Rational approximation to trigonometric operators

We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22     

Block Krylov Subspace Methods for Solving Large Sylvester Equations

In the present paper, we propose block Krylov subspace methods for solving the Sylvester matrix equation AX–XB=C. We first consider the case when A is large and B is of small size. We use block Krylov subspace methods such as the block Arnoldi and the block Lanczos algorithms to compute approximations to the solution of the Sylvester matrix equation. When both matrices are large and the right-hand side matrix is of small rank, we will show how to extract low-rank approximations. We give some theoretical results such as perturbation results and bounds of the norm of the error. Numerical experiments will also be given to show the effectiveness of these block methods.     

Efficient computation of the exponential operator for large,sparse, symmetric matrices

In this paper we compare Krylov subspace methods with Chebyshev series expansion for approximating the matrix exponential operator on large, sparse, symmetric matrices. Experimental results upon negative‐definite matrices with very large size, arising from (2D and 3D) FE and FD spatial discretization of linear parabolic PDEs, demonstrate that the Chebyshev method can be an effective alternative to Krylov techniques, especially when memory bounds do not allow the storage of all Ritz vectors. We also discuss the sensitivity of Chebyshev convergence to extreme eigenvalue approximation, as well as the reliability of various a priori and a posteriori error estimates for both methods. Copyright © 2000 John Wiley & Sons, Ltd.     

Eigenvalues of a nonlinear ground state in the Thomas-Fermi approximation

We study a nonlinear ground state of the Gross-Pitaevskii equation with a parabolic potential in the hydrodynamics limit often referred to as the Thomas-Fermi approximation. Existence of the energy minimizer has been known in literature for some time but it was only recently when the Thomas-Fermi approximation was rigorously justified. The spectrum of linearization of the Gross-Pitaevskii equation at the ground state consists of an unbounded sequence of positive eigenvalues. We analyze convergence of eigenvalues in the hydrodynamics limit. Convergence in norm of the resolvent operator is proved and the convergence rate is estimated. We also study asymptotic and numerical approximations of eigenfunctions and eigenvalues using Airy functions.     

Finite-Dimensional Approximations of Operators in the Hilbert Spaces of Functions on Locally Compact Abelian Groups

A new approach to the approximation of operators in the Hilbert space of functions on a locally compact Abelian (LCA) group is developed. This approach is based on sampling the symbols of such operators. To choose the points for sampling, we use the approximations of LCA groups by finite groups, which were introduced and investigated by Gordon. In the case of the group R ⁿ , the constructed approximations include the finite-dimensional approximations of the coordinate and linear momentum operators, suggested by Schwinger. The finite-dimensional approximations of the Schrödinger operator based on Schwinger's approximations were considered by Digernes, Varadarajan, and Varadhan in Rev. Math. Phys. 6 (4) (1994), 621–648 where the convergence of eigenvectors and eigenvalues of the approximating operators to those of the Schrödinger operator was proved in the case of a positive potential increasing at infinity. Here this result is extended to the case of Schrödinger-type operators in the Hilbert space of functions on LCA groups. We consider the approximations of p-adic Schrödinger operators as an example. For the investigation of the constructed approximations, the methods of nonstandard analysis are used.     

Piecewise linear least squares approximations of Frobenius-Perron operators

We propose a piecewise linear numerical method based on least squares approximations for computing stationary density functions of Frobenius-Perron operators associated with piecewise C² and stretching mappings of the unit interval. We prove the weak convergence of the method for a class of Frobenius-Perron operators, and the numerical results show that it is also norm convergent and has a better convergence rate than the piecewise linear Markov approximation method.     

Superconvergence of Solution Derivatives of the Shortley–Weller Difference Approximation to Elliptic Equations with Singularities Involving the Mixed Type of Boundary Conditions

This paper presents a superconvergence analysis for the Shortley–Weller finite difference approximation of second-order self-adjoint elliptic equations with unbounded derivatives on a polygonal domain with the mixed type of boundary conditions. In this analysis, we first formulate the method as a special finite element/volume method. We then analyze the convergence of the method in a finite element framework. An O(h ^1.5)-order superconvergence of the solution derivatives in a discrete H ¹ norm is obtained. Finally, numerical experiments are provided to support the theoretical convergence rate obtained.     

