Weak discrete maximum principle and $L^\infty$ analysis of the DG method for the Poisson equation on a polygonal domain
Yuki Chiba, Norikazu Saito

TL;DR
This paper establishes $L^ Infty$ error bounds and a weak maximum principle for the symmetric interior penalty DG method solving the Poisson equation on polygonal domains, supported by theoretical proofs and numerical validation.
Contribution
It introduces new $L^ Infty$ error estimates and a weak maximum principle for the DG method applied to polygonal domains, enhancing understanding of stability and accuracy.
Findings
$L^ Infty$ error estimates are derived for the DG method.
A weak maximum principle for discrete harmonic functions is proved.
Numerical examples confirm the theoretical results.
Abstract
We derive several error estimates for the symmetric interior penalty (SIP) discontinuous Galerkin (DG) method applied to the Poisson equation in a two-dimensional polygonal domain. Both local and global estimates are examined. The weak maximum principle (WMP) for the discrete harmonic function is also established. We prove our estimates using this WMP and several and estimates for the Poisson equation. Numerical examples to validate our results are also presented.
| Domain | |||||
|---|---|---|---|---|---|
| Square | |||||
| L-shape | |||||
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
11institutetext: Y. Chiba 22institutetext: Graduate School of Mathematical Sciences, The University of Tokyo, Komaba 3-8-1, Meguro, Tokyo 153-8914, Japan.
22email: [email protected] 33institutetext: N. Saito 44institutetext: Graduate School of Mathematical Sciences, The University of Tokyo, Komaba 3-8-1, Meguro, Tokyo 153-8914, Japan.
44email: [email protected]
Weak discrete maximum principle and analysis of the DG method for the Poisson equation on a polygonal domain
Yuki Chiba
Norikazu Saito
Abstract
We derive several error estimates for the symmetric interior penalty (SIP) discontinuous Galerkin (DG) method applied to the Poisson equation in a two-dimensional polygonal domain. Both local and global estimates are examined. The weak maximum principle (WMP) for the discrete harmonic function is also established. We prove our estimates using this WMP and several and estimates for the Poisson equation. Numerical examples to validate our results are also presented.
Keywords:
discontinuous Galerkin method, pointwise error estimate, maximum principle,
MSC:
65N15, 65N30
1 Introduction
The discontinuous Galerkin (DG) method, which was proposed originally by Reed and Hill osti_4491151 in 1973, is a powerful method for solving numerically a wide range of partial differential equations (PDEs). We use a discontinuous function which is a polynomial on each element and introduce the numerical flux on each element boundary. The DG scheme is then derived by controlling the numerical flux to ensure the local conservation law.
For linear elliptic problems, the study of stability and convergence developed well in the early 2000s; see the standard references MR1885715 , riv08 and MR2485457 for the detail. However, most of those works are based on the and DG energy norms, and a little is done using other norms. An exception is MR2113680 , where the optimal order error estimate in the norm was proved using the discrete Green function. However, the DG scheme in MR2113680 is defined in the exactly-fitted triangulation of a smooth domain; this restriction is somewhat unrealistic for practical applications. From the view point of applications, the theory, especially the theory, plays an important role in the analysis of nonlinear problems. Therefore, the development of the theory for the DG method is a subject of great importance.
Another important subject for confirming the validity of numerical methods is the discrete maximum principle (DMP). Nevertheless, only a few works has been devoted to DMP for DG method. Horváth and Mincsovics MR3015392 proved DMP for DG method applied to the one-dimensional Poisson equation. Badia, Bonilla and Hierro (MR3315069 , MR3646366 ) proposed nonlinear DG schemes satisfying DMP for linear convection-diffusion equations in the one and two space dimensions. However, to the best of our knowledge, no results are known regarding DMP for the standard DG method in the higher-dimensional space domain.
In contrast, the theory and DMP have been actively studied regarding the standard finite element method (FEM). The pioneering work by Ciarlet and Raviart MR0375802 studied and error estimates together with DMP; in particular, those error estimates were proved as a consequence of DMP. Then, the error estimates were proved using several methods; Scott MR0436617 applied the discrete Green function and Nitsche MR568857 utilized the weighted norm technique. Rannacher and Scott succeeded in deriving the optimal error estimate for in MR645661 . Detailed local and global pointwise estimates have been studied by many researchers, such as MR1464148 . Recently, the optimal order and stability and error estimates were established for the Poisson equation defined in a smooth domain; the effect of polyhedral approximations of a smooth domain was precisely examined. See 2018arXiv180400390K for the detail.
