A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation...
Transcript of A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation...
A space-time Trefftz method for the second order waveequation
Lehel Banjai
The Maxwell Institute for Mathematical SciencesHeriot-Watt University, Edinburgh
&Department of Mathematics, University of Novi Sad
RICAM, 9th Nov 2016
Joint work with: Emmanuil Georgoulis (U of Leicester), Oluwaseun F Lijoka (HW)
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Outline of the talk
1 Motivation
2 An interior-penalty space-time dG method
3 Damped wave equation
4 Numerical results
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Outline
1 Motivation
2 An interior-penalty space-time dG method
3 Damped wave equation
4 Numerical results
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Acoustic wave equation
u −∇ ⋅ a∇u = 0 in Ω × [0,T ],
u = 0 on ∂Ω × [0,T ],
u(x ,0) = u0(x), u(x ,0) = v0(x), in Ω.
Set-up
Initial data u0 ∈ H10(Ω), v0 ∈ L2(Ω).
a(x) piecewise constant 0 < ca < a(x) < Ca.
Unique solution exists with
u ∈ L2([0,T ]; H1
0(Ω)), u ∈ L2([0,T ]; L2
(Ω)), u ∈ L2([0,T ]; H−1
(Ω)).
Aim
Develop an efficient Trefftz type method:
Approximate u in terms of local solutions of the wave equation.
To do this develop and analyse a time-space dG method.
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Acoustic wave equation
u −∇ ⋅ a∇u = 0 in Ω × [0,T ],
u = 0 on ∂Ω × [0,T ],
u(x ,0) = u0(x), u(x ,0) = v0(x), in Ω.
Set-up
Initial data u0 ∈ H10(Ω), v0 ∈ L2(Ω).
a(x) piecewise constant 0 < ca < a(x) < Ca.
Unique solution exists with
u ∈ L2([0,T ]; H1
0(Ω)), u ∈ L2([0,T ]; L2
(Ω)), u ∈ L2([0,T ]; H−1
(Ω)).
Aim
Develop an efficient Trefftz type method:
Approximate u in terms of local solutions of the wave equation.
To do this develop and analyse a time-space dG method.4 / 34
Frequency domain motivation
Frequency domain
Take cue from frequency domain
u(x) ≈k
∑j=1
fjeiωx⋅aj ,
where aj are directions, ∣aj ∣ = 1.
Motivation −∆u − ω2u = 0:
For large ω, minimize the number of degrees of freedom per wavelength.
Time-domain
Time-domain equivalent
u(x, t) ≈k
∑j=1
fj(t − x ⋅ aj)
≈k
∑j=1
p
∑`=0
αj ,`(t − x ⋅ aj)`.
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Frequency domain motivation
Frequency domain
Take cue from frequency domain
u(x, ω) ≈k
∑j=1
fj(ω)e iωx⋅aj ,
where aj are directions, ∣aj ∣ = 1.
Time-domain
Time-domain equivalent
u(x, t) ≈k
∑j=1
fj(t − x ⋅ aj)
≈k
∑j=1
p
∑`=0
αj ,`(t − x ⋅ aj)`.
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Frequency domain motivation
Frequency domain
Take cue from frequency domain
u(x, ω) ≈k
∑j=1
fj(ω)e iωx⋅aj ,
where aj are directions, ∣aj ∣ = 1.
Time-domain
Time-domain equivalent
u(x, t) ≈k
∑j=1
fj(t − x ⋅ aj)
≈k
∑j=1
p
∑`=0
αj ,`(t − x ⋅ aj)`.
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Frequency domain motivation
Frequency domain
Take cue from frequency domain
u(x, ω) ≈k
∑j=1
fj(ω)e iωx⋅aj ,
where aj are directions, ∣aj ∣ = 1.
Time-domain
Time-domain equivalent
u(x, t) ≈k
∑j=1
fj(t − x ⋅ aj)
≈k
∑j=1
p
∑`=0
αj ,`(t − x ⋅ aj)`.
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(A bit of) Literature on Trefftz methodsPlenty of literature in the frequency domain
O. Cessenat and B. Despres, Application of an ultra weak variationalformulation of elliptic PDEs to the two-dimensional Helmholtz equation,SIAM J. Numer. Anal., (1998)
R. Hiptmair, A. Moiola, and I. Perugia, Plane wave discontinuous Galerkinmethods for the 2D Helmholtz equation: analysis of the p-version, SIAM J.Numer. Anal., (2011).
