Efficient and robust monolithic finite element multilevel Krylov subspace solvers for the solution of stationary incompressible Navier-Stokes equations

Multigrid methods belong to the best-known methods for solving linear systems arising from the discretization of elliptic partial differential equations. The main attraction of multigrid methods is that they have an asymptotically meshindependent convergence behavior. Multigrid with Vanka (or local multilevel pressure Schur complement method) as smoother have been frequently used for the construction of very effcient coupled monolithic solvers for the solution of the stationary incompressible Navier-Stokes equations in 2D and 3D. However, due to its innate Gauß-Seidel/Jacobi character, Vanka has a strong influence of the underlying mesh, and therefore, coupled multigrid solvers with Vanka smoothing very frequently face convergence issues on meshes with high aspect ratios. Moreover, even on very nice regular grids, these solvers may fail when the anisotropies are introduced from the differential operator. In this thesis, we develop a new class of robust and efficient monolithic finite element multilevel Krylov subspace methods (MLKM) for the solution of the stationary incompressible Navier-Stokes equations as an alternative to the coupled multigrid-based solvers. Different from multigrid, the MLKM utilizes a Krylov method as the basis in the error reduction process. The solver is based on the multilevel projection-based method of Erlangga and Nabben, which accelerates the convergence of the Krylov subspace methods by shifting the small eigenvalues of the system matrix, responsible for the slow convergence of the Krylov iteration, to the largest eigenvalue. Before embarking on the Navier-Stokes equations, we first test our implementation of the MLKM solver by solving scalar model problems, namely the convection-diffusion problem and the anisotropic diffusion problem. We validate the method by solving several standard benchmark problems. Next, we present the numerical results for the solution of the incompressible Navier-Stokes equations in two dimensions. The results show that the MLKM solvers produce asymptotically mesh-size independent, as well as Reynolds number independent convergence rates, for a moderate range of Reynolds numbers. Moreover, numerical simulations also show that the coupled MLKM solvers can handle (both mesh and operator based) anisotropies better than the coupled multigrid solvers

Schnelle Löser für Partielle Differentialgleichungen

The workshop Schnelle Löser für partielle Differentialgleichungen, organised by Randolph E. Bank (La Jolla), Wolfgang Hackbusch (Leipzig), and Gabriel Wittum (Frankfurt am Main), was held May 22nd–May 28th, 2011. This meeting was well attended by 54 participants with broad geographic representation from 7 countries and 3 continents. This workshop was a nice blend of researchers with various backgrounds

