Stability Analysis of Decoupled Solution Strategies for Coupled Multi-field Problems – A General Framework

A coupled partial differential equation (PDE) system, stemming from the mathematical modelling of a coupled phenomenon, is usually solved numerically following a monolithic or a decoupled solution method. In spite of the potential unconditional stability offered by monolithic solvers, their usage for solving complex problems sometimes proves cumbersome. This has motivated the development of various partitioned and staggered solution strategies, generally known as decoupled solution schemes. To this end, the problem is broken down into several isolated yet communicating sub-problems that are independently advanced in time, possibly by different integrators. Nevertheless, using a decoupled solver introduces additional errors to the system and, therefore, may jeopardise the stability of the solution [1]. Consequently, to scrutinise the stability of the solution scheme becomes a pertinent step in proposing decoupled solution strategies. Here, we endeavour to present a practical stability analysis algorithm, which can readily be used to reveal the stability condition of numerical solvers. To illustrate its capabilities, the algorithm is then utilised for the stability analysis of solution schemes applied to multi variate coupled PDE systems resulting from the mathematical modelling of surface- and volume-coupled multi-field problems. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Coupled Multi-field and Multi-rate Problems – Numerical Solution and Stability Analysis

The numerical solution of coupled differential equation systems is usually done following a monolithic or a decoupled algorithm. In contrast to the holistic monolithic solvers, the decoupled solution strategies are based on breaking down the system into several subsystems. This results in different characteristics of these families of solvers, e. g., while the monolithic algorithms provide a relatively straight-forward solution framework, unlike their decoupled counterparts, they hinder software re-usability and customisation. This is a drawback for multi-field and multi-rate problems. The reason is that a multi-field problem comprises several subproblems corresponding to interacting subsystems. This suggests exploiting an individual solver for each subproblem. Moreover, for the efficient solution of a multi-rate problem, it makes sense to perform the temporal integration of each subproblem using a time-step size relative to its evolution rate. Nevertheless, decoupled solvers introduce additional errors to the solution and, thus, they must always be accompanied by a thorough stability analysis. Here, tailored solution schemes for the decoupled solution of multi-field and multi-rate problems are proposed. Moreover, the stability behaviour of the solutions obtained from these methods are studied. Numerical examples are solved and the reliability of the outcome of the stability analysis is investigated. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the General Solution of Coupled Problems: Comparison of Monolithic and Partitioning Approaches

Coupled systems arise whenever there is a dynamic interaction between two or more functionally distinct components. The mathematical model for such a phenomenon consists of a system of coupled partial differential equations (PDE) in space and time, that has to be solved, either analytically or numerically, in order to describe or predict the response of the system under specific conditions. In spite of the natural accuracy of the analytical methods, they are less favourable due to their disability to treat more complex problems. Instead, different numerical schemes have been developed during the last decades, which are specialised to solve various coupled problems. These methods can be divided into two main categories, namely, monolithic and partitioned approaches. The main goal of this work is to study the general ideas behind monolithic and partitioned solution schemes for the pure differentially coupled systems. In the next step, the coupled problem of linear thermoelasticity is considered as benchmark example and the isothermal and isentropic operator-splitting schemes as two typical decoupling methods for this problem are presented. A canonical initial boundary-value problem has also been solved monolithically as well as by using the a.m. operator-splitting schemes and using the acquired results, the efficiency and stability of the methods are compared. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Staggered solution of fluid-porous-media interaction using the method of local Lagrange multipliers

Surface interaction among non-overlapping bulk-fluid and porous-medium bodies occurs in different situations, e. g., the interaction of blood with a blood vessel wall, a body of water with an earth dam structure, or acoustic waves with acoustic panels used in soundproofing. These are multi-field phenomena, comprising various surface- and volume-coupling mechanisms that should be reflected in the corresponding mathematical models. These models, together with appropriate initial and boundary values, assemble a coupled problem, the solution of which reveals the behaviour of the system under external excitations. The solution is commonly done numerically, following a monolithic or a decoupled approach. Here, the focus is on the latter. To design an efficient decoupled scheme, different types of coupling within the problem are addressed. These are the volume coupling between the degrees of freedom (DOF) within each subdomain, and the surface coupling between the DOF on the common boundaries. In particular, the latter constrains the feasible space of the solution of the problem. In this regard, local Lagrange multipliers (LLM) are employed to reformulate the problem in an unconstrained form. Unlike other domain decomposition methods which are based on using global Lagrange multipliers, the LLM method yields a complete separation of the subdomains and, consequently, facilitates parallel solution of the sub-problems. Moreover, within the subdomains, the penalty method is used to decouple pressure from other DOF. This procedure, on the one hand, reduces the size of the problem that should be solved at the interface and, on the other hand, removes the burden of using mixed finite elements within the subsystems. In the next step, the stability behaviour of the resulting staggered approach is analysed, and the unconditional stability of the method is established. Finally, the method is employed to solve a benchmark example, and using the numerical results, the reliability of the outcomes of the stability analysis is investigated. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Partitioned treatment of surface-coupled problems with application to the fluid-porous-media interaction

