Higher order finite element methods and multigrid solvers in a benchmark problem for the 3D Navier–Stokes equations

This paper presents a numerical study of the 3D flow around a cylinder which was defined as a benchmark problem for the steady state Navier–Stokes equations within the DFG high‐priority research program flow simulation with high‐performance computers by Schafer and Turek (Vol. 52, Vieweg: Braunschweig, 1996). The first part of the study is a comparison of several finite element discretizations with respect to the accuracy of the computed benchmark parameters. It turns out that boundary fitted higher order finite element methods are in general most accurate. Our numerical study improves the hitherto existing reference values for the benchmark parameters considerably. The second part of the study deals with efficient and robust solvers for the discrete saddle point problems. All considered solvers are based on coupled multigrid methods. The flexible GMRES method with a multiple discretization multigrid method proves to be the best solver. Copyright © 2002 John Wiley & Sons, Ltd.     

An adaptive finite element method for the modeling of the equilibrium of red blood cells

This contribution is concerned with the numerical modeling of an isolated red blood cell (RBC), and more generally of phospholipid membranes. We propose an adaptive Eulerian finite element approximation, based on the level set method, of a shape optimization problem arising in the study of RBCs. We simulate the equilibrium shapes that minimize the elastic bending energy under prescribed constraints of fixed volume and surface area. An anisotropic mesh adaptation technique is used in the vicinity of the cell membrane to enhance the robustness of the method. Efficient time and spatial discretizations are considered and implemented. We address in detail the main features of the proposed method, and finally we report several numerical experiments in the two‐dimensional and the three‐dimensional axisymmetric cases. The effectiveness of the numerical method is further demonstrated through numerical comparisons with semi‐analytical solutions provided by a reduced order model. Copyright © 2015 John Wiley & Sons, Ltd.     

ℋ︁‐LU factorization in preconditioners for augmented Lagrangian and grad‐div stabilized saddle point systems

The (mixed finite element) discretization of the linearized Navier–Stokes equations leads to a linear system of equations of saddle point type. The iterative solution of this linear system requires the construction of suitable preconditioners, especially in the case of high Reynolds numbers. In the past, a stabilizing approach has been suggested which does not change the exact solution but influences the accuracy of the discrete solution as well as the effectiveness of iterative solvers. This stabilization technique can be performed on the continuous side before the discretization, where it is known as ‘grad‐div’ (GD) stabilization, as well as on the discrete side where it is known as an ‘augmented Lagrangian’ (AL) technique (and does not change the discrete solution). In this paper, we study the applicability of ??‐LU factorizations to solve the arising subproblems in the different variants of stabilized saddle point systems. We consider both the saddle point systems that arise from the stabilization in the continuous as well as on the discrete setting. Recently, a modified AL preconditioner has been proposed for the system resulting from the discrete stabilization. We provide a straightforward generalization of this approach to the GD stabilization. We conclude the paper with numerical tests for a variety of problems to illustrate the behavior of the considered preconditioners as well as the suitability of ??‐LU factorization in the preconditioners. Copyright © 2010 John Wiley & Sons, Ltd.     

Natural convection in porous media—dual reciprocity boundary element method solution of the Darcy model

This paper describes the solution of a steady state natural convection problem in porous media by the dual reciprocity boundary element method (DRBEM). The boundary element method (BEM) for the coupled set of mass, momentum, and energy equations in two dimensions is structured by the fundamental solution of the Laplace equation. The dual reciprocity method is based on augmented scaled thin plate splines. Numerical examples include convergence studies with different mesh size, uniform and non‐uniform mesh arrangement, and constant and linear boundary field discretizations for differentially heated rectangular cavity problems at filtration with Rayleigh numbers of Ra*=25, 50, and 100 and aspect ratios of A=1/2, 1, and 2. The solution is assessed by comparison with reference results of the fine mesh finite volume method (FVM). Copyright © 2000 John Wiley & Sons, Ltd.     

