We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a Tikhonov regularization term and of the $L^1$-norm of the control that accounts for its spatio-temporal sparsity. We use a space-time Petrov-Galerkin finite element discretization for the first-order necessary optimality system of the associated discrete optimal sparse control problem. The discretization is based on a variational formulation that employs piecewise linear finite elements simultaneously in space and time. Finally, the discrete nonlinear optimality system that consists of coupled forward-backward state and adjoint state equations is solved by a semismooth Newton method.
This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babuška's theorem, we show well-posedness of the first-order optimality systems for a typical model problem with linear state equations, but without control constraints. This is done for both continuous and discrete levels. Based on these results, we derive discretization error estimates. Then we consider a semilinear parabolic optimal control problem arising from the Schlögl model. The associated nonlinear …
This work presents, analyzes and tests stabilized space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of space-time tracking parabolic optimal control problems with the standard $L_2$-regularization.
We consider the inverse source problem in the parabolic equation, where the unknown source possesses the semi-discrete formulation. Theoretically, we prove that the flux data from any nonempty open subset of the boundary can uniquely determine the semi-discrete source. This means the observed area can be extremely small, and that is why we call the data as sparse boundary data. For the numerical reconstruction, we formulate the problem from the Bayesian sequential prediction perspective and conduct the numerical examples which estimate the space-time-dependent source state by state. To better …
We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space and time, coefficients. Distributional sources are also admitted. Discontinuous coefficients, non-smooth boundaries, changing boundary conditions, non-smooth or incompatible initial conditions, and non-smooth right-hand sides can lead to non-smooth solutions. We present new a priori and a posteriori error estimates for low-regularity solutions. In order to …
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional semi-linear parabolic PDEs. This scheme is inspired by the approach coming from machine learning and developed using deep neural networks in Han and al. [32]. Our algorithm is based on a Picard iteration scheme in which a sequence of linear-quadratic optimisation problem is solved by means of stochastic gradient descent (SGD) algorithm. In the framework of a line…
A finite volume method on general meshes for a degenerate parabolic convection-reaction-diffusion equation
EDF R&D（法国电力集团研发部）；Laboratoire de Mathématiques, Université de Paris-Sud 11（巴黎第十一大学数学实验室）；CNRS and Laboratoire de Mathématiques, Université de Paris-Sud 11（法国国家科学研究中心及巴黎第十一大学数学实验室）
We design a virtual element method for the numerical treatment of the two-dimensional parabolic variational inequality problem on unstructured polygonal meshes. Due to the expected low regularity of the exact solution, the virtual element method is based on the lowest-order virtual element space that contains the subspace of the linear polynomials defined on each element. The connection between the nonnegativity of the virtual element functions and the nonnegativity of the degrees of freedom, i.e., the values at the mesh vertices, is established by applying the Maximum and Minimum Principle Th…
We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate diffusions. Boundary operators can generally be discontinuous across face-boundaries and type changes. Robin-type boundary conditions are discretised via a lower Dini derivative. In time the Bellman equation is approximated through IMEX schemes. Existence and uniqueness of numerical solutions follows through Howard's algorithm. Keywords: Finite element method,…
We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(Ω))$. By duality, the related norm can be evaluated by means of the solution of an elliptic quasi-stationary boundary value problem. When eliminating the control, we end up with the reduced optimality system that is nothing but the variational formulation of the coupled forward-backward primal and adjoint equations. Using Babuška's theorem, we prove unique solvability in the continuous case. Furthermore, we est…
We present a space-time least squares finite element method for the heat equation. It is based on residual minimization in L2 norms in space-time of an equivalent first order system. This implies that (i) the resulting bilinear form is symmetric and coercive and hence any conforming discretization is uniformly stable, (ii) stiffness matrices are symmetric, positive definite, and sparse, (iii) we have a local a-posteriori error estimator for free. In particular, our approach features full space-time adaptivity. We also present a-priori error analysis on simplicial space-time meshes which are hi…
We consider space-time tracking optimal control problems for linear para\-bo\-lic initial boundary value problems that are given in the space-time cylinder $Q = Ω\times (0,T)$, and that are controlled by the right-hand side $z_\varrho$ from the Bochner space $L^2(0,T;H^{-1}(Ω))$. So it is natural to replace the usual $L^2(Q)$ norm regularization by the energy regularization in the $L^2(0,T;H^{-1}(Ω))$ norm. We derive a priori estimates for the error $\|\widetilde{u}_{\varrho h} - \bar{u}\|_{L^2(Q)}$ between the computed state $\widetilde{u}_{\varrho h}$ and the desired state $\bar{u}$ in terms…
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic game theory and optimal control and show uniform convergence to the viscosity solution. Elliptic projections are used to manage singular behaviour at the boundary and to treat a violation of the consistency conditions from the framework by Barles and Souganidis by the numerical operators. Boundary conditions may be imposed in the viscosity or in the strong sense, or in a combination thereof. The presented monotone num…
A Parallel-in-Time Combination Method for Parabolic Problems
Institut für Numerische Simulation, Universität Bonn（波恩大学数值模拟研究所）；Fraunhofer Institut für Algorithmen und Wissenschaftliches Rechnen SCAI（弗劳恩霍夫算法与科学计算研究所）
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 setting is the starting point for the space-time Galerkin finite element discretization that leads to a large global linear system of algebraic equations. We propose and investigate new efficient direct solvers for this system. In particular, we use a tensor-product approach with piecewise polynomial, globally continuous ansatz and test functions. The developed solvers are based on the Bartels-Stewart met…
A brief summary of direct solution approaches for finite element methods (FEM) in computational electromagnetics (CEM) is given along with an alternative direct solution based on domain decomposition (DD). Unlike recent trends in approximate/low-rank solvers, this work focuses on `numerically exact' solution methods as they are more reliable for complex `real-life' models. Preliminary studies on general three dimensional geometries with unstructured FEM meshes suggest that the proposed direct DD methodology offers significant memory advantages over highly optimized, high-performance sparse dir…
Bound-Preserving Flux-Corrected Transport Methods for Solving Richards' Equation
Department of Civil and Environmental Engineering, Louisiana State University（路易斯安那州立大学土木与环境工程系）；TU Dortmund University（多特蒙德工业大学）；Center for Computation and Technology, Louisiana State University（路易斯安那州立大学计算与技术中心）
Applying Convolutional Neural Networks to Data on Unstructured Meshes with Space-Filling Curves
Imperial College London（帝国理工学院）；Department of Chemical Engineering, Imperial College London（帝国理工学院化学工程系）；Data Science Institute, Imperial College London（帝国理工学院数据科学研究所）
This work is devoted to the reconstruction of the initial temperature in the backward heat equation using the space-time finite element method on fully unstructured space-time simplicial meshes proposed by Steinbach (2015). Such a severely ill-posed problem is tackled by the standard Tikhonov regularization method. This leads to a related optimal control for an parabolic equation in the space-time domain. In this setting, the control is taken as initial condition, whereas the terminal observation data serve as target. The objective becomes a standard terminal observation functional combined wi…
