A Hybridizable and Superconvergent Discontinuous Galerkin Method for Biharmonic Problems

In this paper, we introduce and analyze a new discontinuous Galerkin method for solving the biharmonic problem Δ² u=f. The method has two main, distinctive features, namely, it is amenable to an efficient implementation, and it displays new superconvergence properties. Indeed, although the method uses as separate unknowns u,? u,Δu and ?Δu, the only globally coupled degrees of freedom are those of the approximations to u and Δu on the faces of the elements. This is why we say it can be efficiently implemented. We also prove that, when polynomials of degree at most k≥1 are used on all the variables, approximations of optimal convergence rates are obtained for both u and ? u; the approximations to Δu and ?Δu converge with order k+1/2 and k?1/2, respectively. Moreover, both the approximation of u as well as its numerical trace superconverge in L ²-like norms, to suitably chosen projections of u with order k+2 for k≥2. This allows the element-by-element construction of another approximation to u converging with order k+2 for k≥2. For k=0, we show that the approximation to u converges with order one, up to a logarithmic factor. Numerical experiments are provided which confirm the sharpness of our theoretical estimates.     

Two-Grid Discontinuous Galerkin Method for Quasi-Linear Elliptic Problems

In this paper, we consider the symmetric interior penalty discontinuous Galerkin (SIPG) method with piecewise polynomials of degree r≥1 for a class of quasi-linear elliptic problems in Ω⊂ℝ². We propose a two-grid approximation for the SIPG method which can be thought of as a type of linearization of the nonlinear system using a solution from a coarse finite element space. With this technique, solving a quasi-linear elliptic problem on the fine finite element space is reduced into solving a linear problem on the fine finite element space and solving the quasi-linear elliptic problem on a coarse space. Convergence estimates in a broken H ¹-norm are derived to justify the efficiency of the proposed two-grid algorithm. Numerical experiments are provided to confirm our theoretical findings. As a byproduct of the technique used in the analysis, we derive the optimal pointwise error estimates of the SIPG method for the quasi-linear elliptic problems in ℝ ^d ,d=2,3 and use it to establish the convergence of the two-grid method for problems in Ω⊂ℝ³.     

A Hybridizable Discontinuous Galerkin Method for the Navier–Stokes Equations with Pointwise Divergence-Free Velocity Field

We introduce a hybridizable discontinuous Galerkin method for the incompressible Navier–Stokes equations for which the approximate velocity field is pointwise divergence-free. The method builds on the method presented by Labeur and Wells (SIAM J Sci Comput 34(2):A889–A913, 2012). We show that with modifications of the function spaces in the method of Labeur and Wells it is possible to formulate a simple method with pointwise divergence-free velocity fields which is momentum conserving, energy stable, and pressure-robust. Theoretical results are supported by two- and three-dimensional numerical examples and for different orders of polynomial approximation.     

A Dual-Petrov-Galerkin Method for the Kawahara-Type Equations

An efficient and accurate numerical scheme is proposed, analyzed and implemented for the Kawahara and modified Kawahara equations which model many physical phenomena such as gravity-capillary waves and magneto-sound propagation in plasmas. The scheme consists of dual-Petrov-Galerkin method in space and Crank-Nicholson-leap-frog in time such that at each time step only a sparse banded linear system needs to be solved. Theoretical analysis and numerical results are presented to show that the proposed numerical is extremely accurate and efficient for Kawahara type equations and other fifth-order nonlinear equations. This work is partially supported by the National Science Council of the Republic of China under the grant NSC 94-2115-M-126-004 and 95-2115-M-126-003. This work is partially supported by NSF grant DMS-0610646.     

An Arbitrary Lagrangian–Eulerian Local Discontinuous Galerkin Method for Hamilton–Jacobi Equations

In this paper, an arbitrary Lagrangian–Eulerian local discontinuous Galerkin (ALE-LDG) method for Hamilton–Jacobi equations will be developed, analyzed and numerically tested. This method is based on the time-dependent approximation space defined on the moving mesh. A priori error estimates will be stated with respect to the \(\mathrm {L}^{\infty }\left( 0,T;\mathrm {L}^{2}\left( \Omega \right) \right) \)-norm. In particular, the optimal (\(k+1\)) convergence in one dimension and the suboptimal (\(k+\frac{1}{2}\)) convergence in two dimensions will be proven for the semi-discrete method, when a local Lax–Friedrichs flux and piecewise polynomials of degree k on the reference cell are used. Furthermore, the validity of the geometric conservation law will be proven for the fully-discrete method. Also, the link between the piecewise constant ALE-LDG method and the monotone scheme, which converges to the unique viscosity solution, will be shown. The capability of the method will be demonstrated by a variety of one and two dimensional numerical examples with convex and noneconvex Hamiltonian.     

Optimal Penalty Parameters for Symmetric Discontinuous Galerkin Discretisations of the Time-Harmonic Maxwell Equations

We provide optimal parameter estimates and a priori error bounds for symmetric discontinuous Galerkin (DG) discretisations of the second-order indefinite time-harmonic Maxwell equations. More specifically, we consider two variations of symmetric DG methods: the interior penalty DG (IP-DG) method and one that makes use of the local lifting operator in the flux formulation. As a novelty, our parameter estimates and error bounds are (i) valid in the pre-asymptotic regime; (ii) solely depend on the geometry and the polynomial order; and (iii) are free of unspecified constants. Such estimates are particularly important in three-dimensional (3D) simulations because in practice many 3D computations occur in the pre-asymptotic regime. Therefore, it is vital that our numerical experiments that accompany the theoretical results are also in 3D. They are carried out on tetrahedral meshes with high-order (p=1, 2, 3, 4) hierarchic H(curl)-conforming polynomial basis functions.     

