Structure-preserving Discretization Research Articles

On Properties of Adjoint Systems for Evolutionary PDEs

We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the adjoint system associated with an evolutionary partial differential equation has an infinite-dimensional Hamiltonian structure, which is useful for connecting the fully continuous, semi-discrete, and fully discrete levels. We subsequently address the question of discretize-then-optimize versus optimize-then-discrete for both semi-discretization and time integration, by characterizing the commutativity of discretize-then-optimize methods versus optimize-then-discretize methods uniquely in terms of an adjoint-variational quadratic conservation law. For Galerkin semi-discretizations and one-step time integration methods in particular, we explicitly construct these commuting methods by using structure-preserving discretization techniques.

A second-order structure-preserving discretization for the Cahn-Hilliard/Allen-Cahn system with cross-kinetic coupling

We study the numerical solution of a Cahn-Hilliard/Allen-Cahn system with strong coupling through state and gradient dependent non-diagonal mobility matrices. A fully discrete approximation scheme in space and time is proposed which preserves the underlying gradient flow structure and leads to dissipation of the free-energy on the discrete level. Existence and uniqueness of the discrete solution is established and relative energy estimates are used to prove optimal convergence rates in space and time under minimal smoothness assumptions. Numerical tests are presented for illustration of the theoretical results and to demonstrate the viability of the proposed methods.

A Novel Mixed Finite/Infinite Dimensional Port–Hamiltonian Model of a Mechanical Ventilator

Mechanical ventilation is a life-saving treatment for critically ill patients who are struggling to breathe independently due to injury or disease. Globally, per year, there has always been a large number of individuals who have required mechanical ventilation. The COVID-19 pandemic brought to light the significance of mechanical ventilation, which played a significant role in sustaining COVID-19-infected critically ill patients who could not breathe on their own. The pandemic drew the attention of the world to the shortage of ventilators globally. Some of the challenges to providing an adequate number of ventilators include: increased demand for ventilators, supply chain disruptions, manufacturing constraints, distribution inequalities, financial constraints, maintenance and logistics difficulties, training and expertise shortages, and the lack of design and development of affordable mechanical ventilators that satisfy the stipulated requirements. This research work presents the formulation of a detailed Port–Hamiltonian model of a mechanical ventilator integrated with the human respiratory system. The interconnection and coupling conditions for the various subsystems within the mechanical ventilator and the coupling between the mechanical ventilator and the human respiratory system are also presented. Structure-preserving discretization is provided alongside numerical simulations and results. The obtained results are found to be comparable to results presented in the literature. Future work will include the design of suitable controllers for the system.

Constraint-Satisfying Krylov Solvers for Structure-Preserving Discretizations

Constraint-Satisfying Krylov Solvers for Structure-Preserving Discretizations

Generalized Maxwell viscoelasticity for geometrically exact strings: Nonlinear port-Hamiltonian formulation and structure-preserving discretization

This contribution proposes a nonlinear and dissipative infinite-dimensional port-Hamiltonian (PH) model for the dynamics of geometrically exact strings. The mechanical model provides a description of large deformations including finite elastic and inelastic strains in a generalized Maxwell model. It is shown that the overall system results from a power-preserving interconnection of PH subsystems. By using a structure-preserving mixed finite element approach, a finite-dimensional PH model is derived. Eventually, midpoint discrete derivatives are employed to deduce an energy-consistent time-stepping method, which inherits discrete-time dissipativity for the irreversible system. An example simulation illustrates the numerical properties of the present approach.

Structure-Preserving Discretization of a Polyconvexity-Inspired Formulation for Coupled Nonlinear Electro-Thermo-Elastodynamics

A consistent, structure-preserving space-time discretization for coupled nonlinear electro-thermo-elastodynamical problems is presented. The underlying polyconvexity-inspired mixed framework is facilitated by the properties of the tensor cross product. The elastodynamic problem is then extended by the energy balance as well as Gauss’s and Faraday’s law to integrate the thermodynamic and electrostatic contribution, respectively. A suitable polyconvexity-inspired internal energy function is chosen to complete the nonlinear, fully coupled electro-thermo-elastodynamical formulation. Additionally, we present a structure-preserving, second-order accurate time integration scheme, utilizing discrete derivatives in the sense of Gonzalez (1996), ensuring a stable and robust simulation even for large time steps. Finally, we assess the numerical performance of our newly developed method through representative examples also showing the possibilities of the framework in the field of boundary control.

Structure-preserving discretization of fractional vector calculus using discrete exterior calculus

Fractional vector calculus is the building block of the fractional partial differential equations that model non-local or long-range phenomena, e.g., anomalous diffusion, fractional electromagnetism, and fractional advection-dispersion. In this work, we reformulate a type of fractional vector calculus that uses Caputo fractional partial derivatives and discretize this reformulation using discrete exterior calculus on a cubical complex in the structure-preserving way, meaning that the continuous-level properties curlαgradα=0 and divαcurlα=0 hold exactly on the discrete level. We discuss important properties of our fractional discrete exterior derivatives and verify their second-order convergence in the root mean square error numerically. Our proposed discretization has the potential to provide accurate and stable numerical solutions to fractional partial differential equations and exactly preserve fundamental physics laws on the discrete level regardless of the mesh size.