Efficiency of high‐performance discontinuous Galerkin spectral element methods for under‐resolved turbulent incompressible flows

The present paper addresses the numerical solution of turbulent flows with high‐order discontinuous Galerkin methods for discretizing the incompressible Navier‐Stokes equations. The efficiency of high‐order methods when applied to under‐resolved problems is an open issue in the literature. This topic is carefully investigated in the present work by the example of the three‐dimensional Taylor‐Green vortex problem. Our implementation is based on a generic high‐performance framework for matrix‐free evaluation of finite element operators with one of the best realizations currently known. We present a methodology to systematically analyze the efficiency of the incompressible Navier‐Stokes solver for high polynomial degrees. Due to the absence of optimal rates of convergence in the under‐resolved regime, our results reveal that demonstrating improved efficiency of high‐order methods is a challenging task and that optimal computational complexity of solvers and preconditioners as well as matrix‐free implementations are necessary ingredients in achieving the goal of better solution quality at the same computational costs already for a geometrically simple problem such as the Taylor‐Green vortex. Although the analysis is performed for a Cartesian geometry, our approach is generic and can be applied to arbitrary geometries. We present excellent performance numbers on modern cache‐based computer architectures achieving a throughput for operator evaluation of 3·10⁸ up to 1·10⁹ DoFs/s (degrees of freedom per second) on one Intel Haswell node with 28 cores. Compared to performance results published within the last five years for high‐order discontinuous Galerkin discretizations of the compressible Navier‐Stokes equations, our approach reduces computational costs by more than one order of magnitude for the same setup.     

Two‐objective optimization strategies using the adjoint method and game theory in inverse natural convection problems

This paper considers the problem of estimating the strengths of two time‐varying heat sources simultaneously, from measurements of the temperature inside the square domain in a porous medium, when prior knowledge of the source functions is not available. This problem is an inverse natural convection problem. In order to circumvent this problem, we define several optimization criteria (objective functionals) that measure discrepancies between model and measured data, where objective functionals depend on two heat sources and use multi‐criteria optimization to identify Nash equilibria, which are solutions to the non‐cooperative game according to game theory. Two non‐cooperative game strategies are considered: competitive (Nash) game and hierarchical (modified Stackelberg) game. The methodology that we employ relies on a combination of mixed finite element space approximations, finite difference time discretizations, adjoint equation and sensitivity equation techniques, and nonlinear conjugate gradient algorithms for the solutions of estimating two heat sources. Applying the Sobolev gradient for the noise removal is investigated. The performance of the present technique of inverse analysis is evaluated, by means of several numerical experiments, and is found to be very accurate as well as efficient. Copyright © 2012 John Wiley & Sons, Ltd.     

Numerical solutions of fully non‐linear and highly dispersive Boussinesq equations in two horizontal dimensions

This paper investigates preconditioned iterative techniques for finite difference solutions of a high‐order Boussinesq method for modelling water waves in two horizontal dimensions. The Boussinesq method solves simultaneously for all three components of velocity at an arbitrary z‐level, removing any practical limitations based on the relative water depth. High‐order finite difference approximations are shown to be more efficient than low‐order approximations (for a given accuracy), despite the additional overhead. The resultant system of equations requires that a sparse, unsymmetric, and often ill‐conditioned matrix be solved at each stage evaluation within a simulation. Various preconditioning strategies are investigated, including full factorizations of the linearized matrix, ILU factorizations, a matrix‐free (Fourier space) method, and an approximate Schur complement approach. A detailed comparison of the methods is given for both rotational and irrotational formulations, and the strengths and limitations of each are discussed. Mesh‐independent convergence is demonstrated with many of the preconditioners for solutions of the irrotational formulation, and solutions using the Fourier space and approximate Schur complement preconditioners are shown to require an overall computational effort that scales linearly with problem size (for large problems). Calculations on a variable depth problem are also compared to experimental data, highlighting the accuracy of the model. Through combined physical and mathematical insight effective preconditioned iterative solutions are achieved for the full physical application range of the model. Copyright © 2004 John Wiley & Sons, Ltd.     

