Discontinuous Galerkin finite element heterogeneous multiscale method for advection–diffusion problems with multiple scales

A discontinuous Galerkin finite element heterogeneous multiscale method is proposed for advection–diffusion problems with highly oscillatory coefficients. The method is based on a coupling of a discontinuous Galerkin discretization for an effective advection–diffusion problem on a macroscopic mesh, whose a priori unknown data are recovered from micro finite element calculations on sampling domains within each macro element. The computational work involved is independent of the high oscillations in the problem at the smallest scale. The stability of our method (depending on both macro and micro mesh sizes) is established for both diffusion dominated and advection dominated regimes without any assumptions about the type of heterogeneities in the data. Fully discrete a priori error bounds are derived for locally periodic data. Numerical experiments confirm the theoretical error estimates.     

Convergence and nonlinear stability of the Lagrange-Galerkin method for the Navier-Stokes equations

Summary The Lagrange-Galerkin method is a numerical technique for solving convection — dominated diffusion problems, based on combining a special discretisation of the Lagrangian material derivative along particle trajectories with a Galerkin finite element method. We present optimal error estimates for the Lagrange-Galerkin mixed finite element approximation of the Navier-Stokes equations in a velocity/pressure formulation. The method is shown to be nonlinearly stable.     

Combined higher order finite volume and finite element scheme for double porosity and non-linear adsorption of transport problem in porous media

In this work, a dual porosity model of reactive solute transport in porous media is presented. This model consists of a nonlinear-degenerate advection-diffusion equation including equilibrium adsorption to the reaction combined with a first-order equation for the non-equilibrium adsorption interaction processes. The numerical scheme for solving this model involves a combined high order finite volume and finite element scheme for approximation of the advection-diffusion part and relaxation-regularized algorithm for nonlinearity-degeneracy. The combined finite volume-finite element scheme is based on a new formulation developed by Eymard et al. (2010) [10]. This formulation treats the advection and diffusion separately. The advection is approximated by a second-order local maximum principle preserving cell-vertex finite volume scheme that has been recently proposed whereas the diffusion is approximated by a finite element method. The result is a conservative, accurate and very flexible algorithm which allows the use of different mesh types such as unstructured meshes and is able to solve difficult problems. Robustness and accuracy of the method have been evaluated, particularly error analysis and the rate of convergence, by comparing the analytical and numerical solutions for first and second order upwind approaches. We also illustrate the performance of the discretization scheme through a variety of practical numerical examples. The discrete maximum principle has been proved.     

A combined finite volume–finite element scheme for the discretization of strongly nonlinear convection–diffusion–reaction problems on nonmatching grids

We propose and analyze in this paper a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the time evolution, convection, reaction, and source terms on a given grid, which can be nonmatching and can contain nonconvex elements, by means of the cell‐centered finite volume method. To discretize the diffusion term, we construct a conforming simplicial mesh with the vertices given by the original grid and use the conforming piecewise linear finite element method. In this way, the scheme is fully consistent and the discrete solution is naturally continuous across the interfaces between the subdomains with nonmatching grids, without introducing any supplementary equations and unknowns or using any interpolation at the interfaces. We allow for general inhomogeneous and anisotropic diffusion–dispersion tensors, propose two variants corresponding respectively to arithmetic and harmonic averaging, and use the local Péclet upstream weighting in order to only add the minimal numerical diffusion necessary to avoid spurious oscillations in the convection‐dominated case. The scheme is robust, efficient since it leads to positive definite matrices and one unknown per element, locally conservative, and satisfies the discrete maximum principle under the conditions on the simplicial mesh and the diffusion tensor usual in the finite element method. We prove its convergence using a priori estimates and the Kolmogorov relative compactness theorem and illustrate its behavior on a numerical experiment. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Postprocessing and higher order convergence for the mixed finite element approximations of the eigenvalue problem

In this paper, we propose a method to improve the convergence rate of the lowest order Raviart-Thomas mixed finite element approximations for the second order elliptic eigenvalue problem. Here, we prove a supercloseness result for the eigenfunction approximations and use a type of finite element postprocessing operator to construct an auxiliary source problem. Then solving the auxiliary additional source problem on an augmented mixed finite element space constructed by refining the mesh or by using the same mesh but increasing the order of corresponding mixed finite element space, we can increase the convergence order of the eigenpair approximation. This postprocessing method costs less computation than solving the eigenvalue problem on the finer mesh directly. Some numerical results are used to confirm the theoretical analysis.     

