Abstract

We develop novel stabilized cut discontinuous Galerkin methods for advection-reaction problems. The domain of interest is embedded into a structured, unfitted background mesh in $\mathbb{R}^d$ where the domain boundary can cut through the mesh in an arbitrary fashion. To cope with robustness problems caused by small cut elements, we introduce ghost penalties in the vicinity of the embedded boundary to stabilize certain (semi-)norms associated with the advection and reaction operator. A few abstract assumptions on the ghost penalties are identified enabling us to derive geometrically robust and optimal a priori error and condition number estimates for the stationary advection-reaction problem which hold irrespective of the particular cut configuration. Possible realizations of suitable ghost penalties are discussed. The theoretical results are corroborated by a number of computational studies for various approximation orders and for two- and three-dimensional test problems.

Keywords

  1. advection-reaction problems
  2. discontinuous Galerkin
  3. cut finite element method
  4. stabilization
  5. a priori error estimates
  6. condition number

MSC codes

  1. 65N30
  2. 65N12
  3. 65N85

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
D. Arndt, W. Bangerth, T. C. Clevenger, D. Davydov, M. Fehling, D. Garcia-Sanchez, G. Harper, T. Heister, L. Heltai, M. Kronbichler, R. M. Kynch, M. Maier, J.-P. Pelteret, B. Turcksin, and D. Wells, The \textttdeal.II library, version 9.1, J. Numer. Math., 27 (2019), https://doi.org/10.1515/jnma-2019-0064.
2.
D. Arnold, An interior penalty finite element method with discontinuous elements, SIAM J. Numer. Anal., 19 (1982), pp. 742--760.
3.
D. Arnold, F. Brezzi, B. Cockburn, and L. Marini, Unified analysis of discontinuous Galerkin methods for elliptic problems, SIAM J. Numer. Anal., 39 (2002), pp. 1749--1779.
4.
S. Badia, F. Verdugo, and A. F. Martín, The aggregated unfitted finite element method for elliptic problems, Comput. Methods Appl. Mech. Engrg., 336 (2018), pp. 533--553.
5.
P. Bastian and C. Engwer, An unfitted finite element method using discontinuous Galerkin, Internat. J. Numer. Methods Engrg, 79 (2009), pp. 1557--1576.
6.
P. Bastian, C. Engwer, J. Fahlke, and O. Ippisch, An unfitted discontinuous Galerkin method for pore-scale simulations of solute transport, Math. Comput. Simul., 81 (2011), pp. 2051--2061.
7.
R. Becker, E. Burman, and P. Hansbo, A Nitsche extended finite element method for incompressible elasticity with discontinuous modulus of elasticity, Comput. Methods Appl. Mech. Engrg., 198 (2009), pp. 3352--3360.
8.
M. Berger, Cut cells: Meshes and solvers, in Handbook of Numerical Analysis, Handb. Numer. Anal. 18, Elsevier, New York, 2017, pp. 1--22.
9.
M. Berger and C. Helzel, A simplified h-box method for embedded boundary grids, SIAM J. Sci. Comput., 34 (2012), pp. A861--A888.
10.
D. Boffi, N. Cavallini, and L. Gastaldi, The finite element immersed boundary method with distributed lagrange multiplier, SIAM J. Numer. Anal., 53 (2015), pp. 2584--2604.
11.
D. Boffi and L. Gastaldi, A finite element approach for the immersed boundary method, Comput. Struct., 81 (2003), pp. 491--501.
12.
S. Bordas, E. Burman, M. Larson, and M. Olshanskii, eds., Geometrically Unfitted Finite Element Methods and Applications, Springer, New York, 2018.
13.
F. Brezzi, L. D. Marini, and E. Süli, Discontinuous galerkin methods for first-order hyperbolic problems, Math. Models Methods Appl. Sci., 14 (2004), pp. 1893--1903.
