Discontinuous Petrov-Galerkin (DPG) Method With Optimal Test Functions Tutorial and Perspectives

DISCONTINUOUS PETROV-GALERKIN (DPG)
METHOD
WITH OPTIMAL TEST FUNCTIONS
Tutorial and Perspectives
Leszek Demkowicz
ICES, The University of Texas at Austin
Advanced Numerical Methods in the Mathematical Sciences

Texas A&M University
College Station, May 4 - May 7, 2015
Collaboration:
Portland State: J. Gopalakrishnan

Humboldt U: C. Carstensen
ICES: T. Bui-Thanh, O. Ghattas, B. Moser. T. Ellis, F. Fuentes, B.
Keith, S. Nagaraj, S. Petrides
Argonne: N. Roberts
Basque U: D. Pardo
C.U. of Hong-Kong: W. Qiu
KAUST: V. Calo
Rice: J. Chan
C.U. Chile: I. Muga, N. Heuer
U. Helsinki: A. Niemi
U. Tel-Aviv I. Harari
Texas A&M, May 2015 DPG Method 2 / 131

Act 1: The Big (Functional Analysis) Picture
Act 2: Various Variational Formulations and the Paradigm of Breaking
Test Functions
Act 3: A Tutorial on Coding DPG
Act 4: 3D div-grad Examples
Act 5: 3D Maxwell

Act One
The Big (Functional Analysis) Picture

Three Interpretations of DPG

Abstract variational problem
U, V - Hilbert spaces,
b(u, v) - bilinear (sesquilinear) continuous form on U × V ,
|b(u, v)| ≤ kbk kukU kvkV ,

|{z}
=:M
l(v) - linear (antilinear) continuous functional on V ,
|l(v)k ≤ klkV 0 kvk
The abstract variational problem:
Bu = l B : U → V 0

u∈U
⇔
b(u, v) = l(v) ∀v ∈ V < Bu, v >= b(u, v) v ∈ V

Banach - Babuška - Nečas Theorem
If b satisfies the inf-sup condition (⇔ B is bounded below),
|b(u, v)|
inf sup |b(u, v)| =: γ > 0 ⇔ sup ≥ γkukU
kukU =1 kvkV =1 v∈V kvkV
and l satisfies the compatibility condition:
l(v) = 0 ∀v ∈ V0
where
V0 := N (B 0 ) = {v ∈ V : b(u, v) = 0 ∀u ∈ U }
then the variational problem has a unique solution u that satisfies the stability
estimate:
1
kuk ≤ klkV 0 .
γ
Proof: Direct interpretation of Banach Closed Range Theorem∗ .
∗ see e.g. Oden, D, Functional Analysis, Chapman & Hall, 2nd ed., 2010, p.518
Petrov-Galerkin Method and Babuška Theorem
Uh ⊂ U, Vh ⊂ V, dim Uh = dim Vh - finite-dimensional trial and test (sub)spaces

uh ∈ Uh
b(uh , vh ) = l(vh ), ∀vh ∈ Vh
Theorem (Babuška† ).
The discrete inf-sup condition
|b(uh , vh )|
sup ≥ γh kuh kU
vh ∈Vh kvh kV
implies existence, uniqueness and discrete stability
kuh kU ≤ γh−1 klkVh0
† I. Babuska, “Error-bounds for Finite Element Method.”, Numer. Math, 16, 1970/1971.
Petrov-Galerkin Method and Babuška Theorem
Uh ⊂ U, Vh ⊂ V, dim Uh = dim Vh - finite-dimensional trial and test (sub)spaces

uh ∈ Uh
b(uh , vh ) = l(vh ), ∀vh ∈ Vh
Theorem (Babuška† ).
The discrete inf-sup condition
|b(uh , vh )|
sup ≥ γh kuh kU
vh ∈Vh kvh kV
implies existence, uniqueness and discrete stability
kuh kU ≤ γh−1 klkVh0
and convergence
M
ku − uh kU ≤ inf ku − wh kU
γh wh ∈Uh
(Uniform) discrete stability and approximability imply convergence.

† I. Babuska, “Error-bounds for Finite Element Method.”, Numer. Math, 16, 1970/1971.
Optimal test functions
The main trouble:
continuous inf-sup condtion =⇒

/ discrete inf-sup condition

The main trouble:

‡
unless
‡ L.D., J. Gopalakrishnan. “A Class of Discontinuous Petrov-Galerkin Methods. Part II:
Optimal Test Functions.”Numer. Meth. Part. D. E., 27, 70-105, 2011.

