Convergence analysis of a weak Galerkin finite element method on a Shishkin mesh for a singularly perturbed fourth-order problem in 2D

We consider the singularly perturbed fourth-order boundary value problem $\varepsilon ^{2}\Delta ^{2}u-\Delta u=f$ on the unit square $\Omega \subset \mathbb{R}^2$, with boundary conditions $u = \partial u / \partial n = 0$ on $\partial \Omega$, where $\varepsilon \in (0, 1)$ is a small parameter. The problem is solved numerically by means of a weak Galerkin(WG) finite element method, which is highly robust and flexible in the element construction by using discontinuous piecewise polynomials on finite element partitions consisting of polygons of arbitrary shape. The resulting WG finite element formulation is symmetric, positive definite, and parameter-free. Under reasonable assumptions on the structure of the boundary layers that appear in the solution, a family of suitable Shishkin meshes with $N^2$ elements is constructed ,convergence of the method is proved in a discrete $H^2$ norm for the corresponding WG finite element solutions and numerical results are presented

Computational Engineering

The focus of this Computational Engineering Workshop was on the mathematical foundation of state-of-the-art and emerging finite element methods in engineering analysis. The 52 participants included mathematicians and engineers with shared interest on discontinuous Galerkin or Petrov-Galerkin methods and other generalized nonconforming or mixed finite element methods

On Discontinuous Galerkin Methods for Singularly Perturbed and Incompressible Miscible Displacement Problems

This thesis is concerned with the numerical approximation of problems of fluid flow, in particular the stationary advection diffusion reaction equations and the time dependent, coupled equations of incompressible miscible displacement in a porous medium. We begin by introducing the continuous discontinuous Galerkin method for the singularly perturbed advection diffusion reaction problem. This is a method which coincides with the continuous Galerkin method away from internal and boundary layers and with a discontinuous Galerkin method in the vicinity of layers. We prove that this consistent method is stable in the streamline diffusion norm if the convection field flows non-characteristically from the region of the continuous Galerkin to the region of the discontinuous Galerkin method. We then turn our attention to the equations of incompressible miscible displacement for the concentration, pressure and velocity of one fluid in a porous medium being displaced by another. We show a reliable a posteriori error estimator for the time dependent, coupled equations in the case where the solution has sufficient regularity and the velocity is bounded. We remark that these conditions may not be attained in physically realistic geometries. We therefore present an abstract approach to the stationary problem of miscible displacement and investigate an a posteriori error estimator using weighted spaces that relies on lower regularity requirements for the true solution. We then return to the continuous discontinuous Galerkin method. We prove in an abstract setting that standard (continuous) Galerkin finite element approximations are the limit of interior penalty discontinuous Galerkin approximations as the penalty parameter tends to infinity. We then show that by varying the penalization parameter on only a subset of the domain we reach the continuous discontinuous method in the limit. We present numerical experiments illustrating this approach both for equations of non-negative characteristic form (closely related to advection diffusion reaction equations) and to the problem of incompressible miscible displacement. We show that we may practically determine appropriate discontinuous and continuous regions, resulting in a significant reduction of the number of degrees of freedom required to approximate a solution, by using the properties of the discontinuous Galerkin approximation to the advection diffusion reaction equation. We finally present novel code for implementing the continuous discontinuous Galerkin method in C++

Numerical simulation of conservation laws with moving grid nodes: Application to tsunami wave modelling

In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite volume scheme is conservative and it is accurate up to the second order in space. The main novelty consists in the motion of the grid. This new dynamic aspect can be used to resolve better the areas with large solution gradients or any other special features. No interpolation procedure is employed, thus unnecessary solution smearing is avoided, and therefore, our method enjoys excellent conservation properties. The resulting grid is completely redistributed according the choice of the so-called monitor function. Several more or less universal choices of the monitor function are provided. Finally, the performance of the proposed algorithm is illustrated on several examples stemming from the simple linear advection to the simulation of complex shallow water waves. The exact well-balanced property is proven. We believe that the techniques described in our paper can be beneficially used to model tsunami wave propagation and run-up.Comment: 46 pages, 7 figures, 7 tables, 94 references. Accepted to Geosciences. Other author's papers can be downloaded at http://www.denys-dutykh.com

