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Emmanuil H. Georgoulis

Publications and source records attributed to Emmanuil H. Georgoulis.

At least 37 records · Page 2Linked to original sources

Hypocoercivity-compatible finite element methods for the long-time computation of Kolmogorov's equation

This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type equations and is characterised by diffusion in one of the two (or three) spatial directions only. Nonetheless, its solution admits typically decay properties to some long time equilibrium, depending on closure by suitable boundary/decay-at-infinity conditions. A key attribute of the proposed family of methods is that they also admit similar decay properties at the (semi)discrete level for very general families of triangulations. The method construction uses ideas by the general theory of hypocoercivity developed by Villani [23], along with judicious choice of numerical flux functions. These developments turn out to be sufficient to imply that the proposed finite element methods admit a priori error bounds with constants independent of the final time, despite Kolmogorov equation's degenerate diffusion nature. Thus, the new methods provably allow for robust error analysis for final times tending to infinity. The extension to three spatial dimensions is also briefly discussed.

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Convergence of adaptive discontinuous Galerkin methods (corrected version of [Math. Comp. 87 (2018), no. 314, 2611--2640])

We develop a general convergence theory for adaptive discontinuous Galerkin methods for elliptic PDEs covering the popular SIPG, NIPG and LDG schemes as well as all practically relevant marking strategies. Another key feature of the presented result is, that it holds for penalty parameters only necessary for the standard analysis of the respective scheme. The analysis is based on a quasi interpolation into a newly developed limit space of the adaptively created non-conforming discrete spaces, which enables to generalise the basic convergence result for conforming adaptive finite element methods by Morin, Siebert, and Veeser [A basic convergence result for conforming adaptive finite elements, Math. Models Methods Appl. Sci., 2008, 18(5), 707--737].

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Adaptive non-hierarchical Galerkin methods for parabolic problems with application to moving mesh and virtual element methods

We present a posteriori error estimates for inconsistent and non-hierarchical Galerkin methods for linear parabolic problems, allowing them to be used in conjunction with very general mesh modification for the first time. We treat schemes which are non-hierarchical in the sense that the spatial Galerkin spaces used on consecutive time-steps may be completely unrelated from one another. The practical interest of this setting is demonstrated by applying our results to finite element methods on moving meshes and using the estimators to drive an adaptive algorithm based on a virtual element method on a mesh of arbitrary polygons. The a posteriori error estimates, for the error measured in the $L^2(H^1)$ and $L^{\infty}(L^2)$ norms, are derived using the elliptic reconstruction technique in an abstract framework designed to precisely encapsulate our notion of inconsistency and non-hierarchicality and requiring no particular compatibility between the computational meshes used on consecutive time-steps, thereby significantly relaxing this basic assumption underlying previous estimates.

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A posteriori error estimates for the Allen-Cahn problem

This work is concerned with the proof of \emph{a posteriori} error estimates for fully-discrete Galerkin approximations of the Allen-Cahn equation in two and three spatial dimensions. The numerical method comprises of the backward Euler method combined with conforming finite elements in space. For this method, we prove conditional type \emph{a posteriori} error estimates in the $L^{}_4(0,T;L^{}_4(Ω))$-norm that depend polynomially upon the inverse of the interface length $ε$. The derivation relies crucially on the availability of a spectral estimate for the linearized Allen-Cahn operator about the approximating solution in conjunction with a continuation argument and a variant of the elliptic reconstruction. The new analysis also appears to improve variants of known \emph{a posteriori} error bounds in $L_2(H^1)$, $L_\infty^{}(L_2^{})$-norms in certain regimes.

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Virtual Element Method for Quasilinear Elliptic Problems

We present a Virtual Element Method (VEM) for the solution of Dirichlet problems for the quasilinear equation $-\text{div} (k(u)\text{grad} u)=f$ with essential boundary conditions. Within the VEM the nonlinear coefficient is evaluated with the piecewise polynomial projection of the virtual element ansatz. Well posedness of the discrete problem and optimal order a priori error estimates in the $H^1$ and $L^2$ norms are proven. In addition, the convergence of fixed point iterations for the solution of the resulting nonlinear system is established. Numerical examples confirm the convergence analysis.

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Recovered finite element methods on polygonal and polyhedral meshes

Recovered finite element methods (R-FEM) have been recently introduced for meshes consisting of simplicial and/or box-type meshes. Here, utilising the flexibility of R-FEM framework, we extend their definition on polygonal and polyhedral meshes in two and three spatial dimensions, respectively. A key attractive feature of this framework is its ability to produce conforming discretizations, yet involving only as many degrees of freedom as discontinuous Galerkin methods over general polygonal/polyhedral meshes with potentially many faces per element. A priori error bounds are shown for general linear, possibly degenerate, second order advection-diffusion-reaction boundary value problems. A series of numerical experiments highlights the good practical performance of the proposed numerical framework.

