Elliptic Differential Equations Research Articles

Homogenisation of nonlinear Dirichlet problems in randomly perforated domains under minimal assumptions on the size of perforations

AbstractIn this paper we study the convergence of nonlinear Dirichlet problems for systems of variational elliptic PDEs defined on randomly perforated domains of $$\mathbb {R}^n$$ R n . Under the assumption that the perforations are small balls whose centres and radii are generated by a stationary short-range marked point process, we obtain in the critical-scaling limit an averaged nonlinear analogue of the extra term obtained in the classical work of Cioranescu and Murat (Res Notes Math III, 1982). In analogy to the random setting recently introduced by Giunti, Höfer and Velázquez (Commun Part Differ Equ 43(9):1377–1412, 2018) to study the Poisson equation, we only require that the random radii have finite $$(n-q)$$ ( n - q ) -moment, where $$1<q<n$$ 1 < q < n is the growth-exponent of the associated energy functionals. This assumption on the one hand ensures that the expectation of the nonlinear q-capacity of the spherical holes is finite, and hence that the limit problem is well defined. On the other hand, it does not exclude the presence of balls with large radii, that can cluster up. We show however that the critical rescaling of the perforations is sufficient to ensure that no percolating-like structures appear in the limit.

Convexity of solutions to elliptic PDE's

This article concerns the convexity or concavity of solutions to special second order elliptic partial differential equations in convex domains. We concentrate our investigation to boundary blow up solutions as well as to solutions of particular singular equations. Following a method due to Korevaar and Kennington, we find a new sufficient condition for proving convexity or concavity. This sufficient condition is useful when the semilinear component of the equation is the sum of two or more terms. For more information see https://ejde.math.txstate.edu/Volumes/2024/51/abstr.html

On the regularity of optimal potentials in control problems governed by elliptic equations

Abstract In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of Schrödinger type, governed by the Laplace operator. The cost functional involves the solution of the state equation and a penalization term for the control variable. While the existence of an optimal solution simply follows by the direct methods of the calculus of variations, the regularity of the optimal potential is a difficult question and under the general assumptions we consider, no better regularity than the BV \mathrm{BV} one can be expected. This happens in particular for the cases in which a bang-bang solution occurs, where optimal potentials are characteristic functions of a domain. We prove the BV \mathrm{BV} regularity of optimal solutions through a regularity result for PDEs. Some numerical simulations show the behavior of optimal potentials in some particular cases.

A greedy MOR method for the tracking of eigensolutions to parametric elliptic PDEs

In this paper we introduce a Model Order Reduction (MOR) algorithm based on a sparse grid adaptive refinement, for the approximation of the eigensolutions to parametric problems arising from elliptic partial differential equations. In particular, we are interested in detecting the crossing of the hypersurfaces describing the eigenvalues as a function of the parameters.The a priori matching is followed by an a posteriori verification, driven by a suitably defined error indicator. At a given refinement level, a sparse grid approach is adopted for the construction of the grid of the next level, by using the marking given by the a posteriori indicator.Various numerical tests confirm the good performance of the scheme.

Boundary Domain Integral Equations for Variable Coefficient Mixed BVP in 2D Unbounded Domain

In this paper, the direct segregated Boundary Domain Integral Equations (BDIEs) for the Mixed Boundary Value Problems (MBVPs) for a scalar second order elliptic Partial Differential Equation (PDE) with variable coefficient in unbounded (exterior) 2D domain is considered. Otar Chkadua, Sergey Mikhailov and David Natroshvili formulated both the interior and exterior 3D domain of the direct segregated systems of BDIEs for the MBVPs for a scalar second order elliptic PDE with a variable coefficients. On the other hand Sergey Mikhailov and Tamirat Temesgen formulated only the interior 2D domain of the direct segregated systems of BDIEs for the MBVPs for a scalar second order divergent elliptic PDE with a variable coefficients. However, in this paper we formulated the exterior 2D domain of the direct segregated systems of BDIEs for the MBVPs for a scalar second order divergent elliptic PDE with a variable coefficients. The aim of this work is to reduce the MBVPs to some direct segregated BDIEs with the use of an appropriate parametrix (Levi function). We examine the characteristics of corresponding parametrix-based integral volume and layer potentials in some weighted Sobolev spaces, as well as the unique solvability of BDIEs and their equivalence to the original MBVPs. This analysis is based on the corresponding properties of the MBVPs in weighted Sobolev spaces that are proved as well.

