Code generation for generally mapped finite elements

Many classical finite elements such as the Argyris and Bell elements have long been absent from high-level PDE software. Building on recent theoretical work, we describe how to implement very general finite-element transformations in FInAT and hence into the Firedrake finite-element system. Numerical results evaluate the new elements, comparing them to existing methods for classical problems. For a second-order model problem, we find that new elements give smooth solutions at a mild increase in cost over standard Lagrange elements. For fourth-order problems, however, the newly enabled methods significantly outperform interior penalty formulations. We also give some advanced use cases, solving the nonlinear Cahn-Hilliard equation and some biharmonic eigenvalue problems (including Chladni plates) using C1 discretizations

An embedded boundary integral solver for the stokes equations

We present a new method for the solution of the Stokes equations. Our goal is to develop a robust and scalable methodology for two and three dimensional, moving-boundary, flow simulations. Our method is based on Anita Mayo\u27s method for the Poisson\u27s equation: “The Fast Solution of Poisson\u27s and the Biharmonic Equations on Irregular Regions”, SIAM J. Num. Anal., 21 (1984), pp. 285– 299. We embed the domain in a rectangular domain, for which fast solvers are available, and we impose the boundary conditions as interface (jump) conditions on the velocities and tractions. We use an indirect boundary integral formulation for the homogeneous Stokes equations to compute the jumps. The resulting integral equations are discretized by Nystrom\u27s method. The rectangular domain problem is discretized by finite elements for a velocity-pressure formulation with equal order interpolation bilinear elements (Q1-Q1). Stabilization is used to circumvent the inf-sup condition for the pressure space. For the integral equations, fast matrix vector multiplications are achieved via a NlogN algorithm based on a block representation of the discrete integral operator, combined with (kernel independent) singular value decomposition to sparsify low-rank blocks. Our code is built on top of PETSc, an MPI based parallel linear algebra library. The regular grid solver is a Krylov method (Conjugate Residuals) combined with an optimal two-level Schwartz-preconditioner. For the integral equation we use GMRES. We have tested our algorithm on several numerical examples and we have observed optimal convergence rates

PDE-Based Multidimensional Extrapolation of Scalar Fields over Interfaces with Kinks and High Curvatures

We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are extrapolated, the proposed approach is based on the extrapolation and weighting of Cartesian derivatives. As a result, second- and third-order accurate extensions in the $L^\infty$ norm are obtained with linear and quadratic extrapolations, respectively, even in the presence of sharp geometric features. The accuracy of the method is demonstrated on a number of examples in two and three spatial dimensions and compared to the approach of [2]. The importance of accurate extrapolation near sharp geometric features is highlighted on an example of solving the diffusion equation on evolving domains.Comment: 17 pages, 13 figures, submitted to SIAM Journal of Scientific Computin

Schnelle Löser für Partielle Differentialgleichungen

The workshop Schnelle Löser für partielle Differentialgleichungen, organised by Randolph E. Bank (La Jolla), Wolfgang Hackbusch (Leipzig), and Gabriel Wittum (Frankfurt am Main), was held May 22nd–May 28th, 2011. This meeting was well attended by 54 participants with broad geographic representation from 7 countries and 3 continents. This workshop was a nice blend of researchers with various backgrounds

Local-basis Difference Potentials Method for elliptic PDEs in complex geometry

We develop efficient and high-order accurate finite difference methods for elliptic partial differential equations in complex geometry in the Difference Potentials framework. The main novelty of the developed schemes is the use of local basis functions defined at near-boundary grid points. The use of local basis functions allow unified numerical treatment of (i) explicitly and implicitly defined geometry; (ii) geometry of more complicated shapes, such as those with corners, multi-connected domain, etc; and (iii) different types of boundary conditions. This geometrically flexible approach is complementary to the classical difference potentials method using global basis functions, especially in the case where a large number of global basis functions are needed to resolve the boundary, or where the optimal global basis functions are difficult to obtain. Fast Poisson solvers based on FFT are employed for standard centered finite difference stencils regardless of the designed order of accuracy. Proofs of convergence of difference potentials in maximum norm are outlined both theoretically and numerically

Finite Difference and Discontinuous Galerkin Finite Element Methods for Fully Nonlinear Second Order Partial Differential Equations

The dissertation focuses on numerically approximating viscosity solutions to second order fully nonlinear partial differential equations (PDEs). The primary goals of the dissertation are to develop, analyze, and implement a finite difference (FD) framework, a local discontinuous Galerkin (LDG) framework, and an interior penalty discontinuous Galerkin (IPDG) framework for directly approximating viscosity solutions of fully nonlinear second order elliptic PDE problems with Dirichlet boundary conditions. The developed frameworks are also extended to fully nonlinear second order parabolic PDEs. All of the proposed direct methods are tested using Monge-Ampere problems and Hamilton-Jacobi-Bellman (HJB) problems. Due to the significance of HJB problems in relation to stochastic optimal control, an indirect methodology for approximating HJB problems that takes advantage of the inherent structure of HJB equations is also developed. First, a FD framework is developed that guarantees convergence to viscosity solutions when certain properties concerning admissibility, stability, consistency, and monotonicity are satisfied. The key concepts introduced are numerical operators, numerical moments, and generalized monotonicity. One class of FD methods that fulfills the framework provides a direct realization of the vanishing moment method for approximating second order fully nonlinear PDEs. Next, the emphasis is on extending the FD framework using DG methodologies. In particular, some nonstandard LDG and IPDG methods that utilize key concepts from the FD framework are formulated. Benefits of the DG methodologies over the FD methodology include the ability to handle more complicated domains, more freedom in the design of meshes, higher potential for adaptivity, and the ability to use high order elements as a means for increased accuracy. Last, a class of indirect methods for approximating HJB equations using the vanishing moment method paired with a splitting formulation of the HJB problem is developed and tested numerically. The proposed methodology is well-suited for both continuous and discontinuous Galerkin methods, and it complements the direct methods developed in the dissertation