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Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

Yan, Jue

Shock Capturing via Limiting for High-Order Methods including Discontinuous Galerkin

High-order methods, such as discontinuous Galerkin (DG), spectral, and flux reconstruction (FR), are prone to generating unwanted oscillations near shocks and discontinuities. Conventional limiting techniques, while effective in suppressing oscillations near shocks, often compromise accuracy near extrema, where the solution is only first-order accurate. This paper introduces a novel limiting technique for these high-order schemes, aimed at effectively managing shocks while preserving accuracy. The key idea is to expand the standard monotonicity limits to provide “room” near smooth extrema, ensuring that limiting has no effect and thus preserving accuracy. Near a discontinuity, these expanded limits effectively reduce to the original monotonicity limits, suppressing oscillations. Additional motivation is drawn from a formula for the derivative of Radau polynomials, which depicts the behavior of oscillations resulting from discontinuities. This behavior leads to a simplification by applying the limits to the sum of magnitudes of all modes, linear and higher degree. Unlike typical approaches, which rely on successful detection to activate limiting, our limiter depends continuously on the data, there by avoiding potential issues if detection fails. To reduce computing time, efficient criteria for detecting smooth regions where limiting is unnecessary are presented. Combined with detection, the continuous dependence on the data is lost, but the method is more economical. A notable characteristic of the entire process is its simplicity in both concept and implementation. Numerical tests for advection and Euler equations are conducted to demonstrate the effectiveness of the proposed method.

numerical methods

Shock Capturing via Limiting for High-Order Methods including Discontinuous Galerkin

High-order methods, such as discontinuous Galerkin (DG), spectral, and flux reconstruction (FR), are prone to generating unwanted oscillations near shocks and discontinuities. Conventional limiting techniques, while effective in suppressing oscillations near shocks, often compromise accuracy near extrema, where the solution is only first-order accurate. This paper introduces a novel limiting technique for these high-order schemes, aimed at effectively managing shocks while preserving accuracy. The key idea is to expand the standard monotonicity limits to provide “room” near smooth extrema, ensuring that limiting has no effect and thus preserving accuracy. Near a discontinuity, these expanded limits effectively reduce to the original monotonicity limits, suppressing oscillations. Additional motivation is drawn from a formula for the derivative of Radau polynomials, which depicts the behavior of oscillations resulting from discontinuities. This behavior leads to a simplification by applying the limits to the sum of magnitudes of all modes, linear and higher degree. Unlike typical approaches, which rely on successful detection to activate limiting, our limiter depends continuously on the data, there by avoiding potential issues if detection fails. To reduce computing time, efficient criteria for detecting smooth regions where limiting is unnecessary are presented. Combined with detection, the continuous dependence on the data is lost, but the method is more economical. A notable characteristic of the entire process is its simplicity in both concept and implementation. Numerical tests for advection and Euler equations are conducted to demonstrate the effectiveness of the proposed method.

numerical methods

A Discontinuous Galerkin Finite Element Method for Hamilton-Jacobi Equations

In this paper, we present a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the Runge-Kutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method.

Hu, Changqing

Local Analysis of Shock Capturing Using Discontinuous Galerkin Methodology

The compact form of the discontinuous Galerkin method allows for a detailed local analysis of the method in the neighborhood of the shock for a non-linear model problem. Insight gained from the analysis leads to new flux formulas that are stable and that preserve the compactness of the method. Although developed for a model equation, the flux formulas are applicable to systems such as the Euler equations. This article presents the analysis for methods with a degree up to 5. The analysis is accompanied by supporting numerical experiments using Burgers' equation and the Euler equations.

Atkins, H. L.

ON THE ROLE OF INVOLUTIONS IN THE DISCONTINUOUS GALERKIN DISCRETIZATION OF MAXWELL AND MAGNETOHYDRODYNAMIC SYSTEMS

The role of involutions in energy stability of the discontinuous Galerkin (DG) discretization of Maxwell and magnetohydrodynamic (MHD) systems is examined. Important differences are identified in the symmetrization of the Maxwell and MHD systems that impact the construction of energy stable discretizations using the DG method. Specifically, general sufficient conditions to be imposed on the DG numerical flux and approximation space are given so that energy stability is retained These sufficient conditions reveal the favorable energy consequence of imposing continuity in the normal component of the magnetic induction field at interelement boundaries for MHD discretizations. Counterintuitively, this condition is not required for stability of Maxwell discretizations using the discontinuous Galerkin method.

