Cockburn DG Summer School

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Cockburn DG Summer School

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Discontinuous Galerkin Methods

Bernardo Cockburn

School of Mathematics

University of Minnesota

U. Politecnica de Catalunya

Summer School

July 11-14, 2017

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 1 / 120

Outline I

1 DG methods for first-order PDEs

Super-short historical overview

Why use DG methods?

The original DG method: Linear transport

DG methods for linear symmetric hyperbolic systems

The RKDG methods for nonlinear hyperbolic conservation laws

2 The HDG methods for diffusion

Static condensation and hybridization

Static condensation of the continuous Galerkin method

Static condensation of mixed methods

Definition of the HDG methods

Formulations of the HDG methods

Existence and Uniqueness

Brief overview of the evolution of the HDG methods

Ongoing work

References

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 2 / 120

A short (and biased) historical overview of the DG methods

First DG method introduced in 1973 by Reed and Hill for linear transport.

First studied in 1974 by Lesaint and Raviart.

Extended to nonlinear hyperbolic conservation laws in the 90’s by B.C. and

C.-W. Shu.

Extended to compressible flow in 1997 first by F. Bassi and S. Rebay.

New DG methods for diffusion appear and some old ones (the IP methods of

the late 70’s) are resuscitated. A unified analysis is proposed in 2002 by D.

Arnold, F. Brezzi, B.C. and D. Marini.

Explosive extension to a wide variety of equations.

They clash with the well-established mixed and continuous Galerkin

methods. In response, the HDG methods are introduced in 2009 by B.C., J.

Gopalakrishnan and R. Lazarov. The HDG methods are strongly related to

the hybrid methods and to the hybridization techniques of the mid 60’s

introduced as implementation techniques for mixed methods.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 3 / 120

A short (and biased) historical overview of the DG methods

Galerkin methods, in Discontinuous Galerkin methods. Theory, computation

and applications, Lecture Notes in Computational Sicence and Engineering,

Volume 11, Springer, 2000.

B.C. and C.-W. Shu, Runge-Kutta Discontinuous Galerkin methods for

convection-dominated problems, J. Sci. Comput. 16 (2001), pp. 173–261.

D. Arnold, F. Brezzi, B.C. and D. Marini, Unified analysis of discontinuous

Galerkin methods for elliptic problems, SINUM 39 (2002), pp. 1749–1779.

B.C., Discontinuous Galerkin methods, ZAMM Z. Angew. Math. Mech. 83

(2003), pp. 731–754.

B.C., Discontinuous Galerkin methods for Computational Fluid Dynamics,

Encyclopedia of Computational Mechanics, Volume 3: Fluids, E. Stein, R.

de Borst and T.J.R. Hughes, Eds., Wiley, 2004, pp. 91—123.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 4 / 120

Motivation

Why use DG methods? Good approximation of smooth solutions.

Z Z

Y Y

X X

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

1 1

0 0

0.8 0.8

0 0

0.6 0.6

0.2 0.2

0.4 0.4 0.4 0.4

0.6 0.6

0.2 0.2

0.8 0.8

polynomials.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 5 / 120

Motivation

Why use DG methods? Good approximation of smooth solutions.

0.25 1

0.8

0.6

Y

0.4

0.2

1

0

0.8

0 0

0.6

0.2

0.4 0.4

0.6

0.25 0.5 0.8

0.2

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 6 / 120

Motivation

Why use DG methods? Local postprocessing enhances the accuracy.

2 2

P , before post-processing P , after post-processing

10-2 10-2

|error|

|error|

N=10

N=10

N=40

-6 N=80 -6

10 10 N=20

N=160

-8 -8 N=40

10 10

N=80

-10 -10

10 10

N=160

-12 -12

10 10

1 2 3 4 5 6 1 2 3 4 5 6

x x

The absolute value of the errors for P 2 with N=10, 20, 40, 40, 80 and 160

elements. Before post-processing (left) and after post-processing (right).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 7 / 120

Motivation

Why use DG methods? Good approximation of discontinuities.

-0.22

0.75

-0.23

0.5

0.25 -0.24

0 -0.25

-0.25

-0.26

0 0.25 0.5 0.75 1

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 8 / 120

Motivation

Why use DG methods? Good approximation of contacts and shocks.

0.4

0.3

0.2

0.1

0.0

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 9 / 120

Motivation

Why use DG methods? Ideally suited for adaptivity.

0.8

7 (1%)

0.6

0.4

0.2 6 (17%)

−0.2

5 (59%)

−0.4

−0.6

−0.8

4 (23%)

−1

−1 −0.5 0 0.5 1

elements, 45008 degrees of freedom, and produces an error

|J(u) − J(uh )| = 3.756 × 10−7 .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 10 / 120

Motivation

Why use DG methods? Ideally suited for adaptivity.

1

6 (1%)

0.8

0.6

5 (12%)

0.4

0.2

0 4 (42%)

−0.2

−0.4 3 (44%)

−0.6

−0.8

2 (1%)

−1

−1 −0.5 0 0.5 1

elements, 69956 degrees of freedom, and produces an error of

|J(u) − J(uDG )| = 1.311 × 10−4 .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 11 / 120

The original DG method.

Transport of neutrons.

modeling the transport of neutrons. A simplified version of that model is

the following:

σ u + ∇ · (a u) = f in Ω,

u = uD on ∂Ω− ,

Ω ⊂ Rd , that is, ∂Ω− = {x ∈ ∂Ω : a · n (x ) < 0}.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 12 / 120

The original DG method

Transport of neutrons.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 13 / 120

The original DG method.

Rewriting the equations.

Set ub := uD on ∂Ω− .

Given ub on ∂K− , compute u by solving

σ u + ∇ · (a u) = f in K ,

u = ub on ∂K − .

Given u in K , set ub := u on ∂K \ ∂K − .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 14 / 120

The original DG method

Solving the equations.

a a

K K

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 15 / 120

The original DG method

Solving the equations.

now proceed (right).

a a

K K

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 16 / 120

The original DG method

Solving the equations.

a a

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 17 / 120

The original DG method

Solving the equations.

a a

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 18 / 120

The original DG method

The weak formulation on each element.

= (f , w )K − ha · n ub, w i∂K − ,

for all w ∈ W (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 19 / 120

The original DG method

The Galerkin method on each element.

take uh in the space W (K ) and determine it by requiring that

= (f , w )K − ha · n ubh , w i∂K − ,

for all w ∈ W (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 20 / 120

The original DG method

Implementation.

Given ubh on ∂K− , compute uh in K as the element of W (K ) such

that

=(f , w )K − ha · n ubh , w i∂K − ,

for all w ∈ W (K ).

Given uh in K , set ubh := uh on ∂K \ ∂K− .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 21 / 120

The original DG method.

The stabilization mechanism. The jumps uh − ubh stabilize the method.

1

2

and for the approximate solution,

1

2

where Θh (uh − ubh ) := 12 K ∈Ωh h|a · n |(uh − ubh ), uh − ubh i∂K − .

P

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 22 / 120

The original DG method.

The stabilization mechanism. The jumps uh − ubh control the residuals.

or, equivalently,

R∂K = a · n (uh − ubh ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 23 / 120

The original DG method.

The stabilization mechanism. The case of non-smooth solutions.

The residual RK is big.

The jump R∂K = |a · n |(uh − ubh ) is big.

The dissipation produced by Θh (uh − ubh ) damps the spurious

oscillations.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 24 / 120

The original DG method.

Convergence properties. The spaces and the triangulations.

W (K ) := Pk (K ),

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 25 / 120

The original DG method.

Convergence properties. Another triangulation.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 26 / 120

The original DG method.

Convergence properties. The auxiliary projection.

Π : H 1 (K ) → W (K ), εu := Π(u − uh ),

P∂ : L2 (F ) → M(F ), εub := P∂ (u − ubh ),

satisfy

a · n εub = a · n εbu ,

for all w ∈ W (K ),

εbu = 0 on ∂Ω− .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 27 / 120

The original DG method.

Convergence properties. The jumps uh − ubh are controlled by the projection.

1 σ

σkεu − (Πu − u)k2L2 (Ω) + Θh (εu − εbu ) = kΠu − uk2L2 (Ω) ,

2 4

we deduce that

1/2

ku − uh kL2 (Ω) + σ −1/2 Θh (εu − εbu ) ≤ C kΠu − ukL2 (Ω)

≤ C | u |H k+1 (Ωh ) hk+1 .

(B.C., B. Dong and J. Guzmán, 2008.)

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 28 / 120

The original DG method.

Conclusion.

Uses discontinuous approximations for both the solution inside each

element and its trace on the element boundary.

Uses a Galerkin method to weakly enforce the equations on each

element.

Is devised so that they can be efficiently implemented.

Has a stabilization mechanism that allows it to damp away spurious

oscillations and reach optimal orders of convergence at the same time.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 29 / 120

DG methods for linear symmetric hyperbolic systems

u t + ∇ · F(u ) + Bu = f in Ω × (0, T ),

u=g at t = 0,

F(u ) n − Nu = 0 on ∂Ω × [0, T ].

P

ℓ=1 (Aj )iℓ uℓ , and Aj , j = 1, . . . , N, are constant,

symmetric matrices.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 30 / 120

DG methods for linear symmetric hyperbolic systems

Friedrichs’ result.

In 1958, Friedrichs showed that the above problem has a unique solution if

N + N⋆ ≥ 0,

B + B ⋆ ≥ σ Id, σ ≥ 0,

ker (An − N) + ker (An + N) = Rm .

PN

Here An := i=1 Aj

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 31 / 120

DG methods for symmetric hyperbolic systems

Acoustics: The first-order system

∂2u

ρ − ∇ · (A∇u) = f in Ω × (0, T ).

∂t 2

∂q

c − ∇v = 0 in Ω × (0, T ),

∂t

−∇·q = f

∂v

ρ in Ω × (0, T ).

∂t

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 32 / 120

DG methods for linear symmetric hyperbolic systems

Elastodynamics: The first-order system

∂2u

ρ − ∇ · [µ∇u + (µ + λ)(∇ · u )I] = b in Ω × (0, T ).

∂t 2

− ∇v

∂H

= 0 in Ω × (0, T ),

∂t

∂v

ρ − ∇ · (µH + pI) = b in Ω × (0, T ),

∂t

−∇·v = 0

∂p

ǫ in Ω × (0, T ).

∂t

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 33 / 120

DG methods for linear symmetric hyperbolic systems

Maxwell’s equations

∂H

µ + ∇ × E = 0,

∂t

∂E

ǫ − ∇ × H = 0,

∂t

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 34 / 120

Space discretization of linear symmetric hyperbolic systems

The Galerkin method and the numerical flux.

D E

((u h )t , w )K − (F(u h ), ∇w )K + Fdh n , w = (f , w )K ,

∂K

h n := An+ ( (u h + u h )) + Nn± (u h − u h )

d 1 + − 1 + −

F

2 2

The matrix Nn± is called the dissipation matrix.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 35 / 120

Space discretization of linear symmetric hyperbolic systems

Examples of numerical fluxes.

d h n is the

upwinding numerical flux An+ := a · n and Nn± = |a · n |.

+

d

• The upwinding numerical flux F

follows:

Diagonalize An = P −1 Λ P,

Set Nn± := P −1 | Λ | P.

h n is obtained as follows:

d

• The Lax-Friedrichs numerical flux F

Diagonalize An = P −1 Λ P,

Set Nn± := λmax Id.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 36 / 120

Space discretization of linear symmetric hyperbolic systems

Main properties of the DG method.

definite.

The jumps control the residuals.

Spurious oscillations are damped in the presence of discontinuities.

The method converges with order k+1/2.

After a local postprocessing, with order 2k + 1 for locally uniform

grids.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 37 / 120

Time discretization of linear symmetric hyperbolic systems

Main strategies.

Gottlieb, C.-W. Shu and E. Tadmor, 2001.)

Space-time methods: Locally implicit. (R. Haber; J. van der Vegt; R.

Falk and G. Richter, 1999; see also, Gopalakrishnan, Schöberl and

Winterstiger, 1917)

Globally implicit methods: Efficient multigrid techniques. (J. van der

Vegt; P. Persson and J. Peraire.)

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 38 / 120

The original DG method.

Dispersion and dissipation properties.

Order of dispersion: 2 k + 3.

Order of dissipation: 2 k + 2.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 39 / 120

The original DG method.

Dispersion and dissipation properties.

1 1 1

0 0 0

1 1 1

0 0 0

(B.C. and C.-W. Shu, 2001.)

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 40 / 120

DG methods for linear symmetric hyperbolic problems.

Conclusion.

Use discontinuous approximations for both the solution inside each

element and its trace on the element boundary.

Use a Galerkin method to weakly enforce the equations on each

element.

Have a stabilization mechanism that allows it to damp away spurious

oscillations and reach almost optimal orders of convergence at the

same time.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 41 / 120

The RKDG methods.

Non-linear hyperbolic problems.

ut + ∇ · f(u) = 0.

Pd ∂fi

Hyperbolic: i=1 ∂u (u) ni is diagonalizable and has real eigenvalues.

ρt + (ρ vj ),j = 0,

(ρ vi )t + (ρ vi vj − σij ),j = fi ,

(ρ e)t + (ρ e vj − σij vi ),j = fi vi ,

p

where σij = −p δij and e = (γ−1) ρ + 12 | v |2 .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 42 / 120

The RKDG methods.

Non-linear hyperbolic problems.

τt − ux = 0,

ut + (p(τ ))x = 0,

ρt + (v ρ)x = 0,

(ρ v )t + (ρ v 2 + p(ρ−1 ))x = 0,

Example 3: Scalar hyperbolic conservation law:

ut + ∇ · f(u) = 0.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 43 / 120

The RKDG methods.

Non-linear hyperbolic problems.

Main difficulties:

Convergence to the physically relevant solution must be ensured.

An additional mechanism to properly capture discontinuities is needed.

Implicit methods are very inefficient in the presence of discontinuities.

Solution:

DG-space discretization with suitable numerical traces

(approximate Riemann solvers).

SSP, explicit time-marching algorithms.

Slope limiters (part of an artificial viscosity hidden term!).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 44 / 120

The RKDG methods.

Non-linear hyperbolic problems.

The Godunov flux:

fb(a, b) = min f (u), if a ≤ b,

a≤u≤b

b≤u≤a

Z b

fb(a, b) = min(f ′ (s), 0) ds

0

Z a

+ max(f ′ (s), 0) ds + f (0).

0

1

fb(a, b) = [f (a) + f (b) − C (b − a)],

2

C= 0

max 0 |f ′ (s)|.

inf u (x)≤s≤sup u (x)

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 45 / 120

The RKDG methods.

Non-linear hyperbolic problems.

1982: G.Chavent and G.Salzano: Use the DG-space discretization

with Godunov flux.

1989: G.Chavent and B.C.: Incorporate the slope limiter.

1991: B.C. and C.-W.Shu: Incorporate an SSP time-marching

method: First RKDG method.

89-98: B.C. and C.-W.Shu (+S.Hou+S.Lin) : RKDG methods.

A parallel development:

1987: Allmaras and Giles: Euler equations.

1989: Allmaras: P 1 and 3-stage second-order RK.

1991: Halt and Agarwall

1992: Halt: high polynomial degree.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 46 / 120

The RKDG method

problem

u(·, 0) = u0 (·) on (0, 1),

u(0+, ·) = u(1−, ·) on (0, T ),

A DG space discretization,

A strongly-stable RK time-marching discretization,

A generalized slope limiter,

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 47 / 120

• Discontinuous Galerkin discretization in space

space P(Ij ).

every function vh in the space P(Ij )

xj+1/2

b

((uh )t , v )Ij − (f (uh ), (v )x )Ij + f (uh ) v = 0,

xj−1/2

where fb(uh ) is the so-called numerical flux has the following general form:

− +

), uh (xj+1/2 )).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 48 / 120

• Strong-Stability-Preserving RK methods

d

Each time step for dt uh = L(uh ) is of the form

(0)

1 set uh = uhn ;

2 for i = 1, ..., K compute the intermediate

functions:

i−1

X

(i)

uh = αil whl ,

l=0

(l) βil (l)

whl = uh + ∆t n Lh (uh );

αil

Note that αil ∈ [0, 1], and that, if αil = 0, then βil = 0.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 49 / 120

Set

wh = uh + δLh (uh ) ≡ EULER(uh ; δ),

and assume that

| wh | ≤ | u h | ∀| δ | ≤ δ0 .

Then

i−1

X i−1

X

(i) (l)

| uh | ≤ αil | whl |≤ αil | uh |,

l=0 l=0

provided that

βil

∆t n ≤ δ0 .

αil

This implies that

| uhn | ≤ | uh0 | ∀n = 0, . . . , N.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 50 / 120

The Euler step is non-increasing in | · | if:

X

| uh | ≡ | u j+1 − u j |,

j

1

R

where u j = ∆j Ij uh (x) dx.

We take !

| fb(a, ·) |Lip | fb(·, b) |Lip

δ0−1 = 2 + .

∆j+1 ∆j

We assume that the following sign conditions are satisfied:

+ +

sign (uj+1/2 − uj−1/2 ) = sign (u j+1 − u j ),

− −

sign (uj+1/2 − uj−1/2 ) = sign (u j − u j−1 ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 51 / 120

•The generalized slope limiter

Since the sign conditions are not automatically satisfied, we enforce them

by means of a simple projection called the generalized slope limiter, ΛΠh .

sign conditions which, moreover, have the following properties:

Leaves the averages unchanged.

Leaves a linear function unchanged.

Can be efficiently parallelized.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 52 / 120

•The RKDG method

For n = 0 until N − 1 do:

(0)

1 set uh = uhn ;

2 for i = 1, ..., K compute:

i−1

!

(i)

X

uh = ΛΠh αil whl ,

l=0

(l) βil

whl = EULER(uh ; ∆t n );

αij

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 53 / 120

We have the following boundedness result.

Theorem

Assume that

βil

∆t n ≤ δ0 .

αij

Then, we have that

| uhn | ≤ | u0 |TV (0,1) ,

where uhn is given by an RKDG scheme.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 54 / 120

The RKDG methods.

Non-linear hyperbolic problems.

How to avoid the use of slope limiters?

Rigorous error analysis for shocks?

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 55 / 120

The HDG methods for diffusion

Static condensation of the exact solution.

following second-order elliptic model problem:

c q + ∇u = 0 in Ω,

∇·q =f in Ω,

ub = uD on ∂Ω.

positive definite on Ω.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 56 / 120

The HDG methods for diffusion

Static condensation of the exact solution: Local problems and transmission conditions.

c q + ∇u = 0 in K ,

∇·q =f in K ,

[[b

u ]] = 0 if F ∈ Eoh ,

q ]] = 0

[[b if F ∈ Eoh ,

ub = uD if F ∈ E∂h .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 57 / 120

The HDG methods for diffusion

Static condensation of the exact solution: Rewriting the equations.

c q + ∇u = 0 in K ,

∇·q =f in K ,

u = ub on ∂K .

the equations

q ]] = 0

[[b if F ∈ Eoh ,

ub = uD if F ∈ E∂h ,

where q

b is the trace of q = q (bu, f ) on ∂K .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 58 / 120

The HDG methods for diffusion

Static condensation of the exact solution: A characterization of the solution.

∇ · Qub = 0 in K , ∇ · Qf =f in K ,

Uub = ub on ∂K , Uf =0 on ∂K .

the equations

b ub]] = [[Q

− [[Q b f ]] if F ∈ Eoh ,

ub = uD if F ∈ E∂h .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 59 / 120

The HDG methods for diffusion

Static condensation of the exact solution. The one-dimensional case K = (xi−1 , xi ) for

i = 1, . . . , I , with c = 1.

d d

Qub + Ub = 0 in (xi−1 , xi ), Qf + Uf = 0 in (xi−1 , xi ),

dx u dx

d d

Qb = 0 in (xi−1 , xi ), Qf =f in (xi−1 , xi ),

dx u dx

Uub = ub on {xi−1 , xi }, Uf =0 on {xi−1 , xi }.

b ub(x + ) − Q

Q b ub(x − ) = −Q

b f (x + ) + Q

b f (x − ) for i = 1, . . . , I − 1,

i i i i

ub(xi ) = uD (xi ) for i = 0, I .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 60 / 120

The HDG methods for diffusion

Static condensation of the exact solution. The one-dimensional case K = (xi−1 , xi ) for

i = 1, . . . , I , with c = 1.

Z xi

1

u (x) = − (b

Qb ui − ubi−1 ), Qf (x) = − Gxi (x, s)f (s) ds,

h xi−1

Z xi

Ub

u (x) = ϕi (x) u

bi + ϕi−1 (x) ubi−1 Uf (x) = G i (x, s)f (s) ds.

xi−1

Z xi+1

1

− (bui−1 − 2 ubi + ubi+1 ) = ϕi (s) f (s) ds for i = 1, . . . , I − 1,

h xi−1

ub(xi ) = uD (xi ) for i = 0, I .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 61 / 120

The HDG methods for diffusion

Static condensation of the continuous Galerkin method. (Guyan 65)

uh ∈ Wh (uD ), determined by

(a ∇uh , ∇w )Ω = (f , w )Ω ∀w ∈ Wh (0).

where

Wh = {w ∈ C0 (Ω) : w |K ∈ W (K ) ∀K ∈ Ωh },

Wh (g ) = {w ∈ Wh : w = Ih (g ) on ∂Ω}.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 62 / 120

The HDG methods for diffusion

Static condensation of the continuous Galerkin method. Splitting the degrees of freedom.

W (K ) = W0 (K ) ⊕ W∂ (K ),

W0 (K ) := {w ∈ W (K ) : w |∂K = 0},

W∂ (K ) := {w ∈ W (K ) : w |∂K = 0 =⇒ w |K = 0}.

This implies

Wh = W0,h ⊕ WEh

W0,h := {w ∈ Wh : w |K ∈ W0 (K ) ∀K ∈ Ωh },

WEh := {w ∈ Wh : w |K ∈ W∂ (K ) ∀K ∈ Ωh },

and

Mh := {w |Eh : w ∈ Wh },

Mh (g ) := {µ ∈ Mh : µ|∂Ω = Ih (g )}.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 63 / 120

The HDG methods for diffusion

Static condensation of the continuous Galerkin method. Local problems and transmission

condition.

(a ∇U, ∇w )K = (f , w )K ∀w ∈ W0 (K ),

U = ubh on ∂K .

ubh = Ih (uD ) on ∂Ω.

0 =ha ∇U · n , w

b i∂Ωh − (∇ · (a ∇U) + f , w )Ωh = ha ∇U · n + r∂ , w

b i∂Ωh

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 64 / 120

The HDG methods for diffusion

Static condensation of the CG method: A characterization of the approximate solution.

(a ∇Uubh , ∇w )K = 0 ∀w ∈ W0 (K ),

Uubh = ubh on ∂K ,

(a ∇Uf , ∇w )K = (f , w )K ∀w ∈ W0 (K ),

Uf = 0 on ∂K ,

and ubh is the element of Mh (uD ) that solves the global problem

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 65 / 120

The HDG methods for diffusion

Static condensation of the CG method: The original one (Guyan 65)!

K [uh ] = [f ],

K00 K0∂ [U] f

= 0 .

K∂0 K∂∂ [b uh ] f∂

−1 −1

[U] = −K00 K0∂ [b

uh ] + K00 [f 0 ].

−1 −1

(−K∂0 K00 uh ] = −K∂0 K00

K0∂ + K∂∂ )[b [f 0 ] + [f ∂ ].

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 66 / 120

The HDG methods for diffusion

Static condensation of the CG method: The 1D case.

Z xi

Uub(x) = ϕi (x) ubi + ϕi−1 (x) ubi−1 Uf (x) = Ghi (x, s)f (s) ds,

xi−1

i=0 is

Z xi+1

1

− (bui−1 − 2 ubi + ubi+1 ) = ϕi (s) f (s) ds for i = 1, . . . , N − 1,

h xi−1

ubj = uD (xj ) for j = 0, N.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 67 / 120

The HDG methods for diffusion

Static condensation of mixed methods (deVeubeke 65).

equations

(∇ · q h , w )Ω = (f , w )Ω ∀w ∈ Wh .

where

Vh = {v ∈ H (div , Ω) : v |K ∈ V (K ) ∀K ∈ Ωh }.

Wh = {w ∈ L2 (Ω) : w |K ∈ W (K ) ∀K ∈ Ωh }.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 68 / 120

The HDG methods for diffusion

Static condensation of mixed methods: Local problems and transmission conditions.

the local problem

(c Q, v )K − (U, ∇ · v )K = hb

uh , v · n i∂K ∀v ∈ V (K ),

(∇ · Q, w )K = (f , w )K ∀w ∈ W (K ).

[[Q]] = 0 on Eoh ,

ubh = uD on ∂Ω.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 69 / 120

The HDG methods for diffusion

Static condensation of mixed methods: A characterization of the approximate solution.

(∇ · Qµ , w )K = 0 ∀ w ∈ W (K ),

(c Qf , v )K − (Uf , ∇ · v )K = 0 ∀ v ∈ V (K ),

(∇ · Qf , w )K = (f , w )K ∀ w ∈ W (K ),

and the function ubh is the element of Mh (uD ) which solves the global

problem

Note that

0 = hQ · n , µi∂Ωh = hQb

uh · n , µi∂Ωh + hQf · n , µi∂Ωh = −(c Qb

uh , Qµ )Ωh + (Uµ , f )∂Ωh .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 70 / 120

The HDG methods for diffusion

Static condensation of mixed methods: The original hybridization (deVeubeqe 65)!

A B [q h ] [uD ]

= .

Bt 0 [uh ] [f ]

which, after hybridization, becomes

A B C [Q] −C∂ [uD ]

B t 0 0 [U] = [f ] .

Ct 0 0 uh ]

[b 0

The solution of the local problems is

−1

[Q] A B uh ] − C∂ [uD ]

−C [b

= .

[U] Bt 0 [f ]

and the transmission condition is H[ ubh ] = H∂ [ uD ] + J [ f ],

H := C t (A−1 − A−1 B (B t A−1 B)−1 B t A−1 ) C .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 71 / 120

The HDG methods for diffusion

Static condensation of mixed methods: The 1D case.

problems is

Z xi

ubi − ubi−1

Qub(x) = − , Qf (x) = Hhi (x, s)f (s) ds,

h xi−1

Z xi

b b

Uub(x) = ϕi (x) ui + ϕi−1 (x) ui−1 , Uf (x) = Ghi (x, s)f (s) ds,

xi−1

Z xi+1

1

− (b b b

ui−1 − 2 ui + ui+1 ) = ϕi (s) f (s) ds for i = 1, . . . , N − 1,

h xi−1

ubi = uD (xj ) for i = 0, N.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 72 / 120

The HDG methods for diffusion

Devising HDG methods: The main idea

(based on discontinuous Galerkin methods) of the above

characterization of the exact solution.

the corresponding global formulations.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 73 / 120

The HDG methods for diffusion

Devising HDG methods. (B.C., J.Gopalakrishnan and R.Lazarov, SINUM, 2009.) The local problems: A weak

formulation on each element.

uh , f ) as the element

of V (K ) × W (K ) such that

(c q h , v )K − (uh , ∇ · v )K + hb

uh , v · n i∂K = 0,

−(q h , ∇w )K + hb

q h · n, w i∂K = (f , w )K ,

for all (v , w ) ∈ V (K ) × W (K ), where

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 74 / 120

The HDG methods for diffusion

Devising HDG methods. The global problem: The weak formulation for ubh .

For each face F ∈ Eoh , we take ubh |F in the space M(F ). We determine ubh

by requiring that,

q h ]]iF = 0 ∀ µ ∈ M(F )

hµ, [[b if F ∈ Eoh ,

ubh = uD if F ∈ E∂h .

All the HDG methods are generated by choosing the local spaces

V (K ), W (K ), M(F ) and the stabilization function τ .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 75 / 120

Formulation for (q h , q

b h , uh , ubh )

Characterization of the approximate solution (B.C., J.Gopalakrishnan and R.Lazarov, SINUM, 2009.).

V h × Wh × Mh (uD ) satisfying the equations

(c q h , v )Ωh − (uh , ∇ · v )Ωh + hb

uh , v · n i∂Ωh = 0,

−(q h , ∇w )Ωh + hb

q h · n, w i∂Ωh = (f , w )Ωh ,

hµ, qb h · n i∂Ωh = 0,

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 76 / 120

The HDG methods.

The transmission condition.

q h ]] = 0 on a face

Suppose that the transmission condition implies that [[b

F ∈ Eoh . Then, on that face, we have that

which holds if

τ + uh + + τ − uh −

[[q ]],

1

ubh = + +

τ+ + τ− τ + τ− h

qbh = τ qτh + ++ ττ −q h + τ +τ +τ τ − [[uh ]]

− + + − + −

provided τ + + τ − > 0.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 77 / 120

Formulation for (uh , ubh )

Characterization of the approximate solution (D.Arnold and F.Brezzi, RAIRO, 1985; ABCD, SINUM, 02; B.C.

and K.Shi, C&F, 2014.)

(c q w ,µ , v )Ωh − (w , ∇ · v )Ω + hµ, v · n i∂Ω = 0,

h h

for all v ∈ Vh .

The approximate solution is (q uh ,buh , uh , ubh ) where (uh , ubh ) is the element

of Wh × Mh (uD ) satisfying the equations

hµ, q uh ,buh · n + τ (uh − ubh )i∂Ωh = 0,

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 78 / 120

Formulation for (uh , ubh )

Characterization of the approximate solution (D.Arnold and F.Brezzi, RAIRO, 1985; ABCD, SINUM, 02; B.C.

and K.Shi, C&F, 2014.)

(c q w ,µ , v )Ωh − (w , ∇ · v )Ω + hµ, v · n i∂Ω = 0,

h h

for all v ∈ Vh .

The approximate solution is (q uh ,buh , uh , ubh ) where (uh , ubh ) is the element

of Wh × Mh (uD ) satisfying the equations

hµ, q uh ,buh · n + τ (uh − ubh )i∂Ωh = 0,

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 79 / 120

Formulation for (uh , ubh )

Characterization of the approximate solution (D.Arnold and F.Brezzi, RAIRO, 1985; ABCD, SINUM, 02; B.C.

and K.Shi, C&F, 2014.)

(c q w ,µ , v )Ωh − (w , ∇ · v )Ω + hµ, v · n i∂Ω = 0,

h h

for all v ∈ Vh .

The approximate solution is (q uh ,buh , uh , ubh ) where (uh , ubh ) is the element

of Wh × Mh (uD ) satisfying the equations

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 80 / 120

Formulation for (uh , ubh )

The associated minimization property. (H. Kabbaria, A. Lew, and B.C., 14; B.C. and K.Shi, 14; B.C. and

J.Shen, 15)

1 1

2 2

over the functions (w , µ) ∈ Wh × Mh (uD ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 81 / 120

Formulation for ubh

Characterization of the approximate solution (B.C. and J.Gopalakrishnan, SINUM, 2005; B.C. and

J.Gopalakrishnan and R.Lazarov, SINUM, 2009.)

uh , 0), U(b

(Qubh , Uubh ) := (Q(b uh , 0)), (Qf , Uf ) := (Q(0, f ), U(0, f )).

uh , f )) is the linear mapping that associates (b

uh , f ) to

(q h , uh ), and where the numerical trace ubh is the element of the space

uh , µ) = ℓh (µ)

ah (b ∀ µ ∈ Mh (0),

where ah (µ, λ) := −hµ, Q b f · n i∂Ω .

h h

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 82 / 120

Formulation for ubh

The associated minimization problem (B.C. and K.Shi, C&F, 14; B.C. and J.Shen, 15)

Theorem

We have that

ℓh (µ) = (f , Uµ )∂Ωh .

1

Jh (η) := ah (η, η) − ℓh (η),

2

over the functions η in Mh (uD ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 83 / 120

Formulation for ubh

Condition number of the stiffness matrix.

Theorem

If V (K ) = Pk (K ), W (K ) = Pk (K ) and M(F ) = Pk (K ), k ≥ 0,the

condition number of ah (·, ·) (on Mh,0 × Mh,0 ) is of order

(1 + (τ ∗ h)2 )h−2 .

Here τ ∗ := maxK ∈Ωh τ |∂K \FK∗ , where FK∗ is an arbitrary face of the simplex

K.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 84 / 120

Existence and uniqueness.

The local problems are well defined.

Theorem

The local solver on K is well defined if

τ > 0 on ∂K ,

∇W (K ) ⊂ V (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 85 / 120

Existence and uniqueness.

Proof.

For (v , w ) := (q h , uh ), the equations read

(c q h , q h )K − (uh , ∇ · q h )K = 0,

−(q h , ∇uh )K + hb

q h · n, uh i∂K = 0.

Hence

(c q h , q h )K + h(b

q h − q h ) · n, uh i∂K = 0,

and since q

b h · n = q h · n + τ (uh ), we get

(c q h , q h )K + hτ (uh ), uh i∂K = 0.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 86 / 120

Existence and uniqueness.

Proof.

−(uh , ∇ · v )K = 0,

(∇uh , v )K = 0,

and so ∇uh = 0. This proves the result.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 87 / 120

Existence and uniqueness.

The numerical trace ubh is well defined.

Theorem

The numerical trace ubh is well defined if, for each K ∈ ∂Ωh ,

τ > 0 on ∂K ,

∇W (K ) ⊂ V (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 88 / 120

Existence and uniqueness.

Proof.

reads

X X

0= hb q h ]]iF = hbuh , qbh · ni∂K =: hbuh , qbh · ni∂Ωh .

uh , [[b

F ∈Eoh K ∈Ωh

Note that

uh , q

−hb b h · n i∂Ωh = − hb

uh , q h · n + τ (uh − ubh )i∂Ωh

uh , q h · n i∂Ωh − huh , τ (uh − ubh )i∂Ωh

= − hb

+ h(uh − ubh ), τ (uh − ubh )i∂Ωh

uh , q h · n i∂Ωh − huh , q

= − hb b h · n i∂Ωh + huh , q h · n i∂Ωh

+ h(uh − ubh ), τ (uh − ubh )i∂Ωh

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 89 / 120

Existence and uniqueness.

Proof.

(c q h , q h )K − (uh , ∇ · q h )K + hb

uh , q h · n i∂K = 0,

−(q h , ∇uh )K + hb

q h · n, uh i∂K = 0.

Then

uh , q

−hb b h · n i∂Ωh =(c q h , q h )Ωh + h(uh − ubh ), τ (uh − ubh )i∂Ωh .

uh , q

As a consequence, hb b h · n i∂Ωh = 0 implies q h = 0 on Ωh and uh = ubh

on ∂Ωh .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 90 / 120

Existence and uniqueness.

Proof.

(∇uh , v )K = 0,

and so ∇uh = 0.

conclude that uh = 0 on Ωh . We now have that ubh = uh = 0 on ∂Ωh .

This proves the result.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 91 / 120

Devising superconvergent methods.

Superconvergence and postprocessing.

We seek HDG methods for which the local averages of the error u − uh ,

converge faster than the errors u − uh and q − q h .

element K it lies in the space W ∗ (K ) and defined by

(uh ⋆ , 1)K =(uh , 1)K ,

Then u − uh⋆ will converge faster than u − uh . This does happen for mixed

methods!

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 92 / 120

Illustration of the postprocessing.

An HDG method for linear elasticity.(S.-C. Soon, B.C. and H. Stolarski, 2008.)

k=1 k=1

Z Z

X Y X Y

post-processed solution (right) for linear polynomial approximations.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 93 / 120

Illustration of the postprocessing.

An HDG method for linear elasticity.(S.-C. Soon, B.C. and H. Stolarski, 2008.)

k=2 k=2

Z Z

X Y X Y

post-processed solution (right) for quadratic polynomial approximations.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 94 / 120

Illustration of the postprocessing.

An HDG method for linear elasticity.(S.-C. Soon, B.C. and H. Stolarski, 2008.)

k=3 k=3

Z Z

X Y X Y

post-processed solution (right) for cubic polynomial approximations.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 95 / 120

First superconvergent HDG methods.(B.C, B.Dong and J.Guzman, 08; B.C.,

J.Gopalakrishnan and F.-J. Sayas, 10)

Method τ qh uh uh k

RT 0 k +1 k +1 k +2 ≥0

SFH >0 k +1 k +1 k +2 ≥1

LDG-H O(1) k +1 k +1 k +2 ≥1

BDM 0 k +1 k k +2 ≥2

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 96 / 120

Sufficient conditions for superconvergence

The conditions on the local spaces.(B.C., W.Qiu and K.Shi, Math. Comp.,2012 + SINUM, 2012.)

Theorem

Suppose that the local spaces are such that

V (K ) · n + W (K ) ⊂ M(∂K ),

P0 (K ) × P0 (K ) ⊂ ∇W (K ) × ∇ · V (K ) ⊂ V

e (K ) × W

f(K ),

Ve · n ⊕ W

⊥

f⊥ = M(∂K ).

superconverges.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 97 / 120

Sufficient conditions for superconvergence.

Methods for which M(F ) = Q k (F ), k ≥ 1, and K is a square. (B.C., W.Qiu and K.Shi, Math.

Comp.,2012 + SINUM, 2012.)

method V (K ) W (K )

RT[k] P k+1,k (K ) Q k (K )

×P k,k+1 (K )

TNT[k] Q k (K ) ⊕ H k3 (K ) Q k (K )

HDGQ

[k] Q k (K ) ⊕ H k2 (K ) Q k (K )

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 98 / 120

Sufficient conditions for superconvergence.

Methods for which M(F ) = Q k (F ), k ≥ 1, and K is a cube. (B.C., W.Qiu and K.Shi, Math.

Comp.,2012 + SINUM, 2012.)

method V (K ) W (K )

RT[k] P k+1,k,k (K ) Q k (K )

×P k,k+1,k (K )

×P k,k,k+1 (K )

TNT[k] Q k (K ) ⊕ H k7 (K ) Q k (K )

HDGQ

[k] Q k (K ) ⊕ H k6 (K ) Q k (K )

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 99 / 120

Sufficient conditions for superconvergence.

Methods for which M(F ) = Q k (F ), k ≥ 1, and K is a square or a cube. (B.C., W.Qiu and K.Shi,

Math. Comp.,2012 + SINUM, 2012.)

RT[k+1] 0 k +1 k +2 k +2

TNT[k] 0 k +1 k +2 k +2

HDGQ[k] O(1) > 0 k +1 k +2 k +2

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 100 / 120

Sufficient conditions for superconvergence.

TNT in 3D: The space H k7 (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 101 / 120

Sufficient conditions for superconvergence.

TNT in 3D: The space H k7 (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 102 / 120

Sufficient conditions for superconvergence.

TNT in 3D: The space H k7 (K ).

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 103 / 120

The theory of M-decompositions.

(B.C., G.Fu, F.-J. Sayas, Math. Comp., to appear; B.C. and G.Fu, 2D+3D, M2 AN, to appear)

We say that V ×W admits an M-decomposition when

(a) tr(V × W ) ⊂ M,

and there exists a subspace V f of

e ×W V ×W satisfying

(b) ∇W × ∇ · V ⊂ V e ×W f,

(c) tr : V

e⊥ × W

f⊥ → M is an isomorphism.

Here V f⊥ are the L2 (K )-orthogonal complements of V

e ⊥ and W e in V , and

f in W , respectively.

of W

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 104 / 120

The theory of M-decompositions.

A characterization of M-decompositions. (B.C., G.Fu, F.-J. Sayas, Math. Comp., to appear)

− dim{w |∂K : w ∈ W , ∇w = 0}.

Theorem

For a given space of traces M, the space V ×W admits an

M-decomposition if and only if

(a) tr(V × W ) ⊂ M,

(b) ∇W × ∇ · V ⊂ V × W ,

(c) IM (V × W ) = 0.

In this case, we have

where the sum is orthogonal.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 105 / 120

The theory of M-decompositions.

Construction of M-decompositions. (B.C., G.Fu, F.-J. Sayas, Math. Comp., to appear)

space of traces M(∂K ) includes the constants. The given space Vg × Wg satisfies

the inclusion properties (a) and (b).

V W ∇·V

Vg ⊕ δVfillM ⊕ δVfillW Wg (if ⊃ P0 (K )) = Wg

Vg ⊕ δVfillM Wg (if ⊃ P0 (K )) ⊂ Wg

Vg ⊕ δVfillM ∇ · Vg (if ⊃ P0 (K )) = ∇ · Vg

δV ∇ · δV γδ V dim δ V

δ V fillW ⊂ Wg , ∩∇ · Vg = {0} ⊂M IS (Vg × Wg )

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 106 / 120

Construction of M-decompositions

Theorem

Let Vg × Wg satisfy properties (a) and (b) of an M-decomposition.

Assume that δ V fillM satisfies the following hypotheses:

(a) ∇ · δ V fillM = {0},

(b) δ V fillM · n |∂K ⊂ M,

(c) δ V fillM · n |∂K and {v · n |∂K : v ∈ V , ∇· v = 0} are linearly

independent,

(d) dim δ V fillM = dim δ V fillM · n |∂K = IM (Vg × Wg )

Then, (Vg ⊕ δ V fillM ) × Wg admits an M-decomposition.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 107 / 120

A construction of M-decompositions

A three-step procedure to construct the filling space δ VfillM

(2) Find a trace space CM ⊂ M(∂K ) such that

such that v µ · n |∂K = µ

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 108 / 120

A construction of M-decompositions

The M-indexes for different elements

V × W × M := Pk (K ) × Pk (K ) × Pk (∂K )

2D element I M (V × W ) 3D element I M (V × W )

triangle 0 tetrahedron 0

(k≥0) (k≥0)

quadrilateral 1 2 pyramid 1 3

(k=0) (k≥1) (k=0) (k≥1)

pentagon 2 4 5 prism1 1 3

(k=0) (k=1) (k≥2) (k=0) (k≥1)

hexagon 3 6 8 9 hexahedron2 2 6 9

(k=0) (k=1) (k=2) (k≥3) (k=0) (k=1) (k≥2)

1

no parallel faces

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 109 / 120

A construction of M-decompositions

An example of δ VfillM on a quadrilateral

V × W × M := Pk (K ) × Pk (K ) × Pk (∂K ),

δ V fillM := span{∇×(ξ4 λk4 ), ∇×(ξ4 λk3 )}.

