We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous acoustic media, with online parallel complexity that scales optimally as @math , where @math is the number of volume unknowns, and @math is the number of processors, as long as @math grows at most like a small fractional power of @math . The solver decomposes the domain into layers, and uses transmission conditions in boundary integral form to explicitly define "polarized traces", i.e., up- and down-going waves sampled at interfaces. Local direct solvers are used in each layer to precompute traces of local Green's functions in an embarrassingly parallel way (the offline part), and incomplete Green's formulas are used to propagate interface data in a sweeping fashion, as a preconditioner inside a GMRES loop (the online part). Adaptive low-rank partitioning of the integral kernels is used to speed up their application to interface data. The method uses second-order finite differences. The complexity scalings are empirical but motivated by an analysis of ranks of off-diagonal blocks of oscillatory integrals. They continue to hold in the context of standard geophysical community models such as BP and Marmousi 2, where convergence occurs in 5 to 10 GMRES iterations.
Their work spawned a series of new formulations within the framework of Discontinous Galerkin methods, such as the Trefftz formulation of @cite_25 @cite_4 , and the discontinuous enrichment method of @cite_75 ;
@cite_75 @cite_4 @cite_25
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We present a compact discontinuous Galerkin (CDG) method for an elliptic model problem. The problem is first cast as a system of first order equations by introducing the gradient of the primal unknown, or flux, as an additional variable. A standard discontinuous Galerkin (DG) method is then applied to the resulting system of equations. The numerical interelement fluxes are such that the equations for the additional variable can be eliminated at the element level, thus resulting in a global system that involves only the original unknown variable. The proposed method is closely related to the local discontinuous Galerkin (LDG) method [B. Cockburn and C.-W. Shu, SIAM J. Numer. Anal., 35 (1998), pp. 2440-2463], but, unlike the LDG method, the sparsity pattern of the CDG method involves only nearest neighbors. Also, unlike the LDG method, the CDG method works without stabilization for an arbitrary orientation of the element interfaces. The computation of the numerical interface fluxes for the CDG method is slightly more involved than for the LDG method, but this additional complication is clearly offset by increased compactness and flexibility. Compared to the BR2 [F. Bassi and S. Rebay, J. Comput. Phys., 131 (1997), pp. 267-279] and IP [J. Douglas, Jr., and T. Dupont, in Computing Methods in Applied Sciences (Second Internat. Sympos., Versailles, 1975), Lecture Notes in Phys. 58, Springer, Berlin, 1976, pp. 207-216] methods, which are known to be compact, the present method produces fewer nonzero elements in the matrix and is computationally more efficient. We propose and analyze a discontinuous Galerkin approximation for the Stokes problem. The finite element triangulation employed is not required to be conforming and we use discontinuous pressures and velocities. No additional unknown fields need to be introduced, but only suitable bilinear forms defined on the interfaces between the elements, involving the jumps of the velocity and the average of the pressure. We consider hp approximations using ℚk′–ℚk velocity-pressure pairs with k′ = k + 2, k + 1, k. Our methods show better stability properties than the corresponding conforming ones. We prove that our first two choices of velocity spaces ensure uniform divergence stability with respect to the mesh size h. Numerical results show that they are uniformly stable with respect to the local polynomial degree k, a property that has no analog in the conforming case. An explicit bound in k which is not sharp is also proven. Numerical results show that if equal order approximation is chosen for the velocity and pressure, no spurious pressure modes are present but the method is not uniformly stable either with respect to h or k. We derive a priori error estimates generalizing the abstract theory of mixed methods. Optimal error estimates in h are proven. As for discontinuous Galerkin methods for scalar diffusive problems, half of the power of k is lost for p and hp pproximations independently of the divergence stability. We are concerned with a finite element approximation for time-harmonic wave propagation governed by the Helmholtz equation. The usually oscillatory behavior of solutions, along with numerical dispersion, render standard finite element methods grossly inefficient already in medium-frequency regimes. As an alternative, methods that incorporate information about the solution in the form