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Ricardo H. Nochetto

Publications and source records attributed to Ricardo H. Nochetto.

At least 55 records · Page 3Linked to original sources

Two-Scale Method for the Monge-Ampère Equation: Convergence to the Viscosity Solution

We propose a two-scale finite element method for the Monge-Ampère equation with Dirichlet boundary condition in dimension $d\ge2$ and prove that it converges to the viscosity solution uniformly. The method is inspired by a finite difference method of Froese and Oberman, but is defined on unstructured grids and relies on two separate scales: the first one is the mesh size $h$ and the second one is a larger scale that controls appropriate directions and substitutes the need of a wide stencil. The main tools for the analysis are a discrete comparison principle and discrete barrier functions that control the behavior of the discrete solution, which is continuous piecewise linear, both close to the boundary and in the interior of the domain.

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Two-scale method for the Monge-Ampère Equation: Pointwise Error Estimates

In this paper we continue the analysis of the two-scale method for the Monge-Ampère equation for dimension $d \geq 2$ introduced in [10]. We prove continuous dependence of discrete solutions on data that in turn hinges on a discrete version of the Alexandroff estimate. They are both instrumental to prove pointwise error estimates for classical solutions with Hölder and Sobolev regularity. We also derive convergence rates for viscosity solutions with bounded Hessians which may be piecewise smooth or degenerate.

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A saturation property for the spectral-Galerkin approximation of a Dirichlet problem in a square

Both practice and analysis of adaptive $p$-FEMs and $hp$-FEMs raise the question what increment in the current polynomial degree $p$ guarantees a $p$-independent reduction of the Galerkin error. We answer this question for the $p$-FEM in the simplified context of homogeneous Dirichlet problems for the Poisson equation in the two dimensional unit square with polynomial data of degree $p$. We show that an increment proportional to $p$ yields a $p$-robust error reduction and provide computational evidence that a constant increment does not.

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Unconditional stability of semi-implicit discretizations of singular flows

A popular and efficient discretization of evolutions involving the singular $p$-Laplace operator is based on a factorization of the differential operator into a linear part which is treated implicitly and a regularized singular factor which is treated explicitly. It is shown that an unconditional energy stability property for this semi-implicit time stepping strategy holds. Related error estimates depend critically on a required regularization parameter. Numerical experiments reveal reduced experimental convergence rates for smaller regularization parameters and thereby confirm that this dependence cannot be avoided in general.

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Modeling and simulation of thermally actuated bilayer plates

We present a mathematical model of polymer bilayers that undergo large bending deformations when actuated by non-mechanical stimuli such as thermal effects. The simple model captures a large class of nonlinear bending effects and can be discretized with standard plate elements. We devise a fully practical iterative scheme and apply it to the simulation of folding of several practically useful compliant structures comprising of thin elastic layers.

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Discrete ABP Estimate and Convergence Rates for Linear Elliptic Equations in Non-divergence Form

We design a two-scale finite element method (FEM) for linear elliptic PDEs in non-divergence form $A(x) : D^2 u(x) = f(x)$ in a bounded but not necessarily convex domain $Ω$ and study it in the max norm. The fine scale is given by the meshsize $h$ whereas the coarse scale $ε$ is dictated by an integro-differential approximation of the PDE. We show that the FEM satisfies the discrete maximum principle (DMP) for any uniformly positive definite matrix $A$ provided that the mesh is face weakly acute. We establish a discrete Alexandroff-Bakelman-Pucci (ABP) estimate which is suitable for finite element analysis. Its proof relies on a discrete Alexandroff estimate which expresses the min of a convex piecewise linear function in terms of the measure of its sub-differential, and thus of jumps of its gradient. The discrete ABP estimate leads, under suitable regularity assumptions on $A$ and $u$, to pointwise error estimates of the form \begin{equation*} \| u - u^ε_h \|_{L_\infty(Ω)} \leq \, C(A,u) \, h^{2α/(2 + α)} \big| \ln h \big| \qquad 0< α\leq 2, \end{equation*} provided $ε\approx h^{2/(2+α)}$. Such a convergence rate is at best of order $ h \big| \ln h \big|$, which turns out to be quasi-optimal.

