To simulate real world problems modeled by differential equations, it is often not sufficient to  consider and tackle a single equation. Rather, complex phenomena are modeled by several partial dierential equations that are coupled to each other. For example, a heart beat involve electric activity, mechanics of the movement of the walls and valves, as well as blood fow - a true multiphysics problem. There may also be ordinary differential equations modeling the reactions on a cellular level, and these may act on a much finer scale in both space and time. Determining efficient and accurate simulation tools for such multiscalar multiphysics problems is a challenge. The five scientific papers constituting this thesis investigate and present solutions to issues regarding accurate and efficient simulation using adaptive finite element methods. These include handling local accuracy through submodeling, analyzing error propagation in time-dependent  multiphysics problems, developing efficient algorithms for adaptivity in time and space, and deriving error analysis for coupled PDE-ODE systems. In all these examples, the error is analyzed and controlled using the framework of dual-weighted residuals, and the spatial meshes are handled using octree based data structures. However, few realistic geometries fit such grid and to address this issue a discontinuous Galerkin Nitsche method is presented and analyzed.

Aquesta tesi doctoral proposa formulacions de Galerkin discontinu (DG) d'alt ordre per fluxos viscosos incompressibles. Es desenvolupa un nou mètode de DG amb penalti interior (IPM-DG), que condueix a una forma feble simètrica i coerciva pel terme de difusió, i que permet assolir una aproximació espacial d'alt ordre. Aquest mètode s'aplica per resoldre les equacions de Stokes i Navier-Stokes. L'espai d'aproximació de la velocitat es descompon dins de cada element en una part solenoidal i una altra irrotacional, de manera que es pot dividir la forma dèbil IPM-DG en dos problemes desacoblats. El primer permet el càlcul de les velocitats i de les pressions híbrides, mentre que el segon calcula les pressions en l'interior dels elements. Aquest desacoblament permet una reducció important del número de graus de llibertat tant per velocitat com per pressió. S'introdueix també un paràmetre extra de penalti resultant en una formulació DG alternativa per calcular les velocitats solenoidales, on les pressions no apareixen. Les pressions es poden calcular com un post-procés de la solució de les velocitats. Es contemplen altres formulacions DG, com per exemple el mètode Compact Discontinuous Galerkin, i es comparen al mètode IPM-DG. Es proposen mètodes implícits de Runge-Kutta d'alt ordre per problemes transitoris incompressibles, permetent obtenir esquemes incondicionalment estables i amb alt ordre de precisió temporal. Les equacions de Navier-Stokes incompressibles transitòries s'interpreten com un sistema de Equacions Algebraiques Diferencials, és a dir, un sistema d'equacions diferencials ordinàries corresponent a la equació de conservació del moment, més les restriccions algebraiques corresponent a la condició d'incompressibilitat. Mitjançant exemples numèrics es mostra l'aplicabilitat de les metodologies proposades i es comparen la seva eficiència i precisió. / This PhD thesis proposes divergence-free Discontinuous Galerkin formulations providing high orders of accuracy for incompressible viscous flows. A new Interior Penalty Discontinuous Galerkin (IPM-DG) formulation is developed, leading to a symmetric and coercive bilinear weak form for the diffusion term, and achieving high-order spatial approximations. It is applied to the solution of the Stokes and Navier-Stokes equations. The velocity approximation space is decomposed in every element into a solenoidal part and an irrotational part. This allows to split the IPM weak form in two uncoupled problems. The first one solves for velocity and hybrid pressure, and the second one allows the evaluation of pressures in the interior of the elements. This results in an important reduction of the total number of degrees of freedom for both velocity and pressure. The introduction of an extra penalty parameter leads to an alternative DG formulation for the computation of solenoidal velocities with no presence of pressure terms. Pressure can then be computed as a post-process of the velocity solution. Other DG formulations, such as the Compact Discontinuous Galerkin method, are contemplated and compared to IPM-DG. High-order Implicit Runge-Kutta methods are then proposed to solve transient incompressible problems, allowing to obtain unconditionally stable schemes with high orders of accuracy in time. For this purpose, the unsteady incompressible Navier-Stokes equations are interpreted as a system of Differential Algebraic Equations, that is, a system of ordinary differential equations corresponding to the conservation of momentum equation, plus algebraic constraints corresponding to the incompressibility condition. Numerical examples demonstrate the applicability of the proposed methodologies and compare their efficiency and accuracy.