of plane waves have been proposed. We focus on a class of Trefftz-type discontinuous Galerkin methods that employs trial and test spaces spanned by local plane waves. In this paper we give a priori convergence estimates for the h -version of these plane wave discontinuous Galerkin methods in two dimensions. To that end, we develop new inverse and approximation estimates for plane waves and use these in the context of duality techniques. Asymptotic optimality of the method in a mesh dependent norm can be established. However, the estimates require a minimal resolution of the mesh beyond what it takes to resolve the wavelength. We give numerical evidence that this requirement cannot be dispensed with. It reflects the presence of numerical dispersion. This paper reviews some known and proposes some new preconditioning methods for a number of discontinuous Galerkin (or DG) finite element approximations for elliptic problems of second order. Nested hierarchy of meshes is generally assumed. Our approach utilizes a general two-level scheme, where the finite element space for the DG method is decomposed into a subspace (viewed as an auxiliary or ‘coarse’ space), plus a correction which can be handled by a standard smoothing procedure. We consider three different auxiliary subspaces, namely, piecewise linear C0-conforming functions, piecewise linear functions that are continuous at the centroids of the edges faces (Crouzeix-Raviart finite elements) and piecewise constant functions over the finite elements. To support the theoretical results, we also present numerical experiments for 3-D model problem showing uniform convergence of the constructed methods. Copyright © 2006 John Wiley & Sons, Ltd. We study a high order Discontinuous Galerkin Time Domain (DGTD) method for solving the system of Maxwell equations. This method is formulated on a non-conforming multi-element mesh mixing an unstructured triangulation for the discretization of irregularly shaped objects with a structured (Cartesian) quadrangulation for the rest of the computational domain. Within each element, the electromagnetic field components are approximated by a high order nodal polynomial. The DG method proposed here makes use of a centered scheme for the definition of the numerical traces of the electric and magnetic fields at element interfaces, associated to a second order or fourth order leap-frog scheme for the time integration of the associated semi-discrete equations. We formulate this DGTD method in 3D and study its theoretical properties. In particular, an a priori convergence estimation is elaborated. Finally, we present numerical results for the application of the method to 2D test problems. We present a high-order discontinuous Galerkin (DG) method for solving the time-dependent Maxwell equations on non-conforming hybrid meshes. The hybrid mesh combines unstructured tetrahedra for the discretization of irregularly shaped objects with a hexahedral mesh for the rest of the computational domain. The transition between tetrahedra and hexahedra is completely non-conform, that is, no pyramidal or prismatic elements are introduced to link these elements. Within each mesh element, the electromagnetic field components are approximated by a arbitrary order nodal polynomial and a centered approximation is used for the evaluation of numerical fluxes at inter-element boundaries. The time integration of the associated semi-discrete equations is achieved by a fourth-order leap-frog scheme. The method is described and discussed, including algorithm formulation, stability, and practical implementation issues such as the hybrid mesh generation and the computation of flux matrices with cubature rules. We illustrate the performance of the proposed method on several two- and three-dimensional examples involving comparisons with DG methods on single element-type meshes. The results show that the use of non-conforming hybrid meshes in DG methods allows for a notable reduction in computing time without sacrificing accuracy. We give a general category theoretic formulation of the substitution structure underlying the category theoretic study of variable binding proposed by Fiore, Plotkin, and Turi. This general formulation provides the foundation for their work on variable binding, as well as Tanaka's linear variable binding and variable binding for other binders and for mixtures of binders as for instance in the Logic of Bunched Implications. The key structure developed by was a substitution monoidal structure, from which their formulation of binding was derived; so we give an abstract formulation of a substitution monoidal structure, then, at that level of generality, derive the various category theoretic structures they considered. The central construction we use is that of a pseudo-distributive law between 2-monads on Cat, which suffices to induce a pseudo-monad on Cat, and hence a