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Dirk Praetorius

Publications and source records attributed to Dirk Praetorius.

At least 37 records · Page 2Linked to original sources

Cost-optimal adaptive FEM with linearization and algebraic solver for semilinear elliptic PDEs

We consider scalar semilinear elliptic PDEs, where the nonlinearity is strongly monotone, but only locally Lipschitz continuous. To linearize the arising discrete nonlinear problem, we employ a damped Zarantonello iteration, which leads to a linear Poisson-type equation that is symmetric and positive definite. The resulting system is solved by a contractive algebraic solver such as a multigrid method with local smoothing. We formulate a fully adaptive algorithm that equibalances the various error components coming from mesh refinement, iterative linearization, and algebraic solver. We prove that the proposed adaptive iteratively linearized finite element method (AILFEM) guarantees convergence with optimal complexity, where the rates are understood with respect to the overall computational cost (i.e., the computational time). Numerical experiments investigate the involved adaptivity parameters.

math.NA

On full linear convergence and optimal complexity of adaptive FEM with inexact solver

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite element method (AFEM) integrates an inexact solver and nested iterations with discerning stopping criteria balancing the different error components. The analysis ensuring optimal convergence order of AFEM with respect to the overall computational cost critically hinges on the concept of R-linear convergence of a suitable quasi-error quantity. This work tackles several shortcomings of previous approaches by introducing a new proof strategy. First, the algorithm requires several fine-tuned parameters in order to make the underlying analysis work. A redesign of the standard line of reasoning and the introduction of a summability criterion for R-linear convergence allows us to remove restrictions on those parameters. Second, the usual assumption of a (quasi-)Pythagorean identity is replaced by the generalized notion of quasi-orthogonality from [Feischl, Math. Comp., 91 (2022)]. Importantly, this paves the way towards extending the analysis to general inf-sup stable problems beyond the energy minimization setting. Numerical experiments investigate the choice of the adaptivity parameters.

math.NA

Optimal complexity of goal-oriented adaptive FEM for nonsymmetric linear elliptic PDEs

We analyze a goal-oriented adaptive algorithm that aims to efficiently compute the quantity of interest $G(u^\star)$ with a linear goal functional $G$ and the solution $u^\star$ to a general second-order nonsymmetric linear elliptic partial differential equation. The current state of the analysis of iterative algebraic solvers for nonsymmetric systems lacks the contraction property in the norms that are prescribed by the functional analytic setting. This seemingly prevents their application in the optimality analysis of goal-oriented adaptivity. As a remedy, this paper proposes a goal-oriented adaptive iteratively symmetrized finite element method (GOAISFEM). It employs a nested loop with a contractive symmetrization procedure, e.g., the Zarantonello iteration, and a contractive algebraic solver, e.g., an optimal multigrid solver. The various iterative procedures require well-designed stopping criteria such that the adaptive algorithm can effectively steer the local mesh refinement and the computation of the inexact discrete approximations. The main results consist of full linear convergence of the proposed adaptive algorithm and the proof of optimal convergence rates with respect to both degrees of freedom and total computational cost (i.e., optimal complexity). Numerical experiments confirm the theoretical results and investigate the selection of the parameters.

math.NA

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.

math.NA

Adaptive FEM with quasi-optimal overall cost for nonsymmetric linear elliptic PDEs

We consider a general nonsymmetric second-order linear elliptic PDE in the framework of the Lax-Milgram lemma. We formulate and analyze an adaptive finite element algorithm with arbitrary polynomial degree that steers the adaptive mesh-refinement and the inexact iterative solution of the arising linear systems. More precisely, the iterative solver employs, as an outer loop, the so-called Zarantonello iteration to symmetrize the system and, as an inner loop, a uniformly contractive algebraic solver, e.g., an optimally preconditioned conjugate gradient method or an optimal geometric multigrid algorithm. We prove that the proposed inexact adaptive iteratively symmetrized finite element method (AISFEM) leads to full linear convergence and, for sufficiently small adaptivity parameters, to optimal convergence rates with respect to the overall computational cost, i.e., the total computational time. Numerical experiments underline the theory.

math.NA

$hp$-robust multigrid solver on locally refined meshes for FEM discretizations of symmetric elliptic PDEs

