skip to main content


Title: An a priori error analysis of adjoint-based super-convergent Galerkin approximations of linear functionals
Abstract We present the first a priori error analysis of a new method proposed in Cockburn & Wang (2017, Adjoint-based, superconvergent Galerkin approximations of linear functionals. J. Comput. Sci., 73, 644–666), for computing adjoint-based, super-convergent Galerkin approximations of linear functionals. If $J(u)$ is a smooth linear functional, where $u$ is the solution of a steady-state diffusion problem, the standard approximation $J(u_h)$ converges with order $h^{2k+1}$, where $u_h$ is the Hybridizable Discontinuous Galerkin approximation to $u$ with polynomials of degree $k>0$. In contrast, numerical experiments show that the new method provides an approximation that converges with order $h^{4k}$, and can be computed by only using twice the computational effort needed to compute $J(u_h)$. Here, we put these experimental results in firm mathematical ground. We also display numerical experiments devised to explore the convergence properties of the method in cases not covered by the theory, in particular, when the solution $u$ or the functional $J(\cdot )$ are not very smooth. We end by indicating how to extend these results to the case of general Galerkin methods.  more » « less
Award ID(s):
1912646
NSF-PAR ID:
10402612
Author(s) / Creator(s):
;
Date Published:
Journal Name:
IMA Journal of Numerical Analysis
Volume:
42
Issue:
2
ISSN:
0272-4979
Page Range / eLocation ID:
1050 to 1086
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract

    Finite volume, weighted essentially non-oscillatory (WENO) schemes require the computation of a smoothness indicator. This can be expensive, especially in multiple space dimensions. We consider the use of the simple smoothness indicator$$\sigma ^{\textrm{S}}= \frac{1}{N_{\textrm{S}}-1}\sum _{j} ({\bar{u}}_{j} - {\bar{u}}_{m})^2$$σS=1NS-1j(u¯j-u¯m)2, where$$N_{\textrm{S}}$$NSis the number of mesh elements in the stencil,$${\bar{u}}_j$$u¯jis the local function average over mesh elementj, and indexmgives the target element. Reconstructions utilizing standard WENO weighting fail with this smoothness indicator. We develop a modification of WENO-Z weighting that gives a reliable and accurate reconstruction of adaptive order, which we denote as SWENOZ-AO. We prove that it attains the order of accuracy of the large stencil polynomial approximation when the solution is smooth, and drops to the order of the small stencil polynomial approximations when there is a jump discontinuity in the solution. Numerical examples in one and two space dimensions on general meshes verify the approximation properties of the reconstruction. They also show it to be about 10 times faster in two space dimensions than reconstructions using the classic smoothness indicator. The new reconstruction is applied to define finite volume schemes to approximate the solution of hyperbolic conservation laws. Numerical tests show results of the same quality as standard WENO schemes using the classic smoothness indicator, but with an overall speedup in the computation time of about 3.5–5 times in 2D tests. Moreover, the computational efficiency (CPU time versus error) is noticeably improved.

     
    more » « less
  2. Beattie, C.A. ; Benner, P. ; Embree, M. ; Gugercin, S. ; Lefteriu, S. (Ed.)
    This paper introduces reduced order model (ROM) based Hessian approximations for use in inexact Newton methods for the solution of optimization problems implicitly constrained by a large-scale system, typically a discretization of a partial differential equation (PDE). The direct application of an inexact Newton method to this problem requires the solution of many PDEs per optimization iteration. To reduce the computational complexity, a ROM Hessian approximation is proposed. Since only the Hessian is approximated, but the original objective function and its gradient is used, the resulting inexact Newton method maintains the first-order global convergence property, under suitable assumptions. Thus even computationally inexpensive lower fidelity ROMs can be used, which is different from ROM approaches that replace the original optimization problem by a sequence of ROM optimization problem and typically need to accurately approximate function and gradient information of the original problem. In the proposed approach, the quality of the ROM Hessian approximation determines the rate of convergence, but not whether the method converges. The projection based ROM is constructed from state and adjoint snapshots, and is relatively inexpensive to compute. Numerical examples on semilinear parabolic optimal control problems demonstrate that the proposed approach can lead to substantial savings in terms of overall PDE solves required. 
    more » « less
  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 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
  4. We present a fully-coupled, implicit-in-time framework for solving a thermodynamically-consistent Cahn-Hilliard Navier-Stokes system that models two-phase flows. In this work, we extend the block iterative method presented in Khanwale et al. [Simulating two-phase flows with thermodynamically consistent energy stable Cahn-Hilliard Navier-Stokes equations on parallel adaptive octree based meshes, J. Comput. Phys. (2020)], to a fully-coupled, provably second-order accurate scheme in time, while maintaining energy-stability. The new method requires fewer matrix assemblies in each Newton iteration resulting in faster solution time. The method is based on a fully-implicit Crank-Nicolson scheme in time and a pressure stabilization for an equal order Galerkin formulation. That is, we use a conforming continuous Galerkin (cG) finite element method in space equipped with a residual-based variational multiscale (RBVMS) procedure to stabilize the pressure. We deploy this approach on a massively parallel numerical implementation using parallel octree-based adaptive meshes. We present comprehensive numerical experiments showing detailed comparisons with results from the literature for canonical cases, including the single bubble rise, Rayleigh-Taylor instability, and lid-driven cavity flow problems. We analyze in detail the scaling of our numerical implementation. 
    more » « less
  5. We describe a novel meshless Galerkin method for numerically solving semilinear parabolic equations on spheres. The new approximation method is based upon a discretization in space using spherical basis functions in a Galerkin approximation. As our spatial approximation spaces are built with spherical basis functions, they can be of arbitrary order and do not require the construction of an underlying mesh. We will establish convergence of the meshless method by adapting, to the sphere, a convergence result due to Thom\'ee and Wahlbin. To do this requires proving new approximation results, including a novel inverse or Nikolskii inequality for spherical basis functions. We also discuss how the integrals in the Galerkin method can accurately and more efficiently be computed using a recently developed quadrature rule. These new quadrature formulas also apply to Galerkin approximations of elliptic partial differential equations on the sphere. Finally, we provide several numerical examples, including the Allen-Cahn for the sphere. 
    more » « less