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Numerical Approximation of Filtration Processes throughPorous Medium
Master Thesis Presentation
Raheel Ahmed
Supervisor: Marco Discacciati
Universitat Politecnica de Catalunya - Barcelona Tech
CIMNE
June 25, 2012
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 1 / 1
Introduction
Free fluid flow coupled with porous medium flow.
Importance in industrial and natural processes
Membrane filtration processesAir or oil filtersBlood flow through body tissuesForward osmosis processes
Numerical analysis of the coupled problem
[Campbell, Biology 2009]
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 2 / 1
Objectives
Mixed finite element discretization for both fluid regions.
Investigation of the optimum solution method based on preconditioning theSchur complement system.
“...at this very moment the search is on - every numerical analyst has a favoritepreconditioner, and you have a perfect chance to find a better one.”
-Gil Strang (1986)
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 3 / 1
Problem Statement
nd Γ
Ωs
Ωd
∂Ωs,N
∂Ωs,N
∂Ωd,D
∂Ωd,N
∂Ωs,D
∂Ωd,N
nn
Stokes Equation
−νus +∇ps = f inΩs
∇ · us = 0 inΩs
Darcy Equation
ud = −K∇pd inΩd
∇ · ud = 0 inΩd
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 4 / 1
Problem StatementInterface Conditions
nd Γ
Ωs
Ωd
∂Ωs,N
∂Ωs,N
∂Ωd,D
∂Ωd,N
∂Ωs,D
∂Ωd,N
nn
Conservation of mass across the interface:
us · n = ud · n, on Γ
Balance of normal forces across the interface:
−νn ·∂us
∂n+ ps = gpd on Γ
Beavers-Joseph-Saffman condition:
−ντ j ·∂us
∂n=
ν
ǫus · τ j (j = 1, 2 for 2D) on Γ
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 5 / 1
Steady Stokes Darcy ProblemWeak Formulation
Stokes Equations:
∫Ωs
ν∇u0s · ∇vs −
∫Ωs
ps ∇ · vs +
∫Γ
gp0d (vs · n) +
∫Γ
n−1∑j=1
ν
ǫ(u0
s · τ j )(vs · τ j ) =
∫Ωs
f · vs
−
∫Ωs
∇ · u0s qs = 0
Darcy Equations:
Primal-mixed formulation
Addition of stability terms proposed by [Masud. 2002].
1
2K−1g
∫Ωd
ud · vd +1
2g
∫Ωd
∇p0d · vd = 0
1
2
∫Ωd
gud · ∇qd +
∫Γ
g(u0s · n)qd −
1
2
∫Ωd
g(K∇p0d · ∇qd) = 0
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 6 / 1
Steady Stokes Darcy ProblemAlgebraic Formulation
By the finite element discretization, we get algebraic system as follows.
Stokes
P1 − P1 P2 − P2
Darcy
A1,ii A1,iΓ B1i 0 0 0A1,Γi A1,ΓΓ B1Γ 0 0 PΓ
BT1i BT
1Γ 0 0 0 00 0 0 A2 B2i B2Γ
0 0 0 BT2i Sii SiΓ
0 PTΓ 0 BT
2Γ SΓi SΓΓ
uis
uΓ
psud
pid
pΓ
=
F1i
F1Γ
F12
F21
F2i
F2Γ
Large
Ill-Conditioned
Symmetric
Indefinite
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 7 / 1
Steady Stokes Darcy ProblemAlgebraic Formulation
A1,ii A1,iΓ B1i 0 0 0A1,Γi A1,ΓΓ B1Γ 0 0 PΓ
BT1i BT
1Γ 0 0 0 00 0 0 A2 B2i B2Γ
0 0 0 BT2i Sii SiΓ
0 PTΓ 0 BT
2Γ SΓi SΓΓ
uis
uΓ
psud
pid
pΓ
=
F1i
F1Γ
F12
F21
F2i
F2Γ
As BsΓ 0 0BTsΓ A1,ΓΓ 0 PΓ
0 0 Ad BdΓ
0 PTΓ BT
dΓ SΓΓ
us
uΓ
ud
pΓ
=
Fs
F1Γ
Fd
F2Γ
Schur complement system:
(Σs + Σd ) uΓ = f1Γ − PΓΣ−1c f2Γ
(Σc + Σf ) pΓ = f2Γ − PTΓ Σ−1
s f1Γ
Properties of Schur Complement
Smaller than original system
Better conditioned than the original system (O(h−1)).
