Discontinuous Galerkin Finite Element Approximation Research Articles

Iterative solution methods for high-order/hp–DGFEM approximation of the linear Boltzmann transport equation

In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a high-order/hp–version discontinuous Galerkin finite element approximation in space, angle, and energy. In particular, we develop preconditioned Richardson iterations which may be understood as generalisations of source iteration in the mono-energetic setting, and derive computable a posteriori bounds for the solver error incurred due to inexact linear algebra, measured in a relevant problem-specific norm. We prove that the convergence of the resulting schemes and a posteriori solver error estimates are independent of the mesh size h and polynomial degree p. We also discuss how the poly-energetic Richardson iteration may be employed as a preconditioner for the generalised minimal residual (GMRES) method. Furthermore, we show that standard implementations of GMRES based on minimising the Euclidean norm of the residual vector can be utilized to yield computable a posteriori solver error estimates at each iteration, through judicious selections of left- and right-preconditioners for the original linear system. The effectiveness of poly-energetic source iteration and preconditioned GMRES, as well as their respective a posteriori solver error estimates, is demonstrated through numerical examples arising in the modelling of photon transport. While the convergence of poly-energetic source iteration is independent of h and p, we observe that the number of iterations required to attain convergence when employing GMRES only depends mildly on h and p. Moreover, this latter approach is highly effective in the low energy regime.

A Stokes–Darcy–Darcy model and its discontinuous Galerkin method on polytopic grids

In this paper, we propose and numerically solve a model considering confined flow in fractured porous media coupled with free flow in conduits. Such a situation arises, for example, for fluid flows in fractured vuggy carbonate reservoirs and caves/conduits, where a matrix and fractures are the main spaces for fluid storage and flow. The flow in caves and conduits is governed by the Stokes equation; the flow in fractured porous media, which consists of both a matrix and fractures, is described by a coupled Darcy–Darcy (bulk–fracture) model. Then, the two models are coupled through suitable (physically consistent) interface conditions on the interface between fractured porous media and caves/conduits, playing a key role in a physically faithful simulation that achieves high accuracy. The construction of all the interface conditions of the coupled model is based on the fundamental properties of the traditional bulk–fracture model and the well-known Stokes–Darcy model. The weak formulation is derived for the proposed model, and the well-posedness of the model is theoretically analyzed. We also propose a polyhedral discontinuous Galerkin finite element approximation for the Stokes flow in conduits and Darcy flow in the porous matrix, which is coupled with a conforming finite element scheme for the flow in the fracture. Optimal error estimates in a suitable energy norm are obtained. Two-dimensional numerical experiments are conducted to validate the proposed model and to demonstrate the features of both the model and the numerical method, such as the optimal convergence rate of the numerical solution; the detail flow characteristics around fractures, the matrix, and conduits; and the applicability to real-world problems.

Iterative two-grid methods for discontinuous Galerkin finite element approximations of semilinear elliptic problem

Iterative two-grid methods for discontinuous Galerkin finite element approximations of semilinear elliptic problem

Discontinuous Galerkin discretization in time of systems of second-order nonlinear hyperbolic equations

In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a hp-version discontinuous Galerkin finite element approximation in the time direction with an H1(Ω)-conforming finite element approximation in the spatial variables. Error bounds at the temporal nodal points are derived under a weak restriction on the temporal step size in terms of the spatial mesh size. Numerical experiments are presented to verify the theoretical results.

Discontinuous Galerkin and C0-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization

In the first part of the paper, we study the discontinuous Galerkin (DG) and C0 interior penalty (C0-IP) finite element approximation of the periodic strong solution to the fully nonlinear second-order Hamilton–Jacobi–Bellman–Isaacs (HJBI) equation with coefficients satisfying the Cordes condition. We prove well-posedness and perform abstract a posteriori and a priori analyses which apply to a wide family of numerical schemes. These periodic problems arise as the corrector problems in the homogenization of HJBI equations. The second part of the paper focuses on the numerical approximation to the effective Hamiltonian of ergodic HJBI operators via DG/C0-IP finite element approximations to approximate corrector problems. Finally, we provide numerical experiments demonstrating the performance of the numerical schemes.

