Browsing by Author "Merdon, Christian"
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- ItemAn adaptive multi level Monte-Carlo method with stochastic bounds for quantities of interest in groundwater flow with uncertain data(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Eigel, Martin; Merdon, Christian; Neumann, JohannesThe focus of this work is the introduction of some computable a posteriori error control to the popular multilevel Monte Carlo sampling for PDE with stochastic data. We are especially interested in applications in the geosciences such as groundwater flow with rather rough stochastic fields for the conductive permeability. With a spatial discretisation based on finite elements, a goal functional is defined which encodes the quantity of interest. The devised goal-oriented error estimator enables to determine guaranteed a posteriori error bounds for this quantity. In particular, it allows for the adaptive refinement of the mesh hierarchy used in the multilevel Monte Carlo simulation. In addition to controlling the deterministic error, we also suggest how to treat the stochastic error in probability. Numerical experiments illustrate the performance of the presented adaptive algorithm for a posteriori error control in multilevel Monte Carlo methods. These include a localised goal with problem-adapted meshes and a slit domain example. The latter demonstrates the refinement of regions with low solution regularity based on an inexpensive explicit error estimator in the multilevel algorithm.
- ItemAspects of quaranteed error control in CPDEs(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013) Carstensen, Carsten; Merdon, Christian; Neumann, JohannesWhenever numerical algorithms are employed for a reliable computational forecast, they need to allow for an error control in the final quantity of interest. The discretisation error control is of some particular importance in computational PDEs (CPDEs) where guaranteed upper error bounds (GUB) are of vital relevance. After a quick overview over energy norm error control in second-order elliptic PDEs, this paper focuses on three particular aspects. First, the variational crimes from a nonconforming finite element discretisation and guaranteed error bounds in the discrete norm with improved postprocessing of the GUB. Second, the reliable approximation of the discretisation error on curved boundaries and, finally, the reliable bounds of the error with respect to some goal-functional, namely, the error in the approximation of the directional derivative at a given point
- ItemDivergence-free reconstruction operators for pressure-robust Stokes discretizations with continuous pressure finite elements(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Lederer, Philip L.; Linke, Alexander; Merdon, Christian; Schöberl, JoachimClassical inf-sup stable mixed finite elements for the incompressible (Navier-)Stokes equations are not pressure-robust, i.e., their velocity errors depend on the continuous pressure. However, a modification only in the right hand side of a Stokes discretization is able to reestablish pressure-robustness, as shown recently for several inf-sup stable Stokes elements with discontinuous discrete pressures. In this contribution, this idea is extended to low and high order Taylor-Hood and mini elements, which have continuous discrete pressures. For the modification of the right hand side a velocity reconstruction operator is constructed that maps discretely divergence-free test functions to exactly divergence-free ones. The reconstruction is based on local H (div)-conforming flux equilibration on vertex patches, and fulfills certain orthogonality properties to provide consistency and optimal a-priori error estimates. Numerical examples for the incompressible Stokes and Navier-Stokes equations confirm that the new pressure-robust Taylor-Hood and mini elements converge with optimal order and outperform significantly the classical versions of those elements when the continuous pressure is comparably large.
- ItemDivergence-preserving reconstructions on polygons and a really pressure-robust virtual element method for the Stokes problem(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Frerichs, Derk; Merdon, ChristianNon divergence-free discretisations for the incompressible Stokes problem may suffer from a lack of pressure-robustness characterised by large discretisations errors due to irrotational forces in the momentum balance. This paper argues that also divergence-free virtual element methods (VEM) on polygonal meshes are not really pressure-robust as long as the right-hand side is not discretised in a careful manner. To be able to evaluate the right-hand side for the testfunctions, some explicit interpolation of the virtual testfunctions is needed that can be evaluated pointwise everywhere. The standard discretisation via an L2 -bestapproximation does not preserve the divergence and so destroys the orthogonality between divergence-free testfunctions and possibly eminent gradient forces in the right-hand side. To repair this orthogonality and restore pressure-robustness another divergence-preserving reconstruction is suggested based on Raviart--Thomas approximations on local subtriangulations of the polygons. All findings are proven theoretically and are demonstrated numerically in two dimensions. The construction is also interesting for hybrid high-order methods on polygonal or polyhedral meshes.
