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. Author manuscript; available in PMC: 2024 Oct 15.
Published in final edited form as: Comput Math Appl. 2023 Sep 5;148:282–292. doi: 10.1016/j.camwa.2023.08.017

Weak Galerkin finite element method for second order problems on curvilinear polytopal meshes with Lipschitz continuous edges or faces

Qingguang Guan 1, Gillian Queisser 2, Wenju Zhao 3,*
PMCID: PMC11290342  NIHMSID: NIHMS1927052  PMID: 39091434

Abstract

In this paper, we propose new basis functions defined on curved sides or faces of curvilinear elements (polygons or polyhedrons with curved sides or faces) for the weak Galerkin finite element method. Those basis functions are constructed by collecting linearly independent traces of polynomials on the curved sides/faces. We then analyze the modified weak Galerkin method for the elliptic equation and the interface problem on curvilinear polytopal meshes with Lipschitz continuous edges or faces. The method is designed to deal with less smooth complex boundaries or interfaces. Optimal convergence rates for H1 and L2 errors are obtained, and arbitrary high orders can be achieved for sufficiently smooth solutions. The numerical algorithm is discussed and tests are provided to verify theoretical findings.

Keywords: Lipschitz Continuous Boundaries or Interfaces, Curvilinear Elements, Weak Galerkin Method, Traces of Polynomials, High Orders, Second-Order PDEs, 65N30, 65N12, 35J25

1. Introduction

It has been a challenging question: how to design high-order numerical methods solving Partial Differential Equations (PDEs) on domains (2D or 3D) with less smooth curved boundaries or interfaces if the solutions are sufficiently smooth? We refer [1, 2, 3, 4, 5] for high-order methods with piecewise C2 boundaries or interfaces, and [6, 7] for high-order methods relying on the smoothness of the boundaries/interfaces. Many numerical methods fall within those two categories. Our approach based on the weak Galerkin finite element method only needs boundaries or interfaces to be Lipschitz continuous, and the convergence rates depend on the solution, not the geometry. The weak Galerkin method [8, 9, 10, 11] among others (e.g., HDG [12, 4], nonconforming VEM [13, 14], HHO[15, 16]) as a new variation of Galerkin methods has been applied to various partial differential equations [9, 17, 18, 19]. The main advantages of those methods lie in using discontinuous basis functions inside the element and on its boundaries, employing general shape elements, ensuring mass conservation, and producing continuous numerical fluxes. HDG, HHO, VEM, and other methods with curved elements dealing with elliptic interface problems and Dirichlet boundary value problems can be found in [12, 4, 15, 16, 7, 20] and references therein. The method proposed here is significantly different from them, it uses fitted meshes, and there is no need to map to reference elements and redefine basis functions. An early version of this paper in 2019, without numerical experiments, can be found on arXiv, see [21]. Similar idea was also introduced in the Virtual Element context for 2D problems, see [22]. Later development by other researchers includes [17, 23, 24, 25], but our method is still unique with relaxed requirements for regularities of boundaries/interfaces and uniform treatment in 2D and 3D. The key idea of the weak Galerkin finite element method is the definition of “weak gradient”. Suppose we have a curvilinear polygonal or polyhedral domain Dn,(n=2,3) with interior part D0 and C0,1 boundary D, see Figure 1 for a 2D example. A discontinuous function v=(v0,vb) on D is defined as: v0L2(D0), vbL2(D). Then we denote W(D) as the space of those discontinuous functions

W(D)={v=(v0,vb):v0L2(D0),vbL2(D)}. (1)

Figure 1:

Figure 1:

A star-shaped curvilinear element D with a C0,1 curved side

For any vW(D), the “weak gradient” of v is a linear functional in the dual space of [H1(D)]n, it’s defined by wv in (2)

(wv,q)D:=Dv0qdx+DvbqndS,q[H1(D)]n, (2)

where n is the outward normal vector to D. The discrete “weak gradient” w,k,Dv of vW(D) is defined as the solution of equation (3)

(w,k,Dv,q)D=Dv0qdx+DvbqndS,q[k(D)]n, (3)

where w,k,Dv[k(D)]n,k(D) is the polynomial space with degree no more than k, where k is a non-negtive integer. For brevity, in following sections, we use w to represent w,k,D.

The paper is structured as follows. In Section 2, the shape-regular assumptions for curvilinear elements are given, and new L2 projections on curved sides/faces are defined. Based on the assumptions and projections, necessary lemmas are proved. Then the weak Galerkin finite element scheme and new basis functions are proposed. Section 3 is devoted to solving Poisson’s equation. The newly defined basis functions are used to solve the equation on curvilinear polytopal meshes with Lipschitz continuous edges or faces, where optimal convergence rates in L2 and H1 norms are proved. In Section 4, we apply the proposed weak Galerkin method to solve the elliptic interface problem, which involves Lipschitz continuous curved interfaces/boundaries. We also provide an error analysis that demonstrates optimal convergence rates. Section 5 shows the numerical results in 2D. Problems in 3D can be solved similarly but not presented here. Poisson’s equation with the Neumann boundary condition on the curved domain is also considered. The elliptic interface problem with the non-homogeneous jump condition on the interface is tested. For convenience, Lipschitz continuous curved sides on an element are constructed by connecting short lines, but the basis functions are defined on the whole curve. The convergence results for P1 and P2 elements are all optimal. Conclusions are drawn in Section 6.