Barth, Timothy

A conservative discontinuous Galerkin algorithm for particle kinetics on smooth manifolds

A novel, conservative discontinuous Galerkin algorithm is presented for particle kinetics on manifolds. The motion of particles on the manifold is represented using both canonical and non-canonical Hamiltonian formulations. Our schemes apply to both formulations, but the canonical formulation results in a particularly efficient scheme that also conserves particle density and energy exactly. The collisionless update is coupled to a Bhatnagar-Gross-Krook (BGK) collision operator that provides a simplified model for relaxation to local thermodynamic equilibrium. An iterative scheme is constructed to ensure collisional invariants (density, momentum and energy) are preserved numerically. Rotation of the manifold is incorporated by modifying the Hamiltonian while ensuring a canonical formulation. Several test problems, including a kinetic version of the classical Sod shock problem, Kelvin-Helmholtz instability on the surfaces of a sphere and a hyperboloid, with and without rotations, are presented. A prospectus for further development of this approach to simulation of kinetic theory in general relativity is presented.

Discontinuous Galerkin

A Discontinuous Galerkin Discretization of the Eikonal Equation on Curved Piecewise Isoparametric Triangulated Manifolds

This viewgraph presentation provides information on optimizing the travel distance between two points on a curved surface. The presentation addresses the single source shortest path problem, fast algorithms for estimating the eikonal equation, fast schemes and barrier theorems, and the discontinuous Galerkin method, including hyperbolic causality, finite element method, scalars, and marching the discontinuous Galerkin Eikonal approximation.

Barth, TIm

The Discontinuous Galerkin Finite Element Method

The purpose of this report is to present details of the Discontinuous Galerkin (DG) Finite Element Method (DG FEM). First the weighted-residual (WR) form is introduced and then the Galerkin Finite Element (FE) (GFE) and the Petrov-Galerkin FE (PG FE) methods are discussed. The details of the implementation of the DG FEM are presented along with two examples, 2nd order and 4th order differential equations, and the performance of the method is discussed.

Finite element

Discontinuous Galerkin and Related Methods for ODE

A defining feature of the discontinuous Galerkin (DG) method for ODE is that the piecewise polynomial solution can have a jump discontinuity at the beginning of each step. Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge-Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG clarifies the meaning and facilitates the proofs of various 𝐵(𝑝), 𝐶(𝜂), and 𝐷(𝜁) conditions for accuracy. The two consequences of these conditions are that all 𝑠-stage IRK-DG methods are accurate to order 2𝑠 − 1, and the IRK-DG methods of Radau type are unique. Numerical examples showing the behavior of the DG solutions are provided. In all, the correction function plays a key role and helps establish the relations among the DG, IRK-DG, collocation, and CG schemes.

numerical methods

Numerical Evaluation of P-Multigrid Method for the Solution of Discontinuous Galerkin Discretizations of Diffusive Equations

This paper describes numerical experiments with P-multigrid to corroborate analysis, validate the present implementation, and to examine issues that arise in the implementations of the various combinations of relaxation schemes, discretizations and P-multigrid methods. The two approaches to implement P-multigrid presented here are equivalent for most high-order discretization methods such as spectral element, SUPG, and discontinuous Galerkin applied to advection; however it is discovered that the approach that mimics the common geometric multigrid implementation is less robust, and frequently unstable when applied to discontinuous Galerkin discretizations of di usion. Gauss-Seidel relaxation converges 40% faster than block Jacobi, as predicted by analysis; however, the implementation of Gauss-Seidel is considerably more expensive that one would expect because gradients in most neighboring elements must be updated. A compromise quasi Gauss-Seidel relaxation method that evaluates the gradient in each element twice per iteration converges at rates similar to those predicted for true Gauss-Seidel.

Atkins, H. L.

Numerical Predictions of Dust-Induced Heat Flux Augmentation in Hypersonic Blunt-Body Flows Using a Discontinuous Galerkin Multiphase Flow Solver

