arXiv subjects

Dmitri Kuzmin

Publications and source records attributed to Dmitri Kuzmin.

At least 37 records · Page 2Linked to original sources

arXiv2024

Locally energy-stable finite element schemes for incompressible flow problems: Design and analysis for equal-order interpolations

We show that finite element discretizations of incompressible flow problems can be designed to ensure preservation/dissipation of kinetic energy not only globally but also locally. In the context of equal-order (piecewise-linear) interpolations, we prove the validity of a semi-discrete energy inequality for a quadrature-based approximation to the nonlinear convective term, which we combine with the Becker--Hansbo pressure stabilization. An analogy with entropy-stable algebraic flux correction schemes for the compressible Euler equations and the shallow water equations yields a weak `bounded variation' estimate from which we deduce the semi-discrete Lax--Wendroff consistency and convergence towards dissipative weak solutions. The results of our numerical experiments for standard test problems confirm that the method under investigation is non-oscillatory and exhibits optimal convergence behavior.

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arXiv2024

Strongly consistent low-dissipation WENO schemes for finite elements

We propose a way to maintain strong consistency and facilitate error analysis in the context of dissipation-based WENO stabilization for continuous and discontinuous Galerkin discretizations of conservation laws. Following Kuzmin and Vedral (J. Comput. Phys. 487:112153, 2023) and Vedral (arXiv preprint arXiv:2309.12019), we use WENO shock detectors to determine appropriate amounts of low-order artificial viscosity. In contrast to existing WENO methods, our approach blends candidate polynomials using residual-based nonlinear weights. The shock-capturing terms of our stabilized Galerkin methods vanish if residuals do. This enables us to achieve improved accuracy compared to weakly consistent alternatives. As we show in the context of steady convection-diffusion-reaction (CDR) equations, nonlinear local projection stabilization terms can be included in a way that preserves the coercivity of local bilinear forms. For the corresponding Galerkin-WENO discretization of a CDR problem, we rigorously derive a priori error estimates. Additionally, we demonstrate the stability and accuracy of the proposed method through one- and two-dimensional numerical experiments for hyperbolic conservation laws and systems thereof. The numerical results for representative test problems are superior to those obtained with traditional WENO schemes, particularly in scenarios involving shocks and steep gradients.

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arXiv2024

Well-balanced convex limiting for finite element discretizations of steady convection-diffusion-reaction equations

We address the numerical treatment of source terms in algebraic flux correction schemes for steady convection-diffusion-reaction (CDR) equations. The proposed algorithm constrains a continuous piecewise-linear finite element approximation using a monolithic convex limiting (MCL) strategy. Failure to discretize the convective derivatives and source terms in a compatible manner produces spurious ripples, e.g., in regions where the coefficients of the continuous problem are constant and the exact solution is linear. We cure this deficiency by incorporating source term components into the fluxes and intermediate states of the MCL procedure. The design of our new limiter is motivated by the desire to preserve simple steady-state equilibria exactly, as in well-balanced schemes for the shallow water equations. The results of our numerical experiments for two-dimensional CDR problems illustrate potential benefits of well-balanced flux limiting in the scalar case.

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arXiv2023

Consistency and convergence of flux-corrected finite element methods for nonlinear hyperbolic problems

We investigate the consistency and convergence of flux-corrected finite element approximations in the context of nonlinear hyperbolic conservation laws. In particular, we focus on a monolithic convex limiting approach and prove a Lax--Wendroff-type theorem for the corresponding semi-discrete problem. A key component of our analysis is the use of a weak estimate on bounded variation, which follows from the semi-discrete entropy stability property of the method under investigation. For the Euler equations of gas dynamics, we prove the weak convergence of the flux-corrected finite element scheme to a dissipative weak solution. If a strong solution exists, the sequence of numerical approximations converges strongly to the strong solution.