<p>In this study we propose a fast hybrid spectral-element time-domain (SETD) / finite-element time-domain (FETD) method for transient analysis of multiscale electromagnetic problems, where electrically fine structures with details much smaller than a typical wavelength and electrically coarse structures comparable to or larger than a typical wavelength coexist.</p><p>Simulations of multiscale electromagnetic problems, such as electromagnetic interference (EMI), electromagnetic compatibility (EMC), and electronic packaging, can be very challenging for conventional numerical methods. In terms of spatial discretization, conventional methods use a single mesh for the whole structure, thus a high discretization density required to capture the geometric characteristics of electrically fine structures will inevitably lead to a large number of wasted unknowns in the electrically coarse parts. This issue will become especially severe for orthogonal grids used by the popular finite-difference time-domain (FDTD) method. In terms of temporal integration, dense meshes in electrically fine domains will make the time step size extremely small for numerical methods with explicit time-stepping schemes. Implicit schemes can surpass stability criterion limited by the Courant-Friedrichs-Levy (CFL) condition. However, due to the large system matrices generated by conventional methods, it is almost impossible to employ implicit schemes to the whole structure for time-stepping.</p><p>To address these challenges, we propose an efficient hybrid SETD/FETD method for transient electromagnetic simulations by taking advantages of the strengths of these two methods while avoiding their weaknesses in multiscale problems. More specifically, a multiscale structure is divided into several subdomains based on the electrical size of each part, and a hybrid spectral-element / finite-element scheme is proposed for spatial discretization. The hexahedron-based spectral elements with higher interpolation degrees are efficient in modeling electrically coarse structures, and the tetrahedron-based finite elements with lower interpolation degrees are flexible in discretizing electrically fine structures with complex shapes. A non-spurious finite element method (FEM) as well as a non-spurious spectral element method (SEM) is proposed to make the hybrid SEM/FEM discretization work. For time integration we employ hybrid implicit / explicit (IMEX) time-stepping schemes, where explicit schemes are used for electrically coarse subdomains discretized by coarse spectral element meshes, and implicit schemes are used to overcome the CFL limit for electrically fine subdomains discretized by dense finite element meshes. Numerical examples show that the proposed hybrid SETD/FETD method is free of spurious modes, is flexible in discretizing sophisticated structure, and is more efficient than conventional methods for multiscale electromagnetic simulations.</p> / Dissertation

