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Sparse finite elements for stochastic elliptic problems - higher order moments
(2003)SAM Research ReportWe define the higher order moments associated to the stochastic solution of an elliptic BVP in D \subset Rd with stochastic source terms and boundary data. We prove that the k-th moment (or k-point correlation function) of the random solution solves a deterministic problem in Dk \subset Rdk. We discuss well-posedness and regularity in scales of Sobolev spaces with bounded mixed derivatives. We discretize this deterministic k-th moment ...Report -
Mixed hp-DGFEM for incompressible flows
(2002)SAM Research ReportWe consider several mixed discontinuous Galerkin approximations of the Stokes problem and propose an abstract framework for their analysis. Using this framework we derive a priori error estimates for hp-approximations on tensor product meshes. We also prove a new stability estimate for the discrete divergence bilinear form.Report -
Multiresolution weighted norm equivalences and applications
(2002)SAM Research ReportWe establish multiresolution norm equivalences in weighted spaces $L^2_w$ ((0,1)) with possibly singular weight functions $w(x) \geq 0$ in (0,1). Our analysis exploits the locality of the biorthogonal wavelet basis and its dual basis functions. The discrete norms are sums of wavelet coefficients which are weighted with respect to the collocated weight function $w(x)$ within each scale. Since norm equivalences for Sobolev norms are by now ...Report -
Rapid solution of first kind boundary integral equations in R³
(2002)SAM Research ReportWeakly singular boundary integral equations $(BIEs)$ of the first kind on polyhedral surfaces $\Gamma$ in $R^3$ are discretized by Galerkin BEM on shape-regular, but otherwise unstructured meshes of meshwidth $h$. Strong ellipticity of the integral operator is shown to give nonsingular stiffness matrices and, for piecewise constant approximations, up to $O(h^3)$ convergence of the farfield. The condition number of the stiffness matrix ...Report -
hp Discontinuous Galerkin Time Stepping for Parabolic Problems
(2000)SAM Research ReportThe algorithmic pattern of the hp Discontinuous Galerkin Finite Element Method (DGFEM) for the time semidiscretization of abstract parabolic evolution equations is presented. In combination with a continuous $hp$ discretization in space we present a fully discrete hp-scheme for the numerical solution of parabolic problems. Numerical examples for the heat equation in a two dimensional domain confirm the exponential convergence rates which ...Report -
Wavelet-discretizations of parabolic integro-differential equations
(2001)SAM Research ReportWe consider parabolic problems u + Au = f in (0,T)x Ω, T < ∞, where Ω ⊂ Rd is a bounded domain and A is a strongly elliptic, classical pseudo-differential operator of order ρ ∈ [0,2] in H ρ/2 (Ω). We use a θ-scheme for time discretization and a Galerkin method with N degrees of freedom for space discretization. The full Galerkin matrix for A can be replaced with a sparse matrix using a wavelet basis, and the linear systems for each time ...Report -
Mixed hp-finite element approximations on geometric edge and boundary layer meshes in three dimensions
(2001)SAM Research ReportIn this paper, we consider the Stokes problem in a three-dimensional polyhedral domain discretized with hp finite elements of type Qk for the velocity and Qk-2 for the pressure, defined on hexahedral meshes anisotropically and non quasi-uniformly refined towards faces, edges, and corners. The inf-sup constant of the discretized problem is independent of arbitrarily large aspect ratios and exhibits the same dependence on k as in in the ...Report -
Generalized FEM for Homogenization Problems
(2001)SAM Research ReportWe introduce the concept of generalized Finite Element Method (gFEM) for the numerical treatment of homogenization problems. These problems are characterized by highly oscillatory periodic (or patchwise periodic) pattern in the coefficients of the differential equation and their solutions exhibit a multiple scale behavior: a macroscopic behavior superposed with local characteristics at micro length scales. The gFEM is based on two-scale ...Report -
High-dimensional finite elements for elliptic problems with multiple scales
(2003)SAM Research ReportElliptic homogenization problems in a domain $\Omega \subset \R^d$ with $n+1$ separated scales are reduced to elliptic one-scale problems in dimension $(n+1)d$. They are discretized by a sparse tensor product finite element method (FEM) which resolves all scales of the solution throughout the physical domain. We prove that this FEM has accuracy, work and memory requirement comparable of FEM for single scale problems in the physical domain ...Report -
Convergence rates of best N-term Galerkin approximations for a class of elliptic sPDEs
(2009)SAM Research ReportDeterministic Galerkin approximations of a class of second order elliptic PDEs with random coefficients on a bounded domain D_Rd are introduced and their convergence rates are estimated. The approximations are based on expansions of the random diffusion coefficients in L2(D)-orthogonal bases, and on viewing the coefficients of these expansions as random parameters y=y(!)=(yi(!)). This yields an equivalent parametric deterministic PDE whose ...Report