High Order Discotinuous Galerkin Methods For Fluid Dynamics: Esteban Ferrer, PHD

26/09/2013
High order discotinuous Galerkin

methods for fluid dynamics
Esteban Ferrer, PhD

esteban.ferrer@upm.es
http://sites.google.com/site/eferrerdg/
September 2013
Adjoint-based error estimation and adaptive mesh refinement for the

RANS and k–ω turbulence model equations
Ralf Hartmann, , Joachim Held , Tobias Leicht
A high order Discontinuous Galerkin - Fourier incompressible 3D Navier-
Stokes solver with rotating sliding meshes
E Ferrer and RHJ Willden
A high order Discontinuous Galerkin - Fourier

incompressible 3D Navier-Stokes solver with rotating sliding
meshes for simulating cross-flow turbines
E Ferrer
1
26/09/2013
Summary
1) Introduction
2) Finite elements and variational formulations
3) DG for hyperbolic equations
4) DG for elliptic equations
5) Compressible and Incompressible flows
6) Advanced topics
Summary
1) Introduction
i. What is high order? Why use high order?
ii. Comparison of numerical methods in 1D
iii. General concepts
iv. Books and key references
6) Advanced topics
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What is high order?
What is high order?
 High order is generally defined for P≥3

 High order allows h/p refinement
 h-refinement offers constant decay of the error
 p-refinement offers exponential decay of the error
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What is high order?
Why high order? Poisson equation
h-ref
p-ref
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Why high order? NACA0012 - Re=800 - Laminar flow
2nd order Finite Volume Fluent
k=5 high order DG
Why high order? NACA0012 - Re=800 - Laminar flow
2nd order Finite Volume Fluent
k=5 high order DG
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Why high order? Square cylinder flow - Re=100
HIGH ORDER METHOD (Nektar, DG):

Very similar accuracy for continuous and dicsontinuous
LOW ORDER METHOD (Fluent):

requires 3x DOF to achieve similar accuracy
Strouhal number: St = ƒ.Lref/U∞

DOF = Degrees Of Freedom
Comparison of numerical methods in 1D
 Finite differences
 Finite Volume
 Finite Elements
 high order h/p Spectral
 high order DG methods
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COMMON FEATURES:
 GRID or MESH needed PDE to analytical system of equations.
 Find an approximation of the exact solution u(x,t)  uh(xi,tn)
 Finite Differences
 Differential form of the equations
 Discretisation of derivatives using Taylor series expansion
 High order needs large stencils of cells
 Finite Volume
 Integral form of the equations at a local element level
 Local conservation
 Gauss’s theorem (div theorem) to obtain flux formulation and impose BC
 Piecewise constant functions inside elements (poly. order 0)
 High order requires large stencils of cells
 Finite Element (Weak formulation)

 Integral form of the equations and Weak formulation
 Integration by parts to obtain weak formulation and impose boundary conditions
 C0 continuity required at boundary interfaces
 Typically piecewise linear functions (poly. order 1)
 Spectral methods or C0 continuous h/p high order (Weak formulation)

 Similar to FEM but uses high order basis functions inside an element
 C0 continuity required at element boundary interfaces
 Shows exponential convergence when the poly. order p is increased
 DG methods (Weak formulation)

 High order Finite Volume, with compact stencil
 or h/p spectral but continuity requirement is relaxed
 Local conservation
 Shows exponential convergence when the poly. order p is increased
Finite Differences
0
du xi xi+1
dx ∆x
uh ( xi  x)  uh ( xi )  (x)  (x) 2 xx i  O(x)3

u x ( xi ) u (x )
Taylor:
1! 2!
Upwinding
(flow to the right)
uh ( xi  x)  uh ( xi ) ui 1  ui
u x ( xi )   O(x)  ux   O(x)
x x
ui 1  ui
 0  ui  ui 1
x
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Finite Differences
0
du xi xi+1
dx ∆x
uh ( xi  x)  uh ( xi )  (x)  (x) 2 xx i  O(x)3

