Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems

This paper deals with stochastic spectral methods for uncertainty propagation and quantification in nonlinear hyperbolic systems of conservation laws. We consider problems with parametric uncertainty in initial conditions and model coefficients, whose solutions exhibit discontinuities in the spatial as well as in the stochastic variables. The stochastic spectral method relies on multi-resolution schemes where the stochastic domain is discretized using tensor-product stochastic elements supporting local polynomial bases. A Galerkin projection is used to derive a system of deterministic equations for the stochastic modes of the solution. Hyperbolicity of the resulting Galerkin system is analyzed. A finite volume scheme with a Roe-type solver is used for discretization of the spatial and time variables. An original technique is introduced for the fast evaluation of approximate upwind matrices, which is particularly well adapted to local polynomial bases. Efficiency and robustness of the overall method are assessed on the Burgers and Euler equations with shocks.     

Efficient stochastic Galerkin methods for random diffusion equations

We discuss in this paper efficient solvers for stochastic diffusion equations in random media. We employ generalized polynomial chaos (gPC) expansion to express the solution in a convergent series and obtain a set of deterministic equations for the expansion coefficients by Galerkin projection. Although the resulting system of diffusion equations are coupled, we show that one can construct fast numerical methods to solve them in a decoupled fashion. The methods are based on separation of the diagonal terms and off-diagonal terms in the matrix of the Galerkin system. We examine properties of this matrix and show that the proposed method is unconditionally stable for unsteady problems and convergent for steady problems with a convergent rate independent of discretization parameters. Numerical examples are provided, for both steady and unsteady random diffusions, to support the analysis.     

Modification of Multiple Knot $B$-Spline Wavelet for Solving (Partially) Dirichlet Boundary Value Problem

A construction of multiple knot B-spline wavelets has been given in [C. K. Chui and E. Quak, Wavelet on a bounded interval, In: D. Braess and L. L. Schumaker, editors. Numerical methods of approximation theory. Basel: Birkhauser Verlag; (1992), pp. 57-76]. In this work, we first modify these wavelets to solve the elliptic (partially) Dirichlet boundary value problems by Galerkin and Petrov Galerkin methods. We generalize this construction to two dimensional case by Tensor product space. In addition, the solution of the system discretized by Galerkin method with modified multiple knot B-spline wavelets is discussed. We also consider a nonlinear partial differential equation for unsteady flows in an open channel called Saint-Venant. Since the solving of this problem by some methods such as finite difference and finite element produce unsuitable approximations specially in the ends of channel, it is solved by multiple knot B-spline wavelet method that yields a very well approximation. Finally, some numerical examples are given to support our theoretical results.     

Spectral solvers for spherical elliptic problems

A new family of direct spectral solvers for the 3D Helmholtz equation in a spherical gap and inside a sphere for nonaxisymmetric problems is presented. A variational formulation (no collocation) is adopted, based on the Fourier expansion and the associated Legendre functions to represent the angular dependence over the sphere and using basis functions generated by Legendre or Jacobi polynomials to represent the radial structure of the solution. In the present method, boundary conditions on the polar axis and at the sphere center are not required and never mentioned, by construction. The spectral solution of the vector Dirichlet problem is also considered, by employing a transformation that uncouples the spherical components of the Fourier modes and that is implemented here for the first time. The condition numbers of the matrices involved in the scalar solvers are computed and the spectral convergence of all the proposed solution algorithms is verified by numerical tests.     

A method for nonlinear modal analysis and synthesis: Application to harmonically forced and self-excited mechanical systems

The recently developed generalized Fourier–Galerkin method is complemented by a numerical continuation with respect to the kinetic energy, which extends the framework to the investigation of modal interactions resulting in folds of the nonlinear modes. In order to enhance the practicability regarding the investigation of complex large-scale systems, it is proposed to provide analytical gradients and exploit sparsity of the nonlinear part of the governing algebraic equations.     

Stochastic nonlinear aeroelastic analysis of a supersonic lifting surface using an adaptive spectral method

An adaptive stochastic spectral projection method is deployed for the uncertainty quantification in limit-cycle oscillations of an elastically mounted two-dimensional lifting surface in a supersonic flow field. Variabilities in the structural parameters are propagated in the aeroelastic system which accounts for nonlinear restoring force and moment by means of hardening cubic springs. The physical nonlinearities promote sharp and sudden flutter onset for small change of the reduced velocity. In a stochastic context, this behavior translates to steep solution gradients developing in the parametric space. A remedy is to expand the stochastic response of the airfoil on a piecewise generalized polynomial chaos basis. Accurate approximation andaffordable computational costs are obtained using sensitivity-based adaptivity for various types of supersonic stochastic responses depending on the selected values of the Mach number on the bifurcation map. Sensitivity analysis via Sobol' indices shows how the probability density function of the peak pitch amplitude responds to combined uncertainties: e.g. the elastic axis location, torsional stiffness and flap angle. We believe that this work demonstrates the capability and flexibility of the approach for more reliable predictions of realistic aeroelastic systems subject to a moderate number of uncertainties.     

