Finite Element Method
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Finite Difference Methods for Solving Differential
FINITE DIFFERENCE METHODS FOR SOLVING DIFFERENTIAL EQUATIONS I-Liang Chern Department of Mathematics National Taiwan University May 16, 2013 2 Contents 1 Introduction 3 1.1 Finite Difference Approximation . ........ 3 1.2 Basic Numerical Methods for Ordinary Differential Equations ........... 5 1.3 Runge-Kuttamethods..... ..... ...... ..... ...... ... ... 8 1.4 Multistepmethods ................................ 10 1.5 Linear difference equation . ...... 14 1.6 Stabilityanalysis ............................... 17 1.6.1 ZeroStability................................. 18 2 Finite Difference Methods for Linear Parabolic Equations 23 2.1 Finite Difference Methods for the Heat Equation . ........... 23 2.1.1 Some discretization methods . 23 2.1.2 Stability and Convergence for the Forward Euler method.......... 25 2.2 L2 Stability – von Neumann Analysis . 26 2.3 Energymethod .................................... 28 2.4 Stability Analysis for Montone Operators– Entropy Estimates ........... 29 2.5 Entropy estimate for backward Euler method . ......... 30 2.6 ExistenceTheory ................................. 32 2.6.1 Existence via forward Euler method . ..... 32 2.6.2 A Sharper Energy Estimate for backward Euler method . ......... 33 2.7 Relaxationoferrors.............................. 34 2.8 BoundaryConditions ..... ..... ...... ..... ...... ... 36 2.8.1 Dirichlet boundary condition . ..... 36 2.8.2 Neumann boundary condition . 37 2.9 The discrete Laplacian and its inversion . .......... 38 2.9.1 Dirichlet boundary condition . ..... 38 3 Finite Difference Methods for Linear elliptic Equations 41 3.1 Discrete Laplacian in two dimensions . ........ 41 3.1.1 Discretization methods . 41 3.1.2 The 9-point discrete Laplacian . ..... 42 3.2 Stability of the discrete Laplacian . ......... 43 3 4 CONTENTS 3.2.1 Fouriermethod ................................ 43 3.2.2 Energymethod ................................ 44 4 Finite Difference Theory For Linear Hyperbolic Equations 47 4.1 A review of smooth theory of linear hyperbolic equations ............. -
A Parallel Preconditioner for a FETI-DP Method for the Crouzeix-Raviart finite Element
A parallel preconditioner for a FETI-DP method for the Crouzeix-Raviart finite element Leszek Marcinkowski∗1 Talal Rahman2 1 Introduction In this paper, we present a Neumann-Dirichlet type parallel preconditioner for a FETI-DP method for the nonconforming Crouzeix-Raviart (CR) finite element dis- cretization of a model second order elliptic problem. The proposed method is almost optimal, in fact, the condition number of the preconditioned problem grows poly- logarithmically with respect to the mesh parameters of the local triangulations. In many scientific applications, where partial differential equations are used to model, the Crouzeix-Raviart (CR) finite element has been one of the most com- monly used nonconforming finite element for the numerical solution. This includes applications like the Poisson equation (cf. [11, 23]), the Darcy-Stokes problem (cf. [8]), the elasticity problem (cf. [3]). We also would like to add that there is a close relationship between mixed finite elements and the nonconforming finite element for the second order elliptic problem; cf. [1, 2]. The CR element has also been used in the framework of finite volume element method; cf. [9]. There exists quite a number of works focusing on iterative methods for the CR finite element for second order problems; cf. [4, 5, 10, 13, 16, 18, 19, 20, 21, 22] and references therein. The purpose of this paper is to propose a parallel algorithm based on a Neumann-Dirichlet preconditioner for a FETI-DP formulation of the CR finite element method for the second order elliptic problem. To our knowledge, this is apparently the first work on such preconditioner for the FETI-DP method for the Crouzeix-Raviart (CR) finite element. -
Exercises from Finite Difference Methods for Ordinary and Partial
