Discontinuous Petrov–Galerkin method based on the optimal test space norm for steady transport problems in one space dimension

We revisit the finite element analysis of convection-dominated flow problems within the recently developed Discontinuous Petrov–Galerkin (DPG) variational framework. We demonstrate how test function spaces that guarantee numerical stability can be computed automatically with respect to the optimal test space norm. This makes the DPG method not only stable but also robust, that is, uniformly stable with respect to the Péclet number in the current application. We employ discontinuous piecewise Bernstein polynomials as trial functions and construct a subgrid discretization that accounts for the singular perturbation character of the problem to resolve the corresponding optimal test functions. We also show that a smooth B-spline basis has certain computational advantages in the subgrid discretization. The overall effectiveness of the algorithm is demonstrated on two problems for the linear advection–diffusion equation.     

A locking-free hp DPG method for linear elasticity with symmetric stresses

We present two new methods for linear elasticity that simultaneously yield stress and displacement approximations of optimal accuracy in both the mesh size $h$ and polynomial degree $p$ . This is achieved within the recently developed discontinuous Petrov–Galerkin (DPG) framework. In this framework, both the stress and the displacement approximations are discontinuous across element interfaces. We study locking-free convergence properties and the interrelationships between the two DPG methods.     

A selective immersed discontinuous Galerkin method for elliptic interface problems

This article proposes a selective immersed discontinuous Galerkin method based on bilinear immersed finite elements (IFE) for solving second‐order elliptic interface problems. This method applies the discontinuous Galerkin formulation wherever selected, such as those elements around an interface or a singular source, but the regular Galerkin formulation everywhere else. A selective bilinear IFE space is constructed and applied to the selective immersed discontinuous Galerkin method based on either the symmetric or nonsymmetric interior penalty discontinuous Galerkin formulation. The new method can solve an interface problem by a rectangular mesh with local mesh refinement independent of the interface even if its geometry is nontrivial. Meanwhile, if desired, its computational cost can be maintained very close to that of the standard Galerkin IFE method. It is shown that the selective bilinear IFE space has the optimal approximation capability expected from piecewise bilinear polynomials. Numerical examples are provided to demonstrate features of this method, including the effectiveness of local mesh refinement around the interface and the sensitivity to the penalty parameters. Copyright © 2013 John Wiley & Sons, Ltd.     

Error estimate of fully discrete discontinuous Galerkin approximation for the viscoelasticity type equation

In this paper we develop fully discrete discontinuous Galerkin approximation using symmetric interior penalty method. We construct finite element spaces which consist of piecewise continuous polynomials. We introduce an appropriate elliptic-type projection of u and prove its optimal convergence. We develop fully discrete discontinuous Galerkin approximations and prove the optimal convergence in ? ^∞(L ²) normed space.     

Bubble stabilized discontinuous Galerkin method for parabolic and elliptic problems

In this paper we give an analysis of a bubble stabilized discontinuous Galerkin method for elliptic and parabolic problems. The method consists of stabilizing the numerical scheme by enriching the discontinuous affine finite element space elementwise by quadratic bubbles. This approach leads to optimal convergence in the space and time discretization parameters.     

A CFL‐free explicit characteristic interior penalty scheme for linear advection‐reaction equations

We develop a CFL‐free, explicit characteristic interior penalty scheme (CHIPS) for one‐dimensional first‐order advection‐reaction equations by combining a Eulerian‐Lagrangian approach with a discontinuous Galerkin framework. The CHIPS method retains the numerical advantages of the discontinuous Galerkin methods as well as characteristic methods. An optimal‐order error estimate in the L² norm for the CHIPS method is derived and numerical experiments are presented to confirm the theoretical estimates. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Analysis and finite element approximations for distributed optimal control problems for implicit parabolic equations

This work concerns analysis and error estimates for optimal control problems related to implicit parabolic equations. The minimization of the tracking functional subject to implicit parabolic equations is examined. Existence of an optimal solution is proved and an optimality system of equations is derived. Semi-discrete (in space) error estimates for the finite element approximations of the optimality system are presented. These estimates are symmetric and applicable for higher-order discretizations. Finally, fully-discrete error estimates of arbitrarily high-order are presented based on a discontinuous Galerkin (in time) and conforming (in space) scheme. Two examples related to the Lagrangian moving mesh Galerkin formulation for the convection-diffusion equation are described.     

