SLIDE 1 Very high-order finite volume scheme for the 2D linear convection-diffusion problem
- S. Clain1,3, G.J. Machado1, J.M. Nobrega2, R.M.S. Pereira1,
- A. Boularas4
1Mathematical Centre, University of Minho, Portugal 2Institute for Polymers and Composites/I3N, University of Minho, Portugal 3Mathematical Institute, Paul Sabatier University, France 4Laplace centre, Paul Sabatier University, France
Ofir, 2014 april-28th may-2nd
SLIDE 2 Outline
➓ 2D linear convection-diffusion with finite volume ➓ Discretization and residual formulation ➓ Polynomial reconstructions ➓ Scheme design ➓ Numerical tests
SLIDE 3 Model
Find φ ✏ ♣φ1, φ2q on the bounded open domain Ω such that ∇.♣V1φ1 ✁ k1∇φ1q ✏ f1, in Ω1, (1a) ∇.♣V2φ2 ✁ k2∇φ2q ✏ f2, in Ω2, (1b) k1∇φ1.nΓ ✏ k2∇φ2.nΓ,
(1c) φ ✏ φD,
(1d) φ1 ✏ φ2 on Γ
k1∇φ1.nΓ ✏ h♣φ2 ✁ φ1q .
SLIDE 4 Discretization
➺
❇ci
♣V.nφ ✁ k∇φ.nqds ✁ ➺
ci
f dx ✏ 0. (divergence theorem) ➳
jPν♣iq
⑤eij⑤
R
➳
r✏1
ζr ✑ V♣qij,rq.nijφ♣qij,rq ✁ k♣qij,rq∇φ♣qij,rq.nij ✙ ✁⑤ci⑤fi ✏ O♣h2R
i q. (Gauss Points)
SLIDE 5 Residual formulation
Based on the previous expression: the residual formulation is Gi ✏ ➳
jPν♣iq
⑤eij⑤ ⑤ci⑤
R
➳
r✏1
ζrFij,r ✁ fi, where Fij,r ✓ V♣qij,rq.nijφ♣qij,rq ✁ k♣qij,rq∇φ♣qij,rq.nij, approximation of the flux at the Gauss point qij,r. ☞ Sixth-order approximation for Fij,r.
SLIDE 6
Polynomial reconstructions
SLIDE 7 Conservative reconstruction for cells
ci: cell of mesh Th, d: the polynomial degree, S♣ci, dq: the associated stencil, φi: mean value on ci. ♣ φi♣x; dq ✏ φi ➳
1↕⑤α⑤↕d
Rd,α
i
✦ ♣x ✁ biqα ✁ Mα
i
✮ α ✏ ♣α1, α2q, ⑤α⑤ ✏ α1 α2, x ✏ ♣x1, x2q, bi the centroid of cell ci ☞ Set Mα
i ✏ 1
⑤ci⑤ ➺
ci
♣x ✁ biqα dx to provide the conservation.
SLIDE 8 Coefficients for ♣ φi
Rd
i vector gathering coefficients Rd,α i
Assume mean values φℓ on cells cℓ, ℓ P S♣ci, dq are known, ♣ Rd
i minimizes the functional
Ei♣Rd
i ; dq ✏
➳
ℓPS♣ci,dq
✑ 1 ⑤cℓ⑤ ➺
cℓ
♣ φi♣x; dq dx ✁ φℓ ✙2 , ☞ Lead to an over-determined linear system Ad
i Rd i ✏ bS i where
bS
i represents the variations φℓ ✁ φi, ℓ P S♣ci; dq
SLIDE 9 Preconditioning and solving
Determine the Moore-Penrose pseudo-inverse matrix for system ♣Ad
i Pd i q♣Pd i q✁1Rd i ✏ bS i with the diagonal matrix
Pd
i ✏ diag♣⑤ci⑤✁⑤α⑤④2q1↕⑤α⑤↕d.
Motivation: the Ad
i matrix coefficients are
1 ⑤cℓ⑤ ➺
cℓ
♣x ✁ biqαdx ✁ 1 ⑤ci⑤ ➺
ci
♣x ✁ biqαdx. ☞ Strongly reduces the effect of the power α. We compute the pseudo inverse matrix ♣Ad
i Pd i q✿ and get
Rd
i ✏ Pd i ♣Ad i Pd i q✿bS i .
