A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation...

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A space-time Trefftz method for the second order wave equation Lehel Banjai The Maxwell Institute for Mathematical Sciences Heriot-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) 1 / 34

Transcript of A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation...

Page 1: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 2: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 3: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

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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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Page 8: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 9: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 10: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

(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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Page 17: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 20: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

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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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Page 30: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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) .

19 / 34

Page 31: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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.

20 / 34

Page 32: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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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Page 33: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

Outline

1 Motivation

2 An interior-penalty space-time dG method

3 Damped wave equation

4 Numerical results

22 / 34

Page 34: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 35: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 36: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 37: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

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

Page 38: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

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

Page 39: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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.

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Page 40: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 41: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 42: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 43: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

Outline

1 Motivation

2 An interior-penalty space-time dG method

3 Damped wave equation

4 Numerical results

27 / 34

Page 44: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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.

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Page 45: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 46: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 47: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 48: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 49: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 50: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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

Page 51: A space-time Trefftz method for the second order wave equation · Outline of the talk 1 Motivation 2 An interior-penalty space-time dG method 3 Damped wave equation 4 Numerical results

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