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Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: Analysis of the p-version. SAM-ETHZurich Report (2009)

by Ralf Hiptmair, Andrea Moiola, Ilaria Perugia
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CONVERGENCE ANALYSIS FOR FINITE ELEMENT DISCRETIZATIONS OF THE HELMHOLTZ EQUATION WITH DIRICHLET-TO-NEUMANN BOUNDARY CONDITIONS

by J. M. Melenk, S. Sauter
"... Abstract. A rigorous convergence theory for Galerkin methods for a model Helmholtz problem in R d, d ∈{1, 2, 3} is presented. General conditions on the approximation properties of the approximation space are stated that ensure quasi-optimality of the method. As an application of the general theory, ..."
Abstract - Cited by 21 (7 self) - Add to MetaCart
Abstract. A rigorous convergence theory for Galerkin methods for a model Helmholtz problem in R d, d ∈{1, 2, 3} is presented. General conditions on the approximation properties of the approximation space are stated that ensure quasi-optimality of the method. As an application of the general theory, a full error analysis of the classical hp-version of the finite element method (hp-FEM) is presented for the model problem where the dependence on the mesh width h, the approximation order p, andthewavenumberk is given explicitly. In particular, it is shown that quasi-optimality is obtained under the conditions that kh/p is sufficiently small and the polynomial degree p is at least O(log k). 1.
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...ing the discrete Green’s function as well as a dispersion analysis for finite element discretizations and generalizations thereof have been derived by many researchers in the past decades (see, e.g., =-=[2, 4, 6, 7, 9, 10, 11, 15, 17, 18, 19, 22, 23, 24, 25, 26, 27, 28, 33, 38, 43, 44]-=-). The goal of the present and the companion paper [32] is to derive fairly general stability and convergence estimates for Helmholtz problems that are: • explicit in the wave number, the mesh width, ...

Wave-Number Explicit Convergence Analysis for Galerkin Discretizations of the Helmholtz Equation

by J. M. Melenk, S. Sauter - SIAM J. Numer. Anal
"... In this paper, we develop a new stability and convergence theory for highly indefinite elliptic partial differential equations by considering the Helmholtz equation at high wave number as our model problem. The key element in this theory is a novel k-explicit regularity theory for Helmholtz boundary ..."
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In this paper, we develop a new stability and convergence theory for highly indefinite elliptic partial differential equations by considering the Helmholtz equation at high wave number as our model problem. The key element in this theory is a novel k-explicit regularity theory for Helmholtz boundary value problems that is based on decomposing the solution into in two parts: the first part has the H2-Sobolev regularity expected of elliptic PDEs but features k-independent regularity constants; the second part is an analytic function for which k-explicit bounds for all derivatives are given. This decomposition is worked out in detail for several types of boundary value problems including the case Robin boundary conditions in domains with analytic boundary and in convex polygons. As the most important practical application we apply our full error analysis to the classical hp-version of the finite element method (hp-FEM) where the dependence on the mesh width h, the approximation order p, and the wave number k is given explicitly. In particular, under the assumption that the solution operator for Helmholtz problems grows only polynomially in k, it is shown that quasi-optimality is obtained under the conditions that kh/p is sufficiently small and the polynomial degree p is at least O(log k).

A class of discontinuous Petrov–Galerkin methods. Part IV: the optimal test norm and time-harmonic wave propagation in 1D