Exercises from Finite Difference Methods for Ordinary and Partial Differential Equations by Randall J. LeVeque SIAM, Philadelphia, 2007 http://www.amath.washington.edu/ rjl/fdmbook ∼ Under construction | more to appear. Contents Chapter 1 4 Exercise 1.1 (derivation of finite difference formula) . 4 Exercise 1.2 (use of fdstencil) . 4 Chapter 2 5 Exercise 2.1 (inverse matrix and Green's functions) . 5 Exercise 2.2 (Green's function with Neumann boundary conditions) . 5 Exercise 2.3 (solvability condition for Neumann problem) . 5 Exercise 2.4 (boundary conditions in bvp codes) . 5 Exercise 2.5 (accuracy on nonuniform grids) . 6 Exercise 2.6 (ill-posed boundary value problem) . 6 Exercise 2.7 (nonlinear pendulum) . 7 Chapter 3 8 Exercise 3.1 (code for Poisson problem) . 8 Exercise 3.2 (9-point Laplacian) . 8 Chapter 4 9 Exercise 4.1 (Convergence of SOR) . 9 Exercise 4.2 (Forward vs. backward Gauss-Seidel) . 9 Chapter 5 11 Exercise 5.1 (Uniqueness for an ODE) . 11 Exercise 5.2 (Lipschitz constant for an ODE) . 11 Exercise 5.3 (Lipschitz constant for a system of ODEs) . 11 Exercise 5.4 (Duhamel's principle) . 11 Exercise 5.5 (matrix exponential form of solution) . 11 Exercise 5.6 (matrix exponential form of solution) . 12 Exercise 5.7 (matrix exponential for a defective matrix) . 12 Exercise 5.8 (Use of ode113 and ode45) . 12 Exercise 5.9 (truncation errors) . 13 Exercise 5.10 (Derivation of Adams-Moulton) . 13 Exercise 5.11 (Characteristic polynomials) . 14 Exercise 5.12 (predictor-corrector methods) . 14 Exercise 5.13 (Order of accuracy of Runge-Kutta methods) . -
Coupling of the Finite Volume Element Method and the Boundary Element Method – an a Priori Convergence Result
COUPLING OF THE FINITE VOLUME ELEMENT METHOD AND THE BOUNDARY ELEMENT METHOD – AN A PRIORI CONVERGENCE RESULT CHRISTOPH ERATH∗ Abstract. The coupling of the finite volume element method and the boundary element method is an interesting approach to simulate a coupled system of a diffusion convection reaction process in an interior domain and a diffusion process in the corresponding unbounded exterior domain. This discrete system maintains naturally local conservation and a possible weighted upwind scheme guarantees the stability of the discrete system also for convection dominated problems. We show existence and uniqueness of the continuous system with appropriate transmission conditions on the coupling boundary, provide a convergence and an a priori analysis in an energy (semi-) norm, and an existence and an uniqueness result for the discrete system. All results are also valid for the upwind version. Numerical experiments show that our coupling is an efficient method for the numerical treatment of transmission problems, which can be also convection dominated. Key words. finite volume element method, boundary element method, coupling, existence and uniqueness, convergence, a priori estimate 1. Introduction. The transport of a concentration in a fluid or the heat propa- gation in an interior domain often follows a diffusion convection reaction process. The influence of such a system to the corresponding unbounded exterior domain can be described by a homogeneous diffusion process. Such a coupled system is usually solved by a numerical scheme and therefore, a method which ensures local conservation and stability with respect to the convection term is preferable. In the literature one can find various discretization schemes to solve similar prob- lems. -
A FETI Method with a Mesh Independent Condition Number for the Iteration Matrix Christine Bernardi, Tomas Chacon-Rebollo, Eliseo Chacòn Vera
A FETI method with a mesh independent condition number for the iteration matrix Christine Bernardi, Tomas Chacon-Rebollo, Eliseo Chacòn Vera To cite this version: Christine Bernardi, Tomas Chacon-Rebollo, Eliseo Chacòn Vera. A FETI method with a mesh in- dependent condition number for the iteration matrix. Computer Methods in Applied Mechanics and Engineering, Elsevier, 2008, 197 (issues-13-16), pp.1410-1429. 10.1016/j.cma.2007.11.019. hal- 00170169 HAL Id: hal-00170169 https://hal.archives-ouvertes.fr/hal-00170169 Submitted on 6 Sep 2007 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. A FETI method with a mesh independent condition number for the iteration matrix C. Bernardi1, T . Chac´on Rebollo2, E. Chac´on Vera2 August 21, 2007 Abstract. We introduce a framework for FETI methods using ideas from the 1 decomposition via Lagrange multipliers of H0 (Ω) derived by Raviart-Thomas [22] and complemented with the detailed work on polygonal domains devel- oped by Grisvard [17]. We compute the action of the Lagrange multipliers 1/2 using the natural H00 scalar product, therefore no consistency error appears. As a byproduct, we obtain that the condition number for the iteration ma- trix is independent of the mesh size and there is no need for preconditioning. -
