arXiv subjects

Catherine E. Powell

Publications and source records attributed to Catherine E. Powell.

10 recordsLinked to original sources

arXiv2026

A class of low-rank short recurrences for nonsymmetric linear matrix equations

We propose a new class of short matrix recurrences for the solution of nonsymmetric linear equations of the type $\mathbf{A}_1\mathbf{X}\mathbf{B}_1+\ldots+\mathbf{A}_p\mathbf{X}\mathbf{B}_p=CD^T$. Building on ideas underpinning the recently introduced subspace conjugate gradient algorithm, we derive low-rank short recurrences that generalize one-dimensional subspace projection methods to the nonsymmetric matrix equation setting. To limit memory consumption and maximize computational efficiency, rank truncation strategies and modern randomization procedures are incorporated into the proposed algorithms. Computational experiments on a benchmark problem as well as a challenging discretized mixed formulation of a diffusion equation with random inputs illustrate the potential of the proposed methodology.

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arXiv2022

Efficient Adaptive Stochastic Collocation Strategies for Advection-Diffusion Problems with Uncertain Inputs

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution. Developing efficient and accurate solution strategies that account for errors on the space, time and parameter domains simultaneously is highly challenging. Indeed, it is well known that standard polynomial-based approximations on the parameter domain can incur errors that grow in time. In this work, we focus on advection-diffusion problems with parameter-dependent wind fields. A novel adaptive solution strategy is proposed that allows users to combine stochastic collocation on the parameter domain with off-the-shelf adaptive timestepping algorithms with local error control. This is a non-intrusive strategy that builds a polynomial-based surrogate that is adapted sequentially in time. The algorithm is driven by a so-called hierarchical estimator for the parametric error and balances this against an estimate for the global timestepping error which is derived from a scaling argument.

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arXiv2022

IFISS3D: A computational laboratory for investigating finite element approximation in three dimensions

IFISS is an established MATLAB finite element software package for studying strategies for solving partial differential equations (PDEs). IFISS3D is a new add-on toolbox that extends IFISS capabilities for elliptic PDEs from two to three space dimensions. The open-source MATLAB framework provides a computational laboratory for experimentation and exploration of finite element approximation and error estimation, as well as iterative solvers. The package is designed to be useful as a teaching tool for instructors and students who want to learn about state-of-the-art finite element methodology. It will also be useful for researchers as a source of reproducible test matrices of arbitrarily large dimension.

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arXiv2020

Alternating Energy Minimization Methods for Multi-term Matrix Equations

We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and approximations to each matrix are sought by solving certain minimization problems repeatedly. The solution methods we present are based on a rank-adaptive variant of alternating energy minimization methods that builds an approximation iteratively by successively computing a rank-one solution component at each step. We also develop efficient procedures to improve the accuracy of the low-rank approximate solutions computed using these successive rank-one update techniques. We explore the use of the methods with linear multi-term matrix equations that arise from stochastic Galerkin finite element discretizations of parameterized linear elliptic PDEs, and demonstrate their effectiveness with numerical studies.

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arXiv2020

Parameter-robust Stochastic Galerkin mixed approximation for linear poroelasticity with uncertain inputs

Linear poroelasticity models have a number of important applications in biology and geophysics. In particular, Biot's consolidation model is a well-known model that describes the coupled interaction between the linear response of a porous elastic medium and a diffusive fluid flow within it, assuming small deformations. Although deterministic linear poroelasticity models and finite element methods for solving them numerically have been well studied, there is little work to date on robust algorithms for solving poroelasticity models with uncertain inputs and for performing uncertainty quantification (UQ). The Biot model has a number of important physical parameters and inputs whose precise values are often uncertain in real world scenarios. In this work, we introduce and analyse the well-posedness of a new five-field model with uncertain and spatially varying Young's modulus and hydraulic conductivity field. By working with a properly weighted norm, we establish that the weak solution is stable with respect to variations in key physical parameters, including the Poisson ratio. We then introduce a novel locking-free stochastic Galerkin mixed finite element method that is robust in the incompressible limit. Armed with the `right' norm, we construct a parameter-robust preconditioner for the associated discrete systems. Our new method facilitates forward UQ, allowing efficient calculation of statistical quantities of interest and is provably robust with respect to variations in the Poisson ratio, the Biot--Willis constant and the storage coefficient, as well as the discretization parameters.

