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.     

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.     

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.     

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 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.     

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.     

Coupling p-multigrid to geometric multigrid for discontinuous Galerkin formulations of the convection–diffusion equation

An improved p-multigrid algorithm for discontinuous Galerkin (DG) discretizations of convection–diffusion problems is presented. The general p  -multigrid algorithm for DG discretizations involves a restriction from the p=1$p=1$ to p=0$p=0$ discontinuous polynomial solution spaces. This restriction is problematic and has limited the efficiency of the p  -multigrid method. For purely diffusive problems, Helenbrook and Atkins have demonstrated rapid convergence using a method that restricts from a discontinuous to continuous polynomial solution space at p=1$p=1$. It is shown that this method is not directly applicable to the convection–diffusion (CD) equation because it results in a central-difference discretization for the convective term. To remedy this, ideas from the streamwise upwind Petrov–Galerkin (SUPG) formulation are used to devise a transition from the discontinuous to continuous space at p=1$p=1$ that yields an upwind discretization. The results show that the new method converges rapidly for all Peclet numbers.     

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.     

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.     

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 interface treating technique for compressible multi-medium flow with Runge–Kutta discontinuous Galerkin method

The high-order accurate Runge–Kutta discontinuous Galerkin (RKDG) method is applied to the simulation of compressible multi-medium flow, generalizing the interface treating method given in Chertock et al. (2008) [9]. In mixed cells, where the interface is located, Riemann problems are solved to define the states on both sides of the interface. The input states to the Riemann problem are obtained by extrapolation to the cell boundary from solution polynomials in the neighbors of the mixed cell. The level set equation is solved by using a high-order accurate RKDG method for Hamilton–Jacobi equations, resulting in a unified DG solver for the coupled problem. The method is conservative if we include the states in the mixed cells, which are however not used in the updating of the numerical solution in other cells. The states in the mixed cells are plotted to better evaluate the conservation errors, manifested by overshoots/undershoots when compared with states in neighboring cells. These overshoots/undershoots in mixed cells are problem dependent and change with time. Numerical examples show that the results of our scheme compare well with other methods for one and two-dimensional problems. In particular, the algorithm can capture well complex flow features of the one-dimensional shock entropy wave interaction problem and two-dimensional shock–bubble interaction problem.     

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.     

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.     

h-Multigrid for space-time discontinuous Galerkin discretizations of the compressible Navier–Stokes equations

Being implicit in time, the space-time discontinuous Galerkin discretization of the compressible Navier–Stokes equations requires the solution of a non-linear system of algebraic equations at each time-step. The overall performance, therefore, highly depends on the efficiency of the solver. In this article, we solve the system of algebraic equations with a h-multigrid method using explicit Runge–Kutta relaxation. Two-level Fourier analysis of this method for the scalar advection–diffusion equation shows convergence factors between 0.5 and 0.75. This motivates its application to the 3D compressible Navier–Stokes equations where numerical experiments show that the computational effort is significantly reduced, up to a factor 10 w.r.t. single-grid iterations.     

Local DG method using WENO type limiters for convection–diffusion problems

The local discontinuous Galerkin (LDG) method is a spatial discretization procedure for convection–diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters, which is termed as Runge–Kutta LDG (RKLDG) when TVD Runge–Kutta method is applied for time discretization. It has the advantage of flexibility in handling complicated geometry, h-p adaptivity, and efficiency of parallel implementation and has been used successfully in many applications. However, the limiters used to control spurious oscillations in the presence of strong shocks are less robust than the strategies of essentially non-oscillatory (ENO) and weighted ENO (WENO) finite volume and finite difference methods. In this paper, we investigated RKLDG methods with WENO and Hermite WENO (HWENO) limiters for solving convection–diffusion equations on unstructured meshes, with the goal of obtaining a robust and high order limiting procedure to simultaneously obtain uniform high order accuracy and sharp, non-oscillatory shock transition. Numerical results are provided to illustrate the behavior of these procedures.     

An implicit immersed boundary method for three-dimensional fluid–membrane interactions

We present an implicit immersed boundary method for the incompressible Navier–Stokes equations capable of handling three-dimensional membrane–fluid flow interactions. The goal of our approach is to greatly improve the time step by using the Jacobian-free Newton–Krylov method (JFNK) to advance the location of the elastic membrane implicitly. The most attractive feature of this Jacobian-free approach is Newton-like nonlinear convergence without the cost of forming and storing the true Jacobian. The Generalized Minimal Residual method (GMRES), which is a widely used Krylov-subspace iterative method, is used to update the search direction required for each Newton iteration. Each GMRES iteration only requires the action of the Jacobian in the form of matrix–vector products and therefore avoids the need of forming and storing the Jacobian matrix explicitly. Once the location of the boundary is obtained, the elastic forces acting at the discrete nodes of the membrane are computed using a finite element model. We then use the immersed boundary method to calculate the hydrodynamic effects and fluid–structure interaction effects such as membrane deformation. The present scheme has been validated by several examples including an oscillatory membrane initially placed in a still fluid, capsule membranes in shear flows and large deformation of red blood cells subjected to stretching force.     

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.     

An element-free Galerkin （EFG） equations method for generalized Fisher （GFE）

A generalized Fisher equation （GFE） relates the time derivative of the average of the intrinsic rate of growth to its variance. The exact mathematical result of the GFE has been widely used in population dynamics and genetics, where it originated. Many researchers have studied the numerical solutions of the GFE, up to now. In this paper, we introduce an element-free Galerkin （EFG） method based on the moving least-square approximation to approximate positive solutions of the GFE from population dynamics. Compared with other numerical methods, the EFG method for the GFE needs only scattered nodes instead of meshing the domain of the problem. The Galerkin weak form is used to obtain the discrete equations, and the essential boundary conditions are enforced by the penalty method. In comparison with the traditional method, numerical solutions show that the new method has higher accuracy and better convergence. Several numerical examples are presented to demonstrate the effectiveness of the method.