Geometric Variational Crimes: Hilbert Complexes,Finite Element Exterior Calculus,and Problems on Hypersurfaces

A recent paper of Arnold, Falk, and Winther (Bull. Am. Math. Soc. 47:281–354, 2010) showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direction, Dziuk (Lecture Notes in Math., vol. 1357, pp. 142–155, 1988) analyzed a class of nodal finite elements for the Laplace–Beltrami equation on smooth 2-surfaces approximated by a piecewise-linear triangulation; Demlow later extended this analysis (SIAM J. Numer. Anal. 47:805–827, 2009) to 3-surfaces, as well as to higher-order surface approximation. In this article, we bring these lines of research together, first developing a framework for the analysis of variational crimes in abstract Hilbert complexes, and then applying this abstract framework to the setting of finite element exterior calculus on hypersurfaces. Our framework extends the work of Arnold, Falk, and Winther to problems that violate their subcomplex assumption, allowing for the extension of finite element exterior calculus to approximate domains, most notably the Hodge–de Rham complex on approximate manifolds. As an application of the latter, we recover Dziuk’s and Demlow’s a priori estimates for 2- and 3-surfaces, demonstrating that surface finite element methods can be analyzed completely within this abstract framework. Moreover, our results generalize these earlier estimates dramatically, extending them from nodal finite elements for Laplace–Beltrami to mixed finite elements for the Hodge Laplacian, and from 2- and 3-dimensional hypersurfaces to those of arbitrary dimension. By developing this analytical framework using a combination of general tools from differential geometry and functional analysis, we are led to a more geometric analysis of surface finite element methods, whereby the main results become more transparent.     

Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems

In the present work, we apply a variational discretization proposed by the first author in (Comput. Optim. Appl. 30:45–61, 2005) to Lavrentiev-regularized state constrained elliptic control problems. We extend the results of (Comput. Optim. Appl. 33:187–208, 2006) and prove weak convergence of the adjoint states and multipliers of the regularized problems to their counterparts of the original problem. Further, we prove error estimates for finite element discretizations of the regularized problem and investigate the overall error imposed by the finite element discretization of the regularized problem compared to the continuous solution of the original problem. Finally we present numerical results which confirm our analytical findings.     

A priori error estimates for space–time finite element discretization of semilinear parabolic optimal control problems

In this paper, a priori error estimates for space–time finite element discretizations of optimal control problems governed by semilinear parabolic PDEs and subject to pointwise control constraints are derived. We extend the approach from Meidner and Vexler (SIAM Control Optim 47(3):1150–1177, 2008; SIAM Control Optim 47(3):1301–1329, 2008) where linear-quadratic problems have been considered, discretizing the state equation by usual conforming finite elements in space and a discontinuous Galerkin method in time. Error estimates for controls discretized by piecewise constant functions in time and cellwise constant functions in space are derived in detail and we explain how error estimate for further discretization approaches, e.g., cellwise linear discretization in space, the postprocessing approach from Meyer and R?sch (SIAM J Control Optim 43:970–985, 2004), and the variationally discrete approach from Hinze (J Comput Optim Appl 30:45–63, 2005) can be obtained. In addition, we derive an estimate for a setting with finitely many time-dependent controls.     

Generalized equilibrium problems and fixed point problems for nonexpansive semigroups in Hilbert spaces

In this paper, we introduce two iterative schemes (one implicit and one explicit) for finding a common element of the set of solutions of the generalized equilibrium problems and the set of all common fixed points of a nonexpansive semigroup in the framework of a real Hilbert space. We prove that both approaches converge strongly to a common element of such two sets. Such common element is the unique solution of a variational inequality, which is the optimality condition for a minimization problem. Furthermore, we utilize the main results to obtain two mean ergodic theorems for nonexpansive mappings in a Hilbert space. The results of this paper extend and improve the results of Li et al. (J Nonlinear Anal 70:3065–3071, 2009), Cianciaruso et al. (J Optim Theory Appl 146:491–509, 2010) and many others.     

A new hybrid algorithm for a system of equilibrium problems and variational inclusion

The purpose of this paper is to consider a shrinking projection method of finding the common element of the set of common fixed points for a finite family of a ξ-strict pseudo-contraction, the set of solutions of a systems of equilibrium problems and the set of solutions of variational inclusions. Then, we prove strong convergence theorems of the iterative sequence generated by the shrinking projection method under some suitable conditions in a real Hilbert space. Our results improve and extend recent results announced by Peng, Wang, Shyu and Yao (J Inequal Appl, 2008:15, Article ID 720371, 2008), Takahashi, Takeuchi and Kubota (J Math Anal Appl 341:276–286, 2008), Takahashi and Takahashi (Nonlinear Anal 69:1025–1033, 2008) and many others.     