by J Zitelli , I Muga , L Demkowicz , J Gopalakrishnan , D Pardo , V M Calo , 2011
"... Abstract The phase error, or the pollution effect in the finite element solution of wave propagation problems, is a well known phenomenon that must be confronted when solving problems in the highfrequency range. This paper presents a new method with no phase errors for one-dimensional (1D) time-har ..."
Abstract - Cited by 17 (8 self) - Add to MetaCart
Abstract The phase error, or the pollution effect in the finite element solution of wave propagation problems, is a well known phenomenon that must be confronted when solving problems in the highfrequency range. This paper presents a new method with no phase errors for one-dimensional (1D) time-harmonic wave propagation problems using new ideas that hold promise for the multidimensional case. The method is constructed within the framework of the Discontinuous Petrov-Galerkin (DPG) method with optimal test functions. We have previously shown that such methods select solutions that are the best possible approximations in an energy norm dual to any selected test space norm. In this paper, we advance by asking what is the optimal test space norm that achieves error reduction in a given energy norm. This is answered in the specific case of the Helmholtz equation with L 2 -norm as the energy norm. We obtain uniform stability with respect to the wave number. We illustrate the method with a number of 1D numerical experiments, using discontinuous piecewise polynomial hp spaces for the trial space and its corresponding optimal test functions computed approximately and locally. A 1D theoretical stability analysis is also developed.
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...rity of the pollution error in higher dimensions. One can find surveys of such methods in, e.g., [28, 20]. Broadly, they may be classified as follows: Galerkin/Least-Squares based methods [21, 29], which achieve improved stability by adding least squares residual terms to the standard Galerkin sesquilinear form; methods utilizing specialized, under-integrating quadrature rules [1] which reduce the phase error, as indicated by dispersion analysis of an interior stencil; and methods incorporating exact solutions of the Helmholtz equation (in particular, plane waves) within the trial space basis [3, 15, 16, 17, 22]. Petrov-Galerkin (PG) formulations also appear frequently in the construction of stabilized methods (see, e.g. [13, 14, 23]). Common to such methods is the introduction of local problems which are solved to provide a trial/test space pair which provides enhanced stability. A few of these methods have attempted to address in particular the Helmholtz equation. In the nearly optimal Petrov-Galerkin method (NOPG) of Barbone and Harari [5], the authors construct a method with the goal of achieving the best approximation in the H1 seminorm in a given trial space. They show that the corresponding mi...

Absolutely stable local discontinuous Galerkin methods for the Helmholtz equation with large wave number

by Xiaobing Feng, Yulong Xing - Mathematics of Computation
"... Abstract. Two local discontinuous Galerkin (LDG) methods using some non-standard numerical fluxes are developed for the Helmholtz equation with the first order absorbing boundary condition in the high frequency regime. It is shown that the proposed LDG methods are absolutely stable (hence well-posed ..."
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Abstract. Two local discontinuous Galerkin (LDG) methods using some non-standard numerical fluxes are developed for the Helmholtz equation with the first order absorbing boundary condition in the high frequency regime. It is shown that the proposed LDG methods are absolutely stable (hence well-posed) with respect to both the wave number and the mesh size. Optimal order (with respect to the mesh size) error estimates are proved for all wave numbers in the preasymptotic regime. To analyze the proposed LDG methods, they are recasted and treated as (non-conforming) mixed finite element methods. The crux of the analysis is to establish a generalized inf-sup condition, which holds without any mesh constraint, for each LDG method. The generalized inf-sup conditions then easily infer the desired absolute stability of the proposed LDG methods. In return, the stability results not only guarantee the well-posedness of the LDG methods but also play a crucial role in the derivation of the error estimates. Numerical experiments, which confirm the theoretical results and compare the proposed two LDG methods, are also presented in the paper. 1.
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...mholtz type problems. However, to the best of our knowledge, none of these plane wave DG method is proved to be absolutely stable with respect to wave number k and mesh size h. We refer the reader to =-=[12, 14, 17]-=- and the references therein for more discussions in this direction. We also refer to [10, 11] for more discussions and references on other discretization techniques for the Helmholtz type problems. Th...

