Eccomas Silvia

The effect of quadrature on high order Fictitious Domain
methods
Silvia Bertoluzza
Istituto di Matematica Applicata e Tecnologie Informatiche del CNR, Pavia
work in collaboration with V. Chabanne, M. Ismail, C. Prudhomme
S. Bertoluzza (IMATI-CNR)
Quadrature for FBM
ECCOMAS, 2016
1 / 44
Motivation
simulation of a mixture of fluid and (rigid) particles
problem arising in a variety of applications
blood flux (particles = eritrocytes)
advection of polluting agents
liquid-gas mixture in reactors (particles = liquid drops)
Fluid domain = \ B (box with many (equal) holes)

Quadrature for FBM
ECCOMAS, 2016
2 / 44
mostly simulations modeling the mixture as an homogeneous

medium
direct simulation: Navier-Stokes equations on a domain = box with
holes (representing the rigid particles)
the holes move as the particles are transported by the fluid
two difficulties
fluid/structure interaction
flux simulation in a complicated (an varying) geometry
Quadrature for FBM
ECCOMAS, 2016
3 / 44
Model problem
Problem: find u H 1 () s.t.

u = f in
u=0
on
Rn : domain with holes
= \ B : (B holes)
= =
: boundary of the box
: boundaries of the
holes
Quadrature for FBM
ECCOMAS, 2016
4 / 44
Conforming finite element approximation

triangulation Th of
Galerkin projection onto Vh : piecewise polynomials of degree p
optimal error estimates: u H s () ku uh k1, . hs1
problems:
(re)meshing complicated geometry can be expensive
meshes possibly of bad quality
solution on unstructured grid expensive
Quadrature for FBM
ECCOMAS, 2016
5 / 44
Fictitious Domain
Idea: consider an equivalent problem on a bigger simple domain = B
solve u = f in
B.C. on
Fast Poisson Solvers
Fast preconditioners (multigrid)
Problems:
extension of the r.h.s. f f
imposing B.C. on
Quadrature for FBM
ECCOMAS, 2016
6 / 44
Error estimate directly related to regularity of the solution in

error limited by best approximation error
ku uh k & inf ku vh k
vh
estimate on best approximation error involves the overall regularity of

the solution
inf ku vh k1, . hs1 kuks,
vh
If u is smooth in we get high order error estimates
Very big if!!
Quadrature for FBM
ECCOMAS, 2016
7 / 44
Observation
u 00 = 1 in (0, a) (b, 1) with homogeneous Dirichlet B.C.
Quadrature for FBM
ECCOMAS, 2016
8 / 44
High order fictitious domain method

When do we call a fictitious domain high order?
Assumption: method potentially of order k, e.g. u H k+1 ()
inf ku h k1, . hk kukk+1,
h Vh
Assumption on u: u H k+1 ()
No assumption on smoothness of u in
ku uh k1, . hk kukk+1,
Quadrature for FBM
ECCOMAS, 2016
9 / 44
High order fictitious domain methods
Several approaches
Optimal control approach [Atamian, Joly 91]
Build compatible extension via wavelets [Mommer 06]
Finite Cell method [Duster, Parvizian, Rank 07]
Cut elements [Burmann, Hansbo 09 ]
Fat boundary method [Maury 01 ]
Quadrature for FBM
ECCOMAS, 2016
10 / 44
The Fat Boundary method
[Maury, 01]
Fictitious domain method (problem in replaced by problem in )

IDEA: use local auxiliary problems near holes information on jump
of u on = B
High order method: if solution u is smooth in high order
approximation independently of the smoothness in
How can it be efficient? For the global problem take advantage of
fast solvers
For the local problems
possibility of solving in parallel
much smaller problem
many equal objects only one mesh, only one stiffness matrix (no
need to remesh when object moves)
LU decomposition performed once at the beginning: fast solver
Quadrature for FBM
ECCOMAS, 2016
11 / 44
The Fat Boundary Method
[Maury, 01]
Introduce fat boundary with

