A trapping principle and convergence result for finite element approximate solutions of steady reaction/diffusion systems

We consider nonlinear elliptic systems, with mixed boundary conditions, on a convex polyhedral domain Ω ⊂ R ^N . These are nonlinear divergence form generalizations of Δu = f(·, u), where f is outward pointing on the trapping region boundary. The motivation is that of applications to steady-state reaction/diffusion systems. Also included are reaction/diffusion/convection systems which satisfy the Einstein relations, for which the Cole-Hopf transformation is possible. For maximum generality, the theory is not tied to any specific application. We are able to demonstrate a trapping principle for the piecewise linear Galerkin approximation, defined via a lumped integration hypothesis on integrals involving f, by use of variational inequalities. Results of this type have previously been obtained for parabolic systems by Estep, Larson, and Williams, and for nonlinear elliptic equations by Karátson and Korotov. Recent minimum and maximum principles have been obtained by Jüngel and Unterreiter for nonlinear elliptic equations. We make use of special properties of the element stiffness matrices, induced by a geometric constraint upon the simplicial decomposition. This constraint is known as the non-obtuseness condition. It states that the inward normals, associated with an arbitrary pair of an element’s faces, determine an angle with nonpositive cosine. Drăgănescu, Dupont, and Scott have constructed an example for which the discrete maximum principle fails if this condition is omitted. We also assume vertex communication in each element in the form of an irreducibility hypothesis on the off-diagonal elements of the stiffness matrix. There is a companion convergence result, which yields an existence theorem for the solution. This entails a consistency hypothesis for interpolation on the boundary, and depends on the Tabata construction of simple function approximation, based on barycentric regions. This work was supported by the National Science Foundation under grant DMS-0311263.     

A discontinuous Galerkin method on refined meshes for the two-dimensional time-harmonic Maxwell equations in composite materials

In this paper, a discontinuous Galerkin method for the two-dimensional time-harmonic Maxwell equations in composite materials is presented. The divergence constraint is taken into account by a regularized variational formulation and the tangential and normal jumps of the discrete solution at the element interfaces are penalized. Due to an appropriate mesh refinement near exterior and interior corners, the singular behaviour of the electromagnetic field is taken into account. Optimal error estimates in a discrete energy norm and in the L²$L^2$-norm are proved in the case where the exact solution is singular.     

A mixed formulation for 3D magnetostatic problems: theoretical analysis and face-edge finite element approximation

Summary. A mixed field-based variational formulation for the solution of threedimensional magnetostatic problems is presented and analyzed. This method is based upon the minimization of a functional related to the error in the constitutive magnetic relationship, while constraints represented by Maxwell's equations are imposed by means of Lagrange multipliers. In this way, both the magnetic field and the magnetic induction field can be approximated by using the most appropriate family of vector finite elements, and boundary conditions can be imposed in a natural way. Moreover, this method is more suitable than classical approaches for the approximation of problems featuring strong discontinuities of the magnetic permeability, as is usually the case. A finite element discretization involving face and edge elements is also proposed, performing stability analysis and giving error estimates. Received January 23, 1998 / Revised version received July 23, 1998 / Published online September 24, 1999     

Convergence of an implicit, constraint preserving finite element discretization of p-harmonic heat flow into spheres

We propose an implicit discretization of the p-harmonic map heat flow into the sphere S ² that enjoys a discrete energy inequality and converges under only a mild mesh constraint to a weak solution. A fully practical iterative scheme that approximates the solution of the nonlinear system of equations in each time step is proposed and analyzed. Computational studies to motivate possible finite-time blow-up behavior of solutions for p ≠ 2 are included. Supported by Deutsche Forschungsgemeinschaft through the DFG Research Center Matheon “Mathematics for key technologies” in Berlin.     

On mixed finite element methods for linear elastodynamics

Summary We construct and analyze finite element methods for approximating the equations of linear elastodynamics, using mixed elements for the discretization of the spatial variables. We consider two different mixed formulations for the problem and analyze semidiscrete and up to fourth-order in time fully discrete approximations.L ² optimal-order error estimates are proved for the approximations of displacement and stress.Work supported in part by the Hellenic State Scholarship Foundation     

Anti-self-dual Lagrangians: Variational resolutions of non-self-adjoint equations and dissipative evolutions

We develop the concept and the calculus of anti-self-dual (ASD) Lagrangians and their derived vector fields which seem inherent to many partial differential equations and evolutionary systems. They are natural extensions of gradients of convex functions – hence of self-adjoint positive operators – which usually drive dissipative systems, but also provide representations for the superposition of such gradients with skew-symmetric operators which normally generate unitary flows. They yield variational formulations and resolutions for large classes of non-potential boundary value problems and initial-value parabolic equations. Solutions are minima of newly devised energy functionals, however, and just like the self (and anti-self) dual equations of quantum field theory (e.g. Yang–Mills) the equations associated to such minima are not derived from the fact they are critical points of the functional I, but because they are also zeroes of suitably derived Lagrangians. The approach has many advantages: it solves variationally many equations and systems that cannot be obtained as Euler–Lagrange equations of action functionals, since they can involve non-self-adjoint or other non-potential operators; it also associates variational principles to variational inequalities, and to various dissipative initial-value first order parabolic problems. These equations can therefore be analyzed with the full range of methods – computational or not – that are available for variational settings. Most remarkable are the permanence properties that ASD Lagrangians possess making their calculus relatively manageable and their domain of applications quite broad.     

