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Dirk Praetorius

Publications and source records attributed to Dirk Praetorius.

At least 19 recordsLinked to original sources

Optimal convergence of adaptive BEM driven by functional-type error estimators

In the present work, we derive functional upper bounds for the potential error arising from boundary element discretizations of the Laplace-Dirichlet problem. These bounds are based on local auxiliary problems on patches of boundary vertices and the resulting a posteriori error estimator is shown to be locally equivalent to the well-studied residual error estimator. This equivalence result allows us to prove R-linear convergence of the functional a posteriori error estimator and, together with a suitable mesh-refining strategy, to establish that the potential error as well as the functional error estimator converge with optimal rates with respect to the number of boundary elements. Numerical experiments affirm the theoretical findings and illustrate the practical performance of the related adaptive algorithm driven by the proposed functional error estimator.

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Optimal complexity of adaptive FEM for second-order linear elliptic PDEs driven by non-residual estimators, Part I: Symmetric PDEs

We consider adaptive finite element methods for symmetric second-order linear elliptic PDEs, where the adaptive algorithm steers the local mesh refinement as well as an iterative algebraic solver. Under abstract assumptions on the underlying a-posteriori error estimator and the solver, we prove that the usual adaptive algorithm leads to unconditional full R-linear convergence, independently of the user-chosen adaptivity parameters. For sufficiently small parameters, this guarantees optimal complexity in the sense that the decay rate of an appropriate quasi-error is optimal with respect to the overall computation cost (and hence time) measured in terms of the usual nonlinear approximation classes. Unlike available results in the literature, the main focus is on the analytical understanding of non-residual estimators like averaging-based estimators as proposed by Zienkiewicz and Zhu or estimators based on equilibrated fluxes.

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Quasi-optimal complexity of iterative Galerkin methods driven by an elliptic reconstruction error estimator

We study an iterative Galerkin method for quasilinear elliptic problems in the Browder-Minty setting. The resulting discrete nonlinear systems are solved by linearization via a (damped) Zarantonello iteration. Unlike prior work, adaptive mesh refinement is driven by an elliptic reconstruction error estimator, which is natural in the sense that the a posteriori bounds for the linearization and discretization errors are well separated. For this setting, we present the first comprehensive convergence analysis of the corresponding algorithm. We prove unconditional full R-linear convergence of a suitable quasi-error that combines linearization and discretization errors. For sufficiently small adaptivity parameters, we further establish optimal convergence rates with respect to the number of degrees of freedom and quasi-optimal complexity, i.e., optimal convergence rates with respect to the overall computational cost. Numerical experiments underpin the theoretical findings.

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BDF2-type integrator for Landau-Lifshitz-Gilbert equation in micromagnetics: a-priori error estimates

We consider the Landau-Lifshitz-Gilbert equation (LLG), which models time-dependent micromagnetic phenomena. We analyze a fully discrete scheme that combines first-order finite elements in space with a BDF2 method in time. The method requires the solution of only one linear system of equations per time step and does not enforce the pointwise unit-length constraint of the magnetization. While unconditional weak convergence has been analyzed in an earlier work, we now prove optimal-order convergence rates under sufficient regularity assumptions on the exact solution and the external field. In combination with our previous work, this establishes the first higher-order-in-time and linear integrator that converges both to weak and strong solutions of LLG. Numerical experiments confirm first-order convergence in space and second-order convergence in time.

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Adaptive finite element methods with optimally preconditioned GMRES guarantee optimal complexity

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers the local mesh-refinement as well as the termination of a generalized minimal residual solver (GMRES) with optimal preconditioner to solve the arising non-symmetric finite element systems. Algorithmic interplay of mesh-refinement and iterative solver is shown to be optimal: A natural and fully computable quasi-error monitoring discretization error and algebraic solver error guarantees unconditional convergence for any choice of adaptivity parameters, i.e., the algorithm cannot fail to converge. This is ensured algorithmically via a novel adaptive feedback-control for the solver-termination parameter that monitors and ensures full R-linear convergence. Finally, the quasi-error even decays with optimal rates with respect to the overall computational complexity if the adaptivity parameters are chosen sufficiently small.