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arXiv2023

Monolithic Convex Limiting for Legendre-Gauss-Lobatto Discontinuous Galerkin Spectral Element Methods

We extend the monolithic convex limiting (MCL) methodology to nodal discontinuous Galerkin spectral element methods (DGSEM). The use of Legendre-Gauss-Lobatto (LGL) quadrature endows collocated DGSEM space discretizations of nonlinear hyperbolic problems with properties that greatly simplify the design of invariant domain preserving high-resolution schemes. Compared to many other continuous and discontinuous Galerkin method variants, a particular advantage of the LGL spectral operator is the availability of a natural decomposition into a compatible subcell flux discretization. Representing a high-order spatial semi-discretization in terms of intermediate states, we perform flux limiting in a manner that keeps these states and the results of Runge-Kutta stages in convex invariant domains. Additionally, local bounds may be imposed on scalar quantities of interest. In contrast to limiting approaches based on predictor-corrector algorithms, our MCL procedure for LGL-DGSEM yields nonlinear flux approximations that are independent of the time-step size and can be further modified to enforce entropy stability. To demonstrate the robustness of MCL/DGSEM schemes for the compressible Euler equations, we run simulations for challenging setups featuring strong shocks, steep density gradients and vortex dominated flows.

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arXiv2022

Dissipation-based WENO stabilization of high-order finite element methods for scalar conservation laws

We present a new perspective on the use of weighted essentially nonoscillatory (WENO) reconstructions in high-order methods for scalar hyperbolic conservation laws. The main focus of this work is on nonlinear stabilization of continuous Galerkin (CG) approximations. The proposed methodology also provides an interesting alternative to WENO-based limiters for discontinuous Galerkin (DG) methods. Unlike Runge--Kutta DG schemes that overwrite finite element solutions with WENO reconstructions, our approach uses a reconstruction-based smoothness sensor to blend the numerical viscosity operators of high- and low-order stabilization terms. The so-defined WENO approximation introduces low-order nonlinear diffusion in the vicinity of shocks, while preserving the high-order accuracy of a linearly stable baseline discretization in regions where the exact solution is sufficiently smooth. The underlying reconstruction procedure performs Hermite interpolation on stencils consisting of a mesh cell and its neighbors. The amount of numerical dissipation depends on the relative differences between partial derivatives of reconstructed candidate polynomials and those of the underlying finite element approximation. All derivatives are taken into account by the employed smoothness sensor. To assess the accuracy of our CG-WENO scheme, we derive error estimates and perform numerical experiments. In particular, we prove that the consistency error of the nonlinear stabilization is of the order $p+1/2$, where $p$ is the polynomial degree. This estimate is optimal for general meshes. For uniform meshes and smooth exact solutions, the experimentally observed rate of convergence is as high as $p+1$.

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arXiv2022

Bound-preserving and entropy-stable algebraic flux correction schemes for the shallow water equations with topography

A well-designed numerical method for the shallow water equations (SWE) should ensure well-balancedness, nonnegativity of water heights, and entropy stability. For a continuous finite element discretization of a nonlinear hyperbolic system without source terms, positivity preservation and entropy stability can be enforced using the framework of algebraic flux correction (AFC). In this work, we develop a well-balanced AFC scheme for the SWE system including a topography source term. Our method preserves the lake at rest equilibrium up to machine precision. The low-order version represents a generalization of existing finite volume approaches to the finite element setting. The high-order extension is equipped with a property-preserving flux limiter. Nonnegativity of water heights is guaranteed under a standard CFL condition. Moreover, the flux-corrected space discretization satisfies a semi-discrete entropy inequality. New algorithms are proposed for realistic simulation of wetting and drying processes. Numerical examples for well-known benchmarks are presented to evaluate the performance of the scheme.

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arXiv2022

An unfitted finite element method using level set functions for extrapolation into deformable diffuse interfaces

We explore a new way to handle flux boundary conditions imposed on level sets. The proposed approach is a diffuse interface version of the shifted boundary method (SBM) for continuous Galerkin discretizations of conservation laws in embedded domains. We impose the interface conditions weakly and approximate surface integrals by volume integrals. The discretized weak form of the governing equation has the structure of an immersed boundary finite element method. That is, integration is performed over a fixed fictitious domain. Source terms are included to account for interface conditions and extend the boundary data into the complement of the embedded domain. The calculation of these extra terms requires (i) construction of an approximate delta function and (ii) extrapolation of embedded boundary data into quadrature points. We accomplish these tasks using a level set function, which is given analytically or evolved numerically. A globally defined averaged gradient of this approximate signed distance function is used to construct a simple map to the closest point on the interface. The normal and tangential derivatives of the numerical solution at that point are calculated using the interface conditions and/or interpolation on uniform stencils. Similarly to SBM, extrapolation back to the quadrature points is performed using Taylor expansions. The same strategy is used to construct ghost penalty functions and extension velocities. Computations that require extrapolation are restricted to a narrow band around the interface. Numerical results are presented for elliptic, parabolic, and hyperbolic test problems, which are specifically designed to assess the error caused by the numerical treatment of interface conditions on fixed and moving boundaries in 2D.

