A SPACE-TIME COUPLED p-VERSION LEAST SQUARES FINITE ELEMENT FORMULATION FOR UNSTEADY TWO-DIMENSIONAL NAVIER–STOKES EQUATIONS

This paper presents a p-version least squares finite element formulation for two-dimensional unsteady fluid flow described by Navier–Stokes equations where the effects of space and time are coupled. The dimensionless form of the Navier–Stokes equations are first cast into a set of first-order differential equations by introducing auxiliary variables. This permits the use of C⁰ element approximation. The element properties are derived by utilizing the p-version approximation functions in both space and time and then minimizing the error functional given by the space–time integral of the sum of squares of the errors resulting from the set of first-order differential equations. This results in a true space–time coupled least squares minimization procedure. The application of least squares minimization to the set of coupled first-order partial differential equations results in finding a solution vector {δ} which makes gradient of error functional with respect to {δ} a null vector. This is accomplished by using Newton's method with a line search. A time marching procedure is developed in which the solution for the current time step provides the initial conditions for the next time step. Equilibrium iterations are carried out for each time step until the error functional and each component of the gradient of the error functional with respect to nodal degrees of freedom are below a certain prespecified tolerance. The space–time coupled p-version approximation functions provide the ability to control truncation error which, in turn, permits very large time steps. What literally requires hundreds of time steps in uncoupled conventional time marching procedures can be accomplished in a single time step using the present space–time coupled approach. The generality, success and superiority of the present formulation procedure is demonstrated by presenting specific numerical examples for transient couette flow and transient lid driven cavity. The results are compared with the analytical solutions and those reported in the literature. The formulation presented here is ideally suited for space–time adaptive procedures. The element error functional values provide a mechanism for adaptive h, p or hp refinements.     

A space–time coupled p-version least-squares finite element formulation for unsteady fluid dynamics problems

This paper presents a p-version least-squares finite element formulation for unsteady fluid dynamics problems where the effects of space and time are coupled. The dimensionless form of the differential equations describing the problem are first cast into a set of first-order differential equations by introducing auxiliary variables. This permits the use of C° element approximation. The element properties are derived by utilizing p-version approximation functions in both space and time and then minimizing the error functional given by the space–time integral of the sum of squares of the errors resulting from the set of first-order differential equations. This results in a true space–time coupled least-squares minimization procedure. A time marching procedure is developed in which the solution for the current time step provides the initial conditions for the next time step. The space–time coupled p-version approximation functions provide the ability to control truncation error which, in turn, permits very large time steps. What literally requires hundreds of time steps in uncoupled conventional time marching procedures can be accomplished in a single time step using the present space–time coupled approach. For non-linear problems the non-linear algebraic equations resulting from the least-squares process are solved using Newton's method with a line search. This procedure results in a symmetric Hessian matrix. Equilibrium iterations are carried out for each time step until the error functional and each component of the gradient of the error functional with respect to nodal degrees of freedom are below a certain prespecified tolerance. The generality, success and superiority of the present formulation procedure is demonstrated by presenting specific formulations and examples for the advection–diffusion and Burgers equations. The results are compared with the analytical solutions and those reported in the literature. The formulation presented here is ideally suited for space–time adaptive procedures. The element error functional values provide a mechanism for adaptive h, p or hp refinements. The work presented in this paper provides the basis for the extension of the space–time coupled least-squares minimization concept to two- and three-dimensional unsteady fluid flow.     

A new least-squares finite element model for combined Navier–Stokes and Darcy flows in geometrically complicated domains with solid and porous boundaries

In this paper we present a novel method for linking Navier–Stokes and Darcy equations along a porous inner boundary in a flow regime which is governed by both types of these equations. The method is based on a least-squares finite element technique and uses isoparametric C¹ continuous Hermite elements for domain discretization. We show that our technique is superior to previously developed models for the combined Navier–Stokes/Darcy flows. The previous works use weighted residual finite element procedures in conjunction with C⁰ elements which are inherently incapable of linking Navier–Stokes and Darcy equations. The paper includes the application of our model to a geometrically complicated axisymmetric slurry filtration system.     

