<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.     

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.     

Two-Level Non-Overlapping Schwarz Preconditioners for a Discontinuous Galerkin Approximation of the Biharmonic Equation

We present some two-level non-overlapping additive and multiplicative Schwarz methods for a discontinuous Galerkin method for solving the biharmonic equation. We show that the condition numbers of the preconditioned systems are of the order O( H ³/h ³) for the non-overlapping Schwarz methods, where h and H stand for the fine mesh size and the coarse mesh size, respectively. The analysis requires establishing an interpolation result for Sobolev norms and Poincaré–Friedrichs type inequalities for totally discontinuous piecewise polynomial functions. It also requires showing some approximation properties of the multilevel hierarchy of discontinuous Galerkin finite element spaces.This revised version was published online in July 2005 with corrected volume and issue numbers.     

An A Priori Error Analysis of the hp-Version of the Continuous Galerkin FEM for Nonlinear Initial Value Problems

A continuous Galerkin finite element time-stepping method for the approximation of nonlinear initial value problems is analyzed within an hp-context. We derive a priori error bounds in the L²- and H¹-norm that are explicit with respect to the time steps and the approximation orders. In particular, it is shown that, for analytic solutions (with certain possible start-up singularities) exponential convergence rates can be achieved. Moreover, we prove that the scheme superconverges at the nodal points of the time partition. Numerical experiments illustrate the performance of the method.     

To CG or to HDG: A Comparative Study

Hybridization through the border of the elements (hybrid unknowns) combined with a Schur complement procedure (often called static condensation in the context of continuous Galerkin linear elasticity computations) has in various forms been advocated in the mathematical and engineering literature as a means of accomplishing domain decomposition, of obtaining increased accuracy and convergence results, and of algorithm optimization. Recent work on the hybridization of mixed methods, and in particular of the discontinuous Galerkin (DG) method, holds the promise of capitalizing on the three aforementioned properties; in particular, of generating a numerical scheme that is discontinuous in both the primary and flux variables, is locally conservative, and is computationally competitive with traditional continuous Galerkin (CG) approaches. In this paper we present both implementation and optimization strategies for the Hybridizable Discontinuous Galerkin (HDG) method applied to two dimensional elliptic operators. We implement our HDG approach within a spectral/hp element framework so that comparisons can be done between HDG and the traditional CG approach.     

A Class of Domain Decomposition Preconditioners for <Emphasis Type="Italic">hp</Emphasis>-Discontinuous Galerkin Finite Element Methods

In this article we address the question of efficiently solving the algebraic linear system of equations arising from the discretization of a symmetric, elliptic boundary value problem using hp-version discontinuous Galerkin finite element methods. In particular, we introduce a class of domain decomposition preconditioners based on the Schwarz framework, and prove bounds on the condition number of the resulting iteration operators. Numerical results confirming the theoretical estimates are also presented.     

The local discontinuous Galerkin method for linearized incompressible fluid flow: a review

In this paper, we review the development of the so-called local discontinuous Galerkin method for linearized incompressible fluid flow. This is a stable, high-order accurate and locally conservative finite element method whose approximate solution is discontinuous across inter-element boundaries; this property renders the method ideally suited for hp-adaptivity. In the context of the Oseen problem, we present the method and discuss its stability and convergence properties. We also display numerical experiments that show that the method behaves well for a wide range of Reynolds numbers.     

A discontinuous finite difference streamline diffusion method for time-dependent hyperbolic problems

In this article, a new finite element method, discontinuous finite difference streamline diffusion method (DFDSD), is constructed and studied for first-order linear hyperbolic problems. This method combines the benefit of the discontinuous Galerkin method and the streamline diffusion finite element method. Two fully discrete DFDSD schemes (Euler DFDSD and Crank–Nicolson (CN) DFDSD) are constructed by making use of the difference discrete method for time variables and the discontinuous streamline diffusion method for space variables. The stability and optimal L² norm error estimates are established for the constructed schemes. This method makes contributions to the discontinuous methods. Finally, a numerical example is provided to show the benefit of high efficiency and simple implementation of the schemes.     