Preconditioners based upon sweeps and diffusion-synthetic acceleration (DSA) have been constructed and applied to the zeroth and first spatial moments of the 1-D transport equation using SN angular discretization and a strictly positive nonlinear spatial closure (the CSZ method). The sweep preconditioner was applied using the linear discontinuous Galerkin (LD) sweep operator and the nonlinear CSZ sweep operator. DSA preconditioning was applied using the linear LD S2 equations and the nonlinear CSZ S2 equations. These preconditioners were applied in conjunction with a Jacobian-free Newton Krylov (JFNK) method utilizing Flexible GMRES. The action of the Jacobian on the Krylov vector was difficult to evaluate numerically with a finite difference approximation because the angular flux spanned many orders of magnitude. The evaluation of the perturbed residual required constructing the nonlinear CSZ operators based upon the angular flux plus some perturbation. For cases in which the magnitude of the perturbation was comparable to the local angular flux, these nonlinear operators were very sensitive to the perturbation and were significantly different than the unperturbed operators. To resolve this shortcoming in the finite difference approximation, in these cases the residual evaluation was performed using nonlinear operators "frozen" at the unperturbed local psi. This was a Newton method with a perturbation fixup. Alternatively, an entirely frozen method always performed the Jacobian evaluation using the unperturbed nonlinear operators. This frozen JFNK method was actually a Picard iteration scheme. The perturbed Newton's method proved to be slightly less expensive than the Picard iteration scheme. The CSZ sweep preconditioner was significantly more effective than preconditioning with the LD sweep. Furthermore, the LD sweep is always more expensive to apply than the CSZ sweep. The CSZ sweep is superior to the LD sweep as a preconditioner. The DSA preconditioners were applied in conjunction with the CSZ sweep. The nonlinear CSZ DSA preconditioner did not form a more effective preconditioner than the linear DSA preconditioner in this 1-D analysis. As it is very difficult to construct a CSZ diffusion equation in more than one dimension, it will be very beneficial if the results regarding the effectiveness of the LD DSA preconditioner are applicable to multi-dimensional problems.

Distributed optimal control problems with transient convection dominated diffusion convection reaction equations are considered. The problem is discretized in space by using three types of discontinuous Galerkin (DG) method: symmetric interior penalty Galerkin (SIPG), nonsymmetric interior penalty Galerkin (NIPG), incomplete interior penalty Galerkin (IIPG). For time discretization, Crank-Nicolson and backward Euler methods are used. The discretize-then-optimize approach is used to obtain the finite dimensional problem. For one-dimensional unconstrained problem, Newton-Conjugate Gradient method with Armijo line-search. For two-dimensional control constrained problem, active-set method is applied. A priori error estimates are derived for full discretized optimal control problem. Numerical results for one and two-dimensional distributed optimal control problems for diffusion convection equations with boundary layers confirm the predicted orders derived by a priori error estimates.

In this thesis, we analyze an adaptive discontinuous finite element method for symmetric second order linear elliptic operators. Moreover, we obtain a fully computable convergence analysis on the broken energy seminorm in first order symmetric interior penalty discontin- uous Galerkin finite element approximations of this problem. The method is formulated on nonconforming meshes made of triangular elements with first order polynomial in two di- mension. We use an estimator which is completely free of unknown constants and provide a guaranteed numerical bound on the broken energy norm of the error. This estimator is also shown to provide a lower bound for the broken energy seminorm of the error up to a constant and higher order data oscillation terms. Consequently, the estimator yields fully reliable, quantitative error control along with efficiency. As a second problem, explicit expression for constants of the inverse inequality are given in 1D, 2D and 3D. Increasing mathematical analysis of finite element methods is motivating the inclusion of mesh dependent terms in new classes of methods for a variety of applications. Several inequalities of functional analysis are often employed in convergence proofs. Inverse estimates have been used extensively in the analysis of finite element methods. It is char- acterized as tools for the error analysis and practical design of finite element methods with terms that depend on the mesh parameter. Sharp estimates of the constants of this inequality is provided in this thesis.

