# Two Grids Filter Method for RPS Semi-Discretization

Author: - 07 January 2019

This work is regarding solving 1-d wave equation using RPS semi-discretization method and analysis corresponding dispersion relation

Solving 1-d wave equation with RPS semi-discretization method Considering 1-d wave equation,

When $(u_0,u_1) \in H_0^1(0,1)\times L^2(0,1)$, it admits a unique solution $u(x,t) \in C^0([0,T],H_0^1(0,1)) \cap C^1([0,T],L^2(0,1))$. The energy of solution to \eqref{wave} $E(t)$

is time conserved .

With Hilbert Uniqueness Method, the exact controllability of \eqref{wave} is equal to the observability of the adjoint \eqref{wave}, Observability of \eqref{wave} reads as: Given $T\geq 2$, there exist a positive constant $C(T)\geq 0$ such that

holds for every solution $u(x,t)$ to adjoint system \eqref{wave}

RPS semi-discretization of weak variation formulation of \eqref{wave} is written as

where $M_{i,j}:=\int_{-\infty}^{+\infty}\phi_i\phi_j dx$ and $R_{i,j}=\int_{-\infty}^{+\infty}\frac{d}{dx}\phi_i\frac{d}{dx}\phi_j dx$ and the corresponding $\hat{A}(\omega)$ defined as

As for this problem, the rps basis $\phi_i(x)$ corresponding $x_i$ is defined by

Set up uniform fine mesh and coarse mesh

h = 2^(-8); H=2^(-4); Nbasis=2/H-1;
n = 2/h; N=2/H;

Construct the stiffness matrix and massive matrix regarding p1 finite element on fine mesh and coarse mesh respectively

L = sparse([1:n+1,1:n,2:n+1],[1:n+1,2:n+1,1:n],[2*ones(1,n+1),-ones(1,2*n)]);
LL= sparse([1:N-1,1:N-2,2:N-1],[1:N-1,2:N-1,1:N-2],[2*ones(1,N-1),-ones(1,2*N-4)]);
M = sparse([1:n-1,1:n-2,2:n-1],[1:n-1,2:n-1,1:n-2],[2/3*h*ones(1,n-1),1/6*h*ones(1,2*n-4)]);
MM = sparse([1:N-1,1:N-2,2:N-1],[1:N-1,2:N-1,1:N-2],[2/3*H*ones(1,N-1),1/6*H*ones(1,2*N-4)]);
L=1/h*L;
LL=1/H*LL;

Construct the discrete energy $\vert-div(a\nabla \cdot)\vert$

temp = L(:,2:end-1);
boundary = L([1,end],2:end-1);
A = temp'*temp+100*(boundary')*boundary;

Matrix corresponding pointwise constrains

B = eye(n-1,n-1);
B = B(H/h*[1:Nbasis],:);

Solve the rps basis by solving the optimization problems

Psi = zeros(n-1,Nbasis);
for i = 1:size(B,1)
ei = zeros(Nbasis,1);
ei(i,1) = 1;
Psi(:,i) = A\(B'*((B*inv(A)*B')\ei));
end

plot the basis and log scale of basis

clf
subplot(1,2,2);
plot(-1+h:h:1-h,log10(abs(Psi(:,16))));
subplot(1,2,1);
plot(-1:h:1,[0;Psi(:,16);0],'b');

Set up the time interval, time step, source term $f=0$

T=1;J=10000;f=zeros(length(A),1);

Set up the concentration parameter of inital data $\gamma$, frequency $\xi$ and generate fine grids $x$ and the initial data defined on them

gamma=H^(-1.8); xi=3/4*pi; x=-1+h:h:1-h;
ui=exp(-gamma*(x).^2/2).*cos(xi*x/H);
uti=-gamma*(x).*exp(-gamma*(x).^2/2).*cos(xi*x/H)-xi/H.*exp(-gamma*(x).^2/2).*sin(xi*x/H);

Solve the wave equation on fine mesh as a approximation of analytical solution, which will be used then as a reference of rps solution

[u,ut] =  ODEsolver(M,L(2:end-1,2:end-1),ui,uti,f,T,J,M);
[X,Y]=meshgrid(-1+h:h:1-h,0:T/J:T);
clf, pcolor(X,Y,u') ;shading interp ; colorbar;
title('finemesh solution')

