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Finite Element Methods for Flow Simulations Daniel Arndt Heidelberg University Interdisciplinary Center for Scientific Computing The Heidelberg Laureate Forum at MATCH 21. September 2016

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Page 1: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Finite Element Methods for Flow Simulations

Daniel Arndt

Heidelberg University

Interdisciplinary Center for Scientific Computing

The Heidelberg Laureate Forum atMATCH

21. September 2016

Page 2: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Overview

1 Introduction

2 Discretization

3 Numerical Results

4 Further Topics

21. September 2016 FEM for Flow Simulations 2 Daniel Arndt 2 / 21

Page 3: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Incompressible Navier-Stokes Equations

Momentum Equation - Inertial Frame of Reference

∂t u − ν∆u + (u · ∇)u +∇p = fu∇ · u = 0

Motion of viscuous, incompressible fluids

u velocity

p velocity

ν kinematic viscosity

Parabolic PDE of second order

Non-linear

Challenge: ν → 0

C. Fukushima and J. Westerweel,Technical University of Delft(Wikimedia Commons)

21. September 2016 FEM for Flow Simulations 3 Daniel Arndt 3 / 21

Page 4: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Navier-Stokes Equations - Millenium Problem1

Momentum Equation - Inertial Frame of Reference

∂t u − ν∆u + (u · ∇)u +∇p = fu (1)

∇ · u = 0 (2)

Open question: Existence of a solution satisfying

(1), (2)

u, p ∈ C∞(R3 × [0,∞))

f u ≡ 0∫Rn |u(x, t)|2 dx ≤ C ∀t ≥ 0

for a given u(x, 0) ∈ C∞(R3), ∇ · u(x, 0) = 0.

1Charles L Fefferman. “Existence and smoothness of the Navier-Stokes equation”.In: The millennium prize problems (2006), pp. 57–67

21. September 2016 FEM for Flow Simulations 4 Daniel Arndt 4 / 21

Page 5: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Weak Formulation

Consider a bounded domain Ω and the function spaces

V := [W 1,20 (Ω)]d Q := L2

∗(Ω)

Find (u, p) : (t0, T )→ V × Q such that

(∂t u, v) + cu(u; u, v) + ν(∇u,∇v)− (p,∇ · v) = (fu, v),

(∇ · u, q) = 0

for all (v , q) ∈ V × Q and t ∈ (t0, T ) a.e.

cu(w ; u, v) :=12

[((w · ∇)u, v)− ((w · ∇)v , u)

]Existence X Uniqueness ?

21. September 2016 FEM for Flow Simulations 5 Daniel Arndt 5 / 21

Page 6: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Overview

1 Introduction

2 Discretization

3 Numerical Results

4 Further Topics

21. September 2016 FEM for Flow Simulations 6 Daniel Arndt 6 / 21

Page 7: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Weak Formulation - Conforming Methods

Finite dimensional spaces

Vh := [W 1,20 (Ω)]d Qh ⊂ Q := L2

∗(Ω)

Find (uh, ph) : (t0, T )→ V h × Qh such that

(∂t uh, vh) + cu(uh; uh, vh) + ν(∇uh,∇vh)− (ph,∇ · vh) = (fu, vh),

(∇ · uh, qh) = 0

for all (vh, qh) ∈ Vh × Qh and t ∈ (t0, T ) a.e.

→ Nonlinear finite dimensional problemLinearize−→ Linear algebra

Existence X Uniqueness X

Problem: ∇ · Vh 6⊂ Qh =⇒ ∇ · uh 6= 0

21. September 2016 FEM for Flow Simulations 7 Daniel Arndt 7 / 21

Page 8: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Problems

Dominant convection Shear and boundary layers

Poor mass conservation Large Coriolis forces(non-inertial frame of reference)

21. September 2016 FEM for Flow Simulations 8 Daniel Arndt 8 / 21

Page 9: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Stabilization

(∂t u, v) + cu(u; u, v) + ν(∇u,∇v)− (p,∇ · v) = (fu, v),

(∇ · u, q) = 0

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

=

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

+

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

Idea: Stabilize only small scales

Family of macro decompositions Mh

DM ⊂ [L∞(M)]d finite elemente ansatz space on M ∈Mh.

