Outline
1
2
3
Introduction
Adaptive Finite Elements
Adaptivity and homotopy
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Common attitude
. Our industry has built cars, trains airplanes for ages.
. Most engineers get away with the math from the first year.
. For the solution of differential equations, eigenvalue problems,
optimization problems, etc., there are wonderful commercial
packages? They always deliver good solutions.
. If the problems become more complex then we just buy a
bigger computer.
. We dont really need mathematics except maybe as
language for describing the models.
. Optimization? We just use genetic algorithms, they always
find the optimal solution.
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Anti-theses
No key technology development without modern
mathematical technology!
We need:
. Very good mathematical models, that represent the
technological process well.
. Deep understanding of the models and the dynamics of the
processes.
. Accurate and efficient algorithms to simulate the
models/processes.
. Accurate and efficient methods to control and optimize the
processes and products.
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An industrial example
Acoustic field optimization: Industrial Project with SFE in Berlin.
film
. Model for acoustic field within a car.
. SFE has its own parameterized FEM model which allows
simple geometry and topology changes.
. Goal: Minimize noise in important regions inside the car using
changes in geometry, topology, damping material, etc.
. Discretized model has up to size 10, 000, 000 or bigger.
. Model order reduction to reduce size of model for optimization.
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Unit force = 1 N mm
DLOAD 1 = symmetrical excitation
DLOAD 2 = antimetrical excitation
grid-ID 31010
grid-ID 31011
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Mathematical Background
The 3-D lossless wave equation (in air) is derived from:
1. The continuity equation (conservation of mass):
+ (
v ) = 0.
t
2. The Euler equation (Newtons Second Law)
(
+ (v )v ) = p
t
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Simplifications
Assumptions:
. There is no temperature change.
. The fluid is inviscid (no shear forces).
. No influence of external forces.
. We can make the expansions
= p0 + p(x; y ; z; t) with p0 p (p0 = 106 p),
p
= 0 + (x; y ; z; t) with 0 .
. Adiabatic fluid (no heat exchange during compression).
. Ideal gas = cp2 where c is the speed of sound.
. (v )v and v
are small.
t
Interior Car Acoustics
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v
) = p
t
or differentiating
0 (
v
) = p.
t
+ 0 v = 0.
t
. Then we have altogether
v
v
1 2p
+ 0
= p + 0
= 0.
2
2
c t
t
t
Interior Car Acoustics
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2u
= p.
t 2
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Variational formulation
Multiply with a test function w, using integration by parts by
integrating over control volumes V with surface elements S:
Z
Z
Z
1 2
2u
w
p
dV
+
(w)p
dV
=
w
dS,
0
2
t 2
t 2
V c
V
S
or equivalently
Z
Z
Z
1
2
1
2u
w
dV
+
(w)p
dV
=
w
dS.
2
t 2
t 2
V 0 c
V 0
S
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Absorbing surface
Damping/absorption is realized by the additional term:
Z
r p
dS,
w 2 2
0 c t
S
where r is a material dependent parameter r = r (). Thus:
Z
Z
1
2
1
w 2 p dV +
(w)pdV
2
t
V 0 c
V 0
Z
Z
r p
2u
+
w 2 2
dS = w 2 dS.
t
0 c t
S
S
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R
S
p dS.
d + Ds u d + Ks ud DsfT pd = fe .
Ms u
Here the stiffness matrix Ks = K1 () + K2 is complex symmetric
and frequency dependent.
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d
Ms 0
u
Ds 0
u d
+
d
DsfT Mf
p
0 Df
p d
Ks () Dsf
ud
fs
+
=
.
0
Kf
pd
0
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Reformulation of evp
Ms 0
DsfT Mf
+
Ds 0
0 Df
+
Ks () Dsf
0
Kf
xs
xf
= 0,
0 Mf
DsfT Df
0
Kf
1 xf
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k )xk
w H P(k )1 P(
k )xk .
= (k k +1 )P(k )1 P(
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Difficulties
. We want many eigenvalues 50 100.