- ItemA gradient-robust well-balanced scheme for the compressible isothermal Stokes problem(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Akbas, Mine; Gallouët, Thierry; Gaßmann, Almut; Linke, Alexander; Merdon, ChristianA novel notion for constructing a well-balanced scheme --- a gradient-robust scheme --- is introduced and a showcase application for a steady compressible, isothermal Stokes equations is presented. Gradient-robustness means that arbitrary gradient fields in the momentum balance are well-balanced by the discrete pressure gradient --- if there is enough mass in the system to compensate the force. The scheme is asymptotic-preserving in the sense that it degenerates for low Mach numbers to a recent inf-sup stable and pressure-robust discretization for the incompressible Stokes equations. The convergence of the coupled FEM-FVM scheme for the nonlinear, isothermal Stokes equations is proved by compactness arguments. Numerical examples illustrate the numerical analysis, and show that the novel approach can lead to a dramatically increased accuracy in nearly-hydrostatic low Mach number flows. Numerical examples also suggest that a straight-forward extension to barotropic situations with nonlinear equations of state is feasible.
- ItemGuaranteed energy error estimators for a modified robust Crouzeix-Raviart Stokes element(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Linke, Alexander; Merdon, ChristianThis paper provides guaranteed upper energy error bounds for a modified lowest-order nonconforming Crouzeix-Raviart finite element method for the Stokes equations. The modification from [A. Linke 2014, On the role of the Helmholtz-decomposition in mixed methods for incompressible flows and a new variational crime] is based on the observation that only the divergence-free part of the right-hand side should balance the vector Laplacian. The new method has optimal energy error estimates and can lead to errors that are smaller by several magnitudes, since the estimates are pressure-independent. An efficient a posteriori velocity error estimator for the modified method also should involve only the divergence-free part of the right-hand side. Some designs to approximate the Helmholtz projector are compared and verified by numerical benchmark examples. They show that guaranteed error control for the modified method is possible and almost as sharp as for the unmodified method.
- ItemGuaranteed error control for the pseudostress approximation of the Stokes equations(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Bringmann, Philipp; Carstensen, Carsten; Merdon, ChristianThe pseudostress approximation of the Stokes equations rewrites the stationary Stokes equations with pure (but possibly inhomogeneous) Dirichlet boundary conditions as another (equivalent) mixed scheme based on a stress in H (div) and the velocity in L2. Any standard mixed finite element function space can be utilized for this mixed formulation, e.g. the Raviart-Thomas discretization which is related to the Crouzeix-Raviart nonconforming finite element scheme in the lowest-order case. The effective and guaranteed a posteriori error control for this nonconforming velocity-oriented discretization can be generalized to the error control of some piecewise quadratic velocity approximation that is related to the discrete pseudostress. The analysis allows for local inf-sup constants which can be chosen in a global partition to improve the estimation. Numerical examples provide strong evidence for an effective and guaranteed error control with very small overestimation factors even for domains with large anisotropy.
- ItemGuaranteed upper bounds for the velocity error of pressure-robust Stokes discretisations(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Lederer, Philip Lukas; Merdon, ChristianThis paper improves guaranteed error control for the Stokes problem with a focus on pressure-robustness, i.e. for discretisations that compute a discrete velocity that is independent of the exact pressure. A Prager-Synge type result relates the errors of divergence-free primal and H(div)-conforming dual mixed methods (for the velocity gradient) with an equilibration constraint that needs special care when discretised. To relax the constraints on the primal and dual method, a more general result is derived that enables the use of a recently developed mass conserving mixed stress discretisation to design equilibrated fluxes that yield pressure-independent guaranteed upper bounds for any pressure-robust (but not necessarily divergence-free) primal discretisation. Moreover, a provably efficient local design of the equilibrated fluxes is presented that reduces the numerical costs of the error estimator. All theoretical findings are verified by numerical examples which also show that the efficiency indices of our novel guaranteed upper bounds for the velocity error are close to 1.
