Barbara Wohlmuth

NA
34papers
631citations
Novelty42%
AI Score48

34 Papers

70.1FLU-DYNJun 3
Effective permeabilities for flow through anisotropic microscopic geometries

Loïc Balazi, Fabian Holzberger, Stephan B. Lunowa et al.

This work develops a computational and theoretical framework for determining effective permeabilities in anisotropic microscopic geometries containing dense, fibre-like obstacles, motivated by the need to model flow in coiled aneurysm domains accurately. Building on homogenisation theory and fully resolved simulations in Representative Elementary Volumes (REVs), we validate the permeability model introduced in [C. Boutin, Study of permeability by periodic and self-consistent homogenisation. Eur. J. Mech. A Solids, 19(4):603-632, 2000] and propose a systematic methodology for capturing the directional variations induced by fibre orientation. The resulting permeability tensors are incorporated into macroscopic flow simulations based on the Darcy equation, enabling direct comparison of anisotropic and isotropic permeability models across several benchmark configurations. Our findings show that anisotropy has a significant impact on local flow direction and magnitude, generating directional permeability contrasts which cannot be reproduced by classical isotropic approximations. By integrating coil-induced microstructural effects into continuum-scale hemodynamic models, the proposed approach enables more realistic assessment of post-treatment aneurysm flow behaviour. Beyond this clinical application, the framework is broadly applicable to other biomedical and engineering systems involving fibrous or filamentous porous microstructures.

NAJul 31, 2014
Isogeometric mortar methods

Ericka Brivadis, Annalisa Buffa, Barbara Wohlmuth et al.

The application of mortar methods in the framework of isogeometric analysis is investigated theoretically as well as numerically. For the Lagrange multiplier two choices of uniformly stable spaces are presented, both of them are spline spaces but of a different degree. In one case, we consider an equal order pairing for which a cross point modification based on a local degree reduction is required. In the other case, the degree of the dual space is reduced by two compared to the primal. This pairing is proven to be inf-sup stable without any necessary cross point modification. Several numerical examples confirm the theoretical results and illustrate additional aspects. Keywords: isogeometric analysis, mortar methods, inf-sup stability, cross point modification.

NAJul 2, 2018
A hybrid isogeometric approach on multi-patches with applications to Kirchhoff plates and eigenvalue problems

Thomas Horger, Alessandro Reali, Barbara Wohlmuth et al.

We present a systematic study on higher-order penalty techniques for isogeometric mortar methods. In addition to the weak-continuity enforced by a mortar method, normal derivatives across the interface are penalized. The considered applications are fourth order problems as well as eigenvalue problems for second and fourth order equations. The hybrid coupling enables the discretization of fourth order problems in a multi-patch setting as well as a convenient implementation of natural boundary conditions. For second order eigenvalue problems, the pollution of the discrete spectrum - typically referred to as 'outliers' - can be avoided. Numerical results illustrate the good behaviour of the proposed method in simple systematic studies as well as more complex multi-patch mapped geometries for linear elasticity and Kirchhoff plates.

NADec 5, 2016
On the analysis of block smoothers for saddle point problems

Lorenz John, Ulrich Rüde, Barbara Wohlmuth et al.

In this article, we discuss several classes of Uzawa smoothers for the application in multigrid methods in the context of saddle point problems. Beside commonly used variants, such as the inexact and block factorization version, we also introduce a new symmetric method, belonging to the class of Uzawa smoothers. For these variants we unify the analysis of the smoothing properties, which is an important part in the multigrid convergence theory. These methods are applied to the Stokes problem for which all smoothers are implemented as pointwise relaxation methods. Several numerical examples illustrate the theoretical results.

NAOct 30, 2018
Splitting method for elliptic equations with line sources

Ingeborg G. Gjerde, Kundan Kumar, Jan M. Nordbotten et al.

