-adaptivity with a two grid solver: hp integration of ......† maxwell’s equations. † hp-finite...

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A Proposal for a Dissertation on Integration of hp-Adaptivity with a Two Grid Solver: Applications to Electromagnetics. David Pardo Supervisor: L. Demkowicz Dissertation Committee L. Demkowicz I. Babuska C. Torres-Verdin R. Van de Geijn M. Wheeler November 8, 2002 Computational and Applied Mathematics Graduate Program The University of Texas at Austin

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Page 1: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

A Proposal for a Dissertation on

Integration of hp-Adaptivity with a Two Grid Solver:Applications to Electromagnetics.

David Pardo

Supervisor: L. Demkowicz

Dissertation Committee

L. DemkowiczI. Babuska

C. Torres-VerdinR. Van de Geijn

M. Wheeler

November 8, 2002

Computational and Applied Mathematics Graduate ProgramThe University of Texas at Austin

Page 2: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

OUTLINE

1. Introduction.• Motivation.• Maxwell’s Equations.• hp-Finite Elements.• Literature Review.

2. Objectives.

3. Preliminary Work.

4. Integration of a Two Grid Solver with the Automatichp-adaptivity for Maxwell’s Equations.

5. Proposed Research.

Computational and Applied Mathematics Graduate ProgramThe University of Texas at Austin

Page 3: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

1. INTRODUCTION: MOTIVATION

Radar Cross Section (RCS) Analysis

EDGE DIFRACTION

MULTIPLEREFLECTIONS

WAVEGUIDEMODES

SURFACE WAVES

RCS=4πPower scattered to receiver per unit solid angleIncident power density

= limr→∞ 4πr2 |Es|

|Ei|.

Goal: Determine the RCS of a plane.

Supervisor: L. Demkowicz2

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: MOTIVATION

Scattering on a perfect electric conductor (PEC) disk, ka=0.5

0 zjk e xincxE = e e

xy

z

a

p

Se Jt

etJS = f(θ)g(p) where f is a regular function, and g has an edge singularity of the typeg(p) = [1− (p/a)2]−1/2.

Goal: Determine the scattered electric field.Ref: Zdunek, Rachowicz

Supervisor: L. Demkowicz3

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: MOTIVATION

Modeling of a Logging While Drilling (LWD) electromagnetic measuring device

EM WAVE

SIDE VIEW

T1

T2

R2

R1LAYERSDIFFERENT MATERIAL

Goal: Determine EM field at the receiver antennas.

Supervisor: L. Demkowicz4

CAM Dissertation Proposal

Page 6: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

1. INTRODUCTION: MAXWELL’S EQUATIONS

Time Harmonic Maxwell’s Equations:

∇× E = −jµωH

∇× H = jωεE + σE + Jimp

Reduced Wave Equation:

∇×

(

1

µ∇×E

)

− (ω2ε− jωσ)E = −jωJ imp ,

Boundary Conditions (BC):• Dirichlet BC at a PEC surface:

n×Es = −n×Einc n×E = 0

• Neumann continuity BC at a material interface:

n×1

µ∇×Es = −n×

1

µ∇×Einc n×

1

µ∇×E = −jωJimp

S

• Silver Muller radiation condition at ∞:

er × (∇×Es) − jk0 ×Es = O(r−2)

Supervisor: L. Demkowicz5

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: hp-FINITE ELEMENTS

Exponential convergence ratesfor a number of regular and SINGULAR problems

for optimal hp-gridsin the asymptotic range (theoretical and numerical results), and

in the pre-asymptotic range (numerical results).

Smaller dispersion (pollution) error

as p increases.

More geometrical details captured

as h decreases.

Supervisor: L. Demkowicz6

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: hp-FINITE ELEMENTS

1. PHLEX, an advanced hp-adaptive finite element kernel trademark of COMCO Corp.It also includes an automatic adaptive procedure in both h and p, but decisionbetween h- and p-refinement for a given element has to be performed manually.

2. PolyFEM, a trademark of Computer Aided Design Software, Corralville, Iowa.

3. Pro/MECHANICA, a trademark of Parametric Technology Corp., Waltham,Masachussets.

4. STRESSCHECK, a trademark of ESRD Res. Inc., St. Louis, Missouri.

5. STRIPE, developed by Flygtekniska Forsoksanstalten, Bromma, Sweden.

6. PZ, an hp-adaptive FE environment developed by Philippe Devloo, Unicamp,Brasil.

7. Philipp Frauenfelder and Ch. Schwab are developing an hp-FE code for generalelliptic 3D problems, Zurich, Switzerland.

