Parabolic equations in time–dependent domains
1.2 ALE finite element formulation
1.2.3 Remark on notation
Notation can become quite messy and confusing for the fully discretized ALE weak for-mulations. Indeed, the notation has to capture both the discretizetion in space with FEM and the discretization in time with (usually) some variation of finite difference method.
Furthermore, the evolution of the domain has to be discretized as well, consequently making differential operators operating with respect to certain configuration. Finally, any discretized expression takes place on domain at a certain time instant. For example, it has already been stated that any expression with the hat operator takes place on the reference configuration.
The domain discretization
Discretization in space of domain Ω is indicated with index h, i.e. Ωh. Ωh = Ωh(t) is continuous function of time t. Time interval [0, T ] is partitioned in finite number of segments, 0 = t0 < t1 < · · · < tN = T ,
[0, T ] =
N
[
n=1
[tn, tn−1].
At certain time, say at t = tn∈ [0, T ], domain and its discrete counterpart are denoted by
Ω(tn) = Ωnand Ωh(tn) = Ωnh.
Ωn+1/2h = Ωh(tn+1/2) denotes the discrete domain at time tn+1/2 = 12(tn+ tn+1). Trian-gulation of Ωnh is denoted by Tnh and triangulation of bΩhis denoted by bTh.
The discrete functions notation
In general, if there is an index h attached to any scalar, vector or tensor field, it denotes that it is taken from some finite element space. All finite element spaces are indicated
doi:10.6342/NTU202003676 with index h. For example,
u ∈ H1(Ω) and unh ∈ Vh(Tnh), Tnh = Th(Ωnh),
where Vh(Tnh) ⊂ H1(Ωnh) is an ambient finite element space. Superscript n denotes that discrete function unh is evaluated at time tn. It is clear that unh is defined on Ωnh from the context. In case the test or basis functions are dealt with, usually denoted with small Greek letters, superscript is omitted. Reason for this is that test functions are time independent (in sense of ALE time derivative, see also Section 1.1.4) and they can only appear in the context of specific configurations. For example, in expression
Z
Ωn+1h
ψhun+1h dx − Z
Ωnh
ψhunhdx , ψh ∈ Vh,
it is clear that ψh ∈ Vh(Tn+1h ) in the first integral and ψh ∈ Vh(Tnh) in the second integral. Thus, unless there is a possible ambiguity, the indication of triangulation finite element space is built over is dropped and it is always clear from the context whether Vh = Vh(Tnh) or Vh = Vh(Tn+1h ).
Discrete counterparts of functions defined on QT carry a superscript to indicate at which time they are evaluated, i.e.
unh = uh(tn), and unh is defined on Ωnh.
It is often the case that a field unh defined on Ωnh is needed in context of Ωn+1h (during the discretization step) or bΩh. In this case, unh has to be composed with the ALE map at the appropriate time instance.
The discrete ALE map and related fields
Discrete ALE map, its Jacobian and gradient (and any other ALE related field), are in-dexed by two indices: h denoting that field is taken from finite element space, and n
denoting that field is evaluated at time tn ∈ [0, T ]. For example,
Abh,n∈ Ah( bTh) evaluated at t = tn,
Jbh,n defined on bΩh and evaluated at t = tn, Fbh,n defined on bΩh and evaluated at t = tn, Fbh,n defined on bΩh and evaluated at t = tn.
Return now to the function unh which is for discretization purposes needed on Ωn+1h . Then
unh◦ bAh,n◦ bA-1h,n+1 defined on Ωn+1h ,
so it is introduced
A[n+1 ,n]h = bAh,n◦ bA-1h,n+1
and
unh,n+1 = unh ◦ A[n+1 ,n]h .
In previous equations, it is also allowed (unh)[n+1,n] for consistency. For any field time indicator in subscript denotes the domain field is defined on, i.e. composition with appro-priate ALE maps. If there is no time indicator in subscript, it means it is equal to time indicator in superscript. The ”hat” operator over rules any compositions one might have in mind and simply means field is defined on reference domain. For example
un+1h = un+1h,n+1is defined on Ωn+1h and evaluated at t = tn+1, ubn+1h is defined on bΩh and evaluated at t = tn+1.
Although this notation might seem unnecessary complex and confusing at first, it equips us with an elegant and, more importantly, an unambiguous way of providing all of the
doi:10.6342/NTU202003676 necessary information on certain field using only few indices.
Semi–discrete fields
As mentioned above, subscript h denotes the space discretization. In case there is no sub-script h for certain expression, it means discretization in space hasn’t been performed. In case there is only subscript h and no subscript or superscript indicating time discretization, it means discretization is only performed in space and not performed in time variable. For example
uh = uh(t) ≡ field u is discretized in space but continuous in time
Ωn+1≡ the domain is evaluated at time t = tn+1 and not discretized in space
1.2.4 Example
In the following concrete example, conservative/non–conservative terminology is illus-trated and the strength of the conservative formulations is emphasized.
Consider the following diffusion (or heat) equation:
∂tu − ∆u = 0 in QT
∇u · n = 0 on ∂Ω, t ∈ (0, T ) u(0) = u0 in Ω0.
