > 0, independent of the mesh size, such that

h
c
2
:= c
TT
h

2
T
,
where, for all T T
h
,

2
T
:=h
2
T
f +u
h
2
L
2
(T)
+h
T

T
u
h

T
2
L
2
(T\
D
)
+ f +div
h
2
L
2
(T)
+u
h

h
2
[L
2
(T)]
2
.
Proof. Since is the exact solution, we have = u in and div = f in , which implies that

h
=u
h
2
[L
2
()]
2
+ f +div
h
2
L
2
()
=
TT
h
_
u
h
2
[L
2
(T)]
2
+ f +div
h
2
L
2
(T)
_
.
Now, by adding and subtracting u
h
, we have that
TT
h
u
h
2
[L
2
(T)]
2
2
TT
h
_
u u
h
2
[L
2
(T)]
2
+u
h

h
2
[L
2
(T)]
2
_
.
In this form the proof follows from (4.7)(4.9).
Finally, we remark that the reliability of our a posteriori error estimator (cf. (4.1)) follows from
Theorems 4.5 and 4.6.
4.2 Quasi-effciency of the estimator
In this subsection we prove the quasi-effciency of the a posteriori error estimator (cf. (4.2)). Hereafter
we assume that no element of {T
h
}
h>0
has a hanging node.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

We begin with some notation and preliminary results. Given T T
h
and e E (T), we let
T
and
e
be the standard triangle-bubble and edge-bubble functions, respectively. In particular,
T
satisfes
T
P
3
(T), supp(
T
) T,
T
= 0 on T and 0
T
1 in T. Similarly,
e
|
T
P
2
(T),
supp(
e
)
e
:= {T
T
h
: e E (T
)},
e
= 0 on T\e and 0
e
1 in
e
. We also recall
from Verf urth (1996) that, given k N {0}, there exists an extension operator L : C(e) C(T)
that satisfes L( p) P
k
(T) and L( p)|
e
= p p P
k
(e). Additional properties of
T
,
e
and L are
collected in the following lemma.
LEMMA 4.7 For any triangle T, there exist positive constants c
1
, c
2
, c
3
and c
4
, depending only on k and
the shape of T, such that, for all q P
k
(T) and p P
k
(e), the following inequalities hold
T
q
2
L
2
(T)
q
2
L
2
(T)
c
1
T
1/2
q
2
L
2
(T)
, (4.10)
e
p
2
L
2
(e)
p
2
L
2
(e)
c
2
e
1/2
p
2
L
2
(e)
, (4.11)
c
4
h
e
p
2
L
2
(e)

e
1/2
L( p)
2
L
2
(T)
c
3
h
e
p
2
L
2
(e)
. (4.12)
Proof. See Lemma 1.3 in Verf urth (1996).
The following inverse estimate will also be used.
LEMMA 4.8 Let l, m N{0} such that l m. Then for any triangle T there exists a c > 0, depending
only on k, l, m and the shape of T, such that
|q|
H
m
(T)
ch
lm
T
|q|
H
l
(T)
q P
k
(T). (4.13)
Proof. See Theorem 3.2.6 in Ciarlet (1978).
Our aim now is to estimate the six terms defning the error indicator
2
T
(cf. (4.3)). Using the fact
that = u in and u [H
1+
()] for some (1/2, 1), we frst observe that
u
h

h
[L
2
(T)]
2
h
[L
2
(T)]
2 +u
h
u
[L
2
(T)]
2 , (4.14)
f +div
h
L
2
(T)
= div div
h
L
2
(T)
, (4.15)
1/2
[[u
h
]]
2
[L
2
(e)]
2
=
1/2
[[u u
h
]]
2
[L
2
(e)]
2
e E
I
(4.16)
and
1/2
(g
D
u
h
)
2
L
2
(e)
=
1/2
(u u
h
)
2
L
2
(e)
e E
D
. (4.17)
From here on we introduce f
h
as a suitable approximation of f such that f f
h
L
2
(T)
tends to
zero at least at the same rate as |||u u
h
|||
h
as the mesh is refned. This can be achieved, for example, by
choosing f
h
as the piecewise L
2
-projection of f onto P
k1
(T).
The upper bounds of the remaining two terms, which depend on the mesh parameters h
T
and h
e
,
will be derived next.
LEMMA 4.9 There exists a C
1
> 0, independent of the mesh size, such that, for any T T
h
,
h
2
T
f +u
h
2
L
2
(T)
C
1
_
u u
h
2
[L
2
(T)]
2
+h
2
T
f f
h
2
L
2
(T)
_
. (4.18)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