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The Ericksen Model of Liquid Crystals with Colloidal and Electric Effects

We present a robust discretization of the Ericksen model of liquid crystals with variable degree of orientation coupled with colloidal effects and electric fields. The total energy consists of the Ericksen energy, a weak anchoring (or penalized Dirichlet) energy to model colloids, and an electrical energy for a given electric field. We describe our special discretization of the total energy along with a method to compute minimizers via a discrete quasi-gradient flow algorithm which has a strictly monotone energy decreasing property. Numerical experiments are given in two and three dimensions to illustrate that the method is able to capture non-trivial defect patterns, such as the Saturn ring defect. We conclude with a rigorous proof of the Gamma-convergence of our discrete energy to the continuous energy.

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A finite element method for nematic liquid crystals with variable degree of orientation

We consider the simplest one-constant model, put forward by J. Ericksen, for nematic liquid crystals with variable degree of orientation. The equilibrium state is described by a director field $\mathbf{n}$ and its degree of orientation $s$, where the pair $(s, \mathbf{n})$ minimizes a sum of Frank-like energies and a double well potential. In particular, the Euler-Lagrange equations for the minimizer contain a degenerate elliptic equation for $\mathbf{n}$, which allows for line and plane defects to have finite energy. We present a structure preserving discretization of the liquid crystal energy with piecewise linear finite elements that can handle the degenerate elliptic part without regularization, and show that it is consistent and stable. We prove $Γ$-convergence of discrete global minimizers to continuous ones as the mesh size goes to zero. We develop a quasi-gradient flow scheme for computing discrete equilibrium solutions and prove it has a strictly monotone energy decreasing property. We present simulations in two and three dimensions to illustrate the method's ability to handle non-trivial defects. A music video summary of the paper is available on YouTube: "Mathematical Modeling and Simulation of Nematic Liquid Crystals (A Montage)," http://www.youtube.com/watch?v=pWWw7\_6cQ-U

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Tensor FEM for spectral fractional diffusion

We design and analyze several Finite Element Methods (FEMs) applied to the Caffarelli-Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $Ω\subset \mathbb{R}^d$ with $d=1,2$. For the solution to the extension problem, we establish analytic regularity with respect to the extended variable $y\in (0,\infty)$. We prove that the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to $y$, taking values in corner-weighted Kondat'ev type Sobolev spaces in $Ω$. In $Ω\subset \mathbb{R}^d$, we discretize with continuous, piecewise linear, Lagrangian FEM ($P_1$-FEM) with mesh refinement near corners, and prove that first order convergence rate is attained for compatible data $f\in \mathbb{H}^{1-s}(Ω)$. We also prove that tensorization of a $P_1$-FEM in $Ω$ with a suitable $hp$-FEM in the extended variable achieves log-linear complexity with respect to $\mathcal{N}_Ω$, the number of degrees of freedom in the domain $Ω$. In addition, we propose a novel, sparse tensor product FEM based on a multilevel $P_1$-FEM in $Ω$ and on a $P_1$-FEM on radical-geometric meshes in the extended variable. We prove that this approach also achieves log-linear complexity with respect to $\mathcal{N}_Ω$. Finally, under the stronger assumption that the data is analytic in $\overlineΩ$, and without compatibility at $\partial Ω$, we establish exponential rates of convergence of $hp$-FEM for spectral, fractional diffusion operators. We also report numerical experiments for model problems which confirm the theoretical results. We indicate several extensions and generalizations of the proposed methods.

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Numerical Methods for Fractional Diffusion

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the extension to one higher dimension. The second method is the integral formulation and deals with singular non-integrable kernels. The third method is a discretization of the Dunford-Taylor formula. We discuss pros and cons of each method, error estimates, and document their performance with a few numerical experiments.

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Controlling the Kelvin Force: Basic Strategies and Applications to Magnetic Drug Targeting

Motivated by problems arising in magnetic drug targeting, we propose to generate an almost constant Kelvin (magnetic) force in a target subdomain, moving along a prescribed trajectory. This is carried out by solving a minimization problem with a tracking type cost functional. The magnetic sources are assumed to be dipoles and the control variables are the magnetic field intensity, the source location and the magnetic field direction. The resulting magnetic field is shown to effectively steer the drug concentration, governed by a drift-diffusion PDE, from an initial to a desired location with limited spreading.