On Multilevel Methods Based on Non-Nested Meshes

This thesis is concerned with multilevel methods for the efficient solution of partial differential equations in the field of scientific computing. Further, emphasis is put on an extensive study of the information transfer between finite element spaces associated with non-nested meshes. For the discretization of complicated geometries with a finite element method, unstructured meshes are often beneficial as they can easily be adjusted to the shape of the computational domain. Such meshes, and thus the corresponding discrete function spaces, do not allow for straightforward multilevel hierarchies that could be exploited to construct fast solvers. In the present thesis, we present a class of "semi-geometric" multilevel iterations, which are based on hierarchies of independent, non-nested meshes. This is realized by a variational approach such that the images of suitable prolongation operators in the next (finer) space recursively determine the coarse level spaces. The semi-geometric concept is of very general nature compared with other methods relying on geometric considerations. This is reflected in the relatively loose relations of the employed meshes to each other. The specific benefit of the approach based on non-nested meshes is the flexibility in the choice of the coarse meshes, which can, for instance, be generated independently by standard methods. The resolution of the boundaries of the actual computational domain in the constructed coarse level spaces is a characteristic feature of the devised class of methods. The flexible applicability and the efficiency of the presented solution methods is demonstrated in a series of numerical experiments. We also explain the practical implementation of the semi-geometric ideas and concrete transfer concepts between non-nested meshes. Moreover, an extension to a semi-geometric monotone multigrid method for the solution of variational inequalities is discussed. We carry out the analysis of the convergence and preconditioning properties, respectively, in the framework of the theory of subspace correction methods. Our technical considerations yield a quasi-optimal result, which we prove for general, shape regular meshes by local arguments. The relevant properties of the operators for the prolongation between non-nested finite element spaces are the H1-stability and an L2-approximation property as well as the locality of the transfer. This thesis is a contribution to the development of fast solvers for equations on complicated geometries with focus on geometric techniques (as opposed to algebraic ones). Connections to other approaches are carefully elaborated. In addition, we examine the actual information transfer between non-nested finite element spaces. In a novel study, we combine theoretical, practical and experimental considerations. A thourough investigation of the qualitative properties and a quantitative analysis of the differences of individual transfer concepts to each other lead to new results on the information transfer as such. Finally, by the introduction of a generalized projection operator, the pseudo-L2-projection, we obtain a significantly better approximation of the actual L2-orthogonal projection than other approaches from the literature.Nicht-geschachtelte Gitter in Multilevel-Verfahren Diese Arbeit beschäftigt sich mit Multilevel-Verfahren zur effizienten Lösung von Partiellen Differentialgleichungen im Bereich des Wissenschaftlichen Rechnens. Dabei liegt ein weiterer Schwerpunkt auf der eingehenden Untersuchung des Informationsaustauschs zwischen Finite-Elemente-Räumen zu nicht-geschachtelten Gittern. Zur Diskretisierung von komplizierten Geometrien mit einer Finite-Elemente-Methode sind unstrukturierte Gitter oft von Vorteil, weil sie der Form des Rechengebiets einfacher angepasst werden können. Solche Gitter, und somit die zugehörigen diskreten Funktionenräume, besitzen im Allgemeinen keine leicht zugängliche Multilevel-Struktur, die sich zur Konstruktion schneller Löser ausnutzen ließe. In der vorliegenden Arbeit stellen wir eine Klasse "semi-geometrischer" Multilevel-Iterationen vor, die auf Hierarchien voneinander unabhängiger, nicht-geschachtelter Gitter beruhen. Dabei bestimmen in einem variationellen Ansatz rekursiv die Bilder geeigneter Prolongationsoperatoren im jeweils folgenden (feineren) Raum die Grobgitterräume. Das semi-geometrische Konzept ist sehr allgemeiner Natur verglichen mit anderen Verfahren, die auf geometrischen Überlegungen beruhen. Dies zeigt sich in der verhältnismäßig losen Beziehung der verwendeten Gitter zueinander. Der konkrete Nutzen des Ansatzes mit nicht-geschachtelten Gittern ist die Flexibilität der Wahl der Grobgitter. Diese können beispielsweise unabhängig mit Standardverfahren generiert werden. Die Auflösung des Randes des tatsächlichen Rechengebiets in den konstruierten Grobgitterräumen ist eine Eigenschaft der entwickelten Verfahrensklasse. Die flexible Einsetzbarkeit und die Effizienz der vorgestellten Lösungsverfahren zeigt sich in einer Reihe von numerischen Experimenten. Dazu geben wir Hinweise zur praktischen Umsetzung der semi-geometrischen Ideen und konkreter Transfer-Konzepte zwischen nicht-geschachtelten Gittern. Darüber hinaus wird eine Erweiterung zu einem semi-geometrischen monotonen Mehrgitterverfahren zur Lösung von Variationsungleichungen untersucht. Wir führen die Analysis der Konvergenz- bzw. Vorkonditionierungseigenschaften im Rahmen der Theorie der Teilraumkorrekturmethoden durch. Unsere technische Ausarbeitung liefert ein quasi-optimales Resultat, das wir mithilfe lokaler Argumente für allgemeine, shape-reguläre Gitterfamilien beweisen. Als relevante Eigenschaften der Operatoren zur Prolongation zwischen nicht-geschachtelten Finite-Elemente-Räumen erweisen sich die H1-Stabilität und eine L2-Approximationseigenschaft sowie die Lokalität des Transfers. Diese Arbeit ist ein Beitrag zur Entwicklung schneller Löser für Gleichungen auf komplizierten Gebieten mit Schwerpunkt auf geometrischen Techniken (im Unterschied zu algebraischen). Verbindungen zu anderen Ansätzen werden sorgfältig aufgezeigt. Daneben untersuchen wir den Informationsaustausch zwischen nicht-geschachtelten Finite-Elemente-Räumen als solchen. In einer neuartigen Studie verbinden wir theoretische, praktische und experimentelle Überlegungen. Eine sorgfältige Prüfung der qualitativen Eigenschaften sowie eine quantitative Analyse der Unterschiede verschiedener Transfer-Konzepte zueinander führen zu neuen Ergebnissen bezüglich des Informationsaustauschs selbst. Schließlich erreichen wir durch die Einführung eines verallgemeinerten Projektionsoperators, der Pseudo-L2-Projektion, eine deutlich bessere Approximation der eigentlichen L2-orthogonalen Projektion als andere Ansätze aus der Literatur

