skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Equivalence between the DPG method and the exponential integrators for linear parabolic problems
The Discontinuous Petrov-Galerkin (DPG) method and the exponential integrators are two well establishednumerical methods for solving Partial Differential Equations (PDEs) and stiff systems of Ordinary Differential Equations (ODEs), respectively. In this work, we apply the DPG method in the time variable for linear parabolic problems and we calculate the optimal test functions analytically. We show that the DPG method in time is equivalent to exponential integrators for the trace variables, which are decoupled from the interior variables. In addition, the DPG optimal test functions allow us to compute the approximated solutions in the time element interiors. This DPG method in time allows to construct a posteriori error estimations in order to perform adaptivity. We generalize this novel DPG-based time-marching scheme to general first order linear systems of ODEs. We show the performance of the proposed method for 1D and 2D +time linear parabolic PDEs after discretizing in space by the finite element method.  more » « less
Award ID(s):
1819101
PAR ID:
10339125
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Journal of computational physics
Volume:
429
ISSN:
2590-0552
Page Range / eLocation ID:
110016
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. The discontinuous Petrov–Galerkin (DPG) method is a Petrov–Galerkin finite element method with test functions designed for obtaining stability. These test functions are computable locally, element by element, and are motivated by optimal test functions which attain the supremum in an inf-sup condition. A profound consequence of the use of nearly optimal test functions is that the DPG method can inherit the stability of the (undiscretized) variational formulation, be it coercive or not. This paper combines a presentation of the fundamentals of the DPG ideas with a review of the ongoing research on theory and applications of the DPG methodology. The scope of the presented theory is restricted to linear problems on Hilbert spaces, but pointers to extensions are provided. Multiple viewpoints to the basic theory are provided. They show that the DPG method is equivalent to a method which minimizes a residual in a dual norm, as well as to a mixed method where one solution component is an approximate error representation function. Being a residual minimization method, the DPG method yields Hermitian positive definite stiffness matrix systems even for non-self-adjoint boundary value problems. Having a built-in error representation, the method has the out-of-the-box feature that it can immediately be used in automatic adaptive algorithms. Contrary to standard Galerkin methods, which are uninformed about test and trial norms, the DPG method must be equipped with a concrete test norm which enters the computations. Of particular interest are variational formulations in which one can tailor the norm to obtain robust stability. Key techniques to rigorously prove convergence of DPG schemes, including construction of Fortin operators, which in the DPG case can be done element by element, are discussed in detail. Pointers to open frontiers are presented. 
    more » « less
  2. Abstract In this paper, we introduce a new framework for deriving partitioned implicit-exponential integrators for stiff systems of ordinary differential equations and construct several time integrators of this type. The new approach is suited for solving systems of equations where the forcing term is comprised of several additive nonlinear terms. We analyze the stability, convergence, and efficiency of the new integrators and compare their performance with existing schemes for such systems using several numerical examples. We also propose a novel approach to visualizing the linear stability of the partitioned schemes, which provides a more intuitive way to understand and compare the stability properties of various schemes. Our new integrators are A-stable, second-order methods that require only one call to the linear system solver and one exponential-like matrix function evaluation per time step. 
    more » « less
  3. We propose and investigate the application of alternative enriched test spaces in the discontinuous Petrov–Galerkin (DPG) finite element framework for singular perturbation linear problems, with an emphasis on 2D convection-dominated diffusion. Providing robust L2 error estimates for the field variables is considered a convenient feature for this class of problems, since this normwould not account for the large gradients present in boundary layers. With this requirement in mind, Demkowicz and others have previously formulated special test norms, which through DPG deliver the desired L2 convergence. However, robustness has only been verified through numerical experiments for tailored test normswhich are problem-specific,whereas the quasi-optimal test norm (not problem specific) has failed such tests due to the difficulty to resolve the optimal test functions sought in the DPG technology. To address this issue (i.e. improve optimal test functions resolution for the quasi-optimal test norm), we propose to discretize the local test spaces with functions that depend on the perturbation parameter ϵ. Explicitly,wework with B-spline spaces defined on an ϵ-dependent Shishkin submesh. Two examples are run using adaptive h-refinement to compare the performance of proposed test spaces with that of standard test spaces. We also include a modified norm and a continuation strategy aiming to improve time performance and briefly experiment with these ideas. 
    more » « less
  4. In this article, we introduce an error representation function to perform adaptivity in time of the recently developed timemarching Discontinuous Petrov–Galerkin (DPG) scheme. We first provide an analytical expression for the error that is the Riesz representation of the residual. Then, we approximate the error by enriching the test space in such a way that it contains the optimal test functions. The local error contributions can be efficiently computed by adding a few equations to the time-marching scheme. We analyze the quality of such approximation by constructing a Fortin operator and providing an a posteriori error estimate. The time-marching scheme proposed in this article provides an optimal solution along with a set of efficient and reliable local error contributions to perform adaptivity. We validate our method for both parabolic and hyperbolic problems. 
    more » « less
  5. null (Ed.)
    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. 
    more » « less