INAF
Irish Numerical Analysis Forum
The 17th Workshop on Numerical Methods for Problems with Layer Phenomena was the first in this series to be held online instead of physically. Its success opened our eyes to the possibility of organising talks by speakers located in any part of the globe. Thus, in collaboration with other Irish researchers, we have now created the (virtual) Irish Numerical Analysis Forum which will include fortnightly seminars in all areas of numerical analysis that are aligned with the interests of the Irish numerical analysis community. Its aim will be to solicit lectures from leading international numerical analysts who will discuss their research area in a style that is accessible to most numerical analysts (i.e., not just those who are already familiar with the subject of the lecture).
The seminar series started in January 2021. The talks will be streamed online via zoom and are free to view; one must however register in advance with INAF to gain access to them. We will usually have one talk every two weeks, but the talk timetable may vary from this. A registration puts you on our mailing list for receiving zoom links for all talks.
To sign up for this seminar series and receive zoom links via email, please follow the link.
If you experience any difficulties with your registration, you may contact Natalia.Kopteva@ul.ie.
All seminar times are given in Dublin time; to convert them to your local time you may, for example, use the following Time Zone Converter.
Funding and support:
The organisers are grateful to the Irish Mathematical Society, for their generous financial support.
Organisers:
Alan Hegarty, Conall Kelly, Natalia Kopteva, Niall Madden, Eugene O'Riordan, Kirk Soodhalter and Martin Stynes.
The 17th Workshop on Numerical Methods for Problems with Layer Phenomena was the first in this series to be held online instead of physically. Its success opened our eyes to the possibility of organising talks by speakers located in any part of the globe. Thus, in collaboration with other Irish researchers, we have now created the (virtual) Irish Numerical Analysis Forum which will include fortnightly seminars in all areas of numerical analysis that are aligned with the interests of the Irish numerical analysis community. Its aim will be to solicit lectures from leading international numerical analysts who will discuss their research area in a style that is accessible to most numerical analysts (i.e., not just those who are already familiar with the subject of the lecture).
The seminar series started in January 2021. The talks will be streamed online via zoom and are free to view; one must however register in advance with INAF to gain access to them. We will usually have one talk every two weeks, but the talk timetable may vary from this. A registration puts you on our mailing list for receiving zoom links for all talks.
To sign up for this seminar series and receive zoom links via email, please follow the link.
If you experience any difficulties with your registration, you may contact Natalia.Kopteva@ul.ie.
All seminar times are given in Dublin time; to convert them to your local time you may, for example, use the following Time Zone Converter.
Forthcoming Seminars

Thu 27 January 2022, 14:00 (Dublin)
Evelyn Buckwar (Johannes Kepler University Linz, Austria)
Splitting methods in Approximate Bayesian Computation for partially observed diffusion processes
Approximate Bayesian Computation (ABC) has become one of the major tools of likelihoodfree statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed as an established tool for modelling time dependent, real world phenomena with underlying random effects. When applying ABC to stochastic models, two major difficulties arise. First, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the stochastic process under the same parameter configuration result in different trajectories. Second, exact simulation schemes to generate trajectories from the stochastic model are rarely available, requiring the derivation of suitable numerical methods for the synthetic data generation. In this talk we consider SDEs having an invariant density and apply measurepreserving splitting schemes for the synthetic data generation. We illustrate the results of the parameter estimation with the corresponding ABC algorithm with simulated data.This talk is based on joined work with Massimiliano Tamborrino, University of Warwick, and Irene Tubikanec, Johannes Kepler University Linz.

