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The Adjoint Petrov–Galerkin method for non-linear model reduction
Here, we formulate a new projection-based reduced-order modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov–Galerkin (APG) method, is derived by decomposing the generalized coordinates of a dynamical system into a resolved coarse-scale set and an unresolved fine-scale set. A Markovian finite memory assumption within the Mori–Zwanzig formalism is then used to develop a reduced-order representation of the coarse scales. This procedure leads to a closed reduced-order model that displays commonalities with the adjoint stabilization method used in finite elements. The formulation is shown to be equivalent to a Petrov–Galerkin method with a non-linear, time-varying test basis, thus sharing some similarities with the Least-Squares Petrov–Galerkin method. Theoretical analysis examining a priori error bounds and computational cost is presented. Numerical experiments on the compressible Navier–Stokes equations demonstrate that the proposed method can lead to improvements in numerical accuracy, robustness, and computational efficiency over the Galerkin method on problems of practical interest. Improvements in numerical accuracy and computational efficiency over the Least-Squares Petrov–Galerkin method are observed in most cases.
A compute-bound formulation of Galerkin model reduction for linear time-invariant dynamical systems
This work aims to advance computational methods for projection-based reduced-order models (ROMs) of linear time-invariant (LTI) dynamical systems. For such systems, current practice relies on ROM formulations expressing the state as a rank-1 tensor (i.e., a vector), leading to computational kernels that are memory bandwidth bound and, therefore, ill-suited for scalable performance on modern architectures. This weakness can be particularly limiting when tackling many-query studies, where one needs to run a large number of simulations. This work introduces a reformulation, called rank-2 Galerkin, of the Galerkin ROM for LTI dynamical systems which converts the nature of the ROM problem from memory bandwidth to compute bound. We present the details of the formulation and its implementation, and demonstrate its utility through numerical experiments using, as a test case, the simulation of elastic seismic shear waves in an axisymmetric domain. We quantify and analyze performance and scaling results for varying numbers of threads and problem sizes. In conclusion, we present an end-to-end demonstration of using the rank-2 Galerkin ROM for a Monte Carlo sampling study. We show that the rank-2 Galerkin ROM is one order of magnitude more efficient than the rank-1 Galerkin ROM (the current practice) and about 970 times more efficient than the full-order model, while maintaining accuracy in both the mean and statistics of the field.
Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints
The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.
Galerkin formulation of path integrals in lattice field theory
We present a mathematical framework for Galerkin formulations of path integrals in lattice field theory. The framework is based on using the degrees of freedom (DOFs) associated to a Galerkin discretization as the fundamental lattice variables. We formulate standard concepts in lattice field theory, such as the partition function and correlation functions, in terms of the DOFs. For example, using continuous finite element spaces, we show that the two-point spatial correlation function can be defined between any two points on the domain (as opposed to at just lattice sites) and furthermore, this two-point function satisfies a weak propagator (or Green’s function) identity, in analogy to the continuum case, as well as a convergence estimate obtained from the standard finite element techniques. Furthermore, this framework leads naturally to higher-order formulations of lattice field theories by considering higher-order finite element spaces for the Galerkin discretization. We consider analytical and numerical examples of scalar field theory to investigate how increasing the order of piecewise polynomial finite element spaces affect the approximation of lattice observables. Finally, we sketch an outline of this Galerkin framework in the context of gauge field theories.
A New Galerkin Quadrature Method Not Requiring a Matrix Inverse
We derive a new Galerkin quadrature (GQ) method for S 𝑛 calculations that differs from the two methods preceding it in that a matrix inverse for an 𝑁 𝑑 × 𝑁 𝑑 matrix, where 𝑁𝑑 is the number of directions in the quadrature set, is no longer required. Galerkin quadrature methods are designed for calculations with highly anisotropic scattering. Such methods are not simply special angular quadratures but also are methods for representing the S 𝑛 scattering source that offers several advantages relative to the standard scattering source representation when highly truncated Legendre cross-section expansions must be used. Galerkin quadrature methods are also useful when the scattering is moderately anisotropic, but the quadrature being used is not sufficiently accurate for the order of the scattering source expansion that is required. Furthermore, we derive the new method and present computational results showing that its performance for two challenging problems is comparable to those of the two GQ methods that preceded it.