substitution monoidal structure on the free object on 1. We routinely generalise that construction to account for types. Received 28 May 2002; revised 18 September 2002; accepted 24 September 2002; published 14 February 2003. [1] When an inverse problem is solved to estimate an unknown function such as the hydraulic conductivity in an aquifer or the contamination history at a site, one constraint is that the unknown function is known to be everywhere nonnegative. In this work, we develop a statistically rigorous method for enforcing function nonnegativity in Bayesian inverse problems. The proposed method behaves similarly to a Gaussian process with a linear variogram (i.e., unrestricted Brownian motion) for parameter values significantly greater than zero. The method uses the method of images to define a prior probability density function based on reflected Brownian motion that implicitly enforces nonnegativity. This work focuses on problems where the unknown is a function of a single variable (e.g., time). A Markov chain Monte Carlo (MCMC) method, specifically, a highly efficient Gibbs sampler, is implemented to generate conditional realizations of the unknown function. The new method is applied to the estimation of the trichloroethylene (TCE) and perchloroethylene (PCE) contamination history in an aquifer at Dover Air Force Base, Delaware, based on concentration profiles obtained from an underlying aquitard. INDEX TERMS: 1831 Hydrology: Groundwater quality; 1869 Hydrology: Stochastic processes; 3260 Mathematical Geophysics: Inverse theory; KEYWORDS: stochastic inverse modeling, contaminant source identification, inference under constraints, Markov chain Monte Carlo (MCMC), Gibbs sampling, Bayesian inference Discontinuous Galerkin (DG) methods for solving partial differential equations, developed in the late 1990s, have become popular among computational scientists. This book covers both theory and computation as it focuses on three primal DG methods--the symmetric interior penalty Galerkin, incomplete interior penalty Galerkin, and nonsymmetric interior penalty Galerkin which are variations of interior penalty methods. The author provides the basic tools for analysis and discusses coding issues, including data structure, construction of local matrices, and assembling of the global matrix. Computational examples and applications to important engineering problems are also included. Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation is divided into three parts: Part I focuses on the application of DG methods to second order elliptic problems in one dimension and in higher dimensions. Part II presents the time-dependent parabolic problems without and with convection. Part III contains applications of DG methods to solid mechanics (linear elasticity), fluid dynamics (Stokes and Navier Stokes), and porous media flow (two-phase and miscible displacement). Appendices contain proofs and MATLAB code for one-dimensional problems for elliptic equations and routines written in C that correspond to algorithms for the implementation of DG methods in two or three dimensions. Audience: This book is intended for numerical analysts, computational and applied mathematicians interested in numerical methods for partial differential equations or who study the applications discussed in the book, and engineers who work in fluid dynamics and solid mechanics and want to use DG methods for their numerical results. The book is appropriate for graduate courses in finite element methods, numerical methods for partial differential equations, numerical analysis, and scientific computing. Chapter 1 is suitable for a senior undergraduate class in scientific computing. Contents: List of Figures; List of Tables; List of Algorithms; Preface; Part I: Elliptic Problems; Chapter 1: One-dimensional problem; Chapter 2: Higher dimensional problem; Part II: Parabolic Problems; Chaper 3: Purely parabolic problems; Chapter 4: Parabolic problems with convection; Part III: Applications; Chapter 5: Linear elasticity; Chapter 6: Stokes flow; Chapter 7: Navier-Stokes flow; Chapter 8: Flow in porous media; Appendix A: Quadrature rules; Appendix B: DG codes; Appendix C: An approximation result; Bibliography; Index. We present a time-explicit discontinuous Galerkin (DG) solver for the time-domain acoustic wave equation on hybrid meshes containing vertex-mapped hexahedral, wedge, pyramidal and tetrahedral elements. Discretely energy-stable formulations are presented for both Gauss-Legendre and Gauss-Legendre-Lobatto (Spectral Element) nodal bases for the hexahedron. Stable timestep restrictions for hybrid meshes are derived by bounding the spectral radius of the DG operator using order-dependent constants in trace and Markov inequalities. Computational efficiency is achieved under a combination of element-specific kernels (including new quadrature-free operators for the pyramid), multi-rate