Interior Penalty Discontinuous Galerkin Research Articles

Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear SPDEs

AbstractThis paper investigates the strong convergence of a fully discrete numerical method for the stochastic partial differential equations driven by multiplicative noise. The fully discrete space–time approximation consists of the symmetric interior penalty discontinuous Galerkin method for the spatial discretization and the implicit Euler method for the temporal discretization. Rather than the usual semi group analysis techniques, in this paper, we present an analysis framework in the variational formulation by introducing new weak variational approximation techniques. Some error estimates in a strong sense are established for the proposed fully discrete scheme. The optimal convergence rates are then obtained in both space and time. Numerical results for the nonlinear stochastic partial differential equations are finally presented to confirm the theoretical results.

Sign-preserving second-order IMPEC time discretization and its application in compressible miscible displacement with Darcy-Forchheimer models

In this paper, we construct sign-preserving second-order IMplicit Pressure Explicit Concentration (IMPEC) time methods for generalized coupled non-Darcy flow and transport problems in petroleum engineering, extending the algorithm given in [10] which is only applicable to Darcy flows. We use interior penalty discontinuous Galerkin (IPDG) methods for spatial discretization, and develop bound-preserving technique to obtain physically relevant numerical approximations. The sign-preserving second-order IMPEC method is an important innovation. The method is based on the framework of the second-order strong-stability-preserving Runge-Kutta (SSP-RK2) method. The basic idea is to treat the pressure equation implicitly and the concentration equation explicitly so as to obtain a first-order time integration. Then we introduce a correction stage to compensate the accuracy, maintaining the physical bounds of the numerical cell averages. Unfortunately, the above algorithm is not applicable to non-Darcy problems. There are two main difficulties. Firstly, since the velocity equation is nonlinear and time-independent, all variables in the equation must be calculated at the same time level. However, the treatment in [10] will yield an extremely complicated algorithm and significantly large computational cost, and some iterations whose convergence may not be available if the solutions are not smooth. In our scheme, we linearize the velocity equation and the numerical solutions are not at the same time level, leading to first-order accurate solutions. Therefore, we adopt a completely different approach from [10] to derive the correction stage, keeping the physical bounds of the numerical solutions. Secondly, though with the new correction stage, it is still not easy to solve velocity equations in some stages. In this paper, we construct a direct solver for the velocity equation to save computational cost. Numerical experiments will be given to demonstrate that the improved sign-preserving second-order IMPEC scheme can reduce the computational cost significantly compared with explicit schemes if the diffusion coefficient D is small in the concentration equation. The proposed method also yields much larger CFL number compared with first-order IMPEC schemes. Moreover, the effectiveness of the bound-preserving technique will also be verified.

A new symmetric interior penalty discontinuous Galerkin formulation for the Serre–Green–Naghdi equations

AbstractIn this work, we investigate the construction of a new discontinuous Galerkin discrete formulation to approximate the solution of Serre–Green–Naghdi (SGN) equations in the one‐dimensional horizontal framework. Such equations describe the time evolution of shallow water free surface flows in the fully nonlinear and weakly dispersive asymptotic approximation regime. A new non‐conforming discrete formulation belonging to the family of symmetric interior penalty discontinuous Galerkin methods is introduced to accurately approximate the solutions of the second order elliptic operator occurring in the SGN equations. We show that the corresponding discrete bilinear form enjoys some consistency and coercivity properties, thus ensuring that the corresponding discrete problem is well‐posed. The resulting global discrete formulation is then validated through an extended set of benchmarks, including convergence studies and comparisons with data taken from experiments.

