We propose a discontinuous Galerkin finite element method (DGFEM) for fully nonlinear elliptic Hamilton--Jacobi--Bellman (HJB) partial differential equations (PDE) of second order with Cordes coefficients. Our analysis shows that the method is both consistent and stable, with arbitrarily high-order convergence rates for sufficiently regular solutions. Error bounds for solutions with minimal regularity show that the method is generally convergent under suitable choices of meshes and polynomial degrees. The method allows for a broad range of hp-refinement strategies on unstructured meshes with varying element sizes and orders of approximation, thus permitting up to exponential convergence rates, even for nonsmooth solutions. Numerical experiments on problems with nonsmooth solutions and strongly anisotropic diffusion coefficients demonstrate the significant gains in accuracy and computational efficiency over existing methods. We then extend the DGFEM for elliptic HJB equations to a space-time DGFEM for parabolic HJB equations. The resulting method is consistent and unconditionally stable for varying time-steps, and we obtain error bounds for both rough and regular solutions, which show that the method is arbitrarily high-order with optimal convergence rates with respect to the mesh size, time-step size, and temporal polynomial degree, and possibly suboptimal by an order and a half in the spatial polynomial degree. Exponential convergence rates under combined hp- and τq-refinement are obtained in numerical experiments on problems with strongly anisotropic diffusion coefficients and early-time singularities. Finally, we show that the combination of a semismooth Newton method with nonoverlapping domain decomposition preconditioners leads to efficient solvers for the discrete nonlinear problems. The semismooth Newton method has a superlinear convergence rate, and performs very effectively in computations. We analyse the spectral bounds of nonoverlapping domain decomposition preconditioners for a model problem, where we establish sharp bounds that are explicit in both the mesh sizes and polynomial degrees. We then go beyond the model problem and show computationally that these algorithms lead to efficient and competitive solvers in practical applications to fully nonlinear HJB equations.

This work is concerned with the introduction of a new higher order numerical scheme based on the discontinuous Galerkin method (DGM). We follow the methodology of higher order finite volume (HOFV) and spectral volume (SV) schemes and introduce a reconstruction operator into the DGM. This operator constructs higher order piecewise polynomial reconstructions from the lower order DGM scheme. We present two variants: the generalization of standard HOFV schemes, already proposed by Dumbser et al. (2008) and the generalization of the SV method introduced by Wang (2002). Theoretical aspects are discussed and numerical experiments with the focus on a 2D advection problem are carried out. Powered by TCPDF (www.tcpdf.org)

Title: Application of hp-adaptive discontinuous Galerkin method to com- pressible flow simulation Author: Karol Tarčák Department: Department of Numerical Mathematics Supervisor: prof. RNDr. Vít Dolejší, Ph.D., DSc. Abstract: In the present work we study an residuum estimate of disconti- nuous Galerkin method for the solution of Navier-Stokes equations. Firstly we summarize the construction of the viscous compressible flow model via Navier-Stokes partial differential equation and discontinuous Galerkin met- hod. Then we propose an extension of an already known residuum estimate for stationary problems to non-stationary problems. We observe the beha- vior of the proposed estimate and modify an existing hp-adaptive algorithm to use our estimate. Finally we apply the modified algorithm on test cases and present adapted meshes from the numerical experiments. Keywords: discontinuous Galerkin method, adaptivity, error estimate 4

Cette thèse se situe dans le domaine de l'électromagnétisme et plus particulièrement, celui de la compatibilité électromagnétique. L'objectif de cette thèse est de proposer une condition d'interface qui évite de mailler les plaques minces conductrices lors d’une modélisation tridimensionnelle. Cette condition permet de prendre en compte de manière précise la réflexion d'une onde ou sa transmission par une plaque conductrice. Elle permet aussi de tenir compte de l'effet de peau de l'effet de peau à l'intérieur de la plaque. Cette condition d'interface est intégrée dans une méthode Galerkin discontinue. La présence des termes de flux dans cette méthode rend facile l'implémentation de cette condition d'interface. Afin de montrer l'intérêt de cette condition dans le cadre de la compatibilité électromagnétique, des configurations d'interaction ondes-Structures sont traitées. Elles ont pour but d'étudier l'efficacité de blindage de diverses cavités bidimensionnelles et tridimensionnelles. / This thesis concerns electromagnetic fields and more particularly electromagnetic compatibility. The aim of this thesis is the modeling an interface condition to avoid the mesh of thin conductive sheets in 3D numerical methods. This interface condition allows to take in account the reflection or the transmission of an incident wave on a conductive sheet. It also takes into account the skin effect in this sheet. This interface condition is integrated in discontinuous Galerkin method. The presence of flux terms is this method makes easy to implement this interface condition. To demonstrate the advantage of this interface condition in electromagnetic compatibility problems, many configurations of interaction wave-Structure are treated. They aim to study the shielding effectiveness of different cavities in two and three dimensions.

