Fractional Sobolev Norms Research Articles

Minimal residual methods in negative or fractional Sobolev norms

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error estimator. Furthermore, it allows for the treatment of general inhomogeneous boundary conditions. In many minimal residual formulations, however, one or more terms of the residual are measured in negative or fractional Sobolev norms. In this work, we provide a general approach to replace those norms by efficiently evaluable expressions without sacrificing quasi-optimality of the resulting numerical solution. We exemplify our approach by verifying the necessary inf-sup conditions for four formulations of a model second order elliptic equation with inhomogeneous Dirichlet and/or Neumann boundary conditions. We report on numerical experiments for the Poisson problem with mixed inhomogeneous Dirichlet and Neumann boundary conditions in an ultra-weak first order system formulation.

A Convenient Inclusion of Inhomogeneous Boundary Conditions in Minimal Residual Methods

Abstract Inhomogeneous essential boundary conditions can be appended to a well-posed PDE to lead to a combined variational formulation. The domain of the corresponding operator is a Sobolev space on the domain Ω on which the PDE is posed, whereas the codomain is a Cartesian product of spaces, among them fractional Sobolev spaces of functions on ∂ Ω \partial\Omega . In this paper, easily implementable minimal residual discretizations are constructed which yield quasi-optimal approximation from the employed trial space, in which the evaluation of fractional Sobolev norms is fully avoided.

Quantitative estimates for fractional Sobolev mappings in rational homotopy groups

Let N⊂RM be a smooth simply connected compact manifold without boundary. A rational homotopy subgroup of πN(N) is represented by a homomorphism deg:πN(N)→R.For maps f:SN→N we give a quantitative estimate of its rational homotopy group element deg([f])∈R in terms of its fractional Sobolev-norm. That is, we show that for all β∈(β0(deg),1], |deg([f])|≤C(deg)[f]Wβ,Nβ(SN)N+L(deg)β.Here C(deg)>0, L(deg)∈N, β0(deg)∈(0,1) are computable from the rational homotopy group represented by deg. This extends earlier work by Van Schaftingen and the second author on the Hopf degree to the Novikov’s integral representation for rational homotopy groups as developed by Sullivan, Novikov, Hardt and Rivière.

Exponential convergence of hp FEM for spectral fractional diffusion in polygons

For the spectral fractional diffusion operator of order 2s, s in (0,1), in bounded, curvilinear polygonal domains varOmega subset {{mathbb {R}}}^2 we prove exponential convergence of two classes of hp discretizations under the assumption of analytic data (coefficients and source terms, without any boundary compatibility), in the natural fractional Sobolev norm {mathbb {H}}^s(varOmega ). The first hp discretization is based on writing the solution as a co-normal derivative of a 2+1-dimensional local, linear elliptic boundary value problem, to which an hp-FE discretization is applied. A diagonalization in the extended variable reduces the numerical approximation of the inverse of the spectral fractional diffusion operator to the numerical approximation of a system of local, decoupled, second order reaction-diffusion equations invarOmega . Leveraging results on robust exponential convergence of hp-FEM for second order, linear reaction diffusion boundary value problems in varOmega , exponential convergence rates for solutions uin {mathbb {H}}^s(varOmega ) of mathcal {L}^s u = f follow. Key ingredient in this hp-FEM are boundary fitted meshes with geometric mesh refinement towardspartial varOmega . The second discretization is based on exponentially convergent numerical sinc quadrature approximations of the Balakrishnan integral representation of mathcal {L}^{-s} combined with hp-FE discretizations of a decoupled system of local, linear, singularly perturbed reaction-diffusion equations invarOmega . The present analysis for either approach extends to (polygonal subsets {widetilde{mathcal {M}}} of) analytic, compact 2-manifolds {mathcal {M}}, parametrized by a global, analytic chart chi with polygonal Euclidean parameter domain varOmega subset {{mathbb {R}}}^2. Numerical experiments for model problems in nonconvex polygonal domains and with incompatible data confirm the theoretical results. Exponentially small bounds on Kolmogorov n-widths of solution sets for spectral fractional diffusion in curvilinear polygons and for analytic source terms are deduced.

Coercivity of the Dirichlet-to-Neumann Operator and Applications to the Muskat Problem

We consider the Dirichlet-to-Neumann operator in strip-like and half-space domains with Lipschitz boundary. It is shown that the quadratic form generated by the Dirichlet-to-Neumann operator controls some sharp homogeneous fractional Sobolev norms. As an application, we prove that the global Lipschitz solutions constructed in Dong et al. (2021) for the one-phase Muskat problem decays exponentially in time in any Hölder norm Cα, α ∈ (0,1).

