Abstract
We study both conforming and non-conforming versions of the practical DPG method for the convection-reaction problem. We determine that the most common approach for DPG stability analysis – construction of a local Fortin operator – is infeasible for the convection-reaction problem. We then develop a line of argument based on a direct proof of discrete stability; we find that employing a polynomial enrichment for the test space does not suffice for this purpose, motivating the introduction of a (two-element) subgrid mesh. The argument combines mathematical analysis with numerical experiments.
Funding source: Sandia National Laboratories
Award Identifier / Grant number: 218322
Funding source: National Science Foundation
Award Identifier / Grant number: 1819101
Funding source: H2020 Marie Skłodowska-Curie Actions
Award Identifier / Grant number: 101017984
Funding statement: L. Demkowicz was partially supported with Sandia LDRD Project No. 218322 and NSF grant No. 1819101. N. Roberts was supported by Sandia LDRD Project No. 218322. J. Muñoz-Matute was supported by the European Union’s Horizon 2020 research and innovation program under the Marie Sklodowska-Curie individual fellowship No. 101017984 (GEODPG). Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525. This paper describes objective technical results and analysis. Any subjective views or opinions that might be expressed in the paper do not necessarily represent the views of the U.S. Department of Energy or the United States Government. This is Sandia report number SAND2022-7111 J.
A Boundedness Below of the Convection-Reaction Operator
Clearly, we have to make some assumptions about coefficients
Stability from Reaction
This can be accessed quickly by testing with 𝑢. We get
Integrating the first term by parts,
we obtain
Assuming
we obtain
This sufficient condition clearly does not cover the pure advection case with
Stability from Advection
This is a bit more difficult to analyze. We have to use a bit more sophisticated analysis based on characteristics and turning the advection-reaction problem into a family of ODEs.
Characteristics
Solutions of the system of first-order nonlinear ODEs
are called characteristics.
We shall assume that the family of characteristics can be extended to a curvilinear system of coordinates

Figure 11
Characteristics.
Each characteristic originates on inflow boundary
with the corresponding jacobian
the jacobian equals the magnitude of the advection vector,
Implicit in the assumptions is that
Convection-Reaction Problem with Homogeneous BC
We have
Let
where
where
We need to work out now sufficient conditions on coefficients
Assumption on the Reaction Term
We shall assume that
and the stability constant can be estimated by
Unfortunately, the 1D estimate does not translate immediately into the boundedness below condition as we have to include the jacobian in the computations,
The assumption is easily satisfied if we assume lower and upper bounds on the jacobian,
This implies
from which it follows that
B Boundedness Below of the Convection-Reaction Operator. Second Approach
The disadvantage of the analysis shown in Appendix A is that it does not cover the case when the stability (boundedness below) may come from the advection in one part of the domain, and from reaction in the rest of the domain.
The approach presented here rectifies this deficiency in the case when the advection field has a scalar potential,
Actually, we will develop a more general stability estimate for any
Let
Multiplying both sides with 𝑤 and integrating over Ω, we obtain
The first term is now integrated by parts,
This gives
Under an additional assumption that coefficient
This leads to the final estimate
In particular, for
If 𝑎 admits a lower bound
This gives the final estimate for the boundedness below constant,
(1) For an incompressible advection field
(2) The assumption on coefficient 𝑎 to be bounded below away from zero is not as restrictive as it may appear.
We can redefine
As long as
C Local Stability Result
Let 𝐾 be an element with its outflow boundary denoted by
under the constraints
The first constraint is a Fortin-like condition enabling the replacement of the exact test function 𝑣 with its approximation
or, equivalently,
Let
Note that, if the restriction of 𝑣 to
where
with the inner product
Introduce norms for the Lagrange multiplier
and consider the corresponding inf-sup constants
The following estimate holds:
Proof
Testing in (C.1)1 with
By the Banach Closed Range Theorem,
This, along with (C.1)2, yields the estimate
along with (C.1)3, implies
D Quadrilateral Elements
We present numerical experiments with the inf-sup constant 𝛽 for a quadrilateral element.
Following the results for a triangular element, we consider a composite enriched space defined by partitions shown in Figure 12.
In the case of a square element, only two outflow edges are possible (the first two cases shown in Figure 12), but in the case of a general quadrilateral, the third case with three outflow edges may occur as well.
Also, the element may be subdivided in just two triangles (case not shown).
We have experimented with the two elements shown in Figure 13.
Depending upon the rotation angle, the square element may be refined into a quad and a triangle, two triangles or may not be refined at all.
The quadrilateral element may undergo any of the three refinements shown in Figure 12.
The minimum values (over all rotation angles) of the inf-sup constant

Figure 12
Partitions of a general quad element into triangular and quadrilateral subelements defining the enriched test space.

Figure 13
The considered quadrilateral elements.
Table 6
Minimal (over angles) value of inf-sup constant
quad / ℎ | 1.0 | 0.1 | 0.01 | 0.001 | 0.0001 |
---|---|---|---|---|---|
1 | 0.9949266746 | 0.9999887821 | 0.9999999876 | 0.9999999999 | 0.9999999999 |
2 | 0.9878674760 | 0.9999641904 | 0.9999999585 | 0.9999999999 | 0.9999999999 |
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