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arXiv2021

An Assessment of Solvers for Algebraically Stabilized Discretizations of Convection-Diffusion-Reaction Equations

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include flux-corrected transport schemes and monolithic limiters. We discretize in space using a continuous Galerkin method and $\mathbb{P}_1$ or $\mathbb{Q}_1$ finite elements. Time integration is performed using the Crank-Nicolson method or an explicit strong stability preserving Runge-Kutta method. Nonlinear systems are solved using a fixed-point iteration method, which requires solution of large linear systems at each iteration or time step. The great variety of options in the choice of discretization methods and solver components calls for a dedicated comparative study of existing approaches. To perform such a study, we define new 3D test problems for time-dependent and stationary convection-diffusion-reaction equations. The results of our numerical experiments illustrate how the limiting technique, time discretization and solver impact on the overall performance.

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arXiv2021

Optimal control using flux potentials: A way to construct bound-preserving finite element schemes for conservation laws

To ensure preservation of local or global bounds for numerical solutions of conservation laws, we constrain a baseline finite element discretization using optimization-based (OB) flux correction. The main novelty of the proposed methodology lies in the use of flux potentials as control variables and targets of inequality-constrained optimization problems for numerical fluxes. In contrast to optimal control via general source terms, the discrete conservation property of flux-corrected finite element approximations is guaranteed without the need to impose additional equality constraints. Since the number of flux potentials is less than the number of fluxes in the multidimensional case, the potential-based version of optimal flux control involves fewer unknowns than direct calculation of optimal fluxes. We show that the feasible set of a potential-state potential-target (PP) optimization problem is nonempty and choose a primal-dual Newton method for calculating the optimal flux potentials. The results of numerical studies for linear advection and anisotropic diffusion problems in 2D demonstrate the superiority of the new OB-PP algorithms to closed-form flux limiting under worst-case assumptions.

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arXiv2021

Limiter-based entropy stabilization of semi-discrete and fully discrete schemes for nonlinear hyperbolic problems

The algebraic flux correction (AFC) schemes presented in this work constrain a standard continuous finite element discretization of a nonlinear hyperbolic problem to satisfy relevant maximum principles and entropy stability conditions. The desired properties are enforced by applying a limiter to antidiffusive fluxes that represent the difference between the high-order baseline scheme and a property-preserving approximation of Lax--Friedrichs type. In the first step of the limiting procedure, the given target fluxes are adjusted in a way that guarantees preservation of local and/or global bounds. In the second step, additional limiting is performed, if necessary,to ensure the validity of fully discrete and/or semi-discrete entropy inequalities. The limiter-based entropy fixes considered in this work are applicable to finite element discretizations of scalar hyperbolic equations and systems alike. The underlying inequality constraints are formulated using Tadmor's entropy stability theory. The proposed limiters impose entropy-conservative or entropy-dissipative bounds on the rate of entropy production by antidiffusive fluxes and Runge--Kutta (RK) time discretizations. Two versions of the fully discrete entropy fix are developed for this purpose. To motivate the use of limiter-based entropy fixes, we prove a finite element version of the Lax--Wendroff theorem and perform numerical studies for standard test problems. In our numerical experiments, entropy-dissipative schemes converge to correct weak solutions of scalar conservation laws, of the Euler equations, and of the shallow water equations.

