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An Adaptive Two-Grid Solver for DPG Formulation of Compressible Navier–Stokes Equations in 3D

  • Waldemar Rachowicz EMAIL logo , Witold Cecot and Adam Zdunek
Published/Copyright: July 12, 2023

Abstract

We present an overlapping domain decomposition iterative solver for linear systems resulting from the discretization of compressible viscous flows with the Discontinuous Petrov–Galerkin (DPG) method in three dimensions. It is a two-grid solver utilizing the solution on the auxiliary coarse grid and the standard block-Jacobi iteration on patches of elements defined by supports of the coarse mesh base shape functions. The simple iteration defined in this way is used as a preconditioner for the conjugate gradient procedure. Theoretical analysis indicates that the condition number of the preconditioned system should be independent of the actual finite element mesh and the auxiliary coarse mesh, provided that they are quasiuniform. Numerical tests confirm this result. Moreover, they show that presence of strongly flattened or elongated elements does not slow the convergence. The finite element mesh is subject to adaptivity, i.e. dividing the elements with large errors until a required accuracy is reached. The auxiliary coarse mesh is adjusting to the nonuniform actual mesh.

MSC 2010: 35M33

Funding source: Narodowe Centrum Nauki

Award Identifier / Grant number: UMO-2017/25/B/ST6/02771

Funding statement: W. Rachowicz and W. Cecot acknowledge the financial support via grant UMO-2017/25/B/ST6/02771 received from the Polish National Science Centre (NCN).

A Compressible Navier–Stokes Equations

Constitutive relations for the ideal gas involve

  1. the gas law relating the pressure 𝑝, density 𝜌 and the temperature 𝑇, p = ( γ 1 ) C v ρ T , where 𝛾 is the ratio of specific heats at constant pressure C p and at constant volume C v , γ = 1.4 for the air,

  2. the relation of the internal energy per unit volume 𝜄 and the temperature, ι = ρ C v T . It implies that the total energy per unit volume, a sum of the internal and kinematic energies per unit volume, can be expressed as follows: e = ρ C v T + ρ ( u 1 2 + u 2 2 + u 3 2 ) / 2 .

We also consider the viscous stresses for the Newtonian gas, σ i j = 2 μ ϵ i j + λ δ i j ϵ k k , with ϵ i j = 1 2 ( u i , j + u j , i ) , and the Fourier law of thermal conductivity, q i = κ T , i , where q i are the components of the heat flux. The viscous coefficients μ , λ and the conductivity 𝜅 are functions of temperature 𝑇; also, λ = 2 / 3 μ . With the relations above, we can state the Eulerian fluxes

F = [ ρ u 1 , ρ u 2 , ρ u 3 ρ u 1 2 + p , ρ u 1 u 2 , ρ u 1 u 3 ρ u 2 u 1 , ρ u 2 2 + p , ρ u 2 u 3 ρ u 3 u 1 , ρ u 3 u 2 , ρ u 3 2 + p u 1 ( e + p ) , u 2 ( e + p ) , u 3 ( e + p ) ]

and the viscous fluxes

G = [ 0 , 0 , 0 σ 11 , σ 12 , σ 13 σ 21 , σ 22 , σ 23 σ 31 , σ 32 , σ 33 σ 1 i u i + q 1 , σ 2 i u i + q 2 , σ 3 i u i + q 3 ] .

The vector of fluxes Σ has the following physical interpretation:

Σ = [ σ 11 , σ 22 , θ , σ 12 , σ 13 , σ 23 , q 1 , q 2 , q 3 , ω 1 , ω 2 , ω 3 ] ,

where ω 1 = 1 2 ( u 2 , 3 u 3 , 2 ) / Re , ω 2 = 1 2 ( u 3 , 1 u 1 , 3 ) / Re , ω 3 = 1 2 ( u 1 , 2 u 2 , 1 ) / Re , and θ = 2 / 3 μ u k , k . The operator 𝑬 relating U and Σ takes the form

