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1/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Outline
Motiviation
2/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Outline
Motiviation
Elliptic Equations
2/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Outline
Motiviation
Elliptic Equations
Convection-diffusion Equations
2/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Outline
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
2/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
3/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Main benefits
Simple to implement and fast
Explicit in time
Strong theory
Main problem
Simple local approximation and geometric flexibility are not
agreeable
Max Planck Institute Magdeburg
4/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
k
uh (x)dx = hk u
Main benefits
Robust and fast due to locality
Complex geometries
Well suited for conservation laws
Explicit in time
Main problem
Inability to archive high-order accuracy on general grids
Max Planck Institute Magdeburg
5/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
uh (x) =
uk k (x)
k =1
Main benefits
Higher-order accuracy and complex geometries can be
combined
Main problem
Implicit in time
Not well suited for problems with direction
Max Planck Institute Magdeburg
6/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Summary
FDM
FVM
FEM
DG
Complex
geometries
X
X
X
Higher-order accuracy
and hp-adaptivity
X
X
X
Local mass
Conservation
X
X
7/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Summary
FDM
FVM
FEM
DG
Complex
geometries
X
X
X
Higher-order accuracy
and hp-adaptivity
X
X
X
Local mass
Conservation
X
X
7/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Summary
FDM
FVM
FEM
DG
Complex
geometries
X
X
X
Higher-order accuracy
and hp-adaptivity
X
X
X
Local mass
Conservation
X
X
7/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Summary
FDM
FVM
FEM
DG
Complex
geometries
X
X
X
Higher-order accuracy
and hp-adaptivity
X
X
X
Local mass
Conservation
X
X
7/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Summary
FDM
FVM
FEM
DG
Complex
geometries
X
X
X
Higher-order accuracy
and hp-adaptivity
X
X
X
Local mass
Conservation
X
X
7/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Cons:
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Cons:
Large number of degrees of freedom
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Cons:
Large number of degrees of freedom
Ill-conditioning and denser global matrix with increasing
approximation order
8/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
9/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Model Problem
Let R2 be a bounded open polygonal domain,
Consider the following model problem
div(u(x)) + u(x) = f (x)
u(x) = gD (x)
u(x)
= gN (x)
n
x ,
x D ,
x N ,
where = D N .
f L2 (), gD H 1/2 (D ), gN L2 (N ) and is symmetric
and positive definite.
10/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Discretization
11/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Discretization
The solution is represented as
Nel Nloc
u(x) =
ujm mj (x)
m=1 j=1
12/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Discretization
The solution is represented as
Nel Nloc
u(x) =
ujm mj (x)
m=1 j=1
12/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Discretization-One Dimension
13/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Discretization-Two Dimensions
@
@
@
@
K1
@
@
@E
@
@
K2 @
nE
Scalar functions y
[[y ]] = (y |K E y |K E )nE ,
1
{{y }} =
1
y |K E + y |K E .
1
2
2
Vector field y
[[y ]] = (y |K E y |K E ) nE
1
{{y }} =
1
y |K E + y |K E .
1
1
2
H. Ycel, Introduction to DG-FEMs
14/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
DG Solution
vh Vh ().
15/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
K Th
uv dx
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
K Th
uv dx
{{u}} [[v ]] ds
EEh0 Eh D E
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
EEh0 Eh D E
K Th
uv dx
{{u}} [[v ]] ds +
{{v }} [[u]] ds
EEh0 Eh D E
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
K Th
uv dx
{{u}} [[v ]] ds +
EEh0 Eh D E
|E|0
EE 0 E D
h
{{v }} [[u]] ds
EEh0 Eh D E
[[u]] [[v ]] ds
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
K Th
uv dx
{{u}} [[v ]] ds +
EEh0 Eh D E
|E|0
EE 0 E D
h
{{v }} [[u]] ds
EEh0 Eh D E
[[u]] [[v ]] ds
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
u v dx +
K Th
uv dx
{{u}} [[v ]] ds +
EEh0 Eh D E
|E|0
EE 0 E D
h
{{v }} [[u]] ds
EEh0 Eh D E
[[u]] [[v ]] ds
16/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Linear form
lh (v ) =
K Th
fv dx +
EEh D E
|E|0
EE D
gD n [[v ]] ds
gD {{v }} ds +
gN v ds
EEh N E
17/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Method
Brezzi et al. [2000]
LDG [Cockburn-Shu,1998]
CDG [Peraire-Persson,2008]
SIPG [Arnold 1982]
Bassi et al. [1997]
NIPG [Riviere 1999]
Babuka-Zlmal [1973]
Baumann-Oden (p = 1) [1999]
Baumann-Oden (p 2) [1999]
IIPG [Wheeler 2004]
Cons.
