The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly modeled by random coefficients. For flows in heterogeneous\textbackslash fractured\textbackslash porous media, the coefficients are modeled as discontinuous random fields, where the interfaces along the stochastic discontinuities represent transitions in the media. More precisely, the random coefficient is given by the sum of a (continuous) Gaussian random field and a (discontinuous) jump part. In this work moments of the solution to the random partial differential equation are calculated using a path-wise numerical approximation combined with multilevel Monte Carlo sampling. The discontinuities dictate the spatial discretization, which leads to a stochastic grid. Hence, the refinement parameter and problem-dependent constants in the error analysis are random variables and we derive (optimal) a-priori convergence rates in a mean-square sense.
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media, the parameters of the equation are spatially discontinuous. Specifically, a scenario with coupled advection- and diffusion coefficients that are modeled as sums of continuous random fields and discontinuous jump components are considered. For the numerical approximation of the solution, an adaptive, pathwise discretization scheme based on a Finite Element ap…
We consider conservation laws with discontinuous flux where the initial datum, the flux function, and the discontinuous spatial dependency coefficient are subject to randomness. We establish a notion of random adapted entropy solutions to these equations and prove well-posedness provided that the spatial dependency coefficient is piecewise constant with finitely many discontinuities. In particular, the setting under consideration allows the flux to change across finitely many points in space whose positions are uncertain. We propose a single- and multilevel Monte Carlo method based on a finite…
Multi-level preconditioners for Discontinuous Galerkin (DG) discretizations are widely used to solve elliptic equations, and a main ingredient of such solvers is the interpolation operator to transfer information from the coarse to the fine grid. Classical interpolation operators give continuous interpolated values, but since DG solutions are naturally discontinuous, one might wonder if one should not use discontinuous interpolation operators for DG discretizations. We consider a discontinuous interpolation operator with a parameter that controls the discontinuity, and determine the optimal ch…
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.
Time-space adaptive discontinuous Galerkin method for advection-diffusion equations with non-linear reaction mechanism
Middle East Technical University（中东理工大学）；Institute of Applied Mathematics, Middle East Technical University（中东理工大学应用数学研究所）；Department of Mathematics, Middle East Technical University（中东理工大学数学系）
In this paper, we use Fourier analysis to study the superconvergence of the semi-discrete discontinuous Galerkin method for scalar linear advection equations in one spatial dimension. The error bounds and asymptotic errors are derived for initial discretization by $L_2$ projection, Gauss-Radau projection, and other projections proposed by Cao et. al. For pedagogical purpose, the errors are computed in two different ways. In the first approach, we compute the difference between the numerical solution and a special interpolation of the exact solution, and show that it consists of an asymptotic e…
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often taken into account by a randomization of the diffusion coefficient of the elliptic equation which reveals the necessity of the construction of flexible, spatially discontinuous random fields. Subordinated Gaussian random fields are random functions on higher dimensional parameter domains with discontinuous sample paths and great distributional flexibility. …
This is the second in a series of papers on implementing a discontinuous Galerkin (DG) method as an open source Matlab / GNU Octave toolbox. The intention of this ongoing project is to offer a rapid prototyping package for application development using DG methods. The implementation relies on fully vectorized matrix / vector operations and is comprehensively documented. Particular attention was paid to maintaining a direct mapping between discretization terms and code routines as well as to supporting the full code functionality in GNU Octave. The present work focuses on a two-dimensional time…
We analyze families of primal high-order hybridizable discontinuous Galerkin (HDG) methods for solving degenerate (second-order) elliptic problems. One major trouble regarding this class of PDEs concerns its mathematical nature, which may be nonuniform over the domain. Due to the local degeneracy of the diffusion term, it can be purely hyperbolic in a subregion and elliptic in the rest. This problem is thus quite delicate to solve since the exact solution is discontinuous at interfaces separating both elliptic and hyperbolic parts. The proposed HDG method is developed in a unified and compact …
A modified equation analysis for immersed boundary methods based on volume penalization: applications to linear advection-diffusion and high-order discontinuous Galerkin schemes
This paper studies least-squares ReLU neural network method for solving the linear advection-reaction problem with discontinuous solution. The method is a discretization of an equivalent least-squares formulation in the set of neural network functions with the ReLU activation function. The method is capable of approximating the discontinuous interface of the underlying problem automatically through the free hyper-planes of the ReLU neural network and, hence, outperforms mesh-based numerical methods in terms of the number of degrees of freedom. Numerical results of some benchmark test problems …
Insights on aliasing driven instabilities for advection equations with application to Gauss-Lobatto discontinuous Galerkin methods
Department of Mathematics, The Florida State University（佛罗里达州立大学数学系）；ETSIAE-UPM - Universidad Politécnica de Madrid. School of Aeronautics（马德里理工大学航空工程学院）
In this work, we introduce a generalization of the enriched Galerkin (EG) method. The key feature of our scheme is an adaptive two-mesh approach that, in addition to the standard enrichment of a conforming finite element discretization via discontinuous degrees of freedom, allows to subdivide selected (e.g. troubled) mesh cells in a non-conforming fashion and to use further discontinuous enrichment on this finer submesh. We prove stability and sharp a priori error estimates for a linear advection equation by using a specially tailored projection and conducting some parts of a standard converge…
We present robust and highly parallel multilevel non-overlapping Schwarz preconditioners, to solve an interior penalty discontinuous Galerkin finite element discretization of a system of steady state, singularly perturbed reaction-diffusion equations with a singular reaction operator, using a GMRES solver. We provide proofs of convergence for the two-level setting and the multigrid V-cycle as well as numerical results for a wide range of regimes.