Two-Grid hp-Version Discontinuous Galerkin Finite Element Methods for Second-Order Quasilinear Elliptic PDEs

In this article we propose a class of so-called two-grid hp-version discontinuous Galerkin finite element methods for the numerical solution of a second-order quasilinear elliptic boundary value problem of monotone type. The key idea in this setting is to first discretise the underlying nonlinear problem on a coarse finite element space $V({{\mathcal {T}_{H}}},\boldsymbol {P})$ . The resulting ‘coarse’ numerical solution is then exploited to provide the necessary data needed to linearise the underlying discretisation on the finer space $V({{\mathcal {T}_{h}}},\boldsymbol {p})$ ; thereby, only a linear system of equations is solved on the richer space $V({{\mathcal {T}_{h}}},\boldsymbol {p})$ . In this article both the a priori and a posteriori error analysis of the two-grid hp-version discontinuous Galerkin finite element method is developed. Moreover, we propose and implement an hp-adaptive two-grid algorithm, which is capable of designing both the coarse and fine finite element spaces $V({{\mathcal {T}_{H}}},\boldsymbol {P})$ and $V({{\mathcal {T}_{h}}},\boldsymbol {p})$ , respectively, in an automatic fashion. Numerical experiments are presented for both two- and three-dimensional problems; in each case, we demonstrate that the CPU time required to compute the numerical solution to a given accuracy is typically less when the two-grid approach is exploited, when compared to the standard discontinuous Galerkin method.     

A split least-squares characteristic mixed element method for nonlinear nonstationary convection–diffusion problem

In this paper, a split least-squares characteristic mixed finite element method is proposed for solving nonlinear nonstationary convection–diffusion problem. By selecting the least-squares functional property, the resulting least-squares procedure can be split into two independent symmetric positive definite sub-schemes. The first sub-scheme is for the unknown variable u, which is the same as the standard characteristic Galerkin finite element approximation. The second sub-scheme is for the unknown flux σ. Theoretical analysis shows that the method yields the approximate solutions with optimal accuracy in L ²(Ω) norm for the primal unknown and in H(div; Ω) norm for the unknown flux, respectively. Some numerical examples are given to confirm our theory results.     

Parallel Implementation of a Least-Squares Spectral Element Solver for Incompressible Flow Problems

Least-squares spectral element methods (LSQSEM) are based on two important and successful numerical methods: spectral/hp element methods and least-squares finite element methods. Least-squares methods lead to symmetric and positive definite algebraic systems which circumvent the Ladyzhenskaya–Babuka–Brezzi (LBB) stability condition and consequently allow the use of equal order interpolation polynomials for all variables. In this paper, we present results obtained with a parallel implementation of the least-squares spectral element solver on a distributed memory machine (Cray T3E) and on a virtual shared memory machine (SGI Origin 3800).     

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.     

Runge–Kutta Discontinuous Galerkin Methods for Convection-Dominated Problems

In this paper, we review the development of the Runge–Kutta discontinuous Galerkin (RKDG) methods for non-linear convection-dominated problems. These robust and accurate methods have made their way into the main stream of computational fluid dynamics and are quickly finding use in a wide variety of applications. They combine a special class of Runge–Kutta time discretizations, that allows the method to be non-linearly stable regardless of its accuracy, with a finite element space discretization by discontinuous approximations, that incorporates the ideas of numerical fluxes and slope limiters coined during the remarkable development of the high-resolution finite difference and finite volume schemes. The resulting RKDG methods are stable, high-order accurate, and highly parallelizable schemes that can easily handle complicated geometries and boundary conditions. We review the theoretical and algorithmic aspects of these methods and show several applications including nonlinear conservation laws, the compressible and incompressible Navier–Stokes equations, and Hamilton–Jacobi-like equations.     

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     

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.     

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.     

An extension theorem for polynomials on triangles

We present an extension theorem for polynomial functions that proves a quasi-optimal bound for a lifting from L ² on edges onto a fractional-order Sobolev space on triangles. The extension is such that it can be further extended continuously by zero within the trace space of H ¹. Such an extension result is critical for the analysis of non-overlapping domain decomposition techniques applied to the p-and hp-versions of the finite and boundary element methods for elliptic problems of second order in three dimensions. Supported by the FONDAP Programme in Applied Mathematics, Chile.     

hp-adaptive Two-Level Methods for Boundary Integral Equations on Curves

p - and hp-versions of the Galerkin boundary element method for hypersingular and weakly singular integral equations of the first kind on curves. We derive a-posteriori error estimates that are based on stable two-level decompositions of enriched ansatz spaces. The Galerkin errors are estimated by inverting local projection operators that are defined on small subspaces of the second level. A p-adaptive and two hp-adaptive algorithms are defined and numerical experiments confirm their efficiency. Received August 30, 2000; revised April 3, 2001     

A fully discrete local discontinuous Galerkin method for one-dimensional time-fractional Fisher's equation

In this paper, we consider the local discontinuous Galerkin (LDG) finite element method for one-dimensional time-fractional Fisher's equation, which is obtained from the standard one-dimensional Fisher's equation by replacing the first-order time derivative with a fractional derivative (of order α, with 0<α<1). The proposed LDG is based on the LDG finite element method for space and finite difference method for time. We prove that the method is stable, and the numerical solution converges to the exact one with order O(h^k+1+τ^2?α), where h, τ and k are the space step size, time step size, polynomial degree, respectively. The numerical experiments reveal that the LDG is very effective.     

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