In this paper, we study the mathematical structure and numerical approximation of elliptic problems posed in a (3D) domain $Ω$ when the right-hand side is a (1D) line source $Λ$. The analysis and approximation of such problems is known to be non-standard as the line source causes the solution to be singular. Our main result is a splitting theorem for the solution; we show that the solution admits a split into an explicit, low regularity term capturing the singularity, and a high-regularity correction term $w$ being the solution of a suitable elliptic equation. The splitting theorem states the mathematical structure of the solution; in particular, we find that the solution has anisotropic regularity. More precisely, the solution fails to belong to $H^1$ in the neighbourhood of $Λ$, but exhibits piecewise $H^2$-regularity parallel to $Λ$. The splitting theorem can further be used to formulate a numerical method in which the solution is approximated via its correction function $w$. This approach has several benefits. Firstly, it recasts the problem as a 3D elliptic problem with a 3D right-hand side belonging to $L^2$, a problem for which the discretizations and solvers are readily available. Secondly, it makes the numerical approximation independent of the discretization of $Λ$; thirdly, it improves the approximation properties of the numerical method. We consider here the Galerkin finite element method, and show that the singularity subtraction then recovers optimal convergence rates on uniform meshes, i.e., without needing to refine the mesh around each line segment. The numerical method presented in this paper is therefore well-suited for applications involving a large number of line segments. We illustrate this by treating a dataset (consisting of $\sim 3000$ line segments) describing the vascular system of the brain.

NAAug 6, 2014
Reduced basis methods for pricing options with the Black-Scholes and Heston model

Olena Burkovska, Bernard Haasdonk, Julien Salomon et al.

In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formulate the problem in terms of a time dependent variational equality or inequality. We apply a suitable reduced basis approach for both types of options. The characteristic ingredients used in the method are a combined POD-Greedy and Angle-Greedy procedure for the construction of the primal and dual reduced spaces. Analytically, we prove the reproduction property of the reduced scheme and derive a posteriori error estimators. Numerical examples are provided, illustrating the approximation quality and convergence of our approach for the different option pricing models. Also, we investigate the reliability and effectivity of the error estimators.

NAMar 2, 2016
Simultaneous Reduced Basis Approximation of Parameterized Elliptic Eigenvalue Problems

Thomas Horger, Barbara Wohlmuth, Thomas Dickopf

The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely a certain number of the smallest eigenvalues. For a fast and reliable evaluation of these input-output relations, we analyze a posteriori error estimators for eigenvalues. Moreover, we present different greedy strategies and study systematically their performance. Special attention needs to be paid to multiple eigenvalues whose appearance is parameter-dependent. Our methods are of particular interest for applications in vibro-acoustics.

NAJun 29, 2018
Biorthogonal splines for optimal weak patch-coupling in isogeometric analysis with applications to finite deformation elasticity

Linus Wunderlich, Alexander Seitz, Mert Deniz Alaydin et al.

A new construction of biorthogonal splines for isogeometric mortar methods is proposed. The biorthogonal basis has a local support and, at the same time, optimal approximation properties, which yield optimal results with mortar methods. We first present the univariate construction, which has an inherent crosspoint modification. The multivariate construction is then based on a tensor product for weighted integrals, whereby the important properties are inherited from the univariate case. Numerical results including large deformations confirm the optimality of the newly constructed biorthogonal basis.

NAJul 23, 2018
A stencil scaling approach for accelerating matrix-free finite element implementations

Simon Bauer, Daniel Drzisga, Marcus Mohr et al.

We present a novel approach to fast on-the-fly low order finite element assembly for scalar elliptic partial differential equations of Darcy type with variable coefficients optimized for matrix-free implementations. Our approach introduces a new operator that is obtained by appropriately scaling the reference stiffness matrix from the constant coefficient case. Assuming sufficient regularity, an a priori analysis shows that solutions obtained by this approach are unique and have asymptotically optimal order convergence in the $H^1$- and the $L^2$-norm on hierarchical hybrid grids. For the pre-asymptotic regime, we present a local modification that guarantees uniform ellipticity of the operator. Cost considerations show that our novel approach requires roughly one third of the floating-point operations compared to a classical finite element assembly scheme employing nodal integration. Our theoretical considerations are illustrated by numerical tests that confirm the expectations with respect to accuracy and run-time. A large scale application with more than a hundred billion ($1.6\cdot10^{11}$) degrees of freedom executed on 14,310 compute cores demonstrates the efficiency of the new scaling approach.

NAMar 1, 2018
Goal-oriented adaptive surrogate construction for stochastic inversion

Steven Mattis, Barbara Wohlmuth

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used in approximating the solution. The result is generally a trade off in errors where the stochastic error is reduced at the cost of an increase in deterministic/discretization errors in the evaluation of the surrogate. Such stochastic errors pollute predictions based on the stochastic inverse. In this work, we formulate a method for adaptively creating a special class of surrogate response surfaces with this stochastic error in mind. Adjoint techniques are used to enhance the local approximation properties of the surrogate allowing the construction of a higher-level enhanced surrogate. Using these two levels of surrogates, appropriately derived local error indicators are computed and used to guide refinement of both levels of the surrogates. Three types of refinement strategies are presented and combined in an iterative adaptive surrogate construction algorithm. Numerical examples, including a complex vibroacoustics application, demonstrate how this adaptive strategy allows for accurate predictions under uncertainty for a much smaller computational cost than uniform refinement.

