Interior Penalty Discontinuous Galerkin Method Research Articles

A C0 interior penalty discontinuous Galerkin method for fourth‐order total variation flow. I: Derivation of the method and numerical results

We consider the numerical solution of a fourth‐order total variation flow problem representing surface relaxation below the roughening temperature. Based on a regularization and scaling of the nonlinear fourth‐order parabolic equation, we perform an implicit discretization in time and a C0 Interior Penalty Discontinuous Galerkin (C0IPDG) discretization in space. The C0IPDG approximation can be derived from a mixed formulation involving numerical flux functions where an appropriate choice of the flux functions allows to eliminate the discrete dual variable. The fully discrete problem can be interpreted as a parameter dependent nonlinear system with the discrete time as a parameter. It is solved by a predictor corrector continuation strategy featuring an adaptive choice of the time step sizes. A documentation of numerical results is provided illustrating the performance of the C0IPDG method and the predictor corrector continuation strategy. The existence and uniqueness of a solution of the C0IPDG method will be shown in the second part of this paper.

Solving Eigenvalue Problems in a Discontinuous Approximation Space by Patch Reconstruction

We adapt a symmetric interior penalty discontinuous Galerkin method using a patch reconstructed approximation space to solve elliptic eigenvalue problems, including both second and fourth order problems in two dimensions and three dimensions. It is a direct extension of the method recently proposed to solve corresponding boundary value problems, and the optimal error estimates of the approximation to eigenfunctions and eigenvalues are instant consequences from existing results. The method enjoys the advantage that it uses only one degree of freedom on each element to achieve very high order accuracy, which is highly preferred for eigenvalue problems as implied by Zhang's recent study [J. Sci. Comput., 65(2015), pp. 455--466]. By numerical results, we illustrate that higher order methods can provide much more reliable eigenvalues. To justify that our method is the right one for eigenvalue problems, we show that the patch reconstructed approximation space attains the same accuracy with much less degrees of freedom than classical discontinuous Galerkin methods. With the increasing of the polynomial order, our method can even achieve better performance than conforming finite element methods; such methods are traditionally the methods of choice to solve problems with high regularities.

Unified Geometric Multigrid Algorithm for Hybridized High-Order Finite Element Methods

We consider a standard elliptic partial differential equation and propose a geometric multigrid algorithm based on Dirichlet-to-Neumann (DtN) maps for hybridized high-order finite element methods. The proposed unified approach is applicable to any locally conservative hybridized finite element method including multinumerics with different hybridized methods in different parts of the domain. For these methods, the linear system involves only the unknowns residing on the mesh skeleton, and constructing intergrid transfer operators is therefore not trivial. The key to our geometric multigrid algorithm is the physics-based energy-preserving intergrid transfer operators which depend only on the fine scale DtN maps. Thanks to these operators, we completely avoid upscaling of parameters and no information regarding subgrid physics is explicitly required on coarse meshes. Moreover, our algorithm is agglomeration-based and can straightforwardly handle unstructured meshes. We perform extensive numerical studies with hybridized mixed methods, hybridized discontinuous Galerkin method, weak Galerkin method, and a hybridized version of interior penalty discontinuous Galerkin methods on a range of elliptic problems including subsurface flow through highly heterogeneous porous media. We compare the performance of different smoothers and analyze the effect of stabilization parameters on the scalability of the multigrid algorithm.

Structure preserving reduced order modeling for gradient systems

Minimization of energy in gradient systems leads to formation of oscillatory and Turing patterns in reaction-diffusion systems. These patterns should be accurately computed using fine space and time meshes over long time horizons to reach the spatially inhomogeneous steady state. In this paper, a reduced order model (ROM) is developed which preserves the gradient dissipative structure. The coupled system of reaction-diffusion equations are discretized in space by the symmetric interior penalty discontinuous Galerkin (SIPG) method. The resulting system of ordinary differential equations (ODEs) are integrated in time by the average vector field (AVF) method, which preserves the energy dissipation of the gradient systems. The ROMs are constructed by the proper orthogonal decomposition (POD) with Galerkin projection. The nonlinear reaction terms are computed efficiently by discrete empirical interpolation method (DEIM). Preservation of the discrete energy of the FOMs and ROMs with POD-DEIM ensures the long term stability of the steady state solutions. Numerical simulations are performed for the gradient dissipative systems with two specific equations; real Ginzburg–Landau equation and Swift–Hohenberg equation. Numerical results demonstrate that the POD-DEIM reduced order solutions preserve well the energy dissipation over time and at the steady state.