Is the Helmholtz equation really sign-indefinite?

by Andrea Moiola, Euan A. Spence , 2012
"... ..."
Abstract - Cited by 12 (4 self) - Add to MetaCart
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AN EXPONENTIALLY CONVERGENT NONPOLYNOMIAL FINITE ELEMENT METHOD FOR TIME-HARMONIC SCATTERING FROM POLYGONS

by A. H. Barnett, T. Betcke
"... Abstract. In recent years nonpolynomial finite element methods have received increasing attention for the efficient solution of wave problems. As with their close cousin the method of particular solutions, high efficiency comes from using solutions to the Helmholtz equation as basis functions. We pr ..."
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Abstract. In recent years nonpolynomial finite element methods have received increasing attention for the efficient solution of wave problems. As with their close cousin the method of particular solutions, high efficiency comes from using solutions to the Helmholtz equation as basis functions. We present and analyze such a method for the scattering of two-dimensional scalar waves from a polygonal domain that achieves exponential convergence purely by increasing the number of basis functions in each element. Key ingredients are the use of basis functions that capture the singularities at corners, and representing the scattered field towards infinity by a combination of fundamental solutions. The solution is obtained by minimizing a least-squares functional, which we discretize in such a way that a matrix least-squares problem is obtained. We give computable exponential bounds on the rate of convergence of the least-squares functional that are in very good agreement with the observed numerical convergence. Challenging numerical examples, including a nonconvex polygon with several corner singularities, and a cavity domain, are solved to around 10 digits of accuracy with a few seconds of CPU time. The examples are implemented concisely with MPSpack, a MATLAB toolbox for wave computations with nonpolynomial basis functions, developed by the authors. A code example is included.
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...proximations instead of local absorbing boundary conditions. Similar estimates have also been investigated by Hiptmair, Moiola, and Perugia in the context of plane wave discontinuous Galerkin methods =-=[21]-=-. In section 6 we present numerical examples which support the conjecture (5.3). 5.1. Convergence of the MFS approximations. In this section we give a proof of Theorem 5.2. The proof proceeds along si...

HYBRIDIZING RAVIART-THOMAS ELEMENTS FOR THE HELMHOLTZ EQUATION

by Peter Monk, Joachim Schöberl, Astrid Sinwel
"... Abstract. This paper deals with the application of hybridized mixed methods for discretizing the Helmholtz problem. Starting from a mixed formulation, where the flux is considered a separate unknown, we use Raviart-Thomas finite elements to approximate the solution. We present two ways of hybridizin ..."
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Abstract. This paper deals with the application of hybridized mixed methods for discretizing the Helmholtz problem. Starting from a mixed formulation, where the flux is considered a separate unknown, we use Raviart-Thomas finite elements to approximate the solution. We present two ways of hybridizing the problem, which means breaking the normal continuity of the fluxes and then imposing continuity weakly via functions supported on the element faces or edges. The first method is the Ultra-Weak Variational Formulation, first introduced by Cessenat and Després [7]; the second one uses Lagrange multipliers on element interfaces. We compare the two methods, and give numerical results. We observe that the iterative solvers applied to the two methods behave well for large wave numbers. 1.
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...ctions, and to hybridize the methods. An important paper on plane wave based discontinuous Galerkin methods (of which the UWVF is a special case, but outside the theoretical analysis) can be found in =-=[16]-=-. Coupling of plane wave and polynomial based methods is possible in the framework of that paper. Other methods that can couple plane wave and polynomial basis functions include the partition of unity...

Generalized DG-Methods for Highly Indefinite Helmholtz Problems based on the Ultra-Weak Variational Formulation

