arXiv subjects

Michael Holst

Publications and source records attributed to Michael Holst.

At least 37 records · Page 2Linked to original sources

arXiv2013

An Alternative Between Non-unique and Negative Yamabe Solutions to the Conformal Formulation of the Einstein Constraint Equations

The conformal method has been effective for parametrizing solutions to the Einstein constraint equations on closed 3-manifolds. However, it is still not well-understood; for example, existence of solutions to the conformal equations for zero or negative Yamabe metrics is still unknown without the so-called ``CMC'' or ``near-CMC'' assumptions. The first existence results without such assumptions, termed the ``far-from-CMC'' case, were obtained by Holst, Nagy, and Tsogtgerel in 2008 for positive Yamabe metrics. However, their results are based on topological arguments, and as a result solution uniqueness is not known. Indeed, Maxwell gave evidence in 2011 that far-from-CMC solutions are not unique in certain cases. In this article, we provide further insight by establishing a type of alternative theorem for general far-from-CMC solutions. For a given manifold M that admits a metric of positive scalar curvature and scalar flat metric g(0) with no conformal Killing fields, we first prove existence of an analytic, one-parameter family of metrics g(z) through g(0) such that R(g(z)) = z. Using this family of metrics and given data (tau,sigma,rho,j), we form a one-parameter family of operators F((phi,w),z) whose zeros satisfy the conformal equations. Applying Liapnuov-Schmidt reduction, we determine an analytic solution curve for F((phi,w),z) = 0 through a critical point where the linearization of F((phi,w),z) vanishes. The regularity of this curve, the definition of F((phi,w),z), and the earlier far-from-CMC results of Holst et al. allow us to then prove the following alternative theorem for far-from-CMC solutions: either (1) there exists a z_1 >0 such that (positive Yamabe) solutions to the z_1-parameterized conformal equations are non-unique; or (2) there exists z_2 < 0 such that (negative Yamabe) solutions to the z_2-parameterized conformal equations exist.

gr-qc↗

arXiv2013

Generalized Solutions to Semilinear Elliptic PDE with Applications to the Lichnerowicz Equation

In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one encounters in studying the constraint equations in general relativity. Our method for solving this problem consists of solving a net of regularized, semilinear problems with data obtained by smoothing the original, distributional coefficients. In order to solve these regularized problems, we develop a priori pointwise bounds and sub- and super-solutions and then apply a fixed-point argument for order-preserving maps. We then show that the net of solutions obtained through this process satisfies certain decay estimates by determining estimates for the sub- and super-solutions and by utilizing classical, a priori elliptic estimates. The estimates for this net of solutions allow us to regard this collection of functions as a solution in a Colombeau-type algebra. We motivate this Colombeau algebra framework by first solving an ill-posed critical exponent problem. To solve this ill-posed problem, we use a collection of smooth, "approximating" problems and then use the resulting sequence of solutions and a compactness argument to obtain a solution to the original problem. This approach is modeled after the more general Colombeau framework that we develop, and it conveys the potential that solutions in these abstract spaces have for obtaining classical solutions to ill-posed nonlinear problems with irregular data.

math.AP↗

arXiv2012

Non-uniqueness of Solutions to the Conformal Formulation

It is well-known that solutions to the conformal formulation of the Einstein constraint equations are unique in the cases of constant mean curvature (CMC) and near constant mean curvature (near-CMC). However, the new far-from-constant mean curvature (far-from-CMC) existence results due to Holst, Nagy, and Tsogtgerel in 2008, to Maxwell in 2009, and to Dahl, Gicquaud and Humbert in 2010, are based on degree theory rather than on the (uniqueness-providing) contraction arguments that had been used for all non-CMC existence results prior to 2008. In fact, Maxwell demonstrated in 2011 that solutions are non-unique in the far-from-CMC case for certain types of low-regularity mean curvature. In this article, we investigate uniqueness properties of solutions to the Einstein constraint equations on closed manifolds using tools from bifurcation theory. For positive, constant scalar curvature and constant mean curvature, we first demonstrate existence of a critical energy density for the Hamiltonian constraint with unscaled matter sources. We then show that for this choice of energy density, the linearization of the elliptic system develops a one-dimensional kernel in both the CMC and non-CMC (near and far) cases. Using Liapunov-Schmidt reduction and standard tools from nonlinear analysis, we demonstrate that solutions to the conformal formulation with unscaled data are non-unique by determining an explicit solution curve, and by analyzing its behavior in the neighborhood of a particular solution.