Employing a decoupled solution strategy for the numerical treatment of the set of governing equations describing a surface-coupled phenomenon is a common practice. In this regard, many partitioned solution algorithms have been developed, which usually either belong to the family of Schur-complement methods or to the group of staggered integration schemes. To select a decoupled solution strategy over another is, however, a case-dependent process that should be done with special care. In particular, the performances of the algorithms from the viewpoints of stability and accuracy of the results on the one hand, and the solution speed on the other hand should be investigated. In this contribution, two strategies for a partitioned treatment of the surface-coupled problem of fluid-porous-media interaction (FPMI) are considered. These are one parallel solution algorithm, which is based on the method of localised Lagrange multipliers (LLM), and one sequential solution method, which follows the block-Gauss-Seidel (BGS) integration strategy. In order to investigate the performances of the proposed schemes, an exemplary initial-boundary-value problem is considered and the numerical results obtained by employing the solution algorithms are compared. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On linear monotone iteration and Schwarz methods for nonlinear elliptic PDEs

Summary The Schwarz Alternating Method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each subdomain. In this paper, proofs of convergence of some Schwarz Alternating Methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method of subsolutions and supersolutions) are given. In particular, an additive Schwarz method for scalar as well some coupled nonlinear PDEs are shown to converge to some solution on finitely many subdomains, even when multiple solutions are possible. In the coupled system case, each subdomain PDE is linear, decoupled and can be solved concurrently with other subdomain PDEs. These results are applicable to several models in population biology. This work was in part supported by a grant from the RGC of HKSAR, China (HKUST6171/99P)     

Characteristic-based schemes for dispersive waves I. The method of characteristics for smooth solutions

In order to embark on the development of numerical schemes for stiff problems, we have studied a model of relaxing heat flow. To isolate those errors unavoidably associated with discretization, a method of characteristics is developed, containing three free parameters depending on the stiffness ratio. It is shown that such “decoupled” schemes do not take into account the interaction between the wave families and hence result in incorrect wave speeds. We also demonstrate that schemes can differ by up to two orders of magnitude in their rms errors even while maintaining second-order accuracy. We show that no method of characteristics solution can be better than second-order accurate. Next, we develop “coupled” schemes which account for the interactions, and here we obtain two additional free parameters. We demonstrate how coupling of the two wave families can be introduced in simple ways and how the results are greatly enhanced by this coupling. Finally, numerical results for several decoupled and coupled schemes are presented, and we observe that dispersion relationships can be a very useful qualitative tool for analysis of numerical algorithms for dispersive waves. © 1993 John Wiley & Sons, Inc.     

Dynamic Wave Propagation in Porous Media Semi-Infinite Domains

The problem of dynamic wave propagation in semi-infinite domains is of great importance, especially, in subjects of applied mechanics and geomechanics, such as the issues of earthquake wave propagation in an infinite half-space and soil-structure interaction under seismic loading. In such problems, the elastic waves are supposed to propagate to infinity, which requires a special treatment of the boundaries in initial boundary-value problems (IBVP). Saturated porous materials, e. g. soil, basically represent volumetrically coupled solid-fluid aggregates. Based on the continuum-mechanical principles and the established macroscopic Theory of Porous Media (TPM) [1, 2], the governing balance equations yield a coupled system of partial differential equations (PDE). Restricting the discussion to the isothermal and geometrically linear case, this system comprises the solid and fluid momentum balances and the overall volume balance, and can be conveniently treated numerically following an implicit monolithic approach [3]. Therefore, the equations are firstly discretised in space using the mixed Finite Element Method (FEM) together with quasi-static Infinite Elements (IE) at the boundaries that represent the extension of the domain to infinity [4], and secondly in time using an appropriate implicit time-integration scheme. Additionally, a stable implementation of the Viscous Damping Boundary (VDB) method [5] for the simulation of transient waves at infinity is presented, which implicitly treats the damping boundary terms in a weakly imposed sense. The proposed algorithm is implemented into the FE tool PANDAS and tested on a two-dimensional IBVP. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Decoupled Mixed Element Methods for Fourth Order Elliptic Optimal Control Problems with Control Constraints

