Mimetic finite differences for nonlinear and control problems

In this paper we review some recent applications of the mimetic finite difference method to nonlinear problems (variational inequalities and quasilinear elliptic equations) and optimal control problems governed by linear elliptic partial differential equations. Several numerical examples show the effectiveness of mimetic finite differences in building accurate numerical approximations. Finally, driven by a real-world industrial application (the numerical simulation of the extrusion process) we explore possible further applications of the mimetic finite difference method to nonlinear Stokes equations and shape optimization/free-boundary problems.

[1]  Michael Hintermüller,et al.  AN A POSTERIORI ERROR ANALYSIS OF ADAPTIVE FINITE ELEMENT METHODS FOR DISTRIBUTED ELLIPTIC CONTROL PROBLEMS WITH CONTROL CONSTRAINTS , 2008 .

[2]  M. Shashkov,et al.  A new discretization methodology for diffusion problems on generalized polyhedral meshes , 2007 .

[3]  R. S. Falk Error estimates for the approximation of a class of variational inequalities , 1974 .

[4]  Stefan Ulbrich,et al.  Adaptive Multilevel Inexact SQP Methods for PDE-Constrained Optimization , 2011, SIAM J. Optim..

[5]  D. Lamberton,et al.  Variational inequalities and the pricing of American options , 1990 .

[6]  S. Chow Finite element error estimates for non-linear elliptic equations of monotone type , 1989 .

[7]  Annalisa Buffa,et al.  Innovative mimetic discretizations for electromagnetic problems , 2010, J. Comput. Appl. Math..

[8]  F. Boyer,et al.  Discrete duality finite volume schemes for Leray−Lions−type elliptic problems on general 2D meshes , 2007 .

[9]  Ricardo H. Nochetto,et al.  Adaptive finite element method for shape optimization , 2012 .

[10]  Lourenço Beirão da Veiga,et al.  A mimetic discretization of elliptic obstacle problems , 2013, Math. Comput..

[11]  Gianmarco Manzini,et al.  An a posteriori error estimator for the mimetic finite difference approximation of elliptic problems , 2008 .

[12]  Gianmarco Manzini,et al.  Convergence analysis of the high-order mimetic finite difference method , 2009, Numerische Mathematik.

[13]  Karl Kunisch,et al.  Shape Optimization and Fictitious Domain Approach for Solving Free Boundary Problems of Bernoulli Type , 2003, Comput. Optim. Appl..

[14]  I. Aranson,et al.  Effective shear viscosity and dynamics of suspensions of micro-swimmers from small to moderate concentrations , 2011, Journal of mathematical biology.

[15]  W. Dörfler A convergent adaptive algorithm for Poisson's equation , 1996 .

[16]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[17]  Yunqing Huang,et al.  Error Estimates and Superconvergence of Mixed Finite Element Methods for Convex Optimal Control Problems , 2010, J. Sci. Comput..

[18]  M. Shashkov,et al.  CONVERGENCE OF MIMETIC FINITE DIFFERENCE METHOD FOR DIFFUSION PROBLEMS ON POLYHEDRAL MESHES WITH CURVED FACES , 2006 .

[19]  Ricardo H. Nochetto,et al.  Residual type a posteriori error estimates for elliptic obstacle problems , 2000, Numerische Mathematik.

[20]  Vít Dolejší,et al.  An optimal L∞(L2)-error estimate for the discontinuous Galerkin approximation of a nonlinear non-stationary convection–diffusion problem , 2007 .

[21]  G. Gatica,et al.  A low-order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part I: a priori error analysis , 2004 .

[22]  Andreas Veeser,et al.  Hierarchical error estimates for the energy functional in obstacle problems , 2011, Numerische Mathematik.

[23]  Konstantin Lipnikov,et al.  A Mimetic Discretization of the Stokes Problem with Selected Edge Bubbles , 2010, SIAM J. Sci. Comput..

[24]  Wenbin Liu,et al.  A Posteriori Error Estimates for Distributed Convex Optimal Control Problems , 2001, Adv. Comput. Math..

[25]  Gianmarco Manzini,et al.  Mimetic finite difference method for the Stokes problem on polygonal meshes , 2009, J. Comput. Phys..