8. 3Dhp90, under development by Dr. Demkowicz and his team, Austin, Texas.

Supervisor: L. Demkowicz7

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: hp-FINITE ELEMENTS

3Dhp90: main features

• Isoparametric hexahedras.

• Isotropic and anisotropic mesh refinements.

• Geometrical Modeling Package (GMP).

• New data structure in Fortran 90.

• Constrained information reconstructed (not stored).

• Two levels of logical operations:

1. operations for nodes - problem independent.2. operations for nodal dof - problem dependent.

• Fully automatic hp-adaptive strategy.

—provides exponential convergence rates—

Supervisor: L. Demkowicz8

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: hp-FINITE ELEMENTS

Fully automatic hp-adaptive strategy

-global hp-refinement

»»»»»»»»»»»»»»»9

-global hp-refinement

»»»»»»»»»»»»»»»9

-hp-adaptivity

Supervisor: L. Demkowicz9

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: hp-FINITE ELEMENTS

Automatic hp-adaptivity delivers exponential convergenceand enables solution of challenging EM problems

Coarse Gridhp−grid

Fine Gridh/2,p+1−grid

Next optimal fine grid

Minimization of theprojection basedinterpolation error

NEED FOR A TWO GRID SOLVER

Supervisor: L. Demkowicz10

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: Literature Review

• hp-Finite Elements.

• hp-edge Finite Elements.

• Multigrid solver for self-adjoint and positivedefinite (spd) problems.

• Multigrid solver for electromagnetics.

Supervisor: L. Demkowicz11

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: Literature Review

hp-Finite Elements• Exponential convergence.

– 1D - Gui and Babuska, 1986 -.

– 2D and 3D - Babuska and Guo, 1986, 1996 -.

• Nearly singular problems (robustness) - Babuska, Suri, 1992 -.

• Data structures - Demkowicz, Oden, Rachowicz, Hardy, 1989 - , - Demkowicz,

Pardo, Rachowicz, 2002 - .

• A posteriori error estimates - Gui and Babuska, 1986 - , - Oden, Rachowicz,

Demkowicz, Westermann, 1989 - , - Ainsworth and Oden, 2000 - , - Babuska and

Strouboulis, 2001 - .

• hp- adaptivity - Rachowicz, Oden, Demkowicz, 1989 -, - Demkowicz,

Rachowicz, Devloo, 2001 - .

• Goal oriented hp-adaptivity - Solin, Demkowicz, 2002 - , - Zdunek,Rachowicz, 2002 - .

Supervisor: L. Demkowicz12

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: Literature Review

hp-edge Finite Elements

• H(curl)− conforming families of FE - Nedelec, 1980, 1986 -.

• hp-extensions of Nedelec’s elements - Monk, 1994 -, - Demkowicz,

Vardapetyan, 1998 -, - Demkowicz, 2000 -.

• Pollution error estimates - Ihlenburg, Babuska, 1997 -.

• De Rham diagram for hp-edge FE - Demkowicz, Monk, Vardapetyan,Rachowicz, 1999 -, - Demkowicz, Babuska, 2001 -, - Demkowicz, Babuska,Schoberl, Monk, 2003? -.

• Infinite elements - Cecot, Demkowicz, Rachowicz, 2000 -.

• Implementation details:

– 2D - Rachowicz, Demkowicz, 1998 -.

– 3D - Rachowicz, Demkowicz, 2002 - , - Zdunek, Rachowicz, 2002 -.

Supervisor: L. Demkowicz13

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: Literature Review

Multigrid solver for spd problems

• Origin of the method - Fedorenko, 1961, 1964 -, - Brandt, 1973, 1977 -.

• Symmetric and positive definite problems

– h-FE - Braess, Hackbusch, 1983 -, - Hackbusch, 1985 - , - Bramble, Pasciak

and Xu, 1991 -, - Bramble, 1995- , - Smith, Bjorstad and Gropp, 1996 -.

– p-FE - Babuska, Craig, Mandel, Pitkaranta, 1991 -, -Pavarino, 1994-, - Mandel,

1994, 1996 -.

