A positivity-preserving high-order semi-Lagrangian discontinuous Galerkin scheme for the Vlasov–Poisson equations

The Vlasov–Poisson equations describe the evolution of a collisionless plasma, represented through a probability density function (PDF) that self-interacts via an electrostatic force. One of the main difficulties in numerically solving this system is the severe time-step restriction that arises from parts of the PDF associated with moderate-to-large velocities. The dominant approach in the plasma physics community for removing these time-step restrictions is the so-called particle-in-cell (PIC) method, which discretizes the distribution function into a set of macro-particles, while the electric field is represented on a mesh. Several alternatives to this approach exist, including fully Lagrangian, fully Eulerian, and so-called semi-Lagrangian methods. The focus of this work is the semi-Lagrangian approach, which begins with a grid-based Eulerian representation of both the PDF and the electric field, then evolves the PDF via Lagrangian dynamics, and finally projects this evolved field back onto the original Eulerian mesh. In particular, we develop in this work a method that discretizes the 1 + 1 Vlasov–Poisson system via a high-order discontinuous Galerkin (DG) method in phase space, and an operator split, semi-Lagrangian method in time. Second-order accuracy in time is relatively easy to achieve via Strang operator splitting. With additional work, using higher-order splitting and a higher-order method of characteristics, we also demonstrate how to push this scheme to fourth-order accuracy in time. We show how to resolve all of the Lagrangian dynamics in such a way that mass is exactly conserved, positivity is maintained, and high-order accuracy is achieved. The Poisson equation is solved to high-order via the smallest stencil local discontinuous Galerkin (LDG) approach. We test the proposed scheme on several standard test cases.     

Asymptotic-Preserving Particle-In-Cell method for the Vlasov–Poisson system near quasineutrality

This paper deals with the numerical resolution of the Vlasov–Poisson system in a nearly quasineutral regime by Particle-In-Cell (PIC) methods. In this regime, Classical PIC methods are subject to stability constraints on the time and space steps related to the small Debye length and large plasma frequency. Here, we propose an “Asymptotic-Preserving” PIC scheme which is not subjected to these limitations. Additionally, when the plasma period and Debye length are small compared to the time and space steps, this method provides a consistent PIC discretization of the quasineutral Vlasov equation. We perform several one-dimensional numerical experiments which provide a solid validation of the method and its underlying concepts, and compare the method with Classical PIC and Direct-Implicit methods.     

Positivity preserving semi-Lagrangian discontinuous Galerkin formulation: Theoretical analysis and application to the Vlasov–Poisson system

Semi-Lagrangian (SL) methods have been very popular in the Vlasov simulation community , , , , , ,  and . In this paper, we propose a new Strang split SL discontinuous Galerkin (DG) method for solving the Vlasov equation. Specifically, we apply the Strang splitting for the Vlasov equation [6], as a way to decouple the nonlinear Vlasov system into a sequence of 1-D advection equations, each of which has an advection velocity that only depends on coordinates that are transverse to the direction of propagation. To evolve the decoupled linear equations, we propose to couple the SL framework with the semi-discrete DG formulation. The proposed SL DG method is free of time step restriction compared with the Runge–Kutta DG method, which is known to suffer from numerical time step limitation with relatively small CFL numbers according to linear stability analysis. We apply the recently developed positivity preserving (PP) limiter [37], which is a low-cost black box procedure, to our scheme to ensure the positivity of the unknown probability density function without affecting the high order accuracy of the base SL DG scheme. We analyze the stability and accuracy properties of the SL DG scheme by establishing its connection with the direct and weak formulations of the characteristics/Lagrangian Galerkin method [23]. The quality of the proposed method is demonstrated via basic test problems, such as linear advection and rigid body rotation, and via classical plasma problems, such as Landau damping and the two stream instability.     