NAMar 6, 2019
Goal-Oriented Adaptive Modeling of Random Heterogeneous Media and Model-Based Multilevel Monte Carlo Methods

Laura Scarabosio, Barbara Wohlmuth, J. Tinsley Oden et al.

Methods for generating sequences of surrogates approximating fine scale models of two-phase random heterogeneous media are presented that are designed to adaptively control the modeling error in key quantities of interest (QoIs). For specificity, the base models considered involve stochastic partial differential equations characterizing, for example, steady-state heat conduction in random heterogeneous materials and stochastic elastostatics problems in linear elasticity. The adaptive process involves generating a sequence of surrogate models defined on a partition of the solution domain into regular subdomains and then, based on estimates of the error in the QoIs, assigning homogenized effective material properties to some subdomains and full random fine scale properties to others, to control the error so as to meet a preset tolerance. New model-based Multilevel Monte Carlo (mbMLMC) methods are presented that exploit the adaptive sequencing and are designed to reduce variances and thereby accelerate convergence of Monte Carlo sampling. Estimates of cost and mean squared error of the method are presented. The results of several numerical experiments are discussed that confirm that substantial saving in computer costs can be realized through the use of controlled surrogate models and the associated mbMLMC algorithms.

NAAug 13, 2018
Efficient parameter estimation for a methane hydrate model with active subspaces

Mario Teixeira Parente, Steven Mattis, Shubhangi Gupta et al.

Methane gas hydrates have increasingly become a topic of interest because of their potential as a future energy resource. There are significant economical and environmental risks associated with extraction from hydrate reservoirs, so a variety of multiphysics models have been developed to analyze prospective risks and benefits. These models generally have a large number of empirical parameters which are not known a priori. Traditional optimization-based parameter estimation frameworks may be ill-posed or computationally prohibitive. Bayesian inference methods have increasingly been found effective for estimating parameters in complex geophysical systems. These methods often are not viable in cases of computationally expensive models and high-dimensional parameter spaces. Recently, methods have been developed to effectively reduce the dimension of Bayesian inverse problems by identifying low-dimensional structures that are most informed by data. Active subspaces is one of the most generally applicable methods of performing this dimension reduction. In this paper, Bayesian inference of the parameters of a state-of-the-art mathematical model for methane hydrates based on experimental data from a triaxial compression test with gas hydrate-bearing sand is performed in an efficient way by utilizing active subspaces. Active subspaces are used to identify low-dimensional structure in the parameter space which is exploited by generating a cheap regression-based surrogate model and implementing a modified Markov chain Monte Carlo algorithm. Posterior densities having means that match the experimental data are approximated in a computationally efficient way.

NASep 1, 2014
Trace and flux a priori error estimates in finite element approximations of Signorni-type problems

Olaf Steinbach, Barbara Wohlmuth, Linus Wunderlich

Variational inequalities play in many applications an important role and are an active research area. Optimal a priori error estimates in the natural energy norm do exist but only very few results in other norms exist. Here we consider as prototype a simple Signorini problem and provide new optimal order a priori error estimates for the trace and the flux on the Signorini boundary. The a priori analysis is based on the exact and a mesh-dependent Steklov-Poincaré operator as well as on duality in Aubin-Nitsche type arguments. Numerical results illustrate the convergence rates of the finite element approach.

NAMar 15, 2019
Self-adaptive absorbing boundary conditions for quasilinear acoustic wave propagation

Markus Muhr, Vanja Nikolić, Barbara Wohlmuth

We propose a self-adaptive absorbing technique for quasilinear ultrasound waves in two- and three-dimensional computational domains. As a model for the nonlinear ultrasound propagation in thermoviscous fluids, we employ Westervelt's wave equation solved for the acoustic velocity potential. The angle of incidence of the wave is computed based on the information provided by the wave-field gradient which is readily available in the finite element framework. The absorbing boundary conditions are then updated with the angle values in real time. Numerical experiments illustrate the accuracy and efficiency of the proposed method.

