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Adaptive multilevel discretization in time and space for parabolic partial differential equations.
(1989)
The present paper developes an adaptive multilevel approach for parabolic PDE's - as a first step, for one linear scalar equation. Full adaptivity of the algorithm is conceptually realized by simultaneous multilevel discretization in both time and space. Thus the approach combines multilevel time discretization, better known as extrapolation methods, and multilevel finite element space discretization such as the hierarchical basis method. The algorithmic approach is theoretically backed by careful application of fundamental results from semigroup theory. These results help to establish the existence of asymptotic expansions (in terms of time-steps) in Hilbert space. Finite element approximation then leads to perturbed expansions, whose perturbations, however, can be pushed below a necessary level by means of an adaptive grid control. The arising space grids are not required to satisfy any quasi- uniformity assumption. Even though the theoretical presentation is independent of space dimension details of the algorithm and numerical examples are given for the 1-D case only. For the 1-D elliptic solver, which is used, an error estimator is established, which works uniformly well for a family of elliptic problems. The numerical results clearly show the significant perspectives opened by the new algorithmic approach.
In continuation of part I this paper develops a variable-order time discretization in Hilbert space based on a multiplicative error correction. Matching of time and space errors as explained in part I allows to construct an adaptive multilevel discretization of the parabolic problem. In contrast to the extrapolation method in time, which has been used in part I, the new time discretization allows to separate space and time errors and further to solve fewer elliptic subproblems with less effort, which is essential in view of the application to space dimension greater than one. Numerical examples for space dimension one are included which clearly indicate the improvement.
We present a particular method for the explicit elimination of rapidly oscillating micro-scales in certain singularly perturbed conservative mechanical systems. Non-linear effects call for a non-trivial averaging procedure that we call {\em homogenization in time.} This method is based on energy principles and weak convergence techniques. Since non-linear functionals are in general {\em not} weakly sequentially continuous, we have to study {\em simultaneously} the weak limits of all those non-linear quantities of the rapidly oscillating components which are of importance for the underlying problem. Using the physically motivated concepts of {\em virial theorems}, {\em adiabatic invariants}, and {\em resonances}, we will be able to establish sufficiently many relations between all these weak limits, allowing to calculate them explicitly. Our approach will be {\em paradigmatical} rather than aiming at the largest possible generality. This way, we can show most clearly how concepts and notions from the physical background of the underlying mathematical problem enter and help to determine relations between weak limit quantities. In detail we will discuss natural mechanical systems with a strong constraining potential on Riemannian manifolds, the questions of realization of holonomic constraints, and singular limits of mixed quantum-classical coupling models. This latter class of problems also leads to a new proof for the adiabatic theorem of quantum mechanics. The strength of our methodology will be illustrated by applications to problems from plasma physics, molecular dynamics and quantum chemistry.
A new adaptive approach for one-dimensional scalar conservation laws with convex flux is proposed. The initial data are approximated on an adaptive grid by a problem dependent, monotone interpolation procedure in such a way, that the multivalued problem of characteristic transport can be easily and explicitly solved. The unique entropy solution is chosen by means of a selection criterion due to LAX. For arbitrary times, the solutions is represented by an adaptive monotone spline interpolation. The spatial approximation is controlled by local $L^1$-error estimated. As a distinctive feature of the approach, there is no discretization in time. The method is monotone on fixed grids. Numerical examples are included, to demonstrate the predicted behavior. {\bf Key words.} method of characteristics, adaptive grids, monotone interpolation, $L^1$-error estimates {\bf AMS(MOS) subject classification.} 65M15, 65M25, 65M50.
Part III of the paper is devoted to the construction of an adaptive FEM solver in two spatial dimensions, which is able to handle the singularly perturbed elliptic problems arising from discretization in time. The problems of error estimation and multilevel iterative solution of the linear systems - both uniformly well behaved with respect to the time step - can be solved simultaneously within the framework of preconditioning. A multilevel nodal basis preconditioner able to handle highly nonuniform meshes is derived. As a numerical example an application of the method to the bioheat-transfer equation is included. {\bf AMS CLASSIFICATION:} 65F10, 65F35, 65M50, 65M60, 65N30.
In this paper it is shown that for highly nonuniformly refined triangulations the condition number of the BPX preconditioner for elliptic finite element problems grows at most linearly in the depth of refinement. This is achieved by viewing the computational available version of the BPX preconditioner as an abstract additive Schwarz method with exact solvers. {\bf AMS CLASSIFICATION:} 65F10, 65F35, 65N20, 65N30.
An Adaptive Multilevel Approach to Parabolic Equations I. General Theory & 1D-Implementation.
(1990)
A new adaptive multilevel approach for parabolic PDE's is presented. Full adaptivity of the algorithm is realized by combining multilevel time discretization, better known as extrapolation methods, and multilevel finite element space discretization. In the theoretical part of the paper the existence of asymptotic expansions in terms of time-steps for single-step methods in Hilbert space is established. Finite element approximation then leads to perturbed expansions, whose perturbations, however, can be pushed below a necessary level by means of an adaptive grid control. The theoretical presentation is independent of space dimension. In this part I of the paper details of the algorithm and numerical examples are given for the 1D case only. The numerical results clearly show the significant perspectives opened by the new algorithmic approach.
We consider nested iterations, in which the multigrid method is replaced by some simple basic iteration procedure, and call them {\em cascadic iterations}. They were introduced by Deuflhard, who used the conjugate gradient method as basic iteration (CCG method). He demonstrated by numerical experiments that the CCG method works within a few iterations if the linear systems on coarser triangulations are solved accurately enough. Shaidurov subsequently proved multigrid complexity for the CCG method in the case of $H^2$-regular two-dimensional problems with quasi-uniform triangulations. We show that his result still holds true for a large class of smoothing iterations as basic iteration procedure in the case of two- and three-dimensional $H^{1+\alpha}$-regular problems. Moreover we show how to use cascadic iterations in adaptive codes and give in particular a new termination criterion for the CCG method.
This paper throws light on the connection between the optimal condition number estimate for the BPX method and constructive approximation theory. We provide a machinery, which allows to understand the optimality as a consequence of an approximation property and an inverse inequality in $H^{1+\epsilon}$, $\epsilon > 0$. This machinery constructs so-called {\em approximation spaces}, which characterize a certain rate of approximation by finite elements and relates them with interpolation spaces, which characterize a certain smoothness.
In our previous work [Preprint SC 97-48] we have studied natural mechanical systems on Riemannian manifolds with a strong constraining potential. These systems establish fast nonlinear oscillations around some equilibrium manifold. Important in applications, the problem of elimination of the fast degrees of freedom, or {\em homogenization in time}, leads to determine the singular limit of infinite strength of the constraining potential. In the present paper we extend this study to systems which are subject to external forces that are non-potential, depending in a mixed way on positions {\em and}\/ velocities. We will argue that the method of weak convergence used in [1997] covers such forces if and only if they result from viscous friction and gyroscopic terms. All the results of [1997] directly extend if there is no friction transversal to the equilibrium manifold; elsewise we show that instructive modifications apply.