The main trouble:

unless ‡ we employ special test functions that realize the supremum in the inf-sup
condition:
|b(uh , v)|
vh = arg maxv∈V
kvk

The main trouble:

unless ‡ we employ special test functions that realize the supremum in the inf-sup
condition:
|b(uh , v)|
vh = arg maxv∈V
kvk
Recall that the Riesz operator RV : V → V 0 is an isometry. Then:
−1
|b(uh ,v)| (RV Buh ,vh )V
supv kvh k
= kBuh kV 0 = k RV−1 Buh kV = kvh kV
| {z }
=vh
hBuh ,vh i b(uh ,vh )
= kvkV
= kvkV

vh ∈ V
Variational definition of vh :
(v, δv)V = b(uh , δv) ∀δv ∈ V .
The operator T := RV−1 B : Uh → V will be called the trial to test operator.

DPG is a Minimum Residual Method
With the optimal test functions in place, γh ≥ γ, and the Galerkin method is
automatically stable. Trade now the original norm in U for an energy norm§ :
|b(u, v)|
kukE := kRV−1 BukV = kBukV 0 = sup
v∈V kvkV
Two points:
I With respect to the new, energy norm, both continuity constant M and inf-sup
constant γ are unity.
I The use of optimal test functions (their construction is independent of the choice of
trial norm) implies that γh ≥ γ = 1.
Thus, by the Babuška Theorem,
M
ku − uh kE ≤ inf ku − wh kE .
γh wh ∈Uh
|{z}
=1
In other words, FE solution uh is the best approximation of the exact solution u in the
energy norm. We have arrived through a back door at a Minimum Residual Method.
§ Residual norm really...
Moral of the story
The minimum residual method,

with the residual measured in the dual test norm,
is the most stable Petrov-Galerkin method
you can have.

¶
DPG is a minimum residual method
Bu = l B : U → V 0

u∈U
⇔
b(u, v) = l(v) v ∈ V hBu, vi = b(u, v)
¶
I J.H. Bramble, R.D. Lazarov, J.E. Pasciak, “A Least-squares Approach Based on a Discrete Minus One Inner Product for First Order
Systems”Math. Comp, 66, 935-955, 1997.
I L.D., J. Gopalakrishnan. “A Class of Discontinuous Petrov-Galerkin Methods. Part II: Optimal Test Functions.”Numer. Meth. Part. D. E., 27,
70-105, 2011.

¶
Bu = l B : U → V 0

u∈U
⇔
I Minimum residual method: Uh ⊂ U ,

1
2 kBuh − lk2V 0 → min
uh ∈Uh
¶
70-105, 2011.

¶
Bu = l B : U → V 0

u∈U
⇔

1
uh ∈Uh
I Riesz operator:
RV : V → V 0 , hRV v, δvi = (v, δv)V
is an isometry, kRV vkV 0 = kvkV .
¶
70-105, 2011.

¶
Bu = l B : U → V 0

u∈U
⇔

1
uh ∈Uh
I Riesz operator:
RV : V → V 0 , hRV v, δvi = (v, δv)V
is an isometry, kRV vkV 0 = kvkV .
I Minimum residual method reformulated:
1
2 kBuh − lk2V 0 = 21 kRV−1 (Buh − l)k2V → min
uh ∈Uh
¶
70-105, 2011.

Taking Gâteaux derivative,
(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

or
hBuh − l, RV−1 Bδuh i = 0 δuh ∈ Uh

or
hBuh − l, RV−1 Bδuh i = 0 δuh ∈ Uh
| {z }
vh

or
hBuh − l, vh i = 0 vh = RV−1 Bδuh

or
hBuh , vh i = hl, vh i vh = RV−1 Bδuh

or
b(uh , vh ) = l(vh )
where
vh ∈ V
(vh , δv)V = b(δuh , δv) δv ∈ V

DPG is a mixed method
An alternate route k ,
( RV−1 (Buh − l) , RV−1 Bδuh )V = 0 δuh ∈ Uh

| {z }
=:ψ(error representation function)
k W. Dahmen, Ch. Huang, Ch. Schwab, and G. Welper. “Adaptive Petrov Galerkin methods
for first order transport equations”, SIAM J. Num. Anal. 50(5): 242-2445, 2012

