Space-time Variational Formulation Research Articles

A space-time mixed finite element method for reduced fracture flow models on nonmatching grids

This paper is concerned with the numerical solution of the flow problem in a fractured porous medium where the fracture is treated as a lower dimensional object embedded in the rock matrix. We consider a space-time mixed variational formulation of such a reduced fracture model with mixed finite element approximations in space and discontinuous Galerkin discretization in time. Different spatial and temporal grids are used in the subdomains and in the fracture to adapt to the heterogeneity of the problem. Analysis of the numerical scheme, including well-posedness of the discrete problem, stability and a priori error estimates, is presented. Using substructuring techniques, the coupled subdomain and fracture system is reduced to a space-time interface problem which is solved iteratively by GMRES. Each GMRES iteration involves solution of time-dependent problems in the subdomains using the method of lines with local spatial and temporal discretizations. The convergence of GMRES is proved by using the field-of-values analysis and the properties of the discrete space-time interface operator. Numerical experiments are carried out to illustrate the performance of the proposed iterative algorithm and the accuracy of the numerical solution.

Space-Time FEM for the Vectorial Wave Equation under Consideration of Ohm’s Law

Abstract The ability to deal with complex geometries and to go to higher orders is the main advantage of space-time finite element methods. Therefore, we want to develop a solid background from which we can construct appropriate space-time methods. In this paper, we will treat time as another space direction, which is the main idea of space-time methods. First, we will briefly discuss how exactly the vectorial wave equation is derived from Maxwell’s equations in a space-time structure, taking into account Ohm’s law. Then we will derive a space-time variational formulation for the vectorial wave equation using different trial and test spaces. This paper has two main goals. First, we prove unique solvability for the resulting Galerkin–Petrov variational formulation. Second, we analyze the discrete equivalent of the equation in a tensor product and show conditional stability, i.e., under a CFL condition. Understanding the vectorial wave equation and the corresponding space-time finite element methods is crucial for improving the existing theory of Maxwell’s equations and paves the way to computations of more complicated electromagnetic problems.

An ultra-weak space-time variational formulation for the Schrödinger equation

We present a well-posed ultra-weak space-time variational formulation for the time-dependent version of the linear Schrödinger equation with an instationary Hamiltonian. We prove optimal inf-sup stability and introduce a space-time Petrov-Galerkin discretization with optimal discrete inf-sup stability.We show norm-preservation of the ultra-weak formulation. The inf-sup optimal Petrov-Galerkin discretization is shown to be asymptotically norm-preserving, where the deviation is shown to be in the order of the discretization. In addition, we introduce a Galerkin discretization, which has suboptimal inf-sup stability but exact norm-preservation.Numerical experiments underline the performance of the ultra-weak space-time variational formulation, especially for non-smooth initial data.

Space-Time Least-Squares Finite Element Methods for Parabolic Distributed Optimal Control Problems

Abstract We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time variational formulation of parabolic equations which is coercive in the energy norm, and a Lagrange multiplier. Our final formulation fulfills the Babuška–Brezzi conditions on the continuous as well as discrete level, without restrictions. Consequently, we can allow for final-time desired states, and obtain an a posteriori error estimator which is efficient and reliable up to an additional discretization error of the adjoint problem. Numerical experiments confirm our theoretical findings.

A Posteriori Error Estimation for the Optimal Control of Time-Periodic Eddy Current Problems

Abstract This work presents the multiharmonic analysis and derivation of functional type a posteriori estimates of a distributed eddy current optimal control problem and its state equation in a time-periodic setting. The existence and uniqueness of the solution of a weak space-time variational formulation for the optimality system and the forward problem are proved by deriving inf-sup and sup-sup conditions. Using the inf-sup and sup-sup conditions, we derive guaranteed, sharp and fully computable bounds of the approximation error for the optimal control problem and the forward problem in the functional type a posteriori estimation framework. We present here the first computational results on the derived estimates.

A space–time variational method for optimal control problems: well-posedness, stability and numerical solution

We consider an optimal control problem constrained by a parabolic partial differential equation with Robin boundary conditions. We use a space–time variational formulation in Lebesgue–Bochner spaces yielding a boundedly invertible solution operator. The abstract formulation of the optimal control problem yields the Lagrange function and Karush–Kuhn–Tucker conditions in a natural manner. This results in space–time variational formulations of the adjoint and gradient equation in Lebesgue–Bochner spaces, which are proven to be boundedly invertible. Necessary and sufficient optimality conditions are formulated and the optimality system is shown to be boundedly invertible. Next, we introduce a conforming uniformly stable simultaneous space–time (tensorproduct) discretization of the optimality system in these Lebesgue–Bochner spaces. Using finite elements of appropriate orders in space and time for trial and test spaces, this setting is known to be equivalent to a Crank–Nicolson time-stepping scheme for parabolic problems. Comparisons with existing methods are detailed. We show numerical comparisons with time-stepping methods. The space–time method shows good stability properties and requires fewer degrees of freedom in time to reach the same accuracy.