NAJun 3, 2016
Reduced basis isogeometric mortar approximations for eigenvalue problems in vibroacoustics

Thomas Horger, Barbara Wohlmuth, Linus Wunderlich

We simulate the vibration of a violin bridge in a multi-query context using reduced basis techniques. The mathematical model is based on an eigenvalue problem for the orthotropic linear elasticity equation. In addition to the nine material parameters, a geometrical thickness parameter is considered. This parameter enters as a 10th material parameter into the system by a mapping onto a parameter independent reference domain. The detailed simulation is carried out by isogeometric mortar methods. Weakly coupled patch-wise tensorial structured isogeometric elements are of special interest for complex geometries with piecewise smooth but curvilinear boundaries. To obtain locality in the detailed system, we use the saddle point approach and do not apply static condensation techniques. However within the reduced basis context, it is natural to eliminate the Lagrange multiplier and formulate a reduced eigenvalue problem for a symmetric positive definite matrix. The selection of the snapshots is controlled by a multi-query greedy strategy taking into account an error indicator allowing for multiple eigenvalues.

NAFeb 19, 2019
The surrogate matrix methodology: a priori error estimation

Daniel Drzisga, Brendan Keith, Barbara Wohlmuth

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is based on the piece-wise smooth approximation of the matrices involved in a standard finite element discretization. In particular, it relies on the projection of smooth so-called stencil functions onto high-order polynomial subspaces. The performance advantage of the surrogate matrix methodology is seen in constructions where each stencil function uniquely determines the values of a significant collection of matrix entries. Such constructions are shown to be widely achievable through the use of locally-structured meshes. Therefore, this methodology can be applied to a wide variety of physically meaningful problems, including nonlinear problems and problems with curvilinear geometries. Rigorous a priori error analysis certifies the convergence of a novel surrogate method for the variable coefficient Poisson equation. The flexibility of the methodology is also demonstrated through the construction of novel methods for linear elasticity and nonlinear diffusion problems. In numerous numerical experiments, we demonstrate the efficacy of these new methods in a matrix-free environment with geometric multigrid solvers. In our experiments, up to a twenty-fold decrease in computation time is witnessed over the classical method with an otherwise identical implementation.

NANov 18, 2015
Solution Techniques for the Stokes System: A priori and a posteriori modifications, resilient algorithms

Markus Huber, Lorenz John, Petra Pustejovska et al.

This article proposes modifications to standard low order finite element approximations of the Stokes system with the goal of improving both the approximation quality and the parallel algebraic solution process. Different from standard finite element techniques, we do not modify or enrich the approximation spaces but modify the operator itself to ensure fundamental physical properties such as mass and energy conservation. Special local a~priori correction techniques at re-entrant corners lead to an improved representation of the energy in the discrete system and can suppress the global pollution effect. Local mass conservation can be achieved by an a~posteriori correction to the finite element flux. This avoids artifacts in coupled multi-physics transport problems. Finally, hardware failures in large supercomputers may lead to a loss of data in solution subdomains. Within parallel multigrid, this can be compensated by the accelerated solution of local subproblems. These resilient algorithms will gain importance on future extreme scale computing systems.

34.3NAMay 20
A lattice Boltzmann method for Biot's consolidation model of linear poroelasticity

Stephan B. Lunowa, Barbara Wohlmuth

Biot's consolidation model is a classical model for the evolution of deformable porous media saturated by a fluid and has various interdisciplinary applications. While numerical solution methods to solve poroelasticity by typical schemes such as finite differences, finite volumes or finite elements have been intensely studied, lattice Boltzmann methods for poroelasticity have not been developed yet. In this work, we propose a novel semi-implicit coupling of lattice Boltzmann methods to solve Biot's consolidation model in two dimensions. To this end, we use a single-relaxation-time lattice Boltzmann method for reaction-diffusion equations to solve the Darcy flow and combine it with a recent pseudo-time multi-relaxation-time lattice Boltzmann scheme for quasi-static linear elasticity. We employ a multi-grid method for the latter scheme to achieve quasi-optimal computational cost. For the coupling between the equations, we develop a centered update scheme, that incorporates both explicit and semi-implicit contributions. The numerical results demonstrate that naive (explicit or semi-implicit) coupling schemes lead to instabilities when the poroelastic system is strongly coupled. However, the newly developed centered coupling scheme is stable and accurate in all considered cases, even for the Biot--Willis coefficient being one. Furthermore, the numerical results for Terzaghi's consolidation problem and a two-dimensional extension thereof highlight that the scheme is even able to capture discontinuous solutions arising from instantaneous loading.

