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Alan Demlow

Publications and source records attributed to Alan Demlow.

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Alleviating missing boundary conditions in elliptic partial differential equations using interior point measurements

We consider an optimal recovery problem for the Poisson problem when the boundary data is unknown. Compensating information is provided in the form of a finite number of measurements of the solution. A finite element algorithm for this problem was given in Binev et al. (2024), where measurements were assumed to be either bounded linear functionals of the solution or point measurements at locations lying anywhere in the closure of the computational domain. In contrast, we focus on the case of point measurements at locations lying in the interior of the domain. This lowers the regularity requirements placed on the solution. Also, a key ingredient in the recovery process is the finite element approximation of Riesz representers associated with the measurements. Our main result is a pointwise error estimate for the Riesz representers. We apply this to obtain improved estimates which measure the performance of the recovery algorithm in various norms.

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A Taylor-Hood finite element method for the surface Stokes problem without penalization

Finite element approximation of the velocity-pressure formulation of the surfaces Stokes equations is challenging because it is typically not possible to enforce both tangentiality and $H^1$ conformity of the velocity field. Most previous works concerning finite element methods (FEMs) for these equations thus have weakly enforced one of these two constraints by penalization or a Lagrange multiplier formulation. Recently in [A tangential and penalty-free finite element method for the surface Stokes problem, SINUM 62(1):248-272, 2024], the authors constructed a surface Stokes FEM based on the MINI element which is tangentiality conforming and $H^1$ nonconforming, but possesses sufficient weak continuity properties to circumvent the need for penalization. The key to this method is construction of velocity degrees of freedom lying on element edges and vertices using an auxiliary Piola transform. In this work we extend this methodology to construct Taylor-Hood surface FEMs. The resulting method is shown to achieve optimal-order convergence when the edge degrees of freedom for the velocity space are placed at Gauss-Lobatto nodes. Numerical experiments confirm that this nonstandard placement of nodes is necessary to achieve optimal convergence orders.

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A mixed quasi-trace surface finite element method for the Laplace-Beltrami problem

Trace finite element methods have become a popular option for solving surface partial differential equations, especially in problems where surface and bulk effects are coupled. In such methods a surface mesh is formed by approximately intersecting the continuous surface on which the PDE is posed with a three-dimensional (bulk) tetrahedral mesh. In classical $H^1$-conforming trace methods, the surface finite element space is obtained by restricting a bulk finite element space to the surface mesh. It is not clear how to carry out a similar procedure in order to obtain other important types of finite element spaces such as $H({\rm div})$-conforming spaces. Following previous work of Olshanskii, Reusken, and Xu on $H^1$-conforming methods, we develop a ``quasi-trace'' mixed method for the Laplace-Beltrami problem. The finite element mesh is taken to be the intersection of the surface with a regular tetrahedral bulk mesh as previously described, resulting in a surface triangulation that is highly unstructured and anisotropic but satisfies a classical maximum angle condition. The mixed method is then employed on this mesh. Optimal error estimates with respect to the bulk mesh size are proved along with superconvergent estimates for the projection of the scalar error and a postprocessed scalar approximation.

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A tangential and penalty-free finite element method for the surface Stokes problem

Surface Stokes and Navier-Stokes equations are used to model fluid flow on surfaces. They have attracted significant recent attention in the numerical analysis literature because approximation of their solutions poses significant challenges not encountered in the Euclidean context. One challenge comes from the need to simultaneously enforce tangentiality and $H^1$ conformity (continuity) of discrete vector fields used to approximate solutions in the velocity-pressure formulation. Existing methods in the literature all enforce one of these two constraints weakly either by penalization or by use of Lagrange multipliers. Missing so far is a robust and systematic construction of surface Stokes finite element spaces which employ nodal degrees of freedom, including MINI, Taylor-Hood, Scott-Vogelius, and other composite elements which can lead to divergence-conforming or pressure-robust discretizations. In this paper we construct surface MINI spaces whose velocity fields are tangential. They are not $H^1$-conforming, but do lie in $H({\rm div})$ and do not require penalization to achieve optimal convergence rates. We prove stability and optimal-order energy-norm convergence of the method and demonstrate optimal-order convergence of the velocity field in $L_2$ via numerical experiments. The core advance in the paper is the construction of nodal degrees of freedom for the velocity field. This technique also may be used to construct surface counterparts to many other standard Euclidean Stokes spaces, and we accordingly present numerical experiments indicating optimal-order convergence of nonconforming tangential surface Taylor-Hood $\mathbb{P}^2-\mathbb{P}^1$ elements.