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arXiv2021

Bound-preserving flux limiting for high-order explicit Runge-Kutta time discretizations of hyperbolic conservation laws

We introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound preserving (BP) and satisfy a semi-discrete maximum principle. Next, we propose a global monolithic convex (GMC) flux limiter which has the structure of a flux-corrected transport (FCT) algorithm but is applicable to spatial semi-discretizations and ensures the BP property of the fully discrete scheme for strong stability preserving (SSP) Runge-Kutta time discretizations. To circumvent the order barrier for SSP time integrators, we constrain the intermediate stages and/or the final stage of a general high-order RK method using GMC-type limiters. In this work, our theoretical and numerical studies are restricted to explicit schemes which are provably BP for sufficiently small time steps. The new GMC limiting framework offers the possibility of relaxing the bounds of inequality constraints to achieve higher accuracy at the cost of more stringent time step restrictions. The ability of the presented limiters to preserve global bounds and recognize well-resolved smooth solutions is verified numerically for three representative RK methods combined with weighted essentially nonoscillatory (WENO) finite volume space discretizations of linear and nonlinear test problems in 1D.

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arXiv2021

Analysis of algebraic flux correction for semi-discrete advection problems

We present stability and error analysis for algebraic flux correction schemes based on monolithic convex limiting. For a continuous finite element discretization of the time-dependent advection equation, we prove global-in-time existence and the worst-case convergence rate of 1/2 w.r.t. the L2 error of the spatial semi-discretization. Moreover, we address the important issue of stabilization for raw antidiffusive fluxes. Our a priori error analysis reveals that their limited counterparts should satisfy a generalized coercivity condition. We introduce a limiter for enforcing this condition in the process of flux correction. To verify the results of our theoretical studies, we perform numerical experiments for simple one-dimensional test problems. The methods under investigation exhibit the expected behavior in all numerical examples. In particular, the use of stabilized fluxes improves the accuracy of numerical solutions and coercivity enforcement often becomes redundant.

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arXiv2020

Analysis and numerical treatment of bulk-surface reaction-diffusion models of Gierer-Meinhardt type

We consider a Gierer-Meinhardt system on a surface coupled with a parabolic PDE in the bulk, the domain confined by this surface. Such a model was recently proposed and analyzed for two-dimensional bulk domains by Gomez, Ward and Wei (SIAM J. Appl. Dyn. Syst. 18, 2019). We prove the well-posedness of the bulk-surface system in arbitrary space dimensions and show that solutions remain uniformly bounded in parabolic Hölder spaces for all times. The proof uses Schauders fixed point theorem and a splitting in a surface and a bulk part. We also solve a reduced system, corresponding to the assumption of a well mixed bulk solution, numerically. We use operator-splitting methods which combine a finite element discretization of the Laplace-Beltrami operator with a positivity-preserving treatment of the source and sink terms. The proposed methodology is based on the flux-corrected transport (FCT) paradigm. It constrains the space and time discretization of the reduced problem in a manner which provides positivity preservation, conservation of mass, and second-order accuracy in smooth regions. The results of numerical studies for the system on a two-dimensional sphere demonstrate the occurrence of localized steady-state multispike pattern that have also been observed in one-dimensional models.

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arXiv2020

A new perspective on flux and slope limiting in discontinuous Galerkin methods for hyperbolic conservation laws

In this work, we discuss and develop multidimensional limiting techniques for discontinuous Galerkin (DG) discretizations of scalar hyperbolic problems. To ensure that each cell average satisfies a local discrete maximum principle (DMP), we impose inequality constraints on the local Lax-Friedrichs fluxes of a piecewise-linear (P1) approximation. Since the piecewise-constant (P0) version corresponds to a property-preserving low-order finite volume method, the validity of DMP conditions can always be enforced using slope and/or flux limiters. We show that the (currently rather uncommon) use of direct flux limiting makes it possible to construct more accurate DMP-satisfying approximations in which a weak form of slope limiting is used to prevent unbounded growth of solution gradients. Moreover, both fluxes and slopes can be limited in a manner which produces nonlinear problems with well-defined residuals even at steady state. We derive/present slope limiters based on different kinds of inequality constraints, discuss their properties and introduce new anisotropic limiters for problems that require different treatment of different space directions. At the flux limiting stage, the anisotropy of the problem at hand can be taken into account by using a customized definition of local bounds for the DMP constraints. At the slope limiting stage, we adjust the magnitude of individual directional derivatives using low-order reconstructions from cell averages to define the bounds. In this way, we avoid unnecessary limiting of well-resolved derivatives at smooth peaks and in internal/boundary layers. The properties of selected algorithms are explored in numerical studies for DG-P1 discretizations of two-dimensional test problems. In the context of hp-adaptive DG methods, the new limiting procedures can be used in P1 subcells of macroelements marked as `troubled' by a smoothness indicator.

