A second order in time modified Lagrange-Galerkin finite element method for the incompressible Navier-Stokes equations

We introduce a second order in time modified Lagrange--Galerkin (MLG) method for the time dependent incompressible Navier--Stokes equations. The main ingredient of the new method is the scheme proposed to calculate in a more efficient manner the Galerkin projection of the functions transported along the characteristic curves of the transport operator. We present error estimates for velocity and pressure in the framework of mixed finite elements when either the mini-element or the $P2/P1$ Taylor--Hood element are used.

Truncation error estimation in the Discontinuous Galerkin Spectral Element Method

En esta tesis, el método de estimación de error de truncación conocido como restimation ha sido extendido de esquemas de bajo orden a esquemas de alto orden. La mayoría de los trabajos en la bibliografía utilizan soluciones convergidas en mallas de distinto refinamiento para realizar la estimación. En este trabajo se utiliza una solución en una única malla con distintos órdenes polinómicos. Además, no se requiere que esta solución esté completamente convergida, resultando en el método conocido como quasi-a priori T-estimation. La aproximación quasi-a priori estima el error mientras el residuo del método iterativo no es despreciable. En este trabajo se demuestra que algunas de las hipótesis fundamentales sobre el comportamiento del error, establecidas para métodos de bajo orden, dejan de ser válidas en esquemas de alto orden, haciendo necesaria una revisión completa del comportamiento del error antes de redefinir el algoritmo. Para facilitar esta tarea, en una primera etapa se considera el método conocido como Chebyshev Collocation, limitando la aplicación a geometrías simples. La extensión al método Discontinuouos Galerkin Spectral Element Method presenta dificultades adicionales para la definición precisa y la estimación del error, debidos a la formulación débil, la discretización multidominio y la formulación discontinua. En primer lugar, el análisis se enfoca en leyes de conservación escalares para examinar la precisión de la estimación del error de truncación. Después, la validez del análisis se demuestra para las ecuaciones incompresibles y compresibles de Euler y Navier Stokes. El método de aproximación quasi-a priori r-estimation permite desacoplar las contribuciones superficiales y volumétricas del error de truncación, proveyendo información sobre la anisotropía de las soluciones así como su ratio de convergencia con el orden polinómico. Se demuestra que esta aproximación quasi-a priori produce estimaciones del error de truncación con precisión espectral. ABSTRACT In this thesis, the τ-estimation method to estimate the truncation error is extended from low order to spectral methods. While most works in the literature rely on fully time-converged solutions on grids with different spacing to perform the estimation, only one grid with different polynomial orders is used in this work. Furthermore, a non timeconverged solution is used resulting in the quasi-a priori τ-estimation method. The quasi-a priori approach estimates the error when the residual of the time-iterative method is not negligible. It is shown in this work that some of the fundamental assumptions about error tendency, well established for low order methods, are no longer valid in high order schemes, making necessary a complete revision of the error behavior before redefining the algorithm. To facilitate this task, the Chebyshev Collocation Method is considered as a first step, limiting their application to simple geometries. The extension to the Discontinuous Galerkin Spectral Element Method introduces additional features to the accurate definition and estimation of the error due to the weak formulation, multidomain discretization and the discontinuous formulation. First, the analysis focuses on scalar conservation laws to examine the accuracy of the estimation of the truncation error. Then, the validity of the analysis is shown for the incompressible and compressible Euler and Navier Stokes equations. The developed quasi-a priori τ-estimation method permits one to decouple the interfacial and the interior contributions of the truncation error in the Discontinuous Galerkin Spectral Element Method, and provides information about the anisotropy of the solution, as well as its rate of convergence in polynomial order. It is demonstrated here that this quasi-a priori approach yields a spectrally accurate estimate of the truncation error.

A Pre-processing Moving Mesh Method for Discontinuous Galerkin Approximations of Advection-Diffusion-Reaction Problems

We propose a pre-processing mesh re-distribution algorithm based upon harmonic maps employed in conjunction with discontinuous Galerkin approximations of advection-diffusion-reaction problems. Extensive two-dimensional numerical experiments with different choices of monitor functions, including monitor functions derived from goal-oriented a posteriori error indicators are presented. The examples presented clearly demonstrate the capabilities and the benefits of combining our pre-processing mesh movement algorithm with both uniform, as well as, adaptive isotropic and anisotropic mesh refinement.

Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.