[26]  Arnd Rösch,et al.  Error estimates for linear-quadratic control problems with control constraints , 2006, Optim. Methods Softw..

[27]  Gianmarco Manzini,et al.  Error Analysis for a Mimetic Discretization of the Steady Stokes Problem on Polyhedral Meshes , 2010, SIAM J. Numer. Anal..

[28]  Kunibert G. Siebert,et al.  A Posteriori Error Estimators for Control Constrained Optimal Control Problems , 2012, Constrained Optimization and Optimal Control for Partial Differential Equations.

[29]  Paola F. Antonietti,et al.  Mimetic finite difference approximation of quasilinear elliptic problems , 2015 .

[30]  Jinchao Xu A new class of iterative methods for nonselfadjoint or indefinite problems , 1992 .

[31]  William W. Hager,et al.  Error estimates for the finite element solution of variational inequalities , 1977 .

[32]  Lourenço Beirão da Veiga,et al.  A mimetic discretization of the Reissner–Mindlin plate bending problem , 2011, Numerische Mathematik.

[33]  J. Nitsche Über ein Variationsprinzip zur Lösung von Dirichlet-Problemen bei Verwendung von Teilräumen, die keinen Randbedingungen unterworfen sind , 1971 .

[34]  Gianmarco Manzini,et al.  Monotonicity Conditions in the Mimetic Finite Difference Method , 2011 .

[35]  Gianmarco Manzini,et al.  The mimetic finite difference method for the 3D magnetostatic field problems on polyhedral meshes , 2011, J. Comput. Phys..

[36]  Lourenço Beirão da Veiga,et al.  Hierarchical A Posteriori Error Estimators for the Mimetic Discretization of Elliptic Problems , 2013, SIAM J. Numer. Anal..

[37]  Gianmarco Manzini,et al.  Arbitrary-Order Nodal Mimetic Discretizations of Elliptic Problems on Polygonal Meshes , 2011, SIAM J. Numer. Anal..

[38]  Ralf Kornhuber,et al.  A posteriori error estimates for elliptic variational inequalities , 1996 .

[39]  Gabriel N. Gatica,et al.  A Local Discontinuous Galerkin Method for Nonlinear Diffusion Problems with Mixed Boundary Conditions , 2004, SIAM J. Sci. Comput..

[40]  Fredi Tröltzsch,et al.  A general theorem on error estimates with application to a quasilinear elliptic optimal control problem , 2012, Comput. Optim. Appl..

[41]  F. Brezzi,et al.  Basic principles of Virtual Element Methods , 2013 .

[42]  Timo Tiihonen,et al.  Shape optimization and trial methods for free boundary problems , 1997 .

[43]  Reinhard Scholz,et al.  Numerical solution of the obstacle problem by the penalty method , 1984, Computing.

[44]  Carsten Carstensen,et al.  Averaging techniques yield reliable a posteriori finite element error control for obstacle problems , 2004, Numerische Mathematik.

[45]  M. C. Delfour,et al.  Shapes and Geometries - Metrics, Analysis, Differential Calculus, and Optimization, Second Edition , 2011, Advances in design and control.

[46]  Carsten Carstensen,et al.  Convergence analysis of a conforming adaptive finite element method for an obstacle problem , 2007, Numerische Mathematik.

[47]  Fabio Milner,et al.  Mixed finite element methods for quasilinear second-order elliptic problems , 1985 .

[48]  Gianmarco Manzini,et al.  Flux reconstruction and solution post-processing in mimetic finite difference methods , 2008 .

[49]  Miloslav Feistauer,et al.  L ∞ (L 2)-error estimates for the DGFEM applied to convection–diffusion problems on nonconforming meshes , 2009, J. Num. Math..

[50]  J. David Moulton,et al.  A multilevel multiscale mimetic (M3) method for two-phase flows in porous media , 2008, J. Comput. Phys..

[51]  J. Lions Optimal Control of Systems Governed by Partial Differential Equations , 1971 .

[52]  B. Rivière,et al.  A Discontinuous Galerkin Method Applied to Nonlinear Parabolic Equations , 2000 .