14.
E. Burman, A unified analysis for conforming and nonconforming stabilized finite element methods using interior penalty, SIAM J. Numer. Anal., 43 (2005), pp. 2012--2033.
15.
E. Burman, Ghost penalty, C. R. Math., 348 (2010), pp. 1217--1220.
16.
E. Burman, S. Claus, P. Hansbo, M. G. Larson, and A. Massing, CutFEM: Discretizing geometry and partial differential equations, Internat. J. Numer. Methods Engng., 104 (2015), pp. 472--501.
17.
E. Burman, S. Claus, and A. Massing, A stabilized cut finite element method for the three field Stokes problem, SIAM J. Sci. Comput., 37 (2015), pp. A1705--A1726.
18.
E. Burman, A. Ern, and M. A. Fernández, Explicit Runge--Kutta schemes and finite elements with symmetric stabilization for first-order linear pde systems, SIAM J. Numer. Anal., 48 (2010), pp. 2019--2042.
19.
E. Burman, J. Guzmán, M. A. Sánchez, and M. Sarkis, Robust flux error estimation of an unfitted nitsche method for high-contrast interface problems, IMA J. Numer. Anal., 38 (2018), pp. 646--668.
20.
E. Burman and P. Hansbo, Fictitious domain finite element methods using cut elements: I. A stabilized Lagrange multiplier method, Comput. Methods Appl. Mech. Engrg., 199 (2010), pp. 2680--2686.
21.
E. Burman and P. Hansbo, Fictitious domain finite element methods using cut elements: II. A stabilized Nitsche method, Appl. Numer. Math., 62 (2012), pp. 328--341.
22.
E. Burman and P. Hansbo, Fictitious domain methods using cut elements: III. A stabilized Nitsche method for Stokes' problem, ESAIM Math. Model. Numer. Anal., 48 (2014), pp. 859--874.
23.
E. Burman, P. Hansbo, M. Larson, K. Larsson, and A. Massing, Finite element approximation of the Laplace--Beltrami operator on a surface with boundary, Numer. Math., 141 (2018), pp. 141--172.
24.
E. Burman, P. Hansbo, M. Larson, and S. Zahedi, Cut finite element methods for coupled bulk-surface problems, Numer. Math., 133 (2016), pp. 203--231.
25.
E. Burman, P. Hansbo, M. G. Larson, and A. Massing, A cut discontinuous Galerkin method for the Laplace--Beltrami operator, IMA J. Numer. Anal., 37 (2016), pp. 138--169.
26.
E. Burman, P. Hansbo, M. G. Larson, A. Massing, and S. Zahedi, A Stabilized Cut Streamline Diffusion Finite Element Method for Convection-Diffusion Problems on Surfaces, https://arxiv.org/abs/1807.01480, 2018.
27.
E. Burman, P. Hansbo, M. G. Larson, and S. Zahedi, Stabilized CutFEM for the Convection Problem on Surfaces, preprint, https://arxiv.org/abs/1511.02340, 2015.
28.
E. Burman and P. Zunino, Numerical approximation of large contrast problems with the unfitted Nitsche method, Front. Numer. Anal., 2010, (2012), pp. 1--54.
29.
L. Cattaneo, L. Formaggia, G. F. Iori, A. Scotti, and P. Zunino, Stabilized extended finite elements for the approximation of saddle point problems with unfitted interfaces, Calcolo, 52 (2015), pp. 123--152.
30.
D. K. Clarke, H. Hassan, and M. Salas, Euler calculations for multielement airfoils using cartesian grids, AIAA J., 24 (1986), pp. 353--358.
31.
B. Cockburn, Discontinuous galerkin methods for convection-dominated problems, in HighOrder Methods for Computational Physics, Lect. Notes Comput. Sci. Eng. 9, Springer, New York, 1999, pp. 69--224.
32.
B. Cockburn, S. Hou, and C.-W. Shu, The Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. IV. The multidimensional case, Math. Comp., 54 (1990), pp. 545--581.
33.
B. Cockburn, S.-Y. Lin, and C.-W. Shu, TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. III: One-dimensional systems, J. Comput. Phys., 84 (1989), pp. 90--113.