O desenvolvimento de uma ferramenta de Dinâmica de Fluidos Computacional que utiliza Método de Elementos Finitos baseada na discretização de Galerkin descontínuo é apresentado neste trabalho com objetivo de resolver a equação de Euler linearizada para escoamento compressível em duas dimensões usando malhas estruturadas e não estruturadas. Procuramos utilizar esta ferramenta como um propagador de ondas sonoras para estudar fenômenos aeroacústicos. O problema de Riemann presente no fluxo convectivo da equação de Euler é tratado com um método upwind HLL e para o avanço da solução no tempo é usado o método de Runge-Kutta explícito de 4 estágios com segunda ordem de precisão. A eficiência computacional, a convergência do método e a precisão são testadas através de simulações de escoamentos já apresentadas na literatura. A taxa de convergência para altas ordens de aproximação é assintótica que é um resultado compatível com a formulação Galerkin descontínuo. / The development of a Computation Fluid Dynamic Tool based on the Finite Element Method with discontinuous Galerkin discretization is presented in this work. The aim of this study is to solve the compressible linearized Euler\'s equation in two dimensions on structured and non structured meshes. This tool has been used as a means to study aeroacoustics phenomena. The Riemann\'s problem presented on a convective flow in Euler\'s equation is tackled by a HLL\'s method and the time integration being used is the four-stage Runge-Kutta explicit method with second order of accuracy. The computational efficiency, the convergence of the method and the accuracy are tested by comparing our results for flow simulations with those that are available in the literature. The convergence rate to high approximation order is asymptotic and it shows a result which is compatible with a discontinuous Galerkin formulation.

In this thesis we develop and analyze the performance ofadaptive finite element methods for multiphysics problems. Inparticular, we propose a methodology for deriving computable errorestimates when solving unidirectionally coupled multiphysics problemsusing segregated finite element solvers.  The error estimates are of a posteriori type and are derived using the standard frameworkof dual weighted residual estimates.  A main feature of themethodology is its capability of automatically estimating thepropagation of error between the involved solvers with respect to anoverall computational goal. The a posteriori estimates are used todrive local mesh refinement, which concentrates the computationalpower to where it is most needed.  We have applied and numericallystudied the methodology to several common multiphysics problems usingvarious types of finite elements in both two and three spatialdimensions. Multiphysics problems often involve convection-diffusion equations for whichstandard finite elements can be unstable. For such equations we formulatea robust discontinuous Galerkin method of optimal order with piecewiseconstant approximation. Sharp a priori and a posteriori error estimatesare proved and verified numerically. Fractional step methods are popular for simulating incompressiblefluid flow. However, since they are not genuine Galerkin methods, butrather based on operator splitting, they do not fit into the standardframework for a posteriori error analysis. We formally derive an aposteriori error estimate for a prototype fractional step method byseparating the error in a functional describing the computational goalinto a finite element discretization residual, a time steppingresidual, and an algebraic residual.

Thin and slender structures are widely occurring both in nature and in human creations. Clever geometries of thin structures can produce strong constructions while requiring a minimal amount of material. Computer modeling and analysis of thin and slender structures have their own set of problems, stemming from assumptions made when deriving the governing equations. This thesis deals with the derivation of numerical methods suitable for approximating solutions to problems on thin geometries. It consists of an introduction and four papers. In the first paper we introduce a thread model for use in interactive simulation. Based on a three-dimensional beam model, a corotational approach is used for interactive simulation speeds in combination with adaptive mesh resolution to maintain accuracy. In the second paper we present a family of continuous piecewise linear finite elements for thin plate problems. Patchwise reconstruction of a discontinuous piecewise quadratic deflection field allows us touse a discontinuous Galerkin method for the plate problem. Assuming a criterion on the reconstructions is fulfilled we prove a priori error estimates in energy norm and L2-norm and provide numerical results to support our findings. The third paper deals with the biharmonic equation on a surface embedded in R3. We extend theory and formalism, developed for the approximation of solutions to the Laplace-Beltrami problem on an implicitly defined surface, to also cover the biharmonic problem. A priori error estimates for a continuous/discontinuous Galerkin method is proven in energy norm and L2-norm, and we support the theoretical results by numerical convergence studies for problems on a sphere and on a torus. In the fourth paper we consider finite element modeling of curved beams in R3. We let the geometry of the beam be implicitly defined by a vector distance function. Starting from the three-dimensional equations of linear elasticity, we derive a weak formulation for a linear curved beam expressed in global coordinates. Numerical results from a finite element implementation based on these equations are compared with classical results.

