Least-Squares FEM: Literature Review

During the last years the interest in least squares finite element methods (LSFEM) has grown continuously. Least squares finite element methods offer some advantages over the widely used Galerkin variational principle. One reason is the ability to cope with first order differential operators without special treatment as required by the Galerkin FEM. The other reason comes from the numerical point of view, where the LSFEM leads to symmetric positive definite matrices which can be solved very efficiently under some conditions. This report gives an overview about the recent literature which appeared in the field of least squares finite element methods and summarises the essential results and facts about the LSFEM.Während der letzten Jahre hat das Interesse an Least Squares Finite Element Methoden (LSFEM) stetig zugenommen. Least Squares Finite Element Methoden bieten einige Vorteile gegenüber dem etablierten Galerkin Variationsansatz. So können Differentialoperatoren erster Ordnung ohne besondere numerische Techniken, wie z.B. Stabilisierung, direkt behandelt werden. Ein anderer Grund für den Einsatz der LSFEM liegt in den entstehenden algebraischen Gleichungssystemen, die immer symmetrisch positiv definit sind und unter bestimmten Vorraussetzungen eine effiziente Lösung ermöglichen.Dieser Bericht gibt einen Überblick über die aktuelle Literatur zur LSFEM und faßt die entscheidenden Ergebnisse zusammen

Iterative methods for neutron transport eigenvalue problems

We discuss iterative methods for computing criticality in nuclear reactors. In general this requires the solution of a generalized eigenvalue problem for an unsymmetric integro-differential operator in six independent variables, modeling transport, scattering, and fission, where the dependent variable is the neutron angular flux. In engineering practice this problem is often solved iteratively, using some variant of the inverse power method. Because of the high dimension, matrix representations for the operators are often not available and the inner solves needed for the eigenvalue iteration are implemented by matrix-free inner iterations. This leads to technically complicated inexact iterative methods, for which there appears to be no published rigorous convergence theory. For the monoenergetic homogeneous model case with isotropic scattering and vacuum boundary conditions, we show that, before discretization, the general nonsymmetric eigenproblem for the angular flux is equivalent to a certain related eigenproblem for the scalar flux, involving a symmetric positive definite weakly singular integral operator (in space only). This correspondence to a symmetric problem (in a space of reduced dimension) permits us to give a convergence theory for inexact inverse iteration and related methods. In particular this theory provides rather precise criteria on how accurate the inner solves need to be in order for the whole iterative method to converge. We also give examples of discretizations which have a corresponding symmetric finite-dimensional reduced form. The theory is illustrated with numerical examples for several test problems of physical relevance, using GMRES as the inner solver

A high-order local discontinuous Galerkin method for the pp-Laplace equation

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the nonlinear solver. For the first time, a weighted preconditioner that provides $hk$-independent convergence is applied in the LDG setting. For polynomial order $k \geqslant 1$, we rigorously establish the solvability of our scheme and provide a priori error estimates in a mesh-dependent energy norm. Our error estimates are under a different and non-equivalent distance from existing LDG results. For arbitrarily high-order polynomials under the assumption that the exact solution has enough regularity, the error estimates demonstrate the potential for high-order accuracy. Our numerical results exhibit the desired convergence speed facilitated by the preconditioner, and we observe best convergence rates in gradient variables in alignment with linear LDG, and optimal rates in the primal variable when $1 < p \leqslant 2$.Comment: 36 pages, 36 figure

Methods for Solving Discontinuous-Galerkin Finite Element Equations with Application to Neutron Transport

Cette thèse traite des méthodes d’éléments finis Galerkin discontinus d’ordre élevé pour la résolution d’équations aux dérivées partielles, avec un intérêt particulier pour l’équation de transport des neutrons. Nous nous intéressons tout d’abord à une méthode de pré-traitement de matrices creuses par blocs, qu’on retrouve dans les méthodes Galerkin discontinues, avant factorisation par un solveur multifrontal. Des expériences numériques conduites sur de grandes matrices bi- et tri-dimensionnelles montrent que cette méthode de pré-traitement permet une réduction significative du ’fill-in’, par rapport aux méthodes n’exploitant pas la structure par blocs. Ensuite, nous proposons une méthode d’éléments finis Galerkin discontinus, employant des éléments d’ordre élevé en espace comme en angle, pour résoudre l’équation de transport des neutrons. Nous considérons des solveurs parallèles basés sur les sous-espaces de Krylov à la fois pour des problèmes ’source’ et des problèmes aux valeur propre multiplicatif. Dans cet algorithme, l’erreur est décomposée par projection(s) afin d’équilibrer les contraintes numériques entre les parties spatiales et angulaires du domaine de calcul. Enfin, un algorithme HP-adaptatif est présenté ; les résultats obtenus démontrent une nette supériorité par rapport aux algorithmes h-adaptatifs, à la fois en terme de réduction de coût de calcul et d’amélioration de la précision. Les valeurs propres et effectivités sont présentées pour un panel de cas test industriels. Une estimation précise de l’erreur (avec effectivité de 1) est atteinte pour un ensemble de problèmes aux domaines inhomogènes et de formes irrégulières ainsi que des groupes d’énergie multiples. Nous montrons numériquement que l’algorithme HP-adaptatif atteint une convergence exponentielle par rapport au nombre de degrés de liberté de l’espace éléments finis. ABSTRACT : We consider high order discontinuous-Galerkin finite element methods for partial differential equations, with a focus on the neutron transport equation. We begin by examining a method for preprocessing block-sparse matrices, of the type that arise from discontinuous-Galerkin methods, prior to factorisation by a multifrontal solver. Numerical experiments on large two and three dimensional matrices show that this pre-processing method achieves a significant reduction in fill-in, when compared to methods that fail to exploit block structures. A discontinuous-Galerkin finite element method for the neutron transport equation is derived that employs high order finite elements in both space and angle. Parallel Krylov subspace based solvers are considered for both source problems and $k_{eff}$-eigenvalue problems. An a-posteriori error estimator is derived and implemented as part of an h-adaptive mesh refinement algorithm for neutron transport $k_{eff}$-eigenvalue problems. This algorithm employs a projection-based error splitting in order to balance the computational requirements between the spatial and angular parts of the computational domain. An hp-adaptive algorithm is presented and results are collected that demonstrate greatly improved efficiency compared to the h-adaptive algorithm, both in terms of reduced computational expense and enhanced accuracy. Computed eigenvalues and effectivities are presented for a variety of challenging industrial benchmarks. Accurate error estimation (with effectivities of 1) is demonstrated for a collection of problems with inhomogeneous, irregularly shaped spatial domains as well as multiple energy groups. Numerical results are presented showing that the hp-refinement algorithm can achieve exponential convergence with respect to the number of degrees of freedom in the finite element spac

Iterative Methods for Problems in Computational Fluid Dynamics

We discuss iterative methods for solving the algebraic systems of equations arising from linearization and discretization of primitive variable formulations of the incompressible Navier-Stokes equations. Implicit discretization in time leads to a coupled but linear system of partial differential equations at each time step, and discretization in space then produces a series of linear algebraic systems. We give an overview of commonly used time and space discretization techniques, and we discuss a variety of algorithmic strategies for solving the resulting systems of equations. The emphasis is on preconditioning techniques, which can be combined with Krylov subspace iterative methods. In many cases the solution of subsidiary problems such as the discrete convection-diffusion equation and the discrete Stokes equations plays a crucial role. We examine iterative techniques for these problems and show how they can be integrated into effective solution algorithms for the Navier-Stokes equations