E = [ 1 2 μ 1 2 μ 1 2 μ + Re 1 2 μ Re 1 2 μ Re 1 2 μ 1 2 μ 1 2 μ + Re 1 2 μ + Re 1 2 μ Re 1 2 μ 1 2 μ 1 2 μ 1 κ 1 κ 1 κ ] ,

where the entries that were left empty correspond to zero. The load functionals of the DPG formulation (3.5) take the form

R 1 ( V ) = 1 Δ t K V T [ Z ( U ) Z ( U n ) ] d x + K V T H ( U , Σ ) d x , R 2 ( W ) = K W T E Σ d x K W T U d x .

where U , Σ , U are the current Newton iterates, U n is the previous time step solution. For the remaining details of derivation of the DPG method for compressible Navier–Stokes equations in 3D, we refer the reader to [15].

B Matrix Form of Operators

In this section, we put indices indicating the subspaces in brackets (that is i ( i ) ) to avoid mixing them with the standard matrix indices. We also use the following notation:

ϕ i FE shape functions of 𝑈
𝑴, 𝑲 Global mass and stiffness matrices corresponding to forms ( , ) and a ( , )
M ( i ) , K ( i ) Mass and stiffness matrices for spaces U ( i ) × U
m ( i ) , k ( i ) Mass and stiffness matrices for spaces U ( i ) × U ( i )
R ( i ) Matrices of restriction of 𝑈 to U ( i )
R ( i ) T Matrices of extension (by zero) of U ( i ) to 𝑈

  • Operator 𝐵. Definition: ( B u , v ) = a ( u , v ) .

    ( ϕ i B i j u j , ϕ k ) = a ( u j ϕ j , ϕ k ) , M k i B i j = K k j B = M 1 K .

  • Operators B ( i ) . Definition: ( B ( i ) u ( i ) , v ( i ) ) = ( B u ( i ) , v ( i ) ) = a ( u ( i ) , v ( i ) ) .

    ( ϕ k B k l ( i ) u l ( i ) , v n ( i ) ϕ n ) = a ( u l ( i ) ϕ l , v n ( i ) ϕ n ) , m n m ( i ) B k l ( i ) = k ( i ) n l B ( i ) = ( m ( i ) ) 1 k ( i ) .

  • Operators Q ( i ) . Definition: ( Q ( i ) u , v ( i ) ) = ( u , v ( i ) ) .

    ( ϕ k Q k l ( i ) u l , v s ( i ) ϕ s ) = ( u l ϕ l , v s ( i ) ϕ s ) , m s k ( i ) Q k l ( i ) = M s l ( i ) Q ( i ) = ( m ( i ) ) 1 M ( i ) .

  • Operator 𝐴. Definition: A = i R ( i ) T ( ( B ( i ) ) 1 Q ( i ) .

    A = i R ( i ) T ( k ( i ) ) 1 m ( i ) ( m ( i ) ) 1 M ( i ) = i R ( i ) T ( k ( i ) ) 1 M ( i ) .

  • Operators P ( i ) . Definition: ( P ( i ) u , v ( i ) ) B = ( u , v ( i ) ) .

    a ( P ( i ) u , v ( i ) ) = a ( u , v ( i ) ) , a ( ϕ k P k l ( i ) u l , v s ( i ) ϕ s ) = a ( u l ϕ l , v s ( i ) ϕ s ) , k s k ( i ) P k l ( i ) = K s l ( i ) P ( i ) = ( k ( i ) ) 1 K ( i ) .

  • Operator B ( i ) P ( i ) .

    B ( i ) P ( i ) = ( m ( i ) ) 1 k ( i ) ( k ( i ) ) 1 K ( i ) = ( m ( i ) ) 1 K ( i ) .

  • Operator Q ( i ) B .

    Q ( i ) B = ( m ( i ) ) 1 M ( i ) M 1 K K ( i ) = ( m ( i ) ) 1 K ( i ) .

    (From the above, we can see that B ( i ) P ( i ) = Q ( i ) B .)

  • Operator 𝑃. Definition: P = i R ( i ) T P ( i ) .

    P = i R ( i ) T ( k ( i ) ) 1 K ( i ) = i R ( i ) T ( k ( i ) ) 1 R ( i ) K .

  • Operator A B .

