Optimization-based remap and transport: A divide and conquer strategy for feature-preserving discretizations

This paper examines the application of optimization and control ideas to the formulation of feature-preserving numerical methods, with particular emphasis on the conservative and bound-preserving remap (constrained interpolation) and transport (advection) of a single scalar quantity. We present a general optimization framework for the preservation of physical properties and specialize it to a generic optimization-based remap (OBR) of mass density. The latter casts remap as a quadratic program whose optimal solution minimizes the distance to a suitable target quantity, subject to a system of linear inequality constraints. The approximation of an exact mass update operator defines the target quantity, which provides the best possible accuracy of the new masses without regard to any physical constraints such as conservation of mass or local bounds. The latter are enforced by the system of linear inequalities. In so doing, the generic OBR formulation separates accuracy considerations from the enforcement of physical properties. We proceed to show how the generic OBR formulation yields the recently introduced flux-variable flux-target (FVFT) [1] and mass-variable mass-target (MVMT) [2] formulations of remap and then follow with a formal examination of their relationship. Using an intermediate flux-variable mass-target (FVMT) formulation we show the equivalence of FVFT and MVMT optimal solutions. To underscore the scope and the versatility of the generic OBR formulation we introduce the notion of adaptable targets, i.e., target quantities that reflect local solution properties, extend FVFT and MVMT to remap on the sphere, and use OBR to formulate adaptable, conservative and bound-preserving optimization-based transport algorithms for Cartesian and latitude/longitude coordinate systems. A selection of representative numerical examples on two-dimensional grids demonstrates the computational properties of our approach.

[1]  Richard Liska,et al.  Enforcing the Discrete Maximum Principle for Linear Finite Element Solutions of Second-Order Elliptic Problems , 2007 .

[2]  Xiangxiong Zhang,et al.  Maximum-Principle-Satisfying and Positivity-Preserving High Order Discontinuous Galerkin Schemes for Conservation Laws on Triangular Meshes , 2011, Journal of Scientific Computing.

[3]  Daniil Svyatskiy,et al.  Monotone finite volume schemes for diffusion equations on unstructured triangular and shape-regular polygonal meshes , 2007, J. Comput. Phys..

[4]  Alexandre Ern,et al.  Discrete maximum principle for Galerkin approximations of the Laplace operator on arbitrary meshes , 2004 .

[5]  Todd F. Dupont,et al.  Failure of the discrete maximum principle for an elliptic finite element problem , 2004, Math. Comput..

[6]  William H. Lipscomb,et al.  An Incremental Remapping Transport Scheme on a Spherical Geodesic Grid , 2005 .

[7]  Pavel B. Bochev,et al.  Constrained-Optimization Based Data Transfer , 2012 .

[8]  C. W. Hirt,et al.  An Arbitrary Lagrangian-Eulerian Computing Method for All Flow Speeds , 1997 .

[9]  Albert J. Valocchi,et al.  Non-negative mixed finite element formulations for a tensorial diffusion equation , 2008, J. Comput. Phys..

[10]  M. Shashkov,et al.  Natural discretizations for the divergence, gradient, and curl on logically rectangular grids☆ , 1997 .

[11]  M. Shashkov Conservative Finite-Difference Methods on General Grids , 1996 .

[12]  Raphaël Loubère,et al.  The repair paradigm: New algorithms and applications to compressible flow , 2006 .

[13]  D. Arnold,et al.  Finite element exterior calculus, homological techniques, and applications , 2006, Acta Numerica.

[14]  Len G. Margolin,et al.  Second-order sign-preserving conservative interpolation (remapping) on general grids , 2003 .

[15]  Alexandre Ern,et al.  Stabilized Galerkin approximation of convection-diffusion-reaction equations: discrete maximum principle and convergence , 2005, Math. Comput..

[16]  William H. Lipscomb,et al.  Modeling Sea Ice Transport Using Incremental Remapping , 2004 .

[17]  Pavel B. Bochev,et al.  Fast optimization-based conservative remap of scalar fields through aggregate mass transfer , 2013, J. Comput. Phys..

[18]  Xiangxiong Zhang,et al.  On maximum-principle-satisfying high order schemes for scalar conservation laws , 2010, J. Comput. Phys..

