Fully implicit Lagrange–Newton–Krylov–Schwarz algorithms for boundary control of unsteady incompressible flows

We develop a parallel fully implicit domain decomposition algorithm for solving optimization problems constrained by time‐dependent nonlinear partial differential equations. In particular, we study the boundary control of unsteady incompressible Navier–Stokes equations. After an implicit discretization in time, a fully coupled sparse nonlinear optimization problem needs to be solved at each time step. The class of full space Lagrange–Newton–Krylov–Schwarz algorithms is used to solve the sequence of optimization problems. Among optimization algorithms, the fully implicit full space approach is considered to be the easiest to formulate and the hardest to solve. We show that Lagrange–Newton–Krylov–Schwarz, with a one‐level restricted additive Schwarz preconditioner, is an efficient class of methods for solving these hard problems. To demonstrate the scalability and robustness of the algorithm, we consider several problems with a wide range of Reynolds numbers and time step sizes, and we present numerical results for large‐scale calculations involving several million unknowns obtained on machines with more than 1000 processors. Copyright © 2012 John Wiley & Sons, Ltd.     

Analysis of two‐grid methods for reaction‐diffusion equations by expanded mixed finite element methods

We present two efficient methods of two‐grid scheme for the approximation of two‐dimensional semi‐linear reaction‐diffusion equations using an expanded mixed finite element method. To linearize the discretized equations, we use two Newton iterations on the fine grid in our methods. Firstly, we solve an original non‐linear problem on the coarse grid. Then we use twice Newton iterations on the fine grid in our first method, and while in second method we make a correction on the coarse grid between two Newton iterations on the fine grid. These two‐grid ideas are from Xu's work (SIAM J. Sci. Comput. 1994; 15 :231–237; SIAM J. Numer. Anal. 1996; 33 :1759–1777) on standard finite element method. We extend the ideas to the mixed finite element method. Moreover, we obtain the error estimates for two algorithms of two‐grid method. It is showed that coarse space can be extremely coarse and we achieve asymptotically optimal approximation as long as the mesh sizes satisfy H =??(h^¼) in the first algorithm and H =??(h^?) in second algorithm. Copyright © 2006 John Wiley & Sons, Ltd.     

On sequential approximate simultaneous analysis and design in classical topology optimization

We study the simultaneous analysis and design (SAND) formulation of the ‘classical’ topology optimization problem subject to linear constraints on material density variables. Based on a dual method in theory, and a primal‐dual method in practice, we propose a separable and strictly convex quadratic Lagrange–Newton subproblem for use in sequential approximate optimization of the SAND‐formulated classical topology design problem. The SAND problem is characterized by a large number of nonlinear equality constraints (the equations of equilibrium) that are linearized in the approximate convex subproblems. The availability of cheap second‐order information is exploited in a Lagrange–Newton sequential quadratic programming‐like framework. In the spirit of efficient structural optimization methods, the quadratic terms are restricted to the diagonal of the Hessian matrix; the subproblems have minimal storage requirements, are easy to solve, and positive definiteness of the diagonal Hessian matrix is trivially enforced. Theoretical considerations reveal that the dual statement of the proposed subproblem for SAND minimum compliance design agrees with the ever‐popular optimality criterion method – which is a nested analysis and design formulation. This relates, in turn, to the known equivalence between rudimentary dual sequential approximate optimization algorithms based on reciprocal (and exponential) intervening variables and the optimality criterion method. Copyright © 2016 John Wiley & Sons, Ltd.     

A dual‐primal FETI method for solving a class of fluid–structure interaction problems in the frequency domain

The dual‐primal finite element tearing and interconnecting method (FETI‐DP) is extended to systems of linear equations arising from a finite element discretization for a class of fluid–structure interaction problems in the frequency domain. A preconditioned generalized minimal residual method is used to solve the linear equations for the Lagrange multipliers introduced on the subdomain boundaries to enforce continuity of the solution. The coupling between the fluid and the structure on the fluid–structure interface requires an appropriate choice of coarse level degrees of freedom in the FETI‐DP algorithm to achieve fast convergence. Several choices are proposed and tested by numerical experiments on three‐dimensional fluid–structure interaction problems in the mid‐frequency regime that demonstrate the greatly improved performance of the proposed algorithm over the standard FETI‐DP method. Copyright © 2011 John Wiley & Sons, Ltd.     