34.
B. Cockburn and C.-W. Shu, TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. II. General framework, Math. Comp., 52 (1989), pp. 411--435.
35.
B. Cockburn and C.-W. Shu, The Runge-Kutta local projection-discontinuous-Galerkin finite element method for scalar conservation laws, ESAIM Math. Model. Numer. Anal., 25 (1991), pp. 337--361.
36.
S. Court, M. Fournié, and A. Lozinski, A fictitious domain approach for fluid-structure interactions based on the extended finite element method, ESAIM Proc. Surveys, 45 (2014), pp. 308--317.
37.
C. D'Angelo and A. Scotti, A mixed finite element method for Darcy flow in fractured porous media with non-matching grids, ESAIM Math. Model. Numer. Anal., 46 (2012), pp. 465--489.
38.
D. A. Di Pietro and A. Ern, Mathematical Aspects of Discontinuous Galerkin Methods, Math. Appl. 69, Springer, New York, 2012.
39.
D. A. Di Pietro, A. Ern, and J.-L. Guermond, Discontinuous Galerkin methods for anisotropic semidefinite diffusion with advection, SIAM J. Numer. Anal., 46 (2008), pp. 805--831.
40.
A. Ern and J.-L. Guermond, Discontinuous galerkin methods for Friedrichs' systems. I. General theory, SIAM J. Numer. Anal., 44 (2006), pp. 753--778.
41.
A. Ern and J.-L. Guermond, Evaluation of the condition number in linear systems arising in finite element approximations, ESAIM Math. Model. Numer. Anal., 40 (2006), pp. 29--48.
42.
A. Ern and J.-L. Guermond, Weighting the edge stabilization, SIAM J. Numer. Anal., 51 (2013), pp. 1655--1677.
43.
F. Brezzi, G. Manzini, D. Marini, P. Pietra, and A. Russo, Discontinuous Galerkin approximations for elliptic problems, Numer. Methods Partial Differential Equations, 16 (2000), pp. 365--378.
44.
B. Flemisch, A. Fumagalli, and A. Scotti, A review of the XFEM-based approximation of flow in fractured porous media, in Advances in Discretization Methods: Discontinuities, Virtual Elements, Fictitious Domain Methods, SEMA SIMAI Springer Ser. 12, Springer, New York, 2016, pp. 47--76.
45.
L. Formaggia, A. Fumagalli, A. Scotti, and P. Ruffo, A reduced model for Darcy's problem in networks of fractures, ESAIM Math. Model. Numer. Anal., 48 (2013), pp. 1089--1116.
46.
T. Fries, S. Omerović, D. Schöllhammer, and J. Steidl, Higher-order meshing of implicit geometriespart I: Integration and interpolation in cut elements, Comput. Methods Appl. Mech. Engrg., 313 (2017), pp. 759--784.
47.
T.-P. Fries and S. Omerović, Higher-order accurate integration of implicit geometries, Internat. J. Numer. Methods Engrg., 106 (2016), pp. 323--371.
48.
A. Fumagalli, Numerical Modelling of Flows in Fractured Porous Media by the XFEM Method, Ph.D. thesis, Politecnico di Milano, Italy, 2012.
49.
A. Fumagalli and A. Scotti, A numerical method for two-phase flow in fractured porous media with non-matching grids, Adv. Water Resour., 62 (2013), pp. 454--464.
50.
S. Ganesan and L. Tobiska, Arbitrary lagrangian--eulerian finite-element method for computation of two-phase flows with soluble surfactants, J. Comput. Phys., 231 (2012), pp. 3685--3702.
51.
A. Gerstenberger and W. A. Wall, An extended finite element method/Lagrange multiplier based approach for fluid--structure interaction, Comput. Methods Appl. Mech. Engrg., 197 (2008), pp. 1699--1714.
52.
N. Gokhale, N. Nikiforakis, and R. Klein, A dimensionally split cartesian cut cell method for hyperbolic conservation laws, J. Comput. Phys., 364 (2018), pp. 186--208.
53.