gr-qc↗

arXiv2012

Two-Grid Methods for Semilinear Interface Problems

In this article we consider two-grid finite element methods for solving semilinear interface problems in d space dimensions, for d=2 or d=3. We first describe in some detail the target problem class with discontinuous diffusion coefficients, which includes problems containing sub-critical, critical, and supercritical nonlinearities. We then establish basic quasi-optimal a priori error estimate for Galerkin approximations. In the critical and subcritical cases, we follow our recent approach to controling the nonlinearity using only pointwise control of the continuous solution and a local Lipschitz property, rather than through pointwise control of the discrete solution; this eliminates the requirement that the discrete solution satisfy a discrete form of the maximum principle, hence eliminating the need for restrictive angle conditions in the underlying mesh. The supercritical case continues to require such mesh conditions in order to control the nonlinearity. We then design a two-grid algorithm consisting of a coarse grid solver for the original nonlinear problem, and a fine grid solver for a linearized problem. We analyze the quality of approximations generated by the algorithm, and show that the coarse grid may be taken to have much larger elements than the fine grid, and yet one can still obtain approximation quality that is asymptotically as good as solving the original nonlinear problem on the fine mesh. The algorithm we describe, and its analysis in this article, combines four sets of tools: the work of Xu and Zhou on two-grid algorithms for semilinear problems; the recent results for linear interface problems due to Li, Melenk, Wohlmuth, and Zou; recent work on the Poisson-Boltzmann equation; and recent work on a priori estimates for semilinear problems.

math.NA↗

arXiv2012

Local Multilevel Preconditioners for Elliptic Equations with Jump Coefficients on Bisection Grids

The goal of this paper is to design optimal multilevel solvers for the finite element approximation of second order linear elliptic problems with piecewise constant coefficients on bisection grids. Local multigrid and BPX preconditioners are constructed based on local smoothing only at the newest vertices and their immediate neighbors. The analysis of eigenvalue distributions for these local multilevel preconditioned systems shows that there are only a fixed number of eigenvalues which are deteriorated by the large jump. The remaining eigenvalues are bounded uniformly with respect to the coefficients and the meshsize. Therefore, the resulting preconditioned conjugate gradient algorithm will converge with an asymptotic rate independent of the coefficients and logarithmically with respect to the meshsize. As a result, the overall computational complexity is nearly optimal.

math.NA↗

arXiv2012

Multilevel Preconditioners for Discontinuous Galerkin Approximations of Elliptic Problems with Jump Coefficients

We introduce and analyze two-level and multi-level preconditioners for a family of Interior Penalty (IP) discontinuous Galerkin (DG) discretizations of second order elliptic problems with large jumps in the diffusion coefficient. Our approach to IPDG-type methods is based on a splitting of the DG space into two components that are orthogonal in the energy inner product naturally induced by the methods. As a result, the methods and their analysis depend in a crucial way on the diffusion coefficient of the problem. The analysis of the proposed preconditioners is presented for both symmetric and non-symmetric IP schemes; dealing simultaneously with the jump in the diffusion coefficient and the non-nested character of the relevant discrete spaces presents extra difficulties in the analysis which precludes a simple extension of existing results. However, we are able to establish robustness (with respect to the diffusion coefficient) and nearly-optimality (up to a logarithmic term depending on the mesh size) for both two-level and BPX-type preconditioners. Following the analysis, we present a sequence of detailed numerical results which verify the theory and illustrate the performance of the methods. The paper includes an Appendix with a collection of proofs of several technical results required for the analysis.

math.NA↗

arXiv2011

Finite Element Error Estimates for Critical Growth Semilinear Problems without Angle Conditions

