Variational multiscale method

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The variational multiscale method (VMS) is a technique used for deriving models and numerical methods for multiscale phenomena.[1] The VMS framework has been mainly applied to design stabilized finite element methods in which stability of the standard Galerkin method is not ensured both in terms of singular perturbation and of compatibility conditions with the finite element spaces.[2]

Stabilized methods are getting increasing attention in computational fluid dynamics because they are designed to solve drawbacks typical of the standard Galerkin method: advection-dominated flows problems and problems in which an arbitrary combination of interpolation functions may yield to unstable discretized formulations.[3][4] The milestone of stabilized methods for this class of problems can be considered the Streamline Upwind Petrov-Galerkin method (SUPG), designed during 80s for convection dominated-flows for the incompressible Navier–Stokes equations by Brooks and Hughes.[5][6] Variational Multiscale Method (VMS) was introduced by Hughes in 1995.[7] Broadly speaking, VMS is a technique used to get mathematical models and numerical methods which are able to catch multiscale phenomena;[1] in fact, it is usually adopted for problems with huge scale ranges, which are separated into a number of scale groups.[8] The main idea of the method is to design a sum decomposition of the solution as u=u¯+u, where u¯ is denoted as coarse-scale solution and it is solved numerically, whereas u represents the fine scale solution and is determined analytically eliminating it from the problem of the coarse scale equation.[1]

The abstract framework

Abstract Dirichlet problem with variational formulation

Consider an open bounded domain Ωd with smooth boundary Γd1, being d1 the number of space dimensions. Denoting with a generic, second order, nonsymmetric differential operator, consider the following boundary value problem:[4]

find u:Ω such that:
{u=f in Ωu=g on Γ

being f:Ω and g:Γ given functions. Let H1(Ω) be the Hilbert space of square-integrable functions with square-integrable derivatives:[4]

H1(Ω)={fL2(Ω):fL2(Ω)}.

Consider the trial solution space 𝒱g and the weighting function space 𝒱 defined as follows:[4]

𝒱g={uH1(Ω):u=g on Γ},
𝒱=H01(Ω)={vH1(Ω):v=0 on Γ}.

The variational formulation of the boundary value problem defined above reads:[4]

find u𝒱g such that: a(v,u)=f(v)v𝒱,

being a(v,u) the bilinear form satisfying a(v,u)=(v,u), f(v)=(v,f) a bounded linear functional on 𝒱 and (,) is the L2(Ω) inner product.[2] Furthermore, the dual operator * of is defined as that differential operator such that (v,u)=(*v,u)u,v𝒱.[7]

Variational multiscale method

One dimensional representation of u, u¯ and u

In VMS approach, the function spaces are decomposed through a multiscale direct sum decomposition for both 𝒱g and 𝒱 into coarse and fine scales subspaces as:[1]

𝒱=𝒱¯𝒱

and

𝒱g=𝒱g¯𝒱g.

Hence, an overlapping sum decomposition is assumed for both u and v as:

u=u¯+u and v=v¯+v,

where u¯ represents the coarse (resolvable) scales and u the fine (subgrid) scales, with u¯𝒱g¯, u𝒱g, v¯𝒱¯ and v𝒱. In particular, the following assumptions are made on these functions:[1]

u¯=g on Γu¯𝒱¯,u=0 on Γu𝒱,v¯=0 on Γv¯𝒱¯,v=0 on Γv𝒱.

With this in mind, the variational form can be rewritten as

a(v¯+v,u¯+u)=f(v¯+v)

and, by using bilinearity of a(,) and linearity of f(),

a(v¯,u¯)+a(v¯,u)+a(v,u¯)+a(v,u)=f(v¯)+f(v).

Last equation, yields to a coarse scale and a fine scale problem:

find u¯𝒱¯g and u𝒱 such that: 
a(v¯,u¯)+a(v¯,u)=f(v¯)v¯𝒱¯coarse-scale problema(v,u¯)+a(v,u)=f(v)v𝒱fine-scale problem

or, equivalently, considering that a(v,u)=(v,u) and f(v)=(v,f):

find u¯𝒱¯g and u𝒱 such that: 
(v¯,u¯)+(v¯,u)=(v¯,f)v¯𝒱¯,(v,u¯)+(v,u)=(v,f)v𝒱.

