This article surveys research on the application of compatible finite element methods to large-scale atmosphere and ocean simulation. Compatible finite element methods extend Arakawa’s C-grid finite difference scheme to the finite element world. They are constructed from a discrete de Rham complex, which is a sequence of finite element spaces linked by the operators of differential calculus. The use of discrete de Rham complexes to solve partial differential equations is well established, but in this article we focus on the specifics of dynamical cores for simulating weather, oceans and climate. The most important consequence of the discrete de Rham complex is the Hodge–Helmholtz decomposition, which has been used to exclude the possibility of several types of spurious oscillations from linear equations of geophysical flow. This means that compatible finite element spaces provide a useful framework for building dynamical cores. In this article we introduce the main concepts of compatible finite element spaces, and discuss their wave propagation properties. We survey some methods for discretizing the transport terms that arise in dynamical core equation systems, and provide some example discretizations, briefly discussing their iterative solution. Then we focus on the recent use of compatible finite element spaces in designing structure preserving methods, surveying variational discretizations, Poisson bracket discretizations and consistent vorticity transport.

The discontinuous Galerkin (DG) method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily evaluated. We describe specialized quadrature techniques that efficiently maintain the overall accuracy of the DG method. In addition, we observe in numerical experiments that known superconvergence properties of DG time stepping for classical diffusion problems carry over in a modified form to the fractional-order setting.

The nonlinear transverse vibrations of ordered and disordered two-dimensional (2D) two-span composite laminated plates are studied. Based on the von Karman's large deformation theory, the equations of motion of each-span composite laminated plate are formulated using Hamilton's principle, and the partial differential equations are discretized into nonlinear ordinary ones through the Galerkin's method. The primary resonance and 1/3 sub-harmonic resonance are investigated by using the method of multiple scales. The amplitude-frequency relations of the steady-state responses and their stability analyses in each kind of resonance are carried out. The effects of the disorder ratio and ply angle on the two different resonances are analyzed. From the numerical results, it can be concluded that disorder in the length of the two-span 2D composite laminated plate will cause the nonlinear vibration localization phenomenon, and with the increase of the disorder ratio, the vibration localization phenomenon will become more obvious. Moreover, the amplitude-frequency curves for both primary resonance and 1/3 sub-harmonic resonance obtained by the present analytical method are compared with those by the numerical integration, and satisfactory precision can be obtained for engineering applications and the results certify the correctness of the present approximately analytical solutions.

This paper presents topology optimization of capillary, the typical two-phase flow with immiscible fluids, where the level set method and diffuse-interface model are combined to implement the proposed method. The two-phase flow is described by the diffuse-interface model with essential no slip condition imposed on the wall, where the singularity at the contact line is regularized by the molecular diffusion at the interface between two immiscible fluids. The level set method is utilized to express the fluid and solid phases in the flows and the wall energy at the implicit fluid-solid interface. Based on the variational procedure for the total free energy of two-phase flow, the Cahn-Hilliard equations for the diffuse-interface model are modified for the two-phase flow with implicit boundary expressed by the level set method. Then the topology optimization problem for the two-phase flow is constructed for the cost functional with general formulation. The sensitivity analysis is implemented by using the continuous adjoint method. The level set function is evolved by solving the Hamilton-Jacobian equation, and numerical test is carried out for capillary to demonstrate the robustness of the proposed topology optimization method. It is straightforward to extend this proposed method into the other two-phase flows with two immiscible fluids.

Anisotropic mesh adaptation is studied for linear finite element solution of 3D anisotropic diffusion problems. The 𝕄-uniform mesh approach is used, where an anisotropic adaptive mesh is generated as a uniform one in the metric specified by a tensor. In addition to mesh adaptation, preservation of the maximum principle is also studied. Some new sufficient conditions for maximum principle preservation are developed, and a mesh quality measure is defined to server as a good indicator. Four different metric tensors are investigated: one is the identity matrix, one focuses on minimizing an error bound, another one on preservation of the maximum principle, while the fourth combines both. Numerical examples show that these metric tensors serve their purposes. Particularly, the fourth leads to meshes that improve the satisfaction of the maximum principle by the finite element solution while concentrating elements in regions where the error is large. Application of the anisotropic mesh adaptation to fractured reservoir simulation in petroleum engineering is also investigated, where unphysical solutions can occur and mesh adaptation can help improving the satisfaction of the maximum principle.

The pricing model for American lookback options can be characterised as a two-dimensional free boundary problem. The main challenge in this problem is the free boundary, which is also the main concern for financial investors. We use a standard technique to reduce the pricing model to a one-dimensional linear complementarity problem on a bounded domain and obtain a corresponding variational inequality. The inequality is discretised by finite differences and finite elements in the temporal and spatial directions, respectively. By enforcing inequality constraints related to the options using Lagrange multipliers, the discretised variational inequality is reformulated as a set of semi-smooth equations, which are solved by a primal-dual active set method. One of the major advantages of our algorithm is that we can obtain the option values and the free boundary simultaneously, and numerical simulations show that our approach is as efficient as some other methods.