Fewer in time-domain
S. Petersen, C. Farhat, and R. Tezaur, A space-time discontinuous Galerkinmethod for the solution of the wave equation in the time domain, Internat.J. Numer. Methods Engrg. (2009)
F. Kretzschmar, A. Moiola, I. Perugia, S. M. Schnepp, A priori error analysisof space-time Trefftz discontinuous Galerkin methods for wave problems,IMA JNA, (2015).
LB, E. Georgoulis, O Lijoka, A Trefftz polynomial space-time discontinuousGalerkin method for the second order wave equation, accepted in SINUM(2016).
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(A bit of) Literature on Trefftz methodsPlenty of literature in the frequency domain
O. Cessenat and B. Despres, Application of an ultra weak variationalformulation of elliptic PDEs to the two-dimensional Helmholtz equation,SIAM J. Numer. Anal., (1998)
R. Hiptmair, A. Moiola, and I. Perugia, Plane wave discontinuous Galerkinmethods for the 2D Helmholtz equation: analysis of the p-version, SIAM J.Numer. Anal., (2011).
Fewer in time-domain
S. Petersen, C. Farhat, and R. Tezaur, A space-time discontinuous Galerkinmethod for the solution of the wave equation in the time domain, Internat.J. Numer. Methods Engrg. (2009)
F. Kretzschmar, A. Moiola, I. Perugia, S. M. Schnepp, A priori error analysisof space-time Trefftz discontinuous Galerkin methods for wave problems,IMA JNA, (2015).
LB, E. Georgoulis, O Lijoka, A Trefftz polynomial space-time discontinuousGalerkin method for the second order wave equation, accepted in SINUM(2016).
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Outline
1 Motivation
2 An interior-penalty space-time dG method
3 Damped wave equation
4 Numerical results
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DG setting
Time discretization 0 = t0 < t1 < ⋅ ⋅ ⋅ < tN = T , In = [tn, tn+1];τn = tn+1 − tn.
Spatial-mesh T n of Ω consisting of open simplices such thatΩ = ∪K∈TnK .
Space-time slabs Tn × In, h-space-time meshwidth.
The skeleton of the space mesh denoted Γn and Γn ∶= Γn−1 ∪ Γn.
Usual jump and average definitions (e = K+ ∩K− ∈ Γint)
u ∣e =1
2(u+ + u−), v ∣e =
1
2(v+ + v−),
[u] ∣e = u+n+ + u−n−, [v] ∣e = v+ ⋅ n+ + v− ⋅ n−,
and if e ∈ K+ ∩ ∂Ω,
v ∣e = v+, [u] ∣e = u+n+
Also⟦u(tn)⟧ = u(t+n ) − u(t−n ), ⟦u(t0)⟧ = u(t+0 ).
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Local Trefftz spacesThe space of piecewise polynomials on the time-space mesh denoted
Sh,pn ∶= u ∈ L2
(Ω × In) ∶ u∣K×In ∈ Pp(Rd+1
), K ∈ Tn ,
Let Sh,pn,Trefftz ⊂ Sh,p
n with
v(t, x) − a∆v(t, x) = 0, t ∈ In, x ∈ K , for any v ∈ Sh,pn,Trefftz.
The dimensions of the spaces Sh,pn and Sh,p
n,Trefftz for spatial dimension d are
1D 2D 3D
poly 12(p + 1)(p + 2) 1
6(p + 1)(p + 2)(p + 3) 2D × 14(p + 4)
Trefftz 2p + 1 (p + 1)2 16(p + 1)(p + 2)(2p + 3)
We expect the approximation properties of solutions of the waveequation to be the same for the two spaces of different dimension.
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Constructing the polynomial spaces
Choose directions ξj (see talk by Moiola):
(t −1
√a
x ⋅ ξj)αk
, αk - multi-index.
Alternatively propagate polynomial initial condition:
u(0) = xαk , u(0) = 0,
andu(0) = 0, u(0) = xβk ,
with ∣αk ∣ ≤ p and ∣βk ∣ ≤ p − 1.
An important obervation is that the trunctation of Taylor expansionof exact solution is a polynomial solution of the wave equation.
