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Background

The dG0 timestep method (backward Euler) for the initial value problem

\begin{displaymath}
\begin{array}{rcl}
\dot u (t) &=& f(u(t)) \quad 0<t<T \\
u(0) &=& u^0
\end{array}\end{displaymath} (1)

is, Find $U(t_n)$ successively for $n=1,\dots, N$ according to

\begin{displaymath}
U(t_n) = U(t_{n-1}) + k_n f(U(t_n))
\end{displaymath} (2)

The dual linearized problem is

\begin{displaymath}
\begin{array}{rcl}
- \dot{\phi} (t) &=& A^T \phi(t) \quad 0<t<T \\
\phi(T) &=& \phi^0
\end{array}\end{displaymath} (3)

where
\begin{displaymath}
A(t) = \int_0^1 f'(su(t) + (1-s)U(t))\: ds.
\end{displaymath} (4)

Note that the dual problem runs backward in time, starting at $t=T$. Replacing $u(t)$ by $U(t)$ gives the approximate formula for $A(t)$
\begin{displaymath}
A(t) \approx f'(U(t))
\end{displaymath} (5)

An adaptive scheme for solving the IVP could be formulated as, choose an appropriate step length $k_n$ such that

\begin{displaymath}
k_n = \frac{\textrm{TOL}}{S_c(t)\cdot R_n}
\end{displaymath} (6)

where $\textrm{TOL}$ is your error tolerance, $S_c(t)$ the stability factor defined by
\begin{displaymath}
S_c(t) = \frac{\int_0^T \Vert \dot \phi(s)\Vert \: ds}
{\Vert\phi_0\Vert},
\end{displaymath} (7)

where $\phi$ solves (3). $R_n$ is the residual. A more useful approximation is to use $R_{n-1}$ instead of $R_n$.


next up previous
Next: Preparations Up: Adaptive dG0 using duality Previous: Adaptive dG0 using duality
Christoffer Cromvik 2004-04-26