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Stability, dual consistency and conservation of summation-by-parts formulations for multiphysics problems

Stability, dual consistency and conservation of summation-by-parts formulations for multiphysics problems
Author: Fatemeh Ghasemi Zinatabadi
Publisher: Linköping University Electronic Press
Total Pages: 27
Release: 2019-08-02
Genre:
ISBN: 9176850315

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In this thesis, we consider the numerical solution of initial boundary value problems (IBVPs). Boundary and interface conditions are derived such that the IBVP under consideration is well-posed. We also study the dual problem and the related dual boundary/interface conditions. Once the continuous problem is analyzed, we use finite difference operators with the Summation- By-Parts property (SBP) and a weak boundary/interface treatment using the Simultaneous-Approximation-Terms (SAT) technique to construct high-order accurate numerical schemes. We focus in particular on stability, conservation and dual consistency. The energy method is used as our main analysis tool for both the continuous and numerical problems. The contributions of this thesis can be divided into two parts. The first part focuses on the coupling of different IBVPs. Interface conditions are derived such that the continuous problem satisfy an energy estimate and such that the discrete problem is stable. In the first paper, two hyperbolic systems of different size posed on two domains are considered. We derive the dual problem and dual interface conditions. It is also shown that a specific choice of penalty matrices leads to dual consistency. As an application, we study the coupling of the Euler and wave equations. In the fourth paper, we examine how to couple the compressible and incompressible Navier-Stokes equations. In order to obtain a sufficient number of interface conditions, the decoupled heat equation is added to the incompressible equations. The interface conditions include mass and momentum balance and two variants of heat transfer. The typical application in this case is the atmosphere-ocean coupling. The second part of the thesis focuses on the relation between the primal and dual problem and the relation between dual consistency and conservation. In the second and third paper, we show that dual consistency and conservation are equivalent concepts for linear hyperbolic conservation laws. We also show that these concepts are equivalent for symmetric or symmetrizable parabolic problems in the fifth contribution. The relation between the primal and dual boundary conditions for linear hyperbolic systems of equations is investigated in the sixth and last paper. It is shown that for given well-posed primal/dual boundary conditions, the corresponding well-posed dual/primal boundary conditions can be obtained by a simple scaling operation. It is also shown how one can proceed directly from the well-posed weak primal problem to the well-posed weak dual problem. Den här avhandlingen handlar om numeriska metoder för att lösa initial och randvärdes problem. Studien fokuserar på härledningen av rand/kopplingsvillkor som garanterar välställdhet. Det duala problemet och dess duala rand/kopplingsvillkor studeras också. Dessa problem diskretiseras genom att använda noggranna finita differensscheman på SBP-form (eng. summation-by-parts), kombinerat med en svag randbehandling benämnd SAT (eng. simultaneous approximation term). Vi fokuserar särskilt på stabilitet, konservation och dualkonsistens. Det främsta analysverktyget för både det kontinuerliga och diskreta problemet är energimetoden. Den första delen av avhandlingen behandlar välställdhet och stabilitet för koppling av olika system av ekvationer. Kopplingsvillkoren är härledda så att det kontinuerliga problemet uppfyller en energiuppskattning och så att det diskreta problemet är stabilt. I den första artikeln görs analysen för koppling av två olika hyperboliska system på första ordningens form. Som tillämpning kopplar vi Euler och vågekvationerna. Koppling mellan kompressibla och inkompressibla Navier-Stokes ekvationer studeras i den fjärde artikeln. För att få rätt antal kopplingsvillkor lägger vi till värmeledningsekvationen till de inkompressibla ekvationerna. Kopplingsvillkoren innefattar massans och rörelsemängdens bevarande samt två varianter av värmeöverföring. Den typiska tillämpningen är koppling mellan atmosfär och hav. Den andra delen av avhandlingen fokuserar på relationen mellan det primära och duala problemet och relationen mellan dualkonsistens och konservation. I den andra och tredje artikeln visar vi att dualkonsistens och konservation är ekvivalenta koncept för linjära hyperboliska konserveringslagar. I den femte artikeln, visas att dessa koncept är ekvivalenta även för paraboliska problem. Relationen mellan de primära och duala randvilkoren för linjära hyperboliska system av ekvationer i två dimensioner studeras i den sista artikeln. Vi visar att primära/duala välställda randvilkor ger duala/primära välställda randvilkor genom en enkel skalningsoperation. Det visas också att man kan gå direkt från det välställda svaga primära problemet till det välställda svaga duala problemet.


