Overlapping Schwarz and Spectral Element Methods for Linear Elasticity and Elastic Waves

The classical overlapping Schwarz algorithm is here extended to the spectral element discretization of linear elastic problems, for both homogeneous and heterogeneous compressible materials. The algorithm solves iteratively the resulting preconditioned system of linear equations by the conjugate gradient or GMRES methods. The overlapping Schwarz preconditioned technique is then applied to the numerical approximation of elastic waves with spectral elements methods in space and implicit Newmark time advancing schemes. The results of several numerical experiments, for both elastostatic and elastodynamic problems, show that the convergence rate of the proposed preconditioning algorithm is independent of the number of spectral elements (scalability), is independent of the spectral degree in case of generous overlap, otherwise it depends inversely on the overlap size. Some results on the convergence properties of the spectral element approximation combined with Newmark schemes for elastic waves are also presented.     

PyFR: An open source framework for solving advection–diffusion type problems on streaming architectures using the flux reconstruction approach

High-order numerical methods for unstructured grids combine the superior accuracy of high-order spectral or finite difference methods with the geometric flexibility of low-order finite volume or finite element schemes. The Flux Reconstruction (FR) approach unifies various high-order schemes for unstructured grids within a single framework. Additionally, the FR approach exhibits a significant degree of element locality, and is thus able to run efficiently on modern streaming architectures, such as Graphical Processing Units (GPUs). The aforementioned properties of FR mean it offers a promising route to performing affordable, and hence industrially relevant, scale-resolving simulations of hitherto intractable unsteady flows within the vicinity of real-world engineering geometries. In this paper we present PyFR, an open-source Python based framework for solving advection–diffusion type problems on streaming architectures using the FR approach. The framework is designed to solve a range of governing systems on mixed unstructured grids containing various element types. It is also designed to target a range of hardware platforms via use of an in-built domain specific language based on the Mako templating engine. The current release of PyFR is able to solve the compressible Euler and Navier–Stokes equations on grids of quadrilateral and triangular elements in two dimensions, and hexahedral elements in three dimensions, targeting clusters of CPUs, and NVIDIA GPUs. Results are presented for various benchmark flow problems, single-node performance is discussed, and scalability of the code is demonstrated on up to 104 NVIDIA M2090 GPUs. The software is freely available under a 3-Clause New Style BSD license (see www.pyfr.org).     

Parallel Semi-Implicit Spectral Element Methods for Atmospheric General Circulation Models

Spectral elements combine the accuracy and exponential convergence of conventional spectral methods with the geometric flexibility of finite elements. Additionally, there are several apparent computational advantages to using spectral element methods on microprocessors. In particular, the computations are naturally cache-blocked and derivatives may be computed using nearest neighbor communications. Thus, an explicit spectral element atmospheric model has demonstrated close to linear scaling on a variety of distributed memory computers including the IBM SP and Linux Clusters. Explicit formulations of PDE's arising in geophysical fluid dynamics, such as the primitive equations on the sphere, are time-step limited by the phase speed of gravity waves. Semi-implicit time integration schemes remove the stability restriction but require the solution of an elliptic BVP. By employing a weak formulation of the governing equations, it is possible to obtain a symmetric Helmholtz operator that permits the solution of the implicit problem using conjugate gradients. We find that a block-Jacobi preconditioned conjugate gradient solver accelerates the simulation rate of the semi-implicit relative to the explicit formulation for practical climate resolutions by about a factor of three.     

Box schemes on quadrilateral meshes

Box schemes (finite volume methods) are widely used in fluiddynamics, especially for the solution of conservation laws. In this paper two box-schemes for elliptic equations are analysed with respect to quadrilateral meshes. Using a variational formulation, we gain stability theorems for two different box methods, namely the so-called diagonal boxes and the centre boxes. The analysis is based on an elementwise eigenvalue problem. Stability can only be guaranteed under additional assumptions on the geometry of the quadrilaterals. For the diagonal boxes unsuitable elements can lead to global instabilities. The centre boxes are more robust and differ not so much from the finite element approach. In the stable case, convergence results up to second order are proved with well-known techniques.     