Recent interest in human-scale missions to Mars has motivated the need for high-fidelity simulations of reentry flows. During a dust storm, there can be high levels of suspended dust in the Martian atmosphere, which cannot only enhance erosion of thermal protection systems but also transfer energy and momentum to the shock layer, thereby significantly augmenting the surface heat flux. Second-order finite-volume schemes are typically employed for hypersonic flow simulations, but such schemes suffer from a number of disadvantages. An attractive alternative is discontinuous Galerkin methods, which benefit from arbitrarily high spatial order of accuracy, geometric flexibility, and other properties. To enable accurate computations of high-speed particle-laden flows, an Euler-Lagrange methodology was developed in which the Eulerian field of the carrier gas is calculated using a discontinuous Galerkin scheme while the disperse phase is treated with Lagrangian particle tracking. We discuss challenges associated with coupling these two formulations and how to handle them. Momentum and energy transfer between the carrier gas and the particle phase is considered, and the importance of accounting for interparticle collisions is assessed. In addition, we describe the physical model of the particle phase and examine effects of its uncertainties on the numerical solution. We demonstrate the performance of the Euler-Lagrange method in representative testcases, with focus on the accurate prediction of particle trajectories and heating augmentation. Quantitative comparisons with experiments are provided.

Ching, Eric J.

Analysis of Preconditioning and Relaxation Operators for the Discontinuous Galerkin Method Applied to Diffusion

The explicit stability constraint of the discontinuous Galerkin method applied to the diffusion operator decreases dramatically as the order of the method is increased. Block Jacobi and block Gauss-Seidel preconditioner operators are examined for their effectiveness at accelerating convergence. A Fourier analysis for methods of order 2 through 6 reveals that both preconditioner operators bound the eigenvalues of the discrete spatial operator. Additionally, in one dimension, the eigenvalues are grouped into two or three regions that are invariant with order of the method. Local relaxation methods are constructed that rapidly damp high frequencies for arbitrarily large time step.

Atkins, H. L.

Energy Stable Flux Formulas For The Discontinuous Galerkin Discretization Of First Order Nonlinear Conservation Laws

We consider the discontinuous Galerkin (DG) finite element discretization of first order systems of conservation laws derivable as moments of the kinetic Boltzmann equation. This includes well known conservation law systems such as the Euler For the class of first order nonlinear conservation laws equipped with an entropy extension, an energy analysis of the DG method for the Cauchy initial value problem is developed. Using this DG energy analysis, several new variants of existing numerical flux functions are derived and shown to be energy stable.

Barth, Timothy

On Formulations of Discontinuous Galerkin and Related Methods for Conservation Laws

A formulation for the discontinuous Galerkin (DG) method that leads to solutions using the differential form of the equation (as opposed to the standard integral form) is presented. The formulation includes (a) a derivative calculation that involves only data within each cell with no data interaction among cells, and (b) for each cell, corrections to this derivative that deal with the jumps in fluxes at the cell boundaries and allow data across cells to interact. The derivative with no interaction is obtained by a projection, but for nodal-type methods, evaluating this derivative by interpolation at the nodal points is more economical. The corrections are derived using the approximate (Dirac) delta functions. The formulation results in a family of schemes: different approximate delta functions give rise to different methods. It is shown that the current formulation is essentially equivalent to the flux reconstruction (FR) formulation. Due to the use of approximate delta functions, an energy stability proof simpler than that of Vincent, Castonguay, and Jameson (2011) for a family of schemes is derived. Accuracy and stability of resulting schemes are discussed via Fourier analyses. Similar to FR, the current formulation provides a unifying framework for high-order methods by recovering the DG, spectral difference (SD), and spectral volume (SV) schemes. It also yields stable, accurate, and economical methods.

Huynh, H. T.

Shock Capturing via Limiting for High-Order Methods Including Discontinuous Galerkin

As is well-known, popular high-order methods such as discontinuous Galerkin (DG) and flux reconstruction (FR) tend to generate oscillations near shocks and discontinuities, which can lead to negative pressure or density, ultimately causing code breakdown. For standard second-order methods, one approach to mitigating oscillations is to impose constraints on the calculated slopes, ensuring they do not become excessively steep. This limiting process is rooted in the idea of preserving monotonicity introduced by Van Leer (1974): when the data are monotone, limiting the slopes result in a monotone piecewise linear solution. However, a drawback of this approach is the loss of accuracy near extrema, where the non-monotone solution is somewhat flattened and achieves only first-order accuracy.

numerical methods

Development of a Perfectly Matched Layer Technique for a Discontinuous-Galerkin Spectral-Element Method