S. Groß, T. Ludescher, M. Olshanskii, and A. Reusken, Robust preconditioning for XFEM applied to time-dependent Stokes problems, SIAM J. Sci. Comput., 38 (2016), pp. A3492--A3514.
54.
S. Groß, M. A. Olshanskii, and A. Reusken, A trace finite element method for a class of coupled bulk-interface transport problems, ESAIM Math. Model. Numer. Anal., 49 (2015), pp. 1303--1330.
55.
S. Groß, V. Reichelt, and A. Reusken, A finite element based level set method for two-phase incompressible flows, Comput. Vis. Sci., 9 (2006), pp. 239--257.
56.
S. Groß and A. Reusken, Numerical Methods for Two-Phase Incompressible Flows, Springer Ser. Comput. Math. 40, Springer, New York, 2011.
57.
C. Gürkan and A. Massing, A Stabilized Cut Discontinuous Galerkin Framework: I. Elliptic Boundary Value and Interface Problems, https://arxiv.org/abs/1803.06635, 2018.
58.
J. Guzmán and M. Olshanskii, Inf-sup stability of geometrically unfitted Stokes finite elements, Math. Comp., 87 (2018), pp. 2091--2112.
59.
J. Guzman, M. A. Sanchez, and M. Sarkis, A Finite Element Method for High-Contrast Interface Problems with Error Estimates Independent of Contrast, https://arxiv.org/abs/1507.03873, 2015
60.
A. Hansbo, P. Hansbo, and M. G. Larson, A finite element method on composite grids based on Nitsche's method, ESAIM Math. Model. Numer. Anal., 37 (2003), pp. 495--514.
61.
P. Hansbo, M. Larson, and K. Larsson, Cut finite element methods for linear elasticity problems, in Geometrically Unfitted Finite Element Methods and Applications, Springer, New York, 2017, pp. 25--63.
62.
P. Hansbo, M. G. Larson, and A. Massing, A stabilized cut finite element method for the Darcy problem on surfaces, Comput. Methods Appl. Math., 326 (2017), pp. 298--318.
63.
P. Hansbo, M. G. Larson, and S. Zahedi, A cut finite element method for coupled bulk-surface problems on time-dependent domains, Comput. Methods Appl. Mech. Engrg., 307 (2016), pp. 96--116.
64.
D. Hartmann, M. Meinke, and W. Schröder, An adaptive multilevel multigrid formulation for cartesian hierarchical grid methods, Comput. Fluids, 37 (2008), pp. 1103--1125.
65.
F. Heimann, C. Engwer, O. Ippisch, and P. Bastian, An unfitted interior penalty discontinuous Galerkin method for incompressible Navier--Stokes two-phase flow, Internat. J. Numer. Methods Fluids, 71 (2013), pp. 269--293.
66.
C. Helzel, M. J. Berger, and R. J. LeVeque, A high-resolution rotated grid method for conservation laws with embedded geometries, SIAM J. Sci. Comput., 26 (2005), pp. 785--809.
67.
J. S. Hesthaven and T. Warburton, Nodal Discontinuous Galerkin Methods: Algorithms, Analysis, and Applications, Springer, New York, 2007.
68.
P. Houston, C. Schwab, and E. Süli, Stabilized hp-finite element methods for first-order hyperbolic problems, SIAM J. Numer. Anal., 37 (2000), pp. 1618--1643.
69.
P. Houston, C. Schwab, and E. Süli, Discontinuous hp-finite element methods for advection-diffusion-reaction problems, SIAM J. Numer. Anal., 39 (2002), pp. 2133--2163.
70.
A. Johansson and M. Larson, A high order discontinuous Galerkin Nitsche method for elliptic problems with fictitious boundary, Numer. Math., 123 (2013), pp. 607--628.
71.
C. Johnson, U. Nävert, and J. Pitkäranta, Finite element methods for linear hyperbolic problems, Comput. Methods Appl. Mech. Engrg., 45 (1984), pp. 285--312.
72.
M. Kirchhart, S. Groß, and A. Reusken, Analysis of an XFEM discretization for Stokes interface problems, SIAM J. Sci. Comput., 38 (2016), pp. A1019--A1043.
73.
