Local Discontinuous Galerkin Solution Research Articles

Supercloseness of the local discontinuous Galerkin method for a singularly perturbed convection-diffusion problem

A singularly perturbed convection-diffusion problem posed on the unit square in R 2 \mathbb {R}^2 , whose solution has exponential boundary layers, is solved numerically using the local discontinuous Galerkin (LDG) method with tensor-product piecewise polynomials of degree at most k > 0 k>0 on three families of layer-adapted meshes: Shishkin-type, Bakhvalov-Shishkin-type and Bakhvalov-type. On Shishkin-type meshes this method is known to be no greater than O ( N − ( k + 1 / 2 ) ) O(N^{-(k+1/2)}) accurate in the energy norm induced by the bilinear form of the weak formulation, where N N mesh intervals are used in each coordinate direction. (Note: all bounds in this abstract are uniform in the singular perturbation parameter and neglect logarithmic factors that will appear in our detailed analysis.) A delicate argument is used in this paper to establish O ( N − ( k + 1 ) ) O(N^{-(k+1)}) energy-norm superconvergence on all three types of mesh for the difference between the LDG solution and a local Gauss-Radau projection of the true solution into the finite element space. This supercloseness property implies a new N − ( k + 1 ) N^{-(k+1)} bound for the L 2 L^2 error between the LDG solution on each type of mesh and the true solution of the problem; this bound is optimal (up to logarithmic factors). Numerical experiments confirm our theoretical results.

Two Efficient and Reliable a posteriori Error Estimates for the Local Discontinuous Galerkin Method Applied to Linear Elliptic Problems on Cartesian Grids

In this paper, we derive two a posteriori error estimates for the local discontinuous Galerkin (LDG) method applied to linear second-order elliptic problems on Cartesian grids. We first prove that the gradient of the LDG solution is superconvergent with order $$p+1$$ towards the gradient of Gauss-Radau projection of the exact solution, when tensor product polynomials of degree at most p are used. Then, we prove that the gradient of the actual error can be split into two parts. The components of the significant part can be given in terms of $$(p+1)$$ -degree Radau polynomials. We use these results to construct a reliable and efficient residual-type a posteriori error estimates. We further develop a postprocessing gradient recovery scheme for the LDG solution. This recovered gradient superconverges to the gradient of the true solution. The order of convergence is proved to be $$p+1$$ . We use our gradient recovery result to develop a robust recovery-type a posteriori error estimator for the gradient approximation which is based on an enhanced recovery technique. We prove that the proposed residual-type and recovery-type a posteriori error estimates converge to the true errors in the $$L^2$$ -norm under mesh refinement. The order of convergence is proved to be $$p + 1$$ . Moreover, the proposed estimators are proved to be asymptotically exact. Finally, we present a local adaptive mesh refinement procedure that makes use of our local and global a posteriori error estimates. Our proofs are valid for arbitrary regular meshes and for $$P^p$$ polynomials with $$p\ge 1$$ . We provide several numerical examples illustrating the effectiveness of our procedures.

Optimal superconvergence and asymptotically exact a posteriori error estimator for the local discontinuous Galerkin method for linear elliptic problems on Cartesian grids

The purpose of this paper is twofold: to study the superconvergence properties and to present an efficient and reliable a posteriori error estimator for the local discontinuous Galerkin (LDG) method for linear second-order elliptic problems on Cartesian grids. We prove that the LDG solution is superconvergent towards a particular projection of the exact solution. The order of convergence is proved to be p+2, when tensor product polynomials of degree at most p are used. Then, we prove that the actual error can be split into two parts. The components of the significant part can be given in terms of (p+1)-degree Radau polynomials. We use these results to construct a reliable and efficient residual-type a posteriori error estimates. We prove that the proposed residual-type a posteriori error estimates converge to the true errors in the L2-norm under mesh refinement. The order of convergence is proved to be p+2. Finally, we present a local AMR procedure that makes use of our local and global a posteriori error estimates. We provide several numerical examples illustrating the effectiveness of our procedures.

