Space-time Finite Element Discretization Research Articles

Goal-oriented adaptive space-time finite element methods for regularized parabolic p-Laplace problems

We consider goal-oriented adaptive space-time finite-element discretizations of the regularized parabolic p-Laplace problem on completely unstructured simplicial space-time meshes. The adaptivity is driven by the dual-weighted residual (DWR) method since we are interested in an accurate computation of some possibly nonlinear functionals at the solution. Such functionals represent goals in which engineers are often more interested than the solution itself. The DWR method requires the numerical solution of a linear adjoint problem that provides the sensitivities for the mesh refinement. This can be done by means of the same full space-time finite element discretization as used for the primal non-linear problems. The numerical experiments presented demonstrate that this goal-oriented, full space-time finite element solver efficiently provides accurate numerical results for different functionals.

Space-time variational material modeling: a new paradigm demonstrated for thermo-mechanically coupled wave propagation, visco-elasticity, elasto-plasticity with hardening, and gradient-enhanced damage

We formulate variational material modeling in a space-time context. The starting point is the description of the space-time cylinder and the definition of a thermodynamically consistent Hamilton functional which accounts for all boundary conditions on the cylinder surface. From the mechanical perspective, the Hamilton principle then yields thermo-mechanically coupled models by evaluation of the stationarity conditions for all thermodynamic state variables which are displacements, internal variables, and temperature. Exemplary, we investigate in this contribution elastic wave propagation, visco-elasticity, elasto-plasticity with hardening, and gradient-enhanced damage. Therein, one key novel aspect are initial and end time velocity conditions for the wave equation, replacing classical initial conditions for the displacements and the velocities. The motivation is intensively discussed and illustrated with the help of a prototype numerical simulation. From the mathematical perspective, the space-time formulations are formulated within suitable function spaces and convex sets. The unified presentation merges engineering and applied mathematics due to their mutual interactions. Specifically, the chosen models are of high interest in many state-of-the art developments in modeling and we show the impact of this holistic physical description on space-time Galerkin finite element discretization schemes. Finally, we study a specific discrete realization and show that the resulting system using initial and end time conditions is well-posed.

A Geometric Multigrid Method for Space-Time Finite Element Discretizations of the Navier–Stokes Equations and its Application to 3D Flow Simulation

We present a parallelized geometric multigrid (GMG) method, based on the cell-based Vanka smoother, for higher order space-time finite element methods (STFEM) to the incompressible Navier–Stokes equations. The STFEM is implemented as a time marching scheme. The GMG solver is applied as a preconditioner for generalized minimal residual iterations. Its performance properties are demonstrated for 2D and 3D benchmarks of flow around a cylinder. The key ingredients of the GMG approach are the construction of the local Vanka smoother over all degrees of freedom in time of the respective subinterval and its efficient application. For this, data structures that store pre-computed cell inverses of the Jacobian for all hierarchical levels and require only a reasonable amount of memory overhead are generated. The GMG method is built for the deal.II finite element library. The concepts are flexible and can be transferred to similar software platforms.

Optimal order multigrid preconditioners for the distributed control of parabolic equations with coarsening in space and time

We devise multigrid preconditioners for linear-quadratic space-time distributed parabolic optimal control problems. While our method is rooted in earlier work on elliptic control, the temporal dimension presents new challenges in terms of algorithm design and quality. Our primary focus is on the cG(s)dG(r) discretizations which are based on functions that are continuous in space and discontinuous in time, but our technique is applicable to various other space-time finite element discretizations. We construct and analyse two kinds of multigrid preconditioners: the first is based on full coarsening in space and time, while the second is based on semi-coarsening in space only. Our analysis, in conjunction with numerical experiments, shows that both preconditioners are of optimal order with respect to the discretization in case of cG(1)dG(r) for r = 0, 1 and exhibit a suboptimal behaviour in time for Crank–Nicolson. We also show that, under certain conditions, the preconditioner using full space-time coarsening is more efficient than the one involving semi-coarsening in space, a phenomenon that has not been observed previously. Our numerical results confirm the theoretical findings.