Application of Galerkin spectral method for tearing mode instability

Magnetic reconnection and tearing mode instability play a critical role in many physical processes. The application of Galerkin spectral method for tearing mode instability in two-dimensional geometry is investigated in this paper. A resistive magnetohydrodynamic code is developed, by the Galerkin spectral method both in the periodic and aperiodic directions. Spectral schemes are provided for global modes and local modes. Mode structures, resistivity scaling, convergence and stability of tearing modes are discussed. The effectiveness of the code is demonstrated, and the computational results are compared with the results using Galerkin spectral method only in the periodic direction. The numerical results show that the code using Galerkin spectral method individually allows larger time step in global and local modes simulations, and has better convergence in global modes simulations.     

Energy conserving Galerkin approximations for 2-D hydrodynamic and MHD Bénard convection

The upper bound on the minimum number of modes for a qualitatively correct Galerkin approximation to the two-dimensionl Bénard convection is discussed. For that case and the ext case, selection rules are introduced insuring that the approximation satisfies the same energy balance conditions as the exact solution. These rules together with the proof of boundedness of the Galerkin approximation help establish bounds on the amplitudes of the modes. Finally, results of some mathematical (numerical) experiments carried out in this context are discussed.     

A unifying lifting collocation penalty formulation including the discontinuous Galerkin, spectral volume/difference methods for conservation laws on mixed grids

Recently a new high-order formulation for 1D conservation laws was developed by Huynh using the idea of “flux reconstruction”. The formulation was capable of unifying several popular methods including the discontinuous Galerkin, staggered-grid multi-domain method, or the spectral difference/spectral volume methods into a single family. The extension of the method to quadrilateral and hexahedral elements is straightforward. In an attempt to extend the method to other element types such as triangular, tetrahedral or prismatic elements, the idea of “flux reconstruction” is generalized into a “lifting collocation penalty” approach. With a judicious selection of solution points and flux points, the approach can be made simple and efficient to implement for mixed grids. In addition, the formulation includes the discontinuous Galerkin, spectral volume and spectral difference methods as special cases. Several test problems are presented to demonstrate the capability of the method.     

Application of generalized complex modes to the calculation of the forced response of three-dimensional poroelastic materials

Finite element models based on Biot's {u,P} formulation for poroelastic materials are widely used to predict the behaviour of structures involving porous media. The numerical solution of such problems requires however important computational resources and the solution algorithms are not optimized. To improve the solution process, a modal approach based on an extension of the complex modes technique has been proposed recently and applied successfully to a simplified mono-dimensional problem. In this paper, this technique is investigated in the case of three-dimensional poroelastic problems. The technique is first recalled, then analytical proof of the stability of the model are given followed by considerations of numerical improvements of the method. An energetic interpretation of the generalized complex modes is then given and some numerical results are presented to illustrate the performance of the approach.     

Optimal Runge–Kutta smoothers for the p-multigrid discontinuous Galerkin solution of the 1D Euler equations

This work presents a family of original Runge–Kutta methods specifically designed to be effective relaxation schemes in the numerical solution of the steady state solution of purely advective problems with a high-order accurate discontinuous Galerkin space discretization and a p-multigrid solution algorithm. The design criterion for the construction of the Runge–Kutta methods here developed is different form the one traditionally used to derive optimal Runge–Kutta smoothers for the h-multigrid algorithm, which are designed in order to provide a uniform damping of the error modes in the high-frequency range only. The method here proposed is instead designed in order to provide a variable amount of damping of the error modes over the entire frequency spectrum. The performance of the proposed schemes is assessed in the solution of the steady state quasi one-dimensional Euler equations for two test cases of increasing difficulty. Some preliminary results showing the performance for multidimensional applications are also presented.     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.     

A note on the ultraspherical polynomial approximation method of averaging

The method of averaging based on ultraspherical polynomial approximation has been applied to several non-linear oscillation problems. In this paper it is shown that the above method can be interpreted as a Galerkin technique with an appropriate weight function. Even though the analysis is not rigorous enough mathematically, it does provide insight into this generalized method of averaging.     

Equivalent a Posteriori Error Estimator of Spectral Approximation for Control Problems with Integral Control-State Constraints in One Dimension

In this paper, we investigate the Galerkin spectral approximation for elliptic control problems with integral control and state constraints. Firstly, an a posteriori error estimator is established, which can be acted as the equivalent indicator with explicit expression. Secondly, appropriate base functions of the discrete spaces make it probable to solve the discrete system. Numerical test indicates the reliability and efficiency of the estimator, and shows the proposed method is competitive for this class of control problems. These discussions can certainly be extended to two- and three-dimensional cases.     

A new approach to the Efinger model for a nonlinear quantum theory for gravitating particles

A general solution is obtained for a model of a nonlinear quantum theory for gravitating particles proposed by H. Efinger. The solution procedure is easily generalized to space-time or stochastic formulations.     