– hp-FE - Ainsworth, 1996 -.

– Mixed-FE - Glowinski and Wheeler, 1990 -, - Wheeler and Yotov, 1998 -.

– Parallel implementations - Cowsar, Wheeler, 1990 -, - Oden, Patra and

Feng, 1993 -.

– Conjugate Gradient - Shewchuck, 1994 -.

Supervisor: L. Demkowicz14

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

1. INTRODUCTION: Literature Review

Multigrid solver for electromagnetics

• Multigrid for indefinite problems - Cai, Widlund, 1992 -.

• Multigrid for electromagnetics

– - Hiptmair, 1998 -

– - Beck, Deuflhard, Hiptmair, 1999 -.

– - Rachowicz, Demkowicz, Bajer, Walsh, 1999 -.

– - Arnold, Falk, Winther, 2000 -.

– - Haase, Kuhn, Langer, 2001 -.

– - Gopalakrishnan, Pasciak, Demkowicz, 2002 -.

Supervisor: L. Demkowicz15

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

2. OBJECTIVES

• Design, implement, and study (numerically andtheoretically) a two grid solver for:

1. 2D and 3D real and complex valued elliptic problems.2. 2D and 3D electromagnetic problems.

• Integrate the two grid solver with the hp-adaptivestrategy.

• Solve the presented problems in RCS analysis andmodeling of LWD electromagnetic measuring devices.

Supervisor: L. Demkowicz16

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

3. PRELIMINARY WORK: Outline

Integration of hp-adaptivity with a two grid solver for spdproblems

• Formulation of the method.

• Implementation.

• Numerical results. Possibility of guiding hp-refinementswith a partially converged solution.

• Conclusions.

Supervisor: L. Demkowicz17

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

3.PRELIMINARY WORK:Formulation of the method

We seek x such that Ax = b. Consider the following iterative scheme:

r(n+1) = [I − α(n)AS]r(n)

x(n+1) = [I − α(n)S]r(n)

where S is a matrix, and α(n) is a relaxation parameter. α(n) optimal if:

α(n) = arg min ‖ x(n+1) − x ‖A=(A−1r(n), Sr(n))A

(Sr(n), Sr(n))A

Then, we define our two grid solver as:

1 Iteration with S = SF =∑

A−1i +

1 Iteration with S = SC = PA−1R

Supervisor: L. Demkowicz18

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

3.PRELIMINARY WORK:Formulation of the method

Error reduction and stopping criteria

Let e(n) = x(n) − x the error at step n, e(n) = [I − SCA]e(n) = [I − PC]e

(n). Then:

‖ e(n+1) ‖2A

‖ e(n) ‖2A

= 1−| (e(n), SFAe(n))A |

2

‖ e(n) ‖2A‖ SFAe(n) ‖2

A

= 1−| (e(n), (PC + SFA)e

(n))A |2

‖ e(n) ‖2A‖ SFAe(n) ‖2

A

Then:

‖ e(n+1) ‖2A

‖ e(n) ‖2A

≤ supe[1−

| (e, (PC + SFA)e)A |2

‖ e ‖2A‖ SFAe ‖2

A

] ≤ C < 1 (Error Reduction)

For our stopping criteria, we want: Iterative Solver Error ≈ Discretization Error. That is:

‖ e(n+1) ‖A

‖ e(0) ‖A

≤ 0.01 (Stopping Criteria)

Supervisor: L. Demkowicz19

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

3. PRELIMINARY WORK: Implementation

Assembling

• Stiffness Matrix.

• Block Jacobi Smoother.

• Prolongation Operator.

• Restriction Operator.

Supervisor: L. Demkowicz20

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

3. PRELIMINARY WORK: Implementation

Selection of patches (for block Jacobi smoother)Coarse Grid Fine Grid

xyz

-global hp-refinement

xyz

Three examples of patches (blocks) for the Block Jacobi smoother:

xyz x

yz x

yz

Example 1: span of basis functions with support contained in the support of a coarse grid vertex node basisfunction.Example 2: span of basis functions with support contained in the support of a fine grid vertex node basis function.Example 3: span of basis functions corresponding to an element stiffness matrix.

Supervisor: L. Demkowicz21

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

• Presentation of four examples.

• Importance of using automatic hp-adaptivity.

• Different sets of shape functions highly affect conditioning ofstiffness matrix.

• Performance of different smoothers.

