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%\section{The $p$-Laplacian problem}
% ----------------------------------
\subsection{Problem statement}
% ----------------------------------
\label{sec-p-laplacian}%
\pbindex{p-Laplacian}%
Let us consider the classical $p$-Laplacian problem
with homogeneous Dirichlet boundary conditions
in a domain bounded $\Omega \subset \mathbb{R}^d$,
$d=1,2,3$:
{\it (P): find $u$, defined in $\Omega$ such that:}
\begin{eqnarray*}
-{\rm div}\left(\eta\left(|\bnabla u|^{2}\right) \bnabla u\right)&=& f \ {\rm in}\ \Omega \\
u &=& 0 \ {\rm on}\ \partial \Omega
\end{eqnarray*}
where $\eta: z\in\mathbb{R}^+ \longmapsto z^\frac{p-2}{2}\in\mathbb{R}^+$.
Several variants of the $\eta$ can be considered:
see~\citet{Sar-2016-cfma} for practical and useful examples:
\cindex{benchmark!pipe flow}%
this problem represents a pipe flow of a non-Newtonian power-law fluid.
Here $p\in ]1,+\infty[$ and $f$ are known.
For the computational examples, we choose $f=1$.
\cindex{boundary condition!Dirichlet}%
\pbindex{Poisson}%
When $p=2$, this problem reduces to the linear Poisson problem
with homogeneous Dirichlet boundary conditions.
Otherwise, for any $p>1$, the nonlinear problem is equivalent to the following minimization problem:
{\it (MP): find $u\in W^{1,p}_0(\Omega)$ such that:}
$$
u
\ \ = \ \
\argmin_{v\in W^{1,p}_0(\Omega)}
\ \
\Frac{1}{2}
\int_\Omega H\left(|\nabla v |^2\right) \, {\rm d}x
-
\int_\Omega f\,v \, {\rm d}x,
$$
where $H$ denotes the primitive of $\eta$:
\[
H(z) = \int_0^z \eta(z) \, {\rm d}z = \Frac{2 z^p}{p}
\]
\cindex{space!$W^{1,p}$}%
\cindex{space!$W^{1,p}_0$}%
\cindex{space!$W^{-1,p}$}%
Here $W^{1,p}_0(\Omega)$ denotes the usual
Sobolev spaces of functions in $W^{1,p}(\Omega)$
We also assume that $f\in W^{-1,p}(\Omega)$,
where $W^{-1,p}_0(\Omega)$ denotes the dual space of $W^{1,p}_0(\Omega)$
that vanishes on the boundary~\citep[p.~118]{Bre-1983}.
The variational formulation of this problem expresses:
{\it (VF): find $u\in W^{1,p}_0(\Omega)$ such that:}
$$
a(u;u,v) = l(v),
\ \forall v \in W^{1,p}_0(\Omega)
$$
where $a(.,.)$ and $l(.)$ are defined
for any $u_0,u,v\in W^{1,p}(\Omega)$ by
\begin{eqnarray}
a(u_0;u,v) &=& \int_\Omega \eta\left(|\nabla u_0 |^{2}\right) \nabla u . \nabla v \, {\rm d}x,
\ \ \forall u,v \in W^{1,p}_0(\Omega)
\label{eq-p-laplacian-a}
\\
l(v) &=& \int_\Omega f\, v \, {\rm d}x,
\ \ \forall u,v \in L^2(\Omega)
\label{eq-p-laplacian-l}
\end{eqnarray}
\cindex{norm!in $W^{1,p}$}%
\cindex{norm!in $W^{1,p}_0$}%
The quantity $a(u;u,u)^{1/p} = \|\bnabla u\|_{0,p,\Omega}$
induces a norm in $W^{1,p}_0$, equivalent to the standard norm.
\cindex{form!energy}%
The form $a(.;.,.)$ is bilinear with respect to the two last variable
and is related to the {\it energy} form.
% ----------------------------------
\subsection{The fixed-point algorithm}
% ----------------------------------
\subsubsection*{Principe of the algorithm}
\cindex{method!fixed-point}%
This nonlinear problem is then reduced to a sequence
of linear subproblems by using the fixed-point algorithm.
The sequence $\left(u^{(n)}\right)_{n\geq 0}$ is defined
by recurrence as:
\begin{itemize}
\item $n=0$:
let $u^{(0)}\in W^{1,p}_0(\Omega)$ be known.
\item $n\geq 0$:
suppose that $u^{(n)}\in W^{1,p}_0(\Omega)$ is known and
find $u^{*}\in W^{1,p}_0(\Omega)$ such that:
$$
a\left(u^{(n)} ;u^{*},v\right) = l(v),
\ \forall v \in W^{1,p}_0(\Omega)
$$
and then set
$$
u^{(n+1)} = \omega u^* + (1-\omega)*u^{(n)}
$$
\end{itemize}
\cindex{method!fixed-point!relaxation}%
Here $\omega>0$ is the relaxation parameter: when $\omega=1$ we obtain
the usual un-relaxed fixed point algorithm. For stiff nonlinear problems, we will
consider the under-relaxed case $0<\omega<1$.
Let $u^{(n+1)}=G\left(u^{(n)}\right)$ denotes the operator
that solve the previous linear subproblem for a given $u^{(n)}$.
Since the solution $u$ satisfies $u=G(u)$, it is a fixed-point of $G$.
Let us introduce a mesh ${\cal T}_h$ of $\Omega$
and the finite dimensional space $X_h$ of continuous
piecewise polynomial functions
and $V_h$, the subspace of $X_h$
containing elements that vanishes on the boundary of $\Omega$:
\begin{eqnarray*}
X_h &=& \{ v_h \in C^{0}_0\left(\overline{\Omega}\right); \
v_{h/K} \in P_k, \
\forall K \in {\cal T}_h \}
\\
V_h &=& \{ v_h \in X_h; \ v_h = 0 \mbox{ on } \partial\Omega \}
\end{eqnarray*}
where $k=1$ or $2$.
The approximate problem expresses:
suppose that $u^{(n)}_h\in V_h$ is known and
find $u^{*}_h\in V_h$ such that:
$$
a\left(u^{(n)}_h ;u^{*}_h,v_h\right) = l(v_h),
\ \forall v_h \in V_h
$$
By developing $u_h^*$ on a basis of $V_h$, this
problem reduces to a linear system.
% --------------------------------------
\myexamplelicense{p_laplacian_fixed_point.cc}
% --------------------------------------
\subsubsection*{Comments}
\pbindex{Poisson}%
\cindex{form!weighted}%
\cindex{form!{$\eta\nabla u.\nabla v$}}%
\findex{integrate}%
\findex{compose}%
\findex{norm2}%
\findex{grad}%
The implementation with \Rheolef\ involves a weighted forms:
the tensor-valued weight $\eta\left(\left|\nabla u^{(n)}_h\right|^2\right)$ is inserted
in the variational expression passed to the \code{integrate} function.
The construction of the weighted form $a(.;.,.)$ writes:
\begin{lstlisting}[numbers=none,frame=none]
form a = integrate(compose(eta(p),norm2(grad(uh)))*dot(grad(u),grad(v)));
\end{lstlisting}
Remarks the usage of the \code{compose}, \code{norm2} and \code{grad} library functions.
