A fully parallel mortar finite element projection method for the solution of the unsteady Navier Stokes equations

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1 - A fully parallel mortar finite element projection method for the solution of the unsteady Navier Stokes equations A BN ABDALLAH -L GUMND Abstract This paper describes the parallel implementation of a mortar finite-element projection method to compute incompressible viscous flows The basic idea in the derivation of this method is that the appropriate functional setting for projection methods must accommodate two different spaces for representing the two velocity fields calculated in the viscous incompressible half steps of the method The velocity calculated in the viscous step is chosen in the space constrained by the mortar elements that is a weak continuity through the subdomain interfaces is enforced whereas in the projection step the weak continuity is relaxed As a result the projection step is fully parallel The numerical solutions of a series of test problems in two dimensions calculated by the proposed method compare quite satisfactorily with the reference solutions 1 NTDUCTN The projection method of Chorin [ 5 Temam [1 (see also [13 [12 is the most frequently employed technique for the numerical solution of the primitive variable Navier Stokes equations This method is based on a peculiar timediscretization of the equations governing viscous incompressible flows in which the viscosity the incompressibility of the fluid are dealt within two separate steps A functional analytical setting which properly accounts for the different character of the equations of the two half-steps has been proposed recently by Guermond [8 9 Guermond- Quartapelle [10 The aim of this work is to describe the parallel implementation of a finite-element projection method which fully exploits the different mathematical structure of the two half-steps The spatial discretization is based on a mortar finite-element approximation n the first step the viscous velocity is approximated by means of the mortar finite element technique whereas in the second step the constraint ASC et LMS UP-CNS 3251 BP rsay France (adnene@ascifr LMS UP-CNS 3251 BP rsay France (guermond@limsifr e c 1996 A Ben Abdallah -L Guermond CCMAS 96 Published in 1996 by ohn Wiley & Sons Ltd enforced by the mortar element is relaxed ie the weak continuity through the subdomains interface is not enforced for the projected velocity This algorithm is shown to be unconditionally stable to converge provided the time step is small enough (basically with The original point is that the projection step amounts to solving as many independent linear systems as subdomains this step is fully parallel since the subproblems are independent This technique has been tested on a network of workstations a CAY 3D by using MP Accuracy tests together with measures of speed-up have been performed are reported at the end of this paper 2 TH UNSTADY STKS PBLM 21 Hypotheses notations Let be an open connected bounded domain of ( or in applications with a smooth boundary say is Lipschitz is locally on one side of its boundary n order to formulate the time-dependent Stokes problem in a variational setting we define the following Hilbert spaces:! # &! ( (1 +*-/ *:- = >@? A BCD16 (2 We now consider the following variational problem For &! (FHG &! #( -+ find -K! & LFHG NM! (FHG -P&! LFHGQ so that?ts U V W+X -Y [Z \P!_^ ^ a! 10 2! Xcb -! 10 b 5 (3 n the sequel we assume that are smooth solutions of the problem above that at the initial time all the compatibility conditions implied by the required smoothness are satisfied For instance such conditions are satisfied if d the initial datum is zero the source term is regularized at