Optimal error estimates of the local discontinuous Galerkin method for nonlinear second‐order elliptic problems on Cartesian grids

ABSTRACTIn this paper, we study the local discontinuous Galerkin (LDG) methods for two‐dimensional nonlinear second‐order elliptic problems of the type uxx + uyy = f(x, y, u, ux, uy), in a rectangular region Ω with classical boundary conditions on the boundary of Ω. Convergence properties for the solution and for the auxiliary variable that approximates its gradient are established. More specifically, we use the duality argument to prove that the errors between the LDG solutions and the exact solutions in the L2 norm achieve optimal (p + 1)th order convergence, when tensor product polynomials of degree at most p are used. Moreover, we prove that the gradient of the LDG solution is superclose with order p + 1 toward the gradient of Gauss–Radau projection of the exact solution. The results are valid in two space dimensions on Cartesian meshes using tensor product polynomials of degree p ≥ 1, and for both mixed Dirichlet–Neumann and periodic boundary conditions. Preliminary numerical experiments indicate that our theoretical findings are optimal.

Analysis of optimal superconvergence of the local discontinuous Galerkin method for nonlinear fourth-order boundary value problems

This paper is concerned with the convergence and superconvergence of the local discontinuous Galerkin (LDG) finite element method for nonlinear fourth-order boundary value problems of the type $u^{(4)}=f(x,u,u^{\prime },u^{\prime \prime },u^{\prime \prime \prime })$ , x ∈ [a,b] with classical boundary conditions at the endpoints. Convergence properties for the solution and for all three auxiliary variables are established. More specifically, we use the duality argument to prove that the errors between the LDG solutions and the exact solutions in the L2 norm achieve optimal (p + 1)th-order convergence, when polynomials of degree p are used. We also prove that the derivatives of the errors between the LDG solutions and Gauss-Radau projections of the exact solutions in the L2 norm are superconvergent with order p + 1. Furthermore, a (2p + 1)th-order superconvergent for the errors of the numerical fluxes at mesh nodes as well as for the cell averages is also obtained under quasi-uniform meshes. Finally, we prove that the LDG solutions are superconvergent with an order of p + 2 toward particular projections of the exact solutions. The error analysis presented in this paper is valid for p ≥ 1. Numerical experiments indicate that our theoretical findings are optimal.

A Superconvergent Local Discontinuous Galerkin Method for Nonlinear Fourth-Order Boundary-Value Problems

In this paper, we present a superconvergent local discontinuous Galerkin (LDG) method for nonlinear fourth-order boundary-value problems (BVPs) of the form [Formula: see text]. We prove optimal [Formula: see text] error estimates for the solution and for the three auxiliary variables that approximate the first, second, and third-order derivatives. The order of convergence is proved to be [Formula: see text], when piecewise polynomials of degree at most [Formula: see text] are used. Our numerical experiments demonstrate optimal rates of convergence. We further prove that the derivatives of the LDG solutions are superconvergent with order [Formula: see text] toward the derivatives of Gauss–Radau projections of the exact solutions. Finally, we prove that the LDG solutions are superconvergent with order [Formula: see text] toward Gauss–Radau projections of the exact solutions. Our numerical results indicate that the numerical order of superconvergence rate is [Formula: see text]. Our proofs are valid for arbitrary regular meshes using piecewise polynomials of degree [Formula: see text] and for the classical sets of boundary conditions. Several computational examples are provided to validate the theoretical results.