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Optimizing the Kelvin force in a moving target subdomain

In order to generate a desired Kelvin (magnetic) force in a target subdomain moving along a prescribed trajectory, we propose a minimization problem with a tracking type cost functional. We use the so-called dipole approximation to realize the magnetic field, where the location and the direction of the magnetic sources are assumed to be fixed. The magnetic field intensity acts as the control and exhibits limiting pointwise constraints. We address two specific problems: the first one corresponds to a fixed final time whereas the second one deals with an unknown force to minimize the final time. We prove existence of solutions and deduce local uniqueness provided that a second order sufficient condition is valid. We use the classical backward Euler scheme for time discretization. For both problems we prove the $H^1$-weak convergence of this semi-discrete numerical scheme. This result is motivated by $Γ$-convergence and does not require second order sufficient condition. If the latter holds then we prove $H^1$-strong local convergence. We report computational results to assess the performance of the numerical methods. As an application, we study the control of magnetic nanoparticles as those used in magnetic drug delivery, where the optimized Kelvin force is used to transport the drug to a desired location.

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On p-Robust Saturation for hp-AFEM

We consider the standard adaptive finite element loop SOLVE, ESTIMATE, MARK, REFINE, with ESTIMATE being implemented using the $p$-robust equilibrated flux estimator, and MARK being Dörfler marking. As a refinement strategy we employ $p$-refinement. We investigate the question by which amount the local polynomial degree on any marked patch has to be increase in order to achieve a $p$-independent error reduction. The resulting adaptive method can be turned into an instance optimal $hp$-adaptive method by the addition of a coarsening routine.

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High-Order AFEM for the Laplace-Beltrami Operator: Convergence Rates

We present a new AFEM for the Laplace-Beltrami operator with arbitrary polynomial degree on parametric surfaces, which are globally $W^1_\infty$ and piecewise in a suitable Besov class embedded in $C^{1,α}$ with $α\in (0,1]$. The idea is to have the surface sufficiently well resolved in $W^1_\infty$ relative to the current resolution of the PDE in $H^1$. This gives rise to a conditional contraction property of the PDE module. We present a suitable approximation class and discuss its relation to Besov regularity of the surface, solution, and forcing. We prove optimal convergence rates for AFEM which are dictated by the worst decay rate of the surface error in $W^1_\infty$ and PDE error in $H^1$.

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Fast multilevel solvers for a class of discrete fourth order parabolic problems

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigate the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.

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A diffuse interface model for two-phase ferrofluid flows

We develop a model describing the behavior of two-phase ferrofluid flows using phase field-techniques and present an energy-stable numerical scheme for it. For a simplified, yet physically realistic, version of this model and the corresponding numerical scheme we prove, in addition to stability, convergence and as by-product existence of solutions. With a series of numerical experiments we illustrate the potential of these simple models and their ability to capture basic phenomenological features of ferrofluids such as the Rosensweig instability.

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The Stokes problem with Navier slip boundary condition: Minimal fractional Sobolev regularity of the domain

We prove well-posedness in reflexive Sobolev spaces of weak solutions to the stationary Stokes problem with Navier slip boundary condition over bounded domains $Ω$ of $\mathbb{R}^n$ of class $W^{2-1/s}_s$, $s>n$. Since such domains are of class $C^{1,1-n/s}$, our result improves upon the recent one by Amrouche-Seloula, who assume $Ω$ to be of class $C^{1,1}$. We deal with the slip boundary condition directly via a new localization technique, which features domain, space and operator decompositions. To flatten the boundary of $Ω$ locally, we construct a novel $W^2_s$ diffeomorphism for $Ω$ of class $W^{2-1/s}_s$. The fractional regularity gain, from $2-1/s$ to $2$, guarantees that the Piola transform is of class $W^1_s$. This allows us to transform $W^1_r$ vector fields without changing their regularity, provided $r\le s$, and preserve the unit normal which is Hölder. It is in this sense that the boundary regularity $W^{2-1/s}_s$ seems to be minimal.

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The equations of ferrohydrodynamics: modeling and numerical methods

We discuss the equations describing the motion of ferrofluids subject to an external magnetic field. We concentrate on the model proposed by R. Rosensweig, provide an appropriate definition for the effective magnetizing field, and explain the simplifications behind this definition. We show that this system is formally energy stable, and devise a numerical scheme that mimics the same stability estimate. We prove that solutions of the numerical scheme always exist and, under further simplifying assumptions, that the discrete solutions converge. We also discuss alternative formulations proposed in pre-existing work, primarily involving a regularization of the magnetization equation and supply boundary conditions which lead to an energy stable system. We present a series of numerical experiments which illustrate the potential of the scheme in the context of real applications.

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