Local and parallel algorithms for fourth order problems discretized by the Morley–Wang–Xu element method

This paper systematically studies numerical solution of fourth order problems in any dimensions by use of the Morley–Wang–Xu (MWX) element discretization combined with two-grid methods (Xu and Zhou (Math Comp 69:881–909, 1999)). Since the coarse and fine finite element spaces are nonnested, two intergrid transfer operators are first constructed in any dimensions technically, based on which two classes of local and parallel algorithms are then devised for solving such problems. Following some ideas in (Xu and Zhou (Math Comp 69:881–909, 1999)), the intrinsic derivation of error analysis for nonconforming finite element methods of fourth order problems (Huang et al. (Appl Numer Math 37:519–533, 2001); Huang et al. (Sci China Ser A 49:109–120, 2006)), and the error estimates for the intergrid transfer operators, we prove that the discrete energy errors of the two classes of methods are of the sizes O(h + H ²) and O(h + H ²(H/h)^(d−1)/2), respectively. Here, H and h denote respectively the mesh sizes of the coarse and fine finite element triangulations, and d indicates the space dimension of the solution region. Numerical results are performed to support the theory obtained and to compare the numerical performance of several local and parallel algorithms using different intergrid transfer operators.     

The prox-Tikhonov regularization method for the proximal point algorithm in Banach spaces

It is known, by Rockafellar (SIAM J Control Optim 14:877–898, 1976), that the proximal point algorithm (PPA) converges weakly to a zero of a maximal monotone operator in a Hilbert space, but it fails to converge strongly. Lehdili and Moudafi (Optimization 37:239–252, 1996) introduced the new prox-Tikhonov regularization method for PPA to generate a strongly convergent sequence and established a convergence property for it by using the technique of variational distance in the same space setting. In this paper, the prox-Tikhonov regularization method for the proximal point algorithm of finding a zero for an accretive operator in the framework of Banach space is proposed. Conditions which guarantee the strong convergence of this algorithm to a particular element of the solution set is provided. An inexact variant of this method with error sequence is also discussed.     

Parametric approximation of isotropic and anisotropic elastic flow for closed and open curves

Deckelnick and Dziuk (Math. Comput. 78(266):645–671, 2009) proved a stability bound for a continuous-in-time semidiscrete parametric finite element approximation of the elastic flow of closed curves in \mathbbR^d, d 3 2{\mathbb{R}^d, d\geq2} . We extend these ideas in considering an alternative finite element approximation of the same flow that retains some of the features of the formulations in Barrett et al. (J Comput Phys 222(1): 441–462, 2007; SIAM J Sci Comput 31(1):225–253, 2008; IMA J Numer Anal 30(1):4–60, 2010), in particular an equidistribution mesh property. For this new approximation, we obtain also a stability bound for a continuous-in-time semidiscrete scheme. Apart from the isotropic situation, we also consider the case of an anisotropic elastic energy. In addition to the evolution of closed curves, we also consider the isotropic and anisotropic elastic flow of a single open curve in the plane and in higher codimension that satisfies various boundary conditions.     

Delannoy Orthants of Legendre Polytopes

We construct an n-dimensional polytope whose boundary complex is compressed and whose face numbers for any pulling triangulation are the coefficients of the powers of (x−1)/2 in the nth Legendre polynomial. We show that the non-central Delannoy numbers count all faces in the lexicographic pulling triangulation that contain a point in a given open generalized orthant. We thus provide a geometric interpretation of a relation between the central Delannoy numbers and Legendre polynomials, observed over 50 years ago (Good in Proc. Camb. Philos. Soc. 54:39–42, 1958; Lawden in Math. Gaz. 36:193–196, 1952; Moser and Zayachkowski in Scr. Math. 26:223–229, 1963). The polytopes we construct are closely related to the root polytopes introduced by Gelfand et al. (Arnold–Gelfand mathematical seminars: geometry and singularity theory, pp. 205–221. Birkhauser, Boston, 1996).     

A Posteriori Error Estimates for Finite Element Exterior Calculus: The de Rham Complex

Finite element exterior calculus (FEEC) has been developed over the past decade as a framework for constructing and analyzing stable and accurate numerical methods for partial differential equations by employing differential complexes. The recent work of Arnold, Falk, and Winther includes a well-developed theory of finite element methods for Hodge–Laplace problems, including a priori error estimates. In this work we focus on developing a posteriori error estimates in which the computational error is bounded by some computable functional of the discrete solution and problem data. More precisely, we prove a posteriori error estimates of a residual type for Arnold–Falk–Winther mixed finite element methods for Hodge–de Rham–Laplace problems. While a number of previous works consider a posteriori error estimation for Maxwell’s equations and mixed formulations of the scalar Laplacian, the approach we take is distinguished by a unified treatment of the various Hodge–Laplace problems arising in the de Rham complex, consistent use of the language and analytical framework of differential forms, and the development of a posteriori error estimates for harmonic forms and the effects of their approximation on the resulting numerical method for the Hodge–Laplacian.     

