Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations

We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear, parabolic initial-boundary value problems on $(0,\infty)$, the corresponding bilinear form admits an inf-sup condition with sparse tensor product trial and test function spaces. We deduce optimality of compressive, space-time Galerkin discretizations, where stability of Galerkin approximations is implied by the well-posedness of the parabolic operator equation. The variational setting adopted here admits more general Riesz bases than previous work; in particular, no stability in negative order Sobolev spaces on the spatial or temporal domains is required of the Riesz bases accommodated by the present formulation. The trial and test spaces are based on Sobolev spaces of equal order $1/2$ with respect to the temporal variable. Sparse tensor products of multi-level decompositions of the spatial and temporal spaces in Galerkin discretizations lead to large, non-symmetric linear systems of equations. We prove that their condition numbers are uniformly bounded with respect to the discretization level. In terms of the total number of degrees of freedom, the convergence orders equal, up to logarithmic terms, those of best $N$-term approximations of solutions of the corresponding elliptic problems.Comment: 26 page

Frames for the solution of operator equations in Hilbert spaces with fixed dual pairing

For the solution of operator equations, Stevenson introduced a definition of frames, where a Hilbert space and its dual are {\em not} identified. This means that the Riesz isomorphism is not used as an identification, which, for example, does not make sense for the Sobolev spaces $H_0^1(\Omega)$ and $H^{-1}(\Omega)$. In this article, we are going to revisit the concept of Stevenson frames and introduce it for Banach spaces. This is equivalent to $\ell^2$-Banach frames. It is known that, if such a system exists, by defining a new inner product and using the Riesz isomorphism, the Banach space is isomorphic to a Hilbert space. In this article, we deal with the contrasting setting, where $\mathcal H$ and $\mathcal H'$ are not identified, and equivalent norms are distinguished, and show that in this setting the investigation of $\ell^2$-Banach frames make sense.Comment: 23 pages; accepted for publication in 'Numerical Functional Analysis and Optimization

Optimal Approximation of Elliptic Problems by Linear and Nonlinear Mappings III: Frames

We study the optimal approximation of the solution of an operator equation by certain n-term approximations with respect to specific classes of frames. We study worst case errors and the optimal order of convergence and define suitable nonlinear frame widths. The main advantage of frames compared to Riesz basis, which were studied in our earlier papers, is the fact that we can now handle arbitrary bounded Lipschitz domains--also for the upper bounds. Key words: elliptic operator equation, worst case error, frames, nonlinear approximation, best n-term approximation, manifold width, Besov spaces on Lipschitz domainsComment: J. Complexity, to appear. Final version, minor mistakes correcte

Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains O\subset R^d. The Besov smoothness determines the order of convergence that can be achieved by nonlinear approximation schemes. The proofs are based on a combination of weighted Sobolev estimates and characterizations of Besov spaces by wavelet expansions.Comment: 32 pages, 3 figure