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Pure Convection : The Rotating Hill#

Summary:#

Here we will present two methods for upwinding for the simplest convection problem. We will learn about Characteristics-Galerkin and Discontinuous-Galerkin Finite Element Methods.

Let \Omega be the unit disk centered at (0,0); consider the rotation vector field

\mathbf{u} = [u1,u2], \qquad u_1 = y,\quad u_2 = -x

Pure convection by \mathbf{u} is

\begin{eqnarray} \p_t c + \mathbf{u}.\nabla c &= 0 &\hbox{ in } \Omega\times(0,T)\\ c (t=0) &= c ^0 &\hbox{ in } \Omega. \end{eqnarray}

The exact solution c(x_t,t) at time t en point x_t is given by

c(x_t,t)=c^0(x,0)

where x_t is the particle path in the flow starting at point x at time 0. So x_t are solutions of

\dot{x_t} = u(x_t), \quad\ x_{t=0} =x , \quad\mbox{where}\quad \dot{x_t} = \frac{\d ( t \mapsto x_t)}{\d t}

The ODE are reversible and we want the solution at point x at time t ( not at point x_t) the initial point is x_{-t}, and we have

The game consists in solving the equation until T=2\pi, that is for a full revolution and to compare the final solution with the initial one; they should be equal.

Solution by a Characteristics-Galerkin Method#

In FreeFem++ there is an operator called convect([u1,u2], dt, c) which compute c\circ X with X is the convect field defined by X(x)= x_{dt} and where x_\tau is particule path in the steady state velocity field \mathbf{u}=[u1,u2] starting at point x at time \tau=0, so x_\tau is solution of the following ODE:

\dot{x}_\tau = u(x_\tau), \mathbf{x}_{\tau=0}=x.

When \mathbf{u} is piecewise constant; this is possible because x_\tau is then a polygonal curve which can be computed exactly and the solution exists always when \mathbf{u} is divergence free; convect returns c(x_{df})=C\circ X.

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// Parameters
real dt = 0.17;

// Mesh
border C(t=0., 2.*pi) {x=cos(t); y=sin(t);};
mesh Th = buildmesh(C(100));

// Fespace
fespace Uh(Th, P1);
Uh cold, c = exp(-10*((x-0.3)^2 +(y-0.3)^2));
Uh u1 = y, u2 = -x;

// Time loop
real t = 0;
for (int m = 0; m < 2.*pi/dt; m++){
    t += dt;
    cold = c;
    c = convect([u1, u2], -dt, cold);
    plot(c, cmm=" t="+t +", min="+c[].min+", max="+c[].max);
}

Info

3D plots can be done by adding the qualifyer dim=3 to the plot instruction.

The method is very powerful but has two limitations:

  • a/ it is not conservative
  • b/ it may diverge in rare cases when |\mathbf{u}| is too small due to quadrature error.

Solution by Discontinuous-Galerkin FEM#

Discontinuous Galerkin methods take advantage of the discontinuities of c at the edges to build upwinding. There are may formulations possible. We shall implement here the so-called dual-P_1^{DC} formulation (see Ern):

\int_\Omega(\frac{c^{n+1}-c^n}{\delta t} +u\cdot\n c)w +\int_E(\alpha|n\cdot u|-\frac 12 n\cdot u)[c]w =\int_{E_\Gamma^-}|n\cdot u| cw~~~\forall w

where E is the set of inner edges and E_\Gamma^- is the set of boundary edges where u\cdot n<0 (in our case there is no such edges). Finally [c] is the jump of c across an edge with the convention that c^+ refers to the value on the right of the oriented edge.

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// Parameters
real al=0.5;
real dt = 0.05;

// Mesh
border C(t=0., 2.*pi) {x=cos(t); y=sin(t);};
mesh Th = buildmesh(C(100));

// Fespace
fespace Vh(Th,P1dc);
Vh w, ccold, v1 = y, v2 = -x, cc = exp(-10*((x-0.3)^2 +(y-0.3)^2));

// Macro
macro n() (N.x*v1 + N.y*v2) // Macro without parameter

// Problem
problem Adual(cc, w)
    = int2d(Th)(
          (cc/dt+(v1*dx(cc)+v2*dy(cc)))*w
    )
    + intalledges(Th)(
          (1-nTonEdge)*w*(al*abs(n)-n/2)*jump(cc)
    )
    - int2d(Th)(
          ccold*w/dt
    )
    ;

// Time iterations
for (real t = 0.; t < 2.*pi; t += dt){
    ccold = cc;
    Adual;
    plot(cc, fill=1, cmm="t="+t+", min="+cc[].min+", max="+ cc[].max);
}

// Plot
real [int] viso = [-0.2, -0.1, 0., 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1., 1.1];
plot(cc, wait=1, fill=1, ps="ConvectCG.eps", viso=viso);
plot(cc, wait=1, fill=1, ps="ConvectDG.eps", viso=viso);

Note

New keywords: intalledges to integrate on all edges of all triangles

\begin{equation} \mathtt{intalledges}(\mathtt{Th}) \equiv \sum_{T\in\mathtt{Th}}\int_{\p T } \end{equation}

(so all internal edges are see two times), nTonEdge which is one if the triangle has a boundary edge and two otherwise, jump to implement [c].

Results of both methods are shown on figure 1 with identical levels for the level line; this is done with the plot-modifier viso.