Structure-preserving discretizations of two-phase Navier–Stokes flow using fitted and unfitted approaches

We consider the numerical approximation of a sharp-interface model for two-phase flow, which is given by the incompressible Navier–Stokes equations in the bulk domain together with the classical interface conditions on the interface. We propose structure-preserving finite element methods for the model, meaning in particular that volume preservation and energy decay are satisfied on the discrete level. For the evolving fluid interface, we employ parametric finite element approximations that introduce an implicit tangential velocity to improve the quality of the interface mesh. For the two-phase Navier–Stokes equations, we consider two different approaches: an unfitted and a fitted finite element method, respectively. In the unfitted approach, the constructed method is based on an Eulerian weak formulation, while in the fitted approach a novel arbitrary Lagrangian–Eulerian (ALE) weak formulation is introduced. Using suitable discretizations of these two formulations, we introduce two finite element methods and prove their structure-preserving properties. Numerical results are presented to show the accuracy and efficiency of the introduced methods.

Bregman dynamics, contact transformations and convex optimization

Recent research on accelerated gradient methods of use in optimization has demonstrated that these methods can be derived as discretizations of dynamical systems. This, in turn, has provided a basis for more systematic investigations, especially into the geometric structure of those dynamical systems and their structure-preserving discretizations. In this work, we introduce dynamical systems defined through a contact geometry which are not only naturally suited to the optimization goal but also subsume all previous methods based on geometric dynamical systems. As a consequence, all the deterministic flows used in optimization share an extremely interesting geometric property: they are invariant under contact transformations. In our main result, we exploit this observation to show that the celebrated Bregman Hamiltonian system can always be transformed into an equivalent but separable Hamiltonian by means of a contact transformation. This in turn enables the development of fast and robust discretizations through geometric contact splitting integrators. As an illustration, we propose the Relativistic Bregman algorithm, and show in some paradigmatic examples that it compares favorably with respect to standard optimization algorithms such as classical momentum and Nesterov’s accelerated gradient.

Structure-Preserving Discretizations for Nonlinear Systems of Hyperbolic, Involution-Constrained Partial Differential Equations on Manifolds

The topic of this workshop was the study of mathematical and numerical analysis for involution-constrained hyperbolic partial differential equations on manifolds. An example is the positivity of the density for the compressible Euler equations. 25 international participants attended the workshop. There were 22 lectures, covering a wide gamut of the topic.

A Structure-Preserving Finite Volume Scheme for a Hyperbolic Reformulation of the Navier–Stokes–Korteweg Equations

In this paper, we present a new explicit second-order accurate structure-preserving finite volume scheme for the first-order hyperbolic reformulation of the Navier–Stokes–Korteweg equations. The model combines the unified Godunov-Peshkov-Romenski model of continuum mechanics with a recently proposed hyperbolic reformulation of the Euler–Korteweg system. The considered PDE system includes an evolution equation for a gradient field that is by construction endowed with a curl-free constraint. The new numerical scheme presented here relies on the use of vertex-based staggered grids and is proven to preserve the curl constraint exactly at the discrete level, up to machine precision. Besides a theoretical proof, we also show evidence of this property via a set of numerical tests, including a stationary droplet, non-condensing bubbles as well as non-stationary Ostwald ripening test cases with several bubbles. We present quantitative and qualitative comparisons of the numerical solution, both, when the new structure-preserving discretization is applied and when it is not. In particular for under-resolved simulations on coarse grids we show that some numerical solutions tend to blow up when the curl-free constraint is not respected.

A Reduced Basis Method for Darcy Flow Systems that Ensures Local Mass Conservation by Using Exact Discrete Complexes

A solution technique is proposed for flows in porous media that guarantees local conservation of mass. We first compute a flux field to balance the mass source and then exploit exact co-chain complexes to generate a solenoidal correction. A reduced basis method based on proper orthogonal decomposition is employed to construct the correction and we show that mass balance is ensured regardless of the quality of the reduced basis approximation. The method is directly applicable to mixed finite and virtual element methods, among other structure-preserving discretization techniques, and we present the extension to Darcy flow in fractured porous media.

Discrete Geometric Control of Planar Flexible Link Manipulators

Discrete control laws for flexible beam models obtained using structure-preserving discretization procedures are few in the existing literature so far and many control laws, including distributed ones, exist for continuous time models. Much of the effort has focussed on the discretization of the flexible structure and the fidelity of such models. The work in this paper examines the feasibility of a discretized version of a continuous time distributed control strategy, with a few approximations, to the discrete variational integrator of a flexible beam, in our case, a flexible single-link manipulator (FLM). The nonlinear control strategy is inspired by a potential shaping method in the literature based on the Cosserat continuum framework. We provide stability proof for this continuous-time control and approximate it to a discrete-time geometric framework. We use a geometrically exact beam model in which the manipulator's configuration space lies on an infinite-dimensional Lie group. The model-based discrete-time control uses a Lie Group Variational Integrator obtained by applying the variational principle on the Lagrangian of the FLM. Results show that the discrete closed-loop system stabilizes the FLM at setpoints during point-to-point rotational maneuvers. The controller demands fine time-sampling and we acknowledge the associated challenges for real-time implementation of the control scheme and intend to pursue it as our future work.

