A Posteriori Error Estimates and a Local Refinement Strategy for a Finite Element Method to Solve Structural-Acoustic Vibration Problems

This paper deals with an adaptive technique to compute structural-acoustic vibration modes. It is based on an a posteriori error estimator for a finite element method free of spurious or circulation nonzero-frequency modes. The estimator is shown to be equivalent, up to higher order terms, to the approximate eigenfunction error, measured in a useful norm; moreover, the equivalence constants are independent of the corresponding eigenvalue, the physical parameters, and the mesh size. This a posteriori error estimator yields global upper and local lower bounds for the error and, thus, it may be used to design adaptive algorithms. We propose a local refinement strategy based on this estimator and present a numerical test to assess the efficiency of this technique.     

The influence and selection of subspaces for a posteriori error estimators

Summary. The element residual method for a posteriori error estimation is analyzed for degree finite element approximation on quadrilateral elements. The influence of the choice of subspace used to solve the element residual problem is studied. It is shown that the resulting estimators will be consistent (or asymptotically exact) for all if and only if the mesh is parallel. Moreover, even if the mesh consists of rectangles, then the estimators can be inconsistent when . The results provide concrete guidelines for the selection of a posteriori error estimators and establish the limits of their performance. In particular, the use of the element residual method for high orders of approximation (such as those arising in the - version finite element method) is vindicated. The mechanism behind the rather poor performance of the estimators is traced back to the basic formulation of the residual problem. The investigations reveal a deficiency in the formulation, leading, as it does, to spurious modes in the true solution of the residual problem. The recommended choice of subspaces may be viewed as being sufficient to guarantee that the spurious modes are filtered out from the approximate solution while at the same time retaining a sufficient degree of approximation to represent the true modes. Received February 27, 1995 / Revised version received June 7, 1995     

Spurious solutions for the advection‐diffusion equation using wide stencils for approximating the second derivative

A one‐dimensional steady‐state advection‐diffusion problem using summation‐by‐parts operators is investigated. For approximating the second derivative, a wide stencil is used, which simplifies implementation and stability proofs. However, it also introduces spurious, oscillating, modes for all mesh sizes. We prove that the size of the spurious modes are equal to the size of the truncation error for a stable approximation and hence disappears with the convergence rate. The theoretical results are verified with numerical experiments.     

Finite element analysis of compressible and incompressible fluid-solid systems

This paper deals with a finite element method to solve interior fluid-structure vibration problems valid for compressible and incompressible fluids. It is based on a displacement formulation for both the fluid and the solid. The pressure of the fluid is also used as a variable for the theoretical analysis yielding a well posed mixed linear eigenvalue problem. Lowest order triangular Raviart-Thomas elements are used for the fluid and classical piecewise linear elements for the solid. Transmission conditions at the fluid-solid interface are taken into account in a weak sense yielding a nonconforming discretization. The method does not present spurious or circulation modes for nonzero frequencies. Convergence is proved and error estimates independent of the acoustic speed are given. For incompressible fluids, a convenient equivalent stream function formulation and a post-process to compute the pressure are introduced.

     

On the problem of spurious eigenvalues in the approximation of linear elliptic problems in mixed form

In the approximation of linear elliptic operators in mixed form, it is well known that the so-called inf-sup and ellipticity in the kernel properties are sufficient (and, in a sense to be made precise, necessary) in order to have good approximation properties and optimal error bounds. One might think, in the spirit of Mercier-Osborn-Rappaz-Raviart and in consideration of the good behavior of commonly used mixed elements (like Raviart-Thomas or Brezzi-Douglas-Marini elements), that these conditions are also sufficient to ensure good convergence properties for eigenvalues. In this paper we show that this is not the case. In particular we present examples of mixed finite element approximations that satisfy the above properties but exhibit spurious eigenvalues. Such bad behavior is proved analytically and demonstrated in numerical experiments. We also present additional assumptions (fulfilled by the commonly used mixed methods already mentioned) which guarantee optimal error bounds for eigenvalue approximations as well.