Analysis of optimal superconvergence of a local discontinuous Galerkin method for nonlinear second-order two-point boundary-value problems

In this paper, we investigate the convergence and superconvergence properties of a local discontinuous Galerkin (LDG) method for nonlinear second-order two-point boundary-value problems (BVPs) of the form u″=f(x,u,u′), x∈[a,b] subject to some suitable boundary conditions at the endpoints x=a and x=b. We prove optimal L2 error estimates for the solution and for the auxiliary variable that approximates the first-order derivative. The order of convergence is proved to be p+1, when piecewise polynomials of degree at most p are used. We further prove that the derivatives of the LDG solutions are superconvergent with order p+1 toward the derivatives of Gauss-Radau projections of the exact solutions. Moreover, we prove that the LDG solutions are superconvergent with order p+2 toward Gauss-Radau projections of the exact solutions. Finally, we prove, for any polynomial degree p, the (2p+1)th superconvergence rate of the LDG approximations at the upwind or downwind points and for the domain average under quasi-uniform meshes. Our numerical experiments demonstrate optimal rates of convergence and superconvergence. Our proofs are valid for arbitrary regular meshes using piecewise polynomials of degree p≥1 and for the classical sets of boundary conditions. Several computational examples are provided to validate the theoretical results.

Error estimates and post-processing of local discontinuous Galerkin method for Schrödinger equations

In this paper, we present L 2 and negative-order norm estimates for the local discontinuous Galerkin (LDG) method solving variable coefficient Schrödinger equations. For these special solutions the LDG method exhibits “hidden accuracy”, and we are able to extract it through the use of a convolution kernel that is composed of a linear combination of B-splines. This technical was initially introduced by Cockburn, Luskin, Shu, and Süli for linear hyperbolic equations and extended by Ryan et al. as a smoothness-increasing accuracy-conserving (SIAC) filter. We demonstrate that it is possible to extend the SIAC filter on Schrödinger equations. When polynomials of degree k are used, we can prove theoretically the LDG method solutions are of order k + 1 , whereas the post-processed solutions that convolution with the SIAC filter are of order at least 2 k . Additionally, we present numerical results to confirm that the accuracy of LDG solutions can be improved from O ( h k + 1 ) to at least O ( h 2 k + 1 ) for Schrödinger equations by using alternating numerical fluxes.

Superconvergence analysis of local discontinuous Galerkin methods for linear convection–diffusion equations in one space dimension

This paper is concerned with the superconvergence study of the local discontinuous Galerkin (LDG) method for one-dimensional time-dependent linear convection–diffusion equations, where the convection flux is taken as the upwind flux, while the diffusion fluxes chosen as the alternating fluxes. Superconvergence properties for both the solution itself and auxiliary variables are established. Precisely, we prove that, the LDG solutions are superconvergent with an order of \(k+2\) towards a particular projection of the exact solution and the auxiliary variable, and thus a \(k+1\)-th order superconvergence for the derivative approximation and a \(k+2\)-th order superconvergence for the function value approximation at a class of Radau points are obtained. Especially, we show that the convergence rate of the derivative approximation for the exact solution can reach \(k+2\) when the convection flux is the same as the diffusion flux, two order higher than the optimal convergence rate. Furthermore, a \(2k+1\)-th order superconvergent for the errors of the numerical fluxes at mesh nodes as well as for the cell averages, is also obtained under some suitable initial discretization. Numerical experiments indicate that most of our theoretical findings are optimal.

Superconvergence of the semi-discrete local discontinuous Galerkin method for nonlinear KdV-type problems

In this paper, we present and analyze a superconvergent local discontinuous Galerkin (LDG) scheme for the numerical solution of nonlinear KdV-type partial differential equations. Optimal a priori error estimates for the LDG solution and for the two auxiliary variables that approximate the first-and second-order derivative are derived in the L2-norm for the semi-discrete formulation. The order of convergence is proved to be p+1, when piecewise polynomials of degree at most p are used. We further prove that the derivative of the LDG solution is superconvergent with order p+1 towards the derivative of a special projection of the exact solution. We use this results to prove that the LDG solution is superconvergent with order p+3/2 toward a special Gauss-Radau projection of the exact solution. Finally, several numerical examples are given to validate the theoretical results. Our proofs are valid for arbitrary regular meshes using Pp polynomials with p≥1 and under the condition that |f'(u)| possesses a uniform positive lower bound, where f(u) is the nonlinear flux function. Our experiments demonstrate that our results hold true for KdV equations with general flux functions.

