arXiv subjects

Keegan L. A. Kirk

Publications and source records attributed to Keegan L. A. Kirk.

15 recordsLinked to original sources

arXiv2026

A Function-Space Framework for BDDC Preconditioning in Control- and State-Constrained Sparse Optimal Control

We develop a Balancing Domain Decomposition by Constraints (BDDC) preconditioner for the interface systems arising from active-set semi-smooth Newton linearizations of elliptic optimal control problems with box-constrained controls, $L^1$-sparsity, and Moreau--Yosida regularized state constraints. The domain decomposition and BDDC construction are formulated directly at the infinite-dimensional level. Eliminating the interior variables yields a Schur complement for the state and adjoint traces assembled from local subdomain operators. We prove a global--local equivalence result, establish well-posedness of the local and partially assembled problems under verifiable conditions on the primal constraints. The BDDC operator admits a two-level additive Schwarz representation with independent local solves and a finite-dimensional coarse solve. We implement the preconditioner using conforming finite elements and test it for distributed and Neumann boundary control. For a fixed ratio of subdomain diameter $H$ to mesh size $h$, the GMRES iteration counts are nearly independent of mesh refinement and grow only moderately as this ratio increases. Enriching the coarse space substantially improves convergence and reduces sensitivity to the control regularization and sparsity weights. For the state-constrained problem, scaling the Moreau--Yosida penalty parameter proportionally to $h^2$ yields nearly constant GMRES iteration counts as the mesh is refined.

math.OC↗

arXiv2026

Duality-Based $\textit{A Posteriori}$ Error Identities for Subgradient Flows Based on the Brézis-Ekeland-Nayroles Principle

We derive duality-based $\textit{a posteriori}$ error identities for a broad class of subgradient flows induced by time-dependent convex integral functionals. Starting from the Brézis-Ekeland-Nayroles principle, we identify an unsteady primal energy functional and derive its Fenchel dual formulation, including strong duality and the corresponding optimality system under general normal-integrand assumptions. This Fenchel duality framework is used to derive $\textit{a posteriori}$ error identities for subgradient flows. In doing so, we depart from the usual duality-based $\textit{a posteriori}$ error control framework in the unsteady setting, since the Brézis-Ekeland-Nayroles formulation reveals the following unsteady feature: the minimal primal value and the maximal dual value are both prescribed by the initial datum. This allows us to pass from a combined primal-dual gap identity to separate primal and dual gap identities. These identities quantify the primal and dual errors independently and admit representations in terms of generalized Bregman divergences and, under a spatial convex conjugation formula, as non-negative time-space integral quantities suitable for localization. The abstract framework is applied to a number of variational problems of physical interest, including the unsteady heat equation, the unsteady Stokes equations, the unsteady Navier-Lamé equations, the unsteady Bingham flow through a pipe, the unsteady obstacle problem, and the unsteady elasto-plastic torsion problem.

math.NA↗

arXiv2026

Duality Framework for Flux Constrained Flow in Porous Media: Analysis and Numerics

We introduce and analyze Darcy flow through a saturated porous medium subject to bilateral constraints on the normal flux across a portion of the boundary. The problem is posed as the maximization of a velocity-based dual concave energy over a convex subset of $H(\mathrm{div};Ω)$; Fenchel duality identifies a pressure-based predual formulation, yields strong duality, and provides convex optimality conditions with a complementarity structure on the constrained boundary. The primal--dual gap satisfies an a posteriori error identity, free of generic constants, valid for arbitrary admissible approximations. The duality structure is inherited by a Raviart--Thomas/Crouzeix--Raviart discretization, from which we derive a discrete error identity and a priori error decay rates under fractional regularity assumptions on the solution and the flux bounds. Numerical experiments, including adaptive refinement driven by localized primal--dual gap indicators, support the theory.

math.NA↗

arXiv2026

A Finite Element Approximation of an Optimal Insulation Problem with Convective Heat Transfer

