Global convergence of \u3ci\u3ea posteriori\u3c/i\u3e error estimates for a discontinuous Galerkin method for one-dimensional linear hyperbolic problems

In this paper we study the global convergence of the implicit residual-based a posteriori error estimates for a discontinuous Galerkin method applied to one-dimensional linear hyperbolic problems. We apply a new optimal superconvergence result [Y. Yang and C.-W. Shu, SIAM J. Numer. Anal., 50 (2012), pp. 3110-3133] to prove that, for smooth solutions, these error estimates at a fixed time converge to the true spatial errors in the L2 -norm under mesh refinement. The order of convergence is proved to be k + 2, when k-degree piecewise polynomials with k ≥ 1 are used. As a consequence, we prove that the DG method combined with the a posteriori error estimation procedure yields both accurate error estimates and O(hk+2) superconvergent solutions. We perform numerical experiments to demonstrate that the rate of convergence is optimal. We further prove that the global effectivity indices in the L2 -norm converge to unity under mesh refinement. The order of convergence is proved to be 1. These results improve upon our previously published work in which the order of convergence for the a posteriori error estimates and the global effectivity index are proved to be k + 3/2 and 1/2, respectively. Our proofs are valid for arbitrary regular meshes using Pk polynomials with k ≥ 1 and for both the periodic boundary condition and the initial-boundary value problem. Several numerical simulations are performed to validate the theory

Superconvergence and \u3ci\u3ea posteriori\u3c/i\u3e error estimates of a local discontinuous Galerkin method for the fourth-order initial-boundary value problems arising in beam theory

In this paper, we investigate the superconvergence properties and a posteriori error estimates of a local discontinuous Galerkin (LDG) method for solving the one-dimensional linear fourth-order initial-boundary value problems arising in study of transverse vibrations of beams. We present a local error analysis to show that the leading terms of the local spatial discretization errors for the k-degree LDG solution and its spatial derivatives are proportional to (k + 1)-degree Radau polynomials. Thus, the k-degree LDG solution and its derivatives are O(hk+2) superconvergent at the roots of (k + 1)-degree Radau polynomials. Computational results indicate that global superconvergence holds for LDG solutions. We discuss how to apply our superconvergence results to construct efficient and asymptotically exact a posteriori error estimates in regions where solutions are smooth. Finally, we present several numerical examples to validate the superconvergence results and the asymptotic exactness of our a posteriori error estimates under mesh refinement. Our results are valid for arbitrary regular meshes and for Pk polynomials with k ≥ 1, and for various types of boundary conditions

AN OPTIMAL A POSTERIORI ERROR ESTIMATES OF THE LOCAL DISCONTINUOUS GALERKIN METHOD FOR THE SECOND-ORDER WAVE EQUATION IN ONE SPACE DIMENSION

In this paper, we provide the optimal convergence rate of a posteriori error estimates for the local discontinuous Galerkin (LDG) method for the second-order wave equation in one space dimension. One of the key ingredients in our analysis is the recent optimal superconvergence result in [W. Cao, D. Li and Z. Zhang, Commun. Comput. Phys. 21 (1) (2017) 211-236]. We first prove that the LDG solution and its spatial derivative, respectively, converge in the L 2 -norm to (p + 1)-degree right and left Radau interpolating polynomials under mesh refinement. The order of convergence is proved to be p + 2, when piecewise polynomials of degree at most p are used. We use these results to show that the leading error terms on each element for the solution and its derivative are proportional to (p + 1)-degree right and left Radau polynomials. These new results enable us to construct residual-based a posteriori error estimates of the spatial errors. We further prove that, for smooth solutions, these a posteriori LDG error estimates converge, at a fixed time, to the true spatial errors in the L 2 -norm at O(h p+2) rate. Finally, we show that the global effectivity indices in the L 2 -norm converge to unity at O(h) rate. The current results improve upon our previously published work in which the order of convergence for the a posteriori error estimates and the global effectivity index are proved to be p+ 3/2 and 1/2, respectively. Our proofs are valid for arbitrary regular meshes using P p polynomials with p ≥ 1. Several numerical experiments are performed to validate the theoretical results

Asymptotically exact local discontinuous Galerkin error estimates for the linearized Korteweg-de Vries equation in one space dimension

