Galerkin-Runge-Kutta methods and hyperbolic initial boundary value problems

Inhomogeneous but time-homogeneous linear hyperbolic initial boundary value problems are solved using Galerkin procedures for the space discretization and Runge-Kutta methods for the time discretization. The space discretized system is not transformed a-priori in a linear system of first order. For the difference of the Ritz projection of the exact solution and the numerical approximation error estimates are derived under the assumption that the applied Runge-Kutta methods have a non-empty interval of absolute stability. It is shown that this class of schemes is not empty in the present case of second order systems, too.     

Discretization of parabolic inequalities

We consider the time discretization with linear multistep methods of an abstract parabolic variational inequality. For such a discretization, we prove stability and convergence under suitable regularity assumptions. Moreover, we prove that, under suitable assumptions, the methods considered converge with order at least one. We performed numerical essays which lead to the conjecture that the order is higher.     

A Sequential Discontinuous Galerkin Method for the Coupling of Flow and Geomechanics

A decoupled and sequential numerical method is proposed and analyzed for solving the linear poroelasticity equations. Unlike other splitting approaches, this method is not iterative, which results in a speed-up of the computational time. The interior penalty discontinuous Galerkin method is employed for the spatial discretization and is combined with the backward Euler method for the time discretization. We provide a convergence analysis of the scheme along with numerical results that confirm the theoretical results.     

Iterative inflow-implicit outflow-explicit finite volume scheme for level-set equations on polyhedron meshes

In this paper, we propose a cell-centered finite volume method for advective and normal flows on polyhedron meshes which is second-order accurate in space and time for smooth solutions. In order to overcome a time restriction caused by CFL condition, an implicit time discretization of inflow fluxes and an explicit time discretization of outflow fluxes are used in an iterative procedure. For an efficient computation, an 1-ring face neighborhood structure is introduced. Since it is limited to access unknown variables in an 1-ring face neighborhood structure, an iterative procedure is proposed to resolve the limitation of assembled linear system. Two types of gradient approximations, an inflow-based gradient and an average-based gradient, are studied and compared from the point of numerical accuracy. Numerical schemes are tested for an advective and a normal flow of level-set functions illustrating a behavior of the proposed method for an implicit tracking of a smooth and a piecewise smooth interface.     

Numerical Analysis of Second Order,Fully Discrete Energy Stable Schemes for Phase Field Models of Two-Phase Incompressible Flows

In this paper, we propose several second order in time, fully discrete, linear and nonlinear numerical schemes for solving the phase field model of two-phase incompressible flows, in the framework of finite element method. The schemes are based on the second order Crank–Nicolson method for time discretization, projection method for Navier–Stokes equations, as well as several implicit–explicit treatments for phase field equations. The energy stability and unique solvability of the proposed schemes are proved. Ample numerical experiments are performed to validate the accuracy and efficiency of the proposed schemes.     

Quasi-wavelet method for time-dependent fractional partial differential equation

In this decade, many new applications in engineering and science are governed by a series of fractional partial differential equations. In this paper, we propose a novel numerical method for a class of time-dependent fractional partial differential equations. The time variable is discretized by using the second order backward differentiation formula scheme, and the quasi-wavelet method is used for spatial discretization. The stability and convergence properties related to the time discretization are discussed and theoretically proven. Numerical examples are obtained to investigate the accuracy and efficiency of the proposed method. The comparisons of the present numerical results with the exact analytical solutions show that the quasi-wavelet method has distinctive local property and can achieve accurate results.     

Superconvergence analysis for parabolic optimal control problems

In this paper, we investigate the superconvergence of a variational discretization approximation for parabolic optimal control problems with control constraints. The state and the adjoint state are approximated by piecewise linear functions and the control is not directly discretized. The time discretization is based on difference methods. We derive the superconvergence between the numerical solution and elliptic projection for the state and the adjoint state and present a numerical example for illustrating our theoretical results.     

Concepts and Application of Time-Limiters to High Resolution Schemes

A new class of implicit high-order non-oscillatory time integration schemes is introduced in a method-of-lines framework. These schemes can be used in conjunction with an appropriate spatial discretization scheme for the numerical solution of time dependent conservation equations. The main concept behind these schemes is that the order of accuracy in time is dropped locally in regions where the time evolution of the solution is not smooth. By doing this, an attempt is made at locally satisfying monotonicity conditions, while maintaining a high order of accuracy in most of the solution domain. When a linear high order time integration scheme is used along with a high order spatial discretization, enforcement of monotonicity imposes severe time-step restrictions. We propose to apply limiters to these time-integration schemes, thus making them non-linear. When these new schemes are used with high order spatial discretizations, solutions remain non-oscillatory for much larger time-steps as compared to linear time integration schemes. Numerical results obtained on scalar conservation equations and systems of conservation equations are highly promising.     

