Vanishing Moment Method and Moment Solutions for Fully Nonlinear Second Order Partial Differential Equations

This paper concerns with numerical approximations of solutions of fully nonlinear second order partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for fully nonlinear second order PDEs. Unlike viscosity solutions, moment solutions are defined by a constructive method, called the vanishing moment method, and hence, they can be readily computed by existing numerical methods such as finite difference, finite element, spectral Galerkin, and discontinuous Galerkin methods. The main idea of the proposed vanishing moment method is to approximate a fully nonlinear second order PDE by a higher order, in particular, a quasilinear fourth order PDE. We show by various numerical experiments the viability of the proposed vanishing moment method. All our numerical experiments show the convergence of the vanishing moment method, and they also show that moment solutions coincide with viscosity solutions whenever the latter exist. This work was partially supported by the NSF grants DMS-0410266 and DMS-0710831.     

A parameter-free dynamic diffusion method for advection–diffusion–reaction problems

In this paper, we present a two-scale finite element formulation, named Dynamic Diffusion (DD), for advection–diffusion–reaction problems. By decomposing the velocity field in coarse and subgrid scales, the latter is used to determine the smallest amount of artificial diffusion to minimize the coarse-scale kinetic energy. This is done locally and dynamically, by imposing some constraints on the resolved scale solution, yielding a parameter-free consistent method. The subgrid scale space is defined by using bubble functions, whose degrees of freedom are locally eliminated in favor of the degrees of freedom that live on the resolved scales. Convergence tests on a two-dimensional example are reported, yielding optimal rates. In addition, numerical experiments show that DD method is robust for a wide scope of application problems.     

Minimal Stabilization for Discontinuous Galerkin Finite Element Methods for Hyperbolic Problems

We consider a discontinuous Galerkin finite element method for the advection–reaction equation in two space–dimensions. For polynomial approximation spaces of degree greater than or equal to two on triangles we propose a method where stability is obtained by a penalization of only the upper portion of the polynomial spectrum of the jump of the solution over element edges. We prove stability in the standard h-weighted graphnorm and obtain optimal order error estimates with respect to mesh-size. The second author was supported by the Swiss National Science Foundation.     

Convergence of a Second-Order Linearized BDF–IPDG for Nonlinear Parabolic Equations with Discontinuous Coefficients

We study the anti-symmetric interior over-penalized discontinuous Galerkin finite element methods for solving nonlinear parabolic interface problems with second-order backward difference formula for the time discretization, where the diffusion coefficient depends on the unknown solution and is discontinuous across the interface. We present optimal-order error estimates for the finite element solution based on piecewise regularity of the solution.     

On the Coupling of Local Discontinuous Galerkin and Conforming Finite Element Methods

The finite element formulation resulting from coupling the local discontinuous Galerkin method with a standard conforming finite element method for elliptic problems is analyzed. The transmission conditions across the interface separating the subdomains where the different formulations are applied are taken into account by a suitable definition of the so-called numerical fluxes. An error analysis leading to optimal a priori error estimates is presented for arbitrary meshes with possible hanging nodes. Numerical experiments validating the theoretical results are reported.     

A stabilizing augmented grid for rectangular discretizations of the convection–diffusion–reaction problems

We propose a numerical method for approximate solution of the convection–diffusion–reaction problems in the case of small diffusion. The method is based on the standard Galerkin finite element method on an extended space defined on the original grid plus a subgrid, where the original grid consists of rectangular elements. On each rectangular elements, we construct a subgrid with few points whose locations are critical for the stabilization of the problem, therefore they are chosen specially depending on some specific conditions that depend on the problem data. The resulting subgrid is combined with the initial coarse mesh, eventually, to solve the problem in the framework of Galerkin method on the augmented grid. The results of the numerical experiments confirm that the proposed method shows similar stability features with the well-known stabilized methods for the critical range of problem parameters.     

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.     

hp-Discontinuous Galerkin Finite Element Methods with Least-Squares Stabilization

We consider a family of hp-version discontinuous Galerkin finite element methods with least-squares stabilization for symmetric systems of first-order partial differential equations. The family includes the classical discontinuous Galerkin finite element method, with and without streamline-diffusion stabilization, as well as the discontinuous version of the Galerkin least-squares finite element method. An hp-optimal error bound is derived in the associated DG-norm. If the solution of the problem is elementwise analytic, an exponential rate of convergence under p-refinement is proved. We perform numerical experiments both to illustrate the theoretical results and to compare the various methods within the family.     