[19]  Xiangxiong Zhang,et al.  Positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations with source terms , 2011, J. Comput. Phys..

[20]  J. Peponis Formulation , 1997, Karaite Marriage Contracts from the Cairo Geniza.

[21]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[22]  Pavel B. Bochev,et al.  Optimization-Based Modeling with Applications to Transport: Part 2. The Optimization Algorithm , 2011, LSSC.

[23]  Ludmil T. Zikatanov,et al.  A monotone finite element scheme for convection-diffusion equations , 1999, Math. Comput..

[24]  Robert Eymard,et al.  A Finite Volume Scheme for Diffusion Problems on General Meshes Applying Monotony Constraints , 2010, SIAM J. Numer. Anal..

[25]  P. Roe CHARACTERISTIC-BASED SCHEMES FOR THE EULER EQUATIONS , 1986 .

[26]  Pavel B. Bochev,et al.  Additive Operator Decomposition and Optimization-Based Reconnection with Applications , 2009, LSSC.

[27]  Enrico Bertolazzi,et al.  A Second-Order Maximum Principle Preserving Finite Volume Method for Steady Convection-Diffusion Problems , 2005, SIAM J. Numer. Anal..

[28]  Pavel B. Bochev,et al.  Principles of Mimetic Discretizations of Differential Operators , 2006 .

[29]  Mikhail Shashkov,et al.  Constrained-Optimization Based Data Transfer : A New Perspective on Flux Correction , 2011 .

[30]  John K. Dukowicz,et al.  Incremental Remapping as a Transport/Advection Algorithm , 2000 .

[31]  Xiangxiong Zhang,et al.  On positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations on rectangular meshes , 2010, J. Comput. Phys..

[32]  Pavel B. Bochev,et al.  An Optimization-Based Approach for the Design of PDE Solution Algorithms , 2009, SIAM J. Numer. Anal..

[33]  Anthony G. Straatman,et al.  An accurate gradient and Hessian reconstruction method for cell‐centered finite volume discretizations on general unstructured grids , 2009 .

[34]  Paul A. Ullrich,et al.  A conservative semi-Lagrangian multi-tracer transport scheme (CSLAM) on the cubed-sphere grid , 2010, J. Comput. Phys..

[35]  R. LeVeque High-resolution conservative algorithms for advection in incompressible flow , 1996 .

[36]  Timothy J. Barth,et al.  The design and application of upwind schemes on unstructured meshes , 1989 .

[37]  Pavel B. Bochev,et al.  Optimization-Based Modeling with Applications to Transport: Part 3. Computational Studies , 2011, LSSC.

[38]  P. Colella,et al.  Local adaptive mesh refinement for shock hydrodynamics , 1989 .

[39]  Philip W. Jones First- and Second-Order Conservative Remapping Schemes for Grids in Spherical Coordinates , 1999 .

[40]  Pavel B. Bochev,et al.  Optimization-Based Modeling with Applications to Transport: Part 1. Abstract Formulation , 2011, LSSC.

[41]  John A. Evans,et al.  Enforcement of constraints and maximum principles in the variational multiscale method , 2009 .

[42]  Peter H. Lauritzen,et al.  A class of deformational flow test cases for linear transport problems on the sphere , 2010, J. Comput. Phys..

[43]  Pavel Váchal,et al.  Optimization-based synchronized flux-corrected conservative interpolation (remapping) of mass and momentum for arbitrary Lagrangian-Eulerian methods , 2010, J. Comput. Phys..

[44]  M. Berger,et al.  Analysis of Slope Limiters on Irregular Grids , 2005 .

[45]  P. G. Ciarlet,et al.  Maximum principle and uniform convergence for the finite element method , 1973 .

[46]  Pavel B. Bochev,et al.  Formulation, analysis and numerical study of an optimization-based conservative interpolation (remap) of scalar fields for arbitrary Lagrangian-Eulerian methods , 2011, J. Comput. Phys..

[47]  M. Shashkov,et al.  An efficient linearity-and-bound-preserving remapping method , 2003 .

[48]  M. Shashkov,et al.  The Orthogonal Decomposition Theorems for Mimetic Finite Difference Methods , 1999 .

[49]  A. Dezin Multidimensional Analysis and Discrete Models , 1995 .