Computational models for weakly dispersive nonlinear water waves

Numerical methods for the two- and three-dimensional Boussinesq equations governing weakly nonlinear and dispersive water waves are presented and investigated. Convenient handling of grids adapted to the geometry or bottom topography is enabled by finite element discretization in space. Staggered finite difference schemes are used for the temporal discretization, resulting in only two linear systems to be solved during each time step. Efficient iterative solution of linear systems is discussed. By introducing correction terms in the equations, a fourth-order, two-level temporal scheme can be obtained. Combined with (bi-) quadratic finite elements, the truncation errors of this scheme can be made of the same order as the neglected perturbation terms in the analytical model, provided that the element size is of the same order as the characteristic depth. We present analysis of the proposed schemes in terms of numerical dispersion relations. Verification of the schemes and their implementations is performed for standing waves in a closed basin with constant depth. More challenging applications cover plane incoming waves on a curved beach and earthquake induced waves over a shallow seamount. In the latter example we demonstrate a significantly increased computational efficiency when using higher-order schemes and bathymetry-adapted finite element grids.     

Second-order-accurate explicit fluctuation splitting schemes for unsteady problems

This paper is concerned with the issue of obtaining explicit fluctuation splitting schemes which achieve second-order accuracy in both space and time on an arbitrary unstructured triangular mesh. A theoretical analysis demonstrates that, for a linear reconstruction of the solution, mass lumping does not diminish the accuracy of the scheme provided that a Galerkin space discretization is employed. Thus, two explicit fluctuation splitting schemes are devised which are second-order accurate in both space and time, namely, the well known Lax-Wendroff scheme and a Lax-Wendroff-type scheme using a three-point-backward discretization of the time derivative. A thorough mesh-refinement study verifies the theoretical order of accuracy of the two schemes on meshes with increasing levels of nonuniformity.     

Dynamic elastoplastic analysis of 3-D structures by the domain/boundary element method

The main objective of this paper is to present a general three-dimensional boundary element methodology for solving transient dynamic elastoplastic problems. The elastostatic fundamental solution is used in writing the integral representation and this creates in addition to the surface integrals, volume integrals due to inertia and inelasticity. Thus, an interior discretization in addition to the usual surface discretization is necessary. Isoparametric linear quadrilateral elements are used for the surface discretization and isoparametric linear hexahedra for the interior discretization. Advanced numerical integration techniques for singular and nearly singular integrals are employed. Houbolt's step-by-step numerical time integration algorithm is used to provide the dynamic response. Numerical examples are presented to illustrate the method and demonstrate its accuracy.     

Efficient genetic algorithms using discretization scheduling

In many applications of genetic algorithms, there is a tradeoff between speed and accuracy in fitness evaluations when evaluations use numerical methods with varying discretization. In these types of applications, the cost and accuracy vary from discretization errors when implicit or explicit quadrature is used to estimate the function evaluations. This paper examines discretization scheduling, or how to vary the discretization within the genetic algorithm in order to use the least amount of computation time for a solution of a desired quality. The effectiveness of discretization scheduling can be determined by comparing its computation time to the computation time of a GA using a constant discretization. There are three ingredients for the discretization scheduling: population sizing, estimated time for each function evaluation and predicted convergence time analysis. Idealized one- and two-dimensional experiments and an inverse groundwater application illustrate the computational savings to be achieved from using discretization scheduling.     

Discrete maximum principle for finite element parabolic models in higher dimensions

When we construct continuous and/or discrete mathematical models in order to describe a real-life problem, these models should have various qualitative properties, which typically arise from some basic principles of the modelled phenomena. In this paper we investigate this question for the numerical solution of initial-boundary problems for the parabolic problems in higher dimensions, with the first boundary condition, using the linear finite elements. We give the conditions for the geometry of the mesh and for the choice of the discretization parameters, i.e., for the step sizes under which the discrete qualitative properties hold. For the special regular uniform simplicial mesh we define the conditions for the discretization step-sizes.     

An Adaptive Time Step Procedure for a Parabolic Problem with Blow-up

In this paper we introduce and analyze a fully discrete approximation for a parabolic problem with a nonlinear boundary condition which implies that the solutions blow up in finite time. We use standard linear elements with mass lumping for the space variable. For the time discretization we write the problem in an equivalent form which is obtained by introducing an appropriate time re-scaling and then, we use explicit Runge-Kutta methods for this equivalent problem. In order to motivate our procedure we present it first in the case of a simple ordinary differential equation and show how the blow up time is approximated in this case. We obtain necessary and sufficient conditions for the blow-up of the numerical solution and prove that the numerical blow-up time converges to the continuous one. We also study, for the explicit Euler approximation, the localization of blow-up points for the numerical scheme. Received October 4, 2001; revised March 27, 2002 Published online: July 8, 2002     

Finite element analysis of transient heat conduction application of the weighted residual process

The transient heat conduction problem can be solved by application of Galerkin's method to space as well as time discretization. The formulation corresponds to the procedure known as finite elements in time and space. A linear time expansion leads to a step by step technique which is convergent, consistent and absolutely stable. Several numerical examples are presented using two-dimensional isoparametric elements.     

