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Erik Burman

Publications and source records attributed to Erik Burman.

At least 19 recordsLinked to original sources

Local error estimates for a finite element method combining linear and nonlinear stabilization for the linear hyperbolic transport equation

In this paper, we investigate the combination of a linear continuous interior penalty type and a non-linear artificial diffusion stabilisation applied to the transport problem, based on continuous Galerkin finite elements in space. This method was recently introduced and analysed for globally smooth solutions in [Burman 2023, SIAM J. Sci. Comput., 45, 1, A96-A122]. We provide a rigorous proof of a localisation principle in terms of weighted stability and a priori error bound results, which follow the widely known $\mathcal{O}(h^{k+1/2})$ scaling in the $L^2(\Omega; t=T)$ norm, where $k$ denotes the polynomial order of the finite element space and $h$ the mesh size. The analysis is semi-discrete in space and assumes sufficient local regularity of the continuous solution on the smooth part of the domain, where the continuous interior penalty stabilisation is active, whilst artificial diffusion operates on the remaining rough parts of the domain. Thereby, the analysis demonstrates that typical numerical errors in the rough part stay localised relative to the convection velocity and do not negatively affect the smooth parts of the solution, if the stabilisation combination is set up accordingly.

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Cut Finite Element Methods for Convection-Diffusion in Mixed-Dimensional Domains

We develop a cut finite element method (CutFEM) for convection--diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components form parts of the boundaries of higher-dimensional ones. Such domains arise, for instance, in the modeling of fractured porous media with intersecting fractures. The model problem is formulated in a compact abstract form using mixed-dimensional directional derivative and divergence operators, which allows the problem to be expressed in a way that closely resembles the classical convection--diffusion equation. The proposed CutFEM is based on a fixed background mesh that does not conform to the geometry, with each manifold component represented through its associated active mesh. The method employs continuous piecewise linear elements together with weak enforcement of coupling conditions and suitable stabilization. We prove a priori energy norm error estimates under a global uniform-diffusion assumption, with corresponding extensions to solutions of reduced regularity $u\in H^s$, $1\le s<2$, and derive conditional estimates for the globally pure-convection case. Partially degenerate configurations, in which diffusion is present only on selected components, are explored numerically. The experiments report convergence in both the energy and $L^2$-norms and illustrate the performance of the method.

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Solving Inverse Parametrized Problems via Finite Elements and Extreme Learning Networks

We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using finite element methods, while the dependence on a finite-dimensional parameter is approximated separately. We establish existence, uniqueness, and regularity of the parametric solution and derive rigorous error estimates that explicitly quantify the interplay between spatial discretization and parameter approximation. In low-dimensional parameter spaces, classical interpolation schemes yield algebraic convergence rates based on Sobolev regularity in the parameter variable. In higher-dimensional parameter spaces, we replace classical interpolation by extreme learning machine (ELM) surrogates and obtain error bounds under explicit approximation and stability assumptions. The proposed framework is applied to inverse problems in quantitative photoacoustic tomography, where we derive potential and parameter reconstruction error estimates and demonstrate substantial computational savings compared to standard approaches, without sacrificing accuracy.

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Convergence Analysis for the Recovery of the Friction Threshold in a Scalar Tresca Model

We consider a scalar valued elliptic partial differential equation on a sufficiently smooth domain $\Omega$, subject to a regularized Tresca friction-type boundary condition on a subset $\Gamma$ of $\partial \Omega$. The friction threshold, a positive function appearing in this boundary condition, is assumed to be unknown and serves as the coefficient to be recovered in our inverse problem. Assuming that (i) the friction threshold lies in a finite dimensional space with known basis functions, (ii) the right hand sides of the partial differential equation are known, and (iii) the solution to the partial differential equation on some small open subset $\omega \subset \Omega$ is available, we develop an iterative computational method for the recovery of the friction threshold. This algorithm is simple to implement and is based on piecewise linear finite elements. We show that the proposed algorithm converges in second order to a function $a_h$ and, moreover, that $a_h$ converges in second order in the finite element's mesh size $h$ to the true (unknown) friction threshold. We highlight our theoretical results by simulations that confirm our rates numerically.

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Unique continuation for the wave equation: the stability landscape

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be continued with H\"older stability into a certain proper subset of the space-time domain. Additionally, we show that unique continuation of the solution to the entire space-time cylinder with Lipschitz stability is possible given the knowledge of a suitable finite dimensional space in which the trace of the solution on the lateral boundary is contained. These results allow us to design a finite element method that provably converges to the exact solution at a rate that mirrors the stability properties of the continuous problem.