| {z }
or
ψ = RV−1 (Buh − l)
(
(ψ, RV−1 Bδuh )V = 0 δuh ∈ Uh

| {z }
or
(ψ, δv)V − b(uh , δv) = −l(δv) ∀δv ∈ V
(
b(δuh , ψ) =0 ∀δuh ∈ Uh
DPG method, a summary so far
I Stiffness matrix is always hermitian and positive-definite (it is a
generalization of the least squares method...).
∗∗ J.T.Oden, L.D., T.Strouboulis and Ph. Devloo, “Adaptive Methods for Problems in Solid and Fluid Mechanics”, in Accuracy Estimates and
Adaptive Refinements in Finite Element Computations, Wiley & Sons, London 1986
I The method delivers the best approximation error (BAE) in the “energy
norm”:
|b(u, v)|
kukE := kBukV 0 = sup
v∈V kvkV
I The method delivers the best approximation error (BAE) in the “energy
norm”:
|b(u, v)|
kukE := kBukV 0 = sup
v∈V kvkV
I The energy norm of the FE error u − uh equals the residual and can be
computed,
ku − uh kE = kBu − Buh kV 0 = kl − Buh kV 0 = kRV−1 (l − Buh )kV = kψkV
where the error representation function ψ comes from

ψ∈V
(ψ, δv)V = hl − Buh , δvi = l(δv) − b(uh , δv), δv ∈ V
No need for a-posteriori error estimation, note the connection with implicit
a-posteriori error estimation techniques ∗∗
DPG method, a summary
I A lot depends upon the choice of the test norm k · kV ; for different test
norms, we get get different methods.

I How to choose the test norm in a systematic way ?

I Is the inversion of Riesz operator (computation of the optimal test functions,
energy error) feasible ?

I Is the inversion of Riesz operator (computation of the optimal test functions,
energy error) feasible ?
I Being a Ritz method, DPG does not experience any preasymptotic
limitations.

Wait a minute!
You cannot compute the optimal test functions!

Approximate optimal test functions
Take a finite-dimensional enriched test space: Ṽ ⊂ V , dim Ṽ >> dim Uh , and

invert the Riesz operator approximately,

ṽh ∈ Ṽ
(ṽh , δv) f ∀δv
f V = b(uh , δv) f ∈ Ṽ .
This leads to an approximate trial to test operator:
T̃ : Uh → Ṽ T̃ uh := ṽh
and approximate optimal test space:
Ṽh := T̃ Uh .
Some stability must be lost. How much ?

Approximate mixed problem

 ψ̃ ∈ Ṽ , ũh ∈ Uh
f V − b(ũh , δψ)
(ψ̃, δψ) f = −l(δψ)
f δψf ∈ Ṽ

b(δuh , ψ̃) =0 δuh ∈ Uh
The (discrete) inf sup condition must be satisfied:
˜
|b(uh , δψ)|
sup ≥ γh kuh k
˜ Ṽ
δψ∈
˜
kδψk
Back to square one ??

Fortin operator
Coming up with a Fortin operator
Π̃ : V → Ṽ
such that
kΠ̃vkV ≤ CkvkV
and
b(uh , Π̃v − v) = 0 ∀uh ∈ Uh
††
solves the problem
†† J. Gopalakrishnan and W. Qiu. “An analysis of the practical DPG method.”, Math. Comp.,
2013 (posted May 31, 2013).

See also the poster of S. Nagaraj and S. Petrides
Act Two
Various Variational Formulations and

the Paradigm of Breaking Test Functions
‡‡
‡‡ L.D., Various Variational Formulations and Closed Range Theorem, ICES Report 15/03.
Notation
I N Lipschitz domain,
Standard assumptions: Ω ⊂ R
Elements:K
Edges:e S
Skeleton:Γh = K ∂K
Internal skeleton:Γ0h = Γh − ∂Ω

Diffusion-Convection-Reaction Problem

 u = u0 on Γ1
u = u0 on Γ1


σn = σ0 on Γ2
 
∂u
∂n − βn u = σ0 on Γ2 ⇔
σ = ∇u − βu /τ (1)
−∆u + ∇ · (βu) + cu =f in Ω
 

−div σ + cu =f /v (2)

To relax or not to relax ?
(1) (2) name energy setting

1 no no trivial (strong) u ∈ H 1 , σ ∈ H(div), v ∈ L2 , τ ∈ (L2 )N
2 no yes classical u, v ∈ H 1 , σ, τ ∈ (L2 )N
3 yes no mixed u, v ∈ L2 , σ, τ ∈ H(div)
4 yes yes ultraweak u ∈ L2 , σ ∈ (L2 )N , v ∈ H 1 , τ ∈ H(div)
The inf-sup constants for different variational formulations are equal or O(1)-equivalent
(Closed Range Theorem at work).

