Extrapolation Cascadic Multigrid Method for Cell-Centered FV Discretization of Diffusion Equations with Strongly Discontinuous and Anisotropic Coefficients

Extrapolation cascadic multigrid (EXCMG) method with conjugate gradient smoother is very efficient for solving the elliptic boundary value problems with linear finite element discretization. However, it is not trivial to generalize the vertex-centred EXCMG method to cell-centered finite volume (FV) methods for diffusion equations with strongly discontinuous and anisotropic coefficients, since a non-nested hierarchy of grid nodes are used in the cell-centered discretization. For cell-centered FV schemes, the vertex values (auxiliary unknowns) need to be approximated by cell-centered ones (primary unknowns). One of the novelties is to propose a new gradient transfer (GT) method of interpolating vertex unknowns with cell-centered ones, which is easy to implement and applicable to general diffusion tensors. The main novelty of this paper is to design a multigrid prolongation operator based on the GT method and splitting extrapolation method, and then propose a cell-centered EXCMG method with BiCGStab smoother for solving the large linear system resulting from linear FV discretization of diffusion equations with strongly discontinuous and anisotropic coefficients. Numerical experiments are presented to demonstrate the high efficiency of the proposed method.     

Weighted Interior Penalty Method with Semi-Implicit Integration Factor Method for Non-Equilibrium Radiation Diffusion Equation

Weighted interior penalty discontinuous Galerkin method is developed to solve the two-dimensional non-equilibrium radiation diffusion equation on unstructured mesh. There are three weights including the arithmetic, the harmonic, and the geometric weight in the weighted discontinuous Galerkin scheme. For the time discretization, we treat the nonlinear diffusion coefficients explicitly, and apply the semi-implicit integration factor method to the nonlinear ordinary differential equations arising from discontinuous Galerkin spatial discretization. The semi-implicit integration factor method can not only avoid severe time step limits, but also take advantage of the local property of DG methods by which small sized nonlinear algebraic systems are solved element by element with the exact Newton iteration method. Numerical results are presented to demonstrate the validity of discontinuous Galerkin method for high nonlinear and tightly coupled radiation diffusion equation.     

Fast Numerical Simulation of Two-Phase Transport Model in the Cathode of a Polymer Electrolyte Fuel Cell

In this paper, we apply streamline-diffusion and Galerkin-least-squares finite element methods for 2D steady-state two-phase model in the cathode of polymer electrolyte fuel cell (PEFC) that contains a gas channel and a gas diffusion layer (GDL). This two-phase PEFC model is typically modeled by a modified Navier-Stokes equation for the mass and momentum, with Darcy's drag as an additional source term in momentum for flows through GDL, and a discontinuous and degenerate convection-diffusion equation for water concentration. Based on the mixed finite element method for the modified Navier-Stokes equation and standard finite element method for water equation, we design streamline-diffusion and Galerkin-least-squares to overcome the dominant convection arising from the gas channel. Meanwhile, we employ Kirchhoff transformation to deal with the discontinuous and degenerate diffusivity in water concentration. Numerical experiments demonstrate that our finite element methods, together with these numerical techniques, are able to get accurate physical solutions with fast convergence.     

Two Nonlinear Positivity-Preserving Finite Volume Schemes for Three-Dimensional Heat Conduction Equations on General Polyhedral Meshes

In this article we present two types of nonlinear positivity-preserving finite volume (PPFV) schemes for a class of three-dimensional heat conduction equations on general polyhedral meshes. First, we present a new parameter selection strategy on the one-sided flux and establish a nonlinear PPFV scheme based on a two-point flux with higher efficiency. By comparing with the scheme proposed in [H. Xie, X. Xu, C. Zhai, H. Yong, Commun. Comput. Phys. 24 (2018) 1375–1408], our scheme avoids the assumption that the values of auxiliary unknowns are nonnegative, which makes our interpolation formulae suitable to be constructed by existing approaches with high accuracy and well robustness (e.g., the finite element method), thus enhancing the adaptability to distorted meshes with large deformations. Then we derive a linear multi-point flux involving combination coefficients and, via the Patankar trick, obtain another nonlinear PPFV scheme that is concise and easy to implement. The selection strategy of combination coefficients is also provided to improve the convergence behavior of the Picard procedure. Furthermore, the existence and positivity-preserving properties of these two nonlinear PPFV solutions are proved. Numerical experiments with the discontinuous diffusion scalar as well as discontinuous and anisotropic diffusion tensors are given to confirm our theoretical findings and demonstrate that our schemes both can achieve ideal-order accuracy even on severely distorted meshes.     