Hp-Finite Element Methods for Hyperbolic Problems
¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ Eidgen¨ossische Ecole polytechnique f´ed´erale de Zurich ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ Technische Hochschule Politecnico federale di Zurigo ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ ¢¢¢¢¢¢¢¢¢¢¢ Z¨urich Swiss Federal Institute of Technology Zurich hp-Finite Element Methods for Hyperbolic Problems E. S¨uli†, P. Houston† and C. Schwab ∗ Research Report No. 99-14 July 1999 Seminar f¨urAngewandte Mathematik Eidgen¨ossische Technische Hochschule CH-8092 Z¨urich Switzerland †Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford OX1 3QD, United Kingdom ∗E. S¨uliand P. Houston acknowledge the financial support of the EPSRC (Grant GR/K76221) hp-Finite Element Methods for Hyperbolic Problems E. S¨uli†, P. Houston† and C. Schwab ∗ Seminar f¨urAngewandte Mathematik Eidgen¨ossische Technische Hochschule CH-8092 Z¨urich Switzerland Research Report No. 99-14 July 1999 Abstract This paper is devoted to the a priori and a posteriori error analysis of the hp-version of the discontinuous Galerkin finite element method for partial differential equations of hyperbolic and nearly-hyperbolic character. We consider second-order partial dif- ferential equations with nonnegative characteristic form, a large class of equations which includes convection-dominated diffusion problems, degenerate elliptic equa- tions and second-order problems of mixed elliptic-hyperbolic-parabolic type. An a priori error bound is derived for the method in the so-called DG-norm which is optimal in terms of the mesh size h; the error bound is either 1 degree or 1/2 de- gree below optimal in terms of the polynomial degree p, depending on whether the problem is convection-dominated, or diffusion-dominated, respectively. In the case of a first-order hyperbolic equation the error bound is hp-optimal in the DG-norm. -
An Adaptive Hp-Refinement Strategy with Computable Guaranteed Bound
An adaptive hp-refinement strategy with computable guaranteed bound on the error reduction factor∗ Patrik Danielyz Alexandre Ernzy Iain Smearsx Martin Vohral´ıkyz April 24, 2018 Abstract We propose a new practical adaptive refinement strategy for hp-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of discrete local problems on vertex-based patches. The first type involves the solution on each patch of a mixed finite element problem with homogeneous Neumann boundary conditions, which leads to an H(div; Ω)-conforming equilibrated flux. This, in turn, yields a guaranteed upper bound on the error and serves to mark mesh vertices for refinement via D¨orfler’s bulk-chasing criterion. The second type of local problems involves the solution, on patches associated with marked vertices only, of two separate primal finite element problems with homogeneous Dirichlet boundary conditions, which serve to decide between h-, p-, or hp-refinement. Altogether, we show that these ingredients lead to a computable guaranteed bound on the ratio of the errors between successive refinements (error reduction factor). In a series of numerical experiments featuring smooth and singular solutions, we study the performance of the proposed hp-adaptive strategy and observe exponential convergence rates. We also investigate the accuracy of our bound on the reduction factor by evaluating the ratio of the predicted reduction factor relative to the true error reduction, and we find that this ratio is in general quite close to the optimal value of one. Key words: a posteriori error estimate, adaptivity, hp-refinement, finite element method, error reduction, equilibrated flux, residual lifting 1 Introduction Adaptive discretization methods constitute an important tool in computational science and engineering. -
Newton-Krylov-BDDC Solvers for Nonlinear Cardiac Mechanics