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Maximum norm a posteriori error estimates for convection-diffusion problems

We prove residual-type a posteriori error estimates in the maximum norm for a linear scalar elliptic convection-diffusion problem that may be singularly perturbed. Similar error analysis in the energy norm by Verf\"{u}rth indicates that a dual norm of the {convective derivative of the} error must be added to the natural energy norm in order for the natural residual estimator to be reliable and efficient. We show that the situation is similar for the maximum norm. In particular, we define a mesh-dependent weighted seminorm of the convective error which functions as a maximum-norm counterpart to the dual norm used in the energy norm setting. The total error is then defined as the sum of this seminorm, the maximum norm of the error, and data oscillation. The natural maximum norm residual error estimator is shown to be equivalent to this total error notion, with constant independent of singular perturbation parameters. These estimates are proved under the assumption that certain natural estimates hold for the Green's function for the problem at hand. Numerical experiments confirm that our estimators effectively capture the maximum-norm error behavior for singularly perturbed problems, and can effectively drive adaptive refinement in order to capture layer phenomena.

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A divergence-conforming finite element method for the surface Stokes equation

The Stokes equation posed on surfaces is important in some physical models, but its numerical solution poses several challenges not encountered in the corresponding Euclidean setting. These include the fact that the velocity vector should be tangent to the given surface and the possible presence of degenerate modes (Killing fields) in the solution. We analyze a surface finite element method which provides solutions to these challenges. We consider an interior penalty method based on the well-known Brezzi-Douglas-Marini $H({\rm div})$-conforming finite element space. The resulting spaces are tangential to the surface, but require penalization of jumps across element interfaces in order to weakly maintain $H^1$ conformity of the velocity field. In addition our method exactly satisfies the incompressibility constraint in the surface Stokes problem. Secondly, we give a method which robustly filters Killing fields out of the solution. This problem is complicated by the fact that the dimension of the space of Killing fields may change with small perturbations of the surface. We first approximate the Killing fields via a Stokes eigenvalue problem and then give a method which is asymptotically guaranteed to correctly exclude them from the solution. The properties of our method are rigorously established via an error analysis and illustrated via numerical experiments.

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Finite Element Methods for the Laplace-Beltrami Operator

Partial differential equations posed on surfaces arise in a number of applications. In this survey we describe three popular finite element methods for approximating solutions to the Laplace-Beltrami problem posed on an $n$-dimensional surface $\gamma$ embedded in $\mathbb{R}^{n+1}$: the parametric, trace, and narrow band methods. The parametric method entails constructing an approximating polyhedral surface $\Gamma$ whose faces comprise the finite element triangulation. The finite element method is then posed over the approximate surface $\Gamma$ in a manner very similar to standard FEM on Euclidean domains. In the trace method it is assumed that the given surface $\gamma$ is embedded in an $n+1$-dimensional domain $\Omega$ which has itself been triangulated. An $n$-dimensional approximate surface $\Gamma$ is then constructed roughly speaking by interpolating $\gamma$ over the triangulation of $\Omega$, and the finite element space over $\Gamma$ consists of the trace (restriction) of a standard finite element space on $\Omega$ to $\Gamma$. In the narrow band method the PDE posed on the surface is extended to a triangulated $n+1$-dimensional band about $\gamma$ whose width is proportional to the diameter of elements in the triangulation. In all cases we provide optimal a priori error estimates for the lowest-order finite element methods, and we also present a posteriori error estimates for the parametric and trace methods. Our presentation focuses especially on the relationship between the regularity of the surface $\gamma$, which is never assumed better than of class $C^2$, the manner in which $\gamma$ is represented in theory and practice, and the properties of the resulting methods.

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A posteriori error estimates for the Laplace-Beltrami operator on parametric $C^2$ surfaces

We prove new a posteriori error estimates for surface finite element methods (SFEM). Surface FEM approximate solutions to PDE posed on surfaces. Prototypical examples are elliptic PDE involving the Laplace-Beltrami operator. Typically the surface is approximated by a polyhedral or higher-order polynomial approximation. The resulting FEM exhibits both a geometric consistency error due to the surface approximation and a standard Galerkin error. A posteriori estimates for SFEM require practical access to geometric information about the surface in order to computably bound the geometric error. It is thus advantageous to allow for maximum flexibility in representing surfaces in practical codes when proving a posteriori error estimates for SFEM. However, previous a posteriori estimates using general parametric surface representations are suboptimal by one order on $C^2$ surfaces. Proofs of error estimates optimally reflecting the geometric error instead employ the closest point projection, which is defined using the signed distance function. Because the closest point projection is often unavailable or inconvenient to use computationally, a posteriori estimates using the signed distance function have notable practical limitations. We merge these two perspectives by assuming {\it practical} access only to a general parametric representation of the surface, but using the distance function as a {\it theoretical} tool. This allows us to derive sharper geometric estimators which exhibit improved experimentally observed decay rates when implemented in adaptive surface finite element algorithms.

