On discontinuous Galerkin methods

Discontinuous Galerkin methods have received considerable attention in recent years for problems in which advection and diffusion terms are present. Several alternatives for treating the diffusion and advective fluxes have been introduced. This report summarizes some of the methods that have been proposed. Several numerical examples are included in the paper. These present discontinuous Galerkin solutions of one‐dimensional problems with a scalar variable. Results are presented for diffusion–reaction problems and advection–diffusion problems. We discuss the performance of various formulations with respect to accuracy as well as stability of the method. Copyright © 2003 John Wiley & Sons, Ltd.     

A combined FIC‐TDG finite element approach for the numerical solution of coupled advection–diffusion–reaction equations with application to a bioregulatory model for bone fracture healing

Numerical schemes for the approximative solution of advection–diffusion–reaction equations are often flawed because of spurious oscillations, caused by steep gradients or dominant advection or reaction. In addition, for strong coupled nonlinear processes, which may be described by a set of hyperbolic PDEs, established time stepping schemes lack either accuracy or stability to provide a reliable solution. In this contribution, an advanced numerical scheme for this class of problems is suggested by combining sophisticated stabilization techniques, namely the finite calculus (FIC‐FEM) scheme introduced by Oñate et al. with time‐discontinuous Galerkin (TDG) methods. Whereas the former one provides a stabilization technique for the numerical treatment of steep gradients for advection‐dominated problems, the latter ensures reliable solutions with regard to the temporal evolution. A brief theoretical outline on the superior behavior of both approaches will be presented and underlined with related computational tests. The performance of the suggested FIC‐TDG finite element approach will be discussed exemplarily on a bioregulatory model for bone fracture healing proposed by Geris et al., which consists of at least 12 coupled hyperbolic evolution equations. Copyright © 2012 John Wiley & Sons, Ltd.     

Solving the advection–diffusion equation on unstructured meshes with discontinuous/mixed finite elements and a local time stepping procedure

Explicit schemes are known to provide less numerical diffusion in solving the advection–diffusion equation, especially for advection‐dominated problems. Traditional explicit schemes use fixed time steps restricted by the global CFL condition in order to guarantee stability. This is known to slow down the computation especially for heterogeneous domains and/or unstructured meshes. To avoid this problem, local time stepping procedures where the time step is allowed to vary spatially in order to satisfy a local CFL condition have been developed. In this paper, a local time stepping approach is used with a numerical model based on discontinuous Galerkin/mixed finite element methods to solve the advection–diffusion equation. The developments are detailed for general unstructured triangular meshes. Numerical experiments are performed to show the efficiency of the numerical model for the simulation of (i) the transport of a solute on highly unstructured meshes and (ii) density‐driven flow, where the velocity field changes at each time step. The model gives stable results with significant reduction of the computational cost especially for the non‐linear problem. Moreover, numerical diffusion is also reduced for highly advective problems. Copyright © 2009 John Wiley & Sons, Ltd.     

Discontinuous Galerkin methods for non‐linear elasticity

This paper presents the formulation and a partial analysis of a class of discontinuous Galerkin methods for quasistatic non‐linear elasticity problems. These methods are endowed with several salient features. The equations that define the numerical scheme are the Euler–Lagrange equations of a one‐field variational principle, a trait that provides an elegant and simple derivation of the method. In consonance with general discontinuous Galerkin formulations, it is possible within this framework to choose different numerical fluxes. Numerical evidence suggests the absence of locking at near‐incompressible conditions in the finite deformations regime when piecewise linear elements are adopted. Finally, a conceivable surprising characteristic is that, as demonstrated with numerical examples, these methods provide a given accuracy level for a comparable, and often lower, computational cost than conforming formulations. Stabilization is occasionally needed for discontinuous Galerkin methods in linear elliptic problems. In this paper we propose a sufficient condition for the stability of each linearized non‐linear elastic problem that naturally includes material and geometric parameters; the latter needed to account for buckling. We then prove that when a similar condition is satisfied by the discrete problem, the method provides stable linearized deformed configurations upon the addition of a standard stabilization term. We conclude by discussing the complexity of the implementation, and propose a computationally efficient approach that avoids looping over both elements and element faces. Several numerical examples are then presented in two and three dimensions that illustrate the performance of a selected discontinuous Galerkin method within the class. Copyright © 2006 John Wiley & Sons, Ltd.     