    A B = i R ( i ) T ( k ( i ) ) 1 M ( i ) M 1 R ( i ) K = i R ( i ) T ( k ( i ) ) 1 R ( i ) preconditioner K .

    From the above, we can see that P = A B , the preconditioned stiffness matrix in the theorem of Xu [19].

C Linear Extensions from the Boundary of an Element

C.1 Extensions for the H 1 -Space

We recall the transformation from K ̂ to 𝐾 for the H 1 -functions [9],

u ( ξ ) = u ( x ) ϕ ( ξ ) , u ( x ) = u ( ξ ) ϕ 1 ( x ) ,

where ϕ : K ̂ K is the parametric map from the master element K ̂ to the actual element 𝐾, u the function on K ̂ , and 𝑢 this function shifted to 𝐾. First we define the linear extension of a function u ̂ defined on K ̂ to the whole element K ̂ ,

{ u ̂ } e := v = 1 8 u ̂ ( ξ v ) ψ v ( ξ ) u ̂ v + e = 1 12 ( u ̂ u ̂ v ) | e μ e ( ξ ) u ̂ e + s = 1 6 ( u ̂ u ̂ v u ̂ e ) | s ν s ( ξ ) u ̂ s .

Here ξ v are coordinates of vertices, ψ v , v = 1 , , 8 , are the trilinear shape functions associated with vertices of the master element. Functions μ e extend in a bilinear way the functions defined on 12 edges,

(C.1) μ 1 = ( 1 ξ 2 ) ( 1 ξ 3 ) , μ 2 = ξ 1 ( 1 ξ 3 ) , μ 3 = ξ 2 ( 1 ξ 3 ) , μ 4 = ( 1 ξ 1 ) ( 1 ξ 3 ) , μ 5 = ( 1 ξ 2 ) ξ 3 , μ 6 = ξ 1 ξ 3 , μ 7 = ξ 2 ξ 3 , μ 8 = ( 1 ξ 1 ) ξ 3 , μ 9 = ( 1 ξ 1 ) ( 1 ξ 2 ) , μ 10 = ξ 1 ( 1 ξ 2 ) , μ 11 = ξ 1 ξ 2 , μ 12 = ( 1 ξ 1 ) ξ 2 ,

while functions ν s extend linearly the functions defined on faces,

(C.2) ν 1 = 1 ξ 3 , ν 2 = ξ 3 , ν 3 = 1 ξ 2 , ν 4 = ξ 1 , ν 5 = ξ 2 , ν 6 = 1 ξ 1 .

For location of vertices, edges, faces of the hexahedral element, see Figure 12.

Figure 12 
                     Hexahedral element.
Location of vertices, edges and faces (bottom, top, left, front, right, back).
Figure 12

Hexahedral element. Location of vertices, edges and faces (bottom, top, left, front, right, back).

To sum up, we first define the trilinear extension u ̂ v of values of u ̂ at vertices, then bilinear extensions u ̂ e of the edge functions vanishing at their endpoints ( u ̂ u ̂ v ) | e , and finally linear extension u ̂ s of functions on faces ( u ̂ u ̂ v u ̂ e ) | s which vanish on boundaries of faces.

We define the extension on 𝐾 by the transformation { u ̂ } e = { u ̂ } e ϕ 1 .

C.2 Extensions for the H ( div ) -Functions

We recall the Piola transformation for the H ( div ) -functions [9],

u = | J | J 1 u ϕ , u = | J | 1 J u ϕ 1 .

Here J = x / ξ is the Jacobian matrix of the map ϕ : K ̂ K , and | J | = det J . From this definition, one can find that, for instance, for the face 1 of the element, we have (see [15])

| x ξ 1 × x ξ 2 | n u = n u ,

where n = ( 0 , 0 , 1 ) , and analogously for the remaining 5 faces. This implies the rule for the transformation of the numerical flux f ̂ (interpreted as f ̂ = n ( u β σ ) , cf. (2.4)) to the master element,

(C.3) | x ξ 1 × x ξ 2 | f ̂ = f ̂

(for face 1, for the others accordingly). We define a vector-valued function on K ̂ whose trace of the normal component coincides with f ̂ and its 𝑖-th component varies linearly with ξ i ,

