A two‐level variational multiscale method for incompressible flows based on two local Gauss integrations

In this article, a two‐level variational multiscale method for incompressible flows based on two local Gauss integrations is presented. We solve the Navier–Stokes problem on a coarse mesh using finite element variational multiscale method based on two local Gauss integrations, then seek a fine grid solution by solving a linearized problem on a fine grid. In computation, we use the two local Gauss integrations to replace the projection operator without adding any variables. Stability analysis is performed, and error estimates of the method are derived. Finally, a series of numerical experiments are also given, which confirm the theoretical analysis and demonstrate the efficiency of the new method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A new two grid variational multiscale method for steady‐state natural convection problem

A two‐grid variational multiscale method based on two local Gauss integrations for solving the stationary natural convection problem is presented in this article. A significant feature of the method is that we solve the natural convection problem on a coarse mesh using finite element variational multiscale method based on two local Gauss integrations firstly, and then find a fine grid solution by solving a linearized problem on a fine grid. In the computation, we introduce two local Gauss integrations as a stabilizing term to replace the projection operator without adding other variables. The stability estimates and convergence analysis of the new method are derived. Ample numerical experiments are performed to validate the theoretical predictions and demonstrate the efficiency of the new method. Copyright © 2016 John Wiley & Sons, Ltd.     

A parallel finite element variational multiscale method based on fully overlapping domain decomposition for incompressible flows

Based on fully overlapping domain decomposition and a recent variational multiscale method, a parallel finite element variational multiscale method for convection dominated incompressible flows is proposed and analyzed. In this method, each processor computes a local finite element solution in its own subdomain using a global mesh that is locally refined around its own subdomain, where a stabilization term based on two local Gauss integrations is adopted to stabilize the numerical form of the Navier–Stokes equations. Using the technical tool of local a priori estimate for the finite element solution, error bounds of the discrete solution are estimated. Algorithmic parameter scalings are derived. Numerical tests are also given to verify the theoretical predictions and demonstrate the effectiveness of the method. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 856–875, 2015     

A parallel two-level finite element variational multiscale method for the Navier–Stokes equations

A combination method of two-grid discretization approach with a recent finite element variational multiscale algorithm for simulation of the incompressible Navier–Stokes equations is proposed and analyzed. The method consists of a global small-scale nonlinear Navier–Stokes problem on a coarse grid and local linearized residual problems in overlapped fine grid subdomains, where the numerical form of the Navier–Stokes equations on the coarse grid is stabilized by a stabilization term based on two local Gauss integrations at element level and defined by the difference between a consistent and an under-integrated matrix involving the gradient of velocity. By the technical tool of local a priori estimate for the finite element solution, error bounds of the discrete solution are estimated. Algorithmic parameter scalings are derived. Numerical tests are also given to verify the theoretical predictions and demonstrate the effectiveness of the method.     

A second-order finite element variational multiscale scheme for the fully discrete unsteady Navier–Stokes equations

In this report, we present and study a fully discrete finite element variational multiscale scheme for the unsteady incompressible Navier–Stokes equations where high Reynolds numbers are allowed. The scheme uses conforming finite element pairs for spatial discretization and a three-point difference formula for temporal discretization which is of second-order, where a stabilization term based on two local Gauss integrations is employed to stabilize the numerical scheme. We prove stability of the scheme, derive a priori error estimates for the fully discrete solution, and finally, give some numerical results to verify the theoretical predictions and demonstrate the effectiveness of the proposed numerical scheme.     

A variational multiscale method based on bubble functions for convection-dominated convection-diffusion equation

This work presents a variational multiscale method based on polynomial bubble functions as subgrid scale and a numerical implementation based on two local Gauss integrations. This method can be implemented easily and efficiently for the convection-dominated problem. Static condensation of the bubbles suggests the stability of the method and we establish its global convergence. Representative numerical tests are presented.     

A finite element variational multiscale method for steady‐state natural convection problem based on two local gauss integrations

In this article, supposing that the velocity, pressure, and temperature are approximated by the elements , and applying the orthogonal projection technique, we introduce two Gauss integrations as a stabilizing term in the common variational multiscale (VMS) method and derive a new VMS (Two Gauss VMS) method for steady‐state natural convection problem. Comparing with the common VMS method, the Two Gauss VMS method does not need to introduce any extra variable and reduces the degrees of freedom of the discrete system a lot, but gets the same stabilized result. The effectiveness and stability of the Two Gauss VMS method are further demonstrated through two numerical examples. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 361–375, 2014     

Primal‐dual active set methods for Allen–Cahn variational inequalities with nonlocal constraints

