Second-order Elliptic Equations Research Articles

Singular solutions for complex second order elliptic equations and their application to time-harmonic diffuse optical tomography

We construct singular solutions of a complex elliptic equation of second order, having an isolated singularity of any order. In particular, we extend results obtained for the real partial differential equation in divergence form by Alessandrini in 1990. Our solutions can be applied to the determination of the optical properties of an anisotropic medium in time-harmonic Diffuse Optical Tomography (DOT).

Analytic and Gevrey class regularity for parametric semilinear reaction-diffusion problems and applications in uncertainty quantification

We investigate a class of parametric elliptic semilinear partial differential equations of second order with homogeneous essential boundary conditions, where the coefficients and the right-hand side (and hence the solution) may depend on a parameter. This model can be seen as a reaction-diffusion problem with a polynomial nonlinearity in the reaction term. The efficiency of various numerical approximations across the entire parameter space is closely related to the regularity of the solution with respect to the parameter. We show that if the coefficients and the right-hand side are analytic or Gevrey class regular with respect to the parameter, the same type of parametric regularity is valid for the solution. The key ingredient of the proof is the combination of the alternative-to-factorial technique from our previous work [1] with a novel argument for the treatment of the power-type nonlinearity in the reaction term. As an application of this abstract result, we obtain rigorous convergence estimates for numerical integration of semilinear reaction-diffusion problems with random coefficients using Gaussian and Quasi-Monte Carlo quadrature. Our theoretical findings are confirmed in numerical experiments.

Some auxiliary estimates for solutions to non-uniformly degenerate second-order elliptic equations

We consider a class of second order elliptic equations in divergence form with non-uniform exponential degeneracy. The method used is based on the fact that the degeneracy rates of the eigenvalues of the matrix ||aij(x)|| (function λi(x)) are not the functions of unusual norm |x|, but of some anisotropic distance |x| a−. We assume that the Dirichlet problem for such equations is solvable in the classical sense for every continuous boundary function in any normal domain Ω. Estimates for the weak solutions of Dirichlet problem near the boundary point are obtained, and Green’s functions for second order non-uniformly degenerate elliptic equations are constructed.

On the Boyarsky-Meyers estimate for the solution of the Dirichlet problem for a second-order linear elliptic equation with drift

We establish the increased integrability of the gradient of the solution to the Dirichlet problem for the Laplace operator with lower terms and prove the unique solvability of this problem.

Robust domain decomposition methods for high-contrast multiscale problems on irregular domains with virtual element discretizations

Our research focuses on the development of domain decomposition preconditioners tailored for second-order elliptic partial differential equations. Our approach addresses two major challenges simultaneously: i) effectively handling coefficients with high-contrast and multiscale properties, and ii) accommodating irregular domains in the original problem, the coarse mesh, and the subdomain partition. The robustness of our preconditioners is crucial for real-world applications, such as the efficient and accurate modeling of subsurface flow in porous media and other important domains.The core of our method lies in the construction of a suitable partition of unity functions and coarse spaces utilizing local spectral information. Leveraging these components, we implement a two-level additive Schwarz preconditioner. We demonstrate that the condition number of the preconditioned systems is bounded with a bound that is independent of the contrast. Our claims are further substantiated through selected numerical experiments, which confirm the robustness of our preconditioners.

Regularity of random elliptic operators with degenerate coefficients and applications to stochastic homogenization

AbstractWe consider degenerate elliptic equations of second order in divergence form with a symmetric random coefficient field a. Extending the work of Bella et al. (Ann Appl Probab 28(3):1379–1422, 2018), who established the large-scale $$C^{1,\alpha }$$ C 1 , α regularity of a-harmonic functions in a degenerate situation, we provide stretched exponential moments for the minimal radius $$r_*$$ r ∗ describing the minimal scale for this $$C^{1,\alpha }$$ C 1 , α regularity. As an application to stochastic homogenization, we partially generalize results by Gloria et al. (Anal PDE 14(8):2497–2537, 2021) on the growth of the corrector, the decay of its gradient, and a quantitative two-scale expansion to the degenerate setting. On a technical level, we demand the ensemble of coefficient fields to be stationary and subject to a spectral gap inequality, and we impose moment bounds on a and $$a^{-1}$$ a - 1 . We also introduce the ellipticity radius $$r_e$$ r e which encodes the minimal scale where these moments are close to their positive expectation value.

Numerical Solutions of Second-Order Elliptic Equations with C-Bézier Basis

Numerical Solutions of Second-Order Elliptic Equations with C-Bézier Basis

The Regularity of Solutions to Mixed Boundary Value Problems of Second-Order Elliptic Equations with Small Angles

The Regularity of Solutions to Mixed Boundary Value Problems of Second-Order Elliptic Equations with Small Angles

High-order estimates for fully nonlinear equations under weak concavity assumptions

This paper studies a priori and regularity estimates of Evans-Krylov type in Hölder spaces for fully nonlinear uniformly elliptic and parabolic equations of second order when the operator fails to be concave or convex in the space of symmetric matrices. In particular, it is assumed that either the level sets are convex or the operator is concave, convex or close to a linear function near infinity. As a byproduct, these results imply polynomial Liouville theorems for entire solutions of elliptic equations and for ancient solutions to parabolic problems.