As is well known, the non-negativity assumption (non-obtuse assumption) on the triangulation is necessary for DMP to hold in the standard FEM. In this connection, Schatz MR551291 is noteworthy in this area for deriving the weak maximum principle (WMP) without the non-negativity assumption and applying it to the proof of the stability, local and global error estimates in the norm.
In this paper, we are motivated by MR551291 , and extend the results of that study to the symmetric interior penalty (SIP) DG method which is one of the popular DG method for the Poisson equation. Our results are summarized as follows. Let be the solution of the Dirichlet boundary value problem for the Poisson equation (2.1) defined in a polygonal domain , and let be the solution of the SIPDG method (2.14) in the finite dimensional space defined as (2.7). Then, we have the interior error estimate (see Theorem I)
[TABLE]
where and are open subsets such that , and is independent of and the choice of and . This interior estimate is valid under Assumption A below, where and are defined. Using this interior error estimate, we prove the WMP (see Theorem II)
[TABLE]
for the discrete harmonic function .
Finally, under some assumptions on the triangulation (see Assumption B), we prove the error estimate (see Theorem III)
[TABLE]
for the solution of the Poisson equation (2.1) and its DG approximation . As a matter of fact, the WMP is a key point of the proof of this error estimate. Moreover, we obtain the error estimate of the form (see Corollary 6.1)
[TABLE]
where denotes the degree of approximate polynomials. Unfortunately, this error estimate is only sub-optimal even for the piecewise linear element (). This is because the Dirichlet boundary condition is imposed “weakly” by the variational formulation (Nitsche’ method) in the DG method. On the other hand, it is imposed “strongly” by the nodal interpolation in the FEM. This implies that we further need to more deeply consider the imposition of the Dirichlet boundary condition in the DG method. In particular, study of better, more precise estimates of and are necessary, and will be a focus of our future works.
Our SIPDG scheme and main results, Theorems I, II and III, are presented in Section 2. The main tool of our analysis is several and estimates for solutions of the Poisson equation. Several local error estimates developed in previous works (see MR0520174 , MR2113680 and MR0431753 ) are also used. After having presented those preliminary results in Section 3, we state the proofs of Theorems I, II and III in Sections 4, 5 and 6, respectively. Finally, we report the results of numerical experiments to confirm the validity of our theoretical results in Section 7.
Before concluding this Introduction, here, we list the notation used in this paper.
Notation.
We follow the standard notation, for example, of MR2424078 as for function spaces and their norms. In particular, for and a positive integer , we use the standard Lebesgue space and the Sobolev space . Here and hereinafter, denotes a bounded domain in . The semi-norms and norm of are denoted, respectively, by
[TABLE]
Letting be the set of all infinity differentiable functions with compact support in , denotes the closure of in the norm. The space is characterized as if is a Lipschitz boundary. Let be the Hölder conjugate exponent of ; . The inner product of is denoted by . The -Lebesgue measure of is denoted by . We also use the fractional order Sobolev space for . As usual, we write as . For , we define and using a surface measure .
For , we write and to express and .
Finally, the letter denotes a generic positive constant depending only on , , the criterion of the penalty parameter and the shape-regularity constant defined in Section 2.
2 DG scheme and results
Throughout this paper, letting be a bounded polygonal domain in , we consider the Dirichlet boundary value problem for the Poisson equation
[TABLE]
where and . There exists an extension such that on and . The following discussion does not depend on the way of extension.
Then, the weak formulation of (2.1) is stated as follows.
(BVP;) Find and such that
[TABLE]
The Lax–Milgram theory guarantees that (BVP;) admits a unique solution . The regularity of is well studied. See (MR0466912, , Theorem 1) and (MR551291, , Lemma 1.2) for the detail of the following results.
Proposition 2.1.
Let be the maximum (interior) angle of , and set . Letting , we suppose that is the solution of (BVP;).
