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Lehel Banjai

Publications and source records attributed to Lehel Banjai.

At least 19 recordsLinked to original sources

Space-time finite element methods for nonlinear wave equations via elliptic regularisation

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order formulation. The method is shown to be well-posed through a minimisation approach, and also unconditionally stable for all choices of conforming discretisation spaces. Further, a priori error bounds are proven for sufficiently smooth solutions. Special attention is given to the conditioning of the method and its stable implementation. Numerical experiments are provided to validate the theoretical findings.

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Numerical analysis of a time-stepping method for the Westervelt equation with time-fractional damping

We develop a numerical method for the Westervelt equation, an important equation in nonlinear acoustics, in the form where the attenuation is represented by a class of non-local in time operators. A semi-discretisation in time based on the trapezoidal rule and A-stable convolution quadrature is stated and analysed. Existence and regularity analysis of the continuous equations informs the stability and error analysis of the semi-discrete system. The error analysis includes the consideration of the singularity at $t = 0$ which is addressed by the use of a correction in the numerical scheme. Extensive numerical experiments confirm the theory.

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Generalized convolution quadrature based on the trapezoidal rule

We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology in this field. However, these techniques were limited to constant time stepping, and only in the last decade generalized convolution quadrature based on the implicit Euler and Runge-Kutta methods have been developed, allowing for variable time stepping. In this paper, we introduce and analyze a new generalized convolution quadrature method based on the trapezoidal rule. Crucial for the analysis is the connection to a new modified divided difference formula that we establish. Numerical experiments demonstrate the effectiveness of our method in achieving highly accurate and reliable results.

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Runge-Kutta convolution quadrature based on Gauss methods

An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for the odd cases than the even ones. Moreover, for particular situations the order of convergence is higher than for Radau IIA or Lobatto IIIC methods when using the same number of stages. We further investigate an application to transient acoustic scattering where, for certain scattering obstacles, the favourable situation occurs in the important case of the exterior Dirichlet-to-Neumann map. Numerical experiments and comparisons show the performance of the method.

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Implicit/explicit, BEM/FEM coupled scheme for acoustic waves with the wave equation in the second order formulation

Acoustic scattering of waves by bounded inhomogeneities in an unbounded homogeneous domain is considered. A symmetric coupled system of time-domain boundary integral equations and the second order formulation of the wave equation is described. A fully discrete system consists of spatial discretization by boundary and finite element methods (BEM/FEM), leapfrog time-stepping in the interior, and convolution quadrature for the boundary integral equations. Convolution quadrature is based on BDF2, trapezoidal rule, or a newly introduced truncated trapezoidal rule that has some favourable properties for both the implementation and quality of approximate solution. We give a stability and convergence analysis under a CFL conditon of the fully discrete system. The theoretical results are illustrated by numerical experiments in two dimensions.

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A modified convolution quadrature combined with the method of fundamental solutions and Galerkin BEM for acoustic scattering

We describe a numerical method for the solution of acoustic exterior scattering problems based on the time-domain boundary integral representation of the solution. As the spatial discretization of the resulting time-domain boundary integral equation we use either the method of fundamental solutions (MFS) or the Galerkin boundary element method (BEM). In time we apply either a standard convolution quadrature (CQ) based on an A-stable linear multistep method or a modified CQ scheme. It is well-known that the standard low-order CQ schemes for hyperbolic problems suffer from strong dissipation and dispersion properties. The modified scheme is designed to avoid these properties. We give a careful description of the modified scheme and its implementation with differences due to different spatial discretizations highlighted. Numerous numerical experiments illustrate the effectiveness of the modified scheme and dramatic improvement with errors up to two orders of magnitude smaller in comparison with the standard scheme

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A posteriori error analysis for approximations of time-fractional subdiffusion problems

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori error estimates. Our approach is based on appropriate pointwise representations of the numerical schemes as perturbed evolution equations and on stability estimates for the evolution equation. A posteriori error estimates in $L^2(H)$ and $L^\infty (H)$ norms of optimal order are derived. Extensive numerical experiments indicate the reliability and the optimality of the estimators for the schemes considered, as well as their efficiency as error indicators driving adaptive mesh selection locating singularities of the problem.

