arXiv subjects

Kenneth Duru

Publications and source records attributed to Kenneth Duru.

30 records · Page 2Linked to original sources

arXiv2022

On energy-stable and high order finite element methods for the wave equation in heterogeneous media with perfectly matched layers

This paper presents a stable finite element approximation for the acoustic wave equation on second-order form, with perfectly matched layers (PML) at the boundaries. Energy estimates are derived for varying PML damping for both the discrete and the continuous case. Moreover, a priori error estimates are derived for constant PML damping. Most of the analysis is performed in Laplace space. Numerical experiments in physical space validate the theoretical results.

math.NA↗

arXiv2022

The perfectly matched layer (PML) for hyperbolic wave propagation problems: A review

It is well-known that reliable and efficient domain truncation is crucial to accurate numerical solution of most wave propagation problems. The perfectly matched layer (PML) is a method which, when stable, can provide a domain truncation scheme which is convergent with increasing layer width/damping. The difficulties in using the PML are primarily associated with stability, which can be present at the continuous level or be triggered by numerical approximations. The mathematical and numerical analysis of the PML for hyperbolic wave propagation problems has been an area of active research. It is now possible to construct stable and high order accurate numerical wave solvers by augmenting wave equations with the PML and approximating the equations using summation-by-parts finite difference methods, continuous and discontinuous Galerkin finite element methods. In this review we summarise the progress made, from mathematical, numerical and practical perspectives, point out some open problems and set the stage for future work. We also present numerical experiments of model problems corroborating the theoretical analysis, and numerical simulations of real-world wave propagation demonstrating impact. Stable and parallel implementations of the PML in the high performance computing software packages WaveQLab3D and ExaHyPE allow to sufficiently limit the computational domain of seismological problems with only a few grid points/elements around the computational boundaries where the PML is active, thus saving as much as $96\%$ of the required computational resources for a three space dimensional seismological benchmark problem.

math.NA↗

arXiv2021

Provably Stable Full-Spectrum Dispersion Relation Preserving Schemes

The dispersion error is often the dominant error for computed solutions of wave propagation problems with high-frequency components. In this paper, we define and give explicit examples of $α$-dispersion-relation-preserving schemes. These are dual-pair finite-difference schemes for systems of hyperbolic partial differential equations which preserve the dispersion-relation of the continuous problem uniformly to an $α\%$-error tolerance. We give a general framework to design provably stable finite difference operators that preserve the dispersion relation for hyperbolic systems such as the elastic wave equation. The operators we derive here can resolve the highest frequency ($π$-mode) present on any equidistant grid at a tolerance of $5\%$ error. This significantly improves on the current standard that have a tolerance of $100 \%$ error.

math.NA↗

arXiv2021

Upwind summation by parts finite difference methods for large scale elastic wave simulations in 3D complex geometries

High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order spatial derivatives with central-difference stencils often have spurious unresolved numerical wave-modes in their computed solutions. Recently derived high order accurate upwind SBP operators based upwind FD stencils have the potential to suppress these poisonous spurious wave-modes on marginally resolved computational grids. In this paper, we demonstrate that not all high order upwind SBP FD operators are applicable. Numerical dispersion relation analysis shows that odd-order upwind SBP FD operators also support spurious unresolved high-frequencies on marginally resolved meshes. Meanwhile, even-order upwind SBP FD operators (of order 2, 4, 6) do not support spurious unresolved high frequency wave modes and also have better numerical dispersion properties. We discretise the three space dimensional (3D) elastic wave equation on boundary-conforming curvilinear meshes. Using the energy method we prove that the semi-discrete approximation is stable and energy-conserving. We derive a priori error estimate and prove the convergence of the numerical error. Numerical experiments for the 3D elastic wave equation in complex geometries corroborate the theoretical analysis. Numerical simulations of the 3D elastic wave equation in heterogeneous media with complex non-planar free surface topography are given, including numerical simulations of community developed seismological benchmark problems. Computational results show that even-order upwind SBP FD operators are more efficient, robust and less prone to numerical dispersion errors on marginally resolved meshes when compared to the odd-order upwind and traditional SBP FD operators.

math.NA↗

arXiv2021

A conservative and energy stable discontinuous spectral element method for the shifted wave equation in second order form