SLIDE 10 Conservative reconstruction for Γ
eij ⑨ Γ: edge on the interface, cj the cell on the Ω2 side, d: the polynomial degree, S♣cj, dq: the associated stencil. q φj♣x; dq ✏ φj ➳
1↕⑤α⑤↕d
Rd,α
j
✦ ♣x ✁ bjqα ✁ Mα
j
✮ . bj the centroid of cell cj. ☞ Set Mα
j ✏ 1
⑤cj⑤ ➺
cj
♣x ✁ bjqα dx to provide the conservation. ☞ Only use the cells on the ”j” side.
SLIDE 11 Coefficients for q φj
Rd
j vector gathering coefficients Rd,α j
Assume mean values φℓ on cells cℓ, ℓ P S♣eij, dq and φij the mean value on eij are known, q Rd
j minimizes the functional
Ej♣Rd
j ; dq ✏
➳
ℓPS♣cj,dq
✑ 1 ⑤cℓ⑤ ➺
cℓ
q φj♣x; dq dx ✁ φℓ ✙2 ωij ✑ 1 ⑤eij⑤ ➺
eij
q φj♣x; dq ds ✁ φij ✙2 with ωij a positive weight.
SLIDE 12 Conservative reconstruction for ΓD
eiD: edge on the boundary ΓD, d: the polynomial degree, S♣eiD, dq: the associated stencil, φiD ✏ 1 ⑤eiD⑤ ➺
eiD
φD♣sq ds. ♣ φiD♣x; dq ✏ φiD ➳
1↕⑤α⑤↕d
Rd,α
iD
✦ ♣x ✁ miDqα ✁ Mα
iD
✮ , miD the centroid of edge eiD ☞ Set Mα
iD ✏
1 ⑤eiD⑤ ➺
eiD
♣x ✁ miDqα ds to provide the conservation.
SLIDE 13 Coefficients for ♣ φiD
Rd
iD vector gathering coefficients Rd,α iD
Assume mean values φℓ on cells cℓ, ℓ P S♣eiD, dq are known, ♣ Rd
iD minimizes the functional
EiD♣Rd
iD; dq ✏
➳
ℓPS♣eiD,dq
ωiD,ℓ ✑ 1 ⑤cℓ⑤ ➺
cℓ
♣ φiD♣x; dq dx ✁ φℓ ✙2 , with ωiD,ℓ positive weights. ☞ Coefficients ωiD,ℓ are very important to provide ”good” properties.
SLIDE 14 Non conservative reconstruction for inner edges
eij: inner edge of the mesh, d: the polynomial degree, S♣eij, dq: the associated stencil, no value associated to eij. r φij♣x; dq ✏ ➳
0↕⑤α⑤↕d
Rd,α
ij ♣x ✁ mijqα
mij the centroid of edge eij ☞ Coefficient Rd,α
ij
for ⑤α⑤ ✏ 0 is also unknown.
SLIDE 15 Coefficients for r φij
Rd
ij vector gathering coefficients Rd,α ij
Assume mean values φℓ on cells cℓ, ℓ P S♣eij, dq are known, r Rd
ij minimizes the functional
Eij♣Rd
ij; dq ✏
➳
ℓPS♣eij,dq
ωij,ℓ ✑ 1 ⑤cℓ⑤ ➺
cℓ
r φij♣x; dq dx ✁ φℓ ✙2 , where ωij,ℓ are positive weights. ☞ One more time: coefficients ωij,ℓ are very important.
SLIDE 16
Polynomial Reconstruction Operators
✌ Φ ✏ ♣φiqiPC the mean values vector. ✌ Operators Φ Ñ ♣ φi, q φj, ♣ φiD, and r φij are linear. ✌ φ polynomial function of degree d, φi the exact mean values. d-exact reconstruction if ♣ φi♣x; dq ✏ q φj♣x; dq ✏ ♣ φiD♣x; dq ✏ r φij♣x; dq ✏ φ♣xq, x P R2. ☞ The finite volume method associated to the polynomial reconstruction is a d 1th-order method.