Solve the wave equation on coarsemesh using RPS method

xc=x(H/h*[1:Nbasis]);
Mc=Psi'*M*Psi; Lc=Psi'*L(2:end-1,2:end-1)*Psi;
uci=exp(-gamma*(xc).^2/2).*cos(xi*xc/H);
utci=-gamma*(xc).*exp(-gamma*(xc).^2/2).*cos(xi*xc/H)-xi/H.*exp(-gamma*(xc).^2/2).*sin(xi*xc/H);
fc=zeros(length(Lc),1);
[uc,uct]=ODEsolver(Mc,Lc,uci,utci,fc,T,J,Mc);
title('coarsemesh solution with rps basis')

Solve the wave equation on coarsemesh using p1 fem

[uuc,uuct]=ODEsolver(MM,LL,uci,utci,fc,T,J,MM);
[XX,YY]=meshgrid(-1+H:H:1-H,0:T/J:T);
clf, pcolor(XX,YY,uuc'); shading interp ; colorbar;
title('coarsemesh solution with linear basis')

Plot the disperation relation of RPS-semi descretization

RPS semi-discretization of weak variation formulation of \eqref{wave} is written as

where $M_{i,j}:=\int_{-\infty}^{+\infty}\phi_i\phi_j dx$ and $R_{i,j}=\int_{-\infty}^{+\infty}\frac{d}{dx}\phi_i\frac{d}{dx}\phi_j dx$ and the corresponding $\hat{A}(\omega)$ defined as

Since there’s no explicit formulation for matrix $M$ and $R$, We can only calculate the fourier symbol of $M$ and $R$ numerically. Assuming the matrix $M$ is symmetric and toplitze and dimension $N$ of $M$ being a odd number, then fourier symbol of $M$ could be written as

For example, let $M$ be mass matrix corresponding p1 finite element semi-descretization. the fourier symbol of $M$ is

Construct the discrete $cos(i\omega h)$ with $\omega h$ sampled at 1000 points at interval $[0,2\pi]$

f = cell(N/2);
f{1} = @(x) 1;
for i =1:N/2-1
f{i+1} = @(x)2*cos(i*x);
end
f = flip(f);

Matrix_cos=zeros(N/2,1000);
for i=1:N/2
xx=linspace(0.1,2*pi,1000);
Matrix_cos(i,:)=arrayfun(f{i},xx);
end

Calculate the fourier symbol of $M$ and $R$

M_symbol = 1/H*Mc(1/H,1:N/2)*Matrix_cos;
R_symbol = H*Lc(1/H,1:N/2)*Matrix_cos./xx.^2;

Plot the numerical phase velocity for sinusoidal solution and compare it with the ones for FDM and FEM

hold on
phaseVelocity = R_symbol.^(1/2)./M_symbol.^(1/2);
clf, plot(xx,phaseVelocity)
%% for p1 FEM
hold on
p1PhaseV = sin(xx/2)./xx*2.*(2/3+1/3*cos(xx)).^(-1/2);
plot(xx,p1PhaseV)
%% for FDM
hold on
fdmPhaseV = sin(xx/2)./xx*2;
plot(xx,fdmPhaseV)
%%
ax=gca; ax.XTick = ([ 0 1/2*pi 5/6*pi pi 2*pi]);
ax.XTickLabel =({'0','1/2\pi','5/6*\pi','\pi','2\pi'});
xlabel('\omega*H')
legend('RPS','P1 FEM','FDM')

Plot the numerical group velocity for sinusoidal solution and compare it with the ones for FDM and FEM

groupVelocity = diff(phaseVelocity)/((2*pi-0.1)/999).*xx(1:length(xx)-1)+phaseVelocity(1:length(xx)-1);
clf, plot(xx(1:length(groupVelocity)),groupVelocity)
%% for p1 FEM
hold on
p1GroupV = diff(p1PhaseV)/((2*pi-0.1)/999).*xx(1:length(xx)-1)+p1PhaseV(1:length(xx)-1);
plot(xx(1:length(xx)-1),p1GroupV)
%% for FDM
hold on
fdmGroupV = diff(fdmPhaseV)/((2*pi-0.1)/999).*xx(1:length(groupVelocity))+fdmPhaseV(1:length(groupVelocity));
plot(xx(1:length(groupVelocity)),fdmGroupV)
%% for ecact group velocity
hold on
plot(xx, ones(length(xx)),'LineStyle','--')
%%
ax=gca;
ax.XTick=([ 0 1/2*pi 5/6*pi pi 2*pi]);
ax.XTickLabel =({'0','1/2\pi','5/6*\pi','\pi','2\pi'});
ax.XLim=[0 pi];
xlabel('\omega*H')
legend('RPS','P1 FEM','FDM','exact')

Plot the numerical disperation relation Disperation relation for RPS semi-discretizaton

clf
hold on