An Accurate SUPG-stabilized Continuous Galerkin Discretization for Anisotropic Heat Flux in Magnetic Confinement Fusion
We present a novel spatial discretization for the anisotropic heat conduction equation, aimed at improved accuracy at the high levels of anisotropy seen in a magnetized plasma, for example, for magnetic confinement fusion. The new discretization is based on a mixed formulation, introducing a form of the directional derivative along the magnetic field as an auxiliary variable and discretizing both the temperature and auxiliary fields in a continuous Galerkin (CG) space. Both the temperature and auxiliary variable equations are stabilized using the streamline upwind Petrov–Galerkin (SUPG) method, ensuring a better representation of the directional derivatives and therefore an overall more accurate solution. This approach can be seen as the CG-based version of our previous work (Wimmer, Southworth, Gregory, Tang, 2024), where we considered a mixed discontinuous Galerkin (DG) spatial discretization including DG-upwind stabilization. We prove consistency of the novel discretization, and demonstrate its improved accuracy over existing CG-based methods in test cases relevant to magnetic confinement fusion. This includes a long-run tokamak equilibrium sustainment scenario, demonstrating a 35% and 32% spurious heat loss for existing primal and mixed CG-based formulations versus 4% for our novel SUPG-stabilized discretization.
Efficient discontinuous Galerkin implementations and preconditioners for implicit unsteady compressible flow simulations
This work presents and compares efficient implementations of high-order discontinuous Galerkin methods: a modal matrix-free discontinuous Galerkin (DG) method, a hybridizable discontinuous Galerkin (HDG) method, and a primal formulation of HDG, applied to the implicit solution of unsteady compressible flows. The matrix-free implementation allows for a reduction of the memory footprint of the solver when dealing with implicit time-accurate discretizations. HDG reduces the number of globally-coupled degrees of freedom relative to DG, at high order, by statically condensing element-interior degrees of freedom from the system in favor of face unknowns. The primal formulation further reduces the element-interior degrees of freedom by eliminating the gradient as a separate unknown. This paper introduces a p-multigrid preconditioner implementation for these discretizations and presents results for various flow problems. Benefits of the p-multigrid strategy relative to simpler, less expensive, preconditioners are observed for stiff systems, such as those arising from low-Mach number flows at high-order approximation. The p-multigrid preconditioner also shows excellent scalability for parallel computations. Finally, additional savings in both speed and memory occur with a matrix-free/reduced version of the preconditioner.
Simulating magnetized neutron stars with discontinuous Galerkin methods
Discontinuous Galerkin methods are popular because they can achieve high order where the solution is smooth, because they can capture shocks while needing only nearest-neighbor communication, and because they are relatively easy to formulate on complex meshes. We perform a detailed comparison of various limiting strategies presented in the literature applied to the equations of general relativistic magnetohydrodynamics. We compare the standard minmod /ΛΠ N limiter, the hierarchical limiter of Krivodonova, the simple WENO limiter, the HWENO limiter, and a discontinuous Galerkin-finite-difference hybrid method. The ultimate goal is to understand what limiting strategies are able to robustly simulate magnetized Tolman-Oppenheimer-Volkoff stars without any fine-tuning of parameters. Among the limiters explored in the paper, the only limiting strategy we can endorse is a discontinuous Galerkin-finite-difference hybrid method.
A Continuous-Discontinuous Galerkin Method for Electromagnetic Simulations Based on an All-Frequency Stable Formulation
In this paper, a potential-based partial-differential formulation, called the all-frequency stable formulation, is presented for the accurate and robust simulation of electromagnetic problems at all frequencies. Due to its stability from (near) dc to microwave frequencies, this formulation can be applied to simulate wide-band and multiscale problems without encountering the infamous low-frequency breakdown issue or applying basis function decompositions such as the tree-cotree splitting technique. To provide both efficient and flexible numerical solutions to the electromagnetic formulation, a mixed continuous-discontinuous Galerkin (CDG) method is proposed and implemented. In regions with homogeneous media, the continuous Galerkin method is employed to avoid the introduction of duplicated degrees of freedom (DoFs) on the elemental interfaces, while on the interfaces of two different media, the discontinuous Galerkin method is applied to permit the jump of the normal components of the electromagnetic fields. Numerical examples are provided to validate and demonstrate the proposed numerical solver for problems in a wide electromagnetic spectrum.
