arXiv subjects

Philipp Birken

Publications and source records attributed to Philipp Birken.

At least 19 recordsLinked to original sources

arXiv2026

Dirichlet-Neumann waveform relaxation for heterogeneous heat equations: continuous and time discrete L2 analysis

We consider two coupled linear heat equations on different spatial domains that interact through a lower dimensional interface. This models conjugate heat transfer. The problem is solved using Dirichlet-Neumann waveform relaxation. This allows us to couple separate codes for the subproblems, a so-called partitioned approach. Our overall goal is to develop more efficient partitioned methods, and to this end, we want reliable error estimates. We use an exponentially weighted Fourier technique to derive new error estimates in L2 for finite time T in both continuous and time discrete settings. We identify an optimized relaxation parameter that guarantees superlinear convergence. Our new continuous estimate predicts linear convergence when T is large, and superlinear when T is small. For large T, our new time discrete estimate closely mirrors its continuous counterpart, whereas for small T, superlinear convergence in the time discrete case requires small time step dt. We also show that convergence is fast when the contrast is large, provided that the small physical parameter domain (e.g. air) is using the Dirichlet transmission condition, and the large physical parameter domain (e.g. steel) is using the Neumann transmission condition in the Dirichlet-Neumann waveform relaxation method. Our numerical experiments confirm all these findings.

math.NA↗

arXiv2025

Jacobian-free Multigrid Preconditioner for Discontinuous Galerkin Methods applied to Numerical Weather Prediction

Discontinuous Galerkin (DG) methods are promising high order discretizations for unsteady compressible flows. Here, we focus on Numerical Weather Prediction (NWP). These flows are characterized by a fine resolution in $z$-direction and low Mach numbers, making the system stiff. Thus, implicit time integration is required and for this a fast, highly parallel, low-memory iterative solver for the resulting algebraic systems. As a basic framework, we use inexact Jacobian-Free Newton-GMRES with a preconditioner. For low order finite volume discretizations, multigrid methods have been successfully applied to steady and unsteady fluid flows. However, for high order DG methods, such solvers are currently lacking. %The lack of efficient solvers suitable for contemporary computer architectures inhibits wider adoption of DG methods. This motivates our research to construct a Jacobian-free precondtioner for high order DG discretizations. The preconditioner is based on a multigrid method constructed for a low order finite volume discretization defined on a subgrid of the DG mesh. We design a computationally efficient and mass conservative mapping between the grids. As smoothers, explicit Runge-Kutta pseudo time iterations are used, which can be implemented in parallel in a Jacobian-free low-memory manner. We consider DG Methods for the Euler equations and for viscous flow equations in 2D, both with gravity, in a well balanced formulation. Numerical experiments in the software framework DUNE-FEM on atmospheric flow problems show the benefit of this approach.

math.NA↗

arXiv2025

A time adaptive multirate Quasi-Newton waveform iteration for coupled problems

We consider waveform iterations for dynamical coupled problems, or more specifically, PDEs that interact through a lower dimensional interface. We want to allow for the reuse of existing codes for the subproblems, called a partitioned approach. To improve computational efficiency, different and adaptive time steps in the subsolvers are advisable. Using so called waveform iterations in combination with relaxation, this has been achieved for heat transfer problems earlier. Alternatively, one can use a black box method like Quasi-Newton to improve the convergence behaviour. These methods have recently been combined with waveform iterations for fixed time steps. Here, we suggest an extension of the Quasi-Newton method to the time adaptive setting and analyze its properties. We compare the proposed Quasi-Newton method with state of the art solvers on a heat transfer test case, and a complex mechanical Fluid-Structure interaction case, demonstrating the methods efficiency.

math.NA↗

arXiv2024

Convergence Properties of Iteratively Coupled Surface-Subsurface Models

Surface-subsurface flow models for hydrological applications solve a coupled multiphysics problem. This usually consists of some form of the Richards and shallow water equations. A typical setup couples these two nonlinear partial differential equations in a partitioned approach via boundary conditions. Full interaction between the subsolvers is ensured by an iterative coupling procedure. This can be accelerated using relaxation. In this paper, we apply continuous and fully discrete linear analysis techniques to study an idealized, linear, 1D-0D version of a surface-subsurface model. These result in explicit expressions for the convergence factor and an optimal relaxation parameter, depending on material and discretization parameters. We test our analysis results numerically for fully nonlinear 2D-1D experiments based on existing benchmark problems. The linear analysis can explain fast convergence of iterations observed in practice for different materials and test cases, even though we are not able to capture various nonlinear effects.