In this article we consider a priori error and pointwise estimates for finite element approximations of solutions to semilinear elliptic boundary value problems in d>=2 space dimensions, with nonlinearities satisfying critical growth conditions. It is well-understood how mesh geometry impacts finite element interpolant quality, and leads to the reasonable notion of shape regular simplex meshes. It is also well-known how to perform both mesh generation and simplex subdivision, in arbitrary space dimension, so as to guarantee the entire hierarchy of nested simplex meshes produced through subdivision continue to satisfy shape regularity. However, much more restrictive angle conditions are needed for basic a priori quasi-optimal error estimates, as well as for a priori pointwise estimates. These angle conditions, which are particularly difficult to satisfy in three dimensions in any type of unstructured or adaptive setting, are needed to gain pointwise control of the nonlinearity through discrete maximum principles. This represents a major gap in finite element approximation theory for nonlinear problems on unstructured meshes, and in particular for adaptive methods. In this article, we close this gap in the case of semilinear problems with critical or sub-critical nonlinear growth, by deriving a priori estimates directly, without requiring the discrete maximum principle, and hence eliminating the need for restrictive angle conditions. Our main result is a type of local Lipschitz property that relies only on the continuous maximum principle, together with the growth condition. We also show that under some additional smoothness assumptions, the a priori error estimate itself is enough to give pointwise control the discrete solution, without the need for restrictive angle conditions. Numerical experiments confirm our theoretical conclusions.

math.NA↗

arXiv2011

Goal-Oriented Adaptivity and Multilevel Preconditioning for the Poisson-Boltzmann Equation

In this article, we develop goal-oriented error indicators to drive adaptive refinement algorithms for the Poisson-Boltzmann equation. Empirical results for the solvation free energy linear functional demonstrate that goal-oriented indicators are not sufficient on their own to lead to a superior refinement algorithm. To remedy this, we propose a problem-specific marking strategy using the solvation free energy computed from the solution of the linear regularized Poisson-Boltzmann equation. The convergence of the solvation free energy using this marking strategy, combined with goal-oriented refinement, compares favorably to adaptive methods using an energy-based error indicator. Due to the use of adaptive mesh refinement, it is critical to use multilevel preconditioning in order to maintain optimal computational complexity. We use variants of the classical multigrid method, which can be viewed as generalizations of the hierarchical basis multigrid and Bramble-Pasciak-Xu (BPX) preconditioners.

math.NA↗

arXiv2011

Geometric variational crimes: Hilbert complexes, finite element exterior calculus, and problems on hypersurfaces

A recent paper of Arnold, Falk, and Winther [Bull AMS, 47 (2010)] showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direction, Dziuk [Lect Notes in Math, vol 1357 (1988)] analyzed a class of nodal finite elements for the Laplace-Beltrami equation on smooth 2-surfaces approximated by a piecewise-linear triangulation; Demlow later extended this analysis [SIAM J Numer Anal, 47 (2009)] to 3-surfaces, as well as to higher-order surface approximation. In this article, we bring these lines of research together, first developing a framework for the analysis of variational crimes in abstract Hilbert complexes, and then applying this abstract framework to the setting of finite element exterior calculus on hypersurfaces. Our framework extends the work of Arnold, Falk, and Winther to problems that violate their subcomplex assumption, allowing for the extension of finite element exterior calculus to approximate domains, most notably the Hodge-de Rham complex on approximate manifolds. As an application of the latter, we recover Dziuk's and Demlow's a priori estimates for 2- and 3-surfaces, demonstrating that surface finite element methods can be analyzed completely within this abstract framework. Moreover, our results generalize these earlier estimates dramatically, extending them from nodal finite elements for Laplace-Beltrami to mixed finite elements for the Hodge Laplacian, and from 2- and 3-dimensional hypersurfaces to those of arbitrary dimension. By developing this analytical framework using a combination of general tools from differential geometry and functional analysis, we are led to a more geometric analysis of surface finite element methods, whereby the main results become more transparent.

