Structure-preserving space-time discretization of nonlinear structural dynamics based on a mixed variational formulation

The present work deals with the design of structure-preserving numerical methods in the field of nonlinear elastodynamics and structural dynamics. Structure-preserving schemes such as energy-momentum consistent (EMC) methods are known to exhibit superior numerical stability and robustness. Most of the previously developed schemes are relying on a displacement-based variational formulation of the underlying mechanical model. In contrast to that we present a mixed variational framework for the systematic design of EMC schemes. The newly proposed mixed approach accomodates high-performance mixed finite elements such as the shell element due to Wagner & Gruttmann [1] and the brick element due to Kasper & Taylor [2]. Accordingly, the proposed approach makes possible the structure-preserving extension to the dynamic regime of those high-performance elements. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

High-order computational methods for option valuation under multifactor models

Many of the different numerical techniques in the partial differential equations framework for solving option pricing problems have employed only standard second-order discretization schemes. A higher-order discretization has the advantage of producing low size matrix systems for computing sufficiently accurate option prices and this paper proposes new computational schemes yielding high-order convergence rates for the solution of multi-factor option problems. These new schemes employ Galerkin finite element discretizations with quadratic basis functions for the approximation of the spatial derivatives in the pricing equations for stochastic volatility and two-asset option problems and time integration of the resulting semi-discrete systems requires the computation of a single matrix exponential. The computations indicate that this combination of high-order finite elements and exponential time integration leads to efficient algorithms for multi-factor problems. Highly accurate European prices are obtained with relatively coarse meshes and high-order convergence rates are also observed for options with the American early exercise feature. Various numerical examples are provided for illustrating the accuracy of the option prices for Heston’s and Bates stochastic volatility models and for two-asset problems under Merton’s jump-diffusion model.     

解Stokes特征值问题的一种两水平稳定化有限元方法

基于局部Gauss积分,研究了解Stokes特征值问题的一种两水平稳定化有限元方法．该方法涉及在网格步长为H的粗网格上解一个Stokes特征值问题,在网格步长为h=O(H2)的细网格上解一个Stokes问题．这样使其能够仍旧保持最优的逼近精度,求得的解和一般的稳定化有限元解具有相同的收敛阶,即直接在网格步长为h的细网格上解一个Stokes特征值问题．因此,该方法能够节省大量的计算时间．数值试验验证了理论结果．     

A TWO-LEVEL FINITE ELEMENT GALERKIN METHOD FOR THE NONSTATIONARY NAVIER-STOKES EQUATIONS I： SPATIAL DISCRETIZATION

In this article we consider a two-level finite element Galerkin method using mixed finite elements for the two-dimensional nonstationary incompressible Navier-Stokes equations. The method yields a $H^1$-optimal velocity approximation and a $L_2$-optimal pressure approximation. The two-level finite element Galerkin method involves solving one small, nonlinear Navier-Stokes problem on the coarse mesh with mesh size $H$, one linear Stokes problem on the fine mesh with mesh size $h << H$. The algorithm we study produces an approximate solution with the optimal, asymptotic in $h$, accuracy.     

Explicit time integration with lumped mass matrix for enriched finite elements solution of time domain wave problems

We present a partition of unity finite element method for wave propagation problems in the time domain using an explicit time integration scheme. Plane wave enrichment functions are introduced at the finite elements nodes which allows for a coarse mesh at low order polynomial shape functions even at high wavenumbers. The initial condition is formulated as a Galerkin approximation in the enriched function space. We also show the possibility of lumping the mass matrix which is approximated as a block diagonal system. The proposed method, with and without lumping, is validated using three test cases and compared to an implicit time integration approach. The stability of the proposed approach against different factors such as the choice of wavenumber for the enrichment functions, the spatial discretization, the distortions in mesh elements or the timestep size, is tested in the numerical studies. The method performance is measured for the solution accuracy and the CPU processing times. The results show significant advantages for the proposed lumping approach which outperforms other considered approaches in terms of stability. Furthermore, the resulting block diagonal system only requires a fraction of the CPU time needed to solve the full system associated with the non-lumped approaches.     

Explicit local time-stepping methods for Maxwell’s equations

Explicit local time-stepping methods are derived for time dependent Maxwell equations in conducting and non-conducting media. By using smaller time steps precisely where smaller elements in the mesh are located, these methods overcome the bottleneck caused by local mesh refinement in explicit time integrators. When combined with a finite element discretisation in space with an essentially diagonal mass matrix, the resulting discrete time-marching schemes are fully explicit and thus inherently parallel. In a non-conducting source-free medium they also conserve a discrete energy, which provides a rigorous criterion for stability. Starting from the standard leap-frog scheme, local time-stepping methods of arbitrarily high accuracy are derived for non-conducting media. Numerical experiments with a discontinuous Galerkin discretisation in space validate the theory and illustrate the usefulness of the proposed time integration schemes.     