The weight $\eta\left(\left|\nabla u^{(n)}_h\right|^2\right)$ is represented by
the \code{compose(eta(p),norm2(grad(uh)))} sub-expression.
This weight is evaluated on the
fly at the quadrature nodes during the assembly process
implemented by the \code{integrate} function.
%
Also, notice the distinction between $u_h$, that represents the value of the
solution at step $n$, and the trial $u$ and test $v$ functions, that represents
any elements of the function space $X_h$.
These functions appear in the \code{dot(grad(u),grad(v))} sub-expression.
%% \cindex{quadrature formula}%
%% \cindex{form!weighted!quadrature formula}%
%% As the integrals involved by this weighted form cannot be computed exactly
%% for a general $\eta$ function, a quadrature formula is used:
%% \[
%% \int_K f(x) \, {\rm d}x
%% =
%% \sum_{q=0}^{n_K-1} f(x_{K,q})\,\omega_{K,q}
%% +
%% {\cal O}(h^{k'+1})
%% \]
%% where $(x_{K,q},\omega_{K,q})_{0\leq q < n_K}$ are the quadrature nodes and weights
%% on $K$ and $k'$ is the order of the quadrature:
%% when $f$ is a polynomial of degree less than $k'$, the integral is exact.
%% The bilinear form $a(.,.)$ introduced in \eqref{eq-p-laplacian-a}
%% is then re-defined for all $u_0,u,v \in X_h$ by:
%% \begin{equation}
%% a(u_0;u,v)
%% = \sum_{K\in {\cal T}_h}
%% \sum_{q=0}^{n_K-1}
%% \eta\left(|\nabla u_0 (x_{K,q}) |^{2}\right)
%% \ \nabla u (x_{K,q}) . \nabla v (x_{K,q})
%% \ \, \omega_{K,q}
%% \label{eq-p-laplacian-a-quad}
%% \end{equation}
%% \clindex{integrate_option}%
%% We choose the Gauss quadrature formula and the order $k'$ is choosen as $k'=2k-1$:
%% the number $n_K$ of nodes and weights in $K$ is adjusted correspondingly.
%% This choice writes:
%% \begin{lstlisting}[numbers=none,frame=none]
%% integrate_option iopt;
%% iopt.set_family (integrate_option::gauss);
%% iopt.set_order (2*Xh.degree()-1);
%% \end{lstlisting}
%% while the \code{iopt} variable is send as an optional argument to the
%% weighted form $a(.,.)$ declaration.
%% Remark that the integral would be exact for a constant weight.
%% For a general weight, this choice also guarantee that
%% the approximate solution $u_h$ converges optimally with mesh refinements
%% to the exact solution $u$ (see~\citealp[p.~129]{RavTho-1983}).
%% Note also that the Gauss quadrature formula is convenient here,
%% as quadrature nodes are internal to the elements:
%% evaluation of $\eta$ does not occurs at the domain boundaries,
%% where the weight function could be singular when $p<2$ and
%% where the gradient vanishes, e.g. at corners.
% --------------------------------------
\myexamplelicense{eta.h}
% --------------------------------------
The $\eta$ function is implemented separately, in file
named \code{eta.h} in order to easily change its definition.
The \code{derivative} member function is not yet used here:
it is implemented for a forthcoming application (the Newton method).
Note the guards that check for division by zero and send a message
related to the mesh: this will be commentated in the next paragraph.
%
Finally, the fixed-point algorithm is initiated with $u^{(0)}$ as
the solution of the linear problem associated to $p=2$,
i.e. the standard Poisson problem with Dirichlet boundary conditions.
% --------------------------------------
\myexamplelicense{dirichlet.icc}
% --------------------------------------
% -------------------------------
\subsubsection*{Running the program}
% -------------------------------
Compile the program, as usual:
\begin{verbatim}
make p_laplacian_fixed_point
\end{verbatim}
and enter the commands:
\begin{verbatim}
mkgeo_ugrid -t 50 > square.geo
geo square.geo
\end{verbatim}
The triangular mesh has a boundary domain named \code{boundary}.
\begin{verbatim}
./p_laplacian_fixed_point square.geo P1 1.5 > square.field
\end{verbatim}
\begin{figure}[htb]
%\begin{center}
\mbox{}\hspace{-2.5cm}
\begin{tabular}{cccc}
\includegraphics[height=4.5cm]{p-laplacian-square-p=1,25-elevation.png} &
\includegraphics[height=4.5cm]{p-laplacian-square-p=2-elevation.png} &
\includegraphics[height=4.5cm]{p-laplacian-square-p=2,5-elevation.png} &
\includegraphics[width=1cm]{lunettes-stereo.png}
\end{tabular}
%\end{center}
\caption{The $p$-Laplacian for $d=2$:
elevation view for $p=1.25$ (left), $p=2$ (center) and $p=2.5$ (right).}
\label{fig-p-laplacian}
\end{figure}
Run the field visualization:
\pindexopt{field}{-cut}%
\pindexopt{field}{-origin}%
\pindexopt{field}{-normal}%
\pindexopt{field}{-elevation}%
\pindexopt{field}{-gnuplot}%
\begin{verbatim}
field square.field -elevation -stereo
field square.field -cut -origin 0.5 0.5 -normal 1 1 -gnuplot
\end{verbatim}
\cindex{visualization!elevation view}%
The first command shows an elevation view of the
solution (see Fig.~\ref{fig-p-laplacian}) while the second one
shows a cut along the first bisector $x_0=x_1$.
Observe that the solution becomes flat at the center when $p$ decreases.
The $p=2$ case, corresponding to the linear case, is showed for the
purpose of comparison.
There is a technical issue concerning the mesh:
the computation could failed on some mesh that presents
at least one triangle with two edges on the boundary:
\begin{verbatim}
mkgeo_grid -t 50 > square-bedge.geo
geo square-bedge.geo
./p_laplacian_fixed_point square-bedge.geo P1 1.5 > square-bedge.field
\end{verbatim}
The computation stops and claims a division by zero: the three nodes of such a
triangle, the three nodes are on the boundary, where $u_h=0$ is prescribed:
thus $\bnabla u_h=0$ uniformly inside this element.
Note that this failure occurs only for linear approximations: the computation
works well on such meshes for $P_k$ approximations with $k\geq 2$.
\pindex{mkgeo_grid}%
\pindex{mkgeo_ugrid}%
\pindex{gmsh}%
\pindexopt{bamg}{-splitpbedge}%
While the \code{mkgeo_grid} generates uniform meshes that have such triangles,
the \code{mkgeo_ugrid} calls the \code{gmsh} generator that automatically
splits the triangles with two boundary edges.
When using \code{bamg}, you should consider the \code{-splitpbedge} option.
% ---------------------------------------------------------------
\subsubsection*{Convergence properties of the fixed-point algorithm}
% ---------------------------------------------------------------
\cindex{residual term}%
\cindex{convergence!residue!rate}%
The fixed-point algorithm prints also
$r_n$, the norm of the residual term, at each iteration $n$,
and the convergence rate $v_n=\log_{10}(r_n/r_0)/n$.
