Algebraic Flux Correction Schemes Research Articles

A nodally bound-preserving finite element method for reaction–convection–diffusion equations

This paper introduces a novel approach to approximate a broad range of reaction–convection–diffusion equations using conforming finite element methods while providing a discrete solution respecting the physical bounds given by the underlying differential equation. The main result of this work demonstrates that the numerical solution achieves an accuracy of [Formula: see text] in the energy norm, where [Formula: see text] represents the underlying polynomial degree. To validate the approach, a series of numerical experiments had been conducted for various problem instances. Comparisons with the linear continuous interior penalty stabilised method, and the algebraic flux-correction scheme (for the piecewise linear finite element case) have been carried out, where we can observe the favorable performance of the current approach.

Analysis of algebraic flux correction schemes for semi-discrete advection problems

Based on recent developments regarding the analysis of algebraic flux correction schemes, we consider a locally bound-preserving discretization of the time-dependent advection equation. Specifically, we analyze a monolithic convex limiting scheme based on piecewise (multi-)linear continuous finite elements in the semi-discrete formulation. To stabilize the discretization, we use low order time derivatives in the definition of raw antidiffusive fluxes. Our analytical investigation reveals that their limited counterparts should satisfy a certain compatibility condition. The conducted numerical experiments suggest that this prerequisite is satisfied unless the size of mesh elements is vastly different. We prove global-in-time existence of semi-discrete approximations and derive an a priori error estimate for finite time intervals with a worst-case convergence rate of frac{1}{2} w. r. t. the {textrm{L}}^2 error. This rate is optimal in the setting under consideration because we allow all correction factors of the flux-corrected scheme to become zero. In this case, the algorithm reduces to the bound-preserving discrete upwinding method but the limited counterpart of this scheme converges much faster, in practice. Additional numerical experiments are performed to verify the provable convergence rate for a few variants of the scheme.

An algebraic flux correction scheme facilitating the use of Newton-like solution strategies

Building on recent advances in the analysis and design of algebraic flux correction (AFC) schemes, new differentiable limiter functions are constructed for efficient nonlinear solution strategies. The proposed scaling parameters are used to limit artificial diffusion operators incorporated into the residual of a high order target scheme to produce accurate and bound-preserving finite element approximations to hyperbolic problems. Due to this stabilization procedure, the occurring system becomes highly nonlinear and the efficient computation of corresponding solutions is a challenging task. The presented regularization approach makes the AFC residual twice continuously differentiable so that Newton’s method converges quadratically for sufficiently good initial guesses. Furthermore, the performance of each nonlinear iteration is improved by expressing the Jacobian as the sum and product of matrices having the same sparsity pattern as the Galerkin system matrix. Eventually, the AFC methodology constructed is validated numerically by applying it to several numerical benchmarks.

Locally bound-preserving enriched Galerkin methods for the linear advection equation

In this work, we introduce algebraic flux correction schemes for enriched (P1⊕P0 and Q1⊕P0) Galerkin discretizations of the linear advection equation. The piecewise-constant component stabilizes the continuous Galerkin approximation without introducing free parameters. However, violations of discrete maximum principles are possible in the neighborhood of discontinuities and steep fronts. To keep the cell averages and the degrees of freedom of the continuous P1/Q1 component in the admissible range, we limit the fluxes and element contributions, the complete removal of which would correspond to first-order upwinding. The first limiting procedure that we consider in this paper is based on the flux-corrected transport (FCT) paradigm. It belongs to the family of predictor-corrector algorithms and requires the use of small time steps. The second limiting strategy is monolithic and produces nonlinear problems with well-defined residuals. This kind of limiting is well suited for stationary and time-dependent problems alike. The need for inverting consistent mass matrices in explicit strong stability preserving Runge–Kutta time integrators is avoided by reconstructing nodal time derivatives from cell averages. Numerical studies are performed for standard 2D test problems.