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 8 / 1
Solution Method
(Σs + Σd)uΓ = f1Γ − PΓΣ−1c f2Γ
Solution by Krylov iterative methods
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 9 / 1
Numerical Tests
(Σs + Σd)uΓ = f1Γ − PΓΣ−1c f2Γ
(0, 1) × (0, 2)
Γ
∂Ωs,D
∂Ωd,N∂Ωd,N
∂Ωd,D
Ωs
∂Ωs,D
Ωd
∂Ωs,N
Structured mesh;Elements: MINI &P1 − P1
Residual tolerance forsolution = 1.e − 9
Conjugate Gradient without preconditioner
Number of iterationsGrid ν = 10−4, ν = 10−6, ν = 10−6, ν = 100,
K = 10−3 K = 10−5 K = 10−8 K = 100
1 4 4 4 42 9 9 10 83 20 20 24 164 33 34 39 28
Iterations increase with decrease in mesh size.
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 10 / 1
Iteration tests with Preconditioner
Dirichlet-Neumann Preconditioner
P−1 = Σ−1
s
Grid ν = 10−4, ν = 10−6, ν = 10−6, ν = 100,
K = 10−3 K = 10−5 K = 10−8 K = 100
1 4 4 4 42 10 10 10 53 24 24 30 54 50 53 64 5
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 11 / 1
Iteration tests with Preconditioner
GHSS Preconditioner (work by [Benzi, 2009])
P−1 = 2α(Σd + αI )−1(Σs + αI )−1
Number of iterationsGrid ν = 10−4,K = 10−3 ν = 10−6,K = 10−5 ν = 10−6,K = 10−8 ν = 100,K = 100
1 4 (α = 1.e − 2) 2 (α = 1.e − 1) 1 (α = 1.e − 1) 4 (α = 1.e − 2)2 5 (α = 1.e − 2) 2 (α = 1.e − 1) 1 (α = 1.e − 1) 8 (α = 1.e − 2)3 5 (α = 1.e − 2) 2 (α = 1.e − 1) 1 (α = 1.e − 1) 11 (α = 1.e − 2)4 7 (α = 1.e − 2) 3 (α = 1.e − 1) 1 (α = 1.e − 1) 10 (α = 1.e − 2)
−8 −7 −6 −5 −4 −3 −2−4
−3
−2
−1
0
1
2ν = 10−4
log10
K
log 10
α
y = − 0.05*x3 − 0.74*x2 − 4*x − 8.4
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 12 / 1
Iteration tests with Preconditioner
GHSS-Variant (1)
P−1 = 2αd(Σd + αd I )
−1(Σs + αs I )−1
Optimum results for αs > αd when ν,K < 1
GHSS-Variant (2)P
−1 = 2αd(Σd + αd I )−1
→ αd = 1.e − 3Grid ν = 10−4
, ν = 10−6, ν = 10−6
,
K = 10−3 K = 10−5 K = 10−8
1 2 2 12 3 2 13 3 2 14 3 2 1
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 13 / 1
Iteration tests with Preconditioner
Neumann-Neumann Preconditioner
P−1 = θs
2(Σs)−1 + θd
2(Σd)−1
where, θs =νK
νK+hand θd = h
νK+hwith h being the mesh size.