Thu 10 February 2022, 14:00 (Dublin)
Johnny Guzman (Brown University, USA)
Past Seminars

Thu 13 January 2022
Georgios Akrivis (Institute of Applied and Computational Mathematics, FORTH, Heraklion, Crete, Greece)
The energy technique for BDF methods
The energy technique (or method) is probably the easiest way to establish stability of parabolic (and other) differential equations.
The application of the energy technique to numerical methods with very good stability properties, such as algebraically stable RungeKutta methods or Astable multistep methods, is straightforward. The extension to other numerical methods, such as A($\vartheta$)stable methods, requires some effort and is more interesting; the main difficulty concerns suitable choices of test functions.
Here we focus on the energy technique for backward difference formula (BDF) methods. In the cases of the Astable one and twostep BDF methods the application is trivial. The energy technique is applicable also to the A($\vartheta$)stable three, four and fivestep BDF methods via NevanlinnaOdeh multipliers.
The main results are:
+ No NevanlinnaOdeh multipliers exist for the sixstep BDF method.
+ The energy technique is applicable under a relaxed condition on the multipliers.
+ We present multipliers that make the energy technique applicable also to the sixstep BDF method.
Besides its simplicity, the energy technique is powerful, it leads to several stability estimates, and flexible, it can be easily combined with other stability techniques.
The talk is based on the paper:
G. A., M. Chen, F. Yu, Z. Zhou: The energy technique for the sixstep BDF method, SIAM J. Numer. Anal., 59 (2021), 24492472.
Joint work with:
Minghua Chen, Fan Yu: School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University, Lanzhou, P.R. China;
Zhi Zhou: Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong.
Slides

Thu 2 December 2021
Gabriel Lord (Radboud University, Nijmegen)
Adaptive timestepping for S(P)DEs
Traditional explicit numerical methods to simulate stochastic differential equations (SDEs) or stochastic partial differential equations (SPDEs) rely on globally Lipschitz coefficients to ensure convergence. Many applications of interest include non Lipschitz drift functions. Implicit methods (when they exist) can often be too computationally expensive for practical uses and standard explicit methods suffer from growth of moments of the solution (which can be thought of as a form of numerical instability).
Therefore the construction of explicit methods to simulate SDEs or SPDEs with nonLipschitz drift has been an area of great interest. These methods are broadly in a number of classes where either the numerical approximations are projected or the growth is controlled in the scheme.
In this talk we give an overview, emphasizing the context of SPDEs, of this issue and discuss how using an adaptive time step can be used to control this growth. We will discuss some of the key difficulties in proving strong convergence with a random time mesh and how these might be overcome. We show that in numerical experiments the adaptive time stepping is an efficient alternative to the other methods.
This work is joint with Conall Kelly (UCC) and Fandi Sun and Stuart Campbell (HeriotWatt University)
Slides

Thu 18 November 2021
Andy Wathen (University of Oxford)
Parallel preconditioning for timedependent PDEs
Large scale simulations with partial differential equations (PDEs) demand significant computational resourcesit is one of the problem areas where parallel computation is often a necessity. Ideas for parallel solution of stationary PDE problems have been widely explored, with Domain Decomposition preconditioning being a leading technique. For evolutionary PDEs, however, it would seem that causalitythe need for the solution at earlier time in order to realise it latershould severly limit possibilities for effective parallel computation over time.
In this talk we develop one possible `parallelintime' approach that involves ideas and algorithms from numerical linear algebra.
Slides

Thu 4 November 2021
Kirk Soodhalter (Trinity College Dublin)
Analysis of block GMRES using a new *algebrabased approach
In this talk, we give an general overview of a class of iterative methods for solving linear systems called Krylov subspace methods (KSM) and their block generalizations, focusing on the Generalized Minimum RESidual method (GMRES). We then discuss the challenges of extending convergence results of classical GMRES to its block counterpart and propose a new approach to this analysis. Block KSMs such as block GMRES are generalizations of classical KSMs, and are meant to iteratively solve linear systems with multiple righthand sides (a.k.a. a block righthand side) allatonce rather than individually. These methods have regained attention recently due in part to the computational advantages they offer in the highperformance computing setting. However, this allatonce approach has made analysis of these methods more difficult than for classical KSMs because of the interaction of the different righthand sides. We have proposed an approach built on interpreting the coefficient matrix and block righthand side as being a matrix and vector over a *algebra of square matrices. This allows us to sequester the interactions between the righthand sides into the elements of the *algebra and extend some classical GMRES convergence results to the block setting. We then discuss some challenges which remain and some ideas for how to proceed.
Slides

