Abner J. Salgado

Ricardo H. Nochetto, Enrique Otarola, Abner J. Salgado

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the Dirichlet to Neumann map for a degenerate/singular elliptic problem posed on a semi-infinite cylinder, which we analyze in the framework of weighted Sobolev spaces. Motivated by the rapid decay of the solution of this problem, we propose a truncation that is suitable for numerical approximation. We discretize this truncation using first degree tensor product finite elements. We derive a priori error estimates in weighted Sobolev spaces. The estimates exhibit optimal regularity but suboptimal order for quasi-uniform meshes. For anisotropic meshes, instead, they are quasi-optimal in both order and regularity. We present numerical experiments to illustrate the method's performance.

Ricardo H. Nochetto, Enrique Otarola, Abner J. Salgado

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on a semi-infinite cylinder in one more spatial dimension. We write our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition. We propose and analyze an implicit fully-discrete scheme: first-degree tensor product finite elements in space and an implicit finite difference discretization in time. We prove stability and error estimates for this scheme.

Ricardo H. Nochetto, Abner J. Salgado, Ignacio Tomas

We develop a model describing the behavior of two-phase ferrofluid flows using phase field-techniques and present an energy-stable numerical scheme for it. For a simplified, yet physically realistic, version of this model and the corresponding numerical scheme we prove, in addition to stability, convergence and as by-product existence of solutions. With a series of numerical experiments we illustrate the potential of these simple models and their ability to capture basic phenomenological features of ferrofluids such as the Rosensweig instability.

Wenqiang Feng, Abner J. Salgado, Cheng Wang et al.

We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of the equations are constant-coefficient, positive linear operators, which suggests a natural preconditioning strategy. Such nonlinear elliptic equations often arise from time discretization of parabolic equations that model various biological and physical phenomena, in particular, liquid crystals, thin film epitaxial growth and phase transformations. The analyses of the schemes involve the characterization of the strictly convex energies associated with the equations. We first give a general framework for PSD in generic Hilbert spaces. Based on certain reasonable assumptions of the linear pre-conditioner, a geometric convergence rate is shown for the nonlinear PSD iteration. We then apply the general the theory to the fourth and sixth-order problems of interest, making use of Sobolev embedding and regularity results to confirm the appropriateness of our pre-conditioners for the regularized p-Lapacian problems. Our results include a sharper theoretical convergence result for p-Laplacian systems compared to what may be found in existing works. We demonstrate rigorously how to apply the theory in the finite dimensional setting using finite difference discretization methods. Numerical simulations for some important physical application problems -- including thin film epitaxy with slope selection and the square phase field crystal model -- are carried out to verify the efficiency of the scheme.

Ricardo H. Nochetto, Abner J. Salgado, Shawn W. Walker

We introduce a diffuse interface model for the phenomenon of electrowetting on dielectric and present an analysis of the arising system of equations. Moreover, we study discretization techniques for the problem. The model takes into account different material parameters on each phase and incorporates the most important physical processes, such as incompressibility, electrostatics and dynamic contact lines; necessary to properly reflect the relevant phenomena. The arising nonlinear system couples the variable density incompressible Navier-Stokes equations for velocity and pressure with a Cahn-Hilliard type equation for the phase variable and chemical potential, a convection diffusion equation for the electric charges and a Poisson equation for the electric potential. Numerical experiments are presented, which illustrate the wide range of effects the model is able to capture, such as splitting and coalescence of droplets.

Ricardo H. Nochetto, Abner J. Salgado, Ignacio Tomas

We discuss the equations describing the motion of ferrofluids subject to an external magnetic field. We concentrate on the model proposed by R. Rosensweig, provide an appropriate definition for the effective magnetizing field, and explain the simplifications behind this definition. We show that this system is formally energy stable, and devise a numerical scheme that mimics the same stability estimate. We prove that solutions of the numerical scheme always exist and, under further simplifying assumptions, that the discrete solutions converge. We also discuss alternative formulations proposed in pre-existing work, primarily involving a regularization of the magnetization equation and supply boundary conditions which lead to an energy stable system. We present a series of numerical experiments which illustrate the potential of the scheme in the context of real applications.

Ricardo H. Nochetto, Soeren Bartels, Abner J. Salgado

We propose and analyze an algorithm for the solution of the $L^2$-subgradient flow of the total variation functional. The algorithm involves no regularization, thus the numerical solution preserves the main features that motivate practitioners to consider this type of energy. We propose an iterative scheme for the solution of the arising problems, show that the iterations converge, and develop a stopping criterion for them. We present numerical experiments which illustrate the power of the method, explore the solution behavior, and compare with regularized flows.

