arXiv subjects

Patrick E. Farrell

Publications and source records attributed to Patrick E. Farrell.

At least 19 recordsLinked to original sources

arXiv2026

Automated Galerkin time stepping in Irksome

As the study of temporal and spatial discretization schemes continues to advance, recent work has focused on the use of Galerkin-in-time discretization schemes that enable broader structure-preservation than is known for Runge-Kutta integrators. While the promise of such discretizations is immense, their realization has, until now, generally relied on bespoke implementations that have limited their wider use. In this work, we present automation in Irksome for both discontinuous Galerkin and continuous Petrov-Galerkin time stepping of semidiscrete variational problems. The implementation supports auxiliary variables, flexible temporal quadrature, and monolithic algebraic solvers, and it enables switching between Runge-Kutta and Galerkin-in-time formulations with minimal changes to user code. Numerical examples illustrate accuracy, solver performance, and structure preservation across representative PDE systems.

math.NA↗

arXiv2026

On the convergence of iterated penalty methods for structure-preserving discretizations of saddle point problems

We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian formulation of the system. As a by-product, we obtain sharper stability estimates for penalized/perturbed saddle point problems. Three model finite element applications show agreement with the theory.

math.NA↗

arXiv2026

Arbitrary-order structure-preserving discretizations for geometric curvature flows

Geometric flows, where an immersed manifold evolves in time according to its own geometry, exhibit important structural properties. For example, surface diffusion dissipates surface area while conserving volume; it is desirable to preserve these properties on discretization. This has motivated a substantial body of research on structure-preserving discretizations for these flows, albeit at low order in time. In this work, we present the first discretization of geometric curvature flows (curve shortening/mean curvature flow and curve/surface diffusion) that preserves the evolution of area and volume at arbitrary order in space and time. The key idea is to introduce auxiliary variables in a particular way so that the derivation of the area dissipation law can be replicated after discretization with continuous Petrov--Galerkin in time. These auxiliary variables are indicated by a general strategy for structure-preservation in time that applies to many other problems. The proposed scheme also preserves mesh quality in the same manner as the minimal deformation rate strategy. We demonstrate its structure-preserving properties and high-order convergence on several benchmark examples.

math.NA↗

arXiv2026

Preconditioners for the Onsager-Stefan-Maxwell equations for multicomponent diffusion

The Onsager-Stefan-Maxwell (OSM) equations are an important model of mass transport in multicomponent flows with multiple chemical species. They describe the coupling of diffusive fluxes between species, accounting for their interactions through frictional and thermodynamic driving forces. In this work we propose an augmented Lagrangian preconditioner and prove its discretization-robustness for a Picard linearization of the stationary OSM equations in the isobaric, isothermal, ideal gaseous setting. For the Newton linearization we employ the augmented Lagrangian preconditioner as a block diagonal smoother inside a monolithic geometric multigrid iteration and combine with vertex star Schwarz methods. This strategy is shown to be applicable in a wide variety of settings which incorporate cross-diffusion, nonideal mixing, thermal, pressure, convective, and electrochemical effects. We demonstrate robustness or mild dependence with respect to mesh refinement and polynomial degree of the proposed monolithic preconditioning strategy for different types of multicomponent flows in several applications: cross-diffusion in the human airways, separation of gases under a temperature gradient, nonideal mixing of benzene and cyclohexane, and electrolytic transport in a Hull cell undergoing electroplating.

math.NA↗

arXiv2026

Global and local helicity-preservation in the finite element discretization of magnetic relaxation

Magnetic relaxation drives plasma toward lower-energy equilibria under helicity constraints. In ideal magnetohydrodynamics (MHD), helicity is locally conserved, while resistive theories such as Taylor relaxation preserve only global helicity. This distinction has important implications for structure-preserving numerical methods. We compare three finite element formulations: an unconstrained scheme that does not conserve helicity, a mixed method based on finite element exterior calculus that preserves discrete local helicity on magnetically closed subdomains, and a Lagrange multiplier approach that enforces only global helicity conservation. Numerical experiments with magnetic knots and braids show that helicity-based constraints provide effective topological barriers when the relevant helicity-type invariant is nonzero, but do not fully characterize braided field-line topology when it vanishes. These results clarify both the strengths and the possible limitations of helicity-based structure-preserving finite element methods for magnetic relaxation.