We devise a stabilized method to weakly enforce bound constraints in the discrete solution of advection-dominated diffusion problems. This method combines a nonlinear penalty formulation with a discontinuous Galerkin-based residual minimization method. We illustrate the efficiency of this scheme for both uniform and adaptive meshes through proper numerical examples.
We study the convergence of the discontinuous Galerkin (DG) method applied to the advection-reaction equation on meshes with reentrant faces. On such meshes, the upwind numerical flux is not smooth, and so the numerical integration of the resulting face terms can only be expected to be first-order accurate. Despite this inexact integration, we prove that the DG method converges with order $\mathcal{O}(h^{p+1/2})$, which is the same rate as in the case of exact integration. Consequently, specialized quadrature rules that accurately integrate the non-smooth numerical fluxes are not required for …
Multilevel Preconditioning of Discontinuous-Galerkin Spectral Element Methods, Part I: Geometrically Conforming Meshes
RWTH Aachen（亚琛工业大学）；CNRS, UMR 7598, Laboratoire Jacques-Louis Lions（法国国家科学研究中心，联合研究单位7598，雅克-路易·利翁斯实验室）；UPMC Univ Paris 06, UMR 7598, Laboratoire Jacques-Louis Lions（巴黎第六大学，联合研究单位7598，雅克-路易·利翁斯实验室）；Politecnico di Torino（都灵理工大学）
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and anisotropic diffusivities, as well as advection-dominated diffusion problems. The general stabilized finite element framework was described and analyzed in arXiv:1907.12605v3 for linear problems in general, and tested for pure advection problems. The method seeks for the discrete solution through a residual minimization process on a proper stable discontinuous Gal…
We propose a $p$-multilevel preconditioner for Hybrid High-Order discretizations (HHO) of the Stokes equation, numerically assess its performance on two variants of the method, and compare with a classical Discontinuous Galerkin scheme. We specifically investigate how the combination of $p$-coarsening and static condensation influences the performance of the $V$-cycle iteration for HHO. Two different static condensation procedures are considered, resulting in global linear systems with a different number of unknowns and non-zero elements. An efficient implementation is proposed where coarse le…
We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling, the kinetic equation converges to an advection-diffusion equation in the limit of zero mean free path. Classical particle-based techniques suffer from a strict time-step restriction to maintain stability in this limit. Asymptotic-preserving schemes provide a solution to this time step restriction, but introduce a first-order error in the time step size. We de…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the state space, e.g., to represent permeability in a heterogeneous or fractured medium. We introduce a suitable admissibility criterion for the resulting stochastic discontinuous-flux conservation law and prove its well-posedness. Therefore, we ensure the pathwise existence and uniqueness of the corresponding deterministic setting and present a novel proof for the…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model holds. In this paper we consider the diffusive scaling. Classical particle-based techniques suffer from a strict time-step restriction in this limit, to maintain stability. Asymptotic-preserving schemes avoid this problem, but introduce an additional time discretization error, possibly resulting in an unacceptably large bias for larger time steps. Here, we pre…
We design and analyze a new adaptive stabilized finite element method. We construct a discrete approximation of the solution in a continuous trial space by minimizing the residual measured in a dual norm of a discontinuous test space that has inf-sup stability. We formulate this residual minimization as a stable saddle-point problem which delivers a stabilized discrete solution and a residual representation that drives the adaptive mesh refinement. Numerical results on an advection-reaction model problem show competitive error reduction rates when compared to discontinuous Galerkin methods on …