Numerical analysis of dissolution processes in cementitious materials using discontinuous and continuous Galerkin time integration schemes

The present paper is concerned with the numerical integration of non‐linear reaction–diffusion problems by means of discontinuous and continuous Galerkin methods. The first‐order semidiscrete initial value problem of calcium leaching of cementitious materials, based on a phenomenological dissolution model, an electrolyte diffusion model and the spatial p‐finite element discretization, is used as a highly non‐linear model problem. A p‐finite element method is used for the spatial discretization. In the context of discontinuous Galerkin methods the semidiscrete mass balance and the continuity of the primary variables are weakly formulated within time steps and between time steps, respectively. Continuous Galerkin methods are obtained by the strong enforcement of the continuity condition as special cases. The introduction of a natural time co‐ordinate allows for the application of standard higher order temporal shape functions of the p‐Lagrange type and the well‐known Gauss–Legendre quadrature of associated time integrals. It is shown, that arbitrary order accurate integration schemes can be developed within the framework of the proposed temporal p‐Galerkin methods. Selected benchmark analyses of calcium dissolution demonstrate the robustness of these methods with respect to pronounced changes of the reaction term and non‐smooth changes of Dirichlet boundary conditions. Copyright © 2006 John Wiley & Sons, Ltd.     

Computational schemes for non‐linear elasto‐dynamics

This paper deals with the development of computational schemes for the dynamic analysis of non‐linear elastic systems. The focus of the investigation is on the derivation of unconditionally stable time‐integration schemes presenting high‐frequency numerical dissipation for these types of problem. At first, schemes based on Galerkin and time‐discontinuous Galerkin approximations applied to the equations of motion written in the symmetric hyperbolic form are proposed. Though useful, these schemes require casting the equations of motion in the symmetric hyperbolic form, which is not always possible. Furthermore, this approaches to unacceptably high computational costs. Next, unconditionally stable schemes are proposed that do not rely on the symmetric hyperbolic form. Both energy‐preserving and energy‐decaying schemes are derived. Numerical examples are presented to demonstrate the accuracy and efficiency of the proposed schemes. Copyright © 1999 John Wiley & Sons, Ltd.     

Inf–sup testing of upwind methods

We propose inf–sup testing for finite element methods with upwinding used to solve convection–diffusion problems. The testing evaluates the stability of a method and compactly displays the numerical behaviour as the convection effects increase. Four discretization schemes are considered: the standard Galerkin procedure, the full upwind method, the Galerkin least‐squares scheme and a high‐order derivative artificial diffusion method. The study shows that, as expected, the standard Galerkin method does not pass the inf–sup tests, whereas the other three methods pass the tests. Of these methods, the high‐order derivative artificial diffusion procedure introduces the least amount of artificial diffusion. Copyright © 2000 John Wiley & Sons, Ltd.     

An element‐wise,locally conservative Galerkin (LCG) method for solving diffusion and convection–diffusion problems

An element‐wise locally conservative Galerkin (LCG) method is employed to solve the conservation equations of diffusion and convection–diffusion. This approach allows the system of simultaneous equations to be solved over each element. Thus, the traditional assembly of elemental contributions into a global matrix system is avoided. This simplifies the calculation procedure over the standard global (continuous) Galerkin method, in addition to explicitly establishing element‐wise flux conservation. In the LCG method, elements are treated as sub‐domains with weakly imposed Neumann boundary conditions. The LCG method obtains a continuous and unique nodal solution from the surrounding element contributions via averaging. It is also shown in this paper that the proposed LCG method is identical to the standard global Galerkin (GG) method, at both steady and unsteady states, for an inside node. Thus, the method, has all the advantages of the standard GG method while explicitly conserving fluxes over each element. Several problems of diffusion and convection–diffusion are solved on both structured and unstructured grids to demonstrate the accuracy and robustness of the LCG method. Both linear and quadratic elements are used in the calculations. For convection‐dominated problems, Petrov–Galerkin weighting and high‐order characteristic‐based temporal schemes have been implemented into the LCG formulation. Copyright © 2007 John Wiley & Sons, Ltd.     