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Constructing the polynomial spaces
Choose directions ξj (see talk by Moiola):
(t −1
√a
x ⋅ ξj)αk
, αk - multi-index.
Alternatively propagate polynomial initial condition:
u(0) = xαk , u(0) = 0,
andu(0) = 0, u(0) = xβk ,
with ∣αk ∣ ≤ p and ∣βk ∣ ≤ p − 1.
An important obervation is that the trunctation of Taylor expansionof exact solution is a polynomial solution of the wave equation.
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Constructing the polynomial spaces
Choose directions ξj (see talk by Moiola):
(t −1
√a
x ⋅ ξj)αk
, αk - multi-index.
Alternatively propagate polynomial initial condition:
u(0) = xαk , u(0) = 0,
andu(0) = 0, u(0) = xβk ,
with ∣αk ∣ ≤ p and ∣βk ∣ ≤ p − 1.
An important obervation is that the trunctation of Taylor expansionof exact solution is a polynomial solution of the wave equation.
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The space on Ω × [0,T ] is then defined as
V h,pTrefftz = u ∈ L2
(Ω × [0,T ]) ∶ u∣Ω×In ∈ Sh,pn,Trefftz, n = 0,1 . . . ,N.
(Abuse of) Notation:
uh ∈ V h,pTrefftz-discrete function on Ω × [0,T ]
un ∈ Sh,pn,Trefftz, restriction of u on Ω × In.
uex– the exact solution.
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The space on Ω × [0,T ] is then defined as
V h,pTrefftz = u ∈ L2
(Ω × [0,T ]) ∶ u∣Ω×In ∈ Sh,pn,Trefftz, n = 0,1 . . . ,N.
(Abuse of) Notation:
uh ∈ V h,pTrefftz-discrete function on Ω × [0,T ]
un ∈ Sh,pn,Trefftz, restriction of u on Ω × In.
uex– the exact solution.
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An interior penalty dG method
We start with
∫
tn+1
tn[∫
Ωuv +A∇u ⋅ ∇vdx − ∫
Γa∇u ⋅ [v]ds − ∫
Γ[u] ⋅ a∇vds
+ σ0∫Γ[u] ⋅ [v]ds ]dt = 0.
Testing with v = u gives
∫
tn+1
tn
d
dtE(t,u)dt = 0,
where the energy is given by
E(t,u) = 12∥u(t)∥2
Ω +12∥
√a∇u(t)∥2
Ω +12∥
√σ0 [u(t)] ∥2
Γ −∫Γa∇u ⋅ [u]ds.
Discrete inverse inequality in space and usual choice of penalty parametergives E(t,u) ≥ 0.
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Jumps in time
Summing over n gives
E(t−N) − E(t+0 ) −N−1
∑n=1
⟦E(tn)⟧ = 0.
To give a sign to the extra terms (Hughes, Hulbert ’88):
1
2⟦(u(tn), u(tn))L2(Ω)⟧ − (⟦u(tn)⟧, u(t+n ))L2(Ω) =
1
2(⟦u(tn)⟧, ⟦u(tn)⟧)L2(Ω).
Do this for all the terms, including the stabilization.
Obtain a dissipative method.
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Space-time dG formulation
a(u, v) ∶=N−1
∑n=0
(u, v)Ω×In + (⟦u(tn)⟧, v(t+n ))Ω
+ (a∇u,∇v)Ω×In + (⟦a∇u(tn)⟧,∇v(t+n ))Ω
− (a∇u , [v])Γn×In − (⟦a∇u(tn)⟧, [v(t+n )])Γn
− ([u] ,a∇v)Γn×In − (⟦[u(tn)]⟧,a∇v(t+n ))Γn
+ (σ0 [u] , [v])Γn×In + (σ0⟦[u(tn)]⟧, [v(t+n )])Γn
+ (σ1 [u] , [v])Γn×In + (σ2 [a∇u] , [a∇v])Γn×Inand
binit(v) ∶= (v0, v(t+0 ))Ω + (a∇u0,∇v(t+0 ))Ω − (a∇u0 , [v(t+0 )])Γ0
− ([u0] ,a∇v(t+0 ))Γ0+ (σ0 [u0] , [v(t+0 )])Γ0
.