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arXiv2018

Robust a posteriori error estimation for stochastic Galerkin formulations of parameter-dependent linear elasticity equations

The focus of this work is a posteriori error estimation for stochastic Galerkin approximations of parameter-dependent linear elasticity equations. The starting point is a three-field PDE model in which the Young's modulus is an affine function of a countable set of parameters. We analyse the weak formulation, its stability with respect to a weighted norm and discuss approximation using stochastic Galerkin mixed finite element methods (SG-MFEMs). We introduce a novel a posteriori error estimation scheme and establish upper and lower bounds for the SG-MFEM error. The constants in the bounds are independent of the Poisson ratio as well as the SG-MFEM discretisation parameters. In addition, we discuss proxies for the error reduction associated with certain enrichments of the SG-MFEM spaces and we use these to develop an adaptive algorithm that terminates when the estimated error falls below a user-prescribed tolerance. We prove that both the a posteriori error estimate and the error reduction proxies are reliable and efficient in the incompressible limit case. Numerical results are presented to validate the theory. All experiments were performed using open source (IFISS) software that is available online.

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arXiv2018

Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation

Partial differential equations (PDEs) with inputs that depend on infinitely many parameters pose serious theoretical and computational challenges. Sophisticated numerical algorithms that automatically determine which parameters need to be activated in the approximation space in order to estimate a quantity of interest to a prescribed error tolerance are needed. For elliptic PDEs with parameter-dependent coefficients, stochastic Galerkin finite element methods (SGFEMs) have been well studied. Under certain assumptions, it can be shown that there exists a sequence of SGFEM approximation spaces for which the energy norm of the error decays to zero at a rate that is independent of the number of input parameters. However, it is not clear how to adaptively construct these spaces in a practical and computationally efficient way. We present a new adaptive SGFEM algorithm that tackles elliptic PDEs with parameter-dependent coefficients quickly and efficiently. We consider approximation spaces with a multilevel structure---where each solution mode is associated with a finite element space on a potentially different mesh---and use an implicit a posteriori error estimation strategy to steer the adaptive enrichment of the space. At each step, the components of the error estimator are used to assess the potential benefits of a variety of enrichment strategies, including whether or not to activate more parameters. No marking or tuning parameters are required. Numerical experiments for a selection of test problems demonstrate that the new method performs optimally in that it generates a sequence of approximations for which the estimated energy error decays to zero at the same rate as the error for the underlying finite element method applied to the associated parameter-free problem.

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arXiv2018

Robust preconditioning for stochastic Galerkin formulations of parameter-dependent nearly incompressible linear elasticity equations

We consider the nearly incompressible linear elasticity problem with an uncertain spatially varying Young's modulus. The uncertainty is modelled with a finite set of parameters with prescribed probability distribution. We introduce a novel three-field mixed variational formulation of the PDE model and discuss its approximation by stochastic Galerkin mixed finite element techniques. First, we establish the well posedness of the proposed variational formulation and the associated finite-dimensional approximation. Second, we focus on the efficient solution of the associated large and indefinite linear system of equations. A new preconditioner is introduced for use with the minimal residual method (MINRES). Eigenvalue bounds for the preconditioned system are established and shown to be independent of the discretisation parameters and the Poisson ratio. The S-IFISS software used for computation is available online.

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arXiv2018

Robust error estimation for lowest-order approximation of nearly incompressible elasticity

We consider so-called Herrmann and Hydrostatic mixed formulations of classical linear elasticity and analyse the error associated with locally stabilised $P_1-P_0$ finite element approximation. First, we prove a stability estimate for the discrete problem and establish an a priori estimate for the associated energy error. Second, we consider a residual-based a posteriori error estimator as well as a local Poisson problem estimator. We establish bounds for the energy error that are independent of the Lam\'{e} coefficients and prove that the estimators are robust in the incompressible limit. A key issue to be addressed is the requirement for pressure stabilisation. Numerical results are presented that validate the theory. The software used is available online.

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arXiv2017

Robust a posteriori error estimators for mixed approximation of nearly incompressible elasticity

This paper is concerned with the analysis and implementation of robust finite element approximation methods for mixed formulations of linear elasticity problems where the elastic solid is almost incompressible. Several novel a posteriori error estimators for the energy norm of the finite element error are proposed and analysed. We establish upper and lower bounds for the energy error in terms of the proposed error estimators and prove that the constants in the bounds are independent of the Lam\'{e} coefficients: thus the proposed estimators are robust in the incompressible limit. Numerical results are presented that validate the theoretical estimates. The software used to generate these results is available online.

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