Notice also the macro where the parameter \mathbf{u} is not used (but the syntax needs one) and which ends with a //; it simply replaces the name n by (N.x*v1+N.y*v2). As easily guessed N.x,N.y is the normal to the edge.

Fig. 1: The rotated hill after one revolution with Characteristics-Galerkin and with Discontinuous P_1 Galerkin FEM.
Convect CG convectDG

Now if you think that DG is too slow try this :

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// Parameters
real al=0.5;
real dt = 0.05;

// Mesh
border C(t=0., 2.*pi) {x=cos(t); y=sin(t);};
mesh Th = buildmesh(C(100));

// Fespace
fespace Vh(Th,P1dc);
Vh w, ccold, v1 = y, v2 = -x, cc = exp(-10*((x-0.3)^2 +(y-0.3)^2));
Vh rhs=0;

// Macro
macro n() (N.x*v1 + N.y*v2) // Macro without parameter

// Problem
real t = 0.;

varf vAdual (cc, w)
    = int2d(Th)(
          (cc/dt+(v1*dx(cc)+v2*dy(cc)))*w
    )
    + intalledges(Th)(
          (1-nTonEdge)*w*(al*abs(n)-n/2)*jump(cc)
    )
    ;

varf vBdual (cc, w)
    = - int2d(Th)(
          ccold*w/dt
    )
    ;

matrix AA = vAdual(Vh, Vh);
matrix BB = vBdual(Vh, Vh);
set (AA, init=t, solver=sparsesolver);

// Time iterations
for (t = 0.; t < 2.*pi; t += dt){
    ccold = cc;
    rhs[] = BB * ccold[];
    cc[] = AA^-1 * rhs[];
    plot(cc, fill=1, cmm="t="+t+", min="+cc[].min+", max="+ cc[].max);
}

Notice the new keyword set to specify a solver in this framework; the modifier init is used to tell the solver that the matrix has not changed (init=true), and the name parameter are the same that in problem definition (see Problem)

Finite Volume Methods can also be handled with FreeFem++ but it requires programming.#

For instance the P_0-P_1 Finite Volume Method of Dervieux et al associates to each P_0 function c^1 a P_0 function c^0 with constant value around each vertex q^i equal to c^1(q^i) on the cell \sigma_i made by all the medians of all triangles having q^i as vertex.

Then upwinding is done by taking left or right values at the median:

\int_{\sigma_i}\frac 1{\delta t}({c^1}^{n+1}-{c^1}^n) + \int_{\p\sigma_i}u\cdot n c^-=0, \forall i

It can be programmed as :

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load "mat_dervieux"; //External module in C++ must be loaded

// Parameters
real dt = 0.025;

// Mesh
border a(t=0., 2.*pi){x=cos(t); y=sin(t);}
mesh th = buildmesh(a(100));

// Fespace
fespace Vh(th,P1);
Vh vh, vold, u1=y, u2=-x;
Vh v=exp(-10*((x-0.3)^2 +(y-0.3)^2)), vWall=0, rhs=0;

// Problem
//qf1pTlump means mass lumping is used
problem FVM(v,vh) = int2d(th,qft=qf1pTlump)(v*vh/dt)
    - int2d(th,qft=qf1pTlump)(vold*vh/dt)
    + int1d(th,a)(((u1*N.x+u2*N.y)<0)*(u1*N.x+u2*N.y)*vWall*vh)
+ rhs[] ;

matrix A;
MatUpWind0(A, th, vold, [u1, u2]);

// Time loop
for (int t = 0; t < 2.*pi ; t += dt){
    vold = v;
    rhs[] = A * vold[];
    FVM;
    plot(v, wait=0);
}

the "mass lumping" parameter forces a quadrature formula with Gauss points at the vertices so as to make the mass matrix diagonal; the linear system solved by a conjugate gradient method for instance will then converge in one or two iterations.

The right hand side rhs is computed by an external C++ function MatUpWind0(...) which is programmed as :

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// Computes matrix a on a triangle for the Dervieux FVM
int fvmP1P0(double q[3][2], // the 3 vertices of a triangle T
    double u[2], // convection velocity on T
    double c[3], // the P1 function on T
    double a[3][3],// output matrix
    double where[3]) // where>0 means we're on the boundary
{
    for (int i = 0; i < 3; i++)
        for(int j = 0; j < 3; j++) a[i][j] = 0;

    for(int i = 0; i < 3; i++){
        int ip = (i+1)%3, ipp = (ip+1)%3;
        double unL = -((q[ip][1] + q[i][1] - 2*q[ipp][1])*u[0]
            - (q[ip][0] + q[i][0] - 2*q[ipp][0])*u[1])/6.;
        if (unL > 0){
            a[i][i] += unL;
            a[ip][i] -=unL;
        }
        else{
            a[i][ip] += unL;
            a[ip][ip] -=unL;
        }
        if (where[i] && where[ip]){ // this is a boundary edge
            unL = ((q[ip][1] - q[i][1])*u[0] - (q[ip][0] - q[i][0])*u[1])/2;
            if (unL > 0){
                a[i][i] += unL;
                a[ip][ip] += unL;
            }
        }
    }
    return 1;
}

It must be inserted into a larger .cpp file, shown in Appendix A, which is the load module linked to FreeFem++.

References#

ERN, A. et GUERMOND, J. L. Discontinuous Galerkin methods for Friedrichs’ symmetric systems. I. General theory. SIAM J. Numer. Anal.