2. Shape regularity

The shape regular assumptions are similar to [26, 19]. Assume

  • (A1) D is a C0,1 curvilinear polygonal/polyhedral domain with diameter hD,

  • (A2) D is star-shaped with respect to a disc/ball BDD with radius ρDhD,0<ρD<12,

  • (A3) ρD has a uniform lower bound 0<ρmin<ρD.

Figure 1 is a C0,1 curvilinear polygonal domain, which has a Lipschitz continuous curved side. Let AB denote A (constant) B. D is shape-regular if it satisfies (A1)-(A3). The following Lemmas in Section 2 are valid on such D, and the hidden constants only depend on ρD and degrees of employed polynomials.

Lemma 2.1.

(Bramble-Hilbert Estimates) [27]. D is shape-regular implies that:

infql(D)|ξq|Hm(D)hl+1m|ξ|Hl+1(D),ξHl+1(D),l=0,,k,and0ml.

Lemma 2.2.

(Trace Inequality (2.18)) [26]. If D is shape-regular, then we have

hD1ξL2(D)2hD2ξL2(D)2+ξL2(D)2,ξH1(D).

Remark 1.

(2.18) in [26] is also valid for D here with curved sides/faces. The proof is the same.

2.1. L2 Projection Operators

We define the projection Qh as

Qhv|D:=(Qk,D0v0,Qk,Dbvb),vW(D), (4)

where Qk,D0 is the L2 projection operator from L2(D) to k(D); Qk,Db is the L2 projection operator from L2(e) to k|e, where e is a side or face of D, no need to be straight or flat, and k|e is the space of restricted parts of polynomials with degrees no more than k on e.

Then, let k1,D be the L2 projection operator from [L2(D)]n to [k1(D)]n, n=2,3.

With shape-regular D and definitions of Qh and k1,D, we obtain Lemmas 2.3 to 2.6. The proof of Lemma 2.3 can be found in [26] (see Lemma 2.3 and Lemma 3.9). Proofs of Lemmas 2.4 and 2.5 (Lemma 2.5 depends on Lemma 2.1 and (6)) are similar to Lemmas 3 and 6 in [19], respectively. Lemma 2.6 is crucial for the error analysis of our method.

Lemma 2.3.

[26] Assume that D is shape-regular. Then, we have

|p|H1(D)hD1pL2(D),pk(D) (5)
|Qk,D0ξ|H1(D)|ξ|H1(D),ξH1(D) (6)

Lemma 2.4.

[19] For any q[k(D)]n, D is shape-regular, we have

hDqL2(D)2+hD2qL2(D)2qL2(D)2.

Lemma 2.5.

[19] Let D be shape-regular, then for ξHk+1(D), we have

ξQk,D0ξL2(D)2+hD2|ξQk,D0ξ|H1(D)2hD2(k+1)ξHk+1(D)2, (7)
ξk1,DξL2(D)2+hD2|ξk1,Dξ|H1(D)2hD2kξHk+1(D)2. (8)

Lemma 2.6.

Let Qh be the operator in (4). Then with shape-regular D, we have

(wQhξ,q)D=(k1,Dξ,q)D+Qk,Dbξξ,qnD,ξH1(D), (9)
|Qk,Dbξξ,qnD|hDkξHk+1(D)qL2(D),ξHk+1(D), (10)
wQhξk1,DξL2(D)hDkξHk+1(D),ξHk+1(D), (11)

where q,wQhξ[k1(D)]n, the hidden constants only depend on ρD and k.

Proof. By (3), integration by parts and the definitions of k1,D,Qh, we have

(wQhξ,q)D=(Qk,D0ξ,q)D+Qk,Dbξ,qnD=(ξ,q)D+ξ,qnD+Qk,Dbξξ,qnD=(k1,Dξ,q)D+Qk,Dbξξ,qnD

so that (9) is obtained.

To get (10), with Lemma 2.4, we have

|Qk,Dbξξ,qnD|Qk,DbξξL2(D)qL2(D)hD12Qk,DbξξL2(D)qL2(D) (12)

then let pk(D),

Qk,DbξξL2(D)ξpL2(D)

so that with Lemma 2.2 and inequality (7), let p be Qk,D0ξ, we have

hD12Qk,DbξξL2(D)hkξHk+1(D), (13)

with (12) and (13), we get (10).

To get (11), from (9), we have

(wQhξk1,Dξ,q)D=Qk,Dbξξ,qnD

let q=wQhξk1,Dξ, with (12)

wQhξk1,DξL2(D)2Qk,Dbξξ,qnDhD12Qk,DbξξL2(D)wQhξk1,DξL2(D)

with (13), we get (11).

Remark 2.

If edge/face eD is part of a line/plane, then Qk,Dbξξ,qne=0.

2.2. The Weak Galerkin Finite Element Scheme

Let Ω be a bounded domain (2D or 3D) with C0,1 boundary or interface. Suppose Th is the partition of Ω, each element D of Th is shape-regular, and Eh is the set of sides/faces in Th, h=maxDThhD.

