An Ensemble-Based Projection Method and Its Numerical Investigation

In many cases, partial differential equation (PDE) models involve a set of parameters whose values may vary over a wide range in application problems, such as optimization, control and uncertainty quantification. Performing multiple numerical simulations in large-scale settings often leads to tremendous demands on computational resources. Thus, the ensemble method has been developed for accelerating a sequence of numerical simulations. In this work we first consider numerical solutions of Navier-Stokes equations under different conditions and introduce the ensemblebased projection method to reduce the computational cost. In particular, we incorporate a sparse grad-div stabilization into the method as a nonzero penalty term in discretization that does not strongly enforce mass conservation, and derive the long time stability and the error estimate. Numerical tests are presented to illustrate the theoretical results. A simple way to solve the linear system generated in the ensemble method is to use a direct solver. Compared with individual simulations of the same problems, the ensemble method is more efficient because there is only one linear system needs to solve for the ensemble. However, for large-scale problems, iterative linear solvers have to be used. Therefore, in the second part of this work we investigate numerical performance of the ensemble method with block iterative solvers for two typical evolution problems: the heat equation and the Navier-Stokes equations. Numerical results are provided to demonstrate the effectiveness and efficiency of the ensemble method when working together with the block iterative solvers

Efficient Numerical Methods for Magnetohydrodynamic Flow

This dissertation studies efficient numerical methods for approximating solu-tions to viscous, incompressible, time-dependent magnetohydrodynamic (MHD) flows and computing MHD flows ensembles. Chapter 3 presents and analyzes a fully discrete, decoupled efficient algorithm for MHD flow that is based on the Els¨asser variable formulation, proves its uncondi-tional stability with respect to the timestep size, and proves its unconditional con-vergence. Numerical experiments are given which verify all predicted convergence rates of our analysis, show the results of the scheme on a set of channel flow problems match well the results found when the computation is done with MHD in primitive variables, and finally illustrate that the scheme performs well for channel flow over a step. In chapter 4, we propose, analyze, and test a new MHD discretization which decouples the system into two Oseen problems at each timestep, yet maintains un-conditional stability with respect to timestep size. The scheme is optimally accu-rate in space, and behaves like second order in time in practice. The proposed method chooses θ ∈ [0, 1], dependent on the viscosity ν and magnetic diffusiv-ity νm, so that unconditionally stability is achieved, and gives temporal accuracy O(∆t2 + (1 − θ)|ν − νm|∆t). In practice, ν and νm are small, and so the method be-haves like second order. We show the θ-method provides excellent accuracy in cases where usual BDF2 is unstable. Chapter 5 proposes an efficient algorithm and studies for computing flow en-sembles of incompressible MHD flows under uncertainties in initial or boundary data. The ensemble average of J realizations is approximated through an efficient algo-rithm that, at each time step, uses the same coefficient matrix for each of the J system solves. Hence, preconditioners need to be built only once per time step, and the algorithm can take advantage of block linear solvers. Additionally, an Els¨asser variable formulation is used, which allows for a stable decoupling of each MHD system at each time step. We prove stability and convergence of the algorithm, and test it with two numerical experiments. This work concludes with chapter 6, which proposes, analyzes and tests high order algebraic splitting methods for MHD flows. The key idea is to applying Yosida-type algebraic splitting to the incremental part of the unknowns at each time step. This reduces the block Schur complement by decoupling it into two Navier-Stokes-type Schur complements, each of which is symmetric positive definite and the same at each time step. We prove the splitting is third order in ∆t, and if used together with (block-)pressure correction, is fourth order. A full analysis of the solver is given, both as a linear algebraic approximation, and as a finite element discretization of an approximation to the un-split discrete system. Numerical tests are given to illustrate the theory and show the effectiveness of the method. Finally, conclusions and future works are discussed in the final chapter

A Penalty-projection based Efficient and Accurate Stochastic Collocation Method for Magnetohydrodynamic Flows