2 > 22 The spatial discretization The mortar element technique have been developed by Bernardi Maday Patera [1 [2 n this section we recall some aspects of this technique we formulate our time dependent Stokes problem within this discrete setting We assume that we have at h a partition of into non-overlapping polygonals: S X > MY 7 For sake of simplicity we assume also that is two-dimensional though the fractional step technique we develop is dimension independent We restrict ourself to polygonal sub-domains Furthermore we assume that the decomposition of is geometrically conformal that is to say the intersection of two subdomains is an edge a vertex or empty This hypothesis simplifies the implementation of the technique but is not a limitation of the mortar method The interface between subdomain is denoted by For each subdomain we define a regular mixed triangulation (eg -iso- or see Girault-aviart [6 or Brezzi [3 for other details We denote by the linear spaces spanned by the velocity the pressure triangulation of respectively Note that we do not require the grids of each subdomains to match the weak continuity through the subdomains interfaces is enforced by mortar functions We denote by the space of the mortar functions associated to the interface for a clear definition of this space we refer to [1 The space of the mortar functions is defined by S For a function in we denote by of in We now define the subspace of *! Q X X - A B! 76 where ( (5 the components so that?a B (6 onto denotes the trace operator from! _!! The space is equipped with the following scalar product: # B! S We also introduce the scalar product!! #&( S B B ^ ^ &( so that We use this scalar product to define the dual norm of the dual of equipped with the dual norm is hereafter denoted (7 (8 * by Finally we define + & - /! ( 10 * projection onto The pressure will be approximated in so that S is equipped with the scalar product! b #23 S B b the & (9 (10 Let us also introduce the continuous bilinear form 50 so that for all! in! B ^ ^ (11 S t can be shown that is coercive with respect to the norm of 687 X -Y! :9 7 (12 We associate with the linear continuous operator 0 * so that for all! in we have! #&8! We now introduce the continuous bilinear form = >0 so that X -P Xb - =! b 10 d S B b (13 We associate with = the continuous linear operator? >0 its transpose? 50 * so that for every couple! b in we have!? b #23 =! b!? b & =! b t can be shown that? 7 is onto that is to say there is a constant (independent of so that Xb -? b 9 7 b 2 (1 n the functional framework defined above the spatially discretized time-dependent Stokes problem can be reformulated as follows For - &! LFHG find -P&! (FHG 1 FFFU V WFFF &! -BA8CD!? -P&!?? (FHGQ so that: + - (15 -*A(CD!? is an approximation of in The discrete counterpart of the source term is hereafter denoted by for simplicity Section Title 2 A Ben Abdallah -L Guermond

3 0 The problem (15 can be shown to be well posed We hereafter assume that the solution of this semi-discretized problem converges in the appropriate sense to that of (3 the convergence analysis is very classical n the following we are interested only in approximating the time-dependent problem by means of a projection technique 3 TH FACTNAL-STP PCTN ALGTHMS 31 The discrete setting n order to uncouple the incompressibility constraint from the time evolution problem we are led to introduce additional tools (see [8 [9 for other details We define the finite dimensional linear space so that 9*! Q - Q?A B 576 We equip with the norm of &! we denote this norm by t is clear that is a subspaceof (in terms of linear space we denote by 0 the continuous injection of into Actually is composed of the functions of which are weakly continuous across the subdomains interfaces We introduce another discrete version of the divergence operator let 10 be so that X! b -! b S B! 10 2 b The relation between? is brought to light by Proposition 1 is an extension of? 0? A consequence of this proposition is that is also necessarily onto for? is onto As a consequence if we set A8CD@ we have a discrete counterpart of the classical decomposition &! ( ^!! ( : Corollary 1 We have the orthogonal decomposition: 32 The projection scheme! We introduce a partition of the time interval for A where F define two series of approximate velocities * -C 6 * - * 6 one series of approximate pressures - 6 so that 0 ( U V W : 0? (1 (2 (3 (F : 3A=! / 5 (5 assuming * The series 6 is initialized by that -C! LFHGQ * the series 6 is initialized by?ts emark 31 The problem ( is well posed since is - Ỳ! ie elliptic The problem (5 is also well posed thanks to corollary 1: indeed the couple! :! ( is the decomposition of in 5 where is the orthogonal projection of onto emark 32 Note that since no weak continuity through the subdomains interfaces is enforced on the projection problem (5 reduces to a series of completely independent problems that can be solved in parallel emark33 n practice the projected velocity is eliminated from the algorithm as follows (see [8 A eplace in ( by its definition which is given by (5 at the -th time step note that as already mentioned n (5 is eliminated? by applying to the first equation by noting that is an extension of? The algorithm which is implemented A reads for 9! P??! : P (6 emark 3 Higher accuracy in time can be obtained if we replace the two-level backward uler step of first order by a backward three-level uler step of second order as follows 0 =! 3? (8 U V W 0! =! 7 Ỳ (9 f course the algorithm can be implemented in a more convenient form by eliminating the end-of-step velocity as follows:! Ỳ? =! 3? :! d (7 5 (10 (11 t can be shown that for a fixed mesh size this algorithm yields second order accuracy in time in the natural norms defined below 33 Stability convergence analysis The projection algorithm introduced above is stable in the following sense:!!# &8 ( S 2 &! 7! c (12 Section Title 3 A Ben Abdallah -L Guermond