math.NA↗

arXiv2026

A kinetic interpretation of thermomechanical restrictions of continua

Rajagopal and Srinivasa's thermodynamic framework derives constitutive relations in continuum mechanics from two scalar functions describing energy storage and entropy production via a constrained optimization principle. In parallel, kinetic theory obtains constitutive laws through moment closure, most notably via the Chapman--Enskog expansion. This work has three objectives. First, we establish a connection between these approaches by providing a kinetic interpretation of the Rajagopal--Srinivasa principle of maximal entropy production, under appropriate albeit restrictive hypotheses. For a Bhatnagar--Gross--Krook-type approximation, we show that the Rajagopal--Srinivasa principle is equivalent to a minimal relaxation-time principle, selecting among admissible constitutive responses the one with the fastest compatible relaxation toward equilibrium. Second, we review the classical kinetic description of continua in a manner accessible to those familiar with continuum thermodynamics. Third, we propose a hybrid Chapman--Enskog--Rajagopal--Srinivasa approach which computes the thermodynamic relations and entropy production from the Chapman--Enskog expansion, and then invokes the Rajagopal--Srinivasa principle to determine the other constitutive relations. This recovers the standard Euler and Navier--Stokes--Fourier constitutive laws for monatomic gases. We also demonstrate how different choices of selection procedure can be more informative than the classical Chapman--Enskog closure in the context of an inviscid compressible Leslie--Ericksen model arising in liquid crystals.

math-ph↗

arXiv2026

A thermodynamically consistent Johnson-Segalman-Giesekus model: numerical simulation of the rod climbing effect

Viscoelastic rate-type fluids represent a popular class of non-Newtonian fluid models due to their ability to describe phenomena such as stress relaxation, non-linear creep, and normal stress differences. The presence of normal stress differences in a simple shear flow gives rise to forces acting in directions orthogonal to the primary flow direction. The rod climbing effect, i.e. the rise of a fluid along a rod rotating about its axis, is associated with this phenomenon. Within the class of viscoelastic rate-type fluids that includes the Oldroyd-B and Giesekus models with Gordon--Schowalter convected derivatives, we show -- by means of thermodynamical analysis and numerical simulations -- that a thermodynamically consistent variant of the Johnson--Segalman model captures experimental data exceedingly well and is therefore superior to other models in this class, including the standard Johnson--Segalman model, which is widely used in engineering applications but is shown here to be incompatible with the second law of thermodynamics. We release a robust and computationally efficient higher-order finite-element implementation as open-source software on GitHub. The implementation is based on an arbitrary Lagrangian--Eulerian (ALE) formulation of the governing equations and is developed using the Firedrake library.

physics.flu-dyn↗

arXiv2025

Conservative and dissipative discretisations of multi-conservative ODEs and GENERIC systems

Ordinary and partial differential equations describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and dissipation laws on discretisation in time can yield vastly better approximations for the same computational effort, compared to schemes that are not structure-preserving. In this work we present two novel contributions: (i) an arbitrary-order time discretisation inspired by the Nambu bracket for general conservative ordinary differential equations that conserves all prescribed invariants, and (ii) an energy-conserving and entropy-dissipating scheme for both ordinary and partial differential equations written in the GENERIC format, a superset of Poisson and gradient-descent systems. In both cases the underlying strategy is the same: the systematic introduction of auxiliary variables, allowing for the replication at the discrete level of the proofs of conservation or dissipation. We illustrate the advantages of our approximations with numerical examples of the Kepler and Kovalevskaya problems, a combustion engine model, and the Benjamin-Bona-Mahony equation.

math.NA↗

arXiv2025

Finite element methods for electroneutral multicomponent electrolyte flows

We present a broad family of high-order finite element algorithms for simulating the flow of electroneutral electrolytes. The governing partial differential equations that we solve are the electroneutral Navier--Stokes--Onsager--Stefan--Maxwell (NSOSM) equations, which model momentum transport, multicomponent diffusion and electrical effects within the electrolyte. Our algorithms can be applied in the steady and transient settings, in two and three spatial dimensions, and under a variety of boundary conditions. Moreover, we allow for the material parameters (e.g. viscosity, diffusivities, thermodynamic factors and density) to be dependent on the local state of the mixture and thermodynamically non-ideal. The flexibility of our approach requires us to address subtleties that arise in the governing equations due to the interplay between boundary conditions and the equation of state. We demonstrate the algorithms in various physical configurations, including (i) electrolyte flow around a microfluidic rotating disk electrode and (ii) the flow in a Hull cell of a cosolvent electrolyte mixture used in lithium-ion batteries.