(C.4) { f ̂ } e = s = 1 6 f ̂ | s ν s ( ξ ) e s ,

with unit vectors of faces of K ̂ ,

(C.5) e 1 = ( 0 , 0 , 1 ) , e 2 = ( 0 , 0 , 1 ) , e 3 = ( 0 , 1 , 0 ) , e 4 = ( 1 , 0 , 0 ) , e 5 = ( 0 , 1 , 0 ) , e 1 = ( 1 , 0 , 0 ) ,

and ν s being defined in (C.2).

The H ( div ) projection-based interpolation operator I h of order p = 2 acting on { f ̂ } e results in a vector-valued polynomial from the Q ( 2 , 1 , 1 ) × Q ( 1 , 2 , 1 ) × Q ( 1 , 1 , 2 ) -space without the bubble contribution corresponding to the central node because of the construction (C.4): the 𝑖-th component of { f ̂ } e is linear with respect to ξ i . We define the extension on element 𝐾 by shifting the extension on K ̂ with the Piola transformation,

(C.6) { f ̂ } e := | J | 1 J { f ̂ } e ϕ 1 .

D Projection-Based Interpolation Operators

We discuss here the interpolation procedures performed on the H 1 - and H ( div ) -functions defined on the master hexahedral element K ̂ = [ 0 , 1 ] 3 of the order 𝑝. In order to use the procedures for a physical element 𝐾, one must first shift interpolated functions from the physical element 𝐾 to K ̂ = [ 0 , 1 ] 3 , and then shift the interpolant on K ̂ back to 𝐾 (using in both cases the mappings (2.14)1,2 and their inverses).[16] Being defined on K ̂ , the interpolation commutes with the operation of shifting the interpolated function from K ̂ to 𝐾 and the other way (just by construction).

D.1 H 1 -Interpolation Operator on K ̂ and on 𝐾

The interpolation procedure consists of four steps [9].

  1. Vertex interpolant:

    u v ( ξ ) = u ( ξ v ) ψ v ( ξ ) ,

    where ψ v are the vertex trilinear shape functions and ξ v the locations of vertices v = 1 , , 8 , Figure 12.

  2. Edge interpolant:

    for all edges e , we find q e P 0 p ( e ) such that e s ( u u v q e ) d ϕ d s d s = 0 for all ϕ P 0 p ( e ) , and we set u e ( ξ ) = e = 1 12 q e ( s ) μ e ( ξ ) .

    Here P 0 p ( e ) are polynomials of the order 𝑝 on the edge 𝑒 which vanish at its endpoints, 𝑠 is the one of Cartesian coordinates of K ̂ which parametrizes the edge 𝑒, functions μ e are defined in (C.1).

  3. Face interpolant:

    for all faces s , we find q s Q 0 ( p , p ) ( s ) such that s s ( u u v u e q s ) s ϕ d ξ = 0 for all ϕ Q 0 ( p , p ) ( s ) , and we set u s ( ξ ) = s = 1 6 q s ( s ) ν s ( ξ ) .

    Here Q 0 ( p , p ) ( s ) are the bivariate polynomials of the order 𝑝 on a square face, vanishing on its boundary, 𝒔 are the two Cartesian coordinates of K ̂ parametrizing the face 𝑠, functions ν s are defined in(C.2).

  4. Middle node interpolant:

    we find q m ( ξ ) Q 0 ( p , p , p ) ( K ̂ ) such that K ̂ ( u u v u e u f q m ) ϕ d ξ = 0 for all ϕ Q 0 ( p , p , p ) ( K ̂ ) ,

    where Q 0 ( p , p , p ) ( K ̂ ) denotes trivariate polynomials of the order 𝑝 vanishing on the boundary of K ̂ .

Finally, the interpolant is a polynomial which is a sum of the above contributions,

I h ( u ) = u v + u e + u s + u m Q ( p , p , p ) ( K ̂ ) .

