Optimization of step rockets by the discrete maximum principle.
Optimum stage weight distribution in multistage rocket obtained by discrete maximum principle
MULTISTAGE ROCKET↗
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Optimization of step rockets by the discrete maximum principle.
Optimum stage weight distribution in multistage rocket obtained by discrete maximum principle
WEIGHT FACTOR↗
Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes
Several stabilized demoralization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin demoralization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS, and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobean linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Discrete maximum principle theory will be presented for general finite volume approximations on unstructured meshes. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc, will. be addressed as needed.
Barth, Timothy J.↗
Numerical Schemes for the Hamilton-Jacobi and Level Set Equations on Triangulated Domains
Borrowing from techniques developed for conservation law equations, numerical schemes which discretize the Hamilton-Jacobi (H-J), level set, and Eikonal equations on triangulated domains are presented. The first scheme is a provably monotone discretization for certain forms of the H-J equations. Unfortunately, the basic scheme lacks proper Lipschitz continuity of the numerical Hamiltonian. By employing a virtual edge flipping technique, Lipschitz continuity of the numerical flux is restored on acute triangulations. Next, schemes are introduced and developed based on the weaker concept of positive coefficient approximations for homogeneous Hamiltonians. These schemes possess a discrete maximum principle on arbitrary triangulations and naturally exhibit proper Lipschitz continuity of the numerical Hamiltonian. Finally, a class of Petrov-Galerkin approximations are considered. These schemes are stabilized via a least-squares bilinear form. The Petrov-Galerkin schemes do not possess a discrete maximum principle but generalize to high order accuracy.
Barth, Timothy J.↗
Matrix-free subcell residual distribution for Bernstein finite elements: Monolithic limiting
This paper is focused on the aspects of limiting in residual distribution (RD) schemes for high-order finite element approximations to advection problems. Both continuous and discontinuous Galerkin methods are considered in this work. Discrete maximum principles are enforced using algebraic manipulations of element contributions to the global nonlinear system. The required modifications can be carried out without calculating the element matrices and assembling their global counterparts. The components of element vectors associated with the standard Galerkin discretization are manipulated directly using localized subcell weights to achieve optimal accuracy. Low-order nonlinear RD schemes of this kind were originally developed to calculate local extremum diminishing predictors for flux-corrected transport (FCT) algorithms. In the present paper, we incorporate limiters directly into the residual distribution procedure, which makes it applicable to stationary problems and leads to well-posed nonlinear discrete problems. To circumvent the second-order accuracy barrier, the correction factors of monolithic limiting approaches and FCT schemes are adjusted using smoothness sensors based on second derivatives. Finally, the convergence behavior of presented methods is illustrated by numerical studies for two-dimensional test problems.
97 MATHEMATICS AND COMPUTING↗
Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints
The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.
97 MATHEMATICS AND COMPUTING↗
Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes
Several stabilized discretization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin discretization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobian linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. These variants have been implemented in the "ELF" library for which example calculations will be shown. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Some prevalent limiting strategies will be reviewed. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc. will be addressed as needed.
Barth, Timothy↗
Sparse invariant domain preserving discontinuous Galerkin methods with subcell convex limiting
In this paper, we develop high-order nodal discontinuous Galerkin (DG) methods for hyperbolic conservation laws that satisfy invariant domain preserving properties using subcell flux corrections and convex limiting. These methods are based on a subcell flux corrected transport (FCT) methodology that involves blending a high-order target scheme with a robust, low-order invariant domain preserving method that is obtained using a graph viscosity technique. Furthermore, the new low-order discretizations are based on sparse stencils which do not increase with the polynomial degree of the high-order DG method. As a result, the accuracy of the low-order method does not degrade when used with high-order target methods. The method is applied to both scalar conservation laws, for which the discrete maximum principle is naturally enforced, and to systems of conservation laws such as the Euler equations, for which positivity of density and a minimum principle for specific entropy are enforced. Numerical results are presented on a number of benchmark test cases.
