Pub Date : 2025-11-24DOI: 10.1007/s00211-025-01509-z
Trevor Norton, Jie Xu, Brian Choi, Mark Kon, Julio E Castrillón-Candás
The nonlinear Poisson-Boltzmann equation (NPBE) is an elliptic partial differential equation used in applications such as protein interactions and biophysical chemistry (among many others). It describes the nonlinear electrostatic potential of charged bodies submerged in an ionic solution. The kinetic presence of the solvent molecules introduces randomness to the shape of a protein, and thus a more accurate model that incorporates these random perturbations of the domain is analyzed to compute the statistics of quantities of interest of the solution. When the parameterization of the random perturbations is high-dimensional, this calculation is intractable as it is subject to the curse of dimensionality. However, if the solution of the NPBE varies analytically with respect to the random parameters, the problem becomes amenable to techniques such as sparse grids and deep neural networks. In this paper, we show analyticity of the solution of the NPBE with respect to analytic perturbations of the domain by using the analytic implicit function theorem and the domain mapping method. Previous works have shown analyticity of solutions to linear elliptic equations with interfaces but not for nonlinear problems. We further show how to derive a priori bounds on the size of the region of analyticity. This method is applied to the Cucurbita Maxima Trypsin Inhibitor I (CMTI-I) molecule to demonstrate that the convergence rates of the quantity of interest are consistent with the analyticity result. Furthermore, the approach developed here is general enough to be applied to other nonlinear problems in uncertainty quantification.
非线性泊松-玻尔兹曼方程(NPBE)是一种椭圆偏微分方程,用于蛋白质相互作用和生物物理化学(以及许多其他应用)。它描述了浸没在离子溶液中的带电体的非线性静电势。溶剂分子的动力学存在引入了蛋白质形状的随机性,因此分析了一个更精确的模型,该模型包含了这些区域的随机扰动,以计算溶液中感兴趣的量的统计。当随机扰动的参数化是高维时,由于受到维数的诅咒,这种计算是难以解决的。然而,如果NPBE的解随随机参数解析变化,问题就变得适合于稀疏网格和深度神经网络等技术。本文利用解析隐函数定理和域映射方法,证明了NPBE在域解析摄动下解的解析性。以前的工作已经证明了带界面的线性椭圆方程解的可解析性,但对于非线性问题却没有。我们进一步展示了如何推导出可分析性区域大小的先验界。将该方法应用于Cucurbita Maxima Trypsin Inhibitor I (CMTI-I)分子,结果表明感兴趣量的收敛速度与分析结果一致。此外,本文提出的方法具有足够的通用性,可以应用于不确定性量化中的其他非线性问题。
{"title":"Complex analyticity of the nonlinear Poisson-Boltzmann equation for the interface problem with random domains.","authors":"Trevor Norton, Jie Xu, Brian Choi, Mark Kon, Julio E Castrillón-Candás","doi":"10.1007/s00211-025-01509-z","DOIUrl":"10.1007/s00211-025-01509-z","url":null,"abstract":"<p><p>The nonlinear Poisson-Boltzmann equation (NPBE) is an elliptic partial differential equation used in applications such as protein interactions and biophysical chemistry (among many others). It describes the nonlinear electrostatic potential of charged bodies submerged in an ionic solution. The kinetic presence of the solvent molecules introduces randomness to the shape of a protein, and thus a more accurate model that incorporates these random perturbations of the domain is analyzed to compute the statistics of quantities of interest of the solution. When the parameterization of the random perturbations is high-dimensional, this calculation is intractable as it is subject to the curse of dimensionality. However, if the solution of the NPBE varies analytically with respect to the random parameters, the problem becomes amenable to techniques such as sparse grids and deep neural networks. In this paper, we show analyticity of the solution of the NPBE with respect to analytic perturbations of the domain by using the analytic implicit function theorem and the domain mapping method. Previous works have shown analyticity of solutions to linear elliptic equations with interfaces but not for nonlinear problems. We further show how to derive <i>a priori</i> bounds on the size of the region of analyticity. This method is applied to the Cucurbita Maxima Trypsin Inhibitor I (CMTI-I) molecule to demonstrate that the convergence rates of the quantity of interest are consistent with the analyticity result. Furthermore, the approach developed here is general enough to be applied to other nonlinear problems in uncertainty quantification.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":" ","pages":""},"PeriodicalIF":2.2,"publicationDate":"2025-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12826674/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"146047340","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-24DOI: 10.1007/s00211-024-01430-x
Benedikt Gräßle, Nis-Erik Bohne, Stefan Sauter
The Scott–Vogelius finite element pair for the numerical discretization of the stationary Stokes equation in 2D is a popular element which is based on a continuous velocity approximation of polynomial order k and a discontinuous pressure approximation of order (k-1). It employs a “singular distance” (measured by some geometric mesh quantity ( Theta left( textbf{z}right) ge 0) for triangle vertices (textbf{z})) and imposes a local side condition on the pressure space associated to vertices (textbf{z}) with (Theta left( textbf{z}right) =0). The method is inf-sup stable for any fixed regular triangulation and (kge 4). However, the inf-sup constant deteriorates if the triangulation contains nearly singular vertices (0<Theta left( textbf{z}right) ll 1). In this paper, we introduce a very simple parameter-dependent modification of the Scott–Vogelius element with a mesh-robust inf-sup constant. To this end, we provide sharp two-sided bounds for the inf-sup constant with an optimal dependence on the “singular distance”. We characterise the critical pressures to guarantee that the effect on the divergence-free condition for the discrete velocity is negligibly small, for which we provide numerical evidence.
