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

In this paper we review the existing and develop new local discontinuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L ² stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.     

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.     

Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients

This paper proposes and analyses two numerical methods for solving elliptic partial differential equations with random coefficients, under the finite noise assumption. First, the stochastic discontinuous Galerkin method represents the stochastic solution in a Galerkin framework. Second, the Monte Carlo discontinuous Galerkin method samples the coefficients by a Monte Carlo approach. Both methods discretize the differential operators by the class of interior penalty discontinuous Galerkin methods. Error analysis is obtained. Numerical results show the sensitivity of the expected value and variance with respect to the penalty parameter of the spatial discretization.     

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 Methods Based on Weighted Interior Penalties for Second Order PDEs with Non-smooth Coefficients

We develop and analyze a Discontinuous Galerkin (DG) method based on weighted interior penalties (WIP) applied to second order (elliptic) PDEs and in particular to advection-diffusion-reaction equations featuring non-smooth and possibly vanishing diffusivity. First of all, looking at the derivation of a DG scheme with a bias to domain decomposition methods, we carefully discuss the set up of the discretization scheme in a general framework putting into evidence the helpful role of the weights and the connection with the well known Local Discontinuous Galerkin schemes (LDG). Then, we address the a-priori error analysis of the method, recovering optimal error estimates in suitable norms. By virtue of the introduction of the weighted penalties, these results turn out to be robust with respect to the diffusion parameter. Furthermore, we discuss the derivation of an a-posteriori local error indicator suitable for advection-diffusion-reaction problems with highly variable, locally small diffusivity. All the theoretical results are illustrated and discussed by means of numerical experiments.     

Dispersion Analysis of Discontinuous Galerkin Schemes Applied to Poincaré, Kelvin and Rossby Waves

A technique for analyzing dispersion properties of numerical schemes is proposed. The method is able to deal with both non dispersive or dispersive waves, i.e. waves for which the phase speed varies with wavenumber. It can be applied to unstructured grids and to finite domains with or without periodic boundary conditions. We consider the discrete version L of a linear differential operator ℒ. An eigenvalue analysis of L gives eigenfunctions and eigenvalues (l _i ,λ _i ). The spatially resolved modes are found out using a standard a posteriori error estimation procedure applied to eigenmodes. Resolved eigenfunctions l _i ’s are used to determine numerical wavenumbers k _i ’s. Eigenvalues’ imaginary parts are the wave frequencies ω _i and a discrete dispersion relation ω _i =f(k _i ) is constructed and compared with the exact dispersion relation of the continuous operator ℒ. Real parts of eigenvalues λ _i ’s allow to compute dissipation errors of the scheme for each given class of wave. The method is applied to the discontinuous Galerkin discretization of shallow water equations in a rotating framework with a variable Coriolis force. Such a model exhibits three families of dispersive waves, including the slow Rossby waves that are usually difficult to analyze. In this paper, we present dissipation and dispersion errors for Rossby, Poincaré and Kelvin waves. We exhibit the strong superconvergence of numerical wave numbers issued of discontinuous Galerkin discretizations for all families of waves. In particular, the theoretical superconvergent rates, demonstrated for a one dimensional linear transport equation, for dissipation and dispersion errors are obtained in this two dimensional model with a variable Coriolis parameter for the Kelvin and Poincaré waves.     

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.     

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.     

An implicit matrix-free Discontinuous Galerkin solver for viscous and turbulent aerodynamic simulations

This paper presents some recent advancements of the computational efficiency of a Discontinuous Galerkin (DG) solver for the Navier–Stokes (NS) and Reynolds Averaged Navier Stokes (RANS) equations. The implementation and the performance of a Newton–Krylov matrix-free (MF) method is presented and compared with the matrix based (MB) counterpart. Moreover two solution strategies, developed in order to increase the solver efficiency, are discussed and experimented. Numerical results of some test cases proposed within the EU ADIGMA (Adaptive Higher-Order Variational Methods for Aerodynamic Applications in Industry) project demonstrate the capabilities of the method.     

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.     

A CFD-based high-order Discontinuous Galerkin solver for three dimensional electromagnetic scattering problems

In this paper, a CFD (Computational Fluid Dynamics) based DG (Discontinuous Galerkin) method is introduced to solve the three-dimensional Maxwell’s equations for complex geometries on unstructured grids. In order to reduce the computing expense, both the quadrature-free implementation method and the parallel computing based on domain decomposition are employed. On the far-field boundary, the non-reflecting boundary condition is implemented. Numerical integration rather than the quadrature-free implementation is used over the faces on the solid boundary to implement the electromagnetic solid boundary condition for perfectly conducting objectives. Both benchmark examples and complex geometry case are tested with the CFD-based DG solver. Numerical results indicate that highly accurate results can be obtained when using high order even on coarse grid and the present method is very suitable for complex geometries. Furthermore, the costs of CPU time and the speedup of the parallel computation are also evaluated.     

Mixed discontinuous Legendre wavelet Galerkin method for solving elliptic partial differential equations

By incorporating the Legendre multiwavelet into the mixed discontinuous Galerkin method, in this paper, we present a novel method for solving second-order elliptic partial differential equations (PDEs), which is known as the mixed discontinuous Legendre multiwavelet Galerkin method, derive an adaptive algorithm for the method and estimate the approximating error of its numerical fluxes. One striking advantage of our method is that the differential operator, boundary conditions and numerical fluxes involved in the elementwise computation can be done with lower time cost. Numerical experiments demonstrate the validity of this method. The proposed method is also applicable to some other kinds of PDEs.     