timestepping, and acceleration using Graphics Processing Units. We present an energy-stable low-storage high order discontinuous Galerkin method for the wave equation.We describe algorithms for efficient implementation on Graphics Processing Units (GPUs).We derive order-dependent global and local timestep restrictions for DG on hybrid meshes.We verify high order convergence and computational efficiency with numerical experiments. We propose a finite element based discretization method in which the standard polynomial field is enriched within each element by a nonconforming field that is added to it. The enrichment contains free-space solutions of the homogeneous differential equation that are not represented by the underlying polynomial field. Continuity of the enrichment across element interfaces is enforced weakly by Lagrange multipliers. In this manner, we expect to attain high coarse-mesh accuracy without significant degradation of conditioning, assuring good performance of the computation at any mesh resolution. Examples of application to acoustics and advection-diffusion are presented. We provide a framework for the analysis of a large class of discontinuous methods for second-order elliptic problems. It allows for the understanding and comparison of most of the discontinuous Galerkin methods that have been proposed over the past three decades for the numerical treatment of elliptic problems. We introduce a unifying framework for hybridization of finite element methods for second order elliptic problems. The methods fitting in the framework are a general class of mixed-dual finite element methods including hybridized mixed, continuous Galerkin, nonconforming, and a new, wide class of hybridizable discontinuous Galerkin methods. The distinctive feature of the methods in this framework is that the only globally coupled degrees of freedom are those of an approximation of the solution defined only on the boundaries of the elements. Since the associated matrix is sparse, symmetric, and positive definite, these methods can be efficiently implemented. Moreover, the framework allows, in a single implementation, the use of different methods in different elements or subdomains of the computational domain, which are then automatically coupled. Finally, the framework brings about a new point of view, thanks to which it is possible to see how to devise novel methods displaying very localized and simple mortaring techniques, as well as methods permitting an even further reduction of the number of globally coupled degrees of freedom. This paper presents a new approach for automatically deriving worst-case resource bounds for C programs. The described technique combines ideas from amortized analysis and abstract interpretation in a unified framework to address four challenges for state-of-the-art techniques: compositionality, user interaction, generation of proof certificates, and scalability. Compositionality is achieved by incorporating the potential method of amortized analysis. It enables the derivation of global whole-program bounds with local derivation rules by naturally tracking size changes of variables in sequenced loops and function calls. The resource consumption of functions is described abstractly and a function call can be analyzed without access to the function body. User interaction is supported with a new mechanism that clearly separates qualitative and quantitative verification. A user can guide the analysis to derive complex non-linear bounds by using auxiliary variables and assertions. The assertions are separately proved using established qualitative techniques such as abstract interpretation or Hoare logic. Proof certificates are automatically generated from the local derivation rules. A soundness proof of the derivation system with respect to a formal cost semantics guarantees the validity of the certificates. Scalability is attained by an efficient reduction of bound inference to a linear optimization problem that can be solved by off-the-shelf LP solvers. The analysis framework is implemented in the publicly-available tool C4B. An experimental evaluation demonstrates the advantages of the new technique with a comparison of C4B with existing tools on challenging micro benchmarks and the analysis of more than 2900 lines of C code from the cBench benchmark suite. A compiler approach for generating low-level computer code from high-level input for discontinuous Galerkin finite element forms is presented. The input language mirrors conventional mathematical notation, and the compiler generates efficient code in a standard programming language. This facilitates the rapid generation of efficient code for general equations in varying spatial dimensions. Key concepts underlying the compiler approach and the automated generation of computer code are elaborated. The approach is demonstrated for a range of common problems, including