Positivity-preserving and energy-dissipating discontinuous Galerkin methods for nonlinear nonlocal Fokker–Planck equations
Abstract This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker– Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.
69
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- Mar 18, 2010
- Mathematical and Computer Modelling
70
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- Sep 3, 2013
- Physica D: Nonlinear Phenomena
27
- 10.1007/s10915-016-0174-0
- Feb 8, 2016
- Journal of Scientific Computing
72
- 10.1016/j.jcp.2014.02.036
- Mar 13, 2014
- Journal of Computational Physics
2312
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- Jan 1, 2001
- SIAM Review
556
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32
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- Jan 1, 2019
- SIAM Journal on Scientific Computing
167
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- May 22, 2013
- Archive for Rational Mechanics and Analysis
146
- 10.1016/j.jcp.2010.05.035
- Jun 2, 2010
- Journal of Computational Physics
185
- 10.1137/080720255
- Jan 1, 2009
- SIAM Journal on Numerical Analysis
- Dissertation
- 10.25534/tuprints-00012308
- Aug 27, 2020
The aim of this work is to provide a solver for viscoelastic multi-phase flows within the Bounded Support Spectral Solver (BoSSS) currently under development at the Chair of Fluid Dynamics at the Technical University of Darmstadt. The discretisation in BoSSS consists of a high-order Discontinuous Galerkin (DG) method for single-phase flow and a high-order eXtended Discontinuous Galerkin (XDG) method for the multi-phase purpose. The solver shall be used to investigate numerically the behaviour of viscoelastic droplets. The macroscopic Oldroyd B model which is used in a wide range of applications is chosen as the constitutive model. A detailed derivation of the system of equations including the modeling principles for the Oldroyd B model is presented. A DG discretisation of the system of equations including the Local Discontinuous Galerkin (LDG) method is presented after introducing the field of the DG method. The derivation of appropriate flux functions for the constitutive equations and the extra stress tensor are one of the key derivations of this scientific work. Difficulties arising in the numerical solution of viscoelastic flow problems for higher Weissenberg numbers for different discretisation methods are due to the convection dominated, mixed hyperbolic-elliptic-parabolic nature of the system of equations. Several strategies are presented which overcome these problems and are known from the literature. A key achievement of this scientific work is the application of the LDG method, originally developed for a hyperbolic system of equations for a Newtonian fluid, on the viscoelastic system of equations which renders methods for preserving ellipticity unnecessary. Furthermore, various strategiesn to enhance and to support convergence of the solution of the DG discretised system are presented. These are the Newton method with different approaches determining the Jacobian of the system, a homotopy continuation method based on the Weissenberg number for a better initial guess for the Newton method, and a troubled cell indicator combined with an artificial diffusion approach or an adaptive mesh refinement strategy, respectively. For the completeness of this work the XDG method is presented using a sharp interface approach with a signed distance level-set function as it is implemented in BoSSS. The single-phase solver is combined with these methods and appropriate flux functions for the interface are implemented to enable multi-phase applications for viscoelastic fluid. Several numerical experiments are conducted to verify and to validate the viscoelastic singlephase solver and to show the capability of the viscoelastic multi-phase solver to simulate viscoelastic droplets. Advantages and disadvantages of the implementation and an outlook for future research can be found in the conclusion.
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227
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Entropy stable high order discontinuous Galerkin methods with suitable quadrature rules for hyperbolic conservation laws
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- Jun 3, 2015
- Advances in Applied Mathematics and Mechanics
In this paper, high-order Discontinuous Galerkin (DG) method is used to solve the two-dimensional Euler equations. A shock-capturing method based on the artificial viscosity technique is employed to handle physical discontinuities. Numerical tests show that the shocks can be captured within one element even on very coarse grids. The thickness of the shocks is dominated by the local mesh size and the local order of the basis functions. In order to obtain better shock resolution, a straightforward hp-adaptivity strategy is introduced, which is based on the high-order contribution calculated using hierarchical basis. Numerical results indicate that the hp-adaptivity method is easy to implement and better shock resolution can be obtained with smaller local mesh size and higher local order.