ξ4 ∈ H 1 (K ) is a function such that its trace on each edge is linear

and vanishes at the vertices v1 , v2 , and v3 .

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 110 / 120

A construction of M-decompositions

An example of δ VfillM on the reference pyramid

V × W × M := Pk (K ) × Pk (K ) × Pk (∂K )

xy

span{∇×( 1−z ∇z)} if k = 0

δ V fillM :=

k+1 k+1

span{∇×( x1−z

y

∇z), ∇×( y1−z

x xy

∇z), ∇×( 1−z ∇x)} if k ≥ 1

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 111 / 120

A construction of M-decompositions.

From M-decompositions to hybridized mixed methods

Theorem

Let the space V × W admit an M-decomposition and assume that

∇ · Vg ( W . Then,

V × ∇ · V admits an M-decomposition.

Moreover, let δ V fillW satisfy the following hypotheses:

(a) δ V fillW · n |∂K ⊂ M,

(b) ∇ · δ V fillW ⊕ ∇ · V = Wg ,

(c) dim δ V fillW = dim ∇ · δ V fillW ,

Then (V ⊕ δ V fillW ) × W admits an M-decomposition.

and obtain hybridized mixed methods.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 112 / 120

A construction of M-decompositions

Spaces for hybridized mixed methods on a quadrilateral

δ V fillM := span{∇×(ξ4 λk4 ), ∇×(ξ4 λk3 )}.

δ V fillW := x PkK .

V W M τ

UMX V hdg ⊕ δVfillW Pk (K ) Pk (∂K ) 0

HDG V hdg Pk (K ) Pk (∂K ) >0

LMX V hdg Pk−1 (K ) Pk (∂K ) 0

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 113 / 120

A construction of M-decompositions

Spaces for hybridized mixed method on a pyramid

x y k+1 y x k+1

δ V fillM := span{∇×(

xy

∇z), ∇×( ∇z), ∇×( ∇x)}.

1−z 1−z 1−z

δ V fillW := x PlkK .

V W M τ

UMX V hdg

⊕ δ V fillW Pk (K ) Pk (∂K ) 0

HDG V hdg Pk (K ) Pk (∂K ) >0

LMX V hdg Pk−1 (K ) Pk (∂K ) 0

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 114 / 120

The theory of M-decompositions.

Numerical experiments.

τ =1

0.1 0.15E-2 - 0.83E-2 - 0.52E-2 -

0.05 0.18E-3 3.06 0.16E-2 2.36 0.10E-2 2.34

0.025 0.23E-4 3.03 0.28E-3 2.52 0.19E-3 2.43

0.0125 0.28E-5 3.02 0.44E-4 2.68 0.35E-4 2.46

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 115 / 120

The theory of M-decompositions.

Numerical experiments.

τ =1

0.1 0.15E-2 - 0.26E-2 - 0.17E-2 -

0.05 0.18E-3 3.06 0.31E-3 3.06 0.21E-3 3.02

0.025 0.23E-4 3.03 0.38E-4 3.03 0.27E-4 2.95

0.0125 0.28E-5 3.02 0.47E-5 3.02 0.35E-5 2.96

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 115 / 120

The theory of M-decompositions

Provides:

hybridized mixed methods for elements of arbitrary shapes.

2 A systematic approach to satisfying elementwise inf-sup conditions,

stabilized (HDG) or not (mixed methods).

3 A systematic way of constructing finite element commuting diagrams.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 116 / 120

The evolution of HDG methods.

Steady-state diffusion

Guzman, Wang, 09).

Relation with mixed methods:

The SFH method + relation with SDG method (C., Dong, Guzman,

09; SDG Chung, C., Fu, 12).

Necessary conditions for superconvergence (C., Qiu, Shi, 12, 13, 14).

Theory of M-decompositions + new mixed methods (C., Fu, Qiu,

Sayas, 16, 17).

New stabilization functions (Lehrenfeld, Schöberl, 10; Oikawa, 14;

HHO Di Pietro, Ern, Lemaire, 14).

Different formulations of the same method (C. 16).

Different characterizations leading to the same scheme (C., 16).

Applications to a wide variety of PDEs.

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 117 / 120

Ongoing work and open problems

Efficient solvers: Domain decomposition methods?

Stokes flow: Superconvergence with other formulations?

Solid mechanics: Optimal convergence for all variables?

Are there HDG methods which conserve energy?

Linear transport: Which unknowns superconverge?

HDG methods for KdV equations: Superconvergence?

Nonlinear hyperbolic conservation laws: New ways to deal with

shocks?

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 118 / 120

References

methods. (48p.)

The Discontinuous Galerkin methods for fluid dynamics. (111 pp.)

HDG methods for hyperbolic problems. (20 pp., with N.C.Nguyen

and J. Peraire.)

Bernardo Cockburn (U. of Minnesota, USA) Discontinuous Galerkin Methods Barcelona, 2014 119 / 120

Discontinuous Galerkin Methods

for Computational Fluid Dynamics

B. Cockburn

ABSTRACT

The discontinuous Galerkin methods are locally conservative, high-order accurate, robust methods

which can easily handle elements of arbitrary shapes, irregular meshes with hanging nodes, and

polynomial approximations of different degrees in different elements. These properties, which render

them ideal for hp-adaptivity in domains of complex geometry, have brought them to the main stream of

computational fluid dynamics. We study the properties of the DG methods as applied to a wide variety

of problems arising in fluid dynamics with a special emphasis on linear, symmetric positive hyperbolic

systems, the Euler equations of gas dynamics, purely elliptic problems, and the incompressible and

compressible Navier-Stokes equations. In each instance, we discuss the main properties of the methods,

display the mechanisms that make them work so well, and present numerical experiments showing

their performance.

1. Introduction

This is a short, introductory essay to the study of the so-called Discontinuous Galerkin (DG)

methods for fluid dynamics. The DG methods provide discontinuous approximations defined

by using a Galerkin method element by element, the connection between the values of the

approximation in different elements being established by the so-called numerical traces. Since

the methods use discontinuous approximations, they can easily handle elements of arbitrary

shapes, irregular meshes with hanging nodes, and polynomial approximations of different

degrees in different elements. The methods are thus ideally suited for hp-adaptivity in domains

of complex geometry. Moreover, since they use a Galerkin method on each element, they can

easily achieve high-order accuracy when the exact solution is smooth and high resolution when

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2 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

it is not. Finally, when their numerical traces are properly chosen, they achieve a high degree of

locality (and hence a high degree of parallelizability for time-dependent hyperbolic problems),

they become locally conservative (a highly valued property in computational fluid dynamics),

easy to solve and, last but not least, very stable even in the presence of discontinuities or

strong gradients.

The first DG method was introduced by Reed and Hill (1973 for numerically solving the

neutron transport equation, a linear hyperbolic equation for a scalar-valued unknown. Lesaint

and Raviart (1974 recognized the relevance of the method and carried out its first theoretical

analysis. Since then, the method has been slowly evolving as it was applied to different

problems. In the 1990s, the method was successfully extended to nonlinear time-dependent

hyperbolic systems by Cockburn and Shu (see the review by Cockburn and Shu (2001) and

since then the method has known a remarkably vigorous development, as suggested in Figure

1, where we display the number of papers (in the American Mathematical Society database

MathSciNet) whose title contains the words discontinuous Galerkin. In this paper, we describe

the method, discuss its main properties, uncover the mechanisms that make it work so well,

and show its performance in a variety of problems in fluid dynamics.

Figure 1. Cumulative number of papers, in MathSciNet, containing the words discontinuous Galerkin

in their title.

The paper is organized as follows. Since the main properties of all DG methods are already

displayed in the very first DG method, we begin, in Section 2, by considering the original

DG method for the neutron transport equation. In Section 3, we extend the DG method

to linear, symmetric positive hyperbolic systems, and, In Section 4, to nonlinear hyperbolic

conservation laws. This key extension, which takes advantage of the relation between the so-

called finite-volume monotone schemes and the DG methods, is what made these methods

relevant in computational fluid dynamics. In Section 5, we consider DG methods for steady-

state diffusion problems. We argue that the DG methods can be considered to lie in between

the well known continuous Galerkin and the mixed methods for second-order elliptic problems.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 3

Section 7, we consider convection-dominated flows including convection-diffusion, the Oseen

and the compressible Navier-Stokes equations. In these last three sections, special attention

will be devoted to the so-called hybridizable DG (HDG) methods, which constitute a subclass

of DG methods amenable to static condensation. Finally, we end in Section 8 with some

concluding remarks and bibliographical notes.

In this section, we consider the original DG method for numerically solving the neutron

transport equation. It is in this framework that the idea of combining a Galerkin method on

each element together with a suitably defined numerical trace linking the different elements

was introduced. We discuss the properties of local conservativity and local solvability of the

method and show that the jumps of the approximate solution across interelement boundaries

enhance the stability of the method. We also show that these jumps are related to the local

residuals in a linear fashion. This establishes that the original DG method is what we nowadays

call a residual-stabilized method.

We begin by considering the original DG method of Reed and Hill (1973 which was devised

to numerically solve the neutron transport equation,

σ u + ∇ · (a u) = f in Ω

u = uD on ∂Ω−

where σ is a positive number, a a constant vector and ∂Ω− the inflow boundary of Ω, that is,

∂Ω− = {x ∈ ∂Ω : a · n(x) < 0}

Here n(x) is the outward unit normal at x.

2.2. Definition

To define the method, we proceed as follows. First, we find the weak formulation that the

Galerkin procedure will be based upon. For each element K of the mesh Th of the domain Ω,

we multiply the neutron transport equation by a test function v and integrate over K to get

σ (u, v)K − (u, a · ∇v)K + ha · nK u, vi∂K = (f, v)K (1)

where nK is the outward unit normal to K,

Z Z

(u, v)K = u vdx, and hw, vi∂K = w vds

K ∂K

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4 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

This is the weak formulation with which we define the approximation to u, uh . Thus, for each

element K ∈ Th , we take uh |K in the space of polynomials of degree k, Pk (K), and define it

by requiring that

σ (uh , v)K − (uh , a · ∇v)K + ha · nK u

bh , vi∂K = (f, v)K (2)

for all v ∈ Pk (K). Here, the numerical trace u bh is given by

uD (x) for x ∈ ∂Ω−

u

bh (x) = (3)

limǫ↓0 uh (x − ǫa) otherwise.

Note that if the vector a is perpendicular to the normal nK , the above numerical trace is not

well defined. However, the numerical trace of the flux a · nK u

bh , usually called the numerical

flux , is actually well defined and is called the upwinding numerical flux. This completes the

definition of the DG method.

Now, let us discuss some of the properties of this method. Let us begin by noting that the

numerical trace of the flux, a · nK u

bh , is a linear function of the trace of uh which is consistent

and single valued. The numerical trace is easy of evaluate and its form ensures a great degree

of locality of the method. The fact that it is consistent, namely, that

a · nK u

b = a · nK u,

where u is the exact solution, ensures that we are approximating the correct exact solution.

The fact that it is single valued implies that the DG method is a locally conservative method.

Indeed, since on any face F := ∂K1 ∩ ∂K2 , we have

bh + a · nK1 u

a · nK2 u bh = 0,

for any set S which is the union of elements K ∈ Th , we have

Z Z Z

σ uh dx + a · nS u

bh ds = f dx

S ∂S S

This equation is obtained by simply taking v := 1 in the weak formulation (2) for each K in

S and then adding the equations.

2.4. A local energy identity and the elementwise solvability of the method

Next, note that, thanks for the definition of the numerical trace of the flux, the method satisfies

a local energy identity we deduce next. Setting v := uh in the weak formulation (2), we get

that

σ kuh k2K + 12 h1, a · nK u

bh2 i∂K + ΘK (uh ) = (f, uh )K

1/2

where kζkK := (ζ, ζ)K and

uh − uh )2 i∂K = 21 h1, |a · nK | (b

ΘK (uh ) := − 12 h1, a · nK (b uh − uh )2 i∂K−

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 5

by the definition of the numerical trace of the flux. Completing squares, we get that

2

1

2 σ kuh kK + 12 σkuh − f /σk2K + 21 h1, a · nK u

bh2 i∂K + ΘK (uh ) = 1 2

2σ kf kK ,

and finally,

2

1

2 σ kuh kK + 21 σkuh − f /σk2K + 12 h1, |a · nK | u

bh2 i∂K+ + ΘK (uh ) = 1 2

2σ kf kK bh2 i∂K− ,

+ 12 h1, |a · nK | u

We claim that an immediate consequence of this local energy identity is the fact that the

approximate solution can be efficiently computed in an element-by-element fashion. Indeed,

from the weak formulation (2) and the definition of the numerical trace (3), we have

bh , vi∂K− ,

(σ uh , v)K − (uh , a · ∇v)K + ha · nK uh , vi∂K+ = (f, v)K − ha · nK u

bh = a · nK uh |K . Since the above formulation defines

a square system, the existence and uniqueness of the approximation uh on K holds if and only

if, when we set the data f |K and ubh |∂K− to zero, the only solution is uh = 0. But, in this case,

the above energy identity reads

In Figure 2.4, the approximate solution uh on the elements of number i can only be computed

after the approximate solution on the neighboring elements of number j < i were obtained. The

approximate solution uh on the elements with equal number can be computed simultaneously.

2 3 7 12

1

4 11

6

2

3

10

1

5

a 4

2 9

1 5

6 8

2

7

10

3 5

4

Ω 7 8

5 6

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6 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Another consequence of the above local energy identity is a global energy identity obtained by

simply adding the identities for all the elements K ∈ Th , that is,

2

1

2 σ kuh kΩ + 1

2σ kσ uh − f k2Ω + 21 h1, |a · n| uh2 i∂Ω+ + Θh (uh ) = 1 2

2σ kf kΩ

2

+ 12 h1, |a · n| uD i∂Ω− ,

where

1 X 1 X

Θh (uh ) := ΘK (uh ) = uh − uh )2 i∂K− .

h1, | a · nK | (b

2 2

K∈Th K∈Th

P

Of course, kζk2Ω := 2

K∈Th kζkK .

Note that the left-hand side of the above identity can be considered to be a discrete energy.

As a consequence, the term Θh (uh ) can be interpreted as the energy associated to the inter-

element jumps. This is why we say that the method is stabilized by the jumps. Moreover, we

see that the energy of the inter-element jumps is uniformly bounded regardless of the mesh

Th and of the approximating spaces Pk (K), K ∈ Th . Thus, the method exerts an automatic

control on the size of the jumps.

Next, we argue that the size of the jumps is related to the ability of the method to solve the

partial differential equation inside the element. To see this, let us first note that the size of

the local residuals,

RK := σ uh + ∇ · ( a uh ) − f and r∂K := a · nK (b

uh − uh ),

control the quality of the approximation since only when they are zero, we have that uh

coincides with the exact solution u. Now, let us show that these two residuals are related by

the very definition of the method. Indeed, a simple integration by parts in the weak formulation

(2), reveals that

(RK , v)K = hr∂K , vi∂K ,

for all v ∈ Pk (K). Taking v := Pk RK , where Pk denotes the L2 (K)−projection into Pk (K),

we immediately obtain that

−1/2

kPk RK kK ≤ C hK kr∂K k∂K

This implies that only the size of the jumps a·nK (buh −uh ), and the size of f −Pk f , control the

quality of the approximation. Thus, if the size of the jumps is very small, then the projection

of the residual Pk RK is also very small. If f |K is very smooth, then the residual RK is also

very small. As a consequence, the quality of the approximation on K is very good.

On the other hand, if the quality of the approximation in the element K is very poor, as we

expect it would be, for example, in the presence of discontinuities, then the projection of the

residual Pk RK , and hence the jumps a · nK (b

uh − uh ) across the inflow boundary of K, would

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 7

be huge. Fortunately, this faux pas of the method is automatically compensated by an increase

in the dissipative term ΘK (uh ), see the above energy identities, which in practice results in

the damping of the typical spurious oscillations that appear around the discontinuities.

For very smooth solutions and general meshes, we have the following simple a priori error

estimate.

Theorem 1. (Error estimates for the original DG method) Consider the original DG method

for the neutron transport equation given by (2) and (3). Then, for regular meshes Th made of

arbitrarily shaped elements, we have that

1/2

σ 1/2 k u − uh kΩ + h1, |a · n|(u − uh )2 i∂Ω+ + Θh (uh ) ≤ C| u |H k+1 (Th ) hk+1/2

where C is independent of u and h is the maximum of the diameters hK of the elements

K ∈ Th .

This elementary result was improved by Johnson and Pitkäranta (1986 who proved, among

other things, the same order of convergence of k + 1/2 for k u − uh kΩ independently of σ. This

order of convergence was shown to be sharp by Peterson (1991 and then by Richter (2008.

However, in some instances, the order of convergence of k + 1 can be obtained. This happens

for Cartesian meshes and tensor- product polynomials of degree k (see Lesaint and Raviart

(1974), for some structured meshes of triangles and spaces of polynomials of degree k (see

Richter (1988), and for some unstructured meshes which are, roughly speaking, aligned with

the transport velocity a (see Cockburn et al. (2008a; Cockburn et al. (2010a.

An early a posteriori error estimate and superconvergence results can be found in Adjerid and

Massey (2002. For finer results, see the work by Adjerid and Mechai (2014 and the references

therein.

For early work on adaptivity on linear, steady state hyperbolic problems, see the paper by

Bey (1994, Bey and Oden (1996, and then to the papers Houston et al. (2000; Houston et al.

(2001; Houston et al. (2002, Houston and Süli (2001, and Süli and Houston (2002.

Let us end by pointing out that, by rewriting a partial differential equation as first-order

system, the same approach used to define the original DG method can be readily applied.

As we are going to see, all the resulting DG methods share with the original DG method

several important, distinctive properties. First is the use of approximations of the variables

inside the elements as well as on their boundary. Since no interelement continuity is required

for the approximations, the DG methods can handle arbitrarily-shaped elements and general

basis functions. Because of this, the DG methods are ideally suited for hp-adaptivity and for

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8 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

capturing special features of the exact solution by using special basis functions. Second is the

enforcement of the equations by means of an elementwise Galerkin method. This results in

locally conservative numerical methods and automatically implies the control of the residuals

inside the elements by the residuals at the boundaries (which depend on the jumps of the

variables). Finally, by suitably defining their numerical traces, a stabilization mechanism is

introduced which depends on the interelement jumps of the variables. It renders the methods

robust and can even improve their convergence properties.

In this section, we exploit the hyperbolic nature of the neutron transport problem to extend the

original DG method to linear, symmetric positive hyperbolic systems like the wave equation

or the Maxwell equations. To show how to do that, we consider the model problem

N

X

ut + Ai uxi + Bu = f in Ω × (0, T )

i=1

(An − M ) (u − uD ) = 0 on ∂Ω × [0, T ]

u(t = 0) = u0 on Ω

where u is an Rm -valued

PN function and Ai is a symmetric matrix for i = 1, . . . , N . Here An

i

denotes the matrix i=1 ni A where n = (n1 , . . . , nN ) is the unit outward normal at the

boundary of Ω. Friedrichs (1958 has shown that this problem has a unique solution under

some smoothness conditions on the data, under the positivity property

N

X

B + B∗ − Aixi ≥ βI, β>0

i=1

M + M∗ ≥ 0

ker(An − M ) + ker(An + M ) = Rm on ∂Ω × [0, T ].

We can easily verify that the neutron transport equation is a particular case of the above

problem. Indeed, in that case, we have that m = 1 and so the matrices Ai are real numbers;

moreover, we have that a = (A1 , . . . , AN ) and that An = a · n. The boundary condition matrix

M is simply | a · n |, so that the boundary condition reads

(a · n − | a · n |)(u − uD ) = 0 on ∂Ω × [0, T ]

that is,

u = uD on ∂Ω− × [0, T ]

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 9

3.1. Definition

domain Ω×(0, T ). Then, for each element K ∈ Th , we take uh |K to be in the finite dimensional

space V (K) and define it by requiring that

N

X N

X

−(uh , vt )K − (Ai uh , vxi )K + hA\

nK uh , vi∂K + ((B − Aixi )uh , v)K = (f, v)K

i=1 i=1

for all v ∈ V (K). Here we have taken AnK = An + nt Id, where nK = (n, nt ). Next, let us

\

define the numerical flux AnK u.

u0 on Ω × {t = 0}

u h on Ω × {t = T }

A\nK u h = 1

A n (u h + u D )

2

+ 12 M (uh − uD ) on ∂Ω × (0, T )

A\

nK uh = AnK {uh } +

1

2 M [[uh ]]nK

h + uh ), [[uh ]]nK = uh − uh and uh (x) = limǫ↓0 uh (x ± ǫ nK ).

It only remains to define the matrices M. The two main choices are M = | AnK |, which gives

rise to the so-called upwinding numerical flux, and M = ̺(AnK ) Id, where ̺(E) is the spectral

radius of the matrix E, which gives rise to the so-called Lax-Friedrichs numerical flux. This

completes the definition of the DG method.

Note how the numerical trace of the flux, A\nK uh , is a linear function of the traces of uh which

is consistent and single valued. As in the case of neutron transport, the form the numerical

race of the flux is easy to evaluate and ensures a high degree of locality of the method. The

property of consistency ensures that we are approximating the correct exact solution. It is

satisfied if

\

A nK u = AnK u

where u is the exact solution. Since [[u]]nK = 0, we do have that the numerical flux is consistent

in the interelement boundaries. It is trivial to see it is consistent on Ω × {t = 0} and on

Ω × {t = T }. It remains to see what happens on ∂Ω × (0, T ). But there we have

\

AnK u = 1

An (u + uD ) + 12 M (u − uD )

2

= An u + 12 (M − An )(u − uD ) = An u

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10 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

since the exact solution satisfies the boundary condition (M −An )(u−uD ) = 0. The numerical

trace of the flux is thus consistent.

Finally, the fact that it is single valued, that is , that on the face F := ∂K1 ∩ ∂K2 ,

A\ \

nK1 uh + AnK2 uh = 0

ensures the highly valued property of local conservatively which states that for any set S,

which is the union of elements K ∈ Th , we have

Z N

X Z Z

(B − Aixi )uh dx + A\

nS uh ds = f dx.

S i=1 ∂S S

t n +1

tn

t n −1

Ω

(a)

t n +1

tn

11 12

10 6

10 9 5 2

9 10

8 7 8 4

5 3

5 6 1

4 3 4 2

1 2 1

1

t n −1

Ω

(b)

Figure 3. Space-time meshes for the DG method. On each time slab Ω × (tn , tn+1 ), the resolution can

be globally implicit (a) or implicit only on each element (b).

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 11

3.3. A local energy identity and the elementwise solvability of the method

To obtain the local energy identity, we consider the case in which M = M = |AnK | in order to

emphasize the closeness of this case with that of the neutron transport problem. In this case,

the resulting numerical flux is called the unwinding flux:

A\

nK uh = AnK {uh } +

1

2 |AnK | [[uh ]]nK = A+ − − +

nK uh + AnK uh ,

where A− +

nK := (AnK − |AnK |)/2 and AnK := (AnK + |AnK |)/2. We can now proceed exactly as

in the neutron transport problem to obtain the following local energy identity:

2 2 − − + +

1 1

2 kuh kK,Σ + 2 kΣuh − fkK,Σ−1 + 21 hA+ 1 2 1 −

nK uh , uh i∂K + ΘK (uh ) = 2 kf kK,Σ−1 − 2 hAnK uh , uh i∂K ,

where

ΘK (uh ) := − 21 hA−

nK [[uh ]], [[uh ]]i∂K .

PN

Here, we are using the notation kzk2K,C := (Cz, z)K and Σ := 21 (B + B ∗ − i=1 Aixi ).

This identity implies that the approximate solution on each element is well defined provided

appropriate data is provided. Indeed, on the element K ∈ Th , we have that uh is the element

of V (K) that solves

N

X N

X

− +

−(uh , vt )K − (Ai uh , vxi )K +hA+

nK uh , vi∂K +((B− Aixi )uh , v)K = (f, v)K −hA−

nK uh , vi∂K

i=1 i=1

for all v ∈ V (K). Since this defines a square system, to prove the existence and uniqueness of

+

uh , it is enough to set the data A−nK uh and f to zero and show that the only possible solution

is the trivial one. But in this case, the above local energy identity gives

h , uh i∂K = 0,

This means that approximate solution uh |K can be obtained on the element K once the trace

u+ −

h |∂K such that AnK = 0 is available. In spite of the possibility of solving in an elementwise

manner, sometimes it is possible to solve only on the time slab Ω × [tn , tn+1 ], as indicated

by Johnson et al. (1984. This gives rise to a globally implicit method; see Figure 3(a). This

difficulty can be avoided if suitably defined meshes are used together with the upwinding

numerical flux as shown by Lowrie et al. (1995, Lowrie (1996, and Lowrie et al. (1998 in

the frame of nonlinear hyperbolic systems, and later by Yin et al. (2000 in the framework of

elastodynamics, and by Falk and Richter (1999 in the framework of linear symmetric positive

hyperbolic systems. See Figure 3(b).

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12 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

As in the case of the neutron transport problem, we can easily get the following global energy

identity:

2 − −

1

2 kuh kΩT ,Σ + 21 kΣuh − fk2ΩT ,Σ−1 + 21 hA+

n uh , uh i∂ΩT + Θh (uh )

n uD , uD i∂Ω×[0,T ] + 2 hu0 , u0 iΩ ,

1 X 1 1 X

Θh (uh ) := ΘK (uh ) = − h A−

n [[uh ]], [[uh ]]i∂ΩT + h| AnF | [[uh ]], [[uh ]]iF .

2 2 2

K∈Th i F ∈F

is the collection of all interior

faces of the mesh Th . Again, we see that the method is stabilized by the jumps and that the

energy of the inter-element jumps is uniformly bounded regardless of the mesh Th and of the

approximating spaces V (K), K ∈ Th .

N

X

RK := (uh )t + Ai (uh )xi + Buh − f and r∂K := A\ −

nK uh − AnK uh = −AnK [[uh ]].

i=1

A simple integration by parts in the weak formulation defining the scheme gives

(RK , v)K = hr∂K , vi∂K ,

for all v ∈ V (K), and this implies that

−1/2

kPV RK kK ≤ C hK kr∂K k∂K

where PV is the L2 (K)-projection into the space V (K). If we assume, for simplicity, that the

matrices Ai , i = 1, · · · , N and B are constant, this implies that only the size of the jumps

−A−nK [[uh ]], and the size of f − PV f control the quality of the approximation.

For very smooth solutions and general meshes, we have the following simple a priori error

estimate.

Theorem 2. (Error estimates for the DG method) Consider the DG method for which each

component of the space V (K) contains the space of polynomials Pk (K). Then, for regular

meshes Th made of arbitrarily shaped elements, we have that

1/2 1/2

k u − uh kΩT ,Σ + hA+

n (u − uh ), (u − uh )i∂Ω + Θh (uh ) ≤ C| u |H k+1 (Th ) h

k+1/2

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 13

K ∈ Th .

See the a priori error estimates in Falk and Richter (1999. Asymptotically exact

discontinuous Galerkin error estimates for linear symmetric hyperbolic systems have been

obtained by Adjerid and Weinhart (2014; see also Adjerid and Weinhart (2011.

The method of lines for these linear systems has been studied by Cockburn et al. (2003 where it

was shown that, if uniform meshes are used, a local postprocessing of the approximate solution

of the DG method is of order 2 k + 1 when polynomials of degree k are used.

This remarkable technique, which can be used for all other DG methods, was introduced

by Bramble and Schatz (1977 for finite element solutions to elliptic equations. It was explored

from a Fourier perspective, and for derivative filtering, by Thomée (1977. Its application to

discontinuous Galerkin solutions to linear hyperbolic equations was then done by Cockburn

et al. (2003. Applications to the approximation of derivatives were carried by Ryan and

Cockburn (2009 and more recently by Li et al. (2016. For applications to convection-diffusion

equations see Ji et al. (2012, to variable-coefficient equations see Mirzaee et al. (2011, and

to nonlinear hyperbolic equations with smooth solutions see Ji et al. (2013. This filtering

technique, later called Smoothness-Increasing Accuracy-Conserving (SIAC) filtering, requires

translation-invariant meshes, used originally a symmetric convolution kernel, and cannot be

applied up to the boundary. Extensions to smoothly varying mesh sizes-uniform cartesian

meshes were carried out by Curtis et al. (0708, and to unstructured triangular meshes by

Mirzaee et al. (2013, (applications to structured triangular meshes were done by Mirzaee et al.

(2011 and to structured tetrahedral meshes by Mirzaee et al. (2014. The development of one-

sided convolution kernels which can be applied up to the boundary, was carried out in the

series of papers by Ryan and Shu (2003; van Slingerland et al. (2011; Ryan et al. (2015; see

also the L∞ −error estimates by Ji et al. (2014. The application of SIAC filtering to streamline

visualization and isosurface extraction was done by Walfisch et al. (2009.

u(x, 0) = sin(x) x ∈ (0, 2π) (4)

with periodic boundary conditions. In Table 1, we see that the order of convergence of both

the L2 and L∞ errors for P k elements is of (k + 1) before postprocessing and of at least

(2k + 1) after postprocessing, for k = 1, 2, 3, 4. In Figure 4, we see the absolute errors before

and after postprocessing for P 2 . The postprocessing of the approximate solution is obtained

by convolution with a kernel whose support is the union of a number of elements, which only

depends on k; for details, see Cockburn et al. (2003.

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14 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

P 2, before postprocessing

10−2

N = 10

10−4 N = 20

N = 40

10−6 N = 80

|Error|

N = 160

10−8

10−10

10−12

1 2 3 4 5 6

(a) x

P 2, after postprocessing

10−2

10−4

N = 10

10−6

N = 20

|Error|

10−8 N = 40

N = 80

10−10

N = 160

10−12

1 2 3 4 5 6

(b) x

Figure 4. The absolute value of the errors for P 2 with N = 10, 20, 40, 40, 80 and 160 elements.

Before postprocessing (a) and after postprocessing (b). (From Cockburn B, Luskin M, Shu C-W and

Süli E. Enhanced accuracy by post-processing for finite element methods for hyperbolic equations.

Math. Comput. 2003; 72:577-606.)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 15

showing that to ensure convergence towards the physically relevant solution, usually called

the entropy solution, the DG methods need to use a numerical flux based on a suitable

approximate Riemann solver and that they must use either a shock-capturing term or a slope

limiter . We show that the shock-capturing DG methods are strongly related to stabilized

methods like the streamline diffusion method, and that slope-limiter DG methods can be

considered to be an extension of finite volume methods. We then show computational results

for some shock-capturing DG methods and describe and analyze the so-called Runge-Kutta

DG (RKDG) method, a slope-limiter DG method. We show how the different ingredients of the

method, namely, the DG space discretization, a special Runge-Kutta time discretization, and a

generalized slope limiter, are put together to ensure its stability. Several numerical experiments

showing the performance of the RKDG methods are given. Particular attention is devoted to

the Euler equations of gas dynamics. Finally, we discuss, and illustrate, a remarkable technique

for enforcing a range-invariance property of the RKDG approximations.

Devising numerical methods for nonlinear hyperbolic problems is dramatically different from

devising methods for linear symmetric hyperbolic problems. This is due to the fact that whereas

linear, symmetric hyperbolic problems are well posed, nonlinear hyperbolic problems are not.

This difficulty was uncovered first in the framework of the Euler equations of gas dynamics;

indeed, this equation has several nonphysical weak solutions. This happens because the

Euler equations of gas dynamics are obtained from the compressible Navier-Stokes by simply

dropping from the equations, the terms modeling viscosity and heat transfer effects. As a

consequence, the information concerning the second law of thermodynamics is completely lost

and discontinuous solutions, which violate such a law suddenly appear. To devise numerical

schemes that are guaranteed to converge to the entropy solution and not to any other weak

solution constitutes the main difficulty of devising numerical methods for nonlinear hyperbolic

problems.

This difficulty is present even in the simplest hyperbolic problem, namely, the scalar

hyperbolic conservation law

u(t = 0) = u0 on (0, 1)

with periodic boundary conditions. To illustrate this phenomenon, consider the well-known

Engquist-Osher and Lax-Wendroff schemes and let us apply them to the above equation for

f (u) = u2 /2 and u0 (x) = 1 on (0.4, 0.6) and u0 (x) = 0 otherwise. In the Figure 5, we see that

the approximation given by the Engquist-Osher scheme converges to the entropy solution,

whereas that given by the Lax-Wendroff scheme does not. The Lax-Wendroff scheme lacks a

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16 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Table 1. The effect of post-processing the approximate solution. (From Cockburn B, Luskin M,

Shu C-W and Süli E. Enhanced accuracy by postprocessing for finite element methods for hyperbolic

equations. Math. Comput. 2003; 72:577-606.)

L2 error Order L∞ error Order L2 error Order L∞ error Order

P1

10 3.29E-02 - 5.81E-02 - 3.01E-02 - 4.22E-02 -

20 5.63E-03 2.55 1.06E-02 2.45 3.84E-03 2.97 5.44E-03 2.96

40 1.16E-03 2.28 2.89E-03 1.88 4.79E-04 3.00 6.78E-04 3.01

80 2.72E-04 2.09 8.08E-04 1.84 5.97E-05 3.00 8.45E-05 3.00

160 6.68E-05 2.03 2.13E-04 1.93 7.45E-06 3.00 1.05E-05 3.00

320 1.66E-05 2.01 5.45E-05 1.96 9.30E-07 3.00 1.32E-06 3.00

P2

10 8.63E-04 - 2.86E-03 - 2.52E-04 - 3.57E-04 -

20 1.07E-04 3.01 3.69E-04 2.95 5.96E-06 5.40 8.41E-06 5.41

40 1.34E-05 3.00 4.63E-05 3.00 1.53E-07 5.29 2.16E-07 5.28

80 1.67E-06 3.00 5.78E-06 3.00 4.22E-09 5.18 5.97E-09 5.18

160 2.09E-07 3.00 7.23E-07 3.00 1.27E-10 5.06 1.80E-10 5.06

P3

10 3.30E-05 - 9.59E-05 - 1.64E-05 - 2.31E-05 -

20 2.06E-06 4.00 6.07E-06 3.98 7.07E-08 7.85 1.00E-07 7.85

40 1.29E-07 4.00 3.80E-07 4.00 2.91E-10 7.92 4.15E-10 7.91

50 5.29E-08 4.00 1.56E-07 4.00 5.03E-11 7.87 7.24E-11 7.83

P4

10 1.02E-06 - 2.30E-06 - 1.98E-06 - 2.81E-06 -

20 3.21E-08 5.00 7.30E-08 4.98 2.20E-09 9.82 3.11E-09 9.82

30 4.23E-09 5.00 9.66E-09 4.99 4.34E-11 9.68 6.66E-11 9.48

mechanism that ensures its convergence towards the entropy solution and, as a consequence,

can converge to a weak solution, which is not the entropy solution.

The DG methods try to ensure convergence towards the entropy solution by using the so-

called Riemann solvers and either a shock-capturing term or a slope limiter . To describe the

heuristics behind their construction, we consider the parabolic problem

u(t = 0) = u0 on (0, 1)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 17

1

u

0.8

0.6

0.4

0.2 uh

0

−0.2

−0.4

x

−0.6

(a) 0 0.25 0.5 0.75 1

0.8

0.6

uh

0.4

0.2

u

0

−0.2

−0.4

x

−0.6

(b) 0 0.25 0.5 0.75 1

Figure 5. The entropy solution, u, and its approximation uh at time T = 1/2: Engquist-Osher

scheme (a) and Lax-Wendroff scheme (b). (From Cockburn B. Continuous dependence and error

estimation for viscosity methods. Acta Numer. 2003a; 12:127-180.)

since it is known that as the viscosity coefficient ν goes to zero, the solution of the above

problem converges to the entropy solution of our scalar hyperbolic conservation law.

Given this property, our strategy is to use the weak formulation of the parabolic problem to

see what the tools are that should be used to devise DG methods that converge to the entropy

solution. Thus, multiplying the parabolic equation by a test function ϕ, and integrating over

the space-time element K, we get

Z

(f (u) − ν ux , u) · (nx , nt ) ϕds

∂K

Z

− (f (u) − ν ux , u) · (ϕx , ϕt )dxdt = 0

K

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18 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Z Z

FnK (u) ϕds − (f (u), u) · (ϕx , ϕt )

∂K K

Z

+ ν ux ϕx dxdt = 0

K

Finally, noting that we have

Z x

ν ux (x, t) = R(u)(y, t)dy

x(t)

ux (x(t), t) = 0 (such a point always exists because we

have periodic boundary conditions), this suggests the so-called shock-capturing DG methods:

Z Z

FbnK (uh ) ϕds − (f (uh ), uh ) · (ϕx , ϕt )

∂K K

Z

+ νb (uh )x ϕx dxdt = 0

K

where FbnK (uh ) is the approximate Riemann solver and the last term is the shock-capturing

term.

The approximate Riemann solver is nothing but a numerical trace for the function FnK (u);

it only depends on the two traces of the function u, that is, FbnK (uh ) = gb(u− +

h , uh ). The main

examples are the following:

mina≤u≤b g(u), if a ≤ b

gbG (a, b) =

maxb≤u≤a g(u), otherwise

(ii) The Engquist-Osher flux:

Z b

gbEO (a, b) = min(g ′ (s), 0)ds

0

Z a

+ max(g ′ (s), 0)ds + g(0)

0

(iii) The Lax-Friedrichs flux:

gbLF (a, b) = 1

2 [g(a) + g(b) − C(b − a)]

C = max |g ′ (s)|

inf u0 (x)≤s≤sup u0 (x)

The shock-capturing term has the same structure as the corresponding term for the parabolic

equation and typically, has a viscosity coefficient νb that depends on the residual as follows:

| R(uh ) |

νb = δ α

| (uh )x | + ǫ

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 19

where the auxiliary parameter δ is usually taken to be of the order of the diameter of K and

α is a parameter usually bigger than one and smaller than two. The purpose of the small

number ǫ is to prevent a division by zero when (uh )x = 0. The shock-capturing DG methods

considered by Jaffré et al. (1995 and by Cockburn and Gremaud (1996 for the scalar hyperbolic

conservation law in several space dimensions are of this form.

The DG methods that do not have a shock-capturing term must have a slope limiter in order

to ensure that the information about the entropy solution is incorporated into the scheme. In

fact, as we argue next, the slope limiters and the shock-capturing terms have exactly the same

origin. The DG methods with a slope limiter are obtained as follows. Instead of keeping the

shock-capturing term in a single equation, that term is split-off in a way typical of operator

splitting techniques. Take K = I × (tn , tn+1 ). To march from time tn to tn+1 , we first compute

n+1/2

uh from unh by using the scheme

Z

(fbh , u

bh ) · (nx , nt ) ϕds

∂K

Z

− (f (uh ), uh ) · (ϕx , ϕt )dxdt = 0

K

n+1/2

for some numerical flux (fbh , u

bh ) · (nx , nt ), and then, compute un+1 h from uh by using

Z

n+1/2

(un+1

h − uh ) ϕdx

I

Z

n+1/2

− (tn+1 − tn ) ν (uh )x ϕx dx = 0

I

h captures the information contained in the shock-capturing

term. The link between this second step and the so-called slope limiters can be easily

established if we realize that, if we write,

n+1/2

un+1

h = ΛΠh uh

then, the operator ΛΠh is actually a (generalized) slope limiter. For details, see the work by

Cockburn (2001.

Let us illustrate this fact on a simple case. Consider the piecewise linear function vh and set

uh = ΛΠ(vh ), that is, uh is the piecewise linear function defined by

Z Z Z

uh ϕdx = vh ϕdx − slc (vh )x ϕx dx

I I I

vh (x) = v j + (x − xj ) vx,j

on each interval Ij , and take

(

0 if vx,j = 0

slc = h2j h

v j −v j−1 2 v j+1 −v j

i

12 1 − m 1, h2j vx,j , hj vx,j otherwise

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Figure 6. The ΛΠOh limiter: an example. Displayed are the local means of uh ( ), the linear function

uh in the element of the middle before limiting (- - - -) and the resulting function after limiting ( ).

(

s min1≤n≤3 | an | if s = sign(a1 )

m (a1 , a2 , a3 ) = = sign(a2 ) = sign(a3 )

0 otherwise

we obtain that

uj = v j , and ux,j = m(vx,j , v j − v j−1 , v j+1 − v j )

We thus see that the mean of uh coincides with that of vh . Moreover, since, by definition of

the function m, we have

| ux,j | ≤ | vx,j |

it is reasonable to call the operator ΛΠ a slope limiter. This slope limiter, which we denote

by ΛΠO h , is due to Osher (1984; see Figure 6. It is less restrictive than the limiters originally

considered by van Leer (1974 and by van Leer (1979.

Next, we show computational results for some shock-capturing DG methods and then study

the main example of DG methods using slope limiters, namely, the Runge-Kutta discontinuous

Galerkin (RKDG) methods.

There are only two theoretical results concerning shock-capturing methods, and those concern

the scalar hyperbolic conservation law. The first is by Jaffré et al. (1995, who proved

convergence to the entropy solution. The second is by Cockburn and Gremaud (1996, who

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 21

obtained a priori error estimates showing that this convergence takes place at rate of at least

h1/4 in the L∞ (0, T ; L1 (RN ))-norm, as well as a posteriori error estimates which can be used

for adaptivity purposes.

