Santiago Badia

Santiago Badia, Francesc Verdugo, Alberto F. Martín

Unfitted finite element techniques are valuable tools in different applications where the generation of body-fitted meshes is difficult. However, these techniques are prone to severe ill conditioning problems that obstruct the efficient use of iterative Krylov methods and, in consequence, hinders the practical usage of unfitted methods for realistic large scale applications. In this work, we present a technique that addresses such conditioning problems by constructing enhanced finite element spaces based on a cell aggregation technique. The presented method, called aggregated unfitted finite element method, is easy to implement, and can be used, in contrast to previous works, in Galerkin approximations of coercive problems with conforming Lagrangian finite element spaces. The mathematical analysis of the new method states that the condition number of the resulting linear system matrix scales as in standard finite elements for body-fitted meshes, without being affected by small cut cells, and that the method leads to the optimal finite element convergence order. These theoretical results are confirmed with 2D and 3D numerical experiments.

Santiago Badia, Jesús Bonilla

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it depends on a shock detector. The same shock detector is used to gradually lump the mass matrix. The resulting method is LED, positivity preserving, linearity preserving, and also satisfies a global DMP. Lipschitz continuity has also been proved. However, the resulting scheme is highly nonlinear, leading to very poor nonlinear convergence rates. We propose a smooth version of the scheme, which leads to twice differentiable nonlinear stabilization schemes. It allows one to straightforwardly use Newton's method and obtain quadratic convergence. In the numerical experiments, steady and transient linear transport, and transient Burgers' equation have been considered in 2D. Using the Newton method with a smooth version of the scheme we can reduce 10 to 20 times the number of iterations of Anderson acceleration with the original non-smooth scheme. In any case, these properties are only true for the converged solution, but not for iterates. In this sense, we have also proposed the concept of projected nonlinear solvers, where a projection step is performed at the end of every nonlinear iteration onto a FE space of admissible solutions. The space of admissible solutions is the one that satisfies the desired monotonic properties (maximum principle or positivity).

Santiago Badia, Alberto F. Martín, Francesc Verdugo

In this work, we consider unfitted finite element methods for the numerical approximation of the Stokes problem. It is well-known that this kind of methods lead to arbitrarily ill-conditioned systems. In order to solve this issue, we consider the recently proposed aggregated finite element method, originally motivated for coercive problems. However, the well-posedness of the Stokes problem is far more subtle and relies on a discrete inf-sup condition. We consider mixed finite element methods that satisfy the discrete version of the inf-sup condition for body-fitted meshes, and analyze how the discrete inf-sup is affected when considering the unfitted case. We propose different aggregated mixed finite element spaces combined with simple stabilization terms, which can include pressure jumps and/or cell residuals, to fix the potential deficiencies of the aggregated inf-sup. We carry out a complete numerical analysis, which includes stability, optimal a priori error estimates, and condition number bounds that are not affected by the small cut cell problem. For the sake of conciseness, we have restricted the analysis to hexahedral meshes and discontinuous pressure spaces. A thorough numerical experimentation bears out the numerical analysis. The aggregated mixed finite element method is ultimately applied to two problems with non-trivial geometries.

Santiago Badia, Francesc Verdugo

Unfitted finite element methods, e.g., extended finite element techniques or the so-called finite cell method, have a great potential for large scale simulations, since they avoid the generation of body-fitted meshes and the use of graph partitioning techniques, two main bottlenecks for problems with non-trivial geometries. However, the linear systems that arise from these discretizations can be much more ill-conditioned, due to the so-called small cut cell problem. The state-of-the-art approach is to rely on sparse direct methods, which have quadratic complexity and are thus not well suited for large scale simulations. In order to solve this situation, in this work we investigate the use of domain decomposition preconditioners (balancing domain decomposition by constraints) for unfitted methods. We observe that a straightforward application of these preconditioners to the unfitted case has a very poor behavior. As a result, we propose a {customization} of the classical BDDC methods based on the stiffness weighting operator and an improved definition of the coarse degrees of freedom in the definition of the preconditioner. These changes lead to a robust and algorithmically scalable solver able to deal with unfitted grids. A complete set of complex 3D numerical experiments show the good performance of the proposed preconditioners.