Two‐dimensional dispersion analyses of finite element approximations to the shallow water equations

Dispersion analysis of discrete solutions to the shallow water equations has been extensively used as a tool to define the relationships between frequency and wave number and to determine if an algorithm leads to a dual wave number response and near 2Δx oscillations. In this paper, we explore the application of two‐dimensional dispersion analysis to cluster based and Galerkin finite element‐based discretizations of the primitive shallow water equations and the generalized wave continuity equation (GWCE) reformulation of the harmonic shallow water equations on a number of grid configurations. It is demonstrated that for various algorithms and grid configurations, contradictions exist between the results of one‐dimensional and two‐dimensional dispersion analysis as a result of subtle changes in the mass matrix. Numerical experiments indicate that the two‐dimensional dispersion analysis correctly predicts the existence and onset of near 2Δx noise in the solution. Copyright © 2004 John Wiley & Sons, Ltd.     

A preconditioned semi‐staggered dilation‐free finite volume method for the incompressible Navier–Stokes equations on all‐hexahedral elements

A new semi‐staggered finite volume method is presented for the solution of the incompressible Navier–Stokes equations on all‐quadrilateral (2D)/hexahedral (3D) meshes. The velocity components are defined at element node points while the pressure term is defined at element centroids. The continuity equation is satisfied exactly within each elements. The checkerboard pressure oscillations are prevented using a special filtering matrix as a preconditioner for the saddle‐point problem resulting from second‐order discretization of the incompressible Navier–Stokes equations. The preconditioned saddle‐point problem is solved using block preconditioners with GMRES solver. In order to achieve higher performance FORTRAN source code is based on highly efficient PETSc and HYPRE libraries. As test cases the 2D/3D lid‐driven cavity flow problem and the 3D flow past array of circular cylinders are solved in order to verify the accuracy of the proposed method. Copyright © 2005 John Wiley & Sons, Ltd.     

Fast solvers for models of ICEO microfluidic flows

We demonstrate the performance of a fast computational algorithm for modeling the design of a microfluidic mixing device. The device uses an electrokinetic process, induced charge electroosmosis (J. Fluid Mech. 2004; 509 ), by which a flow through the device is driven by a set of polarizable obstacles in it. Its design is realized by manipulating the shape and orientation of the obstacles in order to maximize the amount of fluid mixing within the device. The computation entails the solution of a constrained optimization problem in which function evaluations require the numerical solution of a set of partial differential equations: a potential equation, the incompressible Navier–Stokes equations, and a mass‐transport equation. The most expensive component of the function evaluation (which must be performed at every step of an iteration for the optimization) is the solution of the Navier–Stokes equations. We show that by using some new robust algorithms for this task (SIAM J. Sci. Comput. 2002; 24 :237–256; J. Comput. Appl. Math. 2001; 128 :261–279), based on certain preconditioners that take advantage of the structure of the linearized problem, this computation can be done efficiently. Using this computational strategy, in conjunction with a derivative‐free pattern search algorithm for the optimization, applied to a finite element discretization of the problem, we are able to determine optimal configurations of microfluidic devices. Copyright © 2009 John Wiley & Sons, Ltd.     

Generalized fourier analyses of the advection–diffusion equation—Part II: two‐dimensional domains

Part I of this work presents a detailed multi‐methods comparison of the spatial errors associated with the one‐dimensional finite difference, finite element and finite volume semi‐discretizations of the scalar advection–diffusion equation. In Part II we extend the analysis to two‐dimensional domains and also consider the effects of wave propagation direction and grid aspect ratio on the phase speed, and the discrete and artificial diffusivities. The observed dependence of dispersive and diffusive behaviour on propagation direction makes comparison of methods more difficult relative to the one‐dimensional results. For this reason, integrated (over propagation direction and wave number) error and anisotropy metrics are introduced to facilitate comparison among the various methods. With respect to these metrics, the consistent mass Galerkin and consistent mass control‐volume finite element methods, and their streamline upwind derivatives, exhibit comparable accuracy, and generally out‐perform their lumped mass counterparts and finite‐difference based schemes. While this work can only be considered a first step in a comprehensive multi‐methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common mathematical framework. Published in 2004 by John Wiley & Sons, Ltd.     