A fourth-order Lagrangian discontinuous Galerkin method using a hierarchical orthogonal basis on curvilinear grids
The existing high-order Lagrangian discontinuous Galerkin (DG) hydrodynamic methods are restricted to using quadratic meshes with quadratic polynomials (P2), which in turn, yield up to third-order accuracy. Additionally, these existing DG hydrodynamic schemes, when extended to work with cubic meshes and cubic polynomials (P3), can be unstable on strong-shock problems. Therefore, this paper presents a new Lagrangian discontinuous Galerkin (DG) hydrodynamic method to simulate compressible material dynamics ( e.g., gasses, fluids, and solids) with strong-shocks using cubic meshes and cubic polynomials, and delivers up to fourth-order accuracy on smooth flows. The stability on shock problems is achieved using new hierarchical orthogonal basis functions and a new subcell mesh stabilization (SMS) scheme for cubic meshes. The accuracy and robustness of the new high-order accurate Lagrangian DG hydrodynamic method is demonstrated by simulating a diverse suite of challenging test problems covering gas and solid dynamic problems on curvilinear meshes.
An efficient reconstruction algorithm for diffusion on triangular grids using the nodal discontinuous Galerkin method
High-energy-density (HED) hydrodynamics studies such as those relevant to inertial confinement fusion and astrophysics require highly disparate densities, temperatures, viscosities, and other diffusion parameters over relatively short spatial scales. This presents a challenge for high-order accurate methods to effectively resolve the hydrodynamics at these scales, particularly in the presence of highly disparate diffusion. A significant volume of engineering and physics applications use an unstructured discontinuous Galerkin (DG) method developed based on the finite element mesh generation and algorithmic framework. This work discusses the application of an affine reconstructed nodal DG method for unstructured grids of triangles. Solving the diffusion terms in the DG method is non-trivial due to the solution representations being piecewise continuous. Hence, the diffusive flux is not defined on the interface of elements. The proposed numerical approach reconstructs a smooth solution in a parallelogram that is enclosed by the quadrilateral formed by two adjacent triangle elements. The interface between these two triangles is the diagonal of the enclosed parallelogram. Similar to triangles, the mapping of parallelograms from a physical domain to a reference domain is an affine mapping, which is necessary for an accurate and efficient implementation of the numerical algorithm. Thus, all computations can still be performed on the reference domain, which promotes efficiency in computation and storage. This reconstruction does not make assumptions on choice of polynomial basis. Reconstructed DG algorithms have previously been developed for modal implementations of the convection–diffusion equations. However, to the best of the authors’ knowledge, this is the first practical guideline that has been proposed for applying the reconstructed algorithm on a nodal discontinuous Galerkin method with a focus on accuracy and efficiency. As a result, the algorithm is demonstrated on a number of benchmark cases as well as a challenging substantive problem in HED hydrodynamics with highly disparate diffusion parameters.
Agglomeration-based geometric multigrid solvers for compact discontinuous Galerkin discretizations on unstructured meshes
Here, we present a geometric multigrid solver for the Compact Discontinuous Galerkin method through building a hierarchy of coarser meshes using a simple agglomeration method which handles arbitrary element shapes and dimensions. The method is easily extendable to other discontinuous Galerkin discretizations, including the Local DG method and the Interior Penalty method. We demonstrate excellent solver performance for Poisson's equation, provided a flux formulation is used for the operator coarsening and a suitable switch function chosen for the numerical fluxes.
Continuously bounds-preserving discontinuous Galerkin methods for hyperbolic conservation laws
For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are typically performed at discrete nodal locations, which is not sufficient to ensure the robustness of the scheme when the solution must be evaluated at arbitrary locations (e.g., for adaptive mesh refinement, remapping in arbitrary Lagrangian–Eulerian solvers, overset meshes, etc.). In this work, a novel limiting approach for discontinuous Galerkin methods is presented which ensures that the solution is continuously bounds-preserving (i.e., across the entire solution polynomial) for any arbitrary choice of basis, approximation order, and mesh element type. Through a modified formulation for the constraint functionals, the proposed approach requires only the solution of a single spatial scalar minimization problem per element for which a highly efficient numerical optimization procedure is presented. Here, the efficacy of this approach is shown in numerical experiments by enforcing continuous constraints in high-order unstructured discontinuous Galerkin discretizations of hyperbolic conservation laws, ranging from scalar transport with maximum principle preserving constraints to compressible gas dynamics with positivity-preserving constraints.
