Stabilizing DG Methods On Polygonal Meshes Via Computable Dual Norms

Stabilizing DG methods on polygonal meshes via
computable dual norms
S. Bertoluzza
Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia
Numerical Analysis of Complex PDE Models in the Sciences

ESI, Vienna, 2018
(joint work with D. Prada and I. Perugia)
S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 1 / 42

Polygonal/Polyhedral meshes
Provide greater flexibility in mesh generation
Exploited as transitional elements in finite element meshes
Better suited for applications (complicated and/or moving domains)

Solid mechanics
Fluid structure interaction
Mathematical Biology
Agglomerated meshes: obtained by grouping together element of a

finite element mesh
General polygonal/polyhedral meshes

Polyhedral methods for PDEs
Extended/Generalized FEM [Duarte, Oden, ’96, . . . ]
Mimetic Finite Difference [Brezzi, Lipnokov & Shashkov, ’05, . . . ]
Composite Finite Element method [Rech, Sauter & Smolianski, ’06,. . . ]
Hybridized Discontinuous Galerkin, [Cockburn et al. ’09, . . . ]
Agglomerated Finite Element method [Bassi et al., ’12, . . . ]
Virtual Element Method [Beirao da Vega et al., ’13, . . . ]
Hybrid High Order methods [Di Pietro, Ern ’14,. . . ]

Model problem
Find u solution to
´∆u “ f , in Ω, u “ 0, on Γ “ BΩ
Variational formulation: find u P H01 pΩq such that for all v P H01 pΩq
ż ż
apu, v q :“ ∇u ¨ ∇v “ fv
Ω Ω
Continuity and coercivity: for all u, v P H01 pΩq
apu, v q À }u}H 1 pΩq }v }H 1 pΩq , apu, uq Á }u}2H 1 pΩq

Discrete problem
Find uh , vh such that
ah puh , vh q “ F pvh q
Continuity and coercivity at the discrete level
ah pu, v q À }u}♣ }v }♣ , ah pu, uq Á }u}2♠
Ideally } ¨ }♣ “ } ¨ }♠ “ } ¨ }H 1 pΩq
In analyzing the method needs to deal with the discrepancy between

} ¨ }♠ , } ¨ }♣ and } ¨ }H 1 pΩq
In preconditionining one often pays the discrepancy between } ¨ }♠
and } ¨ }♣

Example: The Discontinuous Galerkin Method
Discrete space: discontinuous piecewise polynomials
Vh “ tv P L2 pΩq : v |K P Pk pK q, @K P Th u
Interior penalty formulation: find uh P Vh , such that for all vh P Vh

ż
DG
ah puh , vh q “ fvh
Ω
with
ÿ ż ÿ ż
ahDG pu, v q “ ∇u ¨ ∇v ´ tt∇u ¨ nuuJv K
K PTh K e edges e
ÿ ż
˘ pJuKtt∇v ¨ nuu ` σJuKJuKq
e edges e
(tt¨uu: average operator - J¨K: jump operator)

ÿ ż ÿ ż
ahDG pu, v q “ ∇u ¨ ∇v ´ tt∇u ¨ nuuJv K
K PTh K e edges e
ÿ ż
˘ pJuKtt∇v ¨ nuu ` σJuKJuKq
e edges e
ş
e tt∇u ¨ nuuJv K ÝÑ consistency
ş
e tt∇v ¨ nuuJuK ÝÑ symmetry/positiveness
ş
e σJuKJuK ÝÑ stability
stabilization parameter σ » h´1

Stability and convergence
Coercivity w.r. to
ÿ ÿ
~v ~2DG :“ }∇v }2L2 pK q ` }σ 1{2 Jv K}2L2 peq
K PTh e edges
Continuity w.r. to DG norm:

ÿ
ahDG puh , vh q À . . . ` }tt∇uh ¨ nuu}L2 peq }Jvh K}L2 peq
e edges
ÿ ´ ¯
À ... ` σ ´1 }tt∇uh ¨ nuu}2L2 peq ` σ}Jvh K}2L2 peq
e edges
Key tool: inverse inequality }∇uh ¨ n}L2 peq À h´1{2 }∇uh }L2 pK q
Discrepancy between } ¨ }♠ and } ¨ }♣ is σ ´1{2 h´1{2 (» 1 for shape

regular meshes)
Stabilization
Discrete bilinear form built by manipulating the equation under the

assumptions made for the discrete solution
Equation might yield a bilinear form which is not coercive (Duh such
that ah puh , uh q “ 0)
Stabilization: add a consistent term to make it coercive
Often involves a mesh dependent scalar product
Analysis relies on inverse inequalities

Residual based stabilization terms
GLS for Stokes [Hughes, Franca, Balestra ’85]
ÿ ż
2
hK ∇qh ¨ p∇ph ´ 2µεpuh q ´ f q
K K
Stabilization of the Babuška Lagrange multiplier method

[Barbosa & Hughes, ’91]
ż ˆ ˙
ÿ Buh ÿ
he ´ λ h µh , he´1 puh ´ g qvh
eĂBΩ e Bν eĂBΩ
Interior penalty DG (... but also HDG, HHO,...)