A stable discontinuous Galerkin method for linear elastodynamics in 3D geometrically complex elastic solids using physics based numerical fluxes

Time-stable, high order accurate and explicit numerical methods are effective for hyperbolic wave propagation problems. As a result of the complexities of real geometries, internal interfaces and nonlinear boundary and interface conditions, discontinuities and sharp wave fronts may become fundamental features of the solution. Therefore, geometrically flexible and adaptive numerical algorithms are crucial for high fidelity and efficient simulations of wave phenomena in many applications. Adaptive curvilinear meshes hold promise to minimise the effort to represent complicated geometries or heterogeneous material data avoiding the bottleneck of feature-preserving meshing. To enable the design of stable DG methods on three space dimensional (3D) curvilinear elements we construct a structure preserving skew-symmetric coordinate transformation motivated by the underlying physics. Using a physics-based numerical penalty-flux, we develop a 3D provably energy-stable discontinuous Galerkin finite element approximation of the elastic wave equation in geometrically complex and heterogeneous media. By construction, our numerical flux is upwind and yields a discrete energy estimate analogous to the continuous energy estimate. The ability to treat conforming and non-conforming curvilinear elements allows for flexible adaptive mesh refinement strategies. The numerical scheme has been implemented in ExaHyPE, a simulation engine for parallel dynamically adaptive simulations of wave problems on adaptive Cartesian meshes. We present 3D numerical experiments of wave propagation in heterogeneous isotropic and anisotropic elastic solids demonstrating stability and high order accuracy. We demonstrate the potential of our approach for computational seismology in a regional wave propagation scenario in a geologically constrained 3D model including the geometrically complex free-surface topography of Mount Zugspitze, Germany.

English

We introduce and study various discontinuous Galerkin (DG) finite element approximations for a parabolic variational inequality associated with a general obstacle problem in ℝd (d = 2, 3). For the fully-discrete DG scheme, we employ a piecewise linear finite element space for spatial discretization, whereas the time discretization is carried out with the implicit backward Euler method. We present a unified error analysis for all well known symmetric and non-symmetric DG fully discrete schemes, and derive error estimate of optimal order $${\cal O}(h + \Delta t)$$ in an energy norm. Moreover, the analysis is performed without any assumptions on the speed of propagation of the free boundary and only the realistic regularity $${u_t} \in {{\cal L}^2}(0,T;{{\cal L}^2}(\Omega ))$$ is assumed. Further, we present some numerical experiments to illustrate the performance of the proposed methods.

Regularity and hp discontinuous Galerkin finite element approximation of linear elliptic eigenvalue problems with singular potentials

We study the regularity in weighted Sobolev spaces of Schrödinger-type eigenvalue problems, and we analyze their approximation via a discontinuous Galerkin (dG) [Formula: see text] finite element method. In particular, we show that, for a class of singular potentials, the eigenfunctions of the operator belong to analytic-type non-homogeneous weighted Sobolev spaces. Using this result, we prove that an isotropically graded [Formula: see text] dG method is spectrally accurate, and that the numerical approximation converges with exponential rate to the exact solution. Numerical tests in two and three dimensions confirm the theoretical results and provide an insight into the behavior of the method for varying discretization parameters.

A priori and a posteriori error analysis for discontinuous Galerkin finite element approximations of biharmonic eigenvalue problems

In this paper, we express and analyze mixed discontinuous Galerkin(DG) methods of biharmonic eigenvalue problems as well as present the error analysis for them. The analysis consists of two parts. First, we propose a residual-based a posteriori error estimator in the approximate eigenfunctions and eigenvalues. The error in the eigenfunctions is measured both in the L2 and DG (energy-like) norms. In addition, we prove that if the error estimator converges to zero, then the distance of the computed eigenfunction from the true eigenspace also converges to zero, and so, the computed eigenvalue converges to a true eigenvalue. Next, we establish an a priori error estimate with the optimal convergence order both in the L2 and DG norms. We show that the methods can retain the same convergence properties they enjoy in the case of source problems.

A Priori Error Analysis for Time-Stepping Discontinuous Galerkin Finite Element Approximation of Time Fractional Optimal Control Problem

In this paper a priori error analysis for time-stepping discontinuous Galerkin finite element approximation of optimal control problem governed by time fractional diffusion equation is presented. A time-stepping discontinuous Galerkin finite element method and variational discretization approach are used to approximate the state and control variables respectively. Regularity of the optimal control problem is discussed. Since the time fractional derivative is nonlocal, in order to reduce the computational cost a fast gradient projection algorithm is designed for the control problem based on the block triangular Toeplitz structure of the discretized state equation and adjoint state equation. Numerical examples are carried out to illustrate the theoretical findings and fast algorithm.

