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Endre Süli

Publications and source records attributed to Endre Süli.

At least 19 recordsLinked to original sources

Thresholding Scheme for the Half-Harmonic Map Heat Flow

We propose a thresholding scheme for the half-harmonic map heat flow from the flat torus $\mathbb{T}^d$ into the unit sphere $\mathbb{S}^m$ in $\mathbb{R}^{m+1}$, whose iterates are given by convolution with the Poisson kernel, replacing the Gaussian kernel of the classical Merriman-Bence-Osher algorithm, and pointwise normalization. We prove that the piecewise constant interpolants subconverge to a weak solution of the half-harmonic maps heat flow that attains the initial map strongly in the energy space and satisfies the energy-dissipation inequality. For a spectrally truncated variant, convergence holds under a condition on the step size. A key ingredient is the derivation of the precise energy-dissipation identity directly from a refined within-step estimate, without resorting to De Giorgi interpolation typically used in the minimizing movement framework. This provides a direct way to recover the appropriate energy-dissipation property in the limit and, in turn, enables weak-strong uniqueness: every energy-dissipating weak solution coincides with the strong solution whenever the latter exists.

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The Effect of Quadrature on the Convergence of Policy Iteration for Hamilton-Jacobi-Bellman Equations

Modern finite element libraries allow users to express partial differential equations directly in variational form, with the added convenience of automatic quadrature selection. In the context of Hamilton-Jacobi-Bellman (HJB) equations, automatic quadrature selection can result in nonmatching quadratures between different terms that may lead to loss of convergence of the policy iteration, which is otherwise expected from theory to converge superlinearly. The simple remedy of enforcing matching quadrature recovers the expected superlinear convergence.

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A nonnegativity-preserving finite element method for a class of parabolic SPDEs with multiplicative noise

We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we introduce a finite element discretization of this SPDE that is convergent and which, subject to a nonnegative initial datum and unconditionally with respect to the spatial discretization parameter, preserves nonnegativity of the numerical solution throughout the course of evolution. We perform a mathematical analysis of this method. In addition, in the associated linear setting, we develop a fully discrete scheme that also preserves nonnegativity, and we present numerical experiments that illustrate the advantages of the proposed method over alternative finite element and finite difference methods that were previously considered in the literature, which do not necessarily guarantee nonnegativity of the numerical solution.

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Convergent numerical schemes for the viscoelastic Giesekus model in two dimensions

In this work, we develop a class of stable and convergent numerical methods for the approximate solution of the viscoelastic Giesekus model in two space dimensions. The model couples the incompressible Navier--Stokes equations with an evolution equation for an additional stress tensor accounting for elastic effects. This coupled evolution equation is stated here in terms of the elastic deformation gradient and models transport and nonlinear relaxation effects. In the existing literature, numerical schemes for such models often suffer from accuracy limitations and convergence problems, usually due to the lack of rigorous existence results or inherent limitations of the discretization. Therefore, our main goal is to prove the (subsequence) convergence of the proposed numerical method to a large-data global weak solution in two dimensions, without relying on cut-offs or additional regularization. This also provides an alternative proof of the recent existence result by Bul\'ıček et al.~(Nonlinearity, 2022). Finally, we verify the practicality of the proposed method through numerical experiments, including convergence studies and typical benchmark problems.

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On the well-posedness of a nonlocal kinetic model for dilute polymers with anomalous diffusion

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation governing the evolution of the probability density function of polymer configurations. The model incorporates nonlocal features to capture subdiffusive and memory-type phenomena. Our main result asserts the existence of global-in-time large-data weak solutions to this nonlocal system. The proof relies on an energy estimate involving a suitable relative entropy, which enables us to handle the critical general non-corotational drag term that couples the two equations. As a side result, we prove nonnegativity of the probability density function. A crucial step in our analysis is to establish strong convergence of the sequence of Galerkin approximations by a combination of techniques, involving a novel compactness result for nonlocal PDEs. Lastly, we prove the uniqueness of weak solutions with sufficient regularity.

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Weak sequential stability of solutions to a nonisothermal kinetic model for incompressible dilute polymeric fluids

The paper is concerned with the mathematical analysis of a class of thermodynamically consistent kinetic models for nonisothermal flows of dilute polymeric fluids, based on the identification of energy storage mechanisms and entropy production mechanisms in the fluid under consideration. The model involves a system of nonlinear partial differential equations coupling the unsteady incompressible temperature-dependent Navier--Stokes equations to a temperature-dependent generalization of the classical Fokker--Planck equation and an evolution equation for the absolute temperature. Sequences of smooth solutions to the initial-boundary-value problem, satisfying the available bounds that are uniform with respect to the given data of the model, are shown to converge to a global-in-time large-data weak solution that satisfies an energy inequality, where the absolute temperature satisfies a renormalized variational inequality, implying weak sequential stability of the mathematical model.