Boundary element methods for Maxwell's equations on non-smooth domains

Summary. Variational boundary integral equations for Maxwell's equations on Lipschitz surfaces in are derived and their well-posedness in the appropriate trace spaces is established. An equivalent, stable mixed reformulation of the system of integral equations is obtained which admits discretization by Galerkin boundary elements based on standard spaces. On polyhedral surfaces, quasioptimal asymptotic convergence of these Galerkin boundary element methods is proved. A sharp regularity result for the surface multipliers on polyhedral boundaries with plane faces is established. Received January 5, 2001 / Revised version received August 6, 2001 / Published online December 18, 2001 Correspondence to: C. Schwab     

Auxiliary space preconditioning in H 0(curl; Ω)

We adapt the principle of auxiliary space preconditioning as presented in [J. Xu, The auxiliary space method and optimal multigrid preconditioning techniques for unstructured grids, Computing, 56 (1996), pp. 215–235.] to H (curl; ω)-elliptic variational problems discretized by means of edge elements. The focus is on theoretical analysis within the abstract framework of subspace correction. Employing a Helmholtz-type splitting of edge element vector fields we can establish asymptotic h-uniform optimality of the preconditioner defined by our auxiliary space method. This author was fully supported by Hong Kong RGC grant (Project No. 403403) This author acknowledges the support from a Direct Grant of CUHK during his visit at The Chinese University of Hong Kong.     

Finite Element Solution of Conical Diffraction Problems

This paper is devoted to the numerical study of diffraction by periodic structures of plane waves under oblique incidence. For this situation Maxwell's equations can be reduced to a system of two Helmholtz equations in R ² coupled via quasiperiodic transmission conditions on the piecewise smooth interfaces between different materials. The numerical analysis is based on a strongly elliptic variational formulation of the differential problem in a bounded periodic cell involving nonlocal boundary operators. We obtain existence and uniqueness results for discrete solutions and provide the corresponding error analysis.     

Relations between symmetries and conservation laws for difference systems

This paper presents a relation between divergence variational symmetries for difference variational problems on lattices and conservation laws for the associated Euler–Lagrange system provided by Noether's theorem. This inspires us to define conservation laws related to symmetries for arbitrary difference equations with or without Lagrangian formulations. These conservation laws are constrained by partial differential equations obtained from the symmetries generators. It is shown that the orders of these partial differential equations have been reduced relative to those used in a general approach. Illustrative examples are presented.     

A finite-element analysis of critical-state models for type-II superconductivity in 3D

^** Email: c.m.elliott{at}sussex.ac.uk^*** Corresponding author. Email: y.kashima{at}sussex.ac.uk We consider the numerical analysis of evolution variationalinequalities which are derived from Maxwell's equations coupledwith a nonlinear constitutive relation between the electricfield and the current density and governing the magnetic fieldaround a type-II bulk superconductor located in 3D space. Thenonlinear Ohm's law is formulated using the subdifferentialof a convex energy so the theory is applied to the Bean critical-statemodel, a power law model and an extended Bean critical-statemodel. The magnetic field in the nonconducting region is expressedas a gradient of a magnetic scalar potential in order to handlethe curl-free constraint. The variational inequalities are discretizedin time implicitly and in space by Nédélec's curl-conformingfinite element of lowest order. The nonsmooth energies are smoothedwith a regularization parameter so that the fully discrete problemis a system of nonlinear algebraic equations at each time step.We prove various convergence results. Some numerical simulationsunder a uniform external magnetic field are presented.     

Multigrid Computation of Axisymmetric Electromagnetic Fields

The focus of this paper is on boundary value problems for Maxwell's equations that feature cylindrical symmetry both of the domain R ³ and the data. Thus, by resorting to cylindrical coordinates, a reduction to two dimensions is possible. However, cylindrical coordinates introduce a potentially malicious singularity at the axis rendering the variational problems degenerate. As a consequence, the analysis of multigrid solvers along the lines of variational multigrid theory confronts severe difficulties. Line relaxation in radial direction and semicoarsening can successfully reign in the degeneracy. In addition, the lack of H ¹-ellipticity of the double-curl operator entails using special hybrid smoothing procedures. All these techniques combined yield a fast multigrid solver. The theoretical investigation of the method relies on blending generalized Fourier techniques and modern variational multigrid theory. We first determine invariant subspaces of the multigrid iteration operator and analyze the smoothers therein. Under certain assumptions on the material parameters we manage to show uniform convergence of a symmetric V-cycle.     