Classical Formulation


 u = u0 on Γ1
σn = σ0 on Γ2


 σ = ∇u − βu /τ (1)
−div σ + cu =f /v (2)

Relax (2):
(σ, ∇v) + (cu, v) = (f, v) + hσ0 , vi, v ∈ H 1 (Ω) : v = 0 on Γ1
Use the strong form of (1) to eliminate σ,
u ∈ H 1 (Ω) : u = u0 on Γ1
(
(∇u − βu, ∇v) + (cu, v) = (f, v) + hσ0 , vi, v ∈ H 1 (Ω) : v = 0 on Γ1

Mixed Formulation


 u = u0 on Γ1
σn = σ0 on Γ2

1
(σ + βu) = ∇u /τ (1)



−div σ + cu =f /v (2)
Relax (1):
1
(σ + βu, τ ) = −(u, divτ ) + hu0 , τn i, τ ∈ H(div, Ω) : τn = 0 on Γ2

Use the strong form of (2) to eliminate u,

 σ ∈ H(div, Ω), σn = σ0 on Γ2
1
(σ + β 1c (f + div σ), τ ) = −( 1c (f + div σ), divτ ) + hu0 , τn i

τ ∈ H(div, Ω) : τn = 0 on Γ2
or leave it alone in the strong form (a must if c = 0),

 u ∈ L2 (Ω), σ ∈ H(div, Ω), σn = σ0 on Γ2
1
(σ + βu, τ ) + (u, divτ ) = hu0 , τn i, τ ∈ H(div, Ω) : τn = 0 on Γ2
−(div σ + cu, v) = (f, v) v ∈ L2 (Ω)


Ultraweak Formulation


 u = u0 on Γ1
σn = σ0 on Γ2

1
(σ + βu) = ∇u /τ (1)



−div σ + cu =f /v (2)
Relax (1) and (2):

 u ∈ L2 (Ω), σ ∈ (L2 (Ω))N
1
(σ + βu, τ ) = −(u, divτ ) + hu0 , τn i, τ ∈ H(div, Ω) : τn = 0 on Γ2

(σ, ∇v) + (cu, v) = (f, v) + hσ0 , vi, v ∈ H 1 (Ω) : v = 0 on Γ1

Breaking Test Functions
In each of the possible variational formulations we can replace the conforming test
functions with broken test functions. The resulting inf-sup constants remain of the
same order and, in particular, they are mesh independent .
C. Carstensen, L.D., and J. Gopalakrishnan, The Paradigm of Broken Test Functions in DPG
Discretizations of Elliptic Second–Order PDEs, in preparation.
Classical Formulation with Broken Test Functions
Remove the BC from the test functions

u ∈ H 1 (Ω) : u = u0 on Γ1




t̂ ∈ H −1/2 (Γ) : t̂ = σ0 on Γ2


v ∈ H 1 (Ω)

(∇u − βu, ∇v) + (cu, v)−ht̂, viΓ = (f, v)
Break test functions:

u ∈ H 1 (Ω) : u = u0 on Γ1




t̂ ∈ H −1/2 (Γh ) : t̂ = σ0 on Γ2


v ∈ H 1 (Ωh )

(∇u − βu, ∇h v) + (cu, v)−ht̂, viΓh = (f, v)
where Γh is now the mesh skeleton and
H −1/2 (Γh ) := tr H(div, Ω) on Γh
Primal DPG Method

Act Three
A Tutorial on Coding the DPG Method

The main point
The test norm must be localizable, e.g.,

X
kvk2H 1 (Ωh ) = kv|K k2H 1 (K) .
| {z } K | {z }
global norm local norm
The (approximate) inversion of the Riesz operator is done elementwise.

