Second-order Elliptic Boundary Value Problems Research Articles

Rates of robust superlinear convergence of preconditioned Krylov methods for elliptic FEM problems

This paper considers the iterative solution of finite element discretizations of second-order elliptic boundary value problems. Mesh independent estimations are given for the rate of superlinear convergence of preconditioned Krylov methods, involving the connection between the convergence rate and the Lebesgue exponent of the data. Numerical examples demonstrate the theoretical results.

Finite element study of V-shaped crack-tip fields in a three-dimensional nonlinear strain-limiting elastic body

We study the crack-tip fields in a three-dimensional (3D) plate with a V-shaped crack employing Rajagopal’s theory of elasticity with the strain-limiting effect. The classical linear elastic fracture mechanics (LEFM) theory bears a well-documented inconsistency, i.e., for a static crack problem under the traction-free boundary condition, the LEFM theory predicts singular crack-tip strains. Such results are inconsistent with the constitutive relation derived using the assumption of uniform bound for the strain values. Instead, Rajagopal’s recent theory of elasticity provides implicit constitutive relations between the linearized strain and Cauchy stress in which one can impose an a-priori upper bound for strains. We formulate the strain-limiting theory comprehensively in this article. The linearized strain is expressed as a nonlinear function of the Cauchy stress. The equation for the equilibrium of the linear momentum under a special type of nonlinear constitutive relation reduces to a second-order quasilinear elliptic boundary value problem (BVP). Using a Picard-type linearization and a continuous Galerkin-type finite element technique, we solve several BVPs with tensile and shear displacement loading. The numerical results for the strains, the stresses, the stress intensity factor (SIF), and strain energy density (SED) are obtained for different Poisson values, strain-limiting parametric values, and the V-shaped angles. The growth of the near-tip strains is far less than that of stresses, and the results for both the SIF and SED are also consistent with the results from LEFM. Our work demonstrates that the framework of Rajagopal’s theory of elasticity can provide a basis for developing physically meaningful and mathematically well-posed BVPs to study evolution of cracks, damage, nucleation, or failure in elastic bodies.

Discontinuous Galerkin methods for an elliptic optimal control problem with a general state equation and pointwise state constraints

We investigate discontinuous Galerkin methods for an elliptic optimal control problem with a general state equation and pointwise state constraints on general polygonal domains. We show that discontinuous Galerkin methods for general second-order elliptic boundary value problems can be used to solve the elliptic optimal control problems with pointwise state constraints. We establish concrete error estimates and numerical experiments are shown to support the theoretical results.

Finite element study of V-shaped crack-tip fields in a three-dimensional nonlinear strain-limiting elastic body

We study the crack-tip fields in a three-dimensional (3D) plate with a V-shaped crack employing Rajagopal’s theory of elasticity with the strain-limiting effect. The classical linear elastic fracture mechanics (LEFM) theory bears a well-documented inconsistency, i.e., for a static crack problem under the traction-free boundary condition, the LEFM theory predicts singular crack-tip strains. Such results are inconsistent with the constitutive relation derived using the assumption of uniform bound for the strain values. Instead, Rajagopal’s recent theory of elasticity provides implicit constitutive relations between the linearized strain and Cauchy stress in which one can impose an a-priori upper bound for strains. We formulate the strain-limiting theory comprehensively in this article. The linearized strain is expressed as a nonlinear function of the Cauchy stress. The equation for the equilibrium of the linear momentum under a special type of nonlinear constitutive relation reduces to a second-order quasilinear elliptic boundary value problem (BVP). Using a Picard-type linearization and a continuous Galerkin-type finite element technique, we solve several BVPs with tensile and shear displacement loading. The numerical results for the strains, the stresses, the stress intensity factor (SIF), and strain energy density (SED) are obtained for different Poisson values, strain-limiting parametric values, and the V-shaped angles. The growth of the near-tip strains is far less than that of stresses, and the results for both the SIF and SED are also consistent with the results from LEFM. Our work demonstrates that the framework of Rajagopal’s theory of elasticity can provide a basis for developing physically meaningful and mathematically well-posed BVPs to study evolution of cracks, damage, nucleation, or failure in elastic bodies.

