Francisco J. Gaspar

Xiaozhe Hu, Carmen Rodrigo, Francisco J. Gaspar et al.

A stable finite element scheme that avoids pressure oscillations for a three-field Biot's model in poroelasticity is considered. The involved variables are the displacements, fluid flux (Darcy velocity), and the pore pressure, and they are discretized by using the lowest possible approximation order: Crouzeix-Raviart finite elements for the displacements, lowest order Raviart-Thomas-Nedelec elements for the Darcy velocity, and piecewise constant approximation for the pressure. Mass lumping technique is introduced for the Raviart-Thomas-Nedelec elements in order to eliminate the Darcy velocity and, therefore, reduce the computational cost. We show convergence of the discrete scheme which is implicit in time and use these types of elements in space with and without mass lumping. Finally, numerical experiments illustrate the convergence of the method and show its effectiveness to avoid spurious pressure oscillations when mass lumping for the Raviart-Thomas-Nedelec elements is used.

Prashant Kumar, Carmen Rodrigo, Francisco J. Gaspar et al.

In this paper, we propose a novel non-standard Local Fourier Analysis (LFA) variant for accurately predicting the multigrid convergence of problems with random and jumping coefficients. This LFA method is based on a specific basis of the Fourier space rather than the commonly used Fourier modes. To show the utility of this analysis, we consider, as an example, a simple cell-centered multigrid method for solving a steady-state single phase flow problem in a random porous medium. We successfully demonstrate the prediction capability of the proposed LFA using a number of challenging benchmark problems. The information provided by this analysis helps us to estimate a-priori the time needed for solving certain uncertainty quantification problems by means of a multigrid multilevel Monte Carlo method.

Carmen Rodrigo, Francisco J. Gaspar, Ludmil T. Zikatanov

Local Fourier analysis (LFA) is a useful tool in predicting the convergence factors of geometric multigrid methods (GMG). As is well known, on rectangular domains with periodic boundary conditions this analysis gives the exact convergence factors of such methods. In this work, using the Fourier method, we extend these results by proving that such analysis yields the exact convergence factors for a wider class of problems.

Prashant Kumar, Carmen Rodrigo, Francisco J. Gaspar et al.

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are typically employed to close the Richards' equations. This is achieved by treating the soil parameters in these models as spatially correlated random fields with appropriately defined marginal distributions. As some of these parameters can only take values in a specific range, non-Gaussian models are utilized. The randomness in these parameters may result in path-wise highly nonlinear systems, so that a robust solver with respect to the random input is required. For this purpose, a solution method based on a combination of the modified Picard iteration and a cell-centered multigrid method for heterogeneous diffusion coefficients is utilized. Moreover, we propose a non-standard MLMC estimator to solve the resulting high-dimensional stochastic Richards' equation. The improved efficiency of this multilevel estimator is achieved by parametric continuation that allows us to incorporate simpler nonlinear problems on coarser levels for variance reduction while the target strongly nonlinear problem is solved only on the finest level. Several numerical experiments are presented showing computational savings obtained by the new estimator compared to the original MC estimator.

Andrés Arrarás, Francisco J. Gaspar, Laura Portero et al.

In this paper, we present a monolithic multigrid method for the efficient solution of flow problems in fractured porous media. Specifically, we consider a mixed-dimensional model which couples Darcy flow in the porous matrix with Forchheimer flow within the fractures. A suitable finite volume discretization permits to reduce the coupled problem to a system of nonlinear equations with a saddle point structure. In order to solve this system, we propose a full approximation scheme (FAS) multigrid solver that appropriately deals with the mixed-dimensional nature of the problem by using mixed-dimensional smoothing and inter-grid transfer operators. Remarkably, the nonlinearity is localized in the fractures, and no coupling between the porous matrix and the fracture unknowns is needed in the smoothing procedure. Numerical experiments show that the proposed multigrid method is robust with respect to the fracture permeability, the Forchheimer coefficient and the mesh size.