Many real-life applications such as the shape optimization of technological devices, the identification of parameters in environmental processes and flow control problems lead to optimization problems governed by systems of convection diusion partial dierential equations (PDEs). When convection dominates diusion, the solutions of these PDEs typically exhibit layers on small regions where the solution has large gradients. Hence, it requires special numerical techniques, which take into account the structure of the convection. The integration of discretization and optimization is important for the overall eciency of the solution process. Discontinuous Galerkin (DG) methods became recently as an alternative to the finite dierence, finite volume and continuous finite element methods for solving wave dominated problems like convection diusion equations since they possess higher accuracy. This thesis will focus on analysis and application of DG methods for linear-quadratic convection dominated optimal control problems. Because of the inconsistencies of the standard stabilized methods such as streamline upwind Petrov Galerkin (SUPG) on convection diusion optimal control problems, the discretize-then-optimize and the optimize-then-discretize do not commute. However, the upwind symmetric interior penalty Galerkin (SIPG) method leads to the same discrete optimality systems. The other DG methods such as nonsymmetric interior penalty Galerkin (NIPG) and incomplete interior penalty Galerkin (IIPG) method also yield the same discrete optimality systems when penalization constant is taken large enough. We will study a posteriori error estimates of the upwind SIPG method for the distributed unconstrained and control constrained optimal control problems. In convection dominated optimal control problems with boundary and/or interior layers, the oscillations are propagated downwind and upwind direction in the interior domain, due the opposite sign of convection terms in state and adjoint equations. Hence, we will use residual based a posteriori error estimators to reduce these oscillations around the boundary and/or interior layers. Finally, theoretical analysis will be confirmed by several numerical examples with and without control constraints

Incompressible flows -- flows in which variations in the density of a fluid are negligible -- arise in a wide variety of applications, from hydraulics to aerodynamics. The incompressible Navier-Stokes equations which govern such flows are also of fundamental physical and mathematical interest. They are believed to hold the key to understanding turbulent phenomena; precise conditions for the existence and uniqueness of solutions remain unknown -- and establishing such conditions is the subject of one of the Clay Mathematics Institute's Millennium Prize Problems. Typical solutions of incompressible flow problems involve both fine- and large-scale phenomena, so that a uniform finite element mesh of sufficient granularity will at best be wasteful of computational resources, and at worst be infeasible because of resource limitations. Thus adaptive mesh refinements are required. In industry, the adaptivity schemes used are ad hoc, requiring a domain expert to predict features of the solution. A badly chosen mesh may cause the code to take considerably longer to converge, or fail to converge altogether. Typically, the Navier-Stokes solve will be just one component in an optimization loop, which means that any failure requiring human intervention is costly. Therefore, I pursue technological foundations for a solver of the incompressible Navier-Stokes equations that provides robust adaptivity starting with a coarse mesh. By robust, I mean both that the solver always converges to a solution in predictable time, and that the adaptive scheme is independent of the problem -- no special expertise is required for adaptivity. The cornerstone of my approach is the discontinuous Petrov-Galerkin (DPG) finite element methodology developed by Leszek Demkowicz and Jay Gopalakrishnan. For a large class of problems, DPG can be shown to converge at optimal rates. DPG also provides an accurate mechanism for measuring the error, and this can be used to drive adaptive mesh refinements. Several approximations to Navier-Stokes are of interest, and I study each of these in turn, culminating in the study of the steady 2D incompressible Navier-Stokes equations. The Stokes equations can be obtained by neglecting the convective term; these are accurate for "creeping" viscous flows. The Oseen equations replace the convective term, which is nonlinear, with a linear approximation. The steady-state incompressible Navier-Stokes equations approximate the transient equations by neglecting time variations. Crucial to this work is Camellia, a toolbox I developed for solving DPG problems which uses the Trilinos numerical libraries. Camellia supports 2D meshes of triangles and quads of variable polynomial order, allows simple specification of variational forms, supports h- and p-refinements, and distributes the computation of the stiffness matrix, among other features. The central contribution of this dissertation is design and development of mathematical techniques and software, based on the DPG method, for solving the 2D incompressible Navier-Stokes equations in the laminar regime (Reynolds numbers up to about 1000). Along the way, I investigate approximations to these equations -- the Stokes equations and the Oseen equations -- followed by the steady-state Navier-Stokes equations. / text

