We present a numerical method for the local solution of nonlinear programming problems. The SUMT approach of Fiacco and McCormick results in a merit function with quadratic penalties and logarithmic barriers. Our NLP solver works by directly minimizing this merit function.
In our method, we use different concepts that each shall aim at the efficient treatment of one respective special feature of this merit function. The features are: large quadratic penalty terms, and badly scaled logarithmic barriers.
The quadratic penalties are treated with a modified Augmented Lagrangian technique. It enables large step sizes despite nonlinearity of the equality constraints. The logarithmic barriers we treat with a primal-dual interior-point path-following technique.
We prove global convergence of the method and local quadratic convergence. We further prove weak polynomial time-complexity in the special case where the nonlinear program is a linear program.
We also use a trust-funnel so to avoid that the method converges to any stationary points that are infeasible to the constraints.
In this paper, the optimal choice of the interior penalty parameter of the discontinuous Galerkin finite element methods for both the elliptic problems and the Biot's systems are studied by utilizing the neural network and machine learning. It is crucial to choose the optimal interior penalty parameter, which is not too small or not too large for the stability, robustness, and efficiency of the numerical discretized solutions. Both linear regression and nonlinear artificial neural network methods are employed and compared using several numerical experiments to illustrate the capability of our …
We present a C0 interior penalty finite element method for the sixth-order phase field crystal equation. We demonstrate that the numerical scheme is uniquely solvable, unconditionally energy stable, and convergent. We remark that the novelty of this paper lies in the fact that this is the first C0 interior penalty finite element method developed for the phase field crystal equation. Additionally, the error analysis presented develops a detailed methodology for analyzing time dependent problems utilizing the C0 interior penalty method. We furthermore benchmark our method against numerical exper…
We propose a $\mathcal{C}^0$ Interior Penalty Method (C0-IPM) for the computational modelling of flexoelectricity, with application also to strain gradient elasticity, as a simplified case. Standard high-order $\mathcal{C}^0$ finite element approximations, with nodal basis, are considered. The proposed C0-IPM formulation involves second derivatives in the interior of the elements, plus integrals on the mesh faces (sides in 2D), that impose $\mathcal{C}^1$ continuity of the displacement in weak form. The formulation is stable for large enough interior penalty parameter, which can be estimated s…
In this paper, we study the convergence of adaptive mixed interior penalty discontinuous Galerkin method for H(curl)-elliptic problems. We first get the mixed model of H(curl)-elliptic problem by introducing a new intermediate variable. Then we discuss the continuous variational problem and discrete variational problem, which based on interior penalty discontinuous Galerkin approximation. Next, we construct the corresponding posteriori error indicator, and prove the contraction of the summation of the energy error and the scaled error indicator. At last, we confirm and illustrate the theoretic…
In this paper, we design the first residual type a posteriori error estimator for mixed interior penalty discontinuous Galerkin method for the H(curl)-elliptic problems. Then we prove that our residual based a posteriori error indicator is both reliable and efficient. At last, we present some numerical experiments to validate the performance of the indicator within an adaptive mesh refinement procedure.
In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a penalization function of the form $\mathcal{O}(1/h^{1+δ})$, where $h$ denotes the mesh size and $δ$ is a user-dependent parameter. We then quantify its direct impact on the convergence analysis, namely, the (strong) consistency, discrete coercivity, and boundedness (with $h^δ$-dependency), and we derive updated error estimates for both discrete energy- and $L^{2}$-norm…
Penalty-scaling effects in nonsymmetric interior-penalty DG discretizations of viscous rotating shallow-water equations
College of Science, National University of Defense Technology（国防科技大学理学院）；College of Meteorology and Oceanography, National University of Defense Technology（国防科技大学气象海洋学院）
In this paper, we revisit the $L_2$-norm error estimate for $C^0$-interior penalty analysis of Dirichlet boundary control problem governed by biharmonic operator. In this work, we have relaxed the interior angle condition of the domain from $120$ degrees to $180$ degrees, therefore this analysis can be carried out for any convex domain. The theoretical findings are illustrated by numerical experiments. Moreover, we propose a new analysis to derive the error estimates for the biharmonic equation with Cahn-Hilliard type boundary condition under minimal regularity assumption.
