In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the theoretical framework is non-standard, and the development of suitable numerical approximation procedures turns out to be highly challenging. In this paper, our aim is to present an iterative discretization methodology for the numerical solution of nonlinear variational problems with multiple (saddle point) solutions. In contrast to traditional numerical approximation schemes, which typically fail in such situations, the key idea of the current work is to employ a simultaneous interplay of a previously developed local minimax approach and adaptive Galerkin discretizations. We thereby derive an adaptive local minimax Galerkin (LMMG) method, which combines the search for saddle point solutions and their approximation in finite-dimensional spaces in a highly effective way. Under certain assumptions, we will prove that the generated sequence of approximate solutions converges to the solution set of the variational problem. This general framework will be applied to the specific context of finite element discretizations of (singularly perturbed) semilinear elliptic boundary value problems, and a series of numerical experiments will be presented.
In this work, we characterize the existence of solution for a certain variational inequality by means of a classical minimax theorem. In addition, we propose a numerical algorithm for the solution of an inverse problem associated with a variational inequality. To this end we state a collage-type result in this variational framework.
We study the order of convergence of Galerkin variational integrators for ordinary differential equations. Galerkin variational integrators approximate a variational (Lagrangian) problem by restricting the space of curves to the set of polynomials of degree at most $s$ and approximating the action integral using a quadrature rule. We show that, if the quadrature rule is sufficiently accurate, the order of the integrators thus obtained is $2s$.
We analyze Galerkin discretizations of a new well-posed mixed space-time variational formulation of parabolic PDEs. 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 in [IMA J. Numer. Anal., 33(1) (2013), pp. 242-260] by R. Andreev and in [Comput. Methods Appl. Math., 15(4) (2015), pp. 551-566] by O. Steinbach.
Proximal Discontinuous Galerkin Methods for Variational Inequalities
CERMICS, CNRS, ENPC, Institut Polytechnique de Paris（CERMICS，法国国家科学研究中心，巴黎国立高等路桥学校，巴黎理工学院）；Centre Inria de Paris（巴黎Inria中心）；Division of Applied Mathematics, Brown University（布朗大学应用数学系）；Department of Computational Applied Mathematics and Operations Research, Rice University（莱斯大学计算应用数学与运筹学系）
Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables adaptivity in space and time as well as model reduction w.r.t. both type of variables. In this paper, we show that matrix oriented techniques can significantly reduce the computational timings for solving the arising linear systems outperforming both time-stepping schemes and other solvers.
In this paper, we present two Hermite polynomial based approaches to derive one-step numerical integrators for mechanical systems. These methods are based on discretizing the configuration using Hermite polynomials which leads to numerical trajectories continuous in both configuration and velocity. First, we incorporate Hermite polynomials for time-discretization and derive one-step variational methods by discretizing the Lagrange-d'Alembert principle over a single time step. Second, we present the Galerkin approach to derive one-step numerical integrators by setting the weighted average of th…
The discontinuous Galerkin (DG) time-stepping method applied to abstract evolution equation of parabolic type is studied using a variational approach. We establish the inf-sup condition or Babuška--Brezzi condition for the DG bilinear form. Then, a nearly best approximation property and a nearly symmetric error estimate are obtained as corollaries. Moreover, the optimal order error estimates under appropriate regularity assumption on the solution are derived as direct applications of the standard interpolation error estimates. Our method of analysis is new for the DG time-stepping method; it d…
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 subopti…
Stochastic Galerkin and Monte-Carlo methods for parabolic problems: Numerical performance of variational matrix-free approximations
Helmut Schmidt University, University of the Federal Armed Forces Hamburg（赫尔穆特·施密特大学，德国联邦国防军汉堡大学）；University of Magdeburg, Institute for Analysis and Numerics（马格德堡大学，分析与数值研究所）
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…
We present a unified analysis for a family of variational time discretization methods, including discontinuous Galerkin methods and continuous Galerkin-Petrov methods, applied to non-stiff initial value problems. Besides the well-definedness of the methods, the global error and superconvergence properties are analyzed under rather weak abstract assumptions which also allow considerations of a wide variety of quadrature formulas. Numerical experiments illustrate and support the theoretical results.
We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence of neural networks. The finite-dimensional subspaces are then used to define a standard Galerkin approximation of the variational equation. This approach enjoys a number of advantages, including: the sequential nature of the algorithm offers a systematic approach to enhancing the accuracy of a given approximation; the sequential enhancements provide a useful…
This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and Mittag-Leffler function. Then several optimal error estimates are derived with low regularity data. Finally, numerical experiments are conducted to verify the theoretical results.
We devise and analyze a class of interior penalty discontinuous Galerkin methods for nonlinear and nonsmooth variational problems. Discrete duality relations are derived that lead to optimal error estimates in the case of total-variation regularized minimization or obstacle problems. The analysis provides explicit estimates that precisely determine the role of stabilization parameters. Numerical experiments suppport the optimality of the estimates.