u x ( xi ) u (x )
Taylor: (1)
1! 2!
uh ( xi  x)  uh ( xi )  (x)  (x)  O(x)3
u x ( xi ) 2 u xx ( xi ) (2)
1! 2!
Central differences (1-2)
uh ( xi  x)  uh ( xi  x) ui 1  ui 1
u x ( xi )   O(x2 )  ux   O(x2 )
2x 2x
ui 1  ui 1
 0  ui  ??  Unstable!
2x
Only odd or even
coupling
Finite Volume
Xp XE
0
du xw xe
dx ∆x ∆x
 d  0   uh .nds  0  uh xew  0 uh x u h ( XE )  u h ( XP )


duh x
uh x
 
u ( X )  uh ( XW )
dx e
2
 h P
Divergence theorem
w
2
Central differences
 uh ( XE )  uh ( XP ) uh ( XP )  uh ( XW ) 
    0
2 2
 u ( X )  uh ( XW ) 
 h E   uh ( XP )  ??  Unstable!
 2
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Finite Volume
Xp XE
0
du xw xe
dx ∆x ∆x
 d  0   uh .nds  0  uh xew  0 uh x  u h ( XP )

uh x
duh x
 uh ( XW )
e
 
dx
w
Divergence theorem Upwinding

(flow to the right)
uh ( XP )  uh ( XW )  0
 uh ( XP )  uh ( XW )
Finite Element Method (1/2)

Φ0 Φ1
0
du
dx Xi Xi+1
∆x
 0   h  ( x)d  0
du du ( x) Multiply by test function
dx  dx and integrate
u h ( x) d  u h ( x) ( x)xii1  0 Integration by parts

 d ( x)
 

 
x
dx
 d ( x)
 

u h ( x) d u h ( xi 1 ) ( xi 1 ) u h ( xi ) ( xi )  0
 
dx
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Finite Element Method (2/2)

Φ0 Φ1
Xi Xi+1
∆x
Piecewise linear trial or basis functions Galerkin method
u 
order 1
uh ( x)  u00 ( x)  u11 ( x) 
Test functions = basis functions
order 0
i i
 ( x)  ( 0 ( x), 1 ( x))
   0 (u 0  0 u11 ) d u 0  0  0
 d 
 
u k h ( xi 1 )  u k 1 h ( xi )
dx
   1 (u 0  0 u11 ) d u11  0

 d 
  Requires continuity
 Matrix Assembly
dx
Discontinuous Galerkin (high order)

- + - + + - - +
0
du xi xi+1 xi+2
xi+1
dx Δx Δx
 0   h  el1 ( x)d  0
du du ( x) el1=Ω el2

dx dx
 d el1 ( x)
  

u h ( x) d u h ( xi 1 ) el1 ( xi 1 ) u h ( xi ) el1 ( xi )  0
 
dx
u h ( xi 1 )  uî 1 (ui 1 , ui 1 )
 
u h ( xi )  uî (ui , ui )
 
Numerical fluxes
High order approx.
u 
 d ( x)
  
 order  p
u h ( x) d  uî 1 el1 ( xi 1 )  uî ( xi ) el1 ( xi )  0 uh ( x) 
el1
  order 0
i i
dx
test functions = basis functions
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Advantages of Discontinuous Galerkin methods
 Easy handling complicated geometries and boundary conditions,

allows non-conformal meshes (hanging nodes)
 like FV but we do not loose accuracy if distorted meshes
 Locally conservative  like FV
 Order of convergence of most shemes is hk+1  like Spectral methods
 h- and/or p-adaptivity  like h/p Spectral
 Compact stencil (communication only with close neighbours)
Advantages of Discontinuous Galerkin methods over C0 methods
Biggest problem with Continuous Galerkin (e.g. Finite elements) is

for convection dominated flows since upwinding is not easy  the
solution is continuous so upwinding is not direct (as in FV or DG)
The solution is to use different basis and test functions (e.g. Petrov-
Galerkin or Streamline Upwind Petrov-Galekin (SUPG))
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Further general concepts: expansion basis functions
Modal vs Nodal basis
Further general concepts: expansion basis functions in 1D
Nodal basis: Lagrange
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Further general concepts: expansion basis functions in 1D
Modal basis (hierarchical): Nodal basis: Lagrange