In this paper we analyze a pressure-robust method based on divergence-free mixed finite element methods with continuous interior penalty stabilization. The main goal is to prove an $O(h^{k+1/2})$ error estimate for the $L^2$ norm of the velocity in the convection dominated regime. This bound is pressure robust (the error bound of the velocity does not depend on the pressure) and also convection robust (the constants in the error bounds are independent of the Reynolds number).
We prove in an abstract setting that standard (continuous) Galerkin finite element approximations are the limit of interior penalty discontinuous Galerkin approximations as the penalty parameter tends to infinity. We apply this result to equations of non-negative characteristic form and the non-linear, time dependent system of incompressible miscible displacement. Moreover, we investigate varying the penalty parameter on only a subset of a triangulation and the effects of local super-penalization on the stability of the method, resulting in a partly continuous, partly discontinuous method in t…
In this paper, we propose a $C^{0}$ interior penalty method for $m$th-Laplace equation on bounded Lipschitz polyhedral domain in $\mathbb{R}^{d}$, where $m$ and $d$ can be any positive integers. The standard $H^{1}$-conforming piecewise $r$-th order polynomial space is used to approximate the exact solution $u$, where $r$ can be any integer greater than or equal to $m$. Unlike the interior penalty method in [T.~Gudi and M.~Neilan, {\em An interior penalty method for a sixth-order elliptic equation}, IMA J. Numer. Anal., \textbf{31(4)} (2011), pp. 1734--1753], we avoid computing $D^{m}$ of nume…
We propose a numerical approximation method for the Cahn-Hilliard equations that incorporates continuous data assimilation in order to achieve long time accuracy. The method uses a C$^0$ interior penalty spatial discretization of the fourth order Cahn-Hilliard equations, together with a backward Euler temporal discretization. We prove the method is long time stable and long time accurate, for arbitrarily inaccurate initial conditions, provided enough data measurements are incorporated into the simulation. Numerical experiments illustrate the effectiveness of the method on a benchmark test prob…
In this paper, we study the convergence of the nonsymmetric interior penalty Galerkin (NIPG) method on a Bakhvalov-type mesh for the first time. For this purpose, a new composite interpolation is designed, which solves the inherent difficulty of analysis on Bakhvalov-type meshes. More specifically, Gauss Radau interpolation and Gauss Lobatto interpolation are used outside and inside the layer, respectively. On the basis of that, by choosing the specific values of the penalty parameters at different mesh points, we derive the supercloseness of $k+1/2$th order ($k\ge 1$), and prove the convergen…
We modify the well-known interior penalty finite element discretization method so that it allows for element-by-element assembly. This is possible due to the introduction of additional unknowns associated with the interfaces between neighboring elements. The resulting bilinear form, and a Schur complement (reduced) version of it, are utilized in a number of auxiliary space preconditioners for the original conforming finite element discretization problem. These preconditioners are analyzed on the fine scale and their performance is illustrated on model second order scalar elliptic problems disc…
A Unified Transmissibility-Based Interior Penalty DG Method for Heterogeneous and Anisotropic Diffusion
Observatoire volcanologique du Piton de la Fournaise（富尔内斯火山观测站）；PIMENT, University of La Réunion, ESIROI（留尼汪大学）；ITES, University of Strasbourg, CNRS（斯特拉斯堡大学）
An hp-version interior penalty discontinuous Galerkin (IPDG) method under nonconforming meshes is proposed to solve the quad-curl eigenvalue problem. We prove well-posedness of the numerical scheme for the quad-curl equation and then derive an error estimate in a mesh-dependent norm, which is optimal with respect to h but has different p-version error bounds under conforming and nonconforming tetrahedron meshes. The hp-version discrete compactness of the DG space is established for the convergence proof. The performance of the method is demonstrated by numerical experiments using conforming/no…
An Interior Penalty Method with $C^0$ Finite Elements for the Approximation of the Maxwell Equations in Heterogeneous Media: Convergence Analysis with Minimal Regularity
In this paper, we consider numerical solutions of a time domain acoustic-elastic wave interaction problem which occurs between a bounded penetrable elastic body and a compressible inviscid fluid. It is also called the fluid-solid interaction problem. Firstly, an artificial boundary is introduced to transform the original transmission problem into a problem in a bounded region, and then its well-posed results are presented. We then employ a symmetric interior penalty discontinuous Galerkin method for the solution of the reduced interaction problem consisting of second-order wave equations. A pr…
