The unique solvability and error analysis of the original Lagrange multiplier approach proposed in [8] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear algebraic equation arising from the original Lagrange multiplier approach to admit a unique solution in the neighborhood of its exact solution, and propose a modified Lagrange multiplier approach so that the computation can continue even if the aforementioned condition is not satisfied. Using Cahn-Hilliard equation as an example, we prove rigorously the unique solvability and establish optimal error estimates of a second-order Lagrange multiplier scheme assuming this condition and that the time step is sufficient small. We also present numerical results to demonstrate that the modified Lagrange multiplier approach is much more robust and can use much larger time step than the original Lagrange multiplier approach.
We propose a new Lagrange multiplier approach to construct positivity preserving schemes for parabolic type equations. The new approach introduces a space-time Lagrange multiplier to enforce the positivity with the Karush-Kuhn-Tucker (KKT) conditions. We then use a predictor-corrector approach to construct a class of positivity schemes: with a generic semi-implicit or implicit scheme as the prediction step, and the correction step, which enforces the positivity, can be implemented with negligible cost. We also present a modification which allows us to construct schemes which, in addition to po…
We develop in this paper two classes of length preserving schemes for the Landau-Lifshitz equation based on two different Lagrange multiplier approaches. In the first approach, the Lagrange multiplier $λ(\bx,t)$ equals to $|\nabla m(\bx,t)|^2$ at the continuous level, while in the second approach, the Lagrange multiplier $λ(\bx,t)$ is introduced to enforce the length constraint at the discrete level and is identically zero at the continuous level. By using a predictor-corrector approach, we construct efficient and robust length preserving higher-order schemes for the Landau-Lifshitz equation, …
In the second part of this series, we use the Lagrange multiplier approach proposed in the first part \cite{CheS21} to construct efficient and accurate bound and/or mass preserving schemes for a class of semi-linear and quasi-linear parabolic equations. We establish stability results under a general setting, and carry out an error analysis for a second-order bound preserving scheme with a hybrid spectral discretization in space. We apply our approach to several typical PDEs which preserve bound and/or mass, also present ample numerical results to validate our approach.
In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results are established for the proposed method, including: monotonicity of iteration error, geometrical decay of the residual, convergence for exact data, stability and semi-convergence for noisy data. Numerical experiments are presented for an elliptic parameter identification two-dimensional EIT problem. The performance of our strategy is compared with standard imp…
The numerical approximation of incompressible fluid-structure interaction problems with Lagrange multiplier is generally based on strongly coupled schemes. This delivers unconditional stability but at the expense of solving a computationally demanding coupled system at each time-step. For the case of the coupling with immersed thin-walled solids, we introduce a class of semi-implicit coupling schemes which avoids strongly coupling without compromising stability and accuracy. A priori energy and error estimates are derived. The theoretical results are illustrated through numerical experiments i…
In this article we propose a novel nonstationary iterated Tikhonov (NIT) type method for obtaining stable approximate solutions to ill-posed operator equations modeled by linear operators acting between Hilbert spaces. Geometrical properties of the problem are used to derive a new strategy for choosing the sequence of regularization parameters (Lagrange multipliers) for the NIT iteration. Convergence analysis for this new method is provided. Numerical experiments are presented for two distinct applications: I) A 2D elliptic parameter identification problem (Inverse Potential Problem); II) An i…
We propose a new Lagrange Multiplier approach to design unconditional energy stable schemes for gradient flows. The new approach leads to unconditionally energy stable schemes that are as accurate and efficient as the recently proposed SAV approach \cite{SAV01}, but enjoys two additional advantages: (i) schemes based on the new approach dissipate the original energy, as opposed to a modified energy in the recently proposed SAV approach \cite{SAV01}; and (ii) they do not require the nonlinear part of the free energy to be bounded from below as is required in the SAV approach. The price we pay f…
