Hierarchical proximal Galerkin: a fast $hp$-FEM solver for variational problems with pointwise inequality constraints

Abstract: We leverage the proximal Galerkin algorithm (Keith and Surowiec, Foundations of Computational Mathematics, 2024, DOI: 10.1007/s10208-024-09681-8), a recently introduced mesh-independent algorithm, to obtain a high-order finite element solver for variational problems with pointwise inequality constraints. This is achieved by discretizing the saddle point systems, arising from the latent variable proximal point method, with the hierarchical $p$-finite element basis. This results in discretized sparse Newton systems that admit a simple and effective block preconditioner. The solver can handle both obstacle-type, $u \leq \varphi$, and gradient-type, $|\nabla u| \leq \varphi$, constraints. We apply the resulting algorithm to solve obstacle problems with $hp$-adaptivity, a gradient-type constrained problem, and the thermoforming problem, an example of an obstacle-type quasi-variational inequality. We observe $hp$-robustness in the number of Newton iterations and only mild growth in the number of inner Krylov iterations to solve the Newton systems. Crucially we also provide wall-clock timings that are faster than low-order discretization counterparts.