Further results on a space-time FOSLS formulation of parabolic PDEs

In [2019, Space-time least-squares finite elements for parabolic equations, arXiv:1911.01942] by F\"uhrer& Karkulik, well-posedness of a space-time First-Order System Least-Squares formulation of the heat equation was proven. In the present work, this result is generalized to general second order parabolic PDEs with possibly inhomogenoeus boundary conditions, and plain convergence of a standard adaptive finite element method driven by the least-squares estimator is demonstrated. The proof of the latter easily extends to a large class of least-squares formulations

Space-time residual minimization for parabolic partial differential equations

Many processes in nature and engineering are governed by partial differential equations (PDEs). We focus on parabolic PDEs, that describe time-dependent phenomena like heat conduction, chemical concentration, and fluid flow. Even if we know that a unique solution exists, we can express it in closed form only under very strict circumstances. So, to understand what it looks like, we turn to numerical approximation. Historically, parabolic PDEs are solved using time-stepping. One first discretizes the PDE in space as to obtain a system of coupled ordinary differential equations in time. This system is then solved using the vast theory for ODEs. While efficient in terms of memory and computational cost, time-stepping schemes take global time steps, which are independent of spatial position. As a result, these methods cannot efficiently resolve details in localized regions of space and time. Moreover, being inherently sequential, they have limited possibilities for parallel computation. In this thesis, we take a different approach and reformulate the parabolic evolution equation as an equation posed in space and time simultaneously. Space-time methods mitigate the aforementioned issues, and moreover produce approximations to the unknown solution that are uniformly quasi-optimal. The focal point of this thesis is the space-time minimal residual (MR) method introduced by R. Andreev, that finds the approximation that minimizes both PDE- and initial error. We discuss its theoretical properties, provide numerical algorithms for its computation, and discuss its applicability in data assimilation (the problem of fusing measured data to its underlying PDE)

Accuracy controlled data assimilation for parabolic problems

This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain under consideration. Unlike previous approaches to this and related problems our starting point is a regularized least squares formulation in a continuous infinite-dimensional setting that is based on stable variational time-space formulations of the parabolic PDE. This allows us to derive a priori as well as a posteriori error bounds for the recovered states with respect to a certain reference solution. In these bounds the regularization parameter is disentangled from the underlying discretization. An important ingredient for the derivation of a posteriori bounds is the construction of suitable Fortin operators which allow us to control oscillation errors stemming from the discretization of dual norms. Moreover, the variational framework allows us to contrive preconditioners for the discrete problems whose application can be performed in linear time, and for which the condition numbers of the preconditioned systems are uniformly proportional to that of the regularized continuous problem. In particular, we provide suitable stopping criteria for the iterative solvers based on the a posteriori error bounds. The presented numerical experiments quantify the theoretical findings and demonstrate the performance of the numerical scheme in relation with the underlying discretization and regularization