Proof. We frst note that
f +u
h
L
2
(T)
f
h
+div(u
h
)
L
2
(T)
+ f f
h
L
2
(T)
. (4.19)
Now we introduce v
h
:= f
h
+ div(u
h
) and v
b
:=
T
v
h
. Then, using the fact that f = div() and
integrating by parts, we obtain
c
1
1
v
h
2
L
2
(T)

T
1/2
v
h
2
L
2
(T)
=
_
T
( f
h
+div(u
h
))v
b
=
_
T
div(u
h
u)v
b
+
_
T
( f
h
f )v
b
=
_
T
(u u
h
) v
b
+
_
T
( f
h
f )v
b
. (4.20)
Next, using the CauchySchwarz inequality and an inverse inequality, we fnd that
f
h
+div(u
h
)
L
2
(T)
C
1
(h
1
T
u u
h
[L
2
(T)]
2 + f f
h
L
2
(T)
), (4.21)
which, together with (4.19), yields (4.18).
To bound the last term we need the following lemma.
2
> 0, independent of the mesh size, such that, for any e E
I
,
h
T
h
u
h

2
L
2
(e)
C
2
_
u
h
u
h
2
[L
2
(
e
)]
2
+
h
2
H(div
h
;
e
)
+h
2
T
f f
h
2
L
2
(
e
)
_
. (4.22)
Proof. We adapt the proof of Lemma 5.9 in Gatica (2004) to our case. Indeed, we introduce
h
:=
(
h
u
h
) . Then using the property (4.12) and integrating by parts we have
c
1
2

h
2
L
2
(e)

e
1/2
2
L
2
(e)
=
_
e
(
h
u
h
)
e
L(
h
)
=
_
T
div(
h
u
h
)L(
h
)
e
+
_
T
(
h
u
h
) (
e
L(
h
)).
Now applying the CauchySchwarz inequality as well as the inverse inequality (4.13) and property
(4.12) we derive
c
1
2

h
2
L
2
(e)
C
_
div(
h
u
h
)
L
2
(T)
1/2
e
L(
h
)
L
2
(T)
+
h
u
h
L
2
(T)
|
e
L(
h
)|
[H
1
(T)]
2
_
C{h
1/2
e
div(
h
u
h
)
L
2
(T)
+h
1
T
h
1/2
e

h
u
h
[L
2
(T)]
2 }
h
L
2
(e)
,
which, taking into account that h
e
h
T
, = u in T and div() = f in T, implies that
h
u
h

L
2
(e)
C
_
h
1/2
e
div(
h
)
L
2
(T)
+h
1/2
T

h

[L
2
(T)]
2
+ h
1/2
T
u u
h
[L
2
(T)]
2 +h
1/2
e
f +u
h
L
2
(T)
_
,
and, together with (4.18), completes the proof of the lemma.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

FIG. 1. Example 1 with P
1
P
0
approximations using the augmented formulation (taking (
1
,
2
) = (1/2, 0)) and the non-
augmented scheme: global errors from uniform refnements versus degrees of freedom.
1
RT
0
1
,
2
) = (1/2, 0)) and the non-
3
> 0, independent of the mesh size, such that, for any e E
I
,
h
T

T
u
h

T
2
L
2
(e)
C
3
_
1/2
[[u u
h
]]
2
[L
2
(e)]
2
+u
h
u
h
2
[L
2
(
e
)]
2
+
h
2
H(div
h
;
e
)
+h
2
T
f f
h
2
L
2
(
e
)
_
. (4.23)