Full-Wave Interior Penalty Discontinuous Galerkin Method for Waveguide Analysis

A novel full-wave method to perform mode analysis on waveguides is introduced in this paper. The core of the method is based on an Interior Penalty Discontinuous Galerkin discretization of the vector wave equation. With an appropriate penalty function a spurious-free and high accuracy method is achieved. We prove the efficiency of the proposed method in several waveguides, including intricate optical waveguides with leaky modes and also on a plasmonic waveguide. We compare our results with the state-of-the-art mode solvers described in the literature. We also discuss the importance of this new approach.

High-order bound-preserving discontinuous Galerkin methods for compressible miscible displacements in porous media on triangular meshes

In this paper, we develop high-order bound-preserving (BP) discontinuous Galerkin (DG) methods for the coupled system of compressible miscible displacements on triangular meshes. We consider the problem with multi-component fluid mixture and the (volumetric) concentration of the jth component, cj, should be between 0 and 1. There are three main difficulties. Firstly, cj does not satisfy a maximum-principle. Therefore, the numerical techniques introduced in Zhang and Shu (2010) [44] cannot be applied directly. The main idea is to apply the positivity-preserving techniques to all cj′s and enforce ∑jcj=1 simultaneously to obtain physically relevant approximations. By doing so, we have to treat the time derivative of the pressure dp/dt as a source in the concentration equation and choose suitable fluxes in the pressure and concentration equations. Secondly, it is not easy to construct first-order numerical fluxes for interior penalty DG methods on triangular meshes. One of the key points in the high-order BP technique applied in this paper is the combination of high-order and lower-order numerical fluxes. We will construct second-order BP schemes and use the second-order numerical fluxes as the lower-order one. Finally, the classical slope limiter cannot be applied to cj. To construct the BP technique, we will not approximate cj directly. Therefore, a new limiter will be introduced. Numerical experiments will be given to demonstrate the high-order accuracy and good performance of the numerical technique.

A Finite Element Method with Strong Mass Conservation for Biot’s Linear Consolidation Model

An H(div) conforming finite element method for solving the linear Biot equations is analyzed. Formulations for the standard mixed method are combined with formulation of interior penalty discontinuous Galerkin method to obtain a consistent scheme. Optimal convergence rates are obtained.

A Coarse-Mesh Diffusion Synthetic Acceleration Method with Local hp Adaptation for Neutron Transport Calculations

We present a local adaptive diffusion synthetic acceleration (DSA) method for neutron transport calculations. This new DSA method, called DG-DSA, solves the diffusion equation on a coarse mesh using the interior penalty discontinuous Galerkin (DG) methods. We investigate various numerical aspects of the DG-DSA method such as convergence performance and local adaptation. We demonstrate that our DG-DSA method can effectively and efficiently accelerate transport source iterations.

A C0IP method of transmission eigenvalues for elastic waves

This paper develops a discontinuous Galerkin method to compute a few smallest elasticity transmission eigenvalues, which are of practical importance in inverse elastic scattering theory. For high-order problems, comparing with classical conforming finite element methods, discontinuous Galerkin methods use simpler basis functions which make the numerical implementation much easier. In this paper, we propose an interior penalty discontinuous Galerkin method using C0 Lagrange elements (C0IP) for the elastic transmission eigenvalue problem and prove the optimal convergence. Numerical examples are presented to validate its effectiveness. Both real and complex eigenvalues can be obtained.

A hybridizable discontinuous Galerkin method for two‐phase flow in heterogeneous porous media

SummaryWe present a new method for simulating incompressible immiscible two‐phase flow in porous media. The semi‐implicit method decouples the wetting phase pressure and saturation equations. The equations are discretized using a hybridizable discontinuous Galerkin method. The proposed method is of high order, conserves global/local mass balance, and the number of globally coupled degrees of freedom is significantly reduced compared to standard interior penalty discontinuous Galerkin methods. Several numerical examples illustrate the accuracy and robustness of the method. These examples include verification of convergence rates by manufactured solutions, common one‐dimensional benchmarks, and realistic discontinuous permeability fields.

Dispersion Properties of Explicit Finite Element Methods for Wave Propagation Modelling on Tetrahedral Meshes

We analyse the dispersion properties of two types of explicit finite element methods for modelling acoustic and elastic wave propagation on tetrahedral meshes, namely mass-lumped finite element methods and symmetric interior penalty discontinuous Galerkin methods, both combined with a suitable Lax–Wendroff time integration scheme. The dispersion properties are obtained semi-analytically using standard Fourier analysis. Based on the dispersion analysis, we give an indication of which method is the most efficient for a given accuracy, how many elements per wavelength are required for a given accuracy, and how sensitive the accuracy of the method is to poorly shaped elements.