The residual term of the non-linear variational formulation is defined by:
$$
r_h^{(n)} \in V_h
\ \ \mbox{ and } \ \
m\left( r_h^{(n)}, v_h \right)
=
a\left(u_h^{(n)}; \, u_h^{(n)}, v_h \right)
-
l(v_h)
, \ \ \forall v_h \in V_h
$$
where $m(.,.)$ denotes the $L^2$ scalar product.
Clearly, $u_h^{(n)}$ is a solution if and only if $r_h^{(n)}=0$.
For clarity, let us drop temporarily the $n$ index of the current iteration.
The field $r_h\in V_h$ can be extended as a field $r_h \in X_h$ with
vanishing components on the boundary.
The previous relation writes, after expansion of the bilinear forms and
fields on the unknown and blocked parts (see page~\pageref{field-u-b}
for the notations):
\begin{verbatim}
m.uu*rh.u = a.uu*uh.u + a.ub*ub.b - lh.u
rh.b = 0
\end{verbatim}
This relation expresses that the residual term $r_h$ is obtained by
solving a linear system involving the mass matrix.
\cindex{space!dual}%
\cindex{space!$W^{-1,p}$, dual of $W^{1,p}_0$}%
\cindex{norm!in $W^{-1,p}$}%
It remains to choose a good norm for estimating this residual term.
For the corresponding continuous formulation, we have:
\[
r
=
-{\rm div}\left(\eta\left(|\bnabla u|^{2}\right) \bnabla u\right) - f
\ \in W^{-1,p}(\Omega)
\]
Thus, for the continuous formulation, the residual term may be measured
with the $W^{-1,p}(\Omega)$ norm.
It is defined, for all $\varphi\in W^{-1,p}(\Omega)$, by duality:
$$
\|\varphi\|_{-1,p,\Omega}
=
\sup_{\stackrel{\varphi\in W^{1,p}_0(\Omega)}{v\neq 0}}
\Frac{\langle \varphi,v \rangle}{\|v\|_{1,p,\Omega}}
=
\sup_{\stackrel{v\in W^{1,p}_0(\Omega)}{\|v\|_{1,p,\Omega}=1}}
\langle \varphi,v \rangle
$$
\cindex{space!duality bracket $\langle .,. \rangle$}%
where $\langle .,. \rangle$ denotes the duality bracked
between $W^{1,p}_0(\Omega)$ and $W^{-1,p}(\Omega)$.
\cindex{norm!in $W^{-1,p}$!discrete version}%
By analogy, let us introduce the discrete $W^{-1,p}(\Omega)$ norm,
denoted as $\|.\|_{-1,h}$, defined by duality for all $\varphi_h\in V_h$ by:
$$
\|\varphi_h\|_{-1,h}
\ = \
\sup_{\stackrel{v_h\in V_h}{\|v_h\|_{1,p,\Omega}=1}}
\langle \varphi_h,v_h \rangle
$$
The dual of space of the finite element space $V_h$ is identified to $V_h$
and the duality bracket is the Euclidean scalar product of
$\mathbb{R}^{{\rm dim}(V_h)}$.
Then, $\|\varphi_h\|_{-1,h}$ is the largest absolute value of components
of $\varphi_h$ considered as a vector of $\mathbb{R}^{{\rm dim}(V_h)}$.
With the notations of the \Rheolef\ library, it simply writes:
\begin{center}
\verb+Float r = rh.u().max_abs()+
\end{center}
\begin{figure}[htb]
%\begin{center}
\mbox{}\hspace{-0cm}
\begin{tabular}{rrr}
\includegraphics[height=6cm]{p-laplacian-fixed-point-p=1,5-res.pdf} &
\includegraphics[height=6cm]{p-laplacian-fixed-point-p=1,5-Pk.pdf} \\
\includegraphics[height=6cm]{p-laplacian-square-r1.pdf} &
\includegraphics[height=6cm]{p-laplacian-square-r2.pdf}
\end{tabular}
%\end{center}
\caption{The fixed-point algorithm on the $p$-Laplacian for $d=2$:
when $p=3/2$,
independence of the convergence properties of the residue
(top-left) with mesh refinement;
(top-right) with polynomial order $P_k$;
when $h=1/50$ and $k=1$, convergence
(bottom-left) for $p>2$ and
(bottom-right) for $p<2$.
}
\label{fig-p-laplacian-rate-1}
\end{figure}
Fig~\ref{fig-p-laplacian-rate-1}.top-left shows that
the residual term decreases exponentially versus $n$,
since the slope of the plot in semi-log scale tends to be strait.
Moreover, observe that the slope is independent of the mesh size $h$.
Also, by virtue of the previous careful definition of the residual term
and its corresponding norm, all the slopes falls into a master curve.
These invariance properties applies also to the
polynomial approximation $P_k$~:
Fig~\ref{fig-p-laplacian-rate-1}.top-right
shows that all the curves tends to collapse when $k$ increases.
Thus, the convergence properties of the algorithm are now investigated
on a fixed mesh $h=1/50$ and for a fixed polynomial approximation $k=1$.
Fig~\ref{fig-p-laplacian-rate-1}.bottom-left
and~\ref{fig-p-laplacian-rate-1}.bottom-right
show the convergence versus the power-law index $p$:
observe that the convergence becomes easier when $p$ approaches
$p=2$, where the problem is linear.
In that case, the convergence occurs in one iteration.
Nevertheless, it appears two limitations.
From one hand, when $p \rightarrow 3$ the convergence starts to slow down
and $p\geq 3$ cannot be solved by this algorithm (it will be solved later
in this chapter).
From other hand, when $p \rightarrow 1$, the convergence slows down too
and numerical rounding effets limits the convergence: the machine precision
canot be reached.
\begin{figure}[htb]
%\begin{center}
\begin{tabular}{rr}
\includegraphics[height=6cm]{p-laplacian-rate.pdf} &
\includegraphics[height=6cm]{p-laplacian-rate-log.pdf}
\end{tabular}
%\end{center}
\caption{The fixed-point algorithm on the $p$-Laplacian for $d=2$:
(left) convergence rate versus $p$;
(right) convergence rate versus $p$ in semi-log scale.
}
\label{fig-p-laplacian-rate-2}
\end{figure}
Let us introduce the convergence rate $v_n=\log_{10}(r_n/r_0)/n$
it tends to a constant, denoted as $\bar{v}$ and:
\mbox{$
r_n \approx r_0\times 10^{-\bar{v}\,n}
$}.
Observe on Fig~\ref{fig-p-laplacian-rate-2}.left
that $\bar{v}$ tends to $+\infty$ when $p=2$, since
the system becomes linear and the algorithm converge in one iteration.
Observe also that $\bar{v}$ tends to zero for $p=1$ and $p=3$
since the algorithm diverges.
Fig~\ref{fig-p-laplacian-rate-2}.right shows the same plot in semi-log
scale and shows that $\bar{v}$ behaves as:
\mbox{$
\bar{v} \approx -\log_{10}\,|p-2|
$}.