A priorierror estimates for the space-time finite element approximation of a quasilinear gradient enhanced damage model

In this paper we investigatea priorierror estimates for the space-time Galerkin finite element discretization of a quasilinear gradient enhanced damage model. The model equations are of a special structure as the state equation consists of two quasilinear elliptic PDEs which have to be fulfilled at almost all times coupled with a nonsmooth, semilinear ODE that has to hold true in almost all points in space. The system is discretized by a constant discontinuous Galerkin method in time and usual conforming linear finite elements in space. Numerical experiments are added to illustrate the proven rates of convergence.

Optimal A Priori Error Estimates for the Finite Element Approximation of Dual-Phase-Lag Bio Heat Model in Heterogeneous Medium

Galerkin finite element method is applied to dual-phase-lag bio heat model in heterogeneous medium. Well-posedness of the model interface problem and a priori estimates of its solutions are established. Optimal a priori error estimates for both semidiscrete and fully discrete schemes are proved in $$L^\infty (L^2)$$ norm. The fully discrete space-time finite element discretizations is based on second order in time Newmark scheme. Finally, numerical results for two dimensional test problems are presented in support of our theoretical findings. Finite element algorithm presented here can contribute to a variety of engineering and medical applications.

Finite Element Method for Fractional Parabolic Integro-Differential Equations with Smooth and Nonsmooth Initial Data

We study the space-time finite element discretizations for time fractional parabolic integro-differential equations in a bounded convex polygonal domain in $${\mathbb {R}}^d (d=1,2,3)$$ . Both spatially semidiscrete and fully discrete finite element approximations are considered and analyzed. We use piecewise linear and continuous finite elements to approximate the space variable whereas the time discretization uses two fully discrete schemes based on the convolution quadrature, namely the backward Euler and the second-order backward difference. For the spatially discrete scheme, optimal order a priori error estimates are derived for smooth initial data, i.e., when $$u_0\in H_0^1(\varOmega )\cap H^2(\varOmega )$$ . Moreover, for the homogeneous problem, almost optimal error estimates for positive time are established for nonsmooth initial data, i.e., when the initial function $$u_0$$ is only in $$ L^2(\varOmega )$$ . The error estimates for the fully discrete methods are shown to be optimal in time for both smooth and nonsmooth initial data under the specific choice of the kernel operator in the integral. Finally, we provide some numerical illustrations to verify our theoretical analysis.

A priori error estimates for the space-time finite element discretization of an optimal control problem governed by a coupled linear PDE-ODE system

<p style='text-indent:20px;'>In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a special structure as the state equation consists of an elliptic PDE which has to be fulfilled at almost all times coupled with an ODE that has to hold true in almost all points in space. The state equation is discretized by a piecewise constant discontinuous Galerkin method in time and usual conforming linear finite elements in space. For the discretization of the control we employ the same discretization technique which turns out to be equivalent to a variational discretization approach. We provide error estimates of optimal order both for the discretization of the state equation as well as for the optimal control. Numerical experiments are added to illustrate the proven rates of convergence.</p>

Space-Time Finite Element Discretization of Parabolic Optimal Control Problems with Energy Regularization

In this paper, we analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be evaluated by means of the solution of an elliptic quasi-stationary boundary value problem. When eliminating the control, we end up with the reduced optimality system that is nothing but the variational formulation of the coupled forward-backward primal and adjoint equations. Using Babuška's theorem, we prove unique solvability in the continuous case. Furthermore, we establish the discrete inf-sup condition for any conforming space-time finite element discretization yielding quasi-optimal discretization error estimates. Various numerical examples confirm the theoretical findings. We emphasize that the energy regularization results in a more localized control with sharper contours for discontinuous target functions, which is demonstrated by a comparison with an $L^2$-regularization and with a sparse optimal control approach.

Unstructured Space-Time Finite Element Methods for Optimal Control of Parabolic Equations

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babuška's theorem, we show well-posedness of the first-order optimality systems for a typical model problem with linear state equations, but without control constraints. This is done for both continuous and discrete levels. Based on these results, we derive discretization error estimates. Then we consider a semilinear parabolic optimal control problem arising from the Schlögl model. The associated nonlinear optimality system is solved by Newton's method, where a linear system, which is similar to the first-order optimality systems considered for the linear model problems, has to be solved at each Newton step. We present various numerical experiments including results for adaptive space-time finite element discretizations based on residual-type error indicators. In the last two examples, we also consider semilinear parabolic optimal control problems with box constraints imposed on the control.