math.NA↗

arXiv2023

Resolving Entropy Growth from Iterative Methods

We consider entropy conservative and dissipative discretizations of nonlinear conservation laws with implicit time discretizations and investigate the influence of iterative methods used to solve the arising nonlinear equations. We show that Newton's method can turn an entropy dissipative scheme into an anti-dissipative one, even when the iteration error is smaller than the time integration error. We explore several remedies, of which the most performant is a relaxation technique, originally designed to fix entropy errors in time integration methods. Thus, relaxation works well in consort with iterative solvers, provided that the iteration errors are on the order of the time integration method. To corroborate our findings, we consider Burgers' equation and nonlinear dispersive wave equations. We find that entropy conservation results in more accurate numerical solutions than non-conservative schemes, even when the tolerance is an order of magnitude larger.

math.NA↗

arXiv2022

Locally conservative and flux consistent iterative methods

Conservation and consistency are fundamental properties of discretizations of systems of hyperbolic conservation laws. Here, these concepts are extended to the realm of iterative methods by formally defining locally conservative and flux consistent iterations. These concepts are of both theoretical and practical importance: Based on recent work by the authors, it is shown that pseudo-time iterations using explicit Runge-Kutta methods are locally conservative but not necessarily flux consistent. An extension of the Lax-Wendroff theorem is presented, revealing convergence towards weak solutions of a temporally retarded system of conservation laws. Each equation is modified in the same way, namely by a particular scalar factor multiplying the spatial flux terms. A technique for enforcing flux consistency, and thereby recovering convergence, is presented. Further, local conservation is established for all Krylov subspace methods, with and without restarts, and for Newton's method under certain assumptions on the discretization. Thus it is shown that Newton-Krylov methods are locally conservative, although not necessarily flux consistent. Numerical experiments with the 2D compressible Euler equations corroborate the theoretical results. Further numerical investigations of the impact of flux consistency on Newton-Krylov methods indicate that its effect is case dependent, and diminishes as the number of iterations grow.

math.NA↗

arXiv2022

Theoretical and Practical Aspects of Space-Time DG-SEM Implementations

We discuss two approaches for the formulation and implementation of space-time discontinuous Galerkin spectral element methods (DG-SEM). In one, time is treated as an additional coordinate direction and a Galerkin procedure is applied to the entire problem. In the other, the method of lines is used with DG-SEM in space and the fully implicit Runge-Kutta method Lobatto IIIC in time. The two approaches are mathematically equivalent in the sense that they lead to the same discrete solution. However, in practice they differ in several important respects, including the terminology used to describe them, the structure of the resulting software, and the interaction with nonlinear solvers. Challenges and merits of the two approaches are discussed with the goal of providing the practitioner with sufficient consideration to choose which path to follow. Additionally, implementations of the two methods are provided as a starting point for further development. Numerical experiments validate the theoretical accuracy of these codes and demonstrate their utility, even for 4D problems.

math.NA↗

arXiv2021

Local Fourier Analysis of a Space-Time Multigrid Method for DG-SEM for the Linear Advection Equation

In this paper we present a Local Fourier Analysis of a space-time multigrid solver for a hyperbolic test problem. The space-time discretization is based on arbitrarily high order discontinuous Galerkin spectral element methods in time and a first order finite volume method in space. We apply a block Jacobi smoother and consider coarsening in space-time, as well as temporal coarsening only. Asymptotic convergence factors for the smoother and the two-grid method for both coarsening strategies are presented. For high CFL numbers, the convergence factors for both strategies are $0.5$ for first order, and $0.375$ for second order accurate temporal approximations. Numerical experiments in one and two spatial dimensions for space-time DG-SEM discretizations of varying order gives even better convergence rates of around $0.3$ and $0.25$ for sufficiently high CFL numbers.

math.NA↗

arXiv2021

A time adaptive multirate Dirichlet-Neumann waveform relaxation method for heterogeneous coupled heat equations

We consider partitioned time integration for heterogeneous coupled heat equations. First and second order multirate, as well as time-adaptive Dirichlet-Neumann Waveform relaxation (DNWR) methods are derived. In 1D and for implicit Euler time integration, we analytically determine optimal relaxation parameters for the fully discrete scheme. We test the robustness of the relaxation parameters on the second order multirate method in 2D. DNWR is shown to be very robust and consistently yielding fast convergence rates, whereas the closely related Neumann-Neumann Waveform relaxtion (NNWR) method is slower or even diverges. The waveform approach naturally allows for different timesteps in the subproblems. In a performance comparison for DNWR, the time-adaptive method dominates the multirate method due to automatically finding suitable stepsize ratios. Overall, we obtain a fast, robust, multirate and time adaptive partitioned solver for unsteady conjugate heat transfer.

