On perfectly matched layers for discontinuous Petrov-Galerkin methods
The Institute for Computational Engineering and Sciences (ICES), The University of Texas at Austin（德克萨斯大学奥斯汀分校计算工程与科学研究所）；MSC Software Corporation（MSC软件公司）
Ali Vaziri Astaneh, Brendan Keith, Leszek Demkowicz
In this article, several discontinuous Petrov-Galerkin (DPG) methods with perfectly matched layers (PMLs) are derived along with their quasi-optimal graph test norms. Ultimately, two different complex coordinate stretching strategies are considered in these derivations. Unlike with classical formulations used by Bubnov-Galerkin methods, with so-called ultraweak variational formulations, these two strategies in fact deliver different formulations in the PML region. One of the strategies, which is argued to be more physically natural, is employed for numerically solving two- and three-dimensional time-harmonic acoustic, elastic, and electromagnetic wave propagation problems, defined in unbounded domains. Through these numerical experiments, efficacy of the new DPG methods with PMLs is verified.
Galerkin and Petrov-Galerkin methods are some of the most successful solution procedures in numerical analysis. Their popularity is mainly due to the optimality properties of their approximate solution. We show that these features carry over to the (Petrov-)Galerkin methods applied for the solution of linear matrix equations. Some novel considerations about the use of Galerkin and Petrov-Galerkin schemes in the numerical treatment of general linear matrix equations are expounded and the use of constrained minimization techniques in the Petrov-Galerkin framework is proposed.
Existing a priori convergence results of the discontinuous Petrov-Galerkin method to solve the problem of linear elasticity are improved. Using duality arguments, we show that higher convergence rates for the displacement can be obtained. Post-processing techniques are introduced in order to prove superconvergence and numerical experiments {\color{black} confirm} our theory.
Petrov-Galerkin methods are always considered in numerical solutions of differential and integral equations $ Ax=b $. It is common to consider the convergence and error analysis when $ b \in \mathcal{R}(A) $ which make the equation solvable. However, the case when $ b \notin \mathcal{R}(A) $ is always ignored. In this paper, we consider the numerical behavior of Petrov-Galerkin methods when $ b \notin \mathcal{R}(A) $. It is a natural guess that when $ b \in \mathcal{R}(A) $, the corresponding approximate solution constructed by Petrov-Galerkin methods with arbitrary basis will diverge to infi…
In this paper we investigate the numerical approximation of the fractional diffusion, advection, reaction equation on a bounded interval. Recently the explicit form of the solution to this equation was obtained. Using the explicit form of the boundary behavior of the solution and Jacobi polynomials, a Petrov-Galerkin approximation scheme is proposed and analyzed. Numerical experiments are presented which support the theoretical results, and demonstrate the accuracy and optimal convergence of the approximation method.
In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and the regularity is constructed for the solution in weighted Sobolev space. We present an optimal error estimate of the spectral Petrov-Galerkin method, and prove that the convergence order of the method in the weighted $L^2$-norm is $3α+1$ for smooth source term, where $α$ is the order of the fractional derivative. An iteration algorithm with a quasi-linear com…
In this paper, we propose a numerical method for turning point problems in one dimension based on Petrov-Galerkin finite element method (PGFEM). We first give a priori estimate for the turning point problem with a single boundary turning point. Then we use PGFEM to solve it, where test functions are the solutions to piecewise approximate dual problems. We prove that our method has a first-order convergence rate in both $L^\infty$ norm and an energy norm when we select the exact solutions to dual problems as test functions. Numerical results show that our scheme is efficient for turning point p…
In this paper, we present and study $C^1$ Petrov-Galerkin and Gauss collocation methods with arbitrary polynomial degree $k$ ($\ge 3$) for one-dimensional elliptic equations. We prove that, the solution and its derivative approximations converge with rate $2k-2$ at all grid points; and the solution approximation is superconvergent at all interior roots of a special Jacobi polynomial of degree $k+1$ in each element, the first-order derivative approximation is superconvergent at all interior $k-2$ Lobatto points, and the second-order derivative approximation is superconvergent at $k-1$ Gauss poi…
In this paper, we investigate a spectral Petrov-Galerkin method for an optimal control problem governed by a two-sided space-fractional diffusion-advection-reaction equation. Taking into account the effect of singularities near the boundary generated by the weak singular kernel of the fractional operator, we establish the regularity of the problem in weighted Sobolev space. Error estimates are provided for the presented spectral Petrov-Galerkin method and the convergence orders of the state and control variables are determined. Furthermore, a fast projected gradient algorithm with a quasi-line…
In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable coefficient, which makes both the mathematical and numerical analysis challenging. To resolve this issue, we design appropriate test and trial functions to prove the inf-sup condition of the variable coefficient fractional diffusion, advection, reaction operators in suitable function spaces. Based on this property, we prove the well-posedness and regularity of the sol…
In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated case can lead to non-physical oscillations in the numerical approximation, often referred to as Gibbs phenomena. The idea of this article is to consider the approximation problem as a residual minimization in dual norms in Lq-type Sobolev spaces, with 1 < q < $\infty$. We then apply a non-standard, non-linear PetrovGalerkin discretization, that is applicabl…
Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables adaptivity in space and time as well as model reduction w.r.t. both type of variables. In this paper, we show that matrix oriented techniques can significantly reduce the computational timings for solving the arising linear systems outperforming both time-stepping schemes and other solvers.