math.NA↗

arXiv2025

A Kinetic Theory Approach to Ordered Fluids

We develop a unified kinetic theory for ordered fluids, which systematically extends the phase space with the appropriate generalized angular momenta. Our theory yields a uniquely determined mesoscopic model for any continuum with microstructure that is characterized by Capriz's order parameter manifold. We illustrate our theory with three running examples: liquids saturated with non-diffusive gas bubbles, liquids composed of calamitic (rodlike) molecules, and liquids composed of calamitic molecules with additional head-to-tail symmetry. We discuss the symmetries of the microscopic interactions via Noether's theorem, and use them to characterize the conserved quantities mesoscopic dynamics. We derive the mesoscopic model for ordered fluids from a kinetic point of view assuming that the microscopic interactions are of weak nature when it comes to the ordering of the fluid. Lastly, we discuss under which conditions an H-theorem result holds at the mesoscopic scale and for which Vlasov potential we can expect the emergence of collective behavior.

math-ph↗

arXiv2025

Fast solvers for the high-order FEM simplicial de Rham complex: Extended edition

We present new finite elements for solving the Riesz maps of the de Rham complex on triangular and tetrahedral meshes at high order. The finite elements discretize the same spaces as usual, but with different basis functions, so that the resulting matrices have desirable properties. These properties mean that we can solve the Riesz maps to a given accuracy in a $p$-robust number of iterations with $\mathcal{O}(p^6)$ flops in three dimensions, rather than the na\"ive $\mathcal{O}(p^9)$ flops. The degrees of freedom build upon an idea of Demkowicz et al., and consist of integral moments on an equilateral reference simplex with respect to a numerically computed polynomial basis that is orthogonal in two different inner products. As a result, the interior-interface and interior-interior couplings are provably weak, and we devise a preconditioning strategy by neglecting them. The combination of this approach with a space decomposition method on vertex and edge star patches allows us to efficiently solve the canonical Riesz maps at high order. We apply this to solving the Hodge Laplacians of the de Rham complex with novel augmented Lagrangian preconditioners.

math.NA↗

arXiv2025

Analysis and numerical analysis of the Helmholtz-Korteweg equation

We analyse the nematic Helmholtz-Korteweg equation, a variant of the classical Helmholtz equation that describes time-harmonic wave propagation in calamitic fluids in the presence of nematic order. A prominent example is given by nematic liquid crystals, which can be modeled as nematic Korteweg fluids - that is, fluids whose stress tensor depends on density gradients and on a nematic director describing the orientation of the anisotropic molecules. These materials exhibit anisotropic acoustic properties that can be tuned by external electromagnetic fields, making them attractive for potential applications such as tunable acoustic resonators. We prove the existence and uniqueness of solutions to this equation in two and three dimensions for suitable (nonresonant) wave numbers and propose a convergent discretisation for its numerical solution. The discretisation of this problem is nontrivial as it demands high regularity and involves unfamiliar boundary conditions. We address these challenges by using high-order conforming finite elements and enforcing the boundary conditions with Nitsche's method. We illustrate our analysis with numerical simulations in two dimensions.

math.NA↗

arXiv2025

The latent variable proximal point algorithm for variational problems with inequality constraints

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point algorithm. At the continuous level, the two formulations are equivalent, but the saddle point formulation is more amenable to discretization because it introduces a structure-preserving transformation between a latent function space and the feasible set. Working in this latent space is much more convenient for enforcing inequality constraints than the feasible set, as discretizations can employ general linear combinations of suitable basis functions, and nonlinear solvers can involve general additive updates. LVPP yields numerical methods with observed mesh-independence for obstacle problems, contact, fracture, plasticity, and others besides; in many cases, for the first time. The framework also extends to more complex constraints, providing means to enforce convexity in the Monge--Amp\`ere equation and handling quasi-variational inequalities, where the underlying constraint depends implicitly on the unknown solution. In this paper, we describe the LVPP algorithm in a general form and apply it to ten problems from across mathematics.

