Solving elliptic problems with discontinuities on irregular domains – the Voronoi Interface Method.

We introduce a simple method, dubbed the Voronoi Interface Method, to solve Elliptic problems with discontinuities across the interface of irregular domains. This method produces a linear system that is symmetric positive definite with only its right-hand-side affected by the jump conditions. The solution and the solution's gradients are second-order accurate and first-order accurate, respectively, in the L∞L∞ norm, even in the case of large ratios in the diffusion coefficient. This approach is also applicable to arbitrary meshes. Additional degrees of freedom are placed close to the interface and a Voronoi partition centered at each of these points is used to discretize the equations in a finite volume approach. Both the locations of the additional degrees of freedom and their Voronoi discretizations are straightforward in two and three spatial dimensions

Immersed finite element method for interface problems with algebraic multigrid solver

This thesis is to discuss the bilinear and 2D linear immersed finite element (IFE) solutions generated from the algebraic multigrid solver for both stationary and moving interface problems. In contrast to the body-fitting mesh restriction of the traditional finite element methods or finite difference methods for interface problems, a number of numerical methods based on structured meshes independent of the interface have been developed. When these methods are applied to the real world applications, we often need to solve the corresponding large scale linear systems many times, which demands efficient solvers. The algebraic multigrid (AMG) method is a natural choice since it is independent of the geometry, which may be very complicated in interface problems. However, for those methods based on finite difference formulation and a structured mesh independent of the interface, the stiffness matrix of the linear system is usually not symmetric positive-definite, which demands extra efforts to design efficient multigrid methods. On the other hand, the stiffness matrix arising from the IFE methods are naturally symmetric positive-definite. Hence the IFE-AMG algorithm is proposed to solve the linear systems of the bilinear and 2D linear IFE methods for both stationary and moving interface problems after the IFE and multi-grid methods are reviewed respectively. The numerical examples demonstrate the features of the proposed algorithm, including the optimal convergence in both Ł² and semi-H¹ norms of the IFE-AMG solutions, the high efficiency with proper choice of the components and parameters of AMG, the influence of the tolerance and the smoother type of AMG on the convergence of the IFE solutions for the interface problems, and the relationship between the cost and the moving interface location --Abstract, page iii

A multigrid ghost-point level-set method for incompressible Navier-Stokes equations on moving domains with curved boundaries

In this paper we present a numerical approach to solve the Navier-Stokes equations on moving domains with second-order accuracy. The space discretization is based on the ghost-point method, which falls under the category of unfitted boundary methods, since the mesh does not adapt to the moving boundary. The equations are advanced in time by using Crank-Nicholson. The momentum and continuity equations are solved simultaneously for the velocity and the pressure by adopting a proper multigrid approach. To avoid the checkerboard instability for the pressure, a staggered grid is adopted, where velocities are defined at the sides of the cell and the pressure is defined at the centre. The lack of uniqueness for the pressure is circumvented by the inclusion of an additional scalar unknown, representing the average divergence of the velocity, and an additional equation to set the average pressure to zero. Several tests are performed to simulate the motion of an incompressible fluid around a moving object, as well as the lid-driven cavity tests around steady objects. The object is implicitly defined by a level-set approach, that allows a natural computation of geometrical properties such as distance from the boundary, normal directions and curvature. Different shapes are tested: circle, ellipse and flower. Numerical results show the second order accuracy for the velocity and the divergence (that decays to zero with second order) and the efficiency of the multigrid, that is comparable with the tests available in literature for rectangular domains without objects, showing that the presence of a complex-shaped object does not degrade the performance

Second order finite-difference ghost-point multigrid methods for elliptic problems with discontinuous coefficients on an arbitrary interface

In this paper we propose a second-order accurate numerical method to solve elliptic problems with discontinuous coefficients (with general non homogeneous jumps in the solution and its gradient) in 2D and 3D. The method consists of a finite-difference method on a Cartesian grid in which complex geometries (boundaries and interfaces) are embedded, and is second order accurate in the solution and the gradient itself. In order to avoid the drop in accuracy caused by the discontinuity of the coefficients across the interface, two numerical values are assigned on grid points that are close to the interface: a real value, that represents the numerical solution on that grid point, and a ghost value, that represents the numerical solution extrapolated from the other side of the interface, obtained by enforcing the assigned non-homogeneous jump conditions on the solution and its flux. The method is also extended to the case of matrix coefficient. The linear system arising from the discretization is solved by an efficient multigrid approach. Unlike the 1D case, grid points are not necessarily aligned with the normal derivative and therefore suitable stencils must be chosen to discretize interface conditions in order to achieve second order accuracy in the solution and its gradient. A proper treatment of the interface conditions will allow the multigrid to attain the optimal convergence factor, comparable with the one obtained by Local Fourier Analysis for rectangular domains. The method is robust enough to handle large jump in the coefficients: order of accuracy, monotonicity of the errors and good convergence factor are maintained by the scheme

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

Simulation of incompressible viscous flows on distributed Octree grids

This dissertation focuses on numerical simulation methods for continuous problems with irregular interfaces. A common feature of these types of systems is the locality of the physical phenomena, suggesting the use of adaptive meshes to better focus the computational effort, and the complexity inherent to representing a moving irregular interface. We address these challenges by using the implicit framework provided by the Level-Set method and implemented on adaptive Quadtree (in two spatial dimensions) and Octree (in three spatial dimensions) grids. This work is composed of two sections.In the first half, we present the numerical tools for the study of incompressible monophasic viscous flows. After a study of an alternative grid storage structure to the Quad/Oc-tree data structure based on hash tables, we introduce the extension of the level-set method to massively parallel forests of Octrees. We then detail the numerical scheme developed to attain second order accuracy on non-graded Quad/Oc-tree grids and demonstrate the validity and robustness of the resulting solver. Finally, we combine the fluid solver and the parallel framework together and illustrate the potential of the approach.The second half of this dissertation presents the Voronoi Interface Method (VIM), a new method for solving elliptic systems with discontinuities on irregular interfaces such as the ones encountered when simulating viscous multiphase flows. The VIM relies on a Voronoi mesh built on an underlying Cartesian grid and is compact and second order accurate while preserving the symmetry and positiveness of the resulting linear system. We then compare the VIM with the popular Ghost Fluid Method before adapting it to the simulation of the problem of the electropermeabilization of cells