A multiscale hp-FEM for 2D photonic crystal bands

A multiscale generalised hp-finite element method (MSFEM) for time harmonic wave propagation in bands of locally periodic media of large, but finite extent, e.g., photonic crystal (PhC) bands, is presented. The method distinguishes itself by its size robustness, i.e., to achieve a prescribed error its computational effort does not depend on the number of periods. The proposed method shows this property for general incident fields, including plane waves incident at a certain angle to the infinite crystal surface, and at frequencies in and outside of the bandgap of the PhC. The proposed MSFEM is based on a precomputed problem adapted multiscale basis. This basis incorporates a set of complex Bloch modes, the eigenfunctions of the infinite PhC, which are modulated by macroscopic piecewise polynomials on a macroscopic FE mesh. The multiscale basis is shown to be efficient for finite PhC bands of any size, provided that boundary effects are resolved with a simple macroscopic boundary layer mesh. The MSFEM, constructed by combing the multiscale basis inside the crystal with some exterior discretisation, is a special case of the generalised finite element method (g-FEM). For the rapid evaluation of the matrix entries we introduce a size robust algorithm for integrals of quasi-periodic micro functions and polynomial macro functions. Size robustness of the present MSFEM in both, the number of basis functions and the computation time, is verified in extensive numerical experiments.     

Local–global multiscale model reduction for flows in high-contrast heterogeneous media

In this paper, we study model reduction for multiscale problems in heterogeneous high-contrast media. Our objective is to combine local model reduction techniques that are based on recently introduced spectral multiscale finite element methods (see [19]) with global model reduction methods such as balanced truncation approaches implemented on a coarse grid. Local multiscale methods considered in this paper use special eigenvalue problems in a local domain to systematically identify important features of the solution. In particular, our local approaches are capable of homogenizing localized features and representing them with one basis function per coarse node that are used in constructing a weight function for the local eigenvalue problem. Global model reduction based on balanced truncation methods is used to identify important global coarse-scale modes. This provides a substantial CPU savings as Lyapunov equations are solved for the coarse system. Typical local multiscale methods are designed to find an approximation of the solution for any given coarse-level inputs. In many practical applications, a goal is to find a reduced basis when the input space belongs to a smaller dimensional subspace of coarse-level inputs. The proposed approaches provide efficient model reduction tools in this direction. Our numerical results show that, only with a careful choice of the number of degrees of freedom for local multiscale spaces and global modes, one can achieve a balanced and optimal result.     

Variational multiscale element-free Galerkin method for 2D Burgers’ equation

A new numerical method, which is based on the coupling between variational multiscale method and meshfree methods, is developed for 2D Burgers’ equation with various values of Re. The proposed method takes full advantage of meshfree methods, therefore, no mesh generation and mesh recreation are involved. Meanwhile, compared with the variational multiscale finite element method, a strong assumption, that is, the fine scale vanishes identically over the element boundaries although non-zero within the elements, is not needed. Subsequently two problems which have an available analytical solution of their own are solved to analyze the convergence behaviour of the proposed method. Finally a 2D Burgers’ equation having large Re is solved and the results have also been compared with the ones computed by two other methods. The numerical results show that the proposed method can indeed obtain accurate numerical results for 2D Burgers’ equation having large Re, which does not refer to the choice of a proper stabilization parameter.     

An anisotropic mesh adaptation method for the finite element solution of heterogeneous anisotropic diffusion problems

Heterogeneous anisotropic diffusion problems arise in the various areas of science and engineering including plasma physics, petroleum engineering, and image processing. Standard numerical methods can produce spurious oscillations when they are used to solve those problems. A common approach to avoid this difficulty is to design a proper numerical scheme and/or a proper mesh so that the numerical solution validates the discrete counterpart (DMP) of the maximum principle satisfied by the continuous solution. A well known mesh condition for the DMP satisfaction by the linear finite element solution of isotropic diffusion problems is the non-obtuse angle condition that requires the dihedral angles of mesh elements to be non-obtuse. In this paper, a generalization of the condition, the so-called anisotropic non-obtuse angle condition, is developed for the finite element solution of heterogeneous anisotropic diffusion problems. The new condition is essentially the same as the existing one except that the dihedral angles are now measured in a metric depending on the diffusion matrix of the underlying problem. Several variants of the new condition are obtained. Based on one of them, two metric tensors for use in anisotropic mesh generation are developed to account for DMP satisfaction and the combination of DMP satisfaction and mesh adaptivity. Numerical examples are given to demonstrate the features of the linear finite element method for anisotropic meshes generated with the metric tensors.     

