Optimization-based, property-preserving finite element methods for scalar advection equations and their connection to Algebraic Flux Correction

Abstract

In this paper, we continue our efforts to exploit optimization and control ideas as a common foundation for the development of property-preserving numerical methods. Here we focus on a class of scalar advection equations whose solutions have fixed mass in a given Eulerian region and constant bounds in any Lagrangian volume. Our approach separates discretization of the equations from the preservation of their solution properties by treating the latter as optimization constraints. This relieves the discretization process from having to comply with additional restrictions and makes stability and accuracy the sole considerations in its design. A property-preserving solution is then sought as a state that minimizes the distance to an optimally accurate but not property-preserving target solution computed by the scheme, subject to constraints enforcing discrete proxies of the desired properties. Furthermore, we consider two such formulations in which the optimization variables are given by the nodal solution values and suitably defined nodal fluxes, respectively. A key result of the paper reveals that a standard Algebraic Flux Correction (AFC) scheme is a modified version of the second formulation obtained by shrinking its feasible set to a hypercube. In conclusion, we present numerical studies illustrating the optimization-based formulations and comparing them with AFC