- (i)
If is convex (), then belongs to , and we have
[TABLE] 2. (ii)
If and for some , then belongs to , and there exists a positive constant depending only on and such that
[TABLE]
Remark 2.2.
Because , we have and, consequently, (2.4) holds for some .
Let be a family of shape-regular and quasi-uniform triangulations of (see (bs08, , (4.4.15), (4.4.16))). That is, there exists a positive constant satisfying
[TABLE]
Therein, and denote the diameters of the circumscribed and inscribed circles of , respectively. Moreover, the granularity parameter is defined as . We set, for ,
[TABLE]
It is noteworthy that is a continuous function on if . For a positive integer , we define the finite element spaces and as
[TABLE]
where denotes the set of all polynomials of degree . For , we set , and .
We let be the set of all edges of , and set
[TABLE]
For and , we define and as follows. If , we set
[TABLE]
If , we set
[TABLE]
Therein, for , there exist distinct satisfying and , where denotes the outward unit normal vector to of , and denotes the outward unit normal vector on .
We define norm on , where or , as
[TABLE]
and
[TABLE]
where if and if .
Letting and , we introduce the DG bilinear form on as
[TABLE]
for and . Herein, is a sufficiently large constant. The linear form on is defined by
[TABLE]
Now we can state the DG scheme to be addressed in this paper:
[TABLE]
This scheme is usually called the symmetric interior penalty DG (SIPDG) method, and the theory is well-developed at present (see MR1885715 ). For example, the DG bilinear form is continuous in the sense that, for any , there exists satisfying
[TABLE]
Moreover, there exists such that, if , then we have
[TABLE]
Consequently, (DG;) with admits a unique solution and, it satisfies
[TABLE]
If the solution of (BVP;) belongs to for some , we have
[TABLE]
As a result, we have the Galerkin orthogonality (consistency)
[TABLE]
Our main theorem below will be formulated using the pair of functions and satisfying (2.18). More generally, we consider and satisfying
[TABLE]
Below, we always assume that .
We are now in a position to state the main results of this paper, but to do so, we need additional notations. Suppose that we are given an open disk with center and radius . In the disk , we consider an auxiliary Neumann problem:
[TABLE]
where denotes the outward normal derivative to . Because is smooth, for a given , there exists a unique solution of (2.20); this correspondence is denoted by . We recall the and regularity results in Section 3. The DG bilinear form corresponding to (2.20) is introduced as
[TABLE]
We introduce the operator of as
[TABLE]
and make the assumption below:
Assumption A.
There exist a function of and constant which are independent of such that
[TABLE]
for a sufficiently small .
Remark 2.3.
In view of (3.15) and (3.13) of Proposition 3.10, we can take at least .
Using this , we define as
[TABLE]
for or .
Our first result is the following interior error estimate in the norm.
Theorem I ( interior error estimate).
Letting satisfy (2.19) and supposing that and open sets satisfy , then we have, under Assumption A,
[TABLE]
for a sufficiently small .
The next result is the weak discrete maximum principle.
Theorem II (Weak discrete maximum principle).
Supposing that Assumption A is satisfied and letting be the discrete harmonic function, i.e.,
[TABLE]
then we have
[TABLE]
for a sufficiently small .
To state the final error estimate, we make the following assumption on triangulations.
Assumption B.
There exist a convex polygonal domain and its triangulation such that is the restriction of to , and that (2.5) holds for any with the same constant .
We define , , similarly, using .
Theorem III ( error estimate).
Letting satisfy (2.19), and supposing that Assumptions A and B are satisfied, then we have
[TABLE]
for a sufficiently small .
3 Preliminaries
In this section, we collect some preliminary results.
3.1 Some local estimates
For and , we denote as an open disk with center and radius . We define and . For , we define
[TABLE]
If , then we have .
First, we recall further regularity results for the solution of (BVP;); see (MR551291, , Lemma 1.2, Lemma 1.3) for more detail.
Proposition 3.1.
Under the same settings of Proposition 2.1, we have the following.
- (iii)
Assume that and for some and with . Then, we have
[TABLE] 2. (iv)
Assume that and with . Then, there exists a positive constant such that
[TABLE]
under the same assumption of (i) or (ii) in Proposition 2.1.
A version of the Poincaré inequality is available (see (MR551291, , Lemma 1.1)).
Proposition 3.2.