A Space-Time Multiscale Mortar Mixed Finite Element Method for Parabolic Equations

We develop a space-time mortar mixed finite element method for parabolic problems. The domain is decomposed into a union of subdomains discretized with nonmatching spatial grids and asynchronous time steps. The method is based on a space-time variational formulation that couples mixed finite elements in space with discontinuous Galerkin in time. Continuity of flux (mass conservation) across space-time interfaces is imposed via a coarse-scale space-time mortar variable that approximates the primary variable. Uniqueness, existence, and stability as well as a priori error estimates for the spatial and temporal errors are established. A space-time nonoverlapping domain decomposition method is developed that reduces the global problem to a space-time coarse-scale mortar interface problem. Each interface iteration involves solving in parallel space-time subdomain problems. The spectral properties of the interface operator and the convergence of the interface iteration are analyzed. Numerical experiments are provided that illustrate the theoretical results and the flexibility of the method for modeling problems with features that are localized in space and time.

Numerical Solutions of Quasilinear Parabolic Problems by a Continuous Space-Time Finite Element Scheme

In this paper, continuous space-time finite element methods are developed for approximating a class of quasilinear parabolic problems in space and in time, simultaneously. The basis of the whole approach is on a space-time variational formulation where streamline upwind terms and interface jump terms are further added for stabilizing the discretization in the direction of time. Error estimates are shown and are verified numerically through a series of numerical tests. Emphasis is placed on investigating the asymptotic convergence of the error parts, which are related to the time discretization.

An ultraweak space-time variational formulation for the wave equation: Analysis and efficient numerical solution

We introduce an ultraweak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time Petrov–Galerkin discretization with optimal discrete inf-sup stability, obtained by a non-standard definition of the trial space. As a consequence, the numerical approximation error is equal to the residual, which is particularly useful for a posteriori error estimation. For the arising discrete linear systems in space and time, we introduce efficient numerical solvers that appropriately exploit the equation structure, either at the preconditioning level or in the approximation phase by using a tailored Galerkin projection. This Galerkin method shows competitive behavior concerning wall-clock time, accuracy and memory as compared with a standard time-stepping method in particular in low regularity cases. Numerical experiments with a 3D (in space) wave equation illustrate our findings.

A wavelet-in-time, finite element-in-space adaptive method for parabolic evolution equations

In this work, an r-linearly converging adaptive solver is constructed for parabolic evolution equations in a simultaneous space-time variational formulation. Exploiting the product structure of the space-time cylinder, the family of trial spaces that we consider are given as the spans of wavelets-in-time and (locally refined) finite element spaces-in-space. Numerical results illustrate our theoretical findings.

A note on a modified Hilbert transform

The Hilbert transform is a useful tool in the mathematical analysis of time-dependent partial differential equations in order to prove coercivity estimates in anisotropic Sobolev spaces in case of a bounded spatial domain Ω, but an infinite time interval . Instead, a modified Hilbert transform can be used if we consider a finite time interval . In this note we prove that the classical and the modified Hilbert transformations differ by a compact perturbation, when a suitable extension of a function defined on a bounded time interval onto is used. This result is important when we deal with space–time variational formulations of time-dependent partial differential equations, and for the implementation of related space–time finite and boundary element methods for the numerical solution of parabolic and hyperbolic equations with the heat and wave equations as model problems, respectively.

Minimal residual space-time discretizations of parabolic equations: Asymmetric spatial operators

We consider a minimal residual discretization of a simultaneous space-time variational formulation of parabolic evolution equations. Under the usual ‘LBB’ stability condition on pairs of trial- and test spaces we show quasi-optimality of the numerical approximations without assuming symmetry of the spatial part of the differential operator. Under a stronger LBB condition we show error estimates in an energy-norm that are independent of this spatial differential operator.

Efficient Direct Space-Time Finite Element Solvers for Parabolic Initial-Boundary Value Problems in Anisotropic Sobolev Spaces

We consider a space-time variational formulation of parabolic initial-boundary value problems in anisotropic Sobolev spaces in combination with a Hilbert-type transformation. This variational setti...

An Exact Realization of a Modified Hilbert Transformation for Space-Time Methods for Parabolic Evolution Equations

Abstract We present different possibilities of realizing a modified Hilbert type transformation as it is used for Galerkin–Bubnov discretizations of space-time variational formulations for parabolic evolution equations in anisotropic Sobolev spaces of spatial order 1 and temporal order 1 2 \frac{1}{2} . First, we investigate the series expansion of the definition of the modified Hilbert transformation, where the truncation parameter has to be adapted to the mesh size. Second, we introduce a new series expansion based on the Legendre chi function to calculate the corresponding matrices for piecewise polynomial functions. With this new procedure, the matrix entries for a space-time finite element method for parabolic evolution equations are computable to machine precision independently of the mesh size. Numerical results conclude this work.