Let D0 be the inner part of D, k(D0) be the space of polynomials on D0 with degrees no more than k, and on each side/face, eEh, let k|e be the space of traces of polynomials k(n) on e, so the basis functions on shared e, see Figure 2, are uniquely determined by collecting the linearly independent traces of k(n). For example, traces of 1(2) on e, in Figure 2, are {1,x,y}. Then the weak Galerkin finite element space is given by (14)

Vh:={v:v|D0k(D0)DThandv|ek|eeEh}. (14)

Figure 2:

Figure 2:

e is shared by two elements

Let the space Vh0 be the subspace of Vh which has vanishing boundary value on Ω

Vh0:={v:vVhandv|Ω=0}. (15)

We then define Vh|D as the space {v=(v0,vb):v0k(D0) and vbk|eeD}.

Lemma 2.7.

If D is shape-regular, for any ξHk+1(D) and vVh|D, we have

|hD1Qk,D0ξQk,Dbξ,v0vbD|hDkξHk+1(D)hD12v0vbL2(D), (16)
|(ξk1,Dξ)n,v0vbD|hDkξHk+1(D)hD12v0vbL2(D), (17)

where k1 and the hidden constant only depends on ρD and k.

Proof. To get (16), we have

|hD1Qk,D0ξQk,Dbξ,v0vbD|hD12Qk,D0ξQk,DbξL2(D)hD12v0vbL2(D),

for the first term on the right side, we have

hD12Qk,D0ξQk,DbξL2(D)hD12Qk,D0ξξL2(D)+hD12Qk,DbξξL2(D),

with Lemma 2.2, Lemma 2.5 and (13), then (16) is obtained.

To get (17), we have

|(ξk1,Dξ)n,v0vbD|hD12ξk1,DξL2(D)hD12v0vbL2(D),

with Lemma 2.2 and Lemma 2.5, (17) is obtained.

Lemma 2.8.

[19] Assume that D is shape-regular. Then we have

v0L2(D)2wvL2(D)2+hD1vbv0L2(D)2,vVh|D, (18)

the hidden constant only depends on ρD and k.

3. The weak Galerkin finite element method for elliptic equation

Let Ω be a bounded domain with C0,1 boundary in n,fL2(Ω), the Poisson’s equation is

{Δu=f,u|Ω=0. (19)

For any vVh, the weak gradient of v is defined on each element D by (3), respectively. For any u,vVh, the bilinear form is defined as

ah(u,v)=DThDwuwvdx. (20)

The stabilization term is:

sh(u,v)=DThhD1u0ub,v0vbD. (21)

A numerical solution for (19) can be obtained by seeking uh=(u0,ub)Vh0 such that

as(uh,v):=ah(uh,v)+sh(uh,v)=(f,v0)Ω,v=(v0,vb)Vh0. (22)

Then the weak-1 norm of vV is defined as

|v|k1,w2=DThwvL2(D)2+hD1v0vbL2(D)2, (23)

where k1 is an integer.

We generate Figure 3 by PolyMesher [28] to show how the mesh in 2D could be.

Figure 3:

Figure 3:

A shape regular partition of domain Ω

Lemma 3.1.

Suppose the partition Th is shape-regular. Then we have

v0L2(Ω)|v|k1,w,v=(v0,vb)Vh0,

the hidden constant only depends on ρD and k.

Proof. The key to proving Lemma 3.1 is that on each edge or face e,v|e is unique. Then, same as Lemma 7.1 in [10], we have the discrete Poincaré inequality.

Also, we have the existence and uniqueness of the solution of (22).

3.1. Error Analysis

Let uH2(Ω) be the solution of (19) and vVh0. Then, multiply (19) by v0 of v=(v0,vb)Vh0 we have

DTh(u,v0)D=(f,v0)Ω+DThv0vb,unD, (24)

where DThvb,unD=0.

It follows from (3), (9) and the integration by parts

(wQhu,wv)D=(k1,Du,wv)D+Qk,Dbuu,wvnD=(v0,(k1,Du))D+vb,(k1,Du)nD+Qk,Dbuu,wvnD=(v0,k1,Du)Dv0vb,(k1,Du)nD+Qk,Dbuu,wvnD=(u,v0)Dv0vb,(k1,Du)nD+Qk,Dbuu,wvnD. (25)

Combining (24) and (25), we have

DTh(wQhu,wv)D=(f,v0)Ω+DThv0vb,(uk1,Du)nD+DThQk,Dbuu,wvnD. (26)

Adding sh(Qhu,v) to both sides of (26) gives

as(Qhu,v)=(f,v0)Ω+DThv0vb,(uk1,Du)nD+DThQk,Dbuu,wvnD+sh(Qhu,v). (27)

Subtracting (22) from (27), we have the error equation

as(eh,v)=DThv0vb,(uk1,Du)nD+DThQk,Dbuu,wvnD+sh(Qhu,v). (28)

where

eh|D=(e0,eb)D:=(Qk,D0uu0,Qk,Dbuub)D=(Qhuuh)|D

which is the error between the weak Galerkin finite element solution (u0,ub) and the L2 projection of the exact solution. Then we define a norm h as

vh2:=DThvL2(D),v[L2(Ω)]n.

Theorem 3.1.

Let uhVh0 be the weak Galerkin finite element solution of the problem (19). Assume that the exact solution is so regular that uHk+1(Ω). Then we have

uwuhhhkuHk+1(Ω), (29)
uu0hhkuHk+1(Ω), (30)

the hidden constants only depend on ρD and k.