Hybrid BEM for the early stage of unsteady transport process

This paper presents a new approach for solving the early stage of 3D time‐dependent transport problems in non‐homogeneous fractured porous media in which the initial distribution of concentration presents discontinuous jump at the interface of two regions of transport properties differing in several orders of magnitude. The goal of this formulation is to overcome the problems of different scales and apparent large flux during early time by combining the 3D dual reciprocity boundary element method and a semi‐analytical solution of the time‐dependent advection–diffusion equation, employing a two‐level finite difference time integration scheme. Theoretical background, validation results and practical applications for the advection–diffusion equation in fractured and continuous porous media are reported. The results show advantages for relatively large‐scale models and complex geometries. Copyright © 2006 John Wiley & Sons, Ltd.     

A hybridized discontinuous Petrov–Galerkin scheme for scalar conservation laws

We present a hybridized discontinuous Petrov–Galerkin (HDPG) method for the numerical solution of steady and time‐dependent scalar conservation laws. The method combines a hybridization technique with a local Petrov–Galerkin approach in which the test functions are computed to maximize the inf‐sup condition. Since the Petrov–Galerkin approach does not guarantee a conservative solution, we propose to enforce this explicitly by introducing a constraint into the local Petrov–Galerkin problem. When the resulting nonlinear system is solved using the Newton–Raphson procedure, the solution inside each element can be locally condensed to yield a global linear system involving only the degrees of freedom of the numerical trace. This results in a significant reduction in memory storage and computation time for the solution of the matrix system, albeit at the cost of solving the local Petrov–Galerkin problems. However, these local problems are independent of each other and thus perfectly scalable. We present several numerical examples to assess the performance of the proposed method. The results show that the HDPG method outperforms the hybridizable discontinuous Galerkin method for problems involving discontinuities. Moreover, for the test case proposed by Peterson, the HDPG method provides optimal convergence of order k + 1. Copyright © 2012 John Wiley & Sons, Ltd.     

A general discontinuous Galerkin method for finite hyperelasticity. Formulation and numerical applications

A discontinuous Galerkin formulation of the boundary value problem of finite‐deformation elasticity is presented. The primary purpose is to establish a discontinuous Galerkin framework for large deformations of solids in the context of statics and simple material behaviour with a view toward further developments involving behaviour or models where the DG concept can show its superiority compared to the continuous formulation. The method is based on a general Hu–Washizu–de Veubeke functional allowing for displacement and stress discontinuities in the domain interior. It is shown that this approach naturally leads to the formulation of average stress fluxes at interelement boundaries in a finite element implementation. The consistency and linearized stability of the method in the non‐linear range as well as its convergence rate are proven. An implementation in three dimensions is developed, showing that the proposed method can be integrated into conventional finite element codes in a straightforward manner. In order to demonstrate the versatility, accuracy and robustness of the method examples of application and convergence studies in three dimensions are provided. Copyright © 2006 John Wiley & Sons, Ltd.     

Comparison of continuous and discontinuous finite element methods for parabolic differential equations employing implicit time integration

This article compares the computational cost, stability, and accuracy of continuous and discontinuous Galerkin Finite Element Methods (GFEM) for various parabolic differential equations including the advection–diffusion equation, viscous Burgers’ equation, and Turing pattern formation equation system. The results show that, for implicit time integration, the continuous GFEM is typically 5–20 times less computationally expensive than the discontinuous GFEM using the same finite element mesh and element order. However, the discontinuous GFEM is significantly more stable than the continuous GFEM for advection dominated problems and is able to obtain accurate approximate solutions for cases where the classic, un-stabilized continuous GFEM fails.     