Study of short-pulse laser propagation in biological tissue by means of the boundary element method

Propagation of short pulses of light through biological tissues can be studied by numerically solving the diffusion equation. The boundary integral method was used to convert the differential equation to integral form and the result was solved using the boundary element method. The effects of different optical parameters of the tissue, i.e. scattering, absorption coefficients and anisotropic factor, on temporal evolution of the diffusely reflected pulse were studied. The results were compared with those obtained using the finite difference time domain method and the boundary integral method was found to be more precise and faster than the last method. The method can be used to investigate reflected pulses in the study of cell morphology and tumours in different types of tissue.     

Space-Time Discontinuous Galerkin Method for Maxwell's Equations

A fully discrete discontinuous Galerkin method is introduced for solving time-dependent Maxwell's equations. Distinguished from the Runge-Kutta discontinuous Galerkin method (RKDG) and the finite element time domain method (FETD), in our scheme, discontinuous Galerkin methods are used to discretize not only the spatial domain but also the temporal domain. The proposed numerical scheme is proved to be unconditionally stable, and a convergent rate $\mathcal{O}((∆t)^{r+1}+h^{k+1/2})$ is established under the $L^2$ -norm when polynomials of degree at most $r$ and $k$ are used for temporal and spatial approximation, respectively. Numerical results in both 2-D and 3-D are provided to validate the theoretical prediction. An ultra-convergence of order $(∆t)^{2r+1}$ in time step is observed numerically for the numerical fluxes w.r.t. temporal variable at the grid points.     

A New Interpolation for Auxiliary Unknowns of the Monotone Finite Volume Scheme for 3D Diffusion Equations

A monotone cell-centered finite volume scheme for diffusion equations on tetrahedral meshes is established in this paper, which deals with tensor diffusion coefficients and strong discontinuous diffusion coefficients. The first novelty here is to propose a new method of interpolating vertex unknowns (auxiliary unknowns) with cell-centered unknowns (primary unknowns), in which a sufficient condition is given to guarantee the non-negativity of vertex unknowns. The second novelty of this paper is to devise a modified Anderson acceleration, which is based on an iterative combination of vertex unknowns and will be denoted as AA-Vertex algorithm, in order to solve the nonlinear scheme efficiently. Numerical testes indicate that our new method can obtain almost second order accuracy and is more accurate than some existing methods. Furthermore, with the same accuracy, the modified Anderson acceleration is much more efficient than the usual one.     

A Scalable Domain Decomposition Method for Ultra-Parallel Arterial Flow Simulations

Ultra-parallel flow simulations on hundreds of thousands of processors require new multi-level domain decomposition methods. Here we present such a new two-level method that has features both of discontinuous and continuous Galerkin formulations. Specifically, at the coarse level the domain is subdivided into several big patches and within each patch a spectral element discretization (fine level) is employed. New interface conditions for the Navier-Stokes equations are developed to connect the patches, relaxing the C⁰continuity and minimizing data transfer at the patch interface. We perform several 3D flow simulations of a benchmark problem and of arterial flows to evaluate the performance of the new method and investigate its accuracy.     

A Parallel Domain Decomposition Algorithm for Simulating Blood Flow with Incompressible Navier-Stokes Equations with Resistive Boundary Condition

We introduce and study a parallel domain decomposition algorithm for the simulation of blood flow in compliant arteries using a fully-coupled system of nonlinear partial differential equations consisting of a linear elasticity equation and the incompressible Navier-Stokes equations with a resistive outflow boundary condition. The system is discretized with a finite element method on unstructured moving meshes and solved by a Newton-Krylov algorithm preconditioned with an overlapping restricted additive Schwarz method. The resistive outflow boundary condition plays an interesting role in the accuracy of the blood flow simulation and we provide a numerical comparison of its accuracy with the standard pressure type boundary condition. We also discuss the parallel performance of the implicit domain decomposition method for solving the fully coupled nonlinear system on a supercomputer with a few hundred processors.     

A Bilinear Immersed Finite Volume Element Method for the Diffusion Equation with Discontinuous Coefficient

This paper is to present a finite volume element (FVE) method based on the bilinear immersed finite element (IFE) for solving the boundary value problems of the diffusion equation with a discontinuous coefficient (interface problem). This method possesses the usual FVE method's local conservation property and can use a structured mesh or even the Cartesian mesh to solve a boundary value problem whose coefficient has discontinuity along piecewise smooth nontrivial curves. Numerical examples are provided to demonstrate features of this method. In particular, this method can produce a numerical solution to an interface problem with the usual O(h²) (in L² norm) and O(h) (in H¹ norm) convergence rates.     