Ricardo H. Nochetto, Abner J. Salgado, Ignacio Tomas

The unsteady Micropolar Navier-Stokes Equations (MNSE) are a system of parabolic partial differential equations coupling linear velocity and pressure with angular velocity: material particles have both translational and rotational degrees of freedom. We propose and analyze a first order semi-implicit fully-discrete scheme for the MNSE, which decouples the computation of the linear and angular velocities, is unconditionally stable and delivers optimal convergence rates under assumptions analogous to those used for the Navier-Stokes equations. With the help of our scheme we explore some qualitative properties of the MNSE related to ferrofluid manipulation and pumping. Finally, we propose a second order scheme and show that it is almost unconditionally stable.

Ricardo H. Nochetto, Abner J. Salgado

We construct, on continuous $Q_1$ finite elements over Cartesian meshes, an interpolation operator that does not increase the total variation. The operator is stable in $L^1$ and exhibits second order approximation properties. With the help of it we provide improved error estimates for discrete minimizers of the total variation denoising problem and for total variation flows.

Jean-Luc Guermond, Peter D. Minev, Abner J. Salgado

We provide a convergence analysis for a new fractional time-stepping technique for the incompressible Navier-Stokes equations based on direction splitting. This new technique is of linear complexity, unconditionally stable and convergent, and suitable for massive parallelization.

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.

Abner J. Salgado, Johnny Guzman, Francisco-Javier Sayas

The analysis of finite-element-like Galerkin discretization techniques for the stationary Stokes problem relies on the so-called LBB condition. In this work we discuss equivalent formulations of the LBB condition.

Harbir Antil, Enrique Otarola, Abner J. Salgado

We consider an identification problem, where the state $u$ is governed by a fractional elliptic equation and the unknown variable corresponds to the order $s \in (0,1)$ of the underlying operator. We study the existence of an optimal pair $(\bar s, \bar u)$ and provide sufficient conditions for its local uniqueness. We develop semi-discrete and fully discrete algorithms to approximate the solutions to our identification problem and provide a convergence analysis. We present numerical illustrations that confirm and extend our theory.

Enrique Otarola, Abner J. Salgado

We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $γ\in (1,2]$. Since it has been shown useful for the design of numerical techniques for related problems, we also consider a quasi--stationary elliptic problem that comes from the realization of the spatial fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on a semi--infinite cylinder. We provide existence and uniqueness results together with energy estimates for both problems. In addition, we derive regularity estimates both in time and space; the time--regularity results show that the usual assumptions made in the numerical analysis literature are problematic

Alejandro Allendes, Enrique Otarola, Abner J. Salgado

We propose a posteriori error estimators for classical low-order inf-sup stable and stabilized finite element approximations of the Stokes problem with singular sources in two and three dimensional Lipschitz, but not necessarily convex, polytopal domains. The designed error estimators are proven to be reliable and locally efficient. On the basis of these estimators we design a simple adaptive strategy that yields optimal rates of convergence for the numerical examples that we perform.

Enrique Otárola, Abner J. Salgado

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity results together with first order optimality conditions. In order to propose a solution technique, we realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator and consider an equivalent optimal control problem with a nonuniformly elliptic equation as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We propose a fully discrete scheme: piecewise constant functions for the control variable and first--degree tensor product finite elements for the state variable. We derive a priori error estimates for the control and state variables which are quasi--optimal with respect to degrees of freedom.

Abner J. Salgado, Wujun Zhang

We propose and analyze a two-scale finite element method for the Isaacs equation. The fine scale is given by the mesh size $h$ whereas the coarse scale $\varepsilon$ is dictated by an integro-differential approximation of the partial differential equation. We show that the method satisfies the discrete maximum principle provided that the mesh is weakly acute. This, in conjunction with weak operator consistency of the finite element method, allows us to establish convergence of the numerical solution to the viscosity solution as $\varepsilon, h\to0$, and $\varepsilon \gtrsim h^{1/2}|\log h|$. In addition, using a discrete Alexandrov Bakelman Pucci estimate we deduce rates of convergence, under suitable smoothness assumptions on the exact solution.

Harbir Antil, Enrique Otarola, Abner J. Salgado

The purpose of this work is to illustrate how the theory of Muckenhoupt weights, Muckenhoupt weighted Sobolev spaces and the corresponding weighted norm inequalities can be used in the analysis and discretization of PDE constrained optimization problems. We consider: a linear quadratic constrained optimization problem where the state solves a nonuniformly elliptic equation; a problem where the cost involves pointwise observations of the state and one where the state has singular sources, e.g. point masses. For all three examples we propose and analyze numerical schemes and provide error estimates in two and three dimensions. While some of these problems might have been considered before in the literature, our approach allows for a simpler, Hilbert space-based, analysis and discretization and further generalizations.