In this paper, we study the finite element methods for distributed optimal control problems governed by the biharmonic operator. Motivated from reducing the regularity of solution space, we use the decoupled mixed element method which was used to approximate the solution of biharmonic equation to solve the fourth order optimal control problems. Two finite element schemes, i.e., Lagrange conforming element combined with full control discretization and the nonconforming Crouzeix-Raviart element combined with variational control discretization, are used to discretize the decoupled optimal control system. The corresponding a priori error estimates are derived under appropriate norms which are then verified by extensive numerical experiments.     

Analysis of a decoupled time‐stepping algorithm for reduced MHD system modeling magneto‐convection

In this article, we analyze the stability and error estimate of a decoupled algorithm for a magneto‐convection problem. Magneto‐convection is assumed to be modeled by a coupled system of reduced magneto‐hydrodynamic (RMHD) equations and convection‐diffusion equation. The proposed algorithm applies the second‐order backward difference formula in time and finite element in space. To obtain a noniterative decouple algorithm from the fully discrete nonlinear system, we use a second‐order extrapolation in time to the nonlinear terms such that their skew symmetry properties are preserved. We prove the stability of the algorithm and derive error estimates without assuming any stability conditions. The algorithm is unconditionally stable and requires the solution of one RMHD problem and one convection‐diffusion equation per time step. Numerical test is presented that illustrates the accuracy and efficiency of the algorithm.     

Acceleration of partitioned coupling schemes for problems of thermoelasticity

A partitioned coupling scheme for problems of thermo-elasticity at finite strains is presented. The coupling between the mechanical and thermal field is one of the most important multi-physics problem. Typically two different strategies are used to find an accurate solution for both fields: Partitioned or staggered coupling schemes, in which the mechanics and heat transfer is treated as a single field problem, or a monolithic solution of the full problem. Monolithic formulations have the drawback of a non-symmetric system which may lead to extremely large computational costs. Because partitioned schemes avoid this problem and allow for numerical formulations which are more flexible, we consider a staggered coupling algorithm which decouples the mechanical and the thermal field into partitioned symmetric sub-problems by means of an isothermal operator-split. In order to stabilize and to accelerate the convergence of the partitioned scheme, two different methods are employed: dynamic relaxation and a reduced order model quasi-Newton method. A numerical simulation of a quasi-static problem is presented investigating the performance of accelerated coupling schemes. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Improved T − ψ nodal finite element schemes for eddy current problems

The aim of this paper is to propose improved T − ψ finite element schemes for eddy current problems in the three-dimensional bounded domain with a simply-connected conductor. In order to utilize nodal finite elements in space discretization, we decompose the magnetic field into summation of a vector potential and the gradient of a scalar potential in the conductor; while in the nonconducting domain, we only deal with the gradient of the scalar potential. As distinguished from the traditional coupled scheme with both vector and scalar potentials solved in a discretizing equation system, the proposed decoupled scheme is presented to solve them in two separate equation systems, which avoids solving a saddle-point equation system like the traditional coupled scheme and leads to an important saving in computational effort. The simulation results and the data comparison of TEAM Workshop Benchmark Problem 7 between the coupled and decoupled schemes show the validity and efficiency of the decoupled one.     

A second‐order partitioned method with different subdomain time steps for the evolutionary Stokes‐Darcy system

A second‐order decoupled algorithm for the nonstationary Stokes‐Darcy system, which allows different time steps in two subregions, is proposed and analyzed in this paper. The algorithm, which is a combination of the second‐order backward differentiation formula and second‐order extrapolation method, uncouples the problem into two decoupled problems per time step. We prove the unconditional stability and long‐time stability of the decoupled scheme with different time steps and derive error estimates of this decoupled algorithm using finite element spatial discretization. Numerical experiments are provided to illustrate the accuracy, effectiveness, and stability of the decoupled algorithm and show its advantages of increasing accuracy and efficiency.     

Matrix-free monolithic homotopy continuation with application to computational aerodynamics

A matrix-free monolithic homotopy continuation algorithm is developed which allows for approximate numerical solutions to nonlinear systems of equations without the need to solve a linear system, thereby avoiding the formation of any Jacobian or preconditioner matrices. The algorithm can converge from an arbitrary starting guess, under suitable conditions, and can give a sufficiently accurate approximation to the converged solution such that a rapid locally convergent method such as Newton’s method will converge successfully. Several forms of the algorithm are presented, as are augmentations to the algorithms which can lead to improved efficiency or stability. The method is validated and the stability and efficiency are investigated numerically based on a computational aerodynamics flow solver.     

