Multiple scale homogenization problems are reduced to single scale problems in higher dimension. It is shown that sparse tensor product Finite Element Methods (FEM) allow the numerical solution in complexity independent of the dimension and of the length scale. Problems with stochastic input data are reformulated as high dimensional deterministic problems for the statistical moments of the random solution. Sparse tensor product FEM give a deterministic solution algorithm of log-linear complexity for statistical moments.
Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically solving semilinear elliptic partial differential equations with random coefficients: 1) reformulate the problem as a functional minimization problem based on the direct method of calculus of variation; 2) solve the minimization problem using the stochastic gradient descent method. We provide the convergence criterion for the resulted stochastic gradient descent a…
Mesh sensitivity of finite element solution for linear elliptic partial differential equations is analyzed. A bound for the change in the finite element solution is obtained in terms of the mesh deformation and its gradient. The bound shows how the finite element solution changes continuously with the mesh. The result holds in any dimension and for arbitrary unstructured simplicial meshes, general linear elliptic partial differential equations, and general finite element approximations.
We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of Målqvist and Peterseim.
Finite element methods for a model elliptic distributed optimal control problem with pointwise state constraints are considered from the perspective of fourth order boundary value problems.
Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper "Dimension-adaptive tensor-product quadratuture" Computing (2003) …
We formulate and analyze a goal-oriented adaptive finite element method (GOAFEM) for a semilinear elliptic PDE and a linear goal functional. The strategy involves the finite element solution of a linearized dual problem, where the linearization is part of the adaptive strategy. Linear convergence and optimal algebraic convergence rates are shown.
In this paper, a unified family, for $n\geqslant2$ and $1\leqslant k \leqslant n-1$, of finite element schemes are presented for the primal weak formulation of the $n$-dimensional $H(\mathbf{d}^k)\cap H(\boldsymbolδ_k)$ elliptic problem.
We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is quasi-optimal in two dimensional space and sub-optimal in three dimensional space. Numerical simulations are provided to confirm our findings.
We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We perform a posteriori error analysis of Galerkin approximations and derive a reliable and efficient estimate for the energy error in these approximations. Practical versions of this error estimate are discussed and tested numerically for a model problem with non-affine parametric representation of the coefficient. Furthermore, we use the error reduction indica…
We prove that the superconvergence of $C^0$-$Q^k$ finite element method at the Gauss Lobatto quadrature points still holds if variable coefficients in an elliptic problem are replaced by their piecewise $Q^k$ Lagrange interpolant at the Gauss Lobatto points in each rectangular cell. In particular, a fourth order finite difference type scheme can be constructed using $C^0$-$Q^2$ finite element method with $Q^2$ approximated coefficients.
In this paper, we consider the balancing domain decomposition by constraints (BDDC) algorithm with adaptive coarse spaces for a class of stochastic elliptic problems. The key ingredient in the construction of the coarse space is the solutions of local spectral problems, which depend on the coefficient of the PDE. This poses a significant challenge for stochastic coefficients as it is computationally expensive to solve the local spectral problems for every realisation of the coefficient. To tackle this computational burden, we propose a machine learning approach. Our method is based on the use …
In this letter we compare the behaviour of standard Virtual Element Methods (VEM) and stabilization free Enlarged Enhancement Virtual Element Methods (E$^2$VEM) with the focus on some elliptic test problems whose solution and diffusivity tensor are characterized by anisotropies. Results show that the possibility to avoid an arbitrary stabilizing part, offered by E$^2$VEM methods, can reduce the magnitude of the error on general polygonal meshes and help convergence.
In this paper, we propose an extended mixed finite element method for elliptic interface problems. By adding some stabilization terms, we present a mixed approximation form based on Brezzi-Douglas-Marini element space and the piecewise constant function space, and show that the discrete inf-sup constant is independent of how the interface intersects the triangulation. Furthermore, we derive that the optimal convergence holds independent of the location of the interface relative to the mesh. Finally, some numerical examples are presented to verify our theoretical results.