SLIDE 17 The flux on edge (except Γ)
- 1. eij is an inner edge (not on Γ),
Fij,r ✏ rV♣qij,rq.nijs♣ φi♣qij,r; dq rV♣qij,rq.nijs✁♣ φj♣qij,r; dq ✁k♣qij,rq∇r φij♣qij,r; dq.nij.
FiD,r ✏ rV♣qiD,rq.niDs♣ φi♣qiD,r; dq rV♣qiD,rq.niDs✁φD♣qiD,rq ✁k♣qiD,rq∇♣ φiD♣qiD,r; dq.niD.
SLIDE 18 The flux on edge of eij ⑨ Γ
✌ Transfer condition: Fij,r ✏ h♣qij,rqr♣ φi♣qij,r; dq ✁ ♣ φj♣qij,r; dqs. ✌ Continuity condition: we perform three steps Step 1: compute the reconstructions ♣ φi♣x; dq for all ci ⑨ Ω1. Step 2: compute φij ✏ 1 ⑤eij⑤ ➺
eij
♣ φi♣x; dqds for all eij ⑨ Γ. Step 3: Fij,r ✏ k2♣qij,rq∇q φj♣qij,r; dq.nij.
SLIDE 19
Resolution
① The polynomial reconstruction operators are linear. ② The flux computations are linear. ③ The residual expression is linear: Φ Ñ Gi♣Φq. We get a linear operator Φ Ñ G♣Φq ✏ ♣G1♣Φq, ..., GI♣Φqq. Problem: Find Φ such that G♣Φq ✏ 0. ☛ Matrix-free problem: use GMRES method. Preconditioning is very very important: P preconditioning matrix substitute Φ Ñ G♣Φq by Φ Ñ PG♣Φq.
SLIDE 20 Preconditioning matrix
☞ G♣Φq ✏ AΦ ✁ b but we do not have matrix A: ILU not possible. Diagonal preconditioning matrix P ✏ D✁1
P
with DP♣i, iq ✏ 1 ⑤ci⑤ ➳
jPν♣iq
⑤eij⑤ ✒k♣biq ⑤bibj⑤ rV♣mijq.nijs ✚ . More sophisticated preconditioning matrix, AP ✏ DP for the diagonal coefficients and AP♣i, jq ✏ ⑤eij⑤ ⑤ci⑤ ✒ ✁k♣mijq ⑤bibj⑤ rV♣mijq.nijs✁ ✚ , j P ν♣iq.
SLIDE 21 Incomplete inverse of AP
Preconditioning matrix is supposed to be P ✏ A✁1
P
Substitute with the incomplete inverse A✿
P with the same
non-null entries of AP. Taking advantage of the structure of AP and A✿
P provides explicit
construction of A✿
P
A✿
P♣i, jq ✏ ✁AP♣i, jqA✿ P♣i, iq
AP♣j, jq, j P ν♣iq with A✿
P♣i, iq ✏
1 AP♣i, iq ✁ ➳
jPν♣iq
AP♣i, jqAP♣j, iq AP♣j, jq .
SLIDE 22 Curved boundary treatment
☞ Problem: we set the boundary condition on the edge while it is prescribed on the curve. ✌ qiD,r Gauss points on eiD, ✌ piD,r Gauss points on the curve, ✌ ♣ φiD is evaluated using φD♣qiD,rq and not φD♣piD,rq. ☞ Idea: modify the mean value φiD ✏
R
➳
r✏1
ζrφD♣qiD,rq ds but φiD is still associated to edge eiD.
SLIDE 23 Curved boundary treatment
Find φiD approximation on edge eiD ⑨ ΓD such that φD♣piD,rq ✁ ♣ φiD♣piD,rq is minimal.
iD ✏ ➦R r✏1 ζrφD♣qiD,rq and evaluate ♣
φ0
iD
➓ Compute δk
iD,r ✏ φD♣piD,rq ✁ ♣
φk
iD♣piD,rq (boundary default),
➓ Update φiD with φk1
iD
:✏ φk
iD R
➳
r✏1
ζrδk
iD,r,
➓ Evaluate ♣
φk1
iD
with new mean value φk1
iD ,
While(⑤φk1
iD
✁ φk
iD⑤ ➔ Tol)
- 3. Compute the flux on boundary with the update ♣
φiD.