4 U where 7! c is a function of the data of the problem The fact that the projection step is parallel is paid by the fact that the discrete gradient operator is not optimally stable indeed if we denote by an interpolation operator on we only have Xcb -! 7 b &! _ b (13 1 This default of stability yields a conditional convergencerate indeed we have been able to a &( ( S! Ỳ!! _ 7! 3 2 (1 c5 Hence we have convergence provided with D: Actually we have convergence of order if dd Figure 2 Display of the sixteen subdomains together with their mesh Figure 1 Display of the four subdomains together with their unstructured mesh NUMCAL TSTS AND DSCUSSNS 1 Spatial discretization solution of linear systems The fractional-step method described in the previous section has been implemented using -iso- finite element meshes n each subdomain a Delaunay grid is generated The finer mesh -iso- is then obtained from the coarse one by splitting each coarse triangle into four equal small triangles introducing the mid-side nodes on all sides of the coarse mesh The integration over the triangles is performed by means of numerical quadrature using a three-point Gauss formula This assures the exact evaluation of all scalar products including those which involve the nonlinear convection term The values of the acobian determinant of the weighting function derivatives at Gauss points of all elements are evaluated once an for all at the beginning of the calculation stored in arrays for subsequent use The projection algorithm requires to solve sparse linear systems of algebraic equations for >D both the velocity the pres- To obtain the sure in each subdomain velocity components we have to solve a saddle-point problem V W 5 where is the mortar elements matrix is a bloc diagonal matrix each bloc is factorised locally on each subdomain by means of Cholesky algorithm The hole system is solved by means of conjugate gradient applied to the equation (2 The Poisson-like pressure problem require to solve systems (1 Section Title A Ben Abdallah -L Guermond

5 : of type means of a conjugate gradient preconditioned by where is a mass matrix This system is solved iteratively by where is the lumped mass matrix ( STKS Problem rrors on the velocity U 2 mplementation The code is written in FTAN 90 uses the MP message passing library t is run on a CAY-T3D which has 128 Dec Alpha processors ach processor can deliver but still now because of hardware implementation (mutilated memory caches hardly of the peak can be used (recall that T3D is an experimental machine hopefully these problems will be solved with the T3 3 Test problems n order to illustrate the second order algorithm described above(10-(11 we provide convergence tests on a test problem We consider the following exact solution on the square! 3 0 >! We have chosen linear functions in space to avoid spending much time on error calculation The domain is divided into sixteen subdomains as shown in figure 2 Fore sake of simplicity we used structured grid on subdomains We solve the time-dependent Stokes problem on the time interval with a source term corresponding to our chosen solution n figure 3 we have reported the errors on the velocity in the norms! (F G &!! (FHG! as functions of the time step for different global mesh sizes As expected we observe a second order slope for moderate but we can see that the estimation constant seems to be dependent of in the rate of This result is : not surprising since we have proven convergence of order! _ for the first order scheme (6-(7 hence convergence in time of order for (10-(11 seems reasonable (but has yet to be proven! (FHG &! ( is re- The error on pressure in the norm of ported as a function of in figure The same second order slope mesh size dependency as that obtained on the velocity are observed on the pressure To illustrate the mesh size influence on the convergence we have reported in figure 5 the errors on both velocity pressure as functions of while is kept equal to 7 _ We note a second order slope on the velocity in the norm! LFHG &! ( First order slope is obtained in the! (FHG! ( norm (practically 5 : we obtained better than first order for the term in is still dominant The same observations can be made for the pressure rrors on U rrors on p Figure 3!# 5 Figure S 5 ( norm : l ( 0T L 2 (Ω d h = 1/256 norm : l 2 ( 0T H 1 (Ω d h = 1/256 norm : l ( 0T L 2 (Ω d h = 1/128 norm : l 2 ( 0T H 1 (Ω d h = 1/128 norm : l ( 0T L 2 (Ω d h = 1/6 norm : l 2 ( 0T H 1 (Ω d h = 1/ !! & (* +6- δt B239! STKS Problem rrors on the pressure p B23 &/10 versus 5 norm : l 2 ( 0T L 2 (Ω h = 1/256 norm : l 2 ( 0T L 2 (Ω h = 1/128 norm : l 2 ( 0T L 2 (Ω h = 1/ S +6 :/(* δt B2 9! _ &/10 versus 5 Section Title 5 A Ben Abdallah -L Guermond