Asymptotically Exact Posteriori Error Estimates for the Local Discontinuous Galerkin Method Applied to Nonlinear Convection–Diffusion Problems

In this paper, we present and analyze implicit a posteriori error estimates for the local discontinuous Galerkin (LDG) method applied to nonlinear convection–diffusion problems in one space dimension. Optimal a priori error estimates for the solution and for the auxiliary variable that approximates the first-order derivative are derived in the $$L^2$$ -norm for the semi-discrete formulation. More precisely, we identify special numerical fluxes and a suitable projection of the initial condition for the LDG scheme to achieve $$p+1$$ order of convergence for the solution and its spatial derivative in the $$L^2$$ -norm, when piecewise polynomials of degree at most p are used. We further prove that the derivative of the LDG solution is superconvergent with order $$p+1$$ towards the derivative of a special projection of the exact solution. We use this result to prove that the LDG solution is superconvergent with order $$p+3/2$$ towards a special Gauss–Radau projection of the exact solution. Our superconvergence results allow us to show that the leading error term on each element is proportional to the $$(p+1)$$ -degree right Radau polynomial. We use these results to construct asymptotically exact a posteriori error estimator. Furthermore, we prove that the a posteriori LDG error estimate converges at a fixed time to the true spatial error in the $$L^2$$ -norm at $$\mathcal {O}(h^{p+3/2})$$ rate. Finally, we prove that the global effectivity index in the $$L^2$$ -norm converge to unity at $$\mathcal {O}(h^{1/2})$$ rate. Our proofs are valid for arbitrary regular meshes using $$P^p$$ polynomials with $$p\ge 1$$ . Finally, several numerical examples are given to validate the theoretical results.

A superconvergent local discontinuous Galerkin method for nonlinear two-point boundary-value problems

In this paper, we present and analyze a superconvergent and high order accurate local discontinuous Galerkin (LDG) method for nonlinear two-point boundary-value problems (BVPs) of the form u ″ = f (t, u), which arise in a wide variety of engineering applications. We prove the L 2 stability of the LDG scheme and optimal L 2 error estimates for the solution and for the auxiliary variable that approximates the first-order derivative. The order of convergence is proved to be p + 1, when piecewise polynomials of degree at most p are used. Our numerical experiments demonstrate optimal rates of convergence. Moreover, we show that the derivatives of the LDG solutions are superconvergent with order p + 1 toward the derivatives of Gausss-Radau projections of the exact solutions. Finally, we prove that the LDG solutions are superconvergent with order p + 3/2 toward Gauss-Radau projections of the exact solutions. Our computational results indicate that the observed numerical superconvergence rate is p + 2. Our proofs are valid for arbitrary regular meshes using piecewise polynomials of degree p ≥ 1 and for the periodic, Dirichlet, and mixed boundary conditions. All proofs are valid under the hypotheses of the existence and uniqueness theorem for BVPs. Several numerical results are presented to validate the theoretical results.

Superconvergence of the local discontinuous Galerkin method for the sine-Gordon equation in one space dimension

In this paper, we present superconvergence results for the local discontinuous Galerkin (LDG) method for the sine-Gordon nonlinear hyperbolic equation in one space dimension. We identify a special numerical flux and a suitable projection of the initial conditions for the LDG scheme for which the L2-norm of the LDG solution and its spatial derivative are of order p+1, when piecewise polynomials of degree at most p are used. Our numerical experiments demonstrate optimal order of convergence. We further prove superconvergence toward particular projections of the exact solutions. More precisely, we prove that the LDG solution and its spatial derivative are O(hp+3∕2) super close to particular projections of the exact solutions, while computational results show higher O(hp+2) convergence rate. Our analysis is valid for arbitrary regular meshes and for Pp polynomials with arbitrary p≥1. Numerical experiments validating these theoretical results are presented.

