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.     

The <Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-Optimality of the IIPG Method for Odd Degrees of Polynomial Approximation in 1D

The paper deals with a numerical analysis of the incomplete interior penalty Galerkin (IIPG) method applied to one dimensional Poisson problem. Based on a particular choice of the interior penalty parameter σ (order of O(h ⁻¹)), we derive the optimal error estimate in the L ²-norm for odd degrees of polynomial approximation for locally quasi-uniform meshes. Moreover, we show that only the mentioned choice of the penalty parameter leads to optimal orders of convergence. Finally, presented numerical experiments verify the theoretical results.     

<Emphasis Type="Italic">hp</Emphasis>-Version <Emphasis Type="Italic">a priori</Emphasis> Error Analysis of Interior Penalty Discontinuous Galerkin Finite Element Approximations to the Biharmonic Equation

We consider the symmetric formulation of the interior penalty discontinuous Galerkin finite element method for the numerical solution of the biharmonic equation with Dirichlet boundary conditions in a bounded polyhedral domain in . For a shape-regular family of meshes consisting of parallelepipeds, we derive hp-version a priori bounds on the global error measured in the L² norm and in broken Sobolev norms. Using these, we obtain hp-version bounds on the error in linear functionals of the solution. The bounds are optimal with respect to the mesh size h and suboptimal with respect to the degree of the piecewise polynomial approximation p. The theoretical results are confirmed by numerical experiments, and some practical applications in Poisson–Kirchhoff thin plate theory are presented.     

Selecting the Numerical Flux in Discontinuous Galerkin Methods for Diffusion Problems

In this paper we present numerical investigations of four different formulations of the discontinuous Galerkin method for diffusion problems. Our focus is to determine, through numerical experimentation, practical guidelines as to which numerical flux choice should be used when applying discontinuous Galerkin methods to such problems. We examine first an inconsistent and weakly unstable scheme analyzed in Zhang and Shu, Math. Models Meth. Appl. Sci. (M ³ AS) 13, 395–413 (2003), and then proceed to examine three consistent and stable schemes: the Bassi–Rebay scheme (J. Comput. Phys. 131, 267 (1997)), the local discontinuous Galerkin scheme (SIAM J. Numer. Anal. 35, 2440–2463 (1998)) and the Baumann–Oden scheme (Comput. Math. Appl. Mech. Eng. 175, 311–341 (1999)). For an one-dimensional model problem, we examine the stencil width, h-convergence properties, p-convergence properties, eigenspectra and system conditioning when different flux choices are applied. We also examine the ramifications of adding stabilization to these schemes. We conclude by providing the pros and cons of the different flux choices based upon our numerical experiments.This revised version was published online in July 2005 with corrected volume and issue numbers.     

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.     

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.     

Superconvergence of Discontinuous Finite Element Solutions for Transient Convection–diffusion Problems

We present a study of the local discontinuous Galerkin method for transient convection–diffusion problems in one dimension. We show that p-degree piecewise polynomial discontinuous finite element solutions of convection-dominated problems are O(Δx ^p+2) superconvergent at Radau points. For diffusion- dominated problems, the solution’s derivative is O(Δx ^p+2) superconvergent at the roots of the derivative of Radau polynomial of degree p+1. Using these results, we construct several asymptotically exact a posteriori finite element error estimates. Computational results reveal that the error estimates are asymptotically exact.This revised version was published online in July 2005 with corrected volume and issue numbers.     

Interior Penalty Discontinuous Galerkin Method for Maxwell’s Equations in Cold Plasma

In this paper, we develop an interior penalty discontinuous Galerkin (DG) method for the time-dependent Maxwell’s equations in cold plasma. Both semi and fully discrete DG schemes are constructed, and optimal error estimates in the energy norm are proved. To our best knowledge, this is the first error analysis carried out for the DG method for Maxwell’s equations in dispersive media.     