=
: original interior
boundary
auxiliary
boundary
: outer normal to
in the holes set right hand

side = 0
Quadrature for FBM
ECCOMAS, 2016
12 / 44
Two coupled problem
Global problem
u = f + u
,
in
Local problems
u = f ,
in ,
u = 0 on ,
Quadrature for FBM
u = u on
ECCOMAS, 2016
13 / 44
Schwartz-type iteration
u n un sol. in of
un = f ,
un = u n on
un = 0 on
un U n sol. in of
U n = f + un
U n = 0 on
relaxation: u n+1 = u n + (1 )U n
Quadrature for FBM
ECCOMAS, 2016
14 / 44
Theoretical result
Convergence of the Schwartz procedure in the continuous [Maury 01] and
in the discrete case (under mild assumptions on the discretization)
[S.B., Ismail, Maury 11]
Optimal error estimates: u H s (), and h, h sufficiently small

|u uh |1,\ . (hs1 + hs1 )|u|s,
|u uh |1, = |u uh |1, . (hs1 + hs1 )|u|s,
Many open problems:

Design more efficient iterative procedures
Extend to different equations
Analyze the impact of numerical quadrature
...
Quadrature for FBM
ECCOMAS, 2016
15 / 44
Weak formulation of coupling [B., Chabannes, Ismail, Prudhomme 15]

Find u H01 (), v H 1 (), H 1/2 (), H 1/2 () such that
Z
Z
Z
u v v =
fv , v H01 ()

Z
Z
Z
Z
u
v
v
v=
f v,
v H 1 ()
Z
Z
u
= 0, H 1/2 (),
(u u)
= 0, H 1/2 ()
Generalized saddle point problem [Nicolaides 82]: well posedness OK

Discretization OK provided h h
Proofs are simpler than the ones in
[Maury 01]
Quadrature for FBM
&
[S.B., Ismail, Maury 11]
ECCOMAS, 2016
16 / 44
Error estimate
Global (non-optimal) estimate: u H s (), s k + 1 (k order of FE
discretization)
ku = uh k1, + ku uk
1, . hs1 kuks,
Method falls in the previous framework, optimal estimate applies:

u H s (), and h, h sufficiently small
|u uh |1,\ . (hs1 + hs1 )|u|s,
|u uh |1, = |u uh |1, . (hs1 + hs1 )|u|s,
Quadrature for FBM
ECCOMAS, 2016
17 / 44
High order of FBM for Laplace equation - Test 1

(All tests performed with the Feel++ library)
H1 errors (log scale)
0,01
P3 FEM Slope ~ 3.11

P4 FEM Slope ~ 3.94
P5 FEM Slope ~ 5.05
P6 FEM Slope ~ 6.05
P7 FEM Slope ~ 7.32
P8 FEM Slope ~ 9.49
0,0001
1e-06
0,01
0,1
h (log scale)
Skip Stokes
Quadrature for FBM
ECCOMAS, 2016
18 / 44
Stokes equation
find u (H 1 ())d , p L20 () s.t.
u + p = f in
u =0
in
u=0
on
Rn : domain with holes
= \ B : (B holes)
for simplicity only one hole

( connected)
Quadrature for FBM
ECCOMAS, 2016
19 / 44
Fat boundary formulation

Global problem
u + p = f + ( u p)
,
u = 0,
in
in
Z
p = 0,
u = 0 on
Local problem (for simplicity connected)

u + p = f ,
u = 0,
u = 0 on ,
Z
in
in
u = u on
p = 0
Quadrature for FBM
ECCOMAS, 2016
20 / 44
Weak formulation: find u (H01 ())d , u (H 1 ())d , p L20 (),

p L20 (), (H 1/2 ())d , (H 1/2 ())d s.t.
Z
Z
Z
p v
v =
f v,
v (H01 ())d

Z
q u = 0,
q L20 ()

