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Elliptic Monge–Ampère Equation in Dimension Two 55 this direction is to approximate the least-squares problem (LSQ). To achieve this goal, we approximate the sets Q and Q f by and Q h = {q | q =(q ij ) 1≤i,j≤2 , q 21 = q 12 , q ij ∈ V 0h } (45) Q fh = {q | q ∈ Q h ,q 11 (P k )q 22 (P k ) −|q 12 (P k )| 2 = f h (P k ), ∀k =1, 2,...,N 0h }, (46) respectively, the function f h in (46) (and in (E-MA-D) h ) being a continuous approximation of f. Next, we approximate the least-squares functional j(·, ·) (defined by (3) in Section 2) by j h (·, ·) defined as follows: with j h (ϕ, q) = 1 2 ‖D2 hϕ − q‖ 2 h, ∀ϕ ∈ V h , q ∈ Q h , (47) D 2 hϕ =(Dhij(ϕ)) 2 1≤i,j≤2 , (48) ((S, T)) h = 1 ∑N 0h A k S(P k ) :T(P k ) 3 k=1 ( = 1 ∑N 0h ) A k (s 11 t 11 + s 22 t 22 +2s 12 t 12 )(P k ) , ∀S, T ∈ Q h , (49) 3 k=1 and then ‖S‖ h =((S, S)) 1/2 h , ∀S ∈ Q h. (50) From the above relations, we approximate the problem (LSQ) by the following discrete least-squares problem: { {ψh , p h }∈V gh × Q fh , (51) j h (ψ h , p h ) ≤ j h (ϕ, q), ∀{ϕ, q} ∈V gh × Q fh . 6.4 On the Solution of the Problem (51) To solve the minimization problem (51), we shall use the following discrete variant of the algorithm (9)–(11): {ψ 0 , p 0 } = {ψ 0 , p 0 }. (52) Then, for n ≥ 0, {ψ n , p n } being known, compute {ψ n+1 , p n+1 } via the solution of p n+1 =argmin [ 1 2 (1 + τ)‖q‖2 h − ((p n + τD 2 hψ n ] , q)) h , (53) q∈Q fh

56 E.J. Dean and R. Glowinski and ⎧ ⎪⎨ ⎪ ⎩ ψ n+1 ∈ V gh , where we have (△ h [(ψ n+1 − ψ n )/τ], △ h ϕ) h +((D 2 h ψn+1 , D 2 h ϕ)) h =((p n+1 , D 2 h ϕ)) h, ∀ϕ ∈ V 0h , (54) (1) △ h ϕ = Dh11(ϕ)+D 2 h22(ϕ), 2 ∀ϕ ∈ V h , (55) (2) (ϕ 1 ,ϕ 2 ) h = 1 ∑N 0h A k ϕ 1 (P k )ϕ 2 (P k ), ∀ϕ 1 ,ϕ 2 ∈ V 0h , (56) 3 k=1 the associated norm being still denoted by ‖·‖ h . The constrained minimization sub-problems (53) decompose into N 0h three-dimensional minimization problems (one per internal vertex of T h ) similar to those encountered in Section 4, concerning the solution of the problem (10). The various solution methods (briefly) discussed in Section 4 still apply here. For the solution of the linear sub-problems (54), we advocate the following discrete variant of the conjugate gradient algorithm (23)–(29) (Algorithm 1): Algorithm 2 Step 1. u 0 is given in V gh . Step 2. Solve ⎧ ⎪⎨ gh 0 ∈ V 0h, (△ h g ⎪⎩ 0 , △ h ϕ) h =(△ h u 0 , △ h ϕ) h + τ((D 2 h u0 , D 2 h ϕ)) h − L h (ϕ), ∀ϕ ∈ V 0h , (57) and set w 0 = g 0 . (58) Step 3. Then, for k ≥ 0, assuming that u k ,g k and w k are known with the last two different from 0, solve ⎧ ⎪⎨ ḡ k ∈ V 0h , (△ h ḡ ⎪⎩ k , △ h ϕ) h =(△ h w k , △ h ϕ) h + τ((D 2 hw k , D 2 hϕ)) h , (59) ∀ϕ ∈ V 0h , and compute ρ k =(△ h g k , △ h g k ) h /(△ h ḡ k , △ h w k ) h , (60) u k+1 = u k − ρ k w k , (61) g k+1 = g k − ρ k ḡ k . (62)

Elliptic Monge–Ampère Equation in Dimension Two 55<br />

this direction is to approximate the least-squares problem (LSQ). To achieve<br />

this goal, we approximate the sets Q <strong>and</strong> Q f by<br />

<strong>and</strong><br />

Q h = {q | q =(q ij ) 1≤i,j≤2 , q 21 = q 12 , q ij ∈ V 0h } (45)<br />

Q fh = {q | q ∈ Q h ,q 11 (P k )q 22 (P k ) −|q 12 (P k )| 2 = f h (P k ),<br />

∀k =1, 2,...,N 0h }, (46)<br />

respectively, the function f h in (46) (<strong>and</strong> in (E-MA-D) h ) being a continuous<br />

approximation of f. Next, we approximate the least-squares functional j(·, ·)<br />

(defined by (3) in Section 2) by j h (·, ·) defined as follows:<br />

with<br />

j h (ϕ, q) = 1 2 ‖D2 hϕ − q‖ 2 h, ∀ϕ ∈ V h , q ∈ Q h , (47)<br />

D 2 hϕ =(Dhij(ϕ)) 2 1≤i,j≤2 , (48)<br />

((S, T)) h = 1 ∑N 0h<br />

A k S(P k ) :T(P k )<br />

3<br />

k=1<br />

(<br />

= 1 ∑N 0h<br />

)<br />

A k (s 11 t 11 + s 22 t 22 +2s 12 t 12 )(P k ) , ∀S, T ∈ Q h , (49)<br />

3<br />

k=1<br />

<strong>and</strong> then<br />

‖S‖ h =((S, S)) 1/2<br />

h , ∀S ∈ Q h. (50)<br />

From the above relations, we approximate the problem (LSQ) by the following<br />

discrete least-squares problem:<br />

{<br />

{ψh , p h }∈V gh × Q fh ,<br />

(51)<br />

j h (ψ h , p h ) ≤ j h (ϕ, q), ∀{ϕ, q} ∈V gh × Q fh .<br />

6.4 On the Solution of the Problem (51)<br />

To solve the minimization problem (51), we shall use the following discrete<br />

variant of the algorithm (9)–(11):<br />

{ψ 0 , p 0 } = {ψ 0 , p 0 }. (52)<br />

Then, for n ≥ 0, {ψ n , p n } being known, compute {ψ n+1 , p n+1 } via the solution<br />

of<br />

p n+1 =argmin<br />

[ 1<br />

2 (1 + τ)‖q‖2 h − ((p n + τD 2 hψ n ]<br />

, q)) h , (53)<br />

q∈Q fh

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