Numerical error analysis for nonsymmetric interior penalty discontinuous Galerkin method of Cahn–Hilliard equation

In this paper, we derive a theoretical analysis of nonsymmetric interior penalty discontinuous Galerkin methods for solving the Cahn–Hilliard equation. We prove unconditional unique solvability of the discrete system and derive stability bounds with a generalized chemical energy density. Convergence of the method is obtained by optimal a priori error estimates. Our analysis is valid for both symmetric and nonsymmetric versions of the discontinuous Galerkin formulation.     

Discontinuous Galerkin methods for solving double obstacle problem

In this article the ideas in Wang et al. [SIAM J Numec Anal 48 (2010), 708–73] are extended to solve the double obstacle problem using discontinuous Galerkin methods. A priori error estimates are established for these methods, which reach optimal order for linear elements. We present a test example, and the numerical results on the convergence order match the theoretical prediction. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations

A sparse grid stochastic collocation method combined with discontinuous Galerkin method is developed for solving convection dominated diffusion optimal control problem with random coefficients. By the optimal control theory, an optimality system is obtained for the problem, which consists of a state equation, a co-state equation and an inequality. Based on finite dimensional noise assumption of random field, the random coefficients are assumed to have finite term expansions depending on a finite number of mutually independent random variables in the probability space. An approximation scheme is established by using a discontinuous Galerkin method for the physical space and a sparse grid stochastic collocation method based on the Smolyak construction for the probability space, which leads to the solution of uncoupled deterministic problems. A priori error estimates are derived for the state, co-state and control variables. Numerical experiments are presented to illustrate the theoretical results.     

Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton–Jacobi equations

In this note, we reinterpret a discontinuous Galerkin method originally developed by Hu and Shu [C. Hu, C.-W. Shu, A discontinuous Galerkin finite element method for Hamilton–Jacobi equations, SIAM Journal on Scientific Computing 21 (1999) 666–690] (see also [O. Lepsky, C. Hu, C.-W. Shu, Analysis of the discontinuous Galerkin method for Hamilton–Jacobi equations, Applied Numerical Mathematics 33 (2000) 423–434]) for solving Hamilton–Jacobi equations. With this reinterpretation, numerical solutions will automatically satisfy the curl-free property of the exact solutions inside each element. This new reinterpretation allows a method of lines formulation, which renders a more natural framework for stability analysis. Moreover, this reinterpretation renders a significantly simplified implementation with reduced cost, as only a smaller subspace of the original solution space in [C. Hu, C.-W. Shu, A discontinuous Galerkin finite element method for Hamilton–Jacobi equations, SIAM Journal on Scientific Computing 21 (1999) 666–690; O. Lepsky, C. Hu, C.-W. Shu, Analysis of the discontinuous Galerkin method for Hamilton–Jacobi equations, Applied Numerical Mathematics 33 (2000) 423–434] is used and the least squares procedure used in [C. Hu, C.-W. Shu, A discontinuous Galerkin finite element method for Hamilton–Jacobi equations, SIAM Journal on Scientific Computing 21 (1999) 666–690; O. Lepsky, C. Hu, C.-W. Shu, Analysis of the discontinuous Galerkin method for Hamilton–Jacobi equations, Applied Numerical Mathematics 33 (2000) 423–434] is completely avoided.     

Interior penalty discontinuous Galerkin method for Maxwell's equations: Energy norm error estimates

We develop the symmetric interior penalty discontinuous Galerkin (DG) method for the time-dependent Maxwell equations in second-order form. We derive optimal a priori error estimates in the energy norm for smooth solutions. We also consider the case of low-regularity solutions that have singularities in space.     

Discontinuous Galerkin methods for solving a quasistatic contact problem

We consider the numerical solution of a nonlinear evolutionary variational inequality, arising in the study of quasistatic contact problems. We study spatially semi-discrete and fully discrete schemes for the problem with several discontinuous Galerkin discretizations in space and finite difference discretization in time. Under appropriate regularity assumptions on the solution, a unified error analysis is established for the schemes, reaching the optimal convergence order for linear elements. Numerical results are presented on a two dimensional test problem to illustrate numerical convergence orders.     