In this paper, we develop a provably energy stable and conservative discontinuous spectral element method for the shifted wave equation in second order form. The proposed method combines the advantages and central ideas of very successful numerical techniques, the summation-by-parts finite difference method, the spectral method and the discontinuous Galerkin method. We prove energy-stability, discrete conservation principle, and derive error estimates in the energy norm for the (1+1)-dimensions shifted wave equation in second order form. The energy-stability results, discrete conservation principle, and the error estimates generalise to multiple dimensions using tensor products of quadrilateral and hexahedral elements. Numerical experiments, in (1+1)-dimensions and (2+1)-dimensions, verify the theoretical results and demonstrate optimal convergence of $L^2$ numerical errors at subsonic, sonic and supersonic regimes.

math.NA↗

arXiv2021

A stable discontinuous Galerkin method for linear elastodynamics in 3D geometrically complex media using physics based numerical fluxes

High order accurate and explicit time-stable solvers are well suited for hyperbolic wave propagation problems. As a result of the complexities of real geometries, internal interfaces and nonlinear boundary and interface conditions, discontinuities and sharp wave fronts may become fundamental features of the solution. Thus, geometrically flexible and adaptive numerical algorithms are critical for high fidelity and efficient simulations of wave phenomena in many applications. Adaptive curvilinear meshes hold promise to minimise the effort to represent complicated geometries or heterogeneous material data avoiding the bottleneck of feature-preserving meshing. To enable the design of stable DG methods on three space dimensional (3D) curvilinear elements we construct a structure preserving anti-symmetric coordinate transformation motivated by the underlying physics. Using a physics-based numerical penalty-flux, we develop a 3D provably energy-stable discontinuous Galerkin finite element approximation of the elastic wave equation in geometrically complex and heterogenous media. By construction, our numerical flux is upwind and yields a discrete energy estimate analogous to the continuous energy estimate. The ability to treat conforming and non-conforming curvilinear elements allows for flexible adaptive mesh refinement strategies. The numerical scheme has been implemented in ExaHyPE, a simulation engine for parallel dynamically adaptive simulations of wave problems on adaptive Cartesian meshes. We present 3D numerical experiments of wave propagation in heterogeneous isotropic and anisotropic elastic solids demonstrating stability and high order accuracy. We demonstrate the potential of our approach for computational seismology in a regional wave propagation scenario in a geologically constrained 3D model including the geometrically complex free-surface topography of Mount Zugspitze, Germany.

math.NA↗

arXiv2020

ExaHyPE: An Engine for Parallel Dynamically Adaptive Simulations of Wave Problems

ExaHyPE ("An Exascale Hyperbolic PDE Engine") is a software engine for solving systems of first-order hyperbolic partial differential equations (PDEs). Hyperbolic PDEs are typically derived from the conservation laws of physics and are useful in a wide range of application areas. Applications powered by ExaHyPE can be run on a student's laptop, but are also able to exploit thousands of processor cores on state-of-the-art supercomputers. The engine is able to dynamically increase the accuracy of the simulation using adaptive mesh refinement where required. Due to the robustness and shock capturing abilities of ExaHyPE's numerical methods, users of the engine can simulate linear and non-linear hyperbolic PDEs with very high accuracy. Users can tailor the engine to their particular PDE by specifying evolved quantities, fluxes, and source terms. A complete simulation code for a new hyperbolic PDE can often be realised within a few hours - a task that, traditionally, can take weeks, months, often years for researchers starting from scratch. In this paper, we showcase ExaHyPE's workflow and capabilities through real-world scenarios from our two main application areas: seismology and astrophysics.

cs.MS↗

arXiv2020

A stable discontinuous Galerkin method for the perfectly matched layer for elastodynamics in first order form

We present a stable discontinuous Galerkin (DG) method with a perfectly matched layer (PML) for three and two space dimensional linear elastodynamics, in velocity-stress formulation, subject to well-posed linear boundary conditions. First, we consider the elastodynamics equation, in a cuboidal domain, and derive an unsplit PML truncating the domain using complex coordinate stretching. Leveraging the hyperbolic structure of the underlying system, we construct continuous energy estimates, in the time domain for the elastic wave equation, and in the Laplace space for a sequence of PML model problems, with variations in one, two and three space dimensions, respectively. They correspond to PMLs normal to boundary faces, along edges and in corners. Second, we develop a DG numerical method for the linear elastodynamics equation using physically motivated numerical flux and penalty parameters, which are compatible with all well-posed, internal and external, boundary conditions. When the PML damping vanishes, by construction, our choice of penalty parameters yield an upwind scheme and a discrete energy estimate analogous to the continuous energy estimate. Third, to ensure numerical stability of the discretization when PML damping is present, it is necessary to extend the numerical DG fluxes, and the numerical inter-element and boundary procedures, to the PML auxiliary differential equations. This is crucial for deriving discrete energy estimates analogous to the continuous energy estimates. By combining the DG spatial approximation with the high order ADER time stepping scheme and the accuracy of the PML we obtain an arbitrarily accurate wave propagation solver in the time domain. Numerical experiments are presented in two and three space dimensions corroborating the theoretical results.