97 MATHEMATICS AND COMPUTING↗
A robust fourth-order finite-difference discretization for the strongly anisotropic transport equation in magnetized plasmas
We propose a second-order temporally implicit, fourth-order-accurate spatial discretization scheme for the strongly anisotropic heat transport equation characteristic of hot, fusion-grade plasmas. Following Du Toit et al. (2018), the scheme transforms mixed-derivative diffusion fluxes (which are responsible for the lack of a discrete maximum principle) into nonlinear advective fluxes, amenable to nonlinear-solver-friendly monotonicity-preserving limiters. The scheme enables accurate multi-dimensional heat transport simulations with up to seven orders of magnitude of heat-transport-coefficient anisotropies with low cross-field numerical error pollution and excellent algorithmic performance, with the number of linear iterations scaling very weakly with grid resolution and grid anisotropy, and scaling with the square-root of the implicit timestep. We propose a multigrid preconditioning strategy based on a lower-order approximation that renders the scheme efficient and scalable under grid refinement. Several numerical tests are presented that display the expected spatial convergence rates and strong algorithmic performance, including fully nonlinear magnetohydrodynamics simulations of kink instabilities in a Bennett pinch in 2D helical geometry and of ITER in 3D toroidal geometry.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Optimal control of multiplicative control systems arising from cancer therapy
This study deals with ways of curtailing the rapid growth of cancer cell populations. The performance functional that measures the size of the population at the terminal time as well as the control effort is devised. With use of the discrete maximum principle, the Hamiltonian for this problem is determined and the condition for optimal solutions are developed. The optimal strategy is shown to be a bang-bang control. It is shown that the optimal control for this problem must be on the vertices of an N-dimensional cube contained in the N-dimensional Euclidean space. An algorithm for obtaining a local minimum of the performance function in an orderly fashion is developed. Application of the algorithm to the design of antitumor drug and X-irradiation schedule is discussed.
Bahrami, K.↗
Numerical aspects of computing high Reynolds number flows on unstructured meshes
An edge-data structure describing a mesh edge-wise given the vertices of each edge and neighboring cell information is used developing algorithms for the Navier-Stokes equations on triangular meshes. Edge formulas for the Galerkin and finite-element discretization of gradient, divergence, Hessian, and Laplacian operators are derived. A simple edge formula is derived for the discretization of the Laplacian operator, where precise theoretical conditions for a discrete maximum principle can be ascertained. Practical issues associated with solving the Navier-Stokes equations on unstructured meshes are addressed, along with issues concerning the generation of highly stretched triangular meshes and the modeling of turbulence on unstructured meshes. A turbulence modeling strategy is proposed, and numerical results for a high-Reynolds-number flow about single- and multielement airfoils are discussed.
Barth, Timothy J.↗
Finite Volume Methods: Foundation and Analysis
Finite volume methods are a class of discretization schemes that have proven highly successful in approximating the solution of a wide variety of conservation law systems. They are extensively used in fluid mechanics, porous media flow, meteorology, electromagnetics, models of biological processes, semi-conductor device simulation and many other engineering areas governed by conservative systems that can be written in integral control volume form. This article reviews elements of the foundation and analysis of modern finite volume methods. The primary advantages of these methods are numerical robustness through the obtention of discrete maximum (minimum) principles, applicability on very general unstructured meshes, and the intrinsic local conservation properties of the resulting schemes. Throughout this article, specific attention is given to scalar nonlinear hyperbolic conservation laws and the development of high order accurate schemes for discretizing them. A key tool in the design and analysis of finite volume schemes suitable for non-oscillatory discontinuity capturing is discrete maximum principle analysis. A number of building blocks used in the development of numerical schemes possessing local discrete maximum principles are reviewed in one and several space dimensions, e.g. monotone fluxes, E-fluxes, TVD discretization, non-oscillatory reconstruction, slope limiters, positive coefficient schemes, etc. When available, theoretical results concerning a priori and a posteriori error estimates are given. Further advanced topics are then considered such as high order time integration, discretization of diffusion terms and the extension to systems of nonlinear conservation laws.
