A new numerical method is devised and analyzed for a type of ill-posed elliptic Cauchy problems by using the primal-dual weak Galerkin finite element method. This new primal-dual weak Galerkin algorithm is robust and efficient in the sense that the system arising from the scheme is symmetric, well-posed, and is satisfied by the exact solution (if it exists). An error estimate of optimal order is established for the corresponding numerical solutions in a scaled residual norm. In addition, a mathematical convergence is established in a weak $L^2$ topology for the new numerical method. Numerical results are reported to demonstrate the efficiency of the primal-dual weak Galerkin method as well as the accuracy of the numerical approximations.
This article devises a new primal-dual weak Galerkin finite element method for the convection-diffusion equation. Optimal order error estimates are established for the primal-dual weak Galerkin approximations in various discrete norms and the standard $L^2$ norms. A series of numerical experiments are conducted and reported to verify the theoretical findings.
A new primal-dual weak Galerkin (PDWG) finite element method is introduced and analyzed for the ill-posed elliptic Cauchy problems with ultra-low regularity assumptions on the exact solution. The Euler-Lagrange formulation resulting from the PDWG scheme yields a system of equations involving both the primal equation and the adjoint (dual) equation. The optimal order error estimate for the primal variable in a low regularity assumption is established. A series of numerical experiments are illustrated to validate effectiveness of the developed theory.
In this article, the authors present a new $L^p$- primal-dual weak Galerkin method ($L^p$-PDWG) for convection-diffusion equations with $p>1$. The existence and uniqueness of the numerical solution is discussed, and an optimal-order error estimate is derived in the $L^q$-norm for the primal variable, where $\frac 1p+\frac 1q=1$. Furthermore, error estimates are established for the numerical approximation of the dual variable in the standard $W^{m,p}$ norm, $0\le m\le 2$. Numerical results are presented to demonstrate the efficiency and accuracy of the proposed $L^p$-PDWG method.
A new primal-dual weak Galerkin (PD-WG) finite element method was developed and analyzed in this article for first-order linear convection equations in non-divergence form. The PD-WG method results in a symmetric discrete system involving not only the original equation for the primal variable, but also the dual/adjoint equation for the dual variable (also known as Lagrangian multiplier). Optimal order of error estimates in various discrete Sobolev norms are derived for the numerical solutions arising from the PD-WG scheme. Numerical results are produced and reported to illustrate the accuracy …
This article introduces a new primal-dual weak Galerkin (PDWG) finite element method for second order elliptic interface problems with ultra-low regularity assumptions on the exact solution and the interface and boundary data. It is proved that the PDWG method is stable and accurate with optimal order of error estimates in discrete and Sobolev norms. In particular, the error estimates are derived under the low regularity assumption of $u\in H^δ(Ω)$ for $δ> \frac12$ for the exact solution $u$. Extensive numerical experiments are conducted to provide numerical solutions that verify the efficienc…
This paper presents a new $L^p$-primal-dual weak Galerkin (PDWG) finite element method for the div-curl system with the normal boundary condition for $p>1$. Two crucial features for the proposed $L^p$-PDWG finite element scheme are as follows: (1) it offers an accurate and reliable numerical solution to the div-curl system under the low $W^{α, p}$-regularity ($α>0$) assumption for the exact solution; (2) it offers an effective approximation of the normal harmonic vector fields on domains with complex topology. An optimal order error estimate is established in the $L^q$-norm for the primal vari…
A simplified primal-dual weak Galerkin (S-PDWG) finite element method is designed for the Fokker-Planck type equation with non-smooth diffusion tensor and drift vector. The discrete system resulting from S-PDWG method has significantly fewer degrees of freedom compared with the one resulting from the PDWG method proposed by Wang-Wang \cite{WW-fp-2018}. Furthermore, the condition number of the S-PDWG method is smaller than the PDWG method \cite{WW-fp-2018} due to the introduction of a new stabilizer, which provides a potential for designing fast algorithms. Optimal order error estimates for the…