The H 1 -interpolant for the trace u ̂ boils down to the interpolant above without the middle node contribution,

I ̂ h ( u ̂ ) = ( u ̂ v + u ̂ e + u ̂ s ) | K ̂ .

We note that, just by the definitions above,

( I h ( u ) ) | K ̂ = I ̂ h u ̂ , with u ̂ = u | K ̂ ,

that is, the trace of the interpolant is equal to the interpolant of the trace. To define the interpolants on 𝐾, it is convenient to name the shifts of the H 1 -functions from K ̂ to 𝐾 and of their traces as follows:

γ : H 1 ( K ̂ ) u u H 1 ( K ) , γ ( u ( ξ ) ) := u ( ξ ( x ) ) , γ ̂ : H 1 / 2 ( K ̂ ) u ̂ u ̂ H 1 / 2 ( K ) , γ ̂ ( u ̂ ( ξ ) ) := u ̂ ( ξ ( x ) ) .

Then we set

I h ( u ) := γ ( I h ( γ 1 ( u ) ) ) and I ̂ h ( u ̂ ) := γ ̂ ( I ̂ h ( γ ̂ 1 ( u ̂ ) ) ) ,

as mentioned in the introductory remarks. Finally, we can state the following property of interpolants on K ̂ and the extension of the trace,

(D.1) { I ̂ h ( u ̂ ) } e = I h { u ̂ } e

(extension of the interpolant of the trace is equal to the interpolant of the extension of the trace). It is obvious as, for both expressions, we interpolate the same function on K ̂ . We formally prove the analogous but less obvious result for the H ( div ) -interpolants and extensions. Because the extension and the interpolant on 𝐾 are defined as shifts of these operators from the master element K ̂ , property (D.1) holds on 𝐾, too. We also discuss this for the H ( div ) case.

D.2 H ( div ) -Interpolation Operator on K ̂ and on 𝐾

The procedure of interpolation on a master element K ̂ consists of two steps [9].

  1. Interpolant on face 𝑓:

    we find q f Q ( p 1 , p 1 ) ( f ) such that f ( e f u q f ) ϕ d s = 0 for all ϕ Q ( p 1 , p 1 ) ( f ) , and we set u s ( ξ ) = f = 1 6 q f ( s ) ν f ( ξ ) e f ,

    where 𝒔 are the two Cartesian coordinates of K ̂ parametrizing face 𝑓, functions ν f are defined in (C.2) and vectors e f in (C.5).

  2. Middle node interpolant: we find q m ( Q ( p , p , p ) ) n 0 3 such that

    (D.2) K ̂ ( u u s q m ) ϕ d ξ = 0 for all ϕ ( Q ( p , p , p ) ) n 0 3 , K ̂ ( u u s q m ) × ϕ d ξ = 0 for all ϕ ( Q ( p + 1 , p + 1 , p + 1 ) ) t 0 3 .

    Above, ( Q ( p , p , p ) ) n 0 3 denotes the vector-valued polynomials of the order 𝑝 in each variable whose normal component on K ̂ vanishes. On the other hand, ( Q ( p + 1 , p + 1 , p + 1 ) ) t 0 3 are the vector-valued polynomials of the order p + 1 with vanishing tangential component on K ̂ .

Finally, the H ( div ) -interpolant is a vector-valued polynomial which is a sum of the above contributions,

I h ( u ) = u s + u m Q ( p , p 1 , p 1 ) × Q ( p 1 , p , p 1 ) × Q ( p 1 , p 1 , p ) .

The interpolant for the numerical flux f ̂ corresponds to the face contribution considered above:

(D.3) we find q f Q ( p 1 , p 1 ) ( f ) such that f ( f ̂ q f ) ϕ d ξ = 0 for all ϕ Q ( p 1 , p 1 ) ( f ) , and we set I ̂ h ( f ̂ ) | f = q f ( s ) .

We note that, like for the case of H 1 -functions, we have

tr ( I h ( u ) ) = I ̂ h ( tr ( u ) ) , where tr ( ) = ( ) | K ̂ n ,

as functions q f in (D.2)1 and (D.3)1 are identical. That is, the H ( div ) -trace of the interpolant is equal to the interpolant of the H ( div ) -trace of u .