{"title":"The pressure-wired Stokes element: a mesh-robust version of the Scott–Vogelius element","authors":"Benedikt Gräßle, Nis-Erik Bohne, Stefan Sauter","doi":"10.1007/s00211-024-01430-x","DOIUrl":"https://doi.org/10.1007/s00211-024-01430-x","url":null,"abstract":"<p>The Scott–Vogelius finite element pair for the numerical discretization of the stationary Stokes equation in 2D is a popular element which is based on a continuous velocity approximation of polynomial order <i>k</i> and a discontinuous pressure approximation of order <span>(k-1)</span>. It employs a “singular distance” (measured by some geometric mesh quantity <span>( Theta left( textbf{z}right) ge 0)</span> for triangle vertices <span>(textbf{z})</span>) and imposes a local side condition on the pressure space associated to vertices <span>(textbf{z})</span> with <span>(Theta left( textbf{z}right) =0)</span>. The method is inf-sup stable for any fixed regular triangulation and <span>(kge 4)</span>. However, the inf-sup constant deteriorates if the triangulation contains nearly singular vertices <span>(0<Theta left( textbf{z}right) ll 1)</span>. In this paper, we introduce a very simple parameter-dependent modification of the Scott–Vogelius element with a mesh-robust inf-sup constant. To this end, we provide sharp two-sided bounds for the inf-sup constant with an optimal dependence on the “singular distance”. We characterise the critical pressures to guarantee that the effect on the divergence-free condition for the discrete velocity is negligibly small, for which we provide numerical evidence.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"10 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142222656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-25DOI: 10.1007/s00211-024-01421-y
Kohei Soga
This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (i.e., non-constant density and viscosity) incompressible Navier–Stokes system on a bounded domain. The proposed method is classical in the sense that it consists of a version of the Lax–Friedrichs explicit scheme for the transport equation and a version of Ladyzhenskaya’s implicit scheme for the Navier–Stokes equations. Under the condition that the initial density profile is strictly away from zero, the scheme is proven to be strongly convergent to a weak solution (up to a subsequence) within an arbitrary time interval, which can be seen as a proof of existence of a weak solution to the system. The results contain a new Aubin–Lions–Simon type compactness method with an interpolation inequality between strong norms of the velocity and a weak norm of the product of the density and velocity.
{"title":"Mathematical analysis of a finite difference method for inhomogeneous incompressible Navier–Stokes equations","authors":"Kohei Soga","doi":"10.1007/s00211-024-01421-y","DOIUrl":"https://doi.org/10.1007/s00211-024-01421-y","url":null,"abstract":"<p>This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (i.e., non-constant density and viscosity) incompressible Navier–Stokes system on a bounded domain. The proposed method is classical in the sense that it consists of a version of the Lax–Friedrichs explicit scheme for the transport equation and a version of Ladyzhenskaya’s implicit scheme for the Navier–Stokes equations. Under the condition that the initial density profile is strictly away from zero, the scheme is proven to be strongly convergent to a weak solution (up to a subsequence) within an arbitrary time interval, which can be seen as a proof of existence of a weak solution to the system. The results contain a new Aubin–Lions–Simon type compactness method with an interpolation inequality between strong norms of the velocity and a weak norm of the product of the density and velocity.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"69 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141778954","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-15DOI: 10.1007/s00211-024-01428-5
Clément Cardoen, Swann Marx, Anthony Nouy, Nicolas Seguin
We propose a numerical method to solve parameter-dependent scalar hyperbolic partial differential equations (PDEs) with a moment approach, based on a previous work from Marx et al. (2020). This approach relies on a very weak notion of solution of nonlinear equations, namely parametric entropy measure-valued (MV) solutions, satisfying linear equations in the space of Borel measures. The infinite-dimensional linear problem is approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems, called Lasserre’s hierarchy. This gives us a sequence of approximations of the moments of the occupation measure associated with the parametric entropy MV solution, which is proved to converge. In the end, several post-treatments can be performed from this approximate moments sequence. In particular, the graph of the solution can be reconstructed from an optimization of the Christoffel–Darboux kernel associated with the approximate measure, that is a powerful approximation tool able to capture a large class of irregular functions. Also, for uncertainty quantification problems, several quantities of interest can be estimated, sometimes directly such as the expectation of smooth functionals of the solutions. The performance of our approach is evaluated through numerical experiments on the inviscid Burgers equation with parametrised initial conditions or parametrised flux function.
