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The energy based discontinuous Galerkin method Daniel Appel Applied - - PowerPoint PPT Presentation

The energy based discontinuous Galerkin method Daniel Appel Applied Mathematics University of Colorado , Boulder Outline Applications / interests Why second order? Why energy based? Methods Contributors Thomas Hagstrom ,


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The energy based discontinuous Galerkin method

Daniel Appelö Applied Mathematics University of Colorado, Boulder

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Outline

ICERM 2018

  • Applications / interests
  • Why second order?
  • Why energy based?
  • Methods

Please Ask Questions Throughout

Contributors 
 Thomas Hagstrom, Southern Methodist U. Fatemeh Pourahmadian, CU, Boulder. Olof Runborg, Royal Inst. of Technology. Siyang Wang, Chalmers Inst. of Technology.

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ICERM 2018

Micropolar Elasticity

  • Classic Hooke’s theory: Continuum description with

balance of force and stress. Symmetric tensors.

  • Voigt (1877), Cosserat brothers (1909): Asymmetric theory

with force-stress and couple-stress balance.

  • Micropolar theory of Eringen-Nowacki: displacements and

rotations.

  • Allows for construction of phononic materials.
  • Acoustic properties depends on grain-to-grain 

  • forces. These can be controlled using EM fields.

ρvtt = (µ + κ)vxx − κθx, ρJθtt = γθxx + κ(vx − 2θ).

1 2 3 4 5 6 1 2 3 4 5 6

Systems of wave equations (dispersive)

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ICERM 2018

Interests in numerical homogenization and beyond

  • Developing wave solvers that are accurate and

geometrically flexible (high order dG with upwind fluxes).

  • Methods that couple well with micro-models. 


In particular micro models described in terms of (discrete) energy balance (Heterogenous Multiscale Models).

  • Methods that allow the macro-models to have anisotropy,

dispersive and non-linear effects.

  • Fast solvers that can be used for direct simulation of

Maxwell / acoustic cell problems.

  • Variable order methods that can be used together with

multi-level algorithms in UQ, inverse problems and frequency domain solvers.

  • Taming of the poor CFL constraints of dG.
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Motivation: Why solve in second order form?

  • “There are three kinds of mathematicians; those who can

count and those who cannot… ” .

  • Maxwell in 3D has 12 derivative matrices.
  • Formulated as a second order problem there can be as few

as 3 derivative matrices (although for complex materials the saving may be less).

  • Many problems in solid mechanics are formulated in terms
  • f energy densities - this fits well with our formulation.
  • The energy based formulation naturally incorporates

upwind fluxes for second order formulations.

  • The method is parameter free.
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ICERM 2018

Energy based discontinuous Galerkin method

Plan:

  • What energy are we talking about?
  • The general formulation…
  • What the general formulation really is…
  • SIPDG.
  • EDG with central flux / Baumann-Oden form.
  • Full EDG (upwind / alt. / central flux).
  • Extension to SBP-SAT finite differences.
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What energy are we talking about?

E(t) =

1 2 ⏐ ⏐ ⏐ ⏐ ∂u ∂t ⏐ ⏐ ⏐ ⏐

2

+ G(u, ∇u, x).

The energy we consider is a non-negative functional of the kinetic and potential energy density. For example:

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ICERM 2018

What energy are we talking about?

E(t) =

1 2 ⏐ ⏐ ⏐ ⏐ ∂u ∂t ⏐ ⏐ ⏐ ⏐

2

+ G(u, ∇u, x).

The energy we consider is a non-negative functional of the kinetic and potential energy density. For example: The equations we treat result from the Euler -Lagrange equations derived from the action principle associated with the Lagrangian

n be identified as the n 1

2

⏐ ⏐ ∂u

∂t

⏐ ⏐2 − G − u · f

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The Euler-Lagrange equations are

∂2ui ∂t2 =

  • k

∂ ∂xk ∂G ∂ui,k

  • − ∂G

∂ui + fi,

∂t − ∂vi ∂t −

  • k

∂ ∂xk ∂G ∂ui,k

  • + ∂G

∂ui = fi, ∂ui ∂t − vi = 0,

We prefer to evolve “displacement” and “velocity”

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The Euler-Lagrange equations are

∂2ui ∂t2 =

  • k

∂ ∂xk ∂G ∂ui,k

  • − ∂G

∂ui + fi,

d dt

  • Ωj

1 2|v|2 + G =

  • Ωj

v · f +

  • ∂Ωj
  • i,k

vi ∂G ∂ui,k nk, .

∂t − ∂vi ∂t −

  • k

∂ ∂xk ∂G ∂ui,k

  • + ∂G

∂ui = fi, ∂ui ∂t − vi = 0,

We prefer to evolve “displacement” and “velocity” Seek methods that automagically satisfies

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ICERM 2018

B0ring testing for velocity

∂t − ∂vi ∂t −

  • k

∂ ∂xk ∂G ∂ui,k

  • + ∂G

∂ui = fi,

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ICERM 2018

Boring testing for velocity

∂t − ∂vi ∂t −

  • k

∂ ∂xk ∂G ∂ui,k

  • + ∂G

∂ui = fi,

What about the displacement equation?