A discontinuous‐Galerkin‐based immersed boundary method

A numerical method to approximate partial differential equations on meshes that do not conform to the domain boundaries is introduced. The proposed method is conceptually simple and free of user‐defined parameters. Starting with a conforming finite element mesh, the key ingredient is to switch those elements intersected by the Dirichlet boundary to a discontinuous‐Galerkin approximation and impose the Dirichlet boundary conditions strongly. By virtue of relaxing the continuity constraint at those elements, boundary locking is avoided and optimal‐order convergence is achieved. This is shown through numerical experiments in reaction–diffusion problems. Copyright © 2008 John Wiley & Sons, Ltd.     

The maximum principle violations of the mixed‐hybrid finite‐element method applied to diffusion equations

The abundant literature of finite‐element methods applied to linear parabolic problems, generally, produces numerical procedures with satisfactory properties. However, some initial–boundary value problems may cause large gradients at some points and consequently jumps in the solution that usually needs a certain period of time to become more and more smooth. This intuitive fact of the diffusion process necessitates, when applying numerical methods, varying the mesh size (in time and space) according to the smoothness of the solution. In this work, the numerical behaviour of the time‐dependent solutions for such problems during small time duration obtained by using a non‐conforming mixed‐hybrid finite‐element method (MHFEM) is investigated. Numerical comparisons with the standard Galerkin finite element (FE) as well as the finite‐difference (FD) methods are checked. Owing to the fact that the mixed methods violate the discrete maximum principle, some numerical experiments showed that the MHFEM leads sometimes to non‐physical peaks in the solution. A diffusivity criterion relating the mesh steps for an artificial initial–boundary value problem will be presented. One of the propositions given to avoid any non‐physical oscillations is to use the mass‐lumping techniques. Copyright © 2002 John Wiley & Sons, Ltd.     

Investigation of diffusion in p-version ‘LSFE’ and ‘STLSFE’ formulations

This paper deals with investigation of diffusion for p-version least squares finite element formulation (LSFEF) and p-version space-time coupled least squares finite element formulation (STLSFEF) for steady-state and transient problems. Convection dominated flows result in hyperbolic system of equations which leads to ill-conditioned matrices when using Galerkin formulation. Various techniques (SUPG, SUPG-with discontinuity capturing operator etc.) have been devised to overcome the difficulties arising primarily due to hyperbolic terms and sharp gradients. In this paper, it is demonstrated that when using p-version STLSFEF or LSFEF, no such difficulties are encountered in formulation as well as in the solution procedure. Almost all numerical processes suffer from numerical diffusion to some extent, however, it is demonstrated in this paper that in p-version STLSFE and LSFE formulations numerical diffusion can be completely eliminated by mesh refinement and p-level increase and the formulations are free of inherent diffusion. Several model problems are considered with dominant convective terms to investigate diffusion in p-version LSFEF and STLSFEF. Two dimensional convection-diffusion problems are used as steady state representative cases. One dimensional transient problems considered in this paper include pure advection, convection-diffusion and Burgers' equation. Numerical results are also compared with exact solutions and those reported in the literature.     

ANM for stationary Navier–Stokes equations and with Petrov–Galerkin formulation

This paper deals with the use of the asymptotic numerical method (ANM) for solving non‐linear problems, with particular emphasis on the stationary Navier–Stokes equation and the Petrov–Galerkin formulation. ANM is a combination of a perturbation technique and a finite element method allowing to transform a non‐linear problem into a succession of linear ones that admit the same tangent matrix. This method has been applied with success in non‐linear elasticity and fluid mechanics. In this paper, we apply the same kind of technique for solving Navier–Stokes equation with the so‐called Petrov–Galerkin weighting. The main difficulty comes from the fact that the non‐linearity is no more quadratic and it is not evident, in this case, to be able to compute a large number of terms of the perturbation series. Several examples of fluid mechanic are presented to demonstrate the performance of such a method. Copyright © 2001 John Wiley & Sons, Ltd.     