[Brezzi, Cockburn, Marini, Süli ’06, Burman, Hansbo ’04]
ÿ ż ÿ ż
he´1 Juh KJvh K, he J∇uh ¨ νKJ∇vh ¨ νK
eĂΣ e eĂΣ e

Mesh dependent norms
Control on norms that mimic the space where the residual “lives”’
ÿ ż
2
hK |∇q|2 ÝÑ }∇qh }2H ´1 pΩq
k K
ÿ ż ÿ ż
he |λh |2 ÝÑ }λh }2H ´1{2 pBΩq he´1 |uh |2 ÝÑ }uh }2H 1{2 pBΩq
eĂBΩ e eĂBΩ e
ÿ ż
he´1 |Juh K|2 ÝÑ }Juh K}2H 1{2 pΣq
eĂΣ e
ÿ ż
he |J∇uh K|2 ÝÑ }J∇uh ¨ νK}2H ´1{2 pΣq
eĂΣ e
Crucial tool: inverse inequalities

Inverse inequalities
Estimates of the form
}∇uh }L2 pK q ď h´1 C }uh }L2 pK q , }uh }L2 pBK q À h´1{2 }uh }L2 pK q
key ingredients for

stabilization terms
preconditioning
Two ingredients
finite dimensional space Vh
scaling argument: K Ñ Kp diameter one reference element
Constant C depends
on the shape of Kp
on the polynomial degree

Why do mesh dependent norms work
Inverse inequality ÝÑ negative powers of h
tďs ÝÑ }uh }H s À h´ps´tq }uh }H t
Direct inequality (approximation estimates) ÝÑ positive powers of h
těs ÝÑ }u ´ πh u}H s À ht´s }u}H t
For shape regular triangles the two compensate each other

Problem with p and hp methods: direct and inverse inequality do not
compensate each other:
t ď s Ñ }uh }H s À k 2ps´tq }uh }H t ,

t ě s Ñ }u ´ πp u}H s À k ´pt´sq }u}H t

On polygons
Polygon K of diameter hK “weak” shape regularity: D point xK : K is
star-shaped with respect to all points in disk BpxK , γ ‹ hK q
Combination of direct and inverse inequality calls for “strong” shape

regularity:
K is weakly shape regular
Dγ ‹ : the distance of any to vertices of K is ě γ ‹ hK
(it can be decomposed as union of shape regular triangles of diameter
» hK )

Abstract dual norm stabilization
[Baiocchi, Brezzi ’92, S.B. ’98]
V Hilbert space
a : V ˆ V Ñ R continuous bilinear form, A : V Ñ V 1 corresponding
linear operator
xAu, v y “ apu, v q (equivalent to Au “ F in V 1 )
Problem: find u P V such that for all v P V , apu, v q “ xF , v y
a nonnegative (apu, uq ě 0 for all u P V ) and
apu, v q apu, v q
inf sup Á α ą 0, inf sup Áαą0
uPV v PV }u}V }v }V v PV uPV }u}V }v }V

“Stabilize” the continuous problem
r¨, ¨sV 1 : scalar product in V 1
Simmetric and antisymmetric part of S
A ` AT A ´ AT
A7 “ , A5 “ , At “ A5 ` tA7
2 2
Stabilized problem: find u P V such that for all v P V
aS pu, v q “ apu, v q ` γrAu, At v sV 1 “ xF , v y ` γrF , At v sV 1
There exists γ0 (depending on t) such that for all γ ą γ0 aS is

coercive
aS pu, uq Á }u}2V

Natural dual norms vs. mesh dependent norms
Fractionary and/or negative scalar product quite cumbersome ÐÑ

replace with mesh dependent norm
Questions
Is it possible to use the natural norm in practice?
How do we realize dual scalar product algebraically?
Dual norms used for LS approach [Bramble ’95]
Stabilization of domain decomposition method with wavelet based

scalar products [S.B., A. Kunoth ’00, S.B. ’03]
Application to DG with polygonal meshes