Analysis of non-conforming DPG methods on polyhedral meshes using fractional Sobolev norms

The work is concerned with two problems: (a) analysis of a discontinuous Petrov–Galerkin (DPG) method set up in fractional energy spaces, (b) use of the results to investigate a non-conforming version of the DPG method for general polyhedral meshes. We use the ultraweak variational formulation for the model Laplace equation. The theoretical estimates are supported with 3D numerical experiments.

On the L∞ convergence of a conservative Fourier pseudo‐spectral method for the space fractional nonlinear Schrödinger equation

AbstractIn this paper, we take the space fractional nonlinear Schrödinger as an example to establish the L∞ convergence error analysis for the conservative Fourier pseudo‐spectral method, which has not been studied. We introduce a new fractional Sobolev norm to construct the discrete fractional Sobolev space, and also prove some important lemmas for the new fractional Sobolev norm. Based on these lemmas and energy method, a priori error estimate for the method can be established. Then, we are able to prove that the Fourier pseudo‐spectral method is unconditionally convergent with order O(τ2 + Nα/2 − r) in the discrete L∞ norm, where τ is the time step and N is the number of collocation points used in the spectral method. Numerical examples are presented to verify the theoretical analysis.

Adaptive BEM for elliptic PDE systems, part I: abstract framework, for weakly-singular integral equations

In the present work, we consider weakly-singular integral equations arising from linear second-order elliptic PDE systems with constant coefficients, including, e.g. linear elasticity. We introduce a general framework for optimal convergence of adaptive Galerkin BEM. We identify certain abstract conditions for the underlying meshes, the corresponding mesh-refinement strategy, and the ansatz spaces that guarantee that the weighted-residual error estimator is reliable and converges at optimal algebraic rate if used within an adaptive algorithm. These conditions are satisfied, e.g. for discontinuous piecewise polynomials on simplicial meshes as well as certain ansatz spaces used for isogeometric analysis. Technical contributions include the localization of (non-local) fractional Sobolev norms and local inverse estimates for the (non-local) boundary integral operators associated to the PDE system.

Unexpected quadratic behaviors for the small-time local null controllability of scalar-input parabolic equations

We consider scalar-input control systems in the vicinity of an equilibrium, at which the linearized systems are not controllable. For finite dimensional control systems, the authors recently classified the possible quadratic behaviors. Quadratic terms introduce coercive drifts in the dynamics, quantified by integer negative Sobolev norms, which are linked to Lie brackets and which prevent smooth small-time local controllability for the full nonlinear system.In the context of nonlinear parabolic equations, we prove that the same obstructions persist. More importantly, we prove that two new behaviors occur, which are impossible in finite dimension. First, there exists a continuous family of quadratic obstructions quantified by fractional negative Sobolev norms or by weighted variations of them. Second, and more strikingly, small-time local null controllability can sometimes be recovered from the quadratic expansion. We also construct a system for which an infinite number of directions are recovered using a quadratic expansion.As in the finite dimensional case, the relation between the regularity of the controls and the strength of the possible quadratic obstructions plays a key role in our analysis.

Fractional Sobolev norms and BV functions on manifolds

The bounded variation seminorm and the Sobolev seminorm on compact manifolds are represented as a limit of fractional Sobolev seminorms. This establishes a characterization of functions of bounded variation and of Sobolev functions on compact manifolds. As an application the special case of sets of finite perimeter is considered.

Preconditioning trace coupled 3d‐1d systems using fractional Laplacian

Multiscale or multiphysics problems often involve coupling of partial differential equations posed on domains of different dimensionality. In this work, we consider a simplified model problem of a 3d‐1d coupling and the main objective is to construct algorithms that may utilize standard multilevel algorithms for the 3d domain, which has the dominating computational complexity. Preconditioning for a system of two elliptic problems posed, respectively, in a three‐dimensional domain and an embedded one dimensional curve and coupled by the trace constraint is discussed. Investigating numerically the properties of the well‐defined discrete trace operator, it is found that negative fractional Sobolev norms are suitable preconditioners for the Schur complement of the system. The norms are employed to construct a robust block diagonal preconditioner for the coupled problem.

Interpolations and fractional Sobolev spaces in Carnot groups

In this paper we present an interpolation approach to the fractional Sobolev spaces in Carnot groups using the K-method. This approach provides us with a different characterization of these Sobolev spaces, moreover, it provides us with the limiting behavior of the fractional Sobolev norms at the end-points. This allows us to deduce results similar to the Bourgain–Brezis–Mironescu and Maz’ya–Shaposhnikova in the case p>1 and Dávila’s result in the case p=1. Also, this allows us to deduce the limiting behavior of the fractional perimeter in Carnot groups.