A modified primal-dual weak Galerkin (M-PDWG) finite element method is designed for the second order elliptic equation in non-divergence form. Compared with the existing PDWG methods proposed in \cite{wwnondiv}, the system of equations resulting from the M-PDWG scheme could be equivalently simplified into one equation involving only the primal variable by eliminating the dual variable (Lagrange multiplier). The resulting simplified system thus has significantly fewer degrees of freedom than the one resulting from existing PDWG scheme. In addition, the condition number of the simplified system …
A Locking-Free Weak Galerkin Finite Element Method for Elasticity Problems in the Primal Formulation
Georgia Institute of Technology（佐治亚理工学院）；Taizhou College, Nanjing Normal University（南京师范大学泰州学院）；Division of Mathematical Sciences, National Science Foundation（美国国家科学基金会数学科学处）；Jilin University（吉林大学）
We study Dual-Primal Isogeometric Tearing and Interconnecting (IETI-DP) solvers for non-conforming multi-patch discretizations of a generalized Poisson problem. We realize the coupling between the patches using a symmetric interior penalty discontinuous Galerkin (SIPG) approach. Previously, we have assumed that the interfaces between patches always consist of whole edges. In this paper, we drop this requirement and allow T-junctions. This extension is vital for the consideration of sliding interfaces, for example between the rotor and the stator of an electrical motor. One critical part for th…
In this paper, we develop a convergence theory for Dual-Primal Isogeometric Tearing and Interconnecting (IETI-DP) solvers for isogeometric multi-patch discretizations of the Poisson problem, where the patches are coupled using discontinuous Galerkin. The presented theory provides condition number bounds that are explicit in the grid sizes h and in the spline degrees p. We give an analysis that holds for various choices for the primal degrees of freedom: vertex values, edge averages, and a combination of both. If only the vertex values or both vertex values and edge averages are taken as primal…
We devise and analyze a class of the primal discontinuous Galerkin methods for the magnetic advection-diffusion problems based on the weighted-residual approach. In addition to the upwind stabilization, we find a new mechanism under the vector case that provides more flexibility in constructing the schemes. For the more general Friedrichs system, we show the stability and optimal error estimate, which boil down to two core ingredients -- the weight function and the special projection -- that contain information of advection. Numerical experiments are provided to verify the theoretical results.
A new $L^p$-primal-dual weak Galerkin method ($L^p$-PDWG) with $p>1$ is proposed for the first-order transport problems. The existence and uniqueness of the $L^p$-PDWG numerical solutions is established. In addition, the $L^p$-PDWG method offers a numerical solution which retains mass conservation locally on each element. An optimal order error estimate is established for the primal variable. A series of numerical results are presented to verify the efficiency and accuracy of the proposed $L^p$-PDWG scheme.
In the present paper, we propose a Local Discontinuous Galerkin (LDG) approximation for fully non-homogeneous systems of $p$-Navier-Stokes type. On the basis of the primal formulation, we prove well-posedness, stability (a priori estimates), and weak convergence of the method. To this end, we propose a new DG discretization of the convective term and develop an abstract non-conforming theory of pseudo-monotonicity, which is applied to our problem. We also use our approach to treat the $p$-Stokes problem.
We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a suitable linearization which guarantees the adjoint consistency of the numerical scheme. We derive error estimates and develop an efficient adaptive algorithm which balances the errors arising from the discretization and use of iterative solvers. Several numerical examples demonstrate the efficiency of this algorithm.
