Convergence of discontinuous Galerkin schemes for front propagation with obstacles
HTML articles powered by AMS MathViewer
- by Olivier Bokanowski, Yingda Cheng and Chi-Wang Shu;
- Math. Comp. 85 (2016), 2131-2159
- DOI: https://doi.org/10.1090/mcom/3072
- Published electronically: December 29, 2015
- PDF | Request permission
Abstract:
We study semi-Lagrangian discontinuous Galerkin (SLDG) and Runge-Kutta discontinuous Galerkin (RKDG) schemes for some front propagation problems in the presence of an obstacle term, modeled by a nonlinear Hamilton-Jacobi equation of the form $\min (u_t + c u_x, u - g(x))=0$, in one space dimension. New convergence results and error bounds are obtained for Lipschitz regular data. These “low regularity” assumptions are the natural ones for the solutions of the studied equations. Numerical tests are given to illustrate the behavior of our schemes.References
- R. Abgrall, Numerical discretization of the first-order Hamilton-Jacobi equation on triangular meshes, Comm. Pure Appl. Math. 49 (1996), no. 12, 1339–1373. MR 1414589, DOI 10.1002/(SICI)1097-0312(199612)49:12<1339::AID-CPA5>3.0.CO;2-B
- Yves Achdou and Olivier Pironneau, Computational methods for option pricing, Frontiers in Applied Mathematics, vol. 30, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2005. MR 2159611, DOI 10.1137/1.9780898717495
- Olivier Bokanowski, Yingda Cheng, and Chi-Wang Shu, A discontinuous Galerkin solver for front propagation, SIAM J. Sci. Comput. 33 (2011), no. 2, 923–938. MR 2801195, DOI 10.1137/090771909
- Olivier Bokanowski, Yingda Cheng, and Chi-Wang Shu, A discontinuous Galerkin scheme for front propagation with obstacles, Numer. Math. 126 (2014), no. 1, 1–31. MR 3149070, DOI 10.1007/s00211-013-0555-3
- Olivier Bokanowski, Nicolas Forcadel, and Hasnaa Zidani, Reachability and minimal times for state constrained nonlinear problems without any controllability assumption, SIAM J. Control Optim. 48 (2010), no. 7, 4292–4316. MR 2665467, DOI 10.1137/090762075
- Olivier Bokanowski, Jochen Garcke, Michael Griebel, and Irene Klompmaker, An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations, J. Sci. Comput. 55 (2013), no. 3, 575–605. MR 3045704, DOI 10.1007/s10915-012-9648-x
- O. Bokanowski and G. Simarmata, Semi-Lagrangian discontinuous Galerkin schemes for some first and second order partial differential equations. Preprint HAL-00743042, version 2.
- Yanlai Chen and Bernardo Cockburn, An adaptive high-order discontinuous Galerkin method with error control for the Hamilton-Jacobi equations. I. The one-dimensional steady state case, J. Comput. Phys. 226 (2007), no. 1, 1027–1058. MR 2356867, DOI 10.1016/j.jcp.2007.05.003
- Yingda Cheng and Chi-Wang Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, J. Comput. Phys. 223 (2007), no. 1, 398–415. MR 2314396, DOI 10.1016/j.jcp.2006.09.012
- Philippe G. Ciarlet, The finite element method for elliptic problems, Studies in Mathematics and its Applications, Vol. 4, North-Holland Publishing Co., Amsterdam-New York-Oxford, 1978. MR 520174
- Bernardo Cockburn and Johnny Guzmán, Error estimates for the Runge-Kutta discontinuous Galerkin method for the transport equation with discontinuous initial data, SIAM J. Numer. Anal. 46 (2008), no. 3, 1364–1398. MR 2390998, DOI 10.1137/060668936
- Bernardo Cockburn and Chi-Wang Shu, Runge-Kutta discontinuous Galerkin methods for convection-dominated problems, J. Sci. Comput. 16 (2001), no. 3, 173–261. MR 1873283, DOI 10.1023/A:1012873910884
- M. G. Crandall and P.-L. Lions, Two approximations of solutions of Hamilton-Jacobi equations, Math. Comp. 43 (1984), no. 167, 1–19. MR 744921, DOI 10.1090/S0025-5718-1984-0744921-8
- Marizio Falcone and Roberto Ferretti, Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations, Numer. Math. 67 (1994), no. 3, 315–344. MR 1269500, DOI 10.1007/s002110050031
- Maurizio Falcone and Roberto Ferretti, Convergence analysis for a class of high-order semi-Lagrangian advection schemes, SIAM J. Numer. Anal. 35 (1998), no. 3, 909–940. MR 1619910, DOI 10.1137/S0036142994273513
- M. Falcone and R. Ferretti, Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods, J. Comput. Phys. 175 (2002), no. 2, 559–575. MR 1880118, DOI 10.1006/jcph.2001.6954
- Maurizio Falcone and Roberto Ferretti, Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2014. MR 3341715
