Skip to main content
Log in

Discontinuous Galerkin and Related Methods for ODE

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

A defining feature of the discontinuous Galerkin (DG) method for ODE is that the piecewise polynomial solution can have a jump discontinuity at the beginning of each step. Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is shown to be identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge–Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG via correction function also clarifies the meaning and facilitates the proofs of various \(B(p)\), \(C(\eta )\), and \(D(\zeta )\) conditions for accuracy. The two consequences of these conditions are: all \(s\)-stage IRK-DG methods are accurate to order \(2s-1\), and the IRK-DG methods of Radau type are unique. L-stability of the IRK-DG method is discussed. In all, the correction function plays a key role and helps establish the relations among the DG, IRK-DG, collocation, and CG schemes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

Data availability

The author declares that all data supporting the findings of this study are available within the article.

References

  1. Adjerid, S., Devine, K.D., Flaherty, J.E., Krivodonova, L.: A posteriori error estimation for discontinuous Galerkin solutions of hyperbolic problems. Comput. Methods Appl. Mech. Eng. 191, 1097–1112 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  2. Argyris, J.H., Scharpf, D.W.: Finite elements in time and space. Aeronaut. J. R. Aeronaut. Soc. 73, 1041–1044 (1969)

    Google Scholar 

  3. Axelsson, O.: A class of a-stable methods. Nordisk Tidskr. Informationbehandling (BIT) 9, 185–199 (1969)

    MathSciNet  MATH  Google Scholar 

  4. Baccouch, M.: Analysis of a posteriori error estimates of the discontinuous Galerkin method for nonlinear ordinary differential equations. Appl. Numer. Math. 106, 129–153 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  5. Borri, M., Bottasso, C.L.: A general framework for interpreting time finite element formulations. Comput. Mech. 13, 133–142 (1993)

    Article  MATH  Google Scholar 

  6. Bottasso, C.L.: A new look at finite elements in time: a variational interpretation of Runge-Kutta methods. Appl. Numer. Math. 25, 355–368 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  7. Cockburn, B., Karniadakis, G., Shu, C.-W.: Discontinuous Galerkin methods: Theory, Computation, and Applications. Springer, Cham (2000)

    Book  MATH  Google Scholar 

  8. Cooper, G.J.: Interpolation and quadrature methods for ordinary differential equations. Math. Comput. 22, 69–76 (1968)

    Article  MathSciNet  MATH  Google Scholar 

  9. Delfour, M., Hager, W., Trochu, F.: Discontinuous Galerkin methods for ordinary differential equations. Math. Comput. 36, 455–473 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  10. Diosady, L.T., Murman, S.M.: Tensor-product preconditioners for higher-order space–time discontinuous Galerkin methods. J. Comput. Phys. 330, 296–318 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  11. Ehle, B.L.: A-stable methods and Padé approximations to the exponential. SIAM J. Math. Anal. 4, 671–680 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  12. Estep, D., Stuart, A.: The dynamical behavior of the discontinuous Galerkin method and related difference schemes. Math. Comput. 71, 1075–1103 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  13. Eriksson, K., Estep, D., Hansbo, P., Johnson, C.: Computational Differential Equations. Cambridge University Press, Cambridge (1996)

    MATH  Google Scholar 

  14. Fried, I.: Finite element analysis of time dependent phenomena. AIAA J. 7, 1170–1173 (1969)

    Article  MATH  Google Scholar 

  15. Fortina, A., Yakoubi, D.: An adaptive discontinuous Galerkin method for very stiff systems of ordinary differential equations. Appl. Math. Comput 358, 330–347 (2019)

    MathSciNet  MATH  Google Scholar 

  16. Hairer, E., Norsett, S.P., Wanner, G.: Solving ordinary Differential Equations I, 2nd edn. Springer, Cham (1993)

    MATH  Google Scholar 

  17. Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II. Springer, Cham (1991)

    Book  MATH  Google Scholar 

  18. Hildebrand, F.B.: Introduction to Numerical Analysis. Dover, New York (1987)

    MATH  Google Scholar 

  19. Hulme, B.: Discrete Galerkin and related one-step methods for ordinary differential equations. Math. Comput. 26, 881–891 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  20. Hughes, T.J.R.: The Finite Element Method. Dover Publications, New York (2012)

    Google Scholar 

  21. Huynh, H.T.: A flux reconstruction approach to high-order schemes including discontinuous Galerkin methods. In: 18th AIAA-CFD Conference, AIAA paper 2007–4079

  22. Huynh, H.T.: A reconstruction approach to high-order schemes including discontinuous galerkin for diffusion. In: AIAA Paper 2009–403 (2009a)