Implicit port-Hamiltonian systems: structure-preserving discretization for the nonlocal vibrations in a viscoelastic nanorod, and for a seepage model

A structure-preserving partitioned finite element method (PFEM), for the semi-discretization of infinite-dimensional explicit port-Hamiltonian systems (pHs), is extended to those pHs of implicit type, leading to port-Hamiltonian differential Algebraic Equations (pH-DAE). Two examples are dealt with: the nonlocal vibrations in a viscoelastic nanorod in 1D, and the dynamics of a fluid filtration model, the Dzektser seepage model in 2D, for which illustrative numerical simulations are provided.

Dual field structure-preserving discretization of port-Hamiltonian systems using finite element exterior calculus

In this paper we propose a novel approach to discretize linear port-Hamiltonian systems while preserving the underlying structure. We present a finite element exterior calculus formulation that is able to mimetically represent conservation laws and cope with mixed open boundary conditions using a single computational mesh. The possibility of including open boundary conditions allows for modular composition of complex multi-physical systems whereas the exterior calculus formulation provides a coordinate-free treatment. Our approach relies on a dual-field representation of the physical system that is redundant at the continuous level but eliminates the need of mimicking the Hodge star operator at the discrete level. By considering the Stokes-Dirac structure representing the system together with its adjoint, which embeds the metric information directly in the codifferential, the need for an explicit discrete Hodge star is avoided altogether. By imposing the boundary conditions in a strong manner, the power balance characterizing the Stokes-Dirac structure is then retrieved at the discrete level via symplectic Runge-Kutta integrators based on Gauss-Legendre collocation points. Numerical experiments validate the convergence of the method and the conservation properties in terms of energy balance both for the wave and Maxwell equations in a three dimensional domain. For the latter example, the magnetic and electric fields preserve their divergence free nature at the discrete level.

Variational Approach to Fluid-Structure Interaction via GENERIC

Abstract We present a framework to systematically derive variational formulations for fluid-structure interaction problems based on thermodynamical driving functionals and geometric structures in different coordinate systems by suitable transformations within this formulation. Our approach provides a promising basis to construct structure-preserving discretization strategies.

From discrete modeling to explicit FE models for port-Hamiltonian systems of conservation laws

Mixed finite element (FE) approaches have proven very useful for the structure-preserving discretization of port-Hamiltonian (PH) distributed parameter systems, but non-uniform boundary conditions (BCs) were treated in an implicit manner up to now. We apply our recent approach from structure mechanics, which relies on the weak imposition of both Neumann and Dirichlet BCs based on a suitable variational principle, to the class of PH systems of two conservation laws. We illustrate (a) starting with the integral conservation laws the transition to an exterior calculus representation suitable for FE approximation according to Farle et al. (2013). Based thereon, we show (b) the variational formulation with weakly imposed BCs of both types. We discuss (c) on a simple example on a quadrilateral mesh the structure and the variables of the resulting FE models compared to the equations derived from a direct discrete approach on dual cell complexes. We (d) provide the corresponding FEniCS code for download.

Structure-preserving discretization of Maxwell's equations as a port-Hamiltonian system

This work demonstrates the discretization of the boundary-controlled Maxwell equations, recast as a port-Hamiltonian system (pHs). After a reminder on the Stokes-Dirac structure associated with the Maxwell system, we introduce different partitioned weak formulations that preserve the pHs structure, and its associated power balance, at the semi-discrete level. These weak formulations are compared through numerical applications to closed non-perfectly conducting cavities and open waveguides under transverse approximation.

Explicit structure-preserving discretization of port-Hamiltonian systems with mixed boundary control

In this contribution, port-Hamiltonian systems with non-homogeneous mixed boundary conditions are discretized in a structure-preserving fashion by means of the Partitioned FEM. This means that the power balance and the port-Hamiltonian structure of the continuous equations is preserved at the discrete level. The general construction relies on a weak imposition of the boundary conditions by means of the Hellinger-Reissner variational principle, as recently proposed in [Thoma et al., 2021]. The case of linear hyperbolic wave-like systems, including the elastodynamic problem and the Maxwell equations in 3D, is then illustrated in detail. A numerical example is worked out on the case of the wave equation.

Structure-preserving discretization of a coupled Allen-Cahn and heat equation system

Eutectic freeze crystallisation is a promising way of purifying water for it may require less energy than other methods. In order to simulate such a process, phase field models such as Allen-Cahn and Cahn-Hilliard can be used. In this paper, a port-Hamiltonian formulation of the Allen-Cahn equations is used and coupled to heat conduction, which allows for a thermodynamically consistent system to be written with the help of the entropy functional. In a second part, the Partitioned Finite Element Method, a structure-preserving spatial discretization method, is applied to the Allen-Cahn equation; it gives rise to an exact free energy balance at the discrete level. Finally some numerical results are presented.