A finite element discretization of an optimal insulation problem with convective heat transfer is considered. The model is formulated as a non-smooth, two-variable convex minimization problem. It accounts for the temperature distribution in a thermally conducting body $Ω\subseteq\mathbb{R}^d$, with $d\in \{2,3\}$, and the distribution of a given amount of insulation material on an insulated boundary part $Γ_I\subseteq \partialΩ$. The surface integral over the insulated boundary $Γ_I$ is approximated by a mass-lumping quadrature that preserves the structure of the continuous setting and, in particular, yields discrete optimality conditions mirroring their continuous counterparts. Well-posedness, stability, and weak convergence of discrete solutions to the continuous ones are established. Furthermore, a block coordinate descent algorithm for the computation of the discrete solutions is formulated and its linear convergence is derived. Under suitable regularity assumptions, uniform $L^\infty(Γ_I)$-bounds and $\textit{a priori}$ error estimates for both the temperature distribution and the distribution of a given amount of insulation material are obtained. Numerical experiments are carried out that confirm the predicted error decay rates and demonstrate the method in a qualitative three-dimensional test on a realistic spacecraft crew module capsule geometry with idealized reentry-heating Robin data.

math.NA↗

arXiv2025

Convection Effects and Optimal Insulation: Modelling and Analysis

In this paper, we study an insulation problem that seeks to determine the optimal distribution of a given amount $m>0$ of insulating material coating an insulated boundary part $Γ_I\subseteq \partialΩ$ of a thermally conducting body $Ω\subseteq \mathbb{R}^d$, $d\in \mathbb{N}$, subject to convective heat transfer. The `$\textit{thickness}$' of the insulating layer $Σ_{I}^{\varepsilon}\subseteq \mathbb{R}^d$ is given locally via $\varepsilon \mathtt{d}$, where $\varepsilon>0$ denotes the (arbitrarily small) conductivity and $\mathtt{d}\colon Γ_{I}\to [0,+\infty)$ the (to be determined) distribution of the insulating material. Then, the physical process is modelled by the stationary heat equation in the insulated thermally conducting body $Ω_{I}^{\varepsilon}:= Ω\cupΣ_{I}^{\varepsilon}$ with Robin-type boundary conditions on the interacting insulation boundary $Γ_I^{\varepsilon}\subseteq \partialΩ_{I}^{\varepsilon}$ (reflecting convective heat transfer between the thermally conducting body $Ω$ and its surrounding medium) as well as Dirichlet and Neumann boundary conditions at the remaining boundary parts, $\textit{i.e.}$, $\partialΩ_{I}^{\varepsilon}\setminus Γ_I^{\varepsilon}$. More precisely, we establish $Γ(L^2(\mathbb{R}^d))$-convergence of the heat loss formulation (as ${\varepsilon \to 0^+}$), in the case that the thermally conducting body $Ω$ is a bounded Lipschitz domain having a $C^{1,1}$-regular or piece-wise flat insulated boundary $Γ_I$.

math.AP↗

arXiv2025

Modeling and Analysis of an Optimal Insulation Problem on Non-Smooth Domains

In this paper, we study an insulation problem that seeks the optimal distribution of a fixed amount $m>0$ of insulating material coating an insulated boundary $Γ_I\subseteq \partialΩ$ of a thermally conducting body $Ω\subseteq \mathbb{R}^d$, $d\in \mathbb{N}$. The thickness of the thin insulating layer $Σ_{I}^{\varepsilon}$ is given locally via $\varepsilon \mathtt{d}$, where $\mathtt{d}\colon Γ_{I}\to [0,+\infty)$ specifies the (to be determined) distribution of the insulating material. We establish $Γ(L^2(\mathbb{R}^d))$-convergence of the problem (as $\varepsilon\to 0^+$). Different from the existing literature, which predominantly assumes that the thermally conducting body $Ω$ has a $C^{1,1}$-boundary, we merely assume that $Γ_I$ is piece-wise flat. To overcome this lack of boundary regularity, we define the thin insulating boundary layer $Σ_{I}^{\varepsilon}$ using a Lipschitz continuous transversal vector field rather than the outward unit normal vector field. The piece-wise flatness condition on $Γ_I$ is only needed to prove the $\liminf$-estimate. In fact, for the $\limsup$-estimate is enough that the thermally conducting body $Ω$ has a $C^{0,1}$-boundary.

