×

A pressure-correction ensemble scheme for computing evolutionary Boussinesq equations. (English) Zbl 1466.65137

Summary: We study a pressure-correction ensemble scheme for fast calculation of thermal flow ensembles. The proposed scheme (1) decouples the Boussinesq system into two smaller subphysics problems; (2) decouples the nonlinearity from the incompressibility condition in the Navier-Stokes equations and linearizes the momentum equation so that it reduces to a system of scalar equations; (3) results in linear systems with the same coefficient matrix for all realizations. This reduces the size of linear systems to be solved at each time step and allows efficient direct/iterative linear solvers for fast computation. We prove the scheme is long time stable and first order in time convergent under a time step condition. Numerical tests are provided to confirm the theoretical results and demonstrate the efficiency of the scheme.

MSC:

65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
76D05 Navier-Stokes equations for incompressible viscous fluids

Software:

FreeFem++
Full Text: DOI

References:

[1] Babus̆ka, I., Nobile, F., Tempone, R.: A stochastic collocation method for elliptic partial differential equations with random input data. SIAM J. Numer. Anal. 45, 1005-1034 (2007) · Zbl 1151.65008 · doi:10.1137/050645142
[2] Barth, A., Lang, A.: Multilevel Monte Carlo method with applications to stochastic partial differential equations. Int. J. Comput. Math. 89, 2479-2498 (2012) · Zbl 1270.65003 · doi:10.1080/00207160.2012.701735
[3] Benosman, M., Borggaard, J., San, O., Kramer, B.: Learning-based robust stabilization for reduced-order models of 2D and 3D Boussinesq equations. Appl. Math. Model. 49, 162-181 (2017) · Zbl 1480.93332 · doi:10.1016/j.apm.2017.04.032
[4] Brenner, S., Scott, R.: The Mathematical Theory of Finite Element Methods, 3rd edn. Springer, Berlin (2008) · Zbl 1135.65042 · doi:10.1007/978-0-387-75934-0
[5] Chorin, A.J.: Numerical solution of the Navier-Stokes equations. Math. Comput. 22, 745-762 (1968) · Zbl 0198.50103 · doi:10.1090/S0025-5718-1968-0242392-2
[6] Connors, J.: An ensemble-based conventional turbulence model for fluid – fluid interaction. Int. J. Numer. Anal. Model. 15, 492-519 (2018) · Zbl 1395.76039
[7] Deane, A.E., Sirovich, L.: A computational study of Rayleigh-Benard convection. Part 1. Rayleigh-number scaling. J. Fluid Mech. 222, 231-250 (1991) · Zbl 0717.76047 · doi:10.1017/S0022112091001088
[8] Deane, A.E., Sirovich, L.: A computational study of Rayleigh-Benard convection. Part 2. Rayleigh-number scaling. J. Fluid Mech. 222, 231-250 (1991) · Zbl 0717.76047 · doi:10.1017/S0022112091001088
[9] Feng, Y.T., Owen, D.R.J., Peric, D.: A block conjugate gradient method applied to linear systems with multiple right hand sides. Comput. Methods Appl. Mech. 127, 1-4 (1995) · Zbl 0861.73077 · doi:10.1016/0045-7825(95)00832-2
[10] Fiordilino, J.: A second order ensemble timestepping algorithm for natural convection. SIAM J. Numer. Anal. 56, 816-837 (2018) · Zbl 1448.65129 · doi:10.1137/17M1135104
[11] Fiordilino, J., Khankan, S.: Ensemble timestepping algorithms for natural convection. Int. J. Numer. Anal. Model. 15, 524-551 (2018) · Zbl 1397.65157
[12] Guermond, J.L., Minev, P., Shen, J.: An overview of projection methods for incompressible flows. Comput. Methods Appl. Mech. Eng. 195, 6011-6045 (2006) · Zbl 1122.76072 · doi:10.1016/j.cma.2005.10.010
[13] Goda, K.: A multistep technique with implicit difference schemes for calculating two- or three-dimensional cavity flows. J. Comput. Phys. 30, 76-95 (1979) · Zbl 0405.76017 · doi:10.1016/0021-9991(79)90088-3
[14] Guermond, J.-L., Quartapelle, L.: On the approximation of the unsteady Navier-Stokes equations by finite element projection methods. Numer. Math. 80, 207-238 (1998) · Zbl 0914.76051 · doi:10.1007/s002110050366
[15] Guermond, J.L., Shen, J.: Velocity-correction projection methods for incompressible flows. SIAM J. Numer. Anal. 41, 112-134 (2003) · Zbl 1130.76395 · doi:10.1137/S0036142901395400