By rearranging the second problem as (v,u)=(v,u¯f), the corresponding Euler–Lagrange equation reads:[7]

{u=(u¯f) in Ωu=0 on Γ

which shows that the fine scale solution u depends on the strong residual of the coarse scale equation u¯f.[7] The fine scale solution can be expressed in terms of u¯f through the Green's function G:Ω×Ω with G=0 on Γ×Γ:

u(y)=ΩG(x,y)(u¯f)(x)dΩxyΩ.

Let δ be the Dirac delta function, by definition, the Green's function is found by solving yΩ

{*G(x,y)=δ(xy) in ΩG(x,y)=0 on Γ

Moreover, it is possible to express u in terms of a new differential operator that approximates the differential operator 1 as [1]

u=(u¯f), with 1. In order to eliminate the explicit dependence in the coarse scale equation of the sub-grid scale terms, considering the definition of the dual operator, the last expression can be substituted in the second term of the coarse scale equation:[1]

(v¯,u)=(*v¯,u)=(*v¯,(u¯f)).

Since is an approximation of 1, the Variational Multiscale Formulation will consist in finding an approximate solution u¯~u¯ instead of u¯. The coarse problem is therefore rewritten as:[1]

find u¯~𝒱¯g:a(v¯,u¯~)+(*v¯,(u¯~f))=(v¯,f)v¯𝒱¯,

being

(*v¯,(u¯~f))=ΩΩ(*v¯)(y)G(x,y)(u¯~f)(x)dΩxdΩy.

Introducing the form [7]

B(v¯,u¯~,G)=a(v¯,u¯~)+(*v¯,(u¯~))

and the functional

L(v¯,G)=(v¯,f)+(*v¯,f),

the VMS formulation of the coarse scale equation is rearranged as:[7]

find u¯~𝒱¯g:B(v¯,u¯~,G)=L(v¯,G)v¯𝒱¯.

Since commonly it is not possible to determine both and G, one usually adopt an approximation. In this sense, the coarse scale spaces 𝒱¯g and 𝒱¯ are chosen as finite dimensional space of functions as:[1]

𝒱¯g𝒱gh:=𝒱gXrh(Ω)

and

𝒱¯𝒱h:=𝒱Xhr(Ω),

being Xrh(Ω) the Finite Element space of Lagrangian polynomials of degree r1 over the mesh built in Ω .[4] Note that 𝒱g and 𝒱 are infinite-dimensional spaces, while 𝒱gh and 𝒱h are finite-dimensional spaces.

Let uh𝒱gh and vh𝒱h be respectively approximations of u¯~ and v¯, and let G~ and ~ be respectively approximations of G and . The VMS problem with Finite Element approximation reads:[7]

find uh𝒱gh:B(vh,uh,G~)=L(vh,G~)vh𝒱h

or, equivalently:

find uh𝒱gh:a(vh,uh)+(*vh,~(uhf))=(vh,f)vh𝒱h

VMS and stabilized methods

Consider an advection–diffusion problem:[4]

{μΔu+𝒃u=f in Ωu=0 on Ω

where μ is the diffusion coefficient with μ>0 and 𝒃d is a given advection field. Let 𝒱=H01(Ω) and u𝒱, 𝒃[L2(Ω)]d, fL2(Ω).[4] Let =diff+adv, being diff=μΔ and adv=𝒃.[1] The variational form of the problem above reads:[4]

findu𝒱:a(v,u)=(f,v)v𝒱,

being

a(v,u)=(v,μu)+(v,𝒃u).

Consider a Finite Element approximation in space of the problem above by introducing the space 𝒱h=𝒱Xhr over a grid Ωh=k=1NΩk made of N elements, with uh𝒱h.

The standard Galerkin formulation of this problem reads[4]

find uh𝒱h:a(vh,uh)=(f,vh)v𝒱,

Consider a strongly consistent stabilization method of the problem above in a finite element framework:

 find uh𝒱h:a(vh,uh)+h(uh,f;vh)=(f,vh)vh𝒱h

for a suitable form h that satisfies:[4]

h(u,f;vh)=0vh𝒱h.

