EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS ·...

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§ Laboratori de Càlcul Numèric (LaCàN) § Universitat Politècnica de Catalunya (Spain) http://www-lacan.upc.es § Laboratori de Càlcul Numèric (LaCàN) § Universitat Politècnica de Catalunya (Spain) http://www-lacan.upc.es EXACT BOUNDS FOR LINEAR OUTPUTS OF THE CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS EXACT BOUNDS FOR LINEAR OUTPUTS OF THE CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS N. PARES, Y. VIDAL, P. DIEZ and A. HUERTA N. PARES, Y. VIDAL, P. DIEZ and A. HUERTA

Transcript of EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS ·...

Page 1: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

§ Laboratori de Càlcul Numèric (LaCàN)§ Universitat Politècnica de Catalunya

(Spain)http://www-lacan.upc.es

§ Laboratori de Càlcul Numèric (LaCàN)§ Universitat Politècnica de Catalunya

(Spain)http://www-lacan.upc.es

EXACT BOUNDS FOR LINEAR OUTPUTS OF THE

CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS

EXACT BOUNDS FOR LINEAR OUTPUTS OF THE

CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS

N. PARES, Y. VIDAL, P. DIEZ and A. HUERTAN. PARES, Y. VIDAL, P. DIEZ and A. HUERTA

Page 2: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Motivation: assessing the error in QoIMotivation: assessing the error in QoI

§ Numerical modeling (FEA) is currently a basic tool for engineering design

§ In practice, the FE users seek values of some Quantities of Interest (QoI): local displacements or stresses, average fluxes…

§ Numerical modeling must provide to the designer reliable approximations for these QoI

§ Ideally, the answer of the numerical model is a narrowinterval where this QoI lies…

without a shadow of a doubt!

§ Goal: • produce certified bounds (upper and lower)• adapt the mesh to reduce the interval

à certified range for the QoI

Page 3: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Outline of the presentationOutline of the presentation

§ Basics on output oriented error estimation in Finite Elements

• Asymptotic versus guaranteed error bounds• Asymptotic error estimates• Guaranteed error estimates (complementary energy approach)

• Domain decomposition strategy• Hybrid-flux estimates• Flux-free error estimators

§ Guaranteed bounds using flux-free error estimators

§ Extension to stabilized finite element approximations

§ Numerical examples

Page 4: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Generalities on Error assessmentGeneralities on Error assessment

Three conceptual steps to find bounds for the error in a QoI

1. Assessing the QoI in terms of energy: error representationusing an adjoint problem (extractor)• Bounds of energy à bounds of QoI

2. Solving error equation piecewise: Domain decomposition• hybrid fluxes à one local problem per element• flux-free à one local problem per vertex node

3. Local solver• asymptotic à solving with a finer discretization• guaranteed à solving with a dual approach

Bounds for quantities of interest

Page 5: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Model problemModel problem

§ Convection-diffusion-reaction equation:

§ Weak form: find such that

§ GOAL: bound the output

ex.:

Page 6: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Model problemModel problem

§ Convection-diffusion-reaction equation:

§ Weak form: find such that

§ GOAL: bound the output

ex.:

Page 7: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Estimating bounds of functional outputsEstimating bounds of functional outputs

§ Finite element approximation:

§ Estimate of the output:

§ GOAL: bound the error in the QoI

FE approximation and output

Page 8: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Estimating bounds of functional outputsEstimating bounds of functional outputs

ADJOINT PROBLEM:§ Adjoint infinite dimensional problem:

find

§ Finite dimensional approximation: find

§ Error of adjoint problem:

SYMMETRIZATION:

Adjoint problem and symmetrization

[Babuska & Miller IJNME 1982]

Page 9: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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§ For NON-SYMMETRIC FORMS [[ParaschivoiuParaschivoiu, , PerairePeraire & & PateraPatera, CMAME97], CMAME97]

§ SYMMETRIZED ERROR EQUATIONS:

REMARK:• and are found solving diffusion-reaction problems

§ BOUNDS:

Error representation: from QoI to energyError representation: from QoI to energy

Page 10: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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§ GOAL: compute upper bounds for the energy norm for diffusion-reaction problems

§ For simplicity, the computation of upper bounds for ispresented.

