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

Entropy stable DGSEM for nonlinear hyperbolic systems in nonconservative form with application to two-phase flows

In this work, we consider the discretization of nonlinear hyperbolic systems in nonconservative form with the high-order discontinuous Galerkin spectral element method (DGSEM) based on collocation of quadrature and interpolation points (Kopriva and Gassner, J. Sci. Comput., 44 (2010), pp.136--155; Carpenter et al., SIAM J. Sci. Comput., 36 (2014), pp.~B835-B867). We present a general framework for the design of such schemes that satisfy a semi-discrete entropy inequality for a given convex entropy function at any approximation order. The framework is closely related to the one introduced for conservation laws by Chen and Shu (J. Comput. Phys., 345 (2017), pp.~427--461) and relies on the modification of the integral over discretization elements where we replace the physical fluxes by entropy conservative numerical fluxes from Castro et al. (SIAM J. Numer. Anal., 51 (2013), pp.~1371--1391), while entropy stable numerical fluxes are used at element interfaces. Time discretization is performed with strong-stability preserving Runge-Kutta schemes. We use this framework for the discretization of two systems in one space-dimension: a $2\times2$ system with a nonconservative product associated to a linearly-degenerate field for which the DGSEM fails to capture the physically relevant solution, and the isentropic Baer-Nunziato model. For the latter, we derive conditions on the numerical parameters of the discrete scheme to further keep positivity of the partial densities and a maximum principle on the void fractions. Numerical experiments support the conclusions of the present analysis and highlight stability and robustness of the present schemes

hp-Version discontinuous Galerkin finite element methods for semilinear parabolic problems

We consider the hp-version interior penalty discontinuous Galerkin finite element method (hp-DGFEM) for semilinear parabolic equations with mixed Dirichlet and Neumann boundary conditions. Our main concern is the error analysis of the hp--DGFEM on shape--regular spatial meshes. We derive error bounds under various hypotheses on the regularity of the solution, for both the symmetric and non--symmetric versions of DGFEM

A Provably Stable Discontinuous Galerkin Spectral Element Approximation for Moving Hexahedral Meshes

We design a novel provably stable discontinuous Galerkin spectral element (DGSEM) approximation to solve systems of conservation laws on moving domains. To incorporate the motion of the domain, we use an arbitrary Lagrangian-Eulerian formulation to map the governing equations to a fixed reference domain. The approximation is made stable by a discretization of a skew-symmetric formulation of the problem. We prove that the discrete approximation is stable, conservative and, for constant coefficient problems, maintains the free-stream preservation property. We also provide details on how to add the new skew-symmetric ALE approximation to an existing discontinuous Galerkin spectral element code. Lastly, we provide numerical support of the theoretical results

On the convergence of a shock capturing discontinuous Galerkin method for nonlinear hyperbolic systems of conservation laws

In this paper, we present a shock capturing discontinuous Galerkin (SC-DG) method for nonlinear systems of conservation laws in several space dimensions and analyze its stability and convergence. The scheme is realized as a space-time formulation in terms of entropy variables using an entropy stable numerical flux. While being similar to the method proposed in [14], our approach is new in that we do not use streamline diffusion (SD) stabilization. It is proved that an artificial-viscosity-based nonlinear shock capturing mechanism is sufficient to ensure both entropy stability and entropy consistency, and consequently we establish convergence to an entropy measure-valued (emv) solution. The result is valid for general systems and arbitrary order discontinuous Galerkin method.Comment: Comments: Affiliations added Comments: Numerical results added, shortened proo

Least-squares finite element method for fluid dynamics

An overview is given of new developments of the least squares finite element method (LSFEM) in fluid dynamics. Special emphasis is placed on the universality of LSFEM; the symmetry and positiveness of the algebraic systems obtained from LSFEM; the accommodation of LSFEM to equal order interpolations for incompressible viscous flows; and the natural numerical dissipation of LSFEM for convective transport problems and high speed compressible flows. The performance of LSFEM is illustrated by numerical examples