Lowrie et al. (1995 (Lowrie et al. (1995, Lowrie et al. (1998) and Lowrie (1996. DG shock-

capturing methods have been considered by Hartmann and Houston (2002a (Hartmann and

Houston (2002a,b) for adaptively solving for values of linear functionals of solutions of steady

state nonlinear hyperbolic conservation laws with remarkable success; see also Süli and Houston

(2002. More recently, shock-capturing DG methods with PDE-based artificial viscosity were

considered by Barter and Darmofal (2010. See also the shock-capturing DG method by Huerta

et al. (2012.

ut + 21 u2 x = 0, in Ω × (0, T )

where Ω = (0, 3) and T = 2, subject to the initial condition

2 sin2 (πx), 0 ≤ x ≤ 1

u(x, 0) = sin2 (πx), 1≤x≤2

0, 2≤x≤3

and boundary condition u(0, t) = 0, for t ∈ [0, T ]; see Figure 7. The exact solution develops

two shocks, which eventually merge. The functional of interest J(·) is the value of the solution

before these two shocks collapse into each other. We thus take,

J(u) = u(2.3, 1.5) = 0.664442403975254670

see Figure 7.

for this problem. Again, we observe exponential convergence of the error in the computed

functional using hp-refinement; on the linear-log scale, the convergence line is straight. On

the final mesh the true error between J(u) and J(uDG ) using hp-refinement is almost five

orders of magnitude smaller than the corresponding quantity when h-refinement is employed

alone. Furthermore, in Figure 8, we observe that the hp-refinement algorithm also outperforms

the h-refinement strategy, when comparing the error in the computed target functional with

respect to the computational cost. Indeed, Figure 9 clearly shows that for the hp-DGFEM

the cost per degree of freedom when hp-refinement is employed is comparable to that of using

h-refinement.

Finally, in Figure 10, we show the primal mesh after 11 adaptive hp-mesh refinements.

Here, we see that the h-mesh has been refined in the region upstream of the point of interest,

thereby isolating the smooth region of u from the two interacting shock waves; this renders

the subsequent p-refinement in this region much more effective.

Now, let us consider the problem of computing the drag coefficient, J(u), of the NACA0012

airfoil for two flows. The first is subsonic and is obtained by imposing on the outer boundary

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22 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

1.8

1.6

1.4

1.2

0.8

0.6

0.4

0.2

0

0 0.5 1 1.5 2 2.5 3

(a) xi

Point of

interest

(b)

Figure 7. Burgers’ problem initial condition (a) and isolines for the exact solution (b). (From Süli E

and Houston P. Adaptive finite element approximation of hyperbolic problems. In Error Estimation

and Adaptive Discretization Methods in Computational Fluid Dynamics, Volume 25 of Lecture Notes

in Computational Science and Engineering, Barth T and Deconink H (eds). Springer-Verlag: Berlin,

2002; 269-344.)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 23

100

hp-refinement

h-refinement

10−5

|J(u) − J(uDG)|

10−10

10−15

0 50 100 150 200 250 300 350 400

(a) sqrt (degrees of freedom)

100

hp-refinement

h-refinement

10−5

|J(u) − J(uDG)|

10−10

10−15 0 20 40 60 80 100

(b) sqrt (time (seconds))

Figure 8. Burgers’ equation. Comparison between h- and hp-adaptive mesh refinement: |J(u)−J(uDG )|

versus number of degrees of freedom (a); |J(u) − J(uDG )| versus computational time (b). (From

Süli E and Houston P. Error Estimation and Adaptive Discretization Methods in Computational

Fluid Dynamics, Volume 25 of Lecture Notes in Computational Science and Engineering, Adaptive

finite element approximation of hyperbolic problems, Barth T and Deconink H (eds). 269-344, 2002,

Copyright Springer-Verlag Gmbh & Co.KG, Berlin.)

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24 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

104 hp-refinement

h-refinement

103

Time (seconds)

102

101

100

Degrees of freedom

Figure 9. Burgers’ equation. Computational time versus number of degrees of freedom. (From

Süli E and Houston P. Error Estimation and Adaptive Discretization Methods in Computational

Fluid Dynamics, Volume 25 of Lecture Notes in Computational Science and Engineering, Adaptive

finite element approximation of hyperbolic problems, Barth T and Deconink H (eds). 269-344, 2002,

Copyright Springer-Verlag Gmbh & Co.KG, Berlin.)

a Mach 0.5 flow at a zero angle of attack, and a far-field density ̺ = 1 and pressure p = 1. In

this case, no shock-capturing term is used since the solution is very smooth. The second flow is

obtained by imposing this time a Mach 0.8 flow and an angle of attack α = 1.25◦ . Since in this

case, the solution presents a shock, the shock-capturing term is turned on. In Figure 11, we see

how easily the DG method handles meshes with hanging nodes and with different polynomials

degrees in different elements. In Figure 12, we also see that hp-adaptivity is more efficient than

h-adaptivity even in the presence of shocks.

In van der Vegt and van der Ven (2002b (see also the paper by van der Ven and van der

Vegt (2002) have considered shock-capturing DG methods for the time-dependent compressible

Euler equations of gas dynamics. Accordingly, they have used space-time elements, which

allow them to easily deal with moving bodies. Their shock-capturing term uses both the local

residuals as well as the jumps, which, as we have seen, are also related to the local residuals; for

details, see van der Vegt and van der Ven (2002b. They have shown that this method can be

efficiently used with mesh adaptation. As an example, we show in Figure 13, the approximation

of the method with mesh adaptation on a time-dependent Mach 0.8 flow around an oscillating

NACA 0012 airfoil. The pitching angle is between −0.5◦ and 4.5◦ , and the circular frequency

is ω = π/10. A more spectacular example is shown in Figures 14, 15, and 16, where their DG

method is applied to helicopter flight.

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c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 25

Figure 10. Burgers’ equation. h- and hp-meshes after 11 refinements, with 999 elements and 26 020

degrees of freedom; here, |J(u) − J(uDG )| = 1.010 × 10−7 . (From Süli E and Houston P. Error

Estimation and Adaptive Discretization Methods in Computational Fluid Dynamics, Volume 25 of

Lecture Notes in Computational Science and Engineering, Adaptive finite element approximation of

hyperbolic problems, Barth T and Deconink H (eds). 269-344, 2002, Copyright Springer-Verlag Gmbh

& Co.KG, Berlin.)

1 1

7(1%)

0.6 0.6

0 0 4(42%)

−0.6 −0.6

4(23%)

−0.8 −0.8 2(1%)

−1 −1

(a) −1 −0.5 0 0.5 1 (b) −1 −0.5 0 0.5 1

Figure 11. Flow around a NACA0012 airfoil sub-sonic (a) and supersonic (b). The actual hp-meshes

after 10 refinements. For the subsonic flow, the hp-mesh has 325 elements, 45 008 degrees of freedom,

and produces an error |J(u) − J(uh )| = 3.756 × 10−7 . For the transonic flow, it has 783 elements,

69 956 degrees of freedom, and produces an error of |J(u) − J(uDG )| = 1.311 × 10−4 . (From Süli E and

Houston P. Error Estimation and Adaptive Discretization Methods in Computational Fluid Dynamics,

Volume 25 of Lecture Notes in Computational Science and Engineering, Adaptive finite element

approximation of hyperbolic problems, Barth T and Deconink H (eds). 269-344, 2002, Copyright

Springer-Verlag Gmbh & Co.KG, Berlin.)

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c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

26 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

h-refinement 10−2 h-refinement

10−3

Enorm

Enorm

10−4

10−3

10−5

10−6 10−4

(a) Degrees (b) Degrees

Figure 12. Flow around a NACA0012 airfoil sub-sonic (a) and supersonic (b). Comparison

between h- and hp-adaptive mesh refinement. (From Süli E and Houston P. Error Estimation and

Adaptive Discretization Methods in Computational Fluid Dynamics, Volume 25 of Lecture Notes in

Computational Science and Engineering, Adaptive finite element approximation of hyperbolic problems,

Barth T and Deconink H (eds). 269-344, 2002, Copyright Springer-Verlag Gmbh & Co.KG, Berlin.)

There are two main differences between the RKDG methods and the shock-capturing DG

methods. The first is that the RKDG methods use an explicit Runge-Kutta scheme to evolve

the approximate solution in time; this renders them very easy to implement and much more

parallelizable. The second is that whereas the shock-capturing DG methods converge to the

entropy solution, thanks to the inclusion in their weak formulation of the shock-capturing

terms, the RKDG achieve this by using a slope limiters. Although these two techniques have

the very same origin, as we showed in the previous section, the use of the slope limiters results

in sharper approximations to the shocks and contact discontinuities.

In this section, we consider the Runge-Kutta discontinuous Galerkin (RKDG) methods for

nonlinear hyperbolic systems in divergence form,

N

X

ut + (fi (u))xi = 0

i=1

To define the RKDG methods, we proceed in three steps. In the first, the conservation law is

discretized in space by using a discontinuous Galerkin (DG) method. After discretization,

the system of ordinary differential equations (d/dt)uh = L(uh ) is obtained. Since the

approximation is discontinuous, the so-called mass matrix is block diagonal and hence, easily

invertible. In the second step, an explicit strong stability preserving (SSP) Runge-Kutta

method is used to march in time. The distinctive feature of the strong stability preserving

Runge-Kutta (SSP-RK) methods is that their stability follows from the stability of the forward

Euler step. Finally, in the third step, a generalized slope limiter ΛΠh is introduced in order to

enforce the above-mentioned stability property of the Euler forward step.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 27

1

1

0.5

0.5

–Cp

–Cp

0

0

T = 37.5 T = 47.0

α = 0.23° α = 4.0°

−0.5 −0.5

Medium grid with adaptation Medium grid with adaptation

Fine grid Fine grid

−1 −1

X X

Figure 13. Adapted mesh around oscillating NACA 0012 airfoil, contours of density, and pressure

coefficient Cp on the airfoil surface for α = 0.23◦ (pitching upward) and α = 4.0◦ (pitching downward)

(M∞ = 0.8, ω = π/10, α = 2◦ ± 2.5◦ ). (From van der Vegt JJW and van der Ven H. Space-time

discontinuous Galerkin finite element method with dynamic mesh motion for inviscid compressible

flows: I. General formulation. J. Comput. Phys. 2002b; 182:546-585.)

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28 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

(a)

(b)

Figure 14. Four-dimensional simulation of the Operational Loads Survey rotor in forward flight. Grid

cross-section at z = 0 (a) and vorticity levels (b) on adapted mesh at azimuth ψ = 140◦ . The tip

vortex of the blade in the upper corner lies above the z = 0 plane. (Mtip = 0.664, advance ratio 0.164,

and thrust 0.0054, flow is coming from the left). (Reproduced from van der Ven H and Boelens OJ.

(2003). Towards affordable CFD simulations of rotors in forward flight, A feasibility study with future

application to vibrational analysis. In 59th American Helicopter Society Forum, Phoenix, Arizona,

NLR-TP-2003-100, 6-8 May, 2003, by permission of American Helicopter Society.)

In what follows, we give a detailed construction of the RKDG method for the model problem

of the scalar conservation law in one space dimension. Then, we briefly discuss the extension

of the method to hyperbolic systems in several space dimensions and present numerical results

showing the performance of the method.

Let us define the RKDG method for the Cauchy problem for the scalar hyperbolic nonlinear

conservation law

ut + f (u)x = 0, in (0, 1) × (0, T )

u(x, 0) = u0 (x), ∀ x ∈ (0, 1)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 29

X

Y

Vortex blade 2

Vortex blade 1

Blade 1

Vortex blade 2

(a)

(b)

Figure 15. Adapted Caradonna-Tung rotor mesh (135.280 elements) with periodic plane at z = 0 and

horizontal plane at x = −3.6, showing the refined regions at the vortex locations (a). Vorticity contours

(|ω| = 0.175) for the Caradonna-Tung rotor in hover, collective pitch 12◦ , and Mtip = 0.61 (b). (From

Boelens OJ, van der Ven H, Oskam B and Hassan AA. The boundary conforming discontinuous

Galerkin finite element approach for rotorcraft simulations. J. Aircraft 2002; 39:776-785.)

4.5.1. The DG space discretization. Let us triangulate the domain [0, 1) with the partition

Th = { Ij }Ni=1 where Ij = (xj−1/2 , xj+1/2 ). The initial data uh (·, 0)|Ij is simply the L -

2

projection of u0 |Ij on the space Pk (Ij ), that is, it is the only element of Pk (Ij ) such that

for all v ∈ Pk (Ij ). For t > 0, we take the approximate solution uh (·, t)Ij to be the element of

Pk (Ij ) such that

D E

+ fb(uh (·, t)) nIj , v =0 (6)

∂Ij

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30 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Figure 16. Four-dimensional simulation of the Operational Loads Survey rotor in forward flight. Full

space mesh of adapted mesh in intermediate time level at azimuth ψ = 151.25◦ . This intermediate

time level has completely been generated by local mesh refinement in time. (M = 0.664, advance

ratio 0.164, and thrust 0.0054). (Reproduced from van der Ven H and Boelens OJ. Towards affordable

CFD simulations of rotors in forward flight, A feasibility study with future application to vibrational

analysis. In 59th American Helicopter Society Forum, Phoenix, Arizona, NLR-TP-2003-100, 6-8 May,

2003, by permission of American Helicopter Society.)

for all v ∈ Pk (Ij ), where fb(uh ) is the numerical flux, which can be taken as indicated in the

previous section. This completes the definition of the DG space discretization.

Note that, thanks to the fact that the approximations are discontinuous, the mass matrix

is block diagonal, each block being of order (k + 1). Moreover, this matrix can be rendered

diagonal if we use (properly mapped) Legendre polynomials. Indeed, if, for x ∈ Ij , we write

k

X

2 (x − xj )

uh (x, t) = uℓj ϕjℓ (x), ϕjℓ (x) = Pℓ

∆xj

ℓ=0

∆xj = xj+1/2 − xj−1/2

Z

(2ℓ + 1)

uℓj (0) = u0 (x) ϕjℓ (x)dx, ℓ = 0, . . . , k

∆xj Ij

and the weak formulation (6) takes the following simple form:

d ℓ (2ℓ + 1)

uj (t) + (−(f (uh (·, t)) (ϕjℓ )x )Ij

dt ∆xj

+ hfb(uh (·, t)), ϕj i∂I ) = 0

ℓ j

for ℓ = 0, . . . , k.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 31

Note that when f (u) = u, the system of equations for the degrees of freedom are:

d ℓ (2ℓ+1) Pℓ−1 ℓ+m m

u

dt j (t) + ∆xj m=0 (−1) uj

Pk Pk

+ m=ℓ um j −

ℓ m

m=0 (−1) uj−1 = 0

for ℓ = 0, . . . , k. The dissipation of this method was shown to be of order 2k + 2 and the

dispersion of order 2k + 3 by Hu and Atkins (2002; Ainsworth (2004; see also Sherwin (2000).

A sharp stability analysis of the method has been carried out by Krivodonova and Qin (2013a;

Krivodonova and Qin (2013b.

Let us verify that the approximate solution remains bounded in the L2 -norm. It is easy to

see that the exact solution satisfies

d

k u(·, t) k2L2 (0,1) = 0

dt

The approximate solution satisfies, instead

d

k uh (·, t) k2L2 (0,1) + Θh (uh (·, t)) = 0

dt

where !

N

X Z u+

h

Θh (v) = (f (s) − fb(u− +

h , uh ))ds (xi+1/2 ) ≥ 0

i=1 u−

h

For details, see Jiang and Shu (1994; see also Cockburn and Gremaud (1996.

4.5.2. The SSP-RK time discretization. We discretize in time by using the following K-stage

SSP-RK method:

(0)

1. Set uh = unh ;

2. For i = 1, . . . , K compute the intermediate functions:

i−1

X

(i) (l) βil n (l)

uh = αil whil , whil = uh + ∆t Lh (uh );

αil

l=0

3. Set un+1

h = uK

h.

(ii) αil ≥ 0,

Pi−1

(iii) l=0 αil = 1.

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32 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

2 1 1 1

1 1 1

2 2 0 2

1 1

3 1 1

3 4 4 0 4 1

1 2 2

3 0 3 00 3

These methods were originally called TVD-RK methods as they preserved the TVD property

of numerical schemes for nonlinear conservation laws. They were introduced by Shu (1988 and

by Shu and Osher (1988. Examples are displayed in Table 2; more can be found in the paper

by Gottlieb and Shu (1998. See also the recent review by Gottlieb et al. (2000.

The main property of these methods is that their stability follows from the stability of the

(l)

forward Euler steps whil = uh + (βil /αil )∆tn . Indeed, assume that each of the Euler steps

satisfy the following stability property

(l)

| whil | ≤ | uh |

for some seminorm | · |. Then

i−1

X

(i) il

| uh | = αil wh

l=0

i−1

X

≤ αil | whil | by the positivity property (ii)

l=0

i−1

X (l)

≤ αil | uh | by the stability assumption

l=0

(l)

≤ max | uh | by the consistency property (iii)

0≤l≤i−1

It is clear now that the inequality |unh | ≤ |Ph u0 |, ∀ n ≥ 0, follows from the above inequality by

a simple induction argument.

It is well known that the L2 -stability of the method (in the linear case) is necessary in order

to prevent the growth of the round-off errors. Such a stability property is usually achieved

under a condition of the form

∆t

| c| ≤ CFLL2

∆x

In Table 3, we display the numbers CFLL2 for a wide variety of time and space discretizations;

they have been obtained by numerically. The symbol ‘⋆’ indicates that the method is unstable

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 33

Table 3. The CFLL2 numbers for polynomials of degree k and RK methods of order ν.

k 0 1 2 3 4 5 6 7 8

ν =1 1.000 ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

ν =2 1.000 0.333 ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

ν =3 1.256 0.409 0.209 0.130 0.089 0.066 0.051 0.040 0.033

ν =4 1.392 0.464 0.235 0.145 0.100 0.073 0.056 0.045 0.037

ν =5 1.608 0.534 0.271 0.167 0.115 0.085 0.065 0.052 0.042

ν =6 1.776 0.592 0.300 0.185 0.127 0.093 0.072 0.057 0.047

ν =7 1.977 0.659 0.333 0.206 0.142 0.104 0.080 0.064 0.052

ν =8 2.156 0.718 0.364 0.225 0.154 0.114 0.087 0.070 0.057

ν =9 2.350 0.783 0.396 0.245 0.168 0.124 0.095 0.076 0.062

ν = 10 2.534 0.844 0.428 0.264 0.182 0.134 0.103 0.082 0.067

ν = 11 2.725 0.908 0.460 0.284 0.195 0.144 0.111 0.088 0.072

ν = 12 2.911 0.970 0.491 0.303 0.209 0.153 0.118 0.094 0.077

when the ratio ∆t/∆x is held constant. For DG discretizations using polynomials of degree k

and a k + 1 stage RK method of order k + 1 (which give rise to an (k + 1)-th order accurate

method), we can take

1

CFLL2 =

2k + 1

The issue of the stability of the Euler forward step wh = uh + δ ∆tn L(uh ), where δ is a

positive parameter, is by far more delicate. Indeed, from Table 3, we see that this step is always

unstable in L2 . On the other hand, when the method uses piecewise-constant approximations,

then the forward Euler step is nothing but a monotone scheme, which is total variation

diminishing (TVD), that is,

| wh |TV(0,1) ≤ | uh |TV(0,1)

where X

| uh |TV(0,1) ≡ | uj+1 − uj |

1≤j≤N

reasonable to try to see if the Euler forward step under consideration is stable for the following

seminorm X

| uh |TVM(0,1) ≡ | uj+1 − uj |

1≤j≤N

where uj is the mean of uh in the interval Ij . Thus, this seminorm is the total variation of the

local means of uh . The following result gives the conditions for the Euler forward step to be

nonexpansive with respect to this seminorm.

Proposition 1. (The sign conditions) We have

| wh |TVM(0,1) ≤ | uh |TVM(0,1)

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34 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

provided that

sign (u+ +

j+1/2 − uj−1/2 ) = sign (u0j+1 − u0j )

sign (u− −

j+1/2 − uj−1/2 ) = sign (u0j − u0j−1 )

and provided that !

| fb(a, ·) |Lip | fb(·, b) |Lip

|δ| + ≤1

∆j+1 ∆xj

This result states that a discretization in space by the DG method and an SSP-RK time

discretization of the resulting system of ordinary differential equations does not guarantee

a nonexpansive total variation in the local means. Fortunately, the sign conditions can be

enforced by a generalized slope limiter, ΛΠh .

4.5.3. The generalized slope limiter. Next, we construct the operator ΛΠh . To do that, let

us denote by vh1 the L2 -projection of vh into the space of piecewise-linear functions. We then

define uh = ΛΠh (vh ) on the interval Ij , as follows:

(i) Compute

u−

j+1/2 = −

v j + m ( vj+1/2 − v j , v j − v j−1 , v j+1 − v j )

u+

j−1/2 = +

v j − m ( v j − vj−1/2 , v j − v j−1 , v j+1 − v j )

(ii) If u− − + +

j+1/2 = vj+1/2 and uj−1/2 = vj−1/2 , set uh |Ij = vh |Ij ,

O 1

(iii) If not, take uh |Ij equal to ΛΠh (vh ).

This generalized slope limiter does not degrade the accuracy of the scheme, except at critical

points. In order to avoid that, we replace the minmod function m by the corrected minmod

function mj defined by

a1 if |a1 | ≤ M ∆x2j

mj (a1 , a2 , a3 ) =

m (a1 , a2 , a3 ) otherwise

where M is an upper bound of the absolute value of the second-order derivative of the solution

at local extrema.

Proposition 2. (The TVBM property) Suppose that for j = 1, . . . , N

!

| fb(a, ·) |Lip | fb(·, b) |Lip 1

|δ| + ≤

∆j+1 ∆xj 2

Then, if uh = ΛΠh,M vh , then

| wh |TVM(0,1) ≤ | uh |TVM(0,1) + CM ∆x

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 35

Note that the condition on δ is independent of the form that the approximate solution has in

space.

4.5.4. The nonlinear boundedness of the RKDG method. For this method, we have the

following boundedness result.

Theorem 3. (TVBM-stability of the RKDG method) Let each time step ∆tn satisfy the

following CFL condition:

!

βil n | fb(a, ·) |Lip | fb(·, b) |Lip 1

max ∆t + ≤ (7)

il αil ∆j+1 ∆xj 2

Then we have

| unh |TVM(0,1) ≤ | u0 |TV(0,1) + CM Q ∀ n = 0, . . . , L

where L ∆x ≤ Q.

Let us emphasize that, as we have seen, the DG space discretization, the RK time

discretization, and the generalized slope limiter are intertwined just in the right way to achieve

the above nonlinear stability result. Thus, although the DG space discretization of this method

is an essential distinctive feature, the other two ingredients are of no less relevance.

Note that the above result holds for any polynomial degree and for any order of accuracy in

time. This shows that this stability result does not impose an accuracy barrier to the method,

as happens with many other methods. The RKDG method can actually achieve high-order

accuracy when the exact solution is smooth because the generalized slope limiter does not

degrade the high-order accuracy of the space and time discretizations. Although there are

no theoretical error estimates that justify this above statement, it is actually supported by

overwhelming practical evidence.

Note also that for the linear case f (u) = c u, the CFL condition (7) becomes

∆t 1

|c| ≤ CFLTV ≡

∆x 2 max αβilil

In general, the restriction of the time step imposed by the TVBM property is much weaker than

that required to achieve L2 -stability. However, it is the condition for L2 stability that needs to

be respected; otherwise, the round-off errors would get amplified and the high-order accuracy

of the method would degenerate even though the RKDG method remains TVBM-stable.

4.5.5. Generalized slope limiters, discontinuity detection and artificial viscosity techniques.

Although the generalized slope limiter just discussed is fairly simple to implement, how to

estimate the constant M is not easy. The generalized slope limiters by Biswas et al. (1994;

Burbeau et al. (2001, see also Krivodonova (2007, bypass this difficulty but they can still modify

the approximation and degrade the original accuracy of the method. A new approach which

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36 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

overcomes this problem, based on seeing the slope limiter as an artificial diffusion operator

(see Cockburn (2001) was proposed in Casoni et al. (2013.

techniques, see Zhu et al. (2013 and the references therein, which maintain nonlinear

boundedness and maintains the formal order of accuracy of the method. However, they are

very involved, especially for high-degree polynomial approximations and require structured

meshes. On the other hand, the limiter proposed in Zhu et al. (2013 works for unstructured

triangular meshes. To render the generalized slope limiters more efficient, a popular approach

is to apply them only at the elements at which the approximate solution might be capturing a

discontinuity of the exact solution. In this way, a sophisticated generalized slope limiter could

be applied there. See the comparison carried out by Qiu and Shu (2005.

discrete version of the Ascoli-Arzelá theorem, that from the sequence { uh }∆x>0 , it is possible

to extract a subsequence strongly converging in L∞ (0, T ; L1 (0, 1)) to a limit u⋆ . That this limit

is a weak solution of the nonlinear conservation law can be easily shown. However, while there

is ample numerical evidence that suggests that u⋆ is actually the entropy solution, this fact is

still a challenging theoretical open problem.

In the one-dimensional case of the transport equation with an initial condition displaying a

discontinuity, it was shown by Cockburn and Guzmán (2008 that the RKDG with k = 1 and a

second-order time-marching RK method that, at time T , the L2 -error is second order in the size

of the mesh, h, outside a region of size O(T 1/2 h1/2 log 1/h) to the right of the discontinuity

and of size O(T 1/3 h2/3 log 1/h) to the left. For any polynomial degree k ≥ 1 and a third-order

time-marching RK method , it was shown by Zhang and Shu (2014 that the L2 -error is of

order min{k + 1, 3} in the size of the mesh, outside a region of size O(T 1/2 h1/2 log 1/h) to

both the right and the left of the location of the discontinuity. In both cases, the standard

CFL condition is assumed.

obtained in the L∞ (0, T ; L2 (Rd ))-norm for nonlinear conservation laws in one-space dimension

and for linear conservation laws in multiple space dimensions by Shu and Zhang (2004. The

order of convergence of min{k + 1/2, 2} is obtained for general monotone numerical fluxes, and

that of min{k + 1, 2} for upwind numerical fluxes; the minimal CFL condition for stability of

the method. is assumed. The extension to symmetrizable hyperbolic systems was carried out

by Zhang and Shu (2006. Results for the case in which the time-marching RK is of order three

have been done by Zhang and Shu (2010a; Luo et al. (2015; Meng et al. (2016.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 37

The extension of the RKDG methods to the model multidimensional hyperbolic system

N

X

ut + (fi (u))xi = 0

i=1

4.6.1. The basis functions. Just as in the one dimensional case, the mass matrix is block-

diagonal; the block associated with the element K is a square matrix of order equal to the

dimension of the local space and hence, can be easily inverted. Moreover, for a variety of

elements and spaces, a basis can be found, which is orthonormal in L2 . This is the case, for

example, of rectangles and tensor product polynomials, in which case, the orthonormal basis

is a properly scaled tensor product of Legendre polynomials. For simplices and polynomials

of a given total degree, there is also an orthonormal basis; see the work by Dubiner (1991,

Karniadakis and Sherwin (1999, and Warburton (1998, and the recent implementations by

Aizinger et al. (2000 and Hesthaven and Warburton (2002.

4.6.2. Quadrature rules. In practice, the integrals appearing in the weak formulation need

to be approximated by quadrature rules. It was proven by Cockburn et al. (1990 that

if the quadrature rules over each of the faces of the border of the element K are exact for

polynomials of degree 2k + 1, and if the one over the element is exact for polynomials of degree

2k. The fact that these requirements are also necessary, can be easily numerically verified;

moreover, the method is more sensitive to the quality of the quadrature rules used on the

boundary of the elements than to that used in their interior.

Finally, let us point out that a quadrature-free version of the method was devised by Atkins

and Shu (1998, which results in a very efficient method for linear problems and certain nonlinear

problems such as Euler equations of gas dynamics. A very efficient quadrature rule was obtained

by van der Ven and van der Vegt (2002 for the Euler equations of gas dynamics by suitably

exploiting the structure of the equations.

4.6.3. Numerical fluxes. When dealing with multidimensional hyperbolic systems, the so-

called local Lax-Friedrichs numerical flux is a particularly convenient choice of numerical flux.

Indeed, it can be easily applied to any nonlinear hyperbolic system, it is simplePto compute,

N

and yields good results. This numerical flux is defined as follows. If we set fnK = i=1 ni fi (u),

we define the local Lax-Friedrichs numerical flux as

nK nK K

2

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38 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

where C = C(K ± ) is the larger one of the largest eigenvalue (in absolute value) of

∂/(∂u± )fnK ± (u± ), or, in practice, of ∂/(∂u± )fnK ± (uK ± , where uK ± are the means of the

approximate solution uh in the elements K ± .

For symmetric hyperbolic systems, it is possible to devise numerical fluxes that render the

method of lines (or the space-time methods) L2 -stable; see Barth (2000.

4.6.4. The slope limiter ΛΠh . When we dealt with the scalar one-dimensional conservation

law, the role of the generalized slope limiter ΛΠh was to enforce the TVBM property of a

typical Euler forward time step. In the case of multidimensional scalar conservation laws, we

cannot rely anymore on the TVBM property of the Euler forward step because such a property

does not hold for monotone schemes on general meshes; it has been proven only for monotone

schemes in nonuniform Cartesian meshes by Sanders (1983. We can, instead, rely on a local

maximum principle; see the paper by Cockburn et al. (1990.

A practical and effective generalized slope limiter ΛΠh,M was later developed by Cockburn

and Shu (1998b. To apply it to the function vh , we proceed on the element K as follows:

(ii) Compute rh |K = ΛΠ1h,M vh1 |K ,

(iii) If rh |K = vh1 |K , set uh |K = vh |K ,

(iv) If not, set uh |K = rh |K .

Note that in order to use this generalized slope limiter, one only needs to know how to slope

limit piecewise linear functions; for the details of the definition of ΛΠ1h,M , we refer the reader

to the paper by Cockburn and Shu (1998b.

An interesting limiter has been proposed by Wierse (1997. Kershaw et al. (1998 introduced

a limiter based on quadratic programming. Biswas et al. (1994 devised a limiter based on local

moments, rather than on slopes, and used it for adaptivity purposes. Burbeau et al. (2001

proposed what they call a problem-independent slope limiter.

4.6.5. Characteristic variables. For systems, limiting in the local characteristic variables gives

remarkably superior results than doing it component-by-component.

To limit the vector ṽh (mi , K0 ) in the element K0 (see Figure 4.6.5), we proceed as follows:

• Find the matrix R and its inverse R−1 , which diagonalizes the Jacobian

∂ mi − b 0

J= f (v K0 ) ·

∂u |mi − b0 |

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 39

b3

K3

b1

b0 m1

K1

K0

b2

K2

that is, R−1 JR = Λ, where Λ is a diagonal matrix containing the eigenvalues of J. Notice

that the columns of R are the right eigenvectors of J and the rows of R−1 are the left

eigenvectors.

• Transform veh (mi , K0 ) and ∆v(mi , K0 ) to the characteristic fields. This is achieved by

left multiplying these vectors by R−1 .

• Apply the scalar limiter to each of the components of the transformed vectors.

• Multiply by R on the left to transform the result back to the original space.

In this section, we display computational results that show that the RKDG method can achieve

exponential convergence when the solution is very smooth and that it can perform as well as

the high-resolution methods when discontinuities are present. We also show results showing

its excellent handling of boundary conditions and its remarkable parallelization properties.

Finally, we also show that the use of higher-degree polynomials results in a more efficient

method, even in the presence of discontinuities.

4.7.1. Exponential convergence. To show that exponential convergence can be achieved and

that it is always more efficient to use higher-degree polynomials when the exact solution is

very smooth, we consider

ut + ∇ · (v u) = 0

where v = 2π (−y, x) and the initial condition is a Gaussian hill. In Figure 4.7.1, we see the

L2 -error at time T = 1 versus the CPU time for the four different successively refined meshes

described below and for polynomials of degree up to six. The refinement of the mesh is obtained

by dividing the triangles in four congruent triangles. Each line corresponds to a different mesh,

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40 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

0

Mesh1

−2

Mesh2

−4 Mesh3

−6 Mesh4

−8

Log (|error|)

−10

−12

−14

−16

−18

−20

−22

−5 −4 −3 −2 −1 0 1

Log (CPU time)

Figure 18. Spectral convergence and comparison of L2 -error versus CPU time for 4 successively refined

meshes and polynomials of degree 1 to 6. (From Aizinger V, Dawson CN, Cockburn B and Castillo P.

Local discontinuous Galerkin method for contaminant transport. Adv. Water Res. 2000; 24:73-87.)

with the symbols on each line representing the error for the six different approximating spaces.

We easily observe that exponential convergence is achieved and that it is always more efficient

to use a coarser mesh with a higher-order polynomial approximation.

4.7.2. Treatment of the boundary conditions. To show the ease with which the method deals

with the boundary conditions, we consider a variation of the above problem

ut + ∇ · (v u) = 0

u(x, t = 0)

( 2

exp 8 − 8

1−8|x−(3/4,1)|2 , if 8 x− 34 ,1 < 1

=

0, otherwise

An RKDG method using quadratic polynomial approximations and a SSP-RK method of order

three is used. Note that, unlike the previous example, only part of the initial data is in the

computational domain. The boundary conditions are taken by using the Lax-Friedrichs flux

and by giving the exact solution as the exterior trace. In Table 4, we see that the full order

three has been achieved, as expected. In Figure 19, we also see that the boundary conditions

have been captured very well by the RKDG method.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 41

Z Z

Y Y

X X

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

1 1

0 0

0.8 0.8

0 0.6 0 0.6

0.2 0.2

0.4 0.4 0.4 0.4

0.6 0.2 0.6 0.2

(a) 0.8 (b) 0.8

Z

Y

X

0.25

1

0.8

Y

0.6

0.4

0.2

0 1

0

0.8

0 0.6

0.2

0.25 0.5 0.4 0.4

0.6 0.2

(c) X 0.8

Figure 19. Approximate solution at T = 0.0 (a), T = (3/8)π (b) and T = (3/4)π (c). The mesh is a

uniform 64 × 64 of triangles.

32 × 32 0.25E-02 3.07 0.42E-04 3.31

64 × 64 0.32E-03 2.96 0.49E-05 3.11

128 × 128 0.52E-04 2.64 0.60E-06 3.01

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42 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

1 1 1

0 0 0

(a) 0 0.25 0.5 0.75 1 (b) 0 0.25 0.5 0.75 1 (c) 0 0.25 0.5 0.75 1

1 1 1

0 0 0

(d) 0 0.25 0.5 0.75 1 (e) 0 0.25 0.5 0.75 1 (f) 0 0.25 0.5 0.75 1

Figure 20. Effect of the order of the RKDG method on the approximation of discontinuities. The

exact solution at time T = 100, u (- - - -), is contrasted against the approximate solution uh ( )

obtained with the RKDG method of order k + 1 on a mesh of 40 elements for the values k = 0 (a),

k = 1 (b), k = 2 (c), k = 3 (d), k = 4 (e), and k = 5 (f). No limiter was used.

4.7.3. Approximation of contact discontinuities. Let us now show how the contact

discontinuities are approximates by the RKDG methods. To do that, we consider the problem

ut + ux = 0, in [0, 1) × (0, T )

with periodic boundary conditions and initial condition

1, if x ∈ (0.25, 0.75)

u(x, 0) =

0, otherwise

In Figures 20 and 21, we show the results given by RKDG methods using polynomials of degree

k and a (k +1)-stage, (k +1)th-order accurate SSP-RK method. We see that as the polynomials

degree increases, so does the quality of the approximation of the contact discontinuity, except,

perhaps for the unwanted oscillations near them.

4.7.4. Approximation of shocks. First, let us show in a simple example that the RKDG

methods can capture shocks as well as any high-resolution finite difference or finite volume

scheme. Consider the approximation of the entropy solution of the inviscid Burgers equation

2

u

ut + =0

2 x

on the domain (0, 1)×(0, T ) with initial condition 1/4+sin(π(2 x−1))/2 and periodic boundary

conditions. In Figure 22, we display the RKDG solution using piecewise linear and piecewise

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 43

P1 P6

1.2 1.2

1 1

0.8 0.8

0.6 0.6

n

n

0.4 0.4

0.2 0.2

0 0

0 0

0 1 0 1

1 2 1 2

2 3 2 3

3 4 x 3 4 x

y 4 5 y 4 5

5 6 5 6

(a) 6 (b) 6

Figure 21. Effect of the order of the RKDG method on the approximation of discontinuities.

Comparison of the exact and the RKDG solutions at T = 100π with k = 1 (a) and k = 6 (b).

Two dimensional results with 40 × 40 squares. No limiter was used. (Reproduced from Cockburn B

and Shu C-W. Runge-Kutta discontinuous Galerkin methods for convection-dominated problems. J.

Sci. Comput. 2001; 16:173-261, by permission of Kluwer Academic/Plenum Publishers.)

quadratic approximations; note how, in both cases, the shock has been captured within three

elements as would be expected of any high-resolution scheme.

4.7.5. Parallelizability. Let us address the parallelizability of the RKDG method. In Table 5

below, we display the results obtained by Biswas et al. (1994; we see the solution time and

total execution time for the two-dimensional problem

ut + ux + uy = 0

2

on the domain (−π, π) × (0, T ) with initial condition u(x, y, 0) = sin(πx) sin(πy) and periodic

boundary conditions. Biswas et al. (1994 used 256 elements per processor and ran the RKDG

method with polynomials of degree two and eight time steps; the work per processor was kept

constant. Note how the solution time increases only slightly with the number of processors

and the remarkable parallel efficiency of the method.

4.7.6. Approximation of complex solutions. Let us show that the RKDG method can handle

solutions with very complicated structure. Consider the classical double-Mach reflection

problem for the Euler equations of gas dynamics. In Figure 23, details of the approximation

of the density are shown. Note that the strong shocks are very well resolved by the RKDG

solution using piecewise linear and piecewise quadratic polynomials defined on squares. Also,

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44 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

0.75

0.5

0.25

−0.25

(a)

−0.22

−0.23

−0.24

−0.25

−0.26

(b)

Figure 22. Burgers equation: Comparison of the exact and the RKDG solutions obtained with

∆x = 1/40 at T = 0.40. Full domain (a) and zoom on three elements (b) the first of which contains the

exact shock. Exact solution ( ), piecewise linear approximation (. . . . . . . . . . . . . .), and piecewise

quadratic approximation (- - - -). (From Cockburn B. High-Order Methods for Computational Physics,

Volume 9 of Lecture Notes in Computational Science and Engineering, Discontinuous Galerkin

methods for convection-dominated problems, Barth T and Deconink H (eds), 69-224, 1999, Copyright

Springer-Verlag Gmbh & Co.KG, Berlin.)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 45

Rectangles P 2, ∆x = ∆y = 1/240

0.5

0.4

0.3

0.2

0.1

0.0

2.0 2.2 2.4 2.6 2.8

(a)

Rectangles P 1, ∆x = ∆y = 1/480

0.4

0.3

0.2

0.1

0.0

2.0 2.2 2.4 2.6 2.8

(b)

Rectangles P 2, ∆x = ∆y = 1/480

0.4

0.3

0.2

0.1

0.0

2.0 2.2 2.4 2.6 2.8

(c)

Figure 23. Euler equations of gas dynamics double Mach reflection problem. Isolines of the density

around the double Mach stems. Quadratic polynomials on squares ∆x = ∆y = (1/240) (a); linear

polynomials on squares ∆x = ∆y = (1/480) (b); and quadratic polynomials on squares∆x = ∆y =

(1/480) (c). (From Cockburn B and Shu C-W. The Runge-Kutta discontinuous Galerkin finite element

method for conservation laws V: multidimensional systems. J. Comput. Phys. 1998b; 141:199-224.)

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1.0

0.8

0.6

0.4

0.2

0.0

0.0 0.5 1.0 1.5 2.0 2.5 3.0

(a)

Rectangles P 2, ∆x = ∆y = 1/320

1.0

0.8

0.6

0.4

0.2

0.0

0.0 0.5 1.0 1.5 2.0 2.5 3.0

(b)

Figure 24. Forward facing step problem. Approximation of the density ̺. 30 equally spaced contour

lines from ̺ = 0.090338 to ̺ = 6.2365. (From Cockburn B and Shu C-W. The Runge-Kutta

discontinuous Galerkin finite element method for conservation laws V: multidimensional systems.

J. Comput. Phys. 1998b; 141:199-224.)

note that there is a remarkable improvement in the approximation of the density near the

contacts when going from linear to quadratic polynomials.

A similar conclusion can be drawn in the case of the flow of a gas past a forward facing step

(see Figure 24); see, also, the study by Woodward and Colella (1984.

4.7.7. Problems with curved boundaries. Bassi and Rebay (1997b showed the importance

of approximating as accurately as possible the boundaries of the physical domain and the

ease with which this is achieved by using the RKDG methods. Indeed, for the classical

two-dimensional isentropic flow around a circle, they showed that approximating the circle

by a polygon results in nonphysical entropy production at each of the kinks, which is then

carried downstream and accumulates into a nonphysical wake, which does not disappear by

further refining the mesh. However, by simply taking into account the exact shape of the

boundary, a remarkably improved approximation is obtained; see Figure 25.