Goal-oriented a-posteriori estimation of model error as an aid to parameter estimation

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

On Some Convergence Properties for Finite Element Approximations to the Inverse of Linear Elliptic Operators

This paper deals with convergence theorems of the Galerkin finite element approximation for the second-order elliptic boundary value problems. Under some quite general settings, we show not only the pointwise convergence but also prove that the norm of approximate operator converges to the corresponding norm for the inverse of a linear elliptic operator. Since the approximate norm estimates of linearized inverse operator play an essential role in the numerical verification method of solutions for non-linear elliptic problems, our result is also important in terms of guaranteeing its validity. Furthermore, the present method can also be applied to more general elliptic problems, e.g., biharmonic problems and so on.

Two-grid hp-version discontinuous Galerkin finite element methods for quasilinear elliptic PDEs on agglomerated coarse meshes

This article considers the extension of two-grid hp-version discontinuous Galerkin finite element methods for the numerical approximation of second-order quasilinear elliptic boundary value problems of monotone type to the case when agglomerated polygonal/polyhedral meshes are employed for the coarse mesh approximation. We recall that within the two-grid setting, while it is necessary to solve a nonlinear problem on the coarse approximation space, only a linear problem must be computed on the original fine finite element space. In this article, the coarse space will be constructed by agglomerating elements from the original fine mesh. Here, we extend the existing a priori and a posteriori error analysis for the two-grid hp-version discontinuous Galerkin finite element method from Congreve et al. [1] for coarse meshes consisting of standard element shapes to include arbitrarily agglomerated coarse grids. Moreover, we develop an hp-adaptive two-grid algorithm to adaptively design the fine and coarse finite element spaces; we stress that this is undertaken in a fully automatic manner, and hence can be viewed as blackbox solver. Numerical experiments are presented for two- and three-dimensional problems to demonstrate the computational performance of the proposed hp-adaptive two-grid method.

An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients

Extrapolation cascadic multigrid (EXCMG) method with the conjugate gradient smoother is shown to be an efficient solver for large sparse symmetric positive definite systems resulting from linear finite element discretization of second-order elliptic boundary value problems [Pan et al. J. Comput. Phys. 344 (2017) 499–515]. In this paper, we generalize the EXCMG method to solve a class of spatial fractional diffusion equations (SFDEs) with variable coefficients. Both steady-state and time-dependent problems are considered. First of all, space-fractional derivatives defined in Riemann–Liouville sense are discretized by using the weighted average of shifted Grünwald formula, which results in a fully dense and nonsymmetric linear system for the steady-state problem, or a semi-discretized ODE system for the time-dependent problem. Then, to solve the former problem, we propose the EXCMG method with the biconjugate gradient stabilized smoother to deal with the dense and nonsymmetric linear system. Next, such technique is extended to solve the latter problem since it becomes fully discrete when the Crank-Nicolson scheme is introduced to handle the temporal derivative. Finally, several numerical examples are reported to show that the EXCMG method is an efficient solver for both steady-state and time-dependent SFDEs, and performs much better than the V-cycle multigrid method with banded-splitting smoother for time-dependent SFDEs [Lin et al. J. Comput. Phys. 336 (2017) 69–86].

Convergence and quasi-optimal cost of adaptive algorithms for nonlinear operators including iterative linearization and algebraic solver

We consider a second-order elliptic boundary value problem with strongly monotone and Lipschitz-continuous nonlinearity. We design and study its adaptive numerical approximation interconnecting a finite element discretization, the Banach–Picard linearization, and a contractive linear algebraic solver. In particular, we identify stopping criteria for the algebraic solver that on the one hand do not request an overly tight tolerance but on the other hand are sufficient for the inexact (perturbed) Banach–Picard linearization to remain contractive. Similarly, we identify suitable stopping criteria for the Banach–Picard iteration that leave an amount of linearization error that is not harmful for the residual a posteriori error estimate to steer reliably the adaptive mesh-refinement. For the resulting algorithm, we prove a contraction of the (doubly) inexact iterates after some amount of steps of mesh-refinement/linearization/algebraic solver, leading to its linear convergence. Moreover, for usual mesh-refinement rules, we also prove that the overall error decays at the optimal rate with respect to the number of elements (degrees of freedom) added with respect to the initial mesh. Finally, we prove that our fully adaptive algorithm drives the overall error down with the same optimal rate also with respect to the overall algorithmic cost expressed as the cumulated sum of the number of mesh elements over all mesh-refinement, linearization, and algebraic solver steps. Numerical experiments support these theoretical findings and illustrate the optimal overall algorithmic cost of the fully adaptive algorithm on several test cases.