Discontinuous Galerkin finite element discretization of a degenerate Cahn–Hilliard equation with a single-well potential

This work concerns the analysis of a discontinuous Galerkin finite element approximation of a degenerate Cahn–Hilliard equation with single-well potential of the Lennard-Jones type. This equation is widely used for the diffuse interface modeling of solid tumors. A finite element discretization with discontinuous elements of the problem is developed, where the positivity of the solution, which is not straightforwardly guaranteed at the discrete level, is enforced through a variational inequality. The well posedness of the formulation is shown, together with the convergence to the weak solution. This discretization properly selects the solutions with a moving support with finite velocity, discarding the unphysical solutions with fixed support. The simulation results in two space dimensions are reported to test the validity of the proposed algorithm. Similar results as the ones obtained in standard phase ordering dynamics are found, highlighting the evolution of single domains to steady state with constant curvature. Imposing known solutions, good convergence properties of the discrete solution to the continuous one are observed using a proper norm calculated on its support. Contrarily to the discretizations with continuous elements, the use of discontinuous elements aims at recovering the optimal convergence rate found in literature for the finite element approximations of the Cahn–Hilliard equation with constant mobility. It is also useful when dealing with the dynamics of domains with corners, with highly heterogeneous materials and in presence of advective terms.

The discontinuous Galerkin finite element approximation of the multi-order fractional initial problems

In this paper, we construct a discontinuous Galerkin finite element scheme for the multi-order fractional ordinary differential equation. The analysis of the stability shows the scheme is L2 stable. The existence and uniqueness of the numerical solution are discussed in detail. The convergence study gives the approximation orders under L2 norm and L∞ norm. Numerical examples demonstrate the effectiveness of the theoretical results. The oscillation phenomena are also found during numerical tracing a non-linear multi-order fractional initial problem.

Guaranteed and robust a posteriori bounds for Laplace eigenvalues and eigenvectors: a unified framework

This paper develops a general framework for a posteriori error estimates in numerical approximations of the Laplace eigenvalue problem, applicable to all standard numerical methods. Guaranteed and computable upper and lower bounds on an arbitrary simple eigenvalue are given, as well as on the energy error in the approximation of the associated eigenvector. The bounds are valid under the sole condition that the approximate i-th eigenvalue lies between the exact $$(i-1)$$ -th and $$(i+1)$$ -th eigenvalue, where the relative gaps are sufficiently large. We give a practical way how to check this; the accuracy of the resulting estimates depends on these relative gaps. Our bounds feature no unknown (solution-, regularity-, or polynomial-degree-dependent) constant, are optimally convergent (efficient), and polynomial-degree robust. Under a further explicit, a posteriori, minimal resolution condition, the multiplicative constant in our estimates can be reduced by a fixed factor; moreover, when an elliptic regularity assumption on the corresponding source problem is satisfied with known constants, this multiplicative constant can be brought to the optimal value of 1 with mesh refinement. Applications of our framework to nonconforming, discontinuous Galerkin, and mixed finite element approximations of arbitrary polynomial degree are provided, along with numerical illustrations. Our key ingredients are equivalences between the i-th eigenvalue error, the associated eigenvector energy error, and the dual norm of the residual. We extend them in an appendix to the generic class of bounded-below self-adjoint operators with compact resolvent.

Adjoint analysis of Buckley-Leverett and two-phase flow equations

This paper analyzes the adjoint equations and boundary conditions for porous media flow models, specifically the Buckley-Leverett equation, and the compressible two-phase flow equations in mass conservation form. An adjoint analysis of a general scalar hyperbolic conservation law whose primal solutions include a shock jump is initially presented, and the results are later specialized to the Buckley-Leverett equation. The non-convexity of the Buckley-Leverett flux function results in adjoint characteristics that are parallel to the shock front upstream of the shock and emerge from the shock front downstream of the shock. Thus, in contrast to the behavior of Burgers’ equation where the adjoint is continuous at a shock, the Buckley-Leverett adjoint, in general, contains a discontinuous jump across the shock. Discrete adjoint solutions from space-time discontinuous Galerkin finite element approximations of the Buckley-Leverett equation are shown to be consistent with the derived closed-form analytical solutions. Furthermore, a general result relating the adjoint equations for different (though equivalent) primal equations is used to relate the two-phase flow adjoints to the Buckley-Leverett adjoint. Adjoint solutions from space-time discontinuous Galerkin finite element approximations of the two-phase flow equations are observed to obey this relationship.