Andrea Bonito, Wenyu Lei, Abner J. Salgado

We study the regularity of the solution to an obstacle problem for a class of integro-differential operators. The differential part is a second order elliptic operator, whereas the nonlocal part is given by the integral fractional Laplacian. The obtained smoothness is then used to design and analyze a finite element scheme.

Alejandro Allendes, Enrique Otarola, Richard Rankin et al.

We propose and analyze a reliable and efficient a posteriori error estimator for a constrained linear-quadratic optimal control problem involving Dirac measures; the control variable corresponds to the amplitude of forces modeled as point sources. The proposed a posteriori error estimator is defined as the sum of two contributions, which come from the state and adjoint equations. The estimator associated with the state equation is based on Muckenhoupt weighted Sobolev spaces, while the one associated with the adjoint is in the maximum norm and allows for unbounded right hand sides. The analysis is valid for two and three-dimensional domains. On the basis of the devised a posteriori error estimator, we design a simple adaptive strategy that yields optimal rates of convergence for the numerical examples that we perform.

Sanghyun Lee, Abner J. Salgado

We present a stability analysis for two different rotational pressure correction schemes with open and traction boundary conditions. First, we provide a stability analysis for a rotational version of the grad-div stabilized scheme of [A. Bonito, J.-L. Guermond, and S. Lee. Modified pressure-correction projection methods: Open boundary and variable time stepping. In Numerical Mathematics and Advanced Applications - ENUMATH 2013, volume 103 of Lecture Notes in Computational Science and Engineering, pages 623-631. Springer, 2015]. This scheme turns out to be unconditionally stable, provided the stabilization parameter is suitably chosen. We also establish a conditional stability result for the boundary correction scheme presented in [E. Bansch. A finite element pressure correction scheme for the Navier-Stokes equations with traction boundary condition. Comput. Methods Appl. Mech. Engrg., 279:198-211, 2014]. These results are shown by employing the equivalence between stabilized gauge Uzawa methods and rotational pressure correction schemes with traction boundary conditions.

Alejandro Allendes, Enrique Otarola, Richard Rankin et al.

We analyze a reliable and efficient max-norm a posteriori error estimator for a control-constrained, linear-quadratic optimal control problem. The estimator yields optimal experimental rates of convergence within an adaptive loop.

Francisco Fuica, Enrique Otarola, Abner J. Salgado

We propose an a posteriori error estimator for a sparse optimal control problem: the control variable lies in the space of regular Borel measures. We consider a solution technique that relies on the discretization of the control variable as a linear combination of Dirac measures. The proposed a posteriori error estimator can be decomposed into the sum of two contributions: an error estimator in the maximum norm for the discretization of the adjoint equation and an estimator in the $L^2$-norm that accounts for the approximation of the state equation. We prove that the designed error estimator is locally efficient and we explore its reliability properties. The analysis is valid for two and three-dimensional domains. We illustrate the theory with numerical examples.

Harbir Antil, Abner J. Salgado

We study solution techniques for elliptic equations in divergence form, where the coefficients are only of bounded mean oscillation (BMO). For $|p-2|<\varepsilon$ and a right hand side in $W^{-1}_p$ we show convergence of a finite element scheme, where $\varepsilon$ depends on the oscillation of the coefficients.

Enrique Otarola, Abner J. Salgado

In two dimensions, we show existence of solutions to the stationary Navier Stokes equations on weighted spaces $\mathbf{H}^1_0(ω,Ω) \times L^2(ω,Ω)$, where the weight belongs to the Muckenhoupt class $A_2$. We show how this theory can be applied to obtain a priori error estimates for approximations of the solution to the Navier Stokes problem with singular sources.

Lehel Banjai, Jens M. Melenk, Ricardo H. Nochetto et al.

We design and analyze several Finite Element Methods (FEMs) applied to the Caffarelli-Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $Ω\subset \mathbb{R}^d$ with $d=1,2$. For the solution to the extension problem, we establish analytic regularity with respect to the extended variable $y\in (0,\infty)$. We prove that the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to $y$, taking values in corner-weighted Kondat'ev type Sobolev spaces in $Ω$. In $Ω\subset \mathbb{R}^d$, we discretize with continuous, piecewise linear, Lagrangian FEM ($P_1$-FEM) with mesh refinement near corners, and prove that first order convergence rate is attained for compatible data $f\in \mathbb{H}^{1-s}(Ω)$. We also prove that tensorization of a $P_1$-FEM in $Ω$ with a suitable $hp$-FEM in the extended variable achieves log-linear complexity with respect to $\mathcal{N}_Ω$, the number of degrees of freedom in the domain $Ω$. In addition, we propose a novel, sparse tensor product FEM based on a multilevel $P_1$-FEM in $Ω$ and on a $P_1$-FEM on radical-geometric meshes in the extended variable. We prove that this approach also achieves log-linear complexity with respect to $\mathcal{N}_Ω$. Finally, under the stronger assumption that the data is analytic in $\overlineΩ$, and without compatibility at $\partial Ω$, we establish exponential rates of convergence of $hp$-FEM for spectral, fractional diffusion operators. We also report numerical experiments for model problems which confirm the theoretical results. We indicate several extensions and generalizations of the proposed methods.