Discontinuous and coupled continuous/discontinuous Galerkin methods for the shallow water equations

We consider the approximation of a simplified model of the depth-averaged two-dimensional shallow water equations by two approaches. In both approaches, a discontinuous Galerkin (DG) method is used to approximate the continuity equation. In the first approach, a continuous Galerkin method is used for the momentum equations. In the second approach a particular DG method, the nonsymmetric interior penalty Galerkin method, is used to approximate momentum. A priori error estimates are derived and numerical results are presented for both approaches.     

Discontinuous Galerkin Methods for Second-Order Elliptic PDE with Low-Regularity Solutions

In this paper we derive an a priori error analysis for interior penalty discontinuous Galerkin finite element discretizations of the Poisson equation with exact solution in W ^2,p , p∈(1,2]. We show that the DGFEM converges at an optimal algebraic rate with respect to the number of degrees of freedom.     

A discontinuous Galerkin solver for Boltzmann–Poisson systems in nano devices

In this paper, we present results of a discontinuous Galerkin (DG) scheme applied to deterministic computations of the transients for the Boltzmann–Poisson system describing electron transport in semiconductor devices. The collisional term models optical-phonon interactions which become dominant under strong energetic conditions corresponding to nano-scale active regions under applied bias. The proposed numerical technique is a finite element method using discontinuous piecewise polynomials as basis functions on unstructured meshes. It is applied to simulate hot electron transport in bulk silicon, in a silicon n⁺–n–n⁺ diode and in a double gated 12 nm MOSFET. Additionally, the obtained results are compared to those of a high order WENO scheme simulation and DSMC (Discrete Simulation Monte Carlo) solvers.     

Optimal Error Estimates for the Fully Discrete Interior Penalty DG Method for the Wave Equation

In Grote et al. (SIAM J. Numer. Anal., 44:2408–2431, 2006) a symmetric interior penalty discontinuous Galerkin (DG) method was presented for the time-dependent wave equation. In particular, optimal a-priori error bounds in the energy norm and the L ²-norm were derived for the semi-discrete formulation. Here the error analysis is extended to the fully discrete numerical scheme, when a centered second-order finite difference approximation (“leap-frog” scheme) is used for the time discretization. For sufficiently smooth solutions, the maximal error in the L ²-norm error over a finite time interval converges optimally as O(h ^p+1+Δt ²), where p denotes the polynomial degree, h the mesh size, and Δt the time step.     

A Posteriori Error Estimates and an Adaptive Finite Element Method for the Allen–Cahn Equation and the Mean Curvature Flow

This paper develops an a posteriori error estimate of residual type for finite element approximations of the Allen–Cahn equation u_t − Δu+ ε⁻² f(u)=0. It is shown that the error depends on ε⁻¹ only in some low polynomial order, instead of exponential order. Based on the proposed a posteriori error estimator, we construct an adaptive algorithm for computing the Allen–Cahn equation and its sharp interface limit, the mean curvature flow. Numerical experiments are also presented to show the robustness and effectiveness of the proposed error estimator and the adaptive algorithm.     

Min–max Kalman filtering

The problem of H_∞-optimal state estimation of linear continuous-time systems that are measured with an additive white noise is addressed. The relevant cost function is the expected value of the standard H_∞ performance index, with respect to the measurement noise statistics. The solution is obtained by applying the matrix version of the maximum principle to the solution of the min–max problem in which the estimator tries to minimize the mean square estimation error and the exogenous disturbance tries to maximize it while being penalized for its energy. The solution is given in terms of two coupled Riccati difference equations from which the filter gains are derived. In the case where an infinite penalty is imposed on the energy of the exogenous disturbance, the celebrated Kalman filter is recovered. In the stationary case, where all the signals are stationary, an upper-bound on the solutions of the coupled Riccati equations is obtained via a solution of coupled linear matrix inequalities. The resulting filter then guarantees a bound on the estimation error covariance matrix. An illustrative example is given where the velocity of a maneuvering target has to be estimated utilizing noisy measurements of the position.     

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.     