Find uh ∈ V h,pTrefftz(Ω × [0,T ]) such that
a(uh, v) = binit(v), ∀v ∈ V h,p
Trefftz(Ω × [0,T ]).14 / 34
Time-space dG as a time-stepping method
an(u, v) ∶= (u, v)Ω×In + (u(t+n ), v(t+n ))Ω
+ (a∇u,∇v)Ω×In + (a∇u(t+n ),∇v(t+n ))Ω
− (a∇u , [v])Γn×In − (a∇u(t+n ) , [v(t+n )])Γn
− ([u] ,a∇v)Γn×In − ([u(t+n )] ,a∇v(t+n ))Γn
+ (σ0 [u] , [v])Γn×In + (σ0 [u(t+n )] , [v(t+n )])Γn
+ (σ1 [u] , [v])Γn×In + (σ2 [a∇u] , [a∇v])Γn×In ,
bn(u, v) ∶= (u(t−n ), v(t+n ))Ω + (a∇u(t−n ),∇v(t+n ))Ω − (a∇u(t−n ) , [v(t+n )])Γn
− ([u(t−n )] ,a∇v(t+n ))Γn−1+ (σ0 [u(t−n )] , [v(t+n )])Γn
,
Find un ∈ Sh,pn,Trefftz such that
an(un, v) = bn(un−1, v), ∀v ∈ Sh,pn,Trefftz.
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Consistency and stability
Theorem
The following statements hold:
1 The method is consistent.
2 There exists a choice of σ0 ∼ h−1, such that for any v ∈ Sh,pn,Trefftz and
t ∈ In the energy is bounded below as
E(t, v) ≥1
2∥v(t)∥2
L2(Ω) +1
4∥√
a∇v(t)∥2L2(Ω).
3 Let uh ∈ V h,pTrefftz discrete solution. Then
E(t−N ,uh) ≤ E(t−1 ,u
h).
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a(⋅, ⋅)1/2∶= ∣∣∣⋅∣∣∣ - a norm on V h,p
Trefftz
a(w ,w) = Eh(t−N ,w) + Eh(t+0 ,w) +N−1
∑n=1
(12∥⟦w(tn)⟧∥
2Ω + 1
2∥√
a⟦∇w(tn)⟧∥2Ω
− (⟦a∇w(tn)⟧, ⟦[w(tn)]⟧)Γn+ 1
2∥⟦√σ0 [w(tn)]⟧∥
2Γn)
+N−1
∑n=0
(∥√σ1 [w]∥
2Γn×In + ∥
√σ2 [a∇w]∥
2Γn×In).
Theorem
a(v , v)1/2 = ∣∣∣v ∣∣∣ = 0 Ô⇒ v = 0, for v ∈ V h,pTrefftz.
Hence, the time-space dG method
a(u, v) = binit(v), ∀v ∈ V h,p
Trefftz
has a unique solution in V h,pTrefftz.
The proof is by noticing that if ∣∣∣v ∣∣∣ = 0 then v is a smooth solution ofthe wave equation, uniquely determined by the initial condition.
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a(⋅, ⋅)1/2∶= ∣∣∣⋅∣∣∣ - a norm on V h,p
Trefftz
a(w ,w) = Eh(t−N ,w) + Eh(t+0 ,w) +N−1
∑n=1
(12∥⟦w(tn)⟧∥
2Ω + 1
2∥√
a⟦∇w(tn)⟧∥2Ω
− (⟦a∇w(tn)⟧, ⟦[w(tn)]⟧)Γn+ 1
2∥⟦√σ0 [w(tn)]⟧∥
2Γn)
+N−1
∑n=0
(∥√σ1 [w]∥
2Γn×In + ∥
√σ2 [a∇w]∥
2Γn×In).
Theorem
a(v , v)1/2 = ∣∣∣v ∣∣∣ = 0 Ô⇒ v = 0, for v ∈ V h,pTrefftz.
Hence, the time-space dG method
a(u, v) = binit(v), ∀v ∈ V h,p
Trefftz
has a unique solution in V h,pTrefftz.
The proof is by noticing that if ∣∣∣v ∣∣∣ = 0 then v is a smooth solution ofthe wave equation, uniquely determined by the initial condition.