• Importance of optimal relaxation parameter.

• Error estimation.

• Possibility of guiding hp-refinements with a partially convergedsolution.

Supervisor: L. Demkowicz22

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical ResultsL-shape domain example

D

D

N

N N

N

N

N

x

x

r

2

1

Equation: −∆u = 0Boundary Conditions: N-Neumann, D-Dirichlet

Solution:u = r2/3sin(2θ/3 + π/3)

7 26 60 117 202 319 474 674 922nrdof 0.09032

0.15585

0.26891

0.46401

0.80066

1.38154

2.38385

4.11336

7.09763

12.24701

21.13230error

SCALES: nrdof^0.33, log(error)

Convergence history(tolerance error = 0.1 %)

xyz

Final hp-grid

Supervisor: L. Demkowicz23

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical ResultsShock like solution example

1

1

x

x 2

1

N D

N

D

Equation: −∆u = fBoundary Conditions: N - Neumann, D - Dirichlet

Solution:u = arctan[60(r − 1)]

r =√

(x− 1.25)2 + (y + 0.25)2

4 50 196 499 1014 1800 2912 4408 6343nrdof 0.07543

0.16413

0.35716

0.77719

1.69118

3.68005

8.00787

17.42532

37.91791

82.51030

********error

SCALES: nrdof^0.33, log(error)

Convergence history(tolerance error = 0.1 %)

xyz

Final hp-grid

Supervisor: L. Demkowicz24

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical ResultsIsotropic heat conduction example

k=2

k=3

k=4

k=5

k=1

Equation: ∇(K∇u) = f (k)

K = K(k) = K(k)x

K(k)x = (25, 7, 5, 0.2, 0.05)

Solution: unknownBoundary Conditions:K∇u · n = g(i) − α(i)u

45 139 318 606 1029 1615 2389 3378 4608nrdof 0.09712

0.15338

0.24224

0.38257

0.60421

0.95425

1.50708

2.38017

3.75908

5.93683

9.37623error

SCALES: nrdof^0.33, log(error)

Convergence history(tolerance error = 0.1 %)

xyz

Final hp-grid

Supervisor: L. Demkowicz25

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical ResultsOrthotropic heat conduction example

k=2

k=3

k=4

k=5

k=1

Equation: ∇(K∇u) = f (k)

K = K(k) =

[

K(k)x 0

0 K(k)y

]

K(k)x = (25, 7, 5, 0.2, 0.05)

K(k)y = (25, 0.8, 0.0001, 0.2, 0.05)

Solution: unknownBoundary Conditions:

K(i)∇u · n = g(i) − α(i)u

45 278 860 1946 3697 6269 9822 14513 20502nrdof 0.09488

0.17320

0.31618

0.57721

1.05372

1.92360

3.51162

6.41061

11.70284

21.36404

39.00097error

SCALES: nrdof^0.33, log(error)

Convergence history(tolerance error = 0.1 %)

xyz

Final hp grid

Supervisor: L. Demkowicz26

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Convergence comparison

Orthotropic heat conduction example

0 1000 8000 27000 64000 125000 216000 343000 512000

100

101

102

ERRO

R IN

THE

REL

ATIV

E EN

ERG

Y NO

RM (%

)

NUMBER OF DOF

h−AdaptivityA priori adaptivityhp−Adaptivity

Supervisor: L. Demkowicz27

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Performance of different smoothersL-shape domain example (11837 dof)

0 50 100 150 200 250−5

−4

−3

−2

−1

0

NUMBER OF ITERATIONS

LOG

EX

AC

T E

RR

OR

CONVERGENCE USING SMOOTHING ITERATIONS

Smoother 1Smoother 2Smoother 3

0 10 20 30 40 50−6

−5

−4

−3

−2

−1

0

NUMBER OF ITERATIONSLO

G E

XA

CT

ER

RO

R

CONVERGENCE USING TWO−GRID SOLVER ITERATIONS

Smoother 1Smoother 2Smoother 3

Smoother 1: requires 16 times more memory than stiffness matrix.Smoother 2: requires 4 times more memory than stiffness matrix.

Smoother 3: requires as much memory as the stiffness matrix.