Let be a simply connected polygonal domain. Then, there exists a positive constant satisfying
[TABLE]
for all and .
Proposition 3.3.
For a domain and , we have . In particular, there exists a positive constant independent of and satisfying
[TABLE]
for a sufficiently small .
- Proof.
Using Hölder’s inequality, we have
[TABLE]
Therefore,
[TABLE]
where . Consequently, (3.4) follows. ∎
For , we denote broken Sobolev space as
[TABLE]
equipped with the norm
[TABLE]
The following results are available; see (MR0520174, , Chapter 3), (MR2113680, , Propositions 2.1 and 2.2) and (MR0431753, , Proposition 2.2).
Proposition 3.4.
Let , and . Assume that and open sets satisfy . Then, there exists positive constant independent of such that for , exists and satisfies
[TABLE]
Proposition 3.5.
Let , Assume that and open sets satisfy . Then, there exists a positive constant independent of satisfying
[TABLE]
for .
Proposition 3.6.
Let open sets . Then, there exists a positive constant independent of , and the following property holds for a sufficiently small . For each , there exists satisfying on and
[TABLE]
3.2 theory for DG method
The following results, Propositions 3.7 and 3.8, are well-known (see (MR1885715, , §4) and (MR2113680, , §3 and §4)).
Proposition 3.7.
For and , there exists a unique solution of DG scheme (DG;). In addition, if the solution of (2.1) belongs to with , then, we have
[TABLE]
Moreover, if , we have
[TABLE]
Proposition 3.8.
Assume that and open sets satisfy . We set or . If , we also assume that . If and satisfy
[TABLE]
Then, there exists a positive constant independent of , , and satisfying
[TABLE]
Moreover, if , there exists a positive constant independent of , , , and satisfying
[TABLE]
3.3 Estimates on the disk
We here state some estimates for functions defined on the open disk with center and radius . Recall that we consider the Neumann boundary value problem (2.20) and the corresponding bilinear form defined as (2.21). For the positive constant , we denote by an open disk with center and radius .
The following property (i) is well-known (see MR0188615 for example). However, we can find no explicit reference to (ii), and we prove it by essentially the same way as MR0336050 .
Proposition 3.9.
- (i)
If for some , then the solution of (2.20) exists and satisfies
[TABLE] 2. (ii)
If , then the weak solution of (2.20) exists and satisfies
[TABLE]
Proposition 3.10.
(i)* Consistency. If the solution of (2.20) belongs to with , then we have*
[TABLE]
(ii)* Continuity. For , we have*
[TABLE]
(iii)* Coercivity.*
[TABLE]
Lemma 3.11.
Assume that satisfies . Let satisfy
[TABLE]
Then, under Assumption A, there exists a positive constant independent of and satisfying
[TABLE]
for a sufficiently small .
- Proof.
We take such that . For a sufficiently large , we denote by the open disk with center at and radius . Then, we have
[TABLE]
For , we set and . Then,
[TABLE]
Therefore, we deduce , which implies (3.17). ∎
Lemma 3.12.
Assume that satisfies
[TABLE]
Then, there exists a positive constant independent of and satisfying
[TABLE]
for a sufficiently small .
- Proof.
In view of Proposition 3.6, there exists satisfying on and . For a sufficiently large , let be the disk with center at and radius . Then,
[TABLE]
For , we set and . According to Proposition 3.6, there exists satisfying on and . We can estimate this as
[TABLE]
Because for , using Proposition 3.8 and the Sobolev inequality, we obtain
[TABLE]
where . By Propositions 3.7 and (3.12), we have
[TABLE]
Using Proposition 3.9, we have
[TABLE]
From (3.19)–(3.23), we obtain (3.18). ∎
4 Interior error estimates (Proof of Theorem I)
We first consider the homogeneous Neumann boundary value problem in . Set .
Lemma 4.1.
Assume that and open sets satisfy . Let and satisfy
[TABLE]
Then, under Assumption A, there exists a positive constant independent of , , and satisfying
[TABLE]
for a sufficiently small .
- Proof.
Letting be arbitrary, we set and . We take such that . Let be an open disk with center at and radius . Because , we can take independent of . Letting satisfy and on , we set . We define as
[TABLE]
Then, for , because in . Using Lemmas 3.12 and 3.11, we have
[TABLE]
Therefore,
[TABLE]
∎
Lemma 4.2.