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Convergence analysis
If we prove continuity of a(⋅, ⋅)
∣a(u, v)∣ ≤ C⋆∣∣∣u∣∣∣⋆∣∣∣v ∣∣∣, ∀u ∈ cont. sol. +V h,pTrefftz, v ∈ V h,p
Trefftz,
we can use Galerkin orthogonality to show, for any v ∈ V h,pTrefftz
∣∣∣uh− v ∣∣∣2 = a(uh
− v ,uh− v)
= a(uex − v ,uh− v)
≤ C⋆ ∣∣∣uex − v ∣∣∣⋆∣∣∣uh− v ∣∣∣
and hence we have quasi-optimality
∣∣∣uh− uex ∣∣∣ ≤ inf
v∈V h,pTrefftz
∣∣∣uh− v ∣∣∣ + ∣∣∣v − uex ∣∣∣
≤ infv∈V h,p
Trefftz
∣∣∣v − uex ∣∣∣ + C⋆∣∣∣v − uex ∣∣∣⋆
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Convergence analysis
If we prove continuity of a(⋅, ⋅)
∣a(u, v)∣ ≤ C⋆∣∣∣u∣∣∣⋆∣∣∣v ∣∣∣, ∀u ∈ cont. sol. +V h,pTrefftz, v ∈ V h,p
Trefftz,
we can use Galerkin orthogonality to show, for any v ∈ V h,pTrefftz
∣∣∣uh− v ∣∣∣2 = a(uh
− v ,uh− v)
= a(uex − v ,uh− v)
≤ C⋆ ∣∣∣uex − v ∣∣∣⋆∣∣∣uh− v ∣∣∣
and hence we have quasi-optimality
∣∣∣uh− uex ∣∣∣ ≤ inf
v∈V h,pTrefftz
∣∣∣uh− v ∣∣∣ + ∣∣∣v − uex ∣∣∣
≤ infv∈V h,p
Trefftz
∣∣∣v − uex ∣∣∣ + C⋆∣∣∣v − uex ∣∣∣⋆
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Integrating by parts a few times (this is how to implement it)
a(w , v) =N−1
∑n=0
( (a∇w , [v])Γn×In − (σ0 [w] , [v])Γn×In − (w , [a∇v])Γintn ×In
+ (σ1 [w] , [v])Γn×In + (σ2 [a∇w] , [a∇v])Γn×In )
−N
∑n=1
( (w(t−n ), ⟦v(tn)⟧)Ω + (a∇w(t−n ), ⟦∇v(tn)⟧)Ω
− (a∇w(t−n ) , ⟦[v(tn)]⟧)Γn− ([w(t−n )] , ⟦a∇v(tn)⟧)Γn
+ (σ0 [w(t−n )] , ⟦[v(tn)]⟧)Γn).
Recall
∣∣∣v ∣∣∣2 = E(t−N , v) + E(t+0 , v) +N−1
∑n=1
(12∥⟦v(tn)⟧∥
2Ω + 1
2∥⟦∇v(tn)⟧∥2Ω
+ (⟦∇v(tn)⟧, ⟦[v(tn)]⟧)Γn+ 1
2∥⟦√σ0 [v(tn)]⟧∥
2Γn)
+N−1
∑n=0
(∥√σ1 [v]∥2
Γ×In + ∥√σ2 [∇v]∥2
Γ×In),
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Integrating by parts a few times (this is how to implement it)
a(w , v) =N−1
∑n=0
( (a∇w , [v])Γn×In − (σ0 [w] , [v])Γn×In − (w , [a∇v])Γintn ×In
+ (σ1 [w] , [v])Γn×In + (σ2 [a∇w] , [a∇v])Γn×In )
−N
∑n=1
( (w(t−n ), ⟦v(tn)⟧)Ω + (a∇w(t−n ), ⟦∇v(tn)⟧)Ω
− (a∇w(t−n ) , ⟦[v(tn)]⟧)Γn− ([w(t−n )] , ⟦a∇v(tn)⟧)Γn
+ (σ0 [w(t−n )] , ⟦[v(tn)]⟧)Γn).
