Introduction Problem Analysis Numerical References Acknowledgements

Numerical Analysis and Benchmarking of a

Sommerfeld-type Non-reflecting Boundary Condition for
the Wave Equation in Mixed Form

Héctor Espinoza1 , Ramon Codina1 and Santiago Badia1,2

1 Universitat Politècnica de Catalunya

2 Centre Internacional de Mètodes Numèrics en Enginyeria

Barcelona, July 2014

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 1 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Outline

1 Introduction

2 Problem Statement

3 Stability and Convergence

4 Numerical Experiments and Benchmarks

5 References

6 Acknowledgements

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 2 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Outline

1 Introduction

2 Problem Statement

3 Stability and Convergence

4 Numerical Experiments and Benchmarks

5 References

6 Acknowledgements

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 3 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Wave propagation on unbounded domains

Many wave propagation problems involve unbounded or too big domains.

For example the acoustic footprint of a vehicle.

It is impractical or impossible to deal with such domains.

Solution: truncate the spatial domain and impose "something" on the
truncation boundary.

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 4 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Non-Reflecting Boundaries (NRB)

Ωf Ωf

Ω Ω

NRBC: Non-Reflecting Boundary Condition

i.e. Sommerfeld, Engquist-Majda, Bayliss-Turkel, Higdon

NRBL: Non-Reflecting Boundary Layer

i.e. PML
We focus on a Sommerfeld-type NRBC.
H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 5 / 32
 Introduction Problem Analysis Numerical References Acknowledgements

Outline

1 Introduction

2 Problem Statement

3 Stability and Convergence

4 Numerical Experiments and Benchmarks

5 References

6 Acknowledgements

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 6 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Problem Statement

Let Ξ := Ω × Υ. Find p : Ξ −→ R and u : Ξ −→ Rd such that:

µp ∂t p + ∇·u = fp ,
µu ∂t u + ∇p = f u ,

with the initial conditions

p(x, 0) = 0, u (x, 0) = 0,

and with the boundary conditions

1 1
p = 0 on Γp , γn u := n · u = 0 on Γu , µp2 p = µu2 γn u on Γo .

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 Introduction Problem Analysis Numerical References Acknowledgements

Variational Form(s) of the problem

The variational problem can be expressed in three different forms. Each
one requires a certain regularity on the unknowns. The motivation to
study these three variational forms is to seek the solution in spaces with
different regularities. This is accomplished by transferring regularity from
the scalar to the vector unknown or viceversa.
d
Let L := L2 (Ω) × L2 (Ω) . Let V := Vp × Vu which depend on the
variational form considered.
In all cases the problem reads: Find [p, u] ∈ C 1 (Υ; L) ∩ C 0 (Υ; V ) such
that
B ([p, u] , [q, v]) = L ([q, v]) ,
for all test functions [q, v] ∈ V .
To ease notation, let us define
1 !1
2
µp µu

2
κp := , κu := .
µu µp
H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 8 / 32
 Introduction Problem Analysis Numerical References Acknowledgements

Functional spaces for each variational form

Variational Form I.
n o
Vp = q ∈ H 1 (Ω)| q = 0 on Γp ,
n o
Vu = v ∈ H(div, Ω)| γn v = 0 on Γu and γn v ∈ L2 (Γo ) .
Variational Form II.
Vp = L2 (Ω),
n o
Vu = v ∈ H(div, Ω)| γn v = 0 on Γu and γn v ∈ L2 (Γo ) .
Variational Form III.
n o
Vp = q ∈ H 1 (Ω)| q = 0 on Γp ,
d
Vu = L2 (Ω) .

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 Introduction Problem Analysis Numerical References Acknowledgements

Bilinear and linear forms for each variational form

All variational forms
L ([q, v]) = (fp , q) + (f u , v) .
Variational Form I.
B ([p, u] , [q, v]) = µp (∂t p, q) + (∇·u, q) + µu (∂t u, v) + (∇p, v) .
Variational Form II.
B ([p, u] , [q, v]) = µp (∂t p, q) + (∇·u, q) + µu (∂t u, v) − (p, ∇·v)
Z
+κu γn vγn u dΓ.
Γo
Variational Form III.
B ([p, u] , [q, v]) = µp (∂t p, q) − (u, ∇q) + µu (∂t u, v) + (∇p, v)
Z
+κp pq dΓ.
Γo

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 Introduction Problem Analysis Numerical References Acknowledgements

Boundary conditions for each variational form

The imposition of boundary conditions is done as follows for obvious

reasons:
Variational Form I II III
p = 0 on Γp strongly weakly strongly
γn u = 0 on Γu strongly strongly weakly
1 1
µp2 p = µu2 γn u on Γo strongly weakly weakly

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 Introduction Problem Analysis Numerical References Acknowledgements

Stabilized Finite Element Methods

The Galerkin method only controls the L2 (Ω)-norm of the unknowns but
not ∇p or ∇·u. Therefore, stabilization is needed.
Let Vp,h ⊂ Vp and Vu,h ⊂ Vu , Vh = Vp,h × Vu,h .
Stabilized FE methods deal with the following problem: Find a pair
[ph , u h ] ∈ C 1 (Υ; Vh ) satisfying the initial conditions ph (x, 0) = 0,
u h (x, 0) = 0 and such that

