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 approach and its superior efficiency with respect to more conventional explicit and implicit time discretizations
The balancing domain decomposition methods (BDDC) are originally introduced for symmetric positive definite systems and have been extended to the nonsymmetric positive definite system from the linear finite element discretization of advection-diffusion equations. In this paper, the convergence of the GMRES method is analyzed for the BDDC preconditioned linear system from advection-diffusion equations with the hybridizable discontinuous Galerkin (HDG) discretization. Compared to the finite element discretizations, several additional norms for the numerical trace have to be used and the equivale…
Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. Here we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Run…
We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained by coupling a finite difference spatial semi-discretization (the second- and some higher-order centered difference schemes, or the Fourier spectral collocation method) with an arbitrary $θ$-method in time (including the forward and backward Euler methods, and a second-order method by choosing $θ\in [0,1]$ suitably). The full discretization generates a two-pa…
Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. The key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-…
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 present a new hyperviscosity formulation for stabilizing radial basis function-finite difference (RBF-FD) discretizations of advection-diffusion-reaction equations on manifolds $\mathbb{M} \subset \mathbb{R}^3$ of co-dimension one. Our technique involves automatic addition of artificial hyperviscosity to damp out spurious modes in the differentiation matrices corresponding to surface gradients, in the process overcoming a technical limitation of a recently-developed Euclidean formulation. Like the Euclidean formulation, the manifold formulation relies on von Neumann stability analysis perfo…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability of the system of ordinary differential equations (ODE) that is obtained by discretizing the ADE in space and then extends to fully discretized methods where explicit Runge-Kutta methods are used for integrating the ODE system. In particular, it is proved that all stable semi-discretization of the ADE gives rise to a conditionally stable fully discretized me…
Motivated by challenges in Earth mantle convection, we present a massively parallel implementation of an Eulerian-Lagrangian method for the advection-diffusion equation in the advection-dominated regime. The advection term is treated by a particle-based, characteristics method coupled to a block-structured finite-element framework. Its numerical and computational performance is evaluated in multiple, two- and three-dimensional benchmarks, including curved geometries, discontinuous solutions, pure advection, and it is applied to a coupled non-linear system modeling buoyancy-driven convection in…
We propose a fourth-order unfitted characteristic finite element method to solve the advection-diffusion equation on time-varying domains. Based on a characteristic-Galerkin formulation, our method combines the cubic MARS method for interface tracking, the fourth-order backward differentiation formula for temporal integration, and an unfitted finite element method for spatial discretization. Our convergence analysis includes errors of discretely representing the moving boundary, tracing boundary markers, and the spatial discretization and the temporal integration of the governing equation. Num…
Proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) are two complementary singular-value decomposition (SVD) techniques that are widely used to construct reduced-order models (ROMs) in a variety of fields of science and engineering. Despite their popularity, both DMD and POD struggle to formulate accurate ROMs for advection-dominated problems because of the nature of SVD-based methods. We investigate this shortcoming of conventional POD and DMD methods formulated within the Eulerian framework. Then we propose a Lagrangian-based DMD method to overcome this so-called trans…
We present stability and error analysis for algebraic flux correction schemes based on monolithic convex limiting. For a continuous finite element discretization of the time-dependent advection equation, we prove global-in-time existence and the worst-case convergence rate of 1/2 w.r.t. the L2 error of the spatial semi-discretization. Moreover, we address the important issue of stabilization for raw antidiffusive fluxes. Our a priori error analysis reveals that their limited counterparts should satisfy a generalized coercivity condition. We introduce a limiter for enforcing this condition in t…
In this paper we study the error propagation of numerical schemes for the advection equation in the case where high precision is desired. The numerical methods considered are based on the fast Fourier transform, polynomial interpolation (semi-Lagrangian methods using a Lagrange or spline interpolation), and a discontinuous Galerkin semi-Lagrangian approach (which is conservative and has to store more than a single value per cell). We demonstrate, by carrying out numerical experiments, that the worst case error estimates given in the literature provide a good explanation for the error propagati…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully couples the space and time discretization, thus making the use of RK strategies particularly difficult to be combined with. First, a simple scalar advection-diffusion equation is considered as a prototype PDE for the development of a high order formulation of the semi-Lagrangian IMEX algorithms. The advection part of the PDE is discretized explicitly at the a…