  23. Huynh, H.T.: Collocation and galerkin time-stepping methods .In: AIAA Paper 2009–4323 (2009b)

  24. Huynh, H.T.: On formulations of discontinuous galerkin and related methods for conservation laws. In: NASA/TM—2014–218135

  25. Huynh, H.T., Wang, Z.J., Vincent, P.E.: High-order methods for computational fluid dynamics: a brief review of compact differential formulations on unstructured grids. Comput. Fluids 98, 209 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  26. Johnson, C.: Numerical Solution of Partial Differential Equations by the Finite Element method. Dover Publications, New York (2012)

    Google Scholar 

  27. Johnson, C., Nävert, U., Pikäranta, J.: Finite element methods for linear hyperbolic problems. Comput. Methods Appl. Mech. Eng. 45, 285–312 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  28. Lambert, J.D.: Numerical Methods for Ordinary Differential Systems. Wiley, Hoboken (1991)

    MATH  Google Scholar 

  29. LeSaint, P., Raviart, P.A.: On the finite element method for solving the neutron transport equation. In: de Boor, C. (ed.) Mathematical Aspects of Finite Elements in Partial Differential Equations, pp. 89–145. Academic Press, New York (1974)

    Chapter  Google Scholar 

  30. Murman, S.M., Diosady, L., Garai, A., Ceze, M.: A space-time discontinuous-galerkin approach for separated flows. In: AIAA Paper 2016–1059

  31. Pazner, W., Persson, P.-O.: Approximate tensor-product preconditioners for very high order discontinuous Galerkin methods. J. Comput. Phys. 354, 344–369 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  32. Reed, W.H., Hill, T.R.: Triangular mesh methods for the neutron transport equation. In: Technical Report LA-UR-73–479, Los Alamos Scientific Laboratory (1973)

  33. Slotnick, J., et al.: CFD vision 2030 study: a path to revolutionary computational aerosciences, NASA/CR–2014–218178

  34. Spiegel, S.C., Borghi, M.R., Yoder, D.A.: Simulations of a single-injector cooling flow using the high-order flux reconstruction method. In: AIAA Paper AIAA 2022–1813

  35. Tang, W.S., Sun, Y.J.: Time finite element methods: a unified framework for numerical discretizations of odes. Appl. Math. Comput. 219, 2158–2180 (2012)

    MathSciNet  MATH  Google Scholar 

  36. van der Vegt, J.J.W., van der Ven, H.: Space-time discontinuous Galerkin finite element method with dynamic grid motion for inviscid compressible flows, part I. General formulation. J. Comput. Phys. 182, 546–585 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  37. Vermeire, B.C., Loppi, N.A., Vincent, P.E.: Optimal Runge-Kutta schemes for pseudo time-stepping with high-order unstructured methods. J. Comput. Phys. 383, 55–71 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  38. Wang, Z.J., et al.: High-order CFD methods: current status and perspective. Int. J. Numer. Meth. Fluids 72(8), 811–845 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  39. Wright, K.: Some relationship between implicit Runge-Kutta, collocation and lanczos τ-methods and their stability properties. BIT 10, 217 (1970)

    Article  MathSciNet  MATH  Google Scholar 

  40. Xing, Y., Qin, M., Guo, J.: A time finite element method based on the differential quadrature rule and hamilton’s variational principle. Appl. Sci. 7(2), 138 (2017)

    Article  Google Scholar 

  41. Yoon, S.-H., Kirby, A.C., Mavriplis, D.J.: Pseudo-time stepping strategies for space-time discontinuous Galerkin discretizations. In: AIAA Paper AIAA 2023–0662

  42. Zhao, S., Wei, G.W.: A unified discontinuous Galerkin framework for time integration. Math. Methods Appl. Sci. 37(7), 1042 (2014)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The author was supported by the Transformational Tools and Technologies Project of NASA. He also wishes to thank Dr. Dimitri Mavriplis for several interesting discussions on DG methods applied to time stepping and Dr. Seth Spiegel as well as an unknown reviewer for their thorough reviews and numerous valuable comments and suggestions.

Funding

This work was supported by the Transformational Tools and Technologies Project of NASA.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to H. T. Huynh.

Ethics declarations

Conflict of interest

The author has no relevant financial or non-financial interests to disclose.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Huynh, H.T. Discontinuous Galerkin and Related Methods for ODE. J Sci Comput 96, 51 (2023). https://doi.org/10.1007/s10915-023-02233-2

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-023-02233-2

Keywords

Navigation