On the other hand, van der Vegt and van der Ven (2002a have shown that the high-order

accurate representation of the curved boundary can be avoided by using local mesh refinement.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 47

Table 5. Scaled parallel efficiency. Solution times (without I/O) and total execution times measured on

the nCUBE/2. (From Biswas R, Devine KD and Flaherty J. Parallel, adaptive finite element methods

for conservation laws. Appl. Numer. Math. 1994; 14:255-283.)

processors Work (W ) Solution time (secs.) efficiency (%) Total time (secs.) efficiency (%)

2 36 864 927.06 99.98 927.31 99.98

4 73 728 927.13 99.97 927.45 99.96

8 147 456 927.17 99.97 927.58 99.95

16 294 912 927.38 99.95 928.13 99.89

32 589 824 927.89 99.89 929.90 99.70

64 1 179 648 928.63 99.81 931.28 99.55

128 2 359 296 930.14 99.65 937.67 98.88

256 4 718 592 933.97 99.24 950.25 97.57

(a) (b)

Figure 25. Mach isolines of the DG approximation with P1 elements the circle is approximated by a

polygonal (a) and rendered exactly (b). (From Bassi F and Rebay S. High-order accurate discontinuous

finite element solution of the 2-D Euler equations. J. Comput. Phys. 1997b; 138:251-285.)

4.7.8. Adaptivity for the Euler equations of gas dynamics. Next, we give examples of

adaptivity using the RKDG method with anisotropic mesh refinement. The first two examples

illustrate the use of conforming mesh refinement. For the first example, two Sedov-type

explosions in an open square domain develop and interact while bouncing on square obstacles

and interacting with each other; see Figure 26. In the second example, the blast of a cannon

is simulated in order to understand the shape of the blast waves around the muzzle break; see

Figure 27.

which nonconforming refinement has been employed; see Figure 28.

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48 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

(a)

(b)

Figure 26. Two explosions in a square domain with obstacle density (a), and

the corresponding mesh (b) after 1 second. (From Remacle J-F, Li X, Chevau-

geon N, Shephard MS and Flaherty JE. (2003). Anisotropic Adaptive Simulation

of Transient Flows Using Discontinuous Galerkin Methods, 2003, Submitted.)

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 49

(a) (b)

Figure 27. Cannon-blast simulation density and the corresponding mesh. Close up on the muzzle break

at an early stage (a), and after the main blast wave left the muzzle (b). (From Remacle J-F, Li X,

Chevaugeon N, Shephard MS and Flaherty JE. (2003). Anisotropic Adaptive Simulation of Transient

Flows Using Discontinuous Galerkin Methods. 2003, Submitted.)

4.7.9. Simulation of inertial confinement fusion. Our final example is the simulation of the

implosion of a NIF capsule which consists of a nearly vacuous inner region enclosed by two

spherical shells. For details, see Shestakov et al. (2001. This is a complicated and very difficult

problem which involves the simulation of hydrodynamics, heat conduction and radiation

transport phenomena. Only the hydrodynamics part of the problem is simulated by using

a one-step ALE, RKDG method proposed by Kershaw et al. (1998 and implemented in the

ICF3D code by Shestakov et al. (2000. In Figure 31, we see the mesh and several physical

quantities after 8 nanoseconds of having deposited energy on the outer surface of the capsule.

Note the near spherical symmetry of the implosion.

To end this section, we describe a technique for enforcing a range-invariance property of the

RKDG methods was introduced by Zhang and Shu (2010b in the framework of nonlinear scalar

hyperbolic conservation laws.

For the sake of clarity, we describe this technique for RKDG methods for the initial-value

problem:

ut + f (u)x = 0 in (0, T ) × R u = u0 on {T } × R.

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50 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Figure 28. Final adapted mesh on ONERA M6 wing, clearly showing the lambda shock (flow conditions

M∞ = 0.84, α = 3.06◦ ). (From van der Vegt JJW and van der Ven H. Discontinuous Galerkin finite

element method with anisotropic local mesh refinement for inviscid compressible flows. J. Comput.

Phys. 1998; 182:46-77.)

In this case, it is well known that the exact solution satisfies the range-invariance (or maximum

principle) property

u(t, x) ∈ [m, M ] for all (t, x) ∈ (0, T ) × R,

where m := inf x∈R u0 (x) and M := supx∈R u0 (x).

Suppose that we are given the RKDG approximation at the i-th intermediate stage after the

application of the generalized slope limiter ΛΠh,M . Then, on the element Ij := (xj−1/2 , xj+1/2 ),

we modify the function as follows:

(i) (i) (i) (i)

uh := θ(uh − uh ) + uh ,

where ( )

M − u(i) m − u(i)

h h

θ := , ,1 ,

Mj − u(i) mj − u(i)

h h

(i) (i)

and mj := inf x∈Sj uh (x) and Mj := supx∈Sj uh (x). Here Sj denotes a set of suitably chosen

points lying on [xj−1/2 , xj+1/2 ]. Typically, they are chosen as Gauss-Lobatto quadrature points.

This modification does not alter the high-order accuracy of the method and enforces the range-

invariance property

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 51

under a suitable CFL condition. An illustration is provided in Figures 29 and 30. Therein, the

slope limiter ΛΠh,M has not been applied since it is not needed to enforce convergence to the

physically relevant solution.

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0

-0.2 -0.2

-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

X X

1.2 1.2

1 +++ +++ + 1 ++++++++++++++++++++++++++++++++++++++++++++++++++++

+

+ ++ ++

+ ++

+

0.8 + 0.8 + +

+

+

+

0.6 + 0.6 +

+ + +

+ +

+ + + +

0.4 + 0.4 +

+ +

+

+

0.2 + 0.2 + +

+ ++

+

+ ++ +

+ ++ ++

0 +++++++++++++++++++++++++++++++++++++++++++++++++++

0 +++++++++++++++++++++++++++++++++++++++++++++++++++

++++ ++

-0.2 -0.2

-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

X X

Figure 29. Approximations provided by the RKDG method at time T = 100 of the solution of the

transport equation ut + ux = 0 with an initial condition u0 (x) = 0 for x ≤ 0 and u0 (x) = 1 for x > 0

1

defined on the interval (−1, 1) with periodic boundary conditions. Here, k = 5, ∆t = 16 ∆x, ∆x = 1/16

and the time-marching method is the SSP RK method or order 3. Without (left) and with (right)

bound-preserving limiter. Cell averages (top) and Gauss-Lobatto points (bottom) are plotted. Note

how the limiter enforces strict maximum principle for all Gauss-Lobatto point values and cell averages

of the numerical polynomial solution. Courtesy of Chi-Wang Shu and Xiongxiang Zhang.

Applications and extensions of this technique were carried out by Zhang and Shu (2010c;

Zhang and Shu (2011; Hu et al. (2013 to the compressible Euler equations, by Zhang

et al. (2012; Zhang et al. (2013 for triangular meshes, by Qin et al. (2016 to relativistic

hydrodynamics, and by Vilar et al. (2016b; Vilar et al. (2016a to multimaterial compressible

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52 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Reference Reference

TVD Limiter TVD Limiter

1.2 Bound-Preserving Limiter Bound-Preserving Limiter

+ No Limiter + No Limiter

0.004 +

1 +

++ +

++

+ + + + +

+ + + + 0.003

0.8 + + +

+ +

+ + + +

0.002

0.6

+ + + +

0.4 + + + + 0.001

+ + + +

0.2 + + + + +

0 + +

+ + + + +

+ + + + + +

++ ++

+++

0 +++ ++

+++ +++

+++ ++

+++

-0.001

-1 -0.5 0 0.5 1 -0.1 0 0.1

X X

Figure 30. Approximations provided by the RKDG method at time T = 2 of the solution of the

transport equation ut + ux = 0 with an initial condition u0 (x) = sin4 (πx) defined on the interval

(−1, 1) with periodic boundary conditions. Here, k = 2, ∆t = 51 ∆x, ∆x = 1/16 and the time-marching

method is the SSP RK method or order 3. Three Gauss-Lobatto point values are ploted for each

element. Note how the limiter does not ”clip” a smooth extremum, unlike the TVD limiter. Courtesy

of Chi-Wang Shu and Xiongxiang Zhang.

flows.

For4.9. A posteriori

pioneering workerror estimationfor

on adaptivity andnonlinear

adaptivity

problems , see the papers by Biswas et al.

(1994, Devine et al. (1995, Devine and Flaherty (1996, Flaherty et al. (1997; Flaherty et al.

(1998; Flaherty et al. (1999, Flaherty et al. (2000.

The only rigorous a posteriori error estimate in the L∞ (0, T ; L1 (RN ))-norm was obtained by

Cockburn and Gremaud (1996. It holds for the approximation given by an space-time, shock-

capturing DG method for nonlinear hyperbolic conservation laws in multiple-space dimensions.

The entropy solution can display discontinuities. For more recent work on the subject see the

review by Ohlberger (2009. See also the paper by Giesselmann et al. (2015 on a posteriori

error estimates for the semidiscrete version of DG methods for smooth solutions of nonlinear

systems of conservation laws.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 53

5. Steady-state diffusion

In this section, we consider DG methods for a second-order elliptic model problem, steady-

state diffusion. We do this not only because this also has direct applications to fluid flow (in

porous media, for example) but mainly as a much needed transition towards the devising of DG

methods for convection-dominated flows. The emphasis here is on the fact that the numerical

fluxes used in the framework of hyperbolic conservation laws are not associated to approximate

Riemann solvers anymore. Instead, they are better understood if they are considered to be

numerical traces that must be chosen in order to render the DG method both stable and

accurate. We show that, also in this context, the stability of the DG methods is enhanced by

the jumps of the approximate solution and that they are a particular case of stabilized mixed

methods. We also show that the inter-element jumps control the quality of the approximate

solution and discuss the convergence properties of the methods for various choices of numerical

traces.

−∆u = f in Ω, u = uD on ∂Ω,

where Ω is a bounded domain of RN and n is the outward unit normal to its boundary.

5.1.1. Definition. A way to define a DG method consists in rewriting the elliptic model

problem as a system of first-order equations, namely,

q = ∇u, −∇ · q = f in Ω, u = uD on ∂Ω

and then applying to it a DG discretization. Thus, the approximate solution (qh , uh ) on

the element K is taken in the space V(K) × W (K) and is defined as the solution, for all

(v, w) ∈ V(K) × W (K), of the equations

(qh , v)K + (uh , ∇ · v)K − hb

uh , nK · vi∂K = 0,

(qh , ∇v)K − hbqh · nK , vi∂K = (f, v)K .

The Dirichlet boundary condition is enforced by requiring that ubh = uD on ∂K ∩ ∂Ω. All the

DG methods are generated by choosing the local spaces V(K) × W (K) and the numerical

traces b

qh · nK and u

bh . This completes the definition of the DG methods.

Next, we discuss some simple properties that hold for all of them.

5.1.2. The numerical traces. Just as for DG methods for hyperbolic problems, the definition

of the numerical traces b

qh and u

bh strongly influences the properties of the corresponding DG

method. In this context, we also require that the numerical traces be linear functions of the

traces of qh · nK and uh (on the boundary of the element ∂K) which are consistent and

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54 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Cells Z

PE Cells 8.002194e-09

63 D

56.7 3.9

50.4 3.51

44.1 3.12

37.8 2.73

2.34

31.5

1.95

25.2 1.56

18.9 1.17

12.6 0.784

Y X

6.3 0.394

0 0.00503

(a) (b)

Te Tr

0.715 0.158

0.646 0.144

0.576 0.13

0.506 0.116

0.436 0.102

0.367 0.0881

0.297 0.0741

0.227 0.0601

0.158 0.0461

0.0879 0.0322

0.0182 0.0182

(c) (d)

Figure 31. ICF capsule implosion mesh (a) with colors indicating to which processor the element

belongs. Density (b), matter temperature (c), and radiation temperature (d) at 8 nanoseconds. (From

Shestakov AI, Milovich JL and Prasad MK. Combining cell- and point-centered methods in 3-D,

unstructured-mesh hydrodynamics codes. J. Comput. Phys. 2001; 170:81-111.)

single valued. As for the original DG method, the first property renders the numerical traces

easy to evaluate and ensures a high degree of locality of the method. The very form of the

numerical traces also influences the way the DG methods can be implemented, as we will see.

The consistency of the traces ensures the convergence of the method to the correct solution.

The single-valuedness property, which is highly valued in computational fluid dynamics, is

also very important in this context. If violated, the method produces a stiffness matrix for the

primal variable, which is not symmetric; see the paper by Arnold et al. (2002 for a complete

discussion. More importantly, it induces a loss in the rate of convergence in uh as well as a

significant degradation in the quality of the approximation of linear functionals as shown by

Harriman et al. (2003.

5.1.3. Energy identities. If we take (v, w) := (qh , uh ) and add the resulting equations, we

obtain what we could call the local energy identity, namely,

(qh , qh )K + ΘK = hb

qh · nK , u

bh i∂K + (f, uh )K ,

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 55

where

ΘK := h(qh − b

qh ) · n K , u h − u

bh i∂K .

By adding on all the elements these equations, we obtain the global energy identity

(qh , qh )Ω + Θh = hb

qh · n, u

bh i∂Ω + (f, uh )Ω ,

P

where Θh := K∈Th ΘK . We see that the jumps (qh − b qh ) · nK and uh − u

bh can stabilize the

method it they are chosen in such a way that Θh ≥ 0.

5.1.4. Residuals and jumps. Let us next show that the method establishes linear relations

between the residuals in the interior of the element K

Rr := qh − ∇uh and Rv := −∇ · qh − f,

rr := u

bh − uh and rv := (b

q h − qh ) · n K

Indeed, a simple integration by parts gives that for all (v, w) ∈ V(K) × W (K),

(Rw , w)K = hrw , wi∂K .

dimensional space N (K), we obtain that

−1/2

kPV Rv kK ≤ C hK krr k∂K ,

−1/2

kPW Rw kK ≤ C hK krw k∂K .

If we assume that ∇W (K) ⊂ V(K) so that PV Rr = Rr , these inequalities say that the jumps

(b

qh −qh )·nK and ubh −uh , and f −PW f , control the size of the residuals, and hence the quality

of the approximation. This implies that any a posteriori error estimate for DG methods should

only depend on those quantities.

5.1.5. An example. Let us consider the numerical traces proposed in Cockburn and Shu

(1998a and Castillo et al. (2000. With the notation

[[uh ]] = u+ + − −

h n + uh n

and [[qh ]] = q+ + −

h · n + qh · n

+

±

where ωh (x) = lim ωh (x − ǫ n± )

ǫ↓0

the numerical traces are defined as follows. Inside the domain Ω, we take

b

qh := {qh } − Cqq [[qh ]] − Cqu [[uh ]]

u

bh := {uh } − Cuu ·[[uh ]] − Cuq [[qh ]]

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56 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

b

qh := qh − Cqu (uh − uD ) n

u

bh := uD .

In this case, assuming that Cqq + Cuu = 0, a simple computation gives us that the global

energy identity is

(qh , qh )Ω + Θh = hb

qh · n, uD i∂Ω + (f, uh )Ω ,

where

Θh (qh , uh ) := hCuq [[qh ]], [[qh ]]iFhi + hCqu [[uh ]], [[uh ]]iFhi + hCqu (uh − uD ), uh − uD i∂Ω .

We see that, if we assume that Cuq and Cqu are nonnegative, the quantity Θh can be

interpreted as the term capturing the energy of the inter-element jumps [[qh ]] and [[uh ]], and the

jumps uh − uD on ∂Ω. This suggests that the role of Cuq and Cqu is to stabilize the method.

The role of the other coefficient Cqq = −Cuu , can be that of maximizing the sparsity of the

matrices, see Cockburn et al. (2001, or even that of enforcing the stability and convergence

properties of the DG method resulting when Cuq = Cqu = 0 on Fhi , see Cockburn and Dong

(2007.

We can use the above global energy identity to obtain the existence and uniqueness of the

approximate solution in the simple but important case in which

(i) Cuq ≥ 0 on Fhi ,

(ii) Cqu > 0 on Fhi ∪ ∂Ω,

(iii) ∇W (K) ⊂ V(K) ∀K ∈ Th .

Again, we only have to show that, when we set the data f and uD to zero, the only solution

is the trivial one. But in this case, the above energy identity gives that

(qh , qh )Ω + hCuq [[qh ]], [[qh ]]iFhi + hCqu [[uh ]], [[uh ]]iFhi + hCqu uh , uh i∂Ω = 0,

which implies, by (i) and (ii), that qh = 0 on Ω, that [[uh ]] = 0 on Fhi , and that Cqu uh = 0 on

∂Ω. As a consequence, we have that u bh = uh on Fhi ∪ ∂Ω, and the first equation defining the

DG method reads

−(∇uh , r)K = 0

for all r ∈ V(K). By (iii) we can take r := ∇uh and conclude that uh is a constant on the

element K. Since uh = ubh on the interelement boundaries, uh is a constant on Ω, and since

uh = 0 on ∂Ω, we get that uh = 0 on Ω. This completes the proof.

Let us end by pointing out that this DG method is in fact a stabilized mixed finite element

method whenever we require that Cuu + Cqq = 0 and Cqu and Cuq are non-negative. To see

this, we only have to notice that (qh , uh ) is the element of Vh × Wh , where

Vh = {v ∈ L2 (Ω) : v ∈ V(K) ∀ K ∈ Th }

Wh = {w ∈ L2 (Ω) : w ∈ W (K) ∀ K ∈ Th }

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 57

−bh (w, qw ) + ch (uh , w) = (f, v)Ω + hCqu uD , vi∂Ω

bh (u, r) := (u, ∇ · r)Th − h{u} − Cuu · [[u]], [[r]]iFhi

ch (u, v) :=

hCqu [[u]], [[v]]iFhi + hCqu u, vi∂Ω ,

P P

where (·, ·)Th := K∈Th (·, ·)K and (·, ·)Fhi := F ∈F i (·, ·)F , where Fhi is the set of faces F of

h

the triangulation Th . Note that Cqq does not appear in the definition of these bilinear forms

because we are assuming that Cuu + Cqq = 0. Note that the method has two stabilization

terms, namely, the one associated to the jumps in the normal component of the flux, [[qh ]], and

the other asociated to the jumps of the scalar vairable, [[uh ]]. Both have important effects on

the accuracy of the method.

Indeed, some convergence properties of these methods in terms of the spaces and numerical

traces are given in the Table 6; for a proof, see Castillo et al. (2000. The so-called minimal

dissipation DG method takes Cqu = 0 and Cuq = 0 on the interior faces, and Cqu = 1/h and

Cuq = 0 on the boundary faces. For simplexes, it has the same order of convergence that the

third method in Table 6. This can be achieved by taking a special choice of Cuu and Cqq ; see

the work by Cockburn and Dong (2007.

Table 6. Orders of convergence of the DG methods in terms of the local spaces and the stabilization

parameters. We assume that Cuu and Cqq are uniformly bounded and that Cuu + Cqq = 0. The meshes

are made of shape-regular elements of arbitrary shape. The space of vector-valued functions P ℓ (K)

can be replaced by the space ∇Pℓ+1 (K) without altering the orders of covergence.

P k (K) Pk (K) h 1/h k+1 k

P k (K) Pk (K) 1 1 k + 1/2 k+1

P k (K) Pk (K) 1/h h, 0 k k+1

P k−1 (K) Pk (K) 1/h h, 0 k k+1

Let us consider DG methods having a numerical trace u bh independent of qh . This allows for the

easy elimination of the variable qh , which can now be expressed in terms of uh in an elementwise

manner, and results in the so-called primal formulation of the method. The main DG methods

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58 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

of this type are displayed in Table 7. There, αj ([[uh ]]) := Cqu [[uh ]] and αr ([[uh ]]) denotes the

stabilization introduced by Bassi et al. (1997 and later studied by Brezzi et al. (2000. The effect

of both stabilizations is essentially the same; however, that latter produces a method with a

more sparse stiffness matrix for uh . Note that the methods proposed by Cockburn and Shu

(1998a are called the local DG (LDG) methods, whereas the methods by Baker (1977; Arnold

(1982 are called the IP (IP) methods. Let us note that the so-called compact DG method

proposed by Peraire and Persson (2008 increases the sparsity of the matrix for uh of the LDG

method while maintaining the same orders of convergence. In Castillo (2010, an algorithm to

increase the sparsity of the LDG method wss introduced.

Not all DG methods were originally proposed in the form we have used to present them.

Many of them were proposed directly in the primal form

The two main examples are the IP method, proposed by Arnold (1982, see also Baker (1977

where the biharmonic problem was considered, for which we have

−h[[uh ]], {∇v}iFhi − huh , ∇v · ni∂Ω

−h{∇uh }, [[v]]iFhi − h∇uh · n, vi∂Ω

+hCqu [[uh ]], [[v]]iFhi + hCqu uh , vi∂Ω ,

and the method proposed by Baumann and Oden (1999, for which we have

−h[[uh ]], {∇v}iFhi − huh , ∇v · ni∂Ω

+h{∇uh }, [[v]]iFhi + h∇uh · n, vi∂Ω

+hCqu [[uh ]], [[v]]iFhi + hCqu uh , vi∂Ω ,

where Cqu = 0.

A theoretical study of the main DG methods introduced up to the end of last century for

the elliptic model problem is carried out in a single, unified approach by Arnold et al. (2002.

Here, the mixed formulation is not used to carry out the analysis. Instead, the variable qh

is eliminated from the equations. A primal formulation is thus obtained, which is used to

analyze the method. In Table 8, we have summarized the properties of various DG methods.

We display the properties of consistency and conservativity of the numerical fluxes, of stability

of the method, of the type of stability (the symbol αj is used to denote the stabilization

associated with the terms Cqu [[uh ]]2 ), the condition on Cqu for achieving stability, and the

corresponding rates of convergence.

Error estimates in the L∞ -norm for the IP methods have been obtained in Kanschat and

Rannacher (2002 and Chen and Chen (2004. For the other DG methods displaying consistent

and single-valued numerical traces, see Guzmán (2006. The sub-optimal convergence, for odd

polynomial approximations, in the L2 -norm of the error of the scalar approximation of the

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 59

Table 7. Some DG methods and their numerical traces. The elements K are simplexes, the spaces are

V(K) = [Pk (K)]d , W (K) = Pk (K). We also have that Cuu + Cqq = 0.

Method b

qh,K u

bh,K

Cockburn and Shu (1998a {qh } − Cqq [[qh ]] − Cqu [[uh ]] {uh } − Cuu · [[uh ]]

Brezzi et al. (2000 {qh } − αr ([[uh ]]) {uh }

Baker (1977,Arnold (1982 {∇uh } − Cqu [[uh ]] {uh }

Bassi et al. (1997 {∇uh } − αr ([[uh ]]) {uh }

Baumann and Oden (1999 {∇uh } {uh } − nK · [[uh ]]

Rivière et al. (1999 {∇uh } − Cqu [[uh ]] {uh } − nK · [[uh ]]

Babuška and Zlámal (1973 −Cqu [[uh ]] u h |K

Brezzi et al. (2000 −αr ([[uh ]]) u h |K

(Modified from Arnold DN, Brezzi F, Cockburn B and Marini D. SIAM Journal on

Numerical Analysis, Unified analysis of discontinuous Galerkin methods for elliptic problems,

39:1749-1779, 2001, Copyright Society for Industrial and Applied Mathematics,

Philadelphia.)

Table 8. Properties of the DG methods. The elements K are simplexes, the spaces are V(K) =

[Pk (K)]d , W (K) = Pk (K). We also have Cuu + Cqq = 0.

√ √ √

Brezzi et al. (1999 √ √ √ αr η0 > 0 hp hp+1

Cockburn and Shu (1998a √ √ √ αj η0 > 0 hp hp+1

Baker (1977,Arnold (1982 √ √ √ αj η0 > η ∗ hp hp+1

Bassi et al. (1997 √ √ αr η0 > 3 hp hp+1

Rivière et al. (1999 ×

√ αj η0 > 0 hp hp

Babuška and Zlámal (1973 × ×

√ αj η0 ≈ h−2p hp hp+1

Brezzi et al. (2000 ×

√ × αr η0 ≈ h−2p hp hp+1

Baumann and Oden (1999 (p = 1) √ × × - - × ×

Baumann and Oden (1999 (p ≥ 2) √ ×

√ × - - hp hp

Bassi and Rebay (1997a × - - [h ] [hp+1 ]

p

(Modified from Arnold DN, Brezzi F, Cockburn B and Marini D. SIAM Journal on Numerical

Analysis, Unified analysis of discontinuous Galerkin methods for elliptic problems, 39:1749-

1779, 2001, Copyright Society for Industrial and Applied Mathematics, Philadelphia.)

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60 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

DG methods proposed in Baumann and Oden (1999 and Rivière et al. (1999 was proven in

Guzmán and Rivière (2009.

Superconvergence results for the approximation inside the elements have been obtained by

Adjerid and Baccouch (2012 and for the numerical traces by Celiker and Cockburn (2007.

A numerical study of various of these methods was carried out in Castillo (2002. He found,

in particular, that qh is a much better approximation to q than ∇uh ; that the penalization

parameter Cqu must be taken as η0 /h, where h is a measure of the diameters of the elements,

to obtain a condition number of the matrix for uh of order h−2 ; and that when η0 is taken to be

too big, all the DG methods give similar approximations. The hp-version of the IP method on

general computational meshes consisting of polygonal/polyhedral elements of arbitrary shapes

was considered by Cangiani et al. (2014; the elements are also allowed to have degenerating

faces.

A posteriori error estimates for the IP method were obtained by Karakashian and Pascal

(2003; Houston et al. (2007; Ainsworth (2007; Cochez-Dhondt and Nicaise (2008; R. Lazarov

and Tomar (2009; Creusé and Nicaise (2010 for the symmetric IP methods, in Becker et al.

(2003; A. Ern and Vohralı́k (2007; Ainsworth and Rankin (2010 for the symmetric and non-

symmetric IP methods, in Bustinza et al. (2005 for the local DG methods, and in Juntunen

and Stenberg (2008 for the Bassi-Rebay DG methods. For the L2 -norm of the error in the

scalar variable, they have been obtained in Rivière and Wheeler (2003 for the non-symmetric

IP method and in Castillo (2005 for the local DG method. A unified a posteriori error analysis

of all the DG methods for second-order elliptic problems considered in Arnold et al. (2002 was

carried out in Carstensen et al. (2009. Another unified a posteriori error analysis, based on the

point of view proposed in Brezzi et al. (2006, was carried out in Lovadina and Marini (2009.

The convergence of an adaptive algorithm for the IP method was proved by Karakashian

and Pascal (2007; Hoppe et al. (2008; Bonito and Nochetto (2010.

The DG methods just considered have numerical traces which allow for the elimination of the

variable qh in order to obtain a formulation of the method in terms of uh only. The HDG

methods have numerical traces which allow for the elimination of both qh and uh in order to

obtain a formulation of the method in terms of u

bh only. The size of the stiffness matrix of the

HDG methods are thus significantly smaller than those of the previously mentioned methods.

The HDG methods are also more accurate, as we are going to see. We follow closely the work

done by Cockburn (2015.

5.3.1. Definition. The HDG methods are obtained as a discrete version of the following

characterization of the exact solution. On the element K, for any given f |K and Dirichlet

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 61

boundary data u

b |∂K , we take (q, u) to be the solution of the local problem

q = ∇u, −∇ · q = f in K, u=u

b in ∂K.

Then the single-valued function ub is determined by solving the global problem obtained by

imposing the following transmission and boundary conditions:

[[q ]] = 0 on Fhi and u

b = uD in ∂Ω.

To obtain the HDG methods, we solve the local problem on each element K ∈ Th by

using a DG method. We solve the global problem by imposing the transmission and boundary

conditions weakly. So, on the element K ∈ Th , for any given f |K and Dirichlet boundary data

u

bh |∂K ,we define (qh , uh ) ∈ V(K) × W (K) as the solution of the local problem

(qh , v)K + (uh , ∇ · v)K − hb

uh , v · ni∂K = 0 ∀v ∈ V(K),

(qh , ∇w)K − hb qh · n, wi∂K = (f, w)K ∀w ∈ W (K),

where

b

q · n := qh · n − τ (uh − u

bh ) on ∂K,

where the function τ is linear. Note that here we consider u

bh |∂K to be data of this problem.

To determine it, we take the numerical trace u

bh in the space

Mh := {µ ∈ L2 (Fh ) : µF ∈ M (F ) ∀F ∈ Fh },

where M (F ) is a suitably chosen finite dimensional space, and require that it be determined

as the solution of the following global problem consisting in weakly imposed transmission and

boundary conditions:

qh ]]iFhi = hµ, b

hµ, [[b qh · ni∂Th \∂Ω = 0,

hµ, u

bh i∂Ω = hµ, uD i∂Ω ,

for all µ ∈ Mh . This completes the definition of the HDG methods.

Notice that u

bh is the data of the local problems but is the unknown of the global problem. So,

the only globally-coupled degrees of freedom are those of u bh . By solving the local problems, we

express qh , uh and bqh in terms of ubh and f . With these expressions, we construct the matrix

equation associated to the global problem. After solving it, we can insert the actual values

bh in the expressions we had obtained for qh , uh and b

of u qh . Next, we describe this procedure

more precisely.

5.3.2. The problem for u bh . We begin by introducing some notation associated to the local

problems. On the element K ∈ Th , for any µ ∈ L2 (∂K), the function (Qµ , Uµ ) ∈ V(K)×W (K)

is the solution of the local problem

(Qµ , v)K − (Uµ , ∇ · v)K + hµ, v · ni∂K = 0 ∀v ∈ V(K),

−(Qµ , ∇w)K + hQ b µ · n, wi∂K = 0 ∀w ∈ W (K),

Qb µ · n := Qµ · n + τ (Uµ − µ) on ∂K,

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62 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

and, for any f ∈ L2 (K), the function (Qf , Uf ) ∈ V(K) × W (K) is the solution of the local

problem

(Qf , v)K − (Uf , ∇ · v)K = 0 ∀v ∈ V(K),

−(Qf , ∇w)K + hQb f · n, wi∂K = (f, w)K ∀w ∈ W (K),

b f · n := Qf · n + τ (Uf )

Q on ∂K.

With this notation, we can write that

(qh , uh ) = (Qµ , Uµ ) + (Qf , Uf ),

where ubh is the solution of the global problem. Next, we give a characterization of the problem

for the globally-coupled unknown u bh by suitably rewriting the transmission condition. We are

now ready to state the result. Therein, we are going to use the following notation:

Mh (g) := {µ ∈ Mh : hλ, µi∂Ω = hλ, gi∂Ω ∀λ ∈ Mh },

Theorem 4 (Characterization of u

bh ) Assume that

(i) τ |F is a strictly positive constant ∀ F ∈ Fh ,

(ii) ∇W (K) ⊂ V(K) ∀ K ∈ Th .

Then, the function u

bh is the element of Mh (uD ) such that

ah (b

uh , µ) = ℓh (µ) ∀ µ ∈ Mh (0),

b · ni∂T and ℓh (µ) := hµ, Q

where ah (µ, λ) := −hµ, Q b · ni∂T . Moreover,

λ h f h

and ah (·, ·) is symmetric and positive definite on Mh (0) × Mh (0). Thus, u

bh minimizes the total

energy functional Jh (µ) := 21 ah (µ, µ) − ℓh (µ) over Mh (uD ).

This result shows that the method can be implemented in a way typical of finite element

methods. Note that the equation satisfied by u bh is nothing but the transmission condition.

Indeed, since b b ub · n + Q

qh · n = Q b f · n, the transmission condition hµ, b

qh · ni∂Th \∂Ω = 0 ∀µ ∈ Mh ,

becomes

−hµ, Q b ub · ni∂T = hµ, Qb f · ni∂T ∀µ ∈ Mh (0).

h h

Note also that to obtain the matrix equation for the degrees of freedom of u b, we only need to

compute the mapping µ 7→ (Qµ , Uµ ). The computation of the mapping is not f 7→ (Qf , Uf )

required. Finally, note that the fact that the bilinear for ah (·, ·) is symmetric and positive

definite on Mh (0) × Mh (0) is a reflection that it approximates the solution u of a strangle

elliptic, self adjoint problem.

This result shows that the HDG methods are amenable to static condensation, see Guyan

(1965, thanks to the fact that the method can be hybridized, see Fraejis de Veubeke (1977.

The relation between static condensation, hybridization and the way the HDG methods are

devised is explored by Cockburn (2015. Also there, one can find different ways of rewriting the

HDG methods and how other characterizations of the exact solution can give rise to the same

DHG methods.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 63

5.3.3. The numerical traces of the HDG methods. Suppose that the stabilization function τ is

a constant on each face and that the local spaces are such that the numerical trace b qh · n|F lies

in the space M (F ) for all interior faces F ∈ Fhi . Then, the transmission condition is equivalent

to

qh ]] = 0 on Fhi .

[[b

A simple calculation shows us that the above equation can take place if and only if

τ + uh + + τ − uh − 1

u

bh = − + [[q ]],

τ+ + τ− τ + τ− h

τ − q h + + τ + qh − τ +τ −

b

qh = − [[uh ]],

τ+ + τ− τ+ + τ−

provided, of course, that τ + + τ − 6= 0. In other words, the DG methods proposed in Cockburn

and Shu (1998a and Castillo et al. (2000 with

1

Cuq = ,

τ+ + τ−

τ +τ −

Cqu = + ,

τ + τ−

τ + n+ + τ − n−

−Cqq = Cuu = .

2(τ + + τ − )

are also HDG methods. These are called LDG-H methods since the numerical method used to

define the local problems is the local DG (LDG) method.

5.3.4. Mixed methods and superconvergent HDG methods. As pointed out in Cockburn et al.

(2009b, when the stabilization function τ can be set identically to zero, we obtain nothing but

the well known hybridized version of the well known mixed methods. In this case, the above

expressions for the numerical traces are not valid anymore and, instead, we simply have that

qh · n± = q−

b ± − ±

h · n = qh · n ,

bh can be characterized exactly as in Theorem

4. This suggests that the HDG methods might share with the mixed methods some of its

convergence properties.

This was proven to be true by Cockburn et al. (2008b for a special LDG-H method obtained

by setting τ = 0 on all the faces of the simplex K except one. For this reason, it was called

the single face-hybridizable (SFH) DG method. Moreover, it was shown that the bilinear

forms ah (·, ·) of the Raviart-Thomas (RT), Brezzi-Douglas-Marini (BDM) and SFH methods

are the same, and that these three methods share the same superconvergence property (we

describe below). A similar result was later obtained by Chung et al. (2014 who proved that

the staggered discontinuous Galerkin (SDG) method, originally introduced in the framework

of wave propagation in Chung and Engquist (2009, can be obtained as the limit when the

non-zero values of the stabilization function, which must be defined in suitable manner, of the

SFH method goes to infinity.

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64 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

of the error u − uh , converge faster than the errors u − uh and q − qh . As a consequence, we

can define, on the each element K, the new approximation u⋆h ∈ W ∗ (K) := Pk+1 (K) as the

solution of

(u⋆h , 1)K =(uh , 1)K ,

Then u − u⋆h will converge faster than u − uh . Any HDG method with this property will be

called a superconvergent method.

The orders of convergence, for conforming the meshes made of simplexes, are displayed in

Tables 9 and 10. The symbol ⋆ indicates that the non-zero values of the stabilization function

τ only need to be uniformly bounded by below.

P k (K) + x P Pk (K) Pk (F )

SFH Cockburn et al. (2008b P k (K) Pk (K) Pk (F )

SDG Chung and Engquist (2009 P k (K) Pk (K) Pk (F )

LDG-H Cockburn et al. (2009b P k (K) Pk (K) Pk (F )

BDM Brezzi et al. (1985 P k (K) Pk−1 (K) Pk (F )

Table 10. Orders of convergence (in the corresponding L2 -norms) for simplicial, conforming meshes.

Method τ qh uh uh k

RT Arnold and Brezzi (1985 0 k+1 k+1 k+2 ≥0

SFH Cockburn et al. (2008b ⋆ k+1 k+1 k+2 ≥1

SDG Chung et al. (2014 0, ∞ k+1 k+1 k+2 ≥1

LDG-H Cockburn et al. (2010d O(1) k+1 k+1 k+2 ≥1

BDM Brezzi et al. (1985 0 k+1 k k+2 ≥2

LDG-H Castillo et al. (2000 O(1/h) k k+1 k+1 ≥1

The presence of hanging nodes in the meshes does not alter the superconvergence of the

HDG methods, as shown by Chen and Cockburn (2012; Chen and Cockburn (2014. A posteriori

error estimates were obtained by Cockburn and Zhang (2012; Cockburn and Zhang (2013. A

proof of the convergence of an adaptive algorithm for the LDG-H method was obtained by

Cockburn et al. (2016c. The performance of the LDG-H method (with τ of order one) for the

p-Laplacian was numerically explored by Cockburn and Shen (2016. The superconvergence

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 65

Figure 32. HDG approximations, on Ω := (0, 1)2 , of the p-Laplacian for p = 1.05 (top) and p = 15

with f equal to ten times the characteristic function of the square (1/4, 3/4)2 . The interelement jumps

in the piecewise linear approximation uh (left column) indicate the need of smaller meshes or higher-

degree polynomials. The interelement jumps of the piecewise quadratic postprocessing u∗h are smaller

than those of uh as the former function is usually a better approximation than the latter. Note the

ability of the method to capture at the same time very strong and very weak gradients (p = 1.05), as

well as functions displaying kinks (p = 15). Courtesy of Jiguang Shen.

properties for the case p = 2 were recovered. In Figure 5.3.4, examples of approximations uh

and the corresponding postprocessing u∗h are provided. Notice how the size of the interelement

jumps increases whenever the solution has steeper gradients, as expected.

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66 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

et al. (2012a where the following sufficient conditions were found. The space V(K) × W (K)

e

must have a subspace V(K) ×Wf (K) satisfying inclusions

e

P 0 (K) ⊂ ∇W (K) ⊂ V(K),

f (K),

P0 (K) ⊂ ∇ · V (K) ⊂ W

V (K) · n|∂K + W (K)|∂K ⊂ M (∂K).

and whose orthogonal complement satisfies the identity

⊥

Ve · n|∂K ⊕ W

f ⊥ |∂K = M (∂K).

Many new superconvergence HDG and mixed methods were found for simplexes, squares, cubes

and prisms; see also the related new commuting diagrams for the so-called TNT elements on

cubes obtained by Cockburn and Qiu (2014 for the DeRham complex. For curved elements,

see Cockburn et al. (2012b. This work was then further refined by Cockburn et al. (2016b

who introduced the so-called M-decompositions as a tool for the systematic construction of

superconvergent HDG and mixed methods. The actual construction for general polygonal

elements was carried out in Cockburn and Fu (2016a and the actual construction for arbitrary

pyramids, prisms and hexahedral was carried out in Cockburn and Fu (2016b.

5.3.5. Other stabilization functions. So far, we have only considered stabilization function

τ which are simple mutiplication operators. A more sophisticated stabilization function was

introduced in Lehrenfeld (2010, Remark 1.2.4 by Lehrenfeld and Schöberl, see also Lehrenfeld

and Schöberl (2015, and independently by Oikawa (2015. The stabilization function is simply

τ LS (uh − u

bh ) := h−1 · (PM (uh ) − u

bh ),

and was introduced to deal with the case in which W (K)|∂K is not included in M (∂K).

Thanks to this choice of stabilization function optimal orders of convergence for both qh

and uh for regular-shaped, general polyhedral elements can be obtained whenever we take

V(K) := P k (K), W (K) := Pk+1 (K) and M (F ) := Pk (F ); see the proof by Oikawa (2015.

The very same orders of convergence can actually be obtained with the much

smaller local spaces V(K) := ∇Pk+1 (K), W (K) := Pk (K) and M (F ) := Pk (F )

if yet another more sophisticated stabilization function is properly constructed: See

the so-called hybrid high-order (HHO) methods introduced by Di-Pietro and Ern

(2015DiPietroErnLemaire14DiPietroErnCRAS14. Although these methods were originally

introduced in a primal form, their relation to the HDG methods was recently established

in Cockburn et al. (2015.

method using the space Mh and requiring that its approximation u bh lie in a space embedded in

Mh . In this way, the computational complexity of the global problem can be greatly reduced.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 67

An important particular case is the case in which the above-mentioned subspace is Mh ∩ C 0 (Fh ).

Note that the EDG has the very same local problems than the associated HDG method and a

smaller matrix for the global system of the form E t AE, where A is the matrix for the global

system of the original HDG method and E is the matrix associated to the embedding.

Next consider the HDG method for which V(K) := ∇Pk (K), W (K) := Pk (K) and

M (F ) := Pk (F ) with τ = 1, where the elements are simplexes. It was shown by Cockburn et al.

(2009c that the corresponding EDG method with Mh ∩C 0 (Fh ) as the embedded subspace looses

the superconverence properties of the original HDG method. So, the reduction of computational

complexity comes at a heavy price.

The EDG methods were introduced in the framework of linear shells by Güzey et al. (2007,

see also Cockburn et al. (2009b. The method seems to be identical to the second version of

the so-called multiscale DG method introduced by Hughes et al. (2006; the first version was

introduced by Bochev et al. (2006.

How

5.5.toExtensions

couple DG methods with the classical conforming methods was shown by Alotto et al.

(2001 and Perugia and Schötzau (2001. Moreover, Perugia and Schötzau (2001 combined the

theoretical framework developed by Arnold et al. (2002 with the techniques of analysis of

nonconforming methods to obtain optimal error estimates for the resulting coupling. How to

couple DG methods with mixed methods was shown by Cockburn and Dawson (2002. The

coupling at a distance of HDG methods with BEM was carried out by Cockburn et al. (2012c.

DG methods for multiscale problems have been considered by Wang et al. (2011; Efendiev

et al. (2015.

methods was explored by Gopalakrishnan et al. (2015; see also the corresponding work for the

RT method by Cockburn et al. (2010c.