Newton-Krylov-BDDC solvers for nonlinear cardiac mechanics Item Type Article Authors Pavarino, L.F.; Scacchi, S.; Zampini, Stefano Citation Newton-Krylov-BDDC solvers for nonlinear cardiac mechanics 2015 Computer Methods in Applied Mechanics and Engineering Eprint version Post-print DOI 10.1016/j.cma.2015.07.009 Publisher Elsevier BV Journal Computer Methods in Applied Mechanics and Engineering Rights NOTICE: this is the author’s version of a work that was accepted for publication in Computer Methods in Applied Mechanics and Engineering. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Computer Methods in Applied Mechanics and Engineering, 18 July 2015. DOI:10.1016/ j.cma.2015.07.009 Download date 07/10/2021 05:34:35 Link to Item http://hdl.handle.net/10754/561071 Accepted Manuscript Newton-Krylov-BDDC solvers for nonlinear cardiac mechanics L.F. Pavarino, S. Scacchi, S. Zampini PII: S0045-7825(15)00221-2 DOI: http://dx.doi.org/10.1016/j.cma.2015.07.009 Reference: CMA 10661 To appear in: Comput. Methods Appl. Mech. Engrg. Received date: 13 December 2014 Revised date: 3 June 2015 Accepted date: 8 July 2015 Please cite this article as: L.F. Pavarino, S. Scacchi, S. Zampini, Newton-Krylov-BDDC solvers for nonlinear cardiac mechanics, Comput. Methods Appl. Mech. Engrg. (2015), http://dx.doi.org/10.1016/j.cma.2015.07.009 This is a PDF file of an unedited manuscript that has been accepted for publication. -
Finite Difference and Discontinuous Galerkin Methods for Wave Equations
Digital Comprehensive Summaries of Uppsala Dissertations from the Faculty of Science and Technology 1522 Finite Difference and Discontinuous Galerkin Methods for Wave Equations SIYANG WANG ACTA UNIVERSITATIS UPSALIENSIS ISSN 1651-6214 ISBN 978-91-554-9927-3 UPPSALA urn:nbn:se:uu:diva-320614 2017 Dissertation presented at Uppsala University to be publicly examined in Room 2446, Polacksbacken, Lägerhyddsvägen 2, Uppsala, Tuesday, 13 June 2017 at 10:15 for the degree of Doctor of Philosophy. The examination will be conducted in English. Faculty examiner: Professor Thomas Hagstrom (Department of Mathematics, Southern Methodist University). Abstract Wang, S. 2017. Finite Difference and Discontinuous Galerkin Methods for Wave Equations. Digital Comprehensive Summaries of Uppsala Dissertations from the Faculty of Science and Technology 1522. 53 pp. Uppsala: Acta Universitatis Upsaliensis. ISBN 978-91-554-9927-3. Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. In real-world applications, waves often propagate in heterogeneous media with complex geometries, which makes it impossible to derive exact solutions to the governing equations. Alternatively, we seek approximated solutions by constructing numerical methods and implementing on modern computers. An efficient numerical method produces accurate approximations at low computational cost. There are many choices of numerical methods for solving partial differential equations. Which method is more efficient than the others depends on the particular problem we consider. In this thesis, we study two numerical methods: the finite difference method and the discontinuous Galerkin method. -
Combining Perturbation Theory and Transformation Electromagnetics for Finite Element Solution of Helmholtz-Type Scattering Probl
Journal of Computational Physics 274 (2014) 883–897 Contents lists available at ScienceDirect Journal of Computational Physics www.elsevier.com/locate/jcp Combining perturbation theory and transformation electromagnetics for finite element solution of Helmholtz-type scattering problems ∗ Mustafa Kuzuoglu a, Ozlem Ozgun b, a Dept. of Electrical and Electronics Engineering, Middle East Technical University, 06531 Ankara, Turkey b Dept. of Electrical and Electronics Engineering, TED University, 06420 Ankara, Turkey a r t i c l e i n f o a b s t r a c t Article history: A numerical method is proposed for efficient solution of scattering from objects with Received 31 August 2013 weakly perturbed surfaces by combining the perturbation theory, transformation electro- Received in revised form 13 June 2014 magnetics and the finite element method. A transformation medium layer is designed over Accepted 15 June 2014 the smooth surface, and the material parameters of the medium are determined by means Available online 5 July 2014 of a coordinate