πM : [L2(M)]d → DM orthogonal L2 projection,κM = Id − πM fluctuation operator

(∇ · uh, q) −→ τu,gd,M(∇ · uh,∇ · vh)M

cu(uh; uh, vh) −→ τu,M(κM((uM · ∇)uh), κM(uM · ∇vh))M

21. September 2016 FEM for Flow Simulations 9 Daniel Arndt 9 / 21

Page 10: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Stabilization

(∂t u, u) + cu(u; u, u) + ν(∇u,∇u)− (p,∇ · u) = (fu, u),

(∇ · u, p) = 0

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

=

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

+

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

Idea: Stabilize only small scales

Family of macro decompositions Mh

DM ⊂ [L∞(M)]d finite elemente ansatz space on M ∈Mh.

πM : [L2(M)]d → DM orthogonal L2 projection,κM = Id − πM fluctuation operator

(∇ · uh, q) −→ τu,gd,M(∇ · uh,∇ · vh)M

cu(uh; uh, vh) −→ τu,M(κM((uM · ∇)uh), κM(uM · ∇vh))M

21. September 2016 FEM for Flow Simulations 9 Daniel Arndt 9 / 21

Page 11: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Stabilization

(∂t u, u) +cu(u; u, u) + ν(∇u,∇u)−(p,∇ · u) = (fu, u),

(∇ · u, p) = 0

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

=

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

+

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

Idea: Stabilize only small scales

Family of macro decompositions Mh

DM ⊂ [L∞(M)]d finite elemente ansatz space on M ∈Mh.

πM : [L2(M)]d → DM orthogonal L2 projection,κM = Id − πM fluctuation operator

(∇ · uh, q) −→ τu,gd,M(∇ · uh,∇ · vh)M

cu(uh; uh, vh) −→ τu,M(κM((uM · ∇)uh), κM(uM · ∇vh))M

21. September 2016 FEM for Flow Simulations 9 Daniel Arndt 9 / 21

Page 12: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Stabilization

(∂t u, u) +cu(u; u, u) + ν(∇u,∇u)−(p,∇ · u) = (fu, u),

(∇ · u, p) = 0

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

=

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

+

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

Idea: Stabilize only small scales

Family of macro decompositions Mh

DM ⊂ [L∞(M)]d finite elemente ansatz space on M ∈Mh.

πM : [L2(M)]d → DM orthogonal L2 projection,κM = Id − πM fluctuation operator

(∇ · uh, q) −→ τu,gd,M(∇ · uh,∇ · vh)M

cu(uh; uh, vh) −→ τu,M(κM((uM · ∇)uh), κM(uM · ∇vh))M

21. September 2016 FEM for Flow Simulations 9 Daniel Arndt 9 / 21

Page 13: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Stabilization

(∂t u, u) +cu(u; u, u) + ν(∇u,∇u)−(p,∇ · u) = (fu, u),

(∇ · u, p) = 0

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

=

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

+

0 0.2 0.4 0.6 0.8 1

-1.5

-1

-0.5

0

0.5

1

1.5

Idea: Stabilize only small scales

Family of macro decompositions Mh

DM ⊂ [L∞(M)]d finite elemente ansatz space on M ∈Mh.

πM : [L2(M)]d → DM orthogonal L2 projection,κM = Id − πM fluctuation operator

(∇ · uh, q) −→ τu,gd,M(∇ · uh,∇ · vh)M

cu(uh; uh, vh) −→ τu,M(κM((uM · ∇)uh), κM(uM · ∇vh))M

21. September 2016 FEM for Flow Simulations 9 Daniel Arndt 9 / 21

Page 14: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Analytical Results

U := (u, p), Uh := (uh, ph)

|||U |||2Stab := ν‖∇u‖20 +

∑M∈Mh

(γM‖∇ · u‖2

0,M + τM‖κM((uM · ∇)u)‖20,M

)Aims:

suitable choice of stabilization parameters

quasi-optimal error estimates

‖U − Uh‖2l∞(t0,T ;L2(Ω)) + |||U − Uh|||2l2(t0,T ;Stab)

≤ CeCG(T−t0)

(infWh

‖U −Wh‖2

l∞(t0,T ;L2(Ω)) + |||U −Wh|||2l2(t0,T ;Stab)