A unified analysis of algebraic flux correction schemes for convection\u2013diffusion equations

Recent results on the numerical analysis of algebraic flux correction (AFC) finite element schemes for scalar convection–diffusion equations are reviewed and presented in a unified way. A general form of the method is presented using a link between AFC schemes and nonlinear edge-based diffusion schemes. Then, specific versions of the method, that is, different definitions for the flux limiters, are reviewed and their main results stated. Numerical studies compare the different versions of the scheme.

An algebraic flux correction scheme satisfying the discrete maximum principle and linearity preservation on general meshes

This work is devoted to the proposal of a new flux limiter that makes the algebraic flux correction finite element scheme linearity and positivity preserving on general simplicial meshes. Minimal assumptions on the limiter are given in order to guarantee the validity of the discrete maximum principle, and then a precise definition of it is proposed and analyzed. Numerical results for convection–diffusion problems confirm the theory.

Edge-based nonlinear diffusion for finite element approximations of convection\u2013diffusion equations and its relation to algebraic flux-correction schemes

For the case of approximation of convection–diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The diffusion operator is shown to be Lipschitz continuous and linearity preserving. Using these properties we provide a full stability and error analysis, which, in the diffusion dominated regime, shows existence, uniqueness and optimal convergence. Then the algebraic flux correction method is recalled and we show that the present method can be interpreted as an algebraic flux correction method for a particular definition of the flux limiters. The performance of the method is illustrated on some numerical test cases in two space dimensions.

Analysis of Algebraic Flux Correction Schemes

A family of algebraic flux correction (AFC) schemes for linear boundary value problems in any space dimension is studied. These methods' main feature is that they limit the fluxes along each one of the edges of the triangulation, and we suppose that the limiters used are symmetric. For an abstract problem, the existence of a solution, existence and uniqueness of the solution of a linearized problem, and an a priori error estimate are proved under rather general assumptions on the limiters. For a particular (but standard in practice) choice of the limiters, it is shown that a local discrete maximum principle holds. The theory developed for the abstract problem is applied to convection-diffusion-reaction equations, where in particular an error estimate is derived. Numerical studies show its sharpness.

Some analytical results for an algebraic flux correction scheme for a steady convection–diffusion equation in one dimension

Some analytical results for an algebraic flux correction scheme for a steady convection–diffusion equation in one dimension

Algebraic flux correction for nonconforming finite element discretizations of scalar transport problems

This paper is concerned with the extension of the algebraic flux-correction (AFC) approach (Kuzmin in Computational fluid and solid mechanics, Elsevier, Amsterdam, pp 887---888, 2001; J Comput Phys 219:513---531, 2006; Comput Appl Math 218:79---87, 2008; J Comput Phys 228:2517---2534, 2009; Flux-corrected transport: principles, algorithms, and applications, 2nd edn. Springer, Berlin, pp 145---192, 2012; J Comput Appl Math 236:2317---2337, 2012; Kuzmin et al. in Comput Methods Appl Mech Eng 193:4915---4946, 2004; Int J Numer Methods Fluids 42:265---295, 2003; Kuzmin and Moller in Flux-corrected transport: principles, algorithms, and applications. Springer, Berlin, 2005; Kuzmin and Turek in J Comput Phys 175:525---558, 2002; J Comput Phys 198:131---158, 2004) to nonconforming finite element methods for the linear transport equation. Accurate nonoscillatory approximations to convection-dominated flows are obtained by stabilizing the continuous Galerkin method by solution-dependent artificial diffusion. Its magnitude is controlled by a flux limiter. This concept dates back to flux-corrected transport schemes. The unique feature of AFC is that all information is extracted from the system matrices which are manipulated to satisfy certain mathematical constraints. AFC schemes have been devised with conforming $$P_1$$ and $$Q_1$$ finite elements in mind but this is not a prerequisite. Here, we consider their extension to the nonconforming Crouzeix---Raviart element (Crouzeix and Raviart in RAIRO R3 7:33---76, 1973) on triangular meshes and its quadrilateral counterpart, the class of rotated bilinear Rannacher---Turek elements (Rannacher and Turek in Numer Methods PDEs 8:97---111, 1992). The underlying design principles of AFC schemes are shown to hold for (some variant of) both elements. However, numerical tests for a purely convective flow and a convection---diffusion problem demonstrate that flux-corrected solutions are overdiffusive for the Crouzeix---Raviart element. Good resolution of smooth and discontinuous profiles is attested to $$Q_1^\mathrm{nc}$$ approximations on quadrilateral meshes. A synthetic benchmark is used to quantify the artificial diffusion present in conforming and nonconforming high-resolution schemes of AFC-type. Finally, the implementation of efficient sparse matrix---vector multiplications is addressed.