A detailed description of the Gurson–Tvergaard–Needleman model within a mixed velocity–pressure finite element formulation

In an effort to implement Gurson‐type models into a mixed velocity–pressure finite element formulation with the MINI‐element P1 ⁺ ∕ P1, the algorithm proposed by Aravas (IJNME, 1987) to integrate the pressure dependent plasticity as well as the formulations of consistent tangent moduli have been analyzed. This work firstly reviews and clarifies the mathematical basis of the formulations used by Aravas (IJNME, 1987) and demonstrates the equality of the tangent moduli formulations proposed by Govindarajan and Aravas (CNME, 1995) and Zhang (CMAME, 1995), which are widely used in the literature. A unified formulation to calculate the tangent moduli is proven, and its accuracy is also investigated by the finite difference method. The implementation of the Gurson–Tvergaard–Needleman model is then detailed for the mixed velocity–pressure finite element formulation, which employs the MINI‐element P1 ⁺ ∕ P1. Due to the particularity of this element, one needs to calculate two tangent moduli instead of one. The formulas for calculating the ‘linear tangent modulus’ and the ‘bubble tangent modulus’ are then detailed. Finally, comparison tests are carried out with ABAQUS (Dassault System, Simulia Corp., Providence, RI, USA) in order to validate the present implementation for both homogeneous and heterogeneous deformations. Copyright © 2013 John Wiley & Sons, Ltd.     

Algebraic multilevel iteration method for lowest order Raviart–Thomas space and applications

An optimal order algebraic multilevel iterative method for solving system of linear algebraic equations arising from the finite element discretization of certain boundary value problems, that have their weak formulation in the space H(div), is presented. The algorithm is developed for the discrete problem obtained by using the lowest‐order Raviart–Thomas space. The method is theoretically analyzed and supporting numerical examples are presented. Furthermore, as a particular application, the algorithm is used for the solution of the discrete minimization problem which arises in the functional‐type a posteriori error estimates for the discontinuous Galerkin approximation of elliptic problems. Copyright © 2011 John Wiley & Sons, Ltd.     

A comparison of direct and preconditioned iterative techniques for sparse,unsymmetric systems of linear equations

In this paper we compare direct and preconditioned iterative methods for the solution of nonsymmetric, sparse systems of linear algebraic equations. These problems occur in finite difference and finite element simulations of semiconductor devices, and fluid flow problems. We consider five iterative methods that appear to be the most promising for this class of problems: the biconjugate gradient method, the conjugate gradient squared method, the generalized minimal residual method, the generalized conjugate residual method and the method of orthogonal minimization. Each of these methods was tested using similar preconditioning (incomplete LU factorization) on a set of large, sparse matrices arising from finite element simulation of semiconductor devices. Results are shown where we compare the computation time and memory requirements for each of these methods against one another, as well as against a direct method that uses LU factorization to solve these problems. The results of our numerical experiments show that preconditioned iterative methods are a practical alternative to direct methods in the solution of large, sparse systems of equations, and can offer significant savings in storage and CPU time.     

Coupled finite element – hierarchical boundary element methods for dynamic soil–structure interaction in the frequency domain

This paper discusses the coupling of finite element and fast boundary element methods for the solution of dynamic soil–structure interaction problems in the frequency domain. The application of hierarchical matrices in the boundary element formulation allows considering much larger problems compared to classical methods. Three coupling methodologies are presented and their computational performance is assessed through numerical examples. It is demonstrated that the use of hierarchical matrices renders a direct coupling approach the least efficient, as it requires the assembly of a dynamic soil stiffness matrix. Iterative solution procedures are presented as well, and it is shown that the application of such schemes to dynamic soil–structure interaction problems in the frequency domain is not trivial, as convergence can hardly be achieved if no relaxation procedure is incorporated. Aitken's Δ²‐method is therefore employed in sequential iterative schemes for the calculation of an optimized interface relaxation parameter, while a novel relaxation technique is proposed for parallel iterative algorithms. It is demonstrated that the efficiency of these algorithms strongly depends on the boundary conditions applied to each subdomain; the fastest convergence is observed if Neumann boundary conditions are imposed on the stiffest subdomain. The use of a dedicated solver for each subdomain hence results in a reduced computational effort. A monolithic coupling strategy, often used for the solution of fluid–structure interaction problems, is also introduced. The governing equations are simultaneously solved in this approach, while the assembly of a dynamic soil stiffness matrix is avoided. Copyright © 2013 John Wiley & Sons, Ltd.     