Two-level stabilized nonconforming finite element method for the Stokes equations

In this article, we present a new two-level stabilized nonconforming finite elements method for the two dimensional Stokes problem. This method is based on a local Gauss integration technique and the mixed nonconforming finite element of the NCP ₁ — P ₁ pair (nonconforming linear element for the velocity, conforming linear element for the pressure). The two-level stabilized finite element method involves solving a small stabilized Stokes problem on a coarse mesh with mesh size H and a large stabilized Stokes problem on a fine mesh size h = H/3. Numerical results are presented to show the convergence performance of this combined algorithm.     

A posteriori error estimates of mixed DG finite element methods for linear parabolic equations

In this article, we analyse a posteriori error estimates of mixed finite element discretizations for linear parabolic equations. The space discretization is done using the order λ?≥?1 Raviart–Thomas mixed finite elements, whereas the time discretization is based on discontinuous Galerkin (DG) methods (r?≥?1). Using the duality argument, we derive a posteriori l ^∞(L ²) error estimates for the scalar function, assuming that only the underlying mesh is static.     

Domain decomposition preconditioners for multiscale problems in linear elasticity

We analyze two‐level overlapping Schwarz domain decomposition methods for vector‐valued piecewise linear finite element discretizations of the PDE system of linear elasticity. The focus of our study lies in the application to compressible, particle‐reinforced composites in 3D with large jumps in their material coefficients. We present coefficient‐explicit bounds for the condition number of the two‐level additive Schwarz preconditioned linear system. Thereby, we do not require that the coefficients are resolved by the coarse mesh. The bounds show a dependence of the condition number on the energy of the coarse basis functions, the coarse mesh, and the overlap parameters, as well as the coefficient variation. Similar estimates have been developed for scalar elliptic PDEs by Graham et al. 1 The coarse spaces to which they apply here are assumed to contain the rigid body modes and can be considered as generalizations of the space of piecewise linear vector‐valued functions on a coarse triangulation. The developed estimates provide a concept for the construction of coarse spaces, which can lead to preconditioners that are robust with respect to high contrasts in Young's modulus and the Poisson ratio of the underlying composite. To confirm the sharpness of the theoretical findings, we present numerical results in 3D using vector‐valued linear, multiscale finite element and energy‐minimizing coarse spaces. The theory is not restricted to the isotropic (Lamé) case, extends to the full‐tensor case, and allows applications to multiphase materials with anisotropic constituents in two and three spatial dimensions. However, the bounds will depend on the ratio of largest to smallest eigenvalue of the elasticity tensor.     

A two-level finite element method for the Navier–Stokes equations based on a new projection

We consider a fully discrete two-level approximation for the time-dependent Navier–Stokes equations in two dimension based on a time-dependent projection. By defining this new projection, the iteration between large and small eddy components can be reflected by its associated space splitting. Hence, we can get a weakly coupled system of large and small eddy components. This two-level method applies the finite element method in space and Crank–Nicolson scheme in time. Moreover,the analysis and some numerical examples are shown that the proposed two-level scheme can reach the same accuracy as the classical one-level Crank–Nicolson method with a very fine mesh size h by choosing a proper coarse mesh size H. However, the two-level method will involve much less work.     

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     

Two‐Grid method for nonlinear parabolic equations by expanded mixed finite element methods

In this article, we develop a two‐grid algorithm for nonlinear reaction diffusion equation (with nonlinear compressibility coefficient) discretized by expanded mixed finite element method. The key point is to use two‐grid scheme to linearize the nonlinear term in the equations. The main procedure of the algorithm is solving a small‐scaled nonlinear equations on the coarse grid and dealing with a linearized system on the fine space using the Newton iteration with the coarse grid solution. Error estimation to the expanded mixed finite element solution is analyzed in detail. We also show that two‐grid solution achieves the same accuracy as long as the mesh sizes satisfy H = O(h^1/2). Two numerical experiments are given to verify the effectiveness of the algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Discontinuous Galerkin methods for solving a quasistatic contact problem

We consider the numerical solution of a nonlinear evolutionary variational inequality, arising in the study of quasistatic contact problems. We study spatially semi-discrete and fully discrete schemes for the problem with several discontinuous Galerkin discretizations in space and finite difference discretization in time. Under appropriate regularity assumptions on the solution, a unified error analysis is established for the schemes, reaching the optimal convergence order for linear elements. Numerical results are presented on a two dimensional test problem to illustrate numerical convergence orders.     

Approximation of the dual problem for error estimation in inelastic problems

In numerical simulations with the finite element method the dependency on the mesh – and for time-dependent problems on the time discretization – arises. Adaptive refinements in space (and time) based on goal-oriented error estimation [1] become more and more popular for finite element analyses to balance computational effort and accuracy of the solution. The introduction of a goal quantity of interest defines a dual problem which has to be solved to estimate the error with respect to it. Often such procedures are based on a space-time Galerkin framework for instationary problems [2]. Discretization results in systems of equations in which the unknowns are nodal values. Contrary, in current finite element implementations for path-dependent problems some quantities storing information about the path-dependence are located at the integration points of the finite elements [3], e.g. plastic strains etc. In this contribution we propose an approach – similar to [4] for sensitivity analysis – for the approximation of the dual problem which mainly maintains the structure of current finite element implementations for path-dependent problems. Here, the dual problem is introduced after discretization. A numerical example illustrates the approach. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Configurational-Force-Based Adaptive FE Solver for a Phase Field Model of Fracture

