Comparison of CFEM and DG methods

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 Discontinuous Galerkin (DG) vs. Continuous
Finite Element Methods (CFEMs)
DG methods use discontinuous
basis functions

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 Formulation:
Finite Element Methods (CFEMs)

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 Formulation:
Discontinuous Galerkin (DG) methods

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 Target Values (fluxes) in DG methods

• Target values (fluxes) are

determined by the values
on the two sides of the
interface.
• These fluxes can be
designed to make the
method more stable or
achieve other objectives.
• For hyperbolic problems
target values are
designed to preserve the
characteristic structure of
the waves eliminate many
numerical artifacts
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observed in CFEMs.
Comparison of CFEM and DG methods:
• Advantages of CFEMs
• Preliminaries
• Advantages of DG methods

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 Number of unknowns:
Degrees of freedom (dof)

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 Number of unknowns:
Average dof per element

Consider FEs for a scalar field and polynomial order p = 1

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 Number of unknowns:
Average dof per element

Consider FEs for a scalar field and polynomial order p = 2

p dof ratio DG/CFEM • As p increases dofs of

DG becomes closer to
1 4 dofs of CFEM
2 2.25
3 1.78 • For high polynomial
order DG becomes
4 1.56 more competitive
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5 1.44
Comparison of CFEM and DG methods:
• Advantages of CFEMs
• Preliminaries
• Advantages of DG methods

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Preliminaries 1:
types of PDEs

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Preliminaries 1:
types of PDEs

Burger’s equation (nonlinear)

t = 0,
smooth
solution
t > 0,
shock has
formed
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 Preliminaries 2:
Semi-discrete formulation of dynamic problems

• For a static problem (elliptic PDE) the FEM formulation results in:

• where for a linear problem we have:

• For a dynamic problem time derivatives in the equations result in equations in
the form of:

• We generally use a discrete method, e.g. Finite Difference (FD), for the
solution of these systems of equations.
• Implicit vs. Explicit refers to how the finite difference scheme is expressed:
• Sample parabolic equation, using forward& backward Euler method we get,

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 Preliminaries 2:
Semi-discrete formulation of dynamic problems

• Implicit method:
• Unconditionally stable
• (can be) nonlinear
• Explicit method:
• Maximum allowable time step Dt based on element sizes
• Linear
• For a linear problem we have:

The form of C matrix dictates the solution

complexity of explicit methods (similar to mass
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matrix for elastodynamics)
 Preliminaries 3:
Connectivity of elements / form of FEM matrices

9 connected elements 4 connected elements

• This ratio can drastically increase depending on the element shape and
dimension. For example for d = 3, tetrahedral elements the number are:
CFEM: 24, DG: 4 ratio = 6.
• The connectivity of elements greatly influences the form of FEM matrices 15

and parallel efficiencies.

Comparison of CFEM and DG methods:
• Advantages of CFEMs
• Preliminaries
• Advantages of DG methods

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 1. FEM adaptivity

CFEMs:
• h-adaptivity: element size changes • p-adaptivity: polynomial order changes

Transition elements
Because of strong continuity of elements transition elements are required
DGs:
• h-adaptivity: • p-adaptivity:

Arbitrary change in size and polynomial order

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as jump conditions are weakly enforced
 2. Efficiency for dynamic problems
Form of the system of equations

• Reminder: for explicit method (forward Euler) we had:

• Based on the connectivity of elements and the use of explicit method

Mass matrix in DG methods is block-diagonal
• Example

CFEM DG

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 2. Efficiency for dynamic problems

Block-diagonal “mass” matrix for DG methods with explicit integration:

Linear solution complexity in number of elements O(N)

Comments:
• For a full C matrix linear solution schemes scale as O(N2.376) (e.g. Coppersmith–
Winograd algorithm, link: http://en.wikipedia.org/wiki/Computational_complexity_of_mathematical_operations#Matrix_algebra
• Example: By increasing the number of elements by 100:
• DG solution cost scales by 100
• CFEM solution cost scales by ~ 56000
• For CFEMs often mass-lumping is used which results in diagonal mass matrix and
yielding O(N) solution complexity. However, mass lumping severely affects the order
of convergence of the method for high order elements.
Consistent mass matrix Mass matrix with mass lumping

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 3. Parallel computing

DG methods are much better for parallel computing for:

• More local connectivity (e.g. factor of 6 & 30 fewer connected elements for d = 3,4.
tetrahedral elements). Reduction in processor communications.

• Higher ratio of FEM computation to communications because DG methods are often

used for higher order polynomials. p dof ratio DG/CFEM
1 4
2 2.25
3 1.78
4 1.56
5 1.44
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 4. Resolving shocks and discontinuities for
hyperbolic problems

• Reminder: hyperbolic problems preserve discontinuities and generate

shocks from smooth initial conditions for nonlinear problems.
Burger’s equation (nonlinear)
t = 0,
smooth
solution
t > 0,
shock has
formed

How do CFEMs perform for problems with discontinuities and shocks?

Global numerical oscillations Results obtained by COMSOL 21

 4. Resolving shocks and discontinuities for
hyperbolic problems

• Due to the judicious use of target (numerical) fluxes ()* DG methods

have a much better performance for these problems.
• Borrowing ideas from Finite Volume methods (FV) DG methods use
(approximate) Riemann-fluxes for target values.
FV methods:
Stable for hyperbolic problems
CFEM methods: Not suitable for high orders
High order & flexible Not suitable for complicated
geometries

Sample DG solutions
Example: Laplacian in FV
with no evident
numerical
artifacts

DG methods:

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Telescoping stencil
 5. Recovering balance laws at the element
level

Since the weight functions can be set to unity at each

individual element, balance properties can be recovered
at element level.

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 Summary of CFEMs and DG methods

Advantages of DG methods:
1. FEM adaptivity
Resolving shocks and discontinuities for hyperbolic problems no transition
Recovering balance laws at the element level elements needed
Arbitrary
2. Efficiency /dynamic problems (block diagonal “mass” matrix) change in size
3. Parallel computing (more local communication and and polynomial
use of higher order elements with DG methods) order
4. Superior performance for resolving
discontinuities (discrete solution space better resembles
the continuum solution space)
5. Can recover balance properties at the element level (vs global domain)
Disadvantages:
• Higher number of degrees of freedom:
• Particularly important for elliptic problems (global system is solved).
• Recently hybridizable DG methods (HDG), use Schur
decomposition (static condensation) to eliminate elements internal
dofs, making DG methods competitive or even better for elliptic 24
problems as well.