We propose, analyze, and test a penalty projection-based efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm uses the Els\"asser variables formulation and discrete Hodge decomposition to decouple the stochastic MHD system into four sub-problems (at each time-step for each realization) which are much easier to solve than solving the coupled saddle point problems. Each of the sub-problems is designed in a sophisticated way so that at each time-step the system matrix remains the same for all the realizations but with different right-hand-side vectors which allows saving a huge amount of computer memory and computational time. Moreover, the scheme is equipped with ensemble eddy-viscosity and grad-div stabilization terms. The stability of the algorithm is proven rigorously. We prove that the proposed scheme converges to an equivalent non-projection-based coupled MHD scheme for large grad-div stabilization parameter values. We examine how Stochastic Collocation Methods (SCMs) can be combined with the proposed penalty projection UQ algorithm. Finally, a series of numerical experiments are given which verify the predicted convergence rates, show the algorithm's performance on benchmark channel flow over a rectangular step, and a regularized lid-driven cavity problem with high random Reynolds number and magnetic Reynolds number.Comment: 28 pages, 13 figure

HIGHER ACCURACY METHODS FOR FLUID FLOWS IN VARIOUS APPLICATIONS: THEORY AND IMPLEMENTATION

This dissertation contains research on several topics related to Defect-deferred correction (DDC) method applying to CFD problems. First, we want to improve the error due to temporal discretization for the problem of two convection dominated convection-diffusion problems, coupled across a joint interface. This serves as a step towards investigating an atmosphere-ocean coupling problem with the interface condition that allows for the exchange of energies between the domains. The main diffuculty is to decouple the problem in an unconditionally stable way for using legacy code for subdomains. To overcome the issue, we apply the Deferred Correction (DC) method. The DC method computes two successive approximations and we will exploit this extra flexibility by also introducing the artificial viscosity to resolve the low viscosity issue. The low viscosity issue is to lose an accuracy and a way of finding a approximate solution as a diffusion coeffiscient gets low. Even though that reduces the accuracy of the first approximation, we recover the second order accuracy in the correction step. Overall, we construct a defect and deferred correction (DDC) method. So that not only the second order accuracy in time and space is obtained but the method is also applicable to flows with low viscosity. Upon successfully completing the project in Chapter 1, we move on to implementing similar ideas for a fluid-fluid interaction problem with nonlinear interface condition; the results of this endeavor are reported in Chapter 2. In the third chapter, we represent a way of using an algorithm of an existing penalty-projection for MagnetoHydroDynamics, which allows for the usage of the less sophisticated and more computationally attractive Taylor-Hood pair of finite element spaces. We numerically show that the new modification of the method allows to get first order accuracy in time on the Taylor-Hood finite elements while the existing method would fail on it. In the fourth chapter, we apply the DC method to the magnetohydrodynamic (MHD) system written in Elsásser variables to get second order accuracy in time. We propose and analyze an algorithm based on the penalty projection with graddiv stabilized Taylor Hood solutions of Elsásser formulations

Schnelle Löser für partielle Differentialgleichungen

The workshop Schnelle Löser für partielle Differentialgleichungen, organised by Randolph E. Bank (La Jolla), Wolfgang Hackbusch(Leipzig), Gabriel Wittum (Heidelberg) was held May 22nd - May 28th, 2005. This meeting was well attended by 47 participants with broad geographic representation from 9 countries and 3 continents. This workshop was a nice blend of researchers with various backgrounds

Monolithic multigrid methods for high-order discretizations of time-dependent PDEs

A currently growing interest is seen in developing solvers that couple high-fidelity and higher-order spatial discretization schemes with higher-order time stepping methods for various time-dependent fluid plasma models. These problems are famously known to be stiff, thus only implicit time-stepping schemes with certain stability properties can be used. Of the most powerful choices are the implicit Runge-Kutta methods (IRK). However, they are multi-stage, often producing a very large and nonsymmetric system of equations that needs to be solved at each time step. There have been recent efforts on developing efficient and robust solvers for these systems. We have accomplished this by using a Newton-Krylov-multigrid approach that applies a multigrid preconditioner monolithically, preserving the system couplings, and uses Newton’s method for linearization wherever necessary. We show robustness of our solver on the single-fluid magnetohydrodynamic (MHD) model, along with the (Navier-)Stokes and Maxwell’s equations. For all these, we couple IRK with higher-order (mixed) finiteelement (FEM) spatial discretizations. In the Navier-Stokes problem, we further explore achieving more higher-order approximations by using nonconforming mixed FEM spaces with added penalty terms for stability. While in the Maxwell problem, we focus on the rarely used E-B form, where both electric and magnetic fields are differentiated in time, and overcome the difficulty of using FEM on curved domains by using an elasticity solve on each level in the non-nested hierarchy of meshes in the multigrid method