Consistent higher degree Petrov–Galerkin methods for the solution of the transient convection–diffusion equation

The solution of the convection–diffusion equation for convection dominated problems is examined using both N + 1 and N + 2 degree Petrov–Galerkin finite element methods in space and a Crank–Nicolson finite difference scheme in time. While traditional N + 1 degree Petrov–Galerkin methods, which use test functions one polynomial degree higher than the trial functions, work well for steady-state problems, they fail to adequately improve the solution for the transient problem. However, using novel N + 2 degree Petrov–Galerkin methods, which use test functions two polynomial degrees higher than the trial functions, yields dramatically improved solutions which in fact get better as the Courani number increases to 1·0. Specifically, cubic test functions with linear trial functions and quartic test functions in conjunction with quadratic trial functions are examined. Analysis and examples indicate that N + 2 degree Petrov–Galerkin methods very effectively eliminate space and especially time truncation errors. This results in substantially improved phase behaviour while not adversely affecting the ratio of numerical to analytical damping.     

Stokes flow around cylinders in a bounded two‐dimensional domain using multipole‐accelerated boundary element methods

The multipole technique has recently received attention in the field of boundary element analysis as a means of reducing the order of data storage and calculation time requirements from O(N²) (iterative solvers) or O(N³) (gaussian elimination) to O(N log N) or O(N), where N is the number of nodes in the discretized system. Such a reduction in the growth of the calculation time and data storage is crucial in applications where N is large, such as when modelling the macroscopic behaviour of suspensions of particles. In such cases, a minimum of 1000 particles is needed to obtain statistically meaningful results, leading to systems with N of the order of 10 000 for the smallest problems. When only boundary velocities are known, the indirect boundary element formulation for Stokes flow results in Fredholm equations of the second kind, which generally produce a well‐posed set of equations when discretized, a necessary requirement for iterative solution methods. The direct boundary element formulation, on the other hand, results in Fredholm equations of the first kind, which, upon discretization, produce ill‐conditioned systems of equations. The model system here is a two‐dimensional wide‐gap couette viscometer, where particles are suspended in the fluid between the cylinders. This is a typical system that is efficiently modelled using boundary element method simulations. The multipolar technique is applied to both direct and indirect formulations. It is found that the indirect approach is sufficiently well‐conditioned to allow the use of fast multipole methods. The direct approach results in severe ill‐conditioning, to a point where application of the multipole method leads to non‐convergence of the solution iteration. Copyright © 1999 John Wiley & Sons, Ltd.     

Implicit characteristic Galerkin method for convection–diffusion equations

This paper presents a characteristic Galerkin finite element method with an implicit algorithm for solving multidimensional, time‐dependent convection–diffusion equations. The method is formulated on the basis of the combination of both the precise and the implicit numerical integration procedures aiming to reference particles. The precise integration procedure with a 2^N algorithm is taken as a tool to determine the material (Lagrangian) derivative of the convective function in the operator splitting procedure. The stability analysis of the algorithm and numerical results illustrate good performance of the present method in stability and accuracy. Copyright © 2000 John Wiley & Sons, Ltd.     

Solution of the Pontriagin–Vitt equation for the moments of time to first passage of the randomly accelerated particle by the finite element method

The Pontriagin–Vitt equation governing the mean of the time of first passage of a randomly accelerated particles has been studied extensively by Franklin and Rodemich.¹ In their paper is presented the analytic solution for the two-sided barrier problem and solutions by several finite difference procedures. This note demonstrates solution of the problem by a Petrov–Galerkin finite element method using upstream weighting functions,² shown to give rapidly convergent results. In addition, the equation is generalized to include higher statistical moments, and solutions for the first few ordinary moments are reported.     

Acoustic modelling by BEM–FEM coupling procedures taking into account explicit and implicit multi‐domain decomposition techniques

The numerical modelling of interacting acoustic media by boundary element method–finite element method (BEM–FEM) coupling procedures is discussed here, taking into account time‐domain approaches. In this study, the global model is divided into different sub‐domains and each sub‐domain is analysed independently (considering BEM or FEM discretizations): the interaction between the different sub‐domains of the global model is accomplished by interface procedures. Numerical formulations based on FEM explicit and implicit time‐marching schemes are discussed, resulting in direct and optimized iterative BEM–FEM coupling techniques. A multi‐level time‐step algorithm is considered in order to improve the flexibility, accuracy and stability (especially when conditionally stable time‐marching procedures are employed) of the coupled analysis. At the end of the paper, numerical examples are presented, illustrating the potentialities and robustness of the proposed methodologies. Copyright © 2008 John Wiley & Sons, Ltd.     

