Superconvergence of Discontinuous Galerkin Methods for Convection-Diffusion Problems

Some discontinuous Galerkin methods for the linear convection-diffusion equation −ε u″+bu′=f are studied. Based on superconvergence properties of numerical fluxes at element nodes established in some earlier works, e.g., Celiker and Cockburn in Math. Comput. 76(257), 67–96, 2007, we identify superconvergence points for the approximations of u or q=u′. Our results are twofold: 1) For the minimal dissipation LDG method (we call it md-LDG in this paper) using polynomials of degree p, we prove that the leading terms of the discretization errors for u and q are proportional to the right Radau and left Radau polynomials of degree p+1, respectively. Consequently, the zeros of the right-Radau and left-Radau polynomials of degree p+1 are the superconvergence points of order p+2 for the discretization errors of the potential and of the gradient, respectively.     

Discontinuous Galerkin Method for Linear Free-Surface Gravity Waves

In this paper, we discuss a discontinuous Galerkin finite (DG) element method for linear free surface gravity waves. We prove that the algorithm is unconditionally stable and does not require additional smoothing or artificial viscosity terms in the free surface boundary condition to prevent numerical instabilities on a non-uniform mesh. A detailed error analysis of the full time-dependent algorithm is given, showing that the error in the wave height and velocity potential in the L²-norm is in both cases of optimal order and proportional to O(Δt²+h^p+1), without the need for a separate velocity reconstruction, with p the polynomial order, h the mesh size and Δt the time step. The error analysis is confirmed with numerical simulations. In addition, a Fourier analysis of the fully discrete scheme is conducted which shows the dependence of the frequency error and wave dissipation on the time step and mesh size. The algebraic equations for the DG discretization are derived in a way suitable for an unstructured mesh and result in a symmetric positive definite linear system. The algorithm is demonstrated on a number of model problems, including a wave maker, for discretizations with accuracy ranging from second to fourth order.This revised version was published online in July 2005 with corrected volume and issue numbers.     

Some Recent Developments in Superconvergence of Discontinuous Galerkin Methods for Time-Dependent Partial Differential Equations

In this paper, we briefly review some recent developments in the superconvergence of three types of discontinuous Galerkin (DG) methods for time-dependent partial differential equations: the standard DG method, the local discontinuous Galerkin method, and the direct discontinuous Galerkin method. A survey of our own results for various time-dependent partial differential equations is presented and the superconvergence phenomena of the aforementioned three types of DG solutions are studied for: (i) the function value and derivative approximation at some special points, (ii) cell average error and supercloseness.     

Superconvergence of Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

In this paper, we present a unified approach to study superconvergence behavior of the local discontinuous Galerkin (LDG) method for high-order time-dependent partial differential equations. We select the third and fourth order equations as our models to demonstrate this approach and the main idea. Superconvergence results for the solution itself and the auxiliary variables are established. To be more precise, we first prove that, for any polynomial of degree k, the errors of numerical fluxes at nodes and for the cell averages are superconvergent under some suitable initial discretization, with an order of \(O(h^{2k+1})\). We then prove that the LDG solution is \((k+2)\)-th order superconvergent towards a particular projection of the exact solution and the auxiliary variables. As byproducts, we obtain a \((k+1)\)-th and \((k+2)\)-th order superconvergence rate for the derivative and function value approximation separately at a class of Radau points. Moreover, for the auxiliary variables, we, for the first time, prove that the convergence rate of the derivative error at the interior Radau points can reach as high as \(k+2\). Numerical experiments demonstrate that most of our error estimates are optimal, i.e., the error bounds are sharp.     

A Discontinuous Galerkin Method for Three-Dimensional Shallow Water Equations

We describe the application of a local discontinuous Galerkin method to the numerical solution of the three-dimensional shallow water equations. The shallow water equations are used to model surface water flows where the hydrostatic pressure assumption is valid. The authors recently developed a DG\linebreak method for the depth-integrated shallow water equations. The method described here is an extension of these ideas to non-depth-integrated models. The method and its implementation are discussed, followed by numerical examples on several test problems.This revised version was published online in July 2005 with corrected volume and issue numbers.     

A Hybrid Staggered Discontinuous Galerkin Method for KdV Equations

A hybrid staggered discontinuous Galerkin method is developed for the Korteweg–de Vries equation. The equation is written into a system of first order equations by introducing auxiliary variables. Two sets of finite element functions are introduced to approximate the solution and the auxiliary variables. The staggered continuity of the two finite element function spaces gives a natural flux condition and trace value on the element boundaries in the derivation of Galerkin approximation. On the other hand, to deal with the third order derivative term an hybridization idea is used and additional flux unknowns are introduced. The auxiliary variables can be eliminated in each element and the resulting algebraic system on the solution and the additional flux unknowns is solved. Stability of the semi discrete form is proven for various boundary conditions. Numerical results present the optimal order of \(L^2\)-errors of the proposed method for a given polynomial order.     

