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Olaf Steinbach

Publications and source records attributed to Olaf Steinbach.

36 records · Page 2Linked to original sources

Mass-lumping discretization and solvers for distributed elliptic optimal control problems

The purpose of this paper is to investigate the effects of the use of mass-lumping in the finite element discretization of the reduced first-order optimality system arising from a standard tracking-type, distributed elliptic optimal control problem with $L_2$ regularization. We show that mass-lumping will not affect the $L_2$ error between the desired state and the computed state, but will lead to a Schur-complement system that allows for a fast matrix-by-vector multiplication. We show that the use of the Schur-Complement Preconditioned Conjugate Gradient method in a nested iteration setting leads to an asymptotically optimal solver with respect to the complexity.

math.NA↗

Space-time finite element methods for distributed optimal control of the wave equation

We consider space-time tracking type distributed optimal control problems for the wave equation in the space-time domain $Q:= Ω\times (0,T) \subset {\mathbb{R}}^{n+1}$, where the control is assumed to be in the energy space $[H_{0;,0}^{1,1}(Q)]^*$, rather than in $L^2(Q)$ which is more common. While the latter ensures a unique state in the Sobolev space $H^{1,1}_{0;0,}(Q)$, this does not define a solution isomorphism. Hence we use an appropriate state space $X$ such that the wave operator becomes an isomorphism from $X$ onto $[H_{0;,0}^{1,1}(Q)]^*$. Using space-time finite element spaces of piecewise linear continuous basis functions on completely unstructured but shape regular simplicial meshes, we derive a priori estimates for the error $\|\widetilde{u}_{\varrho h}-\overline{u}\|_{L^2(Q)}$ between the computed space-time finite element solution $\widetilde{u}_{\varrho h}$ and the target function $\overline{u}$ with respect to the regularization parameter $\varrho$, and the space-time finite element mesh-size $h$, depending on the regularity of the desired state $\overline{u}$. These estimates lead to the optimal choice $\varrho=h^2$ in order to define the regularization parameter $\varrho$ for a given space-time finite element mesh size $h$, or to determine the required mesh size $h$ when $\varrho$ is a given constant representing the costs of the control. The theoretical results will be supported by numerical examples with targets of different regularities, including discontinuous targets. Furthermore, an adaptive space-time finite element scheme is proposed and numerically analyzed.

math.NA↗

Robust finite element discretization and solvers for distributed elliptic optimal control problems

We consider standard tracking-type, distributed elliptic optimal control problems with $L^2$ regularization, and their finite element discretization. We are investigating the $L^2$ error between the finite element approximation $u_{\varrho h}$ of the state $u_\varrho$ and the desired state (target) $\bar{u}$ in terms of the regularization parameter $\varrho$ and the mesh size $h$ that leads to the optimal choice $\varrho = h^4$. It turns out that, for this choice of the regularization parameter, we can devise simple Jacobi-like preconditioned MINRES or Bramble-Pasciak CG methods that allow us to solve the reduced discrete optimality system in asymptotically optimal complexity with respect to the arithmetical operations and memory demand. The theoretical results are confirmed by several benchmark problems with targets of various regularities including discontinuous targets.

math.NA↗

Robust space-time finite element error estimates for parabolic distributed optimal control problems with energy regularization

We consider space-time tracking optimal control problems for linear para\-bo\-lic initial boundary value problems that are given in the space-time cylinder $Q = Ω\times (0,T)$, and that are controlled by the right-hand side $z_\varrho$ from the Bochner space $L^2(0,T;H^{-1}(Ω))$. So it is natural to replace the usual $L^2(Q)$ norm regularization by the energy regularization in the $L^2(0,T;H^{-1}(Ω))$ norm. We derive a priori estimates for the error $\|\widetilde{u}_{\varrho h} - \bar{u}\|_{L^2(Q)}$ between the computed state $\widetilde{u}_{\varrho h}$ and the desired state $\bar{u}$ in terms of the regularization parameter $\varrho$ and the space-time finite element mesh-size $h$, and depending on the regularity of the desired state $\bar{u}$. These estimates lead to the optimal choice $\varrho = h^2$. The approximate state $\widetilde{u}_{\varrho h}$ is computed by means of a space-time finite element method using piecewise linear and continuous basis functions on completely unstructured simplicial meshes for $Q$. The theoretical results are quantitatively illustrated by a series of numerical examples in two and three space dimensions.

math.NA↗

Towards coercive boundary element methods for the wave equation

In this note, we discuss the ellipticity of the single layer boundary integral operator for the wave equation in one space dimension. This result not only generalizes the well-known ellipticity of the energetic boundary integral formulation in $L^2$, but it also turns out to be a particular case of a recent result on the inf-sup stability of boundary integral operators for the wave equation. Instead of the time derivative in the energetic formulation, we use a modified Hilbert transformation, which allows us to stay in Sobolev spaces of the same order. This results in the applicability of standard boundary element error estimates, which are confirmed by numerical results.