[16] Guermond, J.L., Shen, J.: On the error estimates for the rotational pressure-correction projection methods. Math. Comput. 73, 1719-1737 (2004) · Zbl 1093.76050 · doi:10.1090/S0025-5718-03-01621-1
[17] Gallopulos, E., Simoncini, V.: Convergence of BLOCK GMRES and matrix polynomials. Linear Algebra Appl. 247, 97-119 (1996) · Zbl 0861.65023 · doi:10.1016/0024-3795(95)00093-3
[18] Gunzburger, M.D.: Finite Element Methods for Viscous Incompressible Flows—A Guide to Theory, Practices, and Algorithms. Academic Press, New York (1989) · Zbl 0697.76031
[19] Gunzburger, M., Iliescu, T., Schneier, M.: A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows. IMA J. Numer. Anal. (in Press) (2019) · Zbl 1467.65098
[20] Gunzburger, M., Jiang, N., Schneier, M.: An ensemble-proper orthogonal decomposition method for the nonstationary Navier-Stokes equations. SIAM J. Numer. Anal. 55, 286-304 (2017) · Zbl 1394.76067 · doi:10.1137/16M1056444
[21] Gunzburger, M., Jiang, N., Schneier, M.: A higher-order ensemble/proper orthogonal decomposition method for the nonstationary Navier-Stokes equations. Int. J. Numer. Anal. Model. 15, 608-627 (2018) · Zbl 1402.35207
[22] Gunzburger, M., Jiang, N., Wang, Z.: An efficient algorithm for simulating ensembles of parameterized flow problems. IMA J. Numer. Anal. (in Press) (2018) · Zbl 1466.65133
[23] Gunzburger, M., Jiang, N., Wang, Z.: A second-order time-stepping scheme for simulating ensembles of parameterized flow problems. Comput. Methods Appl. Math. (in Press) (2017) · Zbl 1421.76157
[24] Girault, V., Raviart, P.A.: Finite Element Approximation of the Navier-Stokes Equations. Lecture Notes in Mathematics, vol. 749. Springer, Berlin (1979) · Zbl 0413.65081 · doi:10.1007/BFb0063447
[25] Hecht, F.: New development in FreeFem++. J. Numer. Math. 20, 251-265 (2012) · Zbl 1266.68090 · doi:10.1515/jnum-2012-0013
[26] Helton, J.C., Davis, F.J.: Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems. Reliab. Eng. Syst. Saf. 81, 23-69 (2003) · doi:10.1016/S0951-8320(03)00058-9
[27] Hosder, S., Walters, R., Perez, R.: A non-intrusive polynomial chaos method for uncertainty propagation in CFD simulations. AIAA-Paper 2006-891, 44th AIAA Aerospace Sciences Meeting and Exhibit, Reno, NV, January, CD-ROM (2006)
[28] Jiang, N., Layton, W.: An algorithm for fast calculation of flow ensembles. Int. J. Uncertain. Quantif. 4, 273-301 (2014) · Zbl 1301.65099 · doi:10.1615/Int.J.UncertaintyQuantification.2014007691
[29] Jiang, N.: A higher order ensemble simulation algorithm for fluid flows. J. Sci. Comput. 64, 264-288 (2015) · Zbl 1327.65175 · doi:10.1007/s10915-014-9932-z
[30] Jiang, N.: A second-order ensemble method based on a blended backward differentiation formula timestepping scheme for time-dependent Navier-Stokes equations. Numer. Methods Partial Differ. Equ. 33, 34-61 (2017) · Zbl 1469.76074 · doi:10.1002/num.22070
[31] Jiang, N., Layton, W.: Numerical analysis of two ensemble eddy viscosity numerical regularizations of fluid motion. Numer. Methods Partial Differ. Equ. 31, 630-651 (2015) · Zbl 1325.65135 · doi:10.1002/num.21908
[32] Jiang, N., Kaya, S., Layton, W.: Analysis of model variance for ensemble based turbulence modeling. Comput. Methods Appl. Math. 15, 173-188 (2015) · Zbl 1311.76033
[33] Jiang, N., Qiu, C.: An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations. Comput. Methods Appl. Mech. Eng. 343, 249-275 (2019) · Zbl 1440.76072 · doi:10.1016/j.cma.2018.08.020
[34] Jiang, N., Schneier, M.: An efficient, partitioned ensemble algorithm for simulating ensembles of evolutionary MHD flows at low magnetic Reynolds number. Numer. Methods Partial Differ. Equ. 34, 2129-2152 (2018) · Zbl 1407.76099 · doi:10.1002/num.22281
[35] John, V.: Finite Element Methods for Incompressible Flow Problems, Springer Series in Computational Mathematics, vol. 51. Springer, Berlin (2016) · Zbl 1358.76003 · doi:10.1007/978-3-319-45750-5
[36] Kuo, F., Schwab, C., Sloan, I.: Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients. SIAM J. Numer. Anal. 50, 3351-3374 (2012) · Zbl 1271.65017 · doi:10.1137/110845537