Seventh Copper Mountain Conference on Multigrid Methods

The Seventh Copper Mountain Conference on Multigrid Methods was held on 2-7 Apr. 1995 at Copper Mountain, Colorado. This book is a collection of many of the papers presented at the conference and so represents the conference proceedings. NASA Langley graciously provided printing of this document so that all of the papers could be presented in a single forum. Each paper was reviewed by a member of the conference organizing committee under the coordination of the editors. The multigrid discipline continues to expand and mature, as is evident from these proceedings. The vibrancy in this field is amply expressed in these important papers, and the collection shows its rapid trend to further diversity and depth

Advances in Design and Optimization Using Immersed Boundary Methods

This thesis is concerned with topology optimization which provides engineers with a systematic approach to optimize the layout and geometry of a structure against various design criteria. Traditional topology optimization uses density-based methods to capture topological changes in geometry. Density-based methods describe a structural layout using artificial elemental densities. To obtain a good resolution of the geometry, fine meshes are required. This however leads to large computational costs in 3D. Using coarser but practical meshes results in blurred structural boundaries and unreliable prediction of physical response along those boundaries. Using immersed boundary methods instead, such as the extended finite element method (XFEM), alleviates these issues. The XFEM provides clear description of the geometry, and approximation of the physical response along boundaries has been shown to converge to the approximation using body-fitted meshes. This thesis focuses on the use of XFEM for topology optimization. Design geometry in this thesis is tracked precisely using the level set method (LSM).The LSM-XFEM approach is used to solve variety of multiphysics design and optimization problems. However, being a relatively new field of study the LSM-XFEM approach continues to pose many interesting challenges limiting its applicability to topology optimization. The goal of this thesis is to present advances made towards making LSM-XFEM more viable and reliable for design and optimization of multiphysics problems. Specifically, i) The numerical behavior of XFEM-based shape sensitivities has not yet been investigated. This thesis presents a first-of-its kind study on the numerical behavior of shape sensitivities using the XFEM. ii) The matter of overestimation of stresses using the XFEM, a longstanding issue with no concrete resolution available in the literature, is addressed for robust stress-based optimization. iii) LSM-based topology optimization is known to suffer from slow design evolution resulting from localized sensitivities. A recently proposed concept of geometric primitives as design variables alleviates this issue. Literature on this concept has been restricted to single material problems using linear elasticity. Using the XFEM, this thesis extends the concept of geometric primitives as design variables to multiphase multiphysics problems in 3D

Distributed-memory parallelization of the aggregated unfitted finite element method

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based on removal of basis functions associated with badly cut cells by introducing carefully designed constraints, which results in well-posed systems of linear algebraic equations, while preserving the optimal approximation order of the underlying finite element spaces. The specific goal of this work is to present the implementation and performance of the method on distributed-memory platforms aiming at the efficient solution of large-scale problems. In particular, we show that, by considering AgFEM, the resulting systems of linear algebraic equations can be effectively solved using standard algebraic multigrid preconditioners. This is in contrast with previous works that consider highly customized preconditioners in order to allow one the usage of iterative solvers in combination with unfitted techniques. Another novelty with respect to the methods available in the literature is the problem sizes that can be handled with the proposed approach. While most of previous references discussing linear solvers for unfitted methods are based on serial non-scalable algorithms, we propose a parallel distributed-memory method able to efficiently solve problems at large scales. This is demonstrated by means of a weak scaling test defined on complex 3D domains up to 300M degrees of freedom and one billion cells on 16K CPU cores in the Marenostrum-IV platform. The parallel implementation of the AgFEM method is available in the large-scale finite element package FEMPAR