Extensions to the heat equation are straightforward; see, in particular, the HDG methods

developed by Chabaud and Cockburn (2012. For the heat equation, the so-called direct DG

(DDG) method has been developed by Liu and Yan (2010 which has the distinctive feature

of bypassing the definition of an approximation for the flux and letting its numerical flux to

depend of the interelement jumps of second and higher-order derivatives of the approximation

to the scalar variable. The methods display an optimal order of convergence in an energy-like

norm.

A comparison between the HDG and the continuous Galerkin method has been carried out

by Kirby et al. (2012. See also the study by Huerta et al. (2013.

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68 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

5.6. Solvers

was proposed by Feng and Karakashian (2001. The condition number of their nonoverlapping

preconditioner grows linearly with the number of degrees of freedom in each subdomain. Later,

Lasser and Toselli (2000 found an overlapping domain decomposition method for DG methods

for linear advection-diffusion problems whose condition number is independent of the number

of degrees of freedom and the number of subdomains.

Another significant result has been obtained by Gopalakrishnan and Kanschat (2003b who

devised a multigrid method for solving the matrix equation of the IP method for elliptic

problems. They proved that it convergences in a fixed number of iterations; they have also

devised a method for the steady state convection-diffusion problem, which converges with a

fixed number of iterations independently of the size of the convection coefficients. These solvers

were generalized to the LDG method in primal form, the method by Bassi and Rebay (1997a,

and the method by Brezzi et al. (1999 by Gopalakrishnan and Kanschat (2003a. On the basis

of these solvers, preconditioners for the LDG saddle point systems arising from the mixed

discretization of Poisson and Stokes equations were introduced by Kanschat (2003.

was proposed and studied in P. E. Castillo and Velázquez (2008; Castillo and Sequeira (2013.

A nonnested multigrid V-cycle, with one smoothing per level for the HDG method was

introduced in Cockburn et al. (2014 and proven to converge at a mesh-independent rate.

Domain decomposition methods on complicated domains have been investigated by Antonietta

et al. (2014.

incompressible fluid flow

L − ∇u = 0 in Ω,

−ν∇ · L + ∇p = f in Ω,

∇·u = 0 in Ω,

(p, 1)Ω = 0,

u = uD , on ∂Ω,

d

where Ω is a bounded domain in R with Lipschitz boundary ∂Ω, ν is a viscosity. We

assume that ν is a constant function on Ω and that uD satisfies the compatibility condition

(uD · n, 1)∂Ω = 0.

Since the Laplace operator is applied to each of the components of the velocity, to devise

a DG method, we can simply use any DG method for the steady-state diffusion equation by

applying it to each component of the velocity. This does not present any major difficulty and

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 69

so, here the novelty resides on how to carry out the DG-discretization of the incompressibility

condition. In particular, we show that, even though the approximation of the velocity is

discontinuous, it is possible to obtain an H(div, Ω)-conforming, divergence-free approximate

velocities by means of an elementwise postprocessing. We also show how to devise DG methods

with H(div, Ω)-conforming velocity spaces. Finally, we show how to use finite dimensional

subspaces of divergence-free, H(div, Ω)-conforming without having to actually carry out the

almost impossible construction of their bases. This can only be done in a few cases, see

Thomasset (1981; Hecht (1981; Scott and Vogelius (1985.

6.1.1. Definition. The approximation (Lh , uh , ph ) on the element K ∈ Th is taken in the space

G(K) × V(K) × Q(K) and is defined as the solution, for all (G, v, q) ∈ G(K) × V(K) × Q(K),

of the equations

(Lh , G)K + (uh , ∇ · G)K − hbuLh , GnK i∂K = 0,

b h nK − pbh nK , vi∂K = (f , v)K ,

ν (Lh , ∇v)K − (ph , ∇ · v)K − hν L

uph · nK , qi∂K = 0.

−(uh , ∇q)K + hb

The average condition on the pressure is (ph , 1)Ω = 0. Finally, the Dirichlet boundary condition

b Lh = u

is imposed by setting u b ph = uD on ∂Ω. To complete the definition of the DG method,

we only need to define the numerical traces ν L b Lh and u

b h n − pbh n, u b ph .

6.1.2. The numerical traces. Taking advantage that the Laplacian operator acts on each

component of the velocity, the numerical traces L b Lh can be chosen by using, also in

b h n and u

a componentwise manner, any of the numerical traces for the DG method for steady-state

b ph can be picked independently.

diffusion. The numerical traces pbh n and u

6.1.3. Energy identities. Taking (G, v, q) := (νLh , uh , ph ) and adding the resulting equations,

we obtain the following local energy identity:

ν(Lh , Lh )K + ΘK = hν L b Lh i∂K − hb

b h nK , u b p i∂K + (f, uh )K ,

ph n K , u

h

where

ΘK := ΘLK + ΘpK ,

ΘL := hν(Lh − L

K b L i∂K ,

b h )nK , uh − u

h

b ph i∂K .

ΘpK := −h(ph − pbh )nK , uh − u

By adding on all the elements, we obtain the global energy identity

b h n − pbh n, u

ν(Lh , Lh )Ω + Θh = hν L b D i∂Ω + (f, uh )Ω ,

P

where Θh := K∈Th ΘK . We now see that, if the numerical traces have to be defined so that

the term Θh is positive, it can be interpreted as the energy associated to the interelement

jumps.

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70 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

6.1.4. Residuals and jumps. Let us show that the method establishes a linear relation between

the residuals in the interior or the element K,

RG := Lh − ∇uh , Rv := −ν∇ · Lh + ∇ph − f, Rq := ∇ · uh ,

and the residuals on its boundaries ∂K,

b Lh − uh ,

rG := u b h − Lh )nK − (b

rv := ν(L ph − ph )nK , uph − uh ) · nK ,

rq := (b

Simple integration by parts in the three equations defining the DG methods give us that, for

all (G, v, q) ∈ G(K) × V(K) × Q(K), we have that

(RG , G)K = hrL , GnK i∂K ,

(Rv , v)K = hrv , vi∂K ,

(rq , q)K = hrq , qi∂K .

This immediately implies that

−1/2

kPG RG kK ≤ C hK krG k∂K ,

−1/2

kPV Rv kK ≤ C hK krv k∂K ,

−1/2

kPQ Rq kK ≤ C hK krq k∂K ,

where PG , PV and PQ denote the L2 (K)-projections into the spaces G(K), V(K) and Q(K),

respectively. We thus see that, whenever

∇V(K) ⊂ G(K), ∇ · G(K) ⊂ V(K) and ∇ · V(K) ⊂ Q(K),

the quality of the approximation only depends on the residuals on the boundaries and on

f − PV f.

6.1.5. An example. Let us consider the numerical traces proposed in Cockburn et al. (2002;

they use the numerical traces used for discretizing the Laplacian in Cockburn and Shu (1998a

and Castillo et al. (2000. Le us begin with the traces associated to the discretization of the

Laplacian. Inside the domain Ω, we take

bh

L := {Lh } − [[Lh ]] ⊗ CLL − CLu [[uh ]],

bh

u := {uh } − [[uh ]]Cuu − CuL [[Lh ]],

where [[Lh ]] := L+ + − − + + − −

h n + Lh n and [[uh ]] := uh ⊗ n + uh ⊗ n , and on its boundary, we take

bh

L := Lh − CLu (uh − uD ) ⊗ n

bh

u := uD .

Now, let us consider the traces associated to the pressure and the discretization of the

divergence-free condition. On the interior faces, we take

pbh := {ph } + Dpp · [[ph ]] + Dpu [[uh,n ]],

b ph := {uh } + Duu [[uh,n ]] + Dup · [[ph ]],

u

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 71

where [[uh,n ]] := u+ + − − + + − −

h · n + uh · n and [[ph ]] := ph n + ph n , and on the boundary,

b ph := uD .

u

In this case, a simple computation gives us that the global energy identity is

b h n − pbh n, uD i∂Ω + (f, uh )Ω ,

ν(Lh , Lh )Ω + Θh = hν L

where

Θh = hCuL [[Lh ]], [[Lh ]]iFhi + hCLu [[uh ]], [[uh ]]iFhi + hCLu (uh − uD ), uh − uD i∂Ω

+ hDup [[ph ]], [[ph ]]iFhi + hDpu [[uh,n ]], [[uh,n ]]iFhi + hDpu (uh − uD ), uh − uD i∂Ω ,

whenever CLL + Cuu = 0 and Dpp + Duu = 0. We see that CuL , CLu , Cup and Cpu stabilize

the method.

Let us use the above global energy identity to obtain the existence and uniqueness of the

approximate solution in the case in which

(i) CuL , Dpu ≥ 0 on Fhi ,

(ii) CLu , Dup > 0 on Fhi ∪ ∂Ω,

(iii) ∇V(K) ⊂ G(K) ∀K ∈ Th ,

(iv) ∇Q(K) ⊂ V(K) ∀K ∈ Th .

Again, we only have to show that, when we set the data f and uD to zero, the only solution

is the trivial one. But in this case, the above energy identity gives that, by (i) and (ii), that

Lh = 0 on Ω, that [[uh ]] = [[ph ]] = 0 on Fhi , and that uh = 0 on ∂Ω. As a consequence, we have

bL

that u i

h = uh on Fh ∪ ∂Ω, and the first equation defining the DG method reads

−(∇uh , G)K = 0

for all G ∈ G(K). By (iii) we can take G := ∇uh and conclude that uh is a constant vector

on the element K. Since uh = u b h on the interelement boundaries, uh is a vector constant on

Ω, and since uh = 0 on ∂Ω, we get that uh = 0 on Ω.

We still need to show that the approximate pressure is zero. Taking into account that the

interelement jumps of ph are zero, the second equation defining the DG method reads

(∇ph , v)K = 0,

for all v ∈ V(K). By property (iv), we can take v := ∇ph to conclude that ph is a constant on

the element K. Since ph is continuous on Ω and has average equal to zero, we conclude that

ph is also zero. This completes the proof.

If we discretize each of the components of the Laplacian by using DG methods for the Laplacian

allowing for an easy elimination of the variable qh , we immediately obtain a DG method for

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72 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

which the velocity gradient Lh can be easily eliminated. As a consequence, we obtain methods

expressed in terms of the velocity uh and the pressure ph only. Examples of these methods

are the very first DG method proposed by Baker et al. (1990, which uses the IP method to

approximate the Laplacian, elementwise solenoidal velocities and a continuous approximation

of the pressure, the methods proposed by Cockburn et al. (2002 (for arbitrarily -shaped

elements) and Schötzau et al. (2003a (for square and cubic elements), which uses the LDG

method, and the method proposed by Girault et al. (2005 (for triangular elements), which

considers both the IP and the Baumann-Oden methods.

The convergence properties of these methods are as follows. When the velocities contain

the piecewise polynomials of degree k and the pressure (and velocity gradient) are piecewise

polynomials of degree k − 1, both the velocity and the pressure converge optimally (in

particular, with order k + 1 and k in L2 -norms) for any k ≥ 1; for Girault et al. (2005 the

estimates hold for p = 1, 2, 3. The p-version of the methods is treated in Schötzau et al. (2003a

where optimal convergence properties are proven.

The DG methods we just considered allow for an easy elimination of the approximation Lh

which gives rise to formulations in terms of uh and ph . Here, we consider DG methods which

b h and the

allow for the elimination of Lh , uh and ph which results in formulations in terms of u

average of the pressure on each element ph only. This new formulation maintains the original

saddle- point structure of the problem for uh and ph , but has remarkably less globally-coupled

degrees of freedom, which provides an efficient implementation of the method. We follow

Cockburn and Shi (2014.

6.3.1. Definition. The HDG methods are obtained as a discrete version of the following

characterization of the exact solution. On the element k ∈ Th , given f |K , the constant p and

the Dirichlet boundary data u b |∂K , we take (L, u, p) to be the solution of the following local

problem:

1

L = ∇u, −ν∇ · L + ∇p = f, ∇ · u = hb

u · nK , 1i∂K in K,

|K|

1

(p, 1)K = p, u b = uD on ∂K,

|K|

Then, the piecewise-constant function p and the single-valued velocity u b is determined as

the solution of the global problem consisting the following transmission, divergence-free and

boundary and average conditions:

[[νL − pId]] = 0 on Fhi , hb

u · nK , 1i∂K = 0 ∀K ∈ Th , b=u

u bD on ∂Ω, (p, 1)Ω = 0.

+ + − − + + − −

Here [[νL − pId]] := ν(L n − L n ) − (p n + p n ), with the obvious notation.

Let us note that the velocity u solving the local problems is not necessarily divergence-free

because we do not want to assume that the Dirichlet data u b |∂K is such that hbu · n, 1iK = 0.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 73

We want these local problems to be solvable for any values of u b |∂K . For this reason, we need

to introduce the second equation in the the definition of the global problem.

To obtain the HDG methods, we solve the local problem on each element K ∈ Th by

using a DG method. We solve the global problem by imposing the transmission, divergence-

free, boundary and beverage conditions weakly. So, for any given arbitrary function u b h |∂K

and constant ph , we define (Lh , uh , ph ) ∈ G(K) × V(K) × Q(K) as the solution of the local

problem for all (G, v, q) ∈ G(K) × V(K) × Q(K),

(Lh , G)K + (uh , ∇ · G)K − hbuh , Gni∂K = 0,

b

ν (Lh , ∇v)K − (ph , ∇ · v)K − hν Lh n − pbh n, vi∂K = (f , v)K ,

−(uh , ∇q)K + hb

uh · n, qi∂K = hbuh · n, qi∂K ,

(ph , 1)K = (ph , 1)K ,

b h n − pbh n := νLh n − ph n − S(uh − u

νL bh) on ∂K.

uh , ph ) in the space M h × Q0h , where,

We take the function (b

M h := {µ ∈ L2 (Fh ) : µ|F ∈ M (F ) ∀ F ∈ Fh },

Q0h 2

:= {q ∈ L (Th ) : q|K is a constant ∀ K ∈ Th },

where the local space M (F ) is a general finite dimensional space, and determine it by requiring

that, for all (µ, q) ∈ M h × Q0h ,

b h n + pbh n, µi∂T \∂Ω = 0,

h−ν L h

uh · n, qi∂Th = 0,

hb

hb

uh , µi∂Ω = hg, µi∂Ω ,

(ph , 1)Ω = 0.

uh , ph ) is data of the local problem but the unknown of the global problem.

Note, again, that (b

We need to solve the global problem in order to get the actual values of (b uh , ph ). However,

we first need to solve the local problems to be able to construct the matrix equations of the

global problem. We show how to do that next.

6.3.2. The problem for (b

problems. On the element K ∈ Th , for any µ ∈ L2 (∂K), we define (Lµ , Uµ , Pµ ) ∈

G(K) × V(K) × Q(K) as the solution, for all (G, v, q) ∈ G(K) × V(K) × Q(K), of the

equations

(Lµ , G)K + (Uµ , ∇ · G)K − hµ, Gni∂K = 0,

b µ n, vi∂K = 0,

b µn − P

ν (Lµ , ∇v)K − (Pµ , ∇ · v)K − hν L

−(Uµ , ∇q)K + hµ · n, qi∂K = hµ · n, qi∂K ,

(Pµ , 1)K = 0,

νL b µ n := νLµ n − Pµ n − S(Uµ − µ)

b µn − P on ∂K.

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74 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Similarly, for any f ∈ L2 (K), we define (Lf , Uf , Pf ) ∈ G(K) × V(K) × Q(K) as the solution,

for all (G, v, q) ∈ G(K) × V(K) × Q(K), the equations

(Lf , G)K + (Uf , ∇ · G)K = 0,

ν (Lf , ∇v)K − (Pf , ∇ · v)K − hν L b f n, vi∂K = (f , v)K ,

b fn − P

−(Uf , ∇q)K = 0,

(Pf , 1)K = 0,

νL b f n := νLf n − Pf n − S(Uf )

bfn − P on ∂K.

(Lh , uh , ph ) = (Lbuh , Ubuh , Pbuh ) + (Lf , Uf , Pf ) + (0, 0, ph ),

where (buh , ph ) is the solution of the global problem. The next result, by Nguyen et al. (2010b,

gives a characterization of this function. Therein, we use the following notation:

M h (g) := {µ ∈ M h : hµ, λi∂Ω = hg, λi∂Ω ∀λ ∈ M h }.

Theorem 5 (Characterization of (b

uh , ph )) Assume that

(i) S|F is symmetric and uniformly positive definite ∀F ∈ Fh ,

(ii) ∇V(K) ⊂ G(K) ∀K ∈ Th ,

(iii) ∇Q(K) ⊂ V(K) ∀K ∈ Th .

uh , ph ) is the element in Mh (uD ) × Q0h satisfying

The function (b

uh , µ) + bh (µ, ph ) =(f, uµ

ah (b h )T h ∀µ ∈ Mh (0),

−bh (b

uh , q) =0 ∀q ∈ Q0h ,

(ph , 1)Ω =0,

b µ n − pbµ n, λi∂T and bh (λ, q) := −hq, λ · ni∂T . Moreover,

where ah (λ, µ) := hν L h h h h

µ µ

ah (λ, µ) = ν (Lλ λ

h , Lh )Th + hS(uh − λ), (uh − µ)i∂Th ,

for all λ, µ in M h , and ah (·, ·) is symmetric and positive definite in M h (0) × M h (0).

This implies that, as claimed, the HDG methods can be easily implemented. Indeed, we see

that the only globally coupled degrees of freedom are those of the approximation of the velocity

b h , and those of the elementwise average of the pressure ph . This global problem can

on Fh , u

be solved by using, for example, the augmented Lagrangian method, see Nguyen et al. (2010b.

Once this global problem is solved, the approximate solution (Lh , uh , ph ) can be easily obtained

in an element-by-element fashion by using the very first identity of this Subsection.

This also implies that we can see u

1

Jh (λ) := ah (λ, λ) − (f, uλ

h )Th ,

2

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 75

can be obtained by dropping the restriction that λ lie on the space D, by requiring that the

approximate velocities be divergence-free on each element and by penalizing their interelement

normal jump. This was originally proposed by Hansbo and Larson (2008 for a DG method

defined by means of an IP discretization. This approach was then applied to a DG method

proposed in Montlaur et al. (2008 which uses globally divergence-free velocities. The resulting

method turned out to be identical to the DG method proposed by Hansbo and Larson (2008.

6.3.3. The numerical traces. Let us give an idea of the explicit form of the numerical traces

of the HDG methods in the simple case in which the stabilization tensor is just a constant

time the identity, that is, S := τ Id where τ is taken to be constant on each face. Then, when

the local spaces are taken in such a way that the transmission condition implies

b h n + pbh n]] = 0

[[−ν L on Fhi ,

a simple computation gives us that the numerical traces must given by the following formulas:

τ + uh + + τ − uh − 1

bh =

u + + [[−νLh + ph Id]],

τ+ + τ− τ + τ−

b h + pbh Id = τ−

−ν L (−νL+ +

h + ph Id)

τ+ + τ−

τ+ τ +τ −

+ + −

(−νL− −

h + ph Id) + + [[uh ]].

τ +τ τ + τ−

Note that for this HDG method, we have that u b Lh = u

b ph = u

b h and so, it is impossible to relate it

to any of the DG methods previously considered. We can, however, compare the stabilization

term which in this case is

X

Θh = b h − pbh Id))nK , uh − u

h((νLh − ph Id) − (ν L b h i∂K

K∈Th

X

= b h ), uh − u

hτ (uh − u b h i∂K

K∈Th

1

=h [[νLh − ph Id]], [[νLh − ph Id]]iFhi

τ++ τ−

τ +τ −

+h + [[uh ]], [[uh ]]iFhi + hτ (uh − uD ), (uh − uD )i∂Ω .

τ + τ−

We thus see that the stabilization of the HDG methods is through the interelement jumps of

uh and those of the normal component of νLh − ph Id.

or polyhedral element K. For the HDG methods with the local spaces

G(K) = Pk (K), V (K) = P k (K), Q(K) = Pk (K), M (F ) = P k (F ).

and the stabilization function S = τ Id, it was proven in Cockburn and Shi (2014 that, when τ

is a positive constant, the order of convergence for the velocity is k+1 but those for the pressure

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76 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

and the velocity gradient are only k + 1/2 (The same orders hold if we take G(K) = ∇P k (K)).

Whenever τ = 1/h, then the order of convergence for the velocity is k + 1 but those for the

pressure and the velocity gradient are only k. The same orders hold if we take G(K) = Pk−1 (K)

and Q(K) = Pk−1 (K). In this case, the orders are optimal.

methods for the Stokes flow in terms superconvergent HDG methods for the model diffusion

problem previously considered. Suppose that the local spaces of the latter methods are

V D (K), W D (K) and M D (F ), and that their stabilization function is τ D . We construct a

superconvergent HDG method as follows.

Denote by Gi (K) the space of all the i-th rows of functions in G(K), and by V i (K) and

M i (F ) the space of the i-th component of functions in V (K) and M (F ), respectively, for

i = 1, . . . , d. Then, we take the local spaces as

S := τ D Id. (8b)

The choice of the space for the pressure Q(K) has to be done in such a way that

d

X

∂j W D (K) ⊂ Q(K) ⊂ ∩dj=1 {vj : v ∈ V D (K) : vi = 0 for i 6= j}. (8c)

j=1

Examples of such methods are displayed in Table 11, taken from Cockburn et al. (2012a. We

display the orders of convergence for mixed methods (τ D = 0) and HDG methods (τ D = 1)

using different elements K. We only show the space for the pressure Q(K); the the other spaces

are explicitly given in Cockburn et al. (2012a. The new approximation of the velocity u∗h on

the element K ∈ Th is defined, see Gastaldi and Nochetto (1989; Stenberg (1988; Stenberg

(1991, as the element of finite dimensional space V ∗ (K) such that

(u∗h , v)K = (uh , v)K ∀ ∈ P 0 (K). (9b)

In the examples in Table 11, it is enough to take V ∗h (K) ⊃ P k+1 (K) for all elements K ∈ Th .

mixed methods has been developed in Cockburn et al. (2016a. Examples of other methods are

the staggered DG method obtained by Kim et al. (2013, which is related to the SFH method,

as pointed out by Chung et al. (2016, and the method proposed by Oikawa (2016, which is

related to the reduced-order HDG method analyzed in Oikawa (2015.

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 77

Q(K) kL − Lh kL2 (Ω) kp − ph kL2 (Ω) ku − u⋆h kL2 (Ω)

K simplex and M (F ) = P k (F )

BDFMk+1 Pk (K) k+1 k+1 k+2

RTk Pk (K) k+1 k+1 k+2

HDGk Pk (K) k+1 k+1 k+2

BDMk Pk (K) k+1 k+1 k+2

k≥2

BDFM[k+1] Pk (K) k+1 k+1 k+2

HDGP[k] Pk (K) k+1 k+1 k+2

BDM[k] Pk (K) k+1 k+1 k+2

k≥2

RT[k] Qk (K) k+1 k+1 k+2

TNT[k] Qk (K) k+1 k+1 k+2

HDGQ [k]

Qk (K) k+1 k+1 k+2

6.4.1. Using H(div, Ω)-conforming velocity spaces. A very simple way to obtain divergence-

free approximate velocities, see Cockburn et al. (2005; Cockburn et al. (2007, is to pick the

velocity space in such a way that

(ii) V(K) ⊂ H(div, Ω),

and set

b h · nK := uh · nK

u on ∂K ∀ K ∈ Th .

Indeed, in the case, the third equation defining the DG method reads, after a simple integration

by parts,

(∇ · uh , q)K = 0

for all q ∈ Q(K). By property (i) and the choice of the normal component of the numerical

trace, this implies that we can take q := ∇ · uh to conclude that ∇ · uh = 0 on the element K.

By property (ii), this implies that uh is a divergence-free function in H(div, Ω).

In Cockburn and Sayas (2014, a new approach was proposed to devising HDG methods with

H(div)-conforming velocity spaces which are also superconvergent. It consists in considering

the superconvergent HDGk method in Table 11 with the following stabilization function

S := ν τn n ⊗ n + ν τt (Id − n ⊗ n),

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78 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

where n is the normal to the faces on ∂Th , and let τn go to infinity. In Cockburn and Sayas

(2014, it was proven that, when τn goes to infinity, we obtain a well defined method with the

very same convergence and superconvegence properties of the original method HDGk .

approach is to postprocess the approximation to obtain the wanted H(div, Ω)-conforming,

divergence-free approximate velocity; see Bastian and Rivière (2003; Cockburn et al. (2005;

A. Ern and Vohralı́k (2007. For example, let us assume that all the elements K are tetrahedra.

Then, on the tetrahedron K ∈ Th , the postprocessed velocity u∗h is defined as the element of

P k (K) such that

h(u∗h − u

b h ) · n, µiF = 0 ∀ µ ∈ Pk−1 (F ),

(∇ × u∗h − wh , (∇ × v) BK )K = 0 ∀ v ∈ S k−1 (K)

where BK is the so-called symmetric bubble matrix introduced in Cockburn et al. (2010b,

namely,

X3

BK := λℓ−3 λℓ−2 λℓ−1 ∇λℓ ⊗ ∇λℓ ,

ℓ=0

Pk−1 with the tetrahedron K, the subindices

being counted modulo 4. Finally, S k−1 (K) := ℓ=1 S ℓ (K) where S ℓ is the space of vector-

valued homogeneous polynomials v of degree ℓ such that v · x = 0, see Nédélec (1980; Nédélec

(1986.

The fact that u∗h is well defined follows from the projection of the so-called BDM method. The

fact that u∗h lies in H(div, Ω) is a consequence of the first equation defining the postprocessing

and from the fact that u b h is single valued. Finally, the fact that the divergence of u∗h is zero

follows from the third equation defining the approximation. Indeed, we have, for all Q ∈ Q(K),

(∇ · u∗h , q)K = − (u∗h , ∇q)K + hu∗h · nK , qi∂K

= − (uh , ∇q)K + hbuh · nK , qi∂K

= 0.

It is not difficult to show that this new approximation to the velocity has the same convergence

properties than the original approximation, that is,

ku − u∗h kL2 (Ω) ≤ C hk+1 ,

when the exact solution is smooth enough and whenever k ≥ 1.

postprocessing was introduced in Cockburn et al. (2011 and, in three-space dimensions, is

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 79

defined as follows. On the tetrahedron K ∈ Th , u∗h is defined as the element of P k+1 (K) such

that

h(u∗h − u

b h ) · n, µiF = 0 ∀ µ ∈ Pk (F ), (10a)

h(n × ∇)(u∗h · n) − n × ({Lth }n), (n × ∇)µiF = 0 ∀ µ ∈ Pk+1 (F ) ,⊥

(10b)

for all faces F of K, and such that

(u∗h − uh , ∇w)K = 0 ∀ w ∈ Pk (K), (10c)

(∇ × u∗h − wh , (∇ × v) BK )K = 0 ∀ v ∈ S k (K). (10d)

Here

Pk+1 (F )⊥ := {µ ∈ Pk+1 (F ) : hµ, µ

eiF = 0, ∀e

µ ∈ Pk (F )},

the operator n×∇ is the tangential gradient and the function {Lth } is the single-valued function

on Eh equal to ((Lth )+ + (Lth )− )/2 on the set Eh \ ∂Ω and equal to Lth on ∂Ω. Moreover,

wh := (L32 h − L23 h , L13 h − L31 h , L21 h − L12 h )

is the approximation to the vorticity. This elementwise post-processing has many properties

we gather in the following result.

The fact that u∗h is well defined and that it is a divergence-free function in H(div, Ω) can be

proven exactly as in the previous case. In Cockburn et al. (2011, it has been shown that we

also have

ku − u∗h kL2 (Ω) ≤ C hk+2 ,

when the exact solution is smooth enough and whenever k ≥ 1.

6.4.4. Using H(div, Ω)-conforming divergence-free velocity spaces. It is very well known that

the construction of finite dimensional spaces of divergence-free velocities functions is, in

practice, impossible due to the many inter-element continuity constraints that need to be

imposed; see Thomasset (1981; Hecht (1981; Scott and Vogelius (1985. This difficulty can

completely be bypassed by a simple technique called hybridization. Roughly speaking, it

consists two steps. In the first step, we remove the continuity constraints of the interelement

normal component of the space of velocities. In this way, the new space of velocities is

completely discontinuous across elements. In the second step, we restore the above interelement

constraints, but only for the approximation of the velocity. In this manner, only locally

divergence-free approximations need to be constructed. The technique was introduced in

Carrero et al. (2006 for DG methods and then in Cockburn and Gopalakrishnan (2005a;

Cockburn and Gopalakrishnan (2005b for a classical mixed method. See also the reviews

Cockburn and Gopalakrishnan (2005c; Cockburn (2009. This hybridization technique coincides

with the way in which the HDG methods are devised. Thus, HDG methods using divergence-

free, globally divergence-free velocities are very easy to define.

6.5. Extensions

we could have used others using, for example, the symmetric gradient of the velocity or the

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80 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

vorticity instead of the velocity gradient. Numerical experiments carried out in Nguyen et al.

(2010a for the HDG method show that the formulation using the velocity gradient is superior

to that of the symmetric gradient which in turn is better than that of the vorticity; see

also Cockburn and Cui (2012a; Cockburn and Cui (2012b. The use of the velocity gradient

formulation does not allow in a natural way the imposition of the normal stress as a boundary

condition. This problem has been partially addressed in Nguyen et al. (2011, but although the

optimal convergence of all the variables was retained, the superconvergence of the velocity is

lost.

In defining the HDG methods, we have used as data of the local problems the velocity at the

boundary and the average on the pressure in the element. However, this is certainly not the

only way to define the local problems. For example, an HDG method based on the vorticty

formulation was studied in Cockburn and Gopalakrishnan (2009. The very same method can

be obtained in four different ways according to what are the data of the local problems. Each

of these ways can be thought as a different way of implementing the method.

7. Convection-dominated Problems

In this section, we consider the application of the DG method to various problems in fluid

dynamics in which convection plays a dominant role. We start with the convection-diffusion

and the shallow water equations. We then consider the equations of incompressible and

compressible fluid flow. To obtain the DG methods, we simply have to combine the DG

discretization techniques for the equations for the corresponding purely hyperbolic problems

with those of the purely elliptic equations. Since the discretizations are straightforward, we

only discuss important features of the discretization not previously considered.

In this section, we consider the LDG methods for the following convection-diffusion model

problem

ut + ∇ · ( f(u) − a(u)∇u) = 0 in Ω × (0, T )

u(x, 0) = u0 (x) ∀x ∈ Ω

To define a DG method, we first notice that, since the matrix a(u) is assumed to be symmetric

and semipositive definite, there exists a symmetric matrix b(u) such that a = b2 . This allows

us to introduce the auxiliary variable q = b ∇u, and rewrite the model problem as follows:

ut + ∇ · f (u) − ∇ · (b(u)q) = 0 in Ω × (0, T )

qi = ∇ · gi (u) in Ω × (0, T ), 1 ≤ i ≤ N

u(x, 0) = u0 (x) ∀ x ∈ Ω

where

R u qi is the i−th component of the vector q, and gi (u) is the vector whose jth component

is bji (s)ds. A DG method is now obtained in a most straightforward way. For details, see

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 81

Let us give a computational result of the application of the LDG method to the two-

dimensional flow and transport in shallow water from the paper by Aizinger and Dawson

(2003; see also Dawson and Proft (2002; Dawson and Proft (2003; Dawson and Proft (2004.

The system of shallow water equations can be written as

ct + ∇ · (A + (D∇)c) = h(c)

where ct = (ξ, u, v); here, ξ is the deflection of the air-water interface from the mean sea level,

and (u, v) is the depth-averaged horizontal velocity. For details about the remaining terms, see

Aizinger and Dawson (2003. What is relevant for our purposes is that the above is a nonlinear

convection-diffusion-reaction equation which can be easily discretized by the LDG method.

In Figure 33, we see a mesh (top) of 14 269 triangles, highly graded towards the coast, and

the function ξ (bottom) computed for a high inflow of 35 000 m3 s−1 for the Mississippi River;

an open sea boundary condition is assumed. In comparison with the no-inflow situation (not

shown here), the elevation increases about half a foot near the lower Louisiana coast.

A posteriori error estimates have been obtained, for example, by Baccouch and Adjerid

(2015. Error estimates of LDG methods using implicit-explicit time-marching schemes was

carried out by Wang et al. (2015; Wang et al. (2016.

straightforward. For details, see Cockburn et al. (2009a and Nguyen et al. (2009a, where

linear convection was considered, and Nguyen et al. (2009b, where nonlinear convection

was treated. When the diffusion dominates, the convergence properties of the methods are

those of the purely diffusive case whereas when the convection dominates. In particular, the

superconvergence of scalar variable can be recovered. When convection dominates, the method

behaves like the original DG method as shown by Fu et al. (2015. See also Egger and Schöberl

(2010, where a mixed method is used to approximate the second-order elliptic term. An space-

time HDG method for the advection-diffusion equation on moving and deforming meshes was

proposed by Rhebergen and Cockburn (2013.

Next, let us consider the Oseen equations of incompressible fluid flow, namely,

−ν∆u + (w · ∇)u + γ u + ∇p = f in Ω

∇·u = 0 in Ω

u = g on Γ

where u is the velocity, p the pressure, f ∈ L2 (Ω)2 a prescribed external body force, ν > 0

the kinematic viscosity, w a convective velocity field and γ a given scalar function. As usual,

we take Ω to be a bounded domain of R2 with boundary Γ = ∂Ω, and the Dirichlet datum

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82 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Mississippi

Land

Y 3.0 × 10+06

Open sea

2.5 × 10+06 Land

Open sea

Land

2.0 × 10+06

0.0 × 10+00 5.0 × 10+05 1.0 × 10+06

(a) X

ETA

3.5 × 10+06 0.25

0.225

0.2

0.175

0.15

0.125

0.1

0.075

0.05

3.0 × 10+06 0.025

0

−0.025

−0.05

Y

2.5 × 10+06

2.0 × 10+06

0.0 × 10+00 5.0 × 10+05 1.0 × 10+06

(b) X

Figure 33. Gulf of Mexico mesh (a) and surface elevation for high inflow of the Mississippi river (b).

(From Aizinger V and Dawson CN. A Discontinuous Galerkin Method for Two-Dimensional Flow and

Transport in Shallow Water. Technical Report 03-16, TICAM, 2003.)

R

g ∈ H 1/2 (Γ)2 to satisfy the compatibility condition Γ

g · nds = 0, where n denotes the unit

outward normal vector to Γ. We also assume that

γ(x) − 12 ∇ · w(x) =: γ0 (x) ≥ 0, x∈Ω (11)

1 2 2

This condition guarantees the existence and uniqueness of a solution (u,

R p) ∈ Hg (Ω) × L0 (Ω)

1 2 1 2 2 2

where Hg (Ω) := {u ∈ H (Ω) : u|Γ = g} and L0 (Ω) := {p ∈ L (Ω) : Ω pdx = 0}.

In Figure 34, we display the norms of the error in the velocity and the pressure for the

LDG method as a function of the mesh size for several Reynolds numbers for the so-called

Kovasznay flow. Bi-quadratic approximations on squares are used. The norms are scaled with

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 83

1e+ 01

1e+ 00

1e− 01

ν1/2||eu||L2 1e− 02

1e− 03

Re = 1

Re = 2

1e− 04 Re = 5

Re = 10

Re = 20

1e− 05 Re = 50

Re = 100

1e− 06 Re = 200

Re = 500

Re = 1000

1e− 07

2 3 4 5 6 7

Refinement level

1e+ 02

1e+ 01

1e+ 00

1e− 01

1e− 02

ν−1/2||ep||L2

1e− 03 Re = 1

Re = 2

Re = 5

1e− 04 Re = 10

Re = 20

1e− 05 Re = 50

Re = 100

1e− 06 Re = 200

Re = 500

Re = 1000

1e− 07

2 3 4 5 6 7

Refinement level

Figure 34. Scaled L2 -errors in u and p with bilinear approximations for different Reynolds numbers.

(From Cockburn B, Kanschat G and Schötzau D. Local discontinuous Galerkin methods for the Oseen

equations. Math. Comput. 2004; 73:569-593.)

the appropriate powers of ν so as the make all the quantities dimensionally equivalent - see

Cockburn et al. (2004 for details. We can see that the convergence of the above errors is not

altered as the Reynolds number varies from 1 to 1000 which confirms the expected robustness

of the LDG method with respect to an increase in the strength of the convection.

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84 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

L − ∇u = 0 in Ω,

−ν∇ · L + ∇ · (u ⊗ u) + ∇p = f in Ω,

∇·u=0 in Ω,

(p, 1)Ω = 0,

u = uD on ∂Ω,

where huD · n, 1i∂Ω = 0. Since the only difference with the Oseen equations is the nonlinear

convective term, we restrict our discussion to the DG discretization of such a term. The

emphasis will be placed on how to obtain (provable) H1 -bounded DG methods which are also

locally conservative.

(1968, see also Témam (1979, proposed a way to discretize the nonlinear convective term

of the Navier-Stokes equations, ∇ · (u ⊗ u). It consists in replacing the convective nonlinear

term by the term

1

∇ · (u ⊗ u) − (∇ · u) u.

2

This approach became the approach of choice in the finite element literature because it allowed

to obtain the H 1 -boundedness of the approximate velocity without requiring that it be exactly

divergence free. The first DG method for the Navier-Stokes equations proposed by Karakashian

and Jureidini (1998, which also uses divergence-free polynomial approximations of the velocity

inside each element, and the method proposed by Girault et al. (2005 use this classic approach.

The only drawback is that, unlike all other DG methods, these methods cannot achieve local

conservativity because the above nonlinear term does not have divergence form.

As pointed out by Cockburn et al. (2005, this difficulty can be overcome by simply replacing

the pressure p by the new unknown P := p − 12 |u|2 . Indeed, in this case the nonlinear term,

namely,

1

∇ · (u ⊗ u) + ∇|u|2

2

is in divergence form. Hence, locally conservative (and H1 -bounded) DG methods can be

obtained. The drawback is, however, that the new unknown P does not have a clear physical

interpretation.

Yet another possibility to achieve H1 -boundedness and local conservativity is to rewrite the

Navier-Stokes equations as the Oseen problem

−ν∆u + (w · ∇) u + ∇p = f in Ω,

∇·u=0 in Ω,

u=0 on Γ,

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DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 85

where w = u. It is known that, for f small enough, the sequence sequence {un }n∈N , where

un+1 is the solution of the above Oseen problem with w = un . The limit is thus a solution of

the Navier-Stokes equations. Thus, at the discrete level, the idea is to use an approximation

for u and another for w which should be globally divergence free. This can be achieved by an

elementwise postprocessing as pointed out in the previous section. The resulting method is

both H1 -bounded and local conservative.

method for the Stokes system with an approximation of the nonlinear convective terms. The

corresponding convergence properties are usually identical. Recall that to define a DG method

for the Stokes system, it is enough to choose a DG method for a scalar second-order elliptic

problem (to discretize the terms associated to the viscosity) and to choose to weakly or strongly

impose the divergence-free condition. Let us give some examples:

• The DG method by Karakashian and Jureidini (1998; Karakashian and Katsaounis (2000

extend the IP method DG method by Baker et al. (1990 using locally divergence-free velocities.

It approximates the nonlinear terms by using Témam’s approach. Similarly, the main DG

method proposed by Girault et al. (2005 extends the IP method and also approximates the

nonlinear terms by using Témam’s approach.

• The method by Crivellini et al. (2013 is an extension of the DG method by Bassi et al.

(2006.

• The hybrid method by Montlaur et al. (2010 extends the hybrid method by Montlaur et al.

(2008; since it uses exactly divergence-free velocities, it can discretize directly the nonlinear

term ∇ · (u ⊗ u).

• The LDG methods by Cockburn et al. (2005; Cockburn et al. (2007; Cockburn et al. (2009d

extend the LDG methods by Cockburn et al. (2002 and use the last of the above-mentioned

approaches to discretize the nonlinearity. Similarly, the LDG method by Schötzau et al. (2003a

extends the LDG method in Schötzau et al. (2003b.

• The so-called Galerkin interface stabilisation (GIS) method Labeur and Wells (2007;

Labeur and Wells (2012 does not quite fit the general form of the HDG methods considered

here. It is is, in part, an extension of the multiscale DG method by Bochev et al. (2006;

Hughes et al. (2006; Buffa et al. (2006. It approximates the nonlinear convective term by

directly discretizing the term

∇ · (u ⊗ u) − (1 − χ)(∇ · u) u,

where χ ∈ [0, 1]. Interestingly enough, the method is actually H1 -bounded even though its

approximate velocities are not exactly divergence free. If the trace spaces are continuous, the

numerical traces of the method are no longer single-valued, as is typical of the multiscale DG

method.

• The superconvergent HDG method by Nguyen et al. (2010c; Nguyen et al. (2011 extends

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86 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

the superconvergent HDG method for Stokes by Nguyen et al. (2010b also by using last of the

above-mentioned approaches to discretize the nonlinearity. (An HDG method was proposed

and analyzed by Cesmelioglu et al. (2013.) Space-time HDG methods were considered in

Rhebergen and Cockburn (2012; Rhebergen et al. (2013.

• The HDG method by Lehrenfeld and Schöberl (2015 extends the method using the

Lehrenfeld-Schöberl stabilization function introduced by Lehrenfeld (2010; since it uses exactly

divergence-free velocities, it can discretize directly the nonlinear term ∇ · (u ⊗ u).

• The staggered DG method by Cheung et al. (2015 extends the corresponding method for

the Stokes system by Kim et al. (2013. It employs an exactly divergence-free approximation

of the velocity but its discretization of the nonlinear convection does not quite fit our general

framework.