Z
Z
Z
Z
Z
u
v p v
v
v=
f v,
v (H 1 ())d
Z
Z
q u pq = 0,
q L2 ()
Z
Z
1/2
d
u
= 0, (H
())
(u u)
= 0, (H 1/2 ())d .
u v
(L20 () = {p L2 () :
p = 0})
Quadrature for FBM
ECCOMAS, 2016
21 / 44
Generalized saddle point problem

Analysis at the continuous level yields well posedness
Discretization: use good elements for Stokes in and
Analysis: stability and convergence would require
h h (as for the Poisson equation)
h h to deal with the weak divergence free constraint
Remedy 1: use different mesh sizes for velocity and pressure on the
local problem
Remedy 2: propose a stabilized formulation
Quadrature for FBM
ECCOMAS, 2016
22 / 44
Stable discretization
Global problem: stable Stokes elements, meshsize h
Local problem
velocity: meshsize h, h
pressure: meshsize ,
Theorem [B.,Chabannes,Ismail,Prudhomme, i.p.]

There exist two constants 1 and 2 such that, if
h 1 h,
( = h)
then the discretized Stokes problem is stable

Remark: h compatible with inf-sup for the local problem
Quadrature for FBM
ECCOMAS, 2016
23 / 44
Stokes - Convergence test

Geometry
Kovaznay analytic solution

u(x, y ) = (1 e ax cos(2y ),
a ax
e sin(2y )),
2
1
p = (1 e 2ax )
2
Pk Pk1 elements
Quadrature for FBM
ECCOMAS, 2016
24 / 44
Errors
Left: global - Right: local

Quadrature for FBM
ECCOMAS, 2016
25 / 44
Test 2
2D rectangular domain with 70 perforations
inflow on left boundary with parabolic profile
no slip condition otherwise
velocity
Quadrature for FBM
ECCOMAS, 2016
26 / 44
Test 2
pressure
Quadrature for FBM
ECCOMAS, 2016
27 / 44
Test 2
streamline
Quadrature for FBM
ECCOMAS, 2016
28 / 44
Test 2
Similar test in 3D - 10 perforations
velocity
Quadrature for FBM
ECCOMAS, 2016
29 / 44
Test 2
Similar test in 3D - 10 perforations
streamline
Quadrature for FBM
ECCOMAS, 2016
30 / 44
Impact of quadrature
Several integrals to compute
Find uh Vh , uh Vh , h h , h h such that
Z
Z
Z
uh vh
h vh =
fvh , vh Vh

Z
Z
Z
Z
uh
vh
h vh
h vh =
f vh ,
vh Vh
Z
Z
Z
uh h = 0, h h ,
uh h
uh h = 0, h h
standard FEM integrals

integral of discontinuous function
product of piecewise polynomials living on non matching meshes
Quadrature for FBM
ECCOMAS, 2016
31 / 44
fvh
f H k1 () f H k1 () smooth extension

uB solution to u = f in B, u = 0 on
uB H01 (B) uB H01 () trivial extension
B outer unit normal
New problem: Find uh Vh , uh Vh , h h , h h such that
Z
Z
Z
uh vh (h B )vh =
fvh , vh Vh

Z
Z
Z
Z
uh
vh h vh h vh =
f vh ,
vh Vh
Z
Z
uh h = 0, h h ,
(uh uh )h = 0, h h
Quadrature for FBM
ECCOMAS, 2016
32 / 44
Integrals on and
Mesh for u, meshsize h
Mesh for u,
meshsize h
Mesh for and inherited by the mesh for u
Finite elements of order k for all functions
Exact computation of the integral: optimal error estimate
Quadrature: which mesh?
Two meshes on and
the mesh of (readily available)
the mesh induced by the mesh on
(the intersection of the two meshes)
Quadrature for FBM
ECCOMAS, 2016
33 / 44
Quadrature mesh TR
Quadrature formula on reference element approximated element
integral:
Z
g (
x ) d x
K
L
X
Z
i g (
xi ) = I
g (x) IK (g )
K
i=1
Formula exact for polynomials of order 2k + 4