math.NA↗

arXiv2021

Waveform Relaxation with asynchronous time-integration

We consider Waveform Relaxation (WR) methods for partitioned time-integration of surface-coupled multiphysics problems. WR allows independent time-discretizations on independent and adaptive time-grids, while maintaining high time-integration orders. Classical WR methods such as Jacobi or Gauss-Seidel WR are typically either parallel or converge quickly. We present a novel parallel WR method utilizing asynchronous communication techniques to get both properties. Classical WR methods exchange discrete functions after time-integration of a subproblem. We instead asynchronously exchange time-point solutions during time-integration and directly incorporate all new information in the interpolants. We show both continuous and time-discrete convergence in a framework that generalizes existing linear WR convergence theory. An algorithm for choosing optimal relaxation in our new WR method is presented. Convergence is demonstrated in two conjugate heat transfer examples. Our new method shows an improved performance over classical WR methods. In one example we show a partitioned coupling of the compressible Euler equations with a nonlinear heat equation, with subproblems implemented using the open source libraries DUNE and FEniCS.

math.NA↗

arXiv2021

Conservative iterative methods for implicit discretizations of conservation laws

Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further, it is shown that Newton's method, Krylov subspace methods and pseudo-time iterations are globally conservative while the Jacobi and Gauss-Seidel methods are not in general. If pseudo-time iterations using an explicit Runge-Kutta method are applied to a locally conservative discretization, then the resulting scheme is also locally conservative. However, the corresponding numerical flux can be inconsistent with the conservation law. We prove an extension of the Lax-Wendroff theorem, which reveals that numerical solutions based on these methods converge to weak solutions of a modified conservation law where the flux function is multiplied by a particular constant. This constant depends on the choice of Runge-Kutta method but is independent of both the conservation law and the discretization. Consistency is maintained by ensuring that this constant equals unity and a strategy for achieving this is presented. Experiments show that this strategy improves the convergence rate of the pseudo-time iterations.

math.NA↗

arXiv2020

Quasi-Newton Waveform Iteration for Partitioned Fluid-Structure Interaction

We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative coupling, support for multi-rate time stepping, and higher-order convergence in time. To achieve this, we combine waveform relaxation -- a known method to achieve higher order in applications with split time stepping based on continuous representations of coupling variables in time -- with interface quasi-Newton coupling, which has been developed throughout the last decade and is generally accepted as a very robust iterative coupling method even for gluing together black-box simulation codes. We show convergence results (in terms of convergence of the iterative solver and in terms of approximation order in time) for two academic test cases -- a heat transfer scenario and a fluid-structure interaction simulation. We show that we achieve the expected approximation order and that our iterative method is competitive in terms of iteration counts with those designed for simpler first-order-in-time coupling.

math.NA↗

arXiv2018

Spectral stability of nonlinear gravity waves in the atmosphere

We apply spectral stability theory to investigate nonlinear gravity waves in the atmosphere. These waves are determined by modulation equations that result from Wentzel-Kramers-Brillouin theory. First, we establish that plane waves, which represent exact solutions to the inviscid Boussinesq equations, are spectrally stable with respect to their nonlinear modulation equations under the same conditions as what is known as modulational stability from weakly nonlinear theory. In contrast to Boussinesq, the pseudo-incompressible regime does account for the altitudinal varying background density. Second, we show for the first time that upward-traveling wave fronts solving the inviscid modulation equations, that compare to pseudo-incompressible theory, are unconditionally unstable. Both inviscid regimes turn out to be ill-posed as the spectra allow for arbitrarily large instability growth rates. Third, a regularization is found by including dissipative effects. The corresponding traveling wave solutions have localized amplitude and blow up unconditionally by embedded eigenvalue instabilities but the instability growth rate is bounded from above. Additionally, all three types of nonlinear modulation equations are solved numerically to further investigate and illustrate the nature of the analytic stability results.

physics.flu-dyn↗

arXiv2018

A multirate Neumann-Neumann waveform relaxation method for heterogeneous coupled heat equations