Theoretical and Practical Aspects of Space-Time DG-SEM Implementations

We discuss two approaches for the formulation and implementation of space-time discontinuous Galerkin spectral element methods (DG-SEM). In one, time is treated as an additional coordinate direction and a Galerkin procedure is applied to the entire problem. In the other, the method of lines is used with DG-SEM in space and the fully implicit Runge-Kutta method Lobatto IIIC in time. The two approaches are mathematically equivalent in the sense that they lead to the same discrete solution. However, in practice they differ in several important respects, including the terminology used to describe them, the structure of the resulting software, and the interaction with nonlinear solvers. Challenges and merits of the two approaches are discussed with the goal of providing the practitioner with sufficient consideration to choose which path to follow. Additionally, implementations of the two methods are provided as a starting point for further development. Numerical experiments validate the theoretical accuracy of these codes and demonstrate their utility, even for 4D problems.Comment: updated 3D experiments, fixed typo

Das unstetige Galerkinverfahren für Strömungen mit freier Oberfläche und im Grundwasserbereich in geophysikalischen Anwendungen

Free surface flows and subsurface flows appear in a broad range of geophysical applications and in many environmental settings situations arise which even require the coupling of free surface and subsurface flows. Many of these application scenarios are characterized by large domain sizes and long simulation times. Hence, they need considerable amounts of computational work to achieve accurate solutions and the use of efficient algorithms and high performance computing resources to obtain results within a reasonable time frame is mandatory. Discontinuous Galerkin methods are a class of numerical methods for solving differential equations that share characteristics with methods from the finite volume and finite element frameworks. They feature high approximation orders, offer a large degree of flexibility, and are well-suited for parallel computing. This thesis consists of eight articles and an extended summary that describe the application of discontinuous Galerkin methods to mathematical models including free surface and subsurface flow scenarios with a strong focus on computational aspects. It covers discretization and implementation aspects, the parallelization of the method, and discrete stability analysis of the coupled model.Für viele geophysikalische Anwendungen spielen Strömungen mit freier Oberfläche und im Grundwasserbereich oder sogar die Kopplung dieser beiden eine zentrale Rolle. Oftmals charakteristisch für diese Anwendungsszenarien sind große Rechengebiete und lange Simulationszeiten. Folglich ist das Berechnen akkurater Lösungen mit beträchtlichem Rechenaufwand verbunden und der Einsatz effizienter Lösungsverfahren sowie von Techniken des Hochleistungsrechnens obligatorisch, um Ergebnisse innerhalb eines annehmbaren Zeitrahmens zu erhalten. Unstetige Galerkinverfahren stellen eine Gruppe numerischer Verfahren zum Lösen von Differentialgleichungen dar, und kombinieren Eigenschaften von Methoden der Finiten Volumen- und Finiten Elementeverfahren. Sie ermöglichen hohe Approximationsordnungen, bieten einen hohen Grad an Flexibilität und sind für paralleles Rechnen gut geeignet. Diese Dissertation besteht aus acht Artikeln und einer erweiterten Zusammenfassung, in diesen die Anwendung unstetiger Galerkinverfahren auf mathematische Modelle inklusive solcher für Strömungen mit freier Oberfläche und im Grundwasserbereich beschrieben wird. Die behandelten Themen umfassen Diskretisierungs- und Implementierungsaspekte, die Parallelisierung der Methode sowie eine diskrete Stabilitätsanalyse des gekoppelten Modells