- Michael Hintermüller and Moulay Hicham Tber, An inverse problem in American options as a mathematical program with equilibrium constraints: $C$-stationarity and an active-set-Newton solver, SIAM J. Control Optim. 48 (2010), no. 7, 4419–4452. MR 2665473, DOI 10.1137/080737277
- Changqing Hu and Chi-Wang Shu, A discontinuous Galerkin finite element method for Hamilton-Jacobi equations, SIAM J. Sci. Comput. 21 (1999), no. 2, 666–690. MR 1718679, DOI 10.1137/S1064827598337282
- Espen Robstad Jakobsen, On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems, Math. Models Methods Appl. Sci. 13 (2003), no. 5, 613–644. MR 1978929, DOI 10.1142/S0218202503002660
- Guang-Shan Jiang and Danping Peng, Weighted ENO schemes for Hamilton-Jacobi equations, SIAM J. Sci. Comput. 21 (2000), no. 6, 2126–2143. MR 1762034, DOI 10.1137/S106482759732455X
- Alexander Kurganov and Eitan Tadmor, New high-resolution semi-discrete central schemes for Hamilton-Jacobi equations, J. Comput. Phys. 160 (2000), no. 2, 720–742. MR 1763829, DOI 10.1006/jcph.2000.6485
- Fengyan Li and Chi-Wang Shu, Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations, Appl. Math. Lett. 18 (2005), no. 11, 1204–1209. MR 2170874, DOI 10.1016/j.aml.2004.10.009
- Fengyan Li and Sergey Yakovlev, A central discontinuous Galerkin method for Hamilton-Jacobi equations, J. Sci. Comput. 45 (2010), no. 1-3, 404–428. MR 2679806, DOI 10.1007/s10915-009-9340-y
- Stanley Osher and Chi-Wang Shu, High-order essentially nonoscillatory schemes for Hamilton-Jacobi equations, SIAM J. Numer. Anal. 28 (1991), no. 4, 907–922. MR 1111446, DOI 10.1137/0728049
- Jing-Mei Qiu and Chi-Wang Shu, Positivity preserving semi-Lagrangian discontinuous Galerkin formulation: theoretical analysis and application to the Vlasov-Poisson system, J. Comput. Phys. 230 (2011), no. 23, 8386–8409. MR 2843721, DOI 10.1016/j.jcp.2011.07.018
- M. Restelli, L. Bonaventura, and R. Sacco, A semi-Lagrangian discontinuous Galerkin method for scalar advection by incompressible flows, J. Comput. Phys. 216 (2006), no. 1, 195–215. MR 2223441, DOI 10.1016/j.jcp.2005.11.030
- James A. Rossmanith and David C. Seal, A positivity-preserving high-order semi-Lagrangian discontinuous Galerkin scheme for the Vlasov-Poisson equations, J. Comput. Phys. 230 (2011), no. 16, 6203–6232. MR 2806222, DOI 10.1016/j.jcp.2011.04.018
- Jue Yan and Stanley Osher, A local discontinuous Galerkin method for directly solving Hamilton-Jacobi equations, J. Comput. Phys. 230 (2011), no. 1, 232–244. MR 2734289, DOI 10.1016/j.jcp.2010.09.022
- Qiang Zhang and Chi-Wang Shu, Stability analysis and a priori error estimates of the third order explicit Runge-Kutta discontinuous Galerkin method for scalar conservation laws, SIAM J. Numer. Anal. 48 (2010), no. 3, 1038–1063. MR 2669400, DOI 10.1137/090771363
- Qiang Zhang and Chi-Wang Shu, Error estimates for the third order explicit Runge-Kutta discontinuous Galerkin method for a linear hyperbolic equation in one-dimension with discontinuous initial data, Numer. Math. 126 (2014), no. 4, 703–740. MR 3175182, DOI 10.1007/s00211-013-0573-1
Bibliographic Information
- Olivier Bokanowski
- Affiliation: Université Paris Diderot, Sorbonne Paris Cité, Laboratoire Jacques-Louis Lions, UMR 7598, UPMC, CNRS, F-75205 Paris, France
- MR Author ID: 605144
- Email: boka@math.jussieu.fr
- Yingda Cheng
- Affiliation: Department of Mathematics, Michigan State University, East Lansing, Michigan 48824
- MR Author ID: 811395
- Email: ycheng@math.msu.edu
- Chi-Wang Shu
- Affiliation: Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912
- MR Author ID: 242268
- Email: shu@dam.brown.edu
- Received by editor(s): June 13, 2013
- Received by editor(s) in revised form: July 4, 2014, and February 21, 2015
- Published electronically: December 29, 2015
- Additional Notes: The research of the first author was supported by the EU under the 7th Framework Programme Marie Curie Initial Training Network “FP7-PEOPLE-2010-ITN”, SADCO project, GA number 264735-SADCO.
The research of the second author was supported by NSF grant DMS-1217563 and the start-up grant from Michigan State University.
The research of the third author was supported by ARO grant W911NF-11-1-0091 and NSF grants DMS-1112700 and DMS-1418750. - © Copyright 2015 American Mathematical Society
- Journal: Math. Comp. 85 (2016), 2131-2159
- MSC (2010): Primary 65-XX; Secondary 65M60, 65M12
- DOI: https://doi.org/10.1090/mcom/3072
- MathSciNet review: 3511277