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

1
P
0
1
,
2
) = (1/2, 0)) and the non-
1
RT
0
1
,
2
) = (1/2, 0)) and the non-
Proof. First, using the defnition of the numerical fux (cf. (2.3)), we note that

T
u
h

T
=
_
1
2
+
T
_
[[
h
]] [[u
h
]]
T
+(
h

T
u
h

T
),
and then applying the CauchySchwarz inequality we have

T
u
h

T
L
2
(e)
C
_
[[
h
]]
L
2
(e)
+
1/2
[[u
h
]]
[L
2
(e)]
2 +
h

T
u
h

T
L
2
(e)
_
.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

TABLE 1 Example 1 with the P
1
RT
0
approximation for uniform refnement
N e
h
(u) r
h
(u) e
1
() r
1
() e
1
r(e
1
) e
0
(u) r
0
(u) e
1
/
36 1.7284 4.5040 4.8243 0.2613 0.4559
144 0.9675 0.8370 2.5650 0.8123 2.7414 0.8154 0.0746 1.8075 0.4963
576 0.5063 0.9343 1.3330 0.9443 1.4259 0.9430 0.0203 1.8777 0.4920
2304 0.2558 0.9851 0.6752 0.9812 0.7221 0.9817 0.0052 1.9525 0.4756
9216 0.1279 0.9996 0.3392 0.9934 0.3625 0.9942 0.0013 1.9828 0.4627
36864 0.0639 1.0021 0.1699 0.9976 0.1815 0.9982 0.0003 1.9944 0.4548
In order to bound [[
h
]]
L
2
(e)
we introduce w
h
:= [[
h
]] and, knowing that [[]] = 0 on each e E
I
,
we obtain after integration by parts that
c
1
2
w
h
2
L
2
(e)

e
1/2
w
h
2
L
2
(e)
=
_
e
e
L(w
h
)[[
h
]]
=
_
e
div(
h
)
e
L(w
h
) +
_
e
(
h
) (
e
L(w
h
)).
Then, proceeding as in the proof of Lemma 4.10, we deduce that
[[
h
]]
L
2
(e)
C
_
h
1/2
T
div
h
(
h
)
L
2
(
e
)
+h
1/2
T

h

[L
2
(
e
)]
2
_
,
which, together with (4.22), yields (4.23) and we end the proof.
Finally, we remark that the quasi-effciency of the a posteriori error estimator (cf. (4.2)) follows
from (4.14)(4.17) and Lemmas 4.9 and 4.11.
REMARK 4.12 The analysis described in Sections 24 can be adapted for the scheme (2.7) with
2
= 0,
that is, without the divergence least squares term. In this case we set := [L
2
()]
2
, which is equipped
with its usual inner product. As a result, we also prove the unique solvability of the problem and obtain
the optimal rate of convergence, assuming enough additional regularity of the exact solution. More-
over, proceeding as in Section 4 we derive a global reliable a posteriori error estimate associated
with this formulation, whose local a posteriori error estimate is defned as in (4.3), without the term
f +div
h
[L
2
(T)]
.
REMARK 4.13 When
1
=
2
= 0 the scheme (2.7) becomes the usual LDG formulation for (1.1),
which has been studied in Perugia & Sch otzau (2002), and it is well known that its unique solvability
relies on the condition
h
V
h

h
. We point out that the present analysis does not cover this situation.
However, we remark that our computational code shows some robustness in the sense that we can solve,
numerically speaking, problem (2.7) in this case.
5. Numerical examples
We begin this section by presenting a numerical comparison between the augmented (for (
1
,
2
) =
(1/2, 0)) and nonaugmented DG methods (for (
1
,
2
) = (0, 0)). Next we present several examples
illustrating the performance of the augmented DG method (2.7) for some particular values of
1
and
2
,
and the corresponding adaptive algorithm using the a posteriori error estimate (cf. Theorem 4.1). Thus