A local discontinuous Galerkin method for directly solving Hamilton–Jacobi equations

In this paper we propose a new local discontinuous Galerkin method to directly solve Hamilton–Jacobi equations. The scheme is a natural extension of the monotone scheme. For the linear case with constant coefficients, the method is equivalent to the discontinuous Galerkin method for conservation laws. Thus, stability and error analysis are obtained under the framework of conservation laws. For both convex and noneconvex Hamiltonian, optimal (k + 1)th order of accuracy for smooth solutions are obtained with piecewise kth order polynomial approximations. The scheme is numerically tested on a variety of one and two dimensional problems. The method works well to capture sharp corners (discontinuous derivatives) and have the solution converges to the viscosity solution.     

A numerical method for solving the Vlasov–Poisson equation based on the conservative IDO scheme

We have applied the conservative form of the Interpolated Differential Operator (IDO-CF) scheme in order to solve the Vlasov–Poisson equation, which is one of the multi-moment schemes. Through numerical tests of the nonlinear Landau damping and two-stream instability, we compared the present scheme with other schemes such as the Spline and CIP ones. We mainly investigated the conservation property of the L1-norm, energy, entropy and phase space area for each scheme, and demonstrated that the IDO-CF scheme is capable of performing stable long time scale simulation while maintaining high accuracy. The scheme is based on an Eulerian approach, and it can thus be directly used for Fokker–Planck, high dimensional Vlasov–Poisson and also guiding-center drift simulations, aiming at particular problems of plasma physics. The benchmark tests for such simulations have shown that the IDO-CF scheme is superior in keeping the conservation properties without causing serious phase error.     

A reconstructed discontinuous Galerkin method for the compressible Navier–Stokes equations on arbitrary grids

A reconstruction-based discontinuous Galerkin (RDG) method is presented for the solution of the compressible Navier–Stokes equations on arbitrary grids. The RDG method, originally developed for the compressible Euler equations, is extended to discretize viscous and heat fluxes in the Navier–Stokes equations using a so-called inter-cell reconstruction, where a smooth solution is locally reconstructed using a least-squares method from the underlying discontinuous DG solution. Similar to the recovery-based DG (rDG) methods, this reconstructed DG method eliminates the introduction of ad hoc penalty or coupling terms commonly found in traditional DG methods. Unlike rDG methods, this RDG method does not need to judiciously choose a proper form of a recovered polynomial, thus is simple, flexible, and robust, and can be used on arbitrary grids. The developed RDG method is used to compute a variety of flow problems on arbitrary meshes to demonstrate its accuracy, efficiency, robustness, and versatility. The numerical results indicate that this RDG method is able to deliver the same accuracy as the well-known Bassi–Rebay II scheme, at a half of its computing costs for the discretization of the viscous fluxes in the Navier–Stokes equations, clearly demonstrating its superior performance over the existing DG methods for solving the compressible Navier–Stokes equations.     

A hybrid discontinuous Galerkin method for computing the ground state solution of Bose–Einstein condensates

A numerical method for computing the ground state solution of Bose–Einstein condensates modeled by the Gross–Pitaevskii equation is presented. In this method, the three-dimensional computational domain is divided into hexahedral elements in which the solution is approximated by a sum of basis functions. Both polynomial and plane wave bases are considered for this purpose, and Lagrange multipliers are introduced to weakly enforce the interelement continuity of the solution. The ground state is computed by an iterative procedure for minimizing the energy. The performance results obtained for several numerical experiments demonstrate that the proposed method is more computationally efficient than similar solution approaches based on the standard higher-order finite element method.     

Space–time discontinuous Galerkin finite element method for two-fluid flows

A novel numerical method for two-fluid flow computations is presented, which combines the space–time discontinuous Galerkin finite element discretization with the level set method and cut-cell based interface tracking. The space–time discontinuous Galerkin (STDG) finite element method offers high accuracy, an inherent ability to handle discontinuities and a very local stencil, making it relatively easy to combine with local hp-refinement. The front tracking is incorporated via cut-cell mesh refinement to ensure a sharp interface between the fluids. To compute the interface dynamics the level set method (LSM) is used because of its ability to deal with merging and breakup. Also, the LSM is easy to extend to higher dimensions. Small cells arising from the cut-cell refinement are merged to improve the stability and performance. The interface conditions are incorporated in the numerical flux at the interface and the STDG discretization ensures that the scheme is conservative as long as the numerical fluxes are conservative. The numerical method is applied to one and two dimensional two-fluid test problems using the Euler equations.     