Grid ν = 10−4, ν = 10−6, ν = 10−6,K = 10−3 K = 10−5 K = 10−8
1 2 1 12 2 1 13 2 1 24 3 1 1
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 14 / 1
Unsteady Stokes-Darcy Problem
∂us
∂t− νus + ∇ps = f inΩs
∇ · us = 0 inΩs
ud = −K∇pd inΩd
So
∂pd
∂t+ ∇ · ud = 0 inΩd
us · n = ud · n, on Γ
−νn ·∂us
∂n+ ps = gpd on Γ
−ντ j ·∂us
∂n=
ν
ǫus · τ j (j = 1, . . . , n − 1) on Γ.
nd Γ
Ωs
Ωd
∂Ωs,N
∂Ωs,N
∂Ωd,D
∂Ωd,N
∂Ωs,D
∂Ωd,N
nn
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 15 / 1
Unsteady Stokes-Darcy Problem
Weak Formulation
Mixed finite element discretization
Time discretisation: Backward Euler Difference Scheme
Interface Systems
(Σs + Σd) um+1Γ = f1Γ − PΓΣ
−1c f2Γ
(Σc + Σf ) pm+1Γ = f2Γ − PT
Γ Σ−1s f1Γ
for every time tm, m = 0, . . . ,N where N is number of time intervals
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 16 / 1
Unsteady Stokes-Darcy ProblemPreconditioners
Preconditioner Properties
Dirichlet Neumann CG solverΣ−1
s K , ν ≥ 1
GHSS GMRES solver2α(Σd + αI )−1(Σs + αI )−1 α is not fixed
Multiplicative
GHSS variant(1) → GHSS variant (2) CG solver2αd (Σd + αd I )
−1 K , ν ≤ 1
Neumann-Neumann CG solverθs
2(Σs)−1 + θd
2(Σd )−1 K , ν ≤ 1
θs , θd can be controlled.
For Unsteady, identical behaviour as presented for Steady problem.
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 17 / 1
Cross-Flow Filtration Problem
[novasep]
ν = 0.08247m2/s
by [Hanspal et al., 2009]
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 18 / 1
Cross-Flow Filtration Problem (Steady) I
K =
1.1882× 10−4m/s
K =
1.1882× 10−10m/s
0 1 2 3 4 5 6 7 8−1.5
−1
−0.5
0
0.5
1
1.5
2
2.5
3Velocity vectors
0.0E+000
1.6E−002
3.2E−002
4.9E−002
6.5E−002
8.1E−002
9.7E−002
1.1E−001
1.3E−001
1.5E−001
0 1 2 3 4 5 6 7 8 9−1.5
−1
−0.5
0
0.5
1
1.5
2
2.5
3Velocity Vectors
0.0E+000
6.6E−002
1.3E−001
2.0E−001
2.7E−001
3.3E−001
4.0E−001
4.6E−001
5.3E−001
6.0E−001
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 19 / 1
Cross-Flow Filtration Problem (Steady) II
Number of elements Number of iterations for solutionStokes Darcy Non-Preconditioned system Neumann-Neumann Preconditioned system
K = 1.1882× 10−4
432 104 10 51728 416 17 56912 1664 25 5
K = 1.1882× 10−10
432 104 10 31728 416 25 36912 1664 43 3
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 20 / 1
Cross-Flow Filtration Problem (Unsteady) I
Variation of Hyd. Conductivity near interface, with time.
Time Hyd. Conductivity Number of iterationst(s) K(m/s) Non-Preconditioned Neumann-Neumann Preconditioner1 1.1883 17 210 0.11883 17 220 0.00297 17 330 4.4009e-5 16 540 4.641e-7 12 1250 3.802e-9 22 8
Simulation
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 21 / 1
Unsteady Stokes-Darcy ProblemDecoupled Method
Work by [Shan et al. 2011] extended to mixed discretisation in porous region.
Different time steps for different sub-domains
Stokes Darcy∆s = n∆t
SΓ
∆t
Less number of time intervals for Darcy
Accuracy is compromised in Darcy domain.
Require refined mesh and small time intervals for better accuracy.
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 22 / 1
Conclusion
Optimum solution methods have been presented for coupled problem.
Can be employed for the numerical analysis of large practical problems.
Can be implemented into already available solvers.
Thank You!
Raheel Ahmed (UPC) Stokes - Darcy Coupling June 25, 2012 23 / 1