The computational modeling of failure mechanisms in solids due to fracture based on sharp crack discontinuities suffers in situations with complex crack topologies. This can be overcome by diffusive crack modeling, based on the introduction of a crack phase field as outlined in [1, 2]. Following these formulations, we outline a thermodynamically consistent framework for phase field models of crack propagation in elastic solids, develop incremental variational principles and, as an extension to [1, 2], consider their numerical implementations by an efficient h-adaptive finite element method. A key problem of the phase field formulation is the mesh density, which is required for the resolution of the diffusive crack patterns. To this end, we embed the computational framework into an adaptive mesh refinement strategy that resolves the fracture process zones. We construct a configurational-force-based framework for h-adaptive finite element discretizations of the gradient-type diffusive fracture model. We develop a staggered computational scheme for the solution of the coupled balances in physical and material space. The balance in the material space is then used to set up indicators for the quality of the finite element mesh and accounts for a subsequent h-type mesh refinement. The capability of the proposed method is demonstrated by means of a numerical example. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Two-Grid Finite Element Approximation for Nonlinear Time Fractional Two-Term Mixed Sub-Diffusion and Diffusion Wave Equations

In this paper, we develop a two-grid method (TGM) based on the FEM for 2D nonlinear time fractional two-term mixed sub-diffusion and diffusion wave equations. A two-grid algorithm is proposed for solving the nonlinear system, which consists of two steps: a nonlinear FE system is solved on a coarse grid, then the linearized FE system is solved on the fine grid by Newton iteration based on the coarse solution. The fully discrete numerical approximation is analyzed, where the Galerkin finite element method for the space derivatives and the finite difference scheme for the time Caputo derivative with order $\alpha\in(1,2)$ and $\alpha_{1}\in(0,1)$. Numerical stability and optimal error estimate $O(h^{r+1}+H^{2r+2}+\tau^{\min\{3-\alpha,2-\alpha_{1}\}})$ in $L^{2}$-norm are presented for two-grid scheme, where $t,$ $H$ and $h$ are the time step size, coarse grid mesh size and fine grid mesh size, respectively. Finally, numerical experiments are provided to confirm our theoretical results and effectiveness of the proposed algorithm.     

求解定常不可压Stokes方程的两层罚函数方法

借助于两套有限元网格空间提出了一种求解定常不可压Stokes方程的两层罚函数方法.该方法只需要求解粗网格空间上的Stokes方程和细网格空间上的两个易于求解的罚参数方程（离散后的线性方程组具有相同的对称正定系数矩阵）.收敛性分析表明粗网格空间相对于细网格空间可以选择很小，并且罚参数的选取只与粗网格步长和问题的正则性有关.因此罚参数不必选择很小仍能够得到最优解.最后通过数值算例验证了上述理论结果，并且数值对比可知两层罚函数方法对于求解定常不可压Stokes方程具有很好的效果.     

Parallel solution of elasticity problems using overlapping aggregations

The finite element (FE) solution of geotechnical elasticity problems leads to the solution of a large system of linear equations. For solving the system, we use the preconditioned conjugate gradient (PCG) method with two-level additive Schwarz preconditioner. The preconditioning is realised in parallel. A coarse space is usually constructed using an aggregation technique. If the finite element spaces for coarse and fine problems on structural grids are fully compatible, relations between elements of matrices of the coarse and fine problems can be derived. By generalization of these formulae, we obtain an overlapping aggregation technique for the construction of a coarse space with smoothed basis functions. The numerical tests are presented at the end of the paper.     

Postprocessing and higher order convergence for the mixed finite element approximations of the eigenvalue problem

In this paper, we propose a method to improve the convergence rate of the lowest order Raviart-Thomas mixed finite element approximations for the second order elliptic eigenvalue problem. Here, we prove a supercloseness result for the eigenfunction approximations and use a type of finite element postprocessing operator to construct an auxiliary source problem. Then solving the auxiliary additional source problem on an augmented mixed finite element space constructed by refining the mesh or by using the same mesh but increasing the order of corresponding mixed finite element space, we can increase the convergence order of the eigenpair approximation. This postprocessing method costs less computation than solving the eigenvalue problem on the finer mesh directly. Some numerical results are used to confirm the theoretical analysis.     

Anisotropic a posteriori error estimation for the mixed discontinuous Galerkin approximation of the Stokes problem

This article presents a posteriori error estimates for the mixed discontinuous Galerkin approximation of the stationary Stokes problem. We consider anisotropic finite element discretizations, i.e., elements with very large aspect ratio. Our analysis covers two‐ and three‐dimensional domains. Lower and upper error bounds are proved with minimal assumptions on the meshes. The lower error bound is uniform with respect to the mesh anisotropy. The upper error bound depends on a proper alignment of the anisotropy of the mesh, which is a common feature of anisotropic error estimation. In the special case of isotropic meshes, the results simplify, and upper and lower error bounds hold unconditionally. The numerical experiments confirm the theoretical predictions and show the usefulness of the anisotropic error estimator. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006