Half-closed discontinuous Galerkin discretisations
Here we introduce the concept of half-closed nodes for nodal discontinuous Galerkin (DG) discretisations. Unlike more commonly used closed nodes in DG, where on every element nodes are placed on all of its boundaries, half-closed nodes only require nodes to be placed on a subset of the element's boundaries. The effect of using different nodes on DG operator sparsity is studied and we find in particular for there to be no difference in the sparsity pattern of the Laplace operator whether closed or half-closed nodes are used. On quadrilateral/hexahedral elements we use the Gauss-Radau points as the half-closed nodes of choice, which we demonstrate is able to speed up DG operator assembly in addition to leverage previously known superconvergence results. We also discuss in this work some linear solver techniques commonly used for Finite Element or discontinuous Galerkin methods such as static condensation and block-based methods, and how they can be applied to half-closed DG discretisations.
Efficient Low-Order Refined Preconditioners for High-Order Matrix-Free Continuous and Discontinuous Galerkin Methods
In this paper, we design preconditioners for the matrix-free solution of high-order continuous and discontinuous Galerkin discretizations of elliptic problems based on finite element method--spectral element method (FEM-SEM) equivalence and additive Schwarz methods. The high-order operators are applied without forming the system matrix, making use of sum factorization for efficient evaluation. The system is preconditioned using a spectrally equivalent low-order (p = 1) finite element operator discretization on a refined mesh. The low-order refined mesh is anisotropic and not shape regular in the polynomial degree of the high-order operator, requiring specialized solvers to treat the anisotropy. We make use of an element-structured, geometric multigrid V-cycle with ordered ILU(0) smoothing. The preconditioner is parallelized through an overlapping additive Schwarz method that is robust in h and p. The method is extended to interior penalty and Bassi and Rebay (BR2) discontinuous Galerkin discretizations, for which it is also robust in the size of the penalty parameter. Finally, numerical results are presented on a variety of examples, verifying the uniformity of the preconditioner.
Physics-preserving enriched Galerkin method for a fully-coupled thermo-poroelasticity model
This paper proposes a new numerical method for a fully-coupled, quasi-static thermo-poroelasticity model in a unified enriched Galerkin (EG) method framework. In our method, the mechanics sub-problem is solved using a locking-free EG method, and the flow and heat sub-problems are solved using a locally-conservative EG method. The proposed method offers mass and energy conservation properties with much lower costs than other methods with the same properties, including discontinuous Galerkin methods and mixed finite element methods. The well-posedness and optimal a priori error estimates are carefully derived. Here, several numerical tests confirm the theoretical optimal convergence rates and the mass and energy conservation properties of the new method.
A high accuracy/resolution spectral element/Fourier–Galerkin method for the simulation of shoaling non-linear internal waves and turbulence in long domains with variable bathymetry
A high-order hybrid continuous-Galerkin numerical method, designed for the simulation of non-linear, non -hydrostatic internal waves and turbulence in long computational domains with complex bathymetry, is presented. The spatial discretization in the non-periodic wave-propagating directions, utilizes the nodal spectral element method. Such a high-order element-based discretization allows the highly accurate representation of complex domain geometry along with the flexibility of concentrating resolution in areas of interest. Under the assumption of the normal-to-isobath propagation of non-linear internal waves, a third periodic direction is incorporated via a Fourier-Galerkin discretization. The distinct non-hydrostatic nature of non-linear internal waves and, any instabilities and turbulence therein, necessitates the numerically challenging solution of the pressure Poisson problem. A defining feature of this work is the application of a domain decomposition approach, combined with block-Jacobi/deflation-based preconditioning to the pressure Poisson problem. Such a combined approach is particularly suitable for the long high aspect-ratio complex domains of interest and enables the efficient high-accuracy reproduction of the non-hydrostatic dynamics of non-linear internal waves. Implementation details are also described in the context of the stability of the solver and its parallelization strategy. A series of benchmarks of increasing complexity demonstrate the robustness of the flow solver. The benchmarks culminate with the three-dimensional simulation of a convectively breaking mode-one non-linear internal wave over a realistic South-China-Sea bathymetric transect and background current/stratification profiles.