Hence define,
∣∣∣w ∣∣∣2⋆ =
12
N
∑n=1
(∥w(t−n )∥2Ω + ∥
√a∇w(t−n )∥
2Ω + ∥
√σ0 [w(t−n )] ∥
2Γn+ ∥σ
−1/20 a∇w(t−n ) ∥
2Γn)
+N−1
∑n=0
(∥√σ1 [w]∥
2Γn×In + ∥
√σ2 [a∇w]∥
2Γn×In + ∥σ
−1/22 w∥
2Γintn ×In
+ ∥σ−1/21 a∇w∥
2Γn×In + ∥σ0σ
−1/21 [w]∥
2Γn×In) .
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The choice of stabilization parameters and convergence
Let τn = tn+1 − tn, h = diam(K), (x , t) ∈ K × (tn, tn+1),K ∈ Tn.
diam(K)/ρK ≤ cT , ∀K ∈ Tn, n = 0,1, . . . ,N − 1, where ρK is theradius of the inscribed circle of K .
Assume space-time elements star-shaped with respect to a ball.
Choice of parameters σ0 = p2cT C 2
a Cinv(cah)−1, σ1 = Cap3(hτn)
−1
σ2 = h(Caτn)−1.
Theorem
For sufficiently smooth solution and h ∼ τ
∣∣∣uh− uex∣∣∣ = O(hp−1/2
).
Proof uses truncated Taylor expansion.
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Error estimate in mesh independent norm
Using a Gronwall argument we can show for v ∈ Sh,pn,Trefftz
∥v∥2Ω×In + ∥
√a∇v∥2
Ω×In ≤ τneC(tn+1−tn)/hn (∥v(t−n+1)∥2Ω + ∥
√a∇v(t−n+1)∥
2Ω) ,
hn ∶= minx∈Ω h(x , t), t ∈ In. Let τ = max τn and h = min hn. Then
∥V ∥2Ω×(0,T) + ∥
√a∇V ∥
2Ω×(0,T) ≤ CτeCτ/h∣∣∣V ∣∣∣
2⋆, ∀V ∈ V h,p
Trefftz.
Proposition
∥uh− uex∥
2Ω×[0,T ] + ∥∇uh
−∇uex∥2Ω×[0,T ]
≤ C infV ∈V h,p
Trefftz
(τeCτ/h∣∣∣V − uex∣∣∣2⋆
+ ∥V − uex∥2Ω×[0,T ] + ∥
√a∇(V − uex)∥
2Ω×[0,T ]).
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Outline
1 Motivation
2 An interior-penalty space-time dG method
3 Damped wave equation
4 Numerical results
22 / 34
Wave equation with damping
Damped wave equation:u + αu −∆u = 0.
The extra term decreases the energy:
d
dtE(t) = −α∥u∥2,
hence only a minor modification to the DG formulation needed.
However: truncations of the Taylor expansion are no longer solutions!
Grysa, Maciag, Adamczyk-Krasa ’14 consider solutions of the form
e−αtp1(x , t) + p2(x , t)
with p1 and p2 polynomial in x and t.
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Wave equation with damping
Damped wave equation:u + αu −∆u = 0.
The extra term decreases the energy:
d
dtE(t) = −α∥u∥2,
hence only a minor modification to the DG formulation needed.
However: truncations of the Taylor expansion are no longer solutions!
Grysa, Maciag, Adamczyk-Krasa ’14 consider solutions of the form
e−αtp1(x , t) + p2(x , t)
with p1 and p2 polynomial in x and t.
23 / 34
Wave equation with damping
Damped wave equation:u + αu −∆u = 0.
The extra term decreases the energy:
d
dtE(t) = −α∥u∥2,
hence only a minor modification to the DG formulation needed.
However: truncations of the Taylor expansion are no longer solutions!
Grysa, Maciag, Adamczyk-Krasa ’14 consider solutions of the form
e−αtp1(x , t) + p2(x , t)
with p1 and p2 polynomial in x and t.
23 / 34
Solution formula in 1D
Instead, use basis functions obtained by propagating polynomial initialdata:
u(x ,0) = u0(x) = xαj , u(x ,0) = v0(x) = 0,
andu0(x) = 0, v0(x) = xβj
with∣αj ∣ ≤ p ∣βj ∣ ≤ p − 1.
In 1D solution is then given by the d’Alambert-like formula
u(x , t) =1
2[u0(x − t) + u0(x + t)] e−αt/2
+α
4e−αt/2
∫
x+t
x−tu0(s)I0 (ρ(s)α2 ) +
t
ρ(s)I1 (ρ(s)α2 )ds
+1
2e−αt/2
∫
x+t
x−tv0(s)I0 (ρ(s)α2 )ds, ρ(s; x , t) =
√t2 − (x − s)2.
