Application of Randomized Quadrature Formulas to the Finite Element Method for Elliptic Equations

TL;DR

This paper explores the use of randomized quadrature formulas in finite element methods to improve the approximation of elliptic equations with irregular coefficients, providing error analysis and numerical validation.

Contribution

It introduces and analyzes two randomized quadrature formulas tailored for finite element methods dealing with irregular coefficients in elliptic equations.

Findings

Randomized quadrature formulas improve approximation accuracy for irregular coefficients.

Error bounds are established for the proposed quadrature methods.

Numerical experiments confirm the effectiveness of the methods.

Abstract

The implementation of the finite element method for linear elliptic equations requires to assemble the stiffness matrix and the load vector. In general, the entries of this matrix-vector system are not known explicitly but need to be approximated by quadrature rules. If the coefficient functions of the differential operator or the forcing term are irregular, then standard quadrature formulas, such as the barycentric quadrature rule, may not be reliable. In this paper we investigate the application of two randomized quadrature formulas to the finite element method for such elliptic boundary value problems with irregular coefficient functions. We give a detailed error analysis of these methods, discuss their implementation, and demonstrate their capabilities in several numerical experiments.