New stabilized finite element method for time‐dependent incompressible flow problems

A new stabilized finite element method is considered for the time‐dependent Stokes problem, based on the lowest‐order P₁?P₀ and Q₁?P₀ elements that do not satisfy the discrete inf–sup condition. The new stabilized method is characterized by the features that it does not require approximation of the pressure derivatives, specification of mesh‐dependent parameters and edge‐based data structures, always leads to symmetric linear systems and hence can be applied to existing codes with a little additional effort. The stability of the method is derived under some regularity assumptions. Error estimates for the approximate velocity and pressure are obtained by applying the technique of the Galerkin finite element method. Some numerical results are also given, which show that the new stabilized method is highly efficient for the time‐dependent Stokes problem. Copyright © 2009 John Wiley & Sons, Ltd.     

Generalized Fourier analyses of the advection–diffusion equation—Part I: one‐dimensional domains

This paper presents a detailed multi‐methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi‐discretizations of the scalar advection–diffusion equation. The errors are reported in terms of non‐dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid‐induced anisotropy. It is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew‐symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov–Galerkin and its control‐volume finite element analogue, the streamline upwind control‐volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi‐discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super‐convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second‐order behaviour. In Part II of this paper, we consider two‐dimensional semi‐discretizations of the advection–diffusion equation and also assess the affects of grid‐induced anisotropy observed in the non‐dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi‐methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework. Published in 2004 by John Wiley & Sons, Ltd.     

Multidimensional FEM‐FCT schemes for arbitrary time stepping

The flux‐corrected‐transport paradigm is generalized to finite‐element schemes based on arbitrary time stepping. A conservative flux decomposition procedure is proposed for both convective and diffusive terms. Mathematical properties of positivity‐preserving schemes are reviewed. A nonoscillatory low‐order method is constructed by elimination of negative off‐diagonal entries of the discrete transport operator. The linearization of source terms and extension to hyperbolic systems are discussed. Zalesak's multidimensional limiter is employed to switch between linear discretizations of high and low order. A rigorous proof of positivity is provided. The treatment of non‐linearities and iterative solution of linear systems are addressed. The performance of the new algorithm is illustrated by numerical examples for the shock tube problem in one dimension and scalar transport equations in two dimensions. Copyright © 2003 John Wiley & Sons, Ltd.     

Augmented mixed finite element methods for a vorticity‐based velocity–pressure–stress formulation of the Stokes problem in 2D

In this paper, we consider an augmented velocity–pressure–stress formulation of the 2D Stokes problem, in which the stress is defined in terms of the vorticity and the pressure, and then we introduce and analyze stable mixed finite element methods to solve the associated Galerkin scheme. In this way, we further extend similar procedures applied recently to linear elasticity and to other mixed formulations for incompressible fluid flows. Indeed, our approach is based on the introduction of the Galerkin least‐squares‐type terms arising from the corresponding constitutive and equilibrium equations, and from the Dirichlet boundary condition for the velocity, all of them multiplied by stabilization parameters. Then, we show that these parameters can be suitably chosen so that the resulting operator equation induces a strongly coercive bilinear form, whence the associated Galerkin scheme becomes well posed for any choice of finite element subspaces. In particular, we can use continuous piecewise linear velocities, piecewise constant pressures, and rotated Raviart–Thomas elements for the stresses. Next, we derive reliable and efficient residual‐based a posteriori error estimators for the augmented mixed finite element schemes. In addition, several numerical experiments illustrating the performance of the augmented mixed finite element methods, confirming the properties of the a posteriori estimators, and showing the behavior of the associated adaptive algorithms are reported. The present work should be considered as a first step aiming finally to derive augmented mixed finite element methods for vorticity‐based formulations of the 3D Stokes problem. Copyright © 2010 John Wiley & Sons, Ltd.     

A comparison of preconditioners for incompressible Navier–Stokes solvers

We consider solution methods for large systems of linear equations that arise from the finite element discretization of the incompressible Navier–Stokes equations. These systems are of the so‐called saddle point type, which means that there is a large block of zeros on the main diagonal. To solve these types of systems efficiently, several block preconditioners have been published. These types of preconditioners require adaptation of standard finite element packages. The alternative is to apply a standard ILU preconditioner in combination with a suitable renumbering of unknowns. We introduce a reordering technique for the degrees of freedom that makes the application of ILU relatively fast. We compare the performance of this technique with some block preconditioners. The performance appears to depend on grid size, Reynolds number and quality of the mesh. For medium‐sized problems, which are of practical interest, we show that the reordering technique is competitive with the block preconditioners. Its simple implementation makes it worthwhile to implement it in the standard finite element method software. Copyright © 2007 John Wiley & Sons, Ltd.     