To define the interpolants on 𝐾, it is convenient to denote the shifts of the H ( div ) -functions from K ̂ to 𝐾 and of their traces as follows:

(D.4) γ : H ( div , K ̂ ) u u H ( div , K ) , γ ( u ( ξ ) ) := | J | 1 J u ( ξ ( x ) ) , γ ̂ : H 1 / 2 ( K ̂ ) f ̂ f ̂ H 1 / 2 ( K ) , γ ̂ ( f ̂ ( ξ ) ) := f ̂ ( ξ ( x ) ) | x ξ 1 × x ξ 2 | 1 (for face 1) .

We used here (2.14)2 and (C.3) (for the remaining faces, we use adequate pairs of coordinates: ξ 1 , ξ 3 for faces 3, 5, ξ 2 , ξ 3 for faces 4, 6, and face 2 as face 1). Then we set

I h ( u ) := γ ( I h ( γ 1 ( u ) ) ) and I ̂ h ( f ̂ ) := γ ̂ ( I ̂ h ( γ ̂ 1 ( f ̂ ) ) ) .

Finally, we mention the following property of interpolants on K ̂ and the extension of the trace:

(D.5) { I ̂ h ( f ̂ ) } e = I h { f ̂ } e

(extension of the interpolant of the trace is equal to the interpolant of the extension of the trace). The proof is as follows. We evaluate the left-hand side of (D.5):

(D.6) (1) We find I ̂ h ( f ̂ ) on face s such that q s Q ( p 1 , p 1 ) ( s ) , s ( f ̂ | s q s ) ϕ d s = 0 for all ϕ Q ( p 1 , p 1 ) ( s ) . (2) We set { I ̂ h ( f ̂ ) } e = s = 1 6 q s ( s ) ν s ( ξ ) e s .

We evaluate the right-hand side of (D.5):

(D.7) (1) By the definition, { f ̂ } e = s = 1 6 f ̂ | s ν s ( ξ ) e s . (2) We find the interpolant of the function above, on face t : for all ϕ Q ( p 1 , p 1 ) ( t ) , find p t Q ( p 1 , p 1 ) ( t ) such that t [ e t ( s = 1 6 f ̂ | s ν s ( ξ ) e s ) p t ] ϕ d s = t ( f ̂ | t p t ) ϕ d s = 0 . We set I h ( { f ̂ } e ) = t = 1 6 p t ν t ( ξ ) e t

(we used here the fact that ν t = 1 on face 𝑡, see (C.2), and e i e j = δ i j ). By comparing (D.6)1 and (D.7)3, we observe that q t = p t on every face 𝑡. Therefore, the expressions in (D.6)2 and (D.7)4 are identical.

Property (D.5) is valid on the physical element, too,

(D.8) { I ̂ h ( f ̂ ) } e = I h { f ̂ } e .

To see this, let us express in (D.5) the interpolation operators by their counterparts on 𝐾, I ̂ h = γ ̂ 1 I ̂ h γ ̂ and I h = γ 1 I h γ ,

(D.9) { γ ̂ 1 I ̂ h γ ̂ γ ̂ 1 f ̂ } e = γ 1 I h γ { γ ̂ 1 f ̂ } e { γ ̂ 1 I ̂ h f ̂ } e = γ 1 I h γ { γ ̂ 1 f ̂ } e / γ , γ { γ ̂ 1 I ̂ h f ̂ a ̂ } e = I h γ { γ ̂ 1 f ̂ } e b .

We note that the expression on the left-hand side of (D.9)2 is, by the definitions (C.3) and (C.6) of H ( div ) -extensions on 𝐾 (with notation (D.4)), equal to { a ̂ } e = { I ̂ h f ̂ } e , while in the expression on the right-hand side, we have b = { f ̂ } e . Therefore, { I ̂ h f ̂ } e = I h { f ̂ } e .

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Received: 2022-10-13
Revised: 2023-05-14
Accepted: 2023-05-17
Published Online: 2023-07-12
Published in Print: 2024-01-01

© 2023 Walter de Gruyter GmbH, Berlin/Boston

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