math.NA↗

A new approach to space-time boundary integral equations for the wave equation

We present a new approach for boundary integral equations for the wave equation with zero initial conditions. Unlike previous attempts, our mathematical formulation allows us to prove that the associated boundary integral operators are continuous and satisfy inf-sup conditions in trace spaces of the same regularity, which are closely related to standard energy spaces with the expected regularity in space and time. This feature is crucial from a numerical perspective, as it provides the foundations to derive sharper error estimates and paves the way to devise efficient adaptive space-time boundary element methods, which will be tackled in future work. On the other hand, the proposed approach is compatible with current time dependent boundary element method's implementations and we predict that it explains many of the behaviours observed in practice but that were not understood with the existing theory.

math.NA↗

Space-time finite element methods for the initial temperature reconstruction

This work is devoted to the reconstruction of the initial temperature in the backward heat equation using the space-time finite element method on fully unstructured space-time simplicial meshes proposed by Steinbach (2015). Such a severely ill-posed problem is tackled by the standard Tikhonov regularization method. This leads to a related optimal control for an parabolic equation in the space-time domain. In this setting, the control is taken as initial condition, whereas the terminal observation data serve as target. The objective becomes a standard terminal observation functional combined with the Tikhonov regularization. The space-time finite element method is applied to the space-time optimality system that is well-posed for a fixed regularization parameter.

math.NA↗

Numerical results for an unconditionally stable space-time finite element method for the wave equation

In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this resulting variational setting, ansatz and test spaces are equal. Thus, conforming finite element discretizations lead to Galerkin--Bubnov schemes. We consider a conforming tensor-product approach with piecewise polynomial, continuous basis functions, which results in an unconditionally stable method, i.e., no CFL condition is required. We give numerical examples for a one- and a two-dimensional spatial domain, where the unconditional stability and optimal convergence rates in space-time norms are illustrated.

math.NA↗

Robust discretization and solvers for elliptic optimal control problems with energy regularization

We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for elliptic distributed optimal control problems with energy regularization that were recently studied by M.~Neumüller and O.~Steinbach (2020). We provide quasi-optimal a priori finite element error estimates which depend both on the mesh size $h$ and on the regularization parameter $\varrho$. The choice $\varrho = h^2$ ensures optimal convergence which only depends on the regularity of the target function. For the iterative solution, we employ an algebraic multigrid preconditioner and a balancing domain decomposition by constraints (BDDC) preconditioner. We numerically study robustness and efficiency of the proposed algebraic preconditioners with respect to the mesh size $h$, the regularization parameter $\varrho$, and the number of subdomains (cores) $p$. Furthermore, we investigate the parallel performance of the BDDC preconditioned conjugate gradient solver.

math.NA↗

A generalized inf-sup stable variational formulation for the wave equation

In this paper, we consider a variational formulation for the Dirichlet problem of the wave equation with zero boundary and initial conditions, where we use integration by parts in space and time. To prove unique solvability in a subspace of $H^1(Q$) with $Q$ being the space-time domain, the classical assumption is to consider the right-hand side $f$ in $L^2(Q)$. Here, we analyze a generalized setting of this variational formulation, which allows us to prove unique solvability also for $f$ being in the dual space of the test space, i.e., the solution operator is an isomorphism between the ansatz space and the dual of the test space. This new approach is based on a suitable extension of the ansatz space to include the information of the differential operator of the wave equation at the initial time $t=0$. These results are of utmost importance for the formulation and numerical analysis of unconditionally stable space-time finite element methods, and for the numerical analysis of boundary element methods to overcome the well-known norm gap in the analysis of boundary integral operators.

math.NA↗

Space-time finite element discretization of parabolic optimal control problems with energy regularization

We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(Ω))$. By duality, the related norm can be evaluated by means of the solution of an elliptic quasi-stationary boundary value problem. When eliminating the control, we end up with the reduced optimality system that is nothing but the variational formulation of the coupled forward-backward primal and adjoint equations. Using Babuška's theorem, we prove unique solvability in the continuous case. Furthermore, we establish the discrete inf-sup condition for any conforming space-time finite element discretization yielding quasi-optimal discretization error estimates. Various numerical examples confirm the theoretical findings. We emphasize that the energy regularization results in a more localized control with sharper contours for discontinuous target functions, which is demonstrated by a comparison with an $L^2$ regularization and with a sparse optimal control approach.

