Positivity preserving limiters for time-implicit higher order accurate discontinuous Galerkin discretizations

DOI10.1137/18M1227998zbMATH Open1503.65249arXiv1811.08620OpenAlexW2901277663WikidataQ127643289 ScholiaQ127643289MaRDI QIDQ5230628FDOQ5230628

Authors: J. J. W. van der Vegt, Yinhua Xia, Yan Xu 

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: Currently, nearly all positivity preserving discontinuous Galerkin (DG) discretizations of partial differential equations are coupled with explicit time integration methods. Unfortunately, for many problems this can result in severe time-step restrictions. The techniques used to develop explicit positivity preserving DG discretizations can, however, not easily be combined with implicit time integration methods. In this paper we therefore present a new approach. Using Lagrange multipliers the conditions imposed by the positivity preserving limiters are directly coupled to a DG discretization combined with a Diagonally Implicit Runge-Kutta time integration method. The positivity preserving DG discretization is then reformulated as a Karush-Kuhn-Tucker (KKT) problem, which is frequently encountered in constrained optimization. Since the limiter is only active in areas where positivity must be enforced it does not affect the higher order DG discretization elsewhere. The resulting non-smooth nonlinear algebraic equations have, however, a different structure compared to most constrained optimization problems. We therefore develop an efficient active set semi-smooth Newton method that is suitable for the KKT formulation of time-implicit positivity preserving DG discretizations. Convergence of this semi-smooth Newton method is proven using a specially designed quasi-directional derivative of the time-implicit positivity preserving DG discretization. The time-implicit positivity preserving DG discretization is demonstrated for several nonlinear scalar conservation laws, which include the advection, Burgers, Allen-Cahn, Barenblatt, and Buckley-Leverett equations.

Full work available at URL: https://arxiv.org/abs/1811.08620

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zbMATH Keywords

maximum principlediscontinuous Galerkin methodssemismooth Newton methodspositivity preservingimplicit time integration methodsKarush-Kuhn-Tucker equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) KdV equations (Korteweg-de Vries equations) (35Q53) Numerical methods for variational inequalities and related problems (65K15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) PDE constrained optimization (numerical aspects) (49M41)

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Cited In (23)

• Entropy dissipative higher order accurate positivity preserving time-implicit discretizations for nonlinear degenerate parabolic equations
• A nodally bound-preserving finite element method for reaction-convection-diffusion equations
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• Conservative high order positivity-preserving discontinuous Galerkin methods for linear hyperbolic and radiative transfer equations
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• Convex optimization-based structure-preserving filter for multidimensional finite element simulations
• A New Discretely Divergence-Free Positivity-Preserving High-Order Finite Volume Method for Ideal MHD Equations
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• Unconditionally energy stable and bound-preserving schemes for phase-field surfactant model with moving contact lines
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• Structure-preserving nonlinear filtering for continuous and discontinuous Galerkin spectral/\(hp\) element methods
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• Positivity for convective semi-discretizations
• High-order decoupled and bound preserving local discontinuous Galerkin methods for a class of chemotaxis models
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Uses Software

• RODAS
• NewtonLib

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