In this work, we introduce an IMEX discontinuous Galerkin solver for the weakly compressible isentropic Euler equations. The splitting needed for the IMEX temporal integration is based on the recently introduced reference solution splitting [32, 52], which makes use of the incompressible solution. We show that the overall method is asymptotic preserving. Numerical results show the performance of the algorithm which is stable under a convective CFL condition and does not show any order degradation.

In this paper we are concerned with numerical methods for nonlinear time-dependent problem coupled by electron, ion and photon temperatures in two dimensions, which is called the 2D-3T heat conduction equations. We propose discontinuous Galerkin (DG) methods for the discretization of the equations. For solving the resulting discrete system, we employ two domain decomposition (DD) preconditioners, one of which is associated with the non-overlapping DDM and the other is based on DDM with small overlap. The preconditioners are constructed by dropping the couplings between particles and each preconditioner consists of three preconditioners with smaller matrix size. To gauge the efficiency of the preconditioners, we test two examples and make different settings of parameters. Numerical results show that the proposed preconditioners are very effective to the 2D-3T problem.

In this work, we investigate the numerical approximation of the compressible Navier-Stokes equations under the framework of discontinuous Galerkin methods. For discretization of the viscous and heat fluxes, we extend and apply the symmetric direct discontinuous Galerkin (SDDG) method which is originally introduced for scalar diffusion problems. The original compressible Navier-Stokes equations are rewritten into an equivalent form via homogeneity tensors. Then, the numerical diffusive fluxes are constructed from the weak formulation of primal equations directly without converting the second-order equations to a first-order system. Additional numerical flux functions involving the jump of second order derivative of test functions are added to the original direct discontinuous Galerkin (DDG) discretization. A number of numerical tests are carried out to assess the practical performance of the SDDG method for the two dimensional compressible Navier-Stokes equations. These numerical results obtained demonstrate that the SDDG method can achieve the optimal order of accuracy. Especially, compared with the well-established symmetric interior penalty (SIP) method [18], the SDDG method can maintain the expected optimal order of convergence with a smaller penalty coefficient.

This paper is concerned with numerical method for a two-dimensional time-dependent cubic nonlinear Schrödinger equation. The approximations are obtained by the Galerkin finite element method in space in conjunction with the backward Euler method and the Crank-Nicolson method in time, respectively. We prove optimal L2 error estimates for two fully discrete schemes by using elliptic projection operator. Finally, a numerical example is provided to verify our theoretical results.

A coupled mathematical system of four quasi-linear partial differential equations and the initial-boundary value conditions is presented to interpret transient behavior of three dimensional semiconductor device with heat conduction. The electric potential is defined by an elliptic equation, the electron and hole concentrations are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite element approximation is used to get the electric field potential and one order of computational accuracy is improved. Two concentration equations and the heat conduction equation are solved by a fractional step scheme modified by a second-order upwind difference method, which can overcome numerical oscillation, dispersion and computational complexity. This changes the computation of a three dimensional problem into three successive computations of one-dimensional problem where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L2 norm is derived by prior estimate theory and other special techniques of partial differential equations. This type of parallel method is important in numerical analysis and is most valuable in numerical application of semiconductor device and it can successfully solve this international famous problem.

In this paper, a new numerical scheme for the time dependent Ginzburg-Landau (GL) equations under the Lorentz gauge is proposed. We first rewrite the original GL equations into a new mixed formulation, which consists of three parabolic equations for the order parameter ψ, the magnetic field σ=curlA, the electric potential θ=divA and a vector ordinary differential equation for the magnetic potential A, respectively. Then, an efficient fully linearized backward Euler finite element method (FEM) is proposed for the mixed GL system, where conventional Lagrange element method is used in spatial discretization. The new approach offers many advantages on both accuracy and efficiency over existing methods for the GL equations under the Lorentz gauge. Three physical variables ψ, σ and θ can be solved accurately and directly. More importantly, the new approach is well suitable for non-convex superconductors. We present a set of numerical examples to confirm these advantages.

By combining the characteristic method and the local discontinuous Galerkin method with carefully constructing numerical fluxes, variational formulations are established for time-dependent incompressible Navier-Stokes equations in ℝ2. The nonlinear stability is proved for the proposed symmetric variational formulation. Moreover, for general triangulations the priori estimates for the L2–norm of the errors in both velocity and pressure are derived. Some numerical experiments are performed to verify theoretical results.

This paper is concerned with the construction of high order mass-lumping finite elements on simplexes and a program for computing mass-lumping finite elements on triangles and tetrahedra. The polynomial spaces for mass-lumping finite elements, as proposed in the literature, are presented and discussed. In particular, the unisolvence problem of symmetric point-sets for the polynomial spaces used in mass-lumping elements is addressed, and an interesting property of the unisolvent symmetric point-sets is observed and discussed. Though its theoretical proof is still lacking, this property seems to be true in general, and it can greatly reduce the number of cases to consider in the computations of mass-lumping elements. A program for computing mass-lumping finite elements on triangles and tetrahedra, derived from the code for computing numerical quadrature rules presented in [7], is introduced. New mass-lumping finite elements on triangles found using this program with higher orders, namely 7, 8 and 9, than those available in the literature are reported.