In this paper, we propose a class of adaptive multiresolution (also called adaptive sparse grid) discontinuous Galerkin (DG) methods for simulating scalar wave equations in second order form in space. The two key ingredients of the schemes include an interior penalty DG formulation in the adaptive function space and two classes of multiwavelets for achieving multiresolution. In particular, the orthonormal Alpert's multiwavelets are used to express the DG solution in terms of a hierarchical structure, and the interpolatory multiwavelets are further introduced to enhance computational efficiency…
$hp$-Version robust interior penalty discontinuous Galerkin methods for the $p$-Laplacian on simplicial and on essentially arbitrarily-shaped element meshes
The Maxwell Institute for Mathematical Sciences & Department of Mathematics, Heriot-Watt University（赫瑞-瓦特大学）；Department of Mathematics, School of Mathematical and Physical Sciences, National Technical University of Athens（雅典国立技术大学）；IACM, FORTH（FORTH）；Institute of Analysis and Scientific Computing, Vienna University of Technology（维也纳工业大学）；Faculty of Mathematics, University of Vienna（维也纳大学）
本文研究了$ p $-拉普拉斯方程的$ hp $-版本不连续伽辽金方法，证明了新的迹型逆估计，确保了方法的无条件稳定性，并建立了先验范数误差估计。
In this paper we conduct a priori and a posteriori error analysis of the $C^0$ interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of the method, and provide one with an adaptive finite element method. In accordance with the proven regularity theory, we only assume that the solution of the Hamilton-Jacobi-Bellman equation belongs to $H^2$.
We develop a basic convergence analysis for an adaptive $\textsf{C}^0\textsf{IPG}$ method for the Biharmonic problem, which provides convergence without rates for all practically relevant marking strategies and all penalty parameters assuring coercivity of the method. The analysis hinges on embedding properties of (broken) Sobolev and BV spaces, and the construction of a suitable limit space. In contrast to the convergence result of adaptive discontinuous Galerkin methods for elliptic PDEs, by Kreuzer and Georgoulis [Math. Comp. 87 (2018), no.~314, 2611--2640], here we have to deal with the fa…
A nonoverlapping spectral additive Schwarz method for interior penalty discontinuous Galerkin discretizations of Anisotropic Elliptic Problems
Massachusetts Institute of Technology（麻省理工学院）；University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；State University of New York Polytechnic Institute（纽约州立理工大学）；Worcester Polytechnic Institute（伍斯特理工学院）
The quad-curl term is an essential part of the resistive magnetohydrodynamic (MHD) equation and the fourth order inverse electromagnetic scattering problem, which are both of great significance in science and engineering. It is desirable to develop efficient and practical numerical methods for the quad-curl problem. In this paper, we first present some new regularity results for the quad-curl problem on Lipschitz polyhedron domains and then propose a mixed finite element method for solving the quad-curl problem. With a {\em novel} discrete Sobolev imbedding inequality for the piecewise polynom…
We revisit the L2 norm error estimate for the C0 interior penalty analysis of fourth order Dirichlet boundary control problem. The L2 norm estimate for the optimal control is derived under reduced regularity assumption and this analysis can be carried out on any convex polygonal domains. Residual based a-posteriori error bounds are derived for optimal control, state and adjoint state variables under minimal regularity assumptions. The estimators are shown to be reliable and locally efficient. The theoretical findings are illustrated by numerical experiments.
In the present study, an interior-exterior penalty discontinuous Galerkin finite element method (DG-FEM) is analysed for solving Elastohydrodynamic lubrication (EHL) line and point contact problems. The existence of discrete penalized solution is examined using Brouwer's fixed point theorem. Furthermore, the uniqueness of solution is proved using Lipschitz continuity of the discrete solution map under light load parameter assumptions. A priori error estimates are achieved in $L^{2}$ and $H^{1}$ norms which are shown to be optimal in mesh size $h$ and suboptimal in polynomial degree $p$. The va…
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or the Crank-Nicolson method. Both the convection term and the associated stabilisation are treated explicitly using an extrapolated approximate solution. We prove stability of the method and the $τ^2 + h^{p+{\frac12}}$ error estimates for the $L^2$-norm under either the standard hyperbolic CFL condition, when piecewise affine ($p=1$) approximation is used, or in…