A Parallel Subgrid Stabilized Finite Element Method Based on Two-Grid Discretization for Simulation of 2D/3D Steady Incompressible Flows

Based on domain decomposition and two-grid discretization, a parallel subgrid stabilized finite element method for simulation of 2D/3D steady convection dominated incompressible flows is proposed and analyzed. In this method, a subgrid stabilized nonlinear Navier–Stokes problem is first solved on a coarse grid where the stabilization term is based on an elliptic projection defined on the same coarse grid, and then corrections are calculated in overlapped fine grid subdomains by solving a linearized problem. By the technical tool of local a priori estimate for finite element solution, error bounds of the approximate solution are estimated. Algorithmic parameter scalings of the method are derived. Numerical results are also given to demonstrate the effectiveness of the method.     

Multiscale-stabilized solutions to one-dimensional systems of conservation laws

We present a variational multiscale formulation for the numerical solution of one-dimensional systems of conservation laws. The key idea of the proposed formulation, originally presented by Hughes [Comput. Methods Appl. Mech. Engrg., 127 (1995) 387–401], is a multiple-scale decomposition into resolved grid scales and unresolved subgrid scales. Incorporating the effect of the subgrid scales onto the coarse scale problem results in a finite element method with enhanced stability properties, capable of accurately representing the sharp features of the solution. In the formulation developed herein, the multiscale split is invoked prior to any linearization of the equations. Special attention is given to the choice of the matrix of stabilizing coefficients and the discontinuity-capturing diffusion. The methodology is applied to the one-dimensional simulation of three-phase flow in porous media, and the shallow water equations. These numerical simulations clearly show the potential and applicability of the formulation for solving highly nonlinear, nearly hyperbolic systems on very coarse grids. Application of the numerical formulation to multidimensional problems is presented in a forthcoming paper.     

The variational multiscale method for laminar and turbulent flow

Summary  The present article reviews the variational multiscale method as a framework for the development of computational methods for the simulation of laminar and turbulent flows, with the emphasis placed on incompressible flows. Starting with a variational formulation of the Navier-Stokes equations, a separation of the scales of the flow problem into two and three different scale groups, respectively, is shown. The approaches resulting from these two different separations are interpreted against the background of two traditional concepts for the numerical simulation of turbulent flows, namely direct numerical simulation (DNS) and large eddy simulation (LES). It is then focused on a three-scale separation, which explicitly distinguishes large resolved scales, small resolved scales, and unresolved scales. In view of turbulent flow simulations as a LES, the variational multiscale method with three separated scale groups is refered to as a “variational multiscale LES”. The two distinguishing features of the variational multiscale LES in comparison to the traditional LES are the replacement of the traditional filter by a variational projection and the restriction of the effect of the unresolved scales to the smaller of the resolved scales. Existing solution strategies for the variational multiscale LES are presented and categorized for various numerical methods. The main focus is on the finite element method (FEM) and the finite volume method (FVM). The inclusion of the effect of the unresolved scales within the multiscale environment via constant-coefficient and dynamic subgrid-scale modeling based on the subgrid viscosity concept is also addressed. Selected numerical examples, a laminar and two turbulent flow situations, illustrate the suitability of the variational multiscale method for the numerical simulation of both states of flow. This article concludes with a view on potential future research directions for the variational multiscale method with respect to problems of fluid mechanics.     

On the Quadrature and Weak Form Choices in Collocation Type Discontinuous Galerkin Spectral Element Methods

We examine four nodal versions of tensor product discontinuous Galerkin spectral element approximations to systems of conservation laws for quadrilateral or hexahedral meshes. They arise from the two choices of Gauss or Gauss-Lobatto quadrature and integrate by parts once (I) or twice (II) formulations of the discontinuous Galerkin method. We show that the two formulations are in fact algebraically equivalent with either Gauss or Gauss-Lobatto quadratures when global polynomial interpolations are used to approximate the solutions and fluxes within the elements. Numerical experiments confirm the equivalence of the approximations and indicate that using Gauss quadrature with integration by parts once is the most efficient of the four approximations.     