FETI‐DP: a dual–primal unified FETI method—part I: A faster alternative to the two‐level FETI method

The FETI method and its two‐level extension (FETI‐2) are two numerically scalable domain decomposition methods with Lagrange multipliers for the iterative solution of second‐order solid mechanics and fourth‐order beam, plate and shell structural problems, respectively.The FETI‐2 method distinguishes itself from the basic or one‐level FETI method by a second set of Lagrange multipliers that are introduced at the subdomain cross‐points to enforce at each iteration the exact continuity of a subset of the displacement field at these specific locations. In this paper, we present a dual–primal formulation of the FETI‐2 concept that eliminates the need for that second set of Lagrange multipliers, and unifies all previously developed one‐level and two‐level FETI algorithms into a single dual–primal FETI‐DP method. We show that this new FETI‐DP method is numerically scalable for both second‐order and fourth‐order problems. We also show that it is more robust and more computationally efficient than existing FETI solvers, particularly when the number of subdomains and/or processors is very large. Copyright © 2001 John Wiley & Sons, Ltd.     

A particle‐in‐cell solution to the silo discharging problem

The problem of flow of a granular material during the process of discharging a silo is considered in the present paper. The mechanical behaviour of the material is described by the use of the model of the elastic–plastic solid with the Drucker–Prager yield condition and the non‐associative flow rule. The phenomenon of friction between the stored material and the silo walls is taken into account—the Coulomb model of friction is used in the analysis. The problem is analysed by means of the particle‐in‐cell method—a variant of the finite element method which enables to solve the pertinent equations of motion on an arbitrary computational mesh and trace state variables at points of the body chosen independently of the mesh. The method can be regarded as an arbitrary Lagrangian–Eulerian formulation of the finite element method, and overcomes the main drawback of the updated Lagrangian formulation of FEM related to mesh distortion. The entire process of discharging a silo can be analysed by this approach. The dynamic problem is solved by the use of the explicit time‐integration scheme. Several numerical examples are included. The plane strain and axisymmetric problems are solved for silos with flat bottoms and conical hoppers. Some results are compared with experimental ones. Copyright © 1999 John Wiley & Sons, Ltd.     

Implementation of regularized isogeometric boundary element methods for gradient‐based shape optimization in two‐dimensional linear elasticity

The present work addresses shape sensitivity analysis and optimization in two‐dimensional elasticity with a regularized isogeometric boundary element method (IGABEM). Non‐uniform rational B‐splines are used both for the geometry and the basis functions to discretize the regularized boundary integral equations. With the advantage of tight integration of design and analysis, the application of IGABEM in shape optimization reduces the mesh generation/regeneration burden greatly. The work is distinct from the previous literatures in IGABEM shape optimization mainly in two aspects: (1) the structural and sensitivity analysis takes advantage of the regularized form of the boundary integral equations, eliminating completely the need of evaluating strongly singular integrals and jump terms and their shape derivatives, which were the main implementation difficulty in IGABEM, and (2) although based on the same Computer Aided Design (CAD) model, the mesh for structural and shape sensitivity analysis is separated from the geometrical design mesh, thus achieving a balance between less design variables for efficiency and refined mesh for accuracy. This technique was initially used in isogeometric finite element method and was incorporated into the present IGABEM implementation. Copyright © 2016 John Wiley & Sons, Ltd.     

The nsBETI method: an extension of the FETI method to non‐symmetrical BEM‐FEM coupled problems

The finite element tearing and interconnecting (FETI) method is recognized as an effective domain decomposition tool to achieve scalability in the solution of partitioned second‐order elasticity problems. In the boundary element tearing and interconnecting (BETI) method, a direct extension of the FETI algorithm to the BEM, the symmetric Galerkin BEM formulation, is used to obtain symmetric system matrices, making possible to apply the same FETI conjugate gradient solver. In this work, we propose a new BETI variant labeled nsBETI that allows to couple substructures modeled with the FEM and/or non‐symmetrical BEM formulations. The method connects non‐matching BEM and FEM subdomains using localized Lagrange multipliers and solves the associated non‐symmetrical flexibility equations with a Bi‐CGstab iterative algorithm. Scalability issues of nsBETI in BEM–BEM and combined BEM–FEM coupled problems are also investigated. Copyright © 2012 John Wiley & Sons, Ltd.     

