BAIL 2006 Book of Abstracts - Institut für Numerische und ...

BAIL 2006 Book of Abstracts - Institut für Numerische und ... BAIL 2006 Book of Abstracts - Institut für Numerische und ...

num.math.uni.goettingen.de
from num.math.uni.goettingen.de More from this publisher
04.02.2013 Views

P. KNOBLOCH: On methods diminishing spurious oscillations in finite element solutions of convection-diffusion equations ✬ ✫ On methods diminishing spurious oscillations in finite element solutions of convection–diffusion equations Petr Knobloch Charles University, Faculty of Mathematics and Physics, Department of Numerical Mathematics, Sokolovská 83, 186 75 Praha 8, Czech Republic e-mail: knobloch@karlin.mff.cuni.cz We discuss the application of the finite element method to the numerical solution of the scalar convection–diffusion equation −ε∆u + b · ∇u = f in Ω, u = ub on Γ D , ε ∂u ∂n = g on ΓN . (1) Here Ω is a bounded two–dimensional domain with a polygonal boundary ∂Ω, Γ D and Γ N are disjoint and relatively open subsets of ∂Ω satisfying meas1(Γ D ) > 0 and Γ D ∪ Γ N = ∂Ω, n is the outward unit normal vector to ∂Ω, f is a given outer source of the unknown scalar quantity u, ε > 0 is the constant diffusivity, b is the flow velocity, and ub, g are given functions. Despite the apparent simplicity of problem (1), its numerical solution is by no means easy if convection is strongly dominant (i.e., if ε ≪ |b|). In this case, the solution of (1) typically possesses interior and boundary layers whose widths are usually significantly smaller than the mesh size and hence the layers cannot be resolved properly. In particular, it is well known that the classical Galerkin finite element discretization of (1) is inappropriate in the convection–dominated regime since the discrete solution is typically globally polluted by spurious oscillations. Although, during the last three decades, an extensive research has been devoted to the development of methods which diminish spurious oscillations in the discrete solutions of (1), the numerical solution of (1) is still a challenge when convection strongly dominates diffusion. The broad interest in solving problem (1) is caused not only by its actual physical meaning but also by the fact that it represents a simple model problem for convection–diffusion effects which appear in many more complicated problems arising in applications. Initially, stabilizations of the Galerkin discretization of (1) imitated upwind finite difference techniques. However, like in the finite difference method, the upwind finite element discretizations remove the unwanted oscillations but the accuracy attained is often poor since too much numerical diffusion is introduced. According to our experiences, one of the most successful upwinding techniques is the improved Mizukami–Hughes method, see Knobloch [9]. It is a nonlinear Petrov–Galerkin method for conforming linear triangular finite elements P1 which satisfies the discrete maximum principle on weakly acute meshes. In contrast with many other upwinding methods for P1 elements satisfying the discrete maximum principle, the improved Mizukami–Hughes method adds much less numerical diffusion and provides rather accurate solutions, cf. Knobloch [10]. One of the most efficient procedures is the streamline upwind/Petrov–Galerkin (SUPG) method developed by Brooks and Hughes [2] which is a higher–order method possessing good stability properties achieved by adding artificial diffusion in the streamline direction. Unfortunately, the SUPG method does not preclude spurious oscillations localized in narrow regions along sharp layers. Although these oscillations are usually small in magnitude, they are not permissible in many applications (e.g., chemically reacting flows, free–convection computations, two–equations turbulence models, compressible flow problems with shocks). Therefore, various terms introducing artificial crosswind diffusion in the neighborhood of layers have been proposed to be added to the SUPG formulation in order to obtain a method which is monotone or which at least reduces the local oscillations (cf. e.g. [3, 4] and the references there). This procedure is often referred to as discontinuity capturing (or shock capturing). These discontinuity–capturing methods can be divided into three groups according to whether the additional artificial diffusion is isotropic, or orthogonal to streamlines, or based on edge stabilizations. We have demonstrated for P1 finite elements in [7] that the edge stabilization methods add too much artificial diffusion. Among the remaining two groups of methods, the best methods for P1 finite elements seem Speaker: KNOBLOCH, P. 102 BAIL 2006 1 ✩ ✪