Preconditioned Dirichlet-Dirichlet Methods for Optimal Control of Elliptic PDE

Abstract The discretization of optimal control of elliptic partial differential equations problems yields optimality conditions in the form of large sparse linear systems with block structure. Correspondingly, when the solution method is a Dirichlet-Dirichlet non-overlapping domain decomposition method, we need to solve interface problems which inherit the block structure. It is therefore natural to consider block preconditioners acting on the interface variables for the acceleration of Krylov methods with substructuring preconditioners. In this paper we describe a generic technique which employs a preconditioner block structure based on the fractional Sobolev norms corresponding to the domains of the boundary operators arising in the matrix interface problem, some of which may include a dependence on the control regularization parameter. We illustrate our approach on standard linear elliptic control problems. We present analysis which shows that the resulting iterative method converges independently of the size of the problem. We include numerical results which indicate that performance is also independent of the control regularization parameter and exhibits only a mild dependence on the number of the subdomains.

Brézis–Gallouet–Wainger-type inequality with critical fractional Sobolev space and BMO

In this paper, we prove the Brézis–Gallouet–Wainger-type inequality involving the BMO norm, the fractional Sobolev norm, and the logarithmic norm of C˙η, for η∈(0,1).

A Gradient Flow Approach to the Porous Medium Equation with Fractional Pressure

We consider a family of fractional porous media equations, recently studied by Caffarelli and V\'azquez. We show the construction of a weak solution as Wasserstein gradient flow of a square fractional Sobolev norm. Energy dissipation inequality, regularizing effect and decay estimates for the $L^p$ norms are established. Moreover, we show that a classical porous medium equation can be obtained as a limit case.

Spectral Element Method for Parabolic Initial Value Problem with Non-Smooth Data: Analysis and Application

In this paper, a least-squares spectral element method for parabolic initial value problem for two space dimension on parallel computers is presented. The theory is also valid for three dimension. This method gives exponential accuracy in both space and time. The method is based on minimization of residuals in terms of the partial differential equation and initial condition, in different Sobolev norms, and a term which measures the jump in the function and its derivatives across inter-element boundaries in appropriate fractional Sobolev norms. Rigorous error estimates for this method are given. Some specific numerical examples are solved to show the efficiency of this method.

An implicit midpoint difference scheme for the fractional Ginzburg–Landau equation

This paper proposes and analyzes an efficient difference scheme for the nonlinear complex Ginzburg-Landau equation involving fractional Laplacian. The scheme is based on the implicit midpoint rule for the temporal discretization and a weighted and shifted Gr\"unwald difference operator for the spatial fractional Laplacian. By virtue of a careful analysis of the difference operator, some useful inequalities with respect to suitable fractional Sobolev norms are established. Then the numerical solution is shown to be bounded, and convergent in the $l^2_h$ norm with the optimal order $O(\tau^2+h^2)$ with time step $\tau$ and mesh size $h$. The a priori bound as well as the convergence order hold unconditionally, in the sense that no restriction on the time step $\tau$ in terms of the mesh size $h$ needs to be assumed. Numerical tests are performed to validate the theoretical results and effectiveness of the scheme.

Nonconforming Least-Squares Spectral Element Method for European Options

Several methods have been proposed in the literature for solving the Black–Scholes equation for European Options. The method proposed in the current study achieves spectral accuracy in both space and time. The method is based on minimization of a functional given in terms of the sum of squares of the residuals in the partial differential equation and initial condition in different Sobolev norms, and a term which measures the jump in the function and its derivatives across inter-element boundaries in appropriate fractional Sobolev norms. To obtain values of the solution and its derivatives the initial condition is mollified and the computed solution is post processed. Error estimates are obtained for this method. Specific numerical examples are given to show the efficiency of this method.

New results on regularity and errors of harmonic interpolation using Radon projections

We study interpolation of harmonic functions in the unit disk with a finite number of values of the Radon projection along prescribed chords as the input data. We seek the interpolant in the space of harmonic polynomials in such a way that it matches the given projection values exactly. In this setting, we investigate schemes where all chords are divided into two sets of parallel chords. We give necessary and sufficient conditions for a scheme of this type to result in a uniquely solvable interpolation problem. As a second new result, we generalize the previously known error estimates for schemes with equispaced chord angles, both to allow for a larger class of chord choices and to obtain new error estimates in fractional Sobolev norms.

Geodesic completeness for Sobolev H s -metrics on the diffeomorphism group of the circle

We prove that the weak Riemannian metric induced by the fractional Sobolev norm $H^s$ on the diffeomorphisms group of the circle is geodesically complete, provided $s>3/2$.