A Conservative Parallel Iteration Scheme for Nonlinear Diffusion Equations on Unstructured Meshes

In this paper, a conservative parallel iteration scheme is constructed to solve nonlinear diffusion equations on unstructured polygonal meshes. The design is based on two main ingredients: the first is that the parallelized domain decomposition is embedded into the nonlinear iteration; the second is that prediction and correction steps are applied at subdomain interfaces in the parallelized domain decomposition method. A new prediction approach is proposed to obtain an efficient conservative parallel finite volume scheme. The numerical experiments show that our parallel scheme is second-order accurate, unconditionally stable, conservative and has linear parallel speed-up.     

A Preconditioned Recycling GMRES Solver for Stochastic Helmholtz Problems

We present a parallel Schwarz type domain decomposition preconditioned recycling Krylov subspace method for the numerical solution of stochastic indefinite elliptic equations with two random coefficients. Karhunen-Loève expansions are used to represent the stochastic variables and the stochastic Galerkin method with double orthogonal polynomials is used to derive a sequence of uncoupled deterministic equations. We show numerically that the Schwarz preconditioned recycling GMRES method is an effective technique for solving the entire family of linear systems and, in particular, the use of recycled Krylov subspaces is the key element of this successful approach.     

A Constrained Level Set Method for Simulating the Formation of Liquid Bridges

In this paper, we investigate the dynamic process of liquid bridge formation between two parallel hydrophobic plates with hydrophilic patches, previously studied in [1]. We propose a dynamic Hele-Shaw model to take advantage of the small aspect ratio between the gap width and the plate size. A constrained level set method is applied to solve the model equations numerically, where a global constraint is imposed in the evolution [2] stage together with local constraints in the reinitialization [3] stage of level set function in order to limit numerical mass loss. In contrast to the finite element method used in [2], we use a finite difference method with a 5th order HJWENO scheme for spatial discretization. To illustrate the effectiveness of the constrained method, we have compared the results obtained by the standard level set method with those from the constrained version. Our results show that the constrained level set method produces physically reasonable results while that of the standard method is less reliable. Our numerical results also show that the dynamic nature of the flow plays an important role in the process of liquid bridge formation and criteria based on static energy minimization approach has limited applicability.     

Crouzeix-Raviart MsFEM with Bubble Functions for Diffusion and Advection-Diffusion in Perforated Media

The adaptation of Crouzeix-Raviart finite element in the context of multiscale finite element method (MsFEM) is studied and implemented on diffusion and advection-diffusion problems in perforated media. It is known that the approximation of boundary condition on coarse element edges when computing the multiscale basis functions critically influences the eventual accuracy of any MsFEM approaches. The weakly enforced continuity of Crouzeix-Raviart function space across element edges leads to a natural boundary condition for the multiscale basis functions which relaxes the sensitivity of our method to complex patterns of perforations. Another ingredient to our method is the application of bubble functions which is shown to be instrumental in maintaining high accuracy amid dense perforations. Additionally, the application of penalization method makes it possible to avoid complex unstructured domain and allows extensive use of simpler Cartesian meshes.     

An Adaptive Modal Discontinuous Galerkin Finite Element Parallel Method Using Unsplit Multi-Axial Perfectly Matched Layer for Seismic Wave Modeling

The discontinuous Galerkin finite element method (DG-FEM) is a high-precision numerical simulation method widely used in various disciplines. In this paper, we derive the auxiliary ordinary differential equation complex frequency-shifted multi-axial perfectly matched layer (AODE CFS-MPML) in an unsplit format and combine it with any high-order adaptive DG-FEM based on an unstructured mesh to simulate seismic wave propagation. To improve the computational efficiency, we implement Message Passing Interface (MPI) parallelization for the simulation. Comparisons of the numerical simulation results with the analytical solutions verify the accuracy and effectiveness of our method. The results of numerical experiments also confirm the stability and effectiveness of the AODE CFS-MPML.     