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A Computational Method for the Inverse Robin Problem with Convergence Rate

The inverse Robin problem covers the determination of the Robin parameter in an elliptic partial differential equation posed on a domain $\Omega$. Given the solution of the Robin problem on a subdomain $\omega \subset \Omega$ together with the elliptic problem's right hand sides, the aim is to solve this inverse Robin problem numerically. In this work, a computational method for the reconstruction of the Robin parameter inspired by a unique continuation method is established. The proposed scheme relies solely on first-order Lagrange finite elements ensuring a straightforward implementation. Under the main assumption that the Robin parameter is in a finite dimensional space of continuously differentiable functions it is shown that the numerical method is second order convergent in the finite element's mesh size. For noisy data this convergence rate is shown to hold true until the noise term dominates the error estimate. Numerical experiments are presented that highlight the feasibility of the Robin parameter reconstruction and that confirm the theoretical convergence results numerically.

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Variational data assimilation for the wave equation in heterogeneous media: Numerical investigation of stability

In recent years, several numerical methods for solving the unique continuation problem for the wave equation in a homogeneous medium with given data on the lateral boundary of the space-time cylinder have been proposed. This problem enjoys Lipschitz stability if the geometric control condition is fulfilled, which allows devising optimally convergent numerical methods. In this article, we investigate whether these results carry over to the case in which the medium exhibits a jump discontinuity. Our numerical experiments suggest a positive answer. However, we also observe that the presence of discontinuities in the medium renders the computations far more demanding than in the homogeneous case.

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An Improved Robin-Robin Coupling Method for Parabolic-Parabolic Interface Problems

We consider a loosely coupled, non-iterative Robin-Robin coupling method proposed and analyzed in [Numer. Algorithms, 99:921-948, 2025] for a parabolic-parabolic interface problem. We modify the first step of the scheme so that several error difference quantities remain higher order convergence without requiring additional assumptions. Numerical results are presented to support our findings.

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Higher Order Unfitted Space-Time Methods for Transport Problems

In this article, we present an Unfitted Space-Time Finite Element method for the scalar transport equation posed on moving domains. We consider the case of the domain boundary being transported by the same velocity field as the scalar concentration inside the physical domain. A standard continuous Galerkin Finite element space is considered on a fixed background mesh, as well as tensor product Space-Time elements, which can be discontinuous along time slice boundaries. For the computational geometry, we opt for a spatially second-order accurate approximation variant in the mathematical analysis. In particular, we establish stability in a problem-specific norm and prove a priori error bounds of high order. Numerical examples illustrate these theoretical findings.

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Posterior contraction rates of computational methods for Bayesian data assimilation

In this paper, we analyze posterior consistency of a Bayesian data assimilation problem under discretization. We prove convergence rates for the discrete posterior to ground truth solution under both conforming discretization and finite element discretization (usually non-conforming). The analysis is based on the coupling of asymptotics between the number of samples and the dimension of discrete spaces. In the finite element discretization, tailor-made discrete priors, instead of the discretization of continuous priors, are used to generate an optimal convergence rate.

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Numerical Approximation and Analysis of the Inverse Robin Problem Using the Kohn-Vogelius Method

In this work, we numerically investigate the inverse Robin problem of recovering a piecewise constant Robin coefficient in an elliptic or parabolic problem from the Cauchy data on a part of the boundary, a problem that commonly arises in applications such as non-destructive corrosion detection. We employ a Kohn-Vogelius type variational functional for the regularized reconstruction, and discretize the resulting optimization problem using the Galerkin finite element method on a graded mesh. We establish rigorous error estimates on the recovered Robin coefficient in terms of the mesh size, temporal step size and noise level. This is achieved by combining the approximation error of the direct problem, a priori estimates on the functional, and suitable conditional stability estimates of the continuous inverse problem. We present several numerical experiments to illustrate the approach and to complement the theoretical findings.

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Unfitted hybrid high-order methods stabilized by polynomial extension for elliptic interface problems

In this work, we study the design and analysis of a novel hybrid high-order (HHO) method on unfitted meshes. HHO methods rely on a pair of unknowns, combining polynomials attached to the mesh faces and the mesh cells. In the unfitted framework, the interface can cut through the mesh cells in a very general fashion, and the polynomial unknowns are doubled in the cut cells and the cut faces. In order to avoid the ill-conditioning issues caused by the presence of small cut cells, the novel approach introduced herein is to use polynomial extensions in the definition of the gradient reconstruction operator. Stability and consistency results are established, leading to optimally decaying error estimates. The theory is illustrated by numerical experiments.

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Dynamic Ritz Projection for Finite Element Methods in Fluid-Structure Interaction

Regardless of the development of various finite element methods for fluid-structure interaction (FSI) problems, optimal-order convergence of finite element discretizations of the FSI problems in the $L^\infty(0,T;L^2)$ norm has not been proved due to the incompatibility between standard Ritz projections and the interface conditions in the FSI problems. To address this issue, we define a dynamic Ritz projection (which satisfies a dynamic interface condition) associated to the FSI problem and study its approximation properties in the $L^\infty(0,T;H^1)$ and $L^\infty(0,T;L^2)$ norms. Existence and uniqueness of the dynamic Ritz projection of the solution, as well as estimates of the error between the solution and its dynamic Ritz projection, are established. By utilizing the established results, we prove optimal-order convergence of finite element methods for the FSI problem in the $L^\infty(0,T;L^2)$ norm.