by J. M. Melenk, A. Parsania, S. Sauter
"... We develop a stability and convergence theory for the Ultra Weak Variational Formulation (UWVF) of a highly indefinite Helmholtz problem in R d, d ∈ {1, 2, 3}. The theory covers conforming as well as nonconforming generalized finite element methods. In contrast to conventional Galerkin methods where ..."
Abstract - Cited by 4 (3 self) - Add to MetaCart
We develop a stability and convergence theory for the Ultra Weak Variational Formulation (UWVF) of a highly indefinite Helmholtz problem in R d, d ∈ {1, 2, 3}. The theory covers conforming as well as nonconforming generalized finite element methods. In contrast to conventional Galerkin methods where a minimal resolution condition is necessary to guarantee the unique solvability, it is proved that the UWVF admits a unique solution under much weaker conditions. As an application we present the error analysis for the hp-version of the finite element method explicitly in terms of the mesh width h, polynomial degree p and wave number k. It is shown that the optimal convergence order estimate is obtained under the conditions that kh / √ p is sufficiently small and the polynomial degree p is at least O(log k). AMS Subject Classifications: 35J05, 65N12, 65N30 Key words: Helmholtz equation at high wavenumber, stability, convergence, discontinuous
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...ra Weak Variational Formulation (UWVF) of Cessenat and Després [6, 7, 9] belongs to the second class and permits using non-standard, discontinuous local discretization spaces such as plane waves (see =-=[16, 19]-=-). The goal of this paper is to develop a theory for the UWVF that derives the convergence behavior of abstract conforming and non-conforming generalized finite element spaces from certain local appro...

Error analysis of Trefftz-discontinuous Galerkin methods for the time-harmonic Maxwell equations

by Ralf Hiptmair, Andrea Moiola, Ilaria Perugia - Math. Comp , 2013
"... Abstract. In this paper, we extend to the time-harmonic Maxwell equations the p–version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284 ..."
Abstract - Cited by 4 (0 self) - Add to MetaCart
Abstract. In this paper, we extend to the time-harmonic Maxwell equations the p–version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284] for Trefftz-discontinuous Galerkin approximations of the Helmholtz problem. While error estimates in a mesh-skeleton norm are derived parallel to the Helmholtz case, the derivation of estimates in a mesh-independent norm re-quires new twists in the duality argument. The particular case where the local Trefftz approximation spaces are built of vector-valued plane wave functions is considered, and convergence rates are derived. 1.
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...tion to the time-harmonic Maxwell equations, considering general Trefftz approximation spaces. Since the UWVF can be regarded as a discontinuous Galerkin (DG) method with Trefftz basis functions (see =-=[15, 22, 24]-=-), we briefly review some literature on standard (i.e., polynomial-based) DGmethods for the time-harmonic Maxwell equations. Some of them are based on the primal curl-curl formulation of the problem, ...

On the negative-order norm accuracy of a local-structure-preserving LDG method

by Fengyan Li - J. Sci. Comput
"... Abstract The accuracy in negative-order norms is examined for a local-structure-preserving local discontinuous Galerkin method for the Laplace equation [Li and Shu, Methods and Applications of Analysis, v13 (2006), pp.215-233]. With its distinctive feature in using harmonic polynomials as local app ..."
Abstract - Cited by 3 (0 self) - Add to MetaCart
Abstract The accuracy in negative-order norms is examined for a local-structure-preserving local discontinuous Galerkin method for the Laplace equation [Li and Shu, Methods and Applications of Analysis, v13 (2006), pp.215-233]. With its distinctive feature in using harmonic polynomials as local approximating functions, this method has lower computational complexity than the standard local discontinuous Galerkin method while keeping the same order of accuracy in both the energy and the L 2 norms. In this note, numerical experiments are presented to demonstrate some accuracy loss of the method in negative-order norms.
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...f accuracy in both the energy and the L2 norms as the standard LDG method (see [3, 12] and section 2). This work is among the series of developments in [6, 10, 11] to design discontinuous Galerkin (DG) methods with better cost efficiency for certain differential equations. Such efficiency is achieved by incorporating the a priori knowledge of the exact solutions into the choice of local approximating functions in DG formulations, and it is mainly due to the flexibility of these methods in using various local discrete spaces. Some other examples of DG methods utilizing this flexibility include [17, 8]. The objective of this note is to investigate the accuracy of the aforementioned LSP LDG method in negative-order norms. With harmonic polynomials as local approximations, the standard duality argument can not be applied to obtain the error estimates in negative-order norms for the LSP LDG method. On the other hand, negative-order norm error estimates often contain the information on the oscillatory nature of the error, which can be used to enhance the accuracy of the numerical solutions. In fact, a local post-processing technique was applied to finite element solutions of elliptic problems i...

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