Proof. Let v=eh in (28), we have

|eh|k1,w2=DThe0eb,(uk1,Du)nD+DThQk,Dbuu,wehnD+sh(Qhu,eh).

It then follows from (10) and Lemma 2.7

|eh|k1,w2hkuHk+1(Ω)|eh|k1,w. (31)

Based on (31), firstly, we prove (29),

uwuhhuk1(u)h+k1(u)wQhuh+wQhuwuhh,

with Lemma 2.5 and Lemma 2.6 and

w(Qhuuh)h|eh|k1,w

we have (29).

Secondly, with Lemma 2.8, we have

DTh(Qk,D0uuh|D0)L2(D)2=DThe0L2(D)2DThwehL2(D)2+hD1ebe0L2(D)2|uhQhu|k1,w2

which means

DTh(Qk,D0uuh|D0)L2(D)2h2kuHk+1(Ω)2.

Also by Lemma 2.5

DTh(Qk,D0uu)L2(D)2h2kuHk+1(Ω)2,

then we have (30)

uu0hhkuHk+1(Ω).

Theorem 3.2.

Let uhVh0 be the weak Galerkin finite element solution of the problem (19). Assume that the exact solution is so regular that uHk+1(Ω). Then we have

uu0L2(Ω)hk+1uHk+1(Ω), (32)

the hidden constant only depends on ρD and k.

Proof. We begin with a dual problem seeking ϕH02(Ω) such that Δϕ=e0. Suppose we have ϕH2(Ω)e0L2(Ω).

Then we have

e0L2(Ω)2=DTh(ϕ,e0)DDThϕn,e0ebD. (33)

Let u=ϕ and v=eh in (25), we have

(ϕ,e0)D=(wQhϕ,weh)D+e0eb,(k1,Dϕ)nDQk,Dbϕϕ,wehnD. (34)

Combining (33) and (34), we have

e0L2(Ω)2=(wQhϕ,weh)Ω+DTh(k1,Dϕϕ)n,e0ebDDThQk,Dbϕϕ,wehnD. (35)

So that by Lemma 2.6 and Lemma 2.7, we have

|DTh(k1,Dϕϕ)n,e0ebD|hϕH2(Ω)|eh|k1,w, (36)
|DThQk,Dbϕϕ,wehnD|hϕH2(Ω)|eh|k1,w. (37)

Then let v=Qhϕ in (28), such that

(wQhϕ,weh)Ω=DThQk,D0ϕQk,Dbϕ,(uk1,Du)nD+DThQk,Dbuu,(wQhϕϕ)nD+sh(Qhu,Qhϕ)sh(eh,Qhϕ),

where

DThQk,Dbuu,ϕnD=0.

Same as the proof of Theorem 8.2 in [10], we have

DThQk,D0ϕQk,Dbϕ,(uk1,Du)nDhk+1uHk+1(Ω)ϕH2(Ω)

and

|sh(Qhu,Qhϕ)|+|sh(eh,Qhϕ)|hk+1uHk+1(Ω)ϕH2(Ω).

Then

|Qk,Dbuu,(wQhϕϕ)nD|hD12Qk,DbuuL2(D)hD12wQhϕϕL2(D),

where

hD12wQhϕϕL2(D)hD12wQhϕk1,DϕL2(D)+hD12k1,DϕϕL2(D)wQhϕk1,DϕL2(D)+hD|wQhϕk1,Dϕ|H1(D)+hD12k1,DϕϕL2(D)hDϕH2(D)+wQhϕk1,DϕL2(D)+hD12k1,DϕϕL2(D)hDϕH2(D)

by Lemma 2.2, Lemma 2.3, Lemma 2.5 and Lemma 2.6

|Qk,Dbuu,(wQhϕϕ)nD|hDk+1uHk+1(D)ϕH2(D).

Then

|(wQhϕ,weh)Ω|hk+1uHk+1(Ω)ϕH2(Ω). (38)

By (31), (35), (36), (37) and (38), we have

Qk0uu0L2(Ω)hk+1uHk+1(Ω),

with

Qk0uuL2(Ω)hk+1uHk+1(Ω),

the error estimate (32) is obtained.

4. The weak Galerkin finite element method for elliptic interface problem

Let Ω be a bounded domain with C0,1 boundary in n,n=2,3,ΓΩ be the C0,1 interface, fL2(Ω), the equation is

{(βu)=f,[u]|Γ=0,(β1unβ2un)|Γ=g,u|Ω=0, (39)

where n is the outward normal vector to Ω1,β1,β2 are two positive constants defined on Ω1 and Ω2 respectively. For simplicity, let [u]|Γ:=u1|Γu2|Γ=0.

The mesh Th contains shape-regular curvilinear polygons or polyhedrons which have edges or faces as parts of Ω or Γ, and there is no element cross Γ. Here we use the same weak Galerkin finite element schemes as in Section 2.2. For any vVh, the weak gradient of v is defined on each element D by (3), respectively. For any u,vVh, the bilinear form is defined by bh(u,v)

bh(u,v)=DThDβwuwvdx. (40)

The stabilization term is:

sh(u,v)=DThhD1u0ub,v0vbD. (41)

A numerical solution for (39) can be obtained by seeking uh=(u0,ub)Vh0 such that

bs(uh,v)=(f,v0)Ω+g,vbΓ,v=(v0,vb)Vh0. (42)

where bs(uh,v):=bh(uh,v)+sh(uh,v). Then we define a new weak norm as

|||v|||=(bs(v,v))12,vVh0. (43)

Also, we have the existence and uniqueness of the solution of (39) as in [11].

