A direct solver for Poissons equation using spectral element - - PowerPoint PPT Presentation

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A direct solver for Poissons equation using spectral element - - PowerPoint PPT Presentation

A direct solver for Poissons equation using spectral element discretization Li Lu November 29, 2017 1/23 Motivation & Background Combine the following two parts to get a direct solver High-order spectral approximation methods


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A direct solver for Poisson’s equation using spectral element discretization

Li Lu November 29, 2017

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Motivation & Background

Combine the following two parts to get a direct solver

High-order spectral approximation methods Hierarchical solver

[mar, 2013]

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Methodology

Within the paper, Martinsson used spectral collocation method presented performance and accuracy data

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Plan for presentation

In this talk I will cover the following: Algorithm Numerical results

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Introduction to spectral element method(SEM)

Spectral element method(SEM) is in effect a high-order finite element method Basis functions: Lagrange polynomials on Gauss-Lobatto-Legendre(GLL) points Galerkin = ⇒ test function space is the same as basis function

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SEM triangulation

Discretize the domain into a union of quadrilateral (squares or rectangles for simple cases) Example mesh

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SEM formulation for Poisson’s equation

Poisson’s equation with inhomogeneous Dirichlet boundary condition and no forcing term reads ∇2u = 0, u|∂Ω = f Weak form

∇v · ∇u dV = 0

  • r in matrix operator form

Au = 0

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Methodology: one element case

Solving for the interior points: Ai,iui = −Ai,eue ui = −(Ai,i)−1Ai,eue = Uue (1) Using derivative operators D = ∂x and E = ∂y to define Dirichlet-to-Neumann(DtN) operators that find the partial derivatives on the exterior points ve = (De,e + De,iU)ue = V ue ≈ ∂xue we = (Ee,e + Ee,iU)ue = W ue ≈ ∂yue (2)

Figure: One element GLL

  • points. Source: [mar,

2013]

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Methodology: multiple element case

Index sets when two spectral elements are side-by-side

Figure: Index sets. Source: [mar, 2013]

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Methodology: multiple element case

Merging operation: from points on the boundaries of box α, β, find operators U, V , W for the combined box(ext. to int., ext. to ext.) I4: interior points; I1, I2, I3: exterior points Ordering in the following way u4 = Uue = U   u1 u2 u3   , v =   v1 v2 v3   = V   u1 u2 u3  

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Methodology: multiple element case

Box boundary equilibrium: normal derivatives match If aligned horizontally U = (V α

4,4 − V β 4,4)−1

−V α

4,1|V β 4,2|V β 4,3 − V α 4,3

  • (3)

If aligned vertically U = (W α

4,4 − W β 4,4)−1

−W α

4,1|W β 4,2|W β 4,3 − W α 4,3

  • (4)
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Methodology: multiple element case

Next, find DtN operators V , W

V =   V α

1,1

V α

1,3

V β

2,2

V β

2,3 1 2V α 3,1 1 2V β 3,2 1 2V α 3,3 + 1 2V β 3,3

  +   V α

1,4

V β

2,4 1 2V α 3,4 + 1 2V β 3,4

  U (5) W =   W α

1,1

W α

1,3

W β

2,2

W β

2,3 1 2W α 3,1 1 2W β 3,2 1 2W α 3,3 + 1 2W β 3,3

 +   W α

1,4

W β

2,4 1 2W α 3,4 + 1 2W β 3,4

  U (6)

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Methodology: hierarchical scheme

Consider a square domain, construct a binary tree

Figure: Box ids. Source: [mar, 2013]

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Methodology: hierarchical scheme

Algorithm 1 Pre-computation(build)

1: for τ = Nboxes to 1 do 2: if τ is a leaf then 3: Eval Uτ, V τ, W τ, Eqs: 1,2 4: else 5: Let σ1, σ2 be the children of τ 6: if σ1 and σ2 are horizontal then 7: Eval Uτ using V α,β, Eq 3 8: else 9: Eval Uτ using W α,β, Eq 4 10: end if 11: Eval V τ, W τ, Eqs: 5,6 12: end if 13: end for

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Methodology: hierarchical scheme

Algorithm 2 Forward solve

1: Find boundary data for box 1 u = f (x) 2: for τ = 1 to Nboxes do 3: u(I τ

i ) = Uτu(I τ e )

4: end for

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Verification case: problem setup

On domain [0, 1]2, function u = cos kx exp ky is an exact solution to the Poisson’s equation, and has nontrivial boundary values Take k = π/2

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6

Figure: Exact solution

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Verification case: series of solution

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.6 −0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.6 −0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.6 −0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6

Figure: Procedural solution

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Verification case: series of solution

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.6 −0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.6 −0.8 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6

Figure: Procedural solution(continued)

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Verification case: series of solution

The final solution and the error

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.8 1.6 2.4 3.2 4.0 4.8 5.6 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 0.0 1.5 3.0 4.5 6.0 7.5 9.0 1e−14

Figure: Final solution and error

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Verification case: convergence

L2 norm error as N increases:

N Direct solve SEM inverse D.o.f. N=4 7.241619e-05 4.607383e-06 81 N=6 9.484310e-07 2.703998e-09 169 N=8 1.976962e-10 1.138766e-12 289 N=10 8.856289e-13 3.308540e-13 441 N=12 1.160633e-13 1.927155e-13 625

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Timing: solve

Solution time wise, this algorithm is fairly competitive to solving normal SEM with CG

N Direct(err) SEM-Iter.(err) Direct(time,s) SEM-Iter.(time,s) N=6 9.4843e-07 1.3211e-07 1.4010e-03 3.4709e-03 N=8 1.9770e-10 4.4944e-10 1.0770e-03 5.1010e-03 N=10 8.8563e-13 4.9215e-12 1.6313e-03 1.9790e-02 N=12 1.1606e-13 8.8005e-12 2.3076e-03 3.7499e-02

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Conclusion

Implemented a Poisson’s equation solver using algorithm described

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References I

A direct solver for variable coefficient elliptic pdes discretized via a composite spectral collocation method. Journal of Computational Physics, 242:460 – 479, 2013. ISSN 0021-9991.