Abstract

We describe norm representations for interpolation spaces generated by finite-dimensional subspaces of Hilbert spaces. These norms are products of integer and noninteger powers of the Grammian matrices associated with the generating pair of spaces for the interpolation space. We include a brief description of some of the algorithms which allow the efficient computation of matrix powers. We consider in some detail the case of fractional Sobolev spaces both for positive and negative indices together with applications arising in preconditioning techniques. Numerical experiments are included.

MSC codes

  1. 65F10
  2. 65F15
  3. 65F35
  4. 46B70
  5. 35J15
  6. 35J30

Keywords

  1. interpolation spaces
  2. Hilbert spaces
  3. finite element method
  4. domain decomposition

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
R. A. Adams and J. J. F. Fournier, Sobolev Spaces, 2nd ed., Pure Appl. Math. (Amst.) 140, Elsevier/Academic Press, Amsterdam, 2003.
2.
E. J. Allen, J. Baglama, and S. K. Boyd, Numerical approximation of the product of the square root of a matrix with a vector, Linear Algebra Appl., 310 (2000), pp. 167–181.
3.
M. Arioli, D. Kouronis, and D. Loghin, Discrete Fractional Sobolev Norms for Domain Decomposition Preconditioning, Technical report RAL-TR-2008-031, Rutherford Appleton Laboratory, Chilton, UK, 2008.
4.
M. Arioli and D. Loghin, Boundary Preconditioners for Fourth-Order Elliptic Problems, manuscript, 2008.
5.
J. O. I. Babuška and J. Pitkäranta, Analysis of mixed methods using mesh dependent norms, Math. Comp., 35 (1980), pp. 1039–1062.
6.
S. Bertoluzza and A. Kunoth, Wavelet stabilization and preconditioning for domain decomposition, IMA J. Numer. Anal., 20 (2000), pp. 533–559.
7.
D. Braess and P. Peisker, On the numerical solution of the biharmonic equation and the role of squaring matrices for preconditioning, IMA J. Numer. Anal., 6 (1986), pp. 393–404.
8.
J. H. Bramble, J. E. Pasciak, and A. H. Schatz, The construction of preconditioners for elliptic problems by substructuring. I, Math. Comp., 47 (1986), pp. 103–134.
9.
J. H. Bramble, J. E. Pasciak, and P. S. Vassilevski, Computational scales of Sobolev norms with applications to preconditioning, Math. Comp., 69 (2000), pp. 463–480.
10.
S. C. Brenner and L. R. Scott, The Mathematical Theory of Finite Element Methods, Springer, New York, 1994.
11.
F. Brezzi and L. Marini, A three-field domain decomposition method, in Domain Decomposition Methods in Science and Engineering, Contemp. Math. 157, AMS, Providence, RI, 1994, pp. 27–34.
12.
F. Brezzi and P. A. Raviart, Mixed finite element methods for 4th order elliptic problems, in Topics in Numerical Analysis III, J. J. H. Miller, ed., Academic Press, London, 1977, pp. 33–56.
13.
C. Burstedde, Fast Optimised Wavelet Methods for Control Problems Constrained by Elliptic PDEs, Ph.D. thesis, Rheinischen Friedrich-Wilhelms-Universität Bonn, Bonn, Germany, 2005.
14.
C. Burstedde, On the numerical evaluation of fractional Sobolev norms, Commun. Pure Appl. Anal., 6 (2007), pp. 587–605.
15.
C. Cabos, Evaluation of matrix functions with the block Lanczos algorithm, Comput. Math. Appl., 33 (1997), pp. 45–57.
16.
T. F. Chan, Analysis of preconditioners for domain decomposition, SIAM J. Numer. Anal., 24 (1987), pp. 382–390.
17.
T. F. C. Chan and T. P. Mathew, The interface probing technique in domain decomposition, SIAM J. Matrix Anal. Appl., 13 (1992), pp. 212–238.
18.
P. G. Ciarlet and P. A. Raviart, A mixed finite element method for the biharmonic equation, in Mathematical Aspects of Finite Elements in Partial Differential Equations, C. de Boor, ed., Academic Press, New York, 1974, pp. 125–145.
19.
V. Druskin, A. Greenbaum, and L. Knizhnerman, Using nonorthogonal Lanczos vectors in the computation of matrix functions, SIAM J. Sci. Comput., 19 (1998), pp. 38–54.
20.
V. Druskin and L. Knizhnerman, Two polynomial methods of calculating functions of symmetric matrices, U.S.S.R. Comput. Math. and Math. Phys., 29 (1989), pp. 112–121.
21.
V. Druskin and L. Knizhnerman, Extended Krylov subspaces: Approximation of the matrix square root and related functions, SIAM J. Matrix Anal. Appl., 19 (1998), pp. 755–771.
22.
M. Dryja, A capacitance matrix method for Dirichlet problem on polygon region, Numer. Math., 39 (1982), pp. 51–64.
23.
M. Dryja, A finite element-capacitance method for elliptic problems on regions partitioned into subregions, Numer. Math., 44 (1984), pp. 153–168.
24.
H. Egger, Semi-iterative regularization in Hilbert scales, SIAM J. Numer. Anal., 44 (2006), pp. 66–81.
25.
H. Egger and A. Neubauer, Preconditioning Landweber iteration in Hilbert scales, Numer. Math., 101 (2005), pp. 643–662.
