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Abner J. Salgado

Publications and source records attributed to Abner J. Salgado.

At least 55 records · Page 3Linked to original sources

Regularity of solutions to space--time fractional wave equations: a PDE approach

We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $γ\in (1,2]$. Since it has been shown useful for the design of numerical techniques for related problems, we also consider a quasi--stationary elliptic problem that comes from the realization of the spatial fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on a semi--infinite cylinder. We provide existence and uniqueness results together with energy estimates for both problems. In addition, we derive regularity estimates both in time and space; the time--regularity results show that the usual assumptions made in the numerical analysis literature are problematic

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On well-posedness of a velocity-vorticity formulation of the Navier-Stokes equations with no-slip boundary conditions

We study well-posedness of a velocity-vorticity formulation of the Navier--Stokes equations, supplemented with no-slip velocity boundary conditions, a no-penetration vorticity boundary condition, along with a natural vorticity boundary condition depending on a pressure functional. In the stationary case we prove existence and uniqueness of a suitable weak solution to the system under a small data condition. The topic of the paper is driven by recent developments of vorticity based numerical methods for the Navier--Stokes equations.

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Tensor FEM for spectral fractional diffusion

We design and analyze several Finite Element Methods (FEMs) applied to the Caffarelli-Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $Ω\subset \mathbb{R}^d$ with $d=1,2$. For the solution to the extension problem, we establish analytic regularity with respect to the extended variable $y\in (0,\infty)$. We prove that the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to $y$, taking values in corner-weighted Kondat'ev type Sobolev spaces in $Ω$. In $Ω\subset \mathbb{R}^d$, we discretize with continuous, piecewise linear, Lagrangian FEM ($P_1$-FEM) with mesh refinement near corners, and prove that first order convergence rate is attained for compatible data $f\in \mathbb{H}^{1-s}(Ω)$. We also prove that tensorization of a $P_1$-FEM in $Ω$ with a suitable $hp$-FEM in the extended variable achieves log-linear complexity with respect to $\mathcal{N}_Ω$, the number of degrees of freedom in the domain $Ω$. In addition, we propose a novel, sparse tensor product FEM based on a multilevel $P_1$-FEM in $Ω$ and on a $P_1$-FEM on radical-geometric meshes in the extended variable. We prove that this approach also achieves log-linear complexity with respect to $\mathcal{N}_Ω$. Finally, under the stronger assumption that the data is analytic in $\overlineΩ$, and without compatibility at $\partial Ω$, we establish exponential rates of convergence of $hp$-FEM for spectral, fractional diffusion operators. We also report numerical experiments for model problems which confirm the theoretical results. We indicate several extensions and generalizations of the proposed methods.

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Numerical Methods for Fractional Diffusion

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the extension to one higher dimension. The second method is the integral formulation and deals with singular non-integrable kernels. The third method is a discretization of the Dunford-Taylor formula. We discuss pros and cons of each method, error estimates, and document their performance with a few numerical experiments.

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An a posteriori error analysis for an optimal control problem with point sources

We propose and analyze a reliable and efficient a posteriori error estimator for a constrained linear-quadratic optimal control problem involving Dirac measures; the control variable corresponds to the amplitude of forces modeled as point sources. The proposed a posteriori error estimator is defined as the sum of two contributions, which come from the state and adjoint equations. The estimator associated with the state equation is based on Muckenhoupt weighted Sobolev spaces, while the one associated with the adjoint is in the maximum norm and allows for unbounded right hand sides. The analysis is valid for two and three-dimensional domains. On the basis of the devised a posteriori error estimator, we design a simple adaptive strategy that yields optimal rates of convergence for the numerical examples that we perform.

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Sparse optimal control for fractional diffusion

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity results together with first order optimality conditions. In order to propose a solution technique, we realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator and consider an equivalent optimal control problem with a nonuniformly elliptic equation as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We propose a fully discrete scheme: piecewise constant functions for the control variable and first--degree tensor product finite elements for the state variable. We derive a priori error estimates for the control and state variables which are quasi--optimal with respect to degrees of freedom.

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Optimization with respect to order in a fractional diffusion model: analysis, approximation and algorithmic aspects

We consider an identification problem, where the state $u$ is governed by a fractional elliptic equation and the unknown variable corresponds to the order $s \in (0,1)$ of the underlying operator. We study the existence of an optimal pair $(\bar s, \bar u)$ and provide sufficient conditions for its local uniqueness. We develop semi-discrete and fully discrete algorithms to approximate the solutions to our identification problem and provide a convergence analysis. We present numerical illustrations that confirm and extend our theory.

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Preconditioned Steepest Descent Methods for some Nonlinear Elliptic Equations Involving p-Laplacian Terms

We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of the equations are constant-coefficient, positive linear operators, which suggests a natural preconditioning strategy. Such nonlinear elliptic equations often arise from time discretization of parabolic equations that model various biological and physical phenomena, in particular, liquid crystals, thin film epitaxial growth and phase transformations. The analyses of the schemes involve the characterization of the strictly convex energies associated with the equations. We first give a general framework for PSD in generic Hilbert spaces. Based on certain reasonable assumptions of the linear pre-conditioner, a geometric convergence rate is shown for the nonlinear PSD iteration. We then apply the general the theory to the fourth and sixth-order problems of interest, making use of Sobolev embedding and regularity results to confirm the appropriateness of our pre-conditioners for the regularized p-Lapacian problems. Our results include a sharper theoretical convergence result for p-Laplacian systems compared to what may be found in existing works. We demonstrate rigorously how to apply the theory in the finite dimensional setting using finite difference discretization methods. Numerical simulations for some important physical application problems -- including thin film epitaxy with slope selection and the square phase field crystal model -- are carried out to verify the efficiency of the scheme.