Pointwisea posteriorierror analysis of a discontinuous Galerkin method for the elliptic obstacle problem

AbstractWe present a posteriori error analysis in the supremum norm for the symmetric interior penalty discontinuous Galerkin method for the elliptic obstacle problem. We construct discrete barrier functions based on appropriate corrections of the conforming part of the solution obtained via a constrained averaging operator. The corrector function accounts properly for the nonconformity of the approximation and it is estimated by direct use of the Green’s function of the unconstrained elliptic problem. The use of the continuous maximum principle guarantees the validity of the analysis without mesh restrictions but with shape regularity. The proposed residual-type estimators are shown to be reliable and efficient. Numerical results in two dimensions are included to verify the theory and validate the performance of the error estimator.

Practical unstructured splines: Algorithms, multi-patch spline spaces, and some applications to numerical analysis

In this work, we show how some recent advances on simplex spline spaces can be used to construct a polynomial-reproducing space of unstructured splines on multi-patch domains of arbitrary shape and topology. The traces of these functions on the subdomain boundaries reproduce the usual traces of standard polynomial bases used in discontinuous Galerkin (DG) approximations, allowing to borrow many theoretical and practical tools from these methods. Concurrently, we recast some theoretical results on the construction and evaluation of spaces of simplex splines into an explicit, algorithmic form. Together, these efforts allow to formulate a practical, efficient and fully unstructured multi-patch discontinuous Galerkin - isogeometric analysis (DG-IGA) scheme that bridges the gap between some current multi-patch isogeometric analysis (IGA) approaches and the more traditional mesh-based interior penalty discontinuous Galerkin (IPDG) method. We briefly discuss the advantages of this unified framework for time-explicit hyperbolic problems, and we present some interesting numerical examples using the acoustic wave equation.

A C0 Interior Penalty Discontinuous Galerkin Method and an equilibrated a posteriori error estimator for a nonlinear fourth order elliptic boundary value problem of p-biharmonic type

We consider a C0 Interior Penalty Discontinuous Galerkin (C0IPDG) approximation of a nonlinear fourth order elliptic boundary value problem of p-biharmonic type and an equilibrated a posteriori error estimator. The C0IPDG method can be derived from a discretization of the corresponding minimization problem involving a suitably defined reconstruction operator. The equilibrated a posteriori error estimator provides an upper bound for the discretization error in the broken W2,p norm in terms of the associated primal and dual energy functionals. It requires the construction of an equilibrated flux and an equilibrated moment tensor based on a three-field formulation of the C0IPDG approximation. The relationship with a residual-type a posteriori error estimator is studied as well. Numerical results illustrate the performance of the suggested approach.

A posteriori error estimators for discontinuous Galerkin method for diffusion problems, based on the hypercircle method

In this work, we apply the hypercircle method to Discontinuous Galerkin (DG) approximations of second order diffusion problems featuring inhomogeneous Dirichlet and Neumann boundary conditions. We focus on the interior penalty discontinuous Galerkin (IPDG) approximations of diffusion problems in primal variational formulation and produce a Prager–Synge theorem for such DG methods. Using the hypercircle method, we derive an a posteriori error estimator in terms of an equilibrated flux. The estimator is proven to be reliable and efficient. Numerical results are presented which illustrate the estimator’s performance.

A sequential discontinuous Galerkin method for two-phase flow in deformable porous media

We formulate a numerical method for solving the two-phase flow poroelasticity equations. The scheme employs the interior penalty discontinuous Galerkin method and a sequential time-stepping method. The unknowns are the phase pressures and the displacement. Existence of the solution is proved. Three-dimensional numerical results show the accuracy and robustness of the proposed method.

Robust Interior Penalty Discontinuous Galerkin Methods

A new variant of the IPDG method is presented, involving carefully constructed weighted averages of the gradient of the approximate solution. The method is shown to be robust even for the most extreme simultaneous local mesh, polynomial degree and diffusion coefficient variation scenarios, without resulting into unreasonably large penalization. The new IPDG method, henceforth termed as robust IPDG (RIPDG), offers typically significantly better error behaviour and conditioning than the standard IPDG method when applied to scenarios with strong mesh/polynomial degree/diffusion local variation, especially when the underlying approximation space does not contain a sufficiently rich conforming subspace. The latter is of particular importance in the context of IPDG methods on polygonal/polyhedral meshes. On the other hand, when using uniform meshes, constant polynomial degree for problems with constant diffusion coefficients the RIPDG method is identical to the classical IPDG. Numerical experiments indicate the favourable performance of the new RIPDG method over the classical version in terms of conditioning and error.

