Galerkin projection of discrete fields via supermesh construction

Interpolation of discrete FIelds arises frequently in computational physics. This thesis focuses on the novel implementation and analysis of Galerkin projection, an interpolation technique with three principal advantages over its competitors: it is optimally accurate in the L2 norm, it is conservative, and it is well-defined in the case of spaces of discontinuous functions. While these desirable properties have been known for some time, the implementation of Galerkin projection is challenging; this thesis reports the first successful general implementation. A thorough review of the history, development and current frontiers of adaptive remeshing is given. Adaptive remeshing is the primary motivation for the development of Galerkin projection, as its use necessitates the interpolation of discrete fields. The Galerkin projection is discussed and the geometric concept necessary for its implementation, the supermesh, is introduced. The efficient local construction of the supermesh of two meshes by the intersection of the elements of the input meshes is then described. Next, the element-element association problem of identifying which elements from the input meshes intersect is analysed. With efficient algorithms for its construction in hand, applications of supermeshing other than Galerkin projections are discussed, focusing on the computation of diagnostics of simulations which employ adaptive remeshing. Examples demonstrating the effectiveness and efficiency of the presented algorithms are given throughout. The thesis closes with some conclusions and possibilities for future work

Deflation for semismooth equations

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a deflation operator that eliminates known solutions from consideration. Given one root of a semismooth residual, deflation constructs a new problem for which a semismooth Newton method will not converge to the known root, even from the same initial guess. This enables the discovery of other roots. We prove the effectiveness of the deflation technique under the same assumptions that guarantee locally superlinear convergence of a semismooth Newton method. We demonstrate its utility on various finite- and infinite-dimensional examples drawn from constrained optimization, game theory, economics and solid mechanics.Comment: 24 pages, 3 figure

Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to efficiently compute white noise samples in a finite element method and multilevel Monte Carlo (MLMC) setting. The key idea is to exploit the finite element matrix assembly procedure and factorize each local mass matrix independently, hence avoiding the factorization of a large matrix. Moreover, in a MLMC framework, the white noise samples must be coupled between subsequent levels. We show how our technique can be used to enforce this coupling even in the case of non-nested mesh hierarchies. We demonstrate the efficacy of our method with numerical experiments. We observe optimal convergence rates for the finite element solution of the elliptic SPDEs of interest in 2D and 3D and we show convergence of the sampled field covariances. In a MLMC setting, a good coupling is enforced and the telescoping sum is respected.Comment: 28 pages, 10 figure

A full approximation scheme multilevel method for nonlinear variational inequalities

We present the full approximation scheme constraint decomposition (FASCD) multilevel method for solving variational inequalities (VIs). FASCD is a common extension of both the full approximation scheme (FAS) multigrid technique for nonlinear partial differential equations, due to A.~Brandt, and the constraint decomposition (CD) method introduced by X.-C.~Tai for VIs arising in optimization. We extend the CD idea by exploiting the telescoping nature of certain function space subset decompositions arising from multilevel mesh hierarchies. When a reduced-space (active set) Newton method is applied as a smoother, with work proportional to the number of unknowns on a given mesh level, FASCD V-cycles exhibit nearly mesh-independent convergence rates, and full multigrid cycles are optimal solvers. The example problems include differential operators which are symmetric linear, nonsymmetric linear, and nonlinear, in unilateral and bilateral VI problems.Comment: 25 pages, 9 figure