An implicit high-order hybridizable discontinuous Galerkin method for the incompressible Navier–Stokes equations

We present an implicit high-order hybridizable discontinuous Galerkin method for the steady-state and time-dependent incompressible Navier–Stokes equations. The method is devised by using the discontinuous Galerkin discretization for a velocity gradient-pressure–velocity formulation of the incompressible Navier–Stokes equations with a special choice of the numerical traces. The method possesses several unique features which distinguish itself from other discontinuous Galerkin methods. First, it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Moreover, if the augmented Lagrangian method is used to solve the linearized system, the globally coupled unknowns become the approximate trace of the velocity only. Second, it provides, for smooth viscous-dominated problems, approximations of the velocity, pressure, and velocity gradient which converge with the optimal order of k + 1 in the L²-norm, when polynomials of degree k?0 are used for all components of the approximate solution. And third, it displays superconvergence properties that allow us to use the above-mentioned optimal convergence properties to define an element-by-element postprocessing scheme to compute a new and better approximate velocity. Indeed, this new approximation is exactly divergence-free, H (div)-conforming, and converges with order k + 2 for k ? 1 and with order 1 for k = 0 in the L²-norm. Moreover, a novel and systematic way is proposed for imposing boundary conditions for the stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the method. This can be done on different parts of the boundary and does not result in the degradation of the optimal order of convergence properties of the method. Extensive numerical results are presented to demonstrate the convergence and accuracy properties of the method for a wide range of Reynolds numbers and for various polynomial degrees.     

Nonuniform time-step Runge–Kutta discontinuous Galerkin method for Computational Aeroacoustics

With many superior features, Runge–Kutta discontinuous Galerkin method (RKDG), which adopts Discontinuous Galerkin method (DG) for space discretization and Runge–Kutta method (RK) for time integration, has been an attractive alternative to the finite difference based high-order Computational Aeroacoustics (CAA) approaches. However, when it comes to complex physical problems, especially the ones involving irregular geometries, the time step size of an explicit RK scheme is limited by the smallest grid size in the computational domain, demanding a high computational cost for obtaining time accurate numerical solutions in CAA. For computational efficiency, high-order RK method with nonuniform time step sizes on nonuniform meshes is developed in this paper. In order to ensure correct communication of solutions on the interfaces of grids with different time step sizes, the values at intermediate-stages of the Runge–Kutta time integration on the elements neighboring such interfaces are coupled with minimal dissipation and dispersion errors. Based upon the general form of an explicit p-stage RK scheme, a linear coupling procedure is proposed, with details on the coefficient matrices and execution steps at common time-levels and intermediate time-levels. Applications of the coupling procedures to Runge–Kutta schemes frequently used in simulation of fluid flow and acoustics are given, including the third-order TVD scheme, and low-storage low dissipation and low dispersion (LDDRK) schemes. In addition, an analysis on the stability of coupling procedures on a nonuniform grid is carried out. For validation, numerical experiments on one-dimensional and two-dimensional problems are presented to illustrate the stability and accuracy of proposed nonuniform time-step RKDG scheme, as well as the computational benefits it brings. Application to a one-dimensional nonlinear problem is also investigated.     