The form h can be expressed as (𝕃vh,τ(uhf))Ωh, being 𝕃 a differential operator such as:[1]

𝕃={+ Galerkin/least squares (GLS)+adv Streamline Upwind Petrov-Galerkin (SUPG)* Multiscale

and τ is the stabilization parameter. A stabilized method with 𝕃=* is typically referred to multiscale stabilized method . In 1995, Thomas J.R. Hughes showed that a stabilized method of multiscale type can be viewed as a sub-grid scale model where the stabilization parameter is equal to

τ=~

or, in terms of the Green's function as

τδ(xy)=G~(x,y)G(x,y),

which yields the following definition of τ:

τ=1|Ωk|ΩkΩkG(x,y)dΩxdΩy.[7]

Stabilization Parameter Properties

For the 1-d advection diffusion problem, with an appropriate choice of basis functions and τ, VMS provides a projection in the approximation space.[9] Further, an adjoint-based expression for τ can be derived,[10]

τe=(z~,uh)e(ϕeLh(uh)),L*(z~))e

where τe is the element wise stabilization parameter, (z~,uh)e is the element wise residual and the adjoint z~ problem solves,

𝒶(z~,v)+Lh(z~,v)=Ωevdx

In fact, one can show that the τ thus calculated allows one to compute the linear functional Ωudx exactly.[10]

VMS turbulence modeling for large-eddy simulations of incompressible flows

The idea of VMS turbulence modeling for Large Eddy Simulations(LES) of incompressible Navier–Stokes equations was introduced by Hughes et al. in 2000 and the main idea was to use - instead of classical filtered techniques - variational projections.[11][12]

Incompressible Navier–Stokes equations

Consider the incompressible Navier–Stokes equations for a Newtonian fluid of constant density ρ in a domain Ωd with boundary Ω=ΓDΓN, being ΓD and ΓN portions of the boundary where respectively a Dirichlet and a Neumann boundary condition is applied (ΓDΓN=):[4]

{ρ𝒖t+ρ(𝒖)𝒖σ(𝒖,p)=𝒇 in Ω×(0,T)𝒖=0 in Ω×(0,T)𝒖=𝒈 on ΓD×(0,T)σ(𝒖,p)𝒏^=𝒉 on ΓN×(0,T)𝒖(0)=𝒖0 in Ω×{0}

being 𝒖 the fluid velocity, p the fluid pressure, 𝒇 a given forcing term, 𝒏^ the outward directed unit normal vector to ΓN, and σ(𝒖,p) the viscous stress tensor defined as:

σ(𝒖,p)=p𝑰+2μϵ(𝒖).

Let μ be the dynamic viscosity of the fluid, 𝑰 the second order identity tensor and ϵ(𝒖) the strain-rate tensor defined as:

ϵ(𝒖)=12((𝒖)+(𝒖)T).

The functions 𝒈 and 𝒉 are given Dirichlet and Neumann boundary data, while 𝒖0 is the initial condition.[4]

Global space time variational formulation

In order to find a variational formulation of the Navier–Stokes equations, consider the following infinite-dimensional spaces:[4]

𝒱g={𝒖[H1(Ω)]d:𝒖=𝒈 on ΓD},
𝒱0=[H01(Ω)]d={𝒖[H1(Ω)]d:𝒖=0 on ΓD},
𝒬=L2(Ω).

Furthermore, let 𝒱g=𝒱g×𝒬 and 𝒱0=𝒱0×𝒬. The weak form of the unsteady-incompressible Navier–Stokes equations reads:[4] given 𝒖0,

t(0,T),find (𝒖,p)𝒱g such that 
(𝒗,ρ𝒖t)+a(𝒗,𝒖)+c(𝒗,𝒖,𝒖)b(𝒗,p)+b(𝒖,q)=(𝒗,𝒇)+(𝒗,𝒉)ΓN(𝒗,q)𝒱0

where (,) represents the L2(Ω) inner product and (,)ΓN the L2(ΓN) inner product. Moreover, the bilinear forms a(,), b(,) and the trilinear form c(,,) are defined as follows:[4]

a(𝒗,𝒖)=(𝒗,μ((𝒖)+(𝒖)T)),b(𝒗,q)=(𝒗,q),c(𝒗,𝒖,𝒖)=(𝒗,ρ(𝒖)𝒖).