Supervisor: L. Demkowicz28

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Relaxation parameterL-shape domain example (only smoothing operations)

2 3 4 5 60

500

1000

1500

2000Relaxation parameter=1

Order of approximation

Num

ber o

f ite

ratio

ns

12 elements108 elements300 elements588 elements972 elements

2 3 4 5 60

500

1000

1500

2000Relaxation parameter=0.9

Order of approximation

Num

ber o

f ite

ratio

ns

12 elements108 elements300 elements588 elements972 elements

2 3 4 5 60

500

1000

1500

2000Relaxation parameter=0.8

Order of approximation

Num

ber o

f ite

ratio

ns

12 elements108 elements300 elements588 elements972 elements

2 3 4 5 60

500

1000

1500

2000Optimal relaxation parameter

Order of approximation

Num

ber o

f ite

ratio

ns

12 elements108 elements300 elements588 elements972 elements

Convergence or not, depends almost exclusively upon p.Convergence rate of the method (provided that the method converges) depends almost exclusively upon h.The optimal relaxation guarantees faster convergence than any fixed relaxation parameter.

Supervisor: L. Demkowicz29

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Error Estimation

‖ e(n) ‖A

‖ e(0) ‖A

=‖ A−1r(n) ‖A

‖ A−1r(0) ‖A

≈‖ α(n)Sr(n)e(n) ‖A

‖ α(0)Sr(0)e(0) ‖A

(Error Estimate)

L-shape domain (1889 dof)Smoothing iterations only Two grid solver iterations

0 20 40 60 80 100 120 140−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG

EX

AC

T E

RR

OR

NRDOF = 1889

0 5 10 15 20 25 30 35−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG

EX

AC

T E

RR

OR

NRDOF = 1889

Comparing the exact error vs an estimate to the error.

Supervisor: L. Demkowicz30

CAM Dissertation Proposal

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8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Error Estimation

L-shape domain (11837 dof)

0 20 40 60 80 100 120−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 11837

0 5 10 15 20 25 30 35−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 11837

Shock wave (2821 dof)

0 100 200 300 400 500 600 700 800 900−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 2821

0 2 4 6 8 10 12 14 16 18−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 2821

Shock wave (12093 dof)

0 100 200 300 400 500 600 700 800 900 1000−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 12093

0 5 10 15 20 25 30−4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

NUMBER OF ITERATIONS

LOG E

XACT

ERRO

R

NRDOF = 12093

Comparing the exact error vs an estimate to the error.

Supervisor: L. Demkowicz31

CAM Dissertation Proposal

Page 33: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Guiding automatic hp-refinements

L-shape domain problem. Guiding hp-refinements with a partially convergedsolution.

0 125 1000 3375 8000 15625 27000 4287510

−6

10−4

10−2

100

102

RE

LA

TIV

E E

RR

OR

IN

%

NUMBER OF DOF

0.30.10.010.001Frontal Solver

Energy error estimate

0 125 1000 3375 8000 15625 2700010

−6

10−4

10−2

100

102

NUMBER OF DOF

RE

LA

TIV

E E

RR

OR

IN

%

0.30.10.010.001Frontal Solver

Discretization error estimate

0 2 4 6 8 10 12

x 104

0

10

20

30

40

50

NUMBER OF DOF IN THE FINE GRID

NU

MB

ER

OF

IT

ER

AT

ION

S

0.30.10.010.001

Number of iterations

Supervisor: L. Demkowicz32

CAM Dissertation Proposal

Page 34: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Guiding automatic hp-refinements

Isotropic heat conduction. Guiding hp-refinements with a partially convergedsolution.

0 125 1000 3375 8000 15625 2700010

−3

10−2

10−1

100

101

102

RE

LA

TIV

E E

RR

OR

IN

%

NUMBER OF DOF

0.30.10.010.001Frontal Solver

Energy error estimate

0 125 1000 3375 8000 15625 2700010

−3

10−2

10−1

100

101

NUMBER OF DOF

RE

LA

TIV

E E

RR

OR

IN

%

0.30.10.010.001Frontal Solver

Discretization error estimate

0 2 4 6 8 10 12 14

x 104

0

20

40

60

80

100

NUMBER OF DOF IN THE FINE GRID

NU

MB

ER

OF

IT

ER

AT

ION

S

0.30.10.010.001

Number of iterations

Supervisor: L. Demkowicz33

CAM Dissertation Proposal

Page 35: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Guiding automatic hp-refinements

Orthotropic heat conduction. Guiding hp-refinements with a partially convergedsolution.

