Automatic Variationally Stable Analysis for FE Computations: An Introduction

We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE methods, the AVS-FE method recasts the governing second order partial differential equation (PDE) into a system of first-order PDEs. However, in the subsequent derivation of the equivalent weak formulation, a Petrov-Galerkin technique is applied by using different regularities for the trial and test function spaces. We use standard FE approximation spaces for the trial spaces, which are C0, and broken Hilbert spaces for the test functions. Thus, we seek to compute pointwise continuous solutions for both the primal variable and its flux (as in least squares FE methods), while the test functions are piecewise discontinuous. To ensure the numerical stability of the subsequent FE discretizations, we apply the philosophy of the discontinuous Petrov-Galerkin (DPG) method by Demkowicz and Gopalakrishnan, by invoking test functions that lead to unconditionally stable numerical systems (if the kernel of the underlying differential operator is trivial). In the AVS-FE method, the discontinuous test functions are ascertained per the DPG approach from local, decoupled, and well-posed variational problems, which lead to best approximation properties in terms of the energy norm. We present various 2D numerical verifications, including convection-diffusion problems with highly oscillatory coefficients and extremely high Peclet numbers, up to a billion. These show the unconditional stability without the need for any upwind schemes nor any other artificial numerical stabilization. The results are not highly diffused for convection-dominated problems ...Comment: Preprint submitted to Lecture Notes in Computational Science and Engineering, Springer Verla

Discontinuous Galerkin method for Navier-Stokes equations using kinetic flux vector splitting

Kinetic schemes for compressible flow of gases are constructed by exploiting the connection between Boltzmann equation and the Navier-Stokes equations. This connection allows us to construct a flux splitting for the Navier-Stokes equations based on the direction of molecular motion from which a numerical flux can be obtained. The naive use of such a numerical flux function in a discontinuous Galerkin (DG) discretization leads to an unstable scheme in the viscous dominated case. Stable schemes are constructed by adding additional terms either in a symmetric or non-symmetric manner which are motivated by the DG schemes for elliptic equations. The novelty of the present scheme is the use of kinetic fluxes to construct the stabilization terms. In the symmetric case, interior penalty terms have to be added for stability and the resulting schemes give optimal convergence rates in numerical experiments. The non-symmetric schemes lead to a cell energy/entropy inequality but exhibit sub-optimal convergence rates. These properties are studied by applying the schemes to a scalar convection-diffusion equation and the 1-D compressible Navier-Stokes equations. In the case of Navier-Stokes equations, entropy variables are used to construct stable schemes

A Conservative Flux Optimization Finite Element Method for Convection-Diffusion Equations

This article presents a new finite element method for convection-diffusion equations by enhancing the continuous finite element space with a flux space for flux approximations that preserve the important mass conservation locally on each element. The numerical scheme is based on a constrained flux optimization approach where the constraint was given by local mass conservation equations and the flux error is minimized in a prescribed topology/metric. This new scheme provides numerical approximations for both the primal and the flux variables. It is shown that the numerical approximations for the primal and the flux variables are convergent with optimal order in some discrete Sobolev norms. Numerical experiments are conducted to confirm the convergence theory. Furthermore, the new scheme was employed in the computational simulation of a simplified two-phase flow problem in highly heterogeneous porous media. The numerical results illustrate an excellent performance of the method in scientific computing

Superconvergence properties of an upwind-biased discontinuous Galerkin method

In this paper we investigate the superconvergence properties of the discontinuous Galerkin method based on the upwind-biased flux for linear time-dependent hyperbolic equations. We prove that for even-degree polynomials, the method is locally $\mathcal{O}(h^{k+2})$ superconvergent at roots of a linear combination of the left- and right-Radau polynomials. This linear combination depends on the value of $\theta$ used in the flux. For odd-degree polynomials, the scheme is superconvergent provided that a proper global initial interpolation can be defined. We demonstrate numerically that, for decreasing $\theta$, the discretization errors decrease for even polynomials and grow for odd polynomials. We prove that the use of Smoothness-Increasing Accuracy-Conserving (SIAC) filters is still able to draw out the superconvergence information and create a globally smooth and superconvergent solution of $\mathcal{O}(h^{2k+1})$ for linear hyperbolic equations. Lastly, we briefly consider the spectrum of the upwind-biased DG operator and demonstrate that the price paid for the introduction of the parameter $\theta$ is limited to a contribution to the constant attached to the post-processed error term

High order exactly divergence-free Hybrid Discontinuous Galerkin Methods for unsteady incompressible flows

In this paper we present an efficient discretization method for the solution of the unsteady incompressible Navier-Stokes equations based on a high order (Hybrid) Discontinuous Galerkin formulation. The crucial component for the efficiency of the discretization method is the disctinction between stiff linear parts and less stiff non-linear parts with respect to their temporal and spatial treatment. Exploiting the flexibility of operator-splitting time integration schemes we combine two spatial discretizations which are tailored for two simpler sub-problems: a corresponding hyperbolic transport problem and an unsteady Stokes problem. For the hyperbolic transport problem a spatial discretization with an Upwind Discontinuous Galerkin method and an explicit treatment in the time integration scheme is rather natural and allows for an efficient implementation. The treatment of the Stokes part involves the solution of linear systems. In this case a discretization with Hybrid Discontinuous Galerkin methods is better suited. We consider such a discretization for the Stokes part with two important features: H(div)-conforming finite elements to garantuee exactly divergence-free velocity solutions and a projection operator which reduces the number of globally coupled unknowns. We present the method, discuss implementational aspects and demonstrate the performance on two and three dimensional benchmark problems.Comment: 21 pages, 3 figures, 4 tabl

