Eric T. Chung

Optimal Discontinuous Galerkin Methods for Wave Propagation

We have developed and analyzed a new class of discontinuous Galerkin methods (DG) which can be seen as a compromise between standard DG and the finite element (FE) method in the way that it is explicit like standard DG and energy conserving like FE. In the literature there are many methods that achieve some of the goals of explicit time marching, unstructured grid, energy conservation, and optimal higher order accuracy, but as far as we know only our new algorithms satisfy all the conditions. We propose a new stability requirement for our DG. The stability analysis is based on the careful selection of the two FE spaces which verify the new stability condition. The convergence rate is optimal with respect to the order of the polynomials in the FE spaces. Moreover, the convergence is described by a series of numerical experiments.

Optimal Discontinuous Galerkin Methods for the Acoustic Wave Equation in Higher Dimensions

In this paper, we develop and analyze a new class of discontinuous Galerkin (DG) methods for the acoustic wave equation in mixed form. Traditional mixed finite element (FE) methods produce energy conserving schemes, but these schemes are implicit, making the time-stepping inefficient. Standard DG methods give explicit schemes, but these approaches are typically dissipative or suboptimally convergent, depending on the choice of numerical fluxes. Our new method can be seen as a compromise between these two kinds of techniques, in the way that it is both explicit and energy conserving, locally and globally. Moreover, it can be seen as a generalized version of the Raviart-Thomas FE method and the finite volume method. Stability and convergence of the new method are rigorously analyzed, and we have shown that the method is optimally convergent. Furthermore, in order to apply the new method for unbounded domains, we apply our new method with the first order absorbing boundary condition. The stability of the resulting numerical scheme is analyzed.

Convergence Analysis of a Finite Volume Method for Maxwell's Equations in Nonhomogeneous Media

In this paper, we analyze a recently developed finite volume method for the time-dependent Maxwells equations in a three-dimensional polyhedral domain composed of two dielectric materials with different parameter values for the electric permittivity and the magnetic permeability. Convergence and error estimates of the numerical scheme are established for general nonuniform tetrahedral triangulations of the physical domain. In the case of nonuniform rectangular grids, the scheme converges with second order accuracy in the discrete L2-norm, despite the low regularity of the true solution over the entire domain. In particular, the finite volume method is shown to be superconvergent in the discrete H(curl; )-norm. In addition, the explicit dependence of the error estimates on the material parameters is given.

An adaptive GMsFEM for high-contrast flow problems

In this paper, we derive an a-posteriori error indicator for the Generalized Multiscale Finite Element Method (GMsFEM) framework. This error indicator is further used to develop an adaptive enrichment algorithm for the linear elliptic equation with multiscale high-contrast coefficients. The GMsFEM, which has recently been introduced in [13], allows solving multiscale parameter-dependent problems at a reduced computational cost by constructing a reduced-order representation of the solution on a coarse grid. The main idea of the method consists of (1) the construction of snapshot space, (2) the construction of the offline space, and (3) the construction of the online space (the latter for parameter-dependent problems). In [13], it was shown that the GMsFEM provides a flexible tool to solve multiscale problems with a complex input space by generating appropriate snapshot, offline, and online spaces. In this paper, we study an adaptive enrichment procedure and derive an a-posteriori error indicator which gives an estimate of the local error over coarse grid regions. We consider two kinds of error indicators where one is based on the L^2-norm of the local residual and the other is based on the weighted H^-^1-norm of the local residual where the weight is related to the coefficient of the elliptic equation. We show that the use of weighted H^-^1-norm residual gives a more robust error indicator which works well for cases with high contrast media. The convergence analysis of the method is given. In our analysis, we do not consider the error due to the fine-grid discretization of local problems and only study the errors due to the enrichment. Numerical results are presented that demonstrate the robustness of the proposed error indicators.

Convergence and superconvergence of staggered discontinuous Galerkin methods for the three-dimensional Maxwell's equations on Cartesian grids

In this paper, a new type of staggered discontinuous Galerkin methods for the three dimensional Maxwells equations is developed and analyzed. The spatial discretization is based on staggered Cartesian grids so that many good properties are obtained. First of all, our method has the advantages that the numerical solution preserves the electromagnetic energy and automatically fulfills a discrete version of the Gauss law. Moreover, the mass matrices are diagonal, thus time marching is explicit and is very efficient. Our method is high order accurate and the optimal order of convergence is rigorously proved. It is also very easy to implement due to its Cartesian structure and can be regarded as a generalization of the classical Yees scheme as well as the quadrilateral edge finite elements. Furthermore, a superconvergence result, that is the convergence rate is one order higher at interpolation nodes, is proved. Numerical results are shown to confirm our theoretical statements, and applications to problems in unbounded domains with the use of PML are presented. A comparison of our staggered method and non-staggered method is carried out and shows that our method has better accuracy and efficiency.