\cindex{convergence!residue!rate}%
This study shows that the residual term of the fixed point
algorithm behaves as:
$$
r_n \approx r_0\,|p-2|^n
$$
% ---------------------------------------------------------------
\subsubsection*{Improvement by relaxation}
% ---------------------------------------------------------------
\begin{figure}[htb]
%\begin{center}
\begin{tabular}{rr}
\includegraphics[height=7cm]{p-laplacian-relax-1.pdf} &
\includegraphics[height=7cm]{p-laplacian-relax-2.pdf} \\
\includegraphics[height=7cm]{p-laplacian-relax-opt.pdf} &
\includegraphics[height=7cm]{p-laplacian-relax-opt-rate.pdf}
\end{tabular}
%\end{center}
\caption{The fixed-point algorithm on the $p$-Laplacian for $d=2$:
effect of the relaxation parameter $\omega$
(top-left) when $p<2$;
(top-right) when $p>2$;
(bottom-left) optimal $\omega_{\rm opt}$;
(bottom-right) optimal $\bar{v}_{\rm opt}$.
}
\label{fig-p-laplacian-relax}
\end{figure}
\cindex{method!fixed-point!relaxation}%
The relaxation parameter can improve the fixed-point algorithm:
for instance, for $p=3$ and $\omega=0.5$ we get a convergent sequence:
\begin{verbatim}
./p_laplacian_fixed_point square.geo P1 3 0.5 > square.field
\end{verbatim}
Observe on Fig.~\ref{fig-p-laplacian-relax} the effect on the relaxation
parameter $\omega$ upon the convergence rate $\bar{v}$: for $p<2$ it can
improve it and for $p>2$, it can converge when $p>3$.
For each $p$, there is clearly an optimal relaxation parameter, denoted
by $\omega_{\rm opt}$.
A simple fit shows that (see Fig.~\ref{fig-p-laplacian-relax}.bottom-left):
\[
\omega_{\rm opt} = 2/p
\]
Let us denote $\bar{v}_{\rm opt}$ the corresponding rate of convergence.
Fig.~\ref{fig-p-laplacian-relax}.top-right shows that the convergence is
dramatically improved when $p>2$ while the gain is less pronounced when $p<2$.
Coveniently replacing the extra parameter $\omega$ on the command line
by \code{-} leads to compute automatically $\omega=\omega_{\rm opt}$:
the fixed-point algorithm is always convergent with
an optimal convergent rate, e.g.:
\begin{verbatim}
./p_laplacian_fixed_point square.geo P1 4.0 - > square.field
\end{verbatim}
There is no way to improve more the fixed point algorithm:
the next paragraph shows a different algorithm that dramatically
accelerates the computation of the solution.
\clearpage
% ----------------------------------
\subsection{The Newton algorithm}
% ----------------------------------
\label{sec-newton-method}%
\subsubsection*{Principe of the algorithm}
\cindex{method!Newton}%
An efficient alternative to the fixed-point algorithm is
to solve the nonlinear problem $(P)$
by using the Newton algorithm.
Let us consider the following operator:
$$
\begin{array}{ccccl}
F &:& W^{1,p}_0(\Omega) & \longrightarrow & W^{-1,p}(\Omega)
\\
& & u & \longmapsto &
F(u) = -{\rm div}\left(\eta\left(|\bnabla u|^{2}\right) \bnabla u\right) - f
\end{array}
$$
\cindex{residual term}%
The $F$ operator computes simply the residual term and
the problem expresses now as:
find $u\in W^{1,p}_0(\Omega)$ such that $F(u)=0$.
The Newton algorithm reduces the nonlinear problem into a sequence
of linear subproblems:
the sequence $\left(u^{(n)}\right)_{n\geq 0}$ is
classically defined by recurrence as:
\begin{itemize}
\item $n=0$:
let $u^{(0)}\in W^{1,p}_0(\Omega)$ be known.
\item $n\geq 0$:
suppose that $u^{(n)}$ is known,
find $\delta u^{(n)}$, defined in $\Omega$, such that:
$$
F'\left(u^{(n)}\right) \ \delta u^{(n)}
=
-F\left(u^{(n)}\right)
$$
and then compute explicitly:
$$
u^{(n+1)} := u^{(n)} + \delta u^{(n)}
$$
\end{itemize}
\pbindex{linear tangent}%
\cindex{Fr\'echet derivative}%
The notation $F'(u)$ stands for the Fr\'echet derivative of $F$,
as an operator from $W^{-1,p}(\Omega)$ into $W^{1,p}_0(\Omega)$.
For any $r\in W^{-1,p}(\Omega)$, the linear tangent
problem writes:\\
\ \ \ find $\delta u\in W^{1,p}_0(\Omega)$ such that:\\
\[
F'(u)\,\delta u = -r
\]
After the computation of the Fr\'echet derivative,
we obtain the strong form of this problem:\\
\ \ $(LT)$: find $\delta u$, defined in $\Omega$, such that
\begin{eqnarray*}
-{\rm div}\left(\eta\left(|\bnabla u|^{2}\right) \bnabla(\delta u)
+ 2\eta'\left(|\bnabla u|^{2}\right) \left\{\bnabla u.\bnabla(\delta u)\right\}
\bnabla u \right)
&=&
-r
\ \ \ {\rm in}\ \Omega \\
\delta u &=& 0
\ \ \ \ \ {\rm on}\ \partial \Omega
\end{eqnarray*}
where
$$
\eta'(z) = \Frac{1}{2} (p-2)z^\frac{p-4}{2}, \ \forall z > 0
$$
\cindex{problem!Poisson!non-constant tensorial coefficients}%
\cindex{boundary condition!Dirichlet}%
This is a Poisson-like
problem with homogeneous Dirichlet boundary conditions
and a non-constant tensorial coefficient.
The variational form of the linear tangent problem writes:\\
\ \ $(VLT)$: find $\delta u\in W^{1,p}_0(\Omega)$ such that
$$
a_1(u;\delta u,\delta v) = l_1(v),
\ \ \forall \delta v \in W^{1,p}_0(\Omega)
$$
where the $a_1(.;.,.)$ is defined
for any $u, \delta u, \delta v\in W^{1,p}_0(\Omega)$ by:
\begin{eqnarray*}
a_1(u;\delta u,\delta v)
&=&
\int_\Omega
\left(
\eta\left(|\bnabla u|^{2}\right)
\bnabla(\delta u).\bnabla(\delta v)
+ 2\eta'\left(|\bnabla u|^{2}\right)
\left\{\bnabla u.\bnabla(\delta u)\right\}
\left\{\bnabla u.\bnabla(\delta v)\right\}
\right)
\, {\rm d}x
\\
l_1(v)
&=&
-
\int_\Omega
r \, v
\, {\rm d}x
\end{eqnarray*}
For any $\boldsymbol{\xi}\in\mathbb{R}^d$
let us denote by $\nu(\boldsymbol{\xi})$
the following $d\times d$ matrix:
$$
\nu(\boldsymbol{\xi})
=
\eta\left(|\boldsymbol{\xi}|^{2}\right) \, I
+
2\eta'\left(|\boldsymbol{\xi}|^{2}\right)
\ \boldsymbol{\xi}\otimes \boldsymbol{\xi}
$$
where $I$ stands for the $d$-order identity matrix.