Adaptive FE-procedures in shape optimization

In structural optimization the quality of the optimization result strongly depends on the reliability of the underlying structural analysis. This comprises the quality and range of the mechanical model, e.g. linear elastic or geometrically and materially nonlinear, as well as the accuracy of the numerical model, e.g. the discretization error of the FE-model. The latter aspect is addressed in the present contribution. In order to guarantee the quality of the numerical results the discretization error of the finite element solution is controlled and the finite element discretization is adaptively refined during the optimization process. Conventionally, so-called global error estimates are applied in structural optimization which estimate the error of the total strain energy. In the present paper local error estimates are introduced in shape optimization which allow to control directly the discretization error of local optimization criteria. In general, the adaptive refinement of the finite element discretization by remeshing affects the convergence of the optimization process if a gradient-based optimization algorithm is applied. In order to reduce this effect the sensitivity of the discretization error must also be restricted. Suitable refinement indicators are developed for globally and locally adaptive procedures. Finally, the potential of two techniques, which may improve the numerical efficiency of adaptive FE-procedures within the optimization process, is studied. The proposed methods and procedures are verified by 2-D shape optimization examples. Received June 3, 1999     

A Petrov–Galerkin multilayer discretization to second order elliptic boundary value problems

We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the formulation by transposition of the equations. It is a Petrov–Galerkin discretization in which the trial functions are piecewise constant per horizontal layers, while the test functions are continuous piecewise linear, on a vertically shifted grid.We prove the well posedness and optimal error order estimates for this discretization in natural norms, based upon specific inf–sup conditions.We present some numerical tests with parallel computing of the solution based upon the multilayer structure of the discretization, for academic problems with smooth solutions, with results in full agreement with the theory developed.     

Modelling variable density flow problems in heterogeneous porous media using the method of lines and advanced spatial discretization methods

Modelling variable density flow problems under heterogeneous porous media conditions requires very long computation time and high performance equipments. In this work, the DASPK solver for temporal resolution is combined with advanced spatial discretization schemes in order to improve the computational efficiency while maintaining accuracy.The spatial discretization is based on a combination of Mixed Finite Element (MFE), Discontinuous Galerkin (DG) and Multi-point Flux Approximation methods (MPFA). The obtained non-linear ODE/DAE system is solved with the Method of Lines (MOL) using the DASPK time solver. DASPK uses the preconditioned Krylov iterative method to solve linear systems arising at each time step.Precise laboratory-scale 2D experiments were conducted in a heterogeneously packed porous medium flow tank and the measured concentration contour lines are used to evaluate the numerical model. Simulations show the high efficiency and accuracy of the code and the sensitivity analysis confirms the density dependence of dispersion.     

Error estimates of fully discrete mixed finite element methods for semilinear quadratic parabolic optimal control problem

In this paper we study the fully discrete mixed finite element methods for quadratic convex optimal control problem governed by semilinear parabolic equations. The space discretization of the state variable is done using usual mixed finite elements, whereas the time discretization is based on difference methods. The state and the co-state are approximated by the lowest order Raviart–Thomas mixed finite element spaces and the control is approximated by piecewise constant elements. By applying some error estimates techniques of mixed finite element methods, we derive a priori error estimates both for the coupled state and the control approximation. Finally, we present a numerical example which confirms our theoretical results.     

A finite difference model for air pollution simulation

A 3-D model for atmospheric pollutant transport is proposed considering a set of coupled convection–diffusion–reaction equations. The convective phenomenon is mainly produced by a wind field obtained from a 3-D mass consistent model. In particular, the modelling of oxidation and hydrolysis of sulphur and nitrogen oxides released to the surface layer is carried out by using a linear module of chemical reactions. The dry deposition process, represented by the so-called deposition velocity, is introduced as a boundary condition. Moreover, the wet deposition is included in the source term of the governing equations using the washout coefficient. Before obtaining a numerical solution, the problem is transformed using a terrain conformal coordinate system. This allows to work with a simpler domain in order to build a mesh that provides finite difference schemes with high spatial accuracy. The convection–diffusion–reaction equations are solved with a high order accurate time-stepping discretization scheme which is constructed following the technique of Lax and Wendroff. Finally, the model is tested with a numerical experiment in La Palma Island (Canary Islands).