Jens Lang

Pia Domschke, Aseem Dua, Jeroen J. Stolwijk et al.

A model hierarchy that is based on the one-dimensional isothermal Euler equations of fluid dynamics is used for the simulation and optimisation of gas flow through a pipeline network. Adaptive refinement strategies have the aim of bringing the simulation error below a prescribed tolerance while keeping the computational costs low. While spatial and temporal stepsize adaptivity is well studied in the literature, model adaptivity is a new field of research. The problem of finding an optimal refinement strategy that combines these three types of adaptivity is a generalisation of the unbounded knapsack problem. A refinement strategy that is currently used in gas flow simulation software is compared to two novel greedy-like strategies. Both a theoretical experiment and a realistic gas flow simulation show that the novel strategies significantly outperform the current refinement strategy with respect to the computational cost incurred.

Moritz Schneider, Jens Lang, Willem Hundsdorfer

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent IMEX-Peer methods with A-stable implicit part. IMEX schemes combine the necessary stability of implicit and low computational costs of explicit methods to efficiently solve systems of ordinary differential equations with both stiff and non-stiff parts included in the source term. To construct super-convergent IMEX-Peer methods with favourable stability properties, we derive necessary and sufficient conditions on the coefficient matrices and apply an extrapolation approach based on already computed stage values. Optimised super-convergent IMEX-Peer methods of order s+1 for s=2,3,4 stages are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other IMEX-Peer methods are included.

Jens Lang, Willem Hundsdorfer

In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach based on already computed stage values is applied to construct IMEX methods with favourable stability properties. Optimised IMEX-Peer methods of order p = 2, 3, 4, are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other implicit-explicit methods are included.

Weizhang Huang, Lennard Kamenski, Jens Lang

We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix within a factor of $2(d+1)$, where $d$ is the spatial dimension. Both full mass matrix and mass lumping are considered. The bound reveals that the stability condition is affected by two factors. The first one depends on the number of mesh elements and corresponds to the classic bound for the Laplace operator on a uniform mesh. The other factor reflects the effects of the interplay of the mesh geometry and the diffusion matrix. It is shown that it is not the mesh geometry itself but the mesh geometry in relation to the diffusion matrix that is crucial to the stability of explicit methods. When the mesh is uniform in the metric specified by the inverse of the diffusion matrix, the stability condition is comparable to the situation with the Laplace operator on a uniform mesh. Numerical results are presented to verify the theoretical findings.

Moritz Schneider, Jens Lang, Rüdiger Weiner

Dynamical systems with sub-processes evolving on many different time scales are ubiquitous in applications. Their efficient solution is greatly enhanced by automatic time step variation. This paper is concerned with the theory, construction and application of IMEX-Peer methods that are super-convergent for variable step sizes and A-stable in the implicit part. IMEX schemes combine the necessary stability of implicit and low computational costs of explicit methods to efficiently solve systems of ordinary differential equations with both stiff and non-stiff parts included in the source term. To construct super-convergent IMEX-Peer methods which keep their higher order for variable step sizes and exhibit favourable linear stability properties, we derive necessary and sufficient conditions on the nodes and coefficient matrices and apply an extrapolation approach based on already computed stage values. New super-convergent IMEX-Peer methods of order $s+1$ for $s=2,3,4$ stages are given as result of additional order conditions which maintain the super-convergence property independent of step size changes. Numerical experiments and a comparison to other super-convergent IMEX-Peer methods show the potential of the new methods when applied with local error control.

Christopher Spannring, Sebastian Ullmann, Jens Lang

This work considers a weighted POD-greedy method to estimate statistical outputs parabolic PDE problems with parametrized random data. The key idea of weighted reduced basis methods is to weight the parameter-dependent error estimate according to a probability measure in the set-up of the reduced space. The error of stochastic finite element solutions is usually measured in a root mean square sense regarding their dependence on the stochastic input parameters. An orthogonal projection of a snapshot set onto a corresponding POD basis defines an optimum reduced approximation in terms of a Monte Carlo discretization of the root mean square error. The errors of a weighted POD-greedy Galerkin solution are compared against an orthogonal projection of the underlying snapshots onto a POD basis for a numerical example involving thermal conduction. In particular, it is assessed whether a weighted POD-greedy solutions is able to come significantly closer to the optimum than a non-weighted equivalent. Additionally, the performance of a weighted POD-greedy Galerkin solution is considered with respect to the mean absolute error of an adjoint-corrected functional of the reduced solution.

