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Finite Element Method of Multiscale Type Basic Ideas and - - PowerPoint PPT Presentation

Finite Element Method of Multiscale Type Basic Ideas and Applications Alexandre L. Madureira Laborat orio Nacional de Computa c ao Cient fica (LNCC) Brazil Joint work with Leopoldo Franca (University of Colorado, US) Lutz


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Finite Element Method of Multiscale Type Basic Ideas and Applications

Alexandre L. Madureira Laborat´

  • rio Nacional de Computa¸

c˜ ao Cient´ ıfica (LNCC) – Brazil Joint work with Leopoldo Franca (University of Colorado, US) Lutz Tobiska (Otto-von-Guericke University Magdeburg, Germany) Fr´ ed´ eric Valentin (LNCC, Brazil) US–South America Workshop, August 3, 2004

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Multiple Scale Phenomena

  • PDEs with highly oscillatory coefficients ⇐

⇒ Problems in heterogeneous materials

  • Different scales in the domain itself, like plates and shells, or

domains with rough boundary

  • Reaction dominated reaction–diffusion eqtns

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Decomposition

In general we decompose the solution as: usolution = umacro + umicro

  • Aim of multiscale modeling: macroscopic behaviour without

resolving the microscale features.

  • Multiscale Finite Element Method: decompose

uMsF EM = ulinear + uMs where ulinear is piecewise linear, and uMs brings information about the microscales.

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General Idea

Consider the problem Lε u = f in Ω, u = 0

  • n ∂Ω,

and its weak formulation: find u ∈ H1

0(Ω) such that

a(u, v) = (f, v) for all v ∈ H1

0(Ω).

Here, Ω is a polygon, ε > 0 is a small parameter, and (f, v) =

fv dx

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Example I: Thermal problem Lε u := − div

  • K(x, ε) grad u
  • ,

and a(u, v) =

  • K(x, ε) grad u
  • · grad v dx.

Example II: Reaction–diffusion problem Lε u := −ε ∆ u + u, and a(u, v) =

ε grad u · grad v + uv dx.

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Residual Free Bubbles (RFB)

Consider a partition of the domain Ω into finite elements, and the associated enriched space Vh := V1 ⊕ B, where

  • V1 ⊂ H1

0(Ω) is the space of piecewise linear or bilinear functions

  • B ⊂ H1

0(Ω) is the space of “bubbles”, functions that vanish

  • ver the edges of the finite elements

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The method consists in finding uh ∈ Vh = V1 ⊕ B where a(uh, v) = (f, v) for all v ∈ Vh. Writing uh = u1 + ub implies a(u1 + ub, v1) = (f, v1) for all v1 ∈ V1, a(u1 + ub, vb) = (f, vb) for all vb ∈ B. Hence, the second equation holds elementwise: a(u1 + ub, vb)|K = (f, vb)|K for all vb ∈ H1

0(K),

for every element K.

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The bubble is the strong solution of the local problem Lε ub = − Lε u1 + f in K, ub = 0

  • n ∂K.

Write ub = T(− Lε u1 + f) and do static condensation: a(u1 + ub, v1) = (f, v1) = ⇒ a(u1 + T(− Lε u1 + f), v1) = (f, v1) = ⇒ a(u1 − T Lε u1, v1) = (f, v1) − a(Tf, v1) = ⇒ a

  • (I − T Lε)u1, v1
  • = (f, v1) − a(Tf, v1)

for all v1 ∈ V1,

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First point of view

We can see this formulation as a Parameter Free Stabilized Method: Search for u1 ∈ V1 where a(u1, v1) − a(T Lε u1, v1) = (f, v1) − a(Tf, v1) for all v1 ∈ V1.

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Second point of view

We can see this formulation as a numerical upscaling procedure: Search for u1 ∈ V1 where a∗(u1, v1) =< f ∗, v1 > for all v1 ∈ V1, and a∗(u1, v1) = a((I −T Lε)u1, v1), < f ∗, v1 >= (f, v1)−a(Tf, v1). Multiscale interpretation:

  • V1 is the coarse space, seeing only the “macro” properties
  • VB is the fine space, capturing the small scale features

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Third point of view

We can see this formulation almost like a Petrov–Galerkin Method: If {ψi} is a basis of V1, and u1 = N

i=1 uiψi, then N

  • i=1

uia((I − T Lε)ψi, ψj) = (f, ψj) − a(Tf, ψj) = ⇒

N

  • i=1

uia(λi, ψj) = (f, ψj) − a(Tf, ψj), where λi = (I − T Lε)ψi. Hence, Lε λi = 0 in K, λi = ψi

  • n ∂K,

The basis functions of the trial space solve the operator locally, and the test functions remain the same.