̺t + (̺ vj ),j =0

(̺ vi )t + (̺ vi vj − σij ),j = fi

(̺ e)t + (̺ e vj − σij vi + qi ),j = fi v i

where ̺ is the density, v the velocity, e the internal energy, and f the external body forces.

The viscous stress σ and the heat flux q are given by

σij = (−p + λ vi,i ) δij + µ (vi,j + vj,i )

qi = −κ T,i

where p is the pressure and T the temperature.

q − ∇u = 0 in Ω × (0, T ),

∂t u + ∇ · (F(u) + G(u, q)) = 0 in Ω × (0, T ),

where G(u, q) are the viscous fluxes. We then can use a space-time, or a semidiscrete DG

discretization of these equations by properly choosing the convective fluxes and the viscous

fluxes as sketched in the previous sections. A suitable time-marching scheme has then to be

applied to the semidiscretization. For example, see the high-order accurate implicit Runge-

Kutta methods in Montlaur et al. (2011.

7.4.1. Examples of DG methods. There are many DG methods for the compressible Navier-

Stokes equations. Let us mention a few to give an idea.

The first DG method for the compressible Navier-Stokes equations was proposed by Bassi

and Rebay (1997a. Based on the work by Bassi and Rebay (1997a and by Cockburn and

Encyclopedia of Computational Mechanics. Edited by Erwin Stein, René de Borst and Thomas J.R. Hughes.

c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 87

Shu (1998a, a DG method for the compressible Navier-Stokes equations was proposed by

Lomtev and Karniadakis (1999. A DG method based on the IP discretization of the second-

order operators was proposed by Hartmann and Houston (2002b. A space-Time Discontinuous

Galerkin method for the compressible Navier-Stokes were proposed by Klaij et al. (2006. The

compact discontinuous Galerkin method Peraire and Persson (2008 has also been applied to

compressible viscous flows Persson and Peraire (2008 and turbulent flows Nguyen et al. (2007.

More recently, an HDG methods was developed by Peraire et al. (2010. Its EDG version

was explored in Nguyen et al. (2015. A hybrid mixed method for the compressible Navier-

Stokes equations was proposed by Schütz and May (2013. Adjoint-based error estimation and

mesh adaptation using HDG methods were explored by Woopen et al. (2014. A high-order

discontinuous Galerkin discretization with multiwavelet-based grid adaptation for compressible

flows was explored by Gerhard et al. (2015.

For time-marching methods for DG methods for compressible flow, see Nigro et al. (2014a;

Nigro et al. (2014b; Bassi et al. (2015. For implicit high-order DG methods DNS and implicit

LES of turbulent flows see Bassi et al. (2016.

Domain decomposition preconditioners have been explored by Giani and Houston (2014.

And p-multigrid discontinuous Galerkin solver in Ghidoni et al. (2014.

7.4.2. Some numerical examples. We present some numerical experiments obtained by using

the LDG method developed by Lomtev and Karniadakis (1999. We present some numerical

results for the compressible Navier-Stokes equations, In Figure 35, we show a steady state

calculation of the laminar Mach 0.8 flow around a NACA 0012 airfoil with Reynolds number

73. No limiter was applied.

Another example is a time-dependent computation of the flow around a cylinder in two space

dimensions. The Reynolds number is 10 000 and the Mach number 0.2. In Figure 36, we see

the detail of a mesh of 680 triangles (with curved sides fitting the cylinder) and polynomials

whose degree could vary from element to element; the maximum degree was 5. Note how the

method is able to capture the shear layer instability observed experimentally.

We end by presenting the application of the HDG method by Peraire et al. (2010 to the

Reynolds-averaged Navier-Stokes equations, see Spalart and Allmaras (1994, in Figure 7.4.2.

We also show its application to the Euler equations in Figure 7.4.2.

Most of the material in this article has been taken from the monograph by Cockburn (1999,

from the reviews by Cockburn and Shu (2001; Cockburn (2003; Cockburn and Shi (2014 and

from the short essay by Cockburn (2015. The references do not pretend to be exhaustive.

Encyclopedia of Computational Mechanics. Edited by Erwin Stein, René de Borst and Thomas J.R. Hughes.

c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

88 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

1

Cp

(a) X /C

0.5

Cf

−0.5

0 0.2 0.4 0.6 0.8 1

(b) X /C

Figure 35. Pressure (a) and drag (b) coefficient distributions. The squares were obtained by using

polynomials of degree 3 by Bassi F and Rebay S. A high-order accurate discontinuous finite element

method for the numerical solution of the compressible Navier-Stokes equations. J. Comput. Phys.

1997a; 131:267-279; and the crosses by using polynomials of degree 6 by Lomtev I and Karniadakis GE.

A discontinuous Galerkin method for the Navier-Stokes equations. Int. J. Numer. Methods Fluids 1999;

29:587-603.

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c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 89

0.8

0.6

0.4

0.2

0

y

−0.2

−0.4

−0.6

−0.8

−0.5 0 0.5 1

(a) x

0.8

0.6

0.4

0.2

y

−0.2

−0.4

−0.6

−0.8

−0.5 0 0.5 1

(b) x

Figure 36. Flow around a cylinder with Reynolds number 10 000 and Mach number 0.2. Detail of the

mesh (a) and density (b) around the cylinder. (From Lomtev I and Karniadakis GE. A discontinuous

Galerkin method for the Navier-Stokes equations. Int. J. Numer. Methods Fluids 1999; 29:587-603.)

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c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

90 ENCYCLOPEDIA OF COMPUTATIONAL MECHANICS

Figure 37. Reynolds-averaged Navier-Stokes equations over the NACA 0012 airfoil at Mach number

0.3, Reynolds number 1.85 millions, and 0 angle of attack. Mach number contour plot provided by the

HDG method with k = 4. Courtesy of Ngoc-Cuong Nguyen.

Figure 38. Euler equations over the Trefftz airfoil at Mach number 0.2 and 0 angle of attack. Pressure

contour plot provided by the EDG method with k = 4. Courtesy of Ngoc-Cuong Nguyen.

Encyclopedia of Computational Mechanics. Edited by Erwin Stein, René de Borst and Thomas J.R. Hughes.

c John Wiley & Sons, Ltd. ISBN: 0-470-84699-2

DISCONTINUOUS GALERKIN METHODS FOR COMPUTATIONAL FLUID DYNAMICS 91

For a history of the development of DG methods up to 1999, see Cockburn et al. (2000.

For a theory of DG methods for Friedrichs’ systems, see Ern and Guermond (2006a; Ern

and Guermond (2006b; Ern and Guermond (2008; see also a systematic way of picking the

corresponding numerical traces by Bui-Thanh (2015. See also the reviews by Cheng and Shu

(2013; Shu (2014 and the monograph by Shu (2009. For books on DG methods, see Di-Pietro

and Ern (2012, Hesthaven and Warburton (2008, Kanschat (2008, Li (2006, and Rivière (2008.

9. Related Chapters

(See also Finite Element Methods, Finite Volume Methods: Foundation and Analysis;

Multiscale and Stabilized Methods)

Acknowledgments

The author would like to thank Thomas Hughes for the kind invitation to write this paper.

Concerning the first edition, the author would like to thank the many colleagues that provided

most of the figures in this paper: Francesco Bassi, Paul Castillo, Nicolas Chauvegeon, Clint

Dawson, Paul Houston, Igor Lomtev, Guido Kanschat, George Karniadakis, Manoj Prasad,

Stefano Rebay, Chi-Wang Shu, Jaap van der Vegt and Harmen van der Ven. Thanks are also

due to Paul Houston for a careful reading of the paper. Finally, the author would like to thank

Clint Dawson, Guido Kanschat, Paul Houston, Dominik Schötzau and Harmen van der Ven

for useful feedback on the first version of the manuscript. Concerning the second edition, the

author would like to thank Ngoc-Cuong Nguyen, Jiguang Shen, Chi-Wang Shu and Xiongxiang

Zhang for providing new figures, and to Mauricio Flores, Ilaria Perugia and Jennifer Ryan for

providing bibliographic material.

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Static condensation, hybridization, and the

devising of the HDG methods

Bernardo Cockburn

Abstract In this paper, we review and refine the main ideas for devising the so-called

hybridizable discontinuous Galerkin (HDG) methods; we do that in the framework

of steady-state diffusion problems. We begin by revisiting the classic techniques of

static condensation of continuous finite element methods and that of hybridization

of mixed methods, and show that they can be reinterpreted as discrete versions of

a characterization of the associated exact solution in terms of solutions of Dirich-

let boundary-value problems on each element of the mesh which are then patched

together by transmission conditions across interelement boundaries. We then define

the HDG methods associated to this characterization as those using discontinuous

Galerkin (DG) methods to approximate the local Dirichlet boundary-value prob-

lems, and using weak impositions of the transmission conditions. We give simple

conditions guaranteeing the existence and uniqueness of their approximate solu-

tions, and show that, by their very construction, the HDG methods are amenable to

static condensation. We do this assuming that the diffusivity tensor can be inverted;

we also briefly discuss the case in which it cannot. We then show how a differ-

ent characterization of the exact solution, gives rise to a different way of statically

condensing an already known HDG method. We devote the rest of the paper to es-

tablishing bridges between the HDG methods and other methods (the old DG meth-

ods, the mixed methods, the staggered DG method and the so-called Weak Galerkin

method) and to describing recent efforts for the construction of HDG methods (one

for systematically obtaining superconvergent methods and another, quite different,

which gives rise to optimally convergent methods). We end by providing a few bib-

liographical notes and by briefly describing ongoing work.

Bernardo Cockburn

School of Mathematics, University of Minnesota, e-mail: cockburn@math.umn.edu

Submitted on June 30, 2015. To appear in Building Bridges: Connections and Challenges in

Modern Approaches to Numerical Partial Differential Equations, G.R.Barrenechea, F.Brezzi,

A.Cagniani and E.H.Georgulis, eds., Lecture Notes in Computational Science and Engineer-

ing 114, pages 129-177.

The LMS Durham Symposia (of the same title) was funded by the London Mathematical Society

and took place at Durham, U.K., on July 7–16, 2014.

1

2 Bernardo Cockburn

1 Introduction

In this paper, we give a short introduction to the devising of the hybridizable dis-

continuous Galerkin (HDG) in the framework of the following steady-state diffusion

model problem:

c q + ∇u = 0 in Ω ⊂ Rd , (1a)

∇·q = f in Ω , (1b)

u = uD on ∂ Ω . (1c)

We assume that the data c , f and uD are smooth functions such that the solution itself

is smooth. Here c is a matrix-valued function which is symmetric and uniformly

positive definite on Ω . We are going to closely follow [24], where the HDG methods

were introduced.

Since the HDG methods are discontinuous Galerkin (DG) methods, [40], we

begin by defining the DG methods for the above boundary-value problem; we follow

[3]. Let us first discretize the domain Ω . We denote a triangulation of the domain

Ω by Ωh := {K} and set ∂ Ωh := {∂ K : K ∈ Ωh }. The outward unit normal to the

element K is denoted by n. The set of faces of the element K is denoted by F(K).

An interior face F of the triangulation Ωh is any set of the form ∂ K + ∩ ∂ K − , where

K ± are elements of Ωh ; we assume that the (d − 1)-Lebesgue measure of F is not

zero. The set of all interior faces is denoted by Fhi . Similarly, a boundary face F of

the triangulation Ωh is any set of the form ∂ K ∩ ∂ Ω , where K are elements of Ωh ;

again, we assume that the (d − 1) Lebesgue measure of F is not zero. The set of

all boundary faces is denoted by Fh∂ . The set of interior and boundary faces of the

triangulation is denoted by Fh .

The notation associated to the weak formulation of the method is the following.

We set

(·, ·)Ωh := ∑ (·, ·)K and h·, ·i∂ Ωh := ∑ h·, ·i∂ K ,

K∈Ωh K∈Ωh

where (·, ·)K denotes the standard L2 (K)-inner product, and h·, ·i∂ K denotes the stan-

dard L2 (∂ K)-inner product.

We can now introduce the general form of a DG method. The approximate solu-

tion (qh , uh ) given by a DG method is the element of the space Vh ×Wh , where

Vh := {v ∈ L2 (Ω ) :v|K ∈ V(K) ∀K ∈ Ωh },

Wh := {w ∈ L2 (Ω ) :w|K ∈ W (K) ∀K ∈ Ωh }.

uh , v · ni∂ Ωh = 0,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ,

Static condensation, hybridization, and the devising of the HDG methods 3

for all (v, w) ∈ Vh ×Wh , where the numerical traces ubh and q bh · n are approximations

to u|∂ Ωh and q · n|∂ Ωh , respectively. The finite dimensional space Vh ×Wh is chosen

so that all the integrals in the above weak formulation are well defined.

It remains to discuss how to choose the numerical traces. To do that, let us begin

by introducing some useful notation. The traces of the functions ζ and z defined

on K ± ∈ Ωh on the boundary ∂ K ± are denoted by ζ ± and z± , respectively. We use

the same notation if the functions ζ and z are defined on ∂ Ωh . Thus, we define the

jumps of ζ and z across the interior face F = ∂ K + ∩ ∂ K − by

simply write

with the obvious notation. We say that the numerical traces are single-valued if, on

Fhi , [[b

uh ]] = 0 and [[b

qh ]] = 0.

Slightly extending what was done in [3], the numerical traces ubh and (the nor-

mal component of) q bh are linear mappings ubh : H1 (Ωh ) × H 1 (Ωh ) → L2 (∂ Ωh )

bh : H (Ωh ) × H (Ωh ) → L2 (∂ Ωh ) which approximate the traces of u and (the nor-

q 1 1

consistent. We say that they are consistent if

q

whenever [[a∇v]] = 0 and [[v]] = 0 on the interior faces Fhi . Here a := c −1 . This

completes the description of the DG methods.

The HDG methods are the DG methods just described which are amenable to

static condensation. They are thus efficiently implementable and turn out to be more

accurate than its predecessors in many instances. None of them fit in the unify-

ing framework developed in [3], since the numerical trace ubh of the HDG methods

depends on the approximate flux too. The family of DG methods analyzed in [4]

includes some HDG methods.

The paper is organized as follows. In section 2, we show that the classic tech-

niques of static condensation of continuous finite element methods and that of hy-

bridization of mixed methods, introduced back in 1965 in [56] and [53], respec-

tively, can be reinterpreted as discrete versions of a characterization of the asso-

ciated exact solution expressed in terms of solutions of Dirichlet boundary-value

problems on each element of the mesh patched together by transmission conditions

across interelement boundaries. In section 3, we use this reinterpretation to define

the HDG methods associated to this characterization as those using discontinuous

Galerkin (DG) methods to approximate the local Dirichlet boundary-value prob-

lems, and using weak impositions of the transmission conditions. We show that, by

construction, the global problem of these HDG methods only involves the approx-

imation to the trace of the scalar variable on the faces of the triangulation. We do

4 Bernardo Cockburn

this assuming that the diffusivity tensor a is invertible; in section 4, we show that it

is trivial to treat the case in which it is not. In section 5, we show that a new char-

acterization of the exact solution, based on the elementwise solution of Neumann

boundary-value problems, can be used to produce a different type of static conden-

sation of already known HDG methods. In section 6, we establish bridges between

the HDG and several other methods and comment on two promising ways of de-

vising new HDG methods. We end by providing a few bibliographical notes and by

briefly describing ongoing work.

for partial differential equations should be able to read this paper. An elementary

background in finite element methods should be enough since here we focus on the

ideas guiding the devising of the methods rather than in their rigorous error analyses.

The material of these notes is strongly related to the one presented at the Durham

Symposium entitled ”Building bridges: Connections and challenges in modern ap-

proaches to numerical partial differential equations” at Durham, U.K., July 8-16,

2014, sponsored by the London Mathematical Society, and EPSRC. I would like

to express my gratitude to the organizers, especially to G.R. Barrenechea and E.

Georgoulis, for the invitation to talk about HDG methods at that meeting.

These notes have evolved from several short courses the author has given: at

the Basque Center of Applied Mathematics, Bilbao, Spain, July 9–17, 2009; at the

University of Pavia, May 28–June 1, 2012; at the Department of Mathematics &

Statistics of the King Fahad University of Petroleum and Minerals, Dec. 2012; at

the International Center for Numerical Methods in Engineering, and Universidad

Polytecnica de Catalunya, Barcelona, Spain, July 11–15, 2012; at the US National

Conference on Computational Mechanics 12, Raleigh, North Carolina, July 22–25,

2013; and at the Department of Mathematics of the Chinese University of Hong

Kong, March 19–21, 2014.

Here we argue that the static condensation of the continuous Galerkin method, an

implementation technique introduced by R.J. Guyan 1965 in [56], can be reinter-

preted as a discrete version of a characterization of the exact solution. We also ar-

gue that a similar interpretation can be given to the static condensation of a mixed

method as proposed by Fraejis de Veubeque also in 1965 [53], who showed that this

can be achieved provided the mixed method is hybridized first. Although the above-

mentioned procedures were carried out in the setting of linear elasticity, we present

them for our simpler model problem of steady-state diffusion (1).

Static condensation, hybridization, and the devising of the HDG methods 5

in terms of solutions of local problems patched together by means of transmission

and boundary conditions. We then show how the original static condensation of

the continuous Galerkin method and that of a mixed method can be thought of as

discrete versions of such characterization.

exact solution in terms of solutions on each of the elements K ∈ Ωh , and a single

global problem expressed in terms of transmission and boundary conditions.

Suppose that, for each element K ∈ Ωh , we define (Q, U) as the solution of the

local problem

c Q + ∇U = 0 in K,

∇·Q = f in K,

U = ub on ∂ K,

where we want the single-valued function ub to be such that (Q, U) = (q, u) on each

element K ∈ Ωh . We know that this happens if and only if ub enforces the following

transmission and boundary conditions:

[[Q]] = 0 on F ∈ Fhi ,

ub = uD on F ∈ Fh∂ .

If we now separate the influence of ub form that of f , we can easily see that we

obtained the following result.

c Qub + ∇Uub = 0 in K, c Q f + ∇U f = 0 in K,

∇ · Qub = 0 in K, ∇·Qf = f in K,

Uub = ub on ∂ K, Uf = 0 on ∂ K,

6 Bernardo Cockburn

ub = uD if F ∈ Fh∂ .

2.1.2 An example

Let us illustrate this result with a simple but revealing case. Take Ω := (0, 1) with

K = (xi−1 , xi ) for i = 1, . . . , N where x0 = 0 and xN = 1. For simplicity, we take c to

be a constant. We then have that

where, for i = 1, . . . , N, the functions (Qub, Uub) and (Q f , U f ) are the solutions of the

local problem

d d

c Qub + U =0 in (xi−1 , xi ), cQf + Uf = 0 in (xi−1 , xi ),

dx ub dx

d d

Q =0 in (xi−1 , xi ), Q =f in (xi−1 , xi ),

dx ub dx f

Uub = ub on {xi−1 , xi }, Uf = 0 on {xi−1 , xi }.

Note that we still do not know the actual values of the function ub : {xi }Ni=0 7→ R,

but once we obtain them, we can readily get the exact solution (q, u). To find those

values, we only have to solve the global problem

ub(xi ) = uD (xi ) for i = 0, N.

Now, let us solve the local problems and then find the global problem. A simple

computation gives that the solutions of the local problems are

Z xi

ubi − ubi−1

Qub(x) = − , Q f (x) = −c −1 Gix (x, s) f (s) ds,

c hi xi−1

Z xi

Uub(x) = ϕi (x) ubi + ϕi−1 (x) ubi−1 , U f (x) = Gi (x, s) f (s) ds,

xi−1

where hi := xi − xi−1 and Gi is the Green’s function of the second local problem,

namely, (

i c hi ϕi (s) ϕi−1 (x) if xi−1 ≤ s ≤ x,

G (x, s) :=

c hi ϕi (x) ϕi−1 (s) if x ≤ s ≤ xi .

where (

(s − xi−1 )/hi if xi−1 ≤ s ≤ xi ,

ϕi (s) :=

(xi+1 − s)/hi+1 if xi ≤ s ≤ xi+1 .

Static condensation, hybridization, and the devising of the HDG methods 7

ui }Ni=0 is

As a consequence, the global problem for the values {b

Z xi+1

ubi − ubi−1 ubi+1 − ubi

− = ϕi (s) f (s) ds for i = 1, . . . , N − 1,

c hi c hi+1 xi−1

ubj = uD (x j ) for j = 0, N.

In other words, the values of the exact solution at the nodes of the triangulation,

ui }Ni=0 , can be obtained by inverting a (symmetric positive definite) tridiagonal

{b

matrix of order N + 1.

that one just obtained for the exact solution can be interpreted as the original static

condensation of the method [56].

Wh = {w ∈ C0 (Ω ) : w|K ∈ W (K) ∀K ∈ Ωh }.

tion operator.

Now, to obtain our characterization of the approximate solution, we need to split

the spaces in a suitable manner. Thus, for each element K ∈ Ωh , we define the space

associated to the interior degrees of freedom,

Clearly, W (K) = W0 (K) +W∂ (K) for all K ∈ Ωh , and so Wh = W0,h +WFh where

WFh := {w ∈ Wh : w|K ∈ W∂ (K) ∀K ∈ Ωh }.

8 Bernardo Cockburn

Mh := {w|Fh : w ∈ Wh },

Mh (g) := {µ ∈ Mh : µ|∂ Ω = Ih (g)}.

Suppose that, for each element K ∈ Ωh , we define U ∈ W (K) as the solution of

the local problem

U = ubh on ∂ K,

where we want to chose the function ubh ∈ Mh in such a way that U = uh on each

element K ∈ Ωh . This happens if and only ubh is such that

ubh = Ih (uD ) on ∂ Ω .

If we separate the influence of ubh from that of f in the definition of the local

problems, and rework the formulation of the global problem, we get the following

result.

imation given by the continuous Galerkin method can be written as

uh = U = Uubh + U f ,

where, on the element K ∈ Ωh , Uubh and U f are the elements of W (K) that solve the

local problems

Uubh = ubh on ∂ K Uf = 0 on ∂ K,

and ubh is the element of Mh (uD ) that solves the global problem

Note that, although the static condensation [56] is carried out directly on the

stiffness matrix of the method, this result shows how to use (local and global) weak

formulations to achieve exactly the same thing.

Proof. By the linearity of the problem, we only have to justify the characterization

of the function ubh . Let us start from the fact that ubh is the element of Mh (uD ) which

solves the global problem

Static condensation, hybridization, and the devising of the HDG methods 9

Now, note that, for any w ∈ Wh , we can define the function w0 by the equation

w = Uµ + w0 ,

where µ := w|Fh ; this readily implies that w0 ∈ W0,h . If we now insert this expression

in the equation and take into consideration the definition of the solution of the local

problems, that is, that

(a ∇Uubh , ∇w0 )Ω = 0,

(a ∇U f , ∇Uµ )Ω = 0,

(a ∇U f , ∇w0 )Ω = ( f , w0 )Ω ,

A quick comparison of the above result with the one for the exact solution, suggests

that the global problem for the continuos Galerkin method is a transmission con-

dition on a discrete version of the normal component of the flux. This little known

fact will allow us to identify the numerical trace of the approximate flux for the

continuous Galerkin method.

To do this, we first write the global problem in its original form, that is,

Let us now define, for each element K ∈ Ωh , the function Rh ∈ W∂ (K) satisfying the

equation

hRh , wi∂ K = (∇ · (a ∇uh ) + f , w)K ∀w ∈ W∂ (K).

Thus, the function Rh is a projection of the residual ∇ · (a ∇uh ) + f . With this defi-

nition, we get that

of numerical trace of the flux

bh · n := (−a ∇uh ) · n + Rh

q on ∂ Ωh ,

10 Bernardo Cockburn

Let us now show that this characterization is nothing but an application of the well-

known technique of static condensation [56]. Static condensation was conceived as

a way to reducing the size of the stiffness matrix. Indeed, if [uh ] is the vector of de-

grees of freedom of the approximation uh , and the matrix equation of the continuous

Galerkin method is

K [uh ] = [ f ],

the static condensation consists in partitioning the vector of degrees of freedom [uh ]

into two smaller vectors, namely, the degrees of freedom interior to the elements,

[U], and the degrees of freedom associated to the boundaries of the elements, [b uh ],

and then eliminating [U] from the equations. Indeed, taking into account this parti-

tion, the above equation reads

K00 K0∂ [U] f

= 0 .

K∂ 0 K∂ ∂ [b uh ] f∂

By our choice of the degrees of freedom, the matrix K00 is easy to invert since it is

block diagonal, each block being associated to a local problem. We thus get

−1 −1

[U] = −K00 K0∂ [b

uh ] + K00 [ f0 ].

We can now eliminate [U] from the original matrix equation to obtain

−1 −1

(−K∂ 0 K00 uh ] = −K∂ 0 K00

K0∂ + K∂ ∂ )[b [ f0 ] + [ f∂ ].

The matrix in the left-hand side, nowadays called the Schur complement of the ma-

trix K00 , is clearly smaller than the original matrix K and is also easier to numerically

invert. We have thus shown that our characterization of the approximate solution of

the continuous Galerkin method is nothing but another way of carrying out the good,

old static condensation. The former expresses in terms of weak formulations what

the latter does directly on the matrix equations itself.

2.2.4 An example

take

W (K) := Pk (K),

where Pk (K) denotes the space of polynomials of degree at most k defined on the

set K. We begin by solving the local problems. If we use the notation ubi = ubh (xi )

for i = 0, . . . , N, a few manipulations (and the proper choice of the basis functions)

allow us to see that the solutions of the local problems are

Static condensation, hybridization, and the devising of the HDG methods 11

Z xi

Uub(x) = ϕi (x) ubi + ϕi−1 (x) ubi−1 U f (x) = Gih (x, s) f (s) ds,

xi−1

where hi := xi − xi−1 and Gih is the discrete Green’s function of the second local

problem, namely,

hi k−1 1

Gih (x, s) := i

∑ 2` + 1 (P`+1 i

− P`−1 i

)(x) (P`+1 i

− P`−1 )(s)

4a `=1

where Pni (x) := Pn (T i (x)), T i (ζ ) := (ζ − (xi + xi−1 )/2)/(hi /2) and Pn is the Leg-

endre polynomial of degree n. As a consequence, the global problem for the values

ui }Ni=0 is

{b

Z xi+1

ubi − ubi−1 ubi+1 − ubi

a −a = ϕi (s) f (s) ds for i = 1, . . . , N − 1,

hi hi+1 xi−1

ubj = uD (x j ) for j = 0, N.

Note that the size of the matrix equation of the global problem is independent of

the value of the polynomial degree k, a reflection of the effectiveness of the static

condensation technique. Note also that the values of the approximate solution at the

ui }Ni=0 , are actually exact, as expected.

nodes of the triangulation, {b

Next, we show how to extend what was done for the continuous Galerkin method

to mixed methods. A particular important point we want to emphasize here is that

hybridization of a mixed method is what allows it to be statically condensed, as first

realized in [53].

A mixed method seeks approximations to the flux q := −a∇u, qh , and the scalar u,

uh , in the finite dimensional spaces

Wh = {w ∈ L2 (Ω ) : w|K ∈ W (K) ∀K ∈ Ωh },

respectively. It determines the function (qh , uh ) as the only element of Vh ×Wh sat-

isfying the equations

(∇ · qh , w)Ω = ( f , w)Ω ∀w ∈ Wh .

12 Bernardo Cockburn

For mixed methods, the choice of the finite dimensional space Vh ×Wh is not simple,

but here we assume that it has been properly chosen as to define a unique approxi-

mate solution.

Now, suppose that, for each element K ∈ Ωh , we define (Q, U) ∈ V(K) ×W (K)

as the solution of the local problem

uh , v · ni∂ K ∀v ∈ V(K),

(∇ · Q, w)K = ( f , w)K ∀w ∈ W (K).

This problem is well defined since it is nothing but the application of the mixed

method, which we assume to be well defined, to the single element K ∈ Ωh . As

before, we want to choose the function ubh in some finite dimensional space Mh in

such a way that (Q, U) = (qh , uh ) on each element K ∈ Ωh . For this to hold, we only

need to guarantee that

Q ∈ Vh ,

hb

uh , v · ni∂ Ω = huD , v · ni∂ Ω ∀ v ∈ Vh .

The first property is a transmission condition since it holds if and only if the normal

component of Q is continuous across interelement boundaries. The second condition

is nothing but a weak form of the Dirichlet boundary condition.

As for the case of the continuous Galerkin method, the choice of the space Mh has

to be made in such a way that the above two conditions do determine the numerical

trace ubh . Typically, we take

Mh := {µ ∈ L2 (Fh ) : ∃ v ∈ Vh : µ = [[v]] on Fh }.

problem can be expressed as follows:

hQ · n, µi∂ Ωh = 0 ∀ µ ∈ Mh (0),

ubh ∈ Mh (uD ).

h

and if this quantity is zero, we certainly have that Q ∈ Vh , as wanted. So, let us

assume then that the above global problem for ub ∈ Mh is well defined.

So, we have obtained the following result.

method can be written as

Static condensation, hybridization, and the devising of the HDG methods 13

(Qµ , Uµ ) and (Q f , U f ) are the elements of V(K) × W (K) which solve the local

problems

(∇ · Qµ , w)K = 0, (∇ · Q f , w)K = ( f , w)K ,

for all (v, w) ∈ V(K) × W (K), and the function ubh is the element of Mh (uD ) which

solves the global problem

Proof. We only have to prove that ubh ∈ Mh (uD ) satisfies the equation

hQ f · n, µi∂ Ωh = −(c Qµ , Q f )Ωh + (Uµ , ∇ · Q f )Ωh

= −(U f , ∇ · Qubh )Ωh + (Uµ , ∇ · Q f )Ωh

= (Uµ , ∇ · Q f )Ωh

= ( f , Uµ )Ωh ,

Let us now show that what we have done is nothing but the static condensation of

the hybridized version of the mixed method as done by Fraejis de Veubeke in [53].

Suppose that the matrix equation of the mixed method reads

A B [qh ]

[uD ]

= .

Bt 0 [uh ] [f]

It is not easy to eliminate [qh ] from this equation since the matrix A is not block

diagonal because, since qh ∈ Vh , its normal component is continuous across in-

ter element boundaries. To overcome this unwanted feature, Fraejis de Veubeque

relaxed the continuity condition on qh and worked with a totally discontinuous ap-

proximation Q instead. Because of this, he had to introduce the hybrid unknown ubh ,

an approximation to the trace of u on each element; this is why this procedure re-

ceives the name of hybridization of the mixed method. Finally, in order to guarantee

that Q be identical to the original function qh , he then forced it to have a continu-

ous normal component at the interelement boundaries. This operation resulted the

14 Bernardo Cockburn

A BC [Q] −C∂ [uD ]

Bt 0 0 [U] = [ f ] .

Ct 0 0 [buh ] 0

Here, [b

uh ] denotes the digressive freedom of the function ubh restricted to the interior

faces. On the boundary faces, the relation of ubh to uD is already captured by the

right-hand side of the first equation. Note that, since the first two equations define

the local problems, we can easily solve them to obtain

−1

[Q] A B −C[b

uh ] −C∂ [uD ]

= t .

[U] B 0 [f]

The third equation, C [Q] = 0 enforces the continuity of the normal component of

Q across inter element boundaries; it is this equation that determines the hybrid

unknown in the interior faces, [b

uh ]. A few computations show that the resulting

matrix equation is of the form

definite and E is block-diagonal.

2.3.3 An example

take

V(K) ×W (K) := Pk+1 (K) × Pk (K).

We begin by solving the local problems. A little computation gives that the solutions

of the local problems are

Z xi

ubi − ubi−1

Qub(x) = − , Q f (x) = Hhi (x, s) f (s) ds,

c hi xi−1

Z xi

Uub(x) = ϕi (x) ubi + ϕi−1 (x) ubi−1 , U f (x) = Gih (x, s) f (s) ds,

xi−1

1 k

Hhi (x, s) := ϕi (x) ϕi (s) − ϕi−1 (x) ϕi−1 (s) + i

∑ (P`+1 i

− P`−1 )(x) P`i (s),

2 `=1

c hi k−1 1

Gih (x, s) := i

∑ 2` + 1 (P`+1 i

− P`−1 i

)(x) (P`+1 i

− P`−1 )(s).

4 `=1

Static condensation, hybridization, and the devising of the HDG methods 15

Let us recall that Pni (x) := Pn (T i (x)), T i (ζ ) := (ζ − (xi + xi−1 )/2)/(hi /2) and Pn

is the Legendre polynomial of degree n. Note that the function Gih approximates

the Green function Gi whereas −c Hhi approximates its partial derivative Gix . As a

consequence, the global problem for the values {b ui }Ni=0 is

Z xi+1

ubi − ubi−1 ubi+1 − ubi

− = ϕi (s) f (s) ds for i = 1, . . . , N − 1,

c hi c hi+1 xi−1

ubj = uD (x j ) for j = 0, N.

We thus see that the values of the approximate solution at the nodes of the triangu-

ui }Ni=0 , are actually exact, as expected.

lation, {b

3 HDG methods

the exact solution obtained in the previous section to devise HDG methods for our

model problem (1). The local problems are solved by using a DG method and the

transmission conditions by a simple weak formulation. As a consequence, the re-

sulting HDG methods are DG methods whose distinctive feature is that they are

amenable to hybridization and hence to static condensation. Let us emphasize that

this does not happen by accident, but because they are constructed by using a dis-

crete version of the characterization of the exact solution worked out in the previous

section.

After defining the HDG methods, we establish a simple result about the existence

and uniqueness of their approximate solution and display some examples. We end by

showing several different ways of presenting them which will be useful for relating

them to other numerical methods.

We follow closely the work done in 2009 [24] for the original HDG methods,

as well as the work done in the 2014 review paper [38] for HDG methods for the

Stokes system of incompressible fluid flow.

3.1 Definition

where, on the element K ∈ Ωh , (Q, U) ∈ V(K) × W (K) is the solution of the local

problem

16 Bernardo Cockburn

uh , v · ni∂ K = 0 ∀v ∈ V(K),

−(Q, ∇w)K + hQ b · n, wi∂ K = ( f , w)K ∀w ∈ W (K),

where the numerical trace Qb has to be suitably chosen. Ideally, the numerical trace

of the flux Q

b should be chosen so that it

(i) is consistent,

(ii) only depends (linearly) on Q|K , U|K and ubh |∂ K ,

(iii) renders the local problem solvable.

Our favorite choice is

b · n := Q · n + τ(U − ubh ) on ∂ K,

Q

where the function τ is linear. We are also going to require that τ be symmetric, that

is, that, for all K ∈ Ωh ,

Although there are many other choices, we are going to use this one from now on;

not only it is very natural but it actually covers all the known HDG methods.

To complete the definition of the HDG methods, we take the function ubh in the

space

Mh := {µ ∈ L2 (Fh ) : µF ∈ M(F) ∀F ∈ Fh },

where M(F) is a suitably chosen finite dimensional space, and require that it be de-

termined as the solution of the following weakly imposed transmission and bound-

ary conditions:

hµ, [[Q]]i

b

F i = hµ, Q · ni∂ Ωh \∂ Ω = 0,

b

h

The HDG methods are obtained by choosing different functions τ and dif-

ferent local spaces V(K), W (K) and M(F).

We now provide simple conditions on the local spaces and the function τ ensuring,

not only that the local problems are solvable, but that the global problem is also

well posed. To do that, we use an energy identity we obtain next which will also

shed light on the role to the function τ.

Proposition 1 (The local energy identity). For any element K ∈ Ωh , we have

Static condensation, hybridization, and the devising of the HDG methods 17

uh , Q

Note that the exact solution satisfies the following energy identity:

Typically, the terms (c q, q)K and (c Q, Q)K are interpreted as the energy stored in-

side the element K. It is thus reasonable to interpret the term h(U− ubh ), τ(U− ubh )i∂ K

as an energy associated with the jumps U − ubh at the boundary of the element ∂ K.

Since all energies are nonnegative, we assume that the function τ is such that

where

We now see that the role of τ is to transform the discrepancy between U and ubh

on ∂ K into an energy. Since an increase of energy is typically associated with an

enhancement of the stability properties of the numerical method, τ is called the

stabilization function.

Let us now prove Proposition 1.

Proof. If we take (v, w) := (Q, U) in the equations of the local problems, we get

uh , Q · ni∂ K = 0,

−(Q, ∇U)K + hQ b · n, Ui∂ K = ( f , U)K ,

(c Q, Q)K + h(Q

b − Q) · n, U − ubh i∂ K = ( f , U)K − hQ

b · n, ubh i∂ K .

The energy identity now follows by simply inserting the definition of the numerical

trace Q.

b This completes the proof.

We are now ready to present our main result. It is a variation of a similar result

in [24].

Theorem 4. Assume that the stabilization function τ satisfies the nonnegativity con-

dition (2). Assume also that, for each element K ∈ Ωh , we have that if (w, µ) ∈

W (K) × M(∂ K) is such that

(ii) (∇w, v)K + hµ − w, v · ni∂ K = 0 ∀ v ∈ V(K),

(qh , uh , ubh ) ∈ Vh ×Wh × Mh of the HDG method is well defined.

18 Bernardo Cockburn

Note that condition (ii) establishes a relation between the local spaces V(K),

W (K) and M(∂ K) and the stabilization function τ guaranteeing that the local prob-

lems as well as the global problem have a unique solution. Note also that if condition

(i) were not necessary to obtain that w is a constant on K and w = µ on ∂ K, we can

simply take τ ≡ 0. However, for most cases, without condition (i), the method might

simply fail to be well defined. The role of τ, is thus to prevent this failure.

Let us now prove Theorem 4.

Proof. Since the HDG method defines a finite dimensional square system for the

unknowns (Q, U, ubh ) ∈ Vh × Wh × Mh , we only have to show that, when we set the

data f and uD to zero, the only solution is the trivial one.

Thus, setting µ := ubh in the transmission condition, and recalling that, by the

boundary condition, ubh = 0 on ∂ Ω , we get

uh , Q h h h

by the energy identity of the previous proposition. By assumption (i), we get that

Q = 0 on Ω and that h(U − ubh ), τ(U − ubh )i∂ K = 0 for any K ∈ Ωh . Moreover, the

first equation defining the local problem now reads

(∇U, v)K + hb

uh − U, v · ni∂ K = 0 ∀ v ∈ V(K).

By assumption (ii) with (w, µ) := (U, ubh ), we have that, on each element K ∈ Ωh ,

U is a constant on K and that U = ubh on ∂ K. As a consequence, U is a constant on

Ω and U = ubh on Fh . Since ubh = 0 on ∂ Ω we finally get that U = 0 on Ω and that

ubh = 0 on Fh . This completes the proof.

Let us now present an almost direct consequence of the previous result in a case

in which the stabilization function τ is very strong.

Corollary 1 ([24]). Assume that the stabilization function τ satisfies the nonnega-

tivity condition (2). Assume also that, for every element K ∈ Ωh ,

(a) (w, µ) ∈ W (K) × M(∂ K) : hτ(w − µ), w − µi∂ K = 0 =⇒ w = µ on ∂ K,

(b) ∇W (K) ⊂ V(K).

Then the approximate solution (qh , uh , ubh ) ∈ Vh × Wh × Mh of the HDG method is

well defined.

A remarkable feature of this result is that the method is well defined completely in-

dependently of the choice of the space Mh . This is a direct consequence of condition

(a), which is clearly stronger than condition (i) of Theorem 4 on the stabilization

function τ. Thanks to condition (a) , we can replace condition (ii) of Theorem 4 by

the simpler condition (b), as we see next.

Proof. We only have to show that the assumptions the previous result are satisfied.

Since τ is a linear mapping, assumption (a) implies condition (i) of Theorem 4.

Now, by assumption (a), if hτ(w − µ), w − µi∂ K = 0, we have that w = µ on ∂ K and

we get that condition (ii) of Theorem 4 reads

Static condensation, hybridization, and the devising of the HDG methods 19

This implies that the second assumption of Theorem 4 holds. This completes the

proof.

HDG methods just introduced. We are going to use the set

The following result reflects the way in which the HDG methods were devised and

renders evident the way in which their implementation by static condensation can

be achieved.

of the HDG method is given by

where, on the element K ∈ Ωh , for any µ ∈ L2 (∂ K), the function (Qµ , Uµ ) ∈ V(K)×

W (K) is the solution of the local problem

−(Qµ , ∇w)K + hQ b µ · n, wi∂ K = 0 ∀w ∈ W (K),

Qb µ · n := Qµ · n + τ(Uµ − µ) on ∂ K,

and, for any f ∈ L2 (K), the function (Q f , U f ) ∈ V(K) ×W (K) is the solution of the

local problem

−(Q f , ∇w)K + hQ b f · n, wi∂ K = ( f , w)K ∀w ∈ W (K),

b f · n := Q f · n + τ(U f )

Q on ∂ K.

20 Bernardo Cockburn

uh , µ) = `h (µ) ∀ µ ∈ Mh (0),

ah (b

b λ · ni∂ Ω , and `h (µ) := hµ, Q

h

b f · ni∂ Ω . Moreover,

h

and ah (·, ·) is symmetric and positive definite on Mh (0) × Mh (0). Thus, ubh minimizes

the total energy functional Jh (µ) := 12 ah (µ, µ) − `h (µ) over Mh (uD ).

Proof. We only need to prove the last two identities and the property of positive

definiteness of the bilinear form ah (·, ·).

Let us prove the first identity. If we take v := Qλ in the first equation defining

the first local problem, replace µ by λ in the second equation defining the first local

problem and set w := Uµ , we get

−(Qλ , ∇Uµ )K + hQ b λ · n, Uµ i∂ K = 0.

(c Qµ , Qλ )K + h(Q

b λ − Qλ ) · n, Uµ − µi∂ K = −hQ

b λ · n, µi∂ K .