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Hybridized Augmented Lagrangian Methods for Contact Problems

This paper addresses the problem of friction-free contact between two elastic bodies. We develop an augmented Lagrangian method that provides computational convenience by reformulating the contact problem as a nonlinear variational equality. To achieve this, we propose a Nitsche-based method incorporating a hybrid displacement variable defined on an interstitial layer. This approach enables complete decoupling of the contact domains, with interaction occurring exclusively through the interstitial layer. The layer is independently approximated, eliminating the need to handle intersections between unrelated meshes. Additionally, the method supports introducing an independent model on the interface, which we leverage to represent a membrane covering one of the bodies. We present the formulation of the method, establish stability and error estimates, and demonstrate its practical utility through illustrative numerical examples.

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Stabilizing and Solving Unique Continuation Problems by Parameterizing Data and Learning Finite Element Solution Operators

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of boundary observations for typical solutions (collective data) and a bulk measurement of a specific realization. To leverage this collective data, we first compress the boundary data using proper orthogonal decomposition (POD) in a linear expansion. Next, we identify a possible nonlinear low-dimensional structure in the expansion coefficients using an autoencoder, which provides a parametrization of the dataset in a lower-dimensional latent space. We then train an operator network to map the expansion coefficients representing the boundary data to the finite element (FE) solution of the PDE. Finally, we connect the autoencoder's decoder to the operator network which enables us to solve the inverse problem by optimizing a data-fitting term over the latent space. We analyze the underlying stabilized finite element method (FEM) in the linear setting and establish an optimal error estimate in the $H^1$-norm. The nonlinear problem is then studied numerically, demonstrating the effectiveness of our approach.

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On inf-sup stability and optimal convergence of the quasi-reversibility method for unique continuation subject to Poisson's equation

In this paper, we develop a framework for the discretization of a mixed formulation of quasi-reversibility solutions to ill-posed problems with respect to Poisson's equations. By carefully choosing test and trial spaces a formulation that is stable in a certain residual norm is obtained. Numerical stability and optimal convergence are established based on the conditional stability property of the problem. Tikhonov regularisation is necessary for high order polynomial approximation, , but its weak consistency may be tuned to allow for optimal convergence. For low order elements a simple numerical scheme with optimal convergence is obtained without stabilization. We also provide a guideline for feasible pairs of finite element spaces that satisfy suitable stability and consistency assumptions. Numerical experiments are provided to illustrate the theoretical results.

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Unique continuation for an elliptic interface problem using unfitted isoparametric finite elements

We study unique continuation over an interface using a stabilized unfitted finite element method tailored to the conditional stability of the problem. The interface is approximated using an isoparametric transformation of the background mesh and the corresponding geometrical error is included in our error analysis. To counter possible destabilizing effects caused by non-conformity of the discretization and cope with the interface conditions, we introduce adapted regularization terms. This allows to derive error estimates based on conditional stability. The necessity and effectiveness of the regularization is illustrated in numerical experiments. We also explore numerically the effect of the heterogeneity in the coefficients on the ability to reconstruct the solution outside the data domain. For Helmholtz equations we find that a jump in the flux impacts the stability of the problem significantly less than the size of the wavenumber.

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Implicit-explicit Crank-Nicolson scheme for Oseen's equation at high Reynolds number

In this paper we continue the work on implicit-explicit (IMEX) time discretizations for the incompressible Oseen equations that we started in \cite{BGG23} (E. Burman, D. Garg, J. Guzmàn, {\emph{Implicit-explicit time discretization for Oseen's equation at high Reynolds number with application to fractional step methods}}, SIAM J. Numer. Anal., 61, 2859--2886, 2023). The pressure velocity coupling and the viscous terms are treated implicitly, while the convection term is treated explicitly using extrapolation. Herein we focus on the implicit-explicit Crank-Nicolson method for time discretization. For the discretization in space we consider finite element methods with stabilization on the gradient jumps. The stabilizing terms ensures inf-sup stability for equal order interpolation and robustness at high Reynolds number. Under suitable Courant conditions we prove stability of the implicit-explicit Crank-Nicolson scheme in this regime. The stabilization allows us to prove error estimates of order $O(h^{k+\frac12} + τ^2)$. Here $h$ is the mesh parameter, $k$ the polynomial order and $τ$ the time step. Finally we discuss some fractional step methods that are implied by the IMEX scheme. Numerical examples are reported comparing the different methods when applied to the Navier-Stokes' equations.

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