Legendre
Further general concepts:

Modal and Nodal expansion basis in 2D
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Further general concepts: Modal expansion basis in 2D
Further general concepts: mappings

Computational space Physical space
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Further general concepts: mappings
Further general concepts: Numerical integration

(quadrature or cubature)
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Further general concepts: Numerical integration

(quadrature or cubature)
If f is O(P2) the cost

for integral is O(P4)
the cost for integral

is now O(P2)
Books high order Continuous Galerkin
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Books high order Discontinuous Galerkin
Key references Discontinuous Galerkin
B. Cockburn, G. E. Karniadakis and C.-W. Shu (eds.), Discontinuous

Galerkin methods. Theory, computation and applications, Lecture
Notes in Computational Science and Engineering, 11. Springer-Verlag,
Berlin, 2000.
Z.J. Wang et al, High-Order CFD Methods: Current Status and

Perspective. Int. J. Num. Meth. Fluids., Vol. 72 (8), pp. 811-845, July 2013.
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Software
 At UPM, compressible and incompressible DG solvers
 Nektar++, Imperial College
 Deal II, Texas A&M Univ.
 Sledge++, Rice Univ, Tim Warburton
 hpGEM, Twente Univ.
 FreeFEM++
 PETSc (used as solver by many packages)
Summary
1) Introduction
i. Norms
ii. Bilinear and linear forms
iii. Definitions and nomenclature
6) Advanced topics
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Variatonal formulation and method of weighted

residuals
u is the continuous solution
uh is the discrete solution
- Inner product defines a projection into

the space defined by test functions v
- Residual is weighted and minimised
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Spaces and Norms
1) A Hilbert space is an abstract vector space possessing the structure of an

inner product that allows length and angle to be measured.
2) Sobolev spaces, denoted by Wm,p, are Hilbert spaces. These are a special
kind of function space in which differentiation may be performed, and
support the structure of an inner product. Because differentiation is
permitted, Sobolev spaces are a convenient setting for the theory of partial
differential equations.
Spaces and Norms

Inner product and norm definition:
1) Linearity 1
2) Linearity 2
3) Symmetry
4) and equal if and only if Non negativity
p=2
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Spaces and Norms

Inner product and norm definition:
Finite elements and variational formulations
22
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Consistency
23
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Coercivity
Continuous
24
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A priori error estimates
25
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Summary
1) Introduction
6) Advanced topics
DG for hyperbolic problems
26
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One element K
is a subspace
Replace u by uh  numerical flux n

Sum over all element K in the mesh
Numerical Flux
K
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n
Numerical Flux
Numerical Flux
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What if we select a polynomial order p=0 (piecewise constant functions)
=0 = cte
DG with p=0 corresponds to a first order finite volume method
Note: integration by parts with a constant function is divergence theorem
29
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DG for hyperbolic problems: Summary and Matrix system
Summary
1) Introduction
6) Advanced topics
30
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DG for elliptic and parabolic problems? History
The key references
DG for elliptic and parabolic problems? DG-IP for elliptic equations

- The original approach
E2
nE2 nE1
E1
Jump
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- The original approach E2
nE2 nE1
E1
Consistent
scheme
+ε
Jump Average

Penalty parameterJ0
needed for coercivity
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- The original approach: Boundary conditions for SIPG (ε=-1)
DG for elliptic and parabolic problems? DG-IP for Poisson equation
Effect of penalty parameter on

the numerical solution continuity
Weak imposition of boundary

conditions
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DG for elliptic and parabolic problems? DG for elliptic equations