math.AP↗

arXiv2025

A Hybridizable Discontinuous Galerkin Method for the Miscible Displacement Problem Under Minimal Regularity

A numerical method based on the hybridizable discontinuous Galerkin method in space and backward Euler in time is formulated and analyzed for solving the miscible displacement problem. Under low regularity assumptions, convergence is established by proving that, up to a subsequence, the discrete pressure, velocity and concentration converge to a weak solution as the mesh size and time step tend to zero. The analysis is based on several key features: an H(div) reconstruction of the velocity, the skew-symmetrization of the concentration equation, the introduction of an auxiliary variable and the definition of a new numerical flux. Numerical examples demonstrate optimal rates of convergence for smooth solutions, and convergence for problems of low regularity.

math.NA↗

arXiv2025

Duality-Based Algorithm and Numerical Analysis for Optimal Insulation Problems on Non-Smooth Domains

This article develops a numerical approximation of a convex non-local and non-smooth minimization problem. The physical problem involves determining the optimal distribution, given by $h\colon Γ_I\to [0,+\infty)$, of a given amount $m\in \mathbb{N}$ of insulating material attached to a boundary part $Γ_I\subseteq \partialΩ$ of a thermally conducting body $Ω\subseteq \mathbb{R}^d$, $d \in \mathbb{N}$, subject to conductive heat transfer. To tackle the non-local and non-smooth character of the problem, the article introduces a (Fenchel) duality framework: (a) At the continuous level, using (Fenchel) duality relations, we derive an a posteriori error identity that can handle arbitrary admissible approximations of the primal and dual formulations of the convex non-local and non-smooth minimization problem; (b) At the discrete level, using discrete (Fenchel) duality relations, we derive an a priori error identity that applies to a Crouzeix--Raviart discretization of the primal formulation and a Raviart--Thomas discretization of the dual formulation. The proposed framework leads to error decay rates that are optimal with respect to the specific regularity of a minimizer. In addition, we prove convergence of the numerical approximation under minimal regularity assumptions. Since the discrete dual formulation can be written as a quadratic program, it is solved using a primal-dual active set strategy interpreted as semismooth Newton method. A solution of the discrete primal formulation is reconstructed from the solution of the discrete dual formulation by means of an inverse generalized Marini formula. This is the first such formula for this class of convex non-local and non-smooth minimization problems.

math.NA↗

arXiv2024

A Discontinuous Galerkin Method for the Extracellular Membrane Intracellular Model

We formulate and analyze interior penalty discontinuous Galerkin methods for coupled elliptic PDEs modeling excitable tissue, represented by intracellular and extracellular domains sharing a common interface. The PDEs are coupled through a dynamic boundary condition, posed on the interface, that relates the normal gradients of the solutions to the time derivative of their jump. This system is referred to as the Extracellular Membrane Intracellular model or the cell-by-cell model. Due to the dynamic nature of the interface condition and to the presence of corner singularities, the analysis of discontinuous Galerkin methods is non-standard. We prove the existence and uniqueness of solutions by a reformulation of the problem to one posed on the membrane. Convergence is shown by utilizing face-to-element lifting operators and notions of weak consistency suitable for solutions with low spatial regularity. Further, we present parameter-robust preconditioned iterative solvers. Numerical examples in idealized geometries demonstrate our theoretical findings, and simulations in multiple cells portray the robustness of the method.

math.NA↗

arXiv2023

Numerical analysis of a hybridized discontinuous Galerkin method for the Cahn-Hilliard problem

