Finite Element Spaces Research Articles

A mass conservative, well balanced, tangency preserving and energy decaying method for the shallow water equations on a sphere

A fully discrete surface finite element method is proposed for solving the viscous shallow water equations in a bounded Lipschitz domain on the sphere based on a general triangular mesh. The method consists of a modified Crank–Nicolson method in time and a Galerkin surface finite element method in space for the fluid thickness H and the fluid velocity u. A finite element space tangential to the sphere at all finite element nodes is proposed to approximate the fluid velocity u. The proposed method has second-order accuracy in time and first-order accuracy in space, and preserves mass conservation, well balancedness, tangency of velocity to the sphere, and energy decay. Numerical experiments are presented to illustrate the accuracy of the proposed method and the preservation of the physical properties, including mass conservation, well balancedness, and energy decay. A numerical simulation of ocean mesoscale activity on a circular basin with a continental shelf is provided.

Stability and error analysis of a fully-discrete numerical method for system of 2D singularly perturbed parabolic PDEs

This article deals with a fully-discrete numerical method for the system of 2D singularly perturbed parabolic convection-diffusion problems. The method is based on the combination of the implicit Backward-Euler scheme for the temporal derivative and the streamline-diffusion finite element method (SDFEM) for the spatial derivatives. Due to the existence of exponential boundary layers in the solution of this problem, a piecewise-uniform layer-adapted mesh is used here for the triangulation of the spatial domain. The stability of the present method has been discussed based on an appropriate stabilization parameter. The convergency of the fully-discrete SDFEM on a discrete L2(0,T;L2)-norm using the piecewise continuous linear finite element space is analyzed in a new theoretical framework. Finally, the justification of the theoretical results is done by some numerical experiments.

An explicit stabilised finite element method for Navier-Stokes-Brinkman equations

We present an explicit stabilised finite element method for solving Navier-Stokes-Brinkman equations. The proposed algorithm has several advantages. First, the lower equal-order finite element space for velocity and pressure is ideal for presenting the pixel images. Stabilised finite element allows the continuity of both tangential and normal velocities at the interface between regions of different micro-permeability or at the interface free/porous domain. Second, the algorithm is fully explicit and versatile for describing complex boundary conditions. Third, the fully explicit matrix–free finite element implementation is ideal for parallelism on high-performance computers. In the last, the implicit treatment of Darcy term allowed larger time stepping and a stable computation, even if the velocity varies for several orders of magnitude in the micro-porous regions (Darcy regime).The stabilisation parameter, that may affect the velocity field, has been discussed and an optimal parameter was chosen based on the numerical examples. Velocity stability at interface between different micro-permeability has been also studied with mesh refinement. We analysed the influence of the micro-permeability field on the regime of the flow (Stokes flow, Darcy flow or a transitional regime). These benchmark tests provide guidelines for choosing the resolution of the grayscale image and its segmentation. We applied the method on real Berea Sandstone micro-CT images, and proceeded the three-phases segmentation. We studied the influence of the micro-porosity field, using the well-known Kozeny-Carman relation to derive the micro-permeability field from the micro-porosity field, on the effective permeability computed. Our analysis shows that a small fraction of micro-porosity in the rock has a significant influence on the effective permeability computed.

Finite Element Systems for Vector Bundles: Elasticity and Curvature

We develop a theory of finite element systems, for the purpose of discretizing sections of vector bundles, in particular those arising in the theory of elasticity. In the presence of curvature, we prove a discrete Bianchi identity. In the flat case, we prove a de Rham theorem on cohomology groups. We check that some known mixed finite elements for the stress–displacement formulation of elasticity fit our framework. We also define, in dimension two, the first conforming finite element spaces of metrics with good linearized curvature, corresponding to strain tensors with Saint-Venant compatibility conditions. Cochains with coefficients in rigid motions are given a key role in relating continuous and discrete elasticity complexes.

A generalized multigrid method for solving contact problems in Lagrange multiplier based unfitted Finite Element method

Internal interfaces in a domain could exist as a material defect or they can appear due to propagations of cracks. Discretization of such geometries and solution of the contact problem on the internal interfaces can be computationally challenging. We employ an unfitted Finite Element (FE) framework for the discretization of the domains and develop a tailored, globally convergent, and efficient multigrid method for solving contact problems on the internal interfaces. In the unfitted FE methods, structured background meshes are used and only the underlying finite element spaces are modified to incorporate the discontinuities. The non-penetration conditions on the embedded interfaces of the domains are discretized using the method of Lagrange multipliers. We reformulate the arising variational inequality problem as a quadratic minimization problem with linear inequality constraints. Our multigrid method can solve such problems by employing a tailored multilevel hierarchy of the FE spaces and a novel approach for tackling the discretized non-penetration conditions. We employ pseudo-L2 projection-based transfer operators to construct a hierarchy of nested FE spaces from the hierarchy of non-nested meshes. The essential component of our multigrid method is a technique that decouples the linear constraints using an orthogonal transformation. The decoupled constraints are handled by a modified variant of the projected Gauss–Seidel method, which we employ as a smoother in the multigrid method. These components of the multigrid method allow us to enforce linear constraints locally and ensure the global convergence. We will demonstrate the robustness, efficiency, and level independent convergence property of the proposed method for Signorini’s problem and two-body contact problems.