R. Klein, K. Bates, and N. Nikiforakis, Well-balanced compressible cut-cell simulation of atmospheric flow, Philos. Trans. A, 367 (2009), pp. 4559--4575.
74.
D. Krause and F. Kummer, An incompressible immersed boundary solver for moving body flows using a cut cell discontinuous Galerkin method, Comput. Fluids, 153 (2017), pp. 118--129.
75.
F. Kummer, Extended discontinuous Galerkin methods for two-phase flows: The spatial discretization, Internat. J. Numer. Methods Engrg., 109 (2017), pp. 259--289.
76.
C. Lehrenfeld, High order unfitted finite element methods on level set domains using isoparametric mappings, Comput. Methods Appl. Mech. Engrg., 300 (2016), pp. 716--733.
77.
P. Lesaint and P. Raviart, On a finite element method for solving the neutron transport equation, in Mathematical Aspects of Finite Elements in Partial Differential Equations, Academic Press, New York, 1974, pp. 89--123.
78.
J. Li, J. Melenk, B. Wohlmuth, and J. Zou, Optimal a priori estimates for higher order finite elements for elliptic interface problems, Appl. Numer. Math., 60 (2010), pp. 19--37.
79.
Z. Li and K. Ito, The Immersed Interface Method: Numerical Solutions of PDEs Involving Interfaces and Irregular Domains, Frontiers in Appl. Math. 33, SIAM, Philadelphia, 2006.
80.
Z. Li, T. Lin, and X. Wu, New cartesian grid methods for interface problems using the finite element formulation, Numer. Math., 96 (2003), pp. 61--98.
81.
W. Marth and A. Voigt, Signaling networks and cell motility: A computational approach using a phase field description, J. Math. Biol., (2013), pp. 1--22.
82.
A. Massing, A cut discontinuous Galerkin method for coupled bulk-surface problems, in Geometrically Unfitted Finite Element Methods and Applications, Lect. Notes Comput. Sci. Eng. 121, Springer, New York, 2017, pp. 259--279.
83.
A. Massing, M. Larson, A. Logg, and M. Rognes, A stabilized Nitsche fictitious domain method for the Stokes problem, J. Sci. Comput., 61 (2014), pp. 604--628.
84.
A. Massing, M. G. Larson, A. Logg, and M. Rognes, A Nitsche-based cut finite element method for a fluid-structure interaction problem, Commun. Appl. Math. Comput. Sci., 10 (2015), pp. 97--120.
85.
A. Massing, M. G. Larson, A. Logg, and M. E. Rognes, A stabilized Nitsche overlapping mesh method for the Stokes problem, Numer. Math., 128 (2014), pp. 73--101.
86.
A. Massing, B. Schott, and W. Wall, A stabilized Nitsche cut finite element method for the Oseen problem, Comput. Methods Appl. Mech. Engrg., 328 (2018), pp. 262--300.
87.
R. Massjung, An unfitted discontinuous Galerkin method applied to elliptic interface problems, SIAM J. Numer. Anal., 50 (2012), pp. 3134--3162.
88.
B. Müller, S. Krämer-Eis, F. Kummer, and M. Oberlack, A high-order discontinuous Galerkin method for compressible flows with immersed boundaries, Internat. J. Numer. Methods Engrg., 110 (2016), pp. 3--30. nme.5343.
89.
B. Müller, F. Kummer, and M. Oberlack, Highly accurate surface and volume integration on implicit domains by means of moment-fitting, Internat. J. Numer. Methods Engrg., 6 (2013), pp. 10--16.
90.
M. A. Olshanskii, A. Reusken, and X. Xu, A stabilized finite element method for advection--diffusion equations on surfaces, IMA J. Numer. Anal., 34 (2014), pp. 732--758.
91.
T. E. Peterson, A note on the convergence of the discontinuous Galerkin method for a scalar hyperbolic equation, SIAM J. Numer. Anal., 28 (1991), pp. 133--140.
92.
J. Preuß, Higher Order Unfitted Isoparametric Space-Time FEM on Moving Domains, Master's thesis, NAM, University of Göttingen, 2018.