the Poisson, biharmonic, advection-diffusion, and Stokes equations. We present a novel boundary integral formulation of the Helmholtz transmission problem for bounded composite scatterers (that is, piecewise constant material parameters in "subdomains") that directly lends itself to operator preconditioning via Calderon projectors. The method relies on local traces on subdomains and weak enforcement of transmission conditions. The variational formulation is set in Cartesian products of standard Dirichlet and special Neumann trace spaces for which restriction and extension by zero are well defined. In particular, the Neumann trace spaces over each subdomain boundary are built as piecewise @math -distributions over each associated interface. Through the use of interior Calderon projectors, the problem is cast in variational Galerkin form with an operator matrix whose diagonal is composed of block boundary integral operators associated with the subdomains. We show existence and uniqueness of solutions based on an extension of Lions' projection lemma for non-closed subspaces. We also investigate asymptotic quasi-optimality of conforming boundary element Galerkin discretization. Numerical experiments in 2-D confirm the efficacy of the method and a performance matching that of another widely used boundary element discretization. They also demonstrate its amenability to different types of preconditioning. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 The recent reformulation of the coupled-wave method by Lalanne and Morris [ J. Opt. Soc. Am. A13, 779 ( 1996)] and by Granet and Guizal [ J. Opt. Soc. Am. A13, 1019 ( 1996)], which dramatically improves the convergence of the method for met allic gratings in TM polarization, is given a firm mathematical foundation in this paper. The new formulation converges faster because it uniformly satisfies the boundary conditions in the grating region, whereas the old formulations do so only nonuniformly. Mathematical theorems that govern the factorization of the Fourier coefficients of products of functions having jump discontinuities are given. The results of this paper are applicable to any numerical work that requires the Fourier analysis of products of discontinuous periodic functions. In this paper we construct Discontinuous Galerkin approximations of the Stokes problem where the velocity field is @math H ( div , Ω ) -conforming. This implies that the velocity solution is divergence-free in the whole domain. This property can be exploited to design a simple and effective preconditioner for the final linear system. A well known but incorrect piece of functional programming folklore is that ML expressions can be efficiently typed in polynomial time. In probing the truth of that folklore, various researchers, including Wand, Buneman, Kanellakis, and Mitchell, constructed simple counterexamples consisting of typable ML programs having length n , with principal types having O(2 cn ) distinct type variables and length O(2 2cn ). When the types associated with these ML constructions were represented as directed acyclic graphs, their sizes grew as O(2 cn ). The folklore was even more strongly contradicted by the recent result of Kanellakis and Mitchell that simply deciding whether or not an ML expression is typable is PSPACE-hard. We improve the latter result, showing that deciding ML typability is DEXPTIME-hard. As Kanellakis and Mitchell have shown containment in DEXPTIME, the problem is DEXPTIME-complete. The proof of DEXPTIME-hardness is carried out via a generic reduction: it consists of a very straightforward simulation of any deterministic one-tape Turing machine M with input k running in O ( c |k| ) time by a polynomial-sized ML formula P M,k , such that M accepts k iff P M,k is typable. The simulation of the transition function δ of the Turing Machine is realized uniquely through terms in the lambda calculus without the use of the polymorphic let construct. We use let for two purposes only: to generate an exponential amount of blank tape for the Turing Machine simulation to begin, and to compose an exponential number of applications of the ML formula simulating state transition. It is purely the expressive power of ML polymorphism to succinctly express function composition which results in a proof of DEXPTIME-hardness. We conjecture that lower bounds on deciding typability for extensions to the typed lambda calculus can be regarded precisely in terms of this expressive capacity for succinct function composition. To further understand this lower bound, we relate it to the problem of proving equality of type variables in a system of type equations generated from an ML expression with let-polymorphism. We show that given an oracle for solving this problem, deciding typability would be in PSPACE, as would be the actual computation of the principal type of the expression, were it indeed typable.