An Elliptic Boundary Value Problem with Fractional Nonlinearity

We investigate the existence and uniqueness of solutions to second-order elliptic boundary value problems containing a power nonlinearity applied to a fractional Laplacian. We detect the critical power separating the existence from the nonexistence regimes. For the existence results, we make use of a particular class of weighted Sobolev spaces to compensate for boundary singularities which are naturally built in the problem.

An adaptively enriched coarse space for Schwarz preconditioners for P1 discontinuous Galerkin multiscale finite element problems

Abstract In this paper, we propose a two-level additive Schwarz domain decomposition preconditioner for the symmetric interior penalty Galerkin method for a second-order elliptic boundary value problem with highly heterogeneous coefficients. A specific feature of this preconditioner is that it is based on adaptively enriching its coarse space with functions created by solving generalized eigenvalue problems on thin patches covering the subdomain interfaces. It is shown that the condition number of the underlined preconditioned system is independent of the contrast if an adequate number of functions are used to enrich the coarse space. Numerical results are provided to confirm this claim.

The optimal convergence of finite element methods for the three-dimensional second-order elliptic boundary value problem with singularity

Let x0∈Ω. Assume that Gx0(x) satisfies the elliptic boundary value problem LGx0(x)≡∂∂xj(aij(x)∂Gx0(x)∂xi)=δ(x−x0),inΩ,Gx0(x)=0on∂Ω, where Ω⊂ℜ3 is a convex polyhedral domain. In this article, we propose specially graded meshes Th. Furthermore, we obtain an L2(Ω)-error estimate of order hk+1|ln⁡h|32 for approximations with a Pk finite element method.

Adaptive $$\mathbf{hp}$$-FEM for eigenvalue computations

We design an adaptive procedure for approximating a selected eigenvalue and its eigen-space for a second-order elliptic boundary-value problem, using an hp finite element method. Such iterative procedure judiciously alternates between a stage in which a near-optimal hp-mesh for the current level of accuracy is generated, and a stage in which such mesh is sufficiently refined to produce a new, enhanced approximation of the eigenfunctions. We identify conditions on the initial mesh and the operator coefficients under which the procedure yields approximations that converge at a geometric rate independent of any discretization parameter, using a number of degrees of freedom comparable to the smallest number needed to get the achieved accuracy. We detail the second stage for a single eigenvalue, relying on a p-robust saturation property.

English

Consider a second-order elliptic boundary value problem in three dimensions with locally smooth coefficients and solution. Discuss local superconvergence estimates for the tensor-product finite element approximation on a regular family of rectangular meshes. It will be shown that, by the estimates for the discrete Green’s function and discrete derivative Green’s function, and the relationship of norms in the finite element space such as L2 -norms, W1,∞ -norms, and negative-norms in locally smooth subsets of the domain Ω, locally pointwise superconvergence occurs in function values and derivatives.

Numerical approximation of fractional powers of elliptic operators

Abstract In this paper, we develop and study algorithms for approximately solving linear algebraic systems: ${{\mathcal{A}}}_h^\alpha u_h = f_h$, $ 0< \alpha <1$, for $u_h, f_h \in V_h$ with $V_h$ a finite element approximation space. Such problems arise in finite element or finite difference approximations of the problem $ {{\mathcal{A}}}^\alpha u=f$ with ${{\mathcal{A}}}$, for example, coming from a second-order elliptic operator with homogeneous boundary conditions. The algorithms are motivated by the method of Vabishchevich (2015, Numerically solving an equation for fractional powers of elliptic operators. J. Comput. Phys., 282, 289–302) that relates the algebraic problem to a solution of a time-dependent initial value problem on the interval $[0,1]$. Here we develop and study two time-stepping schemes based on diagonal Padé approximation to $(1+x)^{-\alpha }$. The first one uses geometrically graded meshes in order to compensate for the singular behaviour of the solution for $t$ close to $0$. The second algorithm uses uniform time stepping, but requires smoothness of the data $f_h$ in discrete norms. For both methods, we estimate the error in terms of the number of time steps, with the regularity of $f_h$ playing a major role for the second method. Finally, we present numerical experiments for ${{\mathcal{A}}}_h$ coming from the finite element approximations of second-order elliptic boundary value problems in one and two spatial dimensions.