Then the $a_1$ expresses in a more compact form:
$$
a_1(u;\delta u,\delta v)
=
\int_\Omega
\left(
\nu(\bnabla u)
\bnabla(\delta u)
\right)
. \bnabla(\delta v)
\, {\rm d}x
$$
Clearly $a_1$ is linear and symmetric with respect to the two
last variables.
%% \subsubsection*{Ellipticity of $a_1(u;.,.)$ in $H^1_0(\Omega)$ (TODO)}
%% \cindex{ellipticity!bilinear form}%
%% The ellipticity~\citep[p.~37]{RavTho-1983}
%% of the bilinear form $a(u;.,.)$ ensures that
%% the linear tangent subproblem admits exactly one solution,
%% i.e. that $F'(u)$ is non-singular.
%% This properties is essential for the Newton algorithm to be well-posed.
%% \cindex{space!$L^p$}%
%% \cindex{norm!in $L^p$}%
%% Let $\|.\|_{p,\Omega}$ be the standard norm
%% of $L^p(\Omega)$ for any $p>1$.
%% Let also $\|.\|^2=\|.\|_{2,\Omega}$ denotes the $L^2(\Omega)$ norm.
%% When $p>2$ we clearly have
%% \begin{eqnarray*}
%% a_0(u;\delta u,\delta u)
%% &\geq&
%% \int_\Omega
%% |\bnabla u|^{p-2} |\bnabla(\delta u)|^2
%% \, {\rm d}x
%% \end{eqnarray*}
%% \cindex{norm!in $H_0^{1}$}%
%% \cindex{norm!in $H^{1}$}%
%% \cindex{inequality!Poincarr\'e}%
%% From the Poincarr\'e inequality~\citep[p.~18]{RavTho-1983}
%% we know that $\|\bnabla(.)\|$ induces in $H^1_0(\Omega)$
%% a norm equivalent to the standard $H^1(\Omega)$ norm,
%% then $a_0$ is $H^1_0$-elliptic with a constant equal
%% to $\|\bnabla u\|^{p-2}_{\infty,\Omega}$.
%% When $p<2$, we
%% have
%% $$
%% a_0(u;\delta u,\delta u)
%% =
%% \|\bnabla u\|^{p-2} \|\bnabla(\delta u)\|^2
%% -
%% (2-p)\|\bnabla u\|^{p-4} m(\bnabla u,\bnabla(\delta u))^2
%% $$
%% \cindex{inequality!Cauchy-Schwartz}%
%% From the Cauchy-Schwartz inequality~\citep[p.~78]{Bre-1983}, we have
%% $m(\bnabla u,\delta u) \leq \|\bnabla u\|\,\|\bnabla(\delta u)\|$
%% and then:
%% $$
%% a_0(u;\delta u,\delta u)
%% \geq
%% \|\bnabla u\|^{p-2} \|\bnabla(\delta u)\|^2
%% -
%% (2-p)\|\bnabla u\|^{p-2} \|\bnabla(\delta u)\|^2
%% =
%% (p-1)\|\bnabla u\|^{p-2} \|\bnabla(\delta u)\|^2
%% $$
%% and then $a_0$ is elliptic with a constant equal
%% to $(p-1)\|\bnabla u\|^{p-2}$.
%% \cindex{Lax-Milgram theorem}
%% Thus, from the Lax-Milgram theorem~\citep[p.~84]{Bre-1983}, the linear tangent
%% subproblem is always well-posed under the condition
%% $\bnabla u \neq 0$.
%%
%% \begin{quote}
%% \begin{bf}
%% TODO: The proof this bad~!
%% See more bibliography on the subject.
%% The $H^1_0$ ellipticity is not sufficient:
%% the $W^{1,p}_0$ ellipticity is required here.
%% See with the Holder inequality~?
%% \end{bf}
%% \end{quote}
%%
%---------------------------------
\myexamplelicense{p_laplacian_newton.cc}
\myexamplelicense{p_laplacian.h}
%---------------------------------
\subsubsection*{Comments}
\findex{newton}%
The Newton algorithm is implemented in a generic way,
for any $F$ function,
by the \code{newton} function of the \Rheolef\ library.
The reference manual for the \code{newton} generic function is available online:
\clindex{reference manual}%
\clindex{man}%
\begin{verbatim}
man newton
\end{verbatim}
The function $F$ and its derivative $F'$ are provided by a template class argument.
Here, the~\code{p_laplacian} class describes our $F$ function, i.e. our problem
to solve: its interface is defined in the file \reffile{p_laplacian.h}
and its implementation in~\reffile{p_laplacian1.icc}
and~\reffile{p_laplacian2.icc}.
The introduction of the class~\code{p_laplacian} will allow an easy
exploration of some variants of the Newton algorithm for this problem,
as we will see in the next section.
%---------------------------------
\myexamplelicense{p_laplacian1.icc}
%---------------------------------
The residual term $F(u_h)$ is computed by the member
function \code{residual} while the resolution
of $F'(u_h)\delta u_h = Mr_h$ is performed by the function \code{derivative_solve}.
The derivative $F'(u_h)$ is computed separately by the function \code{update_derivative}:
\findex{integrate}%
\findex{compose}%
\findex{grad}%
\cindex{form!weighted!quadrature formula}%
\cindex{form!weighted!tensorial weight}%
\cindex{form!{$(\eta\nabla u).\nabla v$}}%
\begin{lstlisting}[numbers=none,frame=none]
a1 = integrate(dot(compose(nu<eta>(eta(p),d),grad(uh))*grad(u),grad(v)));
\end{lstlisting}
Note that the $a_1(u;.,.)$ bilinear form is a tensorial weighted form, where
$\nu=\nu(\bnabla u)$ is the weight tensor.
The tensorial weight $\nu$ is inserted as $(\nu \nabla u).\nabla v$ in the
variational expression for the \code{integrate} function.
As the tensor $\nu$ is symmetric, the bilinear form $a_1(.,.)$ is also symmetric.
%% As the weight is non-polynomial for general $\eta$ function
%% and a quadrature formula is used:
%% \begin{equation}
%% a_1(u_0;u,v)
%% = \sum_{K\in {\cal T}_h}
%% \sum_{q=0}^{n_K-1}
%% \left(
%% \nu\left(\nabla u_0 (x_{K,q})\right)
%% \ \nabla u (x_{K,q}) . \nabla v (x_{K,q})
%% \right)
%% \ \, \omega_{K,q}
%% \label{eq-p-laplacian-a1-quad}
%% \end{equation}
%% By using exactly the same quadrature for computing
%% both $a_1(.,.)$ and $a(.,.)$ in \eqref{eq-p-laplacian-a1-quad},
%% then we have that $F'$ is always the derivative of $F$ at the discrete level:
%% while, in general, the derivation and the discretization of problems does not
%% commute, it is the case when using the same quadrature formulae on both problems.
%% This is an important aspect of the Newton method at discrete level,
%% for obtaining an optimal convergence rate of the residual terms versus $n$.
The linear system involving the derivative $F'(u_h)$ is solved by the \code{p_laplacian}
member function \code{derivative_solve}.