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Numerical analysis of strongly nonlinear PDEs

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental result in this area which states that stable, consistent, and monotone schemes converge as the discretization parameter tends to zero. We review methodologies to construct finite difference, finite element, and semi-Lagrangian schemes that satisfy these criteria, and, in addition, discuss some rather novel tools that have paved the way to derive rates of convergence within this framework.

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Adaptive finite element methods for an optimal control problem involving Dirac measures

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the minimization of a cost functional that involves point evaluations of the state, thus leading to an adjoint problem with Dirac measures on the right hand side; control constraints are also considered. The proposed error estimator relies on a posteriori error estimates in the maximum norm for the state and in Muckenhoupt weighted Sobolev spaces for the adjoint state. We present an analysis that is valid for two and three-dimensional domains. We conclude by presenting several numerical experiments which reveal the competitive performance of adaptive methods based on the devised error estimator.

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Stability analysis of pressure correction schemes for the Navier-Stokes equations with traction boundary conditions

We present a stability analysis for two different rotational pressure correction schemes with open and traction boundary conditions. First, we provide a stability analysis for a rotational version of the grad-div stabilized scheme of [A. Bonito, J.-L. Guermond, and S. Lee. Modified pressure-correction projection methods: Open boundary and variable time stepping. In Numerical Mathematics and Advanced Applications - ENUMATH 2013, volume 103 of Lecture Notes in Computational Science and Engineering, pages 623-631. Springer, 2015]. This scheme turns out to be unconditionally stable, provided the stabilization parameter is suitably chosen. We also establish a conditional stability result for the boundary correction scheme presented in [E. Bansch. A finite element pressure correction scheme for the Navier-Stokes equations with traction boundary condition. Comput. Methods Appl. Mech. Engrg., 279:198-211, 2014]. These results are shown by employing the equivalence between stabilized gauge Uzawa methods and rotational pressure correction schemes with traction boundary conditions.

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Some applications of weighted norm inequalities to the error analysis of PDE constrained optimization problems

The purpose of this work is to illustrate how the theory of Muckenhoupt weights, Muckenhoupt weighted Sobolev spaces and the corresponding weighted norm inequalities can be used in the analysis and discretization of PDE constrained optimization problems. We consider: a linear quadratic constrained optimization problem where the state solves a nonuniformly elliptic equation; a problem where the cost involves pointwise observations of the state and one where the state has singular sources, e.g. point masses. For all three examples we propose and analyze numerical schemes and provide error estimates in two and three dimensions. While some of these problems might have been considered before in the literature, our approach allows for a simpler, Hilbert space-based, analysis and discretization and further generalizations.

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A diffuse interface model for two-phase ferrofluid flows

We develop a model describing the behavior of two-phase ferrofluid flows using phase field-techniques and present an energy-stable numerical scheme for it. For a simplified, yet physically realistic, version of this model and the corresponding numerical scheme we prove, in addition to stability, convergence and as by-product existence of solutions. With a series of numerical experiments we illustrate the potential of these simple models and their ability to capture basic phenomenological features of ferrofluids such as the Rosensweig instability.

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Finite element approximation of the Isaacs equation

We propose and analyze a two-scale finite element method for the Isaacs equation. The fine scale is given by the mesh size $h$ whereas the coarse scale $\varepsilon$ is dictated by an integro-differential approximation of the partial differential equation. We show that the method satisfies the discrete maximum principle provided that the mesh is weakly acute. This, in conjunction with weak operator consistency of the finite element method, allows us to establish convergence of the numerical solution to the viscosity solution as $\varepsilon, h\to0$, and $\varepsilon \gtrsim h^{1/2}|\log h|$. In addition, using a discrete Alexandrov Bakelman Pucci estimate we deduce rates of convergence, under suitable smoothness assumptions on the exact solution.

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The equations of ferrohydrodynamics: modeling and numerical methods

We discuss the equations describing the motion of ferrofluids subject to an external magnetic field. We concentrate on the model proposed by R. Rosensweig, provide an appropriate definition for the effective magnetizing field, and explain the simplifications behind this definition. We show that this system is formally energy stable, and devise a numerical scheme that mimics the same stability estimate. We prove that solutions of the numerical scheme always exist and, under further simplifying assumptions, that the discrete solutions converge. We also discuss alternative formulations proposed in pre-existing work, primarily involving a regularization of the magnetization equation and supply boundary conditions which lead to an energy stable system. We present a series of numerical experiments which illustrate the potential of the scheme in the context of real applications.

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A PDE Approach to Numerical Fractional Diffusion

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the design and analysis of efficient solution techniques for problems involving fractional powers of elliptic operators. Starting from a localization PDE result for these operators, we develop local techniques for their solution: a priori and a posteriori error analyses, adaptivity and multilevel methods. We show the flexibility of our approach by proposing and analyzing local solution techniques for a space-time fractional parabolic equation.

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Finite element approximation of the parabolic fractional obstacle problem

We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite cylinder, which recasts our problem as a quasi-stationary elliptic variational inequality with a dynamic boundary condition. The rapid decay of the solution suggests a truncation that is suitable for numerical approximation. We discretize the truncation with a backward Euler scheme in time and, for space, we use first-degree tensor product finite elements. We present an error analysis based on different smoothness assumptions

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A fractional space-time optimal control problem: analysis and discretization\

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $γ\in (0,1]$, respectively. The spatial fractional diffusion is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator. Thus, we consider an equivalent formulation with a quasi-stationary elliptic problem with a dynamic boundary condition as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We consider a fully-discrete scheme: piecewise constant functions for the control and, for the state, first-degree tensor product finite elements in space and a finite difference discretization in time. We show convergence of this scheme and, for $s \in (0,1)$ and $γ= 1$, we derive a priori error estimates.

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