Applications of the Newton-Raphson method in a SDFEM for inviscid Burgers equation

In this paper we investigate in detail the applications of the classical Newton-Raphson method in connection with a space-time finite element discretization scheme for the inviscid Burgers equation in one dimensional space. The underlying discretization method is the so-called streamline diffusion method, which combines good stability properties with high accuracy. The coupled nonlinear algebraic equations thus obtained in each space-time slab are solved by the generalized Newton-Raphson method. Exploiting the band-structured properties of the Jacobian matrix, two different algorithms based on the Newton-Raphson linearization are proposed. In a series of examples, we show that in each time-step a quadratic convergence order is attained when the Newton-Raphson procedure applied to the corresponding system of nonlinear equations.

A note on the efficient evaluation of a modified Hilbert transformation

Abstract In this note we consider an efficient data–sparse approximation of a modified Hilbert type transformation as it is used for the space–time finite element discretization of parabolic evolution equations in the anisotropic Sobolev space H 1,1/2(Q). The resulting bilinear form of the first order time derivative is symmetric and positive definite, and similar as the integration by parts formula for the Laplace hypersingular boundary integral operator in 2D. Hence we can apply hierarchical matrices for data–sparse representations and for acceleration of the computations. Numerical results show the efficiency in the approximation of the first order time derivative. An efficient realisation of the modified Hilbert transformation is a basic ingredient when considering general space–time finite element methods for parabolic evolution equations, and for the stable coupling of finite and boundary element methods in anisotropic Sobolev trace spaces.

Convergence of finite element methods for hyperbolic heat conduction model with an interface

The paper concerns numerical study of non-Fourier bio heat transfer model in multi-layered media. Specifically, we employ the Maxwell–Cattaneo equation on the physical media with discontinuous coefficients. A fitted finite element method is proposed and analyzed for a hyperbolic heat conduction model with discontinuous coefficients. Typical semidiscrete and fully discrete schemes are presented for a fitted finite element discretization with straight interface triangles. The fully discrete space–time finite element discretizations are based on second order in time Newmark scheme. Optimal a priori error estimates for both semidiscrete and fully discrete schemes are proved in L∞(L2) norm. Numerical experiments are reported for several test cases to confirm our theoretical convergence rate. Finite element algorithm presented here can be used to solve a wide variety of hyperbolic heat conduction models for non-homogeneous inner structures.

Stability of Galerkin discretizations of a mixed space–time variational formulation of parabolic evolution equations

Abstract We analyze Galerkin discretizations of a new well-posed mixed space–time variational formulation of parabolic partial differential equations. For suitable pairs of finite element trial spaces, the resulting Galerkin operators are shown to be uniformly stable. The method is compared to two related space–time discretization methods introduced by Andreev (2013, Stability of sparse space-time finite element discretizations of linear parabolic evolution equations. IMA J. Numer. Anal., 33, 242–260) and by Steinbach (2015, Space-time finite element methods for parabolic problems. Comput. Methods Appl. Math., 15, 551–566).

A Priori Error Estimates for Space-Time Finite Element Discretization of Parabolic Time-Optimal Control Problems

Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable based on a second order sufficient optimality condition.

A time dependent Stokes interface problem: well-posedness and space-time finite element discretization

In this paper a time dependent Stokes problem that is motivated by a standard sharp interface model for the fluid dynamics of two-phase flows is studied. This Stokes interface problem has discontinuous density and viscosity coefficients and a pressure solution that is discontinuous across an evolving interface. This strongly simplified two-phase Stokes equation is considered to be a good model problem for the development and analysis of finite element discretization methods for two-phase flow problems. In view of theunfitted finite element methods that are often used for two-phase flow simulations, we are particularly interested in a well-posed variational formulation of this Stokes interface problem in a Euclidean setting. Such well-posed weak formulations, which are not known in the literature, are the main results of this paper. Different variants are considered, namely one with suitable spaces of divergence free functions, a discrete-in-time version of it, and variants in which the divergence free constraint in the solution space is treated by a pressure Lagrange multiplier. The discrete-in-time variational formulation involving the pressure variable for the divergence free constraint is a natural starting point for a space-time finite element discretization. Such a method is introduced and results of numerical experiments with this method are presented.