A coupled continuous-discontinuous FEM approach for convection diffusion equations

In this article, we introduce a coupled approach of local discontinuous Galerkin and standard finite element method for solving convection diffusion problems. The whole domain is divided into two disjoint subdomains. The discontinuous Galerkin method is adopted in the subdomain where the solution varies rapidly, while the standard finite element method is used in the other subdomain due to its lower computational cost. The stability and a priori error estimate are established. We prove that the coupled method has O((ε1 / 2 + h 1 / 2 )h k ) convergence rate in an associated norm, where ε is the diffusion coefficient, h is the mesh size and k is the degree of polynomial. The numerical results verify our theoretical results. Moreover, 2k-order superconvergence of the numerical traces at the nodes, and the optimal convergence of the errors under L 2 norm are observed numerically on the uniform mesh. The numerical results also indicate that the coupled method has the same convergence order and almost the same errors as the purely LDG method.     

A combined finite volume–nonconforming/mixed-hybrid finite element scheme for degenerate parabolic problems

We propose and analyze a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the diffusion term, which generally involves an inhomogeneous and anisotropic diffusion tensor, over an unstructured simplicial mesh of the space domain by means of the piecewise linear nonconforming (Crouzeix–Raviart) finite element method, or using the stiffness matrix of the hybridization of the lowest-order Raviart–Thomas mixed finite element method. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh, where the dual volumes are constructed around the sides of the original mesh. Checking the local Péclet number, we set up the exact necessary amount of upstream weighting to avoid spurious oscillations in the convection-dominated case. This technique also ensures the validity of the discrete maximum principle under some conditions on the mesh and the diffusion tensor. We prove the convergence of the scheme, only supposing the shape regularity condition for the original mesh. We use a priori estimates and the Kolmogorov relative compactness theorem for this purpose. The proposed scheme is robust, only 5-point (7-point in space dimension three), locally conservative, efficient, and stable, which is confirmed by numerical experiments.This work was supported by the GdR MoMaS, CNRS-2439, ANDRA, BRGM, CEA, EdF, France.     

The Crank–Nicolson–Galerkin finite element method for a nonlocal parabolic equation with moving boundaries

The aim of this article is to establish the convergence and error bounds for the fully discrete solutions of a class of nonlinear equations of reaction–diffusion nonlocal type with moving boundaries, using a linearized Crank–Nicolson–Galerkin finite element method with polynomial approximations of any degree. A coordinate transformation which fixes the boundaries is used. Some numerical tests to compare our Matlab code with some existing moving finite element methods are investigated. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1515–1533, 2015     

A mixed multiscale finite element method for elliptic problems with oscillating coefficients

The recently introduced multiscale finite element method for solving elliptic equations with oscillating coefficients is designed to capture the large-scale structure of the solutions without resolving all the fine-scale structures. Motivated by the numerical simulation of flow transport in highly heterogeneous porous media, we propose a mixed multiscale finite element method with an over-sampling technique for solving second order elliptic equations with rapidly oscillating coefficients. The multiscale finite element bases are constructed by locally solving Neumann boundary value problems. We provide a detailed convergence analysis of the method under the assumption that the oscillating coefficients are locally periodic. While such a simplifying assumption is not required by our method, it allows us to use homogenization theory to obtain the asymptotic structure of the solutions. Numerical experiments are carried out for flow transport in a porous medium with a random log-normal relative permeability to demonstrate the efficiency and accuracy of the proposed method.     