The first identity follows by inserting the definition of the numerical trace Q b λ and

adding over the elements K ∈ Ωh .

Let us prove the second identity. If we take v := Q f in the first equation defining

the first local problem and w := Uµ in the second equation defining the second local

problem, we get

−(Q f , ∇Uµ )K + hQ b f · n, Uµ i∂ K = ( f , Uµ )k

b f , we obtain

(c Qµ , Q f )K + hτ(U f ), Uµ − µi∂ K = ( f , Uµ )K − hQ

b f · n, µi∂ K .

If we now take v := Qµ in the first equation defining the second local problem and

w := U f in the second equation defining the first local problem with ubh := µ, we get

(c Q f , Qµ )K − (U f , ∇ · Qµ )K = 0,

−(Qµ , ∇U f )K + hQ b µ · n, U f i∂ K = 0,

(c Q f , Qµ )K + hτ(Uµ − µ), U f i∂ K = 0.

Static condensation, hybridization, and the devising of the HDG methods 21

b f · n, µi∂ K ,

The fact that ah (·, ·) is symmetric follows from the previous identities and the fact

that τ is also symmetric. Finally the fact that it is positive definite on Mh (0) × Mh (0)

follows exactly as in the proof of Theorem 4. This completes the proof.

Let us now show how to rewrite the HDG methods in a more compact manner. It

does not suggest a way to statically condense the methods but it is our favorite way

of presenting them concisely. It emphasizes the role of the numerical traces of the

methods and is suitable for carrying out their analysis. It is the following.

The approximate solution given by the HDG method is the function (qh , uh , ubh ) ∈

Vh ×Wh × Mh (uD ) satisfying the equations

uh , v · ni∂ Ωh = 0 ∀v ∈ Vh , (3a)

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ∀w ∈ Wh , (3b)

bh · n := qh · n + τ(uh − ubh )

q on ∂ Ωh , (3c)

hµ, q

bh · ni∂ Ωh = 0 ∀µ ∈ Mh (0). (3d)

Indeed, note that the first, second and third equations correspond to the definition of

the local problems and that the weakly imposed boundary conditions are enforced

by requesting that ubh be an element of Mh (uD ).

We can also eliminate the numerical trace q bh to obtain yet another rewriting of the

methods. Once again, it hides the numerical trace of the flux, but emphasizes what

we could call the stabilized mixed method structure of the methods. The formulation

is the following. The approximate solution given by the HDG method is the function

(qh , uh , ubh ) ∈ Vh ×Wh × Mh (uD ) satisfying the equations

−Bh (w, µ; qh ) + Sh (uh , ubh ; w, µ) = ( f , w)Ωh ∀(w, µ) ∈ Wh × Mh (0),

where

Bh (w, µ; v) := −(w, ∇ · v)Ωh + hµ, v · ni∂ Ωh ∀(v, w, µ) ∈ Vh ×Wh × Mh ,

Sh (ω, λ ; w, µ) := hτ(ω − λ ), w − µi∂ Ωh ∀(ω, λ ), (w, µ) ∈ Wh × Mh .

Indeed, the first equation follows from the definition of the bilinear forms Ah (·, ·)

and Bh (·, ·). It remains to prove that

qh · n, wi∂ Ωh − hb

qh · n, µi∂ Ωh .

22 Bernardo Cockburn

But, we have, by the definition of the bilinear forms Bh (·, ·) and Sh (·, ·), that

= (w, ∇ · q)Ωh − hµ, q · ni∂ Ωh + hτ(uh − ubh ), w − µi∂ Ωh

= − (qh , ∇w)Ωh + hq · n + τ(uh − ubh ), w − µi∂ Ωh ,

by integration by parts. The identity we want follows now by using the definition of

the numerical trace of the flux.

To end, we note that, thanks to the structure of the methods, it is easy to see that

the solution (qh , uh , ubh ) ∈ Vh ×Wh × Mh (uD ) minimizes the functional

1

Jh (v, w, µ) := {Ah (v, v) + Sh (w, µ; w, µ)} − ( f , w)Ωh (4a)

2

over all functions (v, w, µ) in Vh ×Wh × Mh (uD ) such that

Note that the last equation can be interpreted as the elimination of qh from the

equations. The minimization problem would then be one on the affine space Wh ×

Mh (uD ) and would correspond to a problem formulated solely in terms of uh and ubh .

Next, we explore the static condensation of such reformulation.

So, here we eliminate the approximate flux qh from the equations defining the HDG

method in order to formulate it solely in terms of (uh , ubh ). To achieve this, we simply

rewrite qh as a linear mapping applied to (uh , ubh ). This mapping is defined by using

the first equation defining the HDG methods. Thus, for any (w, µ) ∈ Wh × Mh , we

define Qw,µ ∈ Vh as the solution of

In this way, we are going to have that qh = Quh ,buh . Note that the above equation is

nothing but a rewriting of the equation (4b).

Using this approach, we obtain the following characterization of the HDG methods.

It is useful for their implementation and involves less unknows than the previous

characterization since the unknown for the approximate flux has been eliminated.

(Of course, the price to pay for this is that we now we have to work with the mapping

(w, µ) 7→ Qw,µ .) This characterization better shows the role of τ as a stabilization

Static condensation, hybridization, and the devising of the HDG methods 23

function but it hides its relation with the numerical trace of the flux and does not

clearly indicate the associated transmission condition.

tion of the HDG method is given by

,b

h

where, on the element K ∈ Ωh , for any µ ∈ L2 (∂ K) and any f ∈ L2 (K), the functions

Uµ , U f ∈ W (K) are the solutions of the local problems

(c QU f ,0 , Qw,0 )K + hτ(U f ), wi∂ K = ( f , w)K ∀w ∈ W (K),

uh , µ) = `h (µ) ∀ µ ∈ Mh (0),

ah (b

b U ,λ · ni∂ Ω and `h (µ) := hµ, Q

λ h

b U ,0 · ni∂ Ω . Moreover,

f h

and ah (·, ·) is symmetric and positive definite on Mh (0) × Mh (0). Thus, ubh minimizes

the total energy functional Jh (µ) := 12 ah (µ, µ) − `h (µ) over Mh (uD ).

Proof. This results follows easily from the first characterization of the HDG meth-

ods given in Theorem 5. We only have to show that the solutions of the local prob-

lems coincide, that is, that (QUµ ,µ , Uµ ) ∈ V(K) ×W (K) is the solution of

−(QUµ ,µ , ∇w)K + hQ

b U ,µ · n, wi∂ K = 0

µ ∀w ∈ W (K),

b µ · n := Qµ · n + τ(Uµ − µ)

Q on ∂ K,

−(QU f ,0 , ∇w)K + hQ

b U ,0 · n, wi∂ K = ( f , w)K

f

∀w ∈ W (K),

b f · n := Q f · n + τ(U f )

Q on ∂ K.

Since the first equation of these problems is nothing but the definition of the operator

Qw,µ , we only have to show that

(∇ · QU f ,0 , w)K + hτ(U f ), wi∂ K = ( f , w)K ∀w ∈ W (K).

24 Bernardo Cockburn

(∇ · QU f ,0 , w)K = (c Qw,0 , QU f ,0 )K ,

A compact formulation

As we did for the first characterization of the HDG methods, we can rewrite the

above result in a compact manner as follows. The approximate flux provided by the

HDG method is qh = Quh ,buh and (uh , ubh ) ∈ Wh × Mh (uD ) is the solution of

(c Quh ,buh , Qw,µ )Ωh + hτ(uh − ubh ), w − µi∂ Ωh = ( f , w)Ωh ∀(w, µ) ∈ Wh × Mh (0).

We immediately see that (uh , ubh ) is the only minimum over Wh × Mh (0) of the total

energy functional

1

Jh (w, µ) := {(c Qw,µ , Qw,µ )Ωh + hτ(w − µ), w − µi∂ Ωh } − ( f , w)Ωh .

2

This minimization problem is identical to the minimization (with restrictions) prob-

lem (4).

4.1 Motivation

Note that the the first three equations of the weak formulation of the DG methods

we have been considering can also be expressed as

uh , v · ni∂ Ωh = 0,

(c qh , v)Ωh = −(gh , v)Ωh ,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ,

where the approximate gradient gh is taken in Vh If one prefers to work with the

tensor a := c −1 , we can simply use the equations

uh , v · ni∂ Ωh = 0,

(qh , v)Ωh = −(a gh , v)Ωh ,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ,

Static condensation, hybridization, and the devising of the HDG methods 25

for all (v, w) ∈ Vh ×Wh , where the numerical traces ubh and qbh · n are approximations

to u|∂ Ωh and q · n|∂ Ωh , respectively. The difference between these two DG methods

is certainly not abysmal since it consists in picking one of the two ways of relating

the approximate gradient gh to the approximate flux qh , namely,

formulations, provided both a and c are well defined. Moreover, both formulations

coincide whenever a and c are constant on each element K ∈ Ωh which gives rise to

super-closeness of their approximations, as noted in [42].

However, if a degenerates and is not invertible at every point, the second for-

mulation might be preferable. This is also what motivated the so-called “extended”

form of the mixed methods introduced in [1, 62, 11].

Finally, let us note that in elasticity, g corresponds to the strain, q to the stress, a to

the so-called constitutive tensor and c to the so-called compliance tensor. Thus, the

HDG methods obtained for linear and nonlinear elasticity, see the HDG methods for

elasticity considered in 2008 [86], 2009 [87] and 2014 [54] and in 2015 [60], can be

immediately reduced to our simpler case; see also the 2006 DG method proposed in

[51]. It is well known that to work with the constitutive tensor is usually preferred in

the case of nonlinear elasticity. Next, we briefly show how to define and characterize

the HDG methods associated with using the tensor a := c −1 .

the local problem

uh , v · ni∂ K = 0 ∀v ∈ V(K),

(Q, v)K = −(a G, v)K ∀v ∈ V(K),

−(Q, ∇w)K + hQ

b · n, wi∂ K = ( f , w)K ∀w ∈ W (K),

where the numerical trace Q

following weakly imposed transmission and boundary conditions:

hµ, Q

b · ni∂ Ω \∂ Ω = 0,

h

26 Bernardo Cockburn

It is not difficult to see that the existence and uniqueness in Theorem 4 and its

Corollary 1 do hold unchanged.

Theorem 7 (First characterization of HDG methods). The approximate solution

of the HDG method is given by

V(K) × V(K) ×W (K) is the solution of the local problem

(Qµ , v)K = −(aGµ , v)K ∀v ∈ V(K),

−(Qµ , ∇w)K + hQ b µ · n, wi∂ K = 0 ∀w ∈ W (K),

b µ · n := Qµ · n + τ(Uµ − µ)

Q on ∂ K,

and, for any f ∈ L2 (K), the function (Q f , G f , U f ) ∈ V(K) × V(K) × W (K) is the

solution of the local problem

(Q f , v)K = −(aG f , v)K ∀v ∈ V(K),

−(Q f , ∇w)K + hQ f · n, wi∂ K = ( f , w)K

b ∀w ∈ W (K),

b f · n := Q f · n + τ(U f )

Q on ∂ K.

uh , µ) = `h (µ) ∀ µ ∈ Mh (0),

ah (b

b λ · ni∂ Ω , and `h (µ) := hµ, Q

h

b f · ni∂ Ω . Moreover,

h

and ah (·, ·) is symmetric and positive definite on Mh (0) × Mh (0). Thus, ubh minimizes

the functional Jh (µ) := 21 ah (µ, µ) − `h (µ) over Mh (uD ).

Static condensation, hybridization, and the devising of the HDG methods 27

Proceeding as for the first family of HDG methods, we obtain the following two

compact formulations. The first emphazised the role of the numerical traces. It reads

as follows. The approximate solution given by the HDG method is the function

(qh , gh , uh , ubh ) ∈ Vh × Vh ×Wh × Mh (uD ) satisfying the equations

uh , v · ni∂ Ωh = 0 ∀v ∈ Vh ,

(qh , v)Ωh = −(a gh , v)Ωh ∀v ∈ Vh ,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ∀w ∈ Wh ,

bh · n := qh · n + τ(uh − ubh )

q on ∂ Ωh ,

hµ, q

bh · ni∂ Ωh = 0 ∀µ ∈ Mh (0).

The second emphasizes the stabilized mixed structure of the method. It is the

following. The approximate solution given by the HDG method is the function

(qh , uh , ubh ) ∈ Vh ×Wh × Mh (uD ) satisfying the equations

Ah (gh , v) + Bh (qh , v) = 0 ∀v ∈ Vh ,

−Bh (v, gh ) + Bh (uh , ubh ; v) = 0 ∀v ∈ Vh ,

−Bh (w, µ; qh ) + Sh (uh , ubh ; w, µ) = ( f , w)Ωh ∀(w, µ) ∈ Wh × Mh (0),

where

Bh (p, v) := (p, v)Ωh , ∀p, v ∈ Vh ,

Bh (w, µ; v) := −(w, ∇ · v)Ωh + hµ, v · ni∂ Ωh ∀(v, w, µ) ∈ Vh ×Wh × Mh ,

Sh (ω, λ ; w, µ) := hτ(ω − λ ), w − µi∂ Ωh ∀(ω, λ ), (w, µ) ∈ Wh × Mh .

Thanks to the structure of the method, it is easy to see that the solution (gh , uh , ubh ) ∈

Vh ×Wh × Mh (uD ) minimizes the functional

1

Jh (v, w, µ) := {Ah (v, v) + Sh (w, µ; w, µ)} − ( f , w)Ωh (5a)

2

over the functions (v, w, µ) in the space Vh × Wh × Mh (uD ) such that there exist

qh = qh (v, w, µ) ∈ Vh such that

−Bh (p, v) + Bh (w, µ; p) = 0 ∀p ∈ Vh . (5c)

Once again, Note that the last two equations can be interpreted as the elimination

of (qh , gh ) from the equations. The minimization problem would then be one on the

affine space Wh × Mh (uD ) and would correspond to a problem formulated solely in

terms of uh and ubh . Next, we explore such reformulation.

28 Bernardo Cockburn

We eliminate the approximate gradient gh and the approximate flux qh from the

equations defining the HDG method in order to formulate it solely in terms of

(uh , ubh ). To achieve that, we simply rewrite gh and qh as a linear mappings applied

to (uh , ubh ). These mappings are defined by using the first equation defining the HDG

methods. Thus, for any (w, µ) ∈ Wh × Mh , we define (Gw,µ , Qw,µ ) ∈ Vh × Vh as the

solution of

(Qw,µ , v)Ωh = −(a Gw,µ , v)Ωh ∀ v ∈ Vh .

In this way, we are going to have that (qh , gh ) = (Quh ,buh , Guh ,buh ). Note that these two

equations are nothing but a rewriting of equations (5b) and (5c).

tion of the HDG method is given by

,b

h h

Uµ , U f ∈ W (K) are the solutions of the local problems

(a GU f ,0 , Gw,0 )K + hτ(U f ), wi∂ K = ( f , w)K ∀w ∈ W (K),

uh , µ) = `h (µ) ∀ µ ∈ Mh (0),

ah (b

b U ,λ · ni∂ Ω , and `h (µ) := hµ, Q

λ h

b U ,0 · ni∂ Ω . Moreover,

f h

and ah (·, ·) is symmetric and positive definite on Mh (0) × Mh (0). Thus, ubh minimizes

the functional Jh (µ) := 21 ah (µ, µ) − `h (µ) over Mh (uD ).

Static condensation, hybridization, and the devising of the HDG methods 29

Compact formulation

Finally, we display the compact form of this formulation of the HDG method. We

have that (qh , gh ) = (Quh ,buh , Guh ,buh ) where (uh , ubh ) ∈ Wh × Mh (uD ) is the solution of

(a Guh ,buh , Gw,µ )Ωh +hτ(uh − ubh ), w − µi∂ Ωh = ( f , w)Ωh ∀(w, µ) ∈ Wh × Mh (0). (6)

In other words, (uh , ubh ) is the only minimum over Wh × Mh (0) of the functional

1

Jh (w, µ) := {(a Gw,µ , Gu,µ )Ωh + hτ(w − µ), w − µi∂ Ωh } − ( f , w)Ωh .

2

This is exactly the minimization problem (5).

In the previous two sections, we have shown how a characterization of the exact

solution can be used to generate HDG methods. Here we show how a different

characterization of the exact solution can be used to produce a different static con-

densation, that is , a different way of implementing, an already known HDG method.

We proceed as follows. First, we present a characterization of the exact solution

which uses Neumann boundary-value problems instead of the Dirichlet boundary-

value problems to define the local problems. Then, we consider some HDG methods

devised in the previous sections and show how a discrete version of the new charac-

terization of the exact solution is nothing but a new way of implementing them. The

resulting form of the HDG method has already been used in the work on multiscale

methods in [50]. Recently, two different ways of statically condensing the very same

method were proposed in [49].

The idea of using different characterizations of the exact solution to devise HDG

methods was introduced back in 2009 in [23] where four different ways were pre-

sented to devise HDG methods for the vorticity-velocity-pressure formulation of the

Stokes system, as the exact solution could be characterized in terms of four different

local problems and transmissions conditions. Just as it happens with the exact solu-

tion, the very same HDG method could be obtained by using any of the four ways.

In other words, the HDG method could be hybridized and then statically condensed

in each of the above-mentioned four different manners.

Let us then show how to use local Neumann boundary-value problems to obtain a

characterization of the exact solution.

30 Bernardo Cockburn

Suppose that, for every element K ∈ Ωh , we define (Q, U) as the solution of the

local problem

c Q + ∇U = 0 in K,

∇ · Q = f + {hb

q · n, 1i∂ K − ( f , 1)K }/|K| in K,

Q·n = q b·n on ∂ K,

(U, 1)K = (u, 1)K ,

where we want the function q b, which has a single-valued normal component, and

the constant u, to be such (q, u) = (Q, U) on K. This happens if and only if q

b and u

satisfy the equations

hb

q · n, 1i∂ K = ( f , 1)K for K ∈ Th ,

U = uD for F ∈ Fh∂ .

Note that we have to provide the average to U on the element, u, otherwise the solu-

tion U is not uniquely determined. Note also that, we have had to add an additional

term to the right-hand side of the second equation in order to ensure that the local

problem has a solution for any boundary data q b · n. As a consequence, we have to

make sure that such term is zero. This explains why the global problem consists not

only of transmission and boundary conditions, as in the case of Dirichlet boundary-

value local problems.

If we now separate the influence of q

b, u and f , we readily get the following char-

acterization of the exact solution.

where (Qqb , Uqb ) and (Q f , U f ) are the solution of the local problems

c Qqb + ∇Uqb = 0 in K, c Q f + ∇U f = 0 in K,

∇ · Qqb = hb

q · n, 1i∂ K /|K| in K, ∇·Qf = f − ( f , 1)K /|K| in K,

Qqb · n = q

b·n on ∂ K, Qf ·n =0 on ∂ K,

(Uqb , 1)K = 0, (U f , 1)K = 0.

where the functions q

hb

q · n, 1i∂ K = ( f , 1)K for K ∈ Th ,

Uqb + u = −U f + uD on Fh∂ .

Static condensation, hybridization, and the devising of the HDG methods 31

5.2 An example

In the case of our one-dimensional example, this result reads as follows. We have

that

(q, u) = (Qqb , Uqb ) + (0, u) + (Q f , U f ),

where

d d

c Qqb + U =0 in (xi−1 , xi ), cQf + Uf = 0 in (xi−1 , xi ),

dx qb dx

d 1 d 1 xi

Z

Q = (b q −q

bi−1 ) in (xi−1 , xi ), Qf = f − f in (xi−1 , xi ),

dx qb hi i dx hi xi−1

Qqb · n = q

b·n on {xi−1 , xi }, Q f · n = 0, on {xi−1 , xi },

Z xi Z xi

Uqb = 0, U f = 0,

xi−1 xi−1

b and u are the solution of

Uqb (xi+ ) − Uqb (xi− ) + ui+1/2 − ui−1/2 = −U f (xi+ ) + U f (xi− ) for i = 1, . . . , N − 1,

Z xi

bi − q

q bi−1 = f for i = 1, . . . , N − 1,

xi−1

Uqb (xN− ) + uN−1/2 = −U f (x0+ ) + uD (xN ).

Z xi

Qqb (x) = ϕi (x)b

qi + ϕi−1 (x)b

qi−1 , Q f (x) = −c −1 Gix (x, s) f (s) ds,

xi−1

Z xi

c hi

Uqb (x) = {ψi (x)b

qi − ψi−1 (x)b

qi−1 } U f (x) = Gi (x, s) f (s) ds.

6 xi−1

(

c hi

i [1 − 3ϕi2 (s) − 3ϕi−1

2 (x)] if xi−1 ≤ s ≤ x,

G (x, s) := c6hi 2 2

6 [1 − 3ϕi (x) − 3ϕi−1 (s)] if x ≤ s ≤ xi .

b and u are the solution of

c hi ch

(b bi ) + i+1 (2 q

qi−1 + 2 q bi+1 ) + ui+1/2 − ui−1/2 = −U f (xi+ ) + U f (xi− )

bi + q for i = 1, . . . , N − 1,

6 6

Z xi

bi − q

q bi−1 = f for i = 1, . . . , N − 1,

xi−1

c h1

(2b b1 ) + u1/2 = −U f (x0+ ) + uD (x0 ),

q0 + q

6

c hN

qN ) − uN−1/2 = U f (xN− ) − uD (xN ).

qN−1 − 2b

(b

6

32 Bernardo Cockburn

Let us consider the HDG methods introduced in Section 3. Next, we show that those

methods can be statically condensed in the way suggested by our new characteriza-

tion of the exact solution.

First, we rewrite them in such a way that the numerical trace q bh , and not ubh , is an

independent unknown. We can do that very easily if we use the compact formulation

of those methods based on the numerical traces, (3). It states that the approximate

solution given by the HDG method is the function (qh , uh , ubh ) ∈ Vh ×Wh × Mh (uD )

satisfying the equations

uh , v · ni∂ Ωh = 0 ∀v ∈ Vh ,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ∀w ∈ Wh ,

bh · n := qh · n + τ(uh − ubh )

q on ∂ Ωh ,

hµ, q

bh · ni∂ Ωh = 0 ∀µ ∈ Mh (0).

Now, if we take the stabilization function τ(·) to be the simple multiplication by the

scalar function τ, we have that

ubh = uh + τ −1 (qh · n − q

bh · n) on ∂ Ωh .

If the local space V(K) ×W (K) is such that, for each face F of the element K,

W (K)|F ⊂ M(F),

bh belongs

to the space

We can thus rewrite the HDG method as follows. The approximate solution given

bh ) ∈ Vh ×Wh × Nh satisfying the equa-

by the HDG method is the function (qh , uh , q

tions

uh , v · ni∂ Ωh = 0 ∀v ∈ Vh ,

−(qh , ∇w)Ωh + hb

qh · n, wi∂ Ωh = ( f , w)Ωh ∀w ∈ Wh ,

−1

ubh = uh + τ (qh · n − q

bh · n) on ∂ Ωh ,

hb

uh , · ni∂ Ωh = huD , ν · ni∂ Ω

ν ∀νν ∈ Nh .

Static condensation, hybridization, and the devising of the HDG methods 33

Note that the last equation enforces both the single-valuedness of ubh as well as the

Dirichlet boundary conditions of the model problem (1).

So, suppose that, for every element K ∈ Ωh , we define (Q, U) ∈ V(K) ×W (K) to be

the solution of the local problem

−(Q, ∇w)K + hb qh · n, w − wi∂ K = ( f , w − w)∂ K ∀w ∈ W (K),

b := U + τ −1 (Q − q

U b )·n on ∂ K,

h

(U, 1)K = (uh , 1)K ,

where w|K := (w, 1)K /|K|, and where we want to take q bh ∈ Nh and the piecewise

constant function uh such that (qh , uh ) = (Q, U). Clearly, this happens if we have

that (b

qh , uh ) is the solution of the global problem

hνν · n, Ui

b ∂ Ω = hνν · n, uD i∂ Ω

h

∀νν ∈ Nh ,

hb

qh · n, 1i∂ K = ( f , 1)∂ K ∀ K ∈ Ωh .

bh from that of uh and f , we obtain the following,

new static condensation of the HDG method. In what follows, W h denotes the space

of real-valued functions which are constant on each element K ∈ Ωh .

tion of the HDG method is

where, for each element K ∈ Ωh , for any η ∈ L 2 (∂ K), the function (Qη , Uη ) ∈

V(K) ×W (K) is the solution of the local problem

−(Qη , ∇w)K + hη η · n, w − wi∂ K = 0 ∀w ∈ W (K),

b η := Uη + τ −1 (Qη − η ) · n

U on ∂ K,

(Uη , 1)K = 0,

and, for any f ∈ L2 (K), the function (Q f , U f ) ∈ V(K) ×W (K) is the solution of the

local problem

34 Bernardo Cockburn

(c Q f , v)K − (U f , ∇ · v)K + hU

b f , v · ni∂ K = 0 ∀v ∈ V(K),

−(Q f , ∇w)K = ( f , w − w)∂ K ∀w ∈ W (K),

U f := U f + τ −1 Q f · n

b on ∂ K,

(U f , 1)K = 0,

and where (b

ah (b ∀νν ∈ Nh ,

bh (ω, q

bh ) = ( f , ω)Ωh ∀ω ∈ W h ,

where

η , ν ) := −hνν ·n, U

ah (η b η i∂ Ω ,

h

bh (ω, ν ) := −hνν ·n, ωi∂ Ωh , `h (νν ) := hνν ·n, U

b f i∂ Ω .

h

Moreover,

ah (η `h (νν )= ( f , Uν )Ωh ,

and q

bh minimizes the complementary energy functional

1

Jh (νν ) := ah (νν , ν ) − `h (νν ) + huD , ν · ni∂ Ω ,

2

over the functions ν ∈ Nh such that bh (ω, ν ) = ( f , ω)Ωh ∀ω ∈ W h .

The proof of this result goes along the very same lines of the proof of the character-

ization Theorem 5.

Let us end this section by displaying the compact formulation of the method ob-

tained when we eliminate the numerical trace ubh . Proceeding as for the first charac-

terization, we can obtain that the approximate solution given by the HDG method is

bh ) ∈ Vh ×Wh × Nh satisfying the equations

the function (qh , uh , q

Ah (qh , v) + Sh (qh , q (7a)

−Bh (w; qh , q

bh ) = ( f , w)Ωh , (7b)

Bh (w; v, ν ) := (∇w, v)Ωh − hw, ν · ni∂ Ωh ∀(v, w, ν ) ∈ Vh ×Wh × Nh , (7d)

Sh (p, η ; v, ν ) := h(p − η ) · n, τ −1 (v − ν ) · ni∂ Ωh ∀(p, η ), (v, ν ) ∈ Vh × Nh . (7e)

Static condensation, hybridization, and the devising of the HDG methods 35

As a consequence, the solution (qh , q

energy functional

1

Jh (v, ν ) := {Ah (v, v) + Sh (v, ν ; v, ν )} + huD , ν · ni∂ Ωh

2

over all functions (v, µ) in Vh × Mh (uD ) such that Bh (w; v, ν ) = ( f , w) ∀w ∈ Wh .

Here, we briefly discuss the evolution of the HDG methods. We being by show-

ing that (some of the earliest) HDG methods can be seen as a particular case of

the DG methods introduced in 1998 [39] and analyzed in 2000 [4]. We then recall

the strong relation between the HDG and the mixed methods, already pointed out

in 2009 [24], and show how this relation drove (and is still driving) the develop-

ment of superconvergent HDG methods. The bridge built in 2014 [13] between the

HDG and the so-called staggered discontinuous Galerkin (SDG), a DG method in-

troduced in 2009 [14] and apparently unrelated to the HDG methods, can be seen

as part of this development. We discuss the stabilization introduced by Lehrenfeld

(and Schöberl) in 2010 [63]. We end by showing that the so-called Weak-Galerkin

methods proposed in 2014 [89] and in 2015 [66, 67], are nothing but rewritings of

the HDG methods.

Here, we consider HDG methods whose numerical method defining the local prob-

lems is the so-called local discontinuous Galerkin (LDG) method introduced in [39].

The resulting HDG methods are then called the LDG-H methods. For all of them,

the stabilization function τ on any face F ∈ Fh is a simple multiplication by a con-

stant which we also denote by τ, that is,

bh · n := qh · n + τ · (uh − ubh )

q on ∂ Ωh .

Examples of local spaces, taken from [24], are shown in the table below.

Method V(K) W (K) M(F)

LDG-H Pk (K) Pk (K) Pk (F)

LDG-H Pk (K) Pk−1 (K) Pk (F)

In all these cases, we have that the local spaces V(K) ×W (K) are such that, for each

face F of the element K,

36 Bernardo Cockburn

W (K)|F ⊂ M(F).

This implies that [[qh ]] ∈ Mh and the transmission condition becomes [[b

qh ]] = 0 on

Fhi . This can only hold if and only if, on Fhi ,

τ + uh + + τ − uh − 1

ubh = + + [[qh ]],

τ+ + τ− τ + τ−

τ − qh + + τ + qh − τ +τ −

bh =

q + [[uh ]].

τ+ + τ− τ+ + τ−

This implies that the DG methods introduced in [39] and analyzed in [4] that have

the above choice of numerical traces can be hybridized and then statically con-

densed. This is why we call these methods the hybridizable DG methods.

Note, that none of these LDG-H methods is an LDG method if we take τ ± ∈

(0, ∞) since for the method to be an LDG method, we must have that 1/(τ + + τ − ) =

0. This shows that none of the DG methods considered in [3] is an LDG-H method

with finite values of the stabilization function. In fact, these methods can converge

faster than any of the DG methods considered therein. For example, in the case in

which c = Id, V(K) × W (K) = Pk (K) × Pk (K) and M(F) = Pk (F) this LDG-H

method was analyzed in [4], where is was proven that, for arbitrary shape-regular,

polyhedral elements, qh converges with order k + 1/2 and uh with order k + 1, for

any k ≥ 0, provided τ is of order one. The convergence is in the L2 (Ω )-norm. On the

other hand, other LDG-H methods do have the same order of convergence than those

considered in [3]. Indeed, by using the same approach in [4], one can easily show

that in the case in which V(K) × W (K) = Pk−1 (K) × Pk (K) and M(F) = Pk (F),

qh converges with order k and uh with order k + 1, for any k ≥ 1, provided τ is of

order 1/h. This result holds for meshes made of general shape-regular, polyhedral

meshes.

so that qbh · n = qh · n on Fh , and the transmission condition implies that [[b

qh ]] = 0

on Fhi , we recover the so-called (hybridized version of the) mixed methods if the

mixed method is used to define the local problems; see also [2]. In the table below,

we display the main examples of mixed methods with this property when K is a

simplex and we compare it with one of the first HDG methods, the LDG-H method.

Static condensation, hybridization, and the devising of the HDG methods 37

RT Pk (K) + x P

e k (K) Pk (K) Pk (F)

LDG-H Pk (K) Pk (K) Pk (F)

BDM Pk (K) Pk−1 (K) Pk (F)

The strong relation between the mixed method and the HDG methods suggested

that the HDG methods might share with the mixed methods some of its convergence

properties. This was proven to be true for a special LDG-H method obtained by

setting τ = 0 on all the faces of the simplex K except one. This method, called

the single face-hybridizable (SFH) method, was introduced and analyzed in [18].

Therein, it was shown that the SFH method is strongly related to the RT and BDM

mixed methods. Indeed, the bilinear forms ah (·, ·) of the RT, BDM and SFH methods

are the same, and the SFH shares with the RT and BDM the same superconvergence

properties.

Next, we briefly describe this superconvergence property. For all of the above

methods, the local averages of the error u − uh , converge faster than the errors u −

uh and q − qh . As a consequence, we can define, on the each element K, the new

approximation u?h ∈ W ∗ (K) := Pk+1 (K) as the solution of

(u?h , 1)K =(uh , 1)K ,

Then u − u?h will converge faster than u − uh . The orders of convergence are dis-

played in the table below; see [18] for the results on the SFH method and [26] for

those on the general LGD-H method. The symbol ? indicates that the non-zero val-

ues of the stabilization function τ only need to be uniformly bounded by below.

Method τ qh uh uh k

SFH ? k+1 k+1 k+2 ≥ 1

LDG-H O(1) k + 1 k + 1 k + 2 ≥ 1

BDM 0 k+1 k k+2 ≥ 2

LDG-H O(1/h) k k + 1 k + 1 ≥ 1

In [13], it was proved that the staggered discontinuous Galerkin (SDG) method,

originally introduced in the framework of wave propagation in [14], can be obtained

38 Bernardo Cockburn

as the limit when the non-zero values of the stabilization function of a special SFH

method goes to infinity. The special SFH method is obtained as follows. The mesh

consists of triangles or tetrahedra subdivided into three triangles or four tetrahedra.

On the faces of the bigger simplexes, the stabilization function is not zero; it is equal

to zero on all the remaining faces.

By building this bridge between the SDG and the SFH methods, the SDG can

now be implemented by hybridization and can share the superconvergence prop-

erties of the SFH method. Similarly, the SFH method now share the (related but

different) superconvergence property of the SDG method.

The first superconvergent HDG method was the SFH method. A systematic ap-

proach to uncover superconvergent HDG methods was undertaken in [31] where

the following sufficient conditions were found. The space V(K) ×W (K) must have

a subspace V(K)

e ×W e (K) satisfying inclusions

e

P0 (K) ⊂ ∇ ·V

V (K) ⊂ W

e (K),

V (K) · n +W (K) ⊂ M(∂ K).

⊥ ⊥

Ve · n ⊕ W

e = M(∂ K).

Let us present examples taken from [31] in the case in which K is a cube; the first

corresponds to the choice M(F) = Qk (F) and the second to the choice M(F) =

Pk (F).

M(F) = Qk (F), k ≥ 1

method V (K) W (K)

×Pk,k+1,k (K)

×Pk,k,k+1 (K)

TNT[k] Q k (K) ⊕ H k7 (K) Qk (K)

HDGQ[k]

Q k (K) ⊕ H k6 (K) Qk (K)

Static condensation, hybridization, and the devising of the HDG methods 39

M(F) = Pk (F), k ≥ 1

method V (K) W (K)

e k+1 (y, z) Pk (K)

×P (K)\P

k+1 e k+1 (x, z)

×Pk+1 (K)\P

e k+1 (x, y)

HDGP[k] P k (K) Pk (K)

⊕∇ × (yz Pe k (K), 0, 0)

⊕∇ × (0, zx Pe k (K), 0)

BDM[k] P k (K) Pk−1 (K)

k≥2 ⊕∇ × (0, 0, xy P (y, z))

e k

⊕∇ × (0, xz P

e k (x, y), 0)

⊕∇ × (yz Pe k (x, z), 0, 0)

[k]

and the mixed method

denoted by TNT[k] are new. The 7-dimensional space H k7 (K) is obtained by adding

a basis function to the space H k6 (K). The precise description of these spaces can be

found in [31] or, better, in [41], where commuting diagrams for the TNT elements

on cubes were obtained for the DeRham complex.

In the second example, the HDG method denoted by HDGP[k] is new. In the

corresponding table, we abuse the notation slightly to keep it simple. Thus, by

Pk+1 (K)\P e k+1 (y, z) we mean the span of {xα yβ zγ : α + β + γ ≤ k + 1, α > 0}.

In [31], many new superconvergence HDG methods were found for simplexes,

squares, cubes and prisms. For curved elements, see [32].

Let us recall that the case in which M(F) := Pk (K) and V (K)×W (K) := Pk−1 (K)×

Pk (K), and the stabilization function τ is the multiplicative stabilization function,

namely,

τ(uh − ubh ) := τ · (uh − ubh ),

the resulting method is an LDG-H method. Moreover, for arbitrary shape-regular,

polyhedral elements, we have that qh converges with order k and uh with order k + 1,

for any k ≥ 0, provided τ is of order 1/h. Since the size of the stiffness matrix of

the local problem is proportional to the number of faces of the triangulation times

the dimension of the space M(F), a reduction of the space M(F) would result in a

smaller global problem. The question is if this is possible to achieve without loosing

the convergence properties of the method.

In 2010, Ch. Lehrenfeld (and J. Schöberl) [63, Remark 1.2.4] noted that the an-

swer is affirmative, see also [64], if we modify the above stabilization function by

40 Bernardo Cockburn

The error analysis of this HDG method was carried out in 2014 by I. Oikawa [77]

who proved optimal orders of convergence for both qh and uh for regular-shaped,

general polyhedral elements.

For the sake of fairness in the attribution of this simple but remarkable projection,

I would like to emphasize that it was announced in 2009 by J. Schöberl in his plenary

talk at the ICOSAHOM in Trondheim, Norway; at the 2010 Finite Element Circus

in Minneapolis, USA; and then again at Oberwolfach, Germany, February 10-12,

2012; see [85]. I personally knew about it through Ch. Lehrenfeld, who told me

about it during a Ph.D. Course in Pavia, May 28- June 1, 2010. At that time, the error

estimates obtained later by I. Oikawa [77] were already known to Ch. Lehrenfeld

even though he did not include them in [63].

So far, no effort has been made to render clear the relation between the HDG and the

so-called Weak Galerkin methods. The first Weak Galerkin method was proposed

in 2013 [88] in the framework of convection-diffusion-reaction equations. Therein,

it is pointed out that the Weak Galerkin is identical to some mixed and HDG meth-

ods but only in the purely diffusion case and whenever the diffusivity tensor is a

constant. This is not an accurate statement which will be discussed elsewhere since

it requires addressing issues related to the convective and reaction terms. Instead,

here we restrict ourselves to discussing other versions of the Weak Galerkin method

devised specifically for steady-state diffusion in [66, 67, 89]. We show that all these

Weak Galerkin methods are rewritings of the HDG methods.

The Weak Galerkin method proposed in 2015 [66] (deposited in the archives

in 2012), was described therein as identical to the HDG methods for the Poisson

equation. Here we show that it is also identical for the model problem under consid-

eration. Indeed, it is nothing but the compact form of the HDG methods (6) in sub-

section 4.3.2 using the multiplication stabilization function τ(w− µ) := h−1 .(w− µ)

and the tensor a := c −1 . Let us point out that, although the HDG methods were intro-

duced in 2009 [24] (submitted in 2007) by using the formulation with the tensor c ,

the extension to the formulation with a := c −1 is straightforward. In fact, as argued

in subsection 4.1, these HDG methods can be obtained by reducing to the model

problem under consideration the HDG methods for the more difficult problem of

linear and nonlinear elasticity. Specifically, the HDG methods for elasticity were

obtained in 2008 in [86] and in 2009 [87] (submitted in 2008). The Weak Galerkin

method in [66] is thus a simple rewriting of HDG methods.

The Weak Galerkin method proposed in 2015 [67] (deposited in the archives in

2013) is nothing but the compact form of the HDG methods (6) in subsection 4.3.2

Static condensation, hybridization, and the devising of the HDG methods 41

the Weak Galerkin method in [67] is also a simple rewriting of HDG methods.

Finally, the Weak Galerkin method proposed in 2014 [89] (submitted in 2012)

is nothing but the HDG method (7) in subsection 5.3.3 corresponding to the

Lehrenfeld-Schöberl stabilization function and the tensor c . Although the results of

subsection 5.3 have been obtained when the stabilization function is a simple mul-

tiplication, the extension to the Lehrenfeld-Schöberl function are straightforward.

Indeed, the numerical trace for the HDG method with the Lehrenfeld-Schöberl sta-

bilization is

1

bh · n = qh · n + (PM (uh ) − ubh )

q

h

which implies that

ubh = PM (uh ) + h(qh − q

bh ) · n.

All the results of subsection 5.3 now follow from this simple identity and from the

fact that V(K) · n|F ⊂ M(F) for each face F of the triangulation. In other words, the

Weak Galerkin method in [89] is also a simple rewriting of HDG methods.

Let us end by pointing out that, by the previous argument, the Weak Galerkin in

[89] is identical to the Weak Galerkin method in [67] when the tensors c and a are

piecewise constant.

After the introduction of the HDG methods in 2009 [24], we have extended the

methods to a variety of partial differential equations and introduced a variation of

the methods called the embedded discontinuous Galerkn (EDG) methods. The EDG

methods were introduced in 2007 [57] in the framework of linear shells, and then

analyzed in 2009 [28] for steady-state diffusion. (The HDG and EDG methods were

devised almost at the same time but the publication of the HDG methods [24] took

much more time than the publication of the EDG methods [28]).

The HDG methods for diffusion were devised and analyzed in [18, 29, 26, 34,

27, 36, 8, 31, 32, 59, 9, 10], multigrid methods for them in [21], a posteriori error

estimation for HDG methods in [43, 44, 45], and the convergence of adaptive HDG

methods in [30]. The implementation of the HDG methods in 2D was considered

in [61] and in 3D in [55]. The methods have been extended to convection-diffusion

in [20, 70, 71, 82], to the Stokes flow of incompressible fluids in [73, 72, 25, 15,

16, 81, 37, 38, 35], to the Oseen equations in [7], to the incompressible Navier-

Stokes equations in [69, 83], to the compressible Euler and Navier-Stokes Equations

[76, 78], to several problems in continuum mechanics in [57, 86, 87, 5, 6, 68, 37,

54, 60], to wave propagation in [74, 75, 33], to the biharmonic in [19] and to scalar

conservation laws in [65].

The current search for more efficient, superconvergent or optimally convergent,

HDG methods seems to be going in three main directions: (1) The refinement of

the sufficient conditions guaranteeing the superconvergence of the HDG methods

42 Bernardo Cockburn

the properties of the Lehrenfeld-Schöberl stabilization function [77, 79, 80, 64], and

(3) the exploration of the new, remarkable technique for devising numerical traces

for the hybrid high-order (HHO) methods [46, 48, 47].