{"title":"A moment approach for entropy solutions of parameter-dependent hyperbolic conservation laws","authors":"Clément Cardoen, Swann Marx, Anthony Nouy, Nicolas Seguin","doi":"10.1007/s00211-024-01428-5","DOIUrl":"https://doi.org/10.1007/s00211-024-01428-5","url":null,"abstract":"<p>We propose a numerical method to solve parameter-dependent scalar hyperbolic partial differential equations (PDEs) with a moment approach, based on a previous work from Marx et al. (2020). This approach relies on a very weak notion of solution of nonlinear equations, namely parametric entropy measure-valued (MV) solutions, satisfying linear equations in the space of Borel measures. The infinite-dimensional linear problem is approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems, called Lasserre’s hierarchy. This gives us a sequence of approximations of the moments of the occupation measure associated with the parametric entropy MV solution, which is proved to converge. In the end, several post-treatments can be performed from this approximate moments sequence. In particular, the graph of the solution can be reconstructed from an optimization of the Christoffel–Darboux kernel associated with the approximate measure, that is a powerful approximation tool able to capture a large class of irregular functions. Also, for uncertainty quantification problems, several quantities of interest can be estimated, sometimes directly such as the expectation of smooth functionals of the solutions. The performance of our approach is evaluated through numerical experiments on the inviscid Burgers equation with parametrised initial conditions or parametrised flux function.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"62 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141719225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-04DOI: 10.1007/s00211-024-01426-7
Sergiy M. Bokoch, Gilles Carbou, Stéphane Labbé, Stéphane Despréaux
In this paper we establish rigorously a one dimensional model of a junction of several ferromagnetic nanowires. Such structures appear in nano electronics or in new memory devices. We present also a numerical scheme adapted to this configuration and we compare our results with the 3d simulation obtained with the code EMicroM.
{"title":"Circuits of ferromagnetic nanowires","authors":"Sergiy M. Bokoch, Gilles Carbou, Stéphane Labbé, Stéphane Despréaux","doi":"10.1007/s00211-024-01426-7","DOIUrl":"https://doi.org/10.1007/s00211-024-01426-7","url":null,"abstract":"<p>In this paper we establish rigorously a one dimensional model of a junction of several ferromagnetic nanowires. Such structures appear in nano electronics or in new memory devices. We present also a numerical scheme adapted to this configuration and we compare our results with the 3d simulation obtained with the code EMicroM.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"13 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141546405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-04DOI: 10.1007/s00211-024-01411-0
T. Chaumont-Frelet, V. Dolean, M. Ingremeau
We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension d. These discretization spaces are spanned by Gaussian coherent states, that have the key property to be localised in phase space. We carefully select the Gaussian coherent states spanning the approximation space by exploiting the (known) micro-localisation properties of the solution. For a large class of source terms (including plane-wave scattering problems), this choice leads to discrete spaces that provide a uniform approximation error for all wavenumber k with a number of degrees of freedom scaling as (k^{d-1/2}), which we rigorously establish. In comparison, for discretization spaces based on (piecewise) polynomials, the number of degrees of freedom has to scale at least as (k^d) to achieve the same property. These theoretical results are illustrated by one-dimensional numerical examples, where the proposed discretization spaces are coupled with a least-squares variational formulation.