A posteriori local discontinuous Galerkin error estimates for the one-dimensional sine-Gordon equation

ABSTRACTIn this paper, we present a posteriori error analysis of the local discontinuous Galerkin (LDG) method for the sine-Gordon nonlinear hyperbolic equations with smooth solutions. We show that the dominant components of the local LDG errors on each element are proportional to right and left Radau polynomials of degree p+1. Thus, the discretization errors for the p-degree LDG solution and its spatial derivative are superconvergent at the roots of -degree right and left Radau polynomials, respectively. Numerical experiments indicate that our superconvergence results hold globally. We use the superconvergence results to construct simple, efficient, and asymptotically exact a posteriori LDG error estimates. The proposed error estimates are computationally simple and are obtained by solving local steady problems with no boundary conditions on each element. Numerical computations suggest that these a posteriori LDG error estimates for the solution and its spatial derivative, at any fixed time, converge to the true errors at rate, respectively. We also demonstrate that the global effectivity indices for the solution and its derivative in the -norm converge to unity. We present several numerical examples to validate the superconvergence results and the asymptotic exactness of our a posteriori error estimates under mesh refinement. Finally, we present a local adaptive procedure that makes use of our local a posteriori error estimates.

Superconvergence of Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

In this paper, we present a unified approach to study superconvergence behavior of the local discontinuous Galerkin (LDG) method for high-order time-dependent partial differential equations. We select the third and fourth order equations as our models to demonstrate this approach and the main idea. Superconvergence results for the solution itself and the auxiliary variables are established. To be more precise, we first prove that, for any polynomial of degree k, the errors of numerical fluxes at nodes and for the cell averages are superconvergent under some suitable initial discretization, with an order of $$O(h^{2k+1})$$ . We then prove that the LDG solution is $$(k+2)$$ -th order superconvergent towards a particular projection of the exact solution and the auxiliary variables. As byproducts, we obtain a $$(k+1)$$ -th and $$(k+2)$$ -th order superconvergence rate for the derivative and function value approximation separately at a class of Radau points. Moreover, for the auxiliary variables, we, for the first time, prove that the convergence rate of the derivative error at the interior Radau points can reach as high as $$k+2$$ . Numerical experiments demonstrate that most of our error estimates are optimal, i.e., the error bounds are sharp.

Superconvergence of the local discontinuous Galerkin method for the sine-Gordon equation on Cartesian grids

In this paper, we investigate the superconvergence properties of the local discontinuous Galerkin (LDG) method applied to the two-dimensional sine-Gordon nonlinear hyperbolic equation on Cartesian grids. We perform a local error analysis and show that the actual error can be split into an O(hp+1) leading component and a higher-order component, when tensor product polynomials of degree at most p are used. We further prove that the leading term of the LDG error is spanned by two (p+1)-degree Radau polynomials in the x and y directions, respectively. Thus, the LDG solution is O(hp+2) superconvergent at Radau points obtained as a tensor product of the roots of (p+1)-degree right Radau polynomial. Computational results indicate that our superconvergence results hold globally. We use these results to construct simple, efficient, and asymptotically exact a posteriori LDG error estimates. The proposed error estimates are computationally simple and are obtained by solving local steady problems with no boundary conditions on each element. Finally, we present several numerical examples to validate the superconvergence results and the asymptotic exactness of our a posteriori error estimates under mesh refinement.

High Order Local Discontinuous Galerkin Methods for the Allen-Cahn Equation: Analysis and Simulation

In this paper, we present a local discontinuous Galerkin (LDG) method for the AllenCahn equation. We prove the energy stability, analyze the optimal convergence rate of k + 1 in L 2 norm and present the (2k + 1)-th order negative-norm estimate of the semidiscrete LDG method for the Allen-Cahn equation with smooth solution. To relax the severe time step restriction of explicit time marching methods, we construct a first order semi-implicit scheme based on the convex splitting principle of the discrete Allen-Cahn energy and prove the corresponding unconditional energy stability. To achieve high order temporal accuracy, we employ the semi-implicit spectral deferred correction (SDC) method. Combining with the unconditionally stable convex splitting scheme, the SDC method can be high order accurate and stable in our numerical tests. To enhance the efficiency of the proposed methods, the multigrid solver is adapted to solve the resulting nonlinear algebraic systems. Numerical studies are presented to confirm that we can achieve optimal accuracy of O(h k+1 ) in L 2 norm and improve the LDG solution from O(h k+1 ) to O(h 2k+1 ) with the