Simultaneous finite element analysis of circuit-integrated piezoelectric energy harvesting from fluid-structure interaction

Abstract Flow-driven piezoelectric energy harvesting is a strongly coupled multiphysics phenomenon that involves complex three-way interaction between the fluid flow, the electromechanical effect of the piezoelectric material mounted on a deformable substrate structure and the controlling electrical circuit. High fidelity computational solution approaches are essential for the analysis of flow-driven energy harvesters in order to capture the main physical aspects of the coupled problem and to accurately predict the power output of a harvester. While there are some phenomenological and numerical models for flow-driven harvesters reported in the literature, a fully three-dimensional strongly coupled model has not yet been developed, especially in the context of flow-driven energy harvesting. The weighted residuals method is applied to establish a mixed integral equation describing the incompressible Newtonian flow, elastic substrate structure, piezoelectric patch, equipotential electrode and attached electric circuit that form the multiphysics fluid-structure interaction problem. A monolithic numerical solution method is derived that provides consistent and simultaneous solution to all physical fields as well as to fluid mesh deformation. The approximate solution is based on a mixed space-time finite element discretization with static condensation of the auxiliary fields. The discontinuous Galerkin method is utilized for integrating the monolithic model in time. The proposed solution scheme is illustrated in the example of a lid driven cavity with a flexible piezoelectric bottom wall, demonstrating quantification of the amount of electrical energy extractable from fluid flow by means of a piezoelectric harvester device. The results indicate that in order to make reliable predictions on the power output under varying operational states, the realization of strong multiphysics coupling is required for the mathematical model as well as the numerical solution scheme to capture the characteristics of flow-driven energy harvesters.

An adaptive Galerkin method for the time-dependent complex Schrödinger equation

Nonlinear time-dependent Schrödinger equations (NLSE) model several important problems in quantum physics and morphogenesis. Recently, vortex lattice formation were experimentally found in Bose–Einstein condensate and Fermi superfluids, which are modeled by adding a rotational term in the NLSE equation. Numerical solutions have been computed by using separate approaches for time and space variables. If we see the complex equation as a system, wave methods can be used.In this article, we consider finite element approximations using continuous Galerkin schemes in time and space by adaptive mesh balancing both errors. To get this balance, we adapt the dual weighted residual method used for wave equations and estimates of error indicators for adaptive space–time finite element discretization. The results show how important is dynamic refinement to control the degrees of freedom in space.

Preconditioners for the Discontinuous Galerkin time-stepping method of arbitrary order

We develop a preconditioner for systems arising from space-time finite element discretizations of parabolic equations. The preconditioner is based on a transformation of the coupled system into block diagonal form and an efficient solution strategy for the arising 2 × 2 blocks. The suggested strategy makes use of an inexact factorization of the Schur complement of these blocks, for which uniform bounds on the condition number can be proven. The main computational effort of the preconditioner lies in solving implicit Euler-like problems, which allows for the usage of efficient standard solvers. Numerical experiments are performed to corroborate our theoretical findings.

Simultaneous reconstruction of the solution and the source of hyperbolic equations from boundary measurements: a robust numerical approach

We introduce a direct method that makes it possible to solve numerically inverse type problems for linear hyperbolic equations posed in − Ω, a bounded subset of . We consider the simultaneous reconstruction of both the state and the source term from a partial boundary observation. We employ a least-squares technique and minimize the L2-norm of the distance from the observation to any solution. Taking the hyperbolic equation as the main constraint of the problem, the optimality conditions are reduced to a mixed formulation involving both the state to reconstruct and a Lagrange multiplier. Under usual geometric conditions, we show the well-posedness of this mixed formulation (in particular the inf–sup condition) and then introduce a numerical approximation based on space-time finite element discretization. We prove the strong convergence of the approximation and then discuss several examples in the one- and two-dimensional cases.