P. KNOBLOCH: On methods diminishing spurious oscillations in finite element solutions of convection-diffusion equations ✬ ✫ to be the methods of do Carmo and Galeão [5], of Almeida and Silva [1] and slight modifications of the methods of Codina [6] and of Burman and Ern [3], see also John and Knobloch [8]. Our aim is to continue the discussion of properties of the various methods diminishing spurious oscillations in finite element solutions of (1) mentioned above. We would like to concentrate on three aspects: • properties of methods of Mizukami–Hughes type satisfying the discrete maximum principle where we mention the improved Mizukami–Hughes method of [9] for P1 finite elements and will discuss its generalization to other types of finite elements; • comparison of the above–mentioned discontinuity–capturing methods for higher order finite elements; • choice of stabilization parameters where we will present a novel approach to the choice of the SUPG stabilization parameter in outflow boundary layers. The above described discussion will be performed for the two–dimensional case and the results obtained in three–dimensions will be mentioned only briefly. References [1] R.C. Almeida, R.S. Silva, A stable Petrov–Galerkin method for convection–dominated problems, Comput. Methods Appl. Mech. Eng. 140 (1997) 291–304. [2] A.N. Brooks, T.J.R. Hughes, Streamline upwind/Petrov–Galerkin formulations for convection dominated flows with particular emphasis on the incompressible Navier–Stokes equations, Comput. Methods Appl. Mech. Eng. 32 (1982) 199–259. [3] E. Burman, A. Ern, Nonlinear diffusion and discrete maximum principle for stabilized Galerkin approximations of the convection–diffusion–reaction equation, Comput. Methods Appl. Mech. Eng. 191 (2002) 3833–3855. [4] E.G.D. do Carmo, G.B. Alvarez, A new stabilized finite element formulation for scalar convection– diffusion problems: The streamline and approximate upwind/Petrov–Galerkin method, Comput. Methods Appl. Mech. Eng. 192 (2003) 3379–3396. [5] E.G.D. do Carmo, A.C. Galeão, Feedback Petrov–Galerkin methods for convection–dominated problems, Comput. Methods Appl. Mech. Eng. 88 (1991) 1–16. [6] R. Codina, A discontinuity–capturing crosswind–dissipation for the finite element solution of the convection–diffusion equation, Comput. Methods Appl. Mech. Eng. 110 (1993) 325–342. [7] V. John, P. Knobloch, A comparison of spurious oscillations at layers diminishing (SOLD) methods for convection–diffusion equations: Part I, Preprint Nr. 156, FR 6.1 – Mathematik, Universität des Saarlandes, Saarbrücken, 2005. [8] V. John, P. Knobloch, On discontinuity–capturing methods for convection–diffusion equations, submitted to the Proceedings of the conference ENUMATH 2005, Santiago de Compostela, July 18–22, 2005. [9] P. Knobloch, Improvements of the Mizukami–Hughes method for convection–diffusion equations, Preprint No. MATH–knm–2005/6, Faculty of Mathematics and Physics, Charles University, Prague, 2005. [10] Knobloch, P.: Numerical solution of convection–diffusion equations using upwinding techniques satisfying the discrete maximum principle. Submitted to the Proceedings of the Czech–Japanese Seminar in Applied Mathematics 2005, Kuju Training Center, Oita, Japan, September 15–18, 2005. Speaker: KNOBLOCH, P. 103 BAIL 2006 2 ✩ ✪

P. KNOBLOCH: On methods diminishing spurious oscillations in finite element<br />

solutions <strong>of</strong> convection-diffusion equations<br />

✬<br />

✫<br />

to be the methods <strong>of</strong> do Carmo and Galeão [5], <strong>of</strong> Almeida and Silva [1] and slight modifications <strong>of</strong> the<br />

methods <strong>of</strong> Codina [6] and <strong>of</strong> Burman and Ern [3], see also John and Knobloch [8].<br />

