2007
DOI: 10.1260/174830107783133851
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On Optimized Extrapolation Method for Elliptic Problems with Large Coefficient Variation

Abstract: A posteriori error estimators are fundamental tools for providing confidence in the numerical computation of PDEs. In this paper we present a new technique that produces global a posteriori error estimates based on an optimized extrapolation method. The choice of the objective function as well as the representation of the unknown weight function in the extrapolation formula is discussed. This paper focuses on applications governed by the elliptic problem div(ρΔu)= f, with Dirichlet boundary conditions. Special… Show more

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Cited by 4 publications
(2 citation statements)
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References 31 publications
(66 reference statements)
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“…But, in the case of stiff problems we would like to get some adaptivity on the construction of the weight function. This is an open problem that we are currently working on [13]. After exposing the theoretical concepts behind the optimized extrapolation method, we are now going to present different numerical illustrations of this work.…”
Section: Task 2: Optimized Extrapolationmentioning
confidence: 99%
“…But, in the case of stiff problems we would like to get some adaptivity on the construction of the weight function. This is an open problem that we are currently working on [13]. After exposing the theoretical concepts behind the optimized extrapolation method, we are now going to present different numerical illustrations of this work.…”
Section: Task 2: Optimized Extrapolationmentioning
confidence: 99%
“…In the LSE method [18], [19] we chose the discrete L 2 norm. The choice of the L 1 or the L ∞ norm has been tested for stiff elliptic problems [20]. One of the difficulties encountered with a two-level extrapolation method is the existence of subsets of M (h ∞ ) whereŨ 1 andŨ 2 are much closer to each other than what the expected order of accuracy based on local error analysis should provide.…”
Section: A General Conceptmentioning
confidence: 99%