We present and analyze a posteriori error estimates for the local discontinuous Galerkin (LDG) method for the linearized Korteweg-de Vries (KdV) equation in one space dimension. These estimates are computationally simple and are obtained by solving a local steady problem with no boundary condition on each element. We extend the work of Hufford and Xing [J. Comput. Appl. Math., 255 (2014), pp. 441-455] to prove new superconvergence results towards particular projections of the exact solutions for the two auxiliary variables in the LDG method that approximate the first and second derivatives of the solution. The order of convergence is proved to be k + 3/2, when polynomials of total degree not exceeding k are used. These results allow us to prove that the significant parts of the spatial discretization errors for the LDG solution and its spatial derivatives (up to second order) are proportional to (k + 1)-degree Radau polynomials. We use these results to construct asymptotically exact a posteriori error estimates and prove that, for smooth solutions, these a posteriori LDG error estimates for the solution and its spatial derivatives, at a fixed time t, converge to the true errors at O(hk+3/2) rate in the L2 -norm. Finally, we prove that the global effectivity indices, for the solution and its spatial derivatives, converge to unity at O (h1/2) rate. Numerical results are presented to validate the theory

Analysis of optimal error estimates and superconvergence of the discontinuous Galerkin method for convection-diffusion problems in one space dimension

In this paper, we study the convergence and superconvergence properties of the discontinuous Galerkin (DG) method for a linear convection-diffusion problem in one-dimensional setting. We prove that the DG solution and its derivative exhibit optimal O(hp+1) and O(hp) convergence rates in the L 2 -norm, respectively, when p-degree piecewise polynomials with p ≥ 1 are used. We further prove that the p-degree DG solution and its derivative are O(h2p) superconvergent at the downwind and upwind points, respectively. Numerical experiments demonstrate that the theoretical rates are optimal and that the DG method does not produce any oscillation. We observed optimal rates of convergence and superconvergence even in the presence of boundary layers when Shishkin meshes are used

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+1toward 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

Discontinuous Galerkin methods for convection-diffusion equations and applications in petroleum engineering

This dissertation contains research in discontinuous Galerkin (DG) methods applying to convection-diffusion equations. It contains both theoretical analysis and applications. Initially, we develop a conservative local discontinuous Galerkin (LDG) method for the coupled system of compressible miscible displacement problem in two space dimensions. The main difficulty is how to deal with the discontinuity of approximations of velocity, u, in the convection term across the cell interfaces. To overcome the problems, we apply the idea of LDG with IMEX time marching using the diffusion term to control the convection term. Optimal error estimates in Linfinity(0, T; L2) norm for the solution and the auxiliary variables will be derived. Then, high-order bound-preserving (BP) discontinuous Galerkin (DG) methods for the coupled system of compressible miscible displacements on triangular meshes will be developed. There are three main difficulties to make the concentration of each component between 0 and 1. Firstly, the concentration of each component did not satisfy a maximum-principle. Secondly, the first-order numerical flux was difficult to construct. Thirdly, the classical slope limiter could not be applied to the concentration of each component. To conquer these three obstacles, we first construct special techniques to preserve two bounds without using the maximum-principle-preserving technique. The time derivative of the pressure was treated as a source of the concentration equation. Next, we apply the flux limiter to obtain high-order accuracy using the second-order flux as the lower order one instead of using the first-order flux. Finally, L2-projection of the porosity and constructed special limiters that are suitable for multi-component fluid mixtures were used. Lastly, a new LDG method for convection-diffusion equations on overlapping mesh introduced in [J. Du, Y. Yang and E. Chung, Stability analysis and error estimates of local discontinuous Galerkin method for convection-diffusion equations on overlapping meshes, BIT Numerical Mathematics (2019)] showed that the convergence rates cannot be improved if the dual mesh is constructed by using the midpoint of the primitive mesh. They provided several ways to gain optimal convergence rates but the reason for accuracy degeneration is still unclear. We will use Fourier analysis to analyze the scheme for linear parabolic equations with periodic boundary conditions in one space dimension. To investigate the reason for the accuracy degeneration, we explicitly write out the error between the numerical and exact solutions. Moreover, some superconvergence points that may depend on the perturbation constant in the construction of the dual mesh were also found out

The Discontinuous Galerkin Finite Element Method for Ordinary Differential Equations

We present an analysis of the discontinuous Galerkin (DG) finite element method for nonlinear ordinary differential equations (ODEs). We prove that the DG solution is $(p + 1)$th order convergent in the $L^2$-norm, when the space of piecewise polynomials of degree $p$ is used. A $(2p+1)$th order superconvergence rate of the DG approximation at the downwind point of each element is obtained under quasi-uniform meshes. Moreover, we prove that the DG solution is superconvergent with order $p+2$ to a particular projection of the exact solution. The superconvergence results are used to show that the leading term of the DG error is proportional to the $(p + 1)$-degree right Radau polynomial. These results allow us to develop a residual-based a posteriori error estimator which is computationally simple, efficient, and asymptotically exact. The proposed a posteriori error estimator is proved to converge to the actual error in the $L^2$-norm with order $p+2$. Computational results indicate that the theoretical orders of convergence are optimal. Finally, a local adaptive mesh refinement procedure that makes use of our local a posteriori error estimate is also presented. Several numerical examples are provided to illustrate the global superconvergence results and the convergence of the proposed estimator under mesh refinement