A high-order discontinuous Galerkin method for wave propagation through coupled elastic–acoustic media

We introduce a high-order discontinuous Galerkin (dG) scheme for the numerical solution of three-dimensional (3D) wave propagation problems in coupled elastic–acoustic media. A velocity–strain formulation is used, which allows for the solution of the acoustic and elastic wave equations within the same unified framework. Careful attention is directed at the derivation of a numerical flux that preserves high-order accuracy in the presence of material discontinuities, including elastic–acoustic interfaces. Explicit expressions for the 3D upwind numerical flux, derived as an exact solution for the relevant Riemann problem, are provided. The method supports h-non-conforming meshes, which are particularly effective at allowing local adaptation of the mesh size to resolve strong contrasts in the local wavelength, as well as dynamic adaptivity to track solution features. The use of high-order elements controls numerical dispersion, enabling propagation over many wave periods. We prove consistency and stability of the proposed dG scheme. To study the numerical accuracy and convergence of the proposed method, we compare against analytical solutions for wave propagation problems with interfaces, including Rayleigh, Lamb, Scholte, and Stoneley waves as well as plane waves impinging on an elastic–acoustic interface. Spectral rates of convergence are demonstrated for these problems, which include a non-conforming mesh case. Finally, we present scalability results for a parallel implementation of the proposed high-order dG scheme for large-scale seismic wave propagation in a simplified earth model, demonstrating high parallel efficiency for strong scaling to the full size of the Jaguar Cray XT5 supercomputer.     

Direct discontinuous Galerkin method for the generalized Burgers—Fisher equation

In this study, we use the direct discontinuous Galerkin method to solve the generalized Burgers-Fisher equation. The method is based on the direct weak formulation of the Burgers-Fisher equation. The two adjacent cells are jointed by a numerical flux that includes the convection numerical flux and the diffusion numerical flux. We solve the ordinary differential equations arising in the direct Galerkin method by using the strong stability preserving Runge-Kutta method. Numerical results are compared with the exact solution and the other results to show the accuracy and reliability of the method.     

A Uniqueness Criterion for Unbounded Solutions to the Vlasov–Poisson System

We prove uniqueness for the Vlasov–Poisson system in two and three dimensions under the condition that the L^p norms of the macroscopic density grow at most linearly with respect to p. This allows for solutions with logarithmic singularities. We provide explicit examples of initial data that fulfill the uniqueness condition and that exhibit a logarithmic blow-up. In the gravitational two-dimensional case, such states are intimately related to radially symmetric steady solutions of the system. Our method relies on the Lagrangian formulation for the solutions, exploiting the second-order structure of the corresponding ODE.     

On the Magnetic Shield for a Vlasov–Poisson Plasma

We study the screening of a bounded body \(\Gamma \) against the effect of a wind of charged particles, by means of a shield produced by a magnetic field which becomes infinite on the border of \(\Gamma \). The charged wind is modeled by a Vlasov–Poisson plasma, the bounded body by a torus, and the external magnetic field is taken close to the border of \(\Gamma \). We study two models: a plasma composed by different species with positive or negative charges, and finite total mass of each species, and another made of many species of the same sign, each having infinite mass. We investigate the time evolution of both systems, showing in particular that the plasma particles cannot reach the body. Finally we discuss possible extensions to more general initial data. We show also that when the magnetic lines are straight lines, (that imposes an unbounded body), the previous results can be improved.     

Local discontinuous Galerkin methods for the Cahn–Hilliard type equations

In this paper, we develop local discontinuous Galerkin (LDG) methods for the fourth order nonlinear Cahn–Hilliard equation and system. The energy stability of the LDG methods is proved for the general nonlinear case. Numerical examples for the Cahn–Hilliard equation and the Cahn–Hilliard system in one and two dimensions are presented and the numerical results illustrate the accuracy and capability of the methods.     

An implicit high-order hybridizable discontinuous Galerkin method for nonlinear convection–diffusion equations