The miscible displacement equations provide the mathematical model for simulating the displacement of a mixture of oil and miscible fluid in underground reservoirs during the Enhance Oil Recovery(EOR) process. In this thesis, I propose a stable numerical scheme combining a mixed finite element method and space-time discontinuous Galerkin method for solving miscible displacement equations under low regularity assumption. Convergence of the discrete solution is investigated using a compactness theorem for functions that are discontinuous in space and time. Numerical experiments illustrate that the rate of convergence is improved by using a high order time stepping method. For petroleum engineers, it is essential to compute finely detailed fluid profiles in order to design efficient recovery procedure thereby increase production in the EOR process. The method I propose takes advantage of both high order time approximation and discontinuous Galerkin method in space and is capable of providing accurate numerical solutions to assist in increasing the production rate of the miscible displacement oil recovery process.

<p>Engineering mechanics problems involving interfaces, whether physical or introduced by numerical methodologies, are commonplace.  Just a few examples include fracture and fault mechanics, classical contact-impact, phase boundary propagation, and fluid-structure interaction.  This dissertation focuses on issues of numerical stability and accuracy that must be addressed when such interfaces are included in a realistic simulation of a physical system. </p><p>We begin by presenting a novel numerical method of fluid/structure interaction that may be applied to the problem of movable devices and ocean waves. The work is done with finite differences, large motion Lagrangian mechanics, and an eye towards creating a model in which complex rigid body dynamics can be incorporated.</p><p>We then review the many advantages of embedded mesh techniques for interface representation, and investigate a completely finite element based strategy for embedding domains. The work is seen as a precursor to robust multi-physics simulation capabilities.  Special attention must be given to these techniques in terms of stable and convergent representation of surface fluxes.  Mesh locking and over-constraint are particularly addressed.   We show that traditional methods for enforcing continuity at embedded interfaces cannot adequately guarantee flux stability, and show a less traditional method, known as Nitsche's method, to be a stable alternative. We address the open problem of applying Nitsche's method to non-linear analysis by drawing parallels between the embedded mesh and discontinuous Galerkin (DG) methods, and propose a DG style approach to Nitsche's method. We conclude with stable interfacial fluxes for a continuity constraint for a case of embedded finite element meshes in large deformation elasticity. The general conclusion is drawn that stability must be addressed in the choice of interface treatment in computational mechanics.</p> / Dissertation

Waves and circulation processes interact in daily wind and tide driven flows as well as in more extreme events such as hurricanes. Currents and water levels affect wave propagation and the location of wave-breaking zones, while wave forces induce setup and currents. Despite this interaction, waves and circulation processes are modeled separately using different approaches. Circulation processes are represented by the shallow water equations, which conserve mass and momentum. This approach for wind-generated waves is impractical for large geographic scales due to the fine resolution that would be required. Therefore, wind-waves are instead represented in a spectral sense, governed by the action balance equation, which propagates action density through both geographic and spectral space. Even though wind-waves and circulation are modeled separately, it is important to account for their interactions by coupling their respective models. In this dissertation we use discontinuous-Galerkin (DG) methods to couple spectral wave and circulation models to model wave-current interactions. We first develop, implement, verify and validate a DG spectral wave model, which allows for the implementation of unstructured meshes in geographic space and the utility of adaptive, higher-order approximations in both geographic and spectral space. We then couple the DG spectral wave model to an existing DG circulation model, which is run on the same geographic mesh and allows for higher order information to be passed between the two models. We verify and validate coupled wave/circulation model as well as analyzing the error of the coupled wave/circulation model. / text