Finite element method for space discretization and VMS-LES modeling

In order to discretize in space the Navier–Stokes equations, consider the function space of finite element

Xrh={uhC0(Ω):uh|kr,kTh}

of piecewise Lagrangian Polynomials of degree r1 over the domain Ω triangulated with a mesh Th made of tetrahedrons of diameters hk, kTh. Following the approach shown above, let introduce a multiscale direct-sum decomposition of the space 𝒱 which represents either 𝒱g and 𝒱0:[13]

𝒱=𝒱h𝒱,

being

𝒱h=𝒱gh×𝒬 or 𝒱h=𝒱0h×𝒬

the finite dimensional function space associated to the coarse scale, and

𝒱=𝒱g×𝒬 or 𝒱=𝒱0×𝒬

the infinite-dimensional fine scale function space, with

𝒱gh=𝒱gXrh,
𝒱0h=𝒱0Xrh

and

𝒬h=𝒬Xrh.

An overlapping sum decomposition is then defined as:[12][13]

𝒖=𝒖h+𝒖 and p=ph+p𝒗=𝒗h+𝒗 and q=qh+q

By using the decomposition above in the variational form of the Navier–Stokes equations, one gets a coarse and a fine scale equation; the fine scale terms appearing in the coarse scale equation are integrated by parts and the fine scale variables are modeled as:[12]

𝒖τM(𝒖h)𝒓M(𝒖h,ph),pτC(𝒖h)𝒓C(𝒖h).

In the expressions above, 𝒓M(𝒖h,ph) and 𝒓C(𝒖h) are the residuals of the momentum equation and continuity equation in strong forms defined as:

𝒓M(𝒖h,ph)=ρ𝒖ht+ρ(𝒖h)𝒖hσ(𝒖h,ph)𝒇,𝒓C(𝒖h)=𝒖h,

while the stabilization parameters are set equal to:[13]

τM(𝒖h)=(σ2ρ2Δt2+ρ2hk2|𝒖h|2+μ2hk4Cr)1/2,τC(𝒖h)=hk2τM(𝒖h),

where Cr=602r2 is a constant depending on the polynomials's degree r, σ is a constant equal to the order of the backward differentiation formula (BDF) adopted as temporal integration scheme and Δt is the time step.[13] The semi-discrete variational multiscale multiscale formulation (VMS-LES) of the incompressible Navier–Stokes equations, reads:[13] given 𝒖0,

t(0,T),find 𝑼h={𝒖h,ph}𝒱gh such that A(𝑽h,𝑼h)=F(𝑽h)𝑽h={𝒗h,qh}𝒱0h,

being

A(𝑽h,𝑼h)=ANS(𝑽h,𝑼h)+AVMS(𝑽h,𝑼h),

and

F(𝑽h)=(𝒗,𝒇)+(𝒗,𝒉)ΓN.

The forms ANS(,) and AVMS(,) are defined as:[13]

ANS(𝑽h,𝑼h)=(𝒗h,ρ𝒖ht)+a(𝒗h,𝒖h)+c(𝒗h,𝒖h,𝒖h)b(𝒗h,ph)+b(𝒖h,qh),AVMS(𝑽h,𝑼h)=(ρ𝒖h𝒗h+qh,τM(𝒖h)𝒓M(𝒖h,ph))SUPG(𝒗h,τc(𝒖h)𝒓C(𝒖h))+(ρ𝒖h(𝒖h)T,τM(𝒖h)𝒓M(𝒖h,ph))VMS(𝒗h,τM(𝒖h)𝒓M(𝒖h,ph)τM(𝒖h)𝒓M(𝒖h,ph))LES.

From the expressions above, one can see that:[13]

  • the form ANS(,) contains the standard terms of the Navier–Stokes equations in variational formulation;
  • the form AVMS(,) contain four terms:
  1. the first term is the classical SUPG stabilization term;
  2. the second term represents a stabilization term additional to the SUPG one;
  3. the third term is a stabilization term typical of the VMS modeling;
  4. the fourth term is peculiar of the LES modeling, describing the Reynolds cross-stress.

See also

References