Lehel Banjai

Lehel Banjai, Christian Lubich

A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by convolution quadrature time discretisation based on A-stable multistep methods, which are of order at most two. Here we study the question as to which Runge--Kutta-based convolution quadrature methods inherit the convolution coercivity property. It is shown that this holds without any restriction for the third-order Radau IIA method, and on permitting a shift in the Laplace domain variable, this holds for all algebraically stable Runge--Kutta methods and hence for methods of arbitrary order. As an illustration, the discrete convolution coercivity is used to analyse the stability and convergence properties of the time discretisation of a non-linear boundary integral equation that originates from a non-linear scattering problem for the linear wave equation. Numerical experiments illustrate the error behaviour of the Runge--Kutta convolution quadrature time discretisation.

Lehel Banjai, Emmanuil H. Georgoulis, Oluwaseun Lijoka

A new space-time discontinuous Galerkin (dG) method utilising special Trefftz polynomial basis functions is proposed and fully analysed for the scalar wave equation in a second order formulation. The dG method considered is motivated by the class of interior penalty dG methods, as well as by the classical work of Hughes and Hulbert. The choice of the penalty terms included in the bilinear form is essential for both the theoretical analysis and for the practical behaviour of the method for the case of lowest order basis functions. A best approximation result is proven for this new space-time dG method with Trefftz-type basis functions. Rates of convergence are proved in any dimension and verified numerically in spatial dimensions $d = 1$ and $d = 2$. Numerical experiments highlight the effectiveness of the Trefftz method in problems with energy at high frequencies.

Lehel Banjai, María López-Fernández

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special quadrature for it. The resulting method is easy to implement, allows for high order, relies on rigorous error estimates and its performance in terms of memory and computational cost is among the best to date. Several numerical results illustrate the method and we describe how to apply the new algorithm to solve fractional diffusion equations. For a class of fractional diffusion equations we give the error analysis of the full space-time discretization obtained by coupling the FEM method in space with Runge--Kutta based convolution quadrature in time.

Lehel Banjai, Antonio Laliena, Francisco-Javier Sayas

In this paper we propose and analyze a fully discrete method for a direct boundary integral formulation of the scattering of a transient acoustic wave by a sound-soft obstacle. The method uses Galerkin-BEM in the space variables and three different choices of time-stepping strategies based on Convolution Quadrature. The numerical analysis of the method is carried out directly in the time domain, not reverting to Laplace transform techniques.

Lehel Banjai, Alexander Rieder

A rarely exploited advantage of time-domain boundary integral equations compared to their frequency counterparts is that they can be used to treat certain nonlinear problems. In this work we investigate the scattering of acoustic waves by a bounded obstacle with a nonlinear impedance boundary condition. We describe a boundary integral formulation of the problem and prove without any smoothness assumptions on the solution the convergence of a full discretization: Galerkin in space and convolution quadrature in time. If the solution is sufficiently regular, we prove that the discrete method converges at optimal rates. Numerical evidence in 3D supports the theory.

Lehel Banjai, Enrique Otarola

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains $Ω$. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on the semi-infinite cylinder $\mathcal{C} = Ω\times (0,\infty)$. We thus rewrite our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition and derive space, time, and space-time regularity estimates for its solution. The latter problem exhibits an exponential decay in the extended dimension and thus suggests a truncation that is suitable for numerical approximation. We propose and analyze two fully discrete schemes. The discretization in time is based on finite difference discretization techniques: trapezoidal and leapfrog schemes. The discretization in space relies on the tensorization of a first-degree FEM in $Ω$ with a suitable $hp$-FEM in the extended variable. For both schemes we derive stability and error estimates.

Lehel Banjai, María López-Fernández, Achim Schädle

The use of time-domain boundary integral equations has proved very effective and efficient for three dimensional acoustic and electromagnetic wave equations. In even dimensions and when some dissipation is present, time-domain boundary equations contain an infinite memory tail. Due to this, computation for longer times becomes exceedingly expensive. In this paper we show how oblivious quadrature, initially designed for parabolic problems, can be used to significantly reduce both the cost and the memory requirements of computing this tail. We analyse Runge-Kutta based quadrature and conclude the paper with numerical experiments.

Lehel Banjai, Lyonell Boulton

We establish a strategy for finding sharp upper and lower numerical bounds of the Poincaré constant on a class of planar domains with piecewise self-similar boundary. The approach consists of four main components: W1) tight inner-outer shape interpolation, W2) conformal mapping of the approximate polygonal regions, W3) grad-div system formulation of the spectral problem and W4) computation of the eigenvalue bounds. After describing the method, justifying its validity and determining general convergence estimates, we show concrete evidence of its effectiveness by computing lower and upper bound estimates for the constant on the Koch snowflake.

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.