In fact, a bridge between the HHO and HDG methods was recently established

in [17]. It would also be interesting to establish bridges with other numerical meth-

ods like, for example, the SUSHI methods [52], the elements constructed by Chris-

tiansen and Gillette [12], the BEM-based methods proposed in [84, 90], and the

methods introduced in [58] for multiscale problems.

Acknowledgements The author would like to thank Prof. Henryk K. Stolarski for providing the

earliest reference on static condensation. He would also thank Yanlai Chen, Mauricio Flores, Gu-

osheng Fu, Matthias Maier and an anonymous referee for feedback leading to a better presentation

of the material in this paper.

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HDG methods for hyperbolic problems

∗ †

Bernardo Cockburn Ngoc Cuong Nguyen

‡

Jaime Peraire

August 3, 2016

Abstract

We give a short overview of the development of the so-called hybridiz-

able discontinuous Galerkin methods for hyperbolic problems. We de-

scribe the methods, discuss their main features and display numerical

results which illustrate their performance. We do this in the framework

of wave propagation problems. In particular, we show that these methods

are amenable to static condensation, and hence to efficient implementa-

tion, both for time-dependent (with implicit time-marching schemes) as

well as for time-harmonic problems; we also show that they can be used

with explicit time-marching schemes. We discuss an unexpected, recently

uncovered superconvergence property and introduce a new postprocessing

for time-harmonic Maxwell’s equations. We end by providing bibliograph-

ical notes.

1 Introduction

We give a short overview of the development of the so-called hybridizable dis-

continuous (HDG) methods for hyperbolic problems. The HDG methods are

discontinuous Galerkin methods which were originally devised for numerically

approximating steady-state problems and implicit time-marching schemes for

time-dependent problems. Their distinctive feature is that they are amenable

to static condensation and hence to efficient implementation. They turned out

to be more accurate that other DG methods, as will be shown below.

∗ School of Mathematics, University of Minnesota, Minneapolis, MN 55455, USA, email:

1522657) and by the University of Minnesota Supercomputing Institute.

† Department of Aeronautics and Astronautics, Massachusetts Institute of Technology, MA

‡ Department of Aeronautics and Astronautics, Massachusetts Institute of Technology, MA

1

The HDG methods were introduced in [14] in the framework of steady-state

diffusion as part of the effort that started at the end of last century to devise

efficient DG methods for second-order elliptic problems. The development of

the HDG methods was then spearheaded by the authors who extended them

to a variety of problems in computational fluid dynamics including convection-

diffusion [33, 34], the incompressible Navier-Stokes equations [36, 40], and the

compressible Euler and Navier-Stokes equations [43, 41]; to partial differential

equations in continuum mechanics, see [32] and the references therein; and to

wave propagation problems in the time-domain [37, 46] as well as to the fre-

quency domain [39, 42].

In this paper, we describe the HDG methods, highlight some of their main

features and provide numerical experiments displaying their performance. In

particular, we show that they can be efficiently implemented, that they can

be used with either implicit or explicit time-marching schemes, and that they

do possess recently uncovered superconvergence properties. We do this for the

acoustic wave equation in Section 2, for the elastic wave equation in Section 3,

and for the time-harmonic Maxwell’s equation in Section 4. In Section 5, we

end with a few bibliographic notes.

In this section we describe HDG methods for the numerical solution of the

acoustic wave equation

∂2u

ρ − ∇ · (κ∇u) = f, in Ω × (0, T ]. (1)

∂t2

By introducing the velocity v = ut and the flux q = −κ∇u, we can write (1) as

the following system of first-order equations:

∂q

κ−1 + ∇v = 0, in Ω × (0, T ],

∂t (2a)

∂v

ρ +∇·q = f, in Ω × (0, T ].

∂t

The exact solution (v, q) satisfies the following initial conditions

v(x, t = 0) = v0 (x),

(2b)

q(x, t = 0) = q0 (x),

and a Robin boundary condition

−q · n + αv = g, on ∂Ω × (0, T ]. (2c)

The coefficient α varies on the boundary ∂Ω and represents different types

of boundary conditions. Specifically, the Neumann boundary condition corre-

sponds to α = 0, the Dirichlet boundary condition to 1/α = 0, and the first-

√

order absorbing boundary condition to α = κρ. We assume that κ(x), ρ(x),

and α(x) are scalar positive functions.

2

We begin with the spatial discretization of the wave equation (2) and the

temporal integration of the semi-discrete form using both explicit and implicit

time-stepping methods. We end by presenting numerical experiments to demon-

strate their performance.

Let Th be a collection of disjoint elements that partition Ω. We denote by ∂Th

the set {∂K : K ∈ Th }. For an element K of the collection Th , F = ∂K ∩ ∂Ω

is the boundary face if the d − 1 Lebesgue measure of F is nonzero. For two

elements K + and K − of the collection Th , F = ∂K + ∩ ∂K − is the interior face

between K + and K − if the d − 1 Lebesgue measure of F is nonzero. Let Eho

and Eh∂ denote the set of interior and boundary faces, respectively. We denote

by Eh the union of Eho and Eh∂ .

Let Pk (D) denote the set of polynomials of degree at most k on a domain

D. We are going to use the following discontinuous finite element spaces:

Wh = {w ∈ L2 (Ω) : w|K ∈ W (K), ∀K ∈ Th },

2 d

Vh = {p ∈ (L (Ω)) : p|K ∈ V (K), ∀K ∈ Th }.

Some appropriate choices for the local space W (K) × V (K) on K include

Pk (K) × (Pk (K))d ,

W (K) × V (K) ≡ Pk−1 (K) × (Pk (K))d ,

Pk (K) × (Pk (K))d + xPk (K) .

These spaces correspond to the equal-order elements, the BDM elements [1],

and the RT elements [44], respectively. In addition, we introduce a traced finite

element space

Mh = {µ ∈ L2 (Eh ) : µ|F ∈ Pk (F ), ∀F ∈ Eh }.

R

For functions w and v in (L2 (D))d , we denote

R (w, v)D = D w ·v. For functions

w and v inR L2 (D), we denote (w, v)D = D wv if D is a domain in Rd and

hw, viD = D wv if D is a domain in Rd−1 . We then introduce

X X

(w, v)Th = (w, v)K , hµ, ηi∂Th = hµ, ηi∂K ,

K∈Th K∈Th

The HDG methods for the wave equation (2) seek to define (qh , vh , vbh )(t) ∈

Vh × Wh × Mh , for t ∈ [0, T ], as a solution of the following system

∂qh

κ−1 ,r − (vh , ∇ · r)Th + hb

vh , r · ni∂Th = 0, (3a)

∂t Th

∂v

h

ρ ,w − (qh , ∇w)Th + hqbh · n, wi∂Th = (f, w)Th , (3b)

∂t Th

vh , µi∂Ω = hg, µi∂Ω , (3c)

3

for all (r, w, µ) ∈ Vh × Wh × Mh and all t ∈ (0, T ], where the numerical flux is

defined as

√

If the stabilization function is taken as τ = κρ, we obtain the well known

upwinding flux.

Note that the equations (2a) require v and the normal component of q to be

continuous across the set of interior faces Eho × (0, T ). The HDG method takes

into account these transmission conditions by requiring that the corresponding

numerical traces vbh and the normal component of qbh be single valued on that

set. The first condition is satisfied by taking vbh (t) in Mh and the second by

impossing equation (3c) for any t ∈ [0, T ]. For other ways of defining HDG

methods, see [8] and the references therein.

This semidiscretization gives rise to a system of ODEs to be solved by using

some time-marching methods. As we are going to see in the next subsection,

the form presented here is useful when using implicit time-marching methods

because it takes advantage of the fact that the HDG methods are amenable to

static condensation. When using explicit time-marching methods, a better way

of presenting the method is the following: Find (qh , vh ) ∈ Vh × Wh such that

for all K ∈ Th ,

∂qh

κ−1 ,r − (vh , ∇ · r)K + hb

vh , r · ni∂K = 0, ∀ r ∈ V (K), (4a)

∂t K

∂v

h

ρ ,w − (qh , ∇w)K + hqbh · n, wi∂K =(f, w)K , ∀ w ∈ W (K), (4b)

∂t K

+ + − −

τ vh + τ vh +

1

(q + · n+ + qh− · n− ), if F ∈ Eho ,

vbh =

+

τ +τ − τ + τ− h

+

(4c)

τ 1

vh + (Pg + qh · n), if F ∈ ∂Ω,

τ +α τ +α

and

qbh · n = qh · n + τ (vh − vbh ) on ∂K. (4d)

2

Here Pg denotes the L projection of g onto the space Mh , and

where K + and K − are two elements sharing the face F . Hence, vh− and qh−

(respectively, vh+ and qh+ ) are nothing but the value of vh and qh on the face

F from the element K − (respectively, K + ). We can easily show that when the

stabilization function is taken to be a constant on each face lying on ∂Th , the

system (4) is equivalent to the original formulation (3) [37, 46].

4

2.2 Temporal discretization

We now show how to obtain a fully discrete scheme by discretizing the above

system of ODEs by several different time-marching methods, two being implicit

and the other two explicit.

BDF methods

We will only discuss the backward-Euler method since higher-order BDF meth-

ods follow a similar way. Using the backward-Euler scheme for the discretization

of the time derivative in (3), we find that the approximate solution (qhn , vhn , vbhn ) ∈

Vh × Wh × Mh at time step n satisfies the following equations

qn q n−1

h

,r − (vhn , ∇ · r)Th + hb

vhn , r · ni∂Th = h

,r , (5a)

κ∆t Th κ∆t Th

vn v n−1

ρ h ,w − (qhn , ∇w)Th + hqbhn · n, wi∂Th = f n + ρ h , w , (5b)

∆t Th ∆t Th

vhn , µi∂Ω = hg n , µi∂Ω , (5c)

for all (r, w, µ) ∈ Vh × Wh × Mh , where

qbhn · n = qhn · n + τ (vhn − vbhn ), on ∂Th . (5d)

Here (qhn , vhn , vbhn ) represents the numerical approximation to the exact solution

(q(tn ), u(tn ), vb(tn )) at time tn . We then find unh ∈ Wh such that

1 n 1 n−1

(uh , w)Th = (vhn , w)Th + (u , w)Th , ∀w ∈ Wh . (6)

∆t ∆t h

The fully discrete system (5) can be efficiently solved by locally eliminating

(qh , uh ) to obtain a linear system in terms of the globally coupled degrees of

freedom of vbh . We refer to [37] for a detailed discussion.

DIRK methods

Next, we apply the DIRK formula represented by the coefficients (aij , bi , ci ),

1 ≤ i ≤ q, 1 ≤ j ≤ i, to the semidiscrete system (3). We denote by (qhn.i , vhn,i , vbhn,i )

the numerical approximation to the exact solution (q(tn,i )|Th , v(tn,i )|Th , v(tn,i )|Eh ),

where tn,i = tn−1 + ci ∆t, 1 ≤ i ≤ q. Given the approximate solution at time

tn−1 , (qhn−1 , vhn−1 , vbhn−1 ), we find the intermediate solutions (qhn.i , vhn,i , vbhn,i ) ∈

Vh × Wh × Mh satisfying

q n,i D E pn,i

h

,v − (vhn,i , ∇ · v)Th + vbhn,i , v · n = h

,v , (7a)

κ∆t Th ∂Th κ Th

ρv n,i D E

h

,w − (qhn,i , ∇w)Th + qbhn,i · n, w = (f n,i + ρsn,i

h , w)Th , (7b)

aii ∆t Th ∂Th

D E D E

− qbhn,i · n, µ + −qbhn,i · n + αb vhn,i , µ = g n,i , µ ∂Ω , (7c)

∂Th \∂Ω ∂Ω

5

for all (v, w, µ) ∈ Vh × Wh × Mh , where

h and ph on the right-hand side of (7) are given by

i−1

sn,i

h = + h

− sn,j

h , i = 1, . . . , q,

aii ∆t j=1 aii ajj ∆t

i−1

pn,i

h = + − pn,j

h , i = 1, . . . , q.

aii ∆t j=1 aii ajj ∆t

a q-stage DIRK scheme requires us to solve q discrete systems which are very

similar to the system (5) resulting from the backward-Euler method.

Once the intermediate solutions have been computed, the numerical solution

(qhn , vhn ) at time tn is given by

q

X

(qhn , vhn ) = (qhn−1 , vhn−1 ) + ∆t bi (yhn,i , zhn,i ), (8)

i=1

where

i−1

qhn,i − qhn−1 X aij n,j

yhn,i = − y , i = 1, . . . , q,

aii ∆t a h

j=1 ii

i−1

vhn,i − vhn−1 X aij n,j

zhn,i = − z , i = 1, . . . , q.

aii ∆t a h

j=1 ii

Finally, we compute unh by using the same DIRK scheme to discretize the ODE

∂uh /∂t = vh .

Adams–Bashforth methods

The Adams–Bashforth (AB) methods are linear multistep explicit methods. The

forward-Euler method is a first-order AB method. Here we discuss the forward-

Euler method since higher-order AB methods can be constructed in a similar

way. Given the solution at the previous time step (qhn , vhn , unh ), we first compute

the approximate traces as

+ +n − −n

τ vh + τ vh −

1

(q +n · n+ + qh−n · n− ), if F ∈ Eh \∂Ω,

n

vbh =

+

τ +τ − τ + τ− h

+

τ 1

vn + (Pg n + αqhn · n), if F ∈ ∂Ω,

τ +α h τ +α

(9)

6

and qbhn · n = qhn · n + τ (vhn − vbhn ) for all faces F of Eh . We then determine the

numerical solution (qhn+1 , vhn+1 , un+1h ) ∈ V (K) × W (K) × W (K) at the next

time step by solving

1 q n+1 − q n

h h

− (vhn , ∇ · r)K + hb

,r vhn , r · ni∂K = 0,

κ ∆tn K

v n+1 − v n

ρ h h

,w − (qhn , ∇w)K + hqbhn · n, wi∂K = (f n , w)K , (10)

∆tn K

un+1 − un

h h

,z − (vhn , z)K = 0,

∆tn K

for all (r, w, z) ∈ V (K) × W (K) × W (K) and for all elements K ∈ Th .

It is clear that we compute the numerical solution at any time step in an

element-by-element fashion. Therefore, explicit HDG methods have the same

computational complexity as other explicit DG methods. Higher-order AB

methods can be used as well, provided that the numerical solutions at the earlier

time steps are available.

Lastly, we describe the SSP-RK(q, q) scheme [4, 27] to integrate the semidiscrete

system (4) in time. For i = 0, . . . , q − 1, we compute

+ +n,i−1

τ vh + τ − vh−n,i−1

τ + τ−

+

n,i−1

vbh = + τ + +τ − (qh+n,i−1 · n+ + qh−n,i−1 · n− ),

1

if F ∈ Eh \∂Ω,

τ 1

v n,i−1 + (Pg n,i−1 + αqhn,i−1 · n), if F ∈ ∂Ω,

τ +α h τ +α

(11)

and qbhn,i−1 · n = qhn,i−1 · n + τ (vhn,i−1 − vbhn,i−1 ) for all faces F of Eh ; we then

determine (qhn,i , vhn,i , vhn,i ) ∈ V (K) × W (K) × W (K) as the solution of

1 q n,i − q n,i−1 D E

h h

,r − vhn,i−1 , ∇ · r + vbhn,i−1 , r · n = 0,

κ ∆t K K ∂K

v n,i − v n,i−1 D E

h h n,i−1 n,i−1

ρ ,w − qh , ∇w + qbh · n, w = (f n,i−1 , w)K ,

∆t K K ∂K

v n,i − v n,i−1

h h

,z − (vhn,i−1 , z)K = 0,

∆t K

(12)

for all (r, w, z) ∈ V (K) × W (K) × W (K) and for all elements K ∈ Th . We

finally set

s

X

(qhn , vhn , vhn ) = αq,i (qhn,i , vhn,i , vhn,i ), (13)

i=0

7

where the coefficients αq,i are precisely those corresponding to the SSPRK

scheme (q, q) [4, 27], namely

1

α1,0 = 1, αq,i = αq−1,i−1 , i = 1, . . . , q − 2,

i

q−1

X (14)

1

αq,q = , αq,q−1 = 0, αq,0 = 1 − αq,i .

q! i=1

The SSP-RK(q, q) scheme has q stages and q orders of accuracy. Each stage of

the SSP-RK(q, q) scheme is exactly the forward-Euler method described earlier.

2.4 Postprocessing

The numerical results we present in the next subsection are going to involve two

elementwise postprocessings defined as follows. The first is a new approximation

to u: On every simplex K ∈ Th , we take unh ∗ ∈ Pk+1 (K), such that

(15)

(unh ∗ , 1)K = (unh , 1)K .

vhn ∗ ∈ Pk+1 (K), such that

vhn , ∇w · ni∂K , ∀ w ∈ Pk+1 (K),

(16)

(vhn ∗ , 1)K = (vhn , 1)K .

As we are going to see, it turns out that both postprocessings u∗h and vh∗ have

better orders of convergence that the original approximations uh and vh , respec-

tively. Note that this local postprocessing can be performed at suitable time

steps, where these more accurate approximations are needed.

We consider the wave equation on a unit square Ω = (0, 1)×(0, 1) with boundary

condition v = 0 on ∂Ω and initial condition u0 = 0 and v0 = sin(πx) sin(πy).

For ρ = κ = 1 and f = 0, the problem has the following exact solution

1 √ √

u = √ sin(πx) sin(πy) sin( 2πt), v = sin(πx) sin(πy) cos( 2πt).

2π

We use triangular meshes obtained by splitting a regular n × n Cartesian grid

into a total of 2n2 triangles, giving uniform element sizes of h = 1/n.

We present the L2 -errors and orders of convergence for the numerical ap-

proximations in Table 1 for the DIRK schemes and Table 2 for the SSP-RK

schemes. We observe that the approximate field variables converge with the op-

timal order k + 1, while the postprocessed displacement and velocity converge

8

with order k + 2. The HDG methods yield optimal convergence for the approx-

imate gradient, while many other DG methods provide suboptimal convergence

of order k. Furthermore, the postprocessed displacement and velocity converge

one order higher than the original approximations.

These convergence properties were first reported in [37] and later proven (for

the semidiscrete case) in [18]. A priori error estimates for v − vh∗ remain an open

problem though.

k 1/h error order error order error order error h order error h order

2 7.29e-3 −− 1.72e-2 −− 3.01e-2 −− 6.16e-3 −− 1.71e-2 −−

4 4.80e-4 3.92 2.16e-3 2.99 2.00e-3 3.91 2.77e-4 4.48 1.99e-3 3.11

2 8 4.47e-5 3.42 1.86e-4 3.54 1.84e-4 3.44 7.02e-6 5.30 1.40e-4 3.83

16 5.24e-6 3.09 1.81e-5 3.36 2.15e-5 3.10 2.54e-7 4.79 8.73e-6 4.00

32 6.36e-7 3.04 2.08e-6 3.12 2.61e-6 3.04 1.44e-8 4.14 5.36e-7 4.03

2 5.80e-4 −− 1.60e-3 −− 2.67e-3 −− 1.97e-4 −− 1.59e-3 −−

4 3.12e-5 4.22 8.22e-5 4.29 1.38e-4 4.27 4.92e-6 5.33 8.05e-5 4.30

3 8 1.78e-6 4.13 5.20e-6 3.98 7.74e-6 4.16 1.37e-7 5.17 3.78e-6 4.41

16 1.06e-7 4.07 3.32e-7 3.97 4.56e-7 4.08 4.05e-9 5.08 1.14e-7 5.05

32 6.46e-9 4.04 2.09e-8 3.99 2.77e-8 4.04 1.24e-10 5.03 1.50e-9 6.24

k 1/h error order error order error order error h order error h order

2 4.13e-3 −− 9.84e-3 −− 1.65e-2 −− 2.13e-3 −− 8.64e-3 −−

4 4.01e-4 3.37 1.06e-3 3.22 1.65e-3 3.32 1.02e-4 4.38 5.19e-4 4.06

2 8 4.44e-5 3.17 1.27e-4 3.06 1.83e-4 3.18 4.82e-6 4.40 2.80e-5 4.21

16 5.24e-6 3.08 1.60e-5 2.99 2.15e-5 3.09 2.59e-7 4.22 1.61e-6 4.12

32 6.36e-7 3.04 2.02e-6 2.99 2.61e-6 3.04 1.53e-8 4.08 9.81e-8 4.04

2 5.75e-4 −− 1.62e-3 −− 2.66e-3 −− 1.82e-4 −− 1.33e-3 −−

4 3.12e-5 4.21 8.22e-5 4.30 1.38e-4 4.27 4.63e-6 5.29 3.59e-5 5.21

3 8 1.78e-6 4.13 5.21e-6 3.98 7.74e-6 4.15 1.31e-7 5.15 1.03e-6 5.13

16 1.06e-7 4.07 3.32e-7 3.97 4.56e-7 4.08 3.88e-9 5.07 3.05e-8 5.07

32 6.46e-9 4.04 2.09e-8 3.99 2.77e-8 4.04 1.19e-10 5.03 8.97e-10 5.09

The elastic wave equations are different from the scalar acoustic wave equation

in that they are vectorial and have two different wave speeds, namely, pressure

(primary) wave speed and shear (secondary) wave speed. Although there are

several different formulations of the elastic wave equations, we will focus on

HDG methods for the displacement gradient-velocity-pressure formulation.

Let u represent the displacement field, λ and µ the Lamé moduli, ρ the

density of the elastic isotropic material, and b a time-dependent body force.

Let Ω be an open bounded domain in Rd and T a fixed final time. The motion

9

of the elastic isotropic body Ω is governed by:

∂2u

ρ − ∇ · [µ∇u + (µ + λ)(∇ · u)I] = b, in Ω × (0, T ]. (17)

∂t2

We introduce the velocity field v = ∂u/∂t, the displacement gradient tensor

H = ∇u, and the hydrostatic pressure p = (µ + λ)(∇ · u). We then rewrite (17)

as the first-order system

∂H

− ∇v = 0, in Ω × (0, T ],

∂t

∂v

ρ − ∇ · (µH + pI) = b, in Ω × (0, T ], (18)

∂t

∂p

ǫ −∇·v = 0, in Ω × (0, T ],

∂t

where ǫ = 1/(µ + λ), and I is the second-order identity tensor. Associated with

this system is the boundary condition

v = v0 , H = H0 , p = p0 , on Ω × {t = 0}.

For simplicity of exposition, we assume that ǫ > 0, which in essence means that

the elastic solid is either compressible or nearly incompressible. The incom-

pressible limit ǫ = 0 requires the average pressure condition and can be treated

by the augmented Lagrangian method [38, 35].

In addition to the finite element spaces defined in Section 2.2, we introduce the

following new finite element spaces:

Mh = {µ ∈ (L2 (Eh ))d : µ|F ∈ (Pk (F ))d , ∀F ∈ Eh }.

X X

(N, L)Th = (N, L)K , hN, Li∂Th = hN, Li∂K ,

K∈Th K∈Th

for N, L ∈ (L2 (Th ))d×d . Note that (N, L)D denotes the integral of tr(NT L)

over D, where tr is the trace operator.

10

The HDG methods then find an approximation (Hh , vh , ph , v bh ) ∈ Gh ×Vh ×

Wh × Mh at time t such that

∂Hh

,N + (vh , ∇ · N)Th − hb vh , N · ni∂Th = 0, (19a)

∂t Th

∂vh

ρ ,w + (µHh + ph I, ∇w)Th

∂t Th

D E

− (µH b h + pbh I) · n, w = (b, w)Th , (19b)

∂Th

∂ph

ǫ ,q + (vh , ∇q)Th − hb vh · n, qi∂Th = 0, (19c)

∂t Th

D E

(µHb h + pbh I) · n, µ + hαb vh , µi∂Ω = hg, µi∂Ω , (19d)

∂Th

b h + pbh I) · n = (µHh + ph I) · n − S(vh − v

(µH bh ). (19e)

Here S is p a second-order tensor consisting of stabilization parameters which can

be set to (µ + λ)ρI.

The semidiscrete form (19) can be equivalently reformulated into finding

(Hh , vh , ph ) such that for all K ∈ Th ,

∂Hh

,N + (vh , ∇ · N)K − hb vh , N · ni∂K = 0, (20a)

∂t

K

∂vh

ρ ,w + (µHh + ph I, ∇w)K

∂t K

D E

− (µH b h + pbh I) · n, w = (b, w)K , (20b)

∂K

∂ph

ǫ ,q + (vh , ∇q)K − hb vh · n, qi∂K = 0, (20c)

∂t K

where, for any given face F ∈ ∂K,

+ +

τ vh + τ − vh−

τ+ + τ−

1 + + + − − −

bh =

v − τ + +τ − ((µHh + ph I) · n + (µHh + ph I) · n ), if F ∈ Eho ,

τ 1

vh + (Pg − (µHh + ph I) · n), if F ∈ ∂Ω,

τ +α τ +α

(20d)

and

b h + pbh I) · n = (µHh + ph I) · n − S(vh − v

(µH bh ) on ∂K. (20e)

In this formulation, both v b

bh and (µHh + pbh I) · n are explicitly determined from

the numerical solution (Hh , vh , ph ).

While the first formulation (19) is useful for implicit time-stepping methods,

the second formulation (20) is convenient for explicit time-stepping methods.

Since the temporal discretization in this case is very similar to that in the scalar

wave equation, it will not be discussed here.

11

3.2 Local Postprocessing

As with the acoustic wave equation, we can define two new approximations

which will converge faster than the corresponding original approximations. The

postprocessed displacement field unh ∗ ∈ (Pk+1 (K))d satisfies, on every simplex

K ∈ Th ,

(21)

(unh ∗ , 1)K = (unh , 1)K .

The postprocessed velocity field vhn ∗ ∈ (Pk+1 (K))d is obtained by locally solving

vhn , ∇w · ni∂K ∀ w ∈ (Pk+1 (K))d ,

(22)

(vhn ∗ , 1)K = (vhn , 1)K .

Since the local postprocessing can be carried out at any particular timestep and

performed at the element level, the postprocesssed displacement and velocity

are very inexpensive to compute. Note that the postprocessing is effective only

if the temporal accuracy is of order k + 2.

We consider the elastic wave equations on a unit square Ω = (0, 1) × (0, 1) with

µ = 1 and ρ = 1. The exact solution is given by

u2 = xy 2 (2x − 1)(x − 1)(y − 1)2 sin(πt).

The source term b is determined from the above solution. The Dirichlet bound-

ary data are determined as the restriction of the exact solution on the boundary.

Likewise the initial data is taken as an instantiation of the exact solution at time

t = 0. Our triangular meshes are constructed upon regular n×n Cartesian grids

(h = 1/n). The stabilization parameter is set to τ = 1.

k 1/h error order error order error order error h order error horder

4 3.79e-4 −− 1.94e-3 −− 2.08e-3 −− 1.74e-4 −− 1.28e-3 −−

8 1.12e-4 1.76 4.51e-4 2.11 5.07e-4 2.04 2.53e-5 2.78 1.74e-4 2.88

1 16 3.04e-5 1.88 1.06e-4 2.09 1.26e-4 2.01 3.27e-6 2.95 2.18e-5 2.99

32 7.90e-6 1.94 2.60e-5 2.03 3.16e-5 2.00 4.12e-7 2.99 2.96e-6 2.89

64 2.01e-6 1.97 6.45e-6 2.01 7.93e-6 2.00 5.16e-8 3.00 3.99e-7 2.89

4 5.14e-5 −− 2.26e-4 −− 3.27e-4 −− 1.78e-5 −− 2.41e-4 −−

8 8.01e-6 2.68 2.90e-5 2.96 4.21e-5 2.96 1.20e-6 3.89 7.10e-6 5.08

2 16 1.10e-6 2.87 3.67e-6 2.98 5.25e-6 3.00 7.39e-8 4.02 4.53e-7 3.97

32 1.43e-7 2.94 4.60e-7 3.00 6.54e-7 3.01 4.52e-9 4.03 2.70e-8 4.07

64 1.82e-8 2.97 5.75e-8 3.00 8.14e-8 3.00 2.78e-10 4.02 1.68e-9 4.01

12

ku − uh kTh kv − vh kTh kσ − σh kTh ku − u∗ kTh kv − v ∗ kTh

k 1/h error order error order error order error h order error horder

4 3.75e-4 −− 1.94e-3 −− 2.2e-3 −− 1.72e-4 −− 1.26e-3 −−

8 1.12e-4 1.75 4.49e-4 2.11 5.41e-4 2.02 2.57e-5 2.74 1.71e-4 2.89

1 16 3.04e-5 1.88 1.06e-4 2.08 1.33e-4 2.02 3.37e-6 2.93 2.13e-5 3.00

32 7.90e-6 1.94 2.60e-5 2.03 3.33e-5 2.00 4.26e-7 2.98 2.87e-6 2.89

64 2.01e-6 1.97 6.45e-6 2.01 8.33e-6 2.00 5.34e-8 2.99 3.85e-7 2.90

4 5.11e-5 −− 2.24e-4 −− 3.67e-4 −− 1.80e-5 −− 2.40e-4 −−

8 7.98e-6 2.68 2.88e-5 2.96 4.82e-5 2.93 1.22e-6 3.89 6.91e-6 5.12

2 16 1.09e-6 2.87 3.66e-6 2.98 6.12e-6 2.98 7.44e-8 4.03 4.20e-7 4.04

32 1.43e-7 2.94 4.59e-7 2.99 7.89e-7 2.96 4.52e-9 4.04 2.48e-8 4.08

64 1.82e-8 2.97 5.75e-8 3.00 9.95e-8 2.99 2.78e-10 4.02 1.48e-9 4.07

(λ = 1000).

proximations at the final time T = 0.5 in Table 3 for λ = 1 (compressible case)

and in Table 4 for λ = 1000 (nearly incompressible case). These results are

obtained using the DIRK(2,3) scheme for k = 1 and the DIRK(3,4) scheme for

k = 2, and a fixed ratio h/∆t = 4. We observe that the approximate field vari-

ables converge with the optimal order k + 1 even for the nearly incompressible

case. Furthermore, we observe that both the postprocessed displacement and

velocity converge with order k + 2, which are one order higher than the orig-

inal approximations. Since the local postprocessing is inexpensive, the HDG

methods provide better convergence and accuracy than other DG methods.

These convergence properties were first reported in [37]. For the semidiscrete

case, they can be obtained by an analysis similar to that for the acoustic wave

equation in [18]. Again, a priori error estimates for v − vh∗ remain an open

problem.

In this section, we restrict our attention to devising HDG methods for the

Maxwell’s equations in frequency domain. Numerical treatment of the Maxwell’s

equations in time domain follows from the discussion in this section and the

second section.

Let us consider the time-harmonic Maxwell’s equations in a connected and

bounded domain Ω ∈ R3 with zero charge density and zero conductivity:

where E, H, and J are the electric field, magnetic field, and current source,

respectively. In addition, ω is the frequency, ǫ the permittivity, and µ the

permeability of the medium. We assume that the electromagnetic field satisfies

the following impedance condition

−n × H + αn × E × n = g, on ∂Ω, (24)

13

for some given scalar function α and vectorial function g.

To define the numerical approximation of the Maxwell’s equations (23), we

introduce the following approximation spaces

Vh := {v ∈ [L2 (Th )]3 : v|K ∈ [Ck (K)]3 , ∀ K ∈ Th },

Mht := {η ∈ [L2 (Eh )]3 η|F ∈ [Ck (F )]3 , (η · n)|F = 0, ∀ F ∈ Eh }.

:

(25)

Heret Ck (D) denote the space of complex-valued polynomials of degree at most

k on D. We then define the inner products for our approximation spaces as

X Z 3

X

(w, v)Th := wv, (w, v)Th := (wj , vj )Th ,

K∈Th K j=1

(26)

X Z X3

hw, vi∂Th := wv, hw, vi∂Th := hwj , vj i∂Th .

K∈Th ∂K j=1

Here the bar denotes a complex conjugate which is applied only to the second

argument of the inner products.

Note that Mht consists of vector-valued functions whose normal component

is zero on any face F ∈ Eh . Hence, a member of Mht can be characterized by

two tangential vectors on the faces: if tF F

1 and t2 denote independent tangent

vectors on F , we can write the restriction of η ∈ Mht on F as

η|F = η1F tF F F

1 + η 2 t2 , (27)

at most k on F . Hence, the vector-valued function η ∈ Mht is characterized by

two scalar functions η1 and η2 .

The HDG method seeks (E h , Hh , E b t ) ∈ Vh × Vh × M t such that

h h

D E

(iωµH h , R)Th + (Eh , ∇ × R)Th + E bt , R × n = 0, (28a)

h

∂Th

D E

(H h , ∇ × W )Th + H ch , W × n − (iǫωEh , W )Th = (J , W )Th , (28b)

∂Th

D E D E

− n×H ch , η + αE bt ,η = hg, ηi∂Ω , (28c)

h

∂Th ∂Ω

c h = H h + τ (Eh − E

H b t ) × n. (28d)

h

q

ǫω 2

Here the stabilization parameter is chosen as τ = µ . This completes the

HDG method for solving the time-harmonic Maxwell’s equations.

The structure of the HDG method makes itself amenable to an efficient

implementation. Note that the first two equations in (28) can be thought as

14

bh . The equation (28c) is then the equation

characterizing (Eh , Hh ) in terms of E

that determines the actual values of the unknown E bh . In this manner, the only

globally-coupled degrees of freedom are those of E bh . As a result, the HDG

method can provide more accurate solutions at much lower computational cost

than standard frequency-domain DG method.

We propose a new local postprocessing to obtain new approximations of the

electric and magnetic fields, which converges with an additional order in the

Hcurl (Th )-norm. A remarkable feature of this new local postprocessing is that it

is effective even in three dimensions, whereas the local postprocessing introduced

in our previous work [39] is only applicable in two dimensions.

We find the new approximate electric field Eh∗ as the element of [Ck+1 (K)]3

such that for all K ∈ Th ,

(Eh∗ , Y )K = (Eh , Y )K , ∀ Y ∈ ∇Ck+2 (K). (29b)

Similarly, we find the new approximate magnetic field Hh∗ as the element of

[Ck+1 (K)]3 such that for all K ∈ Th ,

(Hh∗ , Y )K = (Hh , Y )K , ∀ Y ∈ ∇Ck+2 (K). (30b)

It is obvious that ∇ × Eh∗ and ∇ × Hh∗ are nothing but the projection of

iµωHh and iǫωEh + J , respectively, onto the space of divergence-free functions

in [Pk+1 (K)]3 . Therefore, we expect that both Eh∗ and Hh∗ converge with order

k + 1 in the Hcurl (Th )-norm, whereas Eh and Hh converge with order k in the

Hcurl (Th )-norm.

We consider the time-harmonic Maxwell’s equations on a unit cube Ω = (0, 1)3

with µ = 1, ǫ = 2, α = 0, and ω = 1. For J = 0 the problem has the exact

solution

Ex = sin(ωy) sin(ωz), Hx = i sin(ωx)(cos(ωy) − cos(ωz)),

Ey = sin(ωx) sin(ωz), Hy = i sin(ωy)(cos(ωz) − cos(ωx)),

Ez = sin(ωy) sin(ωx), Hz = i sin(ωz)(cos(ωx) − cos(ωy)),

The boundary data g is determined from the exact solution. The tetrahedral

meshes are constructed upon regular n × n × n Cartesian grids (h = 1/n) by

splitting each cube into 6 tetrahedral.

We present the L2 -errors and orders of convergence of the numerical approxi-

mations in Table 5 and the postprocessed quantities in Table 6. We observe that

the approximate electric and magnetic fields converge with order k + 1 in the

15

L2 -norm, but only order k in the Hcurl (Th )-norm. Furthermore, we observe that

the postprocessed electric and magnetic fields converge with order k + 1 in the

Hcurl (Th )-norm, which are one order higher than the original approximations.

The theoretical justification of these results is still an open problem.

k 1/h error order error order error order error order

2 2.94e-2 −− 9.90e-2 −− 8.41e-3 −− 2.20e-1 −−

4 7.77e-3 1.92 4.46e-2 1.15 2.18e-3 1.95 1.10e-1 1.00

1 6 1.94e-3 2.00 2.14e-2 1.06 5.85e-4 1.90 5.52e-2 1.00

8 4.81e-4 2.01 1.05e-2 1.02 1.54e-4 1.93 2.76e-2 1.00

2 9.49e-4 −− 1.32e-2 −− 6.56e-4 −− 3.28e-2 −−

4 1.33e-4 2.84 3.37e-3 1.97 8.74e-5 2.91 8.15e-3 2.01

2 6 1.90e-5 2.81 8.47e-4 1.99 1.12e-5 2.96 2.03e-3 2.00

8 2.87e-6 2.73 2.12e-4 2.00 1.42e-6 2.98 5.09e-4 2.00

2 8.72e-5 −− 1.40e-3 −− 5.51e-5 −− 1.74e-3 −−

4 5.59e-6 3.96 1.73e-4 3.02 3.51e-6 3.97 2.28e-4 2.93

3 6 3.53e-7 3.99 2.15e-5 3.01 2.23e-7 3.98 2.92e-5 2.97

8 2.22e-8 3.99 2.67e-6 3.00 1.41e-8 3.99 3.69e-6 2.98

kE − Eh∗ kTh kE − Eh∗ kHcurl (Th ) kH − Hh∗ kTh kH − Hh∗ kHcurl (Th )

k 1/h error order error order error order error order

2 3.19e-2 −− 3.44e-2 −− 1.05e-2 −− 6.26e-2 −−

4 8.42e-3 1.92 9.05e-3 1.93 2.69e-3 1.97 1.67e-2 1.90

1 6 2.10e-3 2.00 2.27e-3 1.99 7.05e-4 1.93 4.21e-3 1.99

8 5.23e-4 2.01 5.68e-4 2.00 1.83e-4 1.95 1.05e-3 2.00

2 9.56e-4 −− 1.58e-3 −− 8.34e-4 −− 2.06e-3 −−

4 1.34e-4 2.84 2.07e-4 2.93 1.08e-4 2.95 2.82e-4 2.87

2 6 1.91e-5 2.81 2.76e-5 2.91 1.38e-5 2.97 3.85e-5 2.87

8 2.88e-6 2.73 3.81e-6 2.86 1.74e-6 2.99 5.46e-6 2.82

2 8.36e-5 −− 1.03e-4 −− 4.88e-5 −− 1.75e-4 −−

4 5.43e-6 3.95 6.71e-6 3.95 3.20e-6 3.93 1.13e-5 3.94

3 6 3.44e-7 3.98 4.26e-7 3.98 2.05e-7 3.97 7.20e-7 3.98

8 2.17e-8 3.99 2.69e-8 3.99 1.29e-8 3.98 4.54e-8 3.99

5 Bibliographic notes

Time-dependent wave propagation

The devising of HDG methods for the acoustic wave equation was carried out

as an almost immediate consequence of the introduction of HDG methods for

steady-state diffusion. After all, both equations share the same second-order

strongly elliptic operator. However, not all convergence properties which hold

16

for HDG methods for steady-state diffusion problems [9, 16, 15, 5, 6, 17, 19] can

be immediately obtained for time-dependent wave equations. In particular, the

wave equation does not have a smoothing effect which could generate supercon-

vergence results, as happens for the heat equation, see [3]. However, in [18], it

was shown how to obtain the superconvergence results we have illustrated in

Section 2; a comparison with other mixed and DG methods can also be found

there. Although therein we only used simplexes and spaces of polynomials of

degree k, similar convergence and superconvergence results do hold for meshes

made of elements of arbitrary shape. This can be obtained by using the so-

called theory of M-decompositions developed in [12, 10, 11]. In a similar way,

HDG methods for the elastic wave equation can be easily obtained once HDG

methods for linear elasticity [45, 32, 20, 26] are obtained.

The first HDG methods for wave propagation were proposed in [37], where

implicit time-marching methods were used, and in [46], where explicit time-

marching methods were used. In both papers, the superconvergence properties

of the semidiscrete method uncovered in [18] were shown to hold for the corre-

sponding implicit and explicit time-marching schemes, respectively.

The HDG methods we have presented here can be also used with PML

absorbing boundary conditions, as shown in [37]. HDG methods which are not

dissipative, and have similar superconvergence properties, have been developed

in [13].

HDG methods for time-harmonic hyperbolic equations are also strongly related

to the HDG methods for steady-state diffusion problems. The first HDG method

for the Helmholtz equation was introduced in [28]. The same optimal conver-

gence and superconvergence properties of the associated steady-state diffusion

were proven. In [25], a wide family of discontinuous Galerkin methods, which

included the HDG methods, were proven to be stable regardless of the wave

number. The methods used piecewise linear approximations. In [21], an analy-

sis of the HDG methods for the Helmholtz equations was carried which shows

that the method is stable for any wave number, mesh and polynomial degree

and which recovers the orders of convergence and superconvergence obtained

previously in [28]. A method for arbitrarily large wave numbers is proposed in

[42].

The first HDG for the time-harmonic Maxwell’s equations was proposed in

[39] in two-space dimensions. The extension of the method to three-dimensions

was done in [30]. A variation was introduced in [31]. HDG method for the

time-harmonic equations of elastodynamics can be found in [29].

A systematic way of defining HDG methods for Friedrichs’ systems has been

developed in [2]. A general construction of DG methods for these problems

can be found in [22, 23, 24]. An overview of the development of DG (and in

17

particular, HDG) methods for fluid dynamics can be found in [7]. An overview

of the HDG methods for steady-state diffusion can be found in [8]. Therein, the

relation between static condensation, hybridization and the devising of HDG

methods is carefully explored.

Chi-Wang Shu for the invitation to write this paper.

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21

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