6 :! # 10 0 STKS Problem ( δt = c h 3/2 c=08192 instance [7 The efficiency rate has not been calculated since the problem is too big to be solved on one single processor ( rrors 10 1 Table 1 Time inventory for one time step iteration Prediction Projection step step! # h velocity l ( 0T L 2 (Ω d velocity l 2 ( 0T H 1 (Ω d pressure l 2 ( 0T L 2 (Ω : & in seconds : (+* : (* : elapse time in seconds 5 S Figure 5!# 5 S +6 :/( Speed-Up (*!! & (* + - B 2 9! _ &/ B23 &/10 B2 3 9! versus with 5 _ The numerical tests reported in this section were performed with different numbers of processors for a global mesh size 7 : ( nodes with n table 1 we can see for different numbers of processors the elapse time F for one time step iteration the mono-processor equivalent time F the elapse time the number of Conjugate Gradient iterations (resp the time the number of Preconditioned Conjugate Gradient iterations for one prediction (resp projection step At first sight we can notice that the algorithm has almost the right speed-up (from to we have a global speed-up of But if we look at the projection step we notice better results recall that this step amounts to solve a Poisson problem f we look at the prediction step where the communications between processors occur the speed-up between (resp is about (resp Actually if we consider the speed-up for one CG iteration of the prediction step we obtain (resp There are two reasons for this First in the prediction step the linear system is solved by means of a Conjugate Gradient algorithm which is not preconditioned As a result the total number of iterations that is needed to reach : convergence is dependent of both the problem size (the condition number of depends on The second reason is that the cost of one CG iteration is not of order but rather between (we use sparse matrix techniques see for ACKNWLDGMNTS The authors are grateful to Y Achdou Y Maday Pironneau for helpful discussions remarks that improved the content of this paper The present work has been supported by ASC (Applications Scientifiques du Calcul ntensif UP- CNS 9029 rsay The computing resource has been provided by DS We would like to thank all of the members of the DS parallel computing team for their support We are especially grateful for Chergui s tireless assistance for the CAY/T3D parallel programming FNCS [1 C Bernardi Y Maday Coupling spectral finite element methods for the Poisson equation: a review in the proceedings of the seventh nternational Conference on Finite lements in Fluids T Chung G Karr editors UAH Press Huntsville 1989 [2 C Bernardi Y Maday A Patera A new non-conforming approach to domain decomposition: the mortar element technique in the proceedings of the seventh nternational Conference on Finite lements in Fluids T Chung G Karr editors UAH Press Huntsville [3 F Brezzi n the existence uniqueness approximation of saddle-point problems arising from Lagrangian multipliers A [ A Chorin Numerical solution of the Navier Stokes equations Math Comp [5 A Chorin n the convergenceof discrete approximations to the Navier Stokes equations Math Comp [6 V Girault P-A aviart Finite lement Methods for Navier Stokes quations Springer Series in Computational Mathematics 5 Springer-Verlag 1986 [7 A George W-H Liu Computer Solution of Large Sparse Positive Definite Systems Prentice-Hall nglewood Cliffs N 1981 [8 -L Guermond Some practical implementation of projection methods for Navier Stokes equations - LMS report 9-07 Modél Math Anal Numer ( Section Title 6 A Ben Abdallah -L Guermond

7 [9 -L Guermond Sur l approximation des équations de Navier Stokes instationnaires par une méthode de projection C Acad Sc Paris Série [10 -L Guermond L Quartapelle n the approximation of the unsteady Navier Stokes equations by finite element projection methods LMS report 95-1 submitted to Numer Math [11 Pironneau Méthode des ĺéments finis pour les fluides MA 7 Masson 1988 [12 L Quartapelle Numerical Solution of the ncompressible Navier Stokes quations SNM 113 Birkhäuser Basel 1993 [13 Temam Navier Stokes quations Studies in Mathematics its Applications 2 North-Holl 1977 [1 Temam Une méthode d approximation de la solution des équationsde Navier Stokes Bull Soc Math France Section Title 7 A Ben Abdallah -L Guermond

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