Michael Neilan

Xiaobing Feng, Michael Neilan

This paper studies mixed finite element approximations of the viscosity solution to the Dirichlet problem for the fully nonlinear Monge-Ampère equation $\det(D^2u^0)=f$ based on the vanishing moment method which was proposed recently by the authors in \cite{Feng2}. In this approach, the second order fully nonlinear Monge-Ampère equation is approximated by the fourth order quasilinear equation $-εΔ^2 u^ε+ \det{D^2u^ε} =f$. It was proved in \cite{Feng1} that the solution $u^ε$ converges to the unique convex viscosity solution $u^0$ of the Dirichlet problem for the Monge-Ampère equation. This result then opens a door for constructing convergent finite element methods for the fully nonlinear second order equations, a task which has been impracticable before. The goal of this paper is threefold. First, we develop a family of Hermann-Miyoshi type mixed finite element methods for approximating the solution $u^ε$ of the regularized fourth order problem, which computes simultaneously $u^\vepsi$ and the moment tensor $σ^\vepsi:=D^2u^ε$. Second, we derive error estimates, which track explicitly the dependence of the error constants on the parameter $\vepsi$, for the errors $u^ε-u^ε_h$ and $σ^\vepsi-σ_h^\vepsi$. Finally, we present a detailed numerical study on the rates of convergence in terms of powers of $\vepsi$ for the error $u^0-u_h^\vepsi$ and $σ^\vepsi-σ_h^\vepsi$, and numerically examine what is the "best" mesh size $h$ in relation to $\vepsi$ in order to achieve these rates.

Johnny Guzman, Michael Neilan

We construct several stable finite element pairs for the Stokes problem on barycentric refinements in arbitrary dimensions. A key feature of the spaces is that the divergence maps the discrete velocity space onto the the discrete pressure space; thus, when applied to models of incompressible flows, the pairs yield divergence-free velocity approximations. The key result is a local inf-sup stability that holds for any dimension and for any polynomial degree. With this result, we construct global divergence-free and stable pairs in arbitrary dimension and for any polynomial degree.

Xiaobing Feng, Michael Neilan

This paper develops and analyzes finite element Galerkin and spectral Galerkin methods for approximating viscosity solutions of the fully nonlinear Monge-Ampère equation $\det(D^2u^0)=f$ based on the vanishing moment method which was developed by the authors in \cite{Feng2,Feng1}. In this approach, the Monge-Ampère equation is approximated by the fourth order quasilinear equation $-εΔ^2 u^ε+ \det{D^2u^ε} =f$ accompanied by appropriate boundary conditions. This new approach allows one to construct convergent Galerkin numerical methods for the fully nonlinear Monge-Ampère equation, a task which has been impracticable before. In this paper, we first develop some finite element and spectral Galerkin methods for approximating the solution $u^ε$ of the regularized fourth order problem. We then derive optimal order error estimates for the proposed numerical methods. In particular, we track explicitly the dependence of the error bounds on the parameter $\vepsi$, for the error $u^ε-u^ε_h$. Finally, using the Aygris finite element method as an example, we present a detailed numerical study of the rates of convergence in terms of powers of $\vepsi$ for the error $u^0-u_h^\vepsi$, and numerically examine what is the "best" mesh size $h$ in relation to $\vepsi$ in order to achieve these rates.

Michael Neilan, Abner J. Salgado, Wujun Zhang

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental result in this area which states that stable, consistent, and monotone schemes converge as the discretization parameter tends to zero. We review methodologies to construct finite difference, finite element, and semi-Lagrangian schemes that satisfy these criteria, and, in addition, discuss some rather novel tools that have paved the way to derive rates of convergence within this framework.

Guosheng Fu, Johnny Guzman, Michael Neilan

We develop exact piecewise polynomial sequences on Alfeld splits in any spatial dimension and any polynomial degree. An Alfeld split of a simplex is obtained by connecting the vertices of an $n$-simplex with its barycenter. We show that, on these triangulations, the kernel of the exterior derivative has enhanced smoothness. Byproducts of this theory include characterizations of discrete divergence-free subspaces for the Stokes problem, commutative projections, and simple formulas for the dimensions of smooth polynomial spaces.