Francesc Verdugo, Alberto F. Martín, Santiago Badia

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based on removal of basis functions associated with badly cut cells by introducing carefully designed constraints, which results in well-posed systems of linear algebraic equations, while preserving the optimal approximation order of the underlying finite element spaces. The specific goal of this work is to present the implementation and performance of the method on distributed-memory platforms aiming at the efficient solution of large-scale problems. In particular, we show that, by considering AgFEM, the resulting systems of linear algebraic equations can be effectively solved using standard algebraic multigrid preconditioners. This is in contrast with previous works that consider highly customized preconditioners in order to allow one the usage of iterative solvers in combination with unfitted techniques. Another novelty with respect to the methods available in the literature is the problem sizes that can be handled with the proposed approach. While most of previous references discussing linear solvers for unfitted methods are based on serial non-scalable algorithms, we propose a parallel distributed-memory method able to efficiently solve problems at large scales. This is demonstrated by means of a weak scaling test defined on complex 3D domains up to 300M degrees of freedom and one billion cells on 16K CPU cores in the Marenostrum-IV platform. The parallel implementation of the AgFEM method is available in the large-scale finite element package FEMPAR.

Santiago Badia, Jesús Bonilla, Alba Hierro

This work is devoted to the design of interior penalty discontinuous Galerkin (dG) schemes that preserve maximum principles at the discrete level for the steady transport and convection-diffusion problems and the respective transient problems with implicit time integration. Monotonic schemes that combine explicit time stepping with dG space discretization are very common, but the design of such schemes for implicit time stepping is rare, and it had only been attained so far for 1D problems. The proposed scheme is based on an artificial diffusion that linearly depends on a shock detector that identifies the troublesome areas. In order to define the new shock detector, we have introduced the concept of discrete local extrema. The diffusion operator is a graph-Laplacian, instead of the more common finite element discretization of the Laplacian operator, which is essential to keep monotonicity on general meshes and in multi-dimension. The resulting nonlinear stabilization is non-smooth and nonlinear solvers can fail to converge. As a result, we propose a smoothed (twice differentiable) version of the nonlinear stabilization, which allows us to use Newton with line search nonlinear solvers and dramatically improve nonlinear convergence. A theoretical numerical analysis of the proposed schemes show that they satisfy the desired monotonicity properties. Further, the resulting operator is Lipschitz continuous and there exists at least one solution of the discrete problem, even in the non-smooth version. We provide a set of numerical results to support our findings.

Marc Olm, Santiago Badia, Alberto F. Martín

Edge (or Nédélec) finite elements are theoretically sound and widely used by the computational electromagnetics community. However, its implementation, specially for high order methods, is not trivial, since it involves many technicalities that are not properly described in the literature. To fill this gap, we provide a comprehensive description of a general implementation of edge elements of first kind within the scientific software project FEMPAR. We cover into detail how to implement arbitrary order (i.e., $p$-adaptive) elements on hexahedral and tetrahedral meshes. First, we set the three classical ingredients of the finite element definition by Ciarlet, both in the reference and the physical space: cell topologies, polynomial spaces and moments. With these ingredients, shape functions are automatically implemented by defining a judiciously chosen polynomial pre-basis that spans the local finite element space combined with a change of basis to automatically obtain a canonical basis with respect to the moments at hand. Next, we discuss global finite element spaces putting emphasis on the construction of global shape functions through oriented meshes, appropriate geometrical mappings, and equivalence classes of moments, in order to preserve the inter-element continuity of tangential components of the magnetic field. Finally, we extend the proposed methodology to generate global curl-conforming spaces on non-conforming hierarchically refined (i.e., $h$-adaptive) meshes with arbitrary order finite elements. Numerical results include experimental convergence rates to test the proposed implementation.

Santiago Badia, Marc Olm

In this work, we propose two-level space-time domain decomposition preconditioners for parabolic problems discretized using finite elements. They are motivated as an extension to space-time of balancing domain decomposition by constraints preconditioners. The key ingredients to be defined are the sub-assembled space and operator, the coarse degrees of freedom (DOFs) in which we want to enforce continuity among subdomains at the preconditioner level, and the transfer operator from the sub-assembled to the original finite element space. With regard to the sub-assembled operator, a perturbation of the time derivative is needed to end up with a well-posed preconditioner. The set of coarse DOFs includes the time average (at the space-time subdomain) of classical space constraints plus new constraints between consecutive subdomains in time. Numerical experiments show that the proposed schemes are weakly scalable in time, i.e., we can efficiently exploit increasing computational resources to solve more time steps in the same {total elapsed} time. Further, the scheme is also weakly space-time scalable, since it leads to asymptotically constant iterations when solving larger problems both in space and time. Excellent {wall clock} time weak scalability is achieved for space-time parallel solvers on some thousands of cores.