THE UPWIND FINITE ELEMENT SCHEME AND MAXIMUM PRINCIPLE FOR NONLINEAR CONVECTION-DIFFUSION PROBLEM

In this paper, a kind of partial upwind finite element scheme is studied for twodimensional nonlinear convection-diffusion problem. Nonlinear convection term approximated by partial upwind finite element method considered over a mesh dual to the triangular grid, whereas the nonlinear diffusion term approximated by Galerkin method. A linearized partial upwind finite element scheme and a higher order accuracy scheme are constructed respectively. It is shown that the numerical solutions of these schemes preserve discrete maximum principle. The convergence and error estimate are also given for both schemes under some assumptions. The numerical results show that these partial upwind finite element scheme are feasible and accurate.     

A locally conservative Eulerian‐Lagrangian control‐volume method for transient advection‐diffusion equations

Characteristic methods generally generate accurate numerical solutions and greatly reduce grid orientation effects for transient advection‐diffusion equations. Nevertheless, they raise additional numerical difficulties. For instance, the accuracy of the numerical solutions and the property of local mass balance of these methods depend heavily on the accuracy of characteristics tracking and the evaluation of integrals of piecewise polynomials on some deformed elements generally with curved boundaries, which turns out to be numerically difficult to handle. In this article we adopt an alternative approach to develop an Eulerian‐Lagrangian control‐volume method (ELCVM) for transient advection‐diffusion equations. The ELCVM is locally conservative and maintains the accuracy of characteristic methods even if a very simple tracking is used, while retaining the advantages of characteristic methods in general. Numerical experiments show that the ELCVM is favorably comparable with well‐regarded Eulerian‐Lagrangian methods, which were previously shown to be very competitive with many well‐perceived methods. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A TWO-LEVEL FINITE ELEMENT GALERKIN METHOD FOR THE NONSTATIONARY NAVIER-STOKES EQUATIONS I： SPATIAL DISCRETIZATION

In this article we consider a two-level finite element Galerkin method using mixed finite elements for the two-dimensional nonstationary incompressible Navier-Stokes equations. The method yields a $H^1$-optimal velocity approximation and a $L_2$-optimal pressure approximation. The two-level finite element Galerkin method involves solving one small, nonlinear Navier-Stokes problem on the coarse mesh with mesh size $H$, one linear Stokes problem on the fine mesh with mesh size $h << H$. The algorithm we study produces an approximate solution with the optimal, asymptotic in $h$, accuracy.     

A new stabilized finite element method for advection‐diffusion‐reaction equations

In this article, a new stabilized finite element method is proposed and analyzed for advection‐diffusion‐reaction equations. The key feature is that both the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number are reasonably incorporated into the newly designed stabilization parameter. The error estimates are established, where, up to the regularity‐norm of the exact solution, the explicit‐dependence of the diffusivity, advection, reaction, and mesh size (or the dependence of the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number) is revealed. Such dependence in the error bounds provides a mathematical justification on the effectiveness of the proposed method for any values of diffusivity, advection, dissipative reaction, and mesh size. Numerical results are presented to illustrate the performance of the method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 616–645, 2016     

High-Order Leap-Frog Based Discontinuous Galerkin Method for the Time-Domain Maxwell Equations on Non-Conforming Simplicial Meshes

A high-order leap-flog based non-dissipative discontinuous Galerkin timedomain method for solving Maxwell's equations is introduced and analyzed. The proposed method combines a centered approximation for the evaluation of fluxes at the interface between neighboring elements, with a Nth-order leap-frog time scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary level hanging nodes. The method is proved to be stable under some CFL-like condition on the time step. The convergence of the semi-discrete approximation to Maxwell's equations is established rigorously and bounds on the global divergence error are provided. Numerical experiments with highorder elements show the potential of the method.     