多尺度模拟中网格守恒重映算法

针对耦合微观分子动力学(MD)和宏观有限元方法(FE)的多尺度模拟,提出一类新的基于贡献单元法的网格守恒重映算法.由于物理量是由有限元节点以及相应区域的原子信息通过积分重构得到的,对结构和非结构网格都能适用.对于未知量定义在顶点的情形,引入辅助网格.数值例子验证了算法的准确性和有效性.     

多孔复合介质周期结构热传导和质扩散问题的多尺度数值方法

本文针对一类复杂的多孔复合介质的热传导和质扩散问题,给出具体的多尺度渐近展开公式,并在此基础上设计了有限元算法格式,它是宏观和细观相结合的数值方法。理论分析和数值实验均表明：多尺度数值方法对求解多孔复合介质周期结构的热传导和质扩散问题是可行的和有效的。     

H -ADAPTIVE REFINEMENT STRATEGY FOR ACOUSTIC PROBLEMS WITH A SET OF NATURAL FREQUENCIES

The finite element method has been applied to the analysis of acoustic problems with several natural frequencies and mode shapes. First, a recovery-based error estimation is performed following the well-known procedures of structural problems. Then, an h -adaptive refinement strategy is proposed that leads to a finite element mesh with the minimum number of elements and with a specified error for each of the natural frequencies included in the analysis. The procedure provides a useful numerical tool, since the computational requirements are reduced. In addition, results obtained by means of the minimum element size procedure are shown for comparison purposes. The similarity of the meshes given by the two methods is justified on the basis of the equations that lead to the element size of the mesh. The procedure has been applied to some numerical examples to illustrate its validity.     

Variational multiscale element free Galerkin method for the water wave problems

A new numerical method, which is based on the coupling between variational multiscale method and meshfree methods, is developed for the water wave problems, in which the free surface capturing technique is used to capture the position of the free surface. The proposed method takes full advantage of meshfree methods, therefore, no mesh generation and mesh reconstruction are involved. Meanwhile, due to that the proposed method belongs to meshfree methods, thus it is suitable for the highly deformed free surface flow problems. Finally, two water wave problems are solved and the results have also been analyzed. The numerical results show that the proposed method can indeed obtain accurate numerical results for the water wave problems, which does not refer to the choice of a proper stabilization parameter.     

Multiscale finite-volume method for parabolic problems arising from compressible multiphase flow in porous media

The multiscale finite-volume (MSFV) method was originally developed for the solution of heterogeneous elliptic problems with reduced computational cost. Recently, some extensions of this method for parabolic problems have been proposed. These extensions proved effective for many cases, however, they are neither general nor completely satisfactory. For instance, they are not suitable for correctly capturing the transient behavior described by the parabolic pressure equation. In this paper, we present a general multiscale finite-volume method for parabolic problems arising, for example, from compressible multiphase flow in porous media. Opposed to previous methods, here, the basis and correction functions are solutions of full parabolic governing equations in localized domains. At the same time, to enhance the computational efficiency of the scheme, the basis functions are kept pressure independent and do not have to be recalculated as pressure evolves. This general approach requires no additional assumptions and its good efficiency and high accuracy is demonstrated for various challenging test cases. Finally, to improve the quality of the results and also to extend the scheme for highly anisotropic heterogeneous problems, it is combined with the iterative MSFV (i-MSFV) method for parabolic problems. As one iterates, the i-MSFV solutions of compressible multiphase problems (parabolic problems) converge to the corresponding fine-scale reference solutions in the same way as demonstrated recently for incompressible cases (elliptic problems). Therefore, the proposed MSFV method can also be regarded as an efficient linear solver for parabolic problems and studies of its efficiency are presented for many test cases.     