Andrea Bonito, Juan Pablo Borthagaray, Ricardo H. Nochetto et al.

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the extension to one higher dimension. The second method is the integral formulation and deals with singular non-integrable kernels. The third method is a discretization of the Dunford-Taylor formula. We discuss pros and cons of each method, error estimates, and document their performance with a few numerical experiments.

Alejandro Allendes, Enrique Otarola, Richard Rankin et al.

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the minimization of a cost functional that involves point evaluations of the state, thus leading to an adjoint problem with Dirac measures on the right hand side; control constraints are also considered. The proposed error estimator relies on a posteriori error estimates in the maximum norm for the state and in Muckenhoupt weighted Sobolev spaces for the adjoint state. We present an analysis that is valid for two and three-dimensional domains. We conclude by presenting several numerical experiments which reveal the competitive performance of adaptive methods based on the devised error estimator.

Ricardo H. Nochetto, Enrique Otarola, Abner J. Salgado

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the design and analysis of efficient solution techniques for problems involving fractional powers of elliptic operators. Starting from a localization PDE result for these operators, we develop local techniques for their solution: a priori and a posteriori error analyses, adaptivity and multilevel methods. We show the flexibility of our approach by proposing and analyzing local solution techniques for a space-time fractional parabolic equation.

Enrique Otarola, Abner J. Salgado

We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite cylinder, which recasts our problem as a quasi-stationary elliptic variational inequality with a dynamic boundary condition. The rapid decay of the solution suggests a truncation that is suitable for numerical approximation. We discretize the truncation with a backward Euler scheme in time and, for space, we use first-degree tensor product finite elements. We present an error analysis based on different smoothness assumptions

Harbir Antil, Enrique Otarola, Abner J. Salgado

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $γ\in (0,1]$, respectively. The spatial fractional diffusion is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator. Thus, we consider an equivalent formulation with a quasi-stationary elliptic problem with a dynamic boundary condition as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We consider a fully-discrete scheme: piecewise constant functions for the control and, for the state, first-degree tensor product finite elements in space and a finite difference discretization in time. We show convergence of this scheme and, for $s \in (0,1)$ and $γ= 1$, we derive a priori error estimates.

Ricardo H. Nochetto, Enrique Otarola, Abner J. Salgado

We develop a constructive piecewise polynomial approximation theory in weighted Sobolev spaces with Muckenhoupt weights for any polynomial degree. The main ingredients to derive optimal error estimates for an averaged Taylor polynomial are a suitable weighted Poincare inequality, a cancellation property and a simple induction argument. We also construct a quasi-interpolation operator, built on local averages over stars, which is well defined for functions in $L^1$. We derive optimal error estimates for any polynomial degree on simplicial shape regular meshes. On rectangular meshes, these estimates are valid under the condition that neighboring elements have comparable size, which yields optimal anisotropic error estimates over $n$-rectangular domains. The interpolation theory extends to cases when the error and function regularity require different weights. We conclude with three applications: nonuniform elliptic boundary value problems, elliptic problems with singular sources, and fractional powers of elliptic operators.

Long Chen, Ricardo H. Nochetto, Enrique Otárola et al.

We derive a computable a posteriori error estimator for the $α$-harmonic extension problem, which localizes the fractional powers of elliptic operators supplemented with Dirichlet boundary conditions. Our a posteriori error estimator relies on the solution of small discrete problems on anisotropic cylindrical stars. It exhibits built-in flux equilibration and is equivalent to the energy error up to data oscillation, under suitable assumptions. We design a simple adaptive algorithm and present numerical experiments which reveal a competitive performance.

Ricardo H. Nochetto, Enrique Otárola, Abner J. Salgado

We review the finite element approximation of the classical obstacle problem in energy and max-norms and derive error estimates for both the solution and the free boundary. On the basis of recent regularity results we present an optimal error analysis for the thin obstacle problem. Finally, we discuss the localization of the obstacle problem for the fractional Laplacian and prove quasi-optimal convergence rates.