Thu 21 October 2021
Michal Križek (Czech Academy of Sciences, Prague)
Finite element approximation of a nonlinear heat conduction problem in anisotropic media
This lecture will be a survey of results which we have obtained in solving a stationary nonlinear heat condiction problem by the finite element method. In particular, we present uniqueness theorems for the classical and weak solutions, a comparison theorem, existence theorems for the weak and finite element solutions, convergence of finite element approximations without any regularity assumptions, a priori error estimates, numerical integration, discrete maximum principle, and nonlinear radiation boundary conditions.
Slides

Thu 7 October 2021
Alan Demlow (Texas A&M University)
Geometric errors in surface finite element methods
The LaplaceBeltrami problem is widely used to model physical and other phenomena on surfaces. Finite element methods a widely used option to solve such equations. Typically in FEM the surface on which the PDE is posed is first approximated by a nearby discrete surface, and then the finite element method is posed on the discrete surface much as for PDE on Euclidean spaces. Replacing the original continuous surface by a discrete approximation gives rise to a consistency error (variational crime) that is typically called a geometric error. Until a few years ago, instances of geometric errors appearing in the literature exhibited consistent behavior across a range of situations. More recently a number of cases have arisen in which more subtle behavior occurs. We will describe a couple of such cases, those of eigenvalue problems and a posteriori error estimation.
Slides

Thu 23 September 2021
Thomas Apel (Universität der Bundeswehr München)
A pressurerobust discretization of the
Stokes problem on anisotropic meshes
(joint work with Volker Kempf)
Anisotropic finite element meshes are particularly efficient when the solution of the problem has anisotropic features like boundary layers or edge singularities. Pressurerobustness means that the velocity discretization error does not depend on the pressure approximation. The CrouzeixRaviart method is known to be infsup stable on arbitrary anisotropic meshes, yet not pressurerobust.
Infsup stable finite element schemes with discontinuous pressure can be made pressurerobust by a modified discretization of the exterior forcing term using H(div)conforming reconstruction operators like the RaviartThomas or BrezziDouglasMarini interpolants, [1].
In order to show that the reconstruction approach works for anisotropic discretizations, it was necessary to investigate the interpolation error for the RaviartThomas or BrezziDouglasMarini interpolants on anisotropic elements disclosing subtleties in the definition of the spaces and in shape assumptions, [2,3].
In collaboration with Alexander Linke and Christian Merdon we have generalized the modified CrouzeixRaviart method to a large class of anisotropic triangulations. Numerical examples confirm the theoretical results, [4,5].
[1] A. Linke: On the role of the Helmholtz decomposition in mixed methods for incompressible flows and a new variational crime. Comput. Methods Appl. Mech. Engrg. 268(2014), 782800.
[2] G. Acosta, Th. Apel, R. G. Durán, A. L. Lombardi: Error estimates for RaviartThomas interpolation of any order on anisotropic tetrahedra. Math. Comp. 80(2011), 141163.
[3] Th. Apel, V. Kempf: BrezziDouglasMarini interpolation of any order on anisotropic triangles and tetrahedra. SIAM J. Numer. Anal. 58(2020), 16961718.
[4] Th. Apel, V. Kempf, A. Linke, Chr. Merdon: A nonconforming pressurerobust finite element method for the Stokes equations on anisotropic meshes. IMA Journal of Numerical Analysis (2021).
[5] Th. Apel, V. Kempf: Pressurerobust error estimate of optimal order for the Stokes equations: domains with reentrant edges and anisotropic mesh grading. Calcolo 58(2021).
Slides

Thu 9 September 2021
Scott MacLachlan (Memorial University of Newfoundland)
FiniteElement Modeling of Liquid Crystal Equilibria
Numerical simulation tools for fluid and solid mechanics are often based on the discretisation of coupled systems of partial differential equations, which can easily be identified in terms of physical conservation laws. In contrast, equilibrium configurations of many liquid crystal phases are more naturally described by the firstorder optimality conditions of constrained freeenergy functionals. In this talk, I will present a variational finiteelement approach for computing liquid crystal equilibria, and demonstrate its use for both nematic (rodlike) and smectic (soaplike) liquid crystals. As the main scientific and engineering interest in liquid crystals comes from their ability to exhibit multiple distinct stable equilibrium states, I will discuss the combination of this framework with a nonlinear deflation technique that allows discovery of the energy landscapes for these problems.
Slides + Videos