Analysis of Sharp Superconvergence of Local Discontinuous Galerkin Method for One-Dimensional Linear Parabolic Equations

In this paper, we study the superconvergence of the error for the local discontinuous Galerkin (LDG) finite element method for one-dimensional linear parabolic equations when the alternating flux is used. We prove that if we apply piecewise k-th degree polynomials, the error between the LDG solution and the exact solution is (k+2)-th order superconvergent at the Radau points with suitable initial discretization. Moreover, we also prove the LDG solution is (k + 2)-th order superconvergent for the error to a particular projection of the exact solution. Even though we only consider periodic boundary condition, this boundary condition is not essential, since we do not use Fourier analysis. Our analysis is valid for arbitrary regular meshes and for P k polynomials with arbitrary k � 1. We perform numerical experiments to demonstrate that the superconvergence rates proved in this paper are sharp.

A superconvergent local discontinuous Galerkin method for the second-order wave equation on Cartesian grids

In this paper, we propose and analyze a new superconvergent local discontinuous Galerkin (LDG) method equipped with an element residual error estimator for the spatial discretization of the second-order wave equation on Cartesian grids. We prove the L2 stability, the energy conserving property, and optimal L2 error estimates for the semi-discrete formulation. In particular, we identify special numerical fluxes for which theL2-norm of the solution and its gradient are of order p+1, when tensor product polynomials of degree at most p are used. We further perform a local error analysis and show that the leading term of the LDG error is spanned by two (p+1)-degree right Radau polynomials in the x and y directions. Thus, the LDG solution is O(hp+2) superconvergent at Radau points obtained as a tensor product of the roots of (p+1)-degree right Radau polynomial. Furthermore, numerical computations show that the first component of the solution’s gradient is O(hp+2) superconvergent at tensor product of the roots of left Radau polynomial in x and right Radau polynomial in y while the second component is O(hp+2) superconvergent at the tensor product of the roots of the right Radau polynomial in x and left Radau polynomial in y. Computational results indicate that global superconvergence holds for LDG solutions. We use the superconvergence results to construct a posteriori LDG error estimates. These error estimates are computationally simple and are obtained by solving local steady problems with no boundary condition on each element. Finally, we present several numerical examples to validate the superconvergence results and the asymptotic exactness of our a posteriori error estimates under mesh refinement.

Superconvergence and a posteriori error estimates for the LDG method for convection–diffusion problems in one space dimension

In this paper we investigate the superconvergence properties of the local discontinuous Galerkin (LDG) method applied to transient convection–diffusion problems in one space dimension. We show that the leading terms of the local discretization errors for the p-degree LDG solution and its spatial derivative are proportional to (p+1)-degree right and left Radau polynomials, respectively. Thus, the discretization errors for the p-degree LDG solution and its spatial derivative are O(hp+2) superconvergent at the roots of (p+1)-degree right and left Radau polynomials, respectively. The superconvergence results are used to construct asymptotically correct a posteriori error estimates. These error estimates are computationally simple and are obtained by solving a local steady problem with no boundary conditions on each element. Numerical computations suggest that these a posteriori LDG error estimates for the solution and its spatial derivative at a fixed time t converge to the true errors at O(hp+3) and O(hp+2) rates, respectively. We also show that the global effectivity indices for the solution and its derivative in the L2-norm converge to unity at O(h2) and O(h) rates, respectively. Finally, we show that the LDG method combined with the a posteriori error estimation procedure yields both accurate error estimates and O(hp+2) superconvergent solutions. Our proofs are valid for arbitrary regular meshes and for Pp polynomials with p≥1, and for periodic, Dirichlet, and mixed Dirichlet–Neumann boundary conditions. Several numerical simulations are performed to validate the theory.