93.
J. J. Quirk, An alternative to unstructured grids for computing gas dynamic flows around arbitrarily complex two-dimensional bodies, Comput. Fluids, 23 (1994), pp. 125--142.
94.
E. Rank, M. Ruess, S. Kollmannsberger, D. Schillinger, and A. Düster, Geometric modeling, isogeometric analysis and the finite cell method, Comput. Methods Appl. Mech. Engrg., 249 (2012), pp. 104--115.
95.
W. Reed and T. Hill, Triangular Mesh Methods for the Neutron Transport Equation, Technical Report LA-UR-73-479, Los Alamos Scientific Laboratory, Los Alamos, NM, 1973.
96.
R. Saye, Implicit mesh discontinuous galerkin methods and interfacial gauge methods for high-order accurate interface dynamics, with applications to surface tension dynamics, rigid body fluid-structure interaction, and free surface flow: Part i, J. Comput. Phys., 344 (2017), pp. 647--682.
97.
R. I. Saye, High-order quadrature methods for implicitly defined surfaces and volumes in hyperrectangles, SIAM J. Sci. Comput., 37 (2015), pp. A993--A1019.
98.
D. Schillinger and M. Ruess, The finite cell method: A review in the context of higher-order structural analysis of CAD and image-based geometric models, Arch. Comput. Methods Eng., 22 (2014), pp. 391--455.
99.
L. Schneiders, D. Hartmann, M. Meinke, and W. Schröder, An accurate moving boundary formulation in cut-cell methods, J. Comput. Phys., 235 (2013), pp. 786--809.
100.
B. Schott, U. Rasthofer, V. Gravemeier, and W. A. Wall, A face-oriented stabilized Nitsche-type extended variational multiscale method for incompressible two-phase flow, Internat. J. Numer. Methods Engrg., 104 (2015), pp. 721--748.
101.
C.-W. Shu, High order weighted essentially nonoscillatory schemes for convection dominated problems, SIAM Rev., 51 (2009), pp. 82--126.
102.
C.-W. Shu, High order WENO and DG methods for time-dependent convection-dominated PDEs: A brief survey of several recent developments, J. Comput. Phys., 316 (2016), pp. 598--613.
103.
W. E. H. Sollie, O. Bokhove, and J. J. W. van der Vegt, Space--time discontinuous Galerkin finite element method for two-fluid flows, J. Comput. Phys., 230 (2011), pp. 789--817.
104.
E. Stein, Singular Integrals and Differentiability Properties of Functions, Princeton University Press, Princeton, NJ, 1970.
105.
M. Winter, B. Schott, A. Massing, and W. Wall, A Nitsche cut finite element method for the Oseen problem with general Navier boundary conditions, Comput. Methods Appl. Mech. Engrg., 330 (2017), pp. 220--252.
106.
H. Zarin and H.-G. Roos, Interior penalty discontinuous approximations of convection--diffusion problems with parabolic layers, Numer. Math., 100 (2005), pp. 735--759.

Information & Authors

Information

Published In

cover image SIAM Journal on Scientific Computing
SIAM Journal on Scientific Computing
Pages: A2620 - A2654
ISSN (online): 1095-7197

History

Submitted: 14 August 2018
Accepted: 28 April 2020
Published online: 9 September 2020

Keywords

  1. advection-reaction problems
  2. discontinuous Galerkin
  3. cut finite element method
  4. stabilization
  5. a priori error estimates
  6. condition number

MSC codes

  1. 65N30
  2. 65N12
  3. 65N85

Authors

Affiliations

Funding Information

Kempestiftelserna https://doi.org/10.13039/501100007067 : JCK-1612
Svenska Forskningsrådet Formas https://doi.org/10.13039/501100001862 : 2017-05038

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

View Options

View options

PDF

View PDF

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media