An Implicit Discontinuous Galerkin Finite Element Method for Water Waves

An overview is given of a discontinuous Galerkin finite element method for linear free surface water waves. The method uses an implicit time integration method which is unconditionally stable and does not suffer from the frequently encountered mesh dependent saw-tooth type instability at the free surface. The numerical discretization has minimal dissipation and small dispersion errors in the wave propagation. The algorithm is second order accurate in time and has an optimal rate of convergence O(hp+1) in the L2- norm, both in the potential and wave height, with p the polynomial order and h the mesh size. The numerical discretization is demonstrated with the simulation of water waves in a basin with a bump at the bottom

Analysis and entropy stability of the line-based discontinuous Galerkin method

We develop a discretely entropy-stable line-based discontinuous Galerkin method for hyperbolic conservation laws based on a flux differencing technique. By using standard entropy-stable and entropy-conservative numerical flux functions, this method guarantees that the discrete integral of the entropy is non-increasing. This nonlinear entropy stability property is important for the robustness of the method, in particular when applied to problems with discontinuous solutions or when the mesh is under-resolved. This line-based method is significantly less computationally expensive than a standard DG method. Numerical results are shown demonstrating the effectiveness of the method on a variety of test cases, including Burgers' equation and the Euler equations, in one, two, and three spatial dimensions.Comment: 25 pages, 7 figure

Discretely exact derivatives for hyperbolic PDE-constrained optimization problems discretized by the discontinuous Galerkin method

This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and accurate computation of these derivatives is important, for instance, in inverse problems and optimal control problems. This computation is usually based on an adjoint PDE system, and the question addressed in this paper is how the discretization of this adjoint system should relate to the dG discretization of the hyperbolic state equation. Adjoint-based derivatives can either be computed before or after discretization; these two options are often referred to as the optimize-then-discretize and discretize-then-optimize approaches. We discuss the relation between these two options for dG discretizations in space and Runge-Kutta time integration. Discretely exact discretizations for several hyperbolic optimization problems are derived, including the advection equation, Maxwell's equations and the coupled elastic-acoustic wave equation. We find that the discrete adjoint equation inherits a natural dG discretization from the discretization of the state equation and that the expressions for the discretely exact gradient often have to take into account contributions from element faces. For the coupled elastic-acoustic wave equation, the correctness and accuracy of our derivative expressions are illustrated by comparisons with finite difference gradients. The results show that a straightforward discretization of the continuous gradient differs from the discretely exact gradient, and thus is not consistent with the discretized objective. This inconsistency may cause difficulties in the convergence of gradient based algorithms for solving optimization problems

A stabilized cut discontinuous Galerkin framework: I. Elliptic boundary value and interface problems

We develop a stabilized cut discontinuous Galerkin framework for the numerical solution of el- liptic boundary value and interface problems on complicated domains. The domain of interest is embedded in a structured, unfitted background mesh in R d , so that the boundary or interface can cut through it in an arbitrary fashion. The method is based on an unfitted variant of the classical symmetric interior penalty method using piecewise discontinuous polynomials defined on the back- ground mesh. Instead of the cell agglomeration technique commonly used in previously introduced unfitted discontinuous Galerkin methods, we employ and extend ghost penalty techniques from recently developed continuous cut finite element methods, which allows for a minimal extension of existing fitted discontinuous Galerkin software to handle unfitted geometries. Identifying four abstract assumptions on the ghost penalty, we derive geometrically robust a priori error and con- dition number estimates for the Poisson boundary value problem which hold irrespective of the particular cut configuration. Possible realizations of suitable ghost penalties are discussed. We also demonstrate how the framework can be elegantly applied to discretize high contrast interface problems. The theoretical results are illustrated by a number of numerical experiments for various approximation orders and for two and three-dimensional test problems.Comment: 35 pages, 12 figures, 2 table

hphp-discontinuous Galerkin Methods for the Helmholtz Equation with Large Wave Number

This paper develops some interior penalty $hp$-discontinuous Galerkin ($hp$-DG) methods for the Helmholtz equation in two and three dimensions. The proposed $hp$-DG methods are defined using a sesquilinear form which is not only mesh-dependent but also degree-dependent. In addition, the sesquilinear form contains penalty terms which not only penalize the jumps of the function values across the element edges but also the jumps of the first order tangential derivatives as well as jumps of all normal derivatives up to order $p$. Furthermore, to ensure the stability, the penalty parameters are taken as complex numbers with positive imaginary parts. It is proved that the proposed $hp$-discontinuous Galerkin methods are absolutely stable (hence, well-posed). For each fixed wave number $k$, sub-optimal order error estimates in the broken $H^1$-norm and the $L^2$-norm are derived without any mesh constraint. The error estimates and the stability estimates are improved to optimal order under the mesh condition $k^3h^2p^{-1}\le C_0$ by utilizing these stability and error estimates and using a stability-error iterative procedure To overcome the difficulty caused by strong indefiniteness of the Helmholtz problems in the stability analysis for numerical solutions, our main ideas for stability analysis are to make use of a local version of the Rellich identity (for the Laplacian) and to mimic the stability analysis for the PDE solutions given in \cite{cummings00,Cummings_Feng06,hetmaniuk07}, which enable us to derive stability estimates and error bounds with explicit dependence on the mesh size $h$, the polynomial degree $p$, the wave number $k$, as well as all the penalty parameters for the numerical solutions.Comment: 27 page