A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets

We develop a Legendre quadrilateral spectral element approximation for the Black-Scholes equation to price European options with two underlying assets. A weak formulation of the equations imposes the boundary conditions naturally along the boundaries where the equation becomes singular. As examples, we apply the method to price European rainbow and basket options. We compare the efficiency for fully implicit and IMEX integration of the equations in time, three iterative solvers and two diagonal preconditioners. Of the choices, we find that GMRES with a fully implicit approximation in time, preconditioned with the mass matrix is the most efficient.     

Weak discontinuity annihilation in solidification modelling

Discontinuous behaviour provides substantial obstacles to the efficient application of mesh based numerical techniques. Accounting for strong discontinuities is presently of particular interest to the finite element research community with for example the development of cohesive and enriched elements to cater for material separation. Although strong discontinuities are of importance, of equal if not of greater interest and the focus in this paper, are weak discontinuities, which are present at any material change. A recent innovation for accounting for weak discontinuities has been the discovery of non-physical variables which are founded and defined using transport equations.This paper is concerned with the application of the non-physical approach to solidification modelling in the presence of more than one material discontinuity. A typical feature of the enthalpy-temperature response in solidification is discontinuities at phase transition temperatures as a consequence of phase change and latent heat release. In these circumstances, depending on the conditions that prevail, an element in a finite element mesh can have more than one discontinuity present.Presented in the paper is a methodology that can cater for multiple discontinuities. The non-physical approach permits the precise removal of weak discontinuities arising in the governing transport equations. In order to facilitate the application of the approach the finite element equations are presented in the form of weighted transport equations. The method utilises a non-physical form of enthalpy that possesses a remarkable source distribution like property at a discontinuity. It is demonstrated in the paper that it is through this property that multiple discontinuities can be exactly removed from an element so facilitating the use of continuous approximations.The new methodology is applied to a range of simple problems to provide an in-depth treatment and for ease of understanding to demonstrate the methods remarkable accuracy and stability.     

A high-order Lagrangian-decoupling method for the incompressible Navier-Stokes equations

In this paper we present a high-order Lagrangian-decoupling method for the unsteady convection diffusion and incompressible Navier-Stokes equations. The method is based upon Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem, implicit high-order backward-differentiation finite difference schemes for integration along characteristics, finite element or spectral element spatial discretizations and mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high-order accuracy and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.     

Generalized Gaussian quadrature rules for discontinuities and crack singularities in the extended finite element method

New Gaussian integration schemes are presented for the efficient and accurate evaluation of weak form integrals in the extended finite element method. For discontinuous functions, we construct Gauss-like quadrature rules over arbitrarily-shaped elements in two dimensions without the need for partitioning the finite element. A point elimination algorithm is used in the construction of the quadratures, which ensures that the final quadratures have minimal number of Gauss points. For weakly singular integrands, we apply a polar transformation that eliminates the singularity so that the integration can be performed efficiently and accurately. Numerical examples in elastic fracture using the extended finite element method are presented to illustrate the performance of the new integration techniques.     

Parallel implementation of finite-element/newton method for solution of steady-state and transient nonlinear partial differential equations

Domain decomposition by nested dissection for concurrent factorization and storage (CFS) of asymmetric matrices is coupled with finite element and spectral element discretizations and with Newton's method to yield an algorithm for parallel solution of nonlinear initial-and boundary-value problem. The efficiency of the CFS algorithm implemented on a MIMD computer is demonstrated by analysis of the solution of the two-dimensional, Poisson equation discretized using both finite and spectral elements. Computation rates and speedups for the LU-decomposition algorithm, which is the most time consuming portion of the solution algorithm, scale with the number of processors. The spectral element discretization with high-order interpolating polynomials yields especially high speedups because the ratio of communication to computation is lower than for low-order finite element discretizations. The robustness of the parallel implementation of the finite-element/Newton algorithm is demonstrated by solution of steady and transient natural convection in a two-dimensional cavity, a standard test problem for low Prandtl number convection. Time integration is performed using a fully implicit algorithm with a modified Newton's method for solution of nonlinear equations at each time step. The efficiency of the CFS version of the finite-element/Newton algorithm compares well with a spectral element algorithm implemented on a MIMD computer using iterative matrix methods.Submitted toJ. Scientific Computing, August 25, 1994.     

A Legendre spectral element method for simulation of unsteady incompressible viscous free-surface flows

A new Legendre spectral element method is presented for the solution of viscous incompressible free-surface flows. It is based on the following extensions of the fixed-domain spectral element method: use of the full viscous stress tensor for natural imposition of traction (surface tension) boundary conditions; use of arbitrary-Lagrangian-Eulerian methods for accurate representation of moving boundaries; and use of semi-implicit time-stepping procedures to partially decouple the free-surface evolution and interior Navier-Stokes equations. For purposes of analysis and clarity of presentation, attention is focused on the stability of falling films. Analysis of the spectrum of the linear stability problem (Orr-Sommerfeld equation) associated with film flow reveals physical effects that limit the stability of semi-implicit schemes and suggests optimal formulas for temporal discretization of the spectral element equations. Detailed results are presented for the spectral element simulation of the film flow problem.     

A New Class of High-Order Energy Stable Flux Reconstruction Schemes for Triangular Elements

The flux reconstruction (FR) approach allows various well-known high-order schemes, such as collocation based nodal discontinuous Galerkin (DG) methods and spectral difference (SD) methods, to be cast within a single unifying framework. Recently, the authors identified a new class of FR schemes for 1D conservation laws, which are simple to implement, efficient and guaranteed to be linearly stable for all orders of accuracy. The new schemes can easily be extended to quadrilateral elements via the construction of tensor product bases. However, for triangular elements, such a construction is not possible. Since numerical simulations over complicated geometries often require the computational domain to be tessellated with simplex elements, the development of stable FR schemes on simplex elements is highly desirable. In this article, a new class of energy stable FR schemes for triangular elements is developed. The schemes are parameterized by a single scalar quantity, which can be adjusted to provide an infinite range of linearly stable high-order methods on triangular elements. Von Neumann stability analysis is conducted on the new class of schemes, which allows identification of schemes with increased explicit time-step limits compared to the collocation based nodal DG method. Numerical experiments are performed to confirm that the new schemes yield the optimal order of accuracy for linear advection on triangular grids.     

A p-multigrid spectral difference method for two-dimensional unsteady incompressible Navier-Stokes equations

This paper presents the development of a 2D high-order solver with spectral difference method for unsteady incompressible Navier-Stokes equations accelerated by a p-multigrid method. This solver is designed for unstructured quadrilateral elements. Time-marching methods cannot be applied directly to incompressible flows because the governing equations are not hyperbolic. An artificial compressibility method (ACM) is employed in order to treat the inviscid fluxes using the traditional characteristics-based schemes. The viscous fluxes are computed using the averaging approach (Sun et al., 2007; Kopriva, 1998) [29] and [12]. A dual time stepping scheme is implemented to deal with physical time marching. A p-multigrid method is implemented (Liang et al., 2009) [16] in conjunction with the dual time stepping method for convergence acceleration. The incompressible SD (ISD) method added with the ACM (SD-ACM) is able to accurately simulate 2D steady and unsteady viscous flows.     

A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility

We develop a Legendre quadrilateral spectral element approximation for the Black-Scholes equation to price European options with one underlying asset and stochastic volatility. A weak formulation of the equations imposes the boundary conditions naturally along the boundaries where the equation becomes singular, and in particular, we use an energy method to derive boundary conditions at outer boundaries for which the problem is well-posed on a finite domain. Using Heston’s analytical solution as a benchmark, we show that the spectral element approximation along with the proposed boundary conditions gives exponential convergence in the solution and the Greeks to the level of time and boundary errors in a domain of financial interest.     

Mixed isoparametric finite element models of laminated composite shells

Mixed shear-flexible isoparametric elements are presented for the stress and free vibration analysis of laminated composite shallow shells. Both triangular and quadrilateral elements are considered. The “generalized” element stiffness, consistent mass, and consistent load coefficients are obtained by using a modified form of the Hellinger-Reissner mixed variational principle. Group-theoretic techniques are used in conjunction with computerized symbolic integration to obtain analytic expressions for the stiffness, mass and load coefficients. A procedure is outlined for efficiently handling the resulting system of algebraic equations.The accuracy of the mixed isoparametric elements developed is demonstrated by means of numerical examples, and their advantages over commonly used displacement elements are discussed.     

A four-noded thin-plate bending element using shear constraints—a modified version of lyons' element

Lyons [1] has presented a four-noded bending element that gives excellent numerical results and passes the patch test for a general quadrilateral. The element is derived, using the discrete-Kirchhoff method, with fifteen of the original twenty-seven displacement variables being eliminated via various constraints involving the shear strains. Some of these constraints are complicated involving, for example, an application of Green's theorem in applying a numerical integration around the boundary of the element, while two other constraints involve numerical integrations over the area of the element. Various matrix manipulations, including matrix division, are therefore required at the element level.This paper presents a very similar element (the results appear to be identical for rectangles and parallelograms) which also passes the patch test for a general quadrilateral. However the constraints are now given, and derived, in explicit algebraic form. Fortran subroutines are provided for the major steps in the generation of the element stiffness matrix. The second part of the paper contains a comprehensive set of numerical examples in which the performance of the element is compared with that of two other elements; firstly, one of the best of the four-noded Mindlin elements (due to Hughes and Tezduyar) and secondly, the popular uniformly under-integrated serendipity Mindlin element.     

Analytical integral formulae related to convex quadrilateral finite elements

Analytical quadrature formulae for rational functions, integrated over finite elements with quadrilateral geometry, are presented definitively. For second order differential equations, these formulae produce algebraic finite element relations associated with the isoparametrical or subparametrical rectangular interpolations.     

等参谱元方法的研究

1.引言 在求解偏微分方程的数值模拟中,主要有以下几种方法:有限差分法、有限元方法、有限分析法、谱方法等. 随着有限元方法成熟研究和谱方法[l]的飞速发展,Patera(1984年)提出了谱     

非常规四边形板元(QUUNC元)——非常规单元系列(Ⅲ)

本文提出一种非常规四边形板元(QUUNC元).这种新单元的刚度矩阵采用作者所提出的新列式方法来构造.因此,与已有四边形板元相比,QUUNC元的结构更简单,计算量更少和编程更容易.     

Anisotropic quadrilateral mesh generation: An indirect approach

In this paper a new indirect approach is presented for anisotropic quadrilateral mesh generation based on discrete surfaces. The ability to generate grids automatically had a pervasive influence on many application areas in particularly in the field of Computational Fluid Dynamics. In spite of considerable advances in automatic grid generation there is still potential for better performance and higher element quality. The aim is to generate meshes with less elements which fit some anisotropy criterion to satisfy numerical accuracy while reducing processing times remarkably. The generation of high quality volume meshes using an advancing front algorithm relies heavily on a well designed surface mesh. For this reason this paper presents a new technique for the generation of high quality surface meshes containing a significantly reduced number of elements. This is achieved by creating quadrilateral meshes that include anisotropic elements along a source of anisotropy.     

Optimal Quadrilateral Finite Elements on Polygonal Domains

We propose three quadrilateral mesh refinement algorithms to improve the convergence of the finite element method approximating the singular solutions of elliptic equations, which are due to the non-smoothness of the domain. These algorithms result in graded meshes consisting of convex and shape-regular quadrilaterals. With analysis in weighted spaces, we provide the selection criteria for the grading parameter, such that the optimal convergence rate can be recovered for the associated finite element approximation. Various numerical tests verify the theory. In addition to the bi-k elements, we also investigate the serendipity elements on the graded quadrilateral meshes in the numerical experiments.