skip to main content


Title: Fully discrete numerical schemes of a data assimilation algorithm: uniform-in-time error estimates
Abstract

Our aim is to approximate a reference velocity field solving the two-dimensional Navier–Stokes equations (NSE) in the absence of its initial condition by utilizing spatially discrete measurements of that field, available at a coarse scale, and continuous in time. The approximation is obtained via numerically discretizing a downscaling data assimilation algorithm. Time discretization is based on semiimplicit and fully implicit Euler schemes, while spatial discretization (which can be done at an arbitrary scale regardless of the spatial resolution of the measurements) is based on a spectral Galerkin method. The two fully discrete algorithms are shown to be unconditionally stable, with respect to the size of the time step, the number of time steps and the number of Galerkin modes. Moreover, explicit, uniform-in-time error estimates between the approximation and the reference solution are obtained, in both the $L^2$ and $H^1$ norms. Notably, the two-dimensional NSE, subject to the no-slip Dirichlet or periodic boundary conditions, are used in this work as a paradigm. The complete analysis that is presented here can be extended to other two- and three-dimensional dissipative systems under the assumption of global existence and uniqueness.

 
more » « less
NSF-PAR ID:
10124562
Author(s) / Creator(s):
 ;  ;  
Publisher / Repository:
Oxford University Press
Date Published:
Journal Name:
IMA Journal of Numerical Analysis
ISSN:
0272-4979
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. SUMMARY Physics-based simulations provide a path to overcome the lack of observational data hampering a holistic understanding of earthquake faulting and crustal deformation across the vastly varying space–time scales governing the seismic cycle. However, simulations of sequences of earthquakes and aseismic slip (SEAS) including the complex geometries and heterogeneities of the subsurface are challenging. We present a symmetric interior penalty discontinuous Galerkin (SIPG) method to perform SEAS simulations accounting for the aforementioned challenges. Due to the discontinuous nature of the approximation, the spatial discretization natively provides a means to impose boundary and interface conditions. The method accommodates 2-D and 3-D domains, is of arbitrary order, handles subelement variations in material properties and supports isoparametric elements, that is, high-order representations of the exterior boundaries, interior material interfaces and embedded faults. We provide an open-source reference implementation, Tandem, that utilizes highly efficient kernels for evaluating the SIPG linear and bilinear forms, is inherently parallel and well suited to perform high-resolution simulations on large-scale distributed memory architectures. Additional flexibility and efficiency is provided by optionally defining the displacement evaluation via a discrete Green’s function approach, exploiting advantages of both the boundary integral and volumetric methods. The optional discrete Green’s functions are evaluated once in a pre-computation stage using algorithmically optimal and scalable sparse parallel solvers and pre-conditioners. We illustrate the characteristics of the SIPG formulation via an extensive suite of verification problems (analytic, manufactured and code comparison) for elastostatic and quasi-dynamic problems. Our verification suite demonstrates that high-order convergence of the discrete solution can be achieved in space and time and highlights the benefits of using a high-order representation of the displacement, material properties and geometries. We apply Tandem to realistic demonstration models consisting of a 2-D SEAS multifault scenario on a shallowly dipping normal fault with four curved splay faults, and a 3-D intersecting multifault scenario of elastostatic instantaneous displacement of the 2019 Ridgecrest, CA, earthquake sequence. We exploit the curvilinear geometry representation in both application examples and elucidate the importance of accurate stress (or displacement gradient) representation on-fault. This study entails several methodological novelties. We derive a sharp bound on the smallest value of the SIPG penalty ensuring stability for isotropic, elastic materials; define a new flux to incorporate embedded faults in a standard SIPG scheme; employ a hybrid multilevel pre-conditioner for the discrete elasticity problem; and demonstrate that curvilinear elements are specifically beneficial for volumetric SEAS simulations. We show that our method can be applied for solving interesting geophysical problems using massively parallel computing. Finally, this is the first time a discontinuous Galerkin method is published for the numerical simulations of SEAS, opening new avenues to pursue extreme scale 3-D SEAS simulations in the future. 
    more » « less