Linear Scaling Discontinuous Galerkin Density Matrix Minimization Method with Local Orbital Enriched Finite Element Basis: 1-D Lattice Model System

In the first of a series of papers, we will study a discontinuous Galerkin (DG) framework for many electron quantum systems. The salient feature of this framework is the flexibility of using hybrid physics-based local orbitals and accuracy-guaranteed piecewise polynomial basis in representing the Hamiltonian of the many body system. Such a flexibility is made possible by using the discontinuous Galerkin method to approximate the Hamiltonian matrix elements with proper constructions of numerical DG fluxes at the finite element interfaces. In this paper, we will apply the DG method to the density matrix minimization formulation, a popular approach in the density functional theory of many body Schrödinger equations. The density matrix minimization is to find the minima of the total energy, expressed as a functional of the density matrix ρ(r,r′), approximated by the proposed enriched basis, together with two constraints of idempotency and electric neutrality. The idempotency will be handled with the McWeeny's purification while the neutrality is enforced by imposing the number of electrons with a penalty method. A conjugate gradient method (a Polak-Ribiere variant) is used to solve the minimization problem. Finally, the linear-scaling algorithm and the advantage of using the local orbital enriched finite element basis in the DG approximations are verified by studying examples of one dimensional lattice model systems.     

Effective Two-Level Domain Decomposition Preconditioners for Elastic Crack Problems Modeled by Extended Finite Element Method

In this paper, we propose some effective one- and two-level domain decomposition preconditioners for elastic crack problems modeled by extended finite element method. To construct the preconditioners, the physical domain is decomposed into the "crack tip" subdomain, which contains all the degrees of freedom (dofs) of the branch enrichment functions, and the "regular" subdomains, which contain the standard dofs and the dofs of the Heaviside enrichment function. In the one-level additive Schwarz and restricted additive Schwarz preconditioners, the "crack tip" subproblem is solved directly and the "regular" subproblems are solved by some inexact solvers, such as ILU. In the two-level domain decomposition preconditioners, traditional interpolations between the coarse and the fine meshes destroy the good convergence property. Therefore, we propose an unconventional approach in which the coarse mesh is exactly the same as the fine mesh along the crack line, and adopt the technique of a non-matching grid interpolation between the fine and the coarse meshes. Numerical experiments demonstrate the effectiveness of the two-level domain decomposition preconditioners applied to elastic crack problems.     

Performance Analysis of a High-Order Discontinuous Galerkin Method Application to the Reverse Time Migration

This work pertains to numerical aspects of a finite element method based discontinuous functions. Our study focuses on the Interior Penalty Discontinuous Galerkin method (IPDGM) because of its high-level of flexibility for solving the full wave equation in heterogeneous media. We assess the performance of IPDGM through a comparison study with a spectral element method (SEM). We show that IPDGM is as accurate as SEM. In addition, we illustrate the efficiency of IPDGM when employed in a seismic imaging process by considering two-dimensional problems involving the Reverse Time Migration.     

Enforcing the Discrete Maximum Principle for Linear Finite Element Solutions of Second-Order Elliptic Problems

The maximum principle is a basic qualitative property of the solution of second-order elliptic boundary value problems. The preservation of the qualitative characteristics, such as the maximum principle, in discrete model is one of the key requirements. It is well known that standard linear finite element solution does not satisfy maximum principle on general triangular meshes in 2D. In this paper we consider how to enforce discrete maximum principle for linear finite element solutions for the linear second-order self-adjoint elliptic equation. First approach is based on repair technique, which is a posteriori correction of the discrete solution. Second method is based on constrained optimization. Numerical tests that include anisotropic cases demonstrate how our method works for problems for which the standard finite element methods produce numerical solutions that violate the discrete maximum principle.     

The Geometry Behind Numerical Solvers of the Poisson-Boltzmann Equation

Electrostatics interactions play a major role in the stabilization of biomolecules: as such, they remain a major focus of theoretical and computational studies in biophysics. Electrostatics in solution is strongly dependent on the nature of the solvent and on the ions it contains. While methods that treat the solvent and ions explicitly provide an accurate estimate of these interactions, they are usually computationally too demanding to study large macromolecular systems. Implicit solvent methods provide a viable alternative, especially those based on Poisson theory. The Poisson-Boltzmann equation (PBE) treats the system in a mean field approximation, providing reasonable estimates of electrostatics interactions in a solvent treated as continuum. In the first part of this paper, we review the theory behind the PBE, including recent improvement in which ions size and dipolar features of solvent molecules are taken into account explicitly. The PBE is a non linear second order differential equation with discontinuous coefficients, for which no analytical solution is available for large molecular systems. Many numerical solvers have been developed that solve a discretized version of the PBE on a mesh, either using finite difference, finite element, or boundary element methods. The accuracy of the solutions provided by these solvers highly depend on the geometry of their underlying meshes, as well as on the method used to embed the physical system on the mesh. In the second part of the paper, we describe a new geometric approach for generating unstructured tetrahedral meshes as well as simplifications of these meshes that are well fitted for solving the PBE equation using multigrid approaches.