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

TABLE 2 Example 2 with the P
1
RT
0
approximation for uniform, redbluegreen and red
refnements
N e
1
r(e
1
) e
0
(u) r
0
(u) e
1
/
36 0.5437 0.1562 1.0613
144 0.3637 0.5799 0.0595 1.3928 0.9985
576 0.2381 0.6115 0.0235 1.3375 0.9805
2304 0.1536 0.6321 0.0094 1.3303 0.9649
9216 0.0982 0.6451 0.0037 1.3310 0.9547
36864 0.0625 0.6531 0.0015 1.3316 0.9483
147456 0.0266 0.6581 0.0006 1.3320 0.9443
138 0.3655 0.5909 0.0588 1.4535 0.9898
396 0.2464 0.7483 0.0244 1.6709 0.9553
624 0.1819 1.3351 0.0123 3.0284 0.8779
990 0.1381 1.1940 0.0065 2.7144 0.8133
1590 0.1085 1.0189 0.0044 1.7022 0.7825
2862 0.0775 1.1440 0.0020 2.7493 0.7647
3762 0.0664 1.1337 0.0015 2.1614 0.7427
7254 0.0483 0.9663 0.0008 1.7350 0.7336
10806 0.0387 1.1212 0.0005 2.6394 0.7277
16398 0.0314 0.9923 0.0003 1.8932 0.7226
27840 0.0244 0.9565 0.0002 1.6273 0.7212
42900 0.0193 1.0767 0.0001 2.6071 0.7194
65790 0.0108 0.9976 0.0001 1.8947 0.7164
109434 0.0084 0.9771 0.0001 1.6773 0.7164
126 0.3879 0.5389 0.0499 1.8211 0.7241
162 0.3495 0.8312 0.0491 0.1353 0.8006
252 0.2702 1.1644 0.0258 2.9065 0.7665
360 0.2181 1.2004 0.0166 2.4912 0.7228
648 0.1673 0.9023 0.0088 2.1557 0.6663
936 0.1395 0.9897 0.0060 2.0678 0.6752
1224 0.1199 1.1276 0.0047 1.8569 0.6974
1656 0.1018 1.0812 0.0034 2.1506 0.6609
2016 0.0931 0.9110 0.0030 1.3358 0.6928
2826 0.0782 1.0305 0.0021 2.0794 0.6891
4266 0.0627 1.0725 0.0013 2.3856 0.6684
4896 0.0585 1.0118 0.0012 1.3418 0.7020
6480 0.0507 1.0147 0.0009 2.0700 0.6649
7344 0.0478 0.9680 0.0008 1.3378 0.6883
9648 0.0420 0.9388 0.0006 2.1298 0.6678
10530 0.0403 0.9805 0.0006 0.8489 0.6940
13014 0.0360 1.0584 0.0004 2.8471 0.6611
14274 0.0343 1.0672 0.0004 1.0743 0.6890
17190 0.0309 1.1043 0.0003 2.7378 0.6804
18900 0.0294 1.0728 0.0003 1.6087 0.6890
20376 0.0282 1.0882 0.0003 1.7794 0.6889
24714 0.0257 0.9646 0.0002 1.9076 0.6751
28026 0.0242 0.9551 0.0002 1.5003 0.6827
31122 0.0230 0.9607 0.0002 1.7741 0.6839
39312 0.0140 0.9075 0.0001 2.0420 0.6699

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

FIG. 5. Example 2 with the P
1
RT
0
approximation: global errors from uniform, redbluegreen and red refnements versus
degrees of freedom N.
we denote by
h
the corresponding approximation space for , that is, P
0
-piecewise for the augmented
LDG formulation (2.7) with (
1
,
2
) = (1/2, 0) and RT
0
-piecewise for (2.7) with (
1
,
2
) = (1/2, 1).
First we introduce the individual and global errors:
e
h
(u) :=|||u u
h
|||
h
, e
0
() :=
h
[L
2
()]
2 ,
e
0
(u) :=u u
h
L
2
()
, e
1
() :=
h
H(div;T
h
)
and
e
i
:=
_
[e
i
()]
2
+[e
h
(u)]
2
_
1/2
, i {0, 1},
where (, u) H
1
() and (
h
, u
h
)
h
V
h
are the unique solutions of the continuous and
discrete problems, respectively. In addition, denoting by e and e the errors at two consecutive triangu-
lations with N and