24 / 34
Solution formula in 1D
Instead, use basis functions obtained by propagating polynomial initialdata:
u(x ,0) = u0(x) = xαj , u(x ,0) = v0(x) = 0,
andu0(x) = 0, v0(x) = xβj
with∣αj ∣ ≤ p ∣βj ∣ ≤ p − 1.
In 1D solution is then given by the d’Alambert-like formula
u(x , t) =1
2[u0(x − t) + u0(x + t)] e−αt/2
+α
4e−αt/2
∫
x+t
x−tu0(s)I0 (ρ(s)α2 ) +
t
ρ(s)I1 (ρ(s)α2 )ds
+1
2e−αt/2
∫
x+t
x−tv0(s)I0 (ρ(s)α2 )ds, ρ(s; x , t) =
√t2 − (x − s)2.
24 / 34
Solution formula ctd.
Rearranging (the last term)
1
2te−αt/2
∫
1
0[v0(x + st) + v0(x − st)] I0 (αt2
√1 − s2)ds.
For example for v0(x) = x2
x2te−αt/2∫
1
0I0 (αt2
√1 − s2)ds + t3e−αt/2
∫
1
0s2I0 (αt2
√1 − s2)ds.
Corresponding term in 3D
te−αt/2
1
∫
0
−∫∂B(0,1)
[v0(x + tsz) +Dv0(x + tsz)] ⋅zdSz I0 (αt2
√1 − s2)ds
Hence need efficient representation of functions of the type
%j(t) = ∫1
0s j I0 (αt2
√1 − s2)ds
In Matlab: Chebfun is ideal.
25 / 34
Solution formula ctd.
Rearranging (the last term)
1
2te−αt/2
∫
1
0[v0(x + st) + v0(x − st)] I0 (αt2
√1 − s2)ds.
For example for v0(x) = x2
x2te−αt/2∫
1
0I0 (αt2
√1 − s2)ds + t3e−αt/2
∫
1
0s2I0 (αt2
√1 − s2)ds.
Corresponding term in 3D
te−αt/2
1
∫
0
−∫∂B(0,1)
[v0(x + tsz) +Dv0(x + tsz)] ⋅zdSz I0 (αt2
√1 − s2)ds
Hence need efficient representation of functions of the type
%j(t) = ∫1
0s j I0 (αt2
√1 − s2)ds
In Matlab: Chebfun is ideal.
25 / 34
Solution formula ctd.
Rearranging (the last term)
1
2te−αt/2
∫
1
0[v0(x + st) + v0(x − st)] I0 (αt2
√1 − s2)ds.
For example for v0(x) = x2
x2te−αt/2∫
1
0I0 (αt2
√1 − s2)ds + t3e−αt/2
∫
1
0s2I0 (αt2
√1 − s2)ds.
Corresponding term in 3D
te−αt/2
1
∫
0
−∫∂B(0,1)
[v0(x + tsz) +Dv0(x + tsz)] ⋅zdSz I0 (αt2
√1 − s2)ds
Hence need efficient representation of functions of the type
%j(t) = ∫1
0s j I0 (αt2
√1 − s2)ds
In Matlab: Chebfun is ideal.25 / 34
Changes to the analysis
Polynomial in space Ô⇒ the same discrete inverse inequalities used+ the extra term decreases energy Ô⇒ choice of parameters,stability and quasi-optimality proof identical.
Approximation properties of the discrete space (in 1D): Away from the boundary, in each space-time element K × (t−, t+)
project solution to K and neighbouring elements at time t− topolynomials and propagate.
At boundary, extend exact solution anti-symmetrically and againproject and propagate.
26 / 34
Outline
1 Motivation
2 An interior-penalty space-time dG method
3 Damped wave equation
4 Numerical results
27 / 34
One dimensional settingSimple 1D setting:
Ω = (0,1), a ≡ 1.
Initial data
u0 = e−( x−5/8
δ)2
, v0 = 0, δ ≤ δ0 = 7.5 × 10−2.
Interested in having few degrees of freedom for decreasing δ ≤ δ0.