不可压缩流动的并行数值方法

不可压缩流动的数值模拟是计算流体力学的重要组成部分. 基于有限元离散方法, 本文设计了不可压缩Navier-Stokes (N-S)方程支配流的若干并行数值算法. 这些并行算法可归为两大类: 一类是基于两重网格离散方法, 首先在粗网格上求解非线性的N-S方程, 然后在细网格的子区域上并行求解线性化的残差方程, 以校正粗网格的解; 另一类是基于新型完全重叠型区域分解技巧, 每台处理器用一局部加密的全局多尺度网格计算所负责子区域的局部有限元解. 这些并行算法实现简单, 通信需求少, 具有良好的并行性能, 能获得与标准有限元方法相同收敛阶的有限元解. 理论分析和数值试验验证了并行算法的高效性     

A TWO-LEVEL FINITE ELEMENT GALERKIN METHOD FOR THE NONSTATIONARY NAVIER-STOKES EQUATIONS II： TIME DISCRETIZATION

In this article we consider the fully discrete two-level finite element Galerkin method for the two-dimensional nonstationary incompressible Navier-Stokes equations. This method consists in dealing with the fully discrete nonlinear Navier-Stokes problem on a coarse mesh with width $H$ and the fully discrete linear generalized Stokes problem on a fine mesh with width $h << H$. Our results show that if we choose $H=O(h^{1/2}$) this method is as the same stability and convergence as the fully discrete standard finite element Galerkin method which needs dealing with the fully discrete nonlinear Navier-Stokes problem on a fine mesh with width $h$. However, our method is cheaper than the standard fully discrete finite element Galerkin method.     

Application of nonconforming finite elements to solving advection—diffusion problems

The paper investigates some nonconforming finite elements and nonconforming finite element schemes for solving an advection—diffusion equation. This investigation is aimed at finding new schemes for solving parabolic equations. The study uses a finite element method, variational-difference schemes, and test calculations. Two types of schemes are examined: one is obtained with the help of the Bubnov—Galerkin method from a weak problem determination (nonmonotone scheme), and the other one is a monotone up-stream scheme obtained from an approximate weak problem determination with a special approximation of the skew-symmetric terms.     

Approximation of solutions to operator equations in spaces of smooth functions and in spaces of distributions

The Galerkin method, in particular, the Galerkin method with finite elements (called finite element method) is widely used for numerical solution of differential equations. The Galerkin method allows us to obtain approximations of weak solutions only. However, there arises in applications a rich variety of problems where approximations of smooth solutions and solutions in the sense of distributions have to be found. This article is devoted to the employment of the Petrov–Galerkin method for solving such problems. The article contains general results on the Petrov–Galerkin approximations of solutions to linear and nonlinear operator equations. The problem on construction of the subspaces, which ensure the convergence of the approximations, is investigated. We apply the general results to two‐dimensional (2D) and 3D problems of the elasticity, to a parabolic problem, and to a nonlinear problem of the plasticity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 406–450, 2014     

Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups, and discontinuities. Here we present an explicit numerical scheme for solving nonlinear advection–diffusion equations admitting shock solutions that is both easy to implement and stable. The numerical scheme is obtained by considering the continuum limit of a discrete time and space stochastic process for nonlinear advection–diffusion. The stochastic process is well posed and this guarantees the stability of the scheme. Several examples are provided to highlight the importance of the formulation of the stochastic process in obtaining a stable and accurate numerical scheme.     

A high-order non-conforming discontinuous Galerkin method for time-domain electromagnetics

In this paper, we discuss the formulation, stability and validation of a high-order non-dissipative discontinuous Galerkin (DG) method for solving Maxwell’s equations on non-conforming simplex meshes. The proposed method combines a centered approximation for the numerical fluxes at inter element boundaries, with either a second-order or a fourth-order leap-frog time integration scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary-level hanging nodes. The method is proved to be stable and conserves a discrete counterpart of the electromagnetic energy for metallic cavities. Numerical experiments with high-order elements show the potential of the method.