Approximated integrals on and
Z
X
g (g ) :=
IK (g ),
K TR
Quadrature for FBM
g (g ) :=
IK (g )
K TR
ECCOMAS, 2016
34 / 44
Discrete problem with quadrature
Find u H01 (), v H 1 (), H 1/2 (), H 1/2 () such that

Z
Z
u v (v ) =
fv , v H01 ()
Z
Z
Z
Z
u
v
v
v=
f v,
v H 1 ()
Z
Z
u
= 0, H 1/2 (),
(uh ) u
= 0, H 1/2 ()
Remark: all other integrals are calculated exactly by using the quadrature
on the corresponding mesh
Quadrature for FBM
ECCOMAS, 2016
35 / 44
Which mesh?
Option 1: TR = trace on curve of mesh for
Th fitted to and
Mesh is regular
Simplest option, best for implementation
Option 2: TR = trace on curve of mesh for

Th not fitted to
More complicated: requires intersection of a 2D (resp. 3D) mesh with
curve (resp. surface)
Mesh can be very low quality
Possibility: choose different options for the two integrals
Quadrature for FBM
ECCOMAS, 2016
36 / 44
Test on toy case

= (0, 1)2 , = (0, 1) (, 1)
= (0, 1) (, + .2), = 2/5

Solve u = (4 + (1 )2 ) 2 sin(2x) sin((1 )(y ))
Exact solution: u = u = sin(2x) sin((1 )(y ))
1.5
0.8
0.6
1
0.4
0.5
0.2
0
0
-0.2
-0.5
-0.4
-1
-0.6
-1.5
1
-0.8
0.5
0.9
0.8
0.7
0.6
0.8
0.5
0.6
0.4
0.3
0.2
0.2
0.1
0
0.45
1
0.4
0.8
0.6
0.35
0.4
Quadrature for FBM
0.4
0.3
0.2
0.25
ECCOMAS, 2016
37 / 44
Structured rectangular grids on both and

Q1 finite elements
Several options for quadrature
(0): exact
(1): local grid
(2): global grid
Local error
Nx
10
20
40
80
Mx
12
24
48
96
0 -0
.080844
.022911
.0045992
.0011388
0 -1
.079063
.017887
.0046056
.0011408
Quadrature for FBM
2 -1
.080792
.018391
.0047397
.0011738
1 -1
.075926
.019176
.007883
.0045428
ECCOMAS, 2016
38 / 44
Structured rectangular grids on both and

Q2 finite elements
Several options for quadrature
(0): exact
(1): local grid
(2): global grid
Local error
Nx
5
10
20
40
Mx
6
12
24
48
0 -0
0.00060259
.00029501
2.0513e-5
6.0416e-7
0 -1
0.00060258
.00029501
2.0513e-5
6.0416e-7
Quadrature for FBM
2 -1
0.00060706
.00029509
2.0515e-5
6.042e-7
1 -1
0.00059263
.00029663
2.0602e-5
6.1103e-7
ECCOMAS, 2016
39 / 44
Test with unstructuresd grids

(All tests performed with the Feel++ library - only option 1)
110
P3 slope = 2.9
P4 slope = 3.9
P2 slope = 2
P1 slope = 0.96
-2
H1 error (log scale)
110
-4
110
-6
110
-8
110
Quadrature for FBM
0,04
h (log scale)
ECCOMAS, 2016
40 / 44
Option 1. Stability and global error estimate