Error estimates of B-spline based finite-element methods for the stationary quasi-geostrophic equations of the ocean

This paper presents theoretical error estimates of B-spline based finite-element methods for the streamfunction formulation of the stationary quasi-geostrophic equations, which describe the large scale wind-driven ocean circulation. We introduce variational formulations of the streamfunction formulation inspired by the interior penalty discontinuous Galerkin method. Dirichlet boundary conditions are weakly enforced in the formulations and stabilizations are achieved via Nitsche’s method. Existence and uniqueness of the approximation are proved and optimal error estimates in the energy norm are demonstrated under a small data assumption. Numerical experiments are performed to verify the theoretical error estimates on rectangular and L-shape geometries.

Interior Penalty Discontinuous Galerkin Method for Magnetostatic Field Problems in Two Dimensions

An interior penalty discontinuous Galerkin method for solving 2-D magnetostatic field problems using the magnetic vector potential ${A}$ is presented. The use of the ${A}$ -formulation in two dimensions results in a second-order elliptic boundary value problem. Due to the proposed method, the scheme is symmetric and the resulting mass matrix is block diagonal, whereas each block belongs to one element of the triangulation. The applicability of the method is demonstrated by solving a simple 2-D C-shaped ferromagnetic material with a coil surrounding one part of the magnetic yoke. Thereby, the permeability of the material is supposed to be homogeneous and isotropic. The solution ${A}$ and the resulting field quantities are compared with the standard finite element analysis.

Energy preserving model order reduction of the nonlinear Schrödinger equation

An energy preserving reduced order model is developed for two dimensional nonlinear Schrödinger equation (NLSE) with plane wave solutions and with an external potential. The NLSE is discretized in space by the symmetric interior penalty discontinuous Galerkin (SIPG) method. The resulting system of Hamiltonian ordinary differential equations are integrated in time by the energy preserving average vector field (AVF) method. The mass and energy preserving reduced order model (ROM) is constructed by proper orthogonal decomposition (POD) Galerkin projection. The nonlinearities are computed for the ROM efficiently by discrete empirical interpolation method (DEIM) and dynamic mode decomposition (DMD). Preservation of the semi-discrete energy and mass are shown for the full order model (FOM) and for the ROM which ensures the long term stability of the solutions. Numerical simulations illustrate the preservation of the energy and mass in the reduced order model for the two dimensional NLSE with and without the external potential. The POD-DMD makes a remarkable improvement in computational speed-up over the POD-DEIM. Both methods approximate accurately the FOM, whereas POD-DEIM is more accurate than the POD-DMD.

A finite volume / discontinuous Galerkin method for the advective Cahn–Hilliard equation with degenerate mobility on porous domains stemming from micro-CT imaging

A numerical method is formulated for the solution of the advective Cahn–Hilliard (CH) equation with constant and degenerate mobility in three-dimensional porous media with non-vanishing velocity on the exterior boundary. The CH equation describes phase separation of an immiscible binary mixture at constant temperature in the presence of a conservation constraint and dissipation of free energy. Porous media / pore-scale problems specifically entail images of rocks in which the solid matrix and pore spaces are fully resolved. The interior penalty discontinuous Galerkin method is used for the spatial discretization of the CH equation in mixed form, while a semi-implicit convex–concave splitting is utilized for temporal discretization. The spatial approximation order is arbitrary, while it reduces to a finite volume scheme for the choice of element-wise constants. The resulting nonlinear systems of equations are reduced using the Schur complement and solved via inexact Newton’s method. The numerical scheme is first validated using numerical convergence tests and then applied to a number of fundamental problems for validation and numerical experimentation purposes including the case of degenerate mobility. First-order physical applicability and robustness of the numerical method are shown in a breakthrough scenario on a voxel set obtained from a micro-CT scan of a real sandstone rock sample.