∂ui ∂t − vi = 0,

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∂t − ∂vi ∂t −

  • k

∂ ∂xk ∂G ∂ui,k

  • + ∂G

∂ui = fi,

d dt

  • Ωj

1 2|v|2 + G =

  • Ωj

v · f +

  • ∂Ωj
  • i,k

vi ∂G ∂ui,k nk, .

Note that we are halfway there!

Boring testing for velocity

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Santa’s test

∂ui ∂t − vi = 0,

Test the displacement with the variation of the potential energy

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Santa’s test

∂ui ∂t − vi = 0,

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Use solution as test function, integrate by parts, 
 add up to get a Christmas present!

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Use solution as test function, integrate by parts, 
 add up to get a Christmas present!

Theorem 1. Suppose U h(t) and the fluxes v∗, w∗ are given. Suppose further that (2.2) is linear. Then

dUh dt

satisfying Problem 1 is uniquely determined and the energy identity for Eh(t) =

j Eh j (t)

(2.16) dEh dt =

  • i,j
  • Ωj

vh

i fi(x, t) +

  • i,j
  • ∂Ωj
  • k

nk

  • v∗

i − vh i

∂G ∂ui,k (uh, ∇uh, x) + vh

i w∗ i,k

  • ,

is satisfied.

h

Element-wise energy identity

Eh

j (t) =

  • Ωj

1 2 ⏐ ⏐vh⏐ ⏐2 + G(uh, ∇uh, x)

Where

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Accepts upwind and averaged fluxes

For the general parametrization We get element-wise contributions to the energy

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Accepts upwind and averaged fluxes

For the general parametrization We get element-wise contributions to the energy

v∗

i = vh i,1,

w∗

i,k =

∂G ∂ui,k (uh

2, ∇uh 2, x).

v∗

i = {{vh i }} − ζi

2 [[D∇uiGh]], {{ }} − 2 w∗

i,k = − 1

2ζi [[vh

i ]]k + {{ ∂Gh

∂ui,k }}.

Alternating flux Sommerfeld flux Two attractive choices are:

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ICERM 2018

Examples of equations that fit into the framework

σij = λuk,k δij + µ(ui,j + uj,i) + κ

  • (ui,j − uj,i)/2 − εkijϕk
  • mij = αϕk,kδij + β + γ

2 (ϕi,j + ϕj,i) + β − γ 2 (ϕi,j − ϕj,i)

mji,j + εijkσjk − ρJ ¨ ϕi = 0 σji,j − ρ¨ ui = 0

Et = U, µ0ε0Ut = ∆E − µ0Z, Jt = Z, Zt = −ΓeZ + ε0ω2

peU,

Ht = V, µ0ε0Vt = ∆H − ε0Y, Kt = Y, Yt = −ΓmY + µ0ω2

pmV,

E = 1 2

  • ε0µ0
  • U2 + V2

+ (∇ × E)2 + (∇ × H)2 + µ0 ε0ω2

pe

Z2 + ε0 µ0ω2

pm

Y2

  • .

− G

Micropolar elasticity Maxwell Drude material

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“Ok this is very general, but how do I implement it?!”

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Back to basics SIPDG for wave.

utt − ∇ · (c∇u) = f, in J × Ω, u = 0,

  • n J × ∂Ω,

(uh

tt, U) + ah(uh, U)

= (f, U) ∀ U ∈ Vh, t ∈ J,

Test as usual, U is the test function.

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ICERM 2018

Back to basics SIPDG for wave.

utt − ∇ · (c∇u) = f, in J × Ω, u = 0,

  • n J × ∂Ω,

(uh

tt, U) + ah(uh, U)

= (f, U) ∀ U ∈ Vh, t ∈ J,

ah(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx −

  • F ∈Fh
  • F

[[u]] · {{c∇w}}dA −

  • F ∈Fh
  • F

[[w]] · {{c∇u}}dA + γ h

  • F ∈Fh
  • F

[[u]] · [[w]]dA.

Bilinear form: Test as usual, U is the test function.

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ICERM 2018

Back to basics SIPDG for wave.

utt − ∇ · (c∇u) = f, in J × Ω, u = 0,

  • n J × ∂Ω,

(uh

tt, U) + ah(uh, U)

= (f, U) ∀ U ∈ Vh, t ∈ J,

ah(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx −

  • F ∈Fh
  • F

[[u]] · {{c∇w}}dA −

  • F ∈Fh
  • F

[[w]] · {{c∇u}}dA + γ h

  • F ∈Fh
  • F

[[u]] · [[w]]dA.

Test as usual, U is the test function. Bilinear form: I.b.p, symmetry, penalty (stabilization). Energy conserving - optimal convergence - known bf.s.