Stabilized Petrov-Galerkin methods for the convection-diffusion-reaction and the Helmholtz equations

We present two new stabilized high-resolution numerical methods for the convection–diffusion–reaction (CDR) and the Helmholtz equations respectively. The work embarks upon a priori analysis of some consistency recovery procedures for some stabilization methods belonging to the Petrov–Galerkin framework. It was found that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not feasible when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov–Galerkin (HRPG) method for the 1D CDR problem. The problem is studied from a fresh point of view, including practical implications on the formulation of the maximum principle, M-Matrices theory, monotonicity and total variation diminishing (TVD) finite volume schemes. The current method is next in line to earlier methods that may be viewed as an upwinding plus a discontinuity-capturing operator. Finally, some remarks are made on the extension of the HRPG method to multidimensions. Next, we present a new numerical scheme for the Helmholtz equation resulting in quasi-exact solutions. The focus is on the approximation of the solution to the Helmholtz equation in the interior of the domain using compact stencils. Piecewise linear/bilinear polynomial interpolation are considered on a structured mesh/grid. The only a priori requirement is to provide a mesh/grid resolution of at least eight elements per wavelength. No stabilization parameters are involved in the definition of the scheme. The scheme consists of taking the average of the equation stencils obtained by the standard Galerkin finite element method and the classical finite difference method. Dispersion analysis in 1D and 2D illustrate the quasi-exact properties of this scheme. Finally, some remarks are made on the extension of the scheme to unstructured meshes by designing a method within the Petrov–Galerkin framework.

Discontinuous Galerkin methods for the Multi-dimensional Vlasov-Poisson problem

We introduce and analyze two new semi-discrete numerical methods for the multi-dimensional Vlasov-Poisson system. The schemes are constructed by combing a discontinuous Galerkin approximation to the Vlasov equation together with a mixed finite element method for the Poisson problem. We show optimal error estimates in the case of smooth compactly supported initial data. We propose a scheme that preserves the total energy of the system.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A wavenumber independent boundary element method for an acoustic scattering problem

In this paper we consider the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data, a problem which models, for example, outdoor sound propagation over inhomogeneous. at terrain. To achieve good approximation at high frequencies with a relatively low number of degrees of freedom, we propose a novel Galerkin boundary element method, using a graded mesh with smaller elements adjacent to discontinuities in impedance and a special set of basis functions so that, on each element, the approximation space contains polynomials ( of degree.) multiplied by traces of plane waves on the boundary. We prove stability and convergence and show that the error in computing the total acoustic field is O( N-(v+1) log(1/2) N), where the number of degrees of freedom is proportional to N logN. This error estimate is independent of the wavenumber, and thus the number of degrees of freedom required to achieve a prescribed level of accuracy does not increase as the wavenumber tends to infinity.

A high frequency boundary element method for scattering by convex polygons with impedance boundary conditions

We consider scattering of a time harmonic incident plane wave by a convex polygon with piecewise constant impedance boundary conditions. Standard finite or boundary element methods require the number of degrees of freedom to grow at least linearly with respect to the frequency of the incident wave in order to maintain accuracy. Extending earlier work by Chandler-Wilde and Langdon for the sound soft problem, we propose a novel Galerkin boundary element method, with the approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh with smaller elements closer to the corners of the polygon. Theoretical analysis and numerical results suggest that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency of the incident wave.

A finite element method for second order nonvariational elliptic problems

We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence) form of a second order linear elliptic problem. The key tools are an appropriate concept of “finite element Hessian” and a Schur complement approach to solving the resulting linear algebra problem. The method is illustrated with computational experiments on three linear and one quasi-linear PDE, all in nonvariational form.

Discontinuous Galerkin methods for the p-biharmonic equation from a discrete variational perspective

We study discontinuous Galerkin approximations of the p-biharmonic equation for p∈(1,∞) from a variational perspective. We propose a discrete variational formulation of the problem based on an appropriate definition of a finite element Hessian and study convergence of the method (without rates) using a semicontinuity argument. We also present numerical experiments aimed at testing the robustness of the method.

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems II: Strongly monotone quasi-Newtonian flows

In this article, we develop the a priori and a posteriori error analysis of hp-version interior penalty discontinuous Galerkin finite element methods for strongly monotone quasi-Newtonian fluid flows in a bounded Lipschitz domain Ω ⊂ ℝd, d = 2, 3. In the latter case, computable upper and lower bounds on the error are derived in terms of a natural energy norm, which are explicit in the local mesh size and local polynomial degree of the approximating finite element method. A series of numerical experiments illustrate the performance of the proposed a posteriori error indicators within an automatic hp-adaptive refinement algorithm.

A total variation discontinuous Galerkin approach for image restoration

The focal point of this paper is to propose and analyze a P 0 discontinuous Galerkin (DG) formulation for image denoising. The scheme is based on a total variation approach which has been applied successfully in previous papers on image processing. The main idea of the new scheme is to model the restoration process in terms of a discrete energy minimization problem and to derive a corresponding DG variational formulation. Furthermore, we will prove that the method exhibits a unique solution and that a natural maximum principle holds. In addition, a number of examples illustrate the effectiveness of the method.