Improved error estimates of hybridizable interior penalty methods using a variable penalty for highly anisotropic diffusion problems

In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a penalization function of the form O(1/h1+δ), where h denotes the mesh size and δ is a user-dependent parameter. We then quantify its direct impact on the convergence analysis, namely, the (strong) consistency, discrete coercivity and boundedness (with hδ-dependency), and we derive updated error estimates for both discrete energy- and L2-norms. The originality of the error analysis relies specifically on the use of conforming interpolants of the exact solution. All theoretical results are supported by numerical evidence.

Learning rays via deep neural network in a ray-based IPDG method for high-frequency Helmholtz equations in inhomogeneous media

We develop a deep learning approach to extract ray directions at discrete locations by analyzing highly oscillatory wave fields. A deep neural network is trained on a set of local plane-wave fields to predict ray directions at discrete locations. The resulting deep neural network is then applied to a reduced-frequency Helmholtz solution to extract ray directions, which are further incorporated into a ray-based interior-penalty discontinuous Galerkin (IPDG) method to solve the corresponding Helmholtz equations at higher frequencies. In this way, we observe no apparent pollution effects in the resulting Helmholtz solutions in inhomogeneous media. Our 2D and 3D numerical results show that the proposed scheme is very efficient and yields highly accurate solutions.

Bound-preserving discontinuous Galerkin methods with second-order implicit pressure explicit concentration time marching for compressible miscible displacements in porous media

In this paper, we construct bound-preserving interior penalty discontinuous Galerkin (IPDG) methods with a second-order implicit pressure explicit concentration (SIPEC) time marching for the coupled system of two-component compressible miscible displacements. The SIPEC method is a crucial innovation based on the traditional second-order strong-stability-preserving Runge-Kutta (SSP-RK2) method. The main idea is to treat the pressure equation implicitly and the concentration equation explicitly. However, this treatment would result in a first-order accurate scheme. Therefore, in all previous works, only the combination of forward and backward Euler time integrations was considered. In this paper, we propose a correction stage to compensate for the second-order accuracy in each time step. There are two main difficulties in constructing a second-order scheme. Firstly, in the concentration equation, correction of the diffusion term will cause anti-diffusion, leading to malfunction of the bound-preserving technique. We can deal with the velocity in the diffusion term explicitly to avoid correction of the diffusion term. Secondly, we need to ensure that the bound-preserving technique for the convection and source terms can be applied when the correction stage has been established. In fact, in the correction stage, the new approximation to the concentration can be chosen as the numerical solution in the previous stage, so the numerical cell averages are positivity-preserving. Moreover, we use the same correction technique for the pressure, so that the consistent flux pairs would guarantee the preservation of the upper bound 1 of the concentration. Numerical experiments will be given to demonstrate that the proposed scheme can reduce the computational cost significantly compared with explicit schemes if the diffusion coefficient D is small in the concentration equation. Moreover, the proposed method also yields much larger cfl number compared with first-order implicit pressure explicit concentration schemes. Moreover, the effectiveness of the bound-preserving technique will also be presented.

