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Weak maximum principle of finite element methods for parabolic equations in polygonal domains (2407.19437v1)

Published 28 Jul 2024 in math.NA and cs.NA

Abstract: The weak maximum principle of finite element methods for parabolic equations is proved for both semi-discretization in space and fully discrete methods with $k$-step backward differentiation formulae for $k = 1,... ,6$, on a two-dimensional general polygonal domain or a three-dimensional convex polyhedral domain. The semi-discrete result is established via a dyadic decomposition argument and local energy estimates in which the nonsmoothness of the domain can be handled. The fully discrete result for multistep backward differentiation formulae is proved by utilizing the solution representation via the discrete Laplace transform and the resolvent estimates, which are inspired by the analysis of convolutional quadrature for parabolic and fractional-order partial differential equations.

Citations (1)

Summary

  • The paper demonstrates that both semi-discrete and fully discrete FEMs adhere to a weak maximum principle, ensuring solution bounds proportional to initial and boundary values.
  • Methodologically, the study leverages the discrete Laplace transform and resolvent estimates to handle the challenges of irregular polygonal and polyhedral domains.
  • Rigorous numerical tests and analytical estimates confirm that advanced FEM techniques maintain stability even with nonsmooth boundary data and complex triangulations.

Weak Maximum Principle of Finite Element Methods for Parabolic Equations in Polygonal Domains

This paper investigates the weak maximum principle within the context of finite element methods (FEMs) for parabolic equations, focusing on polygonal and polyhedral domains. The authors examine both semi-discretization in space and fully discrete methods employing the k-step backward differentiation formulas (BDF), where k ranges from 1 to 6.

The central inquiry of the work is whether the solutions derived from these discretizations adhere to bounds proportional to initial and boundary values. The weak maximum principle discussed here builds on the foundational maximum principle crucial for analyzing elliptic and parabolic partial differential equations (PDEs), focusing here on its discrete analog, which has been prominent in the FEM landscape.

Methodological Contributions

The paper explores the nuanced behavior of the discrete maximum principle, particularly the weak version, which is less stringent than its strong counterpart. This research extends previous results by Schatz et al. and others to handle more general triangulations in both two- and three-dimensional domains. The novelty lies in addressing parabolic equations, where the complexity increases due to the interaction of space and time discretizations. Two main claims stand out:

  1. Weak Maximum Principle of Semi-Discrete FEMs: The authors demonstrate that, despite the geometric complexities introduced by irregular domains, the heat semigroup generated by the FEM solutions remains bounded. They rely on the representation of solutions via the discrete Laplace transform and resolvent estimates, adapting techniques from convolutional quadrature developed for parabolic and fractional PDEs.
  2. Weak Maximum Principle of Fully Discrete FEMs: For the fully discrete case, the BDF methods (BDF-1 to BDF-6) are analyzed. Here, the primary analytical challenges include handling nonsmooth boundary data and managing the non-A-stability for BDF versions with k from 3 to 6. The authors overcome these hurdles through a careful paper of the discrete Laplace transform's representation of the solution, ensuring the calculated solution maps from BDF-1 provide consistency with those from BDF-k.

Numerical and Analytical Insights

The paper provides strong numerical insights, consistently showing how fully and semi-discrete solutions are bounded by initial conditions and boundary data. Noteworthy is the application of advanced numerical estimates for parabolic Green’s functions and the non-standard use of analytic semigroup techniques.

In terms of analytical contributions, the authors validate their investigative processes through rigorous estimates. These include confirming boundedness in local energy norms and demonstrating control over approximation errors even in non-convex polygons.

Implications and Future Directions

Practically, this research contributes to better understanding the stability and reliability of numerical solutions for PDEs in complex domains, directly impacting simulations in physics and engineering. Theoretically, it enriches the framework for analyzing FEMs, especially as applied to time-varying phenomena, offering avenues for further exploration into adaptive mesh strategies and error estimation in wider contexts.

While the paper adeptly extends weak principles for known FEM configurations, intriguing questions remain unexamined, particularly in variable step sizes and adaptable time-stepping methods. The researchers candidly discuss this, alluding to untapped potential in discontinuous Galerkin methods that could streamline analyses and calculations even in dynamically changing environments.

In conclusion, this paper marks a significant stride in elucidating the subtleties of weak maximum principles for finite element methods when addressing parabolic equations in complex geometric settings. The methodologies presented, backed by extensive numerical and theoretical verification, open pathways to comprehensive FEM application in broader, more intricate scenarios.

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