A strong maximum principle for quasilinear elliptic differential equations in a variable exponent Sobolev space

A strong maximum principle is an important property for elliptic and parabolic equations. In this paper, we consider a strong maximum principle for a class of quasilinear elliptic equations containing p(⋅)-Laplacian and mean curvature operator.

An unsupervised [formula omitted]-means machine learning algorithm via overlapping to improve the nodes selection for solving elliptic problems

We propose an overlapping algorithm utilizing the K-means clustering technique to group scattered data nodes for discretizing elliptic partial differential equations. Unlike conventional kernel-based approximation methods, which select the closest points from the entire region for each center, our algorithm selects only the nearest points within each overlapping cluster. We present computational results to demonstrate the efficiency of our algorithm for both two-dimensional and three-dimensional problems. For evaluation and validation, these results are compared with results obtained using the RBF-FD+polynomial method with different kernels.

A unified FFT framework with coupled gradient damage model and phase-field method for the failure analysis of composites

A unified FFT framework coupling the Gradient Damage Model (GDM) and the Variational Phase-Field Model (PFM) for failure analysis of composites is proposed. GDM and PFM are used to simulate the failure of the matrix and the interphase, respectively. Based on the similarity of the damage evolution equations (elliptic partial differential equations) of GDM and PFM, a unified iterative solution and numerical implementation based on fast Fourier transform (FFT) are derived, and simultaneously applied to a computational model. In addition, the high computational efficiency of the FFT method is used to solve the mechanical equilibrium problem. The complete form of the PFM is introduced to avoid erroneous damage diffusion at the different phase interfaces of the composites, and a stress decomposition-based PFM is formulated. 2D and 3D computational examples are established to investigate the mesh insensitivity of the damage models used and the erroneous damage diffusion at interfaces. The applicability of the stress decomposition-based PFM at interphase is discussed in the context of single-edge notched specimens under tension and fiber-reinforced composites with interfacial phases under transverse tension. Finally, the performance of the unified computational framework is evaluated using two simple numerical examples, and the mechanical behavior of unidirectional CF/PEEK composites under transverse tensile loading is simulated based on the unified framework. The results are compared with experiments to evaluate the computational accuracy and practical applicability of the proposed framework.

Low rank approximation method for perturbed linear systems with applications to elliptic type stochastic PDEs

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly reduce the computational load and storage requirements associated with matrix inversion without losing accuracy. To demonstrate the versatility and applicability of our method, we apply it to address two crucial uncertainty quantification problems: stochastic elliptic equations and optimal control problems governed by stochastic elliptic PDE constraints. Based on varying dimension reduction ratios, our algorithm exhibits the capability to yield a high-precision numerical solution for stochastic partial differential equations, or provides a rough representation of the exact solutions as a pre-processing phase. Meanwhile, our algorithm for solving stochastic optimal control problems allows a diverse range of gradient-based unconstrained optimization methods, rendering it particularly appealing for computationally intensive large-scale problems. Numerical experiments are conducted and the results provide strong validation of the feasibility and effectiveness of our algorithm.

An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems

We consider an optimal control problem governed by an elliptic partial differential equation (PDE) with random coefficient, and introduce an efficient numerical method for the problem under concern. Based on a finite element discretization of the constraint PDE and objective functional, an ADAM-type iteration scheme is proposed to compute the approximated optimal control, which equips the stochastic gradient iteration with modified momentum acceleration and adaptive step size. We provide theoretical bounds on both the discretization and iteration error of the proposed numerical method. Our method is tested on two examples, and the numerical results show the efficiency and performance of the method.

Triangular finite differences using bivariate Lagrange polynomials with applications to elliptic equations

This paper proposes finite-difference schemes based on triangular stencils to approximate partial derivatives using bivariate Lagrange polynomials. We use first-order partial derivative approximations on triangles to introduce a novel hexagonal scheme for the second-order partial derivative on any rotated parallelogram grid. Numerical analysis of the local truncation errors shows that first-order partial derivative approximations depend strongly on the triangle vertices getting at least a first-order method. On the other hand, we prove that the proposed hexagonal scheme is always second-order accurate. Simulations performed at different triangular configurations reveal that numerical errors agree with our theoretical results. Results demonstrate that the proposed method is second-order accurate for the Poisson and Helmholtz equation. Furthermore, this paper shows that the hexagonal scheme with equilateral triangles results in a fourth-order accurate method to the Laplace equation. Finally, we study two-dimensional elliptic differential equations on different triangular grids and domains.