Error analysis of the Galerkin FEM in L 2 -based norms for problems with layers: On the importance, conception and realization of balancing

In the present thesis it is shown that the most natural choice for a norm for the analysis of the Galerkin FEM, namely the energy norm, fails to capture the boundary layer functions arising in certain reaction-diffusion problems. In view of a formal Definition such reaction-diffusion problems are not singularly perturbed with respect to the energy norm. This observation raises two questions: 1. Does the Galerkin finite element method on standard meshes yield satisfactory approximations for the reaction-diffusion problem with respect to the energy norm? 2. Is it possible to strengthen the energy norm in such a way that the boundary layers are captured and that it can be reconciled with a robust finite element method, i.e.~robust with respect to this strong norm? In Chapter 2 we answer the first question. We show that the Galerkin finite element approximation converges uniformly in the energy norm to the solution of the reaction-diffusion problem on standard shape regular meshes. These results are completely new in two dimensions and are confirmed by numerical experiments. We also study certain convection-diffusion problems with characterisitc layers in which some layers are not well represented in the energy norm. These theoretical findings, validated by numerical experiments, have interesting implications for adaptive methods. Moreover, they lead to a re-evaluation of other results and methods in the literature. In 2011 Lin and Stynes were the first to devise a method for a reaction-diffusion problem posed in the unit square allowing for uniform a priori error estimates in an adequate so-called balanced norm. Thus, the aforementioned second question is answered in the affirmative. Obtaining a non-standard weak formulation by testing also with derivatives of the test function is the key idea which is related to the H^1-Galerkin methods developed in the early 70s. Unfortunately, this direct approach requires excessive smoothness of the finite element space considered. Lin and Stynes circumvent this problem by rewriting their problem into a first order system and applying a mixed method. Now the norm captures the layers. Therefore, they need to be resolved by some layer-adapted mesh. Lin and Stynes obtain optimal error estimates with respect to the balanced norm on Shishkin meshes. However, their method is unable to preserve the symmetry of the problem and they rely on the Raviart-Thomas element for H^div-conformity. In Chapter 4 of the thesis a new continuous interior penalty (CIP) method is present, embracing the approach of Lin and Stynes in the context of a broken Sobolev space. The resulting method induces a balanced norm in which uniform error estimates are proven. In contrast to the mixed method the CIP method uses standard Q_2-elements on the Shishkin meshes. Both methods feature improved stability properties in comparison with the Galerkin FEM. Nevertheless, the latter also yields approximations which can be shown to converge to the true solution in a balanced norm uniformly with respect to diffusion parameter. Again, numerical experiments are conducted that agree with the theoretical findings. In every finite element analysis the approximation error comes into play, eventually. If one seeks to prove any of the results mentioned on an anisotropic family of Shishkin meshes, one will need to take advantage of the different element sizes close to the boundary. While these are ideally suited to reflect the solution behavior, the error analysis is more involved and depends on anisotropic interpolation error estimates. In Chapter 3 the beautiful theory of Apel and Dobrowolski is extended in order to obtain anisotropic interpolation error estimates for macro-element interpolation. This also sheds light on fundamental construction principles for such operators. The thesis introduces a non-standard finite element space that consists of biquadratic C^1-finite elements on macro-elements over tensor product grids, which can be viewed as a rectangular version of the C^1-Powell-Sabin element. As an application of the general theory developed, several interpolation operators mapping into this FE space are analyzed. The insight gained can also be used to prove anisotropic error estimates for the interpolation operator induced by the well-known C^1-Bogner-Fox-Schmidt element. A special modification of Scott-Zhang type and a certain anisotropic interpolation operator are also discussed in detail. The results of this chapter are used to approximate the solution to a recation-diffusion-problem on a Shishkin mesh that features highly anisotropic elements. The obtained approximation features continuous normal derivatives across certain edges of the mesh, enabling the analysis of the aforementioned CIP method.:Notation 1 Introduction 2 Galerkin FEM error estimation in weak norms 2.1 Reaction-diffusion problems 2.2 A convection-diffusion problem with weak characteristic layers and a Neumann outflow condition 2.3 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 2.3.1 Weakly imposed characteristic boundary conditions 2.4 Numerical experiments 2.4.1 A reaction-diffusion problem with boundary layers 2.4.2 A reaction-diffusion problem with an interior layer 2.4.3 A convection-diffusion problem with characteristic layers and a Neumann outflow condition 2.4.4 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 3 Macro-interpolation on tensor product meshes 3.1 Introduction 3.2 Univariate C1-P2 macro-element interpolation 3.3 C1-Q2 macro-element interpolation on tensor product meshes 3.4 A theory on anisotropic macro-element interpolation 3.5 C1 macro-interpolation on anisotropic tensor product meshes 3.5.1 A reduced macro-element interpolation operator 3.5.2 The full C1-Q2 interpolation operator 3.5.3 A C1-Q2 macro-element quasi-interpolation operator of Scott-Zhang type on tensor product meshes 3.5.4 Summary: anisotropic C1 (quasi-)interpolation error estimates 3.6 An anisotropic macro-element of tensor product type 3.7 Application of macro-element interpolation on a tensor product Shishkin mesh 4 Balanced norm results for reaction-diffusion 4.1 The balanced finite element method of Lin and Stynes 4.2 A C0 interior penalty method 4.3 Galerkin finite element method 4.3.1 L2-norm error bounds and supercloseness 4.3.2 Maximum-norm error bounds 4.4 Numerical verification 4.5 Further developments and summary Reference

