Adaptive First-Order System Least-Squares Finite Element Methods for Second Order Elliptic Equations in Non-Divergence Form

Abstract: This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs not applicable for the non-divergence equation, the first-order least-squares formulations naturally have stable weak forms without using integration by parts, allow simple finite element approximation spaces, and have build-in a posteriori error estimators for adaptive mesh refinements. The non-divergence equation is first written as a system of first-order equations by introducing the gradient as a new variable. Then two versions of least-squares finite element methods using simple $C^0$ finite elements are developed in the paper, one is the $L^2$-LSFEM which uses linear elements, the other is the weighted-LSFEM with a mesh-dependent weight to ensure the optimal convergence. Under a very mild assumption that the PDE has a unique solution, optimal a priori and a posteriori error estimates are proved. With an extra assumption on the operator regularity which is weaker than traditionally assumed, convergences in standard norms for the weighted-LSFEM are also discussed. $L^2$-error estimates are derived for both formulations. We perform extensive numerical experiments for smooth, non-smooth, and even degenerate coefficients on smooth and singular solutions to test the accuracy and efficiency of the proposed methods.