A discontinuous Galerkin method for a hyperbolic model for convection–diffusion problems in CFD

This paper proposes a hyperbolic model for convection–diffusion transport problems in computational fluid dynamics (CFD). The hyperbolic model is based on the so‐called Cattaneo's law. This is a time‐dependent generalization of Fick's and Fourier's laws that was originally proposed to solve pure‐diffusive heat transfer problems. We show that the proposed model avoids the infinite speed paradox that is inherent in the standard parabolic model. A high‐order upwind discontinuous Galerkin (DG) method is developed and applied to classic convection‐dominated test problems. The quality of the numerical results is remarkable, since the discontinuities are very well captured without the appearance of spurious oscillations. These results are compared with those obtained by using the standard parabolic model and the local DG (LDG) method and with those given by the parabolic model and the Bassi–Rebay scheme. Finally, the applicability of the proposed methodology is demonstrated by solving a practical case in engineering. We simulate the evolution of pollutant being spilled in the harbour of A Coruña (northwest of Spain, EU). Copyright © 2007 John Wiley & Sons, Ltd.     

A review of reliable numerical models for three‐dimensional linear parabolic problems

The preservation of characteristic qualitative properties of different phenomena is a more and more important requirement in the construction of reliable numerical models. For phenomena that can be mathematically described by linear partial differential equations of parabolic type (such as the heat conduction, the diffusion, the pricing of options, etc.), the most important qualitative properties are: the maximum–minimum principle, the non‐negativity preservation and the maximum norm contractivity. In this paper, we analyse the discrete analogues of the above properties for finite difference and finite element models, and we give a systematic overview of conditions that guarantee the required properties a priori. We have chosen the heat conduction process to illustrate the main concepts, but engineers and scientists involved in scientific computing can easily reformulate the results for other problems too. Copyright © 2006 John Wiley & Sons, Ltd.     

Computable exact bounds for linear outputs from stabilized solutions of the advection–diffusion–reaction equation

The paper introduces a methodology to compute strict upper and lower bounds for linear‐functional outputs of the exact solutions of the advection–diffusion–reaction equation. The bounds are computed using implicit a posteriori error estimators from stabilized finite element approximations of the exact solution. The new methodology extends the a posteriori error estimates yielding bounds for the standard Galerkin formulation to be able to obtain bounds for stabilized formulations. This methodology is combined with both hybrid‐flux and flux‐free techniques for error assessment. The application to stabilized formulations provides sharper estimates than when applied to Galerkin methods. The best results are found in combination with the flux‐free technique. Copyright © 2012 John Wiley & Sons, Ltd.     

An assumed‐gradient finite element method for the level set equation

The level set equation is a non‐linear advection equation, and standard finite‐element and finite‐difference strategies typically employ spatial stabilization techniques to suppress spurious oscillations in the numerical solution. We recast the level set equation in a simpler form by assuming that the level set function remains a signed distance to the front/interface being captured. As with the original level set equation, the use of an extensional velocity helps maintain this signed‐distance function. For some interface‐evolution problems, this approach reduces the original level set equation to an ordinary differential equation that is almost trivial to solve. Further, we find that sufficient accuracy is available through a standard Galerkin formulation without any stabilization or discontinuity‐capturing terms. Several numerical experiments are conducted to assess the ability of the proposed assumed‐gradient level set method to capture the correct solution, particularly in the presence of discontinuities in the extensional velocity or level‐set gradient. We examine the convergence properties of the method and its performance in problems where the simplified level set equation takes the form of a Hamilton–Jacobi equation with convex/non‐convex Hamiltonian. Importantly, discretizations based on structured and unstructured finite‐element meshes of bilinear quadrilateral and linear triangular elements are shown to perform equally well. Copyright © 2005 John Wiley & Sons, Ltd.