Abstract theory of hybridizable discontinuous Galerkin methods for second-order quasilinear elliptic problems

An abstract theory for discretizations of second-order quasilinear elliptic problems based on the mixed-hybrid discontinuous Galerkin method. Discrete schemes are formulated in terms of approximations of the solution to the problem, its gradient, flux, and the trace of the solution on the interelement boundaries. Stability and optimal error estimates are obtained under minimal assumptions on the approximating space. It is shown that the schemes admit an efficient numerical implementation.     

Analysis of the parareal approach based on discontinuous Galerkin method for time-dependent Stokes equations

This paper analyzes a parareal approach based on discontinuous Galerkin (DG) method for the time-dependent Stokes equations. A class of primal discontinuous Galerkin methods, namely variations of interior penalty methods, are adopted for the spatial discretization in the parareal algorithm (we call it parareal DG algorithm). We study three discontinuous Galerkin methods for the time-dependent Stokes equations, and the optimal continuous in time error estimates for the velocities and pressure are derived. Based on these error estimates, the proposed parareal DG algorithm is proved to be unconditionally stable and bounded by the error of discontinuous Galerkin discretization after a finite number of iterations. Finally, some numerical experiments are conducted which confirm our theoretical results, meanwhile, the efficiency of the parareal DG algorithm can be seen through a parallel experiment.     

A space–time discontinuous Galerkin method for linear convection-dominated Sobolev equations

This article presents a space–time discontinuous Galerkin (DG) finite element method for linear convection-dominated Sobolev equations. The finite element method has basis functions that are continuous in space and discontinuous in time, and variable spatial meshes and time steps are allowed. In the discrete intervals of time, using properties of the Radau quadrature rule, eliminates the restriction to space–time meshes of convectional space–time Galerkin methods. The existence and uniqueness of the approximate solution are proved. An optimal priori error estimate in L^∞(H¹) is derived. Numerical experiments are presented to confirm theoretical results.     

Superconvergence error estimates of discontinuous Galerkin time stepping for singularly perturbed parabolic problems

Numerical Algorithms - A parabolic convection-diffusion-reaction problem is discretized by the non-symmetric interior penalty Galerkin (NIPG) method in space and discontinuous Galerkin (DG) method...     

CBS constants for multilevel splitting of graph-Laplacian and application to preconditioning of discontinuous Galerkin systems

The goal of this work is to derive and justify a multilevel preconditioner of optimal arithmetic complexity for symmetric interior penalty discontinuous Galerkin finite element approximations of second order elliptic problems. Our approach is based on the following simple idea given in [R.D. Lazarov, P.S. Vassilevski, L.T. Zikatanov, Multilevel preconditioning of second order elliptic discontinuous Galerkin problems, Preprint, 2005]. The finite element space of piece-wise polynomials, discontinuous on the partition , is projected onto the space of piece-wise constant functions on the same partition that constitutes the largest space in the multilevel method. The discontinuous Galerkin finite element system on this space is associated to the so-called “graph-Laplacian”. In 2-D this is a sparse M-matrix with -1 as off diagonal entries and nonnegative row sums. Under the assumption that the finest partition is a result of multilevel refinement of a given coarse mesh, we develop the concept of hierarchical splitting of the unknowns. Then using local analysis we derive estimates for the constants in the strengthened Cauchy–Bunyakowski–Schwarz (CBS) inequality, which are uniform with respect to the levels. This measure of the angle between the spaces of the splitting was used by Axelsson and Vassilevski in [Algebraic multilevel preconditioning methods II, SIAM J. Numer. Anal. 27 (1990) 1569–1590] to construct an algebraic multilevel iteration (AMLI) for finite element systems. The main contribution in this paper is a construction of a splitting that produces new estimates for the CBS constant for graph-Laplacian. As a result we have a preconditioner for the system of the discontinuous Galerkin finite element method of optimal arithmetic complexity.     

Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces

In this paper,we study a discontinuous Galerkin numerical scheme for a class of elliptic stochastic partial differential equations (abbr.elliptic SPDEs) driven by space white noises with ho- mogeneous Dirichlet boundary conditions for two and three space dimensions.We also establish L~2 error estimates for the scheme.In particular,a numerical test for d=2 is presented at the end of the article.     

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.