On Hamiltonian continuum mechanics

Continuum mechanics can be formulated in the Lagrangian frame (addressing motion of individual continuum particles) or in the Eulerian frame (addressing evolution of fields in an inertial frame). There is a canonical Hamiltonian structure in the Lagrangian frame. By transformation to the Eulerian frame we find the Poisson bracket for Eulerian continuum mechanics with deformation gradient (or the related distortion matrix). Both Lagrangian and Eulerian Hamiltonian structures are then discussed from the perspective of space–time variational formulation and by means of semidirect products and Lie algebras. Finally, we discuss the importance of the Jacobi identity in continuum mechanics and approaches to prove hyperbolicity of the evolution equations and their gauge invariance.

Stability of Galerkin discretizations of a mixed space–time variational formulation of parabolic evolution equations

Abstract We analyze Galerkin discretizations of a new well-posed mixed space–time variational formulation of parabolic partial differential equations. For suitable pairs of finite element trial spaces, the resulting Galerkin operators are shown to be uniformly stable. The method is compared to two related space–time discretization methods introduced by Andreev (2013, Stability of sparse space-time finite element discretizations of linear parabolic evolution equations. IMA J. Numer. Anal., 33, 242–260) and by Steinbach (2015, Space-time finite element methods for parabolic problems. Comput. Methods Appl. Math., 15, 551–566).

Petrov–Galerkin space-time hp-approximation of parabolic equations in H1/2

Abstract We analyse a class of variational space-time discretizations for a broad class of initial boundary value problems for linear, parabolic evolution equations. The space-time variational formulation is based on fractional Sobolev spaces of order $1/2$ and the Riemann–Liouville derivative of order $1/2$ with respect to the temporal variable. It accommodates general, conforming space discretizations and naturally accommodates discretization of infinite horizon evolution problems. We prove an inf-sup condition for $hp$-time semidiscretizations with an explicit expression of stable test functions given in terms of Hilbert transforms of the corresponding trial functions; inf-sup constants are independent of temporal order and the time-step sequences, allowing quasi-optimal, high-order discretizations on graded time-step sequences, and also $hp$-time discretizations. For solutions exhibiting Gevrey regularity in time and taking values in certain weighted Bochner spaces, we establish novel exponential convergence estimates in terms of $N_t$, the number of (elliptic) spatial problems to be solved. The space-time variational setting allows general space discretizations and, in particular, for spatial $hp$-FEM discretizations. We report numerical tests of the method for model problems in one space dimension with typical singular solutions in the spatial and temporal variable. $hp$-discretizations in both spatial and temporal variables are used without any loss of stability, resulting in overall exponential convergence of the space-time discretization.

Space–time variational methods for Maxwell's equations

AbstractThe efficient and accurate numerical solution of the time–dependent Maxwell equations is one of the most challenging tasks, see, e.g., [1]. Besides semi–discretization methods such as the method of lines and Laplace transformation approaches, space–time variational formulations became popular in recent years. Here the variational principle is applied simultaneously in space and time, which later requires the solution of the global linear system of algebraic equations. But this can be done in parallel, and the space–time formulation allows for an adaptive resolution of the solution in space and time simultaneously. Following previous work [3,5] on the acoustic wave equation we present two variational formulations for the solution of the electromagnetic wave equation.

Explicit-in-time goal-oriented adaptivity

Goal-oriented adaptivity is a powerful tool to accurately approximate physically relevant solution features for partial differential equations. In time dependent problems, we seek to represent the error in the quantity of interest as an integral over the whole space–time domain. A full space–time variational formulation allows such representation. Most authors employ implicit time marching schemes to perform goal-oriented adaptivity as it is known that they can be reinterpreted as Galerkin methods. In this work, we consider variational forms for explicit methods in time. We derive an appropriate error representation and propose a goal-oriented adaptive algorithm in space. For that, we derive the forward Euler method in time employing a discontinuous-in-time Petrov–Galerkin formulation. In terms of time domain adaptivity, we impose the Courant–Friedrichs–Lewy condition to ensure the stability of the method. We provide some numerical results in 1D space + time for the diffusion and advection–diffusion equations to show the performance of the proposed explicit-in-time goal-oriented adaptive algorithm.

Numerical methods for time-fractional evolution equations with nonsmooth data: A concise overview

Over the past few decades, there has been substantial interest in evolution equations that involve a fractional-order derivative of order α∈(0,1) in time, commonly known as subdiffusion, due to their many successful applications in engineering, physics, biology and finance. Thus, it is of paramount importance to develop and to analyze efficient and accurate numerical methods for reliably simulating such models, and the literature on the topic is vast and fast growing. The present paper gives a concise overview on numerical schemes for the subdiffusion model with nonsmooth problem data, which are important for the numerical analysis of many problems arising in optimal control, inverse problems and stochastic analysis. We focus on the following topics of the subdiffusion model: regularity theory, Galerkin finite element discretization in space, time-stepping schemes (including convolution quadrature and L1 type schemes), and space–time variational formulations, and compare the results with that for standard parabolic problems. Further, these aspects are showcased with illustrative numerical experiments and complemented with perspectives and pointers to relevant literature.