     

杂交元假设应力模式的变形刚度分析

通过本征变形模式提出识别杂交元零能变形模式和假设应力场中零能应力模式的新方法,同时给出了在假设应力场中增加应力模式时杂交元变形刚度的计算公式．从而从理论上阐明了在假设应力场中增加零能应力模式不仅不能抑制单元零能变形模式而且可能增加非零能变形模式的刚度,因此不宜用来假设应力场;同时进一步指出寄生应力模式将使单元产生虚假应变能而使单元显得过刚,因此即使它能够抑制单元零能变形模式也不宜用来假设应力场,从而为假设应力场提供了合理的建议．数值算例说明了包含零能应力模式和寄生应力模式时单元的性能．     

On numerical implementations of a new iterative method with boundary condition splitting for solving the nonstationary stokes problem in a strip with periodicity condition

Based on finite-difference approximations in time and a bilinear finite-element approximation in spatial variables, numerical implementations of a new iterative method with boundary condition splitting are constructed for solving the Dirichlet initial-boundary value problem for the nonstationary Stokes system. The problem is considered in a strip with a periodicity condition along it. At each iteration step of the method, the original problem splits into two much simpler boundary value problems that can be stably numerically approximated. As a result, this approach can be used to construct new effective and stable numerical methods for solving the nonstationary Stokes problem. The velocity and pressure are approximated by identical bilinear finite elements, and there is no need to satisfy the well-known difficult-to-verify Ladyzhenskaya-Brezzi-Babuska condition, as is usually required when the problem is discretized as a whole. Numerical iterative methods are constructed that are first- and second-order accurate in time and second-order accurate in space in the max norm for both velocity and pressure. The numerical methods have fairly high convergence rates corresponding to those of the original iterative method at the differential level (the error decreases approximately 7 times per iteration step). Numerical results are presented that illustrate the capabilities of the methods developed.     

Special finite elements including stress concentration effects of a hole

Special finite elements are developed for efficient evaluation of stress concentration around a hole in complex structures. The complex variable formulation is used to derive a special set of stress functions which embody the stress concentration effects of a hole. The stress functions in combination with an independent displacement field assumed along the element boundary are used to construct the special elements with the hybrid displacement finite element method. Several numerical examples are presented to show that the used of special finite elements to model critical regions around a hole, together with conventional finite elements to model other regions away from the hole, is not only very convenient but also highly accurate.     

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.     

Comparison of higher-order accurate schemes for solving the two-dimensional unsteady Burgers' equation

This paper is devoted to the testing and comparison of numerical solutions obtained from higher-order accurate finite difference schemes for the two-dimensional Burgers' equation having moderate to severe internal gradients. The fourth-order accurate two-point compact scheme, and the fourth-order accurate Du Fort Frankel scheme are derived. The numerical stability and convergence are presented. The cases of shock waves of severe gradient are solved and checked with the fourth-order accurate Du Fort Frankel scheme solutions. The present study shows that the fourth-order two-point compact scheme is highly stable and efficient in comparison with the fourth-order accurate Du Fort Frankel scheme.     

Higher-order conformal decomposition finite element method

Numerical simulations of structures using higher-order finite elements is still a challenging task, in particular for domains with curved boundaries. A new higher-order accurate approach is proposed, combining the advantages of the classical p-FEM with embedded domain methods. Boundaries and/or interfaces are described implicitly using the level set method. In the elements cut by the zero level set, an automatic decomposition into interface aligned, i. e. conforming sub-elements is realized. Transfinite mappings are utilized to construct higher-order sub-elements by mappings of reference elements to the two sides of the boundary or interface. It is shown that although the resulting sub-elements are not always well-shaped, optimal convergence rates are possible. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Finite element analysis of the vibration problem of a plate coupled with a fluid

Summary. We consider the approximation of the vibration modes of an elastic plate in contact with a compressible fluid. The plate is modelled by Reissner-Mindlin equations while the fluid is described in terms of displacement variables. This formulation leads to a symmetric eigenvalue problem. Reissner-Mindlin equations are discretized by a mixed method, the equations for the fluid with Raviart-Thomas elements and a non conforming coupling is used on the interface. In order to prove that the method is locking free we consider a family of problems, one for each thickness , and introduce appropriate scalings for the physical parameters so that these problems attain a limit when . We prove that spurious eigenvalues do not arise with this discretization and we obtain optimal order error estimates for the eigenvalues and eigenvectors valid uniformly on the thickness parameter t. Finally we present numerical results confirming the good performance of the method. Received February 4, 1998 / Revised version received May 26, 1999 / Published online June 21, 2000     

Higher-order energy consistent time integrators for nonlinear thermoviscoelastodynamics

