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 optimality system is solved by Newton's method, where a linear system, that is similar to the first-order optimality systems considered for the linear model problems, has to be solved at each Newton step. We present various numerical experiments including results for adaptive space-time finite element discretizations based on residual-type error indicators. In the last two examples, we also consider semilinear parabolic optimal control problems with box constraints imposed on the control.
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 pi…
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.
This paper compares the performance of seven different element agglomeration algorithms on unstructured triangular/tetrahedral meshes when used as part of a geometric multigrid. Five of these algorithms come from the literature on AMGe multigrid and mesh partitioning methods. The resulting multigrid schemes are tested matrix-free on two problems in 2D and 3D taken from radiation transport applications; one of which is in the diffusion limit. In two dimensions all coarsening algorithms result in multigrid methods which perform similarly, but in three dimensions aggressive element agglomeration …
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 Lagrangian 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…
This work describes a concise algorithm for the generation of triangular meshes with the help of standard adaptive finite element methods. We demonstrate that a generic adaptive finite element solver can be repurposed into a triangular mesh generator if a robust mesh smoothing algorithm is applied between the mesh refinement steps. We present an implementation of the mesh generator and demonstrate the resulting meshes via examples.
This work concerns adaptive refinement procedures for meshes of polygonal virtual elements. Specifically, refinement procedures previously proposed by the authors for structured meshes are generalized for the challenging case of arbitrary element geometries arising in unstructured/Voronoi discretizations. Here, structured and unstructured meshes are considered and are created via Voronoi tessellation of sets of structured and unstructured seed points respectively. The novel mesh refinement procedures for both structured and unstructured meshes allow for accurate and efficient application of th…
A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in space. We use the idea of elliptic reconstructions and certain bounds for the Green's function of the parabolic operator.
We describe and analyze a finite element numerical scheme for the parabolic-parabolic Keller-Segel model. The scalar auxiliary variable method is used to retrieve the monotonic decay of the energy associated with the system at the discrete level. This method relies on the interpretation of the Keller-Segel model as a gradient flow. The resulting numerical scheme is efficient and easy to implement. We show the existence of a unique non-negative solution and that a modified discrete energy is obtained due to the use of the SAV method. We also prove the convergence of the discrete solutions to th…
We propose a new high order accurate nodal discontinuous Galerkin (DG) method for the solution of nonlinear hyperbolic systems of partial differential equations (PDE) on unstructured polygonal Voronoi meshes. Rather than using classical polynomials of degree N inside each element, in our new approach the discrete solution is represented by piecewise continuous polynomials of degree N within each Voronoi element, using a continuous finite element basis defined on a subgrid inside each polygon. We call the resulting subgrid basis an agglomerated finite element (AFE) basis for the DG method on ge…
The aim of this work is to show an abstract framework to analyze the numerical approximation by using a finite element method in space and a Backward-Euler scheme in time of a family of degenerate parabolic problems. We deduce sufficient conditions to ensure that the fully-discrete problem has a unique solution and to prove quasi-optimal error estimates for the approximation. Finally, we show a degenerate parabolic problem which arises from electromagnetic applications and deduce its well-posedness and convergence by using the developed abstract theory, including numerical tests to illustrate …
We present locally stabilized, conforming space-time finite element methods for parabolic evolution equations on hexahedral decompositions of the space-time cylinder. Tensor-product decompositions allow for anisotropic a priori error estimates, that are explicit in spatial and temporal meshsizes. Moreover, tensor-product finite elements are suitable for anisotropic adaptive mesh refinement strategies provided that an appropriate a posteriori discretization error estimator is available. We present such anisotropic adaptive strategies together with numerical experiments.
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.
