{"title":"Fast solution of incompressible flow problems with two-level pressure approximation","authors":"Jennifer Pestana, David J. Silvester","doi":"10.1007/s00211-024-01420-z","DOIUrl":"https://doi.org/10.1007/s00211-024-01420-z","url":null,"abstract":"<p>This paper develops efficient preconditioned iterative solvers for incompressible flow problems discretised by an enriched Taylor–Hood mixed approximation, in which the usual pressure space is augmented by a piecewise constant pressure to ensure local mass conservation. This enrichment process causes over-specification of the pressure when the pressure space is defined by the union of standard Taylor–Hood basis functions and piecewise constant pressure basis functions, which complicates the design and implementation of efficient solvers for the resulting linear systems. We first describe the impact of this choice of pressure space specification on the matrices involved. Next, we show how to recover effective solvers for Stokes problems, with preconditioners based on the singular pressure mass matrix, and for Oseen systems arising from linearised Navier–Stokes equations, by using a two-stage pressure convection–diffusion strategy. The codes used to generate the numerical results are available online.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A structure-preserving finite element method for the multi-phase Mullins–Sekerka problem with triple junctions","authors":"Tokuhiro Eto, Harald Garcke, Robert Nürnberg","doi":"10.1007/s00211-024-01414-x","DOIUrl":"https://doi.org/10.1007/s00211-024-01414-x","url":null,"abstract":"<p>We consider a sharp interface formulation for the multi-phase Mullins–Sekerka flow. The flow is characterized by a network of curves evolving such that the total surface energy of the curves is reduced, while the areas of the enclosed phases are conserved. Making use of a variational formulation, we introduce a fully discrete finite element method. Our discretization features a parametric approximation of the moving interfaces that is independent of the discretization used for the equations in the bulk. The scheme can be shown to be unconditionally stable and to satisfy an exact volume conservation property. Moreover, an inherent tangential velocity for the vertices on the discrete curves leads to asymptotically equidistributed vertices, meaning no remeshing is necessary in practice. Several numerical examples, including a convergence experiment for the three-phase Mullins–Sekerka flow, demonstrate the capabilities of the introduced method.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Moment-SoS methods for optimal transport problems","authors":"Olga Mula, Anthony Nouy","doi":"10.1007/s00211-024-01422-x","DOIUrl":"https://doi.org/10.1007/s00211-024-01422-x","url":null,"abstract":"<p>Most common optimal transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many common OT problems can be formulated as moment problems (the most relevant examples being <span>(L^p)</span>-Wasserstein distances, barycenters, and Gromov–Wasserstein discrepancies on Euclidean spaces). We leverage this fact to develop a generalized moment formulation that covers these classes of OT problems. The transport plan is represented through its moments on a given basis, and the marginal constraints are expressed in terms of moment constraints. A practical computation then consists in considering a truncation of the involved moment sequences up to a certain order, and using the polynomial sums-of-squares hierarchy for measures supported on semi-algebraic sets. We prove that the strategy converges to the solution of the OT problem as the order increases. We also show how to approximate linear quantities of interest, and how to estimate the support of the optimal transport map from the computed moments using Christoffel–Darboux kernels. Numerical experiments illustrate the good behavior of the approach.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A family of conforming finite element divdiv complexes on cuboid meshes","authors":"Jun Hu, Yizhou Liang, Rui Ma, Min Zhang","doi":"10.1007/s00211-024-01418-7","DOIUrl":"https://doi.org/10.1007/s00211-024-01418-7","url":null,"abstract":"","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141376726","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jan Bouwe van den Berg, Maxime Breden, Ray Sheombarsing
{"title":"Validated integration of semilinear parabolic PDEs","authors":"Jan Bouwe van den Berg, Maxime Breden, Ray Sheombarsing","doi":"10.1007/s00211-024-01415-w","DOIUrl":"https://doi.org/10.1007/s00211-024-01415-w","url":null,"abstract":"<p>Integrating evolutionary partial differential equations (PDEs) is an essential ingredient for studying the dynamics of the solutions. Indeed, simulations are at the core of scientific computing, but their mathematical reliability is often difficult to quantify, especially when one is interested in the output of a given simulation, rather than in the asymptotic regime where the discretization parameter tends to zero. In this paper we present a computer-assisted proof methodology to perform rigorous time integration for scalar semilinear parabolic PDEs with periodic boundary conditions. We formulate an equivalent zero-finding problem based on a variation of constants formula in Fourier space. Using Chebyshev interpolation and domain decomposition, we then finish the proof with a Newton–Kantorovich type argument. The final output of this procedure is a proof of existence of an orbit, together with guaranteed error bounds between this orbit and a numerically computed approximation. We illustrate the versatility of the approach with results for the Fisher equation, the Swift–Hohenberg equation, the Ohta–Kawasaki equation and the Kuramoto–Sivashinsky equation. We expect that this rigorous integrator can form the basis for studying boundary value problems for connecting orbits in partial differential equations.