A new ensemble HDG method for parameterized convection diffusion PDEs

DOI10.4208/NMTMA.OA-2019-0190MaRDI QIDQ5153424zbMATH OpenWikidataFDO

Authors Yong Yu, Gang Chen, Liangya Pi, Yangwen Zhang

Publication date 29 September 2021

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.10295

zbMATH Keywords

ensemble methodsHDG methodparameterized convection diffusion PDEs

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: We devised a first order time stepping ensemble hybridizable discontinuous Galerkin (HDG) method for a group of parameterized convection diffusion PDEs with different initial conditions, body forces, boundary conditions and coefficients in our earlier work [3]. We obtained an optimal convergence rate for the ensemble solutions in $L^{i}nfty(0,T;L^2(Omega))$ on a simplex mesh; and obtained a superconvergent rate for the ensemble solutions in $L^2(0,T;L^2(Omega))$ after an element-by-element postprocessing if polynomials degree $kge1$ and the coefficients of the PDEs are independent of time. In this work, we propose a new second order time stepping ensemble HDG method to revisit the problem. We obtain a superconvergent rate for the ensemble solutions in $L^{i}nfty(0,T;L^2(Omega))$ without an element-by-element postprocessing for all polynomials degree $kge0$. Furthermore, our mesh can be any polyhedron, no need to be simplex; and the coefficients of the PDEs can dependent on time. Finally, we present numerical experiments to confirm our theoretical results.

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Cited in

(6)

• An MLMCE-HDG method for the convection diffusion equation with random diffusivity
• Superconvergent interpolatory HDG methods for reaction diffusion equations. II: HHO-inspired methods
• An EMC-HDG scheme for the convection-diffusion equation with random diffusivity
• An HDG method for convection diffusion equation
• A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem
• An ensemble Monte Carlo HDG method for parabolic PDEs with random coefficients

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