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On Korn inequalities with lower order trace terms

We give an elementary estimate that entails and generalises numerous Korn inequalities scattered in the literature. As special instances, we obtain general Korn-type inequalities involving normal or tangential trace components, or lower dimensional trace integrals.

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Stability of high-order Scott-Vogelius elements for 2D non-Newtonian incompressible flow

We consider the stability of high-order Scott-Vogelius elements for 2D non-Newtonian incompressible flow problems. For elements of degree 4 or higher, we construct a right-inverse of the divergence operator that is stable uniformly in the polynomial degree $N$ from $L^p$ to $\boldsymbol{W}^{1,p}$, show that the associated inf-sup constant is bounded below by a constant that decays at worst like $N^{-3\left| \frac{1}{2} - \frac{1}{p}\right|}$, and construct local Fortin operators with stability constants explicit in the polynomial degree. We demonstrate these results with several numerical examples suggesting that the $p$-version method can offer superior convergence rates over the $h$-version method even in the non-Newtonian setting.

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Finite Element Approximation of the Fractional Porous Medium Equation

We construct a finite element method for the numerical solution of a fractional porous medium equation on a bounded open Lipschitz polytopal domain $Ω\subset \mathbb{R}^{d}$, where $d = 2$ or $3$. The pressure in the model is defined as the solution of a fractional Poisson equation, involving the fractional Neumann Laplacian in terms of its spectral definition. We perform a rigorous passage to the limit as the spatial and temporal discretization parameters tend to zero and show that a subsequence of the sequence of finite element approximations defined by the proposed numerical method converges to a bounded and nonnegative weak solution of the initial-boundary-value problem under consideration. This result can be therefore viewed as a constructive proof of the existence of a nonnegative, energy-dissipative, weak solution to the initial-boundary-value problem for the fractional porous medium equation under consideration, based on the Neumann Laplacian. The convergence proof relies on results concerning the finite element approximation of the spectral fractional Laplacian and compactness techniques for nonlinear partial differential equations, together with properties of the equation, which are shown to be inherited by the numerical method. We also prove that the total energy associated with the problem under consideration exhibits exponential decay in time.

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A minimax method for the spectral fractional Laplacian and related evolution problems

We present a numerical method for the approximation of the inverse of the fractional Laplacian $(-Δ)^{s}$, based on its spectral definition, using rational functions to approximate the fractional power $A^{-s}$ of a matrix $A$, for $0<s<1$. The proposed numerical method is fast and accurate, benefiting from the fact that the matrix $A$ arises from a finite element approximation of the Laplacian $-Δ$, which makes it applicable to a wide range of domains with potentially irregular shapes. We make use of state-of-the-art software to compute the best rational approximation of a fractional power. We analyze the convergence rate of our method and validate our findings through a series of numerical experiments with a range of exponents $s \in (0,1)$. Additionally, we apply the proposed numerical method to different evolution problems that involve the fractional Laplacian through an interaction potential: the fractional porous medium equation and the fractional Keller-Segel equation. We then investigate the accuracy of the resulting numerical method, focusing in particular on the accurate reproduction of qualitative properties of the associated analytical solutions to these partial differential equations.

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Modelling Capillary Rise with a Slip Boundary Condition: Well-posedness and Long-time Dynamics of Solutions to Washburn's Equation

The aim of this paper is to extend Washburn's capillary rise equation by incorporating a slip condition at the pipe wall. The governing equation is derived using fundamental principles from continuum mechanics. A new scaling is introduced, allowing for a systematic analysis of different flow regimes. We prove the global-in-time existence and uniqueness of a bounded positive solution to Washburn's equation that includes the slip parameter, as well as the continuous dependence of the solution in the maximum norm on the initial data. Thus, the initial-value problem for Washburn's equation is shown to be well-posed in the sense of Hadamard. Additionally, we show that the unique equilibrium solution may be reached either monotonically or in an oscillatory fashion, similarly to the no-slip case. Finally, we determine the basin of attraction for the system, ensuring that the equilibrium state will be reached from the initial data we impose. These results hold for any positive value of the nondimensional slip parameter in the model, and for all values of the ratio $h_0/h_e$ in the range $[0,3/2]$, where $h_0$ is the initial height of the fluid column and $h_e$ is its equilibrium height.

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Finite element approximation of stationary Fokker--Planck--Kolmogorov equations with application to periodic numerical homogenization

We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients, and one with merely essentially bounded measurable coefficients under a Cordes-type condition. These problems arise as governing equations for the invariant measure in the homogenization of nondivergence-form equations with large drifts. In particular, the Cordes setting guarantees the existence and uniqueness of a square-integrable invariant measure. We then suggest and rigorously analyze an approximation scheme for the effective diffusion matrix in both settings, based on the finite element scheme for stationary FPK problems developed in the first part. Finally, we demonstrate the performance of the methods through numerical experiments.