DPG element stiffness matrix and load vector
N
X M
X
uh = ui ei , vh ≈ vj gj , M >> N
i=1 j=1
Computation of (approximate) optimal test function v = T ei ,

X
(gj , gl ) vji = b(ei , gl ) , l = 1, . . . , M
| {z } | {z }
j
Gram matrix G expanded stiffness matrix B
or
v = G−1 Bδu
The DPG stiffness matrix and load vector:
v T Bu = (G−1 Bδu)T Bu = (δu)T B T G−1 Bu
v T b = (G−1 Bδu)T b = (δu)T B T G−1 b

Same result with the mixed method interpretation

G −B ψ −b
=
BT u 0
Condensing out error indication function ψ,
ψ = G−1 (Bu − b)
we get again,
B T G−1 B u = G−1 Bb

Primal DPG Formulation
Group unknown (watch for the overloaded symbol):
uh := ( uh , t̂h )
|{z} |{z}
field flux
Mixed system:
    
G −B 1 −B 2 ψ −b
 B T1 0 0  u = 0 
B T2 0 0 t̂ 0
where B 1 , B 2 correspond to (∇uh , ∇h ṽ) and −ht̂h , ṽi, resp.

Eliminate ψ to get the DPG system:
T −1
B 1 G B 1 B T1 G−1 B 2
T −1
u B1 G b
=
B T2 G−1 B 1 B T2 G−1 B 2 t̂ B T2 G−1 b

Primal DPG method
Neglecting the error steming from the approximation of optimal test function
(computation of residual), we have,
1/2
ku − uh k2H 1 (Ω) +kt̂ − t̂h k2H −1/2 (Γ
h)
1/2
≤ 1
inf
γ w ,r
ku − wh k2H 1 (Ω) + kt̂ − rh k2H −1/2 (Γh )
h h
| {z }
best approximation error
Additionally,
1/2
ku − uh k2H 1 (Ω) +kt̂ − t̂h k2H −1/2 (Γ
h)
1 |(∇uh , ∇h v) − ht̂h , viΓh |

≤ γ
sup
v∈H 1 (Ωh ) kvkH 1 (Ωh )
| {z }
computable residual
P 1/2
1 2
= γ K kψK kH 1 (K)

2D convergence rates

hp3d and shape functions
All reported 3D examples were coded within hp3d - a three-dimensional hp code

supporting:
I hybrid meshes with elements of all shapes: hexas, tets, prisms and pyramids,
I first Nedèlèc family of H 1 -,H(curl)-, H(div)-, and L2 -conforming elements,
I 1-irregular meshes and anisotropic hp-refinements.
The computations used a recently developed suite of orientation embedded shape
functions for elements of all shapes and the whole exact sequence that can be
downloaded from:
https://github.com/libESEAS/ESEAS
Developed with Paolo Gatto and Kyungjoo Kim.

F. Fuentes, B. Keith, L. D. and S. Nagaraj, Orientation Embedded High Order Shape
Functions for the Exact Sequence Elements of All Shapes, ICES Report 2015/07
Act Four
3D div-grad Examples:
I Poisson problem
I Reaction-dominated diffusion
I Convection-dominated diffusion

FE discretization for div-grad problems
Hexahedral meshes
H 1 element for field uh :
P p ⊗ P p ⊗ P p,
Trace of H(div) element:
(P p ⊗ P p−1 ⊗ P p−1 ) × (P p−1 ⊗ P p ⊗ P p−1 ) × (P p−1 ⊗ P p−1 ⊗ P p )
for flux t̂h ,

and the enriched element:
P p+∆p ⊗ P p+∆p ⊗ P p+∆p ,
for test function vh .

In reported experiments: p = 1, 2, 3, ∆p = 2.

Poisson problem, smooth solution, uniform refinements
Rectangular domain Ω = (0, 1) × (0, 2) × (0, 1),
Smooth solution: u = sin πx sin πy sin πz
Boundary condition: u = 0.
Residual versus H 1 error.

Poisson problem, manufactured shock solution
BC: u = u0 .

Shock solution, uniform and h-adaptive refinements, p = 1
Convergence history for the residual and H 1 error



Shock solution, p = 3, Mixed BC
Mixed BC: trace: bottom, top, flux: sides.

Reaction-dominated diffusion, p = 2.

u =0 on Γ
−2 ∆u + u = 1 in Ω
= 0.01, left: solution after 7 iterations, right: convergence history

Convection-dominated diffusion, p = 2.