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ICERM 2018

ut − v = 0, in J × Ω, vt − ∇ · (c∇u) = f, in J × Ω, First order in time. (vh

t , V ) + bh(uh, V ) = (f, V ),

U = 0, ∀ V ∈ Vh, t ∈ J, Velocity equation looks as in SIPDG (b is not the same).

Conservative Energy DG

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ICERM 2018

ut − v = 0, in J × Ω, vt − ∇ · (c∇u) = f, in J × Ω, First order in time. (vh

t , V ) + bh(uh, V ) = (f, V ),

U = 0, ∀ V ∈ Vh, t ∈ J,

) = 1 2 d dt

  • K∈Th
  • K

(vh)2 + c∇uh · ∇uhdx = (f, vh).

Velocity equation looks as in SIPDG (b is not the same). We would like this type of estimate! What is missing above?

Conservative Energy DG

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ICERM 2018

(vh

t , V ) + bh(uh, V ) = (f, V ),

U = 0, ∀ V ∈ Vh, t ∈ J,

Conservative Energy DG

dh(uh

t , U) − bh(U, vh) = 0,

V = 0, ∀ U ∈ Vh, t ∈ J.

Time for Christmas gifus!

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ICERM 2018

(vh

t , V ) + bh(uh, V ) = (f, V ),

U = 0, ∀ V ∈ Vh, t ∈ J,

Conservative Energy DG

dh(uh

t , U) − bh(U, vh) = 0,

V = 0, ∀ U ∈ Vh, t ∈ J.

Time for Christmas gifus!

bilinear forms bh, and dh are dh(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx, bh(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx −

  • F ∈Fh
  • F

{{c∇u}} · [[w]]dA.

With the bilinear forms being.

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ICERM 2018

(vh

t , V ) + bh(uh, V ) = (f, V ),

U = 0, ∀ V ∈ Vh, t ∈ J,

Conservative Energy DG

dh(uh

t , U) − bh(U, vh) = 0,

V = 0, ∀ U ∈ Vh, t ∈ J.

Time for Christmas gifus!

bilinear forms bh, and dh are dh(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx, bh(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx −

  • F ∈Fh
  • F

{{c∇u}} · [[w]]dA.

dx = (f, vh). (vh

t , vh) + dh(uh t , uh) =

With the bilinear forms being. And we indeed get the energy identity.

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ICERM 2018

The equation for u is

Evolving the displacement

dh(uh

t − vh, U) = −

  • F ∈Fh
  • F

{{c∇U}} · [[vh]]dA,

dh(u, w) =

  • K∈Th
  • K

c∇u · ∇wdx,

S(uh

t − vh) = L1vh. The form d is the “stiffness matrix” , which is singular So how should we evolve this?

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Evolving the displacement

S(uh

t − vh) = L1vh.

uh

t = vh + S†L1vh.

  • K∈Th
  • K

N(uh

t − vh)dx = 0,

) = 1 2 d dt

  • K∈Th
  • K

(vh)2 + c∇uh · ∇uhdx

The energy does not see constants. So we add moments of its null space. Equivalently - compute Moore - Penrose inverse

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Inverting the stiffness

S+ = (S + N)−1 − N.

hat g = (1, 0, . . . , 0)T .

is g = 1

n(1, 1, . . . , 1)T

sy to check that =

0) . If we use t N = ggT Given a choice of basis we know the null vector. Modal. Nodal. Not hard to show that

S†LR = ⎡ ⎢ ⎢ ⎢ ⎢ ⎢ ⎣ . . . 1/2 1/2 ⎤ ⎥ ⎥ ⎥ ⎥ ⎥ ⎦ , S†LL = ⎡ ⎢ ⎢ ⎢ ⎢ ⎢ ⎣ . . . −1/2 1/2 ⎤ ⎥ ⎥ ⎥ ⎥ ⎥ ⎦ .

uh

t = vh + S†L1vh.

Sometimes we can do even better! Legendre basis in 1D

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Upwind fluxes

Add appropriate dissipative but consistent terms

dh(uh

t , U) − dh(vh, U)

= −

  • F ∈Fh
  • F

{{c∇U}} · [[vh]] + [[∂U ∂n ]][[∂uh ∂n ]]dA, (vh

t , V ) + dh(uh, V )

= +

  • F ∈Fh
  • F

{{c∇uh}} · [[V ]] − [[V ]][[vh]] dA,

The upwind fluxes yields optimal convergence on general meshes (observed) and in 1D (theorem). Alternating fluxes are easily incorporated by replacing arithmetic averages with weighted averages

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Conclusion - Energy based DG

  • Parameter free stability.
  • Naturally introduces upwinding.
  • Can be expressed in commonly used bilinear forms for easy

implementation in open source FEM libraries (MFEM, deal.ii, Fenics).

  • Implementation in MFEM took one day, 


including learning MFEM…

  • The “add and subtract” to get an energy 


estimate is easily extended to SBP-SAT, 
 Galerkin differences, etc.

  • Nonlinear problems can be handled as well.
  • The u,v formulation lends itself to staggering.