The mixed form of the Cahn-Hilliard equations is discretized by the hybridizable discontinuous Galerkin method. For any chemical energy density, existence and uniqueness of the numerical solution is obtained. The scheme is proved to be unconditionally stable. Convergence of the method is obtained by deriving a priori error estimates that are valid for the Ginzburg-Lindau chemical energy density and for convex domains. The paper also contains discrete functional tools, namely discrete Agmon and Gagliardo-Nirenberg inequalities, which are proved to be valid in the hybridizable discontinuous Galerkin spaces.

math.NA↗

arXiv2021

Convergence to weak solutions of a space-time hybridized discontinuous Galerkin method for the incompressible Navier--Stokes equations

We prove that a space-time hybridized discontinuous Galerkin method for the evolutionary Navier--Stokes equations converges to a weak solution as the time step and mesh size tend to zero. Moreover, we show that this weak solution satisfies the energy inequality. To perform our analysis, we make use of discrete functional analysis tools and a discrete version of the Aubin--Lions--Simon theorem.

math.NA↗

arXiv2021

Analysis of an exactly mass conserving space-time hybridized discontinuous Galerkin method for the time-dependent Navier--Stokes equations

We introduce and analyze a space-time hybridized discontinuous Galerkin method for the evolutionary Navier--Stokes equations. Key features of the numerical scheme include point-wise mass conservation, energy stability, and pressure robustness. We prove that there exists a solution to the resulting nonlinear algebraic system in two and three spatial dimensions, and that this solution is unique in two spatial dimensions under a small data assumption. A priori error estimates are derived for the velocity in a mesh-dependent energy norm.

math.NA↗

arXiv2020

On Polynomial Solutions of Linear Differential Equations with Applications

The analysis of many physical phenomena can be reduced to the study of solutions of differential equations with polynomial coefficients. In the present work, we establish the necessary and sufficient conditions for the existence of polynomial solutions to the linear differential equation \begin{equation*} \sum_{k=0}^{n} α_{k} \, r^{k} \, y''(r) + \sum_{k=0}^{n-1} β_{k} \, r^{k} \, y'(r) - \sum_{k=0}^{n-2} τ_{k} \, r^{k} \, y(r) = 0 \, , \end{equation*} for arbitrary $n\geq 2$. We show by example that for $n \ge 3$, the necessary condition is not enough to ensure the existence of the polynomial solutions. Using Scheffé's criteria, we show that from this differential equation there are $n$-generic equations solvable by a two-term recurrence formula. The closed-form solutions of these generic equations are given in terms of the generalized hypergeometric functions. For the arbitrary $n$ differential equations, three elementary theorems and one algorithm were developed to construct the polynomial solutions explicitly. The algorithm is used to establish the polynomial solutions in the case of $n=4$. To demonstrate the simplicity and applicability of this approach, it is used to study the solutions of Heun and Dirac equations.

math.CA↗

arXiv2018

Analysis of a space--time hybridizable discontinuous Galerkin method for the advection--diffusion problem on time-dependent domains

This paper presents the first analysis of a space--time hybridizable discontinuous Galerkin method for the advection--diffusion problem on time-dependent domains. The analysis is based on non-standard local trace and inverse inequalities that are anisotropic in the spatial and time steps. We prove well-posedness of the discrete problem and provide a priori error estimates in a mesh-dependent norm. Convergence theory is validated by a numerical example solving the advection--diffusion problem on a time-dependent domain for approximations of various polynomial degree.

math.NA↗

arXiv2018

A Note on the Generalized and Universal Associated Legendre Equations

A class of second-order differential equations commonly arising in physics applications are considered, and their explicit hypergeometric solutions are provided. Further, the relationship with the Generalized and Universal Associated Legendre Equations are examined and established. The hypergeometric solutions, presented in this work, will promote future investigations of their mathematical properties and applications to problems in theoretical physics.

math-ph↗