Well-Balanced Nodal Discontinuous Galerkin Method for Euler Equations with Gravity

We present a well-balanced nodal discontinuous Galerkin (DG) scheme for compressible Euler equations with gravity. The DG scheme makes use of discontinuous Lagrange basis functions supported at Gauss–Lobatto–Legendre (GLL) nodes together with GLL quadrature using the same nodes. The well-balanced property is achieved by a specific form of source term discretization that depends on the nature of the hydrostatic solution, together with the GLL nodes for quadrature of the source term. The scheme is able to preserve isothermal and polytropic stationary solutions upto machine precision on any mesh composed of quadrilateral cells and for any gravitational potential. It is applied on several examples to demonstrate its well-balanced property and the improved resolution of small perturbations around the stationary solution.     

The Compact Discontinuous Galerkin Method for Nearly Incompressible Linear Elasticity

A compact discontinuous Galerkin method (CDG) is devised for nearly incompressible linear elasticity, through replacing the global lifting operator for determining the numerical trace of stress tensor in a local discontinuous Galerkin method (cf. Chen et al., Math Probl Eng 20, 2010) by the local lifting operator and removing some jumping terms. It possesses the compact stencil, that means the degrees of freedom in one element are only connected to those in the immediate neighboring elements. Optimal error estimates in broken energy norm, $H^1$ -norm and $L^2$ -norm are derived for the method, which are uniform with respect to the Lamé constant $\lambda .$ Furthermore, we obtain a post-processed $H(\text{ div})$ -conforming displacement by projecting the displacement and corresponding trace of the CDG method into the Raviart–Thomas element space, and obtain optimal error estimates of this numerical solution in $H(\text{ div})$ -seminorm and $L^2$ -norm, which are uniform with respect to $\lambda .$ A series of numerical results are offered to illustrate the numerical performance of our method.     

Direct Discontinuous Galerkin Method and Its Variations for Second Order Elliptic Equations

In this paper, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under \(L^2\) norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Math 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal \((k+1)\)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal \((k+1)\)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.     

The Discontinuous Galerkin Method for Two-Dimensional Hyperbolic Problems. Part I: Superconvergence Error Analysis

In this paper we investigate the superconvergence properties of the discontinuous Galerkin method applied to scalar first-order hyperbolic partial differential equations on triangular meshes. We show that the discontinuous finite element solution is O(h ^p+2) superconvergent at the Legendre points on the outflow edge for triangles having one outflow edge. For triangles having two outflow edges the finite element error is O(h ^p+2) superconvergent at the end points of the inflow edge. Several numerical simulations are performed to validate the theory. In Part II of this work we explicitly write down a basis for the leading term of the error and construct asymptotically correct a posteriori error estimates by solving local hyperbolic problems with no boundary conditions on more general meshes.     

A Positivity-Preserving Well-Balanced Central Discontinuous Galerkin Method for the Nonlinear Shallow Water Equations

In this paper, we consider the development of central discontinuous Galerkin methods for solving the nonlinear shallow water equations over variable bottom topography in one and two dimensions. A reliable numerical scheme for these equations should preserve still-water stationary solutions and maintain the non-negativity of the water depth. We propose a high-order technique which exactly balances the flux gradients and source terms in the still-water stationary case by adding correction terms to the base scheme, meanwhile ensures the non-negativity of the water depth by using special approximations to the bottom together with a positivity-preserving limiter. Numerical tests are presented to illustrate the accuracy and validity of the proposed schemes.     

Arbitrary High-Order Discontinuous Galerkin Schemes for the Magnetohydrodynamic Equations

In this paper, we propose a discontinuous Galerkin scheme with arbitrary order of accuracy in space and time for the magnetohydrodynamic equations. It is based on the Arbitrary order using DERivatives (ADER) methodology: the high order time approximation is obtained by a Taylor expansion in time. In this expansion all the time derivatives are replaced by space derivatives via the Cauchy-Kovalevskaya procedure. We propose an efficient algorithm of the Cauchy-Kovalevskaya procedure in the case of the three-dimensional magneto-hydrodynamic (MHD) equations. Parallel to the time derivatives of the conservative variables the time derivatives of the fluxes are calculated. This enables the analytic time integration of the volume integral as well as that of the surface integral of the fluxes through the grid cell interfaces which occur in the discrete equations. At the cell interfaces the fluxes and all their derivatives may jump. Following the finite volume ADER approach the break up of all these jumps into the different waves are taken into account to get proper values of the fluxes at the grid cell interfaces. The approach under considerations is directly based on the expansion of the flux in time in which the leading order term may be any numerical flux calculation for the MHD-equation. Numerical convergence results for these equations up to 7th order of accuracy in space and time are shown.     

A New Nonsymmetric Discontinuous Galerkin Method for Time Dependent Convection Diffusion Equations

We propose a discontinuous Galerkin finite element method for convection diffusion equations that involves a new methodology handling the diffusion term. Test function derivative numerical flux term is introduced in the scheme formulation to balance the solution derivative numerical flux term. The scheme has a nonsymmetric structure. For general nonlinear diffusion equations, nonlinear stability of the numerical solution is obtained. Optimal kth order error estimate under energy norm is proved for linear diffusion problems with piecewise P ^k polynomial approximations. Numerical examples under one-dimensional and two-dimensional settings are carried out. Optimal (k+1)th order of accuracy with P ^k polynomial approximations is obtained on uniform and nonuniform meshes. Compared to the Baumann-Oden method and the NIPG method, the optimal convergence is recovered for even order P ^k polynomial approximations.     