- The Unified approach (IP, LDG, BR)
Second order to system of first order

Mulitply by test function and integrate by parts
Discretisation
Sum over all elements in the mesh
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Jump and average definition
Crucial equality (as seen before)

(1)
(2)
To obtain the primal formulation: we perform Integration by parts again
Substitute in the above
Substract: (1)-(2)
This is the primal formulation
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Summary
1) Introduction
6) Advanced topics
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Compressible Navier-Stokes
DG for compressible very mature if eq in conservative form
- Explicit or implicit time marching schemes

(explicit or implicit RK are very popular)
- Convective fluxes (plenty of choice from FV)
- Viscous fluxes (e.g. IP, BR2)
- Resulting system solved using GMRES (e.g. petsc)
Compressible Navier-Stokes
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Incompressible Navier-Stokes
Stokes system
Not mature enough, No clear method, but variety

- Inf-sup condition: saddle point system
- Projection type methods, stabilised or Pk-Pk-1 spaces
Incompressible Navier-Stokes
Steady Stokes system
System solvability depends on the

inversion of the Schur complement of Sh
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Incompressible Navier-Stokes: variety of methods
Summary
1) Introduction
6) Advanced topics
i. Curved boundaries
ii. h/p Adaption
iii. Multigrid and Preconditioning
iv. Moving meshes
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Curved boundaries
Curved boundaries
- Isoparametric, the classic approach
 curved boundary is approximated with polynomial of
same degree as solution in the interior of the element
- Analytical (e.g. Ferrer and Willden 2012)
 use analytical expression to approximate polynomial
- NURBS or splines based approach
 Isogeometric analysis by Hughes et al. 2005
 NEFEM Sevilla et al. 2008)
Dr Rubén Sevilla
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Curved boundaries
Main problem is producing high order meshes,
few meshers allow high order:
- mainly academics:
* Octree mesher at UPM (now 2D)
* J. Peiro, (Imperial College), P. Olof-Persson (MIT and
Berckley), T. Warburton (Rice Univ.)
- Commercial codes:
* Gmsh (?), IcemCFD (?)
h/p adaption
- h and p refinement available in DG methods
- hanging nodes are not a problem
- p-refinement for smooth solution (smooth zones)
- h-refinement near discontinuities
- refinement zones located using a-posteriori error estimates,
adjoints, etc.
- solution smoothness can be “guessed”: e.g. decay of
modal coefficients for modal hierarchical basis
- Refs on h/p refinement

• R. Hartmann et al. Adjoint-based error estimation and adaptive mesh refinement for the RANS and
k-ω turbulence model equations, J. Comput. Phys., 230(11): 4268-4284, 2011
• T. A. Oliver, A High-Order, Adaptive, Discontinuous Galerkin Finite Element Method for the
Reynolds-Averaged Navier-Stokes, PhD Thesis, 2008
• N. Kroll, ADIGMA: A European Project on the Development of Adaptive Higher Order Variational
Methods for Aerospace Applications, AIAA, 2009
• IDIHOM project, N. Kroll from DLR
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Multigrid
- can be geometric (FAS) or algebraic (AMG)
- In addition to h-multigird, p-multigrid is available in DG methods
- p-multigrid is well suited to modal hierarchical basis functions
- Find right smoothers?
- Refs on multigird:
* Hong Luo, Joseph D. Baum, Rainald Löhner, A p-multigrid discontinuous Galerkin method for
the Euler equations on unstructured grids, JCP Volume 211, Issue 2, 2006
* F. Bassi, A. Ghidoni, S Rebay, High-order accurate p-multigrid discontinuous Galerkin
solution of the Euler equations, International Journal for Numerical Methods in Fluids
Volume 60, Issue 8, pages 847–865, 20 July 2009
Preconditioning
- DG matrices are block diagonal dominant
- Communication is limited to neighbours
(block bandwidth is not large)
Left preconditioning
where P is easily invertible and P-1A has good condition number so it is