Assume that are open disks with the same center. Let and satisfy
[TABLE]
where . Then, letting Assumption A be satisfied, we have, for and which satisfy and
[TABLE]
for a sufficiently small .
- Proof.
Setting , , we have
[TABLE]
We apply Lemma 4.1 to obtain
[TABLE]
On the other hand, using (3.16), we have
[TABLE]
and, therefore,
[TABLE]
Because is smooth, we again apply Lemma 4.1 to obtain
[TABLE]
The Sobolev inequality and elliptic regularity give
[TABLE]
for . Because
[TABLE]
for , we have
[TABLE]
Similarly, we deduce
[TABLE]
Applying the Young inequality for convolution, we have
[TABLE]
for and . Therefore,
[TABLE]
In view of the Riesz–Thorin interpolation theorem, we have
[TABLE]
for , and . This, together with (4.3), implies (4.2). ∎
We can now state the following proof.
- Proof of Theorem I.
Letting be arbitrary, we set and . Similar to the proof of Lemma 4.1, we take , , and . Setting , we define as
[TABLE]
Then, Lemma 3.11 gives
[TABLE]
Setting for , we let be the unique solution of
[TABLE]
Then, we have
[TABLE]
and
[TABLE]
Applying Lemma 4.2 several times, we obtain
[TABLE]
Then, we deduce in the similar way as the proof of Lemma 4.2. Using the triangle inequality, we have
[TABLE]
Therefore,
[TABLE]
∎
Corollary 4.3.
Under the same assumption of Theorem I, we further assume that and . Then, there exists a positive constant independent of , , , and satisfying
[TABLE]
for a sufficiently small .
5 Weak discrete maximum principle (Proof of Theorem II)
We follow the same method as the proof of Theorem 1 of MR551291 to prove Theorem II described below.
- Proof of Theorem II.
Let satisfy . Set . First, we consider the case for some . Then, applying Corollary 4.3 to an open disk with center and , we have
[TABLE]
Now we assume that . Using the inverse inequality, we have
[TABLE]
Therefore,
[TABLE]
where .
Let satisfy . Let be the solution of (2.1) with and . Then, for some , and for all . Let be satisfy
[TABLE]
In view of the assumption of , we get
[TABLE]
for . We define such that at nodal points on and at interior nodal points. Then, we have
[TABLE]
Substituting (5.2) for , and using the inverse inequality, we have
[TABLE]
Set and for non-negative integer . We define as
[TABLE]
Then, . Set and . Then, we have
[TABLE]
To estimate the second term of (5.4), we apply Propositions 3.7 and 3.4 and get
[TABLE]
Meanwhile, using Proposition 3.8 for satisfying , we have
[TABLE]
In view of Proposition (iv),
[TABLE]
Because and , there exists satisfying
[TABLE]
Therefore, we have
[TABLE]
by Propositions (iii) and 3.2. Let and let be the solution of (2.1) with and . Let satisfy
[TABLE]
Similar to the above, we deduce
[TABLE]
Therefore,
[TABLE]
Summing up (5.4)–(5.7) and using and , we obtain
[TABLE]
The desired (2.28) now follows (5.3) and (5.1). ∎
6 error estimate (Proof of Theorem III)
We finally state the following proof.
- Proof of Theorem III.
Let be the extension of satisfying and on . Moreover, let solve
[TABLE]
where is the bilinear form (2.12) with replacement of , by , , respectively. For arbitrary , we define as a zero extension. Then, in view of Theorem I, we have
[TABLE]
Let be the solution of
[TABLE]
Then, and for . Let solve
[TABLE]
Then, by the continuity of and elliptic regularity, we have
[TABLE]
Because for , using Theorems II and I and (6.3), we deduce
[TABLE]
Therefore, using triangle inequality, we obtain
[TABLE]
∎
Corollary 6.1.
In addition to the assumption of Theorem III, we assume . Then, we have
[TABLE]
- Proof.