Coupling finite elements and auxiliary sources

We consider second-order scalar elliptic boundary value problems on unbounded domains, which model, for instance, electrostatic fields. We propose a discretization that relies on a Trefftz approximation by multipole auxiliary sources in some parts of the domain and on standard mesh-based primal Lagrangian finite elements in other parts. Several approaches are developed and, based on variational saddle point theory, rigorously analyzed to couple both discretizations across the common interface:1. Least-squares-based coupling using techniques from PDE-constrained optimization.2. Coupling through Dirichlet-to-Neumann operators.3. Three-field variational formulation in the spirit of mortar finite element methods.We compare these approaches in a series of numerical experiments.

Interior Penalty Discontinuous Galerkin Method for Magnetostatic Field Problems in Two Dimensions

An interior penalty discontinuous Galerkin method for solving 2-D magnetostatic field problems using the magnetic vector potential ${A}$ is presented. The use of the ${A}$ -formulation in two dimensions results in a second-order elliptic boundary value problem. Due to the proposed method, the scheme is symmetric and the resulting mass matrix is block diagonal, whereas each block belongs to one element of the triangulation. The applicability of the method is demonstrated by solving a simple 2-D C-shaped ferromagnetic material with a coil surrounding one part of the magnetic yoke. Thereby, the permeability of the material is supposed to be homogeneous and isotropic. The solution ${A}$ and the resulting field quantities are compared with the standard finite element analysis.

An $hp$-adaptive Newton-discontinuous-Galerkin finite element approach for semilinear elliptic boundary value problems

In this paper we develop an hp-adaptive procedure for the numerical solution of general second-order semilinear elliptic boundary value problems, with possible singular perturbation. Our approach combines both adaptive Newton schemes and an hp-version adaptive discontinuous Galerkin finite element discretisation, which, in turn, is based on a robust hp-version a posteriori residual analysis. Numerical experiments underline the robustness and reliability of the proposed approach for various examples.

Exponential Convergence of hp-FEM for Elliptic Problems in Polyhedra: Mixed Boundary Conditions and Anisotropic Polynomial Degrees

We prove exponential rates of convergence of hp-version finite element methods on geometric meshes consisting of hexahedral elements for linear, second-order elliptic boundary value problems in axiparallel polyhedral domains. We extend and generalize our earlier work for homogeneous Dirichlet boundary conditions and uniform isotropic polynomial degrees to mixed Dirichlet–Neumann boundary conditions and to anisotropic, which increase linearly over mesh layers away from edges and vertices. In particular, we construct $$H^1$$ -conforming quasi-interpolation operators with N degrees of freedom and prove exponential consistency bounds $$\exp (-b\root 5 \of {N})$$ for piecewise analytic functions with singularities at edges, vertices and interfaces of boundary conditions, based on countably normed classes of weighted Sobolev spaces with non-homogeneous weights in the vicinity of Neumann edges.

Symmetric Interior Penalty Discontinuous Galerkin Methods for Elliptic Problems in Polygons

We analyze symmetric interior penalty discontinuous Galerkin (DG) finite element methods for linear, second-order elliptic boundary-value problems in polygons $\Omega$ with straight edges where solutions exhibit singular behavior near corners, and at boundary points where boundary conditions change. To resolve corner singularities, we admit both graded meshes and bisection refinement meshes. We prove that judiciously chosen refinement parameters in these mesh families imply optimal asymptotic rates of convergence with respect to the total number of degrees of freedom $N$, both for the DG energy norm error and the $L^2$-norm error. The sharpness of our asymptotic convergence rate estimates is confirmed in a series of numerical experiments.