Dual scalar product: abstract setting
V Hilbert space, V 1 dual

x¨, ¨y duality between V and V 1
Wh Ă V finite dimensional subspace, basis tϕi , i “ 1, ¨, Nu
Notation: u~ “ pui qN
ř
i“1 ÐÑ uh “ i ui ϕi
s : Wh ˆ Wh Ñ R (S corresponding matrix)
~ T Sw
spwh , wh q “ w ~ » }wh }2V

Bounded linear projector Ph : V Ñ Wh
ř
Dual basis tϕ
ri , i “ 1, ¨ ¨ ¨ , Nu: Ph u “ i xϕ
ri ,uyϕi
Adjoint projector Prh : V 1 Ñ W Ăh Ď V 1
ÿ
xPrh η, v y :“ xη, Ph v y, Prh η “ xη, ϕi yϕ
ri
i
Notation. ~η “ pηi qN
ř
i“1 ÐÑ ηh “ i ηi ϕ
ri
For ηh P W
Ăh we have
}ηh }2V 1 » ~η T S ´1 ~η

Observation
For η P V 1 we have ÿ
Prh η “ xη, ϕi yϕ
ri
i
Then }Prh η}2V 1 “ ~η T S ´1 ~η with ~η “ pηi qi , with ηi “ xη, ϕi y
The result does not “see” the choice of Ph and does not use the dual basis

Stabilization of saddle point problem
Find u P V , p P Q such that for all v P V , q P Q
apu, v q ´ bpv , pq “ xf , v y, bpu, qq “ 0
A : V Ñ V 1 , B : V Ñ Q 1 linear operators corresponding to a and b
a coercive and b verifies inf-sup condition
Vh Ă V , Qh Ă Q
No inf-sup condition on Vh , Qh

Ideal stabilization: find uh P Vh , ph P Qh such that for all vh P Vh ,
qh P Qh
apuh , vh q ´ bpvh , ph q “ xf , vh y,
bpuh , qh q ´ γrAuh ´ B T ph , B T qh sV 1 “ γrf , B T qh sV 1
Auxiliary space Wh , projector Ph

Stabilized problem: find uh P Vh , ph P Qh such that for all vh P Vh ,
qh P Qh
apuh , vh q ´ bpvh , ph q “ xf , vh y,
bpuh , qh q ´ γrPrh pAuh ´ B T ph q, Prh pB T qh qsV 1 “ γrPrh pf q, Prh pB T qh qsV 1
How do we choose Wh ?

Stability
If Wh is such that for all ph P Qh
}Prh pB T ph q}V 1 Á }B T ph }V 1
then
apuh , uh q ` γrPrh pAuh ´ B T ph q, Prh pB T ph qsV 1 Á }uh }2V ` }ph }2Q
Necessary and sufficient condition is
bpwh , ph q
inf sup Áαą0
ph PQh wh PWh }wh }V }ph }Q
BUT... No approximation property required

Decoupling Stability and Approximation
Three finite dimensional spaces

Vh Ă V , Qh Ă Q for approximation
inf }u ´ vh }V , inf }p ´ qh }Q À as small as we want/need

vh PVh qh PQh
no compatibility condition on Vh and Qh
Wh for stability
bpwh , ph q
inf sup Áαą0
ph PQh wh PWh }wh }V }ph }Q
No approximation requirement on Wh

Matrix for of the stabilization term
Bases
tei , i “ 1, ¨ ¨ ¨ , Nu: basis for Vh
tzi , i “ 1, ¨ ¨ ¨ , Mu: basis for Qh
tϕi , i “ 1, ¨ ¨ ¨ , Mu:
r basis for Wh
Matrices
A “ paij q, B “ pbij q
aij “ papej , ei qq, bij “ bpej , zi q
aij q, B
r “ pr
A r “ pbrij q S “ psij q
arij “ papϕj , ei qq, brij “ bpϕj , zi q, sij “ apϕj , ϕi q
Stabilization term
γrPrh pAuh ´ B T ph q, Prh pB T qh qsV 1 “ γ~ r ´1 rB~

q BS r p ` A~
r us

Hybrid DG: model problem
Poisson equation: ´∆u “ f in Ω, u “ 0 on BΩ
Tessellation Th of Ω in polygons K , with edges e P E, skeleton

Σ “ YK PTh BK
Equivalent formulation at the continuous level: three unknown fields

local solution u K in K for all K
local flux λK “ ∇u K ¨ ν K
ϕ trace of solution on Σ
In element K : problem for u K with Dirichlet data ϕ with Lagrange

multiplier λK
Globally: continuity of the normal derivatives across Σ

Equivalent formulation of continuous problem
Find u K P H 1 pK q, λK P H ´1{2 pK q, ϕ P H01 pΩq|Σ such that

for all K
ż ż ż
K K
∇u ¨ ∇v ´ λ v“ fv @v P H 1 pK q
K ż BK ż K
u k µK “ ϕµ, @µ P H ´1{2 pBK q