math.NA↗

arXiv2019

A new discontinuous Galerkin spectral element method for elastic waves with physically motivated numerical fluxes

The discontinuous Galerkin (DG) method is an established method for computing approximate solutions of partial differential equations in many applications. Unlike continuous finite elements, in DG methods, numerical fluxes are used to enforce inter-element conditions, and internal and external physical boundary conditions. However, for certain problems such as elastic wave propagation in complex media, where several wave types and wave speeds are simultaneously present, a standard numerical flux may not be compatible with the physical boundary conditions. If surface or interface waves are present, this incompatibility may lead to numerical instabilities. We present a stable and arbitrary order accurate DG method for elastic waves with a physically motivated numerical flux. Our numerical flux is compatible with all well-posed, internal and external, boundary conditions, including linear and nonlinear frictional constitutive equations for modelling spontaneously propagating shear ruptures in elastic solids and dynamic earthquake rupture processes. We present numerical experiments in one and two space dimensions verifying high order accuracy and asymptotic numerical stability, and demonstrating potentials for modelling complex nonlinear frictional problems in elastic solids.

math.NA↗

arXiv2018

On energy stable discontinuous Galerkin spectral element approximations of the perfectly matched layer for the wave equation

We develop a provably energy stable discontinuous Galerkin spectral element method (DGSEM) approximation of the perfectly matched layer (PML) for the three and two space dimensional (3D and 2D) linear acoustic wave equations, in first order form, subject to well-posed linear boundary conditions. First, using the well-known complex coordinate stretching, we derive an efficient un-split modal PML for the 3D acoustic wave equation. Second, we prove asymptotic stability of the continuous PML by deriving energy estimates in the Laplace space, for the 3D PML in a heterogeneous acoustic medium, assuming piece-wise constant PML damping. Third, we develop a DGSEM for the wave equation using physically motivated numerical flux, with penalty weights, which are compatible with all well-posed, internal and external, boundary conditions. When the PML damping vanishes, by construction, our choice of penalty parameters yield an upwind scheme and a discrete energy estimate analogous to the continuous energy estimate. Fourth, to ensure numerical stability when PML damping is present, it is necessary to systematically extend the numerical numerical fluxes, and the inter-element and boundary procedures, to the PML auxiliary differential equations. This is critical for deriving discrete energy estimates analogous to the continuous energy estimates. Finally, we propose a procedure to compute PML damping coefficients such that the PML error converges to zero, at the optimal convergence rate of the underlying numerical method. Numerical experiments are presented in 2D and 3D corroborating the theoretical results.

math.NA↗

arXiv2014

The role of numerical boundary procedures in the stability of perfectly matched layers

In this paper we address the temporal energy growth associated with numerical approximations of the perfectly matched layer (PML) for Maxwell's equations in first order form. In the literature, several studies have shown that a numerical method which is stable in the absence of the PML can become unstable when the PML is introduced. We demonstrate in this paper that this instability can be directly related to numerical treatment of boundary conditions in the PML. First, at the continuous level, we establish the stability of the constant coefficient initial boundary value problem for the PML. To enable the construction of stable numerical boundary procedures, we derive energy estimates for the variable coefficient PML. Second, we develop a high order accurate and stable numerical approximation for the PML using summation--by--parts finite difference operators to approximate spatial derivatives and weak enforcement of boundary conditions using penalties. By constructing analogous discrete energy estimates we show discrete stability and convergence of the numerical method. Numerical experiments verify the theoretical results

math.NA↗

arXiv2013

High Order Finite Difference Schemes for the Elastic Wave Equation in Discontinuous Media

Finite difference schemes for the simulation of elastic waves in materi- als with jump discontinuities are presented. The key feature is the highly accurate treatment of interfaces where media discontinuities arise. The schemes are constructed using finite difference operators satisfying a sum- mation - by - parts property together with a penalty technique to impose interface conditions at the material discontinuity. Two types of opera- tors are used, termed fully compatible or compatible. Stability is proved for the first case by bounding the numerical solution by initial data in a suitably constructed semi - norm. Numerical experiments indicate that the schemes using compatible operators are also stable. However, the nu- merical studies suggests that fully compatible operators give identical or better convergence and accuracy properties. The numerical experiments are also constructed to illustrate the usefulness of the proposed method to simulations involving typical interface phenomena in elastic materials.

physics.geo-ph↗