Free Mesh Method: fundamental conception, algorithms and accuracy study

The finite element method (FEM) has been commonly employed in a variety of fields as a computer simulation method to solve such problems as solid, fluid, electro-magnetic phenomena and so on. However, creation of a quality mesh for the problem domain is a prerequisite when using FEM, which becomes a major part of the cost of a simulation. It is natural that the concept of meshless method has evolved. The free mesh method (FMM) is among the typical meshless methods intended for particle-like finite element analysis of problems that are difficult to handle using global mesh generation, especially on parallel processors. FMM is an efficient node-based finite element method that employs a local mesh generation technique and a node-by-node algorithm for the finite element calculations. In this paper, FMM and its variation are reviewed focusing on their fundamental conception, algorithms and accuracy.     

Numerical methods for stochastic partial differential equations with multiple scales

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, E. Vanden-Eijnden, Analysis of multiscale methods for stochastic differential equations, Commun. Pure Appl. Math., 58(11) (2005) 1544–1585]. The class of problems that we consider are SPDEs with quadratic nonlinearities that were studied in [D. Blömker, M. Hairer, G.A. Pavliotis, Multiscale analysis for stochastic partial differential equations with quadratic nonlinearities, Nonlinearity, 20(7) (2007) 1721–1744]. For such SPDEs an amplitude equation which describes the effective dynamics at long time scales can be rigorously derived for both advective and diffusive time scales. Our method, based on micro and macro solvers, allows to capture numerically the amplitude equation accurately at a cost independent of the small scales in the problem. Numerical experiments illustrate the behavior of the proposed method.     

A posteriori error estimation and adaptive mesh refinement for a multiscale operator decomposition approach to fluid–solid heat transfer

We analyze a multiscale operator decomposition finite element method for a conjugate heat transfer problem consisting of a fluid and a solid coupled through a common boundary. We derive accurate a posteriori error estimates that account for all sources of error, and in particular the transfer of error between fluid and solid domains. We use these estimates to guide adaptive mesh refinement. In addition, we provide compelling numerical evidence that the order of convergence of the operator decomposition method is limited by the accuracy of the transferred gradient information, and adapt a so-called boundary flux recovery method developed for elliptic problems in order to regain the optimal order of accuracy in an efficient manner. In an appendix, we provide an argument that explains the numerical results provided sufficient smoothness is assumed.     

Simulation of electromagnetic scattering by random discrete particles using a hybrid FE-BI-CBFM technique

A hybrid finite element–boundary integral–characteristic basis function method (FE-BI-CBFM) is proposed for an efficient simulation of electromagnetic scattering by random discrete particles. Specifically, the finite element method (FEM) is used to obtain the solution of the vector wave equation inside each particle and the boundary integral equation (BIE) using Green's functions is applied on the surfaces of all the particles as a global boundary condition. The coupling system of equations is solved by employing the characteristic basis function method (CBFM) based on the use of macro-basis functions constructed according to the Foldy–Lax multiple scattering equations. Due to the flexibility of FEM, the proposed hybrid technique can easily deal with the problems of multiple scattering by randomly distributed inhomogeneous particles that are often beyond the scope of traditional numerical methods. Some numerical examples are presented to demonstrate the validity and capability of the proposed method.     

Stabilized finite element method for incompressible flows with high Reynolds number

In the following paper, we discuss the exhaustive use and implementation of stabilization finite element methods for the resolution of the 3D time-dependent incompressible Navier–Stokes equations. The proposed method starts by the use of a finite element variational multiscale (VMS) method, which consists in here of a decomposition for both the velocity and the pressure fields into coarse/resolved scales and fine/unresolved scales. This choice of decomposition is shown to be favorable for simulating flows at high Reynolds number. We explore the behaviour and accuracy of the proposed approximation on three test cases. First, the lid-driven square cavity at Reynolds number up to 50,000 is compared with the highly resolved numerical simulations and second, the lid-driven cubic cavity up to Re = 12,000 is compared with the experimental data. Finally, we study the flow over a 2D backward-facing step at Re = 42,000. Results show that the present implementation is able to exhibit good stability and accuracy properties for high Reynolds number flows with unstructured meshes.     