NAApr 19, 2017
Higher order energy-corrected finite element methods

Thomas Horger, Petra Pustejovska, Barbara Wohlmuth

The regularity of the solution of elliptic partial differential equa- tions in a polygonal domain with re-entrant corners is, in general, reduced compared to the one on a smooth convex domain. This results in a best approximation property for standard norms which depend on the re-entrant corner but does not increase with the polynomial degree. Standard Galerkin approximations are moreover affected by a global pollution effect. Even in the far field no optimal error reduction can be observed. Here, we generalize the energy-correction method for higher order finite elements. It is based on a parameter-dependent local modification of the stiffness matrix. We will show firstly that for such modified finite element approximation the pollution effect does not occur and thus optimal order estimates in weighted L2-norms can be obtained. Two different modification techniques are introduced and illustrated numerically. Secondly we propose a simple post-processing step such that even with respect to the standard L2-norm optimal order convergence can be recovered.

NAMar 15, 2019
Energy-corrected FEM and explicit time-stepping for parabolic problems

Piotr Swierczynski, Barbara Wohlmuth

The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution effect". Standard remedies based on mesh refinement around the singular corner result in very restrictive stability requirements on the time-step size when explicit time integration is applied. In this article, we introduce and analyse the energy-corrected finite element method for parabolic problems, which works on quasi-uniform meshes, and, based on it, create fast explicit time discretisation. We illustrate these results with extensive numerical investigations not only confirming the theoretical results but also showing the flexibility of the method, which can be applied in the presence of multiple singular corners and a three-dimensional setting. We also propose a fast explicit time-stepping scheme based on a piecewise cubic energy-corrected discretisation in space completed with mass-lumping techniques and numerically verify its efficiency.

NAFeb 21, 2018
Operator splitting technique using streamline projection for two-phase flow in highly heterogeneous and anisotropic porous media

Ettore Vidotto, Martin Schneider, Rainer Helmig et al.

In this paper, we present a fast streamline-based numerical method for the two-phase flow equations in high-rate flooding scenarios for incompressible fluids in heterogeneous and anisotropic porous media. A fractional flow formulation is adopted and a discontinuous Galerkin method (DG) is employed to solve the pressure equation. Capillary effects can be neglected in high-rate flooding scenarios. This allows us to present an improved streamline approach in combination with the one-dimensional front tracking method to solve the transport equation. To handle the high computational costs of the DG approximation, domain decomposition is applied combined with an algebraic multigrid preconditioner to solve the linear system. Special care at the interior interfaces is required and the streamline tracer has to include a dynamic communication strategy. The method is validated in various two- and three-dimensional tests, where comparisons of the solutions in terms of approximation of flow front propagation with standard fully-implicit finite volume methods are provided.

COMP-PHMay 30, 2019
An all-at-once Newton strategy for methane hydrate reservoir models

Shubhangi Gupta, Barbara Wohlmuth, Matthias Haeckel

Marine gas hydrate systems are characterized by highly dynamic transport-reaction processes in an essentially water-saturated porous medium that are coupled to thermodynamic phase transitions between solid gas hydrates, free gas and dissolved methane in the aqueous phase. These phase transitions are highly nonlinear and strongly coupled, and cause the mathematical model to rapidly switch the phase states and pose serious convergence issues for the classical Newton's method. One of the common methods of dealing with such phase transitions is the primary variable switching (PVS) method where the choice of the primary variables is adapted locally to the phase state **outside** the Newton loop. In order to ensure that the phase states are determined accurately, the PVS strategy requires an additional iterative loop, which can get quite expensive for highly nonlinear problems. For methane hydrate reservoir models, the PVS method shows poor convergence behaviour and often leads to extremely small time step sizes. In order to overcome this issue, we have developed a nonlinear complementary constraints method (NCP) for handling phase transitions, and implemented it within a non-smooth Newton's linearization scheme using an active-set strategy. Here, we present our numerical scheme and show its robustness through field scale applications based on the highly dynamic geological setting of the Black Sea.

NANov 19, 2016
Model reduction for calibration of American options

Olena Burkovska, Kathrin Glau, Mirco Mahlstedt et al.

American put options are among the most frequently traded single stock options, and their calibration is computationally challenging since no closed-form expression is available. Due to the higher flexibility in comparison to European options, the mathematical model involves additional constraints, and a variational inequality is obtained. We use the Heston stochastic volatility model to describe the price of a single stock option. In order to speed up the calibration process, we apply two model reduction strategies. Firstly, a reduced basis method (RBM) is used to define a suitable low-dimensional basis for the numerical approximation of the parameter-dependent partial differential equation ($μ$PDE) model. By doing so the computational complexity for solving the $μ$PDE is drastically reduced, and applications of standard minimization algorithms for the calibration are significantly faster than working with a high-dimensional finite element basis. Secondly, so-called de-Americanization strategies are applied. Here, the main idea is to reformulate the calibration problem for American options as a problem for European options and to exploit closed-form solutions. Both reduction techniques are systematically compared and tested for both synthetic and market data sets.