SlabLU: a two-level sparse direct solver for elliptic PDEs

SlabLU: a two-level sparse direct solver for elliptic PDEs

Walkin’ Robin: Walk on Stars with Robin Boundary Conditions

Numerous scientific and engineering applications require solutions to boundary value problems (BVPs) involving elliptic partial differential equations, such as the Laplace or Poisson equations, on geometrically intricate domains. We develop a Monte Carlo method for solving such BVPs with arbitrary first-order linear boundary conditions---Dirichlet, Neumann, and Robin. Our method directly generalizes the walk on stars (WoSt) algorithm, which previously tackled only the first two types of boundary conditions, with a few simple modifications. Unlike conventional numerical methods, WoSt does not need finite element meshing or global solves. Similar to Monte Carlo rendering, it instead computes pointwise solution estimates by simulating random walks along star-shaped regions inside the BVP domain, using efficient ray-intersection and distance queries. To ensure WoSt produces bounded-variance estimates in the presence of Robin boundary conditions, we show that it is sufficient to modify how WoSt selects the size of these star-shaped regions. Our generalized WoSt algorithm reduces estimation error by orders of magnitude relative to alternative grid-free methods such as the walk on boundary algorithm. We also develop bidirectional and boundary value caching strategies to further reduce estimation error. Our algorithm is trivial to parallelize, scales sublinearly with increasing geometric detail, and enables progressive and view-dependent evaluation.

Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-dimensional inversion and secondary parameters and present a scalable computational framework for optimal design of such problems. The proposed approach enables Bayesian inversion and OED under uncertainty within a unified framework. We build on the Bayesian approximation error (BAE) approach, to incorporate modeling uncertainties in the Bayesian inverse problem, and methods for A-optimal design of infinite-dimensional Bayesian nonlinear inverse problems. Specifically, a Gaussian approximation to the posterior at the maximum a posteriori probability point is used to define an uncertainty aware OED objective that is tractable to evaluate and optimize. In particular, the OED objective can be computed at a cost, in the number of PDE solves, that does not grow with the dimension of the discretized inversion and secondary parameters. The OED problem is formulated as a binary bilevel PDE constrained optimization problem and a greedy algorithm, which provides a pragmatic approach, is used to find optimal designs. We demonstrate the effectiveness of the proposed approach for a model inverse problem governed by an elliptic PDE on a three-dimensional domain. Our computational results also highlight the pitfalls of ignoring modeling uncertainties in the OED and/or inference stages.

Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form

In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. Although the latter can be understood as the limiting case of the former, the derivation of optimality conditions requires substantially different approaches. We apply them to a linear elliptic partial differential equation with random inputs. In the probabilistic case, we rely on the spherical-radial decomposition of Gaussian random vectors in order to formulate fully explicit optimality conditions involving a spherical integral. In the almost sure case, we derive optimality conditions and compare them with a model based on robust constraints with respect to the (compact) support of the given distribution. Funding: The authors thank the Deutsche Forschungsgemeinschaft [Projects B02 and B04 in the “Sonderforschungsbereich/Transregio 154 Mathematical Modelling, Simulation and Optimization Using the Example of Gas Networks”] for support. C. Geiersbach acknowledges support from the Deutsche Forschungsgemeinschaft [Germany’s Excellence Strategy–the Berlin Mathematics Research Center MATH+ Grant EXC-2046/1, Project 390685689]. R. Henrion acknowledges support from the Fondation Mathématique Jacques Hadamard [Program Gaspard Monge in Optimization and Operations Research, including support to this program by Electricité de France].

Discontinuous optimal operator for the P1 Galerkin method approximation of elliptic PDEs with a weakly regular source term

Discontinuous optimal operator for the P1 Galerkin method approximation of elliptic PDEs with a weakly regular source term

Solving parametric elliptic interface problems via interfaced operator network

Learning operators mapping between infinite-dimensional Banach spaces via neural networks has attracted a considerable amount of attention in recent years. In this paper, we propose an interfaced operator network (IONet) to solve parametric elliptic interface PDEs, where different coefficients, source terms, and boundary conditions are considered as input features. To capture the discontinuities in both the input functions and the output solutions across the interface, IONet divides the entire domain into several separate subdomains according to the interface and uses multiple branch nets and trunk nets. Each branch net extracts latent representations of input functions at a fixed number of sensors on a specific subdomain, and each trunk net is responsible for output solutions on one subdomain. Additionally, tailored physics-informed loss of IONet is proposed to ensure physical consistency, which greatly reduces the training dataset requirement and makes IONet effective without any paired input-output observations inside the computational domain. Extensive numerical studies demonstrate that IONet outperforms existing state-of-the-art deep operator networks in terms of accuracy and versatility.

Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains

This work studies how the choice of the representation for parametric, spatially distributed inputs to elliptic partial differential equations (PDEs) affects the efficiency of a polynomial surrogate, based on Taylor expansion, for the parameter-to-solution map. In particular, we show potential advantages of representations using functions with localized supports. As model problem, we consider the steady-state diffusion equation, where the diffusion coefficient and right-hand side depend smoothly but potentially in a highly nonlinear way on a parameter y ∈ [−1,1]N. Following previous work for affine parameter dependence and for the lognormal case, we use pointwise instead of norm-wise bounds to prove lp-summability of the Taylor coefficients of the solution. As application, we consider surrogates for solutions to elliptic PDEs on parametric domains. Using a mapping to a nominal configuration, this case fits in the general framework, and higher convergence rates can be attained when modeling the parametric boundary via spatially localized functions. The theoretical results are supported by numerical experiments for the parametric domain problem, illustrating the efficiency of the proposed approach and providing further insight on numerical aspects. Although the methods and ideas are carried out for the steady-state diffusion equation, they extend easily to other elliptic and parabolic PDEs.

Least angle regression, relaxed lasso, and elastic net for algebraic multigrid of systems of elliptic partial differential equations

AbstractIn a sequence of papers, the author examined several statistical affinity measures for selecting the coarse degrees of freedom (CDOFs) or coarse nodes (Cnodes) in algebraic multigrid (AMG) for systems of elliptic partial differential equations (PDEs). These measures were applied to a set of relaxed vectors that exposes the problematic error components. Once the CDOFs are determined using any one of these measures, the interpolation operator is constructed in a bootstrap AMG (BAMG) procedure. However, in a recent paper of Kahl and Rottmann, the statistical least angle regression (LARS) method was utilized in the coarsening procedure and shown to be promising in the CDOF selection. This method is generally used in the statistics community to select the most relevant variables in constructing a parsimonious model for a very complicated and high‐dimensional model or data set (i.e., variable selection for a “reduced” model). As pointed out by Kahl and Rottmann, the LARS procedure has the ability to detect group relations between variables, which can be more useful than binary relations that are derived from strength‐of‐connection, or affinity measures, between pairs of variables. Moreover, by using an updated Cholesky factorization approach in the regression computation, the LARS procedure can be performed efficiently even when the original set of variables is large; and due to the LARS formulation itself (i.e., its ‐norm constraint), sparse interpolation operators can be generated. In this article, we extend the LARS coarsening approach to systems of PDEs. Furthermore, we incorporate some modifications to the LARS approach based on the so‐called elastic net and relaxed lasso methods, which are well known and thoroughly analyzed in the statistics community for ameliorating several major issues with LARS as a variable selection procedure. We note that the original LARS coarsening approach may have addressed some of these issues in similar or other ways but due to the limited details provided there, it is difficult to determine the extent of their similarities. Incorporating these modifications (or effecting them in similar ways) leads to improved robustness in the LARS coarsening procedure, and numerical experiments indicate that the changes lead to faster convergence in the multigrid method. Moreover, the relaxed lasso modification permits an indirect BAMG (iBAMG) extension to the interpolation operator. This iBAMG extension applied in an intra‐ or inter‐variable interpolation setting (i.e., nodal‐based coarsening), as well as in variable‐based coarsening, which will not preserve the nodal structure of a finest‐level discretization on the lower levels of the multilevel hierarchy, will be examined. For the variable‐based coarsening, because of the parsimonious feature of LARS, the performance is reasonably good when applied to systems of PDEs albeit at a substantial additional cost over a nodal‐based procedure.

Inf-sup neural networks for high-dimensional elliptic PDE problems

Solving high dimensional partial differential equations (PDEs) has historically posed a considerable challenge when utilizing conventional numerical methods, such as those involving domain meshes. Recent advancements in the field have seen the emergence of neural PDE solvers, leveraging deep networks to effectively tackle high dimensional PDE problems. This study introduces Inf-SupNet, a model-based unsupervised learning approach designed to acquire solutions for a specific category of elliptic PDEs. The fundamental concept behind Inf-SupNet involves incorporating the inf-sup formulation of the underlying PDE into the loss function. The analysis reveals that the global solution error can be bounded by the sum of three distinct errors: the numerical integration error, the duality gap of the loss function (training error), and the neural network approximation error for functions within Sobolev spaces. To validate the efficacy of the proposed method, numerical experiments conducted in high dimensions demonstrate its stability and accuracy across various boundary conditions, as well as for both semi-linear and nonlinear PDEs.