Christopher Müller, Sebastian Ullmann, Jens Lang

We study the iterative solution of linear systems of equations arising from stochastic Galerkin finite element discretizations of saddle point problems. We focus on the Stokes model with random data parametrized by uniformly distributed random variables and discuss well-posedness of the variational formulations. We introduce a Bramble-Pasciak conjugate gradient method as a linear solver. It builds on a non-standard inner product associated with a block triangular preconditioner. The block triangular structure enables more sophisticated preconditioners than the block diagonal structure usually applied in MINRES methods. We show how the existence requirements of a conjugate gradient method can be met in our setting. We analyze the performance of the solvers depending on relevant physical and numerical parameters by means of eigenvalue estimates. For this purpose, we derive bounds for the eigenvalues of the relevant preconditioned sub-matrices. We illustrate our findings using the flow in a driven cavity as a numerical test case, where the viscosity is given by a truncated Karhunen-Loève expansion of a random field. In this example, a Bramble-Pasciak conjugate gradient method with block triangular preconditioner outperforms a MINRES method with block diagonal preconditioner in terms of iteration numbers.

Zhen Sun, Malte Braack, Jens Lang

This work surveys an r-adaptive moving mesh finite element method for the numerical solution of premixed laminar flame problems. Since the model of chemically reacting flow involves many different modes with diverse length scales, the computation of such a problem is often extremely time-consuming. Importantly, to capture the significant characteristics of the flame structure when using detailed chemistry, a much more stringent requirement on the spatial resolution of the interior layers of some intermediate species is necessary. Here, we propose a moving mesh method in which the mesh is obtained from the solution of so-called moving mesh partial differential equations. Such equations result from the variational formulation of a minimization problem for a given target functional that characterizes the inherent difficulty in the numerical approximation of the underlying physical equations. Adaptive mesh movement has emerged as an area of intense research in mesh adaptation in the last decade. With this approach points are only allowed to be shifted in space leaving the topology of the grid unchanged. In contrast to methods with local refinement, data structure hence is unchanged and load balancing is not an issue as grid points remain on the processor where they are. We will demonstrate the high potential of moving mesh methods for effectively optimizing the distribution of grid points to reach the required resolution for chemically reacting flows with extremely thin boundary layers.

Weizhang Huang, Lennard Kamenski, Jens Lang

The paper presents a numerical study for the finite element method with anisotropic meshes. We compare the accuracy of the numerical solutions on quasi-uniform, isotropic, and anisotropic meshes for a test problem which combines several difficulties of a corner singularity, a peak, a boundary layer, and a wavefront. Numerical experiment clearly shows the advantage of anisotropic mesh adaptation. The conditioning of the resulting linear equation system is addressed as well. In particular, it is shown that the conditioning with adaptive anisotropic meshes is not as bad as generally assumed.

Christopher Müller, Sebastian Ullmann, Jens Lang

We study linear systems of equations arising from a stochastic Galerkin finite element discretization of saddle point problems with random data and its iterative solution. We consider the Stokes flow model with random viscosity described by the exponential of a correlated random process and shortly discuss the discretization framework and the representation of the emerging matrix equation. Due to the high dimensionality and the coupling of the associated symmetric, indefinite, linear system, we resort to iterative solvers and problem-specific preconditioners. As a standard iterative solver for this problem class, we consider the block diagonal preconditioned MINRES method and further introduce the Bramble-Pasciak conjugate gradient method as a promising alternative. This special conjugate gradient method is formulated in a non-standard inner product with a block triangular preconditioner. From a structural point of view, such a block triangular preconditioner enables a better approximation of the original problem than the block diagonal one. We derive eigenvalue estimates to assess the convergence behavior of the two solvers with respect to relevant physical and numerical parameters and verify our findings by the help of a numerical test case. We model Stokes flow in a cavity driven by a moving lid and describe the viscosity by the exponential of a truncated Karhunen-Loeve expansion. Regarding iteration counts, the Bramble-Pasciak conjugate gradient method with block triangular preconditioner is superior to the MINRES method with block diagonal preconditioner in the considered example.

Sebastian Ullmann, Marko Rotkvic, Jens Lang

We consider model order reduction by proper orthogonal decomposition (POD) for parametrized partial differential equations, where the underlying snapshots are computed with adaptive finite elements. We address computational and theoretical issues arising from the fact that the snapshots are members of different finite element spaces. We propose a method to create a POD-Galerkin model without interpolating the snapshots onto their common finite element mesh. The error of the reduced-order solution is not necessarily Galerkin orthogonal to the reduced space created from space-adapted snapshot. We analyze how this influences the error assessment for POD-Galerkin models of linear elliptic boundary value problems. As a numerical example we consider a two-dimensional convection-diffusion equation with a parametrized convective direction. To illustrate the applicability of our techniques to non-linear time-dependent problems, we present a test case of a two-dimensional viscous Burgers equation with parametrized initial data.

Kristian Debrabant, Jens Lang

The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential equations. The approach presented there is combined with an estimation of the PDE spatial truncation error by Richardson extrapolation to estimate the overall error in the computed solution. Approximations of the error transport equations for spatial and temporal global errors are derived by using asymptotic estimates that neglect higher order error terms for sufficiently small step sizes in space and time. Asymptotic control in a discrete $L_2$-norm is achieved through tolerance proportionality and uniform or adaptive mesh refinement. Numerical examples are used to illustrate the reliability of the estimation and control strategies.