Searcharxiv⌕ Search

arXiv subjects

Guosheng Fu

Publications and source records attributed to Guosheng Fu.

At least 37 records · Page 2Linked to original sources

High order computation of optimal transport, mean field planning, and mean field games

Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In this work, we explore applying general high-order numerical schemes with finite element methods in the space-time domain for computing the optimal transport (OT), mean-field planning (MFP), and MFG problems. We conduct several experiments to validate the convergence rate of the high order method numerically. Those numerical experiments also demonstrate the efficiency and effectiveness of our approach.

math.NA↗

Optimal geometric multigrid preconditioners for HDG-P0 schemes for the reaction-diffusion equation and the generalized Stokes equations

We present the lowest-order hybridizable discontinuous Galerkin schemes with numerical integration (quadrature), denoted as HDG-P0, for the reaction-diffusion equation and the generalized Stokes equations on conforming simplicial meshes in two- and three-dimensions. Here by lowest order, we mean that the (hybrid) finite element space for the global HDG facet degrees of freedom (DOFs) is the space of piecewise constants on the mesh skeleton. A discontinuous piecewise linear space is used for the approximation of the local primal unknowns. We give the optimal a priori error analysis of the proposed {\sf HDG-P0} schemes, which hasn't appeared in the literature yet for HDG discretizations as far as numerical integration is concerned. Moreover, we propose optimal geometric multigrid preconditioners for the statically condensed HDG-P0 linear systems on conforming simplicial meshes. In both cases, we first establish the equivalence of the statically condensed HDG system with a (slightly modified) nonconforming Crouzeix-Raviart (CR) discretization, where the global (piecewise-constant) HDG finite element space on the mesh skeleton has a natural one-to-one correspondence to the nonconforming CR (piecewise-linear) finite element space that live on the whole mesh. This equivalence then allows us to use the well-established nonconforming geometry multigrid theory to precondition the condensed HDG system. Numerical results in two- and three-dimensions are presented to verify our theoretical findings.

math.NA↗

A hybridizable discontinuous Galerkin method on unfitted meshes for single-phase Darcy flow in fractured porous media

We present a novel hybridizable discontinuous Galerkin (HDG) method on unfitted meshes for single-phase Darcy flow in a fractured porous media. In particular we apply the HDG methodology to the recently introduced reinterpreted discrete fracture model (RDFM) [Xu & Yang, 2021 submitted] that use Dirac-$δ$ functions to model both conductive and blocking fractures. Due to the use of Dirac-$δ$ function approach for the fractures, our numerical scheme naturally allows for unfitted meshes with respect to the fractures, which is the major novelty of the proposed scheme. Moreover, the scheme is locally mass conservative and is relatively easy to implement comparing with existing work on the subject. In particular, our scheme is a simple modification of an existing regular Darcy flow HDG solver by adding the following two components: (i) locate the co-dimension one fractures in the background mesh and adding the appropriate surface integrals associated with these fractures into the stiffness matrix, (ii) adjust the penalty parameters on cells cut through conductive and blocking fractures (fractured cells). Despite the simplicity of the proposed scheme, it performs extremely well for various benchmark test cases in both two- and three-dimensions. This is the first time that a truly unfitted finite element scheme been applied to complex fractured porous media flow problems in 3D with both blocking and conductive fractures without any restrictions on the meshes.

math.NA↗

Uniform block-diagonal preconditioners for divergence-conforming HDG Methods for the generalized Stokes equations and the linear elasticity equations

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal preconditioner is obtained for the stiffness matrix on the global velocity/displacement space via the auxiliary space preconditioning (ASP) technique \cite{Xu96}. A spectrally equivalent approximation to the Schur complement on the element-wise constant pressure space is also constructed, and an explicit computable exact inverse is obtained via the Woodbury matrix identity. Finally, the numerical results verify the robustness of our proposed preconditioner with respect to model parameters and mesh size.

math.NA↗

A high-order velocity-based discontinuous Galerkin scheme for the shallow water equations: local conservation, entropy stability, well-balanced property, and positivity preservation

We present a novel class of locally conservative, entropy stable and well-balanced discontinuous Galerkin (DG) methods for the nonlinear shallow water equation with a non-flat bottom topography. The major novelty of our work is the use of velocity field as an independent solution unknown in the DG scheme, which is closely related to the entropy variable approach to entropy stable schemes for system of conservation laws proposed by Tadmor [22] back in 1986, where recall that velocity is part of the entropy variable for the shallow water equations. Due to the use of velocity as an independent solution unknown, no specific numerical quadrature rules are needed to achieve entropy stability of our scheme on general unstructured meshes in two dimensions. The proposed DG semi-discretization is then carefully combined with the classical explicit strong stability preserving Runge-Kutta (SSP-RK) time integrators [13] to yield a locally conservative, well-balanced, and positivity preserving fully discrete scheme. Here the positivity preservation property is enforced with the help of a simple scaling limiter. In the fully discrete scheme, we re-introduce discharge as an auxiliary unknown variable. In doing so, standard slope limiting procedures can be applied on the conservative variables (water height and discharge) without violating the local conservation property. Here we apply a characteristic-wise TVB limiter [5] on the conservative variables using the Fu-Shu troubled cell indicator [10] in each inner stage of the Runge-Kutta time stepping to suppress numerical oscillations.