Locally Divergence-Free Discontinuous Galerkin Methods for MHD Equations

In this paper, we continue our investigation of the locally divergence-free discontinuous Galerkin method, originally developed for the linear Maxwell equations (J. Comput. Phys. 194 588–610 (2004)), to solve the nonlinear ideal magnetohydrodynamics (MHD) equations. The distinctive feature of such method is the use of approximate solutions that are exactly divergence-free inside each element for the magnetic field. As a consequence, this method has a smaller computational cost than the traditional discontinuous Galerkin method with standard piecewise polynomial spaces. We formulate the locally divergence-free discontinuous Galerkin method for the MHD equations and perform extensive one and two-dimensional numerical experiments for both smooth solutions and solutions with discontinuities. Our computational results demonstrate that the locally divergence-free discontinuous Galerkin method, with a reduced cost comparing to the traditional discontinuous Galerkin method, can maintain the same accuracy for smooth solutions and can enhance the numerical stability of the scheme and reduce certain nonphysical features in some of the test cases.This revised version was published online in July 2005 with corrected volume and issue numbers.     

A Discontinuous Galerkin Method for Linear Symmetric Hyperbolic Systems in Inhomogeneous Media

The Discontinuous Galerkin (DG) method provides a powerful tool for approximating hyperbolic problems. Here we derive a new space-time DG method for linear time dependent hyperbolic problems written as a symmetric system (including the wave equation and Maxwell’s equations). The main features of the scheme are that it can handle inhomogeneous media, and can be time-stepped by solving a sequence of small linear systems resulting from applying the method on small collections of space-time elements. We show that the method is stable provided the space-time grid is appropriately constructed (this corresponds to the usual time-step restriction for explicit methods, but applied locally) and give an error analysis of the scheme. We also provide some simple numerical tests of the algorithm applied to the wave equation in two space dimensions (plus time).This revised version was published online in July 2005 with corrected volume and issue numbers.     

Discontinuous Galerkin Method with Staggered Hybridization for a Class of Nonlinear Stokes Equations

In this paper, we present a discontinuous Galerkin method with staggered hybridization to discretize a class of nonlinear Stokes equations in two dimensions. The utilization of staggered hybridization is new and this approach combines the features of traditional hybridization method and staggered discontinuous Galerkin method. The main idea of our method is to use hybrid variables to impose the staggered continuity conditions instead of enforcing them in the approximation space. Therefore, our method enjoys some distinctive advantages, including mass conservation, optimal convergence and preservation of symmetry of the stress tensor. We will also show that, one can obtain superconvergent and strongly divergence-free velocity by applying a local postprocessing technique on the approximate solution. We will analyze the stability and derive a priori error estimates of the proposed scheme. The resulting nonlinear system is solved by using the Newton’s method, and some numerical results will be demonstrated to confirm the theoretical rates of convergence and superconvergence.     

Globally Divergence-Free Discontinuous Galerkin Methods for Ideal Magnetohydrodynamic Equations

Ideal magnetohydrodynamic (MHD) equations are widely used in many areas in physics and engineering, and these equations have a divergence-free constraint on the magnetic field. In this paper, we propose high order globally divergence-free numerical methods to solve the ideal MHD equations. The algorithms are based on discontinuous Galerkin methods in space. The induction equation is discretized separately to approximate the normal components of the magnetic field on elements interfaces, and to extract additional information about the magnetic field when higher order accuracy is desired. This is then followed by an element by element reconstruction to obtain the globally divergence-free magnetic field. In time, strong-stability-preserving Runge–Kutta methods are applied. In consideration of accuracy and stability of the methods, a careful investigation is carried out, both numerically and analytically, to study the choices of the numerical fluxes associated with the electric field at element interfaces and vertices. The resulting methods are local and the approximated magnetic fields are globally divergence-free. Numerical examples are presented to demonstrate the accuracy and robustness of the methods.     

Fourier Type Error Analysis of the Direct Discontinuous Galerkin Method and Its Variations for Diffusion Equations

In this paper we present Fourier type error analysis on the recent four discontinuous Galerkin methods for diffusion equations, namely the direct discontinuous Galerkin (DDG) method (Liu and Yan in SIAM J. Numer. Anal. 47(1):475?C698, 2009); the DDG method with interface corrections (Liu and Yan in Commun. Comput. Phys. 8(3):541?C564, 2010); and the DDG method with symmetric structure (Vidden and Yan in SIAM J. Numer. Anal., 2011); and a DG method with nonsymmetric structure (Yan, A discontinuous Galerkin method for nonlinear diffusion problems with nonsymmetric structure, 2011). The Fourier type L ² error analysis demonstrates the optimal convergence of the four DG methods with suitable numerical fluxes. The theoretical predicted errors agree well with the numerical results.