There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

We provide a framework for the analysis of a large class of discontinuous methods for second-order elliptic problems. It allows for the understanding and comparison of most of the discontinuous Galerkin methods that have been proposed over the past three decades for the numerical treatment of elliptic problems.

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Unified Analysis of Discontinuous Galerkin Methods for Elliptic Problems

The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the important results from these studies and also presents new ideas and alternative interpretations which further explain the success of the EnKF. In addition to providing the theoretical framework needed for using the EnKF, there is also a focus on the algorithmic formulation and optimal numerical implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (EnOI) scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications. A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias.

The Ensemble Kalman Filter: Theoretical formulation and practical implementation

In this paper, we study the local discontinuous Galerkin (LDG) methods for nonlinear, time-dependent convection-diffusion systems. These methods are an extension of the Runge--Kutta discontinuous Galerkin (RKDG) methods for purely hyperbolic systems to convection-diffusion systems and share with those methods their high parallelizability, high-order formal accuracy, and easy handling of complicated geometries for convection-dominated problems. It is proven that for scalar equations, the LDG methods are L2-stable in the nonlinear case. Moreover, in the linear case, it is shown that if polynomials of degree k are used, the methods are kth order accurate for general triangulations; although this order of convergence is suboptimal, it is sharp for the LDG methods. Preliminary numerical examples displaying the performance of the method are shown.

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The Local Discontinuous Galerkin Method for Time-Dependent Convection-Diffusion Systems

This is the first of two papers concerning superconvergent recovery techniques and a posteriori error estimation. In this paper, a general recovery technique is developed for determining the derivatives (stresses) of the finite element solutions at nodes. The implementation of the recovery technique is simple and cost effective. The technique has been tested for a group of widely used linear, quadratic and cubic elements for both one and two dimensional problems. Numerical experiments demonstrate that the recovered nodal values of the derivatives with linear and cubic elements are superconvergent. One order higher accuracy is achieved by the procedure with linear and cubic elements but two order higher accuracy is achieved for the derivatives with quadratic elements. In particular, an O(h4) convergence of the nodal values of the derivatives for a quadratic triangular element is reported for the first time. The performance of the proposed technique is compared with the widely used smoothing procedure of global L2 projection and other methods. It is found that the derivatives recovered at interelement nodes, by using L2 projection, are also superconvergent for linear elements but not for quadratic elements. Numerical experiments on the convergence of the recovered solutions in the energy norm are also presented. Higher rates of convergence are again observed. The results presented in this part of the paper indicate clearly that a new, powerful and economical process is now available which should supersede the currently used post-processing procedures applied in most codes.

The superconvergent patch recovery and a posteriori error estimates. Part 1: The recovery technique

A discontinuous collocation-finite element method with interior penalties is proposed and analyzed for elliptic equations. The integral orthogonalities are motivated by the interior penalty L2- Galerkin procedure of Douglas and Dupont.

An elliptic collocation-finite element method with interior penalties*

L2 error estimates for the continuous time and several discrete time Galerkin approxima- tions to solutions of some second order nonlinear parabolic partial differential equations are derived. Both Neumann and Dirichlet boundary conditions are considered. The estimates obtained are the best possible in an L2 sense. These error estimates are derived by relating the error for the nonlinear parabolic problem to known L2 error estimates for a linear elliptic problem. With additional restrictions on basis functions

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A Priori L_2 Error Estimates for Galerkin Approximations to Parabolic Partial Differential Equations

Three Galerkin methods using discontinuous approximation spaces are introduced to solve elliptic problems. The underlying bilinear form for all three methods is the same and is nonsymmetric. In one case, a penalty is added to the form and in another, a constraint on jumps on each face of the triangulation. All three methods are locally conservative and the third one is not restricted. Optimal a priori hp error estimates are derived for all three procedures.

Improved energy estimates for interior penalty, constrained and discontinuous Galerkin methods for elliptic problems. Part I

We present an expanded mixed finite element approximation of second-order elliptic problems containing a tensor coefficient. The mixed method is expanded in the sense that three variables are explicitly approximated, namely, the scalar unknown, the negative of its gradient, and its flux (the tensor coefficient times the negative gradient). The resulting linear system is a saddle point problem. In the case of the lowest order Raviart--Thomas elements on rectangular parallelepipeds, we approximate this expanded mixed method by incorporating certain quadrature rules. This enables us to write the system as a simple, cell-centered finite difference method requiring the solution of a sparse, positive semidefinite linear system for the scalar unknown. For a general tensor coefficient, the sparsity pattern for the scalar unknown is a 9-point stencil in two dimensions and 19 points in three dimensions. Existing theory shows that the expanded mixed method gives optimal order approximations in the $L^2$- and $H^{-s}$-norms (and superconvergence is obtained between the $L^2$-projection of the scalar variable and its approximation). We show that these rates of convergence are retained for the finite difference method. If $h$ denotes the maximal mesh spacing, then the optimal rate is $O(h)$. The superconvergence rate $O(h^{2})$ is obtained for the scalar unknown and rate $O(h^{3/2})$ for its gradient and flux in certain discrete norms; moreover, the full $O(h^{2})$ is obtained in the strict interior of the domain. Computational results illustrate these theoretical results.

Mixed Finite Elements for Elliptic Problems with Tensor Coefficients as Cell-Centered Finite Differences

We analyze three discontinuous Galerkin approximations for solving elliptic problems in two or three dimensions. In each one, the basic bilinear form is nonsymmetric: the first one has a penalty term on edges, the second has one constraint per edge, and the third is totally unconstrained. For each of them we prove hp error estimates in the H1 norm, optimal with respect to h, the mesh size, and nearly optimal with respect to p, the degree of polynomial approximation. We establish these results for general elements in two and three dimensions. For the unconstrained method, we establish a new approximation result valid on simplicial elements. L2 estimates are also derived for the three methods.

Mary F. Wheeler

Papers

An elliptic collocation-finite element method with interior penalties*

A Priori L_2 Error Estimates for Galerkin Approximations to Parabolic Partial Differential Equations

Improved energy estimates for interior penalty, constrained and discontinuous Galerkin methods for elliptic problems. Part I

Mixed Finite Elements for Elliptic Problems with Tensor Coefficients as Cell-Centered Finite Differences

A Priori Error Estimates for Finite Element Methods Based on Discontinuous Approximation Spaces for Elliptic Problems