A Performance Comparison of Continuous and Discontinuous Galerkin Methods with Fast Multigrid Solvers

This study presents a fair performance comparison of the continuous finite element method, the symmetric interior penalty discontinuous Galerkin method, and the hybridized discontinuous Galerkin method. Modern implementations of high-order methods with state-of-the-art multigrid solvers for the Poisson equation are considered, including fast matrix-free implementations with sum factorization on quadrilateral and hexahedral elements. For the hybridized discontinuous Galerkin method, a multigrid approach that combines a grid transfer from the trace space to the space of linear finite elements with algebraic multigrid on further levels is developed. Despite similar solver complexity of the matrix-based HDG solver and matrix-free geometric multigrid schemes with continuous and discontinuous Galerkin finite elements, the latter offer up to order of magnitude faster time to solution, even after including the superconvergence effects. This difference is because of vastly better performance of matrix-free operator evaluation as compared to sparse matrix-vector products. A roofline performance model confirms the advantage of the matrix-free implementation.

Generalized multiscale discontinuous Galerkin method for solving the heat problem with phase change

In this work, we consider a numerical solution of a heat transfer problem with phase change in heterogeneous domains. For simulation of heat transfer processes with phase transitions, we use a classic Stefan model. Computational implementation is based on generalized multiscale discontinuous Galerkin method (GMsDGM). In this method the interior penalty discontinuous Galerkin method is used for the global coupling on a coarse grid. The main idea of these methods is to construct a small dimensional local solution space that can provide an efficient calculation on coarse grid level. We present numerical results for different geometries to demonstrate an accuracy of the method.

A stable and high-order accurate discontinuous Galerkin based splitting method for the incompressible Navier–Stokes equations

In this paper we consider discontinuous Galerkin (DG) methods for the incompressible Navier–Stokes equations in the framework of projection methods. In particular we employ symmetric interior penalty DG methods within the second-order rotational incremental pressure correction scheme. The major focus of the paper is threefold: i) We propose a modified upwind scheme based on the Vijayasundaram numerical flux that has favourable properties in the context of DG. ii) We present a novel postprocessing technique in the Helmholtz projection step based on H(div) reconstruction of the pressure correction that is computed locally, is a projection in the discrete setting and ensures that the projected velocity satisfies the discrete continuity equation exactly. As a consequence it also provides local mass conservation of the projected velocity. iii) Numerical results demonstrate the properties of the scheme for different polynomial degrees applied to two-dimensional problems with known solution as well as large-scale three-dimensional problems. In particular we address second-order convergence in time of the splitting scheme as well as its long-time stability.

Multiscale model reduction for shale gas transport in poroelastic fractured media

Inherently coupled flow and geomechanics processes in fractured shale media have implications for shale gas production. The system involves highly complex geo-textures comprised of a heterogeneous anisotropic fracture network spatially embedded in an ultra-tight matrix. In addition, nonlinearities due to viscous flow, diffusion, and desorption in the matrix and high velocity gas flow in the fractures complicates the transport. In this paper, we develop a multiscale model reduction approach to couple gas flow and geomechanics in fractured shale media. A Discrete Fracture Model (DFM) is used to treat the complex network of fractures on a fine grid. The coupled flow and geomechanics equations are solved using a fixed stress-splitting scheme by solving the pressure equation using a continuous Galerkin method and the displacement equation using an interior penalty discontinuous Galerkin method. We develop a coarse grid approximation and coupling using the Generalized Multiscale Finite Element Method (GMsFEM). GMsFEM constructs the multiscale basis functions in a systematic way to capture the fracture networks and their interactions with the shale matrix. Numerical results and an error analysis is provided showing that the proposed approach accurately captures the coupled process using a few multiscale basis functions, i.e. a small fraction of the degrees of freedom of the fine-scale problem.

Interior Penalty Discontinuous Galerkin Methods for Second Order Linear Non-divergence Form Elliptic PDEs

This paper develops interior penalty discontinuous Galerkin (IP-DG) methods to approximate $$W^{2,p}$$ strong solutions of second order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients. The proposed IP-DG methods are closely related to the IP-DG methods for advection-diffusion equations, and they are easy to implement on existing standard IP-DG software platforms. It is proved that the proposed IP-DG methods have unique solutions and converge with optimal rate to the $$W^{2,p}$$ strong solution in a discrete $$W^{2,p}$$ -norm. The crux of the analysis is to establish a DG discrete counterpart of the Calderon–Zygmund estimate and to adapt a freezing coefficient technique used for the PDE analysis at the discrete level. To obtain such a crucial estimate, we need to establish broken $$W^{1,p}$$ -norm error estimates for IP-DG approximations of constant coefficient elliptic PDEs, which is also of independent interest. Numerical experiments are provided to gauge the performance of the proposed IP-DG methods and to validate the theoretical convergence results.