In this paper, we consider a primal-dual domain decomposition method for total variation regularized problems appearing in mathematical image processing. The model problem is transformed into an equivalent constrained minimization problem by tearing-and-interconnecting domain decomposition. Then, the continuity constraints on the subdomain interfaces are treated by introducing Lagrange multipliers. The resulting saddle point problem is solved by the first order primal-dual algorithm. We apply the proposed method to image denoising, inpainting, and segmentation problems with either $L^2$-fideli…
Accurate numerical simulation of coupled fracture/fault deformation and fluid flow is crucial to the performance and safety assessment of many subsurface systems. In this work, we consider the discretization and enforcement of contact conditions at such surfaces. The bulk rock deformation is simulated using low-order continuous finite elements, while frictional contact conditions are imposed by means of a Lagrange multiplier method. We employ a cell-centered finite-volume scheme to solve the fracture fluid mass balance equation. From a modeling perspective, a convenient choice is to use a sing…
Coupled partial differential equations defined on domains with different dimensionality are usually called mixed dimensional PDEs. We address mixed dimensional PDEs on three-dimensional (3D) and one-dimensional domains, giving rise to a 3D-1D coupled problem. Such problem poses several challenges from the standpoint of existence of solutions and numerical approximation. For the coupling conditions across dimensions, we consider the combination of essential and natural conditions, basically the combination of Dirichlet and Neumann conditions. To ensure a meaningful formulation of such condition…
This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential. Therefore, dissipative numerical methods, which are numerical methods replicating the dissipation law, have been studied in the literature. Recently, Cheng, Liu, and Shen proposed a novel dissipative method, the Lagrange multiplier approach, for gradient flows, which is computationally cheaper than existing dissipative methods. Although their efficacy is numerically…
A Relaxed Lagrange Multiplier Approach for Phase Field Models
University of Macau（澳门大学）；The Chinese University of Hong Kong (Shenzhen)（香港中文大学（深圳））；Shenzhen International Center for Industrial and Applied Mathematics, Shenzhen Research Institute of Big Data（深圳大数据研究院工业与应用数学国际中心）
A novel finite element formulation for gradient-regularized damage models is presented which allows for the robust, efficient, and mesh-independent simulation of damage phenomena in engineering and biological materials. The paper presents a Lagrange multiplier based mixed finite element formulation for finite strains. Thereby, no numerical stabilization or penalty parameters are required. On the other hand, no additional degrees of freedom appear for the Lagrange multiplier which is achieved through a suitable FE-interpolation scheme allowing for static condensation. In contrast to competitive…
This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of Lagrange multipliers defined over the interfaces of adjacent subdomains. The method falls into the class of primal hybrid methods, which also include the well-known mortar method. Differently from the mortar method, we discretize the space of basis functions on the interface by spectral approximation independently of the discretization of the two adjacent doma…
Structure-preserving upwind Lagrange multiplier schemes for solid-state dewetting with a logarithmic Flory--Huggins potential
School of Mathematics and Statistics, Henan University（河南大学数学与统计学院）；Center for Applied Mathematics of Henan Province, Henan University（河南省应用数学中心）；School of Artificial Intelligence, Wuhan University（武汉大学人工智能学院）
In this work we develop an a posteriori error analysis of a conforming mixed finite element method for solving the coupled problem arising in the interaction between a free fluid and a fluid in a poroelastic medium on isotropic meshes in $\mathbb{R}^d$, $d\in\{2,3\}$. The approach utilizes the semi-discrete formulation proposed by Ilona Ambartsumyan et al. in (Numerische Mathematik, October 2017). The a posteriori error estimate is based on a suitable evaluation on the residual of the finite element solution. It is proven that the a posteriori error estimate provided in this paper is both reli…
Internal interfaces in a domain could exist as a material defect or they can appear due to propagations of cracks. Discretization of such geometries and solution of the contact problem on the internal interfaces can be computationally challenging. We employ an unfitted Finite Element (FE) framework for the discretization of the domains and develop a tailored, globally convergent, and efficient multigrid method for solving contact problems on the internal interfaces. In the unfitted FE methods, structured background meshes are used and only the underlying finite element space has to be modified…