- Research Article
8
- 10.1007/s00466-017-1479-z
- Sep 19, 2017
- Computational Mechanics
The paper deals with high-order discontinuous Galerkin (DG) method with the approximation order that exceeds 20 and reaches 100 and even 1000 with respect to one-dimensional case. To achieve such a high order solution, the DG method with finite difference method has to be applied. The basis functions of this method are high-order orthogonal Legendre or Chebyshev polynomials. These polynomials are defined in one-dimensional space (1D), but they can be easily adapted to two-dimensional space (2D) by cross products. There are no nodes in the elements and the degrees of freedom are coefficients of linear combination of basis functions. In this sort of analysis the reference elements are needed, so the transformations of the reference element into the real one are needed as well as the transformations connected with the mesh skeleton. Due to orthogonality of the basis functions, the obtained matrices are sparse even for finite elements with more than thousands degrees of freedom. In consequence, the truncation errors are limited and very high-order analysis can be performed. The paper is illustrated with a set of benchmark examples of 1D and 2D for the elliptic problems. The example presents the great effectiveness of the method that can shorten the length of calculation over hundreds times.
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12
- 10.1016/j.jcpx.2019.100023
- Mar 1, 2019
- Journal of Computational Physics: X
A parallel hp-adaptive high order discontinuous Galerkin method for the incompressible Navier-Stokes equations
- Research Article
27
- 10.1007/s10915-016-0174-0
- Feb 8, 2016
- Journal of Scientific Computing
We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time tends to infinity. The scheme is shown to satisfy a discrete version of the entropy dissipation law and preserve steady-states, therefore providing numerical solutions with satisfying long-time behavior. The positivity of numerical solutions is enforced through a reconstruction algorithm, based on positive cell averages. For the model with trivial potential, a parameter range sufficient for positivity preservation is rigorously established. For other cases, cell averages can be made positive at each time step by tuning the numerical flux parameters. A selected set of numerical examples is presented to confirm both the high-order accuracy and the efficiency to capture the large-time asymptotic.
- Book Chapter
9
- 10.1007/978-3-642-16405-7_23
- Jan 1, 2013
Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of accuracy without compromising simulation stability. In a recent publication, we have shown that DG methods also adapt readily to execution on modern, massively parallel graphics processors (GPUs). A number of qualities of the method contribute to this suitability, reaching from locality of reference, through regularity of access patterns, to high arithmetic intensity. In this article, we illuminate a few of the more practical aspects of bringing DG onto a GPU, including the use of a Python-based metaprogramming infrastructure that was created specifically to support DG, but has found many uses across all disciplines of computational science.
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8
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Coupling local discontinuous and continuous galerkin methods for flow problems
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2
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A very high order discontinuous Galerkin method for the numerical solution of stiff DDEs
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- Oct 1, 2024
- Physics of Fluids
A local preconditioning high-order discontinuous Galerkin (DG) method is introduced to enhance the efficiency and accuracy of the density-based approach for low-speed flows. The method is based on the time-derivative preconditioning technique typically employed in finite volume methods. Traditional approximation methods that only precondition low-order derivatives lead to incompatibility of the equations. To extend the preconditioning technique to the DG method, we employ an analytic preconditioning mass matrix derived from the DG formulation of the preconditioned Navier–Stokes equations. Modified numerical flux functions and a self-adaptive local velocity truncation parameter are employed for DG systems with preconditioning. We demonstrate the efficiency and accuracy of the preconditioned DG method using explicit and implicit schemes for steady flows and a dual-time scheme for unsteady flows. The method has been implemented and used to compute a variety of flow problems, including inviscid and laminar flows, utilizing various degrees of polynomial approximations. Computations with and without preconditioning are performed to analyze the influence of spatial discretization on the accuracy and convergence of the DG solutions at low Mach numbers. Numerical results underscore the enhanced accuracy and convergence properties of the proposed method for low-speed flows, indicating significant performance improvements over traditional methods.
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1
- 10.1063/5.0238605
- Nov 1, 2024
- Physics of Fluids
Adaptive mesh refinement (AMR) technology and high-order methods are important means to improve the quality of simulation results and have been hotspots in the computational fluid dynamics community. In this paper, high-order discontinuous Galerkin (DG) and direct DG (DDG) finite element methods are developed based on a parallel adaptive Cartesian grid to simulate compressible flow. On the one hand, a high-order multi-resolution weighted essentially nonoscillatory limiter is proposed for DG and DDG methods. This limiter can enhance the stability of DG/DDG methods for compressible flows dominated by shock waves. It is also compact, making it suitable for the implementation of AMR with frequent refinement/coarsening. On the other hand, a coupling method of DG and immersed boundary method is proposed to simulate flow around objects. Due to the compactness of DG, the physical quantities of image points can be directly obtained through the DG/DDG polynomial of the corresponding cells. It avoids the wide interpolation stencil of traditional IBM and makes it more suitable for the parallel adaptive Cartesian grid framework in this paper. Finally, the performance of the proposed method is verified through typical two- and three-dimensional cases. The results indicate that the method proposed in this paper has low numerical dissipation in smooth areas and can effectively handle compressible flow dominated by discontinuities. Moreover, for transonic flow over a sphere, the error of results between the proposed method and direct numerical simulation is within 1%, fully validating the accuracy of the method presented in this paper.