Finally, applying the generic Newton method requires
a stopping criteria on the residual term: this is the aim of the
member function \code{dual_space_norm}.
The three last member functions are not used by the Newton algorithm, but
by its extension, the damped Newton method, that will be presented later.
%---------------------------------
\myexamplelicense{p_laplacian2.icc}
%---------------------------------
\cindex{function!class-function object}%
The $\nu$ function is implemented for a generic $\eta$ function, as a class-function
that accept as template agument another class-function.
%---------------------------------
\myexamplelicense{nu.h}
%---------------------------------
\subsubsection*{Running the program}
\begin{figure}[htb]
\begin{center}
\begin{tabular}{c}
\includegraphics[height=7cm]{p-laplacian-newton-p=3.pdf}
\end{tabular}
\end{center}
\caption{The Newton algorithm on the $p$-laplacian for $d=2$:
comparison with the fixed-point algorithm.
}
\label{fig-p-laplacian-newton-cmp}
\end{figure}
Enter:
\begin{verbatim}
make p_laplacian_newton
mkgeo_ugrid -t 50 > square.geo
./p_laplacian_newton square.geo P1 3 > square.field
field square.field -elevation -stereo
\end{verbatim}
The program prints at each iteration $n$,
the residual term $r_n$ in discrete $L^2(\Omega)$ norm.
Convergence occurs in less than ten iterations: it dramatically improves
the previous algorithm (see Fig.~\ref{fig-p-laplacian-newton-cmp}).
\cindex{convergence!residue!super-linear}%
Observe that the slope is no more constant in semi-log scale:
the convergence rate accelerates and the slope tends to
be vertical, the so-called super-linear convergence.
This is the major advantage of the Newton method.
\begin{figure}[htb]
%\begin{center}
\mbox{}\hspace{-1cm}
\begin{tabular}{cc}
\includegraphics[height=7cm]{p-laplacian-square-newton-p=3-n.pdf} &
\includegraphics[height=7cm]{p-laplacian-square-newton-p=3-Pk.pdf} \\
\includegraphics[height=7cm]{p-laplacian-newton-p=1,5-n.pdf} &
\includegraphics[height=7cm]{p-laplacian-newton-square-r2.pdf}
\end{tabular}
%\end{center}
\caption{The Newton algorithm on the $p$-Laplacian for $d=2$:
(top-left) comparison with the fixed-point algorithm;
when $p=3$, independence of the convergence properties of the residue
(top-left) with mesh refinement;
(top-right) with polynomial order $P_k$;
(bottom-left) mesh-dependence convergence when $p<2$;
(bottom-right) overshoot when $p>2$.}
\label{fig-p-laplacian-newton-rate}
\end{figure}
Figs.~\ref{fig-p-laplacian-newton-rate}.top-left
and.~\ref{fig-p-laplacian-newton-rate}.top-bottom
shows that the algorithm converge when $p\geq 3$ and that
the convergence properties are independent of the mesh size $h$ and the
polynomial order $k$.
\cindex{method!fixed-point}%
There are still two limitations of the method.
From one hand, the Newton algorithm is no more independent of $h$ and $k$ when $p \leq 3/2$
and to tends to diverges in that case when $h$ tends to zero
(see Fig.~\ref{fig-p-laplacian-newton-rate}.bottom-left).
From other hand, when $p$ becomes large
(see Fig.~\ref{fig-p-laplacian-newton-rate}.bottom-right),
an overshoot in the convergence
tends to increase and destroy the convergence, due to rounding problems.
In order to circumvent these limitations, another strategy is considered
in the next section: the damped Newton algorithm.
\clearpage
% ----------------------------------
\subsection{The damped Newton algorithm}
% ----------------------------------
\subsubsection*{Principe of the algorithm}
\cindex{method!Newton!damped}%
The Newton algorithm diverges when
the initial $u^{(0)}$ is too far from a solution, e.g. when
$p$ is not at the vicinity of $2$.
Our aim is to modify the Newton algorithm and to obtain
a {\em globally convergent algorithm},
i.e to converge to a solution for any initial $u^{(0)}$.
By this way, the algorithm should converge for any value of $p\in ]1,+\infty [$.
The basic idea is to decrease the step length while
maintaining the direction
of the original Newton algorithm:
\[
u^{(n+1)} := u^{(n)} + \lambda_n \, \delta u^{(n)}
\]
where $\lambda^{(n)} \in ]0,1]$ and
$\delta u^{(n)}$ is the direction from the Newton algorithm, given by:
\[
F'\left(u^{(n)}\right)\ \delta u^{(n)} = -F\left(u^{(n)}\right)
\]
Let $V$ a Banach space and
let $T: V \rightarrow \mathbb{R}$ defined for any $v\in V$ by:
\[
T(v) = \Frac{1}{2} \|C^{-1}F(v)\|_{V}^2,
\]
where $C$ is some non-singular operator, easy to invert,
used as a non-linear preconditioner.
The simplest case, without preconditioner, is $C=I$.
The $T$ function furnishes a measure of the residual term in $L^2$ norm.
The convergence is global when for any initial $u^{(0)}$, we have for any $n\geq 0$:
\begin{equation}
T\left(u^{(n+1)}\right)
\leq
T\left(u^{(n)}\right)
+
\alpha
\left\langle
T'\left(u^{(n)}\right)
,\
u^{(n+1)}-u^{(n)}
\right\rangle_{V',V}
\label{eq-backtracking}
\end{equation}
where $\langle .,.\rangle_{V',V}$ is the duality product
between $V$ and its dual $V'$,
and $\alpha\in ]0,1[$ is a small parameter.
Note that
\begin{eqnarray*}
T'(u) &=& \{C^{-1}F'(u)\}^* C^{-1}F(u)
\end{eqnarray*}
where the superscript $^*$ denotes the adjoint operator,
i.e. the transpose matrix the in finite dimensional case.
% For a purpose of simplicity, we consider here the finite dimensional case.
In practice we consider $\alpha=10^{-4}$ and
we also use a minimal step length $\lambda_{\rm min} = 1/10$
in order to avoid too small steps.
Let us consider a fixed step $n\geq 0$:
for convenience the $n$ superscript is dropped
in $u^{(n)}$ and $\delta u^{(n)}$.
Let $g: \mathbb{R} \rightarrow \mathbb{R}$ defined
for any $\lambda \in \mathbb{R}$ by:
\[
g(\lambda) = T\left(u+\lambda \delta u\right)
\]
Then~:
\begin{eqnarray*}
g'(\lambda)
&=& \langle T'(u+\lambda \delta u) ,\, \delta u\rangle_{V',V}
\\
&=& \langle C^{-1}F(u+\lambda \delta u) ,\
F'(u+\lambda \delta u)C^{-1}\delta u \rangle_{V,V'}
\end{eqnarray*}
\cindex{operator!adjoint}%
where the superscript $^*$ denotes the adjoint operator,
i.e. the transpose matrix the in finite dimensional case.
The practical algorithm for obtaining $\lambda$
was introduced first in~\citep{DenSch-1983} and
is also presented in~\citep[p.~385]{PreTeuVetFla-1997-C-2ed}.