- ItemInverse modeling of thin layer flow cells for detection of solubility, transport and reaction coefficients from experimental data(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Fuhrmann, Jürgen; Linke, Alexander; Merdon, Christian; Neumann, Felix; Streckenbach, Timo; Baltruschat, Helmut; Khodayari, MehdiThin layer flow cells are used in electrochemical research as experimental devices which allow to perform investigations of electrocatalytic surface reactions under controlled conditions using reasonably small electrolyte volumes. The paper introduces a general approach to simulate the complete cell using accurate numerical simulation of the coupled flow, transport and reaction processes in a flow cell. The approach is based on a mass conservative coupling of a divergence-free finite element method for fluid flow and a stable finite volume method for mass transport. It allows to perform stable and efficient forward simulations that comply with the physical bounds namely mass conservation and maximum principles for the involved species. In this context, several recent approaches to obtain divergence-free velocities from finite element simulations are discussed. In order to perform parameter identification, the forward simulation method is coupled to standard optimization tools. After an assessment of the inverse modeling approach using known real-istic data, first results of the identification of solubility and transport data for O2 dissolved in organic electrolytes are presented. A plausibility study for a more complex situation with surface reactions concludes the paper and shows possible extensions of the scope of the presented numerical tools.
- ItemLocal equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin FEM(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Eigel, Martin; Merdon, ChristianEquilibration error estimators have been shown to commonly lead to very accurate guaranteed error bounds in the a posteriori error control of finite element methods for second order elliptic equations. Here, we extend previous results by the design of equilibrated fluxes for higher-order finite element methods with nonconstant coefficients and illustrate the favourable performance of different variants of the error estimator within two deterministic benchmark settings. After the introduction of the respective parametric problem with stochastic coefficients and the stochastic Galerkin FEM discretisation, a novel a posteriori error estimator for the stochastic error in the energy norm is devised. The error estimation is based on the stochastic residual and its decomposition into approximation residuals and a truncation error of the stochastic discretisation. Importantly, by using the derived deterministic equilibration techniques for the approximation residuals, the computable error bound is guaranteed for the considered class of problems. An adaptive algorithm allows the simultaneous refinement of the deterministic mesh and the stochastic discretisation in anisotropic Legendre polynomial chaos. Several stochastic benchmark problems illustrate the efficiency of the adaptive process.
- ItemA nonconforming pressure-robust finite element method for the Stokes equations on anisotropic meshes(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Apel, Thomas; Kempf, Volker; Linke, Alexander; Merdon, ChristianMost classical finite element schemes for the (Navier--)Stokes equations are neither pressure-robust, nor are they inf-sup stable on general anisotropic triangulations. A lack of pressure-robustness may lead to large velocity errors, whenever the Stokes momentum balance is dominated by a strong and complicated pressure gradient. It is a consequence of a method, which does not exactly satisfy the divergence constraint. However, inf-sup stable schemes can often be made pressure-robust just by a recent, modified discretization of the exterior forcing term, using H(div)-conforming velocity reconstruction operators. This approach has so far only been analyzed on shape-regular triangulations. The novelty of the present contribution is that the reconstruction approach for the Crouzeix--Raviart method, which has a stable Fortin operator on arbitrary meshes, is combined with results on the interpolation error on anisotropic elements for reconstruction operators of Raviart--Thomas and Brezzi--Douglas--Marini type, generalizing the method to a large class of anisotropic triangulations. Numerical examples confirm the theoretical results in a 2D and a 3D test case.
