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.

/pdf/unified-analysis-of-discontinuous-galerkin-methods-for-9numgtph62.pdf

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.

/pdf/the-local-discontinuous-galerkin-method-for-time-dependent-23o5v9uy8q.pdf

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 priori error estimates for Galerkin methods for numerical approximation of the coupled quasilinear system for $c = c(x,t)$ and $p = p(x,t)$ given by \[\begin{gathered} \nabla \cdot [a(x,c)\{ \nabla p - \gamma (x,c)\nabla z\} ] = q(x,t), \hfill \\ \nabla \cdot [b(x,c,\nabla p)\nabla c] - u(x,c,\nabla p) \cdot \nabla c = \phi (x)\frac{{\partial c}}{{\partial t}} + g(x,t,c) \hfill \\ \end{gathered} \] for $x \in \Omega ,t \in (0,T)$, and appropriate Neumann boundary and initial conditions are considered. Equations of this type arise in models for the miscible displacement of one incompressible fluid by another in a porous medium. Estimates for both continuous time and fully-discrete time Galerkin methods are presented.

Galerkin Methods for Miscible Displacement Problems in Porous Media

In this paper, we formulate a finite-element procedure for approximating the coupled fluid and mechanics in Biot’s consolidation model of poroelasticity. We approximate the flow variables by a mixed finite-element space and the displacement by a family of discontinuous Galerkin methods. Theoretical convergence error estimates are derived and, in particular, are shown to be independent of the constrained specific storage coefficient, c
 o
 . This suggests that our proposed algorithm is a potentially effective way to combat locking, or the nonphysical pressure oscillations, which sometimes arise in numerical algorithms for poroelasticity.

A coupling of mixed and discontinuous Galerkin finite-element methods for poroelasticity

We present an expanded mixed finite element method for solving second-order elliptic partial differential equations on geometrically general domains. For the lowest-order Raviart--Thomas approximating spaces, we use quadrature rules to reduce the method to cell-centered finite differences, possibly enhanced with some face-centered pressures. This substantially reduces the computational complexity of the problem to a symmetric, positive definite system for essentially only as many unknowns as elements. Our new method handles general shape elements (triangles, quadrilaterals, and hexahedra) and full tensor coefficients, while the standard mixed formulation reduces to finite differences only in special cases with rectangular elements. As in other mixed methods, we maintain the local approximation of the divergence (i.e., local mass conservation). In contrast, Galerkin finite element methods facilitate general element shapes at the cost of achieving only global mass conservation. Our method is shown to be as accurate as the standard mixed method for a large class of smooth meshes. On nonsmooth meshes or with nonsmooth coefficients one can add Lagrange multiplier pressure unknowns on certain element edges or faces. This enhanced cell-centered procedure recovers full accuracy, with little additional cost if the coefficients or mesh geometry are piecewise smooth. Theoretical error estimates and numerical examples are given, illustrating the accuracy and efficiency of the methods.

Enhanced Cell-Centered Finite Differences for Elliptic Equations on General Geometry

SUMMARY Recently, there has been an increased interest in applying the discontinuous Galerkin method (DGM) to wave propagation. In this work, we investigate the applicability of the interior penalty DGM to elastic wave propagation by analysing it’s grid dispersion properties, with particular attention to the effect that different basis functions have on the numerical dispersion. We consider different types of basis functions that naturally yield a diagonal mass matrix. This is relevant to seismology because a diagonal mass matrix is tantamount to an explicit and efficient time marching scheme. We find that the Legendre basis functions that are traditionally used in the DGM introduce numerical dispersion and anisotropy. Furthermore, we find that using Lagrange basis functions along with the Gauss nodes has attractive advantages for numerical wave propagation.

https://www.math.purdue.edu/~santos/research/disc_galerkin_ref/DeBasabe-etal-2008-GJI.pdf

The interior penalty discontinuous Galerkin method for elastic wave propagation: grid dispersion

https://web.kaust.edu.sa/faculty/ShuyuSun/pub/DGcoupleAppNumMath2005.pdf

Mary F. Wheeler

Papers

Galerkin Methods for Miscible Displacement Problems in Porous Media

A coupling of mixed and discontinuous Galerkin finite-element methods for poroelasticity

Enhanced Cell-Centered Finite Differences for Elliptic Equations on General Geometry

The interior penalty discontinuous Galerkin method for elastic wave propagation: grid dispersion

Discontinuous Galerkin methods for coupled flow and reactive transport problems