 −2 ∆u − u = sin πy sin πz at x = 0
u =0 on the rest of Γ
−2 ∆u + ∂u =0 in Ω

∂x
= 0.01, left: solution after 5 iterations, right: convergence history

Act Five
3D Maxwell

Time-harmonic Maxwell equations


 ∇ × E + iωµH =0 Faraday Law



= J imp




 ∇ × H − iωE − σE Ampère Law


 ∇ · (µH) =0 Gauss Magnetic Law



= ρimp + ρ




 −∇ · (()E) Gauss Electric Law


−iωρ + ∇(σE) =0 conservation of charge

where: 
E electric field 
H magnetic field the unknowns
ρ free charge 

µ permeability 
permittivity material constants
σ conductivity

J imp

impressed current
load data
ρimp impressed charge

A bit of history
Electrostatics:
Coulomb’s Law (1775) electric field
→ →
polarization, dielectrics, Gauss Electric Law (1835)
Magnetostatics:
Ampère Force Law (1820) magnetic field Ampère Law

→ →
(steady currents) magnetic polarization, µ Gauss Magnetic Law
Faraday Law (1831)

Maxwell equations (1856) including correction to Ampère Law.
Current formalism due to Heaviside (1884)
Inspired Einstein on his way to Special Relativity.

Time-harmonic Maxwell equations with ρ eliminated
Eliminating the free charge, we get:
∇ × E + iωµH =0 Faraday Law






= J imp

 ∇ × H − iωE − σE Ampère Law


∇ · (µH) =0 Gauss Magnetic Law









= −iωρimp

−∇ · ((σ + iω)E) continuity equation
The equations are linearly dependent:
Take curl of the Faraday Law to obtain the Gauss Magnetic Law.
Take curl of the Ampère Law to obtain the continuity equation. Notice that J imp , ρimp
must satisfy the compatibility condition:
∇ · J imp = −iωρimp .
Boundary Conditions (BC):
n×E = n × E imp on Γ1
n×H = n × H imp =: JSimp on Γ2

|{z}
impressed surface current

Different variational formulations
= n × E imp


 n×E on Γ1
n×H = n × H imp on Γ2


 ∇ × E + iωµH =0 /φ (1)
∇ × H − (iω + σ)E = J imp /ψ (2)

To relax or not to relax ?
(1) (2) name energy setting

1 no no trivial (strong) E, H ∈ H(curl), φ, ψ ∈ L2
2 no yes standard E, ψ ∈ H(curl), H, φ ∈ L2
3 yes no standard H, φ ∈ H(curl), E, ψ ∈ L2
4 yes yes ultraweak E, H ∈ L2 , φ, ψ ∈ H(curl)
The inf-sup constants for different variational formulations are equal or O(1)-equivalent
(Closed Range Theorem at work).
Only standard variational formulations are eligible for the Bubnov-Galerkin method
(symmetric functional setting)
L.D. “Various Variational Formulations and Closed Range Theorem”, ICES Report
15/03
Standard variational formulation
Relax the Ampère equation:
I multiply with factor −iω,
∇ × (−iωH) + (−ω 2 + iωσ)E = −iωJ imp ,
I multiply with a test function ψ and integrate by parts the curl term,
(−iωH, ∇ × ψ) + hn × (−iωH), ψi + ((−ω 2 + iωσ)E, ψ) = −iω(J imp , ψ) ,
I build the second boundary condition into the formulation and eliminate the rest of
the boundary term by not testing on Γ1 , i.e. assuming n × ψ = 0 on Γ1 ,
(−iωH, ∇×ψ)+((−ω 2 +iωσ)E, ψ) = −iω(J imp , ψ)+iωhJSimp , ψiΓ2 n×ψ = 0 on Γ1 .
Use the strong form of the Faraday equation to eliminate H:

E ∈ H(curl, Ω), n × E = n × E imp on Γ1 ,





( µ1 ∇ × E, ∇ × ψ) + ((−ω 2 + iωσ)E, ψ) = −iω(J imp , ψ) + iωhJSimp , ψiΓ2



ψ ∈ H(curl, Ω) : n × ψ = 0 on Γ1 .


Ultraweak variational formulation
Relax both equations:

E, H ∈ L2 (Ω)





= −hn × E inc , φi

(E, ∇ × φ) + (iωµH, φ)



φ ∈ H(curl, Ω), n × φ = 0 on Γ2



(H, ∇ × ψ) − ((iω + σ)E, ψ) = (J imp , ψ) − hn × H inc , ψi




ψ ∈ H(curl, Ω), n × ψ = 0 on Γ1

You may test on the whole boundary:

−1/2


 E ∈ L2 (Ω), Ê ∈ Ht (curl, Γ), n × Ê = n × E inc on Γ1



−1/2
H ∈ L2 (Ω), Ĥ ∈ Ht = n × H inc


 (curl, Γ), n × Ĥ on Γ2
(E, ∇ × φ) + (iωµH, φ) + hn × Ê, φi =0 φ ∈ H(curl, Ω)








(H, ∇ × ψ) − ((iω + σ)E, ψ) + hn × Ĥ, ψi = (J imp , ψ) ψ ∈ H(curl, Ω)

−1/2
where Ht (curl, Γ) := trΓ H(curl, Ω).