The Sixth Copper Mountain Conference on Multigrid Methods, part 1

The Sixth Copper Mountain Conference on Multigrid Methods was held on 4-9 Apr. 1993, at Copper Mountain, CO. This book is a collection of many of the papers presented at the conference and as such represents the conference proceedings. NASA LaRC graciously provided printing of this document so that all of the papers could be presented in a single forum. Each paper was reviewed by a member of the conference organizing committee under the coordination of the editors. The multigrid discipline continues to expand and mature, as is evident from these proceedings. The vibrancy in this field is amply expressed in these important papers, and the collection clearly shows its rapid trend to further diversity and depth

Distributed-memory parallelization of the aggregated unfitted finite element method

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based on removal of basis functions associated with badly cut cells by introducing carefully designed constraints, which results in well-posed systems of linear algebraic equations, while preserving the optimal approximation order of the underlying finite element spaces. The specific goal of this work is to present the implementation and performance of the method on distributed-memory platforms aiming at the efficient solution of large-scale problems. In particular, we show that, by considering AgFEM, the resulting systems of linear algebraic equations can be effectively solved using standard algebraic multigrid preconditioners. This is in contrast with previous works that consider highly customized preconditioners in order to allow one the usage of iterative solvers in combination with unfitted techniques. Another novelty with respect to the methods available in the literature is the problem sizes that can be handled with the proposed approach. While most of previous references discussing linear solvers for unfitted methods are based on serial non-scalable algorithms, we propose a parallel distributed-memory method able to efficiently solve problems at large scales. This is demonstrated by means of a weak scaling test defined on complex 3D domains up to 300M degrees of freedom and one billion cells on 16K CPU cores in the Marenostrum-IV platform. The parallel implementation of the AgFEM method is available in the large-scale finite element package FEMPAR