math.OC↗

arXiv2025

Helicity-preserving finite element discretization for magnetic relaxation

The Parker conjecture, which explores whether magnetic fields in perfectly conducting plasmas can develop tangential discontinuities during magnetic relaxation, remains an open question in astrophysics. Helicity conservation provides a topological barrier during relaxation, preventing topologically nontrivial initial data relaxing to trivial solutions; preserving this mechanism discretely over long time periods is therefore crucial for numerical simulation. This work presents an energy- and helicity-preserving finite element discretization for the magneto-frictional system for investigating the Parker conjecture. The algorithm preserves a discrete version of the topological barrier and a discrete Arnold inequality. We also propose extensions of the notion of helicity and the Arnold inequality to certain kinds of topologically nontrivial domains. Numerical experiments demonstrate that helicity preservation is crucial in obtaining physically meaningful simulations of magnetic relaxation, providing an example where structure-preserving schemes are necessary.

math.NA↗

arXiv2024

Time-harmonic waves in Korteweg and nematic-Korteweg fluids

We derive the Helmholtz--Korteweg equation, which models acoustic waves in Korteweg fluids. We further derive a nematic variant of the Helmholtz-Korteweg equation, which incorporates an additional orientational term in the stress tensor. Its dispersion relation coincides with that arising in Virga's analysis of the Euler-Korteweg equations, which we extend to consider imaginary wave numbers and the effect of boundary conditions. In particular, our extensions allow us to analyze the effect of nematic orientation on the penetration depth of evanescent plane waves, and on the scattering of sound waves by obstacles. Furthermore, we make new, experimentally-verifiable predictions for the effect of boundary conditions for a modification of the Mullen-L\"uthi-Stephen experiment, and for the scattering of acoustic waves in nematic-Korteweg fluids by a circular obstacle.

math-ph↗

arXiv2024

High-order finite element methods for three-dimensional multicomponent convection-diffusion

We derive and analyze a broad class of finite element methods for numerically simulating the stationary, low Reynolds number flow of concentrated mixtures of several distinct chemical species in a common thermodynamic phase. The underlying partial differential equations that we discretize are the Stokes$\unicode{x2013}$Onsager$\unicode{x2013}$Stefan$\unicode{x2013}$Maxwell (SOSM) equations, which model bulk momentum transport and multicomponent diffusion within ideal and non-ideal mixtures. Unlike previous approaches, the methods are straightforward to implement in two and three spatial dimensions, and allow for high-order finite element spaces to be employed. The key idea in deriving the discretization is to suitably reformulate the SOSM equations in terms of the species mass fluxes and chemical potentials, and discretize these unknown fields using stable $H(\textrm{div}) \unicode{x2013} L^2$ finite element pairs. We prove that the methods are convergent and yield a symmetric linear system for a Picard linearization of the SOSM equations, which staggers the updates for concentrations and chemical potentials. We also discuss how the proposed approach can be extended to the Newton linearization of the SOSM equations, which requires the simultaneous solution of mole fractions, chemical potentials, and other variables. Our theoretical results are supported by numerical experiments and we present an example of a physical application involving the microfluidic non-ideal mixing of hydrocarbons.

math.NA↗

arXiv2024

An augmented Lagrangian preconditioner for the control of the Navier--Stokes equations

We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we obtain a sequence of large symmetric linear systems of saddle-point type. We use an augmented Lagrangian-based block triangular preconditioner in combination with the flexible GMRES method at each Newton step. The preconditioner is applied inexactly via a suitable multigrid solver. Numerical experiments indicate that the resulting method appears to be fairly robust with respect to viscosity, mesh size, and the choice of regularization parameter when applied to 2D problems.

math.NA↗

arXiv2024

Enforcing conservation laws and dissipation inequalities numerically via auxiliary variables

We propose a general strategy for enforcing multiple conservation laws and dissipation inequalities in the numerical solution of initial value problems. The key idea is to represent each conservation law or dissipation inequality by means of an associated test function; we introduce auxiliary variables representing the projection of these test functions onto a discrete test set, and modify the equation to use these new variables. We demonstrate these ideas by their application to the Navier-Stokes equations. We generalize to arbitrary order the energy-dissipating and helicity-tracking scheme of Rebholz for the incompressible Navier-Stokes equations, and devise a time discretization of the compressible equations that conserves mass, momentum, and energy, and provably dissipates entropy.

math.NA↗