Searcharxiv⌕ Search

arXiv subjects

Michael Karkulik

Publications and source records attributed to Michael Karkulik.

At least 19 recordsLinked to original sources
arXiv2026

Space-time finite element interpolation of nonsmooth functions satisfying boundary conditions

We construct Scott-Zhang-type space-time quasi-interpolation operators on tensor- product meshes for parabolic settings. Specifically, these are linear and uniformly bounded projections from the classical parabolic energy space onto a space-time tensor-product finite element space that preserve discrete Dirichlet boundary conditions on the lateral space-time boundary. We apply our operator in the context of space-time first-order system least-squares finite elements for parabolic equations to establish a quasi-optimal method for inhomogeneous Dirichlet boundary conditions.

math.NA↗
arXiv2025

A space-time finite element method for parabolic obstacle problems

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on simplicial and prismatic meshes are studied and we show a priori error estimates for both. Convergence rates are derived for sufficiently smooth solutions. Reliable a posteriori bounds are provided and used to steer an adaptive algorithm. Numerical experiments including a one-phase Stefan problem and an American option pricing problem are presented.

math.NA↗
arXiv2024

Space-time FEM-BEM couplings for parabolic transmission problems

We develop couplings of a recent space-time first-order system least-squares (FOSLS) method for parabolic problems and space-time boundary element methods (BEM) for the heat equation to numerically solve a parabolic transmission problem on the full space and a finite time interval. In particular, we demonstrate coercivity of the couplings under certain restrictions and validate our theoretical findings by numerical experiments.

math.NA↗
arXiv2024

Efficient estimation for a smoothing thin plate spline in a two-dimensional space

Using a deterministic framework allows us to estimate a function with the purpose of interpolating data in spatial statistics. Radial basis functions are commonly used for scattered data interpolation in a d-dimensional space, however, interpolation problems have to deal with dense matrices. For the case of smoothing thin plate splines, we propose an efficient way to address this problem by compressing the dense matrix by an hierarchical matrix ($\mathcal{H}$-matrix) and using the conjugate gradient method to solve the linear system of equations. A simulation study was conducted to assess the effectiveness of the spatial interpolation method. The results indicated that employing an $\mathcal{H}$-matrix along with the conjugate gradient method allows for efficient computations while maintaining a minimal error. We also provide a sensitivity analysis that covers a range of smoothing and compression parameter values, along with a Monte Carlo simulation aimed at quantifying uncertainty in the approximated function. Lastly, we present a comparative study between the proposed approach and thin plate regression using the "mgcv" package of the statistical software R. The comparison results demonstrate similar interpolation performance between the two methods.

stat.CO↗
arXiv2023

Well-posedness of first-order acoustic wave equations and space-time finite element approximation

We study a first-order system formulation of the (acoustic) wave equation and prove that the operator of this system is an isomorphsim from an appropriately defined graph space to L^2. The results rely on well-posedness and stability of the weak and ultraweak formulation of the second-order wave equation. As an application we define and analyze a space-time least-squares finite element method for solving the wave equation. Some numerical examples for one- and two- dimensional spatial domains are presented.

math.NA↗
arXiv2023

Least-squares finite elements for distributed optimal control problems

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$ stable for any choice of conforming discretization spaces. A reliable and efficient a posteriori error estimator is derived for problems where box constraints are imposed on the control. It can be localized and therefore used to steer an adaptive algorithm. For unconstrained optimal control problems, i.e., the set of controls being a Hilbert space, we obtain a coercive least-squares method and, in particular, quasi-optimality for any choice of discrete approximation space. For constrained problems we derive and analyze a variational inequality where the PDE part is tackled by least-squares finite element methods. We show that the abstract framework can be applied to a wide range of problems, including scalar second-order PDEs, the Stokes problem, and parabolic problems on space-time domains. Numerical examples for some selected problems are presented.

math.NA↗
arXiv2023

On interpolation spaces of piecewise polynomials on mixed meshes

We consider fractional Sobolev spaces $H^θ$, $θ\in (0,1)$, on 2D domains and $H^1$-conforming discretizations by globally continuous piecewise polynomials on a mesh consisting of shape-regular triangles and quadrilaterals. We prove that the norm obtained from interpolating between the discrete space equipped with the $L^2$-norm on the one hand and the $H^1$-norm on the other hand is equivalent to the corresponding continuous interpolation Sobolev norm, and the norm-equivalence constants are independent of meshsize and polynomial degree. This characterization of the Sobolev norm is then used to show an inverse inequality between $H^1$ and $H^θ$.

math.NA↗
arXiv2022

Space-time finite element methods for parabolic distributed optimal control problems

We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time variational formulation of parabolic equations which is coercive in the energy norm, and a Lagrangian multiplier. Our final formulation fulfills the Babuška-Brezzi conditions on the continuous as well as discrete level, without restrictions. Consequently, we can allow for final-time desired states, and obtain an a-posteriori error estimator which is efficient and reliable. Numerical experiments confirm our theoretical findings.