An X‐FEM‐based numerical–asymptotic expansion for simulating a Stokes flow near a sharp corner

A numerical technique that is based on the integration of the asymptotic solution in the numerical framework for computing the local singular behavior of Stokes flow near a sharp corner is presented. Moffat's asymptotic solution is used, and special enriched shape functions are developed and integrated in the extended finite element method (X‐FEM) framework to solve the Navier–Stokes equations. The no‐slip boundary condition on the walls of the corner is enforced via the use of Lagrange multipliers. Flows around corners with different angles are simulated, and the results are compared with both those of the known analytic solution and the X‐FEM with no special enrichment near the corner. The results of the present technique are shown to greatly reduce the error made in computing the pressure and velocity fields near a corner tip without the need for mesh refinement near the corner. The method is then applied to the estimation of the permeability of a network of fibers, where it is shown that the local small‐scale pressure singularities have a large impact on the large‐scale network permeability. Copyright © 2014 John Wiley & Sons, Ltd.     

Automatic partitioning of unstructured meshes for the parallel solution of problems in computational mechanics

Most of the recently proposed computational methods for solving partial differential equations on multiprocessor architectures stem from the 'divide and conquer' paradigm and involve some form of domain decomposition. For those methods which also require grids of points or patches of elements, it is often necessary to explicitly partition the underlying mesh, especially when working with local memory parallel processors. In this paper, a family of cost-effective algorithms for the automatic partitioning of arbitrary two- and three-dimensional finite element and finite difference meshes is presented and discussed in view of a domain decomposed solution procedure and parallel processing. The influence of the algorithmic aspects of a solution method (implicit/explicit computations), and the architectural specifics of a multiprocessor (SIMD/MIMD, startup/transmission time), on the design of a mesh partitioning algorithm are discussed. The impact of the partitioning strategy on load balancing, operation count, operator conditioning, rate of convergence and processor mapping is also addressed. Finally, the proposed mesh decomposition algorithms are demonstrated with realistic examples of finite element, finite volume, and finite difference meshes associated with the parallel solution of solid and fluid mechanics problems on the iPSC/2 and iPSC/860 multiprocessors.     

A finite deformation mortar contact formulation using a primal–dual active set strategy

In recent years, nonconforming domain decomposition techniques and, in particular, the mortar method have become popular in developing new contact algorithms. Here, we present an approach for 2D frictionless multibody contact based on a mortar formulation and using a primal–dual active set strategy for contact constraint enforcement. We consider linear and higher‐order (quadratic) interpolations throughout this work. So‐called dual Lagrange multipliers are introduced for the contact pressure but can be eliminated from the global system of equations by static condensation, thus avoiding an increase in system size. For this type of contact formulation, we provide a full linearization of both contact forces and normal (non‐penetration) and tangential (frictionless sliding) contact constraints in the finite deformation frame. The necessity of such a linearization in order to obtain a consistent Newton scheme is demonstrated. By further interpreting the active set search as a semi‐smooth Newton method, contact nonlinearity and geometrical and material nonlinearity can be resolved within one single iterative scheme. This yields a robust and highly efficient algorithm for frictionless finite deformation contact problems. Numerical examples illustrate the efficiency of our method and the high quality of results. Copyright © 2009 John Wiley & Sons, Ltd.     

Response sensitivity of material and geometric nonlinear force‐based Timoshenko frame elements

Response sensitivity is an essential component to understanding the complexity of material and geometric nonlinear finite element formulations of structural response. The direct differentiation method (DDM), a versatile approach to computing response sensitivity, requires differentiation of the equations that govern the state determination of an element and it produces accurate and efficient results. The DDM is applied to a force‐based element formulation that utilizes curvature‐shear‐based displacement interpolation (CSBDI) in its state determination for material and geometric nonlinearity in the basic system of the element. The response sensitivity equations are verified against finite difference computations, and a detailed example shows the effect of parameters that control flexure–shear interaction for a stress resultant plasticity model. The developed equations make the CSBDI force‐based element available for gradient‐based applications such as reliability and optimization where efficient computation of response sensitivities is necessary for convergence of gradient‐based search algorithms. Copyright © 2016 John Wiley & Sons, Ltd.     