. Need to use out-of-core sparse solvers for shift-and-invert.
. Need to get into convergence intervals for Newton,
Jacobi-Davidson.
. We really need nonlinear model reduction (open problem).
. We need to use the fact that only a small part of the system is
changed in every optimization step.
. We need to integrate ev computation, gradient computation,
discretization.
. Adaptive multilevel FEM for evs would be great.
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Frequency response
1
2
10 RHS, x6
10RHS, x1
1RHS, x1
4
8
0
2000
4000
6000
8000
10000
12000
14000
16000
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Eigenvalue tracking
600
600
500
500
400
400
300
300
200
200
100
100
0
200 100
100
0
200 100
100
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Intermediate conclusion
. Commercially available codes are not satisfactory.
. Discrete finite elements and quasi-uniform grids are a waste.
. For frequency analysis of high frequencies nothing really
works.
. So far everything is partially heuristic, we cannot guarantee
that we find all the desired eigenvalues.
. Eigenvalue methods need to use direct solvers for
shift-and-invert.
. Homotopy and Newton like methods need to be developed
and analyzed.
. Multi-way adaptive methods need to be developed, studied
and made industrially available.
Interior Car Acoustics
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Outline
1
2
3
Introduction
Adaptive Finite Elements
Adaptivity and homotopy
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Model problem:
u = u in
u
= 0 on
Classical FEM discretization (with mesh-width H) leads to
generalized discrete evp
AH uH = H BH uH
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Adaptive FEM
Solve Estimate Mark Refine
. In classical AFEM it is assumed that the algebraic evp is
solved exactly.
. But this requires the largest percentage of the computing time.
. The solution of the algebraic evp is only used to determine
where the grid is refined. This is a complete waste of
computational work.
. How we can incorporate the solution of the algebraic
eigenvalue problem (AEVP) into the adaptation process?
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AFEMLA
Solve:
H , u
H ) on the coarse mesh,
. compute eigenpair (
. use iterative solver, i.e. Krylov subspace method,
. do not solve the problem very accurately, stop after k steps or
when tolerance tol is reached.
Estimate:
H from the coarse mesh TH to the uniformly
. prolongate u
refined mesh Th ,
. compute residual vector rh and identify all its large coefficients
and corresponding basis functions (nodes).
Mark and Refine: mark elements and refine the mesh.
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Standard AFEM
AFEMLA
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Analysis
small residual vector
Q1?
H , u
H )
= good approximation of the discretized eigenpair (
Q2?
= good approximation of the PDE eigenpair (, u)
Q1: yes
. residual errors can be transformed to backward errors.
. if eigenvalues are well-conditioned.
Q2: yes, if
. saturation assumption holds, i.e., h (H ).
Computable bounds = backward error analysis + saturation
assumption.
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Backward error
Theorem
be a
Let A, B be n n matrices and let B be invertible. Let
computed eigenvalue for the matrix pair (A, B), let x be an
associated normalized eigenvector, i.e., kx k2 = 1, and let
x . Then
is an exact eigenvalue with associated
r = Ax B
eigenvector x of a pair (A + E, B), where kEk2 = kr k2 .
Backward Error is of size of residual.
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Error bounds
Theorem
Consider a pair (A, B) of real n n matrices and assume that B
is invertible. Let be a simple eigenvalue of the pair (A, B) with
right eigenvector x and left eigenvector y , normalized so that
= + be the corresponding
kxk2 = ky k2 = 1. Let
eigenvalue of the pair (A + E, B) with eigenvector x = x + x.
Then
= y Ex + O(kEk22 ),
y Bx
and
|
|
kEk2
+ O(kEk22 ).
|y Bx|
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Computable bounds
.
.
.
.
Theorem
H |
|
krH k2 + kP T k2 krh k2
1
1
1
krH k2 kBH k2 +
+ krh k2 kBh k2
h k2
1
kP T Bh u
+ krH k2 kBH1 k2 .