N degrees of freedom, respectively, the experimental rate of convergence is given
by
r := 2
log(e/ e)
log(N/

N)
.
The defnitions of r
0
(u), r
0
() and r
h
(u) are given in an analogous way.
We now specify the data of the two examples to be presented here. The domain considered in Ex-
ample 1 is the L-shaped domain := ] 1, 1[
2
\ [0, 1] [1, 0] with Dirichlet conditions, while in
Example 2 we also take the L-shaped domain :=] 1, 1[
2
\ [0, 1] [1, 0] but with mixed boundary
conditions on
D
= {0} [1, 0] [0, 1] {0} and
N
:= \
D
. The data f , g
D
and/or g
N
are
chosen so that the exact solutions of Examples 1 and 2 are given by u(x, y) = cos
_
y
2
_
+x
4.5
[0,1]
(x)
and u(r, ) = r
2/3
sin
_
2
3
_
, respectively. We remark that the solution of Example 1 is quite smooth (in

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

1
RT
0
approximation: redbluegreen adaptive meshes corresponding to 990, 16398, 27840 and
42900 degrees of freedom.
fact, it belongs to H
4
()), while the solution of Example 2, which is given in polar coordinates, has a
singularity at (0, 0). We note that denotes the characteristic function.
The numerical results presented below were obtained by a Pentium computer with dual processors,
using a MATLAB code, with the parameters = 1 and = (1, 1)
t
to defne the numerical fuxes (cf.
(2.2) and (2.3)).
5.1 Numerical comparison of the augmented and nonaugmented DG methods
The purpose of this subsection is to compare the numerical performance of the standard LDG method
(cf. Perugia & Sch otzau, 2002; Bustinza & Gatica, 2005) and the augmented DG method (2.7) with

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

1
RT
0
approximation: red adaptive meshes corresponding to 936, 17190, 28026 and 31122 degrees
of freedom.
(
1
,
2
) = (1/2, 0) (that is, without the divergence least squares term) in Examples 1 and 2. For both
examples we consider P
1
P
0
and P
1
RT
0
approximations, and observe that the corresponding global
errors are very close (see Figs. 14), which is in agreement with the fact that the discrete solutions
converge to the exact solution.
5.2 Performance of the augmented DG method for (
1
,
2
) = (1/2, 1)
In this subsection we present some numerical results related to Example 2, considering the augmented
formulation (2.7) with (
1
,
2
) = (1/2, 1). In Table 1 we show the individual and global errors, the
effectivity index e
1
/ and the corresponding experimental rates of convergence for the uniform refne-
ment as applied to Example 1 with the P
1
RT
0
(scheme (2.7)) approximation. The errors are computed
on each triangle using a seven-point Gaussian quadrature rule. We observe that the effectivity indices