Nonoverlapping Domain Decomposition Preconditioners for Discontinuous Galerkin Approximations of Hamilton–Jacobi–Bellman Equations

We analyse a class of nonoverlapping domain decomposition preconditioners for nonsymmetric linear systems arising from discontinuous Galerkin finite element approximation of fully nonlinear Hamilton--Jacobi--Bellman (HJB) partial differential equations. These nonsymmetric linear systems are uniformly bounded and coercive with respect to a related symmetric bilinear form, that is associated to a matrix $\mathbf{A}$. In this work, we construct a nonoverlapping domain decomposition preconditioner $\mathbf{P}$, that is based on $\mathbf{A}$, and we then show that the effectiveness of the preconditioner for solving the} nonsymmetric problems can be studied in terms of the condition number $\kappa(\mathbf{P}^{-1}\mathbf{A})$. In particular, we establish the bound $\kappa(\mathbf{P}^{-1}\mathbf{A}) \lesssim 1+ p^6 H^3 /q^3 h^3$, where $H$ and $h$ are respectively the coarse and fine mesh sizes, and $q$ and $p$ are respectively the coarse and fine mesh polynomial degrees. This represents the first such result for this class of methods that explicitly accounts for the dependence of the condition number on $q$; our analysis is founded upon an original optimal order approximation result between fine and coarse discontinuous finite element spaces. Numerical experiments demonstrate the sharpness of this bound. Although the preconditioners are not robust with respect to the polynomial degree, our bounds quantify the effect of the coarse and fine space polynomial degrees. Furthermore, we show computationally that these methods are effective in practical applications to nonsymmetric, fully nonlinear HJB equations under $h$-refinement for moderate polynomial degrees.

Discontinuous Finite Element Methods for Interface Problems: Robust A Priori and A Posteriori Error Estimates

For elliptic interface problems in two and three dimensions, this paper studies a priori and residual-based a posteriori error estimations for the Crouzeix--Raviart nonconforming and the discontinuous Galerkin finite element approximations. It is shown that both the a priori and the a posteriori error estimates are robust with respect to the diffusion coefficient, i.e., constants in the error bounds are independent of the jump of the diffusion coefficient. The a priori estimates are also optimal with respect to local regularity of the solution. Moreover, we obtained these estimates with no assumption on the distribution of the diffusion coefficient.

A priori and a posteriori error analysis for the mixed discontinuous Galerkin finite element approximations of the biharmonic problems

In this article, a new mixed discontinuous Galerkin finite element method is proposed for the biharmonic equation in two or three‐dimension space. It is amenable to an efficient implementation displaying new convergence properties. Through an auxiliary variable , we rewrite the problem into a two‐order system. Then, the a priori error estimates are derived in L2 norm and in the broken DG norm for both u and p. We prove that, when polynomials of degree r () are used, we obtain the optimal convergence rate of order r + 1 in L2 norm and of order r in DG norm for u, and the order r in both norms for . The numerical experiments illustrate the theoretic order of convergence. For the purpose of adaptive finite element method, the a posteriori error estimators are also proposed and proved to field a sharp upper bound. We also provide numerical evidence that the error estimators and indicators can effectively drive the adaptive strategies. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 318–353, 2017

Residual-based a posteriori error estimates for hp finite element solutions of semilinear Neumann boundary optimal control problems

In this paper, we investigate residual-based a posteriori error estimates for the hp finite element approximation of semilinear Neumann boundary elliptic optimal control problems. By using the hp finite element approximation for both the state and the co-state and the hp discontinuous Galerkin finite element approximation for the control, we derive a posteriori error bounds in $L^{2}$ - $H^{1}$ norms for the Neumann boundary optimal control problems governed by semilinear elliptic equations. We also give $L^{2}$ - $L^{2}$ a posteriori error estimates for the optimal control problems. Such estimates, which are apparently not available in the literature, can be used to construct reliable adaptive finite element approximations for the semilinear Neumann boundary optimal control problems.

New a posteriori error estimates for hp version of finite element methods of nonlinear parabolic optimal control problems

In this paper, we investigate residual-based a posteriori error estimates for the hp version of the finite element approximation of nonlinear parabolic optimal control problems. By using the hp finite element approximation for both the state and the co-state variables and the hp discontinuous Galerkin finite element approximation for the control variable, we derive hp residual-based a posteriori error estimates for both the state and the control approximation. Such estimates, which are apparently not available in the literature, can be used to construct a reliable hp adaptive finite element approximation for the nonlinear parabolic optimal control problems.

Mixed Discontinuous Galerkin Time-Stepping Method for Semilinear Parabolic Optimal Control Problems

In this paper, we discuss the mixed discontinuous Galerkin (DG) finite element approximation to semilinear parabolic optimal control problems, where the discontinuous finite element method of the order r (r ? 0) is used for the time discretization and the Raviart---Thomas mixed finite element method of the order ? (? ? 0) is used for the space discretization. For ? ? 0, r = 0 or 1, we derive a priori error estimates for both the control variable and the state variables. Moveover, we derive a posteriori L2(0,T;L2(Ω)) error estimates for the scalar functions, assuming that only the underlying mesh is static.