Finite element error analysis for a system coupling surface evolution to diffusion on the surface

We consider a numerical scheme for the approximation of a system that couples the evolution of a two-dimensional hypersurface to a reaction–diffusion equation on the surface. The surfaces are assumed to be graphs and evolve according to forced mean curvature flow. The method uses continuous, piecewise linear finite elements in space and a backward Euler scheme in time. Assuming the existence of a smooth solution, we prove optimal error bounds both in L^\infty(L^2) and in L^2(H^1) . We present several numerical experiments that confirm our theoretical findings and apply the method in order to simulate diffusion induced grain boundary motion.

On the initial higher-order pressure convergence in equal-order finite element discretizations of the Stokes system

In incompressible flow problems, the finite element discretization of pressure and velocity can be done through either stable spaces or stabilized pairs. For equal-order stabilized methods with piecewise linear discretization, the classical theory guarantees only linear convergence for the pressure approximation. However, a higher order is often observed, yet seldom discussed, in numerical practice. Such experimental observations may, in the absence of a sound a priori error analysis, mislead the selection of finite element spaces in practical applications. Therefore, we present here a numerical analysis demonstrating that an initial higher-order pressure convergence may in fact occur under certain conditions, for equal-order elements of any degree. Moreover, our numerical experiments clearly indicate that whether and for how long this behavior holds is a problem-dependent matter. These findings confirm that an optimal pressure convergence can in general not be expected when using unbalanced velocity-pressure pairs.

Conservative and Accurate Solution Transfer Between High-Order and Low-Order Refined Finite Element Spaces

In this paper we introduce general transfer operators between high-order and low-order refined finite element spaces that can be used to couple high-order and low-order simulations. Under natural restrictions on the low-order refined space we prove that both the high-to-low-order and low-to-high-order linear mappings are conservative, constant preserving and high-order accurate. While the proofs apply to affine geometries, numerical experiments indicate that the results hold for more general curved and mixed meshes. These operators also have applications in the context of coarsening solution fields defined on meshes with nonconforming refinement. The transfer operators for $H^1$ finite element spaces require a globally coupled solve, for which robust and efficient preconditioners are developed. We present several numerical results confirming our analysis and demonstrate the utility of the new mappings in the context of adaptive mesh refinement and conservative multi-discretization coupling.

A Nodal Immersed Finite Element-Finite Difference Method

The immersed finite element-finite difference (IFED) method is a computational approach to modeling interactions between a fluid and an immersed structure. This method uses a finite element (FE) method to approximate the stresses and forces on a structural mesh and a finite difference (FD) method to approximate the momentum of the entire fluid-structure system on a Cartesian grid. The fundamental approach used by this method follows the immersed boundary framework for modeling fluid-structure interaction (FSI), in which a force spreading operator prolongs structural forces to a Cartesian grid, and a velocity interpolation operator restricts a velocity field defined on that grid back onto the structural mesh. Force spreading and velocity interpolation both require projecting data onto the finite element space. Consequently, evaluating either coupling operator requires solving a matrix equation at every time step. Mass lumping, in which the projection matrices are replaced by diagonal approximations, has the potential to accelerate this method considerably. Constructing the coupling operators also requires determining the locations on the structure mesh where the forces and velocities are sampled. Here we show that sampling the forces and velocities at the nodes of the structural mesh is equivalent to using lumped mass matrices in the coupling operators. A key theoretical result of our analysis is that if both of these approaches are used together, the IFED method permits the use of lumped mass matrices derived from nodal quadrature rules for any standard interpolatory element. This is different from standard FE methods, which require specialized treatments to accommodate mass lumping with higher-order shape functions. Our theoretical results are confirmed by numerical benchmarks, including standard solid mechanics tests and examination of a dynamic model of a bioprosthetic heart valve.