Adaptation strategies for high order discontinuous Galerkin methods based on Tau-estimation

In this paper three p-adaptation strategies based on the minimization of the truncation error are presented for high order discontinuous Galerkin methods. The truncation error is approximated by means of a ? -estimation procedure and enables the identification of mesh regions that require adaptation. Three adaptation strategies are developed and termed a posteriori, quasi-a priori and quasi-a priori corrected. All strategies require fine solutions, which are obtained by enriching the polynomial order, but while the former needs time converged solutions, the last two rely on non-converged solutions, which lead to faster computations. In addition, the high order method permits the spatial decoupling for the estimated errors and enables anisotropic p-adaptation. These strategies are verified and compared in terms of accuracy and computational cost for the Euler and the compressible Navier?Stokes equations. It is shown that the two quasi- a priori methods achieve a significant reduction in computational cost when compared to a uniform polynomial enrichment. Namely, for a viscous boundary layer flow, we obtain a speedup of 6.6 and 7.6 for the quasi-a priori and quasi-a priori corrected approaches, respectively.

Adaptation Strategies for Discontinuous Galerkin Spectral Element Methods by means of Truncation Error Estimations

In this work a p-adaptation (modification of the polynomial order) strategy based on the minimization of the truncation error is developed for high order discontinuous Galerkin methods. The truncation error is approximated by means of a truncation error estimation procedure and enables the identification of mesh regions that require adaptation. Three truncation error estimation approaches are developed and termed a posteriori, quasi-a priori and quasi-a priori corrected. Fine solutions, which are obtained by enriching the polynomial order, are required to solve the numerical problem with adequate accuracy. For the three truncation error estimation methods the former needs time converged solutions, while the last two rely on non-converged solutions, which lead to faster computations. Based on these truncation error estimation methods, algorithms for mesh adaptation were designed and tested. Firstly, an isotropic adaptation approach is presented, which leads to equally distributed polynomial orders in different coordinate directions. This first implementation is improved by incorporating a method to extrapolate the truncation error. This results in a significant reduction of computational cost. Secondly, the employed high order method permits the spatial decoupling of the estimated errors and enables anisotropic p-adaptation. The incorporation of anisotropic features leads to meshes with different polynomial orders in the different coordinate directions such that flow-features related to the geometry are resolved in a better manner. These adaptations result in a significant reduction of degrees of freedom and computational cost, while the amount of improvement depends on the test-case. Finally, this anisotropic approach is extended by using error extrapolation which leads to an even higher reduction in computational cost. These strategies are verified and compared in terms of accuracy and computational cost for the Euler and the compressible Navier-Stokes equations. The main result is that the two quasi-a priori methods achieve a significant reduction in computational cost when compared to a uniform polynomial enrichment. Namely, for a viscous boundary layer flow, we obtain a speedup of a factor of 6.6 and 7.6 for the quasi-a priori and quasi-a priori corrected approaches, respectively. RESUMEN En este trabajo se ha desarrollado una estrategia de adaptación-p (modificación del orden polinómico) para métodos Galerkin discontinuo de alto orden basada en la minimización del error de truncación. El error de truncación se estima utilizando el método tau-estimation. El estimador permite la identificación de zonas de la malla que requieren adaptación. Se distinguen tres técnicas de estimación: a posteriori, quasi a priori y quasi a priori con correción. Todas las estrategias requieren una solución obtenida en una malla fina, la cual es obtenida aumentando de manera uniforme el orden polinómico. Sin embargo, mientras que el primero requiere que esta solución esté convergida temporalmente, el resto utiliza soluciones no convergidas, lo que se traduce en un menor coste computacional. En este trabajo se han diseñado y probado algoritmos de adaptación de malla basados en métodos tau-estimation. En primer lugar, se presenta un algoritmo de adaptacin isótropo, que conduce a discretizaciones con el mismo orden polinómico en todas las direcciones espaciales. Esta primera implementación se mejora incluyendo un método para extrapolar el error de truncación. Esto resulta en una reducción significativa del coste computacional. En segundo lugar, el método de alto orden permite el desacoplamiento espacial de los errores estimados, permitiendo la adaptación anisotropica. Las mallas obtenidas mediante esta técnica tienen distintos órdenes polinómicos en cada una de las direcciones espaciales. La malla final tiene una distribución óptima de órdenes polinómicos, los cuales guardan relación con las características del flujo que, a su vez, depenen de la geometría. Estas técnicas de adaptación reducen de manera significativa los grados de libertad y el coste computacional. Por último, esta aproximación anisotropica se extiende usando extrapolación del error de truncación, lo que conlleva un coste computational aún menor. Las estrategias se verifican y se comparan en téminors de precisión y coste computacional utilizando las ecuaciones de Euler y Navier Stokes. Los dos métodos quasi a priori consiguen una reducción significativa del coste computacional en comparación con aumento uniforme del orden polinómico. En concreto, para una capa límite viscosa, obtenemos una mejora en tiempo de computación de 6.6 y 7.6 respectivamente, para las aproximaciones quasi-a priori y quasi-a priori con corrección.