NAApr 27, 2016
Highly sparse surface couplings for subdomain-wise isoviscous Stokes finite element discretizations

Markus Huber, Ulrich Rüde, Christian Waluga et al.

The Stokes system with constant viscosity can be cast into different formulations by exploiting the incompressibility constraint. For instance the strain in the weak formulation can be replaced by the gradient to decouple the velocity components in the different coordinate directions. Thus the discretization of the simplified problem leads to fewer nonzero entries in the stiffness matrix. This is of particular interest in large scale simulations where a reduced memory bandwidth requirement can help to significantly accelerate the computations. In the case of a piecewise constant viscosity, as it typically arises in multi-phase flows, or when the boundary conditions involve traction, the situation is more complex, and one has to treat the cross derivatives in the original Stokes system with care. A naive application of the standard vectorial Laplacian results in a physically incorrect solution, while formulations based on the strain increase the computational effort everywhere, even when the inconsistencies arise only from an incorrect treatment in a small fraction of the computational domain. Here we propose a new approach that is consistent with the strain-based formulation and preserves the decoupling advantages of the gradient-based formulation in isoviscous subdomains. The modification is equivalent to locally changing the discretization stencils, hence the more expensive discretization is restricted to a lower dimensional interface, making the additional computational cost asymptotically negligible. We demonstrate the consistency and convergence properties of the method and show that in a massively parallel setup, the multigrid solution of the resulting discrete systems is faster than for the classical strain-based formulation. Moreover, we give an application example which is inspired by geophysical research.

NAFeb 25, 2015
Simultaneous quasi-optimal convergence in FEM-BEM coupling

Jens Markus Melenk, Dirk Praetorius, Barbara Wohlmuth

We consider the symmetric FEM-BEM coupling that connects two linear elliptic second order partial differential equations posed in a bounded domain $Ω$ and its complement, where the exterior problem is restated by an integral equation on the coupling boundary $Γ=\partialΩ$. We assume that the corresponding transmission problem admits a shift theorem for data in $H^{-1+s}$, $s \in [-1,-1+s_0]$, $s_0 > 1/2$. We analyze the discretization by piecewise polynomials of degree $k$ for the domain variable and piecewise polynomials of degree $k-1$ for the flux variable on the coupling boundary. Given sufficient regularity we show that (up to logarithmic factors) the optimal convergence $O(h^{k+1/2})$ in the $H^{-1/2}(Γ)$-norm is obtained for the flux variable, while classical arguments by Céa-type quasi-optimality and standard approximation results provide only $O(h^k)$ for the overall error in the natural product norm on $H^1(Ω)\times H^{-1/2}(Γ)$.

NAJul 31, 2024
A Lattice Boltzmann Method for Non-Newtonian Blood Flow in Coiled Intracranial Aneurysms

Medeea Horvat, Stephan B. Lunowa, Dmytro Sytnyk et al.

Intracranial aneurysms are the leading cause of hemorrhagic stroke. One of the established treatment approaches is the embolization induced by coil insertion. However, the prediction of treatment and subsequent changed flow characteristics in the aneurysm is still an open problem. In this work, we present an approach based on a patient-specific geometry and parameters including a coil representation as inhomogeneous porous medium. The model consists of the volume-averaged Navier-Stokes equations for a non-Newtonian blood rheology. We solve these equations using a problem-adapted lattice Boltzmann method and present a comparison between fully-resolved and volume-averaged simulations. The results indicate the validity of the model. Overall, this workflow allows for patient specific assessment of the flow due to potential treatment.

NANov 26, 2024
Numerical simulation of dilute polymeric fluids with memory effects in the turbulent flow regime

Jonas Beddrich, Stephan B. Lunowa, Barbara Wohlmuth

We address the numerical challenge of solving the Hookean-type time-fractional Navier--Stokes--Fokker--Planck equation, a history-dependent system of PDEs defined on the Cartesian product of two $d$-dimensional spaces in the turbulent regime. Due to its high dimensionality, the non-locality with respect to time, and the resolution required to resolve turbulent flow, this problem is highly demanding. To overcome these challenges, we employ the Hermite spectral method for the configuration space of the Fokker--Planck equation, reducing the problem to a purely macroscopic model. Considering scenarios for available analytical solutions, we prove the existence of an optimal choice of the Hermite scaling parameter. With this choice, the macroscopic system is equivalent to solving the coupled micro-macro system. We apply second-order time integration and extrapolation of the coupling terms, achieving, for the first time, convergence rates for the fully coupled time-fractional system independent of the order of the time-fractional derivative. Our efficient implementation of the numerical scheme allows turbulent simulations of dilute polymeric fluids with memory effects in two and three dimensions. Numerical simulations show that memory effects weaken the drag-reducing effect of added polymer molecules in the turbulent flow regime.