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Minimum residual discretization of a semilinear elliptic problem

We propose a least-squares penalization as a means to extend the discontinuous Petrov-Galerkin (DPG) method with optimal test functions to a class of semilinear elliptic problems. The nonlinear contributions are replaced with independent unknowns so that standard DPG techniques apply to the then linear problem with non-trivial kernel. The nonlinear relations are added as least-squares constraints. Assuming solvability of the semilinear problem and an Aubin-Nitsche-type approximation property for the primal variable, we prove a Cea estimate for the approximation error in canonical norms. Numerical results with uniform and adaptively refined meshes illustrate the performance of the scheme.

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New a posteriori error estimates for full-space transmission problems

In the present work, we derive functional upper bounds for the potential error arising from finite-element boundary-element coupling formulations for a nonlinear Poisson-type transmission problem. The proposed a posteriori error estimates are independent of the precise discretization scheme and provide guaranteed upper bounds for the potential error. The computation of these upper bounds is based on the solutions of local auxiliary finite element problems on patches in the interior domain and in a strip domain along the coupling boundary. Numerical experiments illustrate the performance of the proposed error estimation strategy for a related adaptive mesh-refinement strategy.

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Unconditional full linear convergence and quasi-optimal complexity of smoothed adaptive finite element methods

We present the first rigorous convergence analysis of the smoothed adaptive finite element method (S-AFEM) proposed in [Mulita, Giani, Heltai: SIAM J. Sci. Comput. 43, 2021]. S-AFEM modifies the classical adaptive finite element method (AFEM) by performing accurate discrete solves only on periodically determined mesh levels, while the intermediate levels employ a fixed number of cheap smoothing iterations. Numerical experiments in that work showed that this strategy generates adapted meshes comparable to those of AFEM at substantially lower computational cost. In this paper, we prove unconditional full R-linear convergence of a suitable quasi-error quantity and, for sufficiently small adaptivity parameters, optimal convergence rates with respect to the overall computational cost. The analysis requires only a mild uniform stability assumption on the employed smoother, satisfied by standard methods such as Richardson, Gauss-Seidel, conjugate gradient, and multigrid schemes. Our results apply to general second-order linear elliptic PDEs and show that S-AFEM retains all desired abstract convergence guarantees of AFEM while reducing the cumulative computational time. Numerical experiments validate the theory, analyze runtime performance, and underline the potential of S-AFEM for speed-up in AFEM computations.

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Generalized preconditioned conjugate gradients for adaptive FEM with optimal complexity

We consider adaptive finite element methods (AFEMs) with inexact algebraic solvers for second-order symmetric linear elliptic diffusion problems. Optimal complexity of AFEM, i.e., optimal convergence rates with respect to the overall computational cost, hinges on two requirements on the solver. First, each solver step is of linear cost with respect to the number of degrees of freedom. Second, each solver step guarantees uniform contraction of the solver error with respect to the PDE-related energy norm. Both properties must be ensured robustly with respect to the local mesh size h (i.e., h-robustness). While existing literature on geometric multigrid methods (MG) or symmetric additive Schwarz preconditioners for the preconditioned conjugate gradient method (PCG) that are appropriately adapted to adaptive mesh-refinement satisfy these requirements, this paper aims to consider more general solvers. Our main focus is on preconditioners stemming from contractive solvers which need not be symmetrized to be used with Krylov methods and which are not only h-robust but also p-robust, i.e., the contraction constant is independent of the polynomial degree p. In particular, we show that generalized PCG (GPCG) with an h- and p-robust contractive MG as a preconditioner satisfies the requirements for optimal-complexity AFEM and that it numerically outperforms AFEM using MG as a solver. While this is certainly known for (quasi-)uniform meshes, the main contribution of the present work is the rigorous analysis of the interplay of the solver with adaptive mesh-refinement. Numerical experiments underline the theoretical findings.