We introduce a very weak 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 s…
We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial ansatz order while the other one is associated with the global smoothness that is ensured by higher order collocation conditions at both ends of the subintervals. The presented methods provide the same stability properties as dG or cGP. Provided that suitable quadrature rules of Hermite type for evaluating the integrals in the variational conditions are used, the…
In this paper, we propose a Galerkin finite element method for the elliptic optimal control problem governed by the Riesz space-fractional PDEs on 2D domains with control variable being discretized by variational discretization technique. The optimality condition is derived and priori error estimates of control, costate and state variables are successfully established. Numerical test is carried out to illustrate the accuracy performance of this approach.
Convergence of Discontinuous Galerkin Methods for Quasiconvex and Relaxed Variational Problems
Computer, Electrical, Mathematical Sciences and Engineering Division, KAUST（计算机、电气、数学科学与工程系，阿卜杜拉国王科技大学）；Department of Mathematics, University of Sussex（萨塞克斯大学数学系）；Institute of Applied & Computational Mathematics, Foundation for Research & Technology-Hellas（应用与计算数学研究所，希腊研究与技术基金会）；Department of Mathematics and Applied Mathematics, University of Crete（克里特大学数学与应用数学系）；Faculty of Civil Engineering-Czech Technical University of Prague（捷克布拉格工业大学土木工程学院）
We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise polynomials of this space-time variational formulation require a CFL condition to ensure stability. To overcome this restriction in the case of piecewise multilinear, continuous ansatz and test functions, a stabilisation is well-known, which leads to an unconditionally stable space-time finite element method. In this work, we generalise this stabilisation idea fro…
Time-dependent Maxwell's equations govern electromagnetics. Under certain conditions, we can rewrite these equations into a partial differential equation of second order, which in this case is the vectorial wave equation. For the vectorial wave, we investigate the numerical application and the challenges in the implementation. For this purpose, we consider a space-time variational setting, i.e. time is just another spatial dimension. More specifically, we apply integration by parts in time as well as in space, leading to a space-time variational formulation with different trial and test spaces…
We introduce and analyze a stress-based formulation for Zener's model in linear viscoelasticity. The method is aimed to tackle efficiently heterogeneous materials that admit purely elastic and viscoelastic parts in their composition. We write the mixed variational formulation of the problem in terms of a class of tensorial wave equation and obtain an energy estimate that guaranties the well-posedness of the problem through a standard Galerkin procedure. We propose and analyze mixed continuous and discontinuous Galerkin space discretizations of the problem and derive optimal error bounds for ea…
Variational Formulations for Explicit Runge-Kutta Methods
University of the Basque Country (UPV/EHU)（巴斯克大学）；BCAM-Basque Center for Applied Mathematics（巴斯克应用数学中心）；IKERBASQUE, Basque Foundation for Science（伊卡巴萨奎，巴斯克科学基金会）；Western Australian School of Mines, Faculty of Science and Engineering, Curtin University（科廷大学科学与工程 faculties 西澳大利亚矿业学院）；Commonwealth Scientific and Industrial Research Organisation (CSIRO)（联邦科学与工业研究组织）
In this paper, we study the existence, regularity, and approximation of the solution for a class of nonlinear fractional differential equations. {In order to do this}, suitable variational formulations are defined for a nonlinear boundary value problems with Riemann-Liouville and Caputo fractional derivatives together with the homogeneous Dirichlet condition. We {investigate} the well-posedness and also the regularity of the corresponding weak solutions. Then, we develop a Galerkin finite element approach {\color{blue}for} the numerical approximation of the weak formulations and {drive a prior…
This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different discretizations in the differential and algebraic equations. At the same time, they are designed to have a property called variational consistency, i.e., the choice of the discretization of the constraint determines the discretization of the Lagrange multiplier. For the case of linear constraints, we prove convergence of order r+1 both for the state and the multip…
In this article, a reliable and efficient a posteriori error estimator of residual type is derived for a class of discontinuous Galerkin methods for the frictional contact problem with reduced normal compliance which is modeled as a quasi-variational inequality. We further derive a priori error estimates in the energy norm under the minimal regularity assumption on the exact solution. The convergence behavior of error over uniform mesh and the performance of error estimator are illustrated by the numerical results.
This paper is devoted to the numerical analysis of a control constrained distributed optimal control problem subject to a time fractional diffusion equation with non-smooth initial data. The solutions of state and co-state are decomposed into singular and regular parts, and some growth estimates are obtained for the singular parts. Following the variational discretization concept, a full discretization is applied to the corresponding state and co-state equations by using linear conforming finite element method in space and piecewise constant discontinuous Galerkin method in time. By the growth…