Composite Finite Elements for Trabecular Bone Microstructures

In many medical and technical applications, numerical simulations need to be performed for objects with interfaces of geometrically complex shape. We focus on the biomechanical problem of elasticity simulations for trabecular bone microstructures. The goal of this dissertation is to develop and implement an efficient simulation tool for finite element simulations on such structures, so-called composite finite elements. We will deal with both the case of material/void interfaces (complicated domains) and the case of interfaces between different materials (discontinuous coefficients). In classical finite element simulations, geometric complexity is encoded in tetrahedral and typically unstructured meshes. Composite finite elements, in contrast, encode geometric complexity in specialized basis functions on a uniform mesh of hexahedral structure. Other than alternative approaches (such as e.g. fictitious domain methods, generalized finite element methods, immersed interface methods, partition of unity methods, unfitted meshes, and extended finite element methods), the composite finite elements are tailored to geometry descriptions by 3D voxel image data and use the corresponding voxel grid as computational mesh, without introducing additional degrees of freedom, and thus making use of efficient data structures for uniformly structured meshes. The composite finite element method for complicated domains goes back to Wolfgang Hackbusch and Stefan Sauter and restricts standard affine finite element basis functions on the uniformly structured tetrahedral grid (obtained by subdivision of each cube in six tetrahedra) to an approximation of the interior. This can be implemented as a composition of standard finite element basis functions on a local auxiliary and purely virtual grid by which we approximate the interface. In case of discontinuous coefficients, the same local auxiliary composition approach is used. Composition weights are obtained by solving local interpolation problems for which coupling conditions across the interface need to be determined. These depend both on the local interface geometry and on the (scalar or tensor-valued) material coefficients on both sides of the interface. We consider heat diffusion as a scalar model problem and linear elasticity as a vector-valued model problem to develop and implement the composite finite elements. Uniform cubic meshes contain a natural hierarchy of coarsened grids, which allows us to implement a multigrid solver for the case of complicated domains. Besides simulations of single loading cases, we also apply the composite finite element method to the problem of determining effective material properties, e.g. for multiscale simulations. For periodic microstructures, this is achieved by solving corrector problems on the fundamental cells using affine-periodic boundary conditions corresponding to uniaxial compression and shearing. For statistically periodic trabecular structures, representative fundamental cells can be identified but do not permit the periodic approach. Instead, macroscopic displacements are imposed using the same set as before of affine-periodic Dirichlet boundary conditions on all faces. The stress response of the material is subsequently computed only on an interior subdomain to prevent artificial stiffening near the boundary. We finally check for orthotropy of the macroscopic elasticity tensor and identify its axes.Zusammengesetzte finite Elemente für trabekuläre Mikrostrukturen in Knochen In vielen medizinischen und technischen Anwendungen werden numerische Simulationen für Objekte mit geometrisch komplizierter Form durchgeführt. Gegenstand dieser Dissertation ist die Simulation der Elastizität trabekulärer Mikrostrukturen von Knochen, einem biomechanischen Problem. Ziel ist es, ein effizientes Simulationswerkzeug für solche Strukturen zu entwickeln, die sogenannten zusammengesetzten finiten Elemente. Wir betrachten dabei sowohl den Fall von Interfaces zwischen Material und Hohlraum (komplizierte Gebiete) als auch zwischen verschiedenen Materialien (unstetige Koeffizienten). In klassischen Finite-Element-Simulationen wird geometrische Komplexität typischerweise in unstrukturierten Tetraeder-Gittern kodiert. Zusammengesetzte finite Elemente dagegen kodieren geometrische Komplexität in speziellen Basisfunktionen auf einem gleichförmigen Würfelgitter. Anders als alternative Ansätze (wie zum Beispiel fictitious domain methods, generalized finite element methods, immersed interface methods, partition of unity methods, unfitted meshes und extended finite element methods) sind die zusammengesetzten finiten Elemente zugeschnitten auf die Geometriebeschreibung durch dreidimensionale Bilddaten und benutzen das zugehörige Voxelgitter als Rechengitter, ohne zusätzliche Freiheitsgrade einzuführen. Somit können sie effiziente Datenstrukturen für gleichförmig strukturierte Gitter ausnutzen. Die Methode der zusammengesetzten finiten Elemente geht zurück auf Wolfgang Hackbusch und Stefan Sauter. Man schränkt dabei übliche affine Finite-Element-Basisfunktionen auf gleichförmig strukturierten Tetraedergittern (die man durch Unterteilung jedes Würfels in sechs Tetraeder erhält) auf das approximierte Innere ein. Dies kann implementiert werden durch das Zusammensetzen von Standard-Basisfunktionen auf einem lokalen und rein virtuellen Hilfsgitter, durch das das Interface approximiert wird. Im Falle unstetiger Koeffizienten wird die gleiche lokale Hilfskonstruktion verwendet. Gewichte für das Zusammensetzen erhält man hier, indem lokale Interpolationsprobleme gelöst werden, wozu zunächst Kopplungsbedingungen über das Interface hinweg bestimmt werden. Diese hängen ab sowohl von der lokalen Geometrie des Interface als auch von den (skalaren oder tensorwertigen) Material-Koeffizienten auf beiden Seiten des Interface. Wir betrachten Wärmeleitung als skalares und lineare Elastizität als vektorwertiges Modellproblem, um die zusammengesetzten finiten Elemente zu entwickeln und zu implementieren. Gleichförmige Würfelgitter enthalten eine natürliche Hierarchie vergröberter Gitter, was es uns erlaubt, im Falle komplizierter Gebiete einen Mehrgitterlöser zu implementieren. Neben Simulationen einzelner Lastfälle wenden wir die zusammengesetzten finiten Elemente auch auf das Problem an, effektive Materialeigenschaften zu bestimmen, etwa für mehrskalige Simulationen. Für periodische Mikrostrukturen wird dies erreicht, indem man Korrekturprobleme auf der Fundamentalzelle löst. Dafür nutzt man affin-periodische Randwerte, die zu uniaxialem Druck oder zu Scherung korrespondieren. In statistisch periodischen trabekulären Mikrostrukturen lassen sich ebenfalls Fundamentalzellen identifizieren, sie erlauben jedoch keinen periodischen Ansatz. Stattdessen werden makroskopische Verschiebungen zu denselben affin-periodischen Randbedingungen vorgegeben, allerdings durch Dirichlet-Randwerte auf allen Seitenflächen. Die Spannungsantwort des Materials wird anschließend nur auf einem inneren Teilbereich berechnet, um künstliche Versteifung am Rand zu verhindern. Schließlich prüfen wir den makroskopischen Elastizitätstensor auf Orthotropie und identifizieren deren Achsen