Conforming and nonconforming FEMs for the free vibration problem of a CNT microbeam

This work investigates the eigenfrequencies of a carbon nanotube (CNT), simulated as a gradient Rayleigh beam, to explore the effect of the macro-inertia dynamical terms in the response. Analytical and numerical methods are employed to deduce credible results for three types of boundary conditions (BCs), i.e. a cantilever, a simply supported and a clamped–clamped beam, respectively. In particular, the analytical eigenfrequencies are calculated by means of modal analysis and respectively the numerical ones by both the conforming C2-continuous finite element method (C2CFEM) and interior penalty discontinuous Galerkin finite element methods (IPDGFEMs), for the first time. The above numerical methods are used, since the coefficient of the sixth-order differential term (as a perturbation term) takes very small values, and that triggers stability and numerical issues. A thorough investigation concerned with each method’s suitability is conducted. The conclusions drawn are very encouraging for the study of higher-dimensional problems with a complicated domain.

Equal Higher Order Analysis of an Unfitted Discontinuous Galerkin Method for Stokes Flow Systems

In this work, we analyze an unfitted discontinuous Galerkin discretization for the numerical solution of the Stokes system based on equal higher-order discontinuous velocities and pressures. This approach combines the best from both worlds, firstly the advantages of a piece-wise discontinuous high–order accurate approximation and secondly the advantages of an unfitted to the true geometry grid around possibly complex objects and/or geometrical deformations. Utilizing a fictitious domain framework, the physical domain of interest is embedded in an unfitted background mesh and the geometrically unfitted discretization is built upon symmetric interior penalty discontinuous Galerkin formulation. To enhance stability we enrich the discrete variational formulation with a pressure stabilization term. Moreover, the present contribution adopts high order ghost penalty strategies to address the ill conditioning of the system matrix caused by small truncated elements with respect to the unfitted boundary. Motivated by continuous unfitted FEM (Burman and Hansbo in ESAIM Math Model Numer Anal 48(3):859–874, 2014; Massing et al. in J Sci Comput 61:604–628, 2014; Massing et al. in Numer Math 128:73–101, 2014) along with other unfitted mesh surveys grounded on discontinuous spaces (Becker et al. in Comput Methods Appl Mech Eng 198(41–44):3352–3360, 2009; Gürkan and Massing in Comput Methods Appl Mech Eng 348:466–499, 2019; Gürkan et al. in SIAM J Sci Comput 42(5):A2620–A2654, 2020; Massing in A cut discontinuous Galerkin method for coupled bulk-surface problems, Chapter in UCLWorkshop volume on "Geometrically Unfitted Finite Element Methods", Lecture Notes in Computational Science and Engineering, Springer, Cham, pp 259–279, 2017), we use proper velocity and pressure ghost penalties defined on faces of cut cells to establish a robust high-order method, in spite of the cell agglomeration technique usually applied on dG methods. The current presentation should prove valuable in engineering applications where special emphasis is placed on the optimal effective approximation attaining much smaller relative errors in coarser meshes. Inf-sup stability, the optimal order of convergence, and the condition number sensitivity with respect to cut configuration are investigated. Numerical examples verify the theoretical results.

An efficient high-order numerical solver for diffusion equations with strong anisotropy

In this paper, we present an interior penalty discontinuous Galerkin finite element scheme for solving diffusion problems with strong anisotropy arising in magnetized plasmas for fusion applications. We demonstrate the accuracy produced by the high-order scheme and develop an efficient preconditioning technique to solve the corresponding linear system, which is robust to the mesh size and anisotropy of the problem. Several numerical tests are provided to validate the accuracy and efficiency of the proposed algorithm.

A comparative study on interior penalty discontinuous Galerkin and enriched Galerkin methods for time-fractional Sobolev equation

A comparative study on interior penalty discontinuous Galerkin and enriched Galerkin methods for time-fractional Sobolev equation

IETI-DP methods for discontinuous Galerkin multi-patch Isogeometric Analysis with T-junctions

We study Dual–Primal Isogeometric Tearing and Interconnecting (IETI-DP) solvers for non-conforming multi-patch discretizations of a generalized Poisson problem. We realize the coupling between the patches using a symmetric interior penalty discontinuous Galerkin (SIPG) approach. Previously, we have assumed that the interfaces between patches always consist of whole edges. In this paper, we drop this requirement and allow T-junctions. This extension is vital for the consideration of sliding interfaces, for example between the rotor and the stator of an electrical motor. One critical part for the handling of T-junctions in IETI-DP solvers is the choice of the primal degrees of freedom. We propose to add all basis functions that are non-zero at any of the vertices to the primal space. Since there are several such basis functions at any T-junction, we call this concept “fat vertices”. For this choice, we show a condition number bound that coincides with the bound for the conforming case.