Micro-hotplates for high-throughput thin film processing and in situ phase transformation characterization

This paper presents the use of micro-hotplates (MHPs) as thermal processing and in situ characterization platforms for phase transformations in thin films. MHPs are fabricated by microsystem technology processes and consist of a SiO₂/Si₃N₄ membrane (app. 1 μm) supported by a bulk Si frame. Several embedded Pt thin films serve as heater and electrical measurement electrodes. It is shown that the MHPs have unique properties for the controlled annealing of thin film materials (up to 1270 K), as the annealing temperature and heating/cooling rates can be precisely controlled by in situ measurements. These rates can be extremely high (up to 10⁴ K/s), due to the low thermal mass of MHPs. The high cooling rates are especially useful for the fabrication of metastable phases (e.g. Fe₇₀Pd₃₀) by quenching. By measuring the resistivity of a thin film under test in situ as a function of the MHP temperature, microstructural changes (e.g. phase transformations) can be detected during heating and cooling cycles. In this paper, examples are presented for the determination of phase transitions in thin films using MHPs: the solid–liquid–gas phase transition (Al), the ferromagnetic–paramagnetic phase transition (Fe–Pt) and martensitic transformations (Ni–Ti–Cu, Fe–Pd). Furthermore, it is demonstrated that crystallization processes from amorphous to crystalline (Ni–Ti–Cu) can be detected with this method. Finally the application of MHPs in thin film combinatorial materials science and high-throughput experimentation is described.     

A priori error estimates in the finite element method for nonself-adjoint elliptic and parabolic interface problems

Abstract We derive a priori error estimates in the finite element method for nonselfadjoint elliptic and parabolic interface problems in a two-dimensional convex polygonal domain. Optimal H ¹-norm and sub-optimal L ²-norm error estimates are obtained for elliptic interface problems. For parabolic interface problems, the continuous-time Galerkin method is analyzed and an optimal order error estimate in the L ²(0,T;H ¹)-norm is established. Further, a discrete-in-time discontinuous Galerkin method is discussed and a related optimal error estimate is obtained. Keywords: Elliptic and parabolic interface problems, finite element method, spatially discrete scheme, discontinuous Galerkin method, error estimates Mathematics Subject Classification (1991): 65N15, 65N20     

A Mixed Discontinuous Galerkin Method Without Interior Penalty for Time-Dependent Fourth Order Problems

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed formulation and central interface numerical fluxes so that the resulting semi-discrete schemes are \(L^2\) stable even without interior penalty. For time discretization, we use Crank–Nicolson so that the resulting scheme is unconditionally stable and second order in time. We present the optimal \(L^2\) error estimate of \(O(h^{k+1})\) for polynomials of degree k for semi-discrete DG schemes, and the \(L^2\) error of \(O(h^{k+1} +(\Delta t)^2)\) for fully discrete DG schemes. Extensions to more general fourth order partial differential equations and cases with non-homogeneous boundary conditions are provided. Numerical results are presented to verify the stability and accuracy of the schemes. Finally, an application to the one-dimensional Swift–Hohenberg equation endowed with a decay free energy is presented.     

A Posteriori Error Estimators for a Class of Variational Inequalities

In this paper, we present an a posteriori error analysis for the finite element approximation of a variational inequality. We derive a posteriori error estimators of residual type, which are shown to provide upper bounds on the discretization error for a class of variational inequalities provided the solutions are sufficiently regular. Furthermore we derive sharp a posteriori error estimators with both lower and upper error bounds for a subclass of the obstacle problem which are frequently met in many physical models. For sufficiently regular solutions, these estimates are shown to be equivalent to the discretization error in an energy type norm. Our numerical tests show that these sharp error estimators are both reliable and efficient in guiding mesh adaptivity for computing the free boundaries.     

On Complexity of Computation of Partial Derivatives of Boolean Functions Realized by Zhegalkin Polynomials

The combinational complexity of a system of partial derivatives in the basis of linear functions is established for a Boolean function of n variables that is realized by a Zhegalkin polynomial. An algorithm whose complexity equals 3ⁿ – 2ⁿ modulo 2 additions is proposed for computation of all partial derivatives of such a function from the coefficients of its Zhegalkin polynomial.