A.C.
Stab.
H1
L2
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
hp
hp
hp
hp
hp
hp
hp
hp
hp
hp+1
hp+1
hp+1
hp+1
hp+1
hp
h p +1
hp
hp
D. N. Arnold, F. Brezzi, B. Cockburn, and L. D. Marini, Unified analysis of discontinuous Galerkin methods for elliptic
problems, 2002.
Max Planck Institute Magdeburg
18/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
19/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Model Problem
x ,
x D ,
x N ,
where = D N .
2
f L2 (), gD H 3/2 (D ), gN L2 (N ), W 1, () ,
L ()
20/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
21/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
21/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
(Bilinear Form
ah (u, v ) =
K Th
u v dx
{{u}} [[v ]] ds +
EEh0 Eh D E
|E|0
EE 0 E D
h
K Th
K \
{{v }} [[u]] ds
EEh0 Eh D E
[[u]] [[v ]] ds +
K Th
E
e
n(u u)v ds
uv + uv dx
K Th
nuv ds
22/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Linear Form
lh (v ) =
K Th
fv dx
|E|0
EE D
h
Z
E
K Th
gD n [[v ]] ds +
n gD v ds +
gD {{v }} ds
EEh D E
gN v ds.
EEh N E
23/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
24/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
?
?
Volume
Contributions
?
Local matrices on volume
Face
Contributions
?
?
Local matrices
on
interior faces
Local matrices
on
boundary faces
25/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
A
3
K
FK : K
@
@
@
Q Q
A3
A
1
A
2
A2
FK
x
y
x
y
3
x = xi i (x , y ),
y = xi i (x , y ),
i=1
i=1
where
1 (x , y ) = 1 x y ,
x
y
= FK
2 (x , y ) = x ,
x
y
2 (x , y ) = y .
x
y
x3 x1
y3 y1
= BK
+ bK ,
BK =
K
a11
K
a21
K
a12
K
a22
=
x2 x1
y2 y1
,
bK =
x1
y1
.
26/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
(DK )i,j =
Z
K
Z
K
1 i, j, Nloc .
After a change of variable with the mapping FK ,
(DK )i,j
2|K |
(CK )i,j
2|K |
(RK )i,j
2|K |
i (B T )1
j dx,
(BKT )1
K
j i dx,
(BKT )1
( FK )j i dx.
f i,K dx.
27/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
28/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
1
2
Z
E
{uh nE }[] +
|E|0
Z
E
[uh ][].
1 1 ds,
E
E
E
E
|E|0 E j,Ke i,Ke
E
E
Z
Z
Z
1
j,K 2 nE i,K 2 ds
i,K 2 nE j,K 2 ds +
(DE22 )i,j =
2 2 ds,
E
E
E
E
2 E
2 E
|E|0 E j,KE i,KE
Z
Z
Z
1
j,K 2 nE i,K 1 ds
i,K 1 nE j,K 2 ds
2 1 ds,
(DE12 )i,j =
E
E
E
E
2 E
2 E
|E|0 E j,KE i,KE
Z
Z
Z
1
(DE21 )i,j =
j,K 1 nE i,K 2 ds +
i,K 2 nE j,K 1 ds
1 2 ds.
E
E
E
E
2 E
2 e
|E|0 E j,KE i,KE
(DE11 )i,j =
j,K 1 nE i,K 1 ds +
{ nE }[uh ] +
i,K 1 nE j,K 1 ds +
29/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
K Th
K \
Z
E
nE j,K 1 i,K 1 ,
E
(CE12 )i,j =
(CE21 )i,j =
nE j,K 2 i,K 1
E
Z
E
nE j,K 2 i,K 2 ,
E
nE j,K 1 i,K 2 .