A class of finite volume methods is developed for pricing either European or American options under jump-diffusion models based on a linear finite element space. An easy to implement linear interpolation technique is derived to evaluate the integral term involved, and numerical analyses show that the full discrete system matrices are M-matrices. For European option pricing, the resulting dense linear systems are solved by the generalised minimal residual (GMRES) method; while for American options the resulting linear complementarity problems (LCP) are solved using the modulus-based successive overrelaxation (MSOR) method, where the H+-matrix property of the system matrix guarantees convergence. Numerical results are presented to demonstrate the accuracy, efficiency and robustness of these methods.

In this paper, we propose to use the interior functions of an hierarchical basis for high order BDMp elements to enforce the divergence-free condition of a magnetic field B approximated by the H(div)BDMp basis. The resulting constrained finite element method can be used to solve magnetic induction equation in MHD equations. The proposed procedure is based on the fact that the scalar (p–1)-th order polynomial space on each element can be decomposed as an orthogonal sum of the subspace defined by the divergence of the interior functions of the p-th order BDMp basis and the constant function. Therefore, the interior functions can be used to remove element-wise all higher order terms except the constant in the divergence error of the finite element solution of the B-field. The constant terms from each element can be then easily corrected using a first order H(div) basis globally. Numerical results for a 3-D magnetic induction equation show the effectiveness of the proposed method in enforcing divergence-free condition of the magnetic field.

We analyze in this paper the pressure splitting scheme of a partitioned semi-implicit coupling algorithm for fluid-structure interaction (FSI) simulation. The semi-implicit coupling algorithm is developed on the ground of the artificial compressibility characteristic-based split (AC-CBS) scheme that serves not only for the fluid subsystem but also for the global FSI system. As the dual-time stepping procedure recommended for quasi-incompressible flows is incorporated into the implicit coupling stage, the fluctuating pressure may be unusually susceptible to the AC coefficient. Moreover, it is not trivial to devise an optimal AC formulation for pressure estimation. Instead, we consider a stabilized second-order pressure splitting scheme in the AC-CBS-based partitioned semi-implicit coupling algorithm. Computer simulation of a benchmark FSI experiment demonstrates that good agreement is exposed between the available and present data.

In magnetically confined plasma research, the understandings of small and large perturbations at equilibrium are both critical for plasma controlling and steady state operation. Numerical simulations using original MHD model can hardly give clear picture for small perturbations, while non-conservative perturbed MHD model may break conservation law, and give unphysical results when perturbations grow large after long-time computation. In this paper, we present a nonlinear conservative perturbed MHD model by splitting primary variables in original MHD equations into equilibrium part and perturbed part, and apply an approach in the framework of discontinuous Galerkin (DG) spatial discretization for numerical solutions. This enables high resolution of very small perturbations, and also gives satisfactory non-smooth solutions for large perturbations, which are both broadly concerned in magnetically confined plasma research. Numerical examples demonstrate satisfactory performance of the proposed model clearly. For small perturbations, the results have higher resolution comparing with the original MHD model; for large perturbations, the non-smooth solutions match well with existing references, confirming reliability of the model for instability investigations in magnetically confined plasma numerical research.

In this work we discuss the numerical discretization of the time-dependent Maxwell's equations using a fully explicit leap-frog type discontinuous Galerkin method. We present a sufficient condition for the stability and error estimates, for cases of typical boundary conditions, either perfect electric, perfect magnetic or first order Silver-Müller. The bounds of the stability region point out the influence of not only the mesh size but also the dependence on the choice of the numerical flux and the degree of the polynomials used in the construction of the finite element space, making possible to balance accuracy and computational efficiency. In the model we consider heterogeneous anisotropic permittivity tensors which arise naturally in many applications of interest. Numerical results supporting the analysis are provided.

A parallel, high-order direct Discontinuous Galerkin (DDG) method has been developed for solving the three dimensional compressible Navier-Stokes equations on 3D hybrid grids. The most distinguishing and attractive feature of DDG method lies in its simplicity in formulation and efficiency in computational cost. The formulation of the DDG discretization for 3D Navier-Stokes equations is detailed studied and the definition of characteristic length is also carefully examined and evaluated based on 3D hybrid grids. Accuracy studies are performed to numerically verify the order of accuracy using flow problems with analytical solutions. The capability in handling curved boundary geometry is also demonstrated. Furthermore, an SPMD (single program, multiple data) programming paradigm based on MPI is proposed to achieve parallelism. The numerical results obtained indicate that the DDG method can achieve the designed order of accuracy and is able to deliver comparable results as the widely used BR2 scheme, clearly demonstrating that the DDG method provides an attractive alternative for solving the 3D compressible Navier-Stokes equations.