0 0.2 0.4 0.6 0.8 1
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
0.4
0.5
t = 1.5, δ = δ0
0 0.2 0.4 0.6 0.8 1
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
0.4
0.5
t = 1.5, δ = δ0/4
Energy of exact solution
exact energy = 12∥ux(x ,0)∥2
Ω ≈ 2δ−1∫
∞
−∞y 2e−2y2
dy = δ−1
√π
2√
2.
We compare with full polynomial space.Note for polynomial order p
2p + 1 Trefftz 12(p + 1)(p + 2)full polynomial space.
In all 1D experiments square space-time elements.
28 / 34
One dimensional settingSimple 1D setting:
Ω = (0,1), a ≡ 1.
Initial data
u0 = e−( x−5/8
δ)2
, v0 = 0, δ ≤ δ0 = 7.5 × 10−2.
Energy of exact solution
exact energy = 12∥ux(x ,0)∥2
Ω ≈ 2δ−1∫
∞
−∞y 2e−2y2
dy = δ−1
√π
2√
2.
We compare with full polynomial space.
Note for polynomial order p
2p + 1 Trefftz 12(p + 1)(p + 2)full polynomial space.
In all 1D experiments square space-time elements.28 / 34
Error in dG-norm, δ = δ0, T = 1/4:
Trefftz poly Full poly
10 -3 10 -2 10 -1
h
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4p = 5
10 -3 10 -2 10 -1
h
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4p = 5
Trefftz p-convergence (fixed h in space and time):
1 2 3 4 5 6 7 8 9 10p
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
29 / 34
Energy conservation
For δ = δ0/4:
Trefftz poly Full poly
10 -3 10 -2 10 -1 10 0 10 1 10 2 10 3
Time
0
5
10
15
20
25
30
35
Ener
gy
Energy, p=1Energy, p=2Energy, p=3Energy, p=4Exact Energy
10 -3 10 -2 10 -1 10 0 10 1 10 2 10 3
Time
0
5
10
15
20
25
30
35
Ener
gyEnergy, p=1Energy, p=2Energy, p=3Energy, p=4Exact Energy
30 / 34
Relative error for decreasing δ
errorδ = (δ
2∥u(⋅,T ) − uh(⋅,T
−)∥
2Ω +
δ
2∥∇u(⋅,T ) −∇uh(⋅,T
−)∥
2Ω)
1/2
10 -2 10 -1 10 0 10 1
h=/
10 -10
10 -8
10 -6
10 -4
10 -2
10 0
Err
or
p=2, / = /0p=3, / = /0p=4,/ = /0p=5, / = /0p=2, / = /0=2p=3, / = /0=2p=4, / = /0=2p=5, / = /0=2p=2, / = /0=4p=3, / = /0=4p=4, / = /0=4p=5, / = /0=4
31 / 34
2D experimentOn square [0,1]2 with exact solution
u(x , y , t) = cos(√
2πt) sinπx sinπy .
Energy of error at final time:
error = (12∥u(⋅,T ) − uh(⋅,T
−)∥
2Ω + 1
2∥∇u(⋅,T ) −∇uh(⋅,T−)∥
2Ω)
1/2.
Trefftz poly Full poly
0.02 0.03 0.04 0.05 0.06 0.07 0.080.090.1Mesh-size
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4
0.02 0.03 0.04 0.05 0.06 0.07 0.080.090.1Mesh-size
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4
32 / 34
Damped wave equation in 1D
Error in dG norm. Exact solution on Ω = (0,1):
u(x , t) = e(−αt/2) sin(πx)
⎡⎢⎢⎢⎢⎣
cos
√
π2 −α2
4t +
α
2√π2 − α2/4
sin
√
π2 −α2
4t
⎤⎥⎥⎥⎥⎦
.
Trefftz poly Full poly
10 1 10 2 10 3 10 4
Number of DOF
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4
10 1 10 2 10 3 10 4
Number of DOF
10 -8
10 -6
10 -4
10 -2
10 0
10 2
Err
or
p = 1p = 2p = 3p = 4
33 / 34
Conclusions
A space-time interior penalty dG method for the acoustic wave equation insecond order form:
Allows Trefftz basis functions, polynomial in space.
Stability and convergence analysis available.
Also practical for damped wave equation.
To do:
A posteriori error analysis
Adaptivity in h, p, wave directions.
34 / 34