Adaptive pseudo‐transient‐continuation‐Galerkin methods for semilinear elliptic partial differential equations

In this article, we investigate the application of pseudo‐transient‐continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual reduction analysis within the framework of general Hilbert spaces, and, subsequently, use the PTC‐methodology in the context of finite element discretizations of semilinear boundary value problems. Our approach combines both a prediction‐type PTC‐method (for infinite dimensional problems) and an adaptive finite element discretization (based on a robust a posteriori residual analysis), thereby leading to a fully adaptive PTC ‐Galerkin scheme. Numerical experiments underline the robustness and reliability of the proposed approach for different examples.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2005–2022, 2017     

On Mixed Error Estimates for Elliptic Obstacle Problems

We establish in this paper sharp error estimates of residual type for finite element approximation to elliptic obstacle problems. The estimates are of mixed nature, which are neither of a pure a priori form nor of a pure a posteriori form but instead they are combined by an a priori part and an a posteriori part. The key ingredient in our derivation for the mixed error estimates is the use of a new interpolator which enables us to eliminate inactive data from the error estimators. One application of our mixed error estimates is to construct a posteriori error indicators reliable and efficient up to higher order terms, and these indicators are useful in mesh-refinements and adaptive grid generations. In particular, by approximating the a priori part with some a posteriori quantities we can successfully track the free boundary for elliptic obstacle problems.     

General Class of Implicit Variational Inclusions and Graph Convergence on <Emphasis Type="Italic">A</Emphasis>-Maximal Relaxed Monotonicity

Based on the generalized graph convergence, first a general framework for an implicit algorithm involving a sequence of generalized resolvents (or generalized resolvent operators) of set-valued A-maximal monotone (also referred to as A-maximal (m)-relaxed monotone, and A-monotone) mappings, and H-maximal monotone mappings is developed, and then the convergence analysis to the context of solving a general class of nonlinear implicit variational inclusion problems in a Hilbert space setting is examined. The obtained results generalize the work of Huang, Fang and Cho (in J. Nonlinear Convex Anal. 4:301–308, 2003) involving the classical resolvents to the case of the generalized resolvents based on A-maximal monotone (and H-maximal monotone) mappings, while the work of Huang, Fang and Cho (in J. Nonlinear Convex Anal. 4:301–308, 2003) added a new dimension to the classical resolvent technique based on the graph convergence introduced by Attouch (in Variational Convergence for Functions and Operators, Applied Mathematics Series, Pitman, London 1984). In general, the notion of the graph convergence has potential applications to several other fields, including models of phenomena with rapidly oscillating states as well as to probability theory, especially to the convergence of distribution functions on ℜ. The obtained results not only generalize the existing results in literature, but also provide a certain new approach to proofs in the sense that our approach starts in a standard manner and then differs significantly to achieving a linear convergence in a smooth manner.     

Stability Analysis for Minty Mixed Variational Inequality in Reflexive Banach Spaces

This paper is devoted to the stability analysis for a class of Minty mixed variational inequalities in reflexive Banach spaces, when both the mapping and the constraint set are perturbed. Several equivalent characterizations are given for the Minty mixed variational inequality to have nonempty and bounded solution set. A stability result is presented for the Minty mixed variational inequality with Φ-pseudomonotone mapping in reflexive Banach space, when both the mapping and the constraint set are perturbed by different parameters. As an application, a stability result for a generalized mixed variational inequality is also obtained. The results presented in this paper generalize and extend some known results in Fan and Zhong (Nonlinear Anal., Theory Methods Appl. 69:2566–2574, 2008) and He (J. Math. Anal. Appl. 330:352–363, 2007).     

Finite element methods for semilinear elliptic problems with smooth interfaces

The purpose of this paper is to study the finite element method for second order semilinear elliptic interface problems in two dimensional convex polygonal domains. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with straight interface triangles [Numer. Math., 79 (1998), pp. 175–202]. For a finite element discretization based on a mesh which involve the approximation of the interface, optimal order error estimates in L ² and H ¹-norms are proved for linear elliptic interface problem under practical regularity assumptions of the true solution. Then an extension to the semilinear problem is also considered and optimal error estimate in H ¹ norm is achieved.     