In this paper, we present hybridizable discontinuous Galerkin methods for the numerical solution of steady and time-dependent nonlinear convection–diffusion equations. The methods are devised by expressing the approximate scalar variable and corresponding flux in terms of an approximate trace of the scalar variable and then explicitly enforcing the jump condition of the numerical fluxes across the element boundary. Applying the Newton–Raphson procedure and the hybridization technique, we obtain a global equation system solely in terms of the approximate trace of the scalar variable at every Newton iteration. The high number of globally coupled degrees of freedom in the discontinuous Galerkin approximation is therefore significantly reduced. We then extend the method to time-dependent problems by approximating the time derivative by means of backward difference formulae. When the time-marching method is (p+1)$(p+1)$th order accurate and when polynomials of degree p?0$p?0$ are used to represent the scalar variable, each component of the flux and the approximate trace, we observe that the approximations for the scalar variable and the flux converge with the optimal order of p+1$p+1$ in the L²$L^2$-norm. Finally, we apply element-by-element postprocessing schemes to obtain new approximations of the flux and the scalar variable. The new approximate flux, which has a continuous interelement normal component, is shown to converge with order p+1$p+1$ in the L²$L^2$-norm. The new approximate scalar variable is shown to converge with order p+2$p+2$ in the L²$L^2$-norm. The postprocessing is performed at the element level and is thus much less expensive than the solution procedure. For the time-dependent case, the postprocessing does not need to be applied at each time step but only at the times for which an enhanced solution is required. Extensive numerical results are provided to demonstrate the performance of the present method.     

Runge–Kutta discontinuous Galerkin method for the approximation of Baer and Nunziato type multiphase models

A high-order numerical method is developed for the computation of compressible multiphase flows. The model we use is based on the Baer and Nunziato type systems [4]. Among all the other available models in the literature, these systems present the advantage to be able to simulate either interface or mixture problems. Nevertheless, they still raise some issues, mainly based on their non-conservative feature. The numerical method we propose is a discontinuous Galerkin type. In this work, the interior side integrals are computed thanks to [2]. Robustness and high order of accuracy of the method are proved on classical interface problems, but also on suitably derived analytical solutions.     

Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in two dimensions

A numerical method is developed for approximating the solution to the Vlasov–Poisson–Fokker–Planck system in two spatial dimensions. The method generalizes the approximation for the system in one dimension given in [S. Wollman, E. Ozizmir, Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in one dimension, J. Comput. Phys. 202 (2005) 602–644]. The numerical procedure is based on a change of variables that puts the convection–diffusion equation into a form so that finite difference methods for parabolic type partial differential equations can be applied. The computational cycle combines a type of deterministic particle method with a periodic interpolation of the solution along particle trajectories onto a fixed grid. computational work is done to demonstrate the accuracy and effectiveness of the approximation method. Parts of the numerical procedure are adapted to run on a parallel computer.     

Preconditioning methods for discontinuous Galerkin solutions of the Navier–Stokes equations

A Newton–Krylov method is developed for the solution of the steady compressible Navier–Stokes equations using a discontinuous Galerkin (DG) discretization on unstructured meshes. Steady-state solutions are obtained using a Newton–Krylov approach where the linear system at each iteration is solved using a restarted GMRES algorithm. Several different preconditioners are examined to achieve fast convergence of the GMRES algorithm. An element Line-Jacobi preconditioner is presented which solves a block-tridiagonal system along lines of maximum coupling in the flow. An incomplete block-LU factorization (Block-ILU(0)) is also presented as a preconditioner, where the factorization is performed using a reordering of elements based upon the lines of maximum coupling. This reordering is shown to be superior to standard reordering techniques (Nested Dissection, One-way Dissection, Quotient Minimum Degree, Reverse Cuthill–Mckee) especially for viscous test cases. The Block-ILU(0) factorization is performed in-place and an algorithm is presented for the application of the linearization which reduces both the memory and CPU time over the traditional dual matrix storage format. Additionally, a linear p-multigrid preconditioner is also considered, where Block-Jacobi, Line-Jacobi and Block-ILU(0) are used as smoothers. The linear multigrid preconditioner is shown to significantly improve convergence in term of number of iterations and CPU time compared to a single-level Block-Jacobi or Line-Jacobi preconditioner. Similarly the linear multigrid preconditioner with Block-ILU smoothing is shown to reduce the number of linear iterations to achieve convergence over a single-level Block-ILU(0) preconditioner, though no appreciable improvement in CPU time is shown.