On pressure separation algorithms (PSepA) for improving the accuracy of incompressible flow simulations

We investigate a special technique called ‘pressure separation algorithm’ (PSepA) (see Applied Mathematics and Computation 2005; 165 :275–290 for an introduction) that is able to significantly improve the accuracy of incompressible flow simulations for problems with large pressure gradients. In our numerical studies with the computational fluid dynamics package FEATFLOW ( www.featflow.de ), we mainly focus on low‐order Stokes elements with nonconforming finite element approximations for the velocity and piecewise constant pressure functions. However, preliminary numerical tests show that this advantageous behavior can also be obtained for higher‐order discretizations, for instance, with Q₂/P₁ finite elements. We analyze the application of this simple, but very efficient, algorithm to several stationary and nonstationary benchmark configurations in 2D and 3D (driven cavity and flow around obstacles), and we also demonstrate its effect to spurious velocities in multiphase flow simulations (‘static bubble’ configuration) if combined with edge‐oriented, resp., interior penalty finite element method stabilization techniques. Copyright © 2008 John Wiley & Sons, Ltd.     

High‐order methods for the numerical solution of the BiGlobal linear stability eigenvalue problem in complex geometries

A high‐order computational tool based on spectral and spectral/hp elements (J. Fluid. Mech. 2009; to appear) discretizations is employed for the analysis of BiGlobal fluid instability problems. Unlike other implementations of this type, which use a time‐stepping‐based formulation (J. Comput. Phys. 1994; 110 (1):82–102; J. Fluid Mech. 1996; 322 :215–241), a formulation is considered here in which the discretized matrix is constructed and stored prior to applying an iterative shift‐and‐invert Arnoldi algorithm for the solution of the generalized eigenvalue problem. In contrast to the time‐stepping‐based formulations, the matrix‐based approach permits searching anywhere in the eigenspace using shifting. Hybrid and fully unstructured meshes are used in conjunction with the spatial discretization. This permits analysis of flow instability on arbitrarily complex 2‐D geometries, homogeneous in the third spatial direction and allows both mesh (h)‐refinement as well as polynomial (p)‐refinement. A series of validation cases has been defined, using well‐known stability results in confined geometries. In addition new results are presented for ducts of curvilinear cross‐sections with rounded corners. Copyright © 2010 John Wiley & Sons, Ltd.     

A projection scheme for incompressible multiphase flow using adaptive Eulerian grid: 3D validation

A three‐dimensional finite element method for incompressible multiphase flows with capillary interfaces is developed based on a (formally) second‐order projection scheme. The discretization is on a fixed (Eulerian) reference grid with an edge‐based local h‐refinement in the neighbourhood of the interfaces. The fluid phases are identified and advected using the level‐set function. The reference grid is then temporarily reconnected around the interface to maintain optimal interpolations accounting for the singularities of the primary variables. Using a time splitting procedure, the convection substep is integrated with an explicit scheme. The remaining generalized Stokes problem is solved by means of a pressure‐stabilized projection. This method is simple and efficient, as demonstrated by a wide range of difficult free‐surface validation problems, considered in the paper. Copyright © 2005 John Wiley & Sons, Ltd.     

A new stable space–time formulation for two‐dimensional and three‐dimensional incompressible viscous flow

A space–time finite element method for the incompressible Navier–Stokes equations in a bounded domain in ?^d (with d=2 or 3) is presented. The method is based on the time‐discontinuous Galerkin method with the use of simplex‐type meshes together with the requirement that the space–time finite element discretization for the velocity and the pressure satisfy the inf–sup stability condition of Brezzi and Babu?ka. The finite element discretization for the pressure consists of piecewise linear functions, while piecewise linear functions enriched with a bubble function are used for the velocity. The stability proof and numerical results for some two‐dimensional problems are presented. Copyright © 2001 John Wiley & Sons, Ltd.