High order summation-by-parts based approximations for discontinuous and nonlinear problems

High order summation-by-parts based approximations for discontinuous and nonlinear problems
Author: Cristina La Cognata
Publisher: Linköping University Electronic Press
Total Pages: 57
Release: 2017-09-14
Genre:
ISBN: 9176854523

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Numerical approximations using high order finite differences on summation-byparts (SBP) form are investigated for discontinuous and fully nonlinear systems of partial differential equations. Stability and conservation properties of the approximations are obtained through a weak imposition of interface and boundary conditions with the simultaneous-approximation-term (SAT) technique. The SBP-SAT approximations replicate the continuous integration by parts rule. From this property, well-posedness and integral properties of the continuous problem are mimicked, and energy estimates leading to stability are obtained. The first part of the thesis focuses on the simulations of discontinuous linear advection problems. An artificial interface is introduced, separating parts of the spatial domain characterized by different wave speeds. A set of flexible stability conditions at the interface are derived, which can be adapted to yield conservative or non-conservative approximations. This model can be interpreted as a simplified version of nonlinear problems involving jumps at shocks, or as a prototypical of wave propagation through different materials. In the second part of the thesis, the vorticity/stream function formulation of the nonlinear momentum equation for an incompressible inviscid fluid is considered. SBP operators are used to derive a new Arakawa-like Jacobian with mimetic properties by combining different consistent approximations of the convection terms. Energy and enstrophy conservation is obtained for periodic problems using schemes with arbitrarily high order of accuracy. These properties are crucial for long-term numerical calculations in climate and weather forecasts or ocean circulation predictions. The third and final contribution of the thesis is dedicated to the incompressible Navier-Stokes problem. First, different completely general formulations of energy bounding boundary conditions are derived for the nonlinear equations. The boundary conditions can be used at both far field and solid wall boundaries. The discretisation in time and space with weakly imposed initial and boundary conditions using the SBP-SAT framework is proved to be stable and the divergence free condition is approximated with the design order of the scheme. Next, the same formulations are considered in a linearised setting, whereupon the spectra associated with the initial boundary value problem and its SBP-SAT discretisation are derived using the Laplace-Fourier technique. The influence of different boundary conditions on the spectrum and in particular the convergence to steady state is studied.


The Mimetic Finite Difference Method for Elliptic Problems

The Mimetic Finite Difference Method for Elliptic Problems
Author: Lourenco Beirao da Veiga
Publisher: Springer
Total Pages: 399
Release: 2014-05-22
Genre: Mathematics
ISBN: 3319026631

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This book describes the theoretical and computational aspects of the mimetic finite difference method for a wide class of multidimensional elliptic problems, which includes diffusion, advection-diffusion, Stokes, elasticity, magnetostatics and plate bending problems. The modern mimetic discretization technology developed in part by the Authors allows one to solve these equations on unstructured polygonal, polyhedral and generalized polyhedral meshes. The book provides a practical guide for those scientists and engineers that are interested in the computational properties of the mimetic finite difference method such as the accuracy, stability, robustness, and efficiency. Many examples are provided to help the reader to understand and implement this method. This monograph also provides the essential background material and describes basic mathematical tools required to develop further the mimetic discretization technology and to extend it to various applications.


The Finite Element Method: Theory, Implementation, and Applications

The Finite Element Method: Theory, Implementation, and Applications
Author: Mats G. Larson
Publisher: Springer Science & Business Media
Total Pages: 403
Release: 2013-01-13
Genre: Computers
ISBN: 3642332870

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This book gives an introduction to the finite element method as a general computational method for solving partial differential equations approximately. Our approach is mathematical in nature with a strong focus on the underlying mathematical principles, such as approximation properties of piecewise polynomial spaces, and variational formulations of partial differential equations, but with a minimum level of advanced mathematical machinery from functional analysis and partial differential equations. In principle, the material should be accessible to students with only knowledge of calculus of several variables, basic partial differential equations, and linear algebra, as the necessary concepts from more advanced analysis are introduced when needed. Throughout the text we emphasize implementation of the involved algorithms, and have therefore mixed mathematical theory with concrete computer code using the numerical software MATLAB is and its PDE-Toolbox. We have also had the ambition to cover some of the most important applications of finite elements and the basic finite element methods developed for those applications, including diffusion and transport phenomena, solid and fluid mechanics, and also electromagnetics.​


Principles of Multiscale Modeling

Principles of Multiscale Modeling
Author: Weinan E
Publisher: Cambridge University Press
Total Pages: 485
Release: 2011-07-07
Genre: Mathematics
ISBN: 1107096545

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A systematic discussion of the fundamental principles, written by a leading contributor to the field.