A Sequentially- Hybridized Locally Conservative Non-conforming Finite Element Scheme for Two-phase Flow Simulation through Heterogeneous Porous Media

Accurate two-phase flow modeling has a crucial role in detecting pollution in aquifers and/or in the simulating immiscible flow through porous media. In this research, a new hybrid numerical method based on the lower order non-conforming finite element method (NCFEM) and interior penalty discontinuous Galerkin (DG) method is proposed to simulate two-phase incompressible flow in heterogeneous porous media. The pressure and transport saturation equations are discretized by using the non-conforming Crouzeix-Raviart (CR) finite element and the symmetric weighed interior penalty discontinuous Galerkin (SWIPM). As a result of determining the degrees of freedom at the midpoint of neighboring element edges, a consistent set of pressure and velocity fields is obtained via the NCFEM. An H(div) projection based on the Raviart-Thomas (RT) element is implemented to improve the results resolution and preserve the continuity of the normal component of the velocity field. Besides, the spurious numerical oscillations of the saturation solution at the end of each time step are removed by using a novel vertex-based slope limiter, named the modified Chavent-Jaffre limiter. The accuracy and performance of the proposed numerical method are assessed by solving the Buckley-Leverett and McWhorter-Sunada benchmark problems, along with two test problems associated with highly heterogeneous porous media. The numerical results indicate that the proposed scheme has a remarkable potential to accurately capture the shock front and sharp interface zone of immiscible phases in the heterogeneous aquifers and other porous media.

A Space-Time Interior Penalty Discontinuous Galerkin Method for the Wave Equation

A new higher-order accurate space-time discontinuous Galerkin (DG) method using the interior penalty flux and discontinuous basis functions, both in space and in time, is presented and fully analyzed for the second-order scalar wave equation. Special attention is given to the definition of the numerical fluxes since they are crucial for the stability and accuracy of the space-time DG method. The theoretical analysis shows that the DG discretization is stable and converges in a DG-norm on general unstructured and locally refined meshes, including local refinement in time. The space-time interior penalty DG discretization does not have a CFL-type restriction for stability. Optimal order of accuracy is obtained in the DG-norm if the mesh size h and the time step Delta t satisfy hcong CDelta t, with C a positive constant. The optimal order of accuracy of the space-time DG discretization in the DG-norm is confirmed by calculations on several model problems. These calculations also show that for pth-order tensor product basis functions the convergence rate in the L^infty and L^2-norms is order p+1 for polynomial orders p=1 and p=3 and order p for polynomial order p=2.

A new DG method for a pure–stress formulation of the Brinkman problem with strong symmetry

<p style='text-indent:20px;'>A strongly symmetric stress approximation is proposed for the Brinkman equations with mixed boundary conditions. The resulting formulation solves for the Cauchy stress using a symmetric interior penalty discontinuous Galerkin method. Pressure and velocity are readily post-processed from stress, and a second post-process is shown to produce exactly divergence-free discrete velocities. We demonstrate the stability of the method with respect to a DG-energy norm and obtain error estimates that are explicit with respect to the coefficients of the problem. We derive optimal rates of convergence for the stress and for the post-processed variables. Moreover, under appropriate assumptions on the mesh, we prove optimal <inline-formula><tex-math id="M1">\begin{document}$ L^2 $\end{document}</tex-math></inline-formula>-error estimates for the stress. Finally, we provide numerical examples in 2D and 3D.</p>