Álvaro Pé de la Riva, Carmen Rodrigo, Francisco J. Gaspar

The design of fast solvers for isogeometric analysis is receiving a lot of attention due to the challenge that offers to find an algorithm with a robust convergence with respect to the spline degree. Here, we analyze the application of geometric multigrid methods to this type of discretizations, and we propose a multigrid approach based on overlapping multiplicative Schwarz methods as smoothers. The size of the blocks considered within these relaxation procedures is adapted to the spline degree. A simple multigrid V-cycle with only one step of pre-smoothing results to be a very efficient algorithm, whose convergence is independent on the spline degree and the spatial discretization parameter. Local Fourier analysis is shown to be very useful for the understanding of the problems encountered in the design of a robust multigrid method for IGA, and it is performed to support the good convergence properties of the proposed solver. In fact, an analysis for any spline degree and an arbitrary size of the blocks within the Schwarz smoother is presented for the one-dimensional case. The efficiency of the solver is also demonstrated through several numerical experiments, including a two-dimensional problem on a nontrivial computational domain.

Andrés Arrarás, Francisco J. Gaspar, Laura Portero et al.

This paper deals with the efficient numerical solution of single-phase flow problems in fractured porous media. A monolithic multigrid method is proposed for solving two-dimensional arbitrary fracture networks with vertical and/or horizontal possibly intersecting fractures. The key point is to combine two-dimensional multigrid components (smoother and inter-grid transfer operators) in the porous matrix with their one-dimensional counterparts within the fractures, giving rise to a mixed-dimensional multigrid method. This combination seems to be optimal since it provides an algorithm whose convergence matches the multigrid convergence factor for solving the Darcy problem. Several numerical experiments are presented to demonstrate the robustness of the monolithic mixed-dimensional multigrid method with respect to the permeability of the fractures, the grid size and the number of fractures in the network.

Laura Portero, Andrés Arrarás, Francisco J. Gaspar et al.

We study the slightly compressible Darcy-Forchheimer equations modeling gas flow in porous media, particularly in applications related to combustion processes. The equations are discretized in time using the backward Euler method and in space via a mixed finite element scheme. As a result, a nonlinear algebraic system is obtained at each time step. We propose and analyze a general iterative linearization scheme for the efficient solution of such systems and study its convergence properties at the discrete level. The performance and robustness of the scheme are assessed through a series of numerical experiments. The method is compared with standard iterative solvers, and further tested on problems with discontinuous permeability fields. The results demonstrate its reliability and competitiveness in regimes characterized by strong nonlinear effects.

Francisco J. Gaspar, Carmen Rodrigo

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented.

Carmen Rodrigo, Xiaozhe Hu, Peter Ohm et al.

In this work, we consider the popular P1-RT0-P0 discretization of the three-field formulation of Biot's consolidation problem. Since this finite-element formulation does not satisfy an inf-sup condition uniformly with respect to the physical parameters, several issues arise in numerical simulations. For example, when the permeability is small with respect to the mesh size, volumetric locking may occur. Thus, we propose a stabilization technique that enriches the piecewise linear finite-element space of the displacement with the span of edge/face bubble functions. We show that for Biot's model this does give rise to discretizations that are uniformly stable with respect to the physical parameters. We also propose a perturbation of the bilinear form, which allows for local elimination of the bubble functions and provides a uniformly stable scheme with the same number of degrees of freedom as the classical P1-RT0-P0 approach. We prove optimal stability and error estimates for this discretization. Finally, we show that this scheme can also be successfully applied to Stokes' equations, yielding a discrete problem with optimal approximation properties and with minimum number of degrees of freedom (equivalent to a P1-P0 discretization). Numerical tests confirm the theory for both poroelastic and Stokes' test problems.

James H. Adler, Francisco J. Gaspar, Xiaozhe Hu et al.

In this paper, we design robust and efficient block preconditioners for the two-field formulation of Biot's consolidation model, where stabilized finite-element discretizations are used. The proposed block preconditioners are based on the well-posedness of the discrete linear systems. Block diagonal (norm-equivalent) and block triangular preconditioners are developed, and we prove that these methods are robust with respect to both physical and discretization parameters. Numerical results are presented to support the theoretical results.

Carmen Rodrigo, Francisco J. Gaspar, Francisco J. Lisbona

A general local Fourier analysis for overlapping block smoothers on triangular grids is presented. This analysis is explained in a general form for its application to problems with different discretizations. This tool is demonstrated for two different problems: a stabilized linear finite element discretization of Stokes equations and an edge-based discretization of the curl-curl operator by lowest-order Nédélec finite element method. In this latter, special Fourier modes have to be considered in order to perform the analysis. Numerical results comparing two- and three-grid convergence factors predicted by the local Fourier analysis to real asymptotic convergence factors are presented to confirm the predictions of the analysis and show their usefulness.