0 125 1000 3375 8000 15625 27000

100

101

102

RE

LA

TIV

E E

RR

OR

IN

%

NUMBER OF DOF

0.30.10.010.001Frontal Solver

Energy error estimate

0 125 1000 3375 8000 15625 2700010

−2

10−1

100

101

102

NUMBER OF DOF

RE

LA

TIV

E E

RR

OR

IN

%

0.30.10.010.001Frontal Solver

Discretization error estimate

0 5 10 15

x 104

0

50

100

150

NUMBER OF DOF IN THE FINE GRID

NU

MB

ER

OF

IT

ER

AT

ION

S

0.30.10.010.001

Number of iterations

Supervisor: L. Demkowicz34

CAM Dissertation Proposal

Page 36: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Conclusions

• Assembling reduces logical complexity.

• Jacobi patches defined by d.o.f. associated to elements.

• Optimal relaxation parameter needed for hp-meshes.

• Two grid solver outperforms smoothing iterations only.

• Guiding hp-refinements is possible with only partially convergedsolutions.

• Number of iterations needed for guiding hp-refinements at a levelbelow 5 per mesh.

Supervisor: L. Demkowicz35

CAM Dissertation Proposal

Page 37: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

5. MAXWELL’S EQUATIONS for hp-FEM

Variational formulation

The reduced wave equation in Ω,

∇×

(

1

µ∇× E

)

− (ω2ε− jωσ)E = −jωJ imp ,

A variational formulation

Find E ∈ HD(curl; Ω) such that∫

Ω

1

µ(∇× E) · (∇× F )dx−

Ω(ω2ε− jωσ)E · Fdx =

−jω

ΩJ imp · F dx+

Γ2

J impS · F dS

for all F ∈ HD(curl; Ω) .

A regularized variational formulation (using Lagrange multipliers):

Find E ∈ HD(curl; Ω), p ∈ H1D(Ω) such that

Ω

1

µ(∇× E)(∇× F )dx−

Ω(ω2ε− jωσ)E · F dx−

Ω(ω2ε− jωσ)∇p · F dx =

−jω

ΩJ imp · F dx+

Γ2

J impS · F dS

∀F ∈ HD(curl; Ω)

Ω(ω2ε− jωσ)E · ∇q dx = −jω

ΩJ imp · ∇q dx+

Γ2

J impS · ∇qdS

∀q ∈ H1D(Ω) .

Supervisor: L. Demkowicz36

CAM Dissertation Proposal

Page 38: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

5. MAXWELL’S EQUATIONS and hp-FEM

De Rham diagram

De Rham diagram is critical to the theory of FEdiscretizations of Maxwell’s equations.

IR −→ W∇−→ Q

∇×−→ V

∇−→ L2 −→ 0

yid

yΠcurl

yΠdiv

yP

IR −→ W p ∇−→ Qp ∇×

−→ Vp ∇−→ W p−1 −→ 0 .

This diagram relates two exact sequences of spaces, on both continuous and discrete levels, andcorresponding interpolation operators.

Supervisor: L. Demkowicz37

CAM Dissertation Proposal

Page 39: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

5. MAXWELL’S EQUATIONS and hp-FEM

A two grid solver for discretization of Maxwell’s equationsusing hp-FE

Helmholtz decomposition:

HD(curl; Ω) = (Ker(curl))⊕ (Ker(curl))⊥

We define the following subspaces (T =grid, K =element, v =vertex, e =edge):

Ωvk,i = int(

K ∈ Tk : vk,i ∈ ∂K) ; Ωek,i = int(

K ∈ Tk : ek,i ∈ ∂K) Domain decomposition

Mvk,i = u ∈Mk : supp(u) ⊂ Ωv

k,i ; Mek,i = u ∈Mk : supp(u) ⊂ Ωe

k,i Nedelec′s elements decomposition

W vk,i = u ∈Wk : supp(u) ⊂ Ωv

k,i ; W ek,i = u ∈Wk : supp(u) ⊂ Ωe

k,i = ø Polynomial spaces decomposition

Hiptmair proposed the following decomposition of Mk:

Mk =∑

e Mek,i +

v∇W vk,i

Arnold et. al proposed the following decomposition of Mk:

Mk =∑

v Mvk,i

Supervisor: L. Demkowicz38

CAM Dissertation Proposal

Page 40: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

6. PROPOSED RESEARCH

• Design and implement a 3D version of the two grid solver for elliptic problems.

