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We consider a fully discrete loosely coupled scheme for incompressible fluid-structure interaction based on the time semi-discrete splitting method introduced in {emph{[Burman, Durst & Guzman, arXiv:1911.06760]}}. The splittling method uses a Robin-Robin type coupling that allows for a segregated solution of the solid and the fluid systems, without inner iterations. For the discretisation in space we consider piecewise affine continuous finite elements for all the fields and ensure the inf-sup condition by using a Brezzi-Pitkaranta type pressure stabilization. The interfacial fluid-stresses are evaluated in a variationally consistent fashion, that is shown to admit an equivalent Lagrange multiplier formulation. We prove that the method is unconditionally stable and robust with respect to the amount of added-mass in the system. Furthermore, we provide an error estimate that shows the error in the natural energy norm for the system is $mathcal Obig(sqrt{T}(sqrt{Delta t} + h)big)$ where $T$ is the final time, $Delta t$ the time-step length and $h$ the space discretization parameter.
Inspired by Rybaks multiple-time-step technique, jagged-time-step technique is proposed and applied to Fernandezs Explicit Robin-Neumann scheme. For some instances, numerical experiments demonstrate higher convergence orders and accuracy with lower computation cost as time and space get refined.
In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit schemes that are increasingly favoured by practitioners for their computational efficiency. The transport equation requires knowledge of the velocity field, which results from an elliptic problem (Darcy problem) that is the most expensive part of the computation. When considering large reservoirs, a cost-effective way of approximating the Darcy problems is using multiscale domain decomposition (MDD) methods. They allow for the pressure and velocity fields to be computed on coarse meshes (large scale), while detailed basis functions are defined locally, usually in parallel, in a much finer grid (small scale). In this work we adopt the Multiscale Robin Coupled Method (MRCM, [Guiraldello, et al., J. Comput. Phys., 355 (2018) pp. 1-21], [Rocha, et al., J. Comput. Phys., (2020) 109316]), which is a generalization of previous MDD methods that allows for great flexibility in the choice of interface spaces. In this article we investigate the combination of the MRCM with implicit transport schemes. A sequentially implicit strategy is proposed, with different trust-region algorithms ensuring the convergence of the transport solver. The method is assessed on several very stringent 2D two-phase problems, demonstrating its stability even for large time steps. It is also shown that the best accuracy is achieved by considering recently introduced non-polynomial interface spaces, since polynomial spaces are not optimal for high-contrast channelized permeability fields.
The purpose of this paper is to perform an error analysis of the variational integrators of mechanical systems subject to external forcing. Essentially, we prove that when a discretization of contact order $r$ of the Lagrangian and force are used, the integrator has the same contact order. Our analysis is performed first for discrete forced mechanical systems defined over $TQ$, where we study the existence of flows, the construction and properties of discrete exact systems and the contact order of the flows (variational integrators) in terms of the contact order of the original systems. Then we use those results to derive the corresponding analysis for the analogous forced systems defined over $Qtimes Q$.
We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative coupling, support for multi-rate time stepping, and higher-order convergence in time. To achieve this, we combine waveform relaxation -- a known method to achieve higher order in applications with split time stepping based on continuous representations of coupling variables in time -- with interface quasi-Newton coupling, which has been developed throughout the last decade and is generally accepted as a very robust iterative coupling method even for gluing together black-box simulation codes. We show convergence results (in terms of convergence of the iterative solver and in terms of approximation order in time) for two academic test cases -- a heat transfer scenario and a fluid-structure interaction simulation. We show that we achieve the expected approximation order and that our iterative method is competitive in terms of iteration counts with those designed for simpler first-order-in-time coupling.
A simple-to-implement weak-sense numerical method to approximate reflected stochastic differential equations (RSDEs) is proposed and analysed. It is proved that the method has the first order of weak convergence. Together with the Monte Carlo technique, it can be used to numerically solve linear parabolic and elliptic PDEs with Robin boundary condition. One of the key results of this paper is the use of the proposed method for computing ergodic limits, i.e. expectations with respect to the invariant law of RSDEs, both inside a domain in $mathbb{R}^{d}$ and on its boundary. This allows to efficiently sample from distributions with compact support. Both time-averaging and ensemble-averaging estimators are considered and analysed. A number of extensions are considered including a second-order weak approximation, the case of arbitrary oblique direction of reflection, and a new adaptive weak scheme to solve a Poisson PDE with Neumann boundary condition. The presented theoretical results are supported by several numerical experiments.