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

are bounded from above and below, which confrms the reliability as well as the quasi-effciency of
the corresponding a posteriori error estimates. In addition, we remark that, due to the smoothness of
the solution, we obtain the experimental rates of convergence O(h) for each of the lowest-degree dis-
crete formulations, in agreement with theoretical results (cf. Theorem 3.3). Moreover, we also note a
quadratic convergence for the error e
0
(u), whose theoretical proof should be deduced from the usual
duality arguments.
Next we present in Table 2 the global error e
1
, the L
2
-error e
0
(u), the effectivity index e
1
/ and the
corresponding experimental rates of convergence for the uniform, redbluegreen and red refnements
(see Verf urth, 1996) as applied to Example 2. We note that, because of the power of r, the partial deriva-
tives of u are singular at the origin. According to this singularity, the theoretical rate of convergence
should be O(h
2/3
) for both schemes, which is indeed observed in Fig. 5. Moreover, we show in Figs.
6 and 7 some adapted meshes, with and without hanging nodes, delivered by the adaptive algorithms
applied to the augmented scheme. In both cases the adaptive strategy is able to recognize the singularity
of the exact solution, despite the fact that the a posteriori error analysis presented here deals only with
meshes without hanging nodes. In addition, we note, as expected, that red refnement (with hanging
nodes) is more localized around the singularities than the redbluegreen one (without hanging nodes).
It is also important to observe that not much difference is seen in the resulting orders of convergence.
Finally, we conclude that the numerical results shown in this section exhibit, on the one hand, the
expected O(h) behaviour of the augmented LDG methods for smooth problems and, on the other hand,
the reliability and effciency of the corresponding a posteriori error estimate . This shows that the
corresponding adaptive algorithms are much more suitable than a uniform discretization when solving
problems with nonsmooth solutions.
Acknowledgements
We would like to thank the anonymous reviewers as well as Profs. Raimund B urger and Endre S uli for
constructive suggestions and/or corrections to the frst version of this manuscript.
Funding
CONICYT-Chile (FONDECYT Projects 1080168, 1050842 and 11060014); Centro de Investigaci on en
Ingeniera Matem atica (CI
2
MA); Direcci on de Investigaci on of the Universidad de Concepci on; BASAL
project CMM, Universidad de Chile.
REFERENCES
AGOUZAL, A. & THOMAS, J.-M. (1996) An extension theorem for the equilibrium fnite element spaces. Jpn. J.
Ind. Appl. Math., 13, 257266.
ARNOLD, D. N., BREZZI, F., COCKBURN, B. & MARINI, L. D. (2001) Unifed analysis of discontinuous
Galerkin methods for elliptic problems. SIAM J. Numer. Anal., 39, 17491779.
BARRIOS, T. P. & BUSTINZA, R. (2007) An augmented discontinuous Galerkin method for elliptic problems.
C. R. Math. Acad. Sci. Paris, 344, 5358.
BARRIOS, T. P. & GATICA, G. N. (2007) An augmented mixed fnite element method with Lagrange multipliers:
a-priori and a-posteriori error analyses. J. Comput. Appl. Math., 200, 653676.
BARRIOS, T. P., GATICA, G. N. & PAIVA, F. (2006) A wavelet-based stabilization of the mixed fnite element
method with Lagrange multipliers. Appl. Math. Lett., 19, 244250.
BARRIOS, T. P., GATICA, G. N. & PAIVA, F. (2007) A-priori and a-posteriori error analysis of a wavelet-based
stabilization for the mixed fnite element method. Numer. Funct. Anal. Optim., 28, 265286.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