Gibbs phenomena for Lq-best approximation in finite element spaces

Recent developments in the context of minimum residual finite element methods are paving the way for designing quasi-optimal discretization methods in non-standard function spaces, such as q-type Sobolev spaces. For q → 1, these methods have demonstrated huge potential in avoiding the notorious Gibbs phenomena, i.e., the occurrence of spurious non-physical oscillations near thin layers and jump discontinuities. In this work we provide theoretical results that explain some of these numerical observations. In particular, we investigate the Gibbs phenomena for q-best approximations of discontinuities in finite element spaces with 1 ≤ q < ∞. We prove sufficient conditions on meshes in one and two dimensions such that over- and undershoots vanish in the limit q → 1. Moreover, we include examples of meshes such that Gibbs phenomena remain present even for q = 1 and demonstrate that our results can be used to design meshes so as to eliminate the Gibbs phenomenon.

Multipoint flux mixed finite element method for parabolic optimal control problems

<abstract><p>In this paper, we research semi-discrete multipoint flux mixed finite element (MFMFE) method for parabolic optimal control problem (OCP). The state and co-state variables are approximated by the lowest order Brezzi-Douglas-Marini (BDM) mixed finite element (MFE) spaces and the control is approximated by piecewise constant. The advantage of this type of mixed element method is that it can decouple the state and adjoint state variables as cell-centered difference schemes rather than to solve saddle point algebraic equations. Error estimates and convergence orders are derived rigorously for state and control variables. Finally, a numerical example is given to confirm our theoretical analysis.</p></abstract>

Application of Optimal Control to Inversion of Self-Potential Data: Theory and Synthetic Examples

Last decades, there has been an increased interest in the use of the self-potential (SP) method in hydrogeophysics. In response to this strong interest, we develop a novel approach to the inversion of SP data. Mathematically, the SP inverse problem is the source identification problem for the Poisson equation. Our approach substantially differs from the standard regularization approach, which explicitly includes the forward-problem operator into the cost functional. We formulated the inverse problem is as an optimal control problem and then translate it into a variational system. The system is approximated in suitable finite-element spaces giving rise to an algebraic problem with the saddle-point structure. In contrast to the standard approach, which leads to a dense linear system, our method results in a system with a sparse block matrix. It can be efficiently solved by either direct sparse solvers or preconditioned iterative solvers. In this paper, we present the formulation of the problem and its finite-element approximation. We discuss the iterative solution and preconditioning strategies. Our software implementation is based on an industrial finite-element package. We also present a numerical experiment with node-based linear finite elements on tetrahedral grids. Our results suggest that the proposed approach may serve as a rapid and reliable tool for large-scale SP inverse problems. Moreover, the same technique can easily be extended to a wide range of geophysical linear inverse problems, such as inversions of magnetic and gravity data.

Difference finite element method for the 3D steady Stokes equations

In this paper, a difference finite element (DFE) method is presented for the 3D steady Stokes equations. This new method consists of transmitting the finite element solution (uh,ph) of the 3D steady Stokes equations in the direction of (x,y,z) into a series of the finite element solution (uhk,phk) of the 2D steady Stokes equations. Here the 2D steady Stokes equations are solved by the finite element space pair (P1b,P1b,P1)×P1, where the 2D finite element pair (P1b,P1b)×P1 satisfies the discrete inf-sup condition in a 2D domain ω. Here we design the weak formulation of the DFE method based on the 3D finite element pair ((P1b,P1b,P1)×P1)×(P1×P0) under the quasi-uniform mesh condition, prove that the 3D finite element pair satisfies the discrete inf-sup condition in a 3D domain Ω and provide the existence, uniqueness and stability of the DFE solution (uh,ph)=(∑k=0l3uhkϕk(z),∑k=1l3phkψk(z)) and deduce the first order convergence of the DFE solution (uh,ph) with respect to the exact solution (u,p) of the 3D steady Stokes equations. Finally, some numerical tests are presented to show the accuracy and efficiency for the proposed method.

Incompressible flow modeling using an adaptive stabilized finite element method based on residual minimization

AbstractWe model incompressible Stokes flows with an adaptive stabilized finite element method, which solves a discretely stable saddle‐point problem to approximate the velocity‐pressure pair. Additionally, this saddle‐point problem delivers a robust error estimator to guide mesh adaptivity. We analyze the accuracy of different discrete velocity‐pressure pairs of continuous finite element spaces, which do not necessarily satisfy the discrete inf‐sup condition. We validate the framework's performance with numerical examples.

Probability-conservative simulation for Lévy financial model by a mixed finite element method

We propose an expanded mixed finite element method (EMFEM) with sharp recognition for such intrinsic natures of a Markov process as the probability conservation, the Chapman-Kolmogorov equation, skewness and excess kurtosis for the fractional-order advection diffusion equation (FADE) oriented in financial engineering. We improve the result in [11] for purely fractional diffusion model by modifying the domain of one bilinear form so that it is well defined for the appearance of the advection term, and the result in [13] for second order elliptic models by using lower-order finite element spaces to reduce computation costs. The solvability and optimal convergence rates of the EMFEM are proved by showing the coerciveness and the inf-sup condition for the modified bilinear forms over the lower-order finite element spaces, and thus the systematically mathematical theory of the EMFEM for general FADEs are developed. Numerical experiments are conducted to confirm these theoretical findings.