On Cayley-Transform Methods for the Discretization of Lie-Group Equations

In this paper we develop in a systematic manner the theory of time-stepping methods based on the Cayley transform. Such methods can be applied to discretize differential equations that evolve in some Lie groups, in particular in the orthogonal group and the symplectic group. Unlike many other Lie-group solvers, they do not require the evaluation of matrix exponentials. Similarly to the theory of Magnus expansions in [13], we identify terms in a Cayley expansion with rooted trees, which can be constructed recursively. Each such term is an integral over a polytope but all such integrals can be evaluated to high order by using special quadrature formulas similar to the construction in [13]. Truncated Cayley expansions (with exact integrals) need not be time-symmetric, hence the method does not display the usual advantages associated with time symmetry, e.g., even order of approximation. However, time symmetry (with its attendant benefits) is attained when exact integrals are replaced by certain quadrature formulas. March 7, 2000. Final version received: August 10, 2000. Online publication: January 2, 2001.     

Quadratically constrained least squares and quadratic problems

Summary We consider the following problem: Compute a vectorx such that Ax–b₂=min, subject to the constraint x₂=. A new approach to this problem based on Gauss quadrature is given. The method is especially well suited when the dimensions ofA are large and the matrix is sparse.It is also possible to extend this technique to a constrained quadratic form: For a symmetric matrixA we consider the minimization ofx ^T A x–2b ^T x subject to the constraint x₂=.Some numerical examples are given.This work was in part supported by the National Science Foundation under Grant DCR-8412314 and by the National Institute of Standards and Technology under Grant 60NANB9D0908.     

Method of nonlinear boundary equations in problems of contact of several elastic bodies

The method of nonlinear boundary equations is applied to develop new formulations of contact problems with unknown contact regions. Our formulation is free from inequality constraints, which enter the method of variational inequalities and the standard formulations of contact problems. Methods of the theory of operator equations are applied to prove that the problems are well-posed.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 61, pp. 62–70, 1987.     

Some observations on Babu\vs}ka and Brezzi theories

Summary. Some observations are made on abstract error estimates for Galerkin approximations based on Babuška-Brezzi conditions. A basic error estimate due to Babuška is sharpened by means of an identity that for any nontrivial idempotent operator P. Some remarks are also made on the Brezzi's theory for mixed variational problems and their Galerkin approximations. Received March 1, 2000 / Revised version received September 28, 2000 / Published online June 17, 2002 RID="*" ID="*" This work was partially supported by NSF DMS-9706949, NSF ACI-9800244 and NASA NAG2-1236 Correspondence to: J. Xu     

Multigrid in H (div) and H (curl)

Summary. We consider the solution of systems of linear algebraic equations which arise from the finite element discretization of variational problems posed in the Hilbert spaces and in three dimensions. We show that if appropriate finite element spaces and appropriate additive or multiplicative Schwarz smoothers are used, then the multigrid V-cycle is an efficient solver and preconditioner for the discrete operator. All results are uniform with respect to the mesh size, the number of mesh levels, and weights on the two terms in the inner products. Received June 12, 1998 / Revised version received March 12, 1999 / Published online January 27, 2000     

On the well-posedness of the vacuum Einstein��s equations

The Cauchy problem of the vacuum Einstein’s equations aims to find a semi-metric g _αβ of a spacetime with vanishing Ricci curvature R _α,β and prescribed initial data. Under the harmonic gauge condition, the equations R _α,β  = 0 are transferred into a system of quasi-linear wave equations which are called the reduced Einstein equations. The initial data for Einstein’s equations are a proper Riemannian metric h _ab and a second fundamental form K _ab . A necessary condition for the reduced Einstein equation to satisfy the vacuum equations is that the initial data satisfy Einstein constraint equations. Hence the data (h _ab , K _ab ) cannot serve as initial data for the reduced Einstein equations. Previous results in the case of asymptotically flat spacetimes provide a solution to the constraint equations in one type of Sobolev spaces, while initial data for the evolution equations belong to a different type of Sobolev spaces. The goal of the present article is to resolve this incompatibility and to show that under the harmonic gauge the vacuum Einstein equations are well-posed in one type of Sobolev spaces.     

Implicit Gamma Theorems (I): Pseudoroots and Pseudospectra

   Abstract. Let g : E → F be an analytic function between two Hilbert spaces E and F. We study the set g(B(x, ε)) ⊂ E, the image under g of the closed ball about x∈ E with radius ε . When g(x) expresses the solution of an equation depending on x , then the elements of g(B(x,ε )) are ε -pseudosolutions. Our aim is to investigate the size of the set g(B(x,ε )) . We derive upper and lower bounds of the following form: g(x) + Dg (x) ( B(0, c ₁ ε N))

On an iterative method for variational inequalities

Summary A number of numerical solutions are presented as examples of a new iterative method for variational inequalities. The iterative method is based on the reduction of variational inequalities to the Wiener-Hopf equations. For obstacle problems the convergence is guaranteed inW ^1,p spaces forp2. The examples presented are one and two dimensional obstacle problems in cases when the Greens function is known, but the method is very general.