A new complex variable element-free Galerkin method for two-dimensional potential problems

In this paper, based on the element-free Galerkin (EFG) method and the improved complex variable moving least- square (ICVMLS) approximation, a new meshless method, which is the improved complex variable element-free Galerkin (ICVEFG) method for two-dimensional potential problems, is presented. In the method, the integral weak form of control equations is employed, and the Lagrange multiplier is used to apply the essential boundary conditions. Then the corresponding formulas of the ICVEFG method for two-dimensional potential problems are obtained. Compared with the complex variable moving least-square (CVMLS) approximation proposed by Cheng, the functional in the ICVMLS approximation has an explicit physical meaning. Furthermore, the ICVEFG method has greater computational precision and efficiency. Three numerical examples are given to show the validity of the proposed method.     

Bilinear modal representations for reduced-order modeling of localized piecewise-linear oscillators

A novel reduced-order modeling method for vibration problems of elastic structures with localized piecewise-linearity is proposed. The focus is placed upon solving nonlinear forced response problems of elastic media with contact nonlinearity, such as cracked structures and delaminated plates. The modeling framework is based on observations of the proper orthogonal modes computed from nonlinear forced responses and their approximation by a truncated set of linear normal modes with special boundary conditions. First, it is shown that a set of proper orthogonal modes can form a good basis for constructing a reduced-order model that can well capture the nonlinear normal modes. Next, it is shown that the subspace spanned by the set of dominant proper orthogonal modes can be well approximated by a slightly larger set of linear normal modes with special boundary conditions. These linear modes are referred to as bi-linear modes, and are selected by an elaborate methodology which utilizes certain similarities between the bi-linear modes and approximations for the dominant proper orthogonal modes. These approximations are obtained using interpolated proper orthogonal modes of smaller dimensional models. The proposed method is compared with traditional reduced-order modeling methods such as component mode synthesis, and its advantages are discussed. Forced response analyses of cracked structures and delaminated plates are provided for demonstrating the accuracy and efficiency of the proposed methodology.     

A discontinuous Galerkin method for the Vlasov–Poisson system

A discontinuous Galerkin method for approximating the Vlasov–Poisson system of equations describing the time evolution of a collisionless plasma is proposed. The method is mass conservative and, in the case that piecewise constant functions are used as a basis, the method preserves the positivity of the electron distribution function and weakly enforces continuity of the electric field through mesh interfaces and boundary conditions. The performance of the method is investigated by computing several examples and error estimates of the approximation are stated. In particular, computed results are benchmarked against established theoretical results for linear advection and the phenomenon of linear Landau damping for both the Maxwell and Lorentz distributions. Moreover, two nonlinear problems are considered: nonlinear Landau damping and a version of the two-stream instability are computed. For the latter, fine scale details of the resulting long-time BGK-like state are presented. Conservation laws are examined and various comparisons to theory are made. The results obtained demonstrate that the discontinuous Galerkin method is a viable option for integrating the Vlasov–Poisson system.     

Green’s function-stochastic methods framework for probing nonlinear evolution problems: Burger’s equation, the nonlinear Schrödinger’s equation, and hydrodynamic organization of near-molecular-scale vorticity

A framework which combines Green’s function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green’s function and stochastic representative solutions of linear drift–diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems – Burgers’ equation and the nonlinear Schrödinger’s equation – are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole–Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger’s vortex sheets. Here, the governing vorticity equation corresponds to the Fokker–Planck equation of an Ornstein–Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the motion and spread of single, multiple, and continuous sets of Burger’s vortex sheets, evolving within deterministic and random strain rate fields, under both viscous and inviscid conditions, are obtained. In order to promote application to other nonlinear problems, a tutorial development of the framework is presented. Likewise, time-incremental solution approaches and construction of approximate, though otherwise difficult-to-obtain backward-time GF’s (useful in solution of forward-time evolution problems) are discussed.     

On the spectral accuracy of a fictitious domain method for elliptic operators in multi-dimensions

This work is a continuation of the authors efforts to develop high-order numerical methods for solving elliptic problems with complex boundaries using a fictitious domain approach. In a previous paper, a new method was proposed, based on the use of smooth forcing functions with identical shapes, mutually disjoint supports inside the fictitious domain and whose amplitudes play the role of Lagrange multipliers in relation to a discrete set of boundary constraints. For one-dimensional elliptic problems, this method shows spectral accuracy but its implementation in two dimensions seems to be limited to a fourth-order algebraic convergence rate. In this paper, a spectrally accurate formulation is presented for multi-dimensional applications. Instead of being specified locally, the forcing function is defined as a convolution of a mollifier (smooth bump function) and a Lagrange multiplier function (the amplitude of the bump). The multiplier function is then approximated by Fourier series. Using a Fourier Galerkin approximation, the spectral accuracy is demonstrated on a two-dimensional Laplacian problem and on a Stokes flow around a periodic array of cylinders. In the latter, the numerical solution achieves the same high-order accuracy as a Stokes eigenfunction expansion and is much more accurate than the solution obtained with a classical third order finite element approximation using the same number of degrees of freedom.