[53]  Lourenço Beirão da Veiga,et al.  Virtual Elements for Linear Elasticity Problems , 2013, SIAM J. Numer. Anal..

[54]  Dietrich Braess,et al.  A posteriori error estimators for obstacle problems – another look , 2005, Numerische Mathematik.

[55]  Annalisa Buffa,et al.  Mimetic finite differences for elliptic problems , 2009 .

[56]  Franck Boyer,et al.  Finite Volume Method for 2D Linear and Nonlinear Elliptic Problems with Discontinuities , 2008, SIAM J. Numer. Anal..

[57]  Michael Hintermüller,et al.  Goal-oriented adaptivity in control constrained optimal control of partial differential equations , 2008, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[58]  Gianmarco Manzini,et al.  A unified approach for handling convection terms in finite volumes and mimetic discretization methods for elliptic problems , 2011 .

[59]  Richard S. Falk,et al.  Approximation of a class of optimal control problems with order of convergence estimates , 1973 .

[60]  Gianmarco Manzini,et al.  Mimetic finite difference method , 2014, J. Comput. Phys..

[61]  Boris Vexler,et al.  Adaptive Finite Elements for Elliptic Optimization Problems with Control Constraints , 2008, SIAM J. Control. Optim..

[62]  P. Raviart,et al.  A mixed finite element method for 2-nd order elliptic problems , 1977 .

[63]  Paola F. Antonietti,et al.  Mimetic Discretizations of Elliptic Control Problems , 2013, J. Sci. Comput..

[64]  Mary F. Wheeler,et al.  A Priori Error Estimates for Finite Element Methods Based on Discontinuous Approximation Spaces for Elliptic Problems , 2001, SIAM J. Numer. Anal..

[65]  L. B. D. Veiga,et al.  A Mimetic discretization method for linear elasticity , 2010 .

[66]  E. Süli,et al.  Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems I: the scalar case , 2005 .

[67]  Gianmarco Manzini,et al.  Convergence of the mimetic finite difference method for eigenvalue problems in mixed form , 2011 .

[68]  Stefano Berrone,et al.  A new marking strategy for the adaptive finite element approximation of optimal control constrained problems , 2011, Optim. Methods Softw..

[69]  V. Dolejší,et al.  Discontinuous Galerkin method for nonlinear convection-diffusion problems with mixed Dirichlet-Neumann boundary conditions , 2010 .

[70]  Lourenço Beirão da Veiga,et al.  A residual based error estimator for the Mimetic Finite Difference method , 2007, Numerische Mathematik.

[71]  Miloslav Feistauer,et al.  Finite element solution of nonlinear elliptic problems , 1987 .

[72]  Konstantin Lipnikov,et al.  Convergence of the Mimetic Finite Difference Method for Diffusion Problems on Polyhedral Meshes , 2005, SIAM J. Numer. Anal..

[73]  Haim Brezis,et al.  Sur la régularité de la solution d'inéquations elliptiques , 1968 .

[74]  Jinchao Xu,et al.  A Novel Two-Grid Method for Semilinear Elliptic Equations , 1994, SIAM J. Sci. Comput..

[75]  Gianmarco Manzini,et al.  Analysis of the monotonicity conditions in the mimetic finite difference method for elliptic problems , 2011, J. Comput. Phys..

[76]  Vít Dolejší,et al.  Analysis of semi-implicit DGFEM for nonlinear convection–diffusion problems on nonconforming meshes ☆ , 2007 .

[77]  R. Scholz,et al.  Numerical solution of the obstacle problem by the penalty method , 1986 .

[78]  Jinchao Xu Two-grid Discretization Techniques for Linear and Nonlinear PDEs , 1996 .

[79]  O. Pironneau On optimum design in fluid mechanics , 1974 .

[80]  T. Geveci,et al.  On the approximation of the solution of an optimal control problem governed by an elliptic equation , 1979 .

[81]  Michael Hinze,et al.  A Variational Discretization Concept in Control Constrained Optimization: The Linear-Quadratic Case , 2005, Comput. Optim. Appl..