A staggered discontinuous Galerkin method for the convection–diffusion equation

This paper is concerned with the staggered discontinuous Galerkin metho d for convection–diffusion equations. Over the past few decades, stagger ed type methods have been applied successfully to many problems, such as wave propagation and fl uid flow problems. A distinctive feature of these methods is that the physical laws arising from th e corresponding partial differential equations are automatically preserved. Nevertheles s, staggered methods for convection–diffusion equations are rarely seen in literature. It is thus the main goal of this paper to develop and analyze a class of staggered numerical schemes for the approximation of convection–diffusion equations. We will prove that our new method pres erv the underlying physical laws in some discrete sense. Moreover, the stability and conver gence of the method are proved. Numerical results are shown to verify the theoretical estimates.

Residual-driven online generalized multiscale finite element methods

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current residual. Online multiscale basis functions are constructed adaptively in some selected regions based on our error indicators. We derive an error estimator which shows that one needs to have an offline space with certain properties to guarantee that additional online multiscale basis function will decrease the error. This error decrease is independent of physical parameters, such as the contrast and multiple scales in the problem. The offline spaces are constructed using Generalized Multiscale Finite Element Methods (GMsFEM). We show that if one chooses a sufficient number of offline basis functions, one can guarantee that additional online multiscale basis functions will reduce the error independent of contrast. We note that the construction of online basis functions is motivated by the fact that the offline space construction does not take into account distant effects. Using the residual information, we can incorporate the distant information provided the offline approximation satisfies certain properties.In the paper, theoretical and numerical results are presented. Our numerical results show that if the offline space is sufficiently large (in terms of the dimension) such that the coarse space contains all multiscale spectral basis functions that correspond to small eigenvalues, then the error reduction by adding online multiscale basis function is independent of the contrast. We discuss various ways computing online multiscale basis functions which include a use of small dimensional offline spaces.

Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media

It is important to develop fast yet accurate numerical methods for seismic wave propagation to characterize complex geological structures and oil and gas reservoirs. However, the computational cost of conventional numerical modeling methods, such as finite-difference method and finite-element method, becomes prohibitively expensive when applied to very large models. We propose a Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media, where we construct basis functions from multiple local problems for both the boundaries and interior of a coarse node support or coarse element. The application of multiscale basis functions can capture the fine scale medium property variations, and allows us to greatly reduce the degrees of freedom that are required to implement the modeling compared with conventional finite-element method for wave equation, while restricting the error to low values. We formulate the continuous Galerkin and discontinuous Galerkin formulation of the multiscale method, both of which have pros and cons. Applications of the multiscale method to three heterogeneous models show that our multiscale method can effectively model the elastic wave propagation in anisotropic media with a significant reduction in the degrees of freedom in the modeling system.

Mixed Generalized Multiscale Finite Element Methods and Applications

In this paper, we present a mixed generalized multiscale finite element method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries, and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of oversampling techniques is to introduce a small dimensional snapshot space. We present numerical results for two-phase flow and...

AN ENERGY-CONSERVING DISCONTINUOUS MULTISCALE FINITE ELEMENT METHOD FOR THE WAVE EQUATION IN HETEROGENEOUS MEDIA

Seismic data are routinely used to infer in situ properties of earth materials on many scales, ranging from global studies to investigations of surficial geological formations. While inversion and imaging algorithms utilizing these data have improved steadily, there are remaining challenges that make detailed measurements of the properties of some geologic materials very difficult. For example, the determination of the concentration and orientation of fracture systems is prohibitively expensive to simulate on the fine grid and, thus, some type of coarse-grid simulations are needed. In this paper, we describe a new multiscale finite element algorithm for simulating seismic wave propagation in heterogeneous media. This method solves the wave equation on a coarse grid using multiscale basis functions and a global coupling mechanism to relate information between fine and coarse grids. Using a mixed formulation of the wave equation and staggered discontinuous basis functions, the proposed multiscale methods have the following properties. • The total wave energy is conserved. • Mass matrix is diagonal on a coarse grid and explicit energy-preserving time discretization does not require solving a linear system at each time step. • Multiscale basis functions can accurately capture the subgrid variations of the solution and the time stepping is performed on a coarse grid. We discuss various subgrid capturing mechanisms and present some preliminary numerical results.