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 an adaptive refinement algorithm for T-splines on unstructured 2D meshes. While for structured 2D meshes, one can refine elements alternatingly in horizontal and vertical direction, such an approach cannot be generalized directly to unstructured meshes, where no two unique global mesh directions can be assigned. To resolve this issue, we introduce the concept of direction indices, i.e., integers associated to each edge, which are inspired by theory on higher-dimensional structured T-splines. Together with refinement levels of edges, these indices essentially drive the refinement sch…
In this work, we present a novel error analysis for recovering a spatially dependent diffusion coefficient in an elliptic or parabolic problem. It is based on the standard regularized output least-squares formulation with an $H^1(Ω)$ seminorm penalty, and then discretized using the Galerkin finite element method with conforming piecewise linear finite elements for both state and coefficient, and backward Euler in time in the parabolic case. We derive \textit{a priori} weighted $L^2(Ω)$ estimates where the constants depend only on the given problem data for both elliptic and parabolic cases. Fu…
This article extends the semidiscrete maximal $L^p$-regularity results in [27] to multistep fully discrete finite element methods for parabolic equations with more general diffusion coefficients in $W^{1,d+β}$, where $d$ is the dimension of space and $β>0$. The maximal angles of $R$-boundedness are characterized for the analytic semigroup $e^{zA_h}$ and the resolvent operator $z(z-A_h)^{-1}$, respectively, associated to an elliptic finite element operator $A_h$. Maximal $L^p$-regularity, optimal $\ell^p(L^q)$ error estimate, and $\ell^p(W^{1,q})$ estimate are established for fully discrete fin…
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson method and extrapolation methods in the temporal direction. A novel discrete fractional Grönwall inequality is established. Thanks to the inequality, the error estimate of fully discrete scheme is obtained. Several numerical examples are provided to verify the effectiveness of the fully discrete numerical method.
The spectral element method constructed by the $Q^k$ ($k\geq 2$) continuous finite element method with $(k+1)$-point Gauss-Lobatto quadrature on rectangular meshes is a popular high order scheme for solving wave equations in various applications. It can also be regarded as a finite difference scheme on all Gauss-Lobatto points. We prove that this finite difference scheme is $(k+2)$-order accurate in discrete 2-norm for smooth solutions. The same proof can be extended to the spectral element method solving linear parabolic and Schrödinger equations. The main result also applies to the spectral …
A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both semidiscrete and fully discrete WG solutions are established in $L^{\infty}(L^2)$ and $L^{\infty}(H^1)$ norms for a general WG element $({\cal P}_{k}(K),\;{\cal P}_{j}(\partial K),\;\big[{\cal P}_{l}(K)\big]^2)$, where $k\ge 1$, $j\ge 0$ and $l\ge 0$ are arbitrary integers. The fully discrete space-time discretization is based on a first order in time Euler scheme. …
Different variants of the method of weighted residual finite element method are used to get a solution for the parabolic heat equation, which is considered to be the model equation for the steady state Navier-Stokes equations. Results show that the Collocation and the Least-Squares variants are more suitable for first order systems. Results also show that the Galerkin/Least-Squares method is more diffusive than other methods, and hence gives stable solutions for a wide range of Péclet numbers.
Error analysis of mixed finite element methods for nonlinear parabolic equations
School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(Ω\times(0,T)).$ We prove well-posedness and discuss some regularity results for the control problem. We derive the optimality system for the optimal control problem. The first order necessary optimality condition results in a simplified Signorini type problem for control variable. The space discretization of the state variable is done using conforming finite elements, …
The aim of this work is to show an abstract framework to analyze the numerical approximation for a family of linear degenerate parabolic mixed equations by using a finite element method in space and a Backward-Euler scheme in time. We consider sufficient conditions to prove that the fully-discrete problem has a unique solution and prove quasi-optimal error estimates for the approximation. Furthermore, we show that mixed finite element formulations arising from dynamics fluids (time-dependent Stokes problem) and from electromagnetic applications (eddy current models), can be analyzed as applica…
Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product structure of the space-time cylinder, the method allows for a family of trial spaces given as the spans of wavelets-in-time tensorized with (locally refined) finite element spaces-in-space. On spaces whose bases are indexed by double-trees, we derive an algorithm that applies the resulting bilinear forms in linear complexity. We provide extensive numerical …
A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward Euler scheme in time. The convergence rate $ O(τ^{1/2} + h^2) $ is rigorously derived.
Fully-Discrete Finite Element Approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise: II. 2D and 3D Case
Department of Mathematics, University of Crete（克里特大学数学系）
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 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 …
