From 4af263207f46e91951d3109c11097f79f28bc4eb Mon Sep 17 00:00:00 2001
From: blaisb Introduction
-Non-matching grid simulations through a massively parallel and distributed Nitsche method
+Massively parallel non-matching grid simulations of fluid motion
In this tutorial we consider the case of two domains, $\Omega$ in
$R^{\text{spacedim}}$ and $\Gamma$ in $R^{\text{dim}}$. The domain $\Gamma$ is
-embedded in $\Omega$ ($\Gamma \subseteq \Omega$) and is not-matching. We want to solve a partial
-differential equation on $\Omega$, enforcing some conditions on the solution of
-the problem on the embedded domain $\Gamma$ using the Nitsche method.
-
-The technique we describe here is presented in the literature using one of many names:
-the immersed finite element method and the fictitious boundary method among others. The main principle is
-that the discretization of the two grids and of the two finite element spaces
-are kept completely independent. In the present tutorial, this approach is used to solve for the motion of a
-viscous fluid, described by the Stokes equation, that is agitated by a rigid (non-deformable) impeller.
- Thus, the equations solved in $\Omega$ are the Stokes equations for a creeping
+embedded in $\Omega$ ($\Gamma \subseteq \Omega$) and is not-matching. We want to
+solve a partial differential equation on $\Omega$, enforcing some conditions
+on the solution of the problem on the embedded domain $\Gamma$.
+
+The technique we describe here is presented in the literature using one of many
+names: the immersed finite element method and the fictitious boundary
+method among others. The main principle is that the discretization of the
+two grids are kept completely independent. In the present tutorial, this approach is used to solve for the motion of a
+viscous fluid, described by the Stokes equation, that is agitated by a rigid non-deformable impeller.
+Thus, the equations solved in $\Omega$ are the Stokes equations for a creeping
flow (i.e. a flow where $\text{Re}\rightarrow 0$) and a no-slip boundary
-condition is applied on the moving *embedded domain* associated with
-the impeller : $\Gamma$. However, this tutorial could be readily extended
+condition is applied on the moving *embedded domain* $\Gamma$ associated with
+the impeller. However, this tutorial could be readily extended
to other equations (e.g. the Navier-Stokes equations, linear elasticity equation, etc.). It can
can be seen as a natural extension of step-60 that enables the solution
of large problems using distributed parallel computing architecture via MPI.
+However, countrary to step-60, the Dirichlet boundary conditions on $\Gamma$
+are imposed weakly instead of through the use of Lagrange multipliers.
There are two interesting scenarios that occur when one wants to enforce
conditions on the embedded domain $\Gamma$:
- the geometrical dimension `dim` of the embedded domain $\Gamma$ is the same of
the domain $\Omega$ (`spacedim`), that is, the spacedim-dimensional measure of
-$\Gamma$ is not zero, or
+$\Gamma$ is not zero. In this case, the imposition of the Dirichlet boundary
+boundary condition on $\Gamma$ is done through a volumetric penalization. If the
+applied penalization only depends on the velocity, this is often referred
+to as $\mathcal{L}^2$ penalization whereas if the penalization depends
+on both the velocity and its gradient, it is an $\mathcal{H}^1$ penalization.
+The case of the $\mathcal{L}^2$ penalization is very similar to a Darcy-type
+of approach. Both $\mathcal{L}^2$ an $\mathcal{H}^1$ penalizations have been analyzed
+extensively (ex: see Angot 1999).
- the embedded domain $\Gamma$ has an intrinsic dimension `dim` which is smaller
than that of $\Omega$ (`spacedim`), thus its spacedim-dimensional measure is
zero; for example it is a curve embedded in a two dimensional domain, or a
-surface embedded in a three-dimensional domain.
+surface embedded in a three-dimensional domain. In this case, the boundary
+condition is imposed weekly on $\Gamma$ by applying Nitsche method (see Freund, 1995).
+
+Both approaches have very similar requirement and results in highly
+similar formulations.
In this tutorial program we are not interested in further details on $\Gamma$: we
assume that the dimension of the
@@ -64,9 +77,9 @@ We are looking for a velocity field
$\mathbf{u}$ and a pressure field $p$ that satisfies the Stokes equations
on $\Omega$ and homogeneous boundary conditions on $\partial\Omega$.