On Dirichlet problem and uniform approximation by solutions of second-order elliptic systems in [formula omitted

We consider the Dirichlet problem for solutions of second-order elliptic systems in the plane that correspond to homogeneous elliptic equations with constant complex coefficients. We prove that any Jordan domain G⊂C with C1,α-smooth boundary, 0<α<1, is not regular with respect to the Dirichlet problem for any non-strongly elliptic equation under consideration, which means that there always exists a continuous complex valued function on ∂G that can not be continuously extended to G to a function satisfying the corresponding equation therein. Since there exists a Jordan domain with Lipschitz boundary, which is regular with respect to the Dirichlet problem for bianalytic functions, the result obtained is near to be sharp. We also consider the problem on uniform approximation of functions by polynomial solutions of homogeneous second-order elliptic equations with constant complex coefficients and give a new proof of the approximation criterion in this problem on Carathéodory compact sets.

Error analysis of deep Ritz methods for elliptic equations

Using deep neural networks to solve partial differential equations (PDEs) has attracted a lot of attention recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on the deep Ritz method (DRM) for second-order elliptic equations with Dirichlet, Neumann and Robin boundary conditions, respectively. We establish the first nonasymptotic convergence rate in [Formula: see text] norm for DRM using deep neural networks with smooth activation functions including logistic and hyperbolic tangent functions. Our results show how to set the hyper-parameter of depth and width to achieve the desired convergence rate in terms of the number of training samples.

A CONSTRUCTIVE INVESTIGATION BY THE METHODS OF TWO-SIDED APPROXIMATIONS OF BOUNDARY PROBLEMS FOR SECOND-ORDER SEMILINEAR ELLIPTIC EQUATIONS

The paper considers the first boundary value problem for a second-order semilinear elliptic equation. Problems of this class often arise in the modeling of processes occurring in chemistry, physics, biology, etc. A special place among the methods of analysis of the problems under consideration is occupied by the so-called constructive research methods, which allow not only to prove the existence of a problem solution, but also offer an algorithm for finding it with a given accuracy. For a constructive study of a nonlinear boundary value problem, it is proposed to use two versions of the method of two-sided approximations. Both methods are based on the transition from a differential problem to an equivalent nonlinear integral equation (using the Green’s function or using the Green-Rvachev’s quasi-function), which is analyzed by methods of the theory of nonlinear operators in semi-ordered Banach spaces. Conclusions about the existence of positive solutions of the constructed integral equations and the two-sided convergence of successive approximations to these solutions are made on the basis of the results of V.I. Opojcev on the solvability of nonlinear equations with a heterotone operator. The practical implementation of the method of two-sided approximations based on the use of the Green's function has certain limitations associated with the need to have an explicit expression for this function, which narrows the range of areas in which the method can actually be applied. The method of two-sided approximations, based on the use of the Green-Rvachev’s quasi-function, which can be constructed using the apparatus of the R-functions theory for regions of sufficiently arbitrary geometry, is free from this shortcoming. The proposed methods are illustrated by computational experiments for elliptic equations with Laplace and Helmholtz operators and heterotone power nonlinearity in a number of two- and three-dimensional domains. The results of both methods of two-sided approximations were compared with each other.

Nested invariant tori foliating a vector field and its curl: Toward MHD equilibria and steady Euler flows in toroidal domains without continuous Euclidean isometries

This paper studies the problem of finding a three-dimensional solenoidal vector field such that both the vector field and its curl are tangential to a given family of toroidal surfaces. We show that this question can be translated into the problem of determining a periodic solution with periodic derivatives of a two-dimensional linear elliptic second-order partial differential equation on each toroidal surface and prove the existence of smooth solutions. Examples of smooth solutions foliated by toroidal surfaces that are not invariant under continuous Euclidean isometries are also constructed explicitly, and they are identified as equilibria of anisotropic magnetohydrodynamics. The problem examined here represents a weaker version of a fundamental mathematical problem that arises in the context of magnetohydrodynamics and fluid mechanics concerning the existence of regular equilibrium magnetic fields and steady Euler flows in bounded domains without continuous Euclidean isometries. The existence of such configurations represents a key theoretical issue for the design of the confining magnetic field in nuclear fusion reactors known as stellarators.

Computational Multiscale Methods for Nondivergence-Form Elliptic Partial Differential Equations

Abstract This paper proposes novel computational multiscale methods for linear second-order elliptic partial differential equations in nondivergence form with heterogeneous coefficients satisfying a Cordes condition. The construction follows the methodology of localized orthogonal decomposition (LOD) and provides operator-adapted coarse spaces by solving localized cell problems on a fine scale in the spirit of numerical homogenization. The degrees of freedom of the coarse spaces are related to nonconforming and mixed finite element methods for homogeneous problems. The rigorous error analysis of one exemplary approach shows that the favorable properties of the LOD methodology known from divergence-form PDEs, i.e., its applicability and accuracy beyond scale separation and periodicity, remain valid for problems in nondivergence form.