math.NA↗

arXiv2011

Semilinear mixed problems on Hilbert complexes and their numerical approximation

Arnold, Falk, and Winther recently showed [Bull. Amer. Math. Soc. 47 (2010), 281-354] that linear, mixed variational problems, and their numerical approximation by mixed finite element methods, can be studied using the powerful, abstract language of Hilbert complexes. In another recent article [arXiv:1005.4455], we extended the Arnold-Falk-Winther framework by analyzing variational crimes (a la Strang) on Hilbert complexes. In particular, this gave a treatment of finite element exterior calculus on manifolds, generalizing techniques from surface finite element methods and recovering earlier a priori estimates for the Laplace-Beltrami operator on 2- and 3-surfaces, due to Dziuk [Lecture Notes in Math., vol. 1357 (1988), 142-155] and later Demlow [SIAM J. Numer. Anal., 47 (2009), 805-827], as special cases. In the present article, we extend the Hilbert complex framework in a second distinct direction: to the study of semilinear mixed problems. We do this, first, by introducing an operator-theoretic reformulation of the linear mixed problem, so that the semilinear problem can be expressed as an abstract Hammerstein equation. This allows us to obtain, for semilinear problems, a priori solution estimates and error estimates that reduce to the Arnold-Falk-Winther results in the linear case. We also consider the impact of variational crimes, extending the results of our previous article to these semilinear problems. As an immediate application, this new framework allows for mixed finite element methods to be applied to semilinear problems on surfaces.

math.NA↗

arXiv2011

Multigrid Preconditioner for Nonconforming Discretization of Elliptic Problems with Jump Coefficients

In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coefficients. The preconditioner uses the standard conforming subspaces as coarse spaces. Numerical tests show both robustness with respect to the jump in the coefficient and near-optimality with respect to the number of degrees of freedom.

math.NA↗

arXiv2011

Adaptive Finite Element Methods with Inexact Solvers for the Nonlinear Poisson-Boltzmann Equation

In this article we study adaptive finite element methods (AFEM) with inexact solvers for a class of semilinear elliptic interface problems. We are particularly interested in nonlinear problems with discontinuous diffusion coefficients, such as the nonlinear Poisson-Boltzmann equation and its regularizations. The algorithm we study consists of the standard SOLVE-ESTIMATE-MARK-REFINE procedure common to many adaptive finite element algorithms, but where the SOLVE step involves only a full solve on the coarsest level, and the remaining levels involve only single Newton updates to the previous approximate solution. We summarize a recently developed AFEM convergence theory for inexact solvers, and present a sequence of numerical experiments that give evidence that the theory does in fact predict the contraction properties of AFEM with inexact solvers. The various routines used are all designed to maintain a linear-time computational complexity.

math.NA↗

arXiv2011

Barrier methods for critical exponent problems in geometric analysis and mathematical physics

We consider the design and analysis of numerical methods for approximating positive solutions to nonlinear geometric elliptic partial differential equations containing critical exponents. This class of problems includes the Yamabe problem and the Einstein constraint equations, which simultaneously contain several challenging features: high spatial dimension n >= 3, varying (potentially non-smooth) coefficients, critical (even super-critical) nonlinearity, non-monotone nonlinearity (arising from a non-convex energy), and spatial domains that are typically Riemannian manifolds rather than simply open sets in Rn. These problems may exhibit multiple solutions, although only positive solutions typically have meaning. This creates additional complexities in both the theory and numerical treatment of such problems, as this feature introduces both non-uniqueness as well as the need to incorporate an inequality constraint into the formulation. In this work, we consider numerical methods based on Galerkin-type discretization, covering any standard bases construction (finite element, spectral, or wavelet), and the combination of a barrier method for nonconvex optimization and global inexact Newton-type methods for dealing with nonconvexity and the presence of inequality constraints. We first give an overview of barrier methods in non-convex optimization, and then develop and analyze both a primal barrier energy method for this class of problems. We then consider a sequence of numerical experiments using this type of barrier method, based on a particular Galerkin method, namely the piecewise linear finite element method, leverage the FETK modeling package. We illustrate the behavior of the primal barrier energy method for several examples, including the Yamabe problem and the Hamiltonian constraint.