42.9CEMay 5
Device-Induced Thrombus Formation in Cerebral Aneurysms: Linking Patient-Specific Clot Modeling and Functional Occlusion to Virtual Angiographic Assessment

Fabian Holzberger, Struan Hume, Markus Muhr et al.

Endovascular treatment of cerebral aneurysms aims to achieve functional occlusion and isolation of the aneurysm sac from bloodflow. In clinical practice, treatment success is assessed primarily through digital subtraction angiography (DSA), which visualizes contrast-agent inflow and washout but does not directly resolve thrombus formation driving early occlusion. We present a computational framework that couples acute fibrin thrombus formation with virtual angiography, enabling early thrombus growth to be interpreted through clinically familiar DSA-like imaging. Three common treatment strategies: endovascular coiling, flow diversion, and stent-assisted coiling, are modeled under pulsatile hemodynamics and linked to simulated contrast transport. Across three representative aneurysm morphologies, the simulations demonstrate that while devices reduce inflow, residual contrast access and trapping may persist, with early thrombus formation contributing substantially to perfusion suppression and altered washout patterns. These effects are clearly reflected in the virtual angiographic imaging. The importance of vortical structures in device-induced thrombosis is highligthed in one of the cases. By seeking to align modelling and simulation tools with clinically-relevant metrics, with a particular focus on occlusion outcome, this work presents a good starting point for bridging the gap between these two paradigms.

FLU-DYNJul 23, 2021
Learning the structure of wind: A data-driven nonlocal turbulence model for the atmospheric boundary layer

Brendan Keith, Ustim Khristenko, Barbara Wohlmuth

We develop a novel data-driven approach to modeling the atmospheric boundary layer. This approach leads to a nonlocal, anisotropic synthetic turbulence model which we refer to as the deep rapid distortion (DRD) model. Our approach relies on an operator regression problem which characterizes the best fitting candidate in a general family of nonlocal covariance kernels parameterized in part by a neural network. This family of covariance kernels is expressed in Fourier space and is obtained from approximate solutions to the Navier--Stokes equations at very high Reynolds numbers. Each member of the family incorporates important physical properties such as mass conservation and a realistic energy cascade. The DRD model can be calibrated with noisy data from field experiments. After calibration, the model can be used to generate synthetic turbulent velocity fields. To this end, we provide a new numerical method based on domain decomposition which delivers scalable, memory-efficient turbulence generation with the DRD model as well as others. We demonstrate the robustness of our approach with both filtered and noisy data coming from the 1968 Air Force Cambridge Research Laboratory Kansas experiments. Using this data, we witness exceptional accuracy with the DRD model, especially when compared to the International Electrotechnical Commission standard.

NASep 20, 2018
Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields

Ustim Khristenko, Laura Scarabosio, Piotr Swierczynski et al.

We consider the generation of samples of a mean-zero Gaussian random field with Matérn covariance function. Every sample requires the solution of a differential equation with Gaussian white noise forcing, formulated on a bounded computational domain. This introduces unwanted boundary effects since the stochastic partial differential equation is originally posed on the whole $\mathbb{R}^d$, without boundary conditions. We use a window technique, whereby one embeds the computational domain into a larger domain, and postulates convenient boundary conditions on the extended domain. To mitigate the pollution from the artificial boundary it has been suggested in numerical studies to choose a window size that is at least as large as the correlation length of the Matérn field. We provide a rigorous analysis for the error in the covariance introduced by the window technique, for homogeneous Dirichlet, homogeneous Neumann, and periodic boundary conditions. We show that the error decays exponentially in the window size, independently of the type of boundary condition. We conduct numerical experiments in 1D and 2D space, confirming our theoretical results.

NAAug 18, 2017
Testing a coupled hydro-thermo-chemo-geomechanical model for gas hydrate bearing sediments using triaxial compression lab experiments

Shubhangi Gupta, Christian Deusner, Matthias Haeckel et al.