First, in view of the standard interpolation error estimate, we have
[TABLE]
To perform the estimation for , we let and such that . Moreover, let be arbitrary. By the inverse inequality, we have
[TABLE]
Using (2.15), (2.16), and (2.18), we have and, consequently,
[TABLE]
Therefore,
[TABLE]
Choosing as the Lagrange interpolation of , we deduce
[TABLE]
Summing up those estimate, we obtain the desired (6.5). ∎
7 Numerical examples
In this section, we examine the weak discrete maximum principle (Theorem II) and the error estimate (Corollary 6.1) using numerical examples. We consider the square domain (see Fig. 1a) and the L-shape domain (see Fig. 1b).
First, we solve (DG;) with and ; the solution satisfies (2.27). The minimum and maximum values of on and are reported in Tab. 1. We see from Tab. 1 that the minimum and maximum values on agree with those on . We infer that the discrete maximum principle (2.28) actually holds with .
Finally, we consider (BVP;) with and . The exact solution is given as . We examine errors with ( element) and ( element). Results are shown in Fig. 2a and Fig. 2b. We observe that the order is almost : the optimal convergence rate is actually observed. This implies that our error estimate, Corollary 6.1, has room for improvement.
8 Conclusion
We have shown the interior error estimate and discrete weak maximum principle of the DG method for the Poisson equation. Those results are extensions of the standard FEM MR551291 to the DG method. Moreover, we have derived the error estimate as an application of the discrete weak maximum principle. Unfortunately, our error estimate is only sub-optimal. The optimal rate has been proved in MR2113680 by another method. This implies that we need to deep consider the imposition of the Dirichlet boundary condition in the DG method. In particular, we will study more precise estimates of and in the future works.
Acknowledgment
The first author was supported by Program for Leading Graduate Schools, MEXT, Japan. The second author was supported by JST CREST Grant Number JPMJCR15D1, Japan, and JSPS KAKENHI Grant Number 15H03635, Japan.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1(1) Adams, R.A., Fournier, J.J.F.: Sobolev spaces, Pure and Applied Mathematics (Amsterdam) , vol. 140, second edn. Elsevier/Academic Press, Amsterdam (2003)
- 2(2) Arnold, D.N., Brezzi, F., Cockburn, B., Marini, L.D.: Unified analysis of discontinuous Galerkin methods for elliptic problems. SIAM J. Numer. Anal. 39 (5), 1749–1779 (2001/02). DOI 10.1137/S 0036142901384162. URL https://doi.org/10.1137/S 0036142901384162
- 3(3) Ayuso, B., Marini, L.D.: Discontinuous Galerkin methods for advection-diffusion-reaction problems. SIAM J. Numer. Anal. 47 (2), 1391–1420 (2009). DOI 10.1137/080719583. URL https://doi.org/10.1137/080719583
- 4(4) Badia, S., Bonilla, J., Hierro, A.: Differentiable monotonicity-preserving schemes for discontinuous Galerkin methods on arbitrary meshes. Comput. Methods Appl. Mech. Engrg. 320 , 582–605 (2017). DOI 10.1016/j.cma.2017.03.032. URL https://doi.org/10.1016/j.cma.2017.03.032
- 5(5) Badia, S., Hierro, A.: On discrete maximum principles for discontinuous Galerkin methods. Comput. Methods Appl. Mech. Engrg. 286 , 107–122 (2015). DOI 10.1016/j.cma.2014.12.006. URL https://doi.org/10.1016/j.cma.2014.12.006
- 6(6) Brenner, S.C., Scott, L.R.: The Mathematical Theory of Finite Element Methods, Texts in Applied Mathematics , vol. 15, third edn. Springer, New York (2008). DOI 10.1007/978-0-387-75934-0. URL http://dx.doi.org/10.1007/978-0-387-75934-0
- 7(7) Brézis, H., Strauss, W.A.: Semi-linear second-order elliptic equations in L 1 superscript 𝐿 1 L^{1} . J. Math. Soc. Japan 25 , 565–590 (1973). DOI 10.2969/jmsj/02540565. URL https://doi.org/10.2969/jmsj/02540565
- 8(8) Chen, Z., Chen, H.: Pointwise error estimates of discontinuous Galerkin methods with penalty for second-order elliptic problems. SIAM J. Numer. Anal. 42 (3), 1146–1166 (2004). DOI 10.1137/S 0036142903421527. URL https://doi.org/10.1137/S 0036142903421527