E
30/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Algorithm 2: Computing local contributions from interior edges
11 = D 22 = D 12 = D 21 = 0,C 11 = C 22 = C 12 = C 21 = 0
initialize DE
E
E
E
E
E
E
E
initialize the quadrature weights w and the points s on [1, 1]
compute edge length |E|, normal vector nE
get face neighbors KE1 and KE2
loop over quadrature points: for k=1 to NG do
compute local coordinates ss1 on KE1 and ss2 on KE2 of quadrature point s(k )
for i=1 to Nloc do
compute values of basis functions 1 (s(k )) and 2 (ss1)
i,K
i,K
i,K 1
E
end
for i=1 to Nloc do
for j=1 to Nloc do
(s(k )) and
i,K 2
E
(ss2)
11 (i, j)
DE
11 (i, j)
DE
11 (i, j)
DE
21 (i, j)
DE
21 (i, j)
DE
21 (i, j)
DE
21 (i, j)
DE
11 (i, j)
DE
end
end
Max Planck Institute Magdeburg
i,K 1
E
|E|0
|E|0
j,K 1
E
w(k )|E|
i,K 1
E
i,K 2
E
w(k )|E|
(s(k )) nE )
(s(k ))(
(s(k ))
j,K 1
E
(s(k ))
j,K 1
E
(s(k )) nE )
(s(k ))(
i,K 2
E
(s(k ))
j,K 1
E
(s(k ))
31/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
CE12 (i, j)
end
end
else if face is outflux face do
for i=1 to Nloc do
for j=1 to Nloc do
CE22 (i, j)
CE21 (i, j)
end
end
end
end
Max Planck Institute Magdeburg
32/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Volume Contributions
Algorithm 3: Volume Contributions
initialize k=0
loop over the elements: for k=1 to Nel do
compute local matrices DKk , CKk , RKk and bKk
for i=1 to Nel do
ie=i+k
for j=1 to Nel do
je=j+k
Dglobal (ie, je) = Dglobal (ie, je) + DK (i, j)
Cglobal (ie, je) = Cglobal (ie, je) + CK (i, j)
Rglobal (ie, je) = Rglobal (ie, je) + RK (i, j)
end
bglobal (ie) = bglobal (ie) + bEk (i)
k=k+Nloc
end
end
Max Planck Institute Magdeburg
33/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Face Contributions
Algorithm 4: Face Contributions
loop over the edges: for k=1 to Nface do
get face neighbors Kk1 and Kk2
if face is an interior face do
compute local matrices Dk11 , Dk22 , Dk12 , Dk21 , Ck11 , Ck22 , Ck12 , Ck21
assemble Dk11 and Ck11 contributions:
for i=1 to Nloc do
ie = i + (Kk1 1)Nloc
for j=1 to Nloc do
je = j + (Kk1 1)Nloc
34/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
Matlab Implementation
35/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
36/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
37/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
References
D. N. Arnold, An interior penalty finite element method with discontinuous
elements, SIAM J. Numer. Anal., 19:724-760, 1982.
D. N. Arnold, F. Brezzi, B. Cockburn, and L. D. Marini, Unified analysis of
discontinuous Galerkin methods for elliptic problems, 2002.
B. Ayuso, and L. D. Marini, Discontinuous Galerkin methods for
advection-diffusion-reaction problems, SIAM J. Numer. Anal., 47:1391-1420,
2009.
J. S. Hesthaven, and T. Warburton, Nodal Discontinuous Galerkin Methods:
Algorithms, Analysis, and Applications. Volume 54, Springer Texts in Applied
Mathematics, Springer Verlag, New York, 2008.
B. Rivire, Discontinuous Galerkin methods for solving elliptic and parabolic
equations, Theory and implementation, SIAM Volume 35, Frontiers in Applied
Mathematics, 2008.
38/39
Motiviation
Elliptic Equations
Convection-diffusion Equations
Implementation
THANK YOU !
39/39