About
About the Lab
The Yonsei DG Lab is an applied and computational mathematics research group operating on the
Yonsei University campus. Hyperbolic conservation laws \(u_t+\nabla\cdot f(u)=0\) encompass
core models of nature and engineering — the Euler equations of gas dynamics, the shallow water
equations, traffic flow — yet even perfectly smooth initial data develop shock waves in finite time,
so a discretization must deliver high-order accuracy and nonlinear stability at once.
We study one of the most successful answers to this challenge, the discontinuous Galerkin method,
from many angles: element-wise high-order polynomial approximation, Riemann-solver-based numerical
fluxes, limiters that control spurious oscillations, discrete entropy inequalities, and new
formulations built on Lagrange multipliers.
JS
Jaemin Shin
Principal Investigator
An applied mathematician by training, he specializes in finite element and discontinuous
Galerkin methods for partial differential equations. Alongside high-order discretizations of
conservation laws, he applies SINDy — sparse identification of governing differential
equations from data — to storage-reliability telemetry (HDD SMART attributes) for
real-time failure prediction.
Methods
Methods at a Glance
1. Conservation Laws and the DG Weak Form
The domain is partitioned into elements \(K\), and on each element the solution is approximated
in the polynomial space \(\mathcal{P}^k(K)\). No continuity is enforced across elements —
coupling happens only through the numerical flux \(\widehat{f}\) on element boundaries.
$$\partial_t u + \nabla\cdot f(u) = 0 \quad \text{in } \Omega\times(0,T]$$
$$\frac{d}{dt}\int_K u_h\,v\,dx \;=\; \int_K f(u_h)\cdot\nabla v\,dx \;-\; \int_{\partial K} \widehat{f}\,(u_h^{-},u_h^{+})\cdot n_K\, v\,ds \qquad \forall\, v\in \mathcal{P}^k(K)$$
Time integration uses SSP Runge–Kutta methods, which preserve the stability of the spatial
discretization (third-order example):
$$u^{(1)}=u^n+\Delta t\,L(u^n),\qquad
u^{(2)}=\tfrac{3}{4}u^n+\tfrac{1}{4}\big(u^{(1)}+\Delta t\,L(u^{(1)})\big),\qquad
u^{n+1}=\tfrac{1}{3}u^n+\tfrac{2}{3}\big(u^{(2)}+\Delta t\,L(u^{(2)})\big)$$
The CFL condition scales like \(\Delta t \lesssim \Delta x /\big[(2k+1)\,\max|f'(u)|\big]\), tightening with the polynomial degree \(k\).
2. Numerical Fluxes — the Only Coupling Between Elements
Consistent, monotone numerical fluxes are the key to stability and to selecting the entropy
solution. The simplest choice is the (local) Lax–Friedrichs flux:
$$\widehat{f}^{\,\mathrm{LF}}(a,b)=\tfrac{1}{2}\big(f(a)+f(b)\big)-\tfrac{\alpha}{2}\,(b-a),
\qquad \alpha=\max_{u}|f'(u)|$$
The Godunov flux uses the exact solution of local Riemann problems and carries the least
numerical viscosity; for systems, Roe and HLL/HLLC approximate Riemann solvers balance accuracy
against cost. Both Lax–Friedrichs and Godunov can be compared side by side in the live demo below.
3. Limiters — Balancing Accuracy and Oscillation Control
Gibbs oscillations near shocks are suppressed by minmod-based slope limiting, which compares
edge deviations against neighboring differences of cell means:
$$\operatorname{minmod}(a_1,\dots,a_m)=
\begin{cases} s\cdot\min_i |a_i|, & s=\operatorname{sign}(a_1)=\cdots=\operatorname{sign}(a_m)\\[2pt]
0, & \text{otherwise}\end{cases}$$
Accuracy loss at smooth extrema is mitigated by the TVB correction (threshold constant \(M\)).
The Zhang–Shu scaling limiter instead shrinks the high-order polynomial toward its cell average,
preserving maximum principles and positivity without destroying the order of accuracy:
$$\tilde u_h\big|_K=\bar u_K+\theta\,\big(u_h\big|_K-\bar u_K\big),
\qquad \theta=\min\!\Big\{1,\ \tfrac{|M-\bar u_K|}{|M_K-\bar u_K|},\ \tfrac{|m-\bar u_K|}{|m_K-\bar u_K|}\Big\}$$
\([m,M]\) is the global range to be preserved; \(m_K, M_K\) are the extrema of the polynomial on cell \(K\).
4. Entropy Stability — the Criterion for Nonlinear Stability
Physically admissible weak solutions satisfy an entropy inequality for every convex entropy pair
\((\eta,q)\). With entropy variables \(v=\eta'(u)\) and the entropy potential
\(\psi=v\cdot f(u)-q(u)\), two-point fluxes \(f_S\) satisfying Tadmor's condition — combined in
flux-differencing form — yield high-order DG schemes that are provably entropy stable
at the discrete level:
$$\partial_t\,\eta(u)+\nabla\cdot q(u)\ \le\ 0,
\qquad (v_R-v_L)^{\!\top} f_S(u_L,u_R)\ =\ \psi_R-\psi_L$$
5. DGLM — Element Coupling, Rewritten with Lagrange Multipliers
Imposing the interface conditions (trace continuity, flux matching) weakly through a Lagrange
multiplier \(\lambda_h\) defined on the mesh skeleton turns the scheme into a mixed formulation
with saddle-point structure:
$$\text{find } (u_h,\lambda_h):\qquad a(u_h,v)+b(v,\lambda_h)=\ell(v),
\qquad b(u_h,\mu)=0 \qquad \forall\,(v,\mu)$$
Inf-sup stability of the multiplier space, element-local elimination by static condensation,
and the connection to hybridizable DG are central themes — and extending this framework to
time-dependent hyperbolic conservation laws is a flagship direction of the lab.
References
Key Literature
W. H. Reed, T. R. Hill (1973).
Triangular mesh methods for the neutron transport equation.
Los Alamos Scientific Laboratory Report LA-UR-73-479 — the origin of DG methods.
B. Cockburn, C.-W. Shu (1989).
TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws II: General framework.
Mathematics of Computation 52(186), 411–435.
B. Cockburn, C.-W. Shu (1998).
The Runge–Kutta discontinuous Galerkin method for conservation laws V: Multidimensional systems.
Journal of Computational Physics 141(2), 199–224.
B. Cockburn, C.-W. Shu (1998).
The local discontinuous Galerkin method for time-dependent convection-diffusion systems.
SIAM Journal on Numerical Analysis 35(6), 2440–2463.
E. Tadmor (1987).
The numerical viscosity of entropy stable schemes for systems of conservation laws I.
Mathematics of Computation 49(179), 91–103.
X. Zhang, C.-W. Shu (2010).
On maximum-principle-satisfying high order schemes for scalar conservation laws.
Journal of Computational Physics 229(9), 3091–3120.
T. Chen, C.-W. Shu (2017).
Entropy stable high order discontinuous Galerkin methods with suitable quadrature rules for hyperbolic conservation laws.
Journal of Computational Physics 345, 427–461.
S. L. Brunton, J. L. Proctor, J. N. Kutz (2016).
Discovering governing equations from data by sparse identification of nonlinear dynamical systems.
PNAS 113(15), 3932–3937 — the basis of our data-driven research line.