We introduce a new framework of numerical multiscale methods for advection-dominated problems motivated by climate sciences. Current numerical multiscale methods (MsFEM) work well on stationary elliptic problems but have difficulties when the model involves dominant lower order terms. Our idea to overcome the assocociated difficulties is a semi-Lagrangian based reconstruction of subgrid variablity into a multiscale basis by solving many local inverse problems. Globally the method looks like a Eulerian method with multiscale stabilized basis. We show example runs in one and two dimensions and a…
We study a model of crowd motion following a gradient vector field, with possibly additional interaction terms such as attraction/repulsion, and we present a numerical scheme for its solution through a Lagrangian discretization. The density constraint of the resulting particles is enforced by means of a partial optimal transport problem at each time step. We prove the convergence of the discrete measures to a solution of the continuous PDE describing the crowd motion in dimension one. In a second part, we show how a similar approach can be used to construct a Lagrangian discretization of a lin…
In this paper we present a Local Fourier Analysis of a space-time multigrid solver for a hyperbolic test problem. The space-time discretization is based on arbitrarily high order discontinuous Galerkin spectral element methods in time and a first order finite volume method in space. We apply a block Jacobi smoother and consider coarsening in space-time, as well as temporal coarsening only. Asymptotic convergence factors for the smoother and the two-grid method for both coarsening strategies are presented. For high CFL numbers, the convergence factors for both strategies are $0.5$ for first ord…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element method for the incompressible Navier-Stokes equations, which combined residual-based stabilization of advection, energetic stability, and satisfaction of a discrete incompressibility condition. However, the convergence analysis and numerical tests of the cited work were subject to the restrictive assumption of a divergence-conforming choice of velocity and …
We present a novel hyperviscosity formulation for stabilizing RBF-FD discretizations of the advection-diffusion equation. The amount of hyperviscosity is determined quasi-analytically for commonly-used explicit, implicit, and implicit-explicit (IMEX) time integrators by using a simple 1D semi-discrete Von Neumann analysis. The analysis is applied to an analytical model of spurious growth in RBF-FD solutions that uses auxiliary differential operators mimicking the undesirable properties of RBF-FD differentiation matrices. The resulting hyperviscosity formulation is a generalization of existing …
A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving unconditional stability without the need to solve linear systems beyond that required by the Poisson solver for the reconstruction of the streamfunction. A description of the discretization of Dirichlet boundary conditions for the semi-Lagrangian approach to diffusion terms is also presented. Numerical experiments on classical benchmarks for incompressible flow …
This paper is concerned with the numerical analysis of the explicit Euler scheme for ordinary differential equations with non-Lipschitz vector fields. We prove the convergence of the Euler scheme to regular lagrangian flow (Diperna-Lions flows) which is the right concept of the solution in this context. Moreover, we show that order of convergence is $\frac{1}{2}$.
University of California, Santa Barbara（加州大学圣巴巴拉分校）
We present a machine learning framework that blends image super-resolution technologies with passive, scalar transport in the level-set method. Here, we investigate whether we can compute on-the-fly, data-driven corrections to minimize numerical viscosity in the coarse-mesh evolution of an interface. The proposed system's starting point is the semi-Lagrangian formulation. And, to reduce numerical dissipation, we introduce an error-quantifying multilayer perceptron. The role of this neural network is to improve the numerically estimated surface trajectory. To do so, it processes localized level…
Blended numerical schemes for the advection equation and conservation laws
Sapienza – Università di Roma（罗马第一大学）；Istituto per le Applicazioni del Calcolo “M. Picone”, Consiglio Nazionale delle Ricerche（意大利国家研究委员会计算应用研究所）；Università Roma Tre（罗马第三大学）
Traditional finite element approaches are well-known to introduce spurious oscillations when applied to advection-dominated problems. We explore alleviation of this issue from the perspective of a generalized finite element formulation, which enables stabilization through an enrichment process. The presented work uses solution-tailored enrichments for the numerical solution of the one-dimensional, unsteady Burgers equation. Mainly, generalizable exponential and hyperbolic tangent enrichments effectively capture local, steep boundary layer/shock features. Results show natural alleviation of osc…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and energy are proven in the same way as for the original continuous model. This paper presents a new finite-difference symmetry-preserving space discretization. Boundary conditions and time integration are not addressed. The novelty is that it combines arbitrary order of convergence, orthogonal and non-orthogonal structured curvilinear staggered meshes, and the appl…
As a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp gradients. These challenges hinder the existing projection-based model reduction schemes from being practical. We develop several variations of projection-based reduced order model techniques for Lagrangian hydrodynamics by introducing three different reduced bases for position, velocity, and energy fields. A time-windowing approach is also developed to address the …
