A type of finite element gradient recovery method based on vertex-edge-face interpolation: the recovery technique and superconvergence property.

DOI10.4208/EAJAM.251210.250411AzbMATH Open1302.65253OpenAlexW2314717817MaRDI QIDQ5406897FDOQ5406897

Authors: Qun Lin, Hehu Xie 

Publication date: 4 April 2014

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.251210.250411a

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zbMATH Keywords

finite element methodsuperconvergencea posteriori error estimateleast-squares fittingvertex-edge-face interpolation

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cites Work

• The superconvergent patch recovery anda posteriori error estimates. Part 1: The recovery technique
• A Posteriori Error Estimates Based on the Polynomial Preserving Recovery
• A New Finite Element Gradient Recovery Method: Superconvergence Property
• Title not available (Why is that?)
• Asymptotically Exact A Posteriori Error Estimators, Part I: Grids with Superconvergence
• Convergence and superconvergence analysis of finite element methods on highly nonuniform anisotropic meshes for singularly perturbed reaction-diffusion problems
• Validation of the a posteriori error estimator based on polynomial preserving recovery for linear elements

Cited In (6)

• A New Finite Element Gradient Recovery Method: Superconvergence Property
• Supercloseness and superconvergence of stabilized low-order finite element discretizations of the Stokes Problem
• Polynomial preserving recovery on boundary
• Recovery-based error estimators for the VEM and BEM-based FEM
• Gradient recovery for elliptic interface problem. III: Nitsche's method
• On a new edge-based gradient recovery technique

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