我们引入了新的有限维空间,专门用于近似 d 维平滑可变系数的高频亥姆霍兹问题的解。这些离散空间由高斯相干态跨越,高斯相干态具有在相空间中定位的关键特性。我们利用求解的(已知)微定位特性,精心选择了跨越近似空间的高斯相干态。对于一大类源项(包括平面波散射问题),这种选择会导致离散空间,为所有波长 k 提供均匀的近似误差,其自由度数缩放为 (k^{d-1/2}),我们严格地确定了这一点。相比之下,对于基于(片断)多项式的离散空间,自由度的数量至少要达到 (k^{d) 才能实现相同的特性。这些理论结果通过一维数值示例进行了说明,在这些示例中,所提出的离散化空间与最小二乘变分公式相结合。
{"title":"Efficient approximation of high-frequency Helmholtz solutions by Gaussian coherent states","authors":"T. Chaumont-Frelet, V. Dolean, M. Ingremeau","doi":"10.1007/s00211-024-01411-0","DOIUrl":"https://doi.org/10.1007/s00211-024-01411-0","url":null,"abstract":"<p>We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension <i>d</i>. These discretization spaces are spanned by Gaussian coherent states, that have the key property to be localised in phase space. We carefully select the Gaussian coherent states spanning the approximation space by exploiting the (known) micro-localisation properties of the solution. For a large class of source terms (including plane-wave scattering problems), this choice leads to discrete spaces that provide a uniform approximation error for all wavenumber <i>k</i> with a number of degrees of freedom scaling as <span>(k^{d-1/2})</span>, which we rigorously establish. In comparison, for discretization spaces based on (piecewise) polynomials, the number of degrees of freedom has to scale at least as <span>(k^d)</span> to achieve the same property. These theoretical results are illustrated by one-dimensional numerical examples, where the proposed discretization spaces are coupled with a least-squares variational formulation.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"16 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141546406","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-02DOI: 10.1007/s00211-024-01423-w
Yue Feng, Katharina Schratz
We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is (O(varepsilon )) with (0 < varepsilon ll 1) a dimensionless parameter up to the time at (O(1/varepsilon ^2)). The numerical scheme combines a Lawson-type exponential integrator in time with a Fourier pseudospectral method for spatial discretization, which is fully explicit and efficient in practical computation thanks to the fast Fourier transform. By separating the linear part from the sine function and employing the regularity compensation oscillation (RCO) technique which is introduced to deal with the polynomial nonlinearity by phase cancellation, we carry out the improved error bounds for the semi-discretization at (O(varepsilon ^2tau )) instead of (O(tau )) according to classical error estimates and at (O(h^m+varepsilon ^2tau )) for the full-discretization up to the time (T_{varepsilon } = T/varepsilon ^2) with (T>0) fixed. This is the first work to establish the improved uniform error bound for the long-time dynamics of the nonlinear Klein–Gordon equation with non-polynomial nonlinearity. The improved error bound is extended to an oscillatory sine-Gordon equation with (O(varepsilon ^2)) wavelength in time and (O(varepsilon ^{-2})) wave speed, which indicates that the temporal error is independent of (varepsilon ) when the time step size is chosen as (O(varepsilon ^2)). Finally, numerical examples are shown to confirm the improved error bounds and to demonstrate that they are sharp.
{"title":"Improved uniform error bounds on a Lawson-type exponential integrator for the long-time dynamics of sine-Gordon equation","authors":"Yue Feng, Katharina Schratz","doi":"10.1007/s00211-024-01423-w","DOIUrl":"https://doi.org/10.1007/s00211-024-01423-w","url":null,"abstract":"<p>We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is <span>(O(varepsilon ))</span> with <span>(0 < varepsilon ll 1)</span> a dimensionless parameter up to the time at <span>(O(1/varepsilon ^2))</span>. The numerical scheme combines a Lawson-type exponential integrator in time with a Fourier pseudospectral method for spatial discretization, which is fully explicit and efficient in practical computation thanks to the fast Fourier transform. By separating the linear part from the sine function and employing the regularity compensation oscillation (RCO) technique which is introduced to deal with the polynomial nonlinearity by phase cancellation, we carry out the improved error bounds for the semi-discretization at <span>(O(varepsilon ^2tau ))</span> instead of <span>(O(tau ))</span> according to classical error estimates and at <span>(O(h^m+varepsilon ^2tau ))</span> for the full-discretization up to the time <span>(T_{varepsilon } = T/varepsilon ^2)</span> with <span>(T>0)</span> fixed. This is the first work to establish the improved uniform error bound for the long-time dynamics of the nonlinear Klein–Gordon equation with non-polynomial nonlinearity. The improved error bound is extended to an oscillatory sine-Gordon equation with <span>(O(varepsilon ^2))</span> wavelength in time and <span>(O(varepsilon ^{-2}))</span> wave speed, which indicates that the temporal error is independent of <span>(varepsilon )</span> when the time step size is chosen as <span>(O(varepsilon ^2))</span>. Finally, numerical examples are shown to confirm the improved error bounds and to demonstrate that they are sharp.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"60 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141526992","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-18DOI: 10.1007/s00211-024-01424-9