The step length $\lambda$ that satisfy $\eqref{eq-backtracking}$
is computed by using a finite sequence
$\lambda_k$, $k=0,1\ldots$ with a second order recurrence:
\begin{itemize}
\item $k=0$~: initialization $\lambda_0=1$.
If \eqref{eq-backtracking} is satisfied
with $u + \lambda_0 \, d$ then
let $\lambda:=\lambda_0$ and the sequence stop here.
\item $k=1$~: first order recursion.
The quantities $g(0)=f(u)$ et $g'(0)=\langle f'(u),\, d\rangle$
are already computed at initialization.
Also, we already have computed $g(1)=f(u+d)$ when
verifying whether~\eqref{eq-backtracking} was satisfied.
Thus, we consider the following approximation
of $g(\lambda)$ by a second order polynomial:
\[
\tilde{g}_1(\lambda)
=
\{ g(1) - g(0) - g'(0)\} \lambda^2
+ g'(0) \lambda
+ g(0)
\]
After a short computation,
we find that the minimum of this polynomial is:
\[
\tilde{\lambda}_1
=
\Frac{-g'(0)}{2 \{ g(1) - g(0) - g'(0)\} }
\]
Since the initialization at $k=0$ does not satisfy
\eqref{eq-backtracking}, it is possible to show that,
when $\alpha$ is small enough, we have $\tilde{\lambda}_1 \leq 1/2$
and $\tilde{\lambda}_1 \approx 1/2$.
Let $ \lambda_1 := \max(\lambda_{\rm min},\tilde{\lambda}_1)$.
If \eqref{eq-backtracking} is satisfied
with $u + \lambda_1 \, d$ then
let $\lambda:=\lambda_1$ and the sequence stop here.
\item $k\geq 2$~: second order recurrence.
The quantities $g(0)=f(u)$ et $g'(0)=\rangle f'(u),\, d\langle$
are available, together with
$\lambda_{k-1}$, $g(\lambda_{k-1})$,
$\lambda_{k-2}$ and $g(\lambda_{k-2})$.
Then, $g(\lambda)$ is approximated by the following third order
polynomial:
\[
\tilde{g}_{k}(\lambda)
=
a \lambda^3
+ b \lambda^2
+ g'(0) \lambda
+ g(0)
\]
where $a$ et $b$ are expressed by:
\[
\left( \begin{array}{c}
a
\\
b
\end{array} \right)
=
\Frac{1}{\lambda_{k-1}- \lambda_{k-2}}
\left( \begin{array}{cc}
\Frac{1}{\lambda_{k-1}^2} &
- \Frac{1}{\lambda_{k-2}^2} \\
- \Frac{\lambda_{k-2}}{\lambda_{k-1}^2} &
\Frac{\lambda_{k-1}}{\lambda_{k-2}^2}
\end{array} \right)
\left( \begin{array}{c}
g(\lambda_{k-1}) - g'(0) \lambda_{k-1} - g(0)
\\
g(\lambda_{k-2}) - g'(0) \lambda_{k-2} - g(0)
\end{array} \right)
\]
The minimum of $\tilde{g}_{k}(\lambda)$ is
\[
\tilde{\lambda}_k
=
\Frac{-b + \sqrt{b^2 - 3ag'(0)}}{3a}
\]
Let $\lambda_k = \min(1/2\,\lambda_k,\max(\tilde{\lambda}_{k}/10,\tilde{\lambda}_{k+1})$
in order for $\lambda_k$ to be
at the same order of magnitude as $\lambda_{k-1}$.
If \eqref{eq-backtracking} is satisfied
with $u + \lambda_k \, d$ then
let $\lambda:=\lambda_k$ and the sequence stop here.
\end{itemize}
The sequence $(\lambda_k)_{k\geq 0}$ is strictly
decreasing: when the stopping criteria is not satisfied
until $\lambda_k$ reaches the machine precision $\varepsilon_{\rm mach}$
then the algorithm stops with an error.
% ---------------------------------------
\myexamplelicense{p_laplacian_damped_newton.cc}
% ---------------------------------------
\subsubsection*{Comments}
\findex{damped_newton}%
The \code{damped_newton} function implements the
damped Newton algorithm for a generic $T(u)$ function,
i.e. a generic nonlinear preconditioner.
This algorithms use a backtrack strategy implemented
in the file \file{newton-backtrack.h} of the \Rheolef\ library.
The simplest choice of the identity preconditioner $C=I$
i.e. $T(u) = \|F(u)\|^2_{V'}/2$
is showed in file~\code{damped-newton.h}.
The gradient at $\lambda=0$ is
\begin{eqnarray*}
T'(u) = F'(u)^*F(u)
\end{eqnarray*}
and the slope at $\lambda=0$ is:
\begin{eqnarray*}
g'(0)
&=& \langle T'(u) ,\, \delta u\rangle_{V',V}
\\
&=& \langle F(u) ,\
F'(u)\delta u \rangle_{V',V'}
\\
&=& -\| F(u) \|_{V'}^2
\end{eqnarray*}
The \reffile{p_laplacian_damped_newton.cc}
is the application program to the $p$-Laplacian problem
together with the $\|.\|_{L^2(\Omega)}$ discrete norm for the function $T$.
%ICI
\subsubsection*{Running the program}
\begin{figure}[htb]
%\begin{center}
\mbox{}\hspace{-1cm}
\begin{tabular}{ccc}
\includegraphics[height=6.0cm]{p-laplacian-square-p=1,15-elevation.png} &
\includegraphics[height=6.0cm]{p-laplacian-square-p=7-elevation.png} &
\includegraphics[width=1cm]{lunettes-stereo.png}
\end{tabular}
%\end{center}
\caption{The $p$-Laplacian for $d=2$:
elevation view for $p=1.15$ (left) and $p=7$ (right).}
\label{fig-p-laplacian-cont}
\end{figure}
As usual, enter:
\begin{verbatim}
make p_laplacian_damped_newton
mkgeo_ugrid -t 50 > square.geo
./p_laplacian_damped_newton square.geo P1 1.15 | field -stereo -elevation -
./p_laplacian_damped_newton square.geo P1 7 | field -stereo -elevation -
\end{verbatim}
See Fig.~\ref{fig-p-laplacian-cont} for the elevation view of the solution.
The algorithm is now quite robust:
the convergence occurs for quite large range of $p>1$ values
and extends the range previously presented on Fig.~\ref{fig-p-laplacian}.
The only limitation is now due to machine roundoff on some architectures.
\begin{figure}[htb]
%\begin{center}
\begin{tabular}{cc}
\includegraphics[height=7cm]{p-laplacian-damped-newton-p=1,5-n.pdf} &
\includegraphics[height=7cm]{p-laplacian-damped-newton-p=1,5-Pk.pdf} \\
\includegraphics[height=7cm]{p-laplacian-damped-newton-n=50-P1-p1.pdf} &
\includegraphics[height=7cm]{p-laplacian-damped-newton-n=50-P1-p2.pdf}
\end{tabular}
%\end{center}
\caption{The damped Newton algorithm on the $p$-Laplacian for $d=2$:
when $p=1.5$ and $h=1/50$,
convergence properties of the residue
(top-left) with mesh refinement;
(top-right) with polynomial order $P_k$;
(bottom-left) convergence when $p<2$;
(bottom-right) when $p>2$.}
\label{fig-p-laplacian-damped-newton-rate}
\end{figure}
Figs.~\ref{fig-p-laplacian-damped-newton-rate}.top shows
that the convergence properties seems to slightly
depend on the mesh refinement. Nevertheless, there are quite good and support
both mesh refinement and high order polynomial degree.