Non‐weak/strong solutions in gas dynamics: a C11 p‐version STLSFEF in Eulerian frame of reference using ρ, u,p primitive variables

This paper presents a space–time least squares finite element formulation of one‐dimensional transient Navier–Stokes equations (governing differential equations: GDE) for compressible flow in Eulerian frame of reference using ρ, u, p as primitive variables with C¹¹ type p‐version hierarchical interpolations in space and time. Time marching procedure is utilized to compute time evolutions for all values of time. For high speed gas dynamics the C¹¹ type interpolations in space and time possess the same orders of continuity in space and time as the GDE. It is demonstrated that with this approach accurate numerical solutions of Navier–Stokes equations are possible without any assumptions or approximations. In the approach presented here SUPG, SUPG/DC, SUPG/DC/LS operators are neither used nor needed. Time accurate numerical simulations show resolution of shock structure (i.e. shock speed, shock relations and shock width) to be in excellent agreement with the analytical solutions. The role of diffusion i.e. viscosity (physical or artificial) and thermal conductivity on shock structure is demonstrated. Riemann shock tube is used as a model problem. True time evolutions are reported beginning with the first time step until steady shock conditions are achieved. In this approach, when the computed error functionals become zero (computationally), the computed non‐weak solutions have characteristics as those of the strong solutions of the gas dynamics equations. Copyright © 2001 John Wiley & Sons, Ltd.     

A two‐grid method for expanded mixed finite‐element solution of semilinear reaction–diffusion equations

We present a scheme for solving two‐dimensional semilinear reaction–diffusion equations using an expanded mixed finite element method. To linearize the mixed‐method equations, we use a two‐grid algorithm based on the Newton iteration method. The solution of a non‐linear system on the fine space is reduced to the solution of two small (one linear and one non‐linear) systems on the coarse space and a linear system on the fine space. It is shown that the coarse grid can be much coarser than the fine grid and achieve asymptotically optimal approximation as long as the mesh sizes satisfy H=O(h^1/3). As a result, solving such a large class of non‐linear equation will not be much more difficult than solving one single linearized equation. Copyright © 2003 John Wiley & Sons, Ltd.     

A combined BEM–FEM model for the velocity–vorticity formulation of the Navier–Stokes equations in three dimensions

This paper describes a combined boundary element and finite element model for the solution of velocity–vorticity formulation of the Navier–Stokes equations in three dimensions. In the velocity–vorticity formulation of the Navier–Stokes equations, the Poisson type velocity equations are solved using the boundary element method (BEM) and the vorticity transport equations are solved using the finite element method (FEM) and both are combined to form an iterative scheme. The vorticity boundary conditions for the solution of vorticity transport equations are exactly obtained directly from the BEM solution of the velocity Poisson equations. Here the results of medium Reynolds number of up to 1000, in a typical cubic cavity flow are presented and compared with other numerical models. The combined BEM–FEM model are generally in fairly close agreement with the results of other numerical models, even for a coarse mesh.     

Performance of a Petrov–Galerkin algebraic multilevel preconditioner for finite element modeling of the semiconductor device drift‐diffusion equations

This study compares the performance of a relatively new Petrov–Galerkin smoothed aggregation (PGSA) multilevel preconditioner with a nonsmoothed aggregation (NSA) multilevel preconditioner to accelerate the convergence of Krylov solvers on systems arising from a drift‐diffusion model for semiconductor devices. PGSA is designed for nonsymmetric linear systems, Ax=b, and has two main differences with smoothed aggregation. Damping parameters for smoothing interpolation basis functions are now calculated locally and restriction is no longer the transpose of interpolation but instead corresponds to applying the interpolation algorithm to A^T and then transposing the result. The drift‐diffusion system consists of a Poisson equation for the electrostatic potential and two convection–diffusion‐reaction‐type equations for the electron and hole concentration. This system is discretized in space with a stabilized finite element method and the discrete solution is obtained by using a fully coupled preconditioned Newton–Krylov solver. The results demonstrate that the PGSA preconditioner scales significantly better than the NSA preconditioner, and can reduce the solution time by more than a factor of two for a problem with 110 million unknowns on 4000 processors. The solution of a 1B unknown problem on 24 000 processor cores of a Cray XT3/4 machine was obtained using the PGSA preconditioner. Copyright © 2010 John Wiley & Sons, Ltd.     

Arbitrary discontinuities in space–time finite elements by level sets and X‐FEM

An enriched finite element method with arbitrary discontinuities in space–time is presented. The discontinuities are treated by the extended finite element method (X‐FEM), which uses a local partition of unity enrichment to introduce discontinuities along a moving hyper‐surface which is described by level sets. A space–time weak form for conservation laws is developed where the Rankine–Hugoniot jump conditions are natural conditions of the weak form. The method is illustrated in the solution of first order hyperbolic equations and applied to linear first order wave and non‐linear Burgers' equations. By capturing the discontinuity in time as well as space, results are improved over capturing the discontinuity in space alone and the method is remarkably accurate. Implications to standard semi‐discretization X‐FEM formulations are also discussed. Copyright © 2004 John Wiley & Sons, Ltd.     

