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On a Family of Variational Time Discretization Methods

We consider a family of variational time discretizations that generalizes discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. In addition to variational conditions the methods also contain collocation conditions in the time mesh points. The single family members are characterized by two parameters that represent the local polynomial ansatz order and the number of non-variational conditions, which is also related to the global temporal regularity of the numerical solution. Moreover, with respect to Dahlquist’s stability problem the variational time discretization (VTD) methods either share their stability properties with the dG or the cGP method and, hence, are at least A-stable.

With this thesis, we present the first comprehensive theoretical study of the family of VTD methods in the context of non-stiff and stiff initial value problems as well as, in combination with a finite element method for spatial approximation, in the context of parabolic problems. Here, we mainly focus on the error analysis for the discretizations. More concrete, for initial value problems the pointwise error is bounded, while for parabolic problems we rather derive error estimates in various typical integral-based (semi-)norms. Furthermore, we show superconvergence results in the time mesh points. In addition, some important concepts and key properties of the VTD methods are discussed and often exploited in the error analysis. These include, in particular, the associated quadrature formulas, a beneficial postprocessing, the idea of cascadic interpolation, connections between the different VTD schemes, and connections to other classes of methods (collocation methods, Runge-Kutta-like methods). Numerical experiments for simple academic test examples are used to highlight various properties of the methods and to verify the optimality of the proven convergence orders.:List of Symbols and Abbreviations

Introduction

I Variational Time Discretization Methods for Initial Value Problems

1 Formulation, Analysis for Non-Stiff Systems, and Further Properties
1.1 Formulation of the methods
1.1.1 Global formulation
1.1.2 Another formulation
1.2 Existence, uniqueness, and error estimates
1.2.1 Unique solvability
1.2.2 Pointwise error estimates
1.2.3 Superconvergence in time mesh points
1.2.4 Numerical results
1.3 Associated quadrature formulas and their advantages
1.3.1 Special quadrature formulas
1.3.2 Postprocessing
1.3.3 Connections to collocation methods
1.3.4 Shortcut to error estimates
1.3.5 Numerical results
1.4 Results for affine linear problems
1.4.1 A slight modification of the method
1.4.2 Postprocessing for the modified method
1.4.3 Interpolation cascade
1.4.4 Derivatives of solutions
1.4.5 Numerical results

2 Error Analysis for Stiff Systems
2.1 Runge-Kutta-like discretization framework
2.1.1 Connection between collocation and Runge-Kutta methods and its extension
2.1.2 A Runge-Kutta-like scheme
2.1.3 Existence and uniqueness
2.1.4 Stability properties
2.2 VTD methods as Runge-Kutta-like discretizations
2.2.1 Block structure of A VTD
2.2.2 Eigenvalue structure of A VTD
2.2.3 Solvability and stability
2.3 (Stiff) Error analysis
2.3.1 Recursion scheme for the global error
2.3.2 Error estimates
2.3.3 Numerical results

II Variational Time Discretization Methods for Parabolic Problems

3 Introduction to Parabolic Problems
3.1 Regularity of solutions
3.2 Semi-discretization in space
3.2.1 Reformulation as ode system
3.2.2 Differentiability with respect to time
3.2.3 Error estimates for the semi-discrete approximation
3.3 Full discretization in space and time
3.3.1 Formulation of the methods
3.3.2 Reformulation and solvability

4 Error Analysis for VTD Methods
4.1 Error estimates for the l th derivative
4.1.1 Projection operators
4.1.2 Global L2-error in the H-norm
4.1.3 Global L2-error in the V-norm
4.1.4 Global (locally weighted) L2-error of the time derivative in the H-norm
4.1.5 Pointwise error in the H-norm
4.1.6 Supercloseness and its consequences
4.2 Error estimates in the time (mesh) points
4.2.1 Exploiting the collocation conditions
4.2.2 What about superconvergence!?
4.2.3 Satisfactory order convergence avoiding superconvergence
4.3 Final error estimate
4.4 Numerical results

Summary and Outlook

Appendix

A Miscellaneous Results
A.1 Discrete Gronwall inequality
A.2 Something about Jacobi-polynomials

B Abstract Projection Operators for Banach Space-Valued Functions
B.1 Abstract definition and commutation properties
B.2 Projection error estimates
B.3 Literature references on basics of Banach space-valued functions

C Operators for Interpolation and Projection in Time
C.1 Interpolation operators
C.2 Projection operators
C.3 Some commutation properties
C.4 Some stability results

D Norm Equivalences for Hilbert Space-Valued Polynomials
D.1 Norm equivalence used for the cGP-like case
D.2 Norm equivalence used for final error estimate

Bibliography

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:80609
Date09 September 2022
CreatorsBecher, Simon
ContributorsMatthies, Gunar, Ern, Alexandre, Technische Universität Dresden
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/publishedVersion, doc-type:doctoralThesis, info:eu-repo/semantics/doctoralThesis, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess

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