[37] Liu, J., Wang, C., Johnston, H.: A fourth order scheme for incompressible Boussinesq equations. J. Sci. Comput. 18, 253-285 (2003) · Zbl 1112.76051 · doi:10.1023/A:1021168924020
[38] Layton, W.: Introduction to the Numerical Analysis of Incompressible Viscous Flows. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (2008) · Zbl 1153.76002
[39] Luo, Y., Wang, Z.: An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs. SIAM J. Numer. Anal. 56, 859-876 (2018) · Zbl 06864016 · doi:10.1137/17M1131489
[40] Mohebujjaman, M., Rebholz, L.: An efficient algorithm for computation of MHD flow ensembles. Comput. Methods Appl. Math. 17, 121-137 (2017) · Zbl 1419.76443 · doi:10.1515/cmam-2016-0033
[41] Maulik, R., San, O.: A dynamic subgrid-scale modeling framework for Boussinesq turbulence. Int. J. Heat Mass Transf. 108, 1656-1675 (2017) · Zbl 1390.76194 · doi:10.1016/j.ijheatmasstransfer.2017.01.028
[42] Nochetto, R.H., Pyo, J.-H.: Error estimates for semi-discrete Gauge methods for the Navier-Stokes equations. Math. Comput. 74, 521-542 (2005) · Zbl 1085.76058 · doi:10.1090/S0025-5718-04-01687-4
[43] Pedlosky, J.: Geophysical Fluid Dynamics, 2nd edn. Springer, New York (1987) · Zbl 0713.76005 · doi:10.1007/978-1-4612-4650-3
[44] Qian, Y., Zhang, T.: On error estimates of the projection method for the time-dependent natural convection problem: first order scheme. Comput. Math. Appl. 72, 1444-1465 (2016) · Zbl 1357.76042 · doi:10.1016/j.camwa.2016.07.013
[45] Qian, Y., Zhang, T.: The second order projection method in time for the time-dependent natural convection problem. Appl. Math. 61, 299-315 (2016) · Zbl 1424.76023 · doi:10.1007/s10492-016-0133-y
[46] Reagan, M., Najm, H.N., Ghanem, R.G., Knio, O.M.: Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection. Combust. Flame 132, 545-555 (2003) · doi:10.1016/S0010-2180(02)00503-5
[47] Romero, V., Burkardt, J., Gunzburger, M., Peterson, J.: Comparison of pure and “Latinized” centroidal Voronoi tessellation against various other statistical sampling methods. Reliab. Eng. Syst. Saf. 91, 1266-1280 (2006) · doi:10.1016/j.ress.2005.11.023
[48] San, O., Borggaard, J.: Principal interval decomposition framework for POD reduced-order modeling of convective Boussinesq flows. Int. J. Numer. Methods Fluids 78, 37-62 (2015) · doi:10.1002/fld.4006
[49] Shen, J.: On error estimates of projection methods for Navier-Stokes equations: first-order schemes. SIAM J. Numer. Anal. 29, 57-77 (1992) · Zbl 0741.76051 · doi:10.1137/0729004
[50] Shen, J.: On error estimates of projection methods for Navier-Stokes equations: second-order schemes. Math. Comput. 65, 1039-1065 (1996) · Zbl 0855.76049 · doi:10.1090/S0025-5718-96-00750-8
[51] San, O., Maulik, R.: Machine learning closures for model order reduction of thermal fluids. Appl. Math. Model. 60, 681-710 (2018) · Zbl 1480.76046 · doi:10.1016/j.apm.2018.03.037
[52] Takhirov, A., Neda, M., Waters, J.: Time relaxation algorithm for flow ensembles. Numer. Methods Partial Differ. Equ. 32, 757-777 (2016) · Zbl 1381.76204 · doi:10.1002/num.22024
[53] Temam, R.: Sur l’approximation de la solution des equations de Navier-Stokes par la méthode des fractionnarires II. Arch. Ration. Mech. Anal. 33, 377-385 (1969) · Zbl 0207.16904 · doi:10.1007/BF00247696
[54] van Kan, J.: A second-order accurate pressure-correction scheme for viscous incompressible flow. SIAM J. Sci. Stat. Comput. 7, 870-891 (1987) · Zbl 0594.76023 · doi:10.1137/0907059
[55] Wang, C., Liu, J.-G.: Convergence of gauge method for incompressible flow. Math. Comput. 69, 1385-1407 (2000) · Zbl 0968.76065 · doi:10.1090/S0025-5718-00-01248-5
[56] Weinan, E., Liu, J.-G.: Projection method I: convergence and numerical boundary layers. SIAM J. Numer. Anal. 32, 1017-1057 (1995) · Zbl 0842.76052 · doi:10.1137/0732047
[57] Weinan, E., Liu, J.-G.: Gauge method for viscous incompressible flows. Commun. Math. Sci. 1, 317-332 (2003) · Zbl 1160.76329 · doi:10.4310/CMS.2003.v1.n2.a6
[58] Xiu, D., Hesthaven, J.S.: High-order collocation methods for differential equations with random inputs. SIAM J. Sci. Comput. 27, 1118-1139 (2005) · Zbl 1091.65006 · doi:10.1137/040615201
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.