S. N. Chandler-Wilde, E. A. Spence
We present new second-kind integral-equation formulations of the interior and exterior Dirichlet problems for Laplace’s equation. The operators in these formulations are both continuous and coercive on general Lipschitz domains in (mathbb {R}^d), (dge 2), in the space (L^2(Gamma )), where (Gamma ) denotes the boundary of the domain. These properties of continuity and coercivity immediately imply that (1) the Galerkin method converges when applied to these formulations; and (2) the Galerkin matrices are well-conditioned as the discretisation is refined, without the need for operator preconditioning (and we prove a corresponding result about the convergence of GMRES). The main significance of these results is that it was recently proved (see Chandler-Wilde and Spence in Numer Math 150(2):299–371, 2022) that there exist 2- and 3-d Lipschitz domains and 3-d star-shaped Lipschitz polyhedra for which the operators in the standard second-kind integral-equation formulations for Laplace’s equation (involving the double-layer potential and its adjoint) cannot be written as the sum of a coercive operator and a compact operator in the space (L^2(Gamma )). Therefore there exist 2- and 3-d Lipschitz domains and 3-d star-shaped Lipschitz polyhedra for which Galerkin methods in ({L^2(Gamma )}) do not converge when applied to the standard second-kind formulations, but do converge for the new formulations.
{"title":"Coercive second-kind boundary integral equations for the Laplace Dirichlet problem on Lipschitz domains","authors":"S. N. Chandler-Wilde, E. A. Spence","doi":"10.1007/s00211-024-01424-9","DOIUrl":"https://doi.org/10.1007/s00211-024-01424-9","url":null,"abstract":"<p>We present new second-kind integral-equation formulations of the interior and exterior Dirichlet problems for Laplace’s equation. The operators in these formulations are both continuous and coercive on general Lipschitz domains in <span>(mathbb {R}^d)</span>, <span>(dge 2)</span>, in the space <span>(L^2(Gamma ))</span>, where <span>(Gamma )</span> denotes the boundary of the domain. These properties of continuity and coercivity immediately imply that (1) the Galerkin method converges when applied to these formulations; and (2) the Galerkin matrices are well-conditioned as the discretisation is refined, without the need for operator preconditioning (and we prove a corresponding result about the convergence of GMRES). The main significance of these results is that it was recently proved (see Chandler-Wilde and Spence in Numer Math 150(2):299–371, 2022) that there exist 2- and 3-d Lipschitz domains and 3-d star-shaped Lipschitz polyhedra for which the operators in the standard second-kind integral-equation formulations for Laplace’s equation (involving the double-layer potential and its adjoint) <i>cannot</i> be written as the sum of a coercive operator and a compact operator in the space <span>(L^2(Gamma ))</span>. Therefore there exist 2- and 3-d Lipschitz domains and 3-d star-shaped Lipschitz polyhedra for which Galerkin methods in <span>({L^2(Gamma )})</span> do <i>not</i> converge when applied to the standard second-kind formulations, but <i>do</i> converge for the new formulations.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"12 1 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503107","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-17DOI: 10.1007/s00211-024-01420-z
Jennifer Pestana, David J. Silvester
This paper develops efficient preconditioned iterative solvers for incompressible flow problems discretised by an enriched Taylor–Hood mixed approximation, in which the usual pressure space is augmented by a piecewise constant pressure to ensure local mass conservation. This enrichment process causes over-specification of the pressure when the pressure space is defined by the union of standard Taylor–Hood basis functions and piecewise constant pressure basis functions, which complicates the design and implementation of efficient solvers for the resulting linear systems. We first describe the impact of this choice of pressure space specification on the matrices involved. Next, we show how to recover effective solvers for Stokes problems, with preconditioners based on the singular pressure mass matrix, and for Oseen systems arising from linearised Navier–Stokes equations, by using a two-stage pressure convection–diffusion strategy. The codes used to generate the numerical results are available online.