Our aim is to continue the discussion <strong>of</strong> properties <strong>of</strong> the various methods diminishing spurious<br />

oscillations in finite element solutions <strong>of</strong> (1) mentioned above. We would like to concentrate on three<br />

aspects:<br />

• properties <strong>of</strong> methods <strong>of</strong> Mizukami–Hughes type satisfying the discrete maximum principle where<br />

we mention the improved Mizukami–Hughes method <strong>of</strong> [9] for P1 finite elements and will discuss<br />

its generalization to other types <strong>of</strong> finite elements;<br />

• comparison <strong>of</strong> the above–mentioned discontinuity–capturing methods for higher order finite elements;<br />

• choice <strong>of</strong> stabilization parameters where we will present a novel approach to the choice <strong>of</strong> the<br />

SUPG stabilization parameter in outflow bo<strong>und</strong>ary layers.<br />

The above described discussion will be performed for the two–dimensional case and the results obtained<br />

in three–dimensions will be mentioned only briefly.<br />

References<br />

[1] R.C. Almeida, R.S. Silva, A stable Petrov–Galerkin method for convection–dominated problems,<br />

Comput. Methods Appl. Mech. Eng. 140 (1997) 291–304.<br />

[2] A.N. Brooks, T.J.R. Hughes, Streamline upwind/Petrov–Galerkin formulations for convection<br />

dominated flows with particular emphasis on the incompressible Navier–Stokes equations, Comput.<br />

Methods Appl. Mech. Eng. 32 (1982) 199–259.<br />

[3] E. Burman, A. Ern, Nonlinear diffusion and discrete maximum principle for stabilized Galerkin<br />

approximations <strong>of</strong> the convection–diffusion–reaction equation, Comput. Methods Appl. Mech.<br />

Eng. 191 (2002) 3833–3855.<br />

[4] E.G.D. do Carmo, G.B. Alvarez, A new stabilized finite element formulation for scalar convection–<br />

diffusion problems: The streamline and approximate upwind/Petrov–Galerkin method, Comput.<br />

Methods Appl. Mech. Eng. 192 (2003) 3379–3396.<br />

[5] E.G.D. do Carmo, A.C. Galeão, Feedback Petrov–Galerkin methods for convection–dominated<br />

problems, Comput. Methods Appl. Mech. Eng. 88 (1991) 1–16.<br />

[6] R. Codina, A discontinuity–capturing crosswind–dissipation for the finite element solution <strong>of</strong> the<br />

convection–diffusion equation, Comput. Methods Appl. Mech. Eng. 110 (1993) 325–342.<br />

[7] V. John, P. Knobloch, A comparison <strong>of</strong> spurious oscillations at layers diminishing (SOLD) methods<br />

for convection–diffusion equations: Part I, Preprint Nr. 156, FR 6.1 – Mathematik, Universität des<br />

Saarlandes, Saarbrücken, 2005.<br />

[8] V. John, P. Knobloch, On discontinuity–capturing methods for convection–diffusion equations, submitted<br />

to the Proceedings <strong>of</strong> the conference ENUMATH 2005, Santiago de Compostela, July 18–22,<br />

2005.<br />

[9] P. Knobloch, Improvements <strong>of</strong> the Mizukami–Hughes method for convection–diffusion equations,<br />

Preprint No. MATH–knm–2005/6, Faculty <strong>of</strong> Mathematics and Physics, Charles University,<br />

Prague, 2005.<br />

[10] Knobloch, P.: Numerical solution <strong>of</strong> convection–diffusion equations using upwinding techniques<br />

satisfying the discrete maximum principle. Submitted to the Proceedings <strong>of</strong> the Czech–Japanese<br />

Seminar in Applied Mathematics 2005, Kuju Training Center, Oita, Japan, September 15–18, 2005.<br />

Speaker: KNOBLOCH, P. 103 <strong>BAIL</strong> <strong>2006</strong><br />

2<br />

✩<br />

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!