In this work, we formulate and analyze a geometric multigrid method for the iterative solution of the discrete systems arising from the finite element discretization of symmetric second-order linear elliptic diffusion problems. We show that the iterative solver contracts the algebraic error robustly with respect to the polynomial degree $p \ge 1$ and the (local) mesh size $h$. We further prove that the built-in algebraic error estimator which comes with the solver is $hp$-robustly equivalent to the algebraic error. The application of the solver within the framework of adaptive finite element methods with quasi-optimal computational cost is outlined. Numerical experiments confirm the theoretical findings.

math.NA

Cost-optimal adaptive iterative linearized FEM for semilinear elliptic PDEs

We consider scalar semilinear elliptic PDEs where the nonlinearity is strongly monotone, but only locally Lipschitz continuous. We formulate an adaptive iterative linearized finite element method (AILFEM) which steers the local mesh refinement as well as the iterative linearization of the arising nonlinear discrete equations. To this end, we employ a damped Zarantonello iteration so that, in each step of the algorithm, only a linear Poisson-type equation has to be solved. We prove that the proposed AILFEM strategy guarantees convergence with optimal rates, where rates are understood with respect to the overall computational complexity (i.e., the computational time). Moreover, we formulate and test an adaptive algorithm where also the damping parameter of the Zarantonello iteration is adaptively adjusted. Numerical experiments underline the theoretical findings.

math.NA

Plain convergence of goal-oriented adaptive FEM

We discuss goal-oriented adaptivity in the frame of conforming finite element methods and plain convergence of the related a posteriori error estimator for different general marking strategies. We present an abstract analysis for two different settings. First, we consider problems where a local discrete efficiency estimate holds. Second, we show plain convergence in a setting that relies only on structural properties of the error estimators, namely stability on non-refined elements as well as reduction on refined elements. In particular, the second setting does not require reliability and efficiency estimates. Numerical experiments underline our theoretical findings.

math.NA

MooAFEM: An object oriented Matlab code for higher-order adaptive FEM for (nonlinear) elliptic PDEs

We present an easily accessible, object oriented code (written exclusively in Matlab) for adaptive finite element simulations in 2D. It features various refinement routines for triangular meshes as well as fully vectorized FEM ansatz spaces of arbitrary polynomial order and allows for problems with very general coefficients. In particular, our code can handle problems typically arising from iterative linearization methods used to solve nonlinear PDEs. Due to the object oriented programming paradigm, the code can be used easily and is readily extensible. We explain the basic principles of our code and give numerical experiments that underline its flexibility as well as its efficiency.

math.NA

Mathematical foundations of adaptive isogeometric analysis

This paper reviews the state of the art and discusses recent developments in the field of adaptive isogeometric analysis, with special focus on the mathematical theory. This includes an overview of available spline technologies for the local resolution of possible singularities as well as the state-of-the-art formulation of convergence and quasi-optimality of adaptive algorithms for both the finite element method (FEM) and the boundary element method (BEM) in the frame of isogeometric analysis (IGA).

math.NA

Goal-oriented adaptive finite element methods with optimal computational complexity

We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising linear systems by means of a contractive iterative solver like the optimally preconditioned conjugate gradient method or geometric multigrid. We prove linear convergence of the proposed adaptive algorithm with optimal algebraic rates. Unlike prior work, we do not only consider rates with respect to the number of degrees of freedom but even prove optimal complexity, i.e., optimal convergence rates with respect to the total computational cost.

math.NA

The mass-lumped midpoint scheme for computational micromagnetics: Newton linearization and application to magnetic skyrmion dynamics

We discuss a mass-lumped midpoint scheme for the numerical approximation of the Landau-Lifshitz-Gilbert equation, which models the dynamics of the magnetization in ferromagnetic materials. In addition to the classical micromagnetic field contributions, our setting covers the non-standard Dzyaloshinskii-Moriya interaction, which is the essential ingredient for the enucleation and stabilization of magnetic skyrmions. Our analysis also includes the inexact solution of the arising nonlinear systems, for which we discuss both a constraint preserving fixed-point solver from the literature and a novel approach based on the Newton method. We numerically compare the two linearization techniques and show that the Newton solver leads to a considerably lower number of nonlinear iterations. Moreover, in a numerical study on magnetic skyrmions, we demonstrate that, for magnetization dynamics that are very sensitive to energy perturbations, the midpoint scheme, due to its conservation properties, is superior to the dissipative tangent plane schemes from the literature.