Xiaobing Feng, Michael Neilan, Stefan Schnake

This paper develops interior penalty discontinuous Galerkin (IP-DG) methods to approximate $W^{2,p}$ strong solutions of second order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients. The proposed IP-DG methods are closely related to the IP-DG methods for advection-diffusion equations, and they are easy to implement on existing standard IP-DG software platforms. It is proved that the proposed IP-DG methods have unique solutions and converge with optimal rate to the $W^{2,p}$ strong solution in a discrete $W^{2,p}$-norm. The crux of the analysis is to establish a DG discrete counterpart of the Calderon-Zygmund estimate and to adapt a freezing coefficient technique used for the PDE analysis at the discrete level. As a byproduct of our analysis, we also establish broken $W^{1,p}$-norm error estimates for IP-DG approximations of constant coefficient elliptic PDEs. Numerical experiments are provided to gauge the performance of the proposed IP-DG methods and to validate the theoretical convergence results.

Xiaobing Feng, Michael Neilan

This paper develops a fully discrete modified characteristic finite element method for a coupled system consisting of the fully nonlinear Monge-Ampére equation and a transport equation. The system is the Eulerian formulation in the dual space for the B. J. Hoskins' semigeostrophic flow equations, which are widely used in meteorology to model slowly varying flows constrained by rotation and stratification. To overcome the difficulty caused by the strong nonlinearity, we first formulate (at the differential level) a vanishing moment approximation of the semigeostrophic flow equations, a methodology recently proposed by the authors \cite{Feng1,Feng2}, which involves approximating the fully nonlinear Monge-Ampére equation by a family of fourth order quasilinear equations. We then construct a fully discrete modified characteristic finite element method for the regularized problem. It is shown that under certain mesh and time stepping constraints, the proposed numerical method converges with an optimal order rate of convergence. In particular, the obtained error bounds show explicit dependence on the regularization parameter $\vepsi$. Numerical tests are also presented to validate the theoretical results and to gauge the efficiency of the proposed fully discrete modified characteristic finite element method.

Xiaobing Feng, Thomas Lewis, Michael Neilan

This paper develops a discontinuous Galerkin (DG) finite element differential calculus theory for approximating weak derivatives of Sobolev functions and piecewise Sobolev functions. By introducing numerical one-sided derivatives as building blocks, various first and second order numericaloperators such as the gradient, divergence, Hessian, and Laplacian operator are defined, and their corresponding calculus rules are established. Among the calculus rules are product and chain rules, integration by parts formulas and the divergence theorem. Approximation properties and the relationship between the proposed DG finite element numerical derivatives and some well-known finite difference numerical derivative formulas on Cartesian grids are also established. Efficient implementation of the DG finite element numerical differential operators is also proposed. Besides independent interest in numerical differentiation, the primary motivation and goal of developing the DG finite element differential calculus is to solve partial differential equations. It is shown that several existing finite element, finite difference and DG methods can be rewritten compactly using the proposed DG finite element differential calculus framework. Moreover, new DG methods for linear and nonlinear PDEs are also obtained from the framework.

Xiaobing Feng, Michael Neilan

The vanishing moment method was introduced by the authors in [37] as a reliable methodology for computing viscosity solutions of fully nonlinear second order partial differential equations (PDEs), in particular, using Galerkin-type numerical methods such as finite element methods, spectral methods, and discontinuous Galerkin methods, a task which has not been practicable in the past. The crux of the vanishing moment method is the simple idea of approximating a fully nonlinear second order PDE by a family (parametrized by a small parameter $\vepsi$) of quasilinear higher order (in particular, fourth order) PDEs. The primary objectives of this book are to present a detailed convergent analysis for the method in the radial symmetric case and to carry out a comprehensive finite element numerical analysis for the vanishing moment equations (i.e., the regularized fourth order PDEs). Abstract methodological and convergence analysis frameworks of conforming finite element methods and mixed finite element methods are first developed for fully nonlinear second order PDEs in general settings. The abstract frameworks are then applied to three prototypical nonlinear equations, namely, the Monge-Ampère equation, the equation of prescribed Gauss curvature, and the infinity-Laplacian equation. Numerical experiments are also presented for each problem to validate the theoretical error estimate results and to gauge the efficiency of the proposed numerical methods and the vanishing moment methodology.