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…
A subspace correction method for discontinuous Galerkin discretizations of linear elasticity equations
Centre de Recerca Matemàtica（数学研究中心）；Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences（奥地利科学院约翰·拉顿计算与应用数学研究所）；Department of Mathematics, The Pennsylvania State University（宾夕法尼亚州立大学数学系）
We propose a goal-oriented mesh-adaptive algorithm for a finite element method stabilized via residual minimization on dual discontinuous-Galerkin norms. By solving a saddle-point problem, this residual minimization delivers a stable continuous approximation to the solution on each mesh instance and a residual projection onto a broken polynomial space, which is a robust error estimator to minimize the discrete energy norm via automatic mesh refinement. In this work, we propose and analyze a goal-oriented adaptive algorithm for this stable residual minimization. We solve the primal and adjoint …
This article devises a new numerical method for first-order transport problems by using the primal-dual weak Galerkin (PD-WG) finite element method recently developed in scientific computing. The PD-WG method is based on a variational formulation of the modeling equation for which the differential operator is applied to the test function so that low regularity for the exact solution of the original equation is sufficient for computation. The PD-WG finite element method indeed yields a symmetric system involving both the original equation for the primal variable and its dual for the dual variab…
This article presents a new primal-dual weak Galerkin method for second order elliptic equations in non-divergence form. The new method is devised as a constrained $L^p$-optimization problem with constraints that mimic the second order elliptic equation by using the discrete weak Hessian locally on each element. An equivalent min-max characterization is derived to show the existence and uniqueness of the numerical solution. Optimal order error estimates are established for the numerical solution under the discrete $W^{2,p}$ norm, as well as the standard $W^{1,p}$ and $L^p$ norms. An equivalent…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential equation (PDE) by casting it as a saddle point of a min-max problem and using iterative optimization methods to find the saddle point. Our approach is flexible with the choice of both time and spatial discretization schemes. It benefits from the implicit structure and gains large regions of stability, and overcomes the restriction on the mesh size in time by e…
In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust true error certifications and discuss three versions of greedy algorithms to balance the finite element error, the exact reduced basis error, and the adaptive mesh refinements. For a class of convex minimization variational problems which has corresponding dual problems satisfying the strong duality, the primal-dual gap between the primal and dual functionals c…
We present a general framework to compute upper and lower bounds for linear-functional outputs of the exact solutions of the Poisson equation based on reconstructions of the field variable and flux for both the primal and adjoint problems. The method is devised from a generalization of the complementary energy principle and the duality theory. Using duality theory, the computation of bounds is reduced to finding independent potential and equilibrated flux reconstructions. A generalization of this result is also introduced, allowing to derive alternative guaranteed bounds from nearly-arbitrary …
Efficient operator-coarsening multigrid schemes for local discontinuous Galerkin methods
Paulson School of Engineering and Applied Sciences, Harvard University（哈佛大学保罗工程与应用科学学院）；Mathematics Group, Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室数学组）
We devise and analyze two hybrid high-order (HHO) methods for the numerical approximation of the biharmonic problem. The methods support polyhedral meshes, rely on the primal formulation of the problem, and deliver $O(h^{k+1})$ $H^2$-error estimates when using polynomials of order $k\ge0$ to approximate the normal derivative on the mesh (inter)faces. Both HHO methods hinge on a stabilization in the spirit of Lehrenfeld--Schöberl for second-order PDEs. The cell unknowns are polynomials of order $(k+2)$ that can be eliminated locally by means of static condensation. The face unknowns approximati…
In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori error estimates. Moreover, we propose two possible error estimators and perform the corresponding a posteriori error analysis. The theoretical results are confirmed numerically and it is shown that the error estimators can be used to design an optimally convergent adaptive scheme.
The first super-convergent hybridisable discontinuous Galerkin (HDG) method for linear elastic problems capable of using the same degree of approximation for both the primal and mixed variables is presented. The key feature of the method is the strong imposition of the symmetry of the stress tensor by means of the well-known and extensively used Voigt notation, circumventing the use of complex mathematical concepts to enforce the symmetry of the stress tensor either weakly or strongly. A novel procedure to construct element-by-element a super-convergent post-processed displacement is proposed.…
A parallelizable iterative procedure based on domain decomposition is presented and analyzed for weak Galerkin finite element methods for second order elliptic equations. The convergence analysis is established for the decomposition of the domain into individual elements associated to the weak Galerkin methods or into larger subdomains. A series of numerical tests are illustrated to verify the theory developed in this paper.
Phase-field fracture models lead to variational problems that can be written as a coupled variational equality and inequality system. Numerically, such problems can be treated with Galerkin finite elements and primal-dual active set methods. Specifically, low-order and high-order finite elements may be employed, where, for the latter, only few studies exist to date. The most time-consuming part in the discrete version of the primal-dual active set (semi-smooth Newton) algorithm consists in the solutions of changing linear systems arising at each semi-smooth Newton step. We propose a new parall…
In this paper, we propose a Galerkin finite element method for the elliptic optimal control problem governed by the Riesz space-fractional PDEs on 2D domains with control variable being discretized by variational discretization technique. The optimality condition is derived and priori error estimates of control, costate and state variables are successfully established. Numerical test is carried out to illustrate the accuracy performance of this approach.