Computational Differential Equations

Computational Differential Equations
Author: K. Eriksson
Publisher: Cambridge University Press
Total Pages: 554
Release: 1996-09-05
Genre: Mathematics
ISBN: 9780521563123

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This is a two volume introduction to the computational solution of differential equations using a unified approach organized around the adaptive finite element method. It presents a synthesis of mathematical modeling, analysis, and computation. The goal is to provide the student with theoretical and practical tools useful for addressing the basic questions of computational mathematical modeling in science and engineering: How can we model physical phenomena using differential equations? What are the properties of solutions of differential equations? How do we compute solutions in practice? How do we estimate and control the accuracy of computed solutions? The first volume begins by developing the basic issues at an elementary level in the context of a set of model problems in ordinary differential equations. The authors then widen the scope to cover the basic classes of linear partial differential equations modeling elasticity, heat flow, wave propagation and convection-diffusion-absorption problems. The book concludes with a chapter on the abstract framework of the finite element method for differential equations. Volume 2, to be published in early 1997, extends the scope to nonlinear differential equations and systems of equations modeling a variety of phenomena such as reaction-diffusion, fluid flow, many-body dynamics and reaches the frontiers of research. It also addresses practical implementation issues in detail. These volumes are ideal for undergraduates studying numerical analysis or differential equations. This is a new edition of a 1988 text of 275 pages by C. Johnson.


Crystal Plasticity Finite Element Methods

Crystal Plasticity Finite Element Methods
Author: Franz Roters
Publisher: John Wiley & Sons
Total Pages: 188
Release: 2011-08-04
Genre: Technology & Engineering
ISBN: 3527642099

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Written by the leading experts in computational materials science, this handy reference concisely reviews the most important aspects of plasticity modeling: constitutive laws, phase transformations, texture methods, continuum approaches and damage mechanisms. As a result, it provides the knowledge needed to avoid failures in critical systems udner mechanical load. With its various application examples to micro- and macrostructure mechanics, this is an invaluable resource for mechanical engineers as well as for researchers wanting to improve on this method and extend its outreach.


DUNE — The Distributed and Unified Numerics Environment

DUNE — The Distributed and Unified Numerics Environment
Author: Oliver Sander
Publisher: Springer Nature
Total Pages: 616
Release: 2020-12-07
Genre: Computers
ISBN: 3030597024

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The Distributed and Unified Numerics Environment (Dune) is a set of open-source C++ libraries for the implementation of finite element and finite volume methods. Over the last 15 years it has become one of the most commonly used libraries for the implementation of new, efficient simulation methods in science and engineering. Describing the main Dune libraries in detail, this book covers access to core features like grids, shape functions, and linear algebra, but also higher-level topics like function space bases and assemblers. It includes extensive information on programmer interfaces, together with a wealth of completed examples that illustrate how these interfaces are used in practice. After having read the book, readers will be prepared to write their own advanced finite element simulators, tapping the power of Dune to do so.


Model Emergent Dynamics in Complex Systems

Model Emergent Dynamics in Complex Systems
Author: A. J. Roberts
Publisher: SIAM
Total Pages: 760
Release: 2014-12-18
Genre: Mathematics
ISBN: 1611973562

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Arising out of the growing interest in and applications of modern dynamical systems theory, this book explores how to derive relatively simple dynamical equations that model complex physical interactions. The author?s objectives are to use sound theory to explore algebraic techniques, develop interesting applications, and discover general modeling principles. Model Emergent Dynamics in Complex Systems unifies into one powerful and coherent approach the many varied extant methods for mathematical model reduction and approximation. Using mathematical models at various levels of resolution and complexity, the book establishes the relationships between such multiscale models and clarifying difficulties and apparent paradoxes and addresses model reduction for systems, resolves initial conditions, and illuminates control and uncertainty. The basis for the author?s methodology is the theory and the geometric picture of both coordinate transforms and invariant manifolds in dynamical systems; in particular, center and slow manifolds are heavily used. The wonderful aspect of this approach is the range of geometric interpretations of the modeling process that it produces?simple geometric pictures inspire sound methods of analysis and construction. Further, pictures drawn of state spaces also provide a route to better assess a model?s limitations and strengths. Geometry and algebra form a powerful partnership and coordinate transforms and manifolds provide a powerfully enhanced and unified view of a swathe of other complex system modeling methodologies such as averaging, homogenization, multiple scales, singular perturbations, two timing, and WKB theory.


Theory of Porous Media

Theory of Porous Media
Author: Reint de Boer
Publisher: Springer Science & Business Media
Total Pages: 626
Release: 2012-12-06
Genre: Science
ISBN: 3642596371

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This is a consistent treatment of the material-independent fundamental equations of the theory of porous media, formulating constitutive equations for frictional materials in the elastic and plastic range, while tracing the historical development of the theory. Thus, for the first time, a unique treatment of fluid-saturated porous solids is presented, including an explanation of the corresponding theory by way of its historical progression, and a thorough description of its current state.