Theorem
< then the formulation with quadrature
There exists such that if h/h
is well posed. Moreover the following error estimate holds: u H t (),
t k +1
ku uh k1, + ku uh k1, . ht1 kukt, + ht1 kukt, + h1/2 kk1,, .
Remark: if u is smooth, then = 0 and, globally, there is no loss with

respect to the method with exact integrals
Standard estimate on the quadrature error do not trivially apply since
the test and trial functions are not smooth
Not able to prove optimal local estimate
Quadrature for FBM
ECCOMAS, 2016
41 / 44
What fails?
Consider much simpler example
a(u, v ) = f (v )
ah (uh , vh ) = f (vh ),
uh Uh , vh Vh
Second Strang Lemma

error interpolation error + infwh Vh
|ah (u, wh ) a(u, wh )|

kwh k
in our case the second term becomes

R
R
| (uh ) uh |
| (vh ) vh |
infuh Uh
+ inf
h h
kvh k1,
kh k1/2,
small provided vh and uh smooth on the elements of the respective
quadrature mesh
Quadrature for FBM
ECCOMAS, 2016
42 / 44
Option 2: mesh for on - mesh for on
Theorem
If u H s (), s k + 1
ku uh k1,\ + ku uh k1, . (hs3/2 + hs3/2 )|u|s,
Loss of a factor 1/2 in the method order

No assumptions on smoothness of u on
Only smoothness assumption on the quadrature mesh is that it is
inherited by a shape regular mesh on
Quadrature for FBM
ECCOMAS, 2016
43 / 44
Conclusions and future work

Theory suggests to use Th on and Th on . This kind of result is
not new (see quadrature for Mortar Method)
Numerical tests show good robustness. Not conclusive (very special
case). Work needs to be done to either prove the optimalty of the
theoretical results or to improve them
Still need to estimate the influence of approximating
Thank you
Quadrature for FBM
ECCOMAS, 2016
44 / 44

Eccomas Silvia

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Eccomas Silvia

Uploaded by

Copyright:

Available Formats

The effect of quadrature on high order Fictitious Domain

work in collaboration with V. Chabanne, M. Ismail, C. Prudhomme

Quadrature for FBM

Fluid domain = \ B (box with many (equal) holes)

Quadrature for FBM

mostly simulations modeling the mixture as an homogeneous

Quadrature for FBM

Quadrature for FBM

Conforming finite element approximation

Quadrature for FBM

Quadrature for FBM

Error estimate directly related to regularity of the solution in

estimate on best approximation error involves the overall regularity of

If u is smooth in we get high order error estimates

Very big if!!

Quadrature for FBM

Quadrature for FBM

High order fictitious domain method

Quadrature for FBM

High order fictitious domain methods

Quadrature for FBM

The Fat Boundary method

Fictitious domain method (problem in replaced by problem in )

Quadrature for FBM

The Fat Boundary Method

Introduce fat boundary with

in the holes set right hand

Quadrature for FBM

Two coupled problem

Quadrature for FBM

Quadrature for FBM

Optimal error estimates: u H s (), and h, h sufficiently small

Many open problems:

Quadrature for FBM

Weak formulation of coupling [B., Chabannes, Ismail, Prudhomme 15]

Generalized saddle point problem [Nicolaides 82]: well posedness OK

Quadrature for FBM

[S.B., Ismail, Maury 11]

Method falls in the previous framework, optimal estimate applies:

Quadrature for FBM

High order of FBM for Laplace equation - Test 1

H1 errors (log scale)

P3 FEM Slope ~ 3.11

Quadrature for FBM

for simplicity only one hole

Quadrature for FBM

Fat boundary formulation

Local problem (for simplicity connected)

Quadrature for FBM

Weak formulation: find u (H01 ())d , u (H 1 ())d , p L20 (),

(L20 () = {p L2 () :

Quadrature for FBM

Generalized saddle point problem

Quadrature for FBM

Theorem [B.,Chabannes,Ismail,Prudhomme, i.p.]

then the discretized Stokes problem is stable

Quadrature for FBM

Stokes - Convergence test

Kovaznay analytic solution

Quadrature for FBM

Left: global - Right: local

Quadrature for FBM

Quadrature for FBM