Adaptive high-order splitting schemes for large-scale differential Riccati equations

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical to employ structural properties of the matrix-valued solution, or the computational cost and storage requirements become infeasible. Our main contribution is therefore to formulate these high-order splitting schemes in a efficient way by utilizing a low-rank factorization. Previous results indicated that this was impossible for methods of order higher than 2, but our new approach overcomes these difficulties. In addition, we demonstrate that the proposed methods contain natural embedded error estimates. These may be used e.g. for time step adaptivity, and our numerical experiments in this direction show promising results.Comment: 23 pages, 7 figure

Segregated Runge–Kutta time integration of convection-stabilized mixed finite element schemes for wall-unresolved LES of incompressible flows

In this work, we develop a high-performance numerical framework for the large eddy simulation (LES) of incompressible flows. The spatial discretization of the nonlinear system is carried out using mixed finite element (FE) schemes supplemented with symmetric projection stabilization of the convective term and a penalty term for the divergence constraint. These additional terms introduced at the discrete level have been proved to act as implicit LES models. In order to perform meaningful wall-unresolved simulations, we consider a weak imposition of the boundary conditions using a Nitsche’s-type scheme, where the tangential component penalty term is designed to act as a wall law. Next, segregated Runge–Kutta (SRK) schemes (recently proposed by the authors for laminar flow problems) are applied to the LES simulation of turbulent flows. By the introduction of a penalty term on the trace of the acceleration, these methods exhibit excellent stability properties for both implicit and explicit treatment of the convective terms. SRK schemes are excellent for large-scale simulations, since they reduce the computational cost of the linear system solves by splitting velocity and pressure computations at the time integration level, leading to two uncoupled systems. The pressure system is a Darcy-type problem that can easily be preconditioned using a traditional block-preconditioning scheme that only requires a Poisson solver. At the end, only coercive systems have to be solved, which can be effectively preconditioned by multilevel domain decomposition schemes, which are both optimal and scalable. The framework is applied to the Taylor–Green and turbulent channel flow benchmarks in order to prove the accuracy of the convection-stabilized mixed FEs as LES models and SRK time integrators. The scalability of the preconditioning techniques (in space only) has also been proven for one step of the SRK scheme for the Taylor–Green flow using uniform meshes. Moreover, a turbulent flow around a NACA profile is solved to show the applicability of the proposed algorithms for a realistic problem.Peer ReviewedPostprint (author's final draft

Isogeometric analysis of the Cahn-Hilliard equation - a convergence study

Herein, we present a numerical convergence study of the Cahn-Hilliard phase-field model within an isogeometric finite element analysis framework. Using a manufactured solution, a mixed formulation of the Cahn-Hilliard equation and the direct discretisation of the weak form, which requires a C1-continuous approximation, are compared in terms of convergence rates. For approximations that are higher than second-order in space, the direct discretisation is found to be superior. Suboptimal convergence rates occur when splines of order p=2 are used. This is validated with a priori error estimates for linear problems. The convergence analysis is completed with an investigation of the temporal discretisation. Second-order accuracy is found for the generalised-α method. This ensures the functionality of an adaptive time stepping scheme which is required for the efficient numerical solution of the Cahn-Hilliard equation. The isogeometric finite element framework is eventually validated by two numerical examples of spinodal decomposition

Adaptive time step control for higher order variational time discretizations applied to convection-diffusion equations

Higher order variational time stepping schemes allow an efficient post-processing for computing a higher order solution. This paper presents an adaptive algorithm whose time step control utilizes the post-processed solution. The algorithm is applied to convection-dominated convection-diffusion equations. It is shown that the length of the time step properly reflects the dynamics of the solution. The numerical costs of the adaptive algorithm are discussed