We propose and analyze a primal‐dual active set method for discretized versions of the local and nonlocal Allen–Cahn variational inequalities. An existence result for the nonlocal variational inequality is shown in a formulation involving Lagrange multipliers for local and nonlocal constraints. Local convergence of the discrete method is shown by interpreting the approach as a semismooth Newton method. Properties of the method are discussed and several numerical simulations demonstrate its efficiency. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Energy‐minimizing coarse spaces for two‐level Schwarz methods for multiscale PDEs

Two‐level overlapping Schwarz methods for elliptic partial differential equations combine local solves on overlapping domains with a global solve of a coarse approximation of the original problem. To obtain robust methods for equations with highly varying coefficients, it is important to carefully choose the coarse approximation. Recent theoretical results by the authors have shown that bases for such robust coarse spaces should be constructed such that the energy of the basis functions is minimized. We give a simple derivation of a method that finds such a minimum energy basis using one local solve per coarse space basis function and one global solve to enforce a partition of unity constraint. Although this global solve may seem prohibitively expensive, we demonstrate that a one‐level overlapping Schwarz method is an effective and scalable preconditioner and we show that such a preconditioner can be implemented efficiently using the Sherman–Morrison–Woodbury formula. The result is an elegant, scalable, algebraic method for constructing a robust coarse space given only the supports of the coarse space basis functions. Numerical experiments on a simple two‐dimensional model problem with a variety of binary and multiscale coefficients confirm this. Numerical experiments also show that, when used in a two‐level preconditioner, the energy‐minimizing coarse space gives better results than other coarse space constructions, such as the multiscale finite element approach. Copyright © 2009 John Wiley & Sons, Ltd.     

Variational multiscale proper orthogonal decomposition: Navier‐stokes equations

We develop a variational multiscale proper orthogonal decomposition (POD) reduced‐order model (ROM) for turbulent incompressible Navier‐Stokes equations. Under two assumptions on the underlying finite element approximation and the generation of the POD basis, the error analysis of the full discretization of the ROM is presented. All error contributions are considered: the spatial discretization error (due to the finite element discretization), the temporal discretization error (due to the backward Euler method), and the POD truncation error. Numerical tests for a three‐dimensional turbulent flow past a cylinder at Reynolds number show the improved physical accuracy of the new model over the standard Galerkin and mixing‐length POD ROMs. The high computational efficiency of the new model is also showcased. Finally, the theoretical error estimates are confirmed by numerical simulations of a two‐dimensional Navier‐Stokes problem. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 641–663, 2014     

A quadratic equal‐order stabilized method for Stokes problem based on two local Gauss integrations

In this article, we analyze a quadratic equal‐order stabilized finite element approximation for the incompressible Stokes equations based on two local Gauss integrations. Our method only offsets the discrete pressure gradient space by the residual of the simple and symmetry term at element level to circumvent the inf‐sup condition. And this method does not require specification of a stabilization parameter, and always leads to a symmetric linear system. Furthermore, this method is unconditionally stable, and can be implemented at the element level with minimal additional cost. Finally, we give some numerical simulations to show good stability and accuracy properties of the method. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A posteriori error estimates in quantities of interest for the finite element heterogeneous multiscale method

We present an “a posteriori” error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro‐to‐micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on‐the‐fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single‐scale) dual‐weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal‐oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Coupling of mixed finite element and stabilized boundary element methods for a fluid–solid interaction problem in 3D

We introduce and analyze the coupling of a mixed finite element and a boundary element for a three‐dimensional time‐harmonic fluid–solid interaction problem. We consider a formulation in which the Cauchy stress tensor and the rotation are the main variables in the elastic structure and use the usual pressure formulation in the acoustic fluid. The mixed variational formulation in the solid is completed with boundary integral equations relating the Cauchy data of the acoustic problem on the coupling interface. A crucial point in our formulation is the stabilization technique introduced by Hiptmair and coworkers to avoid the well‐known instability issue appearing in the boundary element method treatment of the exterior Helmholtz problem. The main novelty of this formulation, with respect to a previous approach, consists in reducing the computational domain to the solid media and providing a more accurate treatment of the far field effect. We show that the continuous problem is well‐posed and propose a conforming Galerkin method based on the lowest‐order Arnold–Falk–Winther mixed finite element. Finally, we prove that the numerical scheme is convergent with optimal order.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1211–1233, 2014     

Discontinuous Galerkin and multiscale variational schemes for a coupled damped nonlinear system of Schrödinger equations

In this article, we study a streamline diffusion‐based discontinuous Galerkin approximation for the numerical solution of a coupled nonlinear system of Schrödinger equations and extend the resulting method to a multiscale variational scheme. We prove stability estimates and derive optimal convergence rates due to the maximal available regularity of the exact solution. In the weak formulation, to make the underlying bilinear form coercive, it was necessary to supply the equation system with an artificial viscosity term with a small coefficient of order proportional to a power of mesh size. We justify the theory by implementing an example of an application of the time‐dependent Schrödinger equation in the coupled ultrafast laser. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A BGK‐penalization‐based asymptotic‐preserving scheme for the multispecies Boltzmann equation