[82]  E. Süli,et al.  A posteriori error analysis of hp-version discontinuous Galerkin finite-element methods for second-order quasi-linear elliptic PDEs , 2007 .

[83]  G. Minty Monotone (nonlinear) operators in Hilbert space , 1962 .

[84]  F. Brezzi,et al.  A FAMILY OF MIMETIC FINITE DIFFERENCE METHODS ON POLYGONAL AND POLYHEDRAL MESHES , 2005 .

[85]  David Mora,et al.  Numerical results for mimetic discretization of Reissner–Mindlin plate problems , 2012, 1207.2062.

[86]  Franco Brezzi,et al.  Virtual Element Methods for plate bending problems , 2013 .

[87]  O. Pironneau On optimum profiles in Stokes flow , 1973, Journal of Fluid Mechanics.

[88]  Rolf Rannacher,et al.  Adaptive finite element discretization in PDE‐based optimization , 2010 .

[89]  Ronald H. W. Hoppe,et al.  Adaptive finite element methods for mixed control-state constrained optimal control problems for elliptic boundary value problems , 2010, Comput. Optim. Appl..

[90]  Miloslav Feistauer,et al.  Finite element approximation of nonlinear elliptic problems with discontinuous coefficients , 1989 .

[91]  Ricardo H. Nochetto,et al.  Discrete gradient flows for shape optimization and applications , 2007 .

[92]  Endre Süli,et al.  Discontinuous Galerkin Finite Element Approximation of Nonlinear Second-Order Elliptic and Hyperbolic Systems , 2007, SIAM J. Numer. Anal..

[93]  Gianmarco Manzini,et al.  Mimetic scalar products of discrete differential forms , 2014, J. Comput. Phys..

[94]  F. Milner A primal hybrid finite element method for quasilinear second order elliptic problems , 1985 .

[95]  Kunibert G. Siebert,et al.  A Unilaterally Constrained Quadratic Minimization with Adaptive Finite Elements , 2007, SIAM J. Optim..

[96]  R. Hoppe,et al.  Adaptive multilevel methods for obstacle problems , 1994 .

[97]  Gianmarco Manzini,et al.  Convergence Analysis of the Mimetic Finite Difference Method for Elliptic Problems , 2009, SIAM J. Numer. Anal..

[98]  Fredi Tröltzsch,et al.  Error Estimates for the Numerical Approximation of a Semilinear Elliptic Control Problem , 2002, Comput. Optim. Appl..

[99]  Konstantin Lipnikov,et al.  M-ADAPTATION METHOD FOR ACOUSTIC WAVE EQUATION ON SQUARE MESHES , 2012 .

[100]  Ricardo H. Nochetto,et al.  Pointwise a Posteriori Error Analysis for an Adaptive Penalty Finite Element Method for the Obstacle Problem , 2001 .

[101]  P. G. Ciarlet,et al.  Numerical methods of high-order accuracy for nonlinear boundary value problems , 1969 .

[102]  N. Kikuchi Convergence of a penalty-finite element approximation for an obstacle problem , 1981 .

[103]  Rolf Rannacher,et al.  Finite element methods for nonlinear elliptic systems of second order , 1980 .

[104]  Lie-heng Wang,et al.  On the quadratic finite element approximation to the obstacle problem , 2002, Numerische Mathematik.

[105]  William W. Hager,et al.  Error estimates for the finite element solution of variational inequalities , 1978 .

[106]  Andreas Veeser,et al.  Efficient and Reliable A Posteriori Error Estimators for Elliptic Obstacle Problems , 2001, SIAM J. Numer. Anal..

[107]  J. Tinsley Oden,et al.  Local a posteriori error estimators for variational inequalities , 1993 .

[108]  Claes Johnson,et al.  ADAPTIVE FINITE ELEMENT METHODS FOR THE OBSTACLE PROBLEM , 1992 .

[109]  Miloslav Feistauer,et al.  Analysis of space–time discontinuous Galerkin method for nonlinear convection–diffusion problems , 2011, Numerische Mathematik.

[110]  Arnd Rösch,et al.  A-posteriori error estimates for optimal control problems with state and control constraints , 2012, Numerische Mathematik.