arXiv subjects

Marcus J. Grote

Publications and source records attributed to Marcus J. Grote.

14 recordsLinked to original sources

arXiv2026

Finite Element Convergence Analysis For Wave Equations With Time-Dependent Coefficients

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are proved for the semi-discrete Galerkin finite element solution by introducing a time-dependent Ritz-like projection. Numerical experiments corroborate the rates of convergence and illustrate the localized wave field enhancement in a chain of time-modulated subwavelength resonators.

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arXiv2025

Adaptive FEM with explicit time integration for the wave equation

Starting from a recent a posteriori error estimator for the finite element solution of the wave equation with explicit time-stepping [Grote, Lakkis, Santos, 2024], we devise a space-time adaptive strategy which includes both time evolving meshes and local time-stepping [Diaz, Grote, 2009] to overcome any overly stringent CFL stability restriction on the time-step due to local mesh refinement. Moreover, at each time-step the adaptive algorithm monitors the accuracy thanks to the error indicators and recomputes the current step on a refined mesh until the desired tolerance is met; meanwhile, the mesh is coarsened in regions of smaller errors. Leapfrog based local time-stepping is applied in all regions of local mesh refinement to incorporate adaptivity into fully explicit time integration with mesh change while retaining efficiency. Numerical results illustrate the optimal rate of convergence of the a posteriori error estimators on time evolving meshes.

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arXiv2025

A posteriori error estimates for the wave equation with mesh change in the leapfrog method

We derive a fully computable aposteriori error estimator for a Galerkin finite element solution of the wave equation with explicit leapfrog time-stepping. Our discrete formulation accommodates both time evolving meshes and leapfrog based local time-stepping (Diaz & Grote, 2009), which overcomes the stringent stability restriction on the time-step due to local mesh refinement. Thus we account for adaptive time-stepping with mesh change in a fully explicit time integration while retaining its efficiency. The error analysis relies on elliptic reconstructors and abstract grid transfer operators, which allows for use-defined elliptic error estimators. Numerical results using the elliptic Babuška-Rheinboldt estimators illustrate the optimal rate of convergence with mesh size of the aposteriori error estimator.

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arXiv2024

Explicit Local Time-Stepping for the Inhomogeneous Wave Equation with Optimal Convergence

Adaptivity and local mesh refinement are crucial for the efficient numerical simulation of wave phenomena in complex geometry. Local mesh refinement, however, can impose a tiny time-step across the entire computational domain when using explicit time integration. By taking smaller time-steps yet only inside locally refined regions, local time-stepping methods overcome the stringent CFL stability restriction imposed on the global time-step by a small fraction of the elements without sacrificing explicitness. In [21], a leapfrog based local time-stepping method was proposed for the inhomogeneous wave equation, which applies standard leapfrog time-marching with a smaller time-step inside the refined region. Here, to remove potential instability at certain time-steps, a stabilized version is proposed which leads to optimal L2-error estimates under a CFL condition independent of the coarse-to-fine mesh ratio. Moreover, a weighted transition is introduced to restore optimal H1-convergence when the source is nonzero across the coarse-to-fine mesh interface. Numerical experiments corroborate the theoretical error estimates and illustrate the usefulness of these improvements.

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arXiv2024

Explicit stabilized multirate methods for the monodomain model in cardiac electrophysiology

Fully explicit stabilized multirate (mRKC) methods are well-suited for the numerical solution of large multiscale systems of stiff ordinary differential equations thanks to their improved stability properties. To demonstrate their efficiency for the numerical solution of stiff, multiscale, nonlinear parabolic PDE's, we apply mRKC methods to the monodomain equation from cardiac electrophysiology. In doing so, we propose an improved version, specifically tailored to the monodomain model, which leads to the explicit exponential multirate stabilized (emRKC) method. Several numerical experiments are conducted to evaluate the efficiency of both mRKC and emRKC, while taking into account different finite element meshes (structured and unstructured) and realistic ionic models. The new emRKC method typically outperforms a standard implicit-explicit baseline method for cardiac electrophysiology. Code profiling and strong scalability results further demonstrate that emRKC is faster and inherently parallel without sacrificing accuracy.

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arXiv2023

Adaptive Spectral Inversion for Inverse Medium Problems

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based representations, the misfit is instead minimized in a small subspace spanned by the first few eigenfunctions of a judicious elliptic operator, which itself depends on the previous iteration. By repeatedly adapting both the dimension and the basis of the search space, regularization is inherently incorporated at each iteration without the need for extra Tikhonov penalization. Convergence is proved under an angle condition, which is included into the resulting \emph{Adaptive Spectral Inversion} (ASI) algorithm. The ASI approach compares favorably to standard grid-based inversion using $L^2$-Tikhonov regularization when applied to an elliptic inverse problem. The improved accuracy resulting from the newly included angle condition is further demonstrated via numerical experiments from time-dependent inverse scattering problems.

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arXiv2022

Error Estimates for Adaptive Spectral Decompositions

Adaptive spectral (AS) decompositions associated with a piecewise constant function $u$ yield small subspaces where the characteristic functions comprising $u$ are well approximated. When combined with Newton-like optimization methods for the solution of inverse medium problems, AS decompositions have proved remarkably efficient in providing at each nonlinear iteration a low-dimensional search space. Here, we derive $L^2$-error estimates for the AS decomposition of $u$, truncated after $K$ terms, when $u$ is piecewise constant and consists of $K$ characteristic functions over Lipschitz domains and a background. Our estimates apply both to the continuous and the discrete Galerkin finite element setting. Numerical examples illustrate the accuracy of the AS decomposition for media that either do, or do not, satisfy the assumptions of the theory.