The discontinuous Petrov Galerkin (DPG) methodology of Demkowicz and Gopalakrishnan introduced in their first paper has been widely used for problems in computational mechanics. In this investigation, we propose the DPG method for option pricing and sensitivity analysis under the basic Black-Scholes model. In this investigation, primal and ultra-weak formulation of the DPG method is derived for Vanilla options, American options, Asian options, and Barrier options. A wide range of standard numerical experiments is conducted to examine the convergence, stability, and efficiency of the proposed m…
We propose a stable Petrov-Galerkin discretization of a kinetic Fokker-Planck equation constructed in such a way that uniform inf-sup stability can be inferred directly from the variational formulation. Inspired by well-posedness results for parabolic equations, we derive a lower bound for the dual inf-sup constant of the Fokker-Planck bilinear form by means of stable pairs of trial and test functions. The trial function of such a pair is constructed by applying the kinetic transport operator and the inverse velocity Laplace-Beltrami operator to a given test function. For the Petrov-Galerkin p…
University Paris-Sud（巴黎第十一大学）；Conservatoire National des Arts et Métiers（法国国立工艺院）；Laboratoire de Mathématiques et de leurs Applications, CNRS, Université de Pau（波尔多大学数学及其应用实验室，法国国家科学研究中心）；Université de Pau（波尔多大学）
Numerical approximation of the Boltzmann equation presents a challenging problem due to its high-dimensional, nonlinear, and nonlocal collision operator. Among the deterministic methods, the Fourier-Galerkin spectral method stands out for its relative high accuracy and possibility of being accelerated by the fast Fourier transform. However, this method requires a domain truncation which is unphysical since the collision operator is defined in $\mathbb{R}^d$. In this paper, we introduce a Petrov-Galerkin spectral method for the Boltzmann equation in the unbounded domain. The basis functions (bo…
Three kinds of Fragile Points Methods based on Petrov-Galerkin weak-forms (PG-FPMs) are proposed for analyzing heat conduction problems in nonhomogeneous anisotropic media. This is a follow-up of the previous study on the original FPM based on a symmetric Galerkin weak-form. The trial function is piecewise-continuous, written as local Taylor expansions at the Fragile Points. A modified Radial Basis Function-based Differential Quadrature (RBF-DQ) method is employed for establishing the local approximation. The Dirac delta function, Heaviside step function, and the local fundamental solution of …
Robust recovery-type a posteriori error estimators for streamline upwind/Petrov Galerkin discretizations for singularly perturbed problems
Chongqing Jiaotong University（重庆交通大学）；Texas A&M International University（德州农工国际大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Wayne State University（韦恩州立大学）
Raviart-Thomas finite elements of Petrov-Galerkin type
Laboratoire de Mathématiques, Université Paris-Sud（巴黎南大学数学实验室）；Conservatoire National des Arts et Métiers（国立工艺学院）；Laboratoire de Mathématiques et de leurs Applications, UMR CNRS 5142 Université de Pau et des Pays de l’Adour（波城及阿杜尔地区大学数学及其应用实验室）
On bounded and simply connected planar analytic domain $ Ω$, by $ 2π$ periodic parametric representation of boundary curve $ \partial Ω$, Symm's integral equation of the first kind takes form $ K Ψ= g $, where $ K $ is seen as an operator mapping from $ L^2(0,2π) $ to itself. The classical result show complete convergence and error analysis in $ L^2 $ setting for least squares, dual least squares, Bubnov-Galerkin methods with Fourier basis when $ g \in H^r(0,2π), \ r \geq 1 $. In this paper, weakening the boundary $ \partial Ω$ from analytic to $ C^3 $ class, we maintain the convergence and er…
In this work, we propose and develop an arbitrary-order adaptive discontinuous Petrov-Galerkin (DPG) method for the nonlinear Grad-Shafranov equation. An ultraweak formulation of the DPG scheme for the equation is given based on a minimal residual method. The DPG scheme has the advantage of providing more accurate gradients compared to conventional finite element methods, which is desired for numerical solutions to the Grad-Shafranov equation. The numerical scheme is augmented with an adaptive mesh refinement approach, and a criterion based on the residual norm in the minimal residual method i…
While deep learning has achieved remarkable success in solving partial differential equations (PDEs), it still faces significant challenges, particularly when the PDE solutions have low regularity or singularities. To address these issues, we propose the Weak TransNet (WTN) method, based on a Petrov-Galerkin formulation, for solving elliptic PDEs in this work, though its framework may extend to other classes of equations. Specifically, the neural feature space defined by TransNet (Zhang et al., 2023) is used as the trial space, while the test space is composed of radial basis functions. Since …
In this paper, a new $C^1$-conforming Petrov-Galerkin method for convection-diffusion equations is designed and analyzed. The trail space of the proposed method is a $C^1$-conforming ${\mathbb Q}_k$ (i.e., tensor product of polynomials of degree at most $k$) finite element space while the test space is taken as the $L^2$ (discontinuous) piecewise ${\mathbb Q}_{k-2}$ polynomial space. Existence and uniqueness of the numerical solution is proved and optimal error estimates in all $L^2, H^1, H^2$-norms are established. In addition, superconvergence properties of the new method are investigated an…
Space-Time Petrov-Galerkin FEM for Fractional Diffusion Problems
Central South University（中南大学）；Texas A&M University（德克萨斯农工大学）；University College London（伦敦大学学院）；Bulgarian Academy of Sciences（保加利亚科学院）；Columbia University（哥伦比亚大学）
