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 approach is introduced. To stabilize the numerical approximation and accelerate convergence, the discrete space-time grid is chosen with respect to the varying discontinuities in each sample of the coefficients, leading to a stochastic formulation of the Galerkin projection and the Finite Element basis.
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 a…
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…
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 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 …
We present convergence analysis of operator learning in [Chen and Chen 1995] and [Lu et al. 2020], where continuous operators are approximated by a sum of products of branch and trunk networks. In this work, we consider the rates of learning solution operators from both linear and nonlinear advection-diffusion equations with or without reaction. We find that the convergence rates depend on the architecture of branch networks as well as the smoothness of inputs and outputs of solution operators.
In this paper, we propose to improve the stabilized POD-ROM introduced by S. Rubino in [37] to deal with the numerical simulation of advection-dominated advection-diffusion-reaction equations. In particular, we introduce a stabilizing post-processing strategy that will be very useful when considering very low diffusion coefficients, i.e. in the strongly advection-dominated regime. This strategy is applied both for the offline phase, to produce the snapshots, and the reduced order method to simulate the new solutions. The new process of a posteriori stabilization is detailed in a general framew…
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…
Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly suitable for treating advection terms. We show that exponential time integrators can be an efficient, yet conceptually simple, option in this case. Our comparison includes three exponential integrators and one conventional scheme, the two-stage Rosenbrock method ROS2 which has been a popular alternative to splitting methods for solving advection-diffusion pro…
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 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 the present study, an advection-diffusion problem has been considered for the numerical solution. The continuum equation is discretized using both upwind and centered scheme. The linear system is solved using the ILU preconditioned BiCGSTAB method. Both Dirichlet and Neumann boundary condition has been considered. The obtained results have been compared for different cases.
We present a new discretization for advection-diffusion problems with Robin boundary conditions on complex time-dependent domains. The method is based on second order cut cell finite volume methods introduced by Bochkov et al. to discretize the Laplace operator and Robin boundary condition. To overcome the small cell problem, we use a splitting scheme that uses a semi-Lagrangian method to treat advection. We demonstrate second order accuracy in the $L^1$, $L^2$, and $L^\infty$ norms for both analytic test problems and numerical convergence studies. We also demonstrate the ability of the scheme…
We construct, analyse and assess various schemes of second order of accuracy in space and time for model advection-diffusion-reaction differential equations. The constructed schemes are meant to be of practical use in solving industrial problems and are derived following two related approaches, namely ADER and MUSCL-Hancock. Detailed analysis of linear stability and local truncation error are carried out. In addition, the schemes are implemented and assessed for various test problems. Empirical convergence rate studies confirm the theoretically expected accuracy in both space and time.
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive terms. Standard interpolation procedures are used for the space discretization on structured and unstructured meshes. The proposed method allows for large time steps, while avoiding the solution of large linear systems, which would be required by an implicit time discretization technique. Numerical experiments demonstrate the effectiveness of the proposed appr…