26.
M. Eiermann and O. G. Ernst, A restarted Krylov subspace method for the evaluation of matrix functions, SIAM J. Numer. Anal., 44 (2006), pp. 2481–2504.
27.
H. Elman and D. Silvester, Fast nonsymmetric iterations and preconditioning for Navier–Stokes equations, SIAM J. Sci. Comput., 17 (1996), pp. 33–46.
28.
R. S. Falk, Approximation of the biharmonic equation by a mixed finite element method, SIAM J. Numer. Anal., 15 (1978), pp. 556–567.
29.
L. Friedlander, Extremal properties of eigenvalues for a metric graph, Ann. Inst. Fourier (Grenoble), 55 (2005), pp. 199–211.
30.
R. Glowinski and O. Pironneau, Numerical methods for the first biharmonic equation and for the two-dimensional Stokes problem, SIAM Rev., 21 (1979), pp. 167–212.
31.
G. H. Golub and A. J. Wathen, An iteration for indefinite systems and its application to the Navier–Stokes equations., SIAM J. Sci. Comput., 19 (1998), pp. 530–539.
32.
N. Hale, N. J. Higham, and L. N. Trefethen, Computing ${A}^\alpha$, $\log{(A)}$, and related matrix functions by contour integrals, SIAM J. Numer. Anal., 46 (2008), pp. 2505–2523.
33.
M. Hegland, Variable Hilbert scales and their interpolation inequalities with applications to Tikhonov regularization, Appl. Anal., 59 (1995), pp. 207–223.
34.
N. J. Higham, Functions of Matrices: Theory and Computation, SIAM, Philadelphia, 2008.
35.
R. A. Horn and C. R. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, UK, 1985.
36.
D. Kay, D. Loghin, and A. J. Wathen, A preconditioner for the steady-state Navier–Stokes equations, SIAM J. Sci. Comput., 24 (2002), pp. 237–256.
37.
P. Kuchment, Quantum graphs: An introduction and a brief survey, in Analysis in Graphs and Its Applications, AMS, Providence, RI, 2008, pp. 291–312.
38.
J. Lions and E. Magenes, Problèmes aux limites non homogènes et applications, Dunod, Paris, 1968.
39.
P. Monk, A mixed finite element method for the biharmonic equation, SIAM J. Numer. Anal., 24 (1987), pp. 737–749.
40.
M. F. Murphy, G. H. Golub, and A. J. Wathen, A note on preconditioning for indefinite linear systems, SIAM J. Sci. Comput., 21 (2000), pp. 1969–1972.
41.
F. Natterer, A Sobolev space analysis of picture reconstruction, SIAM J. Appl. Math., 39 (1980), pp. 402–411.
42.
A. Neubauer, An a posteriori parameter choice for Tikhonov regularization in Hilbert scales leading to optimal convergence rates, SIAM J. Numer. Anal., 25 (1988), pp. 1313–1326.
43.
B. N. Parlett, The Symmetric Eigenvalue Problem, Classics Appl. Math. 20, SIAM, Philadelphia, 1998.
44.
P. Peisker, On the numerical solution of the first biharmonic equation, RAIRO Modél Math., 22 (1988), pp. 655–676.
45.
A. Quarteroni and A. Valli, Domain Decomposition Methods for Partial Differential Equations, Numer. Math. Sci. Comput., Oxford University Press, New York, 1999.
46.
Y. Saad, Analysis of some Krylov subspace approximations to the matrix exponential operator, SIAM J. Numer. Anal., 29 (1992), pp. 209–228.
47.
G. Sangalli, A uniform analysis of nonsymmetric and coercive linear operators, SIAM J. Math. Anal., 36 (2005), pp. 2033–2048.
48.
G. Sangalli, Robust a-posteriori estimator for advection-diffusion-reaction problems, Math. Comp., 77 (2008), pp. 41–70.
49.
V. V. Shaidurov, Multigrid Methods for Finite Elements, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1995.
50.
D. J. Silvester and M. D. Mihajlović, A black-box multigrid preconditioner for the biharmonic equation, BIT, 44 (2004), pp. 151–163.
51.
D. Silvester and A. Wathen, Fast iterative solution of stabilised Stokes systems Part II: Using general block preconditioners, SIAM J. Numer. Anal., 31 (1994), pp. 1352–1367.
52.
U. Tautenhahn, Error estimates for regularization methods in Hilbert scales, SIAM J. Numer. Anal., 33 (1996), pp. 2120–2130.
53.
A. Toselli and O. Widlund, Domain Decomposition Methods—Algorithms and Theory, Springer, Berlin, 2005.
54.
J. Xu and S. Zhang, Preconditioning the Poincaré-Steklov operator by using Green's function, Math. Comp., 66 (1997), pp. 125–138.
55.
K. Yosida, Functional Analysis, Classics Math., Springer, Berlin, 1995.

Information & Authors

Information

Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
Pages: 2924 - 2951
ISSN (online): 1095-7170

History

Submitted: 7 July 2008
Accepted: 8 June 2009
Published online: 19 August 2009

MSC codes

  1. 65F10
  2. 65F15
  3. 65F35
  4. 46B70
  5. 35J15
  6. 35J30

Keywords

  1. interpolation spaces
  2. Hilbert spaces
  3. finite element method
  4. domain decomposition

Authors

Affiliations

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

View Options

View options

PDF

View PDF

Figures

Tables

Media

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media