Thu 12 August 2021
Carmen Rodrigo (Universidad de Zaragoza)
Robust discretizations and solvers for poroelastic problems
The numerical simulation of poroelastic problems has received a lot of attention due to their wide range of applications. Geothermal energy extraction, CO2 storage, hydraulic fracturing or cancer research are among typical societal relevant applications of poromechanics. Robust discretizations with respect to all the physical parameters are needed for this type of problems to obtain reliable numerical solutions. This is a very important task and some efforts are being carried out in this address by the scientific community. In particular, we present here a stable discretization for the three field formulation of the poroelasticity problem. In addition, intensive research has also been focused on the design of efficient methods for solving the large linear systems arising from the discretization of Biot's model, since in real simulations it is the most consuming part. We aim to design efficient and robust preconditioners to accelerate the convergence of Krylov subspace methods. The proposed block preconditioners for solving the Biot's model are based on the wellposedness of the obtained discrete systems, and are robust with respect to both physical and discretization parameters. Numerical results are presented to support the theoretical results.
Slides

Thu 1 July 2021
Erin Carson (Charles University in Prague)
The cost of iterative computations at scale
With exascalelevel computation on the horizon, the art of predicting the cost of computations has acquired a renewed focus. This task is especially challenging in the case of iterative methods, for which a realistic convergence rate often cannot be determined with certainty a priori (unless we are satisfied with potentially outrageous overestimates) and which typically suffer from performance bottlenecks at scale due to synchronization cost. Moreover, the amplification of rounding errors can substantially affect the practical performance, in particular for methods with short recurrences.
In this talk, we focus on what we consider to be key points which are crucial to understanding the cost of iteratively solving linear algebraic systems, particularly in the context of Krylov subspace methods and their communicationavoiding variants. We argue that achieving optimal performance in practice will require a holistic approach, involving collaboration between the fields of numerical analysis, computer science, and computational sciences.
Slides

Thu 17 June 2021
Kai Diethelm (University of Applied Sciences WürzburgSchweinfurt)
Numerical Methods for Terminal Value Problems of Fractional Order
Traditionally, ordinary differential equations of fractional order $\alpha \in (0,1)$ are considered in combination with initial conditions, i.e.\ one imposes a condition on the unknown function at the starting point $a$, say, of the fractional differential operator in question. In practical applications, however, it is not always possible to provide the information about the unknown solution at this particular point. Rather, one is sometimes forced to use a condition of a form like $y(b) = y^*$ with some $b > a$. We briefly discuss analytic properties of such problems, in particular the questions of existence and uniqueness of their solutions. The main part of the talk will then be devoted to numerical methods for obtaining approximate solutions to problems of this type.
Slides

Thu 3 June 2021
Bosco GarciaArchilla (University of Seville)
Stabilized Finite Element Methods for the NavierStokes Equations
This talk will be a journey for non experts on the error analysis of finite element discretizations of the NavierStokes equations. We will start with the error analysis of the heat equation, and, step by step, we will add convection, compressibility and nonlinearity until reaching the NavierStokes equations. On each of these steps, we will analyse the effect of small diffusion on the error bounds, paying special attention to the reduction in order of convergence. Also we will comment on how the stabilization terms (terms added to the discretization improve the approximation) counterbalance the effect of small diffusion. Numerical examples will illustrate the different elements of the analysis.
Slides

Thu 20 May 2021
Zhimin Zhang (Beijing Computational Science Research Center)
Superconvergence: An Old Field with New Territories
The phenomenon of superconvergence is well understood for the hversion finite element method, and researchers in this old field have accumulated a vast literature during the past 50 years. However, a similar study for other numerical methods such as the pversion finite element method, spectral methods, discontinuous Galerkin methods, and finite volume methods is lacking. We believe that the scientific community would also benefit from the study of superconvergence phenomena for those methods. In recent years, some efforts have been made to expand the territory of superconvergence analysis. In this talk, we present some recent developments in superconvergence analysis for discontinuous Galerkin methods and polynomial spectral methods. At the same time, some current issues and unsolved problems will also be addressed.
Slides