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arXiv2022

Uncertainty Quantification by MLMC and Local Time-stepping For Wave Propagation

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo (MLMC) methods significantly reduce the computational cost by distributing the sampling across a hierarchy of discretizations and allocating most samples to the coarser grids. For time dependent problems, spatial coarsening typically entails an increased time-step. Geometric constraints, however, may impede uniform coarsening thereby forcing some elements to remain small across all levels. If explicit time-stepping is used, the time-step will then be dictated by the smallest element on each level for numerical stability. Hence, the increasingly stringent CFL condition on the time-step on coarser levels significantly reduces the advantages of the multilevel approach. To overcome that bottleneck we propose to combine the multilevel approach of MLMC with local time-stepping (LTS). By adapting the time-step to the locally refined elements on each level, the efficiency of MLMC methods is restored even in the presence of complex geometry without sacrificing the explicitness and inherent parallelism. In a careful cost comparison, we quantify the reduction in computational cost for local refinement either inside a small fixed region or towards a reentrant corner.

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arXiv2022

Stabilized leapfrog based local time-stepping method for the wave equation

Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping (LF-LTS) method was proposed for the time integration of second-order wave equations. Recently, optimal convergence rates were proved for a conforming FEM discretization, albeit under a CFL stability condition where the global time-step, $Δt$, depends on the smallest elements in the mesh \cite{grote_sauter_1}. In general one cannot improve upon that stability constraint, as the LF-LTS method may become unstable at certain discrete values of $Δt$. To remove those critical values of $Δt$, we apply a slight modification (as in recent work on LF-Chebyshev methods \cite{CarHocStu19}) to the original LF-LTS method which nonetheless preserves its desirable properties: it is fully explicit, second-order accurate, satisfies a three-term (leapfrog like) recurrence relation, and conserves the energy. The new stabilized LF-LTS method also yields optimal convergence rates for a standard conforming FE discretization, yet under a CFL condition where $Δt$ no longer depends on the mesh size inside the locally refined region.

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arXiv2022

Explicit stabilized multirate method for stiff differential equations

Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized Runge-Kutta methods overcome the stringent stability condition of standard methods without sacrificing explicitness. However, when stiffness is only induced by a few components, as in the presence of spatially local mesh refinement, their efficiency deteriorates. To remove the crippling effect of a few severely stiff components on the entire system of differential equations, we derive a modified equation, whose stiffness solely depend on the remaining mildly stiff components. By applying stabilized Runge-Kutta methods to this modified equation, we then devise an explicit multirate Runge-Kutta-Chebyshev (mRKC) method whose stability conditions are independent of a few severely stiff components. Stability of the mRKC method is proved for a model problem, whereas its efficiency and usefulness are demonstrated through a series of numerical experiments.

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arXiv2020

Adaptive spectral decompositions for inverse medium problems

Inverse medium problems involve the reconstruction of a spatially varying unknown medium from available observations by exploring a restricted search space of possible solutions. Standard grid-based representations are very general but all too often computationally prohibitive due to the high dimension of the search space. Adaptive spectral (AS) decompositions instead expand the unknown medium in a basis of eigenfunctions of a judicious elliptic operator, which depends itself on the medium. Here the AS decomposition is combined with a standard inexact Newton-type method for the solution of time-harmonic scattering problems governed by the Helmholtz equation. By repeatedly adapting both the eigenfunction basis and its dimension, the resulting adaptive spectral inversion (ASI) method substantially reduces the dimension of the search space during the nonlinear optimization. Rigorous estimates of the AS decomposition are proved for a general piecewise constant medium. Numerical results illustrate the accuracy and efficiency of the ASI method for time-harmonic inverse scattering problems, including a salt dome model from geophysics.

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arXiv2019

Parallel Controllability Methods For the Helmholtz Equation

The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the time-harmonic solution of the corresponding time-dependent wave equation. Two different approaches are considered here based either on the first or second-order formulation of the wave equation. Both are extended to general boundary-value problems governed by the Helmholtz equation and lead to robust and inherently parallel algorithms. Numerical results illustrate the accuracy, convergence and strong scalability of controllability methods for the solution of high frequency Helmholtz equations with up to a billion unknowns on massively parallel architectures.

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arXiv2017

Convergence analysis of energy conserving explicit local time-stepping methods for the wave equation

Local adaptivity and mesh refinement are key to the efficient simulation of wave phenomena in heterogeneous media or complex geometry. Locally refined meshes, however, dictate a small time-step everywhere with a crippling effect on any explicit time-marching method. In [18] a leap-frog (LF) based explicit local time-stepping (LTS) method was proposed, which overcomes the severe bottleneck due to a few small elements by taking small time-steps in the locally refined region and larger steps elsewhere. Here a rigorous convergence proof is presented for the fully-discrete LTS-LF method when combined with a standard conforming finite element method (FEM) in space. Numerical results further illustrate the usefulness of the LTS-LF Galerkin FEM in the presence of corner singularities.

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arXiv2010

Efficient PML for the wave equation

In the last decade, the perfectly matched layer (PML) approach has proved a flexible and accurate method for the simulation of waves in unbounded media. Most PML formulations, however, usually require wave equations stated in their standard second-order form to be reformulated as first-order systems, thereby introducing many additional unknowns. To circumvent this cumbersome and somewhat expensive step, we instead propose a simple PML formulation directly for the wave equation in its second-order form. Inside the absorbing layer, our formulation requires only two auxiliary variables in two space dimensions and four auxiliary variables in three space dimensions; hence it is cheap to implement. Since our formulation requires no higher derivatives, it is also easily coupled with standard finite difference or finite element methods. Strong stability is proved while numerical examples in two and three space dimensions illustrate the accuracy and long time stability of our PML formulation.

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