4.1. Error Analysis

Let uH01(Ω) and u|ΩiH2(Ωi),i=1,2, be the solution of (39) and vVh0. Then, multiply (39) by v0 of v=(v0,vb)Vh0 we have

DTh(βu,v0)D=(f,v0)Ω+g,vbΓ+DThv0vb,βunD, (44)

where DThvb,βunD=eΓg,vbe.

It follows from (3), (9) and the integration by parts

(βwQhu,wv)D=(βk1,Du,wv)D+Qk,Dbuu,βwvnD=(βu,v0)Dv0vb,β(k1,Du)nD+Qk,Dbuu,βwvnD. (45)

Combining (44) and (45), adding sh(Qhu,v) to both sides, we have

bs(Qhu,v)=(f,v0)Ω+g,vbΓ+DThv0vb,β(uk1,Du)nD+DThQk,Dbuu,βwvnD+sh(Qhu,v). (46)

Subtracting (42) from (46), we have the error equation

bs(eh,v)=DThv0vb,β(uk1,Du)nD+DThQk,Dbuu,βwvnD+sh(Qhu,v). (47)

where

eh|D=(e0,eb)D:=(Qk,D0uu0,Qk,Dbuub)D=(Qhuuh)|D

which is the error between the weak Galerkin finite element solution (u0,ub) and the L2 projection of the exact solution. Then we define a norm β as

vβ2:=DTh(βv,v)D,v[L2(Ω)]n,

and suppose vH1(Ω),v|ΩiHk+1(Ωi),i=1,2, we define

vk+1,Ω2=vHk+1(Ω1)2+vHk+1(Ω2)2.

Theorem 4.1.

Let uhVh0 be the weak Galerkin finite element solution of the problem (39). Assume that the exact solution is so regular that u|ΩiHk+1(Ωi),i=1,2. Then we have

uwuhβhkuk+1,Ω, (48)
uu0βhkuk+1,Ω, (49)

the hidden constants only depend on ρD and k.

Proof. Let v=eh in (47), we have

|||eh|||=DThe0eb,β(uk1,Du)nD+DThQk,Dbuu,βwehnD+sh(Qhu,eh). (50)

It then follows from (10) and Lemma 2.7

|||eh|||2hkuk+1,Ω|||eh|||. (51)

Based on (51), firstly, we prove (48),

uwuhβuk1uβ+k1uwQhuβ+wQhuwuhβ,

with Lemma 2.5 and Lemma 2.6 and

w(Qhuuh)β|||eh|||

we have (29).

Secondly, with Lemma 2.8, we have

DThβ(Qk,D0uuh|D0)L2(D)2=DThβe0L2(D)2DThβwehL2(D)2+hD1ebe0L2(D)2|eh|2

which means

DThβ(Qk,D0uuh|D0)L2(D)2h2kuk+1,Ω2.

Also with Lemma 2.5

DThβ(Qk,D0uu)L2(D)2h2kuk+1,Ω2,

so that we have (49)

uu0βhkuk+1,Ω.

Theorem 4.2.

Let uhVh be the weak Galerkin finite element solution of the problem (39). Assume that the exact solution is so regular that u|ΩiHk+1(Ωi),i=1,2. Then we have

uu0L2(Ω)hk+1uk+1,Ω, (52)

the hidden constant only depends on ρD and k.

Proof. We begin with a dual problem seeking ϕH01(Ω) such that (βϕ)=e0, and g=0 as in (39). Suppose we have ϕ2,Ωe0L2(Ω).

Then we have

e0L2(Ω)2=DTh(βϕ,e0)DDThβϕn,e0ebD. (53)

Let u=ϕ and v=eh in (45), we have

(βϕ,e0)D=(βwQhϕ,weh)D+e0eb,β(k1,Dϕ)nDQk,Dbϕϕ,βwehnD. (54)

Combining (53) and (54), we have

e0L2(Ω)2=(βwQhϕ,weh)Ω+DThβ(k1,Dϕϕ)n,e0ebDDThQk,Dbϕϕ,βwehnD. (55)

By Lemma 2.6 and Lemma 2.7, we have

|DThβ(k1,Dϕϕ)n,e0ebD|hϕ2,Ω|||eh|||, (56)
|DThQk,Dbϕϕ,βwehnD|hϕ2,Ω|||eh|||. (57)

Then let v=Qhϕ in (47)

(βwQhϕ,weh)Ω=DThQk,D0ϕQk,Dbϕ,β(uk1,Du)nD+DThQk,Dbuu,β(wQhϕϕ)nD+sh(Qhu,Qhϕ)sh(eh,Qhϕ),

where

DThQk,Dbuu,βϕnD=0.

Same as the proof of Theorem 8.2 in [10], we have

DThQk,D0ϕQk,Dbϕ,β(uk1,Du)nDhk+1uk+1,Ωϕ2,Ω

and

|sh(Qhu,Qhϕ)|+|sh(eh,Qhϕ)|hk+1uk+1,Ωϕ2,Ω.