Thu 6 May 2021
Catherine Powell (University of Manchester)
Adaptive Stochastic Galerkin Approximation for ParameterDependent PDEs
In this talk, we discuss numerical analysis aspects of stochastic Galerkin approximation for performing forward uncertainty quantification (UQ) in PDE models with uncertain (or parameterdependent) inputs. Starting with a scalar elliptic test problem, we first describe a general strategy for performing a posteriori error estimation to drive adaptive solution algorithms. We then discuss how this methodology can be extended to a more challenging linear elasticity problem with uncertain Young’s modulus. We introduce a threefield parameterdependent PDE model and develop an adaptive stochastic Galerkin mixed finite element scheme. We estimate the error in the natural weighted norm with respect to which the weak formulation is stable. Exploiting the connection between this norm and the underlying PDE operator also leads to an efficient blockdiagonal preconditioning scheme for the associated discrete problems. Both the error estimator and the preconditioner are provably robust in the incompressible limit. If time allows, we will also discuss recent work for poroelasticity problems.
Slides

Thu 22 April 2021
Ricardo Durán (University of Buenos Aires)
The Stokes equations with singular boundary data
First we recall some classic results on the well posedness and numerical approximation of the Stokes equations, particularly we present the fundamental infsup condition and the Bogovskii's constructive approach to prove it. Usually the theory is presented for the homogeneous Dirichlet problem but, by standard trace results, it can be extended to treat nonhomogeneous boundary data provided they are enough regular.
Then, we consider the Dirichlet problem with singular data and analyze its finite element approximation. We prove quasioptimal error estimates for data in fractional order Sobolev spaces approximating the boundary datum by appropriate regularizations, or by the Lagrange interpolation when it is piecewise smooth.
A typical example used to test numerical methods is the so called liddriven cavity problem. Our general results give almost optimal order error estimates for this case when quasiuniform meshes are used.
Finally we comment on an a posteriori error estimator and present some numerical examples showing the good performance of an adaptive procedure based on it.
Slides

Thu 8 April 2021
Emmanuil (Manolis) Georgoulis (University of Leicester/National Technical University of Athens)
hpVersion discontinuous Galerkin methods on arbitrarilyshaped elements
We extend the applicability of the popular interiorpenalty discontinuous Galerkin (dG) method discretizing advectiondiffusionreaction problems to meshes comprising extremely general, essentially arbitrarilyshaped element shapes. In particular, our analysis allows for curved element shapes, without the use of nonlinear elemental maps. The feasibility of the method relies on the definition of a suitable choice of the discontinuity penalization, which turns out to be explicitly dependent on the particular element shape, but essentially independent on small shape variations. This is achieved upon proving extensions of classical inverse estimates to arbitrary element shapes. These inverse estimates may be of independent interest. A priori error bounds for the resulting method are given under very mild structural assumptions restricting the magnitude of the local curvature of element boundaries. We further discuss the applicability of this new framework within adaptive algorithms and discuss briefly the proof of a posteriori error bounds.
Slides

Thu 25 March 2021
Gunar Matthies (Technical University Dresden)
Local projection stabilisation
Originally proposed to stabilise equalorder discretisations of the Stokes problem, local projection stabilisation (LPS) has been applied successfully stabilise dominating convection in both convectiondiffusion equations and incompressible flow problems.
The first part will consider convectiondiffusion equations and discuss the role of a special interpolation operator that is used in the numerical analysis. We will give conditions that ensure its existence and present some example settings. Numerical results will illustrate the behaviour of local projection stabilsation.
The second part of the talk will present some results for Oseen problems where we consider both equalorder and infsup stable discretisations. We will give also some numerical results.
Slides