math.NA

Adaptive BEM for elliptic PDE systems, part II: Isogeometric analysis with hierarchical B-splines for weakly-singular integral equations

We formulate and analyze an adaptive algorithm for isogeometric analysis with hierarchical B-splines for weakly-singular boundary integral equations. We prove that the employed weighted-residual error estimator is reliable and converges at optimal algebraic rate. Numerical experiments with isogeometric boundary elements for the 3D Poisson problem confirm the theoretical results, which also cover general elliptic systems like linear elasticity.

math.NA

Adaptive FEM for parameter-errors in elliptic linear-quadratic parameter estimation problems

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a posteriori error estimator is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error.

math.NA

Goal-oriented adaptive finite element method for semilinear elliptic PDEs

We formulate and analyze a goal-oriented adaptive finite element method (GOAFEM) for a semilinear elliptic PDE and a linear goal functional. The strategy involves the finite element solution of a linearized dual problem, where the linearization is part of the adaptive strategy. Linear convergence and optimal algebraic convergence rates are shown.

math.NA

Unconditional well-posedness and IMEX improvement of a family of predictor-corrector methods in micromagnetics

Recently, Kim & Wilkening (Convergence of a mass-lumped finite element method for the Landau-Lifshitz equation, Quart. Appl. Math., 76, 383-405, 2018) proposed two novel predictor-corrector methods for the Landau-Lifshitz-Gilbert equation (LLG) in micromagnetics, which models the dynamics of the magnetization in ferromagnetic materials. Both integrators are based on the so-called Landau-Lifshitz form of LLG, use mass-lumped variational formulations discretized by first-order finite elements, and only require the solution of linear systems, despite the nonlinearity of LLG. The first(-order in time) method combines a linear update with an explicit projection of an intermediate approximation onto the unit sphere in order to fulfill the LLG-inherent unit-length constraint at the discrete level. In the second(-order in time) integrator, the projection step is replaced by a linear constraint-preserving variational formulation. In this paper, we extend the analysis of the integrators by proving unconditional well-posedness and by establishing a close connection of the methods with other approaches available in the literature. Moreover, the new analysis also provides a well-posed integrator for the Schrödinger map equation (which is the limit case of LLG for vanishing damping). Finally, we design an implicit-explicit strategy for the treatment of the lower-order field contributions, which significantly reduces the computational cost of the schemes, while preserving their theoretical properties.

math.NA

Full-Spin-Wave-Scaled Finite Element Stochastic Micromagnetism: Mesh-Independent FUSSS LLG Simulations of Ferromagnetic Resonance and Reversal

In this paper, we address the problem that standard stochastic Landau-Lifshitz-Gilbert (sLLG) simulations typically produce results that show unphysical mesh-size dependence. The root cause of this problem is that the effects of spin wave fluctuations are ignored in sLLG. We propose to represent the effect of these fluctuations by a "FUll-Spinwave-Scaled Stochastic LLG", or FUSSS LLG method. In FUSSS LLG, the intrinsic parameters of the sLLG simulations are first scaled by scaling factors that integrate out the spin wave fluctuations up to the mesh size, and the sLLG simulation is then performed with these scaled parameters. We developed FUSSS LLG by studying the Ferromagnetic Resonance (FMR) in Nd$_2$Fe$_{14}$B cubes. The nominal scaling greatly reduced the mesh size dependence relative to sLLG. We further discovered that adjusting one scaling exponent by less than 10% delivered fully mesh-size-independent results for the FMR peak. We then performed three tests and validations of our FUSSS LLG with this modified scaling. 1) We studied the same FMR but with magnetostatic fields included. 2) We simulated the total magnetization of the Nd$_2$Fe$_{14}$B cube. 3) We studied the effective, temperature- and sweeping rate-dependent coercive field of the cubes. In all three cases we found that FUSSS LLG delivered essentially mesh-size-independent results, which tracked the theoretical expectations better than unscaled sLLG. Motivated by these successful validations, we propose that FUSSS LLG provides marked, qualitative progress towards accurate, high precision modeling of micromagnetics in hard, permanent magnets.

physics.comp-ph