math.NA↗
arXiv2021

MINRES for second-order PDEs with singular data

Minimum residual methods such as the least-squares finite element method (FEM) or the discontinuous Petrov--Galerkin method with optimal test functions (DPG) usually exclude singular data, e.g., non square-integrable loads. We consider a DPG method and a least-squares FEM for the Poisson problem. For both methods we analyze regularization approaches that allow the use of $H^{-1}$ loads, and also study the case of point loads. For all cases we prove appropriate convergence orders. We present various numerical experiments that confirm our theoretical results. Our approach extends to general well-posed second-order problems.

math.NA↗
arXiv2021

Analysis of backward Euler primal DPG methods

We analyse backward Euler time stepping schemes for the primal DPG formulation of a class of parabolic problems. Optimal error estimates are shown in the natural norm and in the $L^2$ norm of the field variable. For the heat equation the solution of our primal DPG formulation equals the solution of a standard Galerkin scheme and, thus, optimal error bounds are found in the literature. In the presence of advection and reaction terms, however, the latter identity is not valid anymore and the analysis of optimal error bounds requires to resort to elliptic projection operators. It is essential that these operators be projections with respect to the spatial part of the PDE, as in standard Galerkin schemes, and not with respect to the full PDE at a time step, as done previously.

math.NA↗
arXiv2020

Local convergence of the FEM for the integral fractional Laplacian

We provide for first order discretizations of the integral fractional Laplacian sharp local error estimates on proper subdomains in both the local $H^1$-norm and the localized energy norm. Our estimates have the form of a local best approximation error plus a global error measured in a weaker norm.

math.NA↗
arXiv2019

Space-time least-squares finite elements for parabolic equations

We present a space-time least squares finite element method for the heat equation. It is based on residual minimization in L2 norms in space-time of an equivalent first order system. This implies that (i) the resulting bilinear form is symmetric and coercive and hence any conforming discretization is uniformly stable, (ii) stiffness matrices are symmetric, positive definite, and sparse, (iii) we have a local a-posteriori error estimator for free. In particular, our approach features full space-time adaptivity. We also present a-priori error analysis on simplicial space-time meshes which are highly structured. Numerical results conclude this work.

math.NA↗
arXiv2018

Stable decompositions of $hp$-BEM spaces and an optimal Schwarz preconditioner for the hypersingular integral operator in 3D

We consider fractional Sobolev spaces $H^\theta(\Gamma)$, $\theta \in [0,1]$, on a 2D surface $\Gamma$. We show that functions in $H^\theta(\Gamma)$ can be decomposed into contributions with local support in a stable way. Stability of the decomposition is inherited by piecewise polynomial subspaces. Applications include the analysis of additive Schwarz preconditioners for discretizations of the hypersingular integral operator by the $p$-version of the boundary element method with condition number bounds that are uniform in the polynomial degree $p$.

math.NA↗
arXiv2018

A finite element method for elliptic Dirichlet boundary control problems

We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the $H^{1}(\Omega)$ norm of the harmonic extension of the control. We propose a mixed finite element discretization, where the harmonicity of the solution is included by a Lagrangian multiplier. In the case of convex polygonal domains, optimal error estimates in the $H^1$ and $L^2$ norm are proven. We also consider and analyze the case of control constrained problems.

math.NA↗
arXiv2018

New a priori analysis of first-order system least-squares finite element methods for parabolic problems

We provide new insights into the a priori theory for a time-stepping scheme based on least-squares finite element methods for parabolic first-order systems. The elliptic part of the problem is of general reaction-convection-diffusion type. The new ingredient in the analysis is an elliptic projection operator defined via a non-symmetric bilinear form, although the main bilinear form corresponding to the least-squares functional is symmetric. This new operator allows to prove optimal error estimates in the natural norm associated to the problem and, under additional regularity assumptions, in the $L^2$ norm. Numerical experiments are presented which confirm our theoretical findings.

math.NA↗
arXiv2017

Combining the DPG method with finite elements

We propose and analyze a discretization scheme that combines the discontinuous Petrov-Galerkin and finite element methods. The underlying model problem is of general diffusion-advection-reaction type on bounded domains, with decomposition into two sub-domains. We propose a heterogeneous variational formulation that is of the ultra-weak (Petrov-Galerkin) form with broken test space in one part, and of Bubnov-Galerkin form in the other. A standard discretization with conforming approximation spaces and appropriate test spaces (optimal test functions for the ultra-weak part and standard test functions for the Bubnov-Galerkin part) gives rise to a coupled DPG-FEM scheme. We prove its well-posedness and quasi-optimal convergence. Numerical results confirm expected convergence orders.

math.NA↗
arXiv2017

Variational formulation of time-fractional parabolic equations

We consider initial/boundary value problems for time-fractional parabolic PDE of order $0<\alpha<1$ with Caputo fractional derivative (also called fractional diffusion equations in the literature). We prove well-posedness of corresponding variational formulations based entirely on fractional Sobolev-Bochner spaces, and clarify the question of possible choices of the initial value.

math.NA↗