Hidden convexity in the heat, linear transport, and Euler's rigid body equations: A computational approach

A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of Euler for the rotation of a rigid body about a fixed point. The formulation turns initial-(boundary) value problems into degenerate elliptic boundary value problems in (space)-time domains representing the Euler-Lagrange equations of suitably designed dual functionals in each of the above problems. We demonstrate reasonable success in approximating solutions of this range of parabolic, hyperbolic, and ODE primal problems, which includes energy dissipation as well as conservation, by a unified dual strategy lending itself to a variational formulation. The scheme naturally associates a family of dual solutions to a unique primal solution; such `gauge invariance' is demonstrated in our computed solutions of the heat and transport equations, including the case of a transient dual solution corresponding to a steady primal solution of the heat equation. Primal evolution problems with causality are shown to be correctly approximated by non-causal dual problems.