Xiaobing Feng, Michael Neilan

In this paper we develop two conforming finite element methods for a fourth order bi-wave equation arising as a simplified Ginzburg-Landau-type model for d-wave superconductors in absence of applied magnetic field. Unlike the biharmonic operator $Δ^2$, the bi-wave operator $\Box^2$ is not an elliptic operator, so the energy space for the bi-wave equation is much larger than the energy space for the biharmonic equation. This then makes it possible to construct low order conforming finite elements for the bi-wave equation. However, the existence and construction of such finite elements strongly depends on the mesh. In the paper, we first characterize mesh conditions which allow and not allow construction of low order conforming finite elements for approximating the bi-wave equation. We then construct a cubic and a quartic conforming finite element. It is proved that both elements have the desired approximation properties, and give optimal order error estimates in the energy norm, suboptimal (and optimal in some cases) order error estimates in the $H^1$ and $L^2$ norm. Finally, numerical experiments are presented to guage the efficiency of the proposed finite element methods and to validate the theoretical error bounds.

Lorenz John, Michael Neilan, Iain Smears

We propose a modified local discontinuous Galerkin (LDG) method for second--order elliptic problems that does not require extrinsic penalization to ensure stability. Stability is instead achieved by showing a discrete Poincaré--Friedrichs inequality for the discrete gradient that employs a lifting of the jumps with one polynomial degree higher than the scalar approximation space. Our analysis covers rather general simplicial meshes with the possibility of hanging nodes.

Michael Neilan, Wujun Zhang

We develop discrete $W^2_p$-norm error estimates for the Oliker-Prussner method applied to the Monge-Ampère equation. This is obtained by extending discrete Alexandroff estimates and showing that the contact set of a nodal function contains information on its second order difference. In addition, we show that the size of the complement of the contact set is controlled by the consistency of the method. Combining both observations, we show that the error estimate $\|u - u_h\|_{W^2_p} \leq C h^{1/p}$ if $p > d$ and $\|u - u_h\|_{W^2_p} \leq C h^{1/d} \big(\ln\left(\frac 1 h \right)\big)^{1/d} $ if $p \leq d$. Here the constant $C$ depends on $\|{u}\|_{C^{3,1}(\barΩ)}$, the dimension $d$, and the constant $p$. Numerical examples are given in two space dimensions and confirm that the estimate is sharp in several cases.

Xiaobing Feng, Michael Neilan

This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear PDEs. Unlike viscosity solutions, moment solutions are defined by a constructive method, called vanishing moment method, hence, they can be readily computed by existing numerical methods such as finite difference, finite element, spectral Galerkin, and discontinuous Galerkin methods with "guaranteed" convergence. The main idea of the proposed vanishing moment method is to approximate a second order fully nonlinear PDE by a higher order, in particular, a fourth order quasilinear PDE. We show by various numerical experiments the viability of the proposed vanishing moment method. All our numerical experiments show the convergence of the vanishing moment method, and they also show that moment solutions coincide with viscosity solutions whenever the latter exist.

Patrick E. Farrell, Michael Neilan, Charles Parker et al.

We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian formulation of the system. As a by-product, we obtain sharper stability estimates for penalized/perturbed saddle point problems. Three model finite element applications show agreement with the theory.

Xiaobing Feng, Lauren Hennings, Michael Neilan

This paper is concerned with finite element approximations of $W^{2,p}$ strong solutions of second-order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients. A nonstandard (primal) finite element method, which uses finite-dimensional subspaces consisting globally continuous piecewise polynomial functions, is proposed and analyzed. The main novelty of the finite element method is to introduce an interior penalty term, which penalizes the jump of the flux across the interior element edges/faces, to augment a nonsymmetric piecewise defined and PDE-induced bilinear form. Existence, uniqueness and error estimate in a discrete $W^{2,p}$ energy norm are proved for the proposed finite element method. This is achieved by establishing a discrete Calderon-Zygmund-type estimate and mimicking strong solution PDE techniques at the discrete level. Numerical experiments are provided to test the performance of proposed finite element method and to validate the convergence theory.