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A Priori Error Estimates for Finite Element Approximations to Eigenvalues and Eigenfunctions of the Laplace-Beltrami Operator

Elliptic partial differential equations on surfaces play an essential role in geometry, relativity theory, phase transitions, materials science, image processing, and other applications. They are typically governed by the Laplace-Beltrami operator. We present and analyze approximations by Surface Finite Element Methods (SFEM) of the Laplace-Beltrami eigenvalue problem. As for SFEM for source problems, spectral approximation is challenged by two sources of errors: the geometric consistency error due to the approximation of the surface and the Galerkin error corresponding to finite element resolution of eigenfunctions. We show that these two error sources interact for eigenfunction approximations as for the source problem. The situation is different for eigenvalues, where a novel situation occurs for the geometric consistency error: The degree of the geometric error depends on the choice of interpolation points used to construct the approximate surface. Thus the geometric consistency term can sometimes be made to converge faster than in the eigenfunction case through a judicious choice of interpolation points.

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Convergence and quasi-optimality of adaptive finite element methods for harmonic forms

Numerical computation of harmonic forms (typically called harmonic fields in three space dimensions) arises in various areas, including computer graphics and computational electromagnetics. The finite element exterior calculus framework also relies extensively on accurate computation of harmonic forms. In this work we study the convergence properties of adaptive finite element methods (AFEM) for computing harmonic forms. We show that a properly defined AFEM is contractive and achieves optimal convergence rate beginning from any initial conforming mesh. This result is contrasted with related AFEM convergence results for elliptic eigenvalue problems, where the initial mesh must be sufficiently fine in order for AFEM to achieve any provable convergence rate.

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Convergence and optimality of higher-order adaptive finite element methods for eigenvalue clusters

Proofs of convergence of adaptive finite element methods for the approximation of eigenvalues and eigenfunctions of linear elliptic problems have been given in a several recent papers. A key step in establishing such results for multiple and clustered eigenvalues was provided by Dai et. al. (2014), who proved convergence and optimality of AFEM for eigenvalues of multiplicity greater than one. There it was shown that a theoretical (non-computable) error estimator for which standard convergence proofs apply is equivalent to a standard computable estimator on sufficiently fine grids. Gallistl (2015) used a similar tool in order to prove that a standard adaptive FEM for controlling eigenvalue clusters for the Laplacian using continuous piecewise linear finite element spaces converges with optimal rate. When considering either higher-order finite element spaces or non-constant diffusion coefficients, however, the arguments of Dai et. al. and Gallistl do not yield equivalence of the practical and theoretical estimators for clustered eigenvalues. In this note we provide this missing key step, thus showing that standard adaptive FEM for clustered eigenvalues employing elements of arbitrary polynomial degree converge with optimal rate. We additionally establish that a key user-defined input parameter in the AFEM, the bulk marking parameter, may be chosen entirely independently of the properties of the target eigenvalue cluster. All of these results assume a fineness condition on the initial mesh in order to ensure that the nonlinearity is sufficiently resolved.

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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 \cite{ArFaWi2010} 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 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 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.

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Local energy estimates for the finite element method on sharply varying grids

Local energy error estimates for the finite element method for elliptic problems were originally proved in 1974 by Nitsche and Schatz. These estimates show that the local energy error may be bounded by a local approximation term, plus a global "pollution" term that measures the influence of solution quality from outside the domain of interest and is heuristically of higher order. However, the original analysis of Nitsche and Schatz is restricted to quasi-uniform grids. We present local a priori energy estimates that are valid on shape regular grids, an assumption which allows for highly graded meshes and which much more closely matches the typical practical situation. Our chief technical innovation is an improved superapproximation result.

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A posteriori error estimates in the maximum norm for parabolic problems

We derive a posteriori error estimates in the $L_\infty((0,T];L_\infty(\Omega))$ norm for approximations of solutions to linear para bolic equations. Using the elliptic reconstruction technique introduced by Makridakis and Nochetto and heat kernel estimates for linear parabolic pr oblems, we first prove a posteriori bounds in the maximum norm for semidiscrete finite element approximations. We then establish a posteriori bounds for a fully discrete backward Euler finite element approximation. The elliptic reconstruction technique greatly simplifies our development by allow\ ing the straightforward combination of heat kernel estimates with existing elliptic maximum norm error estimators.

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