We propose and analyse a fully adaptive strategy for solving elliptic PDEs with random data in this work. A hierarchical sequence of adaptive mesh refinements for the spatial approximation is combined with adaptive anisotropic sparse Smolyak grids in the stochastic space in such a way as to minimize the computational cost. The novel aspect of our strategy is that the hierarchy of spatial approximations is sample dependent so that the computational effort at each collocation point can be optimised individually. We outline a rigorous analysis for the convergence and computational complexity of t…
This paper presents a lowest-order immersed Raviart-Thomas mixed triangular finite element method for solving elliptic interface problems on unfitted meshes independent of the interface. In order to achieve the optimal convergence rates on unfitted meshes, an immersed finite element finite (IFE) is constructed by modifying the traditional Raviart-Thomas element. Some important properties are derived including the unisolvence of IFE basis functions, the optimal approximation capabilities of the IFE space and the corresponding commuting digram. Optimal error estimates are rigorously proved for t…
In this work we analyze a virtual element method on polyhedral meshes for solving the sixth-order elliptic problem with simply supported boundary conditions. We apply the Ciarlet-Raviart arguments to introduce an auxiliary unknown $σ:=-Δ^2 u$ and to search the main uknown $u$ in the $H^2\cap H_0^1$ Sobolev space. The virtual element discretization is well possed on a $C^1\times C^0$ virtual element spaces. We also provide the convergence and error estimates results. Finally, we report a series of numerical tests to verify the performance of numerical scheme.
An arbitrarily high order unfitted finite element method for elliptic interface problems with automatic mesh generation, Part II. Piecewise-smooth interfaces
A Morley-Wang-Xu (MWX) element method with a simply modified right hand side is proposed for a fourth order elliptic singular perturbation problem, in which the discrete bilinear form is standard as usual nonconforming finite element methods. The sharp error analysis is given for this MWX element method. And the Nitsche's technique is applied to the MXW element method to achieve the optimal convergence rate in the case of the boundary layers. An important feature of the MWX element method is solver-friendly. Based on a discrete Stokes complex in two dimensions, the MWX element method is decoup…
In this paper, we propose two families of nonconforming finite elements on $n$-rectangle meshes of any dimension to solve the sixth-order elliptic equations. The unisolvent property and the approximation ability of the new finite element spaces are established. A new mechanism, called the exchange of sub-rectangles, for investigating the weak continuities of the proposed elements is discovered. With the help of some conforming relatives for the $H^3$ problems, we establish the quasi-optimal error estimate for the tri-harmonic equation in the broken $H^3$ norm of any dimension. The theoretical …
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 article, we introduce a new partially penalized immersed finite element method (IFEM) for solving elliptic interface problems with multi-domains and triple-junction points. We construct new IFE functions on elements intersected with multiple interfaces or with triple-junction points to accommodate interface jump conditions. For non-homogeneous flux jump, we enrich the local approximating spaces by adding up to three local flux basis functions. Numerical experiments are carried out to show that both the Lagrange interpolations and the partial penalized IFEM solutions converge optimally …
A new primal-dual weak Galerkin (PDWG) finite element method is introduced and analyzed for the ill-posed elliptic Cauchy problems with ultra-low regularity assumptions on the exact solution. The Euler-Lagrange formulation resulting from the PDWG scheme yields a system of equations involving both the primal equation and the adjoint (dual) equation. The optimal order error estimate for the primal variable in a low regularity assumption is established. A series of numerical experiments are illustrated to validate effectiveness of the developed theory.
We design an adaptive unfitted finite element method on the Cartesian mesh with hanging nodes. We derive an hp-reliable and efficient residual type a posteriori error estimate on K-meshes. A key ingredient is a novel hp-domain inverse estimate which allows us to prove the stability of the finite element method under practical interface resolving mesh conditions and also prove the lower bound of the hp a posteriori error estimate. Numerical examples are included.
An accurate finite element method for elliptic interface problems
University of Graz, Institute for Mathematics（格拉茨大学数学研究所）；Laboratoire de Mathématiques, Université Blaise Pascal (Clermont-Ferrand) and CNRS (UMR 6620)（布莱兹·帕斯卡大学（克莱蒙费朗）数学实验室及法国国家科学研究中心）
We propose and analyze an unfitted finite element method for solving elliptic problems on domains with curved boundaries and interfaces. The approximation space on the whole domain is obtained by the direct extension of the finite element space defined on interior elements, in the sense that there is no degree of freedom locating in boundary/interface elements. The boundary/jump conditions are imposed in a weak sense in the scheme. The method is shown to be stable without any mesh adjustment or any special stabilization. Optimal convergence rates under the $L^2$ norm and the energy norm are de…
We study the elliptic equation with a line Dirac delta function as the source term subject to the Dirichlet boundary condition in a two-dimensional domain. Such a line Dirac measure causes different types of solution singularities in the neighborhood of the line fracture. We establish new regularity results for the solution in a class of weighted Sobolev spaces and propose finite element algorithms that approximate the singular solution at the optimal convergence rate. Numerical tests are presented to justify the theoretical findings.
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 is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a pure state constraint minimization problem. In this case, the solution of the minimization problem can be characterized as fourth-order elliptic variational inequalities of the first kind. To discretize the control problem we have used the bubble enriched Morley finite element method. To ensure the existence of the solution to discrete problems three bubble…