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141254147","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Space-time CutFEM on overlapping meshes II: simple discontinuous mesh evolution","authors":"Mats G. Larson, Carl Lundholm","doi":"10.1007/s00211-024-01413-y","DOIUrl":"https://doi.org/10.1007/s00211-024-01413-y","url":null,"abstract":"<p>We present a cut finite element method for the heat equation on two overlapping meshes: a stationary background mesh and an overlapping mesh that evolves inside/“on top” of it. Here the overlapping mesh is prescribed by a simple discontinuous evolution, meaning that its location, size, and shape as functions of time are <i>discontinuous</i> and <i>piecewise constant</i>. For the discrete function space, we use continuous Galerkin in space and discontinuous Galerkin in time, with the addition of a discontinuity on the boundary between the two meshes. The finite element formulation is based on Nitsche’s method. The simple discontinuous mesh evolution results in a space-time discretization with a slabwise product structure between space and time which allows for existing analysis methodologies to be applied with only minor modifications. We follow the analysis methodology presented by Eriksson and Johnson (SIAM J Numer Anal 28(1):43–77, 1991; SIAM J Numer Anal 32(3):706–740, 1995). The greatest modification is the introduction of a Ritz-like “shift operator” that is used to obtain the discrete strong stability needed for the error analysis. The shift operator generalizes the original analysis to some methods for which the discrete subspace at one time does not lie in the space of the stiffness form at the subsequent time. The error analysis consists of an a priori error estimate that is of optimal order with respect to both time step and mesh size. We also present numerical results for a problem in one spatial dimension that verify the analytic error convergence orders.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141167102","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Space-time CutFEM on overlapping meshes I: simple continuous mesh motion","authors":"Mats G. Larson, Anders Logg, Carl Lundholm","doi":"10.1007/s00211-024-01417-8","DOIUrl":"https://doi.org/10.1007/s00211-024-01417-8","url":null,"abstract":"<p>We present a cut finite element method for the heat equation on two overlapping meshes: a stationary background mesh and an overlapping mesh that moves around inside/“on top” of it. Here the overlapping mesh is prescribed by a simple continuous motion, meaning that its location as a function of time is <i>continuous</i> and <i>piecewise linear</i>. For the discrete function space, we use continuous Galerkin in space and discontinuous Galerkin in time, with the addition of a discontinuity on the boundary between the two meshes. The finite element formulation is based on Nitsche’s method and also includes an integral term over the space-time boundary between the two meshes that mimics the standard discontinuous Galerkin time-jump term. The simple continuous mesh motion results in a space-time discretization for which standard analysis methodologies either fail or are unsuitable. We therefore employ what seems to be a relatively uncommon energy analysis framework for finite element methods for parabolic problems that is general and robust enough to be applicable to the current setting. The energy analysis consists of a stability estimate that is slightly stronger than the standard basic one and an a priori error estimate that is of optimal order with respect to both time step and mesh size. We also present numerical results for a problem in one spatial dimension that verify the analytic error convergence orders.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148070","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Drift approximation by the modified Boris algorithm of charged-particle dynamics in toroidal geometry","authors":"Yanyan Shi","doi":"10.1007/s00211-024-01416-9","DOIUrl":"https://doi.org/10.1007/s00211-024-01416-9","url":null,"abstract":"<p>In this paper, we study the dynamics of charged particles under a strong magnetic field in toroidal axi-symmetric geometry. Using modulated Fourier expansions of the exact and numerical solutions, the long-term drift motion of the exact solution in toroidal geometry is derived, and the error analysis of the large-stepsize modified Boris algorithm over long time is provided. Numerical experiments are conducted to illustrate the theoretical results.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Armin Nurkanović, Mario Sperl, Sebastian Albrecht, Moritz Diehl
{"title":"Finite Elements with Switch Detection for direct optimal control of nonsmooth systems","authors":"Armin Nurkanović, Mario Sperl, Sebastian Albrecht, Moritz Diehl","doi":"10.1007/s00211-024-01412-z","DOIUrl":"https://doi.org/10.1007/s00211-024-01412-z","url":null,"abstract":"<p>This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We consider the Filippov convexification of these systems and a transformation into dynamic complementarity systems introduced by Stewart (Numer Math 58(1):299–328, 1990). FESD is based on solving nonlinear complementarity problems and can automatically detect nonsmooth events in time. If standard time-stepping Runge–Kutta (RK) methods are naively applied to a nonsmooth ODE, the accuracy is at best of order one. In FESD, we let the integrator step size be a degree of freedom. Additional complementarity conditions, which we call <i>cross complementarities</i>, enable <i>exact</i> switch detection, hence FESD can recover the high order accuracy that the RK methods enjoy for smooth ODE. Additional conditions called <i>step equilibration</i> allow the step size to change only when switches occur and thus avoid spurious degrees of freedom. Convergence results for the FESD method are derived, local uniqueness of the solution and convergence of numerical sensitivities are proven. The efficacy of FESD is demonstrated in several simulation and optimal control examples. In an optimal control problem benchmark with FESD, we achieve up to five orders of magnitude more accurate solutions than a standard time-stepping approach for the same computational time.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148206","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Super-localization of spatial network models","authors":"Moritz Hauck, Axel Målqvist","doi":"10.1007/s00211-024-01410-1","DOIUrl":"https://doi.org/10.1007/s00211-024-01410-1","url":null,"abstract":"<p>Spatial network models are used as a simplified discrete representation in a wide range of applications, e.g., flow in blood vessels, elasticity of fiber based materials, and pore network models of porous materials. Nevertheless, the resulting linear systems are typically large and poorly conditioned and their numerical solution is challenging. This paper proposes a numerical homogenization technique for spatial network models which is based on the super-localized orthogonal decomposition (SLOD), recently introduced for elliptic multiscale partial differential equations. It provides accurate coarse solution spaces with approximation properties independent of the smoothness of the material data. A unique selling point of the SLOD is that it constructs an almost local basis of these coarse spaces, requiring less computations on the fine scale and achieving improved sparsity on the coarse scale compared to other state-of-the-art methods. We provide an a posteriori analysis of the proposed method and numerically confirm the method’s unique localization properties. In addition, we show its applicability also for high-contrast channeled material data.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141148086","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}