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.     

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.     

Error Analysis for a Hybridizable Discontinuous Galerkin Method for the Helmholtz Equation

Finite element methods for acoustic wave propagation problems at higher frequency result in very large matrices due to the need to resolve the wave. This problem is made worse by discontinuous Galerkin methods that typically have more degrees of freedom than similar conforming methods. However hybridizable discontinuous Galerkin methods offer an attractive alternative because degrees of freedom in each triangle can be cheaply removed from the global computation and the method reduces to solving only for degrees of freedom on the skeleton of the mesh. In this paper we derive new error estimates for a hybridizable discontinuous Galerkin scheme applied to the Helmholtz equation. We also provide extensive numerical results that probe the optimality of these results. An interesting observation is that, after eliminating the internal element degrees of freedom, the condition number of the condensed hybridized system is seen to be almost independent of the wave number.     

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.     

Optimal Error Estimates of the Local Discontinuous Galerkin Method for Surface Diffusion of Graphs on Cartesian Meshes

In (Xu and Shu in J. Sci. Comput. 40:375–390, 2009), a local discontinuous Galerkin (LDG) method for the surface diffusion of graphs was developed and a rigorous proof for its energy stability was given. Numerical simulation results showed the optimal order of accuracy. In this subsequent paper, we concentrate on analyzing a priori error estimates of the LDG method for the surface diffusion of graphs. The main achievement is the derivation of the optimal convergence rate k+1 in the L ² norm in one-dimension as well as in multi-dimensions for Cartesian meshes using a completely discontinuous piecewise polynomial space with degree k≥1.     

An hp-Analysis of the Local Discontinuous Galerkin Method for Diffusion Problems

We present an hp-error analysis of the local discontinuous Galerkin method for diffusion problems, considering unstructured meshes with hanging nodes and two- and three-dimensional domains. Our estimates are optimal in the meshsize h and slightly suboptimal in the polynomial approximation order p. Optimality in p is achieved for matching grids and polynomial boundary conditions.     

Spatial and Modal Superconvergence of the Discontinuous Galerkin Method for Linear Equations

We apply the discontinuous Galerkin finite element method with a degree p polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial solutions to this PDE and show that the polynomials are closely related to the \(\frac{p}{p+1}\) Padé approximant of the exponential function. We show that for a uniform mesh of N elements there exist \((p+1)N\) independent polynomial solutions, N of which can be viewed as physical and pN as non-physical. We show that the accumulation error of the physical mode is of order \(2p+1\). In contrast, the non-physical modes are damped out exponentially quickly. We use these results to present a simple proof of the superconvergence of the DG method on uniform grids as well as show a connection between spatial superconvergence and the superaccuracies in dissipation and dispersion errors of the scheme. Finally, we show that for a class of initial projections on a uniform mesh, the superconvergent points of the numerical error tend exponentially quickly towards the downwind based Radau points.     

An A Posteriori Error Estimate for the Local Discontinuous Galerkin Method Applied to Linear and Nonlinear Diffusion Problems

In this paper we present a new residual-based reliable a posteriori error estimator for the local discontinuous Galerkin approximations of linear and nonlinear diffusion problems in polygonal regions of R ². Our analysis, which applies to convex and nonconvex domains, is based on Helmholtz decompositions of the error and a suitable auxiliary polynomial function interpolating the Dirichlet datum. Several examples confirming the reliability of the estimator and providing numerical evidences for its efficiency are given. Furthermore, the associated adaptive method, which considers meshes with and without hanging nodes, is shown to be much more efficient than a uniform refinement to compute the discrete solutions. In particular, the experiments illustrate the ability of the adaptive algorithm to localize the singularities of each problem.Mathematics Subject Classifications (1991). 65N30This revised version was published online in July 2005 with corrected volume and issue numbers.     

An A Posteriori Error Estimate for the Local Discontinuous Galerkin Method

In this work an a posteriori global error estimate for the Local Discontinuous Galerkin (LDG) applied to a linear second order elliptic problem is analyzed. Using a mixed formulation, an upper bound of the error in the primal variable is derived from explicit computations. Finally, a local adaptive scheme based on explicit error estimators is studied numerically using one dimensional problems.This revised version was published online in July 2005 with corrected volume and issue numbers.     

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.     