BK BK
globally
ÿż
λK ψ “ 0, @ψ P H01 pΩq|Σ
K BK

Discretization
All unknowns discretized by discontinuous piecewise polynomials of
degree k
H 1 pK q ÝÑ VhK “ Pk pK q
H ´1{2 pBK q ÝÑ ΛK “ tλ P L2 pBK q : λ|e P Pk pequ
H01 pΩq|Σ ÝÑ Φh “ tϕ P L2 pΣq : ϕ|e P Pk pequ (non conforming)
Local problems: for all vhK P VhK , for all µK
h P Λh
K
ż ż ż
K K K K
∇uh ¨ ∇vh ´ λh vh “ fvhK
żK BK Kż
K K
uh µh ` stabilization term “ ϕh µK
h ` consistency term
BK BK
Continuity of the fluxes: for all ψh P Φh
ÿż
λKh ψh “ 0
K BK

The stabilization term
Must enforce control on }γK˚ λ}H 1 pK q1
Auxiliary space WK
Basis tϕi , i “ 1, ¨ ¨ ¨ , Nu for WK
Projection P : H 1 pK q Ñ WK (transparent)
s : H 1 pK q ˆ H 1 pK q Ñ R equivalent scalar product on WK

s ÝÑ stiffness matrix S
stabilization term: rPpDu

r ´ γK˚ λq, PptDv
r ´ γK˚ µqsH 1 pK q1

Assumption: It holds
ş
K wh λh
inf sup ěαą0
λh PΛK K
h wh PWh
}wh }H 1 pK q }λh }H ´1{2 pBK q

The method is stable and the solution satisfy an optimal error estimate
ÿ
}u ´ uh }2H 1 pK q À hk }u}H k`1 pΩq
K
Observation: strong continuity of the “fluxes” λK

h

Displacing the problem
Problem A’
Problem A
Auxiliary space WK satisfying
Building DG method robust with
inf-sup condition with constant
respect. to element shape
independent of element shape
Problem B’
Problem B
Auxiliary space WK satisfying
Building DG method robust with
inf-sup condition with constant
respect to polynomial degree
independent of polynomial degree

Robustness with respect to polynomial degree k
Assumption
All K ’s strongly shape regular
shape regularity ÝÑ work triangle by triangle

find W pT q Ă tw P H 1 pT q : w “ 0 on BT zeu s.t.
ş
e pw
inf sup ěαą0
pPPk peq w PW pT q }w }H 1 pT q }p} 1{2
pH peqq100
loss of a factor logpkq (inverse inequality }p}pH 1{2 peqq1 vs }p}pH 1{2 peqq1 )
00

Construction of W pT q
First thing that comes to mind: W pT q|e “ Pk`2

0 peq “ P
k`2 X H 1 peq
0
+ some lifting realized VEM style
One can prove
ş
pw e
inf sup ěαą
pPPk peq w PPk`2 peq }w }H 1 peq }p}H ´1 peq
0 0
Unfortunately
ş
pw e
inf sup » k ´1{2
pPPk peq w PPk`2 peq }w } 1{2 }p} 1{2
0 H peq pH peqq1
00 00
Not good enough

We know
$
ş
λwλ &´∆wλ “ 0
’ in T
e
Á }λ}pH 1{2 peqq1 with wλ s.t. p‹q ∇wλ ¨ ν “ λ on e
}wλ }H 1 pT q 00 ’
wλ “ 0 on BT ze
%
Build approximation of space spanned by wλ on a reference element
Bases λ
pi for Pk pp
e q, ppk for Pk pTp q
T
Vδ (δ “ Opk ´2 q) approximation space e
Solve (‹) for each λi ÝÑ wi
Tb
W
x: span
WK |T : push forward of W
x eb

The method is stable and the solution satisfy an quasi-optimal error
estimate: u P H s pΩq
hmintk,s´1u
dÿ
}u ´ uh }2H 1 pK q À logpkq }u}H s pΩq
K
k s´1
RB phylosophy
Precompute needed quantities, such as
ż ż
spij “ ∇w
pi ¨ ∇w pj bij “ w pj λ
pi
ż T e
p p
ż
aki “ ∇ppk ∇wpi , mki “ ppk w
pi
Tp Tp
All quantities needed for the stabilization term computable directly

via the precomputed quantities
Numerical tests
Test problem: ´∆u “ f in s0, 1r2 , u “ 0 on Bs0, 1r2
True solution: u “ sinpπxq sinpπy q
Hexagonal meshes / Voronoi meshes
Auxiliary space WhK : subset of VEM space of degree k ` 2