Applying the same strategy to yields the desired bounds for the output.

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§ Equation of the primal symmetrized error

§ Obtain the norm from the Primal formulation:Primal formulation:

The maximization problem induces

Asymptotic vs guaranteed implicit error boundsfor diffusion (no reaction term)

Asymptotic vs guaranteed implicit error boundsfor diffusion (no reaction term)

A finite-dimensional probleminduces a lower bound !

Page 12: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Complementary energy allows to overestimate ,approach introduced by Fraeijs de Veubeke in 1964.

§§ Dual formulation:Dual formulation:

Guaranteed error boundsfor diffusion (no reaction term)

Guaranteed error boundsfor diffusion (no reaction term)

complementary energycomplementary energy

Page 13: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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§ Asymptotic:

§ Guaranteed:

Asymptotic vs guaranteed error boundssummary

Asymptotic vs guaranteed error boundssummary

Global problems domain decomposition !

the domain decomposition technique introduces overestimation

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§ Guaranteed subdomain flux-free error estimates:

• Objective: decompose the global problem

into local computations

• Main idea: use a partition of unity defined by vertex nodes.

That is, given such that

Introduce in the residual ,

Subdomain flux-free guaranteed error estimatesSubdomain flux-free guaranteed error estimates1. Partition of unity and decomposition of the r.h.s

Page 15: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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extension of[Pares, Diez, Huerta CMAME 06]

ü Define nnp global problems: min. complementary energy s.t.

ü LOCALIZATION: Restrict the problems to a star

Thus, impose

Then: and

and6

Subdomain flux-free guaranteed error estimatesSubdomain flux-free guaranteed error estimates2. Splitting of the global problem

Page 16: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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EXTENSION TO STABILIZED FE METHODSEXTENSION TO STABILIZED FE METHODS

§ STABILIZED SUPG FE APPROXIMATION:

§ MAIN DIFFICULTY: the Galerkin orthogonality does not hold

stabilization term

Page 17: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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§ New terms in the error representation

§ New term in the local equations

ensures solvabilitywhile retaining upper bound property

Page 18: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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POISSON EQUATIONPOISSON EQUATIONPOISSON EQUATION

with homogeneous Dirichlet BC

HF exact - eff 2.5

HF asympt.

FF asympt.(sharp butnot guaranteed)

NEW - FF exacteff 1.05

Page 19: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Solution with inner layersSolution with inner layers

Neumann homogeneous

Two different values for the diffusion parameter are considered

Page 20: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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primal adjoint

Page 21: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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Hybrid-flux bounds:

Flux-free:

Hybrid-flux bounds:

Flux-free:

Final mesh36285 elem.

Final mesh37807 elem.

Page 22: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

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HF:

FF:

standard FE approximations

stabilized FE approximations

primal adjoint

HF:

FF:

primal adjoint

209 elements119 nodes

Page 23: EXACT BOUNDS FOR LINEAR OUTPUTS OF THE …s/2008_WCCM08_PDH_slides.pdf8th WCCM – 5th ECCOMAS · Venice · July 2008 · 10 §GOAL: compute upper bounds for the energy norm for diffusion-reaction

§ Laboratori de Càlcul Numèric (LaCàN)§ Universitat Politècnica de Catalunya

(Spain)http://www-lacan.upc.es

§ Laboratori de Càlcul Numèric (LaCàN)§ Universitat Politècnica de Catalunya

(Spain)http://www-lacan.upc.es

EXACT BOUNDS FOR LINEAR OUTPUTS OF THE

CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS

EXACT BOUNDS FOR LINEAR OUTPUTS OF THE

CONVECTION-DIFFUSION-REACTION EQUATION USING FLUX-FREE ERROR ESTIMATORS

N. PARES, Y. VIDAL, P. DIEZ and A. HUERTAN. PARES, Y. VIDAL, P. DIEZ and A. HUERTA

Thank you for your attentionThank you for your attention