An advantage of the temporal fe method is that higher-order accurate time integrators can be constructed easily. A further important advantage is the inherent energy consistency if applied to equations of motion. The temporal fe method is therefore used to construct higher-order energy-momentum conserving time integrators for nonlinear elastodynamics (see Ref. [1]). Considering finite motions of a flexible solid body with internal dissipation, an energy consistent time integration is also of great advantage (see the references [2, 3]). In this paper, we show that an energy consistent time integration is also advantageous for dynamics with dissipation arising from conduction of heat as well as from a viscous material. The energy consistency is preserved by using a new enhanced hybrid Galerkin (ehG) method. The obtained numerical schemes satisfy the energy balance exactly, independent of their accuracy and the used time step size. This guarantees numerical stability. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Spectral analysis of a high-order Hermitian algorithm for structural dynamics

The spectral analysis of an efficient step-by-step direct integration algorithm for the structural dynamic equation is presented. The proposed algorithm is formulated in terms of two Hermitian finite difference operators of fifth-order local truncation error and it is unconditionally stable with no numerical damping presenting a fourth-order truncation error for period dispersion (global error). In addition, although it is in competition with higher-order algorithms presented in the literature, the computational effort is similar to that of the classical second-order Newmark’s method. The numerical application for nonlinear structural dynamic problems is also considered.     

Mixed finite element methods in fluid structure systems

Summary. The eigenvalue problem describing the frequencies of a fluid vibrating in a rigid cavity or within moving boundaries is considered. Based on the method of Lagrange multipliers, a three field mixed formulation is introduced in order to avoid the spurious circulating modes. Stability and optimal error bounds are proved for two choices of finite element spaces. Received October 20, 1992 / Revised version received May 23, 1995     

An optimal‐order estimate for MMOC‐MFEM approximations to porous medium flow

Mathematical models used to describe porous medium flow lead to coupled systems of time‐dependent partial differential equations. Standard methods tend to generate numerical solutions with nonphysical oscillations or numerical dispersion along with spurious grid‐orientation effect. The MMOC‐MFEM time‐stepping procedure, in which the modified method of characteristics (MMOC) is used to solve the transport equation and a mixed finite element method (MFEM) is used for the pressure equation, simulates porous medium flow accurately even if large spatial grids and time steps are used. In this article we prove an optimal‐order error estimate for a family of MMOC‐MFEM approximations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Gauss point mass lumping schemes for Maxwell's equations

Finite element and finite difference methods for approximating the Maxwell system propagate numerical waves with slightly incorrect velocities, and this results in phase error in the computed solution. Indeed this error limits the type of problem that can be solved, because phase error accumulates during the computation and eventually destroys the solution. Here we propose a family of mass-lumped finite element schemes using edge elements. We emphasize in particular linear elements that are equivalent to the standard Yee FDTD scheme, and cubic elements that have superior phase accuracy. We prove theorems that allow us to perform a dispersion analysis of the two common families of edge elements on rectilinear grids. A result of this analysis is to provide some justification for the choice of the particular family we use. We also provide a limited selection of numerical results that show the efficiency of our scheme. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 63–88, 1998     

Numerical computation of dispersion relations in wave guides

In this paper a numerical approach, based on the Scaled Boundary Finite Element Method (SBFEM), is described to obtain dispersion relations for propagating modes in wave guides. While the formulation is developed for plate structures, it can easily be extended to wave guides with arbitrary cross-section. The cross-section is discretized in the Finite Element sense while all equations remain analytical in the direction of propagation. The wave numbers of all propagating modes are obtained as the solutions of a standard eigenvalue problem. The group velocities can be calculated accurately as the eigenvalue derivatives. The use of higher-order elements drastically increases the efficiency and accuracy of the computation. This approach can be used for wave guides with arbitrary distribution of material parameters. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Petrov-Galerkin mixed finite element method with exponential fitting

We discuss a Petrov-Galerkin mixed finite element formulation of the semiconductor continuity equations on a rectangular domain. We give error estimates for equations that are in principle degenerate in the singularly perturbed case. We give arguments that indicate that the method is also effective in the singularly perturbed case. We develop a discretization that gives a higher-order accurate solution for use in an a posteriori error estimator. © 1995 John Wiley & Sons, Inc.     

Space–time discontinuous Galerkin finite element method for shallow water flows

A space–time discontinuous Galerkin (DG) finite element method is presented for the shallow water equations over varying bottom topography. The method results in nonlinear equations per element, which are solved locally by establishing the element communication with a numerical HLLC flux. To deal with spurious oscillations around discontinuities, we employ a dissipation operator only around discontinuities using Krivodonova's discontinuity detector. The numerical scheme is verified by comparing numerical and exact solutions, and validated against a laboratory experiment involving flow through a contraction. We conclude that the method is second order accurate in both space and time for linear polynomials.