  2. The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several reasons, the first of which is that TRT is defined on a high-dimensional phase space that includes the independent variables of time, space, and velocity. In order to reduce the dimensionality of the phase space, classical approaches such as the P$_N$ (spherical harmonics) or the S$_N$ (discrete ordinates) ansatz are often used in the literature. In this work, we introduce a novel approach: the hybrid discrete (H$^T_N$) approximation to the radiative thermal transfer equations. This approach acquires desirable properties of both P$_N$ and S$_N$, and indeed reduces to each of these approximations in various limits: H$^1_N$ $\equiv$ P$_N$ and H$^T_0$ $\equiv$ S$_T$. We prove that H$^T_N$ results in a system of hyperbolic partial differential equations for all $T\ge 1$ and $N\ge 0$. Another challenge in solving the TRT system is the inherent stiffness due to the large timescale separation between propagation and collisions, especially in the diffusive (i.e., highly collisional) regime. This stiffness challenge can be partially overcome via implicit time integration, although fully implicit methods may become computationally expensive due to the strong nonlinearity and system size. On the other hand, explicit time-stepping schemes that are not also asymptotic-preserving in the highly collisional limit require resolving the mean-free path between collisions, making such schemes prohibitively expensive. In this work we develop a numerical method that is based on a nodal discontinuous Galerkin discretization in space, coupled with a semi-implicit discretization in time. In particular, we make use of a second order explicit Runge-Kutta scheme for the streaming term and an implicit Euler scheme for the material coupling term. Furthermore, in order to solve the material energy equation implicitly after each predictor and corrector step, we linearize the temperature term using a Taylor expansion; this avoids the need for an iterative procedure, and therefore improves efficiency. In order to reduce unphysical oscillation, we apply a slope limiter after each time step. Finally, we conduct several numerical experiments to verify the accuracy, efficiency, and robustness of the H$^T_N$ ansatz and the numerical discretizations. 
    more » « less
  3. In this paper, we consider Maxwell’s equations in linear dispersive media described by a single-pole Lorentz model for electronic polarization. We study two classes of commonly used spatial discretizations: finite difference methods (FD) with arbitrary even order accuracy in space and high spatial order discontinuous Galerkin (DG) finite element methods. Both types of spatial discretizations are coupled with second order semi-implicit leap-frog and implicit trapezoidal temporal schemes. By performing detailed dispersion analysis for the semi-discrete and fully discrete schemes, we obtain rigorous quantification of the dispersion error for Lorentz dispersive dielectrics. In particular, comparisons of dispersion error can be made taking into account the model parameters, and mesh sizes in the design of the two types of schemes. This work is a continuation of our previous research on energy-stable numerical schemes for nonlinear dispersive optical media [6,7]. The results for the numerical dispersion analysis of the reduced linear model, considered in the present paper, can guide us in the optimal choice of discretization parameters for the more complicated and nonlinear models. The numerical dispersion analysis of the fully discrete FD and DG schemes, for the dispersive Maxwell model considered in this paper, clearly indicate the dependence of the numerical dispersion errors on spatial and temporal discretizations, their order of accuracy, mesh discretization parameters and model parameters. The results obtained here cannot be arrived at by considering discretizations of Maxwell’s equations in free space. In particular, our results contrast the advantages and disadvantages of using high order FD or DG schemes and leap-frog or trapezoidal time integrators over different frequency ranges using a variety of measures 
    more » « less
  4. We consider the numerical solution of a fourth‐order total variation flow problem representing surface relaxation below the roughening temperature. Based on a regularization and scaling of the nonlinear fourth‐order parabolic equation, we perform an implicit discretization in time and a C0Interior Penalty Discontinuous Galerkin (C0IPDG) discretization in space. The C0IPDG approximation can be derived from a mixed formulation involving numerical flux functions where an appropriate choice of the flux functions allows to eliminate the discrete dual variable. The fully discrete problem can be interpreted as a parameter dependent nonlinear system with the discrete time as a parameter. It is solved by a predictor corrector continuation strategy featuring an adaptive choice of the time step sizes. A documentation of numerical results is provided illustrating the performance of the C0IPDG method and the predictor corrector continuation strategy. The existence and uniqueness of a solution of the C0IPDG method will be shown in the second part of this paper.

     
    more » « less
  5. Abstract In this article, we obtain an optimal best-approximation-type result for fully discrete approximations of the transient Stokes problem. For the time discretization, we use the discontinuous Galerkin method and for the spatial discretization we use standard finite elements for the Stokes problem satisfying the discrete inf-sup condition. The analysis uses the technique of discrete maximal parabolic regularity. The results require only natural assumptions on the data and do not assume any additional smoothness of the solutions. 
    more » « less