- ItemOn really locking-free mixed finite element methods for the transient incompressible Stokes equations(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Ahmed, Naveed; Linke, Alexander; Merdon, ChristianInf-sup stable mixed methods for the steady incompressible Stokes equations that relax the divergence constraint are often claimed to deliver locking-free discretizations. However, this relaxation leads to a pressure-dependent contribution in the velocity error, which is proportional to the inverse of the viscosity, thus giving rise to a (different) locking phenomenon. However, a recently proposed modification of the right hand side alone leads to a discretization that is really locking-free, i.e., its velocity error converges with optimal order and is independent of the pressure and the smallness of the viscosity. In this contribution, we extend this approach to the transient incompressible Stokes equations, where besides the right hand side also the velocity time derivative requires an improved space discretization. Semi-discrete and fully-discrete a-priori velocity and pressure error estimates are derived, which show beautiful robustness properties. Two numerical examples illustrate the superior accuracy of pressure-robust space discretizations in the case of small viscosities.
- ItemOn spurious oscillations due to irrotational forces in the Navier-Stokes momentum balance(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Linke, Alexander; Merdon, ChristianThis contribution studies the in uence of the pressure on the velocity error in finite element discretisations of the Navier-Stokes equations. Three simple benchmark problems that are all close to real-world applications convey that the pressure can be comparably large and is not to be underestimated. For widely used finite element methods like the Taylor-Hood finite element method, such relatively large pressures can lead to spurious oscillations and arbitrarily large errors in the velocity, even if the exact velocity is in the ansatz space. Only mixed finite element methods, whose velocity error is pressure-independent, like the Scott-Vogelius finite element method can avoid this influence.
- ItemOn the divergence constraint in mixed finite element methods for incompressible flows(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) John, Volker; Linke, Alexander; Merdon, Christian; Neilan, Michael; Rebholz, Leo G.The divergence constraint of the incompressible Navier-Stokes equations is revisited in the mixed finite element framework. While many stable and convergent mixed elements have been developed throughout the past four decades, most classical methods relax the divergence constraint and only enforce the condition discretely. As a result, these methods introduce a pressure-dependent consistency error which can potentially pollute the computed velocity. These methods are not robust in the sense that a contribution from the right-hand side, which in fluences only the pressure in the continuous equations, impacts both velocity and pressure in the discrete equations. This paper reviews the theory and practical implications of relaxing the divergence constraint. Several approaches for improving the discrete mass balance or even for computing divergence-free solutions will be discussed: grad-div stabilization, higher order mixed methods derived on the basis of an exact de Rham complex, H(div)-conforming finite elements, and mixed methods with an appropriate reconstruction of the test functions. Numerical examples illustrate both the potential effects of using non-robust discretizations and the improvements obtained by utilizing pressure-robust discretizations.
- ItemOptimal L2 velocity error estimate for a modified pressure-robust Crouzeix-Raviart Stokes element(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Linke, Alexander; Merdon, Christian; Wollner, WinnifriedRecently, a novel approach for the robust discretization of the incompressible Stokes equations was proposed that slightly modifies the nonconforming Crouzeix-Raviart element such that its velocity error becomes pressure-independent. The modification results in an O(h) consistency error that allows straightforward proofs for the optimal convergence of the discrete energy norm of the velocity and of the L2 norm of the pressure. However, though the optimal convergence of the velocity in the L2 norm was observed numerically, it appeared to be nontrivial to prove. In this contribution, this gap is closed. Moreover, the dependence of the energy error estimates on the discrete inf-sup constant is traced in detail, which shows that classical error estimates are extremely pessimistic on domains with large aspect ratios. Numer-ical experiments in 2D and 3D illustrate the theoretical findings.
- ItemA pressure-robust discretization of Oseen's equation using stabilization in the vorticity equation(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Ahmed, Naveed; Barrenechea, Gabriel R.; Burman, Erik; Guzmán, Johnny; Linke, Alexander; Merdon, ChristianDiscretization of Navier--Stokes' equations using pressure-robust finite element methods is considered for the high Reynolds number regime. To counter oscillations due to dominating convection we add a stabilization based on a bulk term in the form of a residual-based least squares stabilization of the vorticity equation supplemented by a penalty term on (certain components of) the gradient jump over the elements faces. Since the stabilization is based on the vorticity equation, it is independent of the pressure gradients, which makes it pressure-robust. Thus, we prove pressureindependent error estimates in the linearized case, known as Oseen's problem. In fact, we prove an O(hk+1/2) error estimate in the L2-norm that is known to be the best that can be expected for this type of problem. Numerical examples are provided that, in addition to confirming the theoretical results, show that the present method compares favorably to the classical residual-based SUPG stabilization.