Space-time discontinuous Petrov-Galerkin finite elements for transient fluid mechanics

Initial mesh design for computational fluid dynamics can be a time-consuming and expensive process. The stability properties and nonlinear convergence of most numerical methods rely on a minimum level of mesh resolution. This means that unless the initial computational mesh is fine enough, convergence can not be guaranteed. Any meshes below this minimum resolution level are termed to be in the ``pre-asymptotic regime.'' This condition implies that meshes need to in some way anticipate the solution before it is known. On top of the minimum requirement that the surface meshes must adequately represent the geometry of the problem under consideration, resolution requirements on the volume mesh make the CFD practitioner's job significantly more time consuming. In contrast to most other numerical methods, the discontinuous Petrov-Galerkin finite element method retains exceptional stability on extremely coarse meshes. DPG is also inherently very adaptive. It is possible to compute the residual error without knowledge of the exact solution, which can be used to robustly drive adaptivity. This results in a very automated technology, as the user can initialize a computation on the coarsest mesh which adequately represents the geometry then step back and let the program solve and adapt iteratively until it resolves the solution features. A common complaint of minimum residual methods by computational fluid dynamics practitioners is that they are not locally conservative. In this thesis, this concern is addressed by developing a locally conservative DPG formulation by augmenting the system with Lagrange multipliers. The resulting DPG formulation is then proved to be robust and shown to produce superior numerical results over standard DPG on a selection of test problems. Adaptive convergence to steady incompressible and compressible Navier-Stokes solutions was explored in Jesse Chan's and Nathan Roberts' dissertations. Space-time offers a natural extension to transient problems as it preserves the stability and adaptivity properties of DPG in the time dimension. Space-time also offers more extensive parallelization capability than problems treated with traditional time stepping as it allows multigrid concurrently in both space and time. A proof of concept space-time DPG formulation is developed for transient convection-diffusion. The robust test norms derived for steady convection-diffusion are extended to the space-time case and proofs of robustness are provided. Numerical results verify the robust behavior and near $L^2$ optimality of the resulting solutions. The space-time formulation for convection-diffusion is then extended to transient incompressible and compressible Navier-Stokes by analogy. Several numerical experiments are performed, but a mathematical analysis is not attempted for these nonlinear problems. Several side topics are explored such as a study of the compressible Navier-Stokes equations under various variable transformations and the development of consistent test norms through the concept of physical entropy.Computational Science, Engineering, and Mathematic

A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface