Multivariate Quadrature on Adaptive Sparse Grids

In this paper, we study the potential of adaptive sparse grids for multivariate numerical quadrature in the moderate or high dimensional case, i. e. for a number of dimensions beyond three and up to several hundreds. There, conventional methods typically suffer from the curse of dimension or are unsatisfactory with respect to accuracy. Our sparse grid approach, based upon a direct higher order discretization on the sparse grid, overcomes this dilemma to some extent, and introduces additional flexibility with respect to both the order of the 1 D quadrature rule applied (in the sense of Smolyak's tensor product decomposition) and the placement of grid points. The presented algorithm is applied to some test problems and compared with other existing methods.     

The hierarchial preconditioning on unstructured grids

We present the implementation of two hierarchically preconditioned methods for the fast solution of mesh equations that approximate 2D-elliptic boundary value problems on unstructured quasi uniform triangulations. Based on the fictitious space approach the original problem can be embedded into an auxiliary one, where both the hierarchical grid information and the preconditioner are well defined. We implemented the corresponding Yserentant preconditioned conjugate gradient method as well as thebpx-preconditioned cg-iteration having optimal computational costs. Several numerical examples demonstrate the efficiency of the artificially constructed hierarchical methods which can be of importance in industrial engineering, where often only the nodal coordinates and the element connectivity of the underlying (fine) discretization are available.     

A Cascadic Multigrid Algorithm for Semilinear Indefinite Elliptic Problems

We propose a cascadic multigrid algorithm for a semilinear indefinite elliptic problem. We use a standard finite element discretization with piecewise linear finite elements. The arising nonlinear equations are solved by a cascadic organization of Newton's method with frozen derivative on a sequence of nested grids. This gives a simple version of a multigrid method without projections on coarser grids. The cascadic multigrid algorithm starts on a comparatively coarse grid where the number of unknowns is small enough to obtain an approximate solution within sufficiently high precision without substantial computational effort. On each finer grid we perform exactly one Newton step taking the approximate solution from the coarsest grid as initial guess. The linear Newton systems are solved iteratively by a Jacobi-type iteration with special parameters using the approximate solution from the previous grid as initial guess. We prove that for a sufficiently fine initial grid and for a sufficiently good start approximation the algorithm yields an approximate solution within the discretization error on the finest grid and that the method has multigrid complexity with logarithmic multiplier. Received February 1999, revised July 13, 1999     

A unifying grid approach for solving potential flows applicable to structured and unstructured grid configurations

In this study, an efficient numerical method is proposed for unifying the structured and unstructured grid approaches for solving the potential flows. The new method, named as the “alternating cell directions implicit - ACDI”, solves for the structured and unstructured grid configurations equally well. The new method in effect applies a line implicit method similar to the Line Gauss Seidel scheme for complex unstructured grids including mixed type quadrilateral and triangle cells. To this end, designated alternating directions are taken along chains of contiguous cells, i.e. ‘cell directions’, and an ADI-like sweeping is made to update these cells using a Line Gauss Seidel like scheme. The algorithm makes sure that the entire flow field is updated by traversing each cell twice at each time step for unstructured quadrilateral grids that may contain triangular cells. In this study, a cell-centered finite volume formulation of the ACDI method is demonstrated. The solutions are obtained for incompressible potential flows around a circular cylinder and a forward step. The results are compared with the analytical solutions and numerical solutions using the implicit ADI and the explicit Runge-Kutta methods on single-and multi-block structured and unstructured grids. The results demonstrate that the present ACDI method is unconditionally stable, easy to use and has the same computational performance in terms of convergence, accuracy and run times for both the structured and unstructured grids.     

An Algebraic Multigrid Method for Higher-order Finite Element Discretizations

In this paper, we will design and analyze a class of new algebraic multigrid methods for algebraic systems arising from the discretization of second order elliptic boundary value problems by high-order finite element methods. For a given sparse stiffness matrix from a quadratic or cubic Lagrangian finite element discretization, an algebraic approach is carefully designed to recover the stiffness matrix associated with the linear finite element disretization on the same underlying (but nevertheless unknown to the user) finite element grid. With any given classical algebraic multigrid solver for linear finite element stiffness matrix, a corresponding algebraic multigrid method can then be designed for the quadratic or higher order finite element stiffness matrix by combining with a standard smoother for the original system. This method is designed under the assumption that the sparse matrix to be solved is associated with a specific higher order, quadratic for example, finite element discretization on a finite element grid but the geometric data for the underlying grid is unknown. The resulting new algebraic multigrid method is shown, by numerical experiments, to be much more efficient than the classical algebraic multigrid method which is directly applied to the high-order finite element matrix. Some theoretical analysis is also provided for the convergence of the new method.     

Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences

We present a multilevel approach for the solution of partial differential equations. It is based on a multiscale basis which is constructed from a one-dimensional multiscale basis by the tensor product approach. Together with the use of hash tables as data structure, this allows in a simple way for adaptive refinement and is, due to the tensor product approach, well suited for higher dimensional problems. Also, the adaptive treatment of partial differential equations, the discretization (involving finite differences) and the solution (here by preconditioned BiCG) can be programmed easily. We describe the basic features of the method, discuss the discretization, the solution and the refinement procedures and report on the results of different numerical experiments.     

On the reference mapping for quadrilateral and hexahedral finite elements on multilevel adaptive grids

We study the properties of the reference mapping for quadrilateral and hexahedral finite elements. We consider multilevel adaptive grids with possibly hanging nodes which are typically generated by adaptive refinement starting from a regular coarse grid. It turns out that for such grids the reference mapping behaves – up to a perturbation depending on the mesh size – like an affine mapping. As an application, we prove optimal estimates of the interpolation error for discontinuous mapped -elements on quadrilateral and hexahedral grids.     

A FV-TD electromagnetic solver using adaptive Cartesian grids

A second-order finite-volume (FV) method has been developed to solve the time-domain (TD) Maxwell equations, which govern the dynamics of electromagnetic waves. The computational electromagnetic (CEM) solver is capable of handling arbitrary grids, including structured, unstructured, and adaptive Cartesian grids, which are topologically arbitrary. It is argued in this paper that the adaptive Cartesian grid is better than a tetrahedral grid for complex geometries considering both efficiency and accuracy. A cell-wise linear reconstruction scheme is employed to achieve second-order spatial accuracy. Second-order time accuracy is obtained through a two-step Runge-Kutta scheme. Issues on automatic adaptive Cartesian grid generation such as cell-cutting and cell-merging are discussed. A multi-dimensional characteristic absorbing boundary condition (MDC-ABC) is developed at the truncated far-field boundary to reduce reflected waves from this artificial boundary. The CEM solver is demonstrated with several test cases with analytical solutions.     

An algorithm for ideal multigrid convergence for the steady Euler equations

A fast multigrid solver for the steady incompressible Euler equations is presented. Unlike time-marching schemes this approach uses relaxation of the steady equations. Application of this method results in a discretization that correctly distinguishes between the advection and elliptic parts of the operator, allowing efficient smoothers to be constructed. Solvers for both unstructured triangular grids and structured quadrilateral grids have been written. Flows in two-dimensional channels and over airfoils have been computed. Using Gauss–Seidel relaxation with the grid vertices ordered in the flow direction, ideal multigrid convergence rates of nearly one order-of-magnitude residual reduction per multigrid cycle are achieved, independent of the grid spacing. This approach also may be applied to the compressible Euler equations and the incompressible Navier–Stokes equations.     

三维空间非结构网格生成方法研究

随着计算流体力学领域待解决问题复杂程度的不断提高,传统的统一贴体结构网格已不能很好地满足针对复杂外形的高精度网格生成需求,而非结构网格以其独特优势受到CFD工作者的普遍关注。带有附面层的非结构网格是非结构网格生成的难点。进行了非结构四面体网格的生成方法研究,同时结合Spider软件平台中结构网格参数化附面层推进的技术优势,进行了基于Spider软件平台中非结构网格生成模块“UGCS”的开发。通过分析大量网格生成实例中网格质量和数值计算结果,验证了算法的可靠性与鲁棒性。     

q-Families of CVD(MPFA) Schemes on General Elements: Numerical Convergence and the Maximum Principle

In this paper, families of flux-continuous, locally conservative, finite-volume schemes are presented for solving the general geometry-permeability tensor pressure equation on structured and unstructured grids in two and three dimensions. The schemes are applicable to the general tensor pressure equation with discontinuous coefficients and remove the O(1) errors introduced by standard reservoir simulation (two-point flux) schemes when applied to full anisotropic permeability tensor flow approximation (Edwards and Rogers in Multigrids Methods, vol. 1, pp. 190–200, 1993; Edwards and Rogers in Proceedings: 4th European Conference on the Mathematics of Oil Recovery, 1994; Edwards and Rogers in Comput. Geom. 2:259–290, 1998). Full tensors arise when the local orientation of the grid is non-aligned with the principal axes of the tensor field. Full tensors may also arise when fine scale permeability distributions are upscaled to obtain gridblock-scale permeability distributions. In general full tensors arise when using any structured or unstructured grid type that departs from K-orthogonality.     

A parallel fictitious domain multigrid preconditioner for the solution of Poisson’s equation in complex geometries

A parallel multilevel preconditioner based on domain decomposition and fictitious domain methods has been presented for the solution of the Poisson equation in complicated geometries. Rectangular blocks with matching grids on interfaces on a structured rectangular mesh have been used for the decomposition of the problem domain. Sloping sides or curved boundary surfaces are approximated using stepwise surfaces formed by the grid cells. A seven-point stencil based on the central difference scheme has been used for the discretization of the Laplacian for both interior and boundary grid points, and this results in a symmetric linear algebraic system for any type of boundary condition. The preconditioned conjugate gradient method has been used for the solution of this symmetric system. The multilevel preconditioner for the CG is based on a V-cycle multigrid applied to the Poisson equation on a fictitious domain formed by the union of the rectangular blocks used for the domain decomposition. Numerical results are presented for two typical Poisson problems in complicated geometries—one related to heat conduction, and the other one arising from the LES/DNS of incompressible turbulent flow over a packed array of spheres. These results clearly show the efficiency and robustness of the proposed approach.     

Uniform Second Order Convergence of a Complete Flux Scheme on Unstructured 1D Grids for a Singularly Perturbed Advection–Diffusion Equation and Some Multidimensional Extensions

The accurate and efficient discretization of singularly perturbed advection–diffusion equations on arbitrary 2D and 3D domains remains an open problem. An interesting approach to tackle this problem is the complete flux scheme (CFS) proposed by G. D. Thiart and further investigated by J. ten Thije Boonkkamp. For the CFS, uniform second order convergence has been proven on structured grids. We extend a version of the CFS to unstructured grids for a steady singularly perturbed advection–diffusion equation. By construction, the novel finite volume scheme is nodally exact in 1D for piecewise constant source terms. This property allows to use elegant continuous arguments in order to prove uniform second order convergence on unstructured one-dimensional grids. Numerical results verify the predicted bounds and suggest that by aligning the finite volume grid along the velocity field uniform second order convergence can be obtained in higher space dimensions as well.     

A Proof of the Consistency of the Finite Difference Technique on Sparse Grids

In this paper, we give a proof of the consistency of the finite difference technique on regular sparse grids [7, 18]. We introduce an extrapolation-type discretization of differential operators on sparse grids based on the idea of the combination technique and we show the consistency of this discretization. The equivalence of the new method with that of [7, 18] is established. Received February 8, 2000; revised June 8, 2000     

A novel approach of three-dimensional hybrid grid methodology: Part 1. Grid generation

We propose a novel approach of three-dimensional hybrid grid methodology, the DRAGON grid method in the three-dimensional space. The DRAGON grid is created by means of a Direct Replacement of Arbitrary Grid Overlapping by Nonstructured grid, and is structured-grid dominated with unstructured grids in small regions. The DRAGON grid scheme is an adaptation to the Chimera thinking. It is capable of preserving the advantageous features of both the structured and unstructured grids, and eliminates/minimizes their shortcomings. In the present paper, we describe essential and programming aspects, and challenges of the three-dimensional DRAGON grid method, with respect to grid generation. We demonstrate the capability of generating computational grids for multi-components complex configurations.     

Condition Numbers of Approximate Schur Complements in Two- and Three-Dimensional Discretizations on Hierarchically Ordered Grids

We investigate multilevel incomplete factorizations of M-matrices arising from finite difference discretizations. The nonzero patterns are based on special orderings of the grid points. Hence, the Schur complements that result from block elimination of unknowns refer to a sequence of hierarchical grids. Having reached the coarsest grid, Gaussian elimination yields a complete decomposition of the last Schur complement. The main focus of this paper is a generalization of the recursive five-point/nine-point factorization method (which can be applied in two-dimensional problems) to matrices that stem from discretizations on three-dimensional cartesian grids. Moreover, we present a local analysis that considers fundamental grid cells. Our analysis allows to derive sharp bounds for the condition number associated with one factorization level (two-grid estimates). A comparison in case of the Laplace operator with Dirichlet boundary conditions shows: Estimating the relative condition number of the multilevel preconditioner by multiplying corresponding two-grid values gives the asymptotic bound O(h ^−0.347) for the two- respectively O(h ^−4/5) for the three-dimensional model problem. Received October 19, 1998; revised September 27, 1999     

FIRST: a flexible and interactive resampling tool for CFD simulation data

We introduce a flexible, variable resolution tool for interactive resampling of computational fluid dynamics (CFD) simulation data on versatile grids. The tool and coupled algorithm afford users precise control of glyph placement during vector field visualization via six interactive degrees of freedom. Other important characteristics of this method include: (1) an algorithm that resamples any unstructured grid onto any structured grid, (2) handles changes to underlying topology and geometry, (3) handles unstructured grids with holes and discontinuities, (4) does not rely on any pre-processing of the data, and (5) processes large numbers of unstructured grid cells efficiently. We believe this tool to be a valuable asset in the engineer's pursuit of understanding and visualizing the underlying flow field in CFD simulation results.     

Flux-based level-set method for two-phase flows on unstructured grids

In this paper we deal with the application of the flux-based level set method to moving interface computations on unstructured grids. The focus lies on the overcoming of the known difficulties of level set methods, e.g. accurate computations of important geometric properties, reliable and precise reinitialization of the level set function and the adaption of standard discretization methods to the moving boundary case. The basic building block of our approach is the high-resolution flux-based level set method for general advection equation (Frolkovi? and Mikula in SIAM J Sci Comput 29(2):579–597, 2007, Frolkovi? and Wehner in Comput Vis Sci 12(6):626–650, 2009). We extend this method for the problem of reinitialization of the level set function on unstructured grids by using quadratic interpolation to compute distances for nodes close to the interface. To realize numerical simulation for some applications with moving boundaries, we adapt the approach of ghost fluid method (Gibou and Fedkiw in J Comput Phys 202:577–601, 2005) for unstructured grids. The idea is to describe the development of the moving boundary with a level set formulation while the computational grid remains fixed and the boundary conditions are enforced using some extrapolation. Our main motivation is the numerical solution of two-phase incompressible flow problems. Additionally to previously mentioned steps, we introduce further numerical schemes in the framework of finite volume discretization for the flow. Possible jumps of the pressure and the directional derivative of velocity at the interface are modeled directly within the method using the approach of extended approximation spaces. Besides that, an algorithm for the computations of curvature is considered that exhibits the second order accuracy for some examples. Numerical experiments are provided for the presented methods.     

The auxiliary space method and optimal multigrid preconditioning techniques for unstructured grids

An abstract framework ofauxiliary space method is proposed and, as an application, an optimal multigrid technique is developed for general unstructured grids. The auxiliary space method is a (nonnested) two level preconditioning technique based on a simple relaxation scheme (smoother) and an auxiliary space (that may be roughly understood as a nonnested coarser space). An optimal multigrid preconditioner is then obtained for a discretized partial differential operator defined on an unstructured grid by using an auxiliary space defined on a more structured grid in which a furthernested multigrid method can be naturally applied. This new technique makes it possible to apply multigrid methods to general unstructured grids without too much more programming effort than traditional solution methods. Some simple examples are also given to illustrate the abstract theory and for instance the Morley finite element space is used as an auxiliary space to construct a preconditioner for Argyris element for biharmonic equations. Some numerical results are also given to demonstrate the efficiency of using structured grid for auxiliary space to precondition unstructured grids.     

Generation of smooth grids with line control for scattering from multiple obstacles

A new approach to generate structured grids for two-dimensional multiply connected regions with several holes is proposed. The bounding curves may include corners or cusps. The new algorithm constitutes an extension of the Branch Cut Grid Line Control (BCGC) technique introduced byVillamizar et al. [V. Villamizar, O. Rojas, J. Mabey, Generation of curvilinear coordinates on multiply connected regions with boundary-singularities, J. Comput. Phys. 223 (2007) 571–588] to domains with a finite number of holes. Regions with multiple holes are reduced to several contiguous single hole subregions. Then, the BCGC algorithm is applied to each single hole subregion producing a smooth grid with line control. Finally, the subregions with their respective grids are joined and their interfaces are smoothed resulting a globally smooth grid. The advantages of the novel grids are revealed by employing them to numerically solve acoustic scattering problems in the presence of multiple complexly shaped obstacles.