Unstructured Grid-Based Discontinuous Galerkin Method for Broadband Electromagnetic Simulations

A parallel, unstructured, high-order discontinuous Galerkin method is developed for the time-dependent Maxwell's equations, using simple monomial polynomials for spatial discretization and a fourth-order Runge–Kutta scheme for time marching. Scattering results for a number of validation cases are computed employing polynomials of up to third order. Accurate solutions are obtained on coarse meshes and grid convergence is achieved, demonstrating the capabilities of the scheme for time-domain electromagnetic wave scattering simulations.     

Three dimensional discontinuous Galerkin methods for Euler equations on adaptive conforming meshes

In the numerical simulation of three dimensional fluid dynamical equations, the huge computational quantity is a main challenge. In this paper, the discontinuous Galerkin (DG) finite element method combined with the adaptive mesh refinement (AMR) is studied to solve the three dimensional Euler equations based on conforming unstructured tetrahedron meshes, that is according the equation solution variation to refine and coarsen grids so as to decrease total mesh number. The four space adaptive strategies are given and analyzed their advantages and disadvantages. The numerical examples show the validity of our methods.     

Moving Mesh Discontinuous Galerkin Method for Hyperbolic Conservation Laws

In this paper, a moving mesh discontinuous Galerkin (DG) method is developed to solve the nonlinear conservation laws. In the mesh adaptation part, two issues have received much attention. One is about the construction of the monitor function which is used to guide the mesh redistribution. In this study, a heuristic posteriori error estimator is used in constructing the monitor function. The second issue is concerned with the solution interpolation which is used to interpolates the numerical solution from the old mesh to the updated mesh. This is done by using a scheme that mimics the DG method for linear conservation laws. Appropriate limiters are used on seriously distorted meshes generated by the moving mesh approach to suppress the numerical oscillations. Numerical results are provided to show the efficiency of the proposed moving mesh DG method.     

Dispersive and Dissipative Properties of Discontinuous Galerkin Finite Element Methods for the Second-Order Wave Equation

Discontinuous Galerkin finite element methods (DGFEM) offer certain advantages over standard continuous finite element methods when applied to the spatial discretisation of the acoustic wave equation. For instance, the mass matrix has a block diagonal structure which, used in conjunction with an explicit time stepping scheme, gives an extremely economical scheme for time domain simulation. This feature is ubiquitous and extends to other time-dependent wave problems such as Maxwell’s equations. An important consideration in computational wave propagation is the dispersive and dissipative properties of the discretisation scheme in comparison with those of the original system. We investigate these properties for two popular DGFEM schemes: the interior penalty discontinuous Galerkin finite element method applied to the second-order wave equation and a more general family of schemes applied to the corresponding first order system. We show how the analysis of the multi-dimensional case may be reduced to consideration of one-dimensional problems. We derive the dispersion error for various schemes and conjecture on the generalisation to higher order approximation in space     

Solutions of Multi-dimensional Hyperbolic Systems of Conservation Laws by Square Entropy Condition Satisfying Discontinuous Galerkin Method

In this paper, we study formally high-order accurate discontinuous Galerkin methods on general arbitrary grid for multi-dimensional hyperbolic systems of conservation laws [Cockburn, B., and Shu, C.-W. (1989, Math. Comput. 52, 411–435, 1998, J. Comput. Phys. 141, 199–224); Cockburn et al. (1989, J. Comput. Phys. 84, 90–113; 1990, Math. Comput. 54, 545–581). We extend the notion of E-flux [Osher (1985) SIAM J. Numer. Anal. 22, 947–961] from scalar to system, and found that after flux splitting upwind flux [Cockburn et al. (1989) J. Comput. Phys. 84, 90–113] is a Riemann solver free E-flux for systems. Therefore, we are able to show that the discontinuous Galerkin methods satisfy a cell entropy inequality for square entropy (in semidiscrete sense) if the multi-dimensional systems are symmetric. Similar result [Jiang and Shu (1994) Math. Comput. 62, 531–538] was obtained for scalar equations in multi-dimensions. We also developed a second-order finite difference version of the discontinuous Galerkin methods. Numerical experiments have been obtained with excellent results.      

Building Blocks for Arbitrary High Order Discontinuous Galerkin Schemes

In this article we propose the use of the ADER methodology of solving generalized Riemann problems to obtain a numerical flux, which is high order accurate in time, for being used in the Discontinuous Galerkin framework for hyperbolic conservation laws. This allows direct integration of the semi-discrete scheme in time and can be done for arbitrary order of accuracy in space and time. The resulting fully discrete scheme in time does not need more memory than an explicit first order Euler time-stepping scheme. This becomes possible because of an extensive use of the governing equations inside the numerical scheme itself via the so-called Cauchy–Kovalewski procedure. We give an efficient algorithm for this procedure for the special case of the nonlinear two-dimensional Euler equations. Numerical convergence results for the nonlinear Euler equations results up to 8th order of accuracy in space and time are shown