A local discontinuous Galerkin method for nonlinear parabolic SPDEs
In this paper, we propose a local discontinuous Galerkin (LDG) method for nonlinear and possibly degenerate parabolic stochastic partial differential equations, which is a high-order numerical scheme. It extends the discontinuous Galerkin (DG) method for purely hyperbolic equations to parabolic equations and shares with the DG method its advantage and flexibility. We prove the L 2 -stability of the numerical scheme for fully nonlinear equations. Optimal error estimates ( O ( h (k+1) )) for smooth solutions of semi-linear stochastic equations is shown if polynomials of degree k are used. We use an explicit derivative-free order 1.5 time discretization scheme to solve the matrix-valued stochastic ordinary differential equations derived from the spatial discretization. Numerical examples are given to display the performance of the LDG method.
Authors:
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Award ID(s):
Publication Date:
NSF-PAR ID:
10226111
Journal Name:
ESAIM: Mathematical Modelling and Numerical Analysis
Volume:
55
Issue:
Supplement
Page Range or eLocation-ID:
S187 to S223
ISSN:
0764-583X
3. 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 expensivemore »
A local discontinuous Galerkin (LDG) method for approximating large deformations of prestrained plates is introduced and tested on several insightful numerical examples in Bonito et al. (2022, LDG approximation of large deformations of prestrained plates. J. Comput. Phys., 448, 110719). This paper presents a numerical analysis of this LDG method, focusing on the free boundary case. The problem consists of minimizing a fourth-order bending energy subject to a nonlinear and nonconvex metric constraint. The energy is discretized using LDG and a discrete gradient flow is used for computing discrete minimizers. We first show $\varGamma$-convergence of the discrete energy to the continuous one. Then we prove that the discrete gradient flow decreases the energy at each step and computes discrete minimizers with control of the metric constraint defect. We also present a numerical scheme for initialization of the gradient flow and discuss the conditional stability of it.