{"title":"Fast solution of incompressible flow problems with two-level pressure approximation","authors":"Jennifer Pestana, David J. Silvester","doi":"10.1007/s00211-024-01420-z","DOIUrl":"https://doi.org/10.1007/s00211-024-01420-z","url":null,"abstract":"<p>This paper develops efficient preconditioned iterative solvers for incompressible flow problems discretised by an enriched Taylor–Hood mixed approximation, in which the usual pressure space is augmented by a piecewise constant pressure to ensure local mass conservation. This enrichment process causes over-specification of the pressure when the pressure space is defined by the union of standard Taylor–Hood basis functions and piecewise constant pressure basis functions, which complicates the design and implementation of efficient solvers for the resulting linear systems. We first describe the impact of this choice of pressure space specification on the matrices involved. Next, we show how to recover effective solvers for Stokes problems, with preconditioners based on the singular pressure mass matrix, and for Oseen systems arising from linearised Navier–Stokes equations, by using a two-stage pressure convection–diffusion strategy. The codes used to generate the numerical results are available online.\u0000</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"48 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-17DOI: 10.1007/s00211-024-01419-6
Weifeng Qiu, Lina Zhao
In this paper we devise and analyze a pressure-robust and superconvergent HDG method in stress-velocity formulation for the Stokes equations and the Navier–Stokes equations with strongly symmetric stress. The stress and velocity are approximated using piecewise polynomial space of order k and (H(textrm{div};Omega ))-conforming space of order (k+1), respectively, where k is the polynomial order. In contrast, the tangential trace of the velocity is approximated using piecewise polynomials of order k. Moreover, the characterization of the proposed schemes shows that the globally coupled unknowns are the normal trace and the tangential trace of velocity, and the piecewise constant approximation for the trace of the stress. The discrete (H^1)-stability is established for the discrete solution. The proposed formulation yields divergence-free velocity, but causes difficulties for the derivation of the pressure-independent error estimate given that the pressure variable is not employed explicitly in the discrete formulation. This difficulty can be overcome by observing that the (L^2) projection to the stress space has a nice commuting property. Moreover, superconvergence for velocity in discrete (H^1)-norm is obtained, with regard to the degrees of freedom of the globally coupled unknowns. Then the convergence of the discrete solution to the weak solution for the Navier–Stokes equations via the compactness argument is rigorously analyzed under minimal regularity assumption. The strong convergence for velocity and stress is proved. Importantly, the strong convergence for velocity in discrete (H^1)-norm is achieved. Several numerical experiments are carried out to confirm the proposed theories.
{"title":"$$H(textrm{div})$$ -conforming HDG methods for the stress-velocity formulation of the Stokes equations and the Navier–Stokes equations","authors":"Weifeng Qiu, Lina Zhao","doi":"10.1007/s00211-024-01419-6","DOIUrl":"https://doi.org/10.1007/s00211-024-01419-6","url":null,"abstract":"<p>In this paper we devise and analyze a pressure-robust and superconvergent HDG method in stress-velocity formulation for the Stokes equations and the Navier–Stokes equations with strongly symmetric stress. The stress and velocity are approximated using piecewise polynomial space of order <i>k</i> and <span>(H(textrm{div};Omega ))</span>-conforming space of order <span>(k+1)</span>, respectively, where <i>k</i> is the polynomial order. In contrast, the tangential trace of the velocity is approximated using piecewise polynomials of order <i>k</i>. Moreover, the characterization of the proposed schemes shows that the globally coupled unknowns are the normal trace and the tangential trace of velocity, and the piecewise constant approximation for the trace of the stress. The discrete <span>(H^1)</span>-stability is established for the discrete solution. The proposed formulation yields divergence-free velocity, but causes difficulties for the derivation of the pressure-independent error estimate given that the pressure variable is not employed explicitly in the discrete formulation. This difficulty can be overcome by observing that the <span>(L^2)</span> projection to the stress space has a nice commuting property. Moreover, superconvergence for velocity in discrete <span>(H^1)</span>-norm is obtained, with regard to the degrees of freedom of the globally coupled unknowns. Then the convergence of the discrete solution to the weak solution for the Navier–Stokes equations via the compactness argument is rigorously analyzed under minimal regularity assumption. The strong convergence for velocity and stress is proved. Importantly, the strong convergence for velocity in discrete <span>(H^1)</span>-norm is achieved. Several numerical experiments are carried out to confirm the proposed theories.</p>","PeriodicalId":49733,"journal":{"name":"Numerische Mathematik","volume":"3 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503105","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}