A Central Discontinuous Galerkin Method for Hamilton-Jacobi Equations

In this paper, a central discontinuous Galerkin method is proposed to solve for the viscosity solutions of Hamilton-Jacobi equations. Central discontinuous Galerkin methods were originally introduced for hyperbolic conservation laws. They combine the central scheme and the discontinuous Galerkin method and therefore carry many features of both methods. Since Hamilton-Jacobi equations in general are not in the divergence form, it is not straightforward to design a discontinuous Galerkin method to directly solve such equations. By recognizing and following a “weighted-residual” or “stabilization-based” formulation of central discontinuous Galerkin methods when applied to hyperbolic conservation laws, we design a high order numerical method for Hamilton-Jacobi equations. The L ² stability and the error estimate are established for the proposed method when the Hamiltonians are linear. The overall performance of the method in approximating the viscosity solutions of general Hamilton-Jacobi equations are demonstrated through extensive numerical experiments, which involve linear, nonlinear, smooth, nonsmooth, convex, or nonconvex Hamiltonians.     

Nonstandard Local Discontinuous Galerkin Methods for Fully Nonlinear Second Order Elliptic and Parabolic Equations in High Dimensions

This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework for constructing high order local discontinuous Galerkin (LDG) methods for approximating viscosity solutions of these fully nonlinear PDEs. The proposed LDG methods are natural extensions of a narrow-stencil finite difference framework recently proposed by the authors for approximating viscosity solutions. The idea of the methodology is to use multiple approximations of first and second order derivatives as a way to resolve the potential low regularity of the underlying viscosity solution. Consistency and generalized monotonicity properties are proposed that ensure the numerical operator approximates the differential operator. The resulting algebraic system has several linear equations coupled with only one nonlinear equation that is monotone in many of its arguments. The structure can be explored to design nonlinear solvers. This paper also presents and analyzes numerical results for several numerical test problems in two dimensions which are used to gauge the accuracy and efficiency of the proposed LDG methods.     

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.     

基于边光滑有限元法的剪切变形板几何非线性分析

为改善在计算板的几何非线性问题时有限元法系统过硬的数值缺陷,提高计算精度,在考虑剪切变形的yon Karman假设下,基于全拉格朗日描述方法,将边光滑有限元法应用于板的几何非线性分析.计算公式基于1阶剪切变形理论,并采用离散剪切间隙有效地消除剪切自锁.在三角形单元的基础上进一步形成边界光滑域,在每个光滑域内对应变进行光...     

Convergence of a residual based artificial viscosity finite element method

We present a residual based artificial viscosity finite element method to solve conservation laws. The Galerkin approximation is stabilized by only residual based artificial viscosity, without any least-squares, SUPG, or streamline diffusion terms. We prove convergence of the method, applied to a scalar conservation law in two space dimensions, toward an unique entropy solution for implicit time stepping schemes.     

Bubble stabilized discontinuous Galerkin methods on conforming and non-conforming meshes

The aim of this paper is to discuss the properties of the bubble stabilized discontinuous Galerkin method with respect to mesh geometry. First we show that on certain non-conforming meshes the bubble stabilized discontinuous Galerkin method allows for hanging nodes/edges. Then we consider the case of conforming meshes and present a post-processing algorithm based on the Crouzeix-Raviart method to obtain the Bubble Stabilized Discontinuous Galerkin (BSDG) method. Although finally the post-processed solution does not coincide with the BSDG-solution in general, they satisfy the same (approximation) properties and are close to each other. Moreover, the post-processed solution has continuous flux over the edges.     

Proof of unconditional stability for a single-field discontinuous Galerkin finite element formulation for linear elasto-dynamics

A discontinuous Galerkin (DG) finite element method (FEM) for the solution of linear elasto-dynamic problems is revisited and modified. The new DG FEM is based on a method originally proposed by [Comput. Methods Appl. Mech. Engrg. 84 (1990) 327] and recently adapted by [Comput. Methods Appl. Mech. Engrg. 191(46) (2002) 5315] for the solution of dynamic solid–solid phase transitions. As the FEM formulations in both the cited works have been found not to be unconditionally stable in cases where the underlying FEM grid is completely unstructured, this paper offers a modification of these formulations yielding a single-field DG FEM that is unconditionally stable without any restrictions on the grid structure. Furthermore, an energy conserving variant of the formulation is also suggested.     

Fully discrete local discontinuous Galerkin method for solving the fractional telegraph equation

This paper aims to develop a fully discrete local discontinuous Galerkin finite element method for numerical simulation of the time-fractional telegraph equation, where the fractional derivative is in the sense of Caputo. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. The stability and convergence of this discontinuous approach are discussed and theoretically proven. Finally numerical examples are performed to illustrate the effectiveness and the accuracy of the method.