Linearity-preserving flux correction and convergence acceleration for constrained Galerkin schemes

This paper is concerned with the development of general-purpose algebraic flux correction schemes for continuous (linear and multilinear) finite elements. In order to enforce the discrete maximum principle (DMP), we modify the standard Galerkin discretization of a scalar transport equation by adding diffusive and antidiffusive fluxes. The result is a nonlinear algebraic system satisfying the DMP constraint. An estimate based on variational gradient recovery leads to a linearity-preserving limiter for the difference between the function values at two neighboring nodes. A fully multidimensional version of this scheme is obtained by taking the sum of local bounds and constraining the total flux. This new approach to algebraic flux correction provides a unified treatment of stationary and time-dependent problems. Moreover, the same algorithm is used to limit convective fluxes, anisotropic diffusion operators, and the antidiffusive part of the consistent mass matrix.The nonlinear algebraic system associated with the constrained Galerkin scheme is solved using fixed-point defect correction or a nonlinear SSOR method. A dramatic improvement of nonlinear convergence rates is achieved with the technique known as Anderson acceleration (or Anderson mixing). It blends a number of last iterates in a GMRES fashion, which results in a Broyden-like quasi-Newton update. The numerical behavior of the proposed algorithms is illustrated by a grid convergence study for convection-dominated transport problems and anisotropic diffusion equations in 2D.

On the design of algebraic flux correction schemes for quadratic finite elements

A fully algebraic approach to the design of nonlinear high-resolution schemes is revisited and extended to quadratic finite elements. The matrices resulting from a standard Galerkin discretization are modified so as to satisfy sufficient conditions of the discrete maximum principle for nodal values. In order to provide mass conservation, the perturbation terms are assembled from skew-symmetric internodal fluxes which are redefined as a combination of first- and second-order divided differences. The new approach to the construction of artificial diffusion operators is combined with a node-oriented limiting strategy. The resulting algorithm is applied to P 1 and P 2 approximations of stationary convection–diffusion equations in 1D/2D.

Efficient solution techniques for implicit finite element schemes with flux limiters

AbstractThe algebraic flux correction (AFC) paradigm is equipped with efficient solution strategies for implicit time‐stepping schemes. It is shown that Newton‐like techniques can be applied to the nonlinear systems of equations resulting from the application of high‐resolution flux limiting schemes. To this end, the Jacobian matrix is approximated by means of first‐ or second‐order finite differences. The edge‐based formulation of AFC schemes can be exploited to devise an efficient assembly procedure for the Jacobian. Each matrix entry is constructed from a differential and an average contribution edge by edge. The perturbation of solution values affects the nodal correction factors at neighbouring vertices so that the stencil for each individual node needs to be extended. Two alternative strategies for constructing the corresponding sparsity pattern of the resulting Jacobian are proposed. For nonlinear governing equations, the contribution to the Newton matrix which is associated with the discrete transport operator is approximated by means of divided differences and assembled edge by edge. Numerical examples for both linear and nonlinear benchmark problems are presented to illustrate the superiority of Newton methods as compared to the standard defect correction approach. Copyright © 2007 John Wiley & Sons, Ltd.