Over the last three decades, CFD simulations have become commonplace as a tool in the engineering and design of high-speed aircraft. Experiments are often complemented by computational simulations, and CFD technologies have proved very useful in both the reduction of aircraft development cycles, and in the simulation of conditions difficult to reproduce experimentally. Great advances have been made in the field since its introduction, especially in areas of meshing, computer architecture, and solution strategies. Despite this, there still exist many computational limitations in existing CFD methods; in particular, reliable higher order and hp-adaptive methods for the Navier-Stokes equations that govern viscous compressible flow. Solutions to the equations of viscous flow can display shocks and boundary layers, which are characterized by localized regions of rapid change and high gradients. The use of adaptive meshes is crucial in such settings -- good resolution for such problems under uniform meshes is computationally prohibitive and impractical for most physical regimes of interest. However, the construction of "good" meshes is a difficult task, usually requiring a-priori knowledge of the form of the solution. An alternative to such is the construction of automatically adaptive schemes; such methods begin with a coarse mesh and refine based on the minimization of error. However, this task is difficult, as the convergence of numerical methods for problems in CFD is notoriously sensitive to mesh quality. Additionally, the use of adaptivity becomes more difficult in the context of higher order and hp methods. Many of the above issues are tied to the notion of robustness, which we define loosely for CFD applications as the degradation of the quality of numerical solutions on a coarse mesh with respect to the Reynolds number, or nondimensional viscosity. For typical physical conditions of interest for the compressible Navier-Stokes equations, the Reynolds number dictates the scale of shock and boundary layer phenomena, and can be extremely high -- on the order of 10⁷ in a unit domain. For an under-resolved mesh, the Galerkin finite element method develops large oscillations which prevent convergence and pollute the solution. The issue of robustness for finite element methods was addressed early on by Brooks and Hughes in the SUPG method, which introduced the idea of residual-based stabilization to combat such oscillations. Residual-based stabilizations can alternatively be viewed as modifying the standard finite element test space, and consequently the norm in which the finite element method converges. Demkowicz and Gopalakrishnan generalized this idea in 2009 by introducing the Discontinous Petrov-Galerkin (DPG) method with optimal test functions, where test functions are determined such that they minimize the discrete linear residual in a dual space. Under the ultra-weak variational formulation, these test functions can be computed locally to yield a symmetric, positive-definite system. The main theoretical thrust of this research is to develop a DPG method that is provably robust for singular perturbation problems in CFD, but does not suffer from discretization error in the approximation of test functions. Such a method is developed for the prototypical singular perturbation problem of convection-diffusion, where it is demonstrated that the method does not suffer from error in the approximation of test functions, and that the L² error is robustly bounded by the energy error in which DPG is optimal -- in other words, as the energy error decreases, the L² error of the solution is guaranteed to decrease as well. The method is then extended to the linearized Navier-Stokes equations, and applied to the solution of the nonlinear compressible Navier-Stokes equations. The numerical work in this dissertation has focused on the development of a 2D compressible flow code under the Camellia library, developed and maintained by Nathan Roberts at ICES. In particular, we have developed a framework allowing for rapid implementation of problems and the easy application of higher order and hp-adaptive schemes based on a natural error representation function that stems from the DPG residual. Finally, the DPG method is applied to several convection diffusion problems which mimic difficult problems in compressible flow simulations, including problems exhibiting both boundary layers and singularities in stresses. A viscous Burgers' equation is solved as an extension of DPG to nonlinear problems, and the effectiveness of DPG as a numerical method for compressible flow is assessed with the application of DPG to two benchmark problems in supersonic flow. In particular, DPG is used to solve the Carter flat plate problem and the Holden compression corner problem over a range of Mach numbers and laminar Reynolds numbers using automatically adaptive schemes, beginning with very under-resolved/coarse initial meshes. / text

This paper presents three new coupling methods for interior penalty discontinuous Galerkin finite element methods and boundary element methods. The new methods allow one to use discontinuous basis functions on the interface between the subdomains represented by the finite element and boundary element methods. This feature is particularly important when discontinuous Galerkin finite element methods are used. Error and stability analysis is presented for some of the methods. Numerical examples suggest that all three methods exhibit very similar convergence properties, consistent with available theoretical results.