Algebraic Multigrid Preconditioner for Statically Condensed Systems Arising from Lowest-Order Hybrid Discretizations

We address the numerical solution of linear systems arising from the hybrid discretizations of second-order elliptic partial differential equations. Such discretizations hinge on a hybrid set of degrees of freedom (DoFs), respectively, defined in cells and faces, which naturally gives rise to a global hybrid system of linear equations. Assuming that the cell unknowns are only locally coupled, they can be efficiently eliminated from the system, leaving only face unknowns in the resulting Schur complement, which is also called the statically condensed matrix. We propose in this work an algebraic multigrid (AMG) preconditioner specifically targeting condensed systems corresponding to lowest-order discretizations (piecewise constant). Like traditional AMG methods, we retrieve geometric information on the coupling of the DoFs from algebraic data. However, as the condensed matrix only gives information on the faces, we use the uncondensed version to reconstruct the connectivity graph between elements and faces. An aggregation-based coarsening strategy mimicking a geometric coarsening or semicoarsening can then be set up to build coarse levels. Numerical experiments are performed on diffusion problems discretized by the hybrid high-order method at the lowest order. Our approach uses a K-cycle to precondition an outer flexible Krylov method. The results demonstrate similar performances, in most cases, compared to a standard AMG method and a notable improvement on anisotropic problems with Cartesian meshes.

Adaptive FEM with quasi-optimal overall cost for nonsymmetric linear elliptic PDEs

Abstract We consider a general nonsymmetric second-order linear elliptic partial differential equation in the framework of the Lax–Milgram lemma. We formulate and analyze an adaptive finite element algorithm with arbitrary polynomial degree that steers the adaptive meshrefinement and the inexact iterative solution of the arising linear systems. More precisely, the iterative solver employs, as an outer loop, the so-called Zarantonello iteration to symmetrize the system and, as an inner loop, a uniformly contractive algebraic solver, for example, an optimally preconditioned conjugate gradient method or an optimal geometric multigrid algorithm. We prove that the proposed inexact adaptive iteratively symmetrized finite element method leads to full linear convergence and, for sufficiently small adaptivity parameters, to optimal convergence rates with respect to the overall computational cost, i.e., the total computational time. Numerical experiments underline the theory.

Inverse conductivity Problem with Internal Data

This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to approximate parameter-dependent elliptic problems, and image treatment with partial differential equations. We first show that the inverse problem for smooth coefficients can be rewritten as a linear transport equation. Assuming that the coefficient is known near the boundary, we study the well-posedness of associated transport equation as well as its numerical resolution using discontinuous Galerkin method. We propose a regularized transport equation that allow us to derive rigorous convergence rates of the numerical method in terms of the order of the polynomial approximation as well as the regularization parameter. We finally provide numerical examples for the inversion assuming a lower regularity of the coefficient, and using synthetic data.

Weak Galerkin Method for Second-Order Elliptic Equations with Newton Boundary Condition

Weak Galerkin Method for Second-Order Elliptic Equations with Newton Boundary Condition

Least-Squares Methods with Nonconforming Finite Elements for General Second-Order Elliptic Equations

In this paper, we study least-squares finite element methods (LSFEM) for general second-order elliptic equations with nonconforming finite element approximations. The equation may be indefinite. For the two-field potential-flux div LSFEM with Crouzeix–Raviart (CR) element approximation, we present three proofs of the discrete solvability under the condition that mesh size is small enough. One of the proof is based on the coerciveness of the original bilinear form. The other two are based on the minimal assumption of the uniqueness of the solution of the second-order elliptic equation. A counterexample shows that div least-squares functional does not have norm equivalence in the sum space of $$H^1$$ and CR finite element spaces. Thus it cannot be used as an a posteriori error estimator. Several versions of reliable and efficient error estimators are proposed for the method. We also propose a three-filed potential-flux-intensity div-curl least-squares method with general nonconforming finite element approximations. The norm equivalence in the abstract nonconforming piecewise $$H^1$$ -space is established for the three-filed formulation on the minimal assumption of the uniqueness of the solution of the second-order elliptic equation. The three-filed div-curl nonconforming formulation thus has no restriction on the mesh size, and the least-squares functional can be used as the built-in a posteriori error estimator. Under some restrictive conditions, we also discuss a potential-flux div-curl least-squares method.

Liouville type theorems of fully nonlinear elliptic equations in half spaces

In this paper, we investigate the asymptotic behavior of viscosity solutions for a class of fully nonlinear second-order elliptic equations in the half space. Moreover, the result is applied to Monge-Ampère equations and consequently we improve some existent result.