An algebraic multigrid method for finite element discretizations with edge elements

This paper presents an algebraic multigrid method for the efficient solution of the linear system arising from a finite element discretization of variational problems in H₀(curl,Ω). The finite element spaces are generated by Nédélec's edge elements. A coarsening technique is presented, which allows the construction of suitable coarse finite element spaces, corresponding transfer operators and appropriate smoothers. The prolongation operator is designed such that coarse grid kernel functions of the curl‐operator are mapped to fine grid kernel functions. Furthermore, coarse grid kernel functions are ‘discrete’ gradients. The smoothers proposed by Hiptmair and Arnold, Falk and Winther are directly used in the algebraic framework. Numerical studies are presented for 3D problems to show the high efficiency of the proposed technique. Copyright © 2002 John Wiley & Sons, Ltd.     

Optimally adapted meshes for finite elements of arbitrary order and W 1, p norms

Given a function f defined on a bounded polygonal domain W ì \mathbbR²{\Omega \subset \mathbb{R}^2} and a number N > 0, we study the properties of the triangulation T_N{\mathcal{T}_N} that minimizes the distance between f and its interpolation on the associated finite element space, over all triangulations of at most N elements. The error is studied in the W ^{1, p} semi-norm for 1 ≤ p < ∞, and we consider Lagrange finite elements of arbitrary polynomial order m − 1. We establish sharp asymptotic error estimates as N → +∞ when the optimal anisotropic triangulation is used. A similar problem has been studied in Babenko et al. (East J Approx. 12(1):71–101, 2006), Cao (J Numer Anal. 45(6):2368–2391, 2007), Chen et al. (Math Comput. 76:179–204, 2007), Cohen (Multiscale, Nonlinear and Adaptive Approximation. Springer, Berlin, 2009), Mirebeau (Constr Approx. 32(2):339–383, 2010), but with the error measured in the L ^p norm. The extension of this analysis to the W ^{1, p} norm is required in order to match more closely the needs of numerical PDE analysis, and it is not straightforward. In particular, the meshes which satisfy the optimal error estimate are characterized by a metric describing the local aspect ratio of each triangle and by a geometric constraint on their maximal angle, a second feature that does not appear for the L ^p error norm. Our analysis also provides with practical strategies for designing meshes such that the interpolation error satisfies the optimal estimate up to a fixed multiplicative constant.     

Strict Feasibility for Generalized Mixed Variational Inequality in Reflexive Banach Spaces

The purpose of this paper is to investigate the nonemptiness and boundedness of solution set for a generalized mixed variational inequality with strict feasibility in reflexive Banach spaces. A concept of strict feasibility for the generalized mixed variational inequality is introduced, which recovers the existing concepts of strict feasibility for variational inequalities and complementarity problems. By using the equivalence characterization of nonemptiness and boundedness of the solution set for the generalized mixed variational inequality due to Zhong and Huang (J. Optim. Theory Appl. 147:454–472, 2010), it is proved that the generalized mixed variational inequality problem has a nonempty bounded solution set is equivalent to its strict feasibility.     

Rigorous computation of smooth branches of equilibria for the three dimensional Cahn–Hilliard equation

In this paper, we propose a new general method to compute rigorously global smooth branches of equilibria of higher-dimensional partial differential equations. The theoretical framework is based on a combination of the theory introduced in Global smooth solution curves using rigorous branch following (van den Berg et al., Math. Comput. 79(271):1565–1584, 2010) and in Analytic estimates and rigorous continuation for equilibria of higher-dimensional PDEs (Gameiro and Lessard, J. Diff. Equ. 249(9):2237–2268, 2010). Using this method, one can obtain proofs of existence of global smooth solution curves of equilibria for large (continuous) parameter ranges and about local uniqueness of the solutions on the curve. As an application, we compute several smooth branches of equilibria for the three-dimensional Cahn–Hilliard equation.     

On local convergence of sequential quadratically-constrained quadratic-programming type methods,with an extension to variational problems

We consider the class of quadratically-constrained quadratic-programming methods in the framework extended from optimization to more general variational problems. Previously, in the optimization case, Anitescu (SIAM J. Optim. 12, 949–978, 2002) showed superlinear convergence of the primal sequence under the Mangasarian-Fromovitz constraint qualification and the quadratic growth condition. Quadratic convergence of the primal-dual sequence was established by Fukushima, Luo and Tseng (SIAM J. Optim. 13, 1098–1119, 2003) under the assumption of convexity, the Slater constraint qualification, and a strong second-order sufficient condition. We obtain a new local convergence result, which complements the above (it is neither stronger nor weaker): we prove primal-dual quadratic convergence under the linear independence constraint qualification, strict complementarity, and a second-order sufficiency condition. Additionally, our results apply to variational problems beyond the optimization case. Finally, we provide a necessary and sufficient condition for superlinear convergence of the primal sequence under a Dennis-Moré type condition. Research of the second author is partially supported by CNPq Grants 300734/95-6 and 471780/2003-0, by PRONEX–Optimization, and by FAPERJ.