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Numerical analysis of a wave equation for lossy media obeying a frequency power law

We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with particular attention paid to the handling of the fractional derivative. Then we derive an explicit time stepping scheme based on the finite element method in space and a combination of convolution quadrature and second order central differences in time. We conduct a full error analysis of the mixed time discretization and in turn the fully space time discretized scheme. Error estimates are given for both smooth solutions and solutions with a singularity at $t = 0$ of a type that is typical for equations involving fractional time-derivatives. A number of numerical results are presented to support the error analysis.

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Exponential Convergence of $hp$ FEM for Spectral Fractional Diffusion in Polygons

For the spectral fractional diffusion operator of order $2s\in (0,2)$ in bounded, curvilinear polygonal domains $Ω$ we prove exponential convergence of two classes of $hp$ discretizations under the assumption of analytic data, without any boundary compatibility, in the natural fractional Sobolev norm $\mathbb{H}^s(Ω)$. The first $hp$ discretization is based on writing the solution as a co-normal derivative of a $2+1$-dimensional local, linear elliptic boundary value problem, to which an $hp$-FE discretization is applied. A diagonalization in the extended variable reduces the numerical approximation of the inverse of the spectral fractional diffusion operator to the numerical approximation of a system of local, decoupled, second order reaction-diffusion equations in $Ω$. Leveraging results on robust exponential convergence of $hp$-FEM for second order, linear reaction diffusion boundary value problems in $Ω$, exponential convergence rates for solutions $u\in \mathbb{H}^s(Ω)$ of $\mathcal{L}^s u = f$ follow. Key ingredient in this $hp$-FEM are boundary fitted meshes with geometric mesh refinement towards $\partialΩ$. The second discretization is based on exponentially convergent sinc quadrature approximations of the Balakrishnan integral representation of $\mathcal{L}^{-s}$, combined with $hp$-FE discretizations of a decoupled system of local, linear, singularly perturbed reaction-diffusion equations in $Ω$. The present analysis for either approach extends to polygonal subsets $\widetilde{\mathcal{M}}$ of analytic, compact $2$-manifolds $\mathcal{M}$. Numerical experiments for model problems in nonconvex polygonal domains and with incompatible data confirm the theoretical results. Exponentially small bounds on Kolmogoroff $n$-widths of solutions sets for spectral fractional diffusion in polygons are deduced.

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$hp$-FEM for reaction-diffusion equations II. Robust exponential convergence for multiple length scales in corner domains

In bounded, polygonal domains $Ω\subset \mathbb{R}^2$ with Lipschitz boundary $\partialΩ$ consisting of a finite number of Jordan curves admitting analytic parametrizations, we analyze $hp$-FEM discretizations of linear, second order, singularly perturbed reaction diffusion equations on so-called geometric boundary layer meshes. We prove, under suitable analyticity assumptions on the data, that these $hp$-FEM afford exponential convergence in the natural "energy" norm of the problem, as long as the geometric boundary layer mesh can resolve the smallest length scale present in the problem. Numerical experiments confirm the robust exponential convergence of the proposed $hp$-FEM.

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Strong convergence of a Verlet integrator for the semi-linear stochastic wave equation

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is used for the temporal approximation. We study the stability under a CFL condition and prove optimal strong convergence rates of the fully discrete scheme. Numerical experiments illustrate our theoretical results. Further, we analyze and bound the expected energy and numerically show excellent agreement with the energy of the exact solution.

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Time-dependent acoustic scattering from generalized impedance boundary conditions via boundary elements and convolution quadrature

Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes materials with a thin coating (with the thickness of the coating as the small scale) and strongly absorbing materials. For the acoustic scattering from generalized impedance boundary conditions, the approach taken here first determines the Dirichlet and Neumann boundary data from a system of time-dependent boundary integral equations with the usual boundary integral operators, and then the scattered wave is obtained from the Kirchhoff representation. The system of time-dependent boundary integral equations is discretized by boundary elements in space and convolution quadrature in time. The well-posedness of the problem and the stability of the numerical discretization rely on the coercivity of the Calderón operator for the Helmholtz equation with frequencies in a complex half-plane. Convergence of optimal order in the natural norms is proved for the full discretization. Numerical experiments illustrate the behaviour of the proposed numerical method.

