A primal-dual weak Galerkin finite element method for second order elliptic equations in non-divergence form

Abstract

This article proposes a new numerical algorithm for second order elliptic equations in non-divergence form. The new method is based on a discrete weak Hessian operator locally constructed by following the weak Galerkin strategy. The numerical solution is characterized as a minimization of a non-negative quadratic functional with constraints that mimic the second order elliptic equation by using the discrete weak Hessian. The resulting Euler-Lagrange equation offers a symmetric finite element scheme involving both the primal and a dual variable known as the Lagrange multiplier, and thus the name of <italic>primal-dual weak Galerkin finite element method</italic> . Error estimates of optimal order are derived for the corresponding finite element approximations in a discrete <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper H squared"> <mml:semantics> <mml:msup> <mml:mi>H</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">H^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -norm, as well as the usual <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper H Superscript 1"> <mml:semantics> <mml:msup> <mml:mi>H</mml:mi> <mml:mn>1</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">H^1</mml:annotation> </mml:semantics> </mml:math> </inline-formula> - and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L squared"> <mml:semantics> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">L^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -norms. The convergence theory is based on the assumption that the solution of the model problem is <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper H squared"> <mml:semantics> <mml:msup> <mml:mi>H</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">H^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -regular, and that the coefficient tensor in the PDE is piecewise continuous and uniformly positive definite in the domain. Some numerical results are presented for smooth and non-smooth coefficients on convex and non-convex domains, which not only confirm the developed convergence theory but also a superconvergence result.