)semi-robust error estimates C(ν), CG(ν)

21. September 2016 FEM for Flow Simulations 10 Daniel Arndt 10 / 21

Page 15: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Overview

1 Introduction

2 Discretization

3 Numerical Results

4 Further Topics

21. September 2016 FEM for Flow Simulations 11 Daniel Arndt 11 / 21

Page 16: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Analytical Test Case - Setting

u(x, t) =

(− cos

(π2 x)· sin(π2 y) · sin(π · t)

sin(π2 x)· cos(π2 y) · sin(π · t)

)p(x, t) = −π · sin

(π2

x)· sin

(π2

y)· sin(π · t)

‖u‖k+1

‖p‖k= 1 Ω = [−1, 1]2

T = 4 · 10−1 ∆t = 4 · 10−5

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

21. September 2016 FEM for Flow Simulations 12 Daniel Arndt 12 / 21

Page 17: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Analytical Test Case - Parameter Choice - ν = 10−4

10−4

10−2

100

102

104

10−4

10−3

10−2

10−1

100

101

102

Q2Q1

L2 velocity

H1 velocity

Linfty velocity

L2 div velocity

L2 pressure

H1 pressure

Linfty pressure

21. September 2016 FEM for Flow Simulations 13 Daniel Arndt 13 / 21

Page 18: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Analytical Test Case - Parameter Choice

h

5 ·10-2

10-1

2 ·10-1 5 ·10

-1

H1(u

) e

rro

r

10-6

10-4

10-2

100

102

104

h5 ·10

-210

-12 ·10

-1 5 ·10-1

L2(p

) e

rro

r

10-4

10-3

10-2

10-1

γ = 1 ν = 1

γ = 0 ν = 1

γ = 1 ν = 10−3

γ = 0 ν = 10−3

γ = 1 ν = 10−6

γ = 0 ν = 10−6

h2

21. September 2016 FEM for Flow Simulations 14 Daniel Arndt 14 / 21

Page 19: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Blasius Flow, Flow over Horizontal Plate

Prandtl’s Boundary Layer Equation

u = u∞f ′(η)

2f ′′′(η) + f (η)f ′′(η) = 0

f (0) = f ′(0) = 0, f ′(∞) = 1

where η = y√

u∞/(νx) is a non-dimensional variable.

21. September 2016 FEM for Flow Simulations 15 Daniel Arndt 15 / 21

Page 20: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Blasius Flow

η=y (u∞

/( ν x))1/2

0 2 4 6 8

u/u

0

0.2

0.4

0.6

0.8

1

1.2

Blasius profilex=0.1x=0.5x=0.9

ν = 10−3, γ = 1, τM = 0, h = 2−5

21. September 2016 FEM for Flow Simulations 16 Daniel Arndt 16 / 21

Page 21: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Blasius Flow - ν = 10−3

Adaptively refined mesh, τM = 0 Globally refined mesh, τM = 1

21. September 2016 FEM for Flow Simulations 17 Daniel Arndt 17 / 21

Page 22: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Overview

1 Introduction

2 Discretization

3 Numerical Results

4 Further Topics

21. September 2016 FEM for Flow Simulations 18 Daniel Arndt 18 / 21

Page 23: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Introduction Discretization Numerical Results Further Topics

Further Topics

Not covered today

Time discretization

Linear algebra

Fast solverMultigridMatrix-Free methods

Implementation⇒ deal.II

Turbulence modeling

MHD, nonisothermal flow, . . .

k

100

101

102

E

10-4

10-3

10-2

10-1

100

τM = h/(2‖uh‖∞,M )τM = 1/(2‖uh‖∞,M )τM = 1

k−5/3

21. September 2016 FEM for Flow Simulations 19 Daniel Arndt 19 / 21

Page 24: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Thanks for your attention!

Page 25: Finite Element Methods for Flow Simulations Daniel Arndtsimweb.iwr.uni-heidelberg.de/~darndt/files/HLF_Arndt.pdf · IntroductionDiscretizationNumerical ResultsFurther Topics Overview

Rayleigh-Bénard Convection

Ra = 105 Ra = 107 Ra = 109

T = 1000, Pr = 0.786, N = 10 · 163, γM = 0.1