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Numerical approximation of the Schrödinger equation with concentrated potential

We present a family of algorithms for the numerical approximation of the Schrödinger equation with potential concentrated at a finite set of points. Our methods belong to the so-called fast and oblivious convolution quadrature algorithms. These algorithms are special implementations of Lubich's Convolution Quadrature which allow, for certain applications in particular parabolic problems, to significantly reduce the computational cost and memory requirements. Recently it has been noticed that their use can be extended to some hyperbolic problems. Here we propose a new family of such efficient algorithms tailored to the features of the Green's function for Schrödinger equations. In this way, we are able to keep the computational cost and the storage requirements significantly below existing approaches. These features allow us to perform reliable numerical simulations for longer times even in cases where the solution becomes highly oscillatory or seems to develop finite time blow-up. We illustrate our new algorithm with several numerical experiments.

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Computation of sharp estimates of the Poincaré constant on planar domains with piecewise self-similar boundary

We establish a strategy for finding sharp upper and lower numerical bounds of the Poincaré constant on a class of planar domains with piecewise self-similar boundary. The approach consists of four main components: W1) tight inner-outer shape interpolation, W2) conformal mapping of the approximate polygonal regions, W3) grad-div system formulation of the spectral problem and W4) computation of the eigenvalue bounds. After describing the method, justifying its validity and determining general convergence estimates, we show concrete evidence of its effectiveness by computing lower and upper bound estimates for the constant on the Koch snowflake.

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Efficient high order algorithms for fractional integrals and fractional differential equations

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special quadrature for it. The resulting method is easy to implement, allows for high order, relies on rigorous error estimates and its performance in terms of memory and computational cost is among the best to date. Several numerical results illustrate the method and we describe how to apply the new algorithm to solve fractional diffusion equations. For a class of fractional diffusion equations we give the error analysis of the full space-time discretization obtained by coupling the FEM method in space with Runge--Kutta based convolution quadrature in time.

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A PDE approach to fractional diffusion: a space-fractional wave equation

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains $Ω$. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on the semi-infinite cylinder $\mathcal{C} = Ω\times (0,\infty)$. We thus rewrite our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition and derive space, time, and space-time regularity estimates for its solution. The latter problem exhibits an exponential decay in the extended dimension and thus suggests a truncation that is suitable for numerical approximation. We propose and analyze two fully discrete schemes. The discretization in time is based on finite difference discretization techniques: trapezoidal and leapfrog schemes. The discretization in space relies on the tensorization of a first-degree FEM in $Ω$ with a suitable $hp$-FEM in the extended variable. For both schemes we derive stability and error estimates.

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Convolution quadrature for the wave equation with a nonlinear impedance boundary condition

A rarely exploited advantage of time-domain boundary integral equations compared to their frequency counterparts is that they can be used to treat certain nonlinear problems. In this work we investigate the scattering of acoustic waves by a bounded obstacle with a nonlinear impedance boundary condition. We describe a boundary integral formulation of the problem and prove without any smoothness assumptions on the solution the convergence of a full discretization: Galerkin in space and convolution quadrature in time. If the solution is sufficiently regular, we prove that the discrete method converges at optimal rates. Numerical evidence in 3D supports the theory.

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Tensor FEM for spectral fractional diffusion

We design and analyze several Finite Element Methods (FEMs) applied to the Caffarelli-Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $Ω\subset \mathbb{R}^d$ with $d=1,2$. For the solution to the extension problem, we establish analytic regularity with respect to the extended variable $y\in (0,\infty)$. We prove that the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to $y$, taking values in corner-weighted Kondat'ev type Sobolev spaces in $Ω$. In $Ω\subset \mathbb{R}^d$, we discretize with continuous, piecewise linear, Lagrangian FEM ($P_1$-FEM) with mesh refinement near corners, and prove that first order convergence rate is attained for compatible data $f\in \mathbb{H}^{1-s}(Ω)$. We also prove that tensorization of a $P_1$-FEM in $Ω$ with a suitable $hp$-FEM in the extended variable achieves log-linear complexity with respect to $\mathcal{N}_Ω$, the number of degrees of freedom in the domain $Ω$. In addition, we propose a novel, sparse tensor product FEM based on a multilevel $P_1$-FEM in $Ω$ and on a $P_1$-FEM on radical-geometric meshes in the extended variable. We prove that this approach also achieves log-linear complexity with respect to $\mathcal{N}_Ω$. Finally, under the stronger assumption that the data is analytic in $\overlineΩ$, and without compatibility at $\partial Ω$, we establish exponential rates of convergence of $hp$-FEM for spectral, fractional diffusion operators. We also report numerical experiments for model problems which confirm the theoretical results. We indicate several extensions and generalizations of the proposed methods.

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