Nonlinear scheme with high accuracy for nonlinear coupled parabolic-hyperbolic system

A nonlinear finite difference scheme with high accuracy is studied for a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. Rigorous theoretical analysis is made for the stability and convergence properties of the scheme, which shows it is unconditionally stable and convergent with second order rate for both spatial and temporal variables. In the argument of theoretical results, difficulties arising from the nonlinearity and coupling between parabolic and hyperbolic equations are overcome, by an ingenious use of the method of energy estimation and inductive hypothesis reasoning. The reasoning method here differs from those used for linear implicit schemes, and can be widely applied to the studies of stability and convergence for a variety of nonlinear schemes for nonlinear PDE problems. Numerical tests verify the results of the theoretical analysis. Particularly it is shown that the scheme is more accurate and faster than a previous two-level nonlinear scheme with first order temporal accuracy.     

Local projection stabilized and characteristic decoupled scheme for the fluid–fluid interaction problems

In this article, we propose and analyse a local projection stabilized and characteristic decoupled scheme for the fluid–fluid interaction problems. We use the method of characteristics type to avert the difficulties caused by the nonlinear term, and use the local projection stabilized method to control spurious oscillations in the velocities due to dominant convection, and use a geometric averaging idea to decouple the monolithic problems. The stability analysis is derived and numerical tests are performed to demonstrate the robustness of this new method. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 704–723, 2017     

Multidimensional upwind convection schemes for flow in porous media on structured and unstructured quadrilateral grids

Standard reservoir simulation schemes employ first order upwind schemes for approximation of the convective fluxes when multiple phases or components are present. These convective flux schemes rely upon upwind information that is determined according to grid geometry. As a consequence directional diffusion is introduced into the solution that is grid dependent. The effect can be particularly important for cases where the flow is across grid coordinate lines and is known as cross-wind diffusion.Truly higher dimensional upwind schemes that minimize cross-wind diffusion are presented for convective flow approximation on quadrilateral unstructured grids. The schemes are locally conservative and yield improved results that are essentially free of spurious oscillations. The higher dimensional schemes are coupled with full tensor Darcy flux approximations.The benefits of the resulting schemes are demonstrated for classical test problems in reservoir simulation including cases with full tensor permeability fields. The test cases involve a range of structured and unstructured grids with variations in orientation and permeability that lead to flow fields that are poorly resolved by standard simulation methods. The higher dimensional formulations are shown to effectively reduce the numerical cross-wind diffusion effect, leading to improved resolution of concentration and saturation fronts.     

Stability analysis of coupled structural acoustics PDE models under thermal effects and with no additional dissipation

In this study we consider a coupled system of partial differential equations (PDE's) which describes a certain structural acoustics interaction. One component of this PDE system is a wave equation, which serves to model the interior acoustic wave medium within a given three dimensional chamber Ω. This acoustic wave equation is coupled on a boundary interface Γ₀ to a two dimensional system of thermoelasticity: this thermoelastic PDE is composed in part of a structural beam or plate equation, which governs the vibrations of flexible wall portion Γ₀ of the chamber Ω. Moreover, this elastic dynamics is coupled to a heat equation which also evolves on Γ₀, and which imparts a thermal damping onto the entire structural acoustic system. As we said, the interaction between the wave and thermoelastic PDE components takes place on the boundary interface Γ₀, and involves coupling boundary terms which are above the level of finite energy. We analyze the stability properties of this coupled structural acoustics PDE model, in the absence of any additive feedback dissipation on the hard walls Γ₁ of the boundary . Under a certain geometric assumption on Γ₁, an assumption which has appeared in the literature in connection with structural acoustic flow, and which allows for the invocation of a recently derived microlocal boundary trace estimate, we show that classical solutions of this thermally damped structural acoustics PDE decay uniformly to zero, with a rational rate of decay.     

Hydrodynamic Behaviour of Very Large Floating Structures (VLFS) in Waves

An effective way to solve multiphysics scenarios in general and fluid-structure interaction problems in particular is to rely on a partitioned solution approach, which allows for the use of different discretisation schemes and specialised solvers for each of the individual subdomains. A coupling interface, which manages the transfer of the field quantities between the solvers, has been developed and successfully applied to a great variety of coupled problems. Different predictor and relaxation techniques have been implemented to stabilize the solution algorithm and accelerate its convergence. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)