Breaking test functions
Primal DPG formulation:


 E ∈ H(curl, Ω), n × E = n × E imp on Γ1 ,



−1/2
= n × H inc


 Ĥ ∈ Ht (curl, Γh ), n × Ĥ on Γ2
( µ1 ∇ × E, ∇h × ψ) + ((−ω 2 + iωσ)E, ψ) + iωhĤ, ψi = −iω(J imp , ψ)








ψ ∈ H(curl, Ωh )

Ultraweak DPG formulation:

−1/2


 E ∈ L2 (Ω), Ê ∈ Ht (curl, Γh ), n × Ê = n × E inc on Γ1



−1/2
H ∈ L2 (Ω), Ĥ ∈ Ht = n × H inc


 (curl, Γh ), n × Ĥ on Γ2
(E, ∇h × φ) + (iωµH, φ) + hn × Ê, φi =0 φ ∈ H(curl, Ωh )








(H, ∇h × ψ) − ((iω + σ)E, ψ) + hn × Ĥ, ψi = (J imp , ψ) ψ ∈ H(curl, Ωh )

Both formulations retain stability properties of the original variational formulations with
mesh independent inf-sup constants of the same order of magnitude.
C. Carstensen, L.D., and J. Gopalakrishnan, The Paradigm of Broken Test Functions in DPG
Discretizations of Elliptic Second–Order PDEs, in preparation.
FE discretization for curl problems
Hexahedral meshes
H(curl) element for electric field E:
(P p−1 ⊗ P p ⊗ P p ) × (P p ⊗ P p−1 ⊗ P p ) × (P p ⊗ P p ⊗ P p−1 )
and trace of the same element for flux (surface current) Ĥ.
Same element for the enriched space but with order p + ∆p.
In reported experiments: p = 2, ∆p = 2.

Fichera corner
Divide it into eight smaller cubes and remove one:

Fichera corner microwave
Attach a waveguide:
= µ = 1, σ = 0
ω = 5(1.6 wavelengths in the cube)
Cut the waveguide and use the lowest propagating mode for BC along the cut.
Standard variational formulation

(Primal DPG method)
Standard test norm:
kψk2V := kψk2H(curl,Ω) = kψk2 + k∇ × ψk2

Initial mesh and real part of E1

Mesh and real part of E1 after 1st refinement

Mesh and real part of E1 after 2nd refinement

Mesh and real part of E1 after 3rd refinement

Mesh and real part of E1 after 4th refinement







Residual history
Residual decreases monotonically.

Ultraweak variational formulation

(Original DPG method)
Adjoint graph norm:
k(φ, ψ)k2V := kφk2 + kψk2 + k∇ × φ + (iω − σ)ψk2 + k∇ × ψ − iωµφk2

Initial mesh and real part of E1

Mesh and real part of E1 after 1st refinement

Mesh and real part of E1 after 2nd refinement

Mesh and real part of E1 after 3rd refinement






Residual history
Residual decreases monotonically.

2D Linear acoustics (equivalent to 2D Maxwell)

Example: Gaussian beam

Mesh 1 and real part of pressure












































Residual and L2 error convergence history
Residual (dotted line) decreases always while error (solid line) decreases only in
the asymptotic regime.
A non-trivial question

I Does the satisfaction of the weak form of the Ampère equation imply the
satisfaction of the continuity equation?

I More precisely, does the minimization of the residual corresponding to the
Ampère eqn imply the control of the residual corresponding to the continuity
equation ? (Not the case for an explicit a-posteriori error estimation for the
standard Galerkin method.)

I More precisely, does the minimization of the residual corresponding to the
Ampère eqn imply the control of the residual corresponding to the continuity
equation ? (Not the case for an explicit a-posteriori error estimation for the
standard Galerkin method.)
I The answer to the last two questions seems to be positive. For the primal
DPG method,
|b((E, Ĥ), ∇h q)| |b((E, Ĥ), ∇h q)| |b((E, Ĥ), ψ)|

sup ≤ sup ≤ sup
q kqkH 1 (Ωh ) q k∇h qk ψ kψkH(curl,Ωh )
| {z } | {z }
controlled minimized
since ∇h H 1 (Ωh ) ⊂ H(curl, Ωh ).