math-ph↗

arXiv2010

Adaptive Finite Element Modeling Techniques for the Poisson-Boltzmann Equation

We develop an efficient and reliable adaptive finite element method (AFEM) for the nonlinear Poisson-Boltzmann equation (PBE). We first examine the regularization technique of Chen, Holst, and Xu; this technique made possible the first a priori pointwise estimates and the first complete solution and approximation theory for the Poisson-Boltzmann equation. It also made possible the first provably convergent discretization of the PBE, and allowed for the development of a provably convergent AFEM for the PBE. However, in practice the regularization turns out to be numerically ill-conditioned. In this article, we examine a second regularization, and establish a number of basic results to ensure that the new approach produces the same mathematical advantages of the original regularization, without the ill-conditioning property. We then design an AFEM scheme based on the new regularized problem, and show that the resulting AFEM scheme is accurate and reliable, by proving a contraction result for the error. This result, which is one of the first results of this type for nonlinear elliptic problems, is based on using continuous and discrete a priori pointwise estimates to establish quasi-orthogonality. To provide a high-quality geometric model as input to the AFEM algorithm, we also describe a class of feature-preserving adaptive mesh generation algorithms designed specifically for constructing meshes of biomolecular structures, based on the intrinsic local structure tensor of the molecular surface. The stability advantages of the new regularization are demonstrated using an FETK-based implementation, through comparisons with the original regularization approach for a model problem. The convergence and accuracy of the overall AFEM algorithm is also illustrated by numerical approximation of electrostatic solvation energy for an insulin protein.

math.NA↗

arXiv2010

The Finite Element Approximation of the Nonlinear Poisson-Boltzmann Equation

A widely used electrostatics model in the biomolecular modeling community, the nonlinear Poisson-Boltzmann equation, along with its finite element approximation, are analyzed in this paper. A regularized Poisson-Boltzmann equation is introduced as an auxiliary problem, making it possible to study the original nonlinear equation with delta distribution sources. A priori error estimates for the finite element approximation are obtained for the regularized Poisson-Boltzmann equation based on certain quasi-uniform grids in two and three dimensions. Adaptive finite element approximation through local refinement driven by an a posteriori error estimate is shown to converge. The Poisson-Boltzmann equation does not appear to have been previously studied in detail theoretically, and it is hoped that this paper will help provide molecular modelers with a better foundation for their analytical and computational work with the Poisson-Boltzmann equation. Note that this article apparently gives the first rigorous convergence result for a numerical discretization technique for the nonlinear Poisson-Boltzmann equation with delta distribution sources, and it also introduces the first provably convergent adaptive method for the equation. This last result is currently one of only a handful of existing convergence results of this type for nonlinear problems.

math.NA↗

arXiv2010

Convergence and Optimality of Adaptive Mixed Finite Element Methods

The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure of orthogonality. A quasi-orthogonality property is proved using the fact that the error is orthogonal to the divergence free subspace, while the part of the error that is not divergence free can be bounded by the data oscillation using a discrete stability result. This discrete stability result is also used to get a localized discrete upper bound which is crucial for the proof of the optimality of the adaptive approximation.

math.NA↗

arXiv2010

Determining Projections and Functionals for Weak Solutions of the Navier-Stokes Equations

In this paper we prove that an operator which projects weak solutions of the two- or three-dimensional Navier-Stokes equations onto a finite-dimensional space is determining if it annihilates the difference of two "nearby" weak solutions asymptotically, and if it satisfies a single appoximation inequality. We then apply this result to show that the long-time behavior of weak solutions to the Navier-Stokes equations, in both two- and three-dimensions, is determined by the long-time behavior of a finite set of bounded linear functionals. These functionals are constructed by local surface averages of solutions over certain simplex volume elements, and are therefore well-defined for weak solutions. Moreover, these functionals define a projection operator which satisfies the necessary approximation inequality for our theory. We use the general theory to establish lower bounds on the simplex diameters in both two- and three-dimensions. Furthermore, in the three dimensional case we make a connection between their diameters and the Kolmogoroff dissipation small scale in turbulent flows.

math.AP↗

arXiv2010

Schwarz Methods: To Symmetrize or Not to Symmetrize

A preconditioning theory is presented which establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational and non-convergent linear methods as preconditioners for conjugate gradient methods, and it is applied to domain decomposition and multigrid. It is illustrated why symmetrizing may be a bad idea for linear methods. It is conjectured that enforcing minimal symmetry achieves the best results when combined with conjugate gradient acceleration. Also, it is shown that absence of symmetry in the linear preconditioner is advantageous when the linear method is accelerated by using the Bi-CGstab method. Numerical examples are presented for two test problems which illustrate the theory and conjectures.

math.NA↗