ż
WhK “ twh : wh |e P Pk`2 peq, ´∆wh P Pk , pwh “ 0, @p P Pk u
K
S: VEM stiffness matrix
Solution stabilized vs non stabilized

Meshes

Hexagonal

Hexagonal

Voronoi

Voronoi

Conclusions
Polyhedral method rely on stabilization terms which (via) inverse

estimate depend on shape regularity
Systematic way of building stabilization terms based on dual scalar

products
Framework for algebraically computing scalar product of dual spaces
Advantage w.r. to mesh dependent norms
Does not rely on inverse inequality
Coerciveness and continuity w.r. to the same norm
Is it worth it?
No magical solution
New point of view on the design of stabilization term to new
developments

Stabilizing DG Methods On Polygonal Meshes Via Computable Dual Norms

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Stabilizing DG Methods On Polygonal Meshes Via Computable Dual Norms

Uploaded by

Copyright:

Available Formats

Stabilizing DG methods on polygonal meshes via

computable dual norms

Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia

Numerical Analysis of Complex PDE Models in the Sciences

(joint work with D. Prada and I. Perugia)

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 1 / 42

Provide greater flexibility in mesh generation

Exploited as transitional elements in finite element meshes

Better suited for applications (complicated and/or moving domains)

Agglomerated meshes: obtained by grouping together element of a

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 2 / 42

Extended/Generalized FEM [Duarte, Oden, ’96, . . . ]

Mimetic Finite Difference [Brezzi, Lipnokov & Shashkov, ’05, . . . ]

Composite Finite Element method [Rech, Sauter & Smolianski, ’06,. . . ]

Hybridized Discontinuous Galerkin, [Cockburn et al. ’09, . . . ]

Agglomerated Finite Element method [Bassi et al., ’12, . . . ]

Virtual Element Method [Beirao da Vega et al., ’13, . . . ]

Hybrid High Order methods [Di Pietro, Ern ’14,. . . ]

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 3 / 42

Continuity and coercivity: for all u, v P H01 pΩq

apu, v q À }u}H 1 pΩq }v }H 1 pΩq , apu, uq Á }u}2H 1 pΩq

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 4 / 42

Find uh , vh such that

Continuity and coercivity at the discrete level

ah pu, v q À }u}♣ }v }♣ , ah pu, uq Á }u}2♠

In analyzing the method needs to deal with the discrepancy between

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 5 / 42

Interior penalty formulation: find uh P Vh , such that for all vh P Vh

(tt¨uu: average operator - J¨K: jump operator)

stabilization parameter σ » h´1

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 7 / 42

Continuity w.r. to DG norm:

Discrepancy between } ¨ }♠ and } ¨ }♣ is σ ´1{2 h´1{2 (» 1 for shape

Discrete bilinear form built by manipulating the equation under the

Stabilization: add a consistent term to make it coercive

Often involves a mesh dependent scalar product

Analysis relies on inverse inequalities

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 9 / 42

GLS for Stokes [Hughes, Franca, Balestra ’85]

Stabilization of the Babuška Lagrange multiplier method

Interior penalty DG (... but also HDG, HHO,...)

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 10 / 42

Crucial tool: inverse inequalities

Estimates of the form

key ingredients for

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 12 / 42

Inverse inequality ÝÑ negative powers of h

tďs ÝÑ }uh }H s À h´ps´tq }uh }H t

Direct inequality (approximation estimates) ÝÑ positive powers of h

těs ÝÑ }u ´ πh u}H s À ht´s }u}H t

For shape regular triangles the two compensate each other

t ď s Ñ }uh }H s À k 2ps´tq }uh }H t ,

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 13 / 42

Combination of direct and inverse inequality calls for “strong” shape

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 14 / 42

xAu, v y “ apu, v q (equivalent to Au “ F in V 1 )

Problem: find u P V such that for all v P V , apu, v q “ xF , v y

a nonnegative (apu, uq ě 0 for all u P V ) and

S. Bertoluzza (IMATI-CNR) Minus one stabilized DG Vienna, 2018 15 / 42

r¨, ¨sV 1 : scalar product in V 1

Simmetric and antisymmetric part of S

aS pu, v q “ apu, v q ` γrAu, At v sV 1 “ xF , v y ` γrF , At v sV 1

There exists γ0 (depending on t) such that for all γ ą γ0 aS is