• Study numerically the 3D version of the two grid solver.

• Design, study and implement a two grid solver for 2D Maxwell’s equations.

• Design, study and implement a two grid solver for 3D Maxwell’s equations.

• Study and design an error estimator for a two grid solver for Maxwell’sequations.

• Study performance of different smoothers (in context of the two grid solver)for Maxwell’s equations.

• Design, study, and implement a flexible CG/GMRES method that is suitableto accelerate the two grid solver for Maxwell’s equations.

• Develop a convergence theory for all algorithms mentioned above.

• Apply the hp-adaptive strategy (possibly goal-oriented) combined with thetwo grid solver in order to solve a number of problems related to radar crosssection (RCS) analysis and modeling of LWD electromagnetic measuringdevices.

Supervisor: L. Demkowicz39

CAM Dissertation Proposal

Page 41: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

6. PROPOSED RESEARCH

• Area A: Design and study a two grid solver for 2D and 3D spd problemsand Maxwell’s equations, an adequate error estimator and smoother, anddevelop a convergence theory.

• Area B: Design and implement a two grid solver for 2D and 3D spdproblems and Maxwell’s equations, an adequate error estimator and threedifferent smoothers. Study numerically these algorithms, includingconvergence properties, importance of shape functions and relaxationparameter, acceleration produced by CG/GMRES algorithm, accuracy of theerror estimate, and possibility of guiding hp-refinements with partiallyconverged solutions.

• Area C: Create a two grid solver integrated with hp-adaptivity forelectromagnetic applications. Apply the hp-adaptive strategy (possiblygoal-oriented) combined with the two grid solver in order to solve a number ofproblems related to radar cross section (RCS) analysis and modeling of LWDelectromagnetic measuring devices.

Supervisor: L. Demkowicz40

CAM Dissertation Proposal

Page 42: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Sensitivity of the solution with respect to the selection ofshape functions

0 2000 4000 6000 8000−16

−14

−12

−10

−8

−6

−4

NRDOF

LO

G E

RR

OR

Peano shape functionsLobatto shape functions

0 2000 4000 6000 8000 10000 12000−16

−14

−12

−10

−8

−6

−4

NRDOFL

OG

ER

RO

R

Peano shape functionsLobatto shape functions

Difference between the frontal solver and superLU solutions, measured in therelative (with respect to the energy norm of the solution) energy norm for the

L-shape (left) and shock (right) problems

Supervisor: L. Demkowicz41

CAM Dissertation Proposal

Page 43: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Two grid solver vs smoother

Example Nr of dof 1 - 1 3 - 1 Only Smoothing

L-shape 1889 13 (24) 14 (25) 34 (96)

L-shape 11837 12 (24) 13 (24) 18 (74)

Shock 2821 5 (11) 6 (11) 478 (732)

Shock 12093 8 (19) 9 (20) 326 (908)

Shock 34389 12 (28) 13 (30) 18 (257)

Number of iterations needed for relative EXACT ERROR ≤ 0.01 (0.001).

Example Nr of dof 1 - 1 3 - 1 Only Smoothing

L-shape 1889 11 (22) 12 (23) 14 (65)

L-shape 11837 9 (21) 10 (22) 13 (35)

Shock 2821 6 (11) 6 (11) 295 (556)

Shock 12093 7 (15) 7 (17) 9 (274)

Shock 34389 9 (23) 10 (24) 12 (33)

Number of iterations needed for relative ERROR ESTIMATE ≤ 0.01 (0.001).

Supervisor: L. Demkowicz42

CAM Dissertation Proposal

Page 44: -Adaptivity with a Two Grid Solver: hp Integration of ......† Maxwell’s Equations. † hp-Finite Elements. † Literature Review. 2. Objectives. 3. Preliminary Work. 4. Integration

8-Nov 2002 David Pardo

4. PRELIMINARY WORK: Numerical Results

Importance (or not) of averaging operator

0 2000 4000 6000 8000 10000 1200012

14

16

18

20

22

24

26

NUMBER OF DOF IN THE FINE GRID

NU

MBE

R O

F IT

ERAT

ION

SAveragingNo averaging

L-shape domain example

Supervisor: L. Demkowicz43

CAM Dissertation Proposal