Time-dependent creep and shrinkage analysis of curved steel–concrete composite box beams

Curved steel–concrete composite box beams are widely used in urban overpasses and ramp bridges as they are light in weight, have large spanning ability and high torsional rigidity. One-dimensional models are generally used to analyze bridge performance due to their calculation and numerical efficiencies. An incremental step-by-step method based on the Kelvin rheological model together with a discrete algorithm in finite element space is adopted in this study to analyze the mechanical behavior of curved composite box beams. A model with a beam finite element with 26 degrees of freedom (DOFs) is proposed for curved composite box beams that considers the constrained torsion, distortion, shear lag, biaxial slip at the interface and time-dependent effects. Furthermore, the experimental results of the long-term loading tests of three curved composite box beams are selected to validate the proposed beam element model. Finally, the proposed model is applied to analyze the long-term behavior of a curved composite box beam that is used in real engineering applications.

Finite elements for divdiv conforming symmetric tensors in three dimensions

Finite element spaces on a tetrahedron are constructed for div ⁡ div \operatorname {div}\operatorname {div} -conforming symmetric tensors in three dimensions. The key tools of the construction are the decomposition of polynomial tensor spaces and the characterization of the trace operators. First, the div ⁡ div \operatorname {div}\operatorname {div} Hilbert complex and its corresponding polynomial complexes are presented. Several decompositions of polynomial vector and tensor spaces are derived from the polynomial complexes. Second, traces for the div ⁡ div \operatorname {div}\operatorname {div} operator are characterized through a Green’s identity. Besides the normal-normal component, another trace involving combination of first order derivatives of the tensor is continuous across the face. Due to the smoothness of polynomials, the symmetric tensor element is also continuous at vertices, and on the plane orthogonal to each edge. Besides, a finite element for s y m c u r l symcurl -conforming trace-free tensors is constructed following the same approach. Putting all together, a finite element div ⁡ div \operatorname {div}\operatorname {div} complex, as well as the bubble functions complex, in three dimensions is established.

Finite Element Iterative Methods for the 3D Steady Navier--Stokes Equations.

In this work, a finite element (FE) method is discussed for the 3D steady Navier–Stokes equations by using the finite element pair . The method consists of transmitting the finite element solution of the 3D steady Navier–Stokes equations into the finite element solution pairs based on the finite element space pair of the 3D steady linearized Navier–Stokes equations by using the Stokes, Newton and Oseen iterative methods, where the finite element space pair satisfies the discrete inf-sup condition in a 3D domain . Here, we present the weak formulations of the FE method for solving the 3D steady Stokes, Newton and Oseen iterative equations, provide the existence and uniqueness of the FE solution of the 3D steady Stokes, Newton and Oseen iterative equations, and deduce the convergence with respect to of the FE solution to the exact solution of the 3D steady Navier–Stokes equations in the norm. Finally, we also give the convergence order with respect to of the FE velocity to the exact velocity u of the 3D steady Navier–Stokes equations in the norm.

Comparison of two finite element schemes for a chemo-repulsion system with quadratic production

In this paper we propose two fully discrete Finite Elements (FE) schemes for a repulsive chemotaxis model with a quadratic production term. The first one, which corresponds to the backward Euler in time with FE in space, is energy-stable in the primitive variables of the model, under a “compatibility” condition on the FE spaces. The second one, which is obtained modifying the scheme proposed in [13] by applying a regularization procedure, has an “approximated positivity” property which is obtained from discrete energy estimates and an additional estimate for a singular functional. These properties are not available in previous approaches. Additionally, we study the well-posedness and the long time behaviour of the schemes, obtaining exponential convergence to constant states as in the continuous problem. Finally, we compare the numerical schemes throughout several numerical simulations, which are in agreement with the theoretical results.

A novel approach of superconvergence analysis of the bilinear-constant scheme for time-dependent Stokes equations

The superconvergent properties for time-dependent Stokes equations are investigated in this paper. Firstly, based on a new approach and the special characters of the bilinear-constant finite element space pair on the rectangular mesh, the superclose error estimations in L∞(H1)-norm for velocity and in L∞(L2)-norm for pressure are obtained. Then, the corresponding superconvergence results for velocity and pressure are derived in terms of a suitable postprocessing approach. Finally, some numerical experiments are provided to verify the theoretical analysis.