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Multigoal-oriented adaptive finite element method with convergence rates

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm, only two linear finite element systems have to be solved. Moreover, all finite element solutions are computed with respect to the same discrete space, while the underlying triangulations are adapted to resolve all inherent singularities simultaneously. Unlike available results for such a setting in the literature, we give a thorough convergence analysis and verify that our algorithm guarantees, in an appropriate sense, even optimal convergence rates. Numerical experiments underline the derived theoretical results.

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Newton's method in adaptive iteratively linearized FEM

This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton iteration for the discretized nonlinear problems on each level ensuring both global linear and local quadratic convergence. In contrast to energy-based arguments in the literature, a novel approach in the analysis considers the discrete dual norm of the residual as a computable measure for the linearization error. As a consequence, this paper provides the first convergence analysis with optimal rates of an adaptive iteratively linearized FEM beyond energy-minimization problems. The presented theory applies to strongly monotone operators with locally Lipschitz continuous Fr\'echet derivative. We present a class of semilinear PDEs fitting into this framework and provide numerical experiments to underline the theoretical results.

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BDF2-type integrator for Landau-Lifshitz-Gilbert equation in micromagnetics: unconditional weak convergence to weak solutions

We consider the Landau-Lifshitz-Gilbert equation (LLG) that models time-dependent micromagnetic phenomena. We propose a full discretization that employs first-order finite elements in space and a BDF2-type two-step method in time. In each time step, only one linear system of equations has to be solved. We employ linear interpolation in time to reconstruct the discrete space-time magnetization. We prove that the integrator is unconditionally stable and thus guarantees that a subsequence of the reconstructed magnetization converges weakly in $H^1$ towards a weak solution of LLG in the space-time domain. Numerical experiments verify that the proposed integrator is indeed first-order in space and second-order in time.

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Energy minimization for skyrmions on planar thin films

We consider an energy functional that arises in micromagnetic and liquid crystal theory on thin films. In particular, our energy comprises a non-convex term that models anti-symmetric exchange as well as an anisotropy term. We devise an algorithm for energy minimization in the continuous case and show weak convergence of a subsequence towards a solution of the corresponding Euler--Lagrange equation. Furthermore, an algorithm for numerical energy minimization is presented. We show empirically that this numerical algorithm converges to the correct solutions for a benchmark problem without the need for user-supplied parameters, and present a rigorous convergence analysis for important special cases.

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Global convergence of adaptive least-squares finite element methods for nonlinear PDEs

The Zarantonello fixed-point iteration is an established linearization scheme for quasilinear PDEs with strongly monotone and Lipschitz continuous nonlinearity in Hilbert spaces. This paper presents a weighted least-squares minimization for the computation of the update of this scheme. The resulting formulation allows for a conforming least-squares finite element discretization of the primal and dual variable of the PDE with arbitrary polynomial degree. The least-squares functional provides a built-in a posteriori discretization error estimator in each linearization step motivating an adaptive Uzawa-type algorithm with an outer linearization loop and an inner adaptive mesh-refinement loop. For quasilinear PDEs in divergence form satisfying a 2-growth condition, we prove global R-linear convergence of the computed linearization iterates for arbitrary initial guesses. Particular focus is on the role of the weights in the least-squares functional of the linearized problem and their influence on the robustness of the Zarantonello damping parameter. Numerical experiments illustrate the performance of the proposed algorithm.