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Upset:

The RFB strategy works pretty well for second order PDEs with

  • scillatory coefficients (Sangalli, 2003), but fails for the

reaction–diffusion equation.

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Example: Consider the domain Ω = (0, 1) × (0, 1) and the problem −10−6 ∆ u + u = 1 in Ω, u = 0

  • n ∂Ω,

y 1 u = 0 u = 0 1 x u = 0 u = 0

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The standard piecewise linear Galerkin aproximation is given by

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8

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The RFB aproximation is given by

0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4

and the spurious oscillations are still there.

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So, what goes wrong?

  • Imposing that the bubbles vanish at each element edge causes

the functions in the enriched space to be linear over the edges, and hence they are unable to capture the boundary layer effects.

  • We use then an idea by Tom Hou and X.H. Wu (JCP, 1997),

and impose that the basis functions solve the operator inside each element, and solve an ODE over each edge. This ODE is defined using a “1D restriction” of the original operator.

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New idea: enriching the finite element space with local, but not bubble-like function

We want uh ∈ Uh such that a(uh, vh) = (f, vh) for all vh ∈ Vh

  • 1. Enrich the trial space Uh with local solutions with boundary

values determined by edge restrictions of the governing differential operator

  • 2. Enrich the test space Vh with residual-free bubble functions

Therefore we start out with a Petrov-Galerkin setting.

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After some formalism (similar to RFB), we gather that the nodal values ui solve

N

  • i=1

uia(θi, ψj) = (f, ψj) − a(Tf, ψj), where Lε θi = 0 in each element. To determine θi use the boundary condition −ε∂ssθi + σθi = 0

  • ver the edges

θi = 1 at the ith node, θi = 0 at the other nodes, and s is the variable running along the edge. We do have analitic expressions for θi.

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In the simplest case (a square): θ(x, y) = sinh

  • 1

2εh(1 − x/h)

  • sinh
  • 1

2εh(1 − y/h)

  • sinh
  • 1

2εh

  • sinh
  • 1

2εh

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Typical basis functions θ for ε = 1.0:

–1 –0.5 0.5 1 x –1 –0.5 0.5 1 y 0.2 0.4 0.6 0.8 1

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Typical basis functions θ for ε = 0.1:

–1 –0.5 0.5 1 x –1 –0.5 0.5 1 y 0.2 0.4 0.6 0.8 1

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Typical basis functions θ for ε = 10−3:

–1 –0.5 0.5 1 x –1 –0.5 0.5 1 y 0.2 0.4 0.6 0.8 1

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Numerical Results

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Example I: Consider Ω = (0, 1) × (0, 1), f = 1 with u = 0 on ∂Ω, and ε = 10−6:

y 1 u = 0 u = 0 1 x u = 0 u = 0

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Linear Galerkin:

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8

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RFB:

0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4

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New Formulation

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4

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NACA Example: Let f = 0, and u = 0 on the outer boundary and u = 1 in the inner boundary (ε = 10−6):

MESH%anticlipinit

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Isovalues of the solutions by Galerkin method:

GALERKIN METHOD%anticlipinit 29

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Isovalues of the solutions by the enriched method:

NEW ENRICHED METHOD%anticlipinit

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The new method captures the boundary layer accurately. Zoom of isovalues:

NEW ENRICHED METHOD - ZOOM 31

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Solution profile:

GALERKIN METHOD

  • 0.5
  • 0.3
  • 0.1

0.1 0.3 0.5

  • 0.15

0.15 0.3 0.45 0.6 0.75 0.9 1.05 UNUSUAL METHOD

  • 0.5
  • 0.3
  • 0.1

0.1 0.3 0.5

  • 0.15

0.15 0.3 0.45 0.6 0.75 0.9 1.05 NEW ENRICHED METHOD

  • 0.5
  • 0.3
  • 0.1

0.1 0.3 0.5

  • 0.15

0.15 0.3 0.45 0.6 0.75 0.9 1.05

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Conclusions

  • Inovative finite element methods have the potential to solve

accurately problems where multiple scales play a significant role

  • The Residual Free Bubbles approach fails for reaction-diffusion
  • eqtns. The culprit is the restriction that bubbles should vanish
  • n element edges
  • We propose a new Petrov-Galerkin formulation eliminates the

zero edge condition

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