Natural gas hydrates are considered a potential resource for gas production on industrial scales. Gas hydrates contribute to the strength and stiffness of the hydrate-bearing sediments. During gas production, the geomechanical stability of the sediment is compromised. Due to the potential geotechnical risks and process management issues, the mechanical behavior of the gas hydrate-bearing sediments needs to be carefully considered. In this study, we describe a coupling concept that simplifies the mathematical description of the complex interactions occuring during gas production by isolating the effects of sediment deformation and hydrate phase changes. Central to this coupling concept is the assumption that the soil grains form the load-bearing solid skeleton, while the gas hydrate enhances the mechanical properties of this skeleton. We focus on testing this coupling concept in capturing the overall impact of geomechanics on gas production behavior though numerical simulation of a high-pressure isotropic compression experiment combined with methane hydrate formation and dissociation. We consider a linear-elastic stress-strain relationship because it is uniquely defined and easy to calibrate. Since, in reality, the geomechanical response of the hydrate bearing sediment is typically inelastic and is characterized by a significant shear-volumetric coupling, we control the experiment very carefully in order to keep the sample deformations small and well within the assumptions of poro-elasticity. The closely co-ordinated experimental and numerical procedures enable us to validate the proposed simplified geomechanics-to-flow coupling, and set an important precursor towards enhancing our coupled hydro-geomechanical hydrate reservoir simulator with more suitable elasto-plastic constitutive models.

NAAug 6, 2015
Non-Isothermal, Multi-phase, Multi-component Flows through Deformable Methane Hydrate Reservoirs

Shubhangi Gupta, Rainer Helmig, Barbara Wohlmuth

We present a hydro-geomechanical model for subsurface methane hydrate systems. Our model considers kinetic hydrate phase change and non-isothermal, multi-phase, multi-component flow in elastically deforming soils. The model accounts for the effects of hydrate phase change and pore pressure changes on the mechanical properties of the soil, and also for the effect of soil deformation on the fluid-solid interaction properties relevant to reaction and transport processes (e.g., permeability, capillary pressure, reaction surface area). We discuss a 'cause-effect' based decoupling strategy for the model and present our numerical discretization and solution scheme. We then identify the important model components and couplings which are most vital for a hydro-geomechanical hydrate simulator, namely, 1) dissociation kinetics, 2) hydrate phase change coupled with non-isothermal two phase two component flow, 3) two phase flow coupled with linear elasticity (poroelasticity coupling), and finally 4) hydrate phase change coupled with poroelasticity (kinetics-poroelasticity coupling) and present numerical examples where, for each example, one of the aforementioned model components/couplings is isolated. A special emphasis is laid on the kinetics-poroelasticity coupling. We also present a more complex 3D example based on a subsurface hydrate reservoir which is destabilized through depressurization using a low pressure gas well. In this example, we simulate the melting of hydrate, methane gas generation, and the resulting ground subsidence and stress build-up in the vicinity of the well.

MSJun 20, 2015
Resilience for Multigrid Software at the Extreme Scale

Markus Huber, Björn Gmeiner, Ulrich Rüde et al.

Fault tolerant algorithms for the numerical approximation of elliptic partial differential equations on modern supercomputers play a more and more important role in the future design of exa-scale enabled iterative solvers. Here, we combine domain partitioning with highly scalable geometric multigrid schemes to obtain fast and fault-robust solvers in three dimensions. The recovery strategy is based on a hierarchical hybrid concept where the values on lower dimensional primitives such as faces are stored redundantly and thus can be recovered easily in case of a failure. The lost volume unknowns in the faulty region are re-computed approximately with multigrid cycles by solving a local Dirichlet problem on the faulty subdomain. Different strategies are compared and evaluated with respect to performance, computational cost, and speed up. Especially effective are strategies in which the local recovery in the faulty region is executed in parallel with global solves and when the local recovery is additionally accelerated. This results in an asynchronous multigrid iteration that can fully compensate faults. Excellent parallel performance on a current peta-scale system is demonstrated.

NAApr 21, 2015
The Influence of Quadrature Errors on Isogeometric Mortar Methods

Ericka Brivadis, Annalisa Buffa, Barbara Wohlmuth et al.

Mortar methods have recently been shown to be well suited for isogeometric analysis. We review the recent mathematical analysis and then investigate the variational crime introduced by quadrature formulas for the coupling integrals. Motivated by finite element observations, we consider a quadrature rule purely based on the slave mesh as well as a method using quadrature rules based on the slave mesh and on the master mesh, resulting in a non-symmetric saddle point problem. While in the first case reduced convergence rates can be observed, in the second case the influence of the variational crime is less significant.