SLIDE 24
Examples and numerical simulations
SLIDE 25
M-matrix
✌ The underlying matrix A must be an M-matrix (stability and positivity preserving). ✌ Number of non negative coefficients: w ✏ 2 gives 46%, w ✏ 2.5 gives 25%, w ✏ 3. gives 0%. ☞ I have to check if aij ↕ 0 with i ✘ j.
SLIDE 26 Convection Diffusion
Smooth solution with low and high Peclet number.
1.0e-10 1.0e-08 1.0e-06 1.0e-04 1.0e-02 5.0e-03 1.0e-02 2.0e-02 4.0e-02 8.0e-02
error
L1-norm convergence curves: low Peclet number
P1-reconstruction P3-reconstruction P5-reconstruction 1.0e-06 1.0e-05 1.0e-04 1.0e-03 5.0e-03 1.0e-02
error
L1-norm convergence curves: high Peclet number
P1-reconstruction P3-reconstruction P5-reconstruction
SLIDE 27 Pure convection
Revolution of a smooth pattern. Velocity V ✏ ♣✁y, xq Dirichlet condition for the inflow boundary.
1.0e-08 1.0e-06 1.0e-04 1.0e-02 5.0e-03 1.0e-02 2.0e-02 4.0e-02
error
L1-norm convergence curves: circular shape
P1-reconstruction P3-reconstruction P5-reconstruction
SLIDE 28 Pure diffusion with discontinuous coefficients
k1∇φ1 ✏ h♣φ2 ✁ φ1q φ1 ✏ φ2
1.0e-08 1.0e-06 1.0e-04 1.0e-02 2.0e-02 4.0e-02 8.0e-02
error
L1-norm convergence curves: transfer condition
P1-reconstruction P3-reconstruction P5-reconstruction 1.0e-09 1.0e-07 1.0e-05 1.0e-03 1.0e-01 2.0e-02 4.0e-02 8.0e-02
error
L1-norm convergence curves: continuity condition
P1-reconstruction P3-reconstruction P5-reconstruction
SLIDE 29 Convection diffusion with discontinous coefficients
k1∇φ1 ✏ h♣φ2 ✁ φ1q φ1 ✏ φ2
1.0e-08 1.0e-06 1.0e-04 1.0e-02 2.0e-02 4.0e-02 8.0e-02
error
L1-norm convergence curves: transfer condition
P1-reconstruction P3-reconstruction P5-reconstruction 1.0e-09 1.0e-07 1.0e-05 1.0e-03 1.0e-01 2.0e-02 4.0e-02 8.0e-02
error
L1-norm convergence curves: continuity condition
P1-reconstruction P3-reconstruction P5-reconstruction
SLIDE 30 The ring problem
∆φ ✏ 0, φ ✏ 25 at R ✏ 1000e ✁ 09, φ ✏ 0 at 100.e ✁ 09, Exact solution a b ln♣rq.
1.0e-02 5.0e-03 1.0e-02 2.0e-02
error
L1-norm convergence curves: rough Dirichlet condition
P1-reconstruction P3-reconstruction P5-reconstruction 1.0e-09 1.0e-07 1.0e-05 1.0e-03 1.0e-01 5.0e-03 1.0e-02 2.0e-02
error
L1-norm convergence curves: acccurate Dirichlet condition
P1-reconstruction P3-reconstruction P5-reconstruction
SLIDE 31 The cooler
2.2e-02 5.0e-02 0e+00 1e-02 x y
SLIDE 32
Preconditioning
Residual histogram for the three preconditioning matrices versus the order method. Simulations of the cooler with a 23616 triangles mesh .
SLIDE 33
Conclusions
✌ Very high-order is achieved even for discontinuous coefficients or discontinuous function at the interface. ✌ Control of the M-matrix via the weights ✌ no spurious oscillation, high Peclet number. ✌ Curved boundaries seems resolved. ✌ 3D is in progress (curved boundary?) ✌ Non-stationary problem in progress. ✌ Next steps: non linear case, Stokes, Navier-Stokes (MOOD)