math.NA↗

A hybrid-mixed finite element method for single-phase Darcy flow in fractured porous media

We present a hybrid-mixed finite element method for a novel hybrid-dimensional model of single-phase Darcy flow in a fractured porous media. In this model, the fracture is treated as an $(d-1)$-dimensional interface within the $d$-dimensional fractured porous domain, for $d=2, 3$. Two classes of fracture are distinguished based on the permeability magnitude ratio between the fracture and its surrounding medium: when the permeability in the fracture is (significantly) larger than in its surrounding medium, it is considered as a {\it conductive} fracture; when the permeability in the fracture is (significantly) smaller than in its surrounding medium, it is considered as a {\it blocking} fracture. The conductive fractures are treated using the classical hybrid-dimensional approach of the interface model where pressure is assumed to be continuous across the fracture interfaces, while the blocking fractures are treated using the recent Dirac-$δ$ function approach where normal component of Darcy velocity is assumed to be continuous across the interface. Due to the use of Dirac-$δ$ function approach for the blocking fractures, our numerical scheme allows for nonconforming meshes with respect to the blocking fractures. This is the major novelty of our model and numerical discretization. Moreover, our numerical scheme produces locally conservative velocity approximations and leads to a symmetric positive definite linear system involving pressure degrees of freedom on the mesh skeleton only. The performance of the proposed method is demonstrated by various benchmark test cases in both two- and three-dimensions. Numerical results indicate that the proposed scheme is highly competitive with existing methods in the literature.

math.NA↗

High-order space-time finite element methods for the Poisson-Nernst-Planck equations: Positivity and unconditional energy stability

We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order of approximation. To the best of our knowledge, this is the first class of (arbitrarily) high-order accurate schemes for the PNP equations that simultaneously achieve all these three properties. This is accomplished via (1) using finite elements to directly approximate the so-called entropy variable instead of the density variable, and (2) using a discontinuous Galerkin (DG) discretization in time. The entropy variable formulation, which was originally developed by Metti et al. [17] under the name of a log-density formulation, guarantees both positivity of densities and a continuous-in-time energy stability result. The DG in time discretization further ensures an unconditional energy stability in the fully discrete level for any approximation order, where the lowest order case is exactly the backward Euler discretization and in this case we recover the method of Metti et al. [17].

math.NA↗

Arbitrary Lagrangian-Eulerian hybridizable discontinuous Galerkin methods for fluid-structure interaction

We present a novel (high-order) hybridizable discontinuous Galerkin (HDG) scheme for the fluid-structure interaction (FSI) problem. The (moving domain) incompressible Navier-Stokes equations are discretized using a divergence-free HDG scheme within the arbitrary Lagrangian-Euler (ALE) framework. The nonlinear elasticity equations are discretized using a novel HDG scheme with an H(curl)-conforming velocity/displacement approximation. We further use a combination of the Nitsche's method (for the tangential component) and the mortar method (for the normal component) to enforce the interface conditions on the fluid/structure interface. A second-order backward difference formula (BDF2) is use for the temporal discretization. Numerical results on the classical benchmark problem by Turek and Hron show a good performance of our proposed method.

math.NA↗

A FOM/ROM Hybrid Approach for Accelerating Numerical Simulations

The basis generation in reduced order modeling usually requires multiple high-fidelity large-scale simulations that could take a huge computational cost. In order to accelerate these numerical simulations, we introduce a FOM/ROM hybrid approach in this paper. It is developed based on an a posteriori error estimation for the output approximation of the dynamical system. By controlling the estimated error, the method dynamically switches between the full-order model and the reduced-oder model generated on the fly. Therefore, it reduces the computational cost of a high-fidelity simulation while achieving a prescribed accuracy level. Numerical tests on the non-parametric and parametric PDEs illustrate the efficacy of the proposed approach.

math.NA↗

A monolithic divergence-conforming HDG scheme for a linear fluid-structure interaction model

We present a novel monolithic divergence-conforming HDG scheme for a linear fluid-structure interaction (FSI) problem with a thick structure. A pressure-robust optimal energy-norm estimate is obtained for the semidiscrete scheme. When combined with a Crank-Nicolson time discretization, our fully discrete scheme is energy stable and produces an exactly divergence-free fluid velocity approximation. The resulting linear system, which is symmetric and indefinite, is solved using a preconditioned MinRes method with a robust block algebraic multigrid (AMG) preconditioner.

math.NA↗

Uniform auxiliary space preconditioning for HDG methods for elliptic operators with a parameter dependent low order term