(1.56)
Assume that the domain motion is a priori prescribed, i.e. the domain velocity is known and let it be defined by
w = sin 2πt
y cos πx
1
2y2π sin πx
, in QT. (1.57)
Note that div w = 0 in QT. Furthermore, let bΩ = Ω0 where
Indeed, integrating the equation (1.56)1over Ω, performing the integration by parts on the diffusion term, and extracting the time derivative in front of the integral sign, it is obtained
0 =
where the no–flux Neumann boundary condition have been employed.
In its ALE–non–conservative form the equation (1.56) reads:
∂
From equation (1.59) the following non–conservative, weak formulation is obtained:
find u : QT → R such that ∀ψ ∈ H1(Ω) during the process of integration by parts. Extracting the temporal partial derivative in
doi:10.6342/NTU202003676 (1.60) in front of the integral sign, conservative weak formulation is obtained:
find u : QT → R such that ∀ψ ∈ H1(Ω)
where Neumann boundary condition is modified in order to fit the conservative weak formulation,
[u w +∇u] · n = 0 on ∂Ω, t ∈ (0, T ).
See also Remark 1 and discussion at the end of Section 1.1.5. Term ψ div(u w) in weak formulation (1.61) can be rewritten in two different ways in order to make FEM imple-mentation feasible:
Employing the first expansion, boundary integral in (1.61) will vanish.
To make a transition from weak formulations (1.60) and (1.61) to FEM formula-tions, geometry has to be discretized and function spaces replaced with their finite–
dimensional polynomial subspaces. First, the domain Ω (circle) is replaced by its polyg-onal counterpart, Ω 7→ Ωh. Then a triangulation on Ωh is established, Ωh 7→ Th. Fi-nally, a function space Vh(Th) ⊂ H1(Ωh) is chosen. For this example, the simulations are performed for the choices Vh(Th) = P1(Th) and Vh(Th) = P2(Th). The most simple time–discretization scheme is chosen for the discretization of temporal deriva-tives, namely, implicit Euler method which is first order accurate and unconditionally stable (at least for fixed mesh problems). The interval [0, T ] is uniformly partitioned, 0 = t0 < t1 < · · · < tN = T , with ∆t = tn+1− tn.
Then, the following FEM formulations are obtained.
• FEM formulation of non–conservative weak formulation (1.60) reads: for given
unh ∈ Vh(Tnh) find un+1h ∈ Vh(Tn+1h ) such that ∀ψh ∈ Vh(Tn+1h )
• FEM formulation of non–conservative weak formulation (1.60) employing the method of characteristics for temporal derivative, reads: for given unh ∈ Vh(Tnh) find un+1h ∈ Vh(Tn+1h ) such that ∀ψh ∈ Vh(Tn+1h )
• FEM formulation of conservative weak formulation (1.61) employing (1.62)1 for the ALE term expansion reads: for given unh ∈ Vh(Tnh) find un+1h ∈ Vh(Tn+1h )
• FEM formulation of conservative weak formulation (1.61) employing (1.62)2 for the ALE term expansion reads: for given unh ∈ Vh(Tnh) find un+1h ∈ Vh(Tn+1h )
doi:10.6342/NTU202003676
The essential difference between (implicit Euler scheme) discretized conservative and non–conservative weak formulations is the domain over which integration is performed.
In FEM formulations (1.63) and (1.64) integration is performed only over Ωn+1h despite the fact that unh appears in the formulations, which is a function defined on Ωnh. On the other hand, in FEM formulations (1.65) and (1.66), three different domains appear, namely Ωnh, Ωn+1/2h and Ωn+1h . Setting aside for the moment the integral over Ωn+1/2h , it can be noted that the functions are integrated over the domains they are defined on. The integration of terms involving the mesh velocity whis performed over Ωn+1/2h in order not to violate the space conservation law. This issue is dealt with in detail in Chapter 3 and it is characteristic for the conservative weak formulations. Thus, at first glance, it seems that all four discretizations should produce a physically reasonable solution. Specially, the conservation property (1.58) is expected to hold on the discrete level, at least up to some extent.
Figure 1.4 shows the gain/loss of volume arising from the mesh movement. It can be seen that volume is preserved up to the order of 10−3. Since velocity is divergence free, clearly part of the error is coming from the artificial source term due to incorrect mesh movement. However, the volume error is relatively small and one should still expect similar solutions for the both FEM formulations. In Figure 1.5 variation of u is shown during the simulation. As proved above, analytical variation is zero at all times. However, Figure 1.5 clearly illustrates the superiority of conservative formulations in this regard.
While conservative formulations produce solution uh with the variation up to order of
Figure 1.4: The domain volume gain and loss during the simulation due to mesh move-ment.
(a) Variation of uh employing the conservative FEM formulation (1.65).
(b) Variation of uh employing the conservative FEM formulation (1.66).
(c) Variation of uh employing the conservative FEM formulation (1.63).
(d) Variation of uh employing the conservative FEM formulation (1.64).
Figure 1.5: Variation of u over time for various FEM formulations. Finite element space is chosen as V = P1. f (t) =R
Ωu dx denotes the variation of u over Ω at time t.
10−14, non–conservative formulations produce solution uh with the variation up to the order of only 10−3.