Stopping criteria for iterations in finite element methods

Summary. This work extends the results of Arioli [1], [2] on stopping criteria for iterative solution methods for linear finite element problems to the case of nonsymmetric positive-definite problems. We show that the residual measured in the norm induced by the symmetric part of the inverse of the system matrix is relevant to convergence in a finite element context. We then use Krylov solvers to provide alternative ways of calculating or estimating this quantity and present numerical experiments which validate our criteria.Mathematics Subject Classification (2000): 65N30, 65F10, 65F35     

Approximation of Singularities by Quantized-Tensor FEM

In d dimensions, first-order tensor-product finite-element (FE) approximations of the solutions of second-order elliptic problems are well known to converge algebraically, with rate at most 1/d in the energy norm and with respect to the number of degrees of freedom. On the other hand, FE methods of higher regularity may achieve exponential convergence, e.g. global spectral methods for analytic solutions and hp methods for solutions from certain countably normed spaces, which may exhibit singularities. In this note, we revisit, in one dimension, the tensor-structured approach to the h-FE approximation of singular functions. We outline a proof of the exponential convergence of such approximations represented in the quantized-tensor-train (QTT) format. Compared to special approximation techniques, such as hp, that approach is fully adaptive in the sense that it finds suitable approximation spaces algorithmically. The convergence is measured with respect to the number of parameters used to represent the solution, which is not the dimension of the first-order FE space, but depends only polylogarithmically on that. We demonstrate the convergence numerically for a simple model problem and find the rate to be approximately the same as for hp approximations. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Acoustic simulations with higher order finite and infinite elements

The efficiency of finite element based simulations of Helmholtz problems is primarily affected by two facts. First, the numerical solution suffers from the so-called pollution effect, which leads to very high element resolutions at higher frequencies. Furthermore, the spectral properties of the resulting system matrices, and hence the convergence of iterative solvers, deteriorate with increasing wave numbers. In this contribution the influence of different types of polynomial basis functions on the efficiency and stability of interior as well as exterior acoustic simulations is analyzed. The current investigations show that a proper choice for the polynomial shape approximation may significantly increase the performance of Krylov subspace methods. In particular, the efficiency of higher order finite and infinite elements based on Bernstein polynomial shape approximation and the corresponding iterative solution strategies is assessed for practically relevant numerical examples including the sound radiation from rolling vehicle tires. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Balanced truncation model order reduction in limited time intervals for large systems

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on the efficient numerical realization of this model reduction approach in case of large system dimensions. We discuss numerical methods to deal with the resulting matrix exponential functions and Lyapunov equations which are solved for low-rank approximations. Our main tool for this purpose are rational Krylov subspace methods. We also discuss the eigenvalue decay and numerical rank of the solutions of the Lyapunov equations. These results, and also numerical experiments, will show that depending on the final time horizon, the numerical rank of the Lyapunov solutions in time-limited balanced truncation can be smaller compared to standard balanced truncation. In numerical experiments we test the approaches for computing low-rank factors of the involved Lyapunov solutions and illustrate that time-limited balanced truncation can generate reduced order models having a higher accuracy in the considered time region.     

Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions

A superlinear convergence bound for rational Arnoldi approximations to functions of matrices is derived. This bound generalizes the well-known superlinear convergence bound for the conjugate gradient method to more general functions with finite singularities and to rational Krylov spaces. A constrained equilibrium problem from potential theory is used to characterize a max-min quotient of a nodal rational function underlying the rational Arnoldi approximation, where an additional external field is required for taking into account the poles of the rational Krylov space. The resulting convergence bound is illustrated at several numerical examples, in particular, the convergence of the extended Krylov method for the matrix square root.     

The influence of boundary approximation on transfer operators between non-nested meshes

Finite element methods with non-matching meshes can offer increased flexibility in many applications. Although the specific reasons for the use of non-matching meshes are apparently diverse, the common difficulty in all these numerical methods is the transfer of finite element approximation associated with one mesh to finite element approximation associated with another mesh. This paper complements previous quantitative studies of transfer operators between finite element spaces associated with unrelated meshes (T. Dickopf, R. Krause, Evaluating local approximations of the L²-orthogonal projection between non-nested finite element spaces, Tech. Rep. 2012-01, Institute of Computational Science, Università della Svizzera italiana, 2012). We study the important use case in which functions are mapped between a regular background mesh and an unstructured mesh of a complex geometry. Here, the former does not approximate the latter. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On some notions of convergence for n‐tuples of operators

The aim of this paper is to show that we can extend the notion of convergence in the norm‐resolvent sense to the case of several unbounded noncommuting operators (and to quaternionic operators as a particular case) using the notion of S‐resolvent operator. With this notion, we can define bounded functions of unbounded operators using the S‐functional calculus for n‐tuples of noncommuting operators. The same notion can be extended to the case of the F‐resolvent operator, which is the basis of the F‐functional calculus, a monogenic functional calculus for n‐tuples of commuting operators. We also prove some properties of the F‐functional calculus, which are of independent interest. Copyright © 2013 John Wiley & Sons, Ltd.     

