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A priori error analysis of the proximal Galerkin method

Brendan Keith, Rami Masri, Marius Zeinhofer

TL;DR

We present the first general a priori error analysis of the proximal Galerkin (PG) method for quadratic variational problems with pointwise inequality constraints. The framework combines latent proximal point reformulations with Legendre/Bregman regularization to yield a discretized saddle-point system, energy dissipation, and mesh-independent iteration complexity. We prove existence/uniqueness of discrete subproblems, derive best-approximation error estimates, and establish convergence rates that are mesh-independent, then instantiate the theory for obstacle and Signorini problems to achieve optimal rates across several finite element pairs. The results justify the practical robustness of PG, enable analysis under low regularity, and point toward extensions to higher-order accuracy and broader classes of inequality-constrained problems.

Abstract

The proximal Galerkin (PG) method is a finite element method for solving variational problems with inequality constraints. It has several advantages, including constraint-preserving approximations and mesh independence. This paper presents the first abstract a priori error analysis of PG methods, providing a general framework to establish convergence and error estimates. As applications of the framework, we demonstrate optimal convergence rates for both the obstacle and Signorini problems using various finite element subspaces.

A priori error analysis of the proximal Galerkin method

TL;DR

We present the first general a priori error analysis of the proximal Galerkin (PG) method for quadratic variational problems with pointwise inequality constraints. The framework combines latent proximal point reformulations with Legendre/Bregman regularization to yield a discretized saddle-point system, energy dissipation, and mesh-independent iteration complexity. We prove existence/uniqueness of discrete subproblems, derive best-approximation error estimates, and establish convergence rates that are mesh-independent, then instantiate the theory for obstacle and Signorini problems to achieve optimal rates across several finite element pairs. The results justify the practical robustness of PG, enable analysis under low regularity, and point toward extensions to higher-order accuracy and broader classes of inequality-constrained problems.

Abstract

The proximal Galerkin (PG) method is a finite element method for solving variational problems with inequality constraints. It has several advantages, including constraint-preserving approximations and mesh independence. This paper presents the first abstract a priori error analysis of PG methods, providing a general framework to establish convergence and error estimates. As applications of the framework, we demonstrate optimal convergence rates for both the obstacle and Signorini problems using various finite element subspaces.

Paper Structure

This paper contains 26 sections, 15 theorems, 201 equations, 3 algorithms.

Key Result

Theorem 3.1

Assume we are in the setting outlined in sec:general_setupsec:compatibility. Then for every $k \geq 1$, the nonlinear saddle point problem eq:lvpp_g_0-eq:lvpp_g_1 admits a unique solution pair $(u_h^{k}, \psi_h^{k})\in V_h\times W_h$.

Theorems & Definitions (42)

  • Example 1.1: Obstacle problem
  • Example 1.2: Signorini problem
  • Example 1.3: Image restoration
  • Example 2.1: Shannon entropy
  • Example 2.2: Fermi--Dirac binary entropy
  • Example 2.3: Hellinger entropy
  • Example 3.1: The obstacle problem, part 2
  • Example 3.2: The Signorini problem, part 2
  • Example 3.3: Point-wise divergence constraints
  • Theorem 3.1: Existence and uniqueness of solutions
  • ...and 32 more