The numerical simulation of many aerodynamic non-periodic flows of practical interest involves discretized computational domains that often must be artificially truncated. Appropriate boundary conditions are required at these truncated domain boundaries, and ideally, these boundary conditions should be perfectly "absorbing" or "nonreflecting" so that they do not contaminate the flow field in the interior of the domain. The proper specification of these boundaries is critical to the stability, accuracy, convergence, and quality of the numerical solution, and has been the topic of considerable research. The need for accurate boundary specification has been underscored in recent years with efforts to apply higher-fidelity methods (DNS, LES) in conjunction with high-order low-dissipation numerical schemes to realistic flow configurations. One of the most popular choices for specifying these boundaries is the characteristics-based boundary condition where the linearized flow field at the boundaries are decomposed into characteristic waves using either one-dimensional Riemann or other multi-dimensional Riemann approximations. The values of incoming characteristics are then suitably modified. The incoming characteristics are specified at the in flow boundaries, and at the out flow boundaries the variation of the incoming characteristic is zeroed out to ensure no reflection. This, however, makes the problem ill-posed requiring the use of an ad-hoc parameter to allow small reflections that make the solution stable. Generally speaking, such boundary conditions work reasonably well when the characteristic flow direction is normal to the boundary, but reflects spurious energy otherwise. An alternative to the characteristic-based boundary condition is to add additional "buffer" regions to the main computational domain near the artificial boundaries, and solve a different set of equations in the buffer region in order to minimize acoustic reflections. One approach that has been used involves modeling the pressure fluctuations as acoustic waves propagating in the far-field relative to a single noise-source inside the buffer region. This approach treats vorticity-induced pressure fluctuations the same as acoustic waves. Another popular approach, often referred to as the "sponge layer," attempts to dampen the flow perturbations by introducing artificial dissipation in the buffer region. Although the artificial dissipation removes all perturbations inside the sponge layer, incoming waves are still reflected from the interface boundary between the computational domain and the sponge layer. The effect of these refkections can be somewhat mitigated by appropriately selecting the artificial dissipation strength and the extent of the sponge layer. One of the most promising variants on the buffer region approach is the Perfectly Matched Layer (PML) technique. The PML technique mitigates spurious reflections from boundaries and interfaces by dampening the perturbation modes inside the buffer region such that their eigenfunctions remain unchanged. The technique was first developed by Berenger for application to problems involving electromagnetic wave propagation. It was later extended to the linearized Euler, Euler and Navier-Stokes equations by Hu and his coauthors. The PML technique ensures the no-reflection property for all waves, irrespective of incidence angle, wavelength, and propagation direction. Although the technique requires the solution of a set of auxiliary equations, the computational overhead is easily justified since it allows smaller domain sizes and can provide better accuracy, stability, and convergence of the numerical solution. In this paper, the PML technique is developed in the context of a high-order spectral-element Discontinuous Galerkin (DG) method. The technique is compared to other approaches to treating the in flow and out flow boundary, such as those based on using characteristic boundary conditions and sponge layers. The superiority of the current PML technique over other approaches is demonstrated for a range of test cases, viz., acoustic pulse propagation, convective vortex, shear layer flow, and low-pressure turbine cascade flow. The paper is structured as follows. We first derive the PML equations from the non{linear Euler equations. A short description of the higher-order DG method used is then described. Preliminary results for the four test cases considered are then presented and discussed. Details regarding current work that will be included in the final paper are also provided.

Spectral

Realizability-preserving discontinuous Galerkin method for spectral two-moment radiation transport in special relativity

Here we present a realizability-preserving numerical method for solving a spectral two-moment model to simulate the transport of massless, neutral particles interacting with a steady background material moving with relativistic velocities. The model is obtained as the special relativistic limit of a four-momentum-conservative general relativistic two-moment model. Using a maximum-entropy closure, we solve for the Eulerian-frame energy and momentum. The proposed numerical method is designed to preserve moment realizability, which corresponds to moments defined by a nonnegative phase-space density. The realizability-preserving method is achieved with the following key components: (i) a discontinuous Galerkin phase-space discretization with specially constructed numerical fluxes in the spatial and energy dimensions; (ii) a strong stability-preserving implicit-explicit time-integration method; (iii) a realizability-preserving conserved to primitive moment solver; (iv) a realizability-preserving implicit collision solver; and (v) a realizability-enforcing limiter. Component (iii) is necessitated by the closure procedure, which closes higher order moments nonlinearly in terms of primitive moments. The nonlinear conserved to primitive and the implicit collision solves are formulated as fixed-point problems, which are solved with custom iterative solvers designed to preserve the realizability of each iterate. With a series of numerical tests, we demonstrate the accuracy and robustness of this discontinuous-Galerkin-implicit-explicit method.

79 ASTRONOMY AND ASTROPHYSICS