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Convergence of adaptive boundary element methods driven by functional a posteriori error estimates

The recent work [Kurz et al., Numer. Math., 147 (2021)] proposed functional a posteriori error estimates for boundary element methods (BEMs) together with a related adaptive mesh-refinement strategy. Unlike most a posteriori BEM error estimators, the proposed functional error estimators cover Galerkin as well as collocation BEM and, more importantly, do not control the error in the integral density on the boundary, but the error of the potential approximation in the domain, which is of greater relevance in practice. The estimates rely on the numerical solution of auxiliary problems on auxiliary strip domains along the boundary, where the strips are affected by the adaptive mesh-refinement and hence vary. For Galerkin BEM, we prove that the proposed adaptive mesh-refinement algorithm yields convergence of the potential error to zero. Due to the structural difference to residual-based estimators, the proof requires new ideas.

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Goal-Oriented Error Estimation and Adaptivity for Stochastic Collocation FEM

We propose and analyze a general goal-oriented adaptive strategy for approximating quantities of interest (QoIs) associated with solutions to linear elliptic partial differential equations with random inputs. The QoIs are represented by bounded linear or continuously G\^ateaux differentiable nonlinear goal functionals, and the approximations are computed using the sparse grid stochastic collocation finite element method (SC-FEM). The proposed adaptive strategy relies on novel reliable a posteriori estimates of the errors in approximating QoIs. One of the key features of our error estimation approach is the introduction of a correction term into the approximation of QoIs in order to compensate for the lack of (global) Galerkin orthogonality in the SC-FEM setting. Computational results generated using the proposed adaptive algorithm are presented in the paper for representative elliptic problems with affine and nonaffine parametric coefficient dependence and for a range of linear and nonlinear goal functionals.

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Iterative solvers in adaptive FEM

This chapter provides an overview of state-of-the-art adaptive finite element methods (AFEMs) for the numerical solution of second-order elliptic partial differential equations (PDEs), where the primary focus is on the optimal interplay of local mesh refinement and iterative solution of the arising discrete systems. Particular emphasis is placed on the thorough description of the essential ingredients necessary to design adaptive algorithms of optimal complexity, i.e., algorithms that mathematically guarantee the optimal rate of convergence with respect to the overall computational cost and, hence, time. Crucially, adaptivity induces reliability of the computed numerical approximations by means of a-posteriori error control. This ensures that the error committed by the numerical scheme is bounded from above by computable quantities. The analysis of the adaptive algorithms is based on the study of appropriate quasi-error quantities that include and balance different components of the overall error. Importantly, the quasi-errors stemming from an adaptive algorithm with contractive iterative solver satisfy a centerpiece concept, namely, full R-linear convergence. This guarantees that the adaptive algorithm is essentially contracting this quasi-error at each step and it turns out to be the cornerstone for the optimal complexity of AFEM. The unified analysis of the adaptive algorithms is presented in the context of symmetric linear PDEs. Extensions to goal-oriented, non-symmetric, as well as non-linear PDEs are presented with suitable nested iterative solvers fitting into the general analytical framework of the linear symmetric case. Numerical experiments highlight the theoretical results and emphasize the practical relevance and gain of adaptivity with iterative solvers for numerical simulations with optimal complexity.

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Unconditional full linear convergence and optimal complexity of adaptive iteratively linearized FEM for nonlinear PDEs

We propose an adaptive iteratively linearized finite element method (AILFEM) in the context of strongly monotone nonlinear operators in Hilbert spaces. The approach combines adaptive mesh-refinement with an energy-contractive linearization scheme (e.g., the Ka\v{c}anov method) and a norm-contractive algebraic solver (e.g., an optimal geometric multigrid method). Crucially, a novel parameter-free algebraic stopping criterion is designed and we prove that it leads to a uniformly bounded number of algebraic solver steps. Unlike available results requiring sufficiently small adaptivity parameters to ensure even plain convergence, the new AILFEM algorithm guarantees full R-linear convergence for arbitrary adaptivity parameters. Thus, parameter-robust convergence is guaranteed. Moreover, for sufficiently small adaptivity parameters, the new adaptive algorithm guarantees optimal complexity, i.e., optimal convergence rates with respect to the overall computational cost and, hence, time.

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