A multi‐level adaptive mesh refinement method for level set simulations of multiphase flow on unstructured meshes

An adaptive mesh refinement (AMR) technique is proposed for level set simulations of incompressible multiphase flows. The present AMR technique is implemented for two‐dimensional/three‐dimensional unstructured meshes and extended to multi‐level refinement. Smooth variation of the element size is guaranteed near the interface region with the use of multi‐level refinement. A Courant–Friedrich–Lewy condition for zone adaption frequency is newly introduced to obtain a mass‐conservative solution of incompressible multiphase flows. Finite elements around the interface are dynamically refined using the classical element subdivision method. Accordingly, finite element method is employed to solve the problems governed by the incompressible Navier–Stokes equations, using the level set method for dynamically updated meshes. The accuracy of the adaptive solutions is found to be comparable with that of non‐adaptive solutions only if a similar mesh resolution near the interface is provided. Because of the substantial reduction in the total number of nodes, the adaptive simulations with two‐level refinement used to solve the incompressible Navier–Stokes equations with a free surface are about four times faster than the non‐adaptive ones. Further, the overhead of the present AMR procedure is found to be very small, as compared with the total CPU time for an adaptive simulation. Copyright © 2016 John Wiley & Sons, Ltd.     

Non‐linear analysis of thin‐walled members of open cross‐section

The paper presents a means of determining the non‐linear stiffness matrices from expressions for the first and second variation of the Total Potential of a thin‐walled open section finite element that lead to non‐linear stiffness equations. These non‐linear equations can be solved for moderate to large displacements. The variations of the Total Potential have been developed elsewhere by the authors, and their contribution to the various non‐linear matrices is stated herein. It is shown that the method of solution of the non‐linear stiffness matrices is problem dependent. The finite element procedure is used to study non‐linear torsion that illustrates torsional hardening, and the Newton–Raphson method is deployed for this study. However, it is shown that this solution strategy is unsuitable for the second example, namely that of the post‐buckling response of a cantilever, and a direct iteration method is described. The good agreement for both of these problems with the work of independent researchers validates the non‐linear finite element method of analysis. Copyright © 1999 John Wiley & Sons, Ltd.     

Globalization technique for projected Newton–Krylov methods

Large‐scale systems of nonlinear equations appear in many applications. In various applications, the solution of the nonlinear equations should also be in a certain interval. A typical application is a discretized system of reaction diffusion equations. It is well known that chemical species should be positive otherwise the solution is not physical and in general blow up occurs. Recently, a projected Newton method has been developed, which can be used to solve this type of problems. A drawback is that the projected Newton method is not globally convergent. This motivates us to develop a new feasible projected Newton–Krylov algorithm for solving a constrained system of nonlinear equations. Combined with a projected gradient direction, our feasible projected Newton–Krylov algorithm circumvents the non‐descent drawback of search directions which appear in the classical projected Newton methods. Global and local superlinear convergence of our approach is established under some standard assumptions. Numerical experiments are used to illustrate that the new projected Newton method is globally convergent and is a significate complementarity for Newton–Krylov algorithms known in the literature. © 2016 The Authors. International Journal for Numerical Methods in Engineering Published by John Wiley & Sons Ltd.     

An efficient coarse‐grained parallel algorithm for global–local multiscale computations on massively parallel systems

The existing global–local multiscale computational methods, using finite element discretization at both the macro‐scale and micro‐scale, are intensive both in terms of computational time and memory requirements and their parallelization using domain decomposition methods incur substantial communication overhead, limiting their application. We are interested in a class of explicit global–local multiscale methods whose architecture significantly reduces this communication overhead on massively parallel machines. However, a naïve task decomposition based on distributing individual macro‐scale integration points to a single group of processors is not optimal and leads to communication overheads and idling of processors. To overcome this problem, we have developed a novel coarse‐grained parallel algorithm in which groups of macro‐scale integration points are distributed to a layer of processors. Each processor in this layer communicates locally with a group of processors that are responsible for the micro‐scale computations. The overlapping groups of processors are shown to achieve optimal concurrency at significantly reduced communication overhead. Several example problems are presented to demonstrate the efficiency of the proposed algorithm. Copyright © 2009 John Wiley & Sons, Ltd.     

Cyclic steady states of nonlinear electro‐mechanical devices excited at resonance

We present an efficient numerical method to solve for cyclic steady states of nonlinear electro‐mechanical devices excited at resonance. Many electro‐mechanical systems are designed to operate at resonance, where the ramp‐up simulation to steady state is computationally very expensive – especially when low damping is present. The proposed method relies on a Newton–Krylov shooting scheme for the direct calculation of the cyclic steady state, as opposed to a naïve transient time‐stepping from zero initial conditions. We use a recently developed high‐order Eulerian–Lagrangian finite element method in combination with an energy‐preserving dynamic contact algorithm in order to solve the coupled electro‐mechanical boundary value problem. The nonlinear coupled equations are evolved by means of an operator split of the mechanical and electrical problem with an explicit as well as implicit approach. The presented benchmark examples include the first three fundamental modes of a vibrating nanotube, as well as a micro‐electro‐mechanical disk resonator in dynamic steady contact. For the examples discussed, we observe power law computational speed‐ups of the form S  = 0.6·ξ  ^? 0.8, where ξ is the linear damping ratio of the corresponding resonance frequency. Copyright © 2016 John Wiley & Sons, Ltd.     