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4
- 10.1016/j.compfluid.2020.104744
- Oct 2, 2020
- Computers & Fluids
A fully interior penalty discontinuous Galerkin method for variable density groundwater flow problems
- Conference Article
9
- 10.2514/6.2011-3058
- Jun 14, 2011
A simple yet robust and accurate approach for capturing shock waves using a high-order discontinuous Galerkin (DG) method is presented. The method uses the physical viscous terms of the Navier-Stokes equations as suggested by others; however, the proposed formulation of the numerical viscosity is continuous and compact by construction, and does not require the solution of an auxiliary diffusion equation. This work also presents two analyses that guided the formulation of the numerical viscosity and certain aspects of the DG implementation. A local eigenvalue analysis of the DG discretization applied to a shock containing element is used to evaluate the robustness of several Riemann flux functions, and to evaluate algorithm choices that exist within the underlying DG discretization. A second analysis examines exact solutions to the DG discretization in a shock containing element, and identifies a instability that will inevitably arise when solving the Euler equations using the DG method. This analysis identifies the minimum viscosity required for stability. The shock capturing method is demonstrated for high-speed flow over an inviscid cylinder and for an unsteady disturbance in a hypersonic boundary layer. Numerical tests are presented that evaluate several aspects of the shock detection terms. The sensitivity of the results to model parameters is examined with grid and order refinement studies.
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155
- 10.1016/j.jcp.2011.07.018
- Aug 5, 2011
- Journal of Computational Physics
Positivity preserving semi-Lagrangian discontinuous Galerkin formulation: Theoretical analysis and application to the Vlasov–Poisson system
- Research Article
59
- 10.1002/fld.2118
- Jun 28, 2010
- International Journal for Numerical Methods in Fluids
We extend the explicit in time high‐order triangular discontinuous Galerkin (DG) method to semi‐implicit (SI) and then apply the algorithm to the two‐dimensional oceanic shallow water equations; we implement high‐order SI time‐integrators using the backward difference formulas from orders one to six. The reason for changing the time‐integration method from explicit to SI is that explicit methods require a very small time step in order to maintain stability, especially for high‐order DG methods. Changing the time‐integration method to SI allows one to circumvent the stability criterion due to the gravity waves, which for most shallow water applications are the fastest waves in the system (the exception being supercritical flow where the Froude number is greater than one). The challenge of constructing a SI method for a DG model is that the DG machinery requires not only the standard finite element‐type area integrals, but also the finite volume‐type boundary integrals as well. These boundary integrals pose the biggest challenge in a SI discretization because they require the construction of a Riemann solver that is the true linear representation of the nonlinear Riemann problem; if this condition is not satisfied then the resulting numerical method will not be consistent with the continuous equations. In this paper we couple the SI time‐integrators with the DG method while maintaining most of the usual attributes associated with DG methods such as: high‐order accuracy (in both space and time), parallel efficiency, excellent stability, and conservation. The only property lost is that of a compact communication stencil typical of time‐explicit DG methods; implicit methods will always require a much larger communication stencil. We apply the new high‐order SI DG method to the shallow water equations and show results for many standard test cases of oceanic interest such as: standing, Kelvin and Rossby soliton waves, and the Stommel problem. The results show that the new high‐order SI DG model, that has already been shown to yield exponentially convergent solutions in space for smooth problems, results in a more efficient model than its explicit counterpart. Furthermore, for those problems where the spatial resolution is sufficiently high compared with the length scales of the flow, the capacity to use high‐order (HO) time‐integrators is a necessary complement to the employment of HO space discretizations, since the total numerical error would be otherwise dominated by the time discretization error. In fact, in the limit of increasing spatial resolution, it makes little sense to use HO spatial discretizations coupled with low‐order time discretizations. Published in 2009 by John Wiley & Sons, Ltd.
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