Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations

DOI10.1007/S10915-013-9763-3zbMATH Open1298.65171arXiv1212.0537OpenAlexW2095013941MaRDI QIDQ461209FDOQ461209

Authors: Xiaobing Feng, Thomas Lewis 

Publication date: 10 October 2014

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: This paper is concerned with developing accurate and efficient discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in the case of one spatial dimension. The primary goal of the paper to develop a general framework for constructing high order local discontinuous Galerkin (LDG) methods for approximating viscosity solutions of these fully nonlinear PDEs which are merely continuous functions by definition. In order to capture discontinuities of the first order derivative $u_x$ of the solution $u$, two independent functions $q_1$ and $q_2$ are introduced to approximate one-sided derivatives of $u$. Similarly, to capture the discontinuities of the second order derivative $u_{xx}$, four independent functions $p_1$, $p_2$, $p_3$, and $p_4$ are used to approximate one-sided derivatives of $q_1$ and $q_2$. The proposed LDG framework, which is based on a nonstandard mixed formulation of the underlying PDE, embeds a given fully nonlinear problem into a mostly linear system of equations where the given nonlinear differential operator must be replaced by a numerical operator which allows multiple value inputs of the first and second order derivatives $u_x$ and $u_{xx}$. An easy to verify criterion for constructing "good" numerical operators is also proposed. It consists of a consistency and a generalized monotonicity. To ensure such a generalized monotonicity, the crux of the construction is to introduce the numerical moment in the numerical operator. The proposed framework extends a companion finite difference framework developed by the authors in [9] and allows for the approximation of fully nonlinear PDEs using high order polynomials and non-uniform meshes.

Full work available at URL: https://arxiv.org/abs/1212.0537

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zbMATH Keywords

fully nonlinear PDEsviscosity solutionslocal discontinuous Galerkin methods

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Nonlinear parabolic equations (35K55) 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)

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Cited In (13)

• Mixed interior penalty discontinuous Galerkin methods for one-dimensional fully nonlinear second order elliptic and parabolic equations
• Local discontinuous Galerkin methods for elliptic problems
• A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs
• Discontinuous Galerkin derivative operators with applications to second-order elliptic problems and stability
• Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization
• A conforming discontinuous Galerkin finite element method on rectangular partitions
• Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations
• Mixed interior penalty discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions
• Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
• Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations
• A high-order numerical scheme for stochastic optimal control problem
• Numerical analysis of strongly nonlinear PDEs

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