Jesús Bonilla, Santiago Badia

In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial diffusion operator and a novel shock detector for isogeometric analysis. Stabilization in time and space directions are performed similarly, which allow us to use high-order discretizations in time without any CFL-like condition. The method is proven to yield solutions that satisfy the discrete maximum principle (DMP) unconditionally for arbitrary order. In addition, the stabilization is linearity preserving in a space-time sense. Moreover, the scheme is proven to be Lipschitz continuous ensuring that the nonlinear problem is well-posed. Solving large problems using a space-time discretization can become highly costly. Therefore, we also propose a partitioned space-time scheme that allows us to select the length of every time slab, and solve sequentially for every subdomain. As a result, the computational cost is reduced while the stability and convergence properties of the scheme remain unaltered. In addition, we propose a twice differentiable version of the stabilization scheme, which enjoys the same stability properties while the nonlinear convergence is significantly improved. Finally, the proposed schemes are assessed with numerical experiments. In particular, we considered steady and transient pure convection and convection-diffusion problems in one and two dimensions.

Santiago Badia, Marc Olm

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear problems, the scheme leads to a fast direct method. Next, two different strategies for solving nonlinear ODEs are proposed. First, we consider a Newton method over the global nonlinear ODE, using the multilevel Schur complement solver at every nonlinear iteration. Second, we state the global nonlinear problem in terms of the nonlinear Schur complement (at an arbitrary level), and perform nonlinear iterations over it. Numerical experiments show that the proposed schemes are weakly scalable, i.e., we can efficiently exploit increasing computational resources to solve for more time steps the same problem.

Santiago Badia, Juan Vicente Gutiérrez-Santacreu

In this work we prove that weak solutions constructed by a variational multiscale method are suitable in the sense of Scheffer. In order to prove this result, we consider a subgrid model that enforces orthogonality between subgrid and finite element components. Further, the subgrid component must be tracked in time. Since this type of schemes introduce pressure stabilization, we have proved the result for equal-order velocity and pressure finite element spaces that do not satisfy a discrete inf-sup condition.

Santiago Badia, Anne Boschman, Alberto F. Martín et al.

We develop an unfitted compatible finite element discretisation for the Darcy problem based on $H(\mathrm{div})$-conforming flux spaces and discontinuous pressure spaces. The method is designed to preserve pointwise discrete mass conservation while remaining robust in the presence of arbitrarily small cut cells arising from unfitted meshes. Robustness is achieved by combining an $L^2$-stabilisation of the flux with an additional mixed-term stabilisation that enhances pressure control without destroying the local conservation structure. We consider both cell-wise (bulk) and face-based ghost-penalty realisations of the stabilisation. Mixed boundary conditions are handled by weak imposition of both flux and pressure traces on unfitted boundaries. We prove stability and optimal-order a priori error estimates with constants independent of the cut configuration, and establish pressure-robust flux error bounds in the case of pure pressure boundary conditions. We also introduce an augmented Lagrangian variant that improves control of the conservation constraint and is amenable to efficient preconditioning strategies. Numerical experiments for a range of cut configurations, boundary-condition regimes and parameter choices confirm the theoretical results, demonstrating optimal convergence, cut-independent conditioning and mass conservation up to solver tolerance.

Santiago Badia, Kishore Nori

We study the role of numerical quadrature in residual-minimisation methods for neural network approximation of partial differential equations. We first present an abstract error framework that separates approximation, quadrature and optimisation errors, and derive a nonlinear Strang-type estimate quantifying how inaccuracies in the discrete loss affect the final approximation. Motivated by this analysis, we propose an anisotropic adaptive composite quadrature strategy that controls the relative quadrature error of the residual loss using richer reference quadratures and bisection-based refinement. We then introduce a refresh-based training methodology that rebuilds the quadrature only when an online error indicator exceeds a prescribed threshold, balancing accuracy and computational cost. Numerical experiments on a range of benchmark problems show that the proposed approach narrows the gap between training and reference losses, uses quadrature points more efficiently and delivers strong approximation accuracy relative to non-adaptive quadrature strategies.