suitable for iterative methods
Examples are block Jacobi, ILU
- Refs on preconditioning:
* Compressible PO Persson - 2008, R Hartmann - 2009
* Incompressible G Kanschat - 2002, PF Antonietti 2013
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High order moving meshes
SUMMARY
- High order DG is very popular these days:
combines advantages of high order methods (i.e. exponential convergence)
with flexibility of Finite Volume (e.g. hanging nodes)
- Mature, particularly for 3D viscous compressible NS:
* turbulence RANS, ILES
* h/p adaption
- Bottlenecks:
* Requires more efficient solvers (e.g. preconditioners,
multigrid) to become competitive
* High order mesh generators
- Various projects focussing on high order and DG:
e.g. Adigma, Idihom, Anade
- Industry is getting interested, e.g. Numeca, Dassault
Z.J. Wang et al, High-Order CFD Methods: Current Status and Perspective, Int. J. Num.
Meth. Fluids., Vol. 72 (8), pp. 811-845, July 2013. Summary of Workshop on high order
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Acknowledgments
Upcoming Events
iw.anade-itn.eu
 20-25 July 2014, ECCOMAS 2014: CFD for wind and tidal offshore turbines
 20-25 July 2014, ECCOMAS 2014: Numerical predictions of detached flows
Thank you very much

Any questions?
esteban.ferrer@upm.es
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26/09/2013

High order discotinuous Galerkin

Esteban Ferrer, PhD

Adjoint-based error estimation and adaptive mesh refinement for the

A high order Discontinuous Galerkin - Fourier

What is high order?

What is high order?

 High order is generally defined for P≥3

What is high order?

Why high order? Poisson equation

Why high order? Poisson equation

Why high order? Poisson equation

Why high order? NACA0012 - Re=800 - Laminar flow

2nd order Finite Volume Fluent

k=5 high order DG

Why high order? NACA0012 - Re=800 - Laminar flow

2nd order Finite Volume Fluent

k=5 high order DG

Why high order? Square cylinder flow - Re=100

HIGH ORDER METHOD (Nektar, DG):

LOW ORDER METHOD (Fluent):

Strouhal number: St = ƒ.Lref/U∞

Comparison of numerical methods in 1D

 Finite Element (Weak formulation)

 Spectral methods or C0 continuous h/p high order (Weak formulation)

 DG methods (Weak formulation)

uh ( xi  x)  uh ( xi )  (x)  (x) 2 xx i  O(x)3

uh ( xi  x)  uh ( xi )  (x)  (x) 2 xx i  O(x)3

 d  0   uh .nds  0  uh xew  0 uh x u h ( XE )  u h ( XP )

 d  0   uh .nds  0  uh xew  0 uh x  u h ( XP )

Divergence theorem Upwinding

Finite Element Method (1/2)

u h ( x) d  u h ( x) ( x)xii1  0 Integration by parts

Finite Element Method (2/2)

Piecewise linear trial or basis functions Galerkin method

   1 (u 0  0 u11 ) d u11  0

Discontinuous Galerkin (high order)

Advantages of Discontinuous Galerkin methods

 Easy handling complicated geometries and boundary conditions,

 Locally conservative  like FV

 Order of convergence of most shemes is hk+1  like Spectral methods

 h- and/or p-adaptivity  like h/p Spectral

 Compact stencil (communication only with close neighbours)

Advantages of Discontinuous Galerkin methods over C0 methods

Biggest problem with Continuous Galerkin (e.g. Finite elements) is

Further general concepts: expansion basis functions

Modal vs Nodal basis

Further general concepts: expansion basis functions in 1D

Nodal basis: Lagrange

Further general concepts: expansion basis functions in 1D

Modal basis (hierarchical): Nodal basis: Lagrange

Further general concepts:

Further general concepts: Modal expansion basis in 2D

Further general concepts: mappings

Further general concepts: mappings

Further general concepts: Numerical integration

Further general concepts: Numerical integration

If f is O(P2) the cost

the cost for integral

Books high order Continuous Galerkin

Books high order Discontinuous Galerkin

Key references Discontinuous Galerkin