An asymptotic‐preserving (AP) scheme is efficient in solving multiscale problems where kinetic and hydrodynamic regimes coexist. In this article, we extend the BGK‐penalization‐based AP scheme, originally introduced by Filbet and Jin for the single species Boltzmann equation (Filbet and Jin, J Comput Phys 229 (2010) 7625–7648), to its multispecies counterpart. For the multispecies Boltzmann equation, the new difficulties arise due to: (1) the breaking down of the conservation laws for each species and (2) different convergence rates to equilibria for different species in disparate masses systems. To resolve these issues, we find a suitable penalty function—the local Maxwellian that is based on the mean velocity and mean temperature and justify various asymptotic properties of this method. This AP scheme does not contain any nonlinear nonlocal implicit solver, yet it can capture the fluid dynamic limit with time step and mesh size independent of the Knudsen number. Numerical examples demonstrate the correct asymptotic‐behavior of the scheme. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

On error estimates of an exponential wave integrator sine pseudospectral method for the Klein–Gordon–Zakharov system

In this article, we propose an exponential wave integrator sine pseudospectral (EWI‐SP) method for solving the Klein–Gordon–Zakharov (KGZ) system. The numerical method is based on a Deuflhard‐type exponential wave integrator for temporal integrations and the sine pseudospectral method for spatial discretizations. The scheme is fully explicit, time reversible and very efficient due to the fast algorithm. Rigorous finite time error estimates are established for the EWI‐SP method in energy space with no CFL‐type conditions which show that the method has second order accuracy in time and spectral accuracy in space. Extensive numerical experiments and comparisons are done to confirm the theoretical studies. Numerical results suggest the EWI‐SP allows large time steps and mesh size in practical computing. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 266–291, 2016     

A time‐marching finite element method for an electromagnetic scattering problem

In this paper, Newmark time‐stepping scheme and edge elements are used to numerically solve the time‐dependent scattering problem in a three‐dimensional polyhedral cavity. Finite element methods based on the variational formulation derived in Van and Wood (Adv. Comput. Math., to appear) are considered. Existence and uniqueness of the discrete problem is proved by using Babuska–Brezzi theory. Finite element error estimate and stability of the Newmark scheme are also established. Copyright © 2003 John Wiley & Sons, Ltd.     

A new error correction method for the stationary Navier-Stokes equations based on two local Gauss integrations

A new error correction method for the stationary Navier-Stokes equations based on two local Gauss integrations is presented. Applying the orthogonal projection technique, we introduce two local Gauss integrations as a stabilizing term in the error correction method, and derive a new error correction method. In both the coarse solution computation step and the error computation step, a locally stabilizing term based on two local Gauss integrations is introduced. The stability and convergence of the new error correction algorithm are established. Numerical examples are also presented to verify the theoretical analysis and demonstrate the efficiency of the proposed method.     

Two‐grid variational multiscale algorithms for the stationary incompressible Navier‐Stokes equations with friction boundary conditions

Two‐grid variational multiscale (VMS) algorithms for the incompressible Navier‐Stokes equations with friction boundary conditions are presented in this article. First, one‐grid VMS algorithm is used to solve this problem and some error estimates are derived. Then, two‐grid VMS algorithms are proposed and analyzed. The algorithms consist of nonlinear problem on coarse grid and linearized problem (Stokes problem or Oseen problem) on fine grid. Moreover, the stability and convergence of the present algorithms are established. Finally, Numerical results are shown to confirm the theoretical analysis. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 546–569, 2017     

A two‐level finite element method for the stationary Navier‐Stokes equations based on a stabilized local projection

In this article, we propose a two‐level finite element method to analyze the approximate solutions of the stationary Navier‐Stokes equations based on a stabilized local projection. The local projection allows to circumvent the Babuska‐Brezzi condition by using equal‐order finite element pairs. The local projection can be used to stabilize high equal‐order finite element pairs. The proposed method combines the local projection stabilization method and the two‐level method under the assumption of the uniqueness condition. The two‐level method consists of solving a nonlinear equation on the coarse mesh and solving a linear equation on fine mesh. The nonlinear equation is solved by the one‐step Newtonian iteration method. In the rest of this article, we show the error analysis of the lowest equal‐order finite element pair and provide convergence rate of approximate solutions. Furthermore, the numerical illustrations coincide with the theoretical analysis expectations. From the view of computational time, the results show that the two‐level method is effective to solve the stationary Navier‐Stokes equations. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011