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Publication# Adaptive Finite Element Methods for Multiscale Partial Differential Equations

Abstract

Engineers rely on efficient simulations that provide them with reliable data in order to make proper engineering design decisions. The purpose of this thesis is to design adaptive numerical methods for multiscale problems in this spirit. We consider elliptic homogenization problems discretized by the finite element heterogeneous multiscale method (FE-HMM). Unlike standard (single-scale) finite element methods, our multiscale discretization scheme relies on coupled macro and micro finite elements. The framework of the HMM allows to design an algorithm that follows the classical finite element structure on the macro level. The fine scales of the multiscale problems are taken into account by replacing the element-wise numerical integration over unknown macroscopic data by a numerical integration over suitably averaged micro solutions. These micro solutions are obtained from micro FE problems on sampling domains within the macro elements. This thesis is divided into two parts. In the first part, we discuss a short and versatile FE implementation of the multiscale algorithm. The implementation is flexible, easy to use and to modify and can handle simplicial or quadrilateral FE and various macro-micro coupling conditions for the constrained micro problems. The implementation of time-dependent problems is also discussed. Numerical examples including three dimensional problems are presented and demonstrate the efficiency and the versatility of the computational strategy. In the second part (the main part of this thesis), we present an a posteriori error analysis for the FE-HMM. The a posteriori analysis enables us to estimate the accuracy of a numerical solution (and therefore its reliability) and further it allows for the design of adaptive numerical methods, which are the most efficient. The crucial component for the design of an adaptive multiscale method is the introduction of appropriate error indicators. As the error indicators depend on macroscopic data (such as the macroscopic diffusion tensor) that are not readily available, we construct error indicators that only depend on the available macro and micro FE solutions, available from previous computations. We provide a posteriori estimates for the upper and lower bound in the energy norm. The corresponding macroscopic mesh refinement strategy is therefore both reliable and efficient. The microscopic mesh is refined simultaneously and – under appropriate assumptions – optimally with the macroscopic mesh. This means that the strategy reduces the macro and micro error at the same rate. In the case of a uniformly oscillating tensor and exact micro computations, the standard a posteriori error estimates for the FEM applied to the homogenized problem are recovered. Numerical experiments confirm the efficiency and reliability of the adaptive multiscale method and demonstrate the optimality of the chosen macro-micro coupling. We extend the adaptive FE-HMM to higher order FE. We further derive a posteriori estimates for the error in quantities of interest that are needed to make certain design decisions; the quantity of interest is represented by a linear functional. We derive and analyze a multiscale counterpart to the classical dual-weighted residual method and design a corresponding goal-oriented adaptive multiscale method. The efficiency of the method is shown in numerical experiments.

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New technologies in computer science applied to numerical computations open the door to alternative approaches to mechanical problems using the finite element method. In classical approaches, theoretical developments often become cumbersome and the computer model which follows shows resemblance with the initial problem statement. The first step in the development consists usually in the analysis of the physics of the problem to simulate. The problem is generally described by a set of equations including partial differential equations. This first model is then replaced by successive equivalent or approximated models. The final result consists in a mathematical description of elemental matrices and algorithms describing the matrix form of the problem. The traditional approach consists then in constructing a computer model, generally complex and often quite different from the original mathematical description, thus making further corrections difficult. Therefore, the crucial problem of both the software architecture and the choice of the appropriate programming language is raised. Partially breaking with this approach, we propose a new approach to develop and program finite element formulations. The approach is based on a hybrid symbolic/numerical approach on the one hand, and on a high level software tool, object-oriented programming (supported here by the languages Smalltalk and C++) on the other hand. The aim of this work is to develop an appropriate environment for the algebraic manipulations needed for a finite element formulation applied to an initial boundary value problem, and also to perform efficient numerical computations. The new environment should make it possible to manage al1 the concepts necessary to solve a physical problem: manipulation of partial differential equations, variational formulations, integration by parts, weak forms, finite element approximations… The concepts manipulated therefore remain closely related to the original mathematical framework. The result of these symbolic manipulations is a set of elemental data (mass matrix, stiffness matrix, tangent stiffness matrix,…) to be introduced in a classical numerical code. The object-oriented paradigm is essential to the success of the implementation. In the context of the finite element codes, the object-oriented approach has already proved its capacity to represent and handle complex structures and phenomena. This is confirmed here with the symbolic environment for derivation of finite element formulations in which objects such as expression, integral and variational formulation appear. The link between both the numerical world and the symbolic world is based on an object-oriented concept for automatic programmation of matrix forms derived from the finite element method. As a result, a global environment in which the numerical is capable of evolving, using a language close to the natural mathematical one, is achieved. The potential of the approach is further demonstrated, on the one hand, by the wide range of problems solved in linear mechanics (electrodynamics in 1 and 2D, heat diffusion,…) as well as in nonlinear mechanics (advection dominated 1D problem, Navier Stokes problem), and, on the other hand by the diversity of the formulations manipulated (Galerkin formulations, space-time Galerkin formulations continuous in space and discontinuous in time, generalized Galerkin least-squares formulations).

Vincent Maronnier, Marco Picasso, Jacques Rappaz

A numerical model is presented for the simulation of complex fluid flows with free surfaces. The unknowns are the velocity and pressure fields in the liquid region, together with a function defining the volume fraction of liquid. Although the mathematical formulation of the model is similar to the volume of fluid (VOF) method, the numerical schemes used to solve the problem are different. A splitting method is used for the time discretization. At each time step, two advection problems and a generalized Stokes problem are to be solved. Two different grids are used for the space discretization. The two advection problems are solved on a fixed, structured grid made out of small rectangular cells, using a forward characteristic method. The generalized Stokes problem is solved using a finite element method on a fixed, unstructured mesh. Numerical results are presented for several test cases: the filling of an S-shaped channel, the filling of a disk with core, the broken dam in a confined domain. (C) 1999 Academic Press.

1999The purpose of this thesis is to investigate methods for the solution of multiscale problems both from the mathematical and numerical point of view, with a particular concern on applications to flows through heterogeneous porous media. After an overview of the recent developments in this vast field, a study of two representative multiscale techniques is carried out. The multiscale finite element method and a conjugate gradient iterative method preconditioned with an overlapping Schwarz domain decomposition preconditioner are compared in the one-dimensional case. Both methods are well suited for parallel environments and have comparable performance and accuracy. Then, we focus our attention on an aggregation-based two-level overlapping Schwarz domain decomposition preconditioner. We study its theoretical properties and show its robustness to mesh refinement as well as to strong variations in the multiscale coefficients of our model problem. We carry out a convergence analysis to give upper bounds for the condition number of the preconditioned linear system arising from the finite element discretization of the problem at hand. We make explicit the relation between the multiscale coefficient and the coarse space basis functions and show that the condition number can be bounded independently of the ratio of the values of the multiscale coefficient even when the discontinuities in the coefficient are not resolved by the coarse mesh. A new aggregation algorithm is proposed according to the suggestions issuing from the theory which builds a coarse space able to cope with the multiscale coefficient. Numerical experiments on various configurations show that the bounds are sharp and that the method is robust with respect to strong variations. Finally, an application of this preconditioning technique to a two-phase flow problem is presented in order to investigate its performance.