Barth, Timothy↗
Theory of optimum discrete time systems.
Maximum principle in optimization of discrete time systems described by difference equations
VECTOR CONTROL↗
Maximum principle methods for the discretization error in the approximation of the Bergman harmonic kernel by finite difference methods.
Approximation for discretization error of discrete analog of Bergman harmonic kernel, discussing discretization error in Dirichlet and Neumann problems for Laplace equation
Huddleston, R. E.↗
A quadratic programming flux correction method for high-order DG discretizations of S transport
In this work, we present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin (DG) discretizations of the S N transport equation, and we demonstrate the compatibility of this approach with the Variable Eddington Factor (VEF) method. The new fixup approach is sweep-compatible: during a transport sweep (block Gauss-Seidel iteration in which the scattering source is lagged), a local quadratic programming (QP) problem is solved in each spatial element to ensure that the solution satisfies certain physical constraints, including local particle balance. In this paper, we describe two choices of physical constraints, resulting in two variants of the method: QP Zero (QPZ) and QP Maximum Principle (QPMP). In QPZ, the finite element coefficients of the solution are constrained to be nonnegative. In QPMP, they are constrained to adhere to an approximate discrete maximum principle. There are two primary takeaways in this paper. First, when the positive Bernstein basis is used for DG discretization, the QPMP method eliminates negativities, preserves high-order accuracy for smooth problems, and significantly dampens unphysical oscillations in the solution. The latter feature – the dampening of unphysical oscillations – is an improvement upon standard, simpler fixup approaches such as the approach described in (denoted as the “zero and rescale” (ZR) method in this paper). This improvement comes at a moderate computational cost, but it is not prohibitive. Our results show that, even in an unrealistic worst-case scenario where 83% of the spatial elements require a fixup, the computational cost of performing a transport sweep with fixup is only ~31% greater than performing one without fixup. The second takeaway is that the VEF method can be used to accelerate the convergence of transport sweeps even when a fixup is applied. When optically thick regions are present, transport sweeps converge slowly, regardless of whether a fixup is applied, and acceleration is needed. However, attempting to apply standard diffusion synthetic acceleration (DSA) to fixed-up transport sweeps results in divergence for optically thick problems. Our results show that the same is not true for VEF. When VEF is combined with fixed-up transport sweeps, the result is a scheme that produces a nonnegative solution, converges independently of the mean free path, and, in the case of the QPMP fixup, adheres to an approximate discrete maximum principle.
97 MATHEMATICS AND COMPUTING↗
Physics-based stabilized finite element approximations of the Poisson–Nernst–Planck equations
We present and analyze two stabilized finite element methods for solving numerically the Poisson–Nernst–Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for the ion equations, whereas the discrete equation for the electric potential need not be stabilized. Discrete solutions stemmed from the first algorithm preserve both maximum and minimum discrete principles. For the second algorithm, its discrete solutions are conceived so that they hold discrete principles and obey an entropy law provided that an acuteness condition is imposed for meshes. Remarkably the latter is found to be unconditionally stable. We validate our methodology through transient numerical experiments that show convergence toward steady-state solutions.
97 MATHEMATICS AND COMPUTING↗
High resolution schemes and the entropy condition
A systematic procedure for constructing semidiscrete, second order accurate, variation diminishing, five point band width, approximations to scalar conservation laws, is presented. These schemes are constructed to also satisfy a single discrete entropy inequality. Thus, in the convex flux case, convergence is proven to be the unique physically correct solution. For hyperbolic systems of conservation laws, this construction is used formally to extend the first author's first order accurate scheme, and show (under some minor technical hypotheses) that limit solutions satisfy an entropy inequality. Results concerning discrete shocks, a maximum principle, and maximal order of accuracy are obtained. Numerical applications are also presented.
Osher, S.↗