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arXiv2020

Entropy conservation property and entropy stabilization of high-order continuous Galerkin approximations to scalar conservation laws

This paper addresses the design of linear and nonlinear stabilization procedures for high-order continuous Galerkin (CG) finite element discretizations of scalar conservation laws. We prove that the standard CG method is entropy conservative for the square entropy. In general, the rate of entropy production/dissipation depends on the residual of the governing equation and on the accuracy of the finite element approximation to the entropy variable. The inclusion of linear high-order stabilization generates an additional source/sink in the entropy budget equation. To balance the amount of entropy production in each cell, we construct entropy-dissipative element contributions using a coercive bilinear form and a parameter-free entropy viscosity coefficient. The entropy stabilization term is high-order consistent, and optimal convergence behavior is achieved in practice. To enforce preservation of local bounds in addition to entropy stability, we use the Bernstein basis representation of the finite element solution and a new subcell flux limiting procedure. The underlying inequality constraints ensure the validity of localized entropy conditions and local maximum principles. The benefits of the proposed modifications are illustrated by numerical results for linear and nonlinear test problems.

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arXiv2020

Entropy stabilization and property-preserving limiters for discontinuous Galerkin discretizations of nonlinear hyperbolic equations

The methodology proposed in this paper bridges the gap between entropy stable and positivity-preserving discontinuous Galerkin (DG) methods for nonlinear hyperbolic problems. The entropy stability property and, optionally, preservation of local bounds for the cell averages are enforced using flux limiters based on entropy conditions and discrete maximum principles, respectively. Entropy production by the (limited) gradients of the piecewise-linear DG approximation is constrained using Rusanov-type entropy viscosity, as proposed by Abgrall in the context of nodal finite element approximations. We cast his algebraic entropy fix into a form suitable for arbitrary polynomial bases and, in particular, for modal DG approaches. The Taylor basis representation of the entropy stabilization term reveals that it penalizes the solution gradients in a manner similar to slope limiting and requires semi-implicit treatment to achieve the desired effect. The implicit Taylor basis version of the Rusanov entropy fix preserves the sparsity pattern of the element mass matrix. Hence, no linear systems need to be solved if the Taylor basis is orthogonal and an explicit treatment of the remaining terms is adopted. The optional application of a vertex-based slope limiter constrains the piecewise-linear DG solution to be bounded by local maxima and minima of the cell averages. The combination of entropy stabilization with flux and slope limiting leads to constrained approximations that possess all desired properties. Numerical studies of the new limiting techniques and entropy correction procedures are performed for two scalar two-dimensional test problems with nonlinear and nonconvex flux functions.

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arXiv2020

Algebraic entropy fixes and convex limiting for continuous finite element discretizations of scalar hyperbolic conservation laws

In this work, we modify a continuous Galerkin discretization of a scalar hyperbolic conservation law using new algebraic correction procedures. Discrete entropy conditions are used to determine the minimal amount of entropy stabilization and constrain antidiffusive corrections of a property-preserving low-order scheme. The addition of a second-order entropy dissipative component to the antidiffusive part of a nearly entropy conservative numerical flux is generally insufficient to prevent violations of local bounds in shock regions. Our monolithic convex limiting technique adjusts a given target flux in a manner which guarantees preservation of invariant domains, validity of local maximum principles, and entropy stability. The new methodology combines the advantages of modern entropy stable/entropy conservative schemes and their local extremum diminishing counterparts. The process of algebraic flux correction is based on inequality constraints which provably provide the desired properties. No free parameters are involved. The proposed algebraic fixes are readily applicable to unstructured meshes, finite element methods, general time discretizations, and steady-state residuals. Numerical studies of explicit entropy-constrained schemes are performed for linear and nonlinear test problems.

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