Numerical modeling of composites with multiscale microstructure

A method of numerical modeling for the stress state in composites with a multiscale structure is proposed. Special-purpose software for automating the solution of these problems is developed. An example of calculating the fields of elastic stress at different structural scales of dispersion-reinforced composites is presented.     

多孔介质两相流的局部守恒有限元分析

用局部守恒有限元法研究多孔介质两相渗流问题.详细阐述局部守恒有限元法的基本原理,推导两相渗流问题的局部守恒有限元计算格式并编制相应的计算程序.通过一维Buckley-Leverett两相渗流算例验证该方法的正确性.应用局部守恒有限元法和混合有限元法分别对2个模型进行分析对比.计算结果表明局部守恒有限元法具有良好的鲁棒性及适用性,相较于混合有限元法,处理过程简单,计算时间缩短,为标准有限元法应用于复杂渗流问题提供了一种途径.     

考虑渗透率张量的非均质油藏有限元数值模拟方法

针对具有混合边界的非均质油藏,考虑全张量形式的渗透率,建立弹性微可压缩单相流体不稳定渗流问题的数学模型.根据变分原理,将压力微分方程的边值问题转化为泛函的极值问题,建立渗流模型的有限元方程.针对典型的均质和非均质渗流问题进行模拟计算,得到油藏内压力动态分布曲线,并分析曲线特征.研究表明,有限元法计算精度很高,适用于求解利用渗透率张量表征的非均质油藏渗流问题.为非均质油藏的开发和精细油藏数值模拟提供了理论依据.     

Phase reduction models for improving the accuracy of the finite element solution of time-harmonic scattering problems I: General approach and low-order models

This paper introduces a new formulation of high frequency time-harmonic scattering problems in view of a numerical finite element solution. It is well-known that pollution error causes inaccuracies in the finite element solution of short-wave problems. To partially avoid this precision problem, the strategy proposed here consists in firstly numerically computing at a low cost an approximate phase of the exact solution through asymptotic propagative models. Secondly, using this approximate phase, a slowly varying unknown envelope is introduced and is computed using coarser mesh grids. The global procedure is called Phase Reduction. In this first paper, the general theoretical procedure is developed and low-order propagative models are numerically investigated in detail. Improved solutions based on higher order models are discussed showing the potential of the method for further developments.     

Adaptive iterative multiscale finite volume method

The multiscale finite volume (MSFV) method is a computationally efficient numerical method for the solution of elliptic and parabolic problems with heterogeneous coefficients. It has been shown for a wide range of test cases that the MSFV results are in close agreement with those obtained with a classical (computationally expensive) technique. The method, however, fails to give accurate results for highly anisotropic heterogeneous problems due to weak localization assumptions. Recently, a convergent iterative MSFV (i-MSFV) method was developed to enhance the quality of the multiscale results by improving the localization conditions. Although the i-MSFV method proved to be efficient for most practical problems, it is still favorable to improve the localization condition adaptively, i.e. only for a sub-domain where the original MSFV localization conditions are not acceptable, e.g. near shale layers and long coherent structures with high permeability contrasts. In this paper, a space–time adaptive i-MSFV (ai-MSFV) method is introduced. It is shown how to improve the MSFV results adaptively in space and simulation time. The fine-scale smoother, which is necessary for convergence of the i-MSFV method, is also applied locally. Finally, for multiphase flow problems, two criteria are investigated for adaptively updating the MSFV interpolation functions: (1) a criterion based on the total mobility change for the transient coefficients and (2) a criterion based on the pressure equation residual for the accuracy of the results. For various challenging test cases it is demonstrated that iterations in order to obtain accurate results even for highly anisotropic heterogeneous problems are required only in small sub-domains and not everywhere. The findings show that the error introduced in the MSFV framework can be controlled and improved very efficiently with very little additional computational cost compared to the original, non-iterative MSFV method.