Additionally, the velocity field is subject to the condition
- $\mathbf{u} = \mathbf{g}$ on $\Gamma$ that is imposed weakly using
-Nitsche method. The application of Nitsche's method will be discussed
-furthermore once the variational formulation has been introduced.
+ $\mathbf{u} = \mathbf{g}$ on $\Gamma$ that is imposed weakly.
+ The application of penalization or of Nitsche's method will be discussed
+ once the variational formulation has been introduced.
The weak form of the Stokes equations is obtained by first writing it in vector form as
@@ -110,8 +123,18 @@ where $(\cdot, \cdot)_{\Omega}$ represents the $L^2$ scalar product.
This variational formulation does not take into account the embedded domain. Contrarily
to step-60, we do not enforce strongly the constraints of $\textbf{u}$ on $\Gamma$,
-but enforce them weakly through Nitsche's method. This is achieved by using the
-following modified formulation :
+but enforce them weakly.
+
+The analysis of this weak imposition of the boundary condition depends on the spacedim-dimensional measure
+of $\Gamma$. We discuss both scenario.
+
+Zero Spacedim-dimensional measure of $\Gamma$ (dim=spacedim-1)
+
+
+In this case, $\Gamma$ is a curve embedded in a two-dimensional domain
+or a surface in a three-dimensional domain. The weak imposition of the Dirichlet
+boundary condition on $\Gamma$ is done through Nitsche method. This is achieved by using the following modified formulation :
+
@f{eqnarray*}{
(\nabla \textbf{v}, \nabla \textbf{u})_{\Omega} + (\nabla \cdot \textbf{v}, p)_{\Omega}
@@ -120,7 +143,8 @@ following modified formulation :
+ \beta (\textbf{v},\textbf{g})_{\Gamma}
@f}
-It can be shown (see Freund, 1995) that there exist a positive constant
+The integrals over $\Gamma$ are face integrals. It can be shown (see Freund, 1995)
+that there exist a positive constant
$C_1$ so that if $\beta > C_1$, the weak imposition of the boundary will
be consistent and stable. We note that the additional terms on the left-hand
and right-hand side are equal since $\textbf{u}=\textbf{g}\text{ in } \Gamma$.
@@ -141,7 +165,9 @@ We note that an alternative formulation can be used :
+ \beta (\textbf{v},\textbf{g})_{\Gamma}
@f}
-in which case the stability and consistency condition becomes $\beta > 0$.
+in which case the stability and consistency condition becomes $\beta > 0$. In general,
+the value of $\beta$ is chosen such that $\beta = C h^{-1} $ with $h$ a measure of
+size of the face being integrated and $C$ a constant such that $1 \leq C \leq 10$.
In step-60, the imposition of the constraint in the strong form
required the addition of new variables in the form of the Lagrange multipliers.
@@ -154,81 +180,73 @@ step-60, we still need to integrate over the non-matching embedded grid in order
to construct the boundary term necessary to impose the boundary condition
over $\Gamma$.
-Representation of $\Omega$ and $\Gamma$
+Non-zero Spacedim-dimensional measure $\Gamma$ (dim=spacedim)
-In this tutorial, both the embedded grid $\Gamma$ and the embedding
-grid are described using a parallel::distributed::Triangulation. These two
-triangulations can be built from deal.II GridGenerators or by reading a
-mesh file produced with another application (e.g. GMSH). This is slightly
-more general than what has previously done step-60.