Then by Lemma 2.3, Lemma 2.5, Lemma 2.6

|Qk,Dbuu,β(wQhϕϕ)nD|hD12Qk,DbuuL2(D)βhD12wQhϕϕL2(D),

where

hD12wQhϕϕL2(D)hD12wQhϕk1,DϕL2(D)+hD12k1,DϕϕL2(D)wQhϕk1,DϕL2(D)+hD|wQhϕk1,Dϕ|H1(D)+hD12k1,DϕϕL2(D)hDϕH2(D)+wQhϕk1,DϕL2(D)+hD12k1,DϕϕL2(D)hDϕH2(D)

so that |Qk,Dbuu,β(wQhϕϕ)nD|hDk+1uHk+1(D)ϕH2(D).

Then we have

|(βwQhϕ,weh)Ω|hk+1uk+1,Ωϕ2,Ω. (58)

By (51), (55), (56), (57) and (58), we have

Qk0uu0L2(Ω)hk+1uk+1,Ω,

with

Qk0uuL2(Ω)hk+1uk+1,Ω,

the error estimate (52) is obtained.

5. Numerical Experiments

In this section, we focus on 2D problems with curved boundaries or interfaces. The main difference compared with the classical weak Galerkin method is the construction of basis functions on curved sides. For the following tests, each element in the mesh has four sides, and one or more sides are curves. We choose two types of curved sides, the special Lipschitz continuous ones formed by connecting points with short lines, and the smooth ones. Basis functions are linearly independent traces of k(2) on the curved side, for example, it’s easy to prove if the side is not straight, P1 basis functions are always chosen: 1,x,y. Let x0=y0=1, and the set of traces for k(2),k2 on the side be

T(k):={xiyj0i,jandi+j<=k}.

Instead of determining if the traces are linearly independent analytically, in practice, we can let (xm,ym),1mM be sample points on the curved side, the number of those points should be sufficiently large. For each v(x,y)T(k), we can get a vector

(v(x1,y1),v(x2,y2),,v(xM,yM)),

then collect all those vectors and choose the linearly independent ones, the corresponding traces are basis functions on the curved side. Numerical integration on the curved side or curvilinear element is simple, we just need to make sure it is accurate enough to calculate convergence rates. The algorithm in 2D can be easily generalized to 3D problems.

5.1. Poisson’s Equation

This subsection is to verify that elements with Lipschitz continuous or smooth curved edges can also guarantee optimal convergence rates for solving Poisson’s equation as long as they satisfy the shape-regular assumptions. Let

u(x,y)=sin(πx)sin(πy)

be the exact solution to Poisson’s equation on a given domain with Dirichlet/Neumann Boundary conditions, we use P1 and P2 elements in Example 5.1.1 to Example 5.1.5.

Example 5.1.1.

Let the domain be [0, 1] × [0, 1], see Figure 5. We consider Poisson’s equation with the Dirichlet boundary condition (on the blue lines). In the mesh, each element has a Lipschitz continuous curved side which contains three short lines, basis functions are defined on the whole green-colored curved side, there are three for P1 element and six for P2 element. From Table 1, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 5:

Figure 5:

Example 5.1.1. Left: domain; Middle: initial mesh; Right: refined mesh

Table 1:

Example 5.1.1. Convergence Rates for P1 and P2 Elements, d2

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 4.826e-01 Rate 1.758e+00 Rate 1.516e-01 Rate 1.256e+00 Rate
d/4 1.396e-01 1.79 7.943e-01 1.15 1.825e-02 3.05 3.017e-01 2.06
d/8 3.630e-02 1.94 3.711e-01 1.10 2.112e-03 3.11 7.155e-02 2.08
d/16 9.167e-03 1.99 1.815e-01 1.03 2.558e-04 3.05 1.754e-02 2.03
d/32 2.298e-03 2.00 9.019e-02 1.01 3.169e-05 3.01 4.360e-03 2.01
d/64 5.748e-04 2.00 4.503e-02 1.00 3.952e-06 3.00 1.089e-03 2.00

Example 5.1.2.

Following Example 5.1.1, we define a parameter M which makes the curved side more flat if it is increasing, see Figure 5 (the middle one with M = 10) and Figure 6. For the same Poisson’s equation and P1 element, we test the condition numbers of the stiff matrices on coarse meshes and obtain the convergence rates with fixed M and refined meshes. We observe that the condition number of the stiff matrix is increasing as M increases, see Table 2. However, from Table 3, we can see that the convergence rates for L2 and H1 errors are still optimal (even slightly better compared with Table 1 with P1 element). So large condition numbers do not necessarily reduce the accuracy.