An Analysis of the Minimal Dissipation Local Discontinuous Galerkin Method for Convection–Diffusion Problems

We analyze the so-called the minimal dissipation local discontinuous Galerkin method (MD-LDG) for convection–diffusion or diffusion problems. The distinctive feature of this method is that the stabilization parameters associated with the numerical trace of the flux are identically equal to zero in the interior of the domain; this is why its dissipation is said to be minimal. We show that the orders of convergence of the approximations for the potential and the flux using polynomials of degree k are the same as those of all known discontinuous Galerkin methods, namely, (k + 1) and k, respectively. Our numerical results verify that these orders of convergence are sharp. The novelty of the analysis is that it bypasses a seemingly indispensable condition, namely, the positivity of the above mentioned stabilization parameters, by using a new, carefully defined projection tailored to the very definition of the numerical traces.     

Local Discontinuous Galerkin Method for Surface Diffusion and Willmore Flow of Graphs

In this paper, we develop a local discontinuous Galerkin (LDG) finite element method for surface diffusion and Willmore flow of graphs. We prove L ² stability for the equation of surface diffusion of graphs and energy stability for the equation of Willmore flow of graphs. We provide numerical simulation results for different types of solutions of these two types of the equations to illustrate the accuracy and capability of the LDG method.     

Dispersion and Dissipation Error in High-Order Runge-Kutta Discontinuous Galerkin Discretisations of the Maxwell Equations

Different time-stepping methods for a nodal high-order discontinuous Galerkin discretisation of the Maxwell equations are discussed. A comparison between the most popular choices of Runge-Kutta (RK) methods is made from the point of view of accuracy and computational work. By choosing the strong-stability-preserving Runge-Kutta (SSP-RK) time-integration method of order consistent with the polynomial order of the spatial discretisation, better accuracy can be attained compared with fixed-order schemes. Moreover, this comes without a significant increase in the computational work. A numerical Fourier analysis is performed for this Runge-Kutta discontinuous Galerkin (RKDG) discretisation to gain insight into the dispersion and dissipation properties of the fully discrete scheme. The analysis is carried out on both the one-dimensional and the two-dimensional fully discrete schemes and, in the latter case, on uniform as well as on non-uniform meshes. It also provides practical information on the convergence of the dissipation and dispersion error up to polynomial order 10 for the one-dimensional fully discrete scheme.     

Local-Structure-Preserving Discontinuous Galerkin Methods with Lax-Wendroff Type Time Discretizations for Hamilton-Jacobi Equations

In this paper, a family of high order numerical methods are designed to solve the Hamilton-Jacobi equation for the viscosity solution. In particular, the methods start with a hyperbolic conservation law system closely related to the Hamilton-Jacobi equation. The compact one-step one-stage Lax-Wendroff type time discretization is then applied together with the local-structure-preserving discontinuous Galerkin spatial discretization. The resulting methods have lower computational complexity and memory usage on both structured and unstructured meshes compared with some standard numerical methods, while they are capable of capturing the viscosity solutions of Hamilton-Jacobi equations accurately and reliably. A collection of numerical experiments is presented to illustrate the performance of the methods.     

A Modified Fourier–Galerkin Method for the Poisson and Helmholtz Equations

In this paper we present a modified Fourier–Galerkin method for the numerical solution of the Poisson and Helmholtz equations in a d-dimensional box. The inversion of the differential operators requires O(N ^d ) operations, where N ^d is the number of unknowns. The total cost of the presented algorithms is O(N ^d :log₂:N), due to the application of the Fast Fourier Transform (FFT) at the preprocessing stage. The method is based on an extension of the Fourier spaces by adding appropriate functions. Utilizing suitable bilinear forms, approximate projections onto these extended spaces give rapidly converging and highly accurate series expansions.     

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.     

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 Posteriori Error Estimates of Discontinuous Galerkin Method for Nonmonotone Quasi-linear Elliptic Problems

In this paper, we propose and study the residual-based a posteriori error estimates of h-version of symmetric interior penalty discontinuous Galerkin method for solving a class of second order quasi-linear elliptic problems which are of nonmonotone type. Computable upper and lower bounds on the error measured in terms of a natural mesh-dependent energy norm and the broken H ¹-seminorm, respectively, are derived. Numerical experiments are also provided to illustrate the performance of the proposed estimators.