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Revealing new dynamical patterns in a reaction-diffusion model with cyclic competition via a novel computational framework

Understanding how patterns and travelling waves form in chemical and biological reaction-diffusion models is an area which has been widely researched, yet is still experiencing fast development. Surprisingly enough, we still do not have a clear understanding about all possible types of dynamical regimes in classical reaction-diffusion models such as Lotka-Volterra competition models with spatial dependence. In this work, we demonstrate some new types of wave propagation and pattern formation in a classical three species cyclic competition model with spatial diffusion, which have been so far missed in the literature. These new patterns are characterised by a high regularity in space, but are different from patterns previously known to exist in reaction-diffusion models, and may have important applications in improving our understanding of biological pattern formation and invasion theory. Finding these new patterns is made technically possible by using an automatic adaptive finite element method driven by a novel a posteriori error estimate which is proven to provide a reliable bound for the error of the numerical method. We demonstrate how this numerical framework allows us to easily explore the dynamical patterns both in two and three spatial dimensions.

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Recovered Finite Element Methods

We introduce a family of Galerkin finite element methods which are constructed via recovery operators over element-wise discontinuous approximation spaces. This new family, termed collectively as recovered finite element methods (R-FEM) has a number of attractive features over both classical finite element and discontinuous Galerkin approaches, most important of which is its potential to produce stable conforming approximations in a variety of settings. Moreover, for special choices of recovery operators, R-FEM produces the same approximate solution as the classical conforming finite element method, while, trivially, one can recast (primal formulation) discontinuous Galerkin methods. A priori error bounds are shown for linear second order boundary value problems, verifying the optimality of the proposed method. Residual-type a posteriori bounds are also derived, highlighting the potential of R-FEM in the context of adaptive computations. Numerical experiments highlight the good approximation properties of the method in practice. A discussion on the potential use of R-FEM in various settings is also included.

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A posteriori error estimates for the virtual element method

An posteriori error analysis for the virtual element method (VEM) applied to general elliptic problems is presented. The resulting error estimator is of residual-type and applies on very general polygonal/polyhedral meshes. The estimator is fully computable as it relies only on quantities available from the VEM solution, namely its degrees of freedom and element-wise polynomial projection. Upper and lower bounds of the error estimator with respect to the VEM approximation error are proven. The error estimator is used to drive adaptive mesh refinement in a number of test problems. Mesh adaptation is particularly simple to implement since elements with consecutive co-planar edges/faces are allowed and, therefore, locally adapted meshes do not require any local mesh post-processing.

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Analysis of Discontinuous Galerkin Methods using Mesh-Dependent Norms and Applications to Problems with Rough Data

We prove the inf-sup stability of a discontinuous Galerkin scheme for second order elliptic operators in (unbalanced) mesh-dependent norms for quasi-uniform meshes for all spatial dimensions. This results in a priori error bounds in these norms. As an application we examine a problem with rough source term where the solution can not be characterised as a weak solution and show quasi-optimal error control.

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A Trefftz polynomial space-time discontinuous Galerkin method for the second order wave equation

A new space-time discontinuous Galerkin (dG) method utilising special Trefftz polynomial basis functions is proposed and fully analysed for the scalar wave equation in a second order formulation. The dG method considered is motivated by the class of interior penalty dG methods, as well as by the classical work of Hughes and Hulbert. The choice of the penalty terms included in the bilinear form is essential for both the theoretical analysis and for the practical behaviour of the method for the case of lowest order basis functions. A best approximation result is proven for this new space-time dG method with Trefftz-type basis functions. Rates of convergence are proved in any dimension and verified numerically in spatial dimensions $d = 1$ and $d = 2$. Numerical experiments highlight the effectiveness of the Trefftz method in problems with energy at high frequencies.

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Adaptivity and blow-up detection for nonlinear evolution problems

This work is concerned with the development of a space-time adaptive numerical method, based on a rigorous a posteriori error bound, for a semilinear convection-diffusion problem which may exhibit blow-up in finite time. More specifically, a posteriori error bounds are derived in the $L^{\infty}(L^2)+L^2(H^1)$-type norm for a first order in time implicit-explicit (IMEX) interior penalty discontinuous Galerkin (dG) in space discretization of the problem, although the theory presented is directly applicable to the case of conforming finite element approximations in space. The choice of the discretization in time is made based on a careful analysis of adaptive time stepping methods for ODEs that exhibit finite time blow-up. The new adaptive algorithm is shown to accurately estimate the blow-up time of a number of problems, including one which exhibits regional blow-up.