The auxiliary space preconditioning (ASP) technique is applied to the HDG schemes for three different elliptic problems with a parameter dependent low order term, namely, a symmetric interior penalty HDG scheme for the scalar reaction-diffusion equation, a divergence-conforming HDG scheme for a vectorial reaction-diffusion equation, and a C 0 -continuous interior penalty HDG scheme for the generalized biharmonic equation with a low order term. Uniform preconditioners are obtained for each case and the general ASP theory by J. Xu [21] is used to prove the optimality with respect to the mesh size and uniformity with respect to the low order parameter.

math.NA↗

POD-(H)DG Method for Incompressible Flow Simulations

We present a reduced order method (ROM) based on proper orthogonal decomposition (POD) for the viscous Burgers' equation and the incompressible Navier-Stokes equations discretized using an implicit-explicit hybrid discontinuous Galerkin/discoutinuous Galerkin (IMEX HDG/DG) scheme. A novel closure model, which can be easily computed offline, is introduced. Numerical results are presented to test the proposed POD model and the closure model.

math.NA↗

A divergence-free HDG scheme for the Cahn-Hilliard phase-field model for two-phase incompressible flow

We construct a divergence-free HDG scheme for the Cahn-Hilliard-Navier-Stokes phase field model. The scheme is robust in the convection-dominated regime, produce a globally divergence-free velocity approximation, and can be efficiently implemented via static condensation. Two numerical benchmark problems, namely the rising bubble problem, and the Rayleigh-Taylor instability problem are used to show the good performance of the proposed scheme.

math.NA↗

Locking free and gradient robust H(div)-conforming HDG methods for linear elasticity

Robust discretization methods for (nearly-incompressible) linear elasticity are free of volume-locking and gradient-robust. While volume-locking is a well-known problem that can be dealt with in many different discretization approaches, the concept of gradient-robustness for linear elasticity is new. We discuss both aspects and propose novel Hybrid Discontinuous Galerkin (HDG) methods for linear elasticity. The starting point for these methods is a divergence-conforming discretization. As a consequence of its well-behaved Stokes limit the method is gradient-robust and free of volume-locking. To improve computational efficiency, we additionally consider discretizations with relaxed divergence-conformity and a modification which re-enables gradient-robustness, yielding a robust and quasi-optimal discretization also in the sense of HDG superconvergence.

math.NA↗

A Class of Embedded DG Methods for Dirichlet Boundary Control of Convection Diffusion PDEs

We investigated an hybridizable discontinuous Galerkin (HDG) method for a convection diffusion Dirichlet boundary control problem in our earlier work [SIAM J. Numer. Anal. 56 (2018) 2262-2287] and obtained an optimal convergence rate for the control under some assumptions on the desired state and the domain. In this work, we obtain the same convergence rate for the control using a class of embedded DG methods proposed by Nguyen, Peraire and Cockburn [J. Comput. Phys. vol. 302 (2015), pp. 674-692] for simulating fluid flows. Since the global system for embedded DG methods uses continuous elements, the number of degrees of freedom for the embedded DG methods are smaller than the HDG method, which uses discontinuous elements for the global system. Moreover, we introduce a new simpler numerical analysis technique to handle low regularity solutions of the boundary control problem. We present some numerical experiments to confirm our theoretical results.

math.NA↗

An explicit divergence-free DG method for incompressible flow

We present an explicit divergence-free DG method for incompressible flow based on velocity formulation only. A globally divergence-free finite element space is used for the velocity field, and the pressure field is eliminated from the equations by design. The resulting ODE system can be discretized using any explicit time stepping methods. We use the third order strong-stability preserving Runge-Kutta method in our numerical experiments. Our spatial discretization produces the {\it identical} velocity field as the divergence-conforming DG method of [Cockburn et al., JSC 2007(31), pp.61-73] based on a velocity-pressure formulation, when the same DG operators are used for the convective and viscous parts. Due to the global nature of the divergence-free constraint, there exist no local bases for our finite element space. We present a key result on the efficient implementation of the scheme by identifying the equivalence of the (dense) mass matrix inversion of the globally divergence-free finite element space to a standard (hybrid-)mixed Poisson solver. Hence, in each time step, a (hybrid-)mixed Poisson solver is used, which reflects the global nature of the incompressibility condition. Since we treat viscosity explicitly for the Navier-Stokes equation, our method shall be best suited for unsteady high-Reynolds number flows so that the CFL constraint is not too restrictive.

math.NA↗

An explicit divergence-free DG method for incompressible magnetohydrodynamics

We extend the recently introduced explicit divergence-free DG scheme for incompressible hydrodynamics [arXiv:1808.04669]. to the incompressible magnetohydrodynamics (MHD). A globally divergence-free finite element space is used for both the velocity and the magnetic field. Highlights of the scheme includes global and local conservation properties, high-order accuracy, energy-stability, pressure-robustness. When forward Euler time stepping is used, we need two symmetric positive definite (SPD) hybrid-mixed Poisson solvers (one for velocity and one for magnetic field) to advance the solution to the next time level. Since we treat both viscosity in the momentum equation and resistivity in the magnetic induction equation explicitly, the method shall be best suited for inviscid or high-Reynolds number, low resistivity flows so that the CFL constraint is not too restrictive.

math.NA↗