Interior Car Acoustics
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Approx. of smallest ev
ref. level
1
2
3
4
5
6
7
8
#DOF
5
27
99
306
641
1461
2745
5961
A A
1
13.1992
10.8173
9.9982
9.7721
9.6982
9.6652
9.6528
9.6455
1|
|1
3.5595
1.1775
0.3584
0.1323
0.0585
0.0255
0.0131
0.0058
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Outline
1
2
3
Introduction
Adaptive Finite Elements
Adaptivity and homotopy
43 / 59
and
u = 0 on
and
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Homotopy method
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Four errors
Homotopy, discretization, approximation and iteration error.
Homotopy error:
|(1) (t)| . (1 t)kL ()kkukA = ,
Discretization error:
k(t) ` (t)k .
`2 (T ) + `?2 (T ) .
T T`
Approximation error:
?` (t)| ` .
` (t)| + |?` (t)
|` (t)
Iteration error The iterative eigensolver can be stopped when the
error is on the order of the others.
Interior Car Acoustics
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AFEM error
Lemma
` (t)| < 1. Then, for a fixed 0 t 1, the
Suppose that |` (t)
perturbation of the a posteriori error estimator for the
discretization error satisfies
2
` (t), u
` (t), u
` (t), u
`? (t)).
` (t), u
`? (t))k . 2 (
k(` (t), u` (t), u`? (t)) (
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Homotopy error
Lemma
For the model problem, the difference between the exact
eigenvalues (t) of the homotopy H(t) and (1) can be
estimated via
k(1) (t)k . (t) := (1 t)k k (|||u(t)||| + |||u ? (t)|||)
for 0 t 1. The constant in the inequality tends to
1/(2b(u(1), u ? (1)) as t 1.
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` (t), u
` (t)) + (` (t), u
` (t), u
` (t)) .
+ (1 t)|| (` (t), u
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Error dynamics
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44.739208802205724
t
0.0000
0.5000
0.7500
0.8750
0.9375
0.9688
0.9844
0.9922
0.9961
0.9980
0.9990
0.9995
0.9998
0.9999
1.0000
Interior Car Acoustics
` (t)
23.0271
32.6896
11.6020
6.7380
7.8500
3.2088
1.2060
0.4560
0.4602
0.1864
0.0707
0.0282
0.0282
0.0106
0.0007
` (t)
95.6366
51.7112
28.5244
15.4099
7.9782
4.0697
2.0673
1.0380
0.5202
0.2608
0.1305
0.0653
0.0326
0.0163
0.0000
` (t)
0.2701265
0.0843690
0.4515713
0.4711298
0.0272551
0.2891100
0.4278706
0.0004539
0.0029006
0.0012530
0.0204610
0.0003639
0.0001766
0.0001521
0.0000243
est. error
118.93382
84.48512
40.57800
22.61912
15.85547
7.56762
3.70119
1.49451
0.98322
0.44843
0.22162
0.09386
0.06105
0.02703
0.00073
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` (t)
22.86578
26.73866
32.54928
38.00079
40.73818
42.39339
43.77023
44.13547
44.32847
44.58151
44.65025
44.68298
44.69522
44.72311
44.73615
` (t)|
|` (1)
|` (1)|
0.48891
0.40234
0.27247
0.15062
0.08943
0.05243
0.02166
0.01349
0.00918
0.00352
0.00199
0.00126
0.00098
0.00036
0.00007
#DOF
25
25
55
107
107
197
385
715
715
1398
2494
4848
4848
8785
55235
CPU time
0.76
1.20
1.55
2.18
3.07
4.01
6.06
9.74
16.59
23.57
37.14
66.70
119.47
175.75
226.87
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Final mesh
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References
. V. M. and A. Miedlar,
An adaptive
homotopy approach for non-selfadjoint eigenvalue problems
P REPRINT 718, DFG Research Center M ATHEON. In revision
in N UMERISCHE M ATHEMATIK.
. A. Miedlar,
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