Figure 6:

Figure 6:

Example 5.1.2. Meshes withes 4 elements, left: M = 102; right: M = 104

Table 2:

Example 5.1.2. Condition Numbers for stiff matrices on coarse meshes with P1 basis functions

h≈ M = 5 M = 10 M = 102 M = 103 M = 104
2/2 2.5861e+03 9.9975e+03 9.8530e+05 9.8446e+07 9.8438e+09
2/4 1.0442e+04 3.7529e+04 3.6133e+06 3.6097e+08 3.6094e+10
2/8 1.3266e+05 1.4676e+05 1.3561e+07 1.3547e+09 1.3547e+11

Table 3:

Example 5.1.2. Errors for P1 Element with M=102 and M=104, d2

h≈ L2 error 102 H1 error 102 L2 error 104 H1 error 104
d/2 4.785e-01 Rate 1.760e+00 Rate 4.785e-01 Rate 1.760e+00 Rate
d/4 1.378e-01 1.80 7.868e-01 1.16 1.378e-01 1.80 7.867e-01 1.16
d/8 3.572e-02 1.95 3.674e-01 1.10 3.572e-02 1.95 3.673e-01 1.10
d/16 9.012e-03 1.99 1.796e-01 1.03 9.010e-03 1.99 1.795e-01 1.03
d/32 2.258e-03 2.00 8.923e-02 1.01 2.258e-03 2.00 8.922e-02 1.01
d/64 5.648e-04 2.00 4.455e-02 1.00 5.647e-04 2.00 4.454e-02 1.00

Example 5.1.3.

Let the domain be [0,1]×[0,1], see Figure 7. Still, we consider Poisson’s equation with the Dirichlet boundary condition (on the blue lines). In the mesh, each element has a smooth curved side which is part of a quadratic function, basis functions are defined on the green-colored smooth curved side, there are three for P1 element, and five for P2 element. From Table 4, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 7:

Figure 7:

Example 5.1.3. Left: domain; Middle: initial mesh; Right: refined mesh

Table 4:

Example 5.1.3. Convergence Rates for P1 and P2 Elements, d2

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 4.871e-01 Rate 1.757 Rate 1.526e-01 Rate 1.266 Rate
d/4 1.414e-01 1.78 8.003e-01 1.13 1.864e-02 3.03 3.082e-01 2.04
d/8 3.683e-02 1.94 3.743e-01 1.10 2.183e-03 3.09 7.387e-02 2.06
d/16 9.309e-03 1.98 1.831e-01 1.03 2.661e-04 3.04 1.819e-02 2.02
d/32 2.334e-03 2.00 9.100e-02 1.01 3.303e-05 3.01 4.531e-03 2.01
d/64 5.839e-04 2.00 4.543e-02 1.00 4.121e-06 3.00 1.131e-03 2.00

Example 5.1.4.

Domain with Lipschitz continuous boundaries, let N = 192 and

xi=rsin(θi),yi=rcos(θi);θi=πN,i=0,1,,N

if r=1, then connect points (xi,yi) and (xi+1,yi+1) by straight lines, we obtain the curve C0 (blue color); similarly, for r = 1.2, we have curve C1 (red color), the domain is bounded by C0 and C1, points are marked on curves, see Figure 8. We consider Poisson’s equation with the Dirichlet boundary condition on the blue curve and the Neumann Boundary condition on the red curve. In Figure 8, each element has at least one Lipschitz continuous curved side which contains multiple short lines, basis functions are defined on the whole curved side. From Table 5, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 8:

Figure 8:

Example 5.1.4. Left: domain; Middle: initial mesh; Right: refined mesh

Table 5:

Example 5.1.4. Convergence Rates for P1 and P2 Elements, d0.70

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 5.407e-02 Rate 7.279e-01 Rate 2.263e-02 Rate 4.034e-01 Rate
d/4 1.649e-02 1.71 3.172e-01 1.20 3.168e-03 2.84 1.044e-01 1.95
d/8 4.213e-03 1.97 1.465e-01 1.11 4.368e-04 2.86 2.740e-02 1.93
d/16 1.051e-03 2.00 7.038e-02 1.06 5.737e-05 2.93 7.049e-03 1.96
d/32 2.624e-04 2.00 3.468e-02 1.02 7.302e-06 2.97 1.783e-03 1.98

Example 5.1.5.

Domain with smooth curved boundaries:

Ω:={(x,y)x=rsin(θ),y=rcos(θ),1r1.2,0θπ}.

On this domain, we consider Poisson’s equation with the Dirichlet boundary condition on the blue curve and the Neumann Boundary condition on the red curve, see Figure 9. In Figure 9, each element has at least one smooth curved side, basis functions are defined on the curved side. From Table 6, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 9:

Figure 9:

Example 5.1.5. Left: domain; Middle: initial mesh; Right: refined mesh

Table 6:

Example 5.1.5. Convergence Rates for P1 and P2 Elements, d0.58

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 3.548e-02 Rate 5.707e-01 Rate 1.582e-02 Rate 3.052e-01 Rate
d/4 1.158e-02 1.62 2.507e-01 1.19 2.086e-03 2.92 7.838e-02 1.96
d/8 3.029e-03 1.93 1.167e-01 1.10 2.722e-04 2.94 2.020e-02 1.96
d/16 7.645e-04 1.99 5.656e-02 1.04 3.474e-05 2.97 5.130e-03 1.98
d/32 1.915e-04 2.00 2.800e-02 1.01 4.377e-06 2.99 1.291e-03 1.99

5.2. Elliptic Interface Problem

Let β1=β2=1 and the exact solution be

u={sin(πx)sin(πy)1,on Ω1sin(πx)sin(πy),on Ω2

for (39) with non-homogeneous jump condition. Suppose r0=1,r1=1.12,r2=1.24, r3=1.36, then we use P1, P2 elements in examples 5.2.1 and 5.2.2. Except for the new basis functions, the employed numerical scheme is the same as in [11].

Example 5.2.1.