When $p$ is far from $p=2$, i.e. either close to one or large,
Figs.~\ref{fig-p-laplacian-damped-newton-rate}.bottom shows
that the convergence becomes slower and that the first linear regime,
corresponding to the line search, becomes longer. This first regime
finishes by a brutal super-linear regime, where the residual terms
fall in few iterations to the machine precision.
% ----------------------------------
\subsection{Error analysis}
% ----------------------------------
\cindex{error analysis}%
\cindex{convergence!error!versus mesh}%
\cindex{convergence!error!versus polynomial degree}%
\begin{figure}[htb]
%\begin{center}
\mbox{}\hspace{-1cm}
\begin{tabular}{cc}
\includegraphics[height=7.0cm]{p-laplacian-fixed-point-p=1,5-err-lp.pdf} &
\includegraphics[height=7.0cm]{p-laplacian-fixed-point-p=1,5-err-linf.pdf} \\
\includegraphics[height=7.0cm]{p-laplacian-fixed-point-p=1,5-err-w1p.pdf} &
\end{tabular}
%\end{center}
\caption{The $p$-Laplacian for $d=2$:
error analysis.
}
\label{fig-p-laplacian-err}
\end{figure}
While there is no simple explicit expression
for the exact solution in the square $\Omega=]0,1[^2$,
there is one when considering $\Omega$ as the unit circle:
\[
u(x) =
\Frac{(p-1)\ 2^{-\frac{1}{p-1}}}
{p}
\left(
1
-
\left( x_0^2+x_1^2 \right)^\frac{p}{p-1)}
\right)
\]
% ---------------------------------------
\myexamplelicense{p_laplacian_circle.h}
% ---------------------------------------
% ---------------------------------------
\myexamplelicense{p_laplacian_error.cc}
% ---------------------------------------
\findex{integrate}%
\cindex{functor}%
\clindex{integrate_option}%
Note, in the file \reffile{p_laplacian_error.cc},
the usage of the \code{integrate} function,
together with a quadrature formula specification,
for computing the errors in $L^p$ norm and $W^{1,p}$ semi-norm.
Note also the flexibility of expressions, mixing together \code{field}s
as \code{uh} and functors, as \code{u_exact}.
The whole expression is evaluated by the \code{integrate}
function at quadrature points inside each element of the mesh.
By this way, the error analysis investigation becomes easy:
\begin{verbatim}
make p_laplacian_error
mkgeo_ball -t 10 -order 2 > circle-10-P2.geo
./p_laplacian_damped_newton circle-10-P2.geo P2 1.5 | ./p_laplacian_error
\end{verbatim}
We can vary both the mesh size and the polynomial order
and the error plots are showed on Fig.~\ref{fig-p-laplacian-err}
for both the $L^2$, $L^\infty$ norms and the $W^{1,p}$ semi-norm.
Observe the optimal error behavior:
the slopes in the log-log scale are the same as those obtained
by a direct Lagrange interpolation of the exact solution.
%% % ----------------------------------------------------
%% \subsection{The affine-invariant damped Newton algorithm}
%% % ----------------------------------------------------
%% \subsubsection*{Principe of the algorithm}
%% \cindex{method!affine-invariant damped Newton}%
%%
%% The so-called {\em natural monotonicity criterion}~\citep{Deu-2004}
%% corresponds to the choice of the nonlinear preconditioner
%% $C=F'\left(u^{(n)}\right)$ at iteration $n$.
%% Remark that $T$ now depends also upon the iteration $n$,
%% i.e. for any $u$:
%% \begin{eqnarray*}
%% T_n(u)
%% &=& \Frac{1}{2} \left\|F'\left(u^{(n)}\right)^{-1}F(u)\right\|^2_{V}
%% \\
%% &=& \Frac{1}{2} \left\|\,\overline{\delta u}\,\right\|^2_{V}
%% \end{eqnarray*}
%% where $\overline{\delta u}$ satisfies:
%% \[
%% F'\left(u^{(n)}\right)
%% \overline{\delta u}
%% =
%% F(u)
%% \]
%% Remark that at $u=u^{(n)}$:
%% \begin{eqnarray*}
%% T_n\left(u^{(n)}\right)
%% &=& \Frac{1}{2} \left\|F'\left(u^{(n)}\right)^{-1}F\left(u^{(n)}\right)\right\|^2_{V}
%% \\
%% &=& \Frac{1}{2} \left\| \delta u^{(n)} \right\|^2_{V}
%% \end{eqnarray*}
%% The gradient at $u=u^{(n)}$ is:
%% \begin{eqnarray*}
%% T_n'\left(u^{(n)}\right)
%% &=& -\delta u^{(n)}
%% \end{eqnarray*}
%% and the slope at $\lambda=0$ is:
%% \begin{eqnarray*}
%% g_n'(0)
%% &=& -\| \delta u^{(n)} \|_{V}^2
%% \end{eqnarray*}
%% The file \reffile{deuflhard-newton.h} implements this preconditioner
%% while the \reffile{p-laplacian-deuflhard-newton.cc}
%% is the application program to the $p$-Laplacian problem
%% together with the $\|.\|_{L^2(\Omega)}$ discrete norm for the function $T$.
%%
%% \myexamplelicense{deuflhard-newton.h}
%% \myexamplelicense{p-laplacian-deuflhard-newton.cc}
%%
%% \subsubsection*{Running the program}
%% The results for $p=1.2$ or $p=1.1$ are still worst than for
%% the unpreconditioned damped Newton method.
%% Thus, these results are not presented here.
%%
%% % --------------------------
%% \subsection{Mesh adaptation}
%% % --------------------------
%% Let us now turn to the adaptive mesh procedure.
%%
%% \myexamplelicense{p-laplacian-damped-newton-adapt.cc}
%%
%% % --------------------------
%% \subsection{Conclusion}
%% % --------------------------
%% Positive points:
%% \begin{itemize}
%% \item super-linear convergence~: very fast
%% \item mesh invariance~: large meshes could be used
%% \end{itemize}
%% Limitation:
%% \begin{itemize}
%% \item with P2 elements, convergence is very bad for $p<1.5$
%% \item Deuflhard preconditioner is worst than no preconditioning:
%% \begin{verbatim}
%% ./p-laplacian-deuflhard-newton square-10 P2 1.5
%% \end{verbatim}
%% while the corresponding unpreconditioning version
%% \begin{verbatim}
%% ./p-laplacian-damped-newton square-10 P2 1.5
%% \end{verbatim}
%% is convergent.
%% Since both methods diverges for P2 and $p=1.6$, it is perhaps a rounding
%% problem with the \code{pow} function. Trying with high precision floats~?
%% \end{itemize}
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