BECKER, R., HANSBO, P. & LARSON, M. G. (2003) Energy norm a posteriori error estimation for discontinuous
Galerkin methods. Comput. Methods Appl. Mech. Eng., 192, 723733.
BREZZI, F., COCKBURN, B., MARINI, L. D. & S ULI, E. (2006) Stabilization mechanisms in discontinuous
Galerkin fnite element methods. Comput. Methods Appl. Mech. Eng., 195, 32933310.
BREZZI, F., HUGHES, T. J. R., MARINI, L. D. & MASUD, A. (2005) Mixed discontinuous methods for Darcy
fow. J. Sci. Comput., 22/23, 119145.
BUSTINZA, R. (2006) A unifed analysis of the local discontinuous Galerkin method for a class of nonlinear prob-
lems. Appl. Numer. Math., 56, 12931306.
BUSTINZA, R. & GATICA, G. N. (2004) A local discontinuous Galerkin method for nonlinear diffusion problems
with mixed boundary conditions. SIAM J. Sci. Comput., 26, 152177.
BUSTINZA, R. & GATICA, G. N. (2005) A mixed local discontinuous Galerkin method for a class of nonlinear
problems in fuid mechanics. J. Comput. Phys., 207, 427456.
BUSTINZA, R., GATICA, G. N. & COCKBURN, B. (2005) An a-posteriori error estimate for the local discontinuous
Galerkin method applied to linear and nonlinear diffusion problems. J. Sci. Comput., 22/23, 147185.
CASTILLO, P., COCKBURN, B., PERUGIA, I. & SCH OTZAU, D. (2000) An a priori error analysis of the local
discontinuous Galerkin method for elliptic problems. SIAM J. Numer. Anal., 38, 16761706.
CIARLET, P. (1978) The Finite Element Method for Elliptic Problems. Amsterdam: North-Holland.
COCKBURN, B., KANSCHAT, G. & SCH OTZAU, D. (2004) The local discontinuous Galerkin method for the Oseen
equations. Math. Comput., 73, 569593.
COCKBURN, B., KANSCHAT, G. & SCH OTZAU, D. (2005) The local discontinuous Galerkin method for linearized
incompressible fuid fow: a review. Comput. Fluids, 34, 491506.
COCKBURN, B., KANSCHAT, G., SCH OTZAU, D. & SCHWAB, C. (2002) Local discontinuous Galerkin methods
for the Stokes system. SIAM J. Numer. Anal., 40, 319343.
COCKBURN, B., SCH OTZAU, D. & WANG, J. (2006) Discontinuous Galerkin methods for incompressible elastic
materials. Comput. Methods Appl. Mech. Eng., 195, 31843204.
GATICA, G. N. (2004) A note on the effciency of residual-based a-posteriori error estimators for some mixed fnite
element methods. Electron. Trans. Numer. Anal., 17, 218233.
GATICA, G. N. (2006) Analysis of a new augmented mixed fnite element method for linear elasticity allowing
RT
0
-P
1
-P
0
approximations. Math. Model. Numer. Anal., 40, 128.
GATICA, G. N. & SAYAS, F.-J. (2006) A note on the local approximation properties of piecewise polynomials
with applications to LDG methods. Complex Var. Elliptic Equ., 51, 109117.
GIRAULT, V. & RAVIART, P. A. (1986) Finite Element Methods for NavierStokes Equations: Theory and Algo-
rithms. Berlin: Springer.
HANSBO, P. & LARSON, M. G. (2003) Discontinuous Galerkin and the CrouzeixRaviart element: application to
elasticity. Math. Model. Numer. Anal., 37, 6372.
HUGHES, T. J. R., MASUD, A. & WAN, J. (2006) A stabilized mixed discontinuous Galerkin method for Darcy
fow. Comput. Methods Appl. Mech. Eng., 195, 33473381.
LAZAROV, R. & YE, X. (2007) Stabilized discontinuous fnite element approximations for Stokes equations.
J. Comput. Appl. Math., 198, 236252.
MASUD, A. & HUGHES, T. J. R. (2002) A stabilized mixed fnite element method for Darcy fow. Comput. Meth-
ods Appl. Mech. Eng., 191, 43414370.
PERUGIA, I. & SCH OTZAU, D. (2002) An hp-analysis of the local discontinuous Galerkin method for diffusion
problems. J. Sci. Comput., 17, 561571.
ROBERTS, J. E. & THOMAS, J.-M. (1991) Mixed and hybrid methods. Finite Element Methods (Part 1) (P. G.
Ciarlet & J. L. Lions eds). Handbook of Numerical Analysis, vol. II. Amsterdam: North-Holland, pp.
523639.
VERF URTH, R. (1996) A Review of A Posteriori Error Estimation and Adaptive Mesh-Refnement Techniques.
Chichester: Wiley.

b
y

r
o
d
r
i
g
o

g
u
t
i
e
r
r
e
z

o
n

A
u
g
u
s
t

8
,

2
0
1
1
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
D
o
w
n
l
o
a
d
e
d

f
r
o
m

Discontinuous Galerkin (IMA Journal)

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Discontinuous Galerkin (IMA Journal)

Uploaded by

Copyright:

Available Formats

IMA Journal of Numerical Analysis (2010) 30, 9871008

Corresponding author. Email: rbustinz@ing-mat.udec.cl

are two adjacent elements of

l for each pair

be two adjacent elements of T

for all (, w), (, v)

(T) the space of polynomials

You might also like