Thu 11 March 2021
Ivan Graham (University of Bath)
Solving the Helmholtz equation at high frequency
The Helmholtz equation arises when the linear wave equation is reduced to a steady state PDE via Fourier transform in time. It is arguably one of the simplest equations describing linear waves in general geometries and media, and it provides a scalar model for more complicated problems like the elastic wave equation or Maxwell's equations. It arises in many applications, including inverse problems e.g., seismic imaging. Despite it's linearity and apparent simplicity, this equation is difficult to solve because (a) its stability properties are complicated and depend on domain geometry and material properties of the medium; (b) at high frequency, solutions are highly oscillatory, very fine meshes are needed to even guarantee the existence/uniqueness of numerical solutions, and finer meshes are needed for accuracy; (c) the system matrices which arise after discretization are highly indefinite and nonnormal, and (in contrast to positive definite PDE problems), the formulation and analysis of fast parallel iterative methods is difficult. On the last point, there is currently intense research interest amongst a number of groups worldwide on developing efficient linear solvers.
In the talk I'll give some background to the Helmholtz problem, describe what is known about its stability and finite element error analysis and then I'll describe work I have been doing with colleagues on the formulation and analysis of domain decomposition methods for solving the linear systems arising from discretized Helmholtz problems. My main collaborators for the talk are Shihua Gong and Euan Spence (both of Bath) and Jun Zou (Chinese University of Hong Kong), although other collaborators will also be mentioned during the talk.
Slides

Thu 25 February 2021
Bangti Jin (University College London)
Numerical methods for timefractional diffusion
During the past decade, parabolic type equations involving a fractionalorder derivative in time have received much attention, and several numerical methods have been developed. Many existing methods are developed by assuming that the solution is sufficiently smooth. In this talk, I will describe some works on developing robust numerical schemes that do not assume solution regularity directly, but only data regularity.
Slides

Thu 11 February 2021
Gabriel Barrenechea (University of Strathclyde)
The discrete maximum principle in finite element methods
In this talk the satisfaction of the discrete maximum principle for the finite element method will be reviewed. Starting from the most basic results on the topic, and basing ourselves in the algebraic equations, sufficient conditions for the satisfaction of the discrete maximum principle for nonlinear discretisations (of shockcapturing kind) will be given. As an example of such discretisations the family of algebraic flux correction schemes will be analysed in the case of the convectiondiffusion equation, where the role of the mesh geometry will be studied.
Slides

Thu 28 January 2021
Abner Salgado (University of Tennessee)
Numerical methods for spectral fractional diffusion
We present and analyze finite element methods (FEMs) for the numerical approximation of the spectral fractional Laplacian. This method hinges on the extension to an infinite cylinder in one more dimension. We discuss rather delicate numerical issues that arise in the construction of reliable FEMs and in the a priori and a posteriori error analyses of such FEMs for both steady, and evolution fractional diffusion, both linear and nonlinear. We show illustrative simulations, applications, and mention challenging open questions.
Slides

Thu 21 January 2021
Patrick Farrell (University of Oxford)

Reynoldsrobust preconditioners for the stationary incompressible NavierStokes equations
When approximating PDEs with the finite element method, large sparse linear systems must be solved. The ideal preconditioner yields convergence that is algorithmically optimal and parameter robust, i.e. the number of Krylov iterations required to solve the linear system to a given accuracy does not grow substantially as the mesh or problem parameters are changed.
Achieving this for the stationary NavierStokes has proven challenging: LU factorisation is Reynoldsrobust but scales poorly with degree of freedom count, while Schur complement approximations such as PCD and LSC degrade as the Reynolds number is increased.
Building on the work of Schöberl, Olshanskii, and Benzi, in this talk we present the first preconditioner for the Newton linearisation of the stationary NavierStokes equations in three dimensions that achieves both optimal complexity and Reynoldsrobustness. The scheme combines augmented Lagrangian stabilisation, a custom multigrid prolongation operator involving local solves on coarse cells, and an additive patchwise relaxation on each level that captures the kernel of the divergence operator.
We present 3D simulations with over one billion degrees of freedom with robust performance from Reynolds number 10 to 5000. We also present recent extensions to implicitlyconstituted nonNewtonian problems, and to magnetohydrodynamics.
Funding and support:
The organisers are grateful to the Irish Mathematical Society, for their generous financial support.
Organisers:
Alan Hegarty, Conall Kelly, Natalia Kopteva, Niall Madden, Eugene O'Riordan, Kirk Soodhalter and Martin Stynes.