Investigation of fluid–structure interactions using a velocity‐linked P2/P1 finite element method and the generalized‐ α method

A velocity‐linked algorithm for solving unsteady fluid–structure interaction (FSI) problems in a fully coupled manner is developed using the arbitrary Lagrangian–Eulerian method. The P2/P1 finite element is used to spatially discretize the incompressible Navier–Stokes equations and structural equations, and the generalized‐ α method is adopted for temporal discretization. Common velocity variables are employed at the fluid–structure interface for the strong coupling of both equations. Because of the velocity‐linked formulation, kinematic compatibility is automatically satisfied and forcing terms do not need to be calculated explicitly. Both the numerical stability and the convergence characteristics of an iterative solver for the coupled algorithm are investigated by solving the FSI problem of flexible tube flows. It is noteworthy that the generalized‐ α method with small damping is free from unstable velocity fields. However, the convergence characteristics of the coupled system deteriorate greatly for certain Poisson's ratios so that direct solvers are essential for these cases. Furthermore, the proposed method is shown to clearly display the advantage of considering FSI in the simulation of flexible tube flows, while enabling much larger time‐steps than those adopted in some previous studies. This is possible through the strong coupling of the fluid and structural equations by employing common primitive variables. Copyright © 2012 John Wiley & Sons, Ltd.     

A time‐integration method for the viscoelastic–viscoplastic analyses of polymers and finite element implementation

The present study introduces a time‐integration algorithm for solving a non‐linear viscoelastic–viscoplastic (VE–VP) constitutive equation of isotropic polymers. The material parameters in the constitutive models are stress dependent. The algorithm is derived based on an implicit time‐integration method (Computational Inelasticity. Springer: New York, 1998) within a general displacement‐based finite element (FE) analysis and suitable for small deformation gradient problems. Schapery's integral model is used for the VE responses, while the VP component follows the Perzyna model having an overstress function. A recursive‐iterative method (Int. J. Numer. Meth. Engng 2004; 59 :25–45) is employed and modified to solve the VE–VP constitutive equation. An iterative procedure with predictor–corrector steps is added to the recursive integration method. A residual vector is defined for the incremental total strain and the magnitude of the incremental VP strain. A consistent tangent stiffness matrix, as previously discussed in Ju (J. Eng. Mech. 1990; 116 :1764–1779) and Simo and Hughes (Computational Inelasticity. Springer: New York, 1998), is also formulated to improve convergence and avoid divergence. Available experimental data on time‐dependent and inelastic responses of high‐density polyethylene are used to verify the current numerical algorithm. The time‐integration scheme is examined in terms of its computational efficiency and accuracy. Numerical FE analyses of microstructural responses of polyethylene reinforced with elastic particle are also presented. Copyright © 2009 John Wiley & Sons, Ltd.     

A mixed finite element formulation of triphasic mechano‐electrochemical theory for charged,hydrated biological soft tissues

An equivalent new expression of the triphasic mechano‐electrochemical theory [9] is presented and a mixed finite element formulation is developed using the standard Galerkin weighted residual method. Solid displacement u ^s, modified electrochemical/chemical potentials ϵ^w, ϵ⁺and ϵ⁻ (with dimensions of concentration) for water, cation and anion are chosen as the four primary degrees of freedom (DOFs) and are independently interpolated. The modified Newton–Raphson iterative procedure is employed to handle the non‐linear terms. The resulting first‐order Ordinary Differential Equations (ODEs) with respect to time are solved using the implicit Euler backward scheme which is unconditionally stable. One‐dimensional (1‐D) linear isoparametric element is developed. The final algebraic equations form a non‐symmetric but sparse matrix system. With the current choice of primary DOFs, the formulation has the advantage of small amount of storage, and the jump conditions between elements and across the interface boundary are satisfied automatically. The finite element formulation has been used to investigate a 1‐D triphasic stress relaxation problem in the confined compression configuration and a 1‐D triphasic free swelling problem. The formulation accuracy and convergence for 1‐D cases are examined with independent finite difference methods. The FEM results are in excellent agreement with those obtained from the other methods. Copyright © 1999 John Wiley & Sons, Ltd.