- ItemPressure-robustness and discrete Helmholtz projectors in mixed finite element methods for the incompressible Navier-Stokes equations(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Linke, Alexander; Merdon, ChristianRecently, it was understood how to repair a certain L2-orthogonality of discretely-divergence-free vector fields and gradient fields such that the velocity error of inf-sup stable discretizations for the incompressible Stokes equations becomes pressure-independent. These new pressure-robust Stokes discretizations deliver a small velocity error, whenever the continuous velocity field can be well approximated on a given grid. On the contrary, classical inf-sup stable Stokes discretizations can guarantee a small velocity error only, when both the velocity and the pressure field can be approximated well, simultaneously. In this contribution, pressure-robustness is extended to the time-dependent Navier-Stokes equations. In particular, steady and time-dependent potential flows are shown to build an entire class of benchmarks, where pressure-robust discretizations can outperform classical approaches significantly. Speedups will be explained by a new theoretical concept, the discrete Helmholtz projector of an inf-sup stable discretization. Moreover, different discrete nonlinear convection terms are discussed, and skew-symmetric pressure-robust discretizations are proposed.
- ItemPressure-robustness in the context of optimal control(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2022) Merdon, Christian; Wollner, WinnifriedThis paper studies the benefits of pressure-robust discretizations in the scope of optimal control of incompressible flows. Gradient forces that may appear in the data can have a negative impact on the accuracy of state and control and can only be correctly balanced if their L2-orthogonality onto discretely divergence-free test functions is restored. Perfectly orthogonal divergence-free discretizations or divergence-free reconstructions of these test functions do the trick and lead to much better analytic a priori estimates that are also validated in numerical examples.
- ItemQuasi-optimality of a pressure-robust nonconforming finite element method for the Stokes problem(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Linke, Alexander; Merdon, Christian; Neilan, Michael; Neumann, FelixNearly all classical inf-sup stable mixed finite element methods for the incompressible Stokes equations are not pressure-robust, i.e., the velocity error is dependent on the pressure. However, recent results show that pressure-robustness can be recovered by a non-standard discretization of the right hand side alone. This variational crime introduces a consistency error in the method which can be estimated in a straightforward manner provided that the exact velocity solution is sufficiently smooth. The purpose of this paper is to analyze the pressurerobust scheme with low regularity. The numerical analysis applies divergence-free H1-conforming Stokes finite element methods as a theoretical tool. As an example, pressure-robust velocity and pressure a-priori error estimates will be presented for the (first order) nonconforming CrouzeixRaviart element. A key feature in the analysis is the dependence of the errors on the Helmholtz projector of the right hand side data, and not on the entire data term. Numerical examples illustrate the theoretical results.
- ItemRefined a posteriori error estimation for classical and pressure-robust Stokes finite element methods(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Lederer, Philip Lukas; Merdon, Christian; Schöberl, JoachimRecent works showed that pressure-robust modifications of mixed finite element methods for the Stokes equations outperform their standard versions in many cases. This is achieved by divergence-free reconstruction operators and results in pressure-independent velocity error estimates which are robust with respect to small viscosities. In this paper we develop a posteriori error control which reflects this robustness. The main difficulty lies in the volume contribution of the standard residual-based approach that includes the L2-norm of the right-hand side. However, the velocity is only steered by the divergence-free part of this source term. An efficient error estimator must approximate this divergence-free part in a proper manner, otherwise it can be dominated by the pressure error. To overcome this difficulty a novel approach is suggested that uses arguments from the stream function and vorticity formulation of the NavierStokes equations. The novel error estimators only take the curl of the righthand side into account and so lead to provably reliable, efficient and pressure-independent upper bounds in case of a pressure-robust method in particular in pressure-dominant situations. This is also confirmed by some numerical examples with the novel pressure-robust modifications of the TaylorHood and mini finite element methods.