We present high order accurate numerical methods for the wave equation that combines efficient Hermite methods with eometrically flexible discontinuous Galerkin methods by using overset grids. Near boundaries we use thin boundary fitted curvilinear grids and in the volume we use Cartesian grids so that the computational complexity of the solvers approach a structured Cartesian Hermite method. Unlike many other overset methods we do not need to add artificial dissipation but we find that the built in dissipation of the Hermite and discontinuous Galerkin methods is sufficient to maintain stability. By numerical experiments we demonstrate the stability, accuracy, efficiency and applicability of the methods to forward and inverse problems.
A new scheme for communication between overset grids using subcells and Weighted Essentially Non Oscillatory (WENO) reconstruction for two-dimensional problems has been proposed. The effectiveness of this procedure is demonstrated using the discontinuous Galerkin method (DGM). This scheme uses WENO reconstruction using cell averages by dividing the immediate neighbors into subcells to find the degrees of freedom in cells near the overset interface. This also has the added advantage that it also works as a limiter if a discontinuity passes through the overset interface. Accuracy tests to demons…
A new procedure to capture the shocks has been proposed and is demonstrated for the solutions of two-dimensional Euler equations using discontinuous Galerkin method and overset grids. A discontinuous Galerkin solver using a coarse grid provides the troubled cell data that is used to determine the location of the shock. An overset grid aligned to the shock is constructed based on this information. The solver is run again with the coarse grid solution as the initial condition with limiting occurring only in the overset grid to give a solution with the shock aligned to the grid line. Results for …
We prove the convergence of discontinuous Galerkin approximations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials in velocity. To obtain stability properties, we introduce a suitable weighted L 2 space, with a time dependent weight, and first prove global stability for the weighted L 2 norm and propagation of regularity. Then we prove error estimates between the numerical solution and the smooth solution to the Vlasov-Poisson system.
We propose a class of conservative discontinuous Galerkin methods for the Vlasov-Poisson system written as a hyperbolic system using Hermite polynomials in the velocity variable. These schemes are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy. Such properties in general are hard to achieve within other numerical method frameworks for simulating the Vlasov-Poisson system. The proposed scheme employs discontinuous Galerkin discretization for both the Vlasov and the Poisson equations, resulting in a consistent description of th…
We study a class of spatial discretizations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials. In particular, we focus on spectral methods and discontinuous Galerkin approximations. To obtain L 2 stability properties, we introduce a new L 2 weighted space, with a time dependent weight. For the Hermite spectral form of the Vlasov-Poisson system, we prove conservation of mass, momentum and total energy, as well as global stability for the weighted L 2 norm. These properties are then discussed for several spatial discretizations. Finally, numerical simulation…
Time-dependent Hermite-Galerkin spectral method and its applications
School of Mathematics and System Sciences, Beihang University（北京航空航天大学数学与系统科学学院）；Department of Mathematics, Harvard University（哈佛大学数学系）；Department of Mathematical Sciences, Tsinghua University（清华大学数学科学系）
In this paper, we present two Hermite polynomial based approaches to derive one-step numerical integrators for mechanical systems. These methods are based on discretizing the configuration using Hermite polynomials which leads to numerical trajectories continuous in both configuration and velocity. First, we incorporate Hermite polynomials for time-discretization and derive one-step variational methods by discretizing the Lagrange-d'Alembert principle over a single time step. Second, we present the Galerkin approach to derive one-step numerical integrators by setting the weighted average of th…
The aim of this work is to devise and analyse an accurate numerical scheme to solve Erdélyi-Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey Brownian motion (ggBm). The ggBm includes some well-known stochastic processes: Brownian motion, fractional Brownian motion and grey Brownian motion. To obtain convergent numerical scheme we transform the fractional diffusion equation into its weak form and apply the discretization of the Erdélyi-Kober fractional derivative. We prove the stability of the solution of…
Error Estimates of the Gain Approximation by Hermite-Galerkin Method in Feedback Particle Filter
School of Mathematical Sciences, Beihang University（北京航空航天大学数学科学学院）；Key Laboratory of Mathematics, Informatics and Behavioral Semantics (LMIB), Beihang University（北京航空航天大学数学、信息与行为语义重点实验室）
Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate the coefficients in the spectral method with high accuracy, and these coefficients are also used to construct new computationally affordable collision models. Numerical experiments show that our method captures the low-order moments very efficiently.
This work proposes a basis for improved throughput of matrix-free evaluation of discontinuous Galerkin symmetric interior penalty discretizations on hexahedral elements. The basis relies on ideas of Hermite polynomials. It is used in a fully discontinuous setting not for higher order continuity but to minimize the effective stencil width, namely to limit the neighbor access of an element to one data point for the function value and one for the derivative. The basis is extended to higher orders with nodal contributions derived from roots of Jacobi polynomials and extended to multiple dimensions…
The diffusive-viscous wave equation (DVWE) is widely used in seismic exploration since it can explain frequency-dependent seismic reflections in a reservoir with hydrocarbons. Most of the existing numerical approximations for the DVWE are based on domain truncation with ad hoc boundary conditions. However, this would generate artificial reflections as well as truncation errors. To this end, we directly consider the DVWE in unbounded domains. We first show the existence, uniqueness, and regularity of the solution of the DVWE. We then develop a Hermite spectral Galerkin scheme and derive the cor…
In this paper, we study the Mach reflection phenomenon in inviscid flows using a higher order discontinuous Galerkin method and overset grids. We use the shock capturing procedure proposed in Siva Prasad Kochi et al. using overset grids to capture the discontinuities occurring in the supersonic flow over a wedge accurately. In this procedure, we obtain a coarse grid solution first and using the troubled cell data, we construct an overset grid which is approximately aligned to all the discontinuities. We rerun the solver with the coarse grid solution as the initial condition while using the tro…
This paper proposes an efficient symbolic-numeric method to compute the integrals in the successive Galerkin approximation (SGA) of the Hamilton-Jacobi-Bellman (HJB) equation. A solution of the HJB equation is first approximated with a linear combination of the Hermite polynomials. The coefficients of the combination are then computed by iteratively solving a linear equation, which consists of the integrals of the Hermite polynomials multiplied by nonlinear functions. The recursive structure of the Hermite polynomials is inherited by the integrals, and their recurrence relations can be compute…
We study the conservation properties of the Hermite-discontinuous Galerkin (Hermite-DG) approximation of the Vlasov-Maxwell equations. In this semi-discrete formulation, the total mass is preserved independently for every plasma species. Further, an energy invariant exists if central numerical fluxes are used in the DG approximation of Maxwell's equations, while a dissipative term is present when upwind fluxes are employed. In general, traditional temporal integrators might fail to preserve invariants associated with conservation laws during the time evolution. Hence, we analyze the capability…