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Stable Liftings of Polynomial Traces on Tetrahedra

On the reference tetrahedron $K$, we construct, for each $k \in \mathbb{N}_0$, a right inverse for the trace operator $u \mapsto (u, \partial_{n} u, \ldots, \partial_{n}^k u)|_{\partial K}$. The operator is stable as a mapping from the trace space of $W^{s, p}(K)$ to $W^{s, p}(K)$ for all $p \in (1, \infty)$ and $s \in (k+1/p, \infty)$. Moreover, if the data is the trace of a polynomial of degree $N \in \mathbb{N}_0$, then the resulting lifting is a polynomial of degree $N$. One consequence of the analysis is a novel characterization for the range of the trace operator.

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Analysis of a dilute polymer model with a time-fractional derivative

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting polymer chains in a Newtonian solvent is modelled by a stochastic process exhibiting power-law waiting time, in order to capture subdiffusive processes associated with non-Fickian diffusion. We outline the derivation of the model from a subordinated Langevin equation. The elastic properties of the polymer molecules immersed in the solvent are modelled by a finitely extensible nonlinear elastic (FENE) dumbbell model, and the drag term in the Fokker--Planck equation is assumed to be corotational. We prove the global-in-time existence of large-data weak solutions to this time-fractional model of order $α\in (\tfrac12,1)$, and derive an energy inequality satisfied by weak solutions.

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On a class of generalised solutions to the kinetic Hookean dumbbell model for incompressible dilute polymeric fluids: existence and macroscopic closure

We consider the Hookean dumbbell model, a system of nonlinear PDEs arising in the kinetic theory of homogeneous dilute polymeric fluids. It consists of the unsteady incompressible Navier-Stokes equations in a bounded Lipschitz domain, coupled to a Fokker-Planck-type parabolic equation with a centre-of-mass diffusion term, for the probability density function, modelling the evolution of the configuration of noninteracting polymer molecules in the solvent. The micro-macro interaction is reflected by the presence of a drag term in the Fokker-Planck equation and the divergence of a polymeric extra-stress tensor in the Navier-Stokes balance of momentum equation. We introduce the concept of generalised dissipative solution - a relaxation of the usual notion of weak solution, allowing for the presence of a, possibly nonzero, defect measure in the momentum equation. This defect measure accounts for the lack of compactness in the polymeric extra-stress tensor. We prove global existence of generalised dissipative solutions satisfying additionally an energy inequality for the macroscopic deformation tensor. Using this inequality, we establish a conditional regularity result: any generalised dissipative solution with a sufficiently regular velocity field is a weak solution to the Hookean dumbbell model. Additionally, in two space dimensions we provide a rigorous derivation of the macroscopic closure of the Hookean model and discuss its relationship with the Oldroyd-B model with stress diffusion. Finally, we improve an earlier result by Barrett and Süli by establishing the global existence of weak solutions for a larger class of initial data.

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Stable Lifting of Polynomial Traces on Triangles

We construct a right inverse of the trace operator $u \mapsto (u|_{\partial T}, \partial_n u|_{\partial T})$ on the reference triangle $T$ that maps suitable piecewise polynomial data on $\partial T$ into polynomials of the same degree and is bounded in all $W^{s, q}(T)$ norms with $1 < q <\infty$ and $s \geq 2$. The analysis relies on new stability estimates for three classes of single edge operators. We then generalize the construction for $m$th-order normal derivatives, $m \in \mathbb{N}_0$.

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Random vortex dynamics via functional stochastic differential equations

In this paper we present a novel, closed three-dimensional (3D) random vortex dynamics system, which is equivalent to the Navier--Stokes equations for incompressible viscous fluid flows. The new random vortex dynamics system consists of a stochastic differential equation which is, in contrast with the two-dimensional random vortex dynamics equations, coupled with a finite-dimensional ordinary functional differential equation. This new random vortex system paves the way for devising new numerical schemes (random vortex methods) for solving three-dimensional incompressible fluid flow equations by Monte Carlo simulations. In order to derive the 3D random vortex dynamics equations, we have developed two powerful tools: the first is the duality of the conditional distributions of a couple of Taylor diffusions, which provides a path space version of integration by parts; the second is a forward type Feynman--Kac formula representing solutions to nonlinear parabolic equations in terms of functional integration. These technical tools and the underlying ideas are likely to be useful in treating other nonlinear problems.

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Numerical analysis of a topology optimization problem for Stokes flow

T. Borrvall and J. Petersson [Topology optimization of fluids in Stokes flow, International Journal for Numerical Methods in Fluids 41 (1) (2003) 77--107] developed the first model for topology optimization of fluids in Stokes flow. They proved the existence of minimizers in the infinite-dimensional setting and showed that a suitably chosen finite element method will converge in a weak(-*) sense to an unspecified solution. In this work, we prove novel regularity results and extend their numerical analysis. In particular, given an isolated local minimizer to the infinite-dimensional problem, we show that there exists a sequence of finite element solutions, satisfying necessary first-order optimality conditions, that strongly converges to it. We also provide the first numerical investigation into convergence rates.

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