A propos d'approximation par elements finis optimale pour les problèmes de contact unilatéral

We consider a interpolation type operator and a projection type operator with values in a finite element function set, defined for continuous functions and keeping positiveness. We prove with a counter-example that the two operators do not verify optimal approximation results with respect to a dual norm. This counter-example yields some predicted results concerning optimality of the mortar element method and finite element analysis for unilateral contact problems.     

A Black-Box Multigrid Preconditioner for the Biharmonic Equation

We examine the convergence characteristics of a preconditioned Krylov subspace solver applied to the linear systems arising from low-order mixed finite element approximation of the biharmonic problem. The key feature of our approach is that the preconditioning can be realized using any “black-box” multigrid solver designed for the discrete Dirichlet Laplacian operator. This leads to preconditioned systems having an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. Numerical results show that the performance of the methodology is competitive with that of specialized fast iteration methods that have been developed in the context of biharmonic problems. This revised version was published online in July 2006 with corrections to the Cover Date.     

On the problem of spurious eigenvalues in the approximation of linear elliptic problems in mixed form

In the approximation of linear elliptic operators in mixed form, it is well known that the so-called inf-sup and ellipticity in the kernel properties are sufficient (and, in a sense to be made precise, necessary) in order to have good approximation properties and optimal error bounds. One might think, in the spirit of Mercier-Osborn-Rappaz-Raviart and in consideration of the good behavior of commonly used mixed elements (like Raviart-Thomas or Brezzi-Douglas-Marini elements), that these conditions are also sufficient to ensure good convergence properties for eigenvalues. In this paper we show that this is not the case. In particular we present examples of mixed finite element approximations that satisfy the above properties but exhibit spurious eigenvalues. Such bad behavior is proved analytically and demonstrated in numerical experiments. We also present additional assumptions (fulfilled by the commonly used mixed methods already mentioned) which guarantee optimal error bounds for eigenvalue approximations as well.

     

Least squares and bounded variation regularization with nondifferentiable functionals

Let A be an operator from a real Banach space into a real Hilbert space. In this paper we study least squares regularization methods for the ill-posed operator equation A(u) = f using nonlinear nondifferentiable penalty functionals. We introduce a notion of distributional approximation, and use constructs of distributional approximations to establish convergence and stability of approximations of bounded variation solutions of the operator equation. We also show that the results provide a framework for a rigorous analysis of numerical methods based on Euler-Lagrange equations to solve the minimization problem. This justifies many of the numerical implementation schemes of bounded variation minimization that have been recently proposed.     

PPIFE Method with Non-Homogeneous Flux Jump Conditions and Its Efficient Numerical Solver for Elliptic Optimal Control Problems with Interfaces

In this paper, we design a partially penalized immersed finite element method for solving elliptic interface problems with non-homogeneous flux jump conditions. The method presented here has the same global degrees of freedom as classic immersed finite element method. The non-homogeneous flux jump conditions can be handled accurately by additional immersed finite element functions. Four numerical examples are provided to demonstrate the optimal convergence rates of the method in $L^{\infty}$, $L^{2}$ and $H^{1}$ norms. Furthermore, the method is combined with post-processing technique to solve elliptic optimal control problems with interfaces. To solve the resulting large-scale system, block diagonal preconditioners are introduced. These preconditioners can lead to fast convergence of the Krylov subspace methods such as GMRES and are independent of the mesh size. Four numerical examples are presented to illustrate the efficiency of the numerical schemes and preconditioners.     

On the numerical analysis of finite element and dirichlet-to-neumann methods for nonlinear exterior transmission problems

We provide the numerical analysis of the combination of finite elements and Dirichlet-to-Neumann mappings (based on boundary integral operators) for a class of nonlinear exterior transmission problems whose weak formulations reduce to Lipschitz-continuous and strongly monotone operator equations. As a model we consider a nonlinear second order elliptic equation in divergence form in a bounded inner region of the plane, coupled with the Laplace equation in the corresponding unbounded exterior part. A discrete Galerkin scheme is presented by using linear finite elements on a triangulation of the domain, and then applying numerical quadrature and analytical formulae to evaluate all the linear, bilinear and semilinear forms involved. We prove the unique solvability of the discrete equations, and show the strong convergence of the approximate solutions. Furthermore, assuming additional regularity on the solution of the continuous operator equation, the asymptotic rate of convergence O(h) is also derived. Finally, numerical experiments are presented, which confirm the convergence results.