Hybridizable Discontinuous Galerkin Methods for Timoshenko Beams

In this paper, we introduce a new class of discontinuous Galerkin methods for Timoshenko beams. The main feature of these methods is that they can be implemented in an efficient way through a hybridization procedure which reduces the globally coupled unknowns to approximations to the displacement and bending moment at the element boundaries. After displaying the methods, we obtain conditions under which they are well defined. We then compare these new methods with the already existing discontinuous Galerkin methods for Timoshenko beams. Finally, we display extensive numerical results to ascertain the influence of the stabilization parameters on the accuracy of the approximation. In particular, we find specific choices for which all the variables, namely, the displacement, the rotation, the bending moment and the shear force converge with the optimal order of k+1 when each of their approximations are taken to be piecewise polynomial of degree k≥0.     

Efficient Chebyshev–Petrov–Galerkin Method for Solving Second-Order Equations

A new efficient Chebyshev–Petrov–Galerkin (CPG) direct solver is presented for the second order elliptic problems in square domain where the Dirichlet and Neumann boundary conditions are considered. The CPG method is based on the orthogonality property of the kth-derivative of the Chebyshev polynomials. The algorithm differs from other spectral solvers by the high sparsity of the coefficient matrices: the stiffness and mass matrices are reduced to special banded matrices with two and four nonzero diagonals respectively. The efficiency and the spectral accuracy of CPG method have been validated.     

Locally Implicit Time Integration Strategies in a Discontinuous Galerkin Method for Maxwell’s Equations

An attractive feature of discontinuous Galerkin (DG) spatial discretization is the possibility of using locally refined space grids to handle geometrical details. However, locally refined meshes lead to severe stability constraints on explicit integration methods to numerically solve a time-dependent partial differential equation. If the region of refinement is small relative to the computational domain, the time step size restriction can be overcome by blending an implicit and an explicit scheme where only the solution variables living at fine elements are treated implicitly. The downside of this approach is having to solve a linear system per time step. But due to the assumed small region of refinement relative to the computational domain, the overhead will also be small while the solution can be advanced in time with step sizes determined by the coarse elements. In this paper, we present two locally implicit time integration methods for solving the time-domain Maxwell equations spatially discretized with a DG method. Numerical experiments for two-dimensional problems illustrate the theory and the usefulness of the implicit–explicit approaches in presence of local refinements.     

Uniformly Convergent Iterative Methods for Discontinuous Galerkin Discretizations

We present iterative and preconditioning techniques for the solution of the linear systems resulting from several discontinuous Galerkin (DG) Interior Penalty (IP) discretizations of elliptic problems. We analyze the convergence properties of these algorithms for both symmetric and non-symmetric IP schemes. The iterative methods are based on a “natural” decomposition of the first order DG finite element space as a direct sum of the Crouzeix-Raviart non-conforming finite element space and a subspace that contains functions discontinuous at interior faces. We also present numerical examples confirming the theoretical results.     

An <Emphasis Type=Italic>hp</Emphasis>-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations

In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L ²-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains.     

A Cartesian Embedded Boundary Method for the Compressible Navier-Stokes Equations

We here generalize the embedded boundary method that was developed for boundary discretizations of the wave equation in second order formulation in Kreiss et al. (SIAM J. Numer. Anal. 40(5):1940–1967, 2002) and for the Euler equations of compressible fluid flow in Sjögreen and Peterson (Commun. Comput. Phys. 2:1199–1219, 2007), to the compressible Navier-Stokes equations. We describe the method and we implement it on a parallel computer. The implementation is tested for accuracy and correctness. The ability of the embedded boundary technique to resolve boundary layers is investigated by computing skin-friction profiles along the surfaces of the embedded objects. The accuracy is assessed by comparing the computed skin-friction profiles with those obtained by a body fitted discretization.     

A Spectral Stochastic Semi-Lagrangian Method for Convection-Diffusion Equations with Uncertainty

Real life convection-diffusion problems are characterized by their inherent or externally induced uncertainties in the design parameters. This paper presents a spectral stochastic finite element semi-Lagrangian method for numerical solution of convection-diffusion equations with uncertainty. Using the spectral decomposition, the stochastic variational problem is reformulated to a set of deterministic variational problems to be solved for each Wiener polynomial chaos. To obtain the chaos coefficients in the corresponding deterministic convection-diffusion equations, we implement a semi-Lagrangian method in the finite element framework. Once this representation is computed, statistics of the numerical solution can be easily evaluated. These numerical techniques associate the geometrical flexibility of the finite element method with the ability offered by the semi-Lagrangian method to solve convection-dominated problems using time steps larger than its Eulerian counterpart. Numerical results are shown for a convection-diffusion problem driven with stochastic velocity and for an incompressible viscous flow problem with a random force. In both examples, the proposed method demonstrates its ability to better maintain the shape of the solution in the presence of uncertainties and steep gradients.     

Discontinuous Hamiltonian Finite Element Method for Linear Hyperbolic Systems

We develop a Hamiltonian discontinuous finite element discretization of a generalized Hamiltonian system for linear hyperbolic systems, which include the rotating shallow water equations, the acoustic and Maxwell equations. These equations have a Hamiltonian structure with a bilinear Poisson bracket, and as a consequence the phase-space structure, “mass” and energy are preserved. We discretize the bilinear Poisson bracket in each element with discontinuous elements and introduce numerical fluxes via integration by parts while preserving the skew-symmetry of the bracket. This automatically results in a mass and energy conservative discretization. When combined with a symplectic time integration method, energy is approximately conserved and shows no drift. For comparison, the discontinuous Galerkin method for this problem is also used. A variety numerical examples is shown to illustrate the accuracy and capability of the new method.