Remarks on the interpretation of current non‐linear finite element analyses as differential–algebraic equations

For the numerical solution of materially non‐linear problems like in computational plasticity or viscoplasticity the finite element discretization in space is usually coupled with point‐wise defined evolution equations characterizing the material behaviour. The interpretation of such systems as differential–algebraic equations (DAE) allows modern‐day integration algorithms from Numerical Mathematics to be efficiently applied. Especially, the application of diagonally implicit Runge–Kutta methods (DIRK) together with a Multilevel‐Newton method preserves the algorithmic structure of current finite element implementations which are based on the principle of virtual displacements and on backward Euler schemes for the local time integration. Moreover, the notion of the consistent tangent operator becomes more obvious in this context. The quadratical order of convergence of the Multilevel‐Newton algorithm is usually validated by numerical studies. However, an analytical proof of this second order convergence has already been given by authors in the field of non‐linear electrical networks. We show that this proof can be applied in the current context based on the DAE interpretation mentioned above. We finally compare the proposed procedure to several well‐known stress algorithms and show that the inclusion of a step‐size control based on local error estimations merely requires a small extra time‐investment. Copyright © 2001 John Wiley & Sons, Ltd.     

Time integration of mechanical systems with elastohydrodynamic lubricated joints using Quasi‐Newton method and projection formulations

This work deals with the efficient time integration of mechanical systems with elastohydrodynamic (EHD) lubricated joints. Two novel approaches are presented. First, a projection function is used to formulate the well‐known Swift–Stieber cavitation condition and the mass‐conservative cavitation condition of Elrod as an unconstrained problem. Based on this formulation, the pressure variable from the EHD problem is added to the dynamic equations of a multi‐body system in a monolithic manner so that cavitation is solved within a global iteration. Compared with a partitioned state‐of‐the‐art formulation, where the pressure is solved locally in a nonlinear force element, this global search reduces simulation time. Second, a Quasi‐Newton method of DeGroote is applied during time integration to solve the nonlinear relation between pressure and deformation. Compared with a simplified Newton method, the calculation of the time‐consuming parts of the Jacobian are avoided, and therefore, simulation time is reduced significantly, when the Jacobian is calculated numerically. Solution strategies with the Quasi‐Newton method are presented for the partitioned formulation as well as for the new DAE formulations with projection function. Results are given for a simulation example of a rigid shaft in a flexible bearing. Copyright © 2016 John Wiley & Sons, Ltd.     

The enriched space–time finite element method (EST) for simultaneous solution of fluid–structure interaction

The paper introduces a weighted residual‐based approach for the numerical investigation of the interaction of fluid flow and thin flexible structures. The presented method enables one to treat strongly coupled systems involving large structural motion and deformation of multiple‐flow‐immersed solid objects. The fluid flow is described by the incompressible Navier–Stokes equations. The current configuration of the thin structure of linear elastic material with non‐linear kinematics is mapped to the flow using the zero iso‐contour of an updated level set function. The formulation of fluid, structure and coupling conditions uniformly uses velocities as unknowns. The integration of the weak form is performed on a space–time finite element discretization of the domain. Interfacial constraints of the multi‐field problem are ensured by distributed Lagrange multipliers. The proposed formulation and discretization techniques lead to a monolithic algebraic system, well suited for strongly coupled fluid–structure systems. Embedding a thin structure into a flow results in non‐smooth fields for the fluid. Based on the concept of the extended finite element method, the space–time approximations of fluid pressure and velocity are properly enriched to capture weakly and strongly discontinuous solutions. This leads to the present enriched space–time (EST) method. Numerical examples of fluid–structure interaction show the eligibility of the developed numerical approach in order to describe the behavior of such coupled systems. The test cases demonstrate the application of the proposed technique to problems where mesh moving strategies often fail. Copyright © 2007 John Wiley & Sons, Ltd.