-
-The main challenge in the application of the Nitsche method lies in the
-integrals that are computed on $\Gamma$. As usual in finite elements we split this
-integral into contributions from all cells of the triangulation used to
-discretize $\Gamma$, we transform the integral on $K$ to an integral on the
-reference element $\hat K$, where $F_{K}$ is the mapping from $\hat K$ to $K$,
-and compute the integral on $\hat K$ using a quadrature formula. For example:
-
----- Here now ----
-
-
-\f[
-\beta (\textbf{v},\textbf{u})_{\Gamma} = (v_j, q_\alpha)_\Gamma = \sum_{K\in \Gamma} \int_{\hat K}
-\hat{\textbf{u}}(\hat x) (\textbf{v} \circ F_{K}) (\hat x) J_K (\hat x) \mathrm{d} \hat x =
-\sum_{K\in \Gamma} \sum_{i=1}^{n_q} \big(\hat \textbf{u}(\hat x_i) (\textbf{v} \circ F_{K}) (\hat x_i) J_K (\hat x_i) w_i \big)
-\f]
-
-Computing this sum is non-trivial because we have to evaluate $(v_j \circ F_{K})
-(\hat x_i)$. In general, if $\Gamma$ and $\Omega$ are not aligned, the point
-$F_{K}(\hat x_i)$ is completely arbitrary with respect to $\Omega$, and unless
-we figure out a way to interpolate all basis functions of $V_h(\Omega)$ on an
-arbitrary point on $\Omega$, we cannot compute the integral needed for an entry
-of the matrix $C$.
+In this case, $\Gamma$ has the same dimension, but is imbedded into $\Omega$.
+In the case of $\mathcal{L}^2$ penalization, an additional Darcy term is added
+within $\Gamma$ resulting in :
+@f{eqnarray*}{
+(\nabla \textbf{v}, \nabla \textbf{u})_{\Omega} + (\nabla \cdot \textbf{v}, p)_{\Omega}
+ + (q, \nabla \cdot \textbf{u})_{\Omega}
+ + \beta_1 (\textbf{v}},\textbf{u})_{\Gamma} &=&
+ \beta_1 (\textbf{v},\textbf{g})_{\Gamma}
+@f}
+$\mathcal{L}^2$ penalization consists in adding a volumetric term that constrains
+the velocity of the fluid to adhere to the velocity of the rigid body
+within $\Gamma$. In this case, $\beta_1$ must be chosen sufficient high to ensure that
+the Dirichlet boundary condition in $\Gamma$ is sufficiently respected, but not too
+high in order to maintain proper conditioning of the system matrix.
+$\mathcal{H}^1$ penalization is constructed in a similar manner, with the addition
+of a viscous component to the penalization that dampens the velocity gradient
+within $\Gamma$:
-The Lagrange multiplier $\lambda$ and the user supplied function $g$ are
-defined through another finite dimensional space `embedded_dh`, and through
-another FiniteElement `embedded_fe`, using the same reference domain. In
-order to take into account the deformation of the domain, either a MappingFEField
-or a MappingQEulerian object are initialized with the `embedded_configuration`
-vector.
+@f{eqnarray*}{
+(\nabla \textbf{v}, \nabla \textbf{u})_{\Omega} + (\nabla \cdot \textbf{v}, p)_{\Omega}
+ + (q, \nabla \cdot \textbf{u})_{\Omega}
+ + \beta_1 (\textbf{v}},\textbf{u})_{\Gamma}
+ - \beta_2 (\nabla\textbf{v},\nabla \textbf{u})_{\Gamma}
+ &=&
+ \beta_1 (\textbf{v},\textbf{g})_{\Gamma}
+@f}
-In the embedding space, a standard finite dimensional space `space_dh` is
-constructed on the embedding grid `space_grid`, using the
-FiniteElement `space_fe`, following almost verbatim the approach taken in step-6.
-We represent the discretizations of the spaces $V$ and $Q$ with
-\f[
-V_h(\Omega) = \text{span} \{v_i\}_{i=1}^n
-\f]
-and
-\f[
-Q_h(\Gamma) = \text{span} \{q_i\}_{i=1}^m
-\f]
-respectively, where $n$ is the dimension of `space_dh`, and $m$
-the dimension of `embedded_dh`.
+Representation of $\Omega$ and $\Gamma$
-In particular, the integral that appears in the computation of a single entry of
-$C$, is computed on $\Gamma$. As usual in finite elements we split this
-integral into contributions from all cells of the triangulation used to
+In this tutorial, both the embedded grid $\Gamma$ and the embedding
+grid are described using a parallel::distributed::Triangulation. These two
+triangulations can be built from deal.II GridGenerators namespace or by reading a
+mesh file produced with another application (e.g. GMSH). This is slightly
+more general than what has previously done in step-60.
+
+As we have seen, the addition of the immersed boundary method, whether
+it is in the dim=spacedim or dim