Take home messages
I Different variational formulations are possible. One can implement DPG
within all of them. Different functional setting leads to (optimal)
convergence in different norms.
I Do not confuse functional setting with selection of concrete test norm.
Different test norms lead to different versions of DPG. Selecting a right test
norm is the whole ball game...
I DPG reproduces stability properties from the continuous level.
I Coding DPG method with a code supporting the exact sequence is
straightforward: DPG traces (fluxes) are discretized with traces of
H 1 , H(curl), and H(div) elements.
I Being a minimum residual method, DPG comes with a-posteriori error
estimate built in. One can exercise adaptivity from day one.
I Being a Ritz method, DPG does not suffer from any preasymptotic behavior.
One can start adaptivity from very coarse meshes.
In progress:
I Speeding up element computations (fast integration, GPU implementation,
precomputing).
I Integration of solvers with adaptivity (iterative “multigrid” solvers).
Acknowledgements
AFOSR grant FA9550-12-1-0484

NSF grant DMS-1418822
SANDIA grant 1536119
Thank you

Discontinuous Petrov-Galerkin (DPG) Method With Optimal Test Functions Tutorial and Perspectives

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Discontinuous Petrov-Galerkin (DPG) Method With Optimal Test Functions Tutorial and Perspectives

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DISCONTINUOUS PETROV-GALERKIN (DPG)

Advanced Numerical Methods in the Mathematical Sciences

Portland State: J. Gopalakrishnan

Texas A&M, May 2015 DPG Method 2 / 131

Texas A&M, May 2015 DPG Method 3 / 131

The Big (Functional Analysis) Picture

Texas A&M, May 2015 DPG Method 4 / 131

Texas A&M, May 2015 DPG Method 5 / 131

|b(u, v)| ≤ kbk kukU kvkV ,

l(v) - linear (antilinear) continuous functional on V ,

|l(v)k ≤ klkV 0 kvk

The abstract variational problem:

Texas A&M, May 2015 DPG Method 6 / 131

If b satisfies the inf-sup condition (⇔ B is bounded below),

and l satisfies the compatibility condition:

Uh ⊂ U, Vh ⊂ V, dim Uh = dim Vh - finite-dimensional trial and test (sub)spaces

implies existence, uniqueness and discrete stability

kuh kU ≤ γh−1 klkVh0

(Uniform) discrete stability and approximability imply convergence.

The main trouble:

continuous inf-sup condtion =⇒

Texas A&M, May 2015 DPG Method 9 / 131

The main trouble:

continuous inf-sup condtion =⇒

‡ L.D., J. Gopalakrishnan. “A Class of Discontinuous Petrov-Galerkin Methods. Part II:

Optimal Test Functions.”Numer. Meth. Part. D. E., 27, 70-105, 2011.

The main trouble:

continuous inf-sup condtion =⇒

‡ L.D., J. Gopalakrishnan. “A Class of Discontinuous Petrov-Galerkin Methods. Part II:

Optimal Test Functions.”Numer. Meth. Part. D. E., 27, 70-105, 2011.

The main trouble:

continuous inf-sup condtion =⇒

Optimal Test Functions.”Numer. Meth. Part. D. E., 27, 70-105, 2011.

The minimum residual method,

Texas A&M, May 2015 DPG Method 11 / 131

Texas A&M, May 2015 DPG Method 12 / 131

I Minimum residual method: Uh ⊂ U ,

Texas A&M, May 2015 DPG Method 12 / 131

I Minimum residual method: Uh ⊂ U ,

Texas A&M, May 2015 DPG Method 12 / 131

I Minimum residual method: Uh ⊂ U ,

Texas A&M, May 2015 DPG Method 12 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

Taking Gâteaux derivative,

(RV−1 (Buh − l), RV−1 Bδuh )V = 0 δuh ∈ Uh

Texas A&M, May 2015 DPG Method 13 / 131

( RV−1 (Buh − l) , RV−1 Bδuh )V = 0 δuh ∈ Uh

( RV−1 (Buh − l) , RV−1 Bδuh )V = 0 δuh ∈ Uh

(∇u − βu, ∇v) + (cu, v) = (f, v) + hσ0 , vi, v ∈ H 1 (Ω) : v = 0 on Γ1

= 0.01, left: solution after 7 iterations, right: convergence history