math.NA↗

Unstructured space-time finite element methods for optimal control of parabolic equations

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babuška's theorem, we show well-posedness of the first-order optimality systems for a typical model problem with linear state equations, but without control constraints. This is done for both continuous and discrete levels. Based on these results, we derive discretization error estimates. Then we consider a semilinear parabolic optimal control problem arising from the Schlögl model. The associated nonlinear optimality system is solved by Newton's method, where a linear system, that is similar to the first-order optimality systems considered for the linear model problems, has to be solved at each Newton step. We present various numerical experiments including results for adaptive space-time finite element discretizations based on residual-type error indicators. In the last two examples, we also consider semilinear parabolic optimal control problems with box constraints imposed on the control.

math.NA↗

Unstructured Space-Time Finite Element Methods for Optimal Sparse Control of Parabolic Equations

We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a Tikhonov regularization term and of the $L^1$-norm of the control that accounts for its spatio-temporal sparsity. We use a space-time Petrov-Galerkin finite element discretization for the first-order necessary optimality system of the associated discrete optimal sparse control problem. The discretization is based on a variational formulation that employs piecewise linear finite elements simultaneously in space and time. Finally, the discrete nonlinear optimality system that consists of coupled forward-backward state and adjoint state equations is solved by a semismooth Newton method.

math.NA↗

Preconditioned space-time boundary element methods for the one-dimensional heat equation

In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires a suitable stability condition for the boundary element spaces used for the discretization. We demonstrate the method for the simple spatially one-dimensional case. However, the presented results, particularly the stability analysis of the boundary element spaces, can be used to extend the method to the two- and three-dimensional problem.

math.NA↗

A parallel solver for a preconditioned space-time boundary element method for the heat equation

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel scalability in distributed memory systems in contrast to time-stepping methods where the parallelization is usually limited to spatial dimensions. We present a parallelization technique which is based on a decomposition of the input mesh into submeshes and a distribution of the corresponding blocks of the system matrices among processors. To ensure load balancing, the distribution is based on a cylic decomposition of complete graphs. In addition, the solution of the global linear system requires the use of an efficient preconditioner. We present a robust preconditioning strategy which is based on boundary integral operators of opposite order, and extend the introduced parallel solver to the preconditioned system.

math.NA↗

Classical and all-floating FETI methods for the simulation of arterial tissues

High-resolution and anatomically realistic computer models of biological soft tissues play a significant role in the understanding of the function of cardiovascular components in health and disease. However, the computational effort to handle fine grids to resolve the geometries as well as sophisticated tissue models is very challenging. One possibility to derive a strongly scalable parallel solution algorithm is to consider finite element tearing and interconnecting (FETI) methods. In this study we propose and investigate the application of FETI methods to simulate the elastic behavior of biological soft tissues. As one particular example we choose the artery which is - as most other biological tissues - characterized by anisotropic and nonlinear material properties. We compare two specific approaches of FETI methods, classical and all-floating, and investigate the numerical behavior of different preconditioning techniques. In comparison to classical FETI, the all-floating approach has not only advantages concerning the implementation but in many cases also concerning the convergence of the global iterative solution method. This behavior is illustrated with numerical examples. We present results of linear elastic simulations to show convergence rates, as expected from the theory, and results from the more sophisticated nonlinear case where we apply a well-known anisotropic model to the realistic geometry of an artery. Although the FETI methods have a great applicability on artery simulations we will also discuss some limitations concerning the dependence on material parameters.

physics.med-ph↗

Trace and flux a priori error estimates in finite element approximations of Signorni-type problems

Variational inequalities play in many applications an important role and are an active research area. Optimal a priori error estimates in the natural energy norm do exist but only very few results in other norms exist. Here we consider as prototype a simple Signorini problem and provide new optimal order a priori error estimates for the trace and the flux on the Signorini boundary. The a priori analysis is based on the exact and a mesh-dependent Steklov-Poincaré operator as well as on duality in Aubin-Nitsche type arguments. Numerical results illustrate the convergence rates of the finite element approach.

math.NA↗

Boundary Integral Equations for the Laplace-Beltrami Operator

We present a boundary integral method, and an accompanying boundary element discretization, for solving boundary-value problems for the Laplace-Beltrami operator on the surface of the unit sphere $§$ in $\mathbb{R}^3$. We consider a closed curve ${\cal C}$ on ${\cal S}$ which divides ${\cal S}$ into two parts ${\cal S}_1$ and ${\cal S}_2$. In particular, ${\cal C} = \partial {\cal S}_1$ is the boundary curve of ${\cal S}_1$. We are interested in solving a boundary value problem for the Laplace-Beltrami operator in $§_2$, with boundary data prescribed on $\C$.

math.AP↗