Domain with Lipschitz continuous boundaries/interfaces, let N = 192 and

xi=rsin(θi),yi=rcos(θi);θi=πN,i=0,1,,N

if r=r0, then connect points (xi,yi) and (xi+1,yi+1) by straight lines, we obtain the curve C0; similarly, for r=r1,r2,r3, we have curves C1, C2, C3. The points are marked on curves in Figure 10. Ω1 is the region between C1 and C2, the two red cures in the left domain of Figure 10; Ω2 is the whole region with boundaries C0 and C3, excluding Ω1. We consider the elliptic interface problem with the Dirichlet boundary condition on the blue curve. In Figure 10, each element has at least one Lipschitz continuous curved side which contains multiple short lines. Basis functions are defined on the whole curved side. From Table 7, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 10:

Figure 10:

Example 5.2.1. Left: domain; Middle: initial mesh; Right: refined mesh

Table 7:

Example 5.2.1. Convergence Rates for P1 and P2 Elements, d0.72

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 1.055e-01 Rate 8.156e-01 Rate 2.488e-02 Rate 4.146e-01 Rate
d/4 2.739e-02 1.95 4.027e-01 1.02 3.845e-03 2.69 1.141e-01 1.86
d/8 6.755e-03 2.02 1.955e-01 1.04 5.574e-04 2.79 3.108e-02 1.88
d/16 1.675e-03 2.01 9.587e-02 1.03 7.509e-05 2.89 8.138e-03 1.93
d/32 4.177e-04 2.00 4.763e-02 1.01 9.727e-06 2.95 2.080e-03 1.97

Example 5.2.2.

Domain with smooth curved boundaries and interfaces:

Ω1:={(x,y)x=rsin(θ),y=rcos(θ),r1rr2,0θπ}
Ω2:={(x,y)x=rsin(θ),y=rcos(θ),r[r0,r1][r2,r3],0θπ}.

We consider the elliptic interface problem with the Dirichlet boundary condition on the blue curve, see Figure 11. In Figure 11, each element has at least one smooth curved side. Basis functions are defined on the curved side. From Table 8, we can see the convergence rates for L2 and H1 errors are optimal.

Figure 11:

Figure 11:

Example 5.2.2. Left: domain; Middle: initial mesh; Right: refined mesh

Table 8:

Example 5.2.2. Convergence Rates for P1 and P2 Elements, d0.42

h≈ L2 error P1 H1 error P1 L2 error P2 H1 error P2
d/2 5.072e-02 Rate 4.716e-01 Rate 6.251e-03 Rate 1.773e-01 Rate
d/4 1.297e-02 1.97 2.251e-01 1.07 8.378e-04 2.90 4.620e-02 1.94
d/8 3.248e-03 2.00 1.094e-01 1.04 1.093e-04 2.94 1.187e-02 1.96
d/16 8.119e-04 2.00 5.416e-02 1.01 1.395e-05 2.97 3.008e-03 1.98
d/32 2.030e-04 2.00 2.700e-02 1.00 1.761e-06 2.99 7.567e-04 1.99

6. Conclusions

This paper tries to answer the question of solving second-order PDEs on domains with curved Lipschitz continuous boundaries or interfaces by high-order methods if the exact solutions are smooth enough. Our method has arbitrary high order, doesn’t introduce geometrical errors, and guarantees optimal convergence rates. Also, basis functions are easy to construct, don’t depend on the smoothness of sides/faces, and are consistent in 2D and 3D. Though not given here, the weak Galerkin schemes, for Poisson’s equation with Neumann boundary condition or the elliptic interface problem with non-homogeneous jump condition (same as in [11]) also have optimal convergence rates and can be proved similarly. There is still room to improve the current method by reducing the unknowns on the sides/faces as in [29], and it provides a way to deal with small edges/faces in the mesh by combining them and treat the connected lines/faces as a whole side/face. Our next steps are to extend the work to PDEs with nonlinear boundary conditions on curved boundaries or interfaces, which are common in biological models, see [30], and design similar basis functions on curved sides/faces for fourth-order problems.

Figure 4:

Figure 4:

A domain Ω=Ω1ΓΩ2 with C0,1 interface Γ

Highlights.

  • A modified weak Galerkin method with high order accuracy is proposed for solving Poisson’s equation and elliptic interface problems with Lipschitz continuous curved boundaries or interfaces.

  • A novel approach to defining basis functions on curved sides/faces of curvilinear elements is presented. The basis functions are constructed by collecting linearly independent traces of polynomials on the curved sides/faces.

  • The proposed method achieves optimal convergence rates for H1 and L2 errors and can attain arbitrarily high orders for sufficiently smooth solutions. The rate of convergence is independent of the geometry.

  • The proposed method is discussed in terms of its numerical algorithm, and tests are presented to verify its theoretical findings.

Acknowledgments

The second author is funded by Grant R01EB034143. The third author has received support from the National Natural Science Foundation of China (Grant Number: 12001325).

Footnotes

Publisher's Disclaimer: This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.

Contributor Information

Qingguang Guan, School of Mathematics and Natural Sciences, University of Southern Mississippi, Hattiesburg, MS 39406.

Gillian Queisser, Department of Mathematics, Temple University, Philadelphia, PA 19122, USA.

Wenju Zhao, School of Mathematics, Shandong University, Jinan, Shandong 250100.

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