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Fast multilevel sparse Gaussian kernels for high-dimensional approximation and integration

A fast multilevel algorithm based on directionally scaled tensor-product Gaussian kernels on structured sparse grids is proposed for interpolation of high-dimensional functions and for the numerical integration of high-dimensional integrals. The algorithm is based on the recent Multilevel Sparse Kernel-based Interpolation (MLSKI) method (Georgoulis, Levesley \& Subhan, \emph{SIAM J. Sci. Comput.}, 35(2), pp.~A815--A831, 2013), with particular focus on the fast implementation of Gaussian-based MLSKI for interpolation and integration problems of high-dimen-sional functions $f:[0,1]^d\to\mathbb{R}$, with $5\le d\le 10$. The MLSKI interpolation procedure is shown to be interpolatory and a fast implementation is proposed. More specifically, exploiting the tensor-product nature of anisotropic Gaussian kernels, one-dimensional cardinal basis functions on a sequence of hierarchical equidistant nodes are precomputed to machine precision, rendering the interpolation problem into a fully parallelisable ensemble of linear combinations of function evaluations. A numerical integration algorithm is also proposed, based on interpolating the (high-dimensional) integrand. A series of numerical experiments highlights the applicability of the proposed algorithm for interpolation and integration for up to 10-dimensional problems.

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A posteriori error estimates for leap-frog and cosine methods for second order evolution problems

We consider second order explicit and implicit two-step time-discrete schemes for wave-type equations. We derive optimal order aposteriori estimates controlling the time discretization error. Our analysis, has been motivated by the need to provide aposteriori estimates for the popular leap-frog method (also known as Verlet's method in molecular dynamics literature); it is extended, however, to general cosine-type second order methods. The estimators are based on a novel reconstruction of the time-dependent component of the approximation. Numerical experiments confirm similarity of convergence rates of the proposed estimators and of the theoretical convergence rate of the true error.

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Discontinuous Galerkin Methods for Mass Transfer through Semi-Permeable Membranes

A discontinuous Galerkin (dG) method for the numerical solution of initial/boundary value multi-compartment partial differential equation (PDE) models, interconnected with interface conditions, is presented and analysed. The study of interface problems is motivated by models of mass transfer of solutes through semi-permeable membranes. More specifically, a model problem consisting of a system of semilinear parabolic advection-diffusion-reaction partial differential equations in each compartment, equipped with respective initial and boundary conditions, is considered. Nonlinear interface conditions modelling selective permeability, congestion and partial reflection are applied to the compartment interfaces. An interior penalty dG method is presented for this problem and it is analysed in the space-discrete setting. The a priori analysis shows that the method yields optimal a priori bounds, provided the exact solution is sufficiently smooth. Numerical experiments indicate agreement with the theoretical bounds and highlight the stability of the numerical method in the advection-dominated regime.

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Adaptive discontinuous Galerkin approximations to fourth order parabolic problems

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in space for linear parabolic fourth order problems is presented. The a posteriori analysis is performed for convex domains in two and three space dimensions for local spatial polynomial degrees $r\ge 2$. The a posteriori estimates are then used within an adaptive algorithm, highlighting their relevance in practical computations, which results into substantial reduction of computational effort.

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A posteriori $L^\infty(L^2)$-error bounds in finite element approximation of the wave equation

We address the error control of Galerkin discretization (in space) of linear second order hyperbolic problems. More specifically, we derive a posteriori error bounds in the L\infty(L2)-norm for finite element methods for the linear wave equation, under minimal regularity assumptions. The theory is developed for both the space-discrete case, as well as for an implicit fully discrete scheme. The derivation of these bounds relies crucially on carefully constructed space- and time-reconstructions of the discrete numerical solutions, in conjunction with a technique introduced by Baker (1976, SIAM J. Numer. Anal., 13) in the context of a priori error analysis of Galerkin discretization of the wave problem in weaker-than-energy spatial norms.

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Convergence of a discontinuous Galerkin multiscale method

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(Ω,\mathbb{R}^{d\times d}_{sym})$ with uniform spectral bounds and without any assumption on scale separation or periodicity. The multiscale method uses a corrected basis that is computed on patches/subdomains. The error, due to truncation of corrected basis, decreases exponentially with the size of the patches. Hence, to achieve an algebraic convergence rate of the multiscale solution on a uniform mesh with mesh size $H$ to a reference solution, it is sufficient to choose the patch sizes as $\mathcal{O}(H|\log(H^{-1})|)$. We also discuss a way to further localize the corrected basis to element-wise support leading to a slight increase of the dimension of the space. Improved convergence rate can be achieved depending on the piecewise regularity of the forcing function. Linear convergence in energy norm and quadratic convergence in $L^2$-norm is obtained independently of the forcing function. A series of numerical experiments confirms the theoretical rates of convergence.

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