An important challenge when coupling two different time dependent problems is to increase parallelization in time. We suggest a multirate Neumann-Neumann waveform relaxation algorithm to solve two heterogeneous coupled heat equations. In order to fix the mismatch produced by the multirate feature at the space-time interface a linear interpolation is constructed. The heat equations are discretized using a finite element method in space, whereas two alternative time integration methods are used: implicit Euler and SDIRK2. We perform a one-dimensional convergence analysis for the nonmultirate fully discretized heat equations using implicit Euler to find the optimal relaxation parameter in terms of the material coefficients, the stepsize and the mesh resolution. This gives a very efficient method which needs only two iterations. Numerical results confirm the analysis and show that the 1D nonmultirate optimal relaxation parameter is a very good estimator for the multirate 1D case and even for multirate and nonmultirate 2D examples using both implicit Euler and SDIRK2.

math.NA↗

arXiv2018

Goal oriented time adaptivity using local error estimates

We consider initial value problems where we are interested in a quantity of interest (QoI) that is the integral in time of a functional of the solution of the IVP. For these, we look into local error based time adaptivity. We derive a goal oriented error estimate and timestep controller, based on error contribution to the error in the QoI, for which we prove convergence of the error in the QoI for tolerance to zero under weak assumptions. We analyze global error propagation of this method and derive guidelines to predict performance of the method. In numerical tests we verify convergence results and guidelines on method performance. Additionally, we compare with the dual-weighted residual method (DWR) and classical local error based time-adaptivity. The local error based methods show better performance than DWR and the goal oriented method shows good results in most examples, with significant speedups in some cases.

math.NA↗

arXiv2017

Preconditioned smoothers for the full approximation scheme for the RANS equations

We consider multigrid methods for finite volume discretizations of the Reynolds Averaged Navier-Stokes (RANS) equations for both steady and unsteady flows. We analyze the effect of different smoothers based on pseudo time iterations, such as explicit and additive Runge-Kutta (ARK) methods. Furthermore, we derive the new class of additive W (AW) methods from Rosenbrock smoothers. This gives rise to two classes of preconditioned smoothers, preconditioned ARK and additive W (AW), which are implemented the exact same way, but have different parameters and properties. The new derivation allows to choose some of these based on results for time integration methods. As preconditioners, we consider SGS preconditioners based on flux vector splitting discretizations with a cutoff function for small eigenvalues. We compare these methods based on a discrete Fourier analysis. Numerical results on pitching and plunging airfoils identify AW3 as the best smoother regarding overall efficiency. Specifically, for the NACA 64A010 airfoil steady-state convergence rates of as low as 0.85 were achieved, or a reduction of 6 orders of magnitude in approximately 25 pseudo-time iterations. Unsteady convergence rates of as low as 0.77 were achieved, or a reduction of 11 orders of magnitude in approximately 70 pseudo-time iterations.

math.NA↗

arXiv2017

On the convergence rate of the Dirichlet-Neumann iteration for unsteady thermal fluid structure interaction

We consider the Dirichlet-Neumann iteration for partitioned simulation of thermal fluid-structure interaction, also called conjugate heat transfer. We analyze its convergence rate for two coupled fully discretized 1D linear heat equations with jumps in the material coefficients across these. These are discretized using implicit Euler in time, a finite element method on one domain, a finite volume method on the other one and variable aspect ratio. We provide an exact formula for the spectral radius of the iteration matrix. This shows that for large time steps, the convergence rate is the aspect ratio times the quotient of heat conductivities and that decreasing the time step will improve the convergence rate. Numerical results confirm the analysis and show that the 1D formula is a good estimator in 2D and even for nonlinear thermal FSI applications.

math.NA↗

arXiv2014

Fast Solvers for Unsteady Thermal Fluid Structure Interaction

We consider time dependent thermal fluid structure interaction. The respective models are the compressible Navier-Stokes equations and the nonlinear heat equation. A partitioned coupling approach via a Dirichlet-Neumann method and a fixed point iteration is employed. As a refence solver a previously developed efficient time adaptive higher order time integration scheme is used. To improve upon this, we work on reducing the number of fixed point coupling iterations. Thus, first widely used vector extrapolation methods for convergence acceleration of the fixed point iteration are tested. In particular, Aitken relaxation, minimal polynomial extrapolation (MPE) and reduced rank extrapolation (RRE) are considered. Second, we explore the idea of extrapolation based on data given from the time integration and derive such methods for SDIRK2. While the vector extrapolation methods have no beneficial effects, the extrapolation methods allow to reduce the number of fixed point iterations further by up to a factor of two with linear extrapolation performing better than quadratic.

math.NA↗