transformation that maps the smooth surface to the perturbed surface. The Keywords: perturbed fields within the domain are computed by employing the material parameters Perturbation theory and the fields of the smooth surface as source terms in the Helmholtz equation. The main Transformation electromagnetics advantage of the proposed approach is that if repeated solutions are needed (such as in Transformation medium Monte Carlo technique or in optimization problems requiring multiple solutions for a set of Metamaterials perturbed surfaces), computational resources considerably decrease because a single mesh Coordinate transformation is used and the global matrix is formed only once. -
A High-Order Boris Integrator
A high-order Boris integrator Mathias Winkela,∗, Robert Speckb,a, Daniel Ruprechta aInstitute of Computational Science, University of Lugano, Switzerland. bJ¨ulichSupercomputing Centre, Forschungszentrum J¨ulich,Germany. Abstract This work introduces the high-order Boris-SDC method for integrating the equations of motion for electrically charged particles in an electric and magnetic field. Boris-SDC relies on a combination of the Boris-integrator with spectral deferred corrections (SDC). SDC can be considered as preconditioned Picard iteration to com- pute the stages of a collocation method. In this interpretation, inverting the preconditioner corresponds to a sweep with a low-order method. In Boris-SDC, the Boris method, a second-order Lorentz force integrator based on velocity-Verlet, is used as a sweeper/preconditioner. The presented method provides a generic way to extend the classical Boris integrator, which is widely used in essentially all particle-based plasma physics simulations involving magnetic fields, to a high-order method. Stability, convergence order and conserva- tion properties of the method are demonstrated for different simulation setups. Boris-SDC reproduces the expected high order of convergence for a single particle and for the center-of-mass of a particle cloud in a Penning trap and shows good long-term energy stability. Keywords: Boris integrator, time integration, magnetic field, high-order, spectral deferred corrections (SDC), collocation method 1. Introduction Often when modeling phenomena in plasma physics, for example particle dynamics in fusion vessels or particle accelerators, an externally applied magnetic field is vital to confine the particles in the physical device [1, 2]. In many cases, such as instabilities [3] and high-intensity laser plasma interaction [4], the magnetic field even governs the microscopic evolution and drives the phenomena to be studied. -
Chapter 2. Steady States and Boundary Value Problems
“rjlfdm” 2007/4/10 i i page 13 i i Copyright ©2007 by the Society for Industrial and Applied Mathematics This electronic version is for personal use and may not be duplicated or distributed. Chapter 2 Steady States and Boundary Value Problems We will first consider ordinary differential equations (ODEs) that are posed on some in- terval a < x < b, together with some boundary conditions at each end of the interval. In the next chapter we will extend this to more than one space dimension and will study elliptic partial differential equations (ODEs) that are posed in some region of the plane or Q5 three-dimensional space and are solved subject to some boundary conditions specifying the solution and/or its derivatives around the boundary of the region. The problems considered in these two chapters are generally steady-state problems in which the solution varies only with the spatial coordinates but not with time. (But see Section 2.16 for a case where Œa; b is a time interval rather than an interval in space.) Steady-state problems are often associated with some time-dependent problem that describes the dynamic behavior, and the 2-point boundary value problem (BVP) or elliptic equation results from considering the special case where the solution is steady in time, and hence the time-derivative terms are equal to zero, simplifying the equations. 2.1 The heat equation As a specific example, consider the flow of heat in a rod made out of some heat-conducting material, subject to some external heat source along its length and some boundary condi- tions at each end.