Bs ([ph , u h ] , [qh , v h ]) = Ls ([qh , v h ]) ,

for all test functions [qh , v h ] ∈ Vh , where the bilinear form Bs and the
linear form Ls include the Galerkin terms and additional stabilization
terms. Depending on how the stabilization part is designed, a different
stabilization method arises. We analyze two stabilization methods: ASGS
and OSS. The stabilization terms depend on the choice of the stabilization
parameters τp and τu .
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 Introduction Problem Analysis Numerical References Acknowledgements

ASGS & OSS Methods

ASGS:

Bs ([ph , u h ] , [qh , v h ]) = B ([ph , u h ] , [qh , v h ]) + (µp ∂t ph + ∇·u h , τp ∇·v h )

+ (µu ∂t u h + ∇ph , τu ∇qh ),
Ls ([qh , v h ]) = L ([qh , v h ]) + (fp , τp ∇·v h ) + (f u , τu ∇qh ).

OSS:
 
⊥
Bs ([ph , u h ] , [qh , v h ]) = B ([ph , u h ] , [qh , v h ]) + Pp,h (∇·u h ) , τp ∇·v h
 
⊥
+ Pu,h (∇ph ) , τu ∇qh ,
   
⊥ ⊥
Ls ([qh , v h ]) = L ([qh , v h ]) + Pp,h (fp ) , τp ∇·v h + Pu,h (f u ) , τu ∇qh .

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 Introduction Problem Analysis Numerical References Acknowledgements

Stabilization Parameters

s s s
µu `p µp `u
r
τp = Cτ h , τu = Cτ h ,
µp `u µu `p
where Cτ is a dimensionless algorithmic constant and `p , `u are length
scales corresponding to p and u respectively.
The length scales allow to mimic at the discrete level the different
functional settings of the continuous problem.
This is the reason to chose the length scales as shown in the table.
methods.
Variational Form I II III
`p `p = `u L20 /h h
`u `p = `u h L20 /h
τp O(h) O(1) O(h2 )
τu O(h) O(h2 ) O(1)

where L0 is a fixed length scale of the problem independent of h.

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 14 / 32
 Introduction Problem Analysis Numerical References Acknowledgements

Outline

1 Introduction

2 Problem Statement

3 Stability and Convergence

4 Numerical Experiments and Benchmarks

5 References

6 Acknowledgements

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 Introduction Problem Analysis Numerical References Acknowledgements

Stability
For smooth enough forcing terms:
|||[ph , u h ]|||W ,ASGS,h . |||[fp , f u ]|||W ,ASGS,h ,
|||[ph , u h ]|||W ,OSS,h . |||[fp , f u ]|||W ,OSS,h ,
|||[ph , u h ]|||S,OSS,h . |||[fp , f u ]|||S,OSS,h .

|||[qh , v h ]|||20,h = µp ||qh ||2L∞ (Υ,L2 (Ω)) + (1 + σ)κp ||qh ||2L2 (Υ,L2 (Γo ))
+ µu ||v h ||2L∞ (Υ,L2 (Ω)) + (1 − σ)κu ||γn v h ||2L2 (Υ,L2 (Γo )) ,
|||[qh , v h ]|||2W ,ASGS,h = |||[qh , v h ]|||20,h + τp ||µp ∂t qh + ∇·v h ||2L2 (Υ,L2 (Ω))
+ τu ||µu ∂t v h + ∇qh ||2L2 (Υ,L2 (Ω)) ,
|||[qh , v h ]|||2W ,OSS,h = |||[qh , v h ]|||2W ,ASGS,h ,
|||[qh , v h ]|||2S,OSS,h = |||[qh , v h ]|||20,h + τp ||∇·v h ||2L2 (Υ,L2 (Ω)) + τu ||∇qh ||2L2 (Υ,L2 (Ω)) .

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 Introduction Problem Analysis Numerical References Acknowledgements

Convergence

For smooth enough exact solutions, we have proved the following a priori
error estimates:

|||[p − ph , u − u h ]|||W ,ASGS,h . EW ,ASGS ,

|||[p − ph , u − u h ]|||W ,OSS,h . EW ,OSS ,
|||[p − ph , u − u h ]|||S,OSS,h . ES,OSS .

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 Introduction Problem Analysis Numerical References Acknowledgements

Convergence*

The a priori error estimator in terms of the interpolation error [εp , εu ]

looks as follows
2 2 2
EW −OSS = µp ||εp ||L∞ (Υ,L2 (Ω)) + µu ||εu ||L∞ (Υ,L2 (Ω))

+ τu ||∇εp ||2L2 (Υ,L2 (Ω)) + τp ||∇·εu ||2L2 (Υ,L2 (Ω))

+ τp ||µp ∂t εp ||2L2 (Υ,L2 (Ω)) + τu ||µu ∂t εu ||2L2 (Υ,L2 (Ω))
1 1
+ ||εp ||2L2 (Υ,L2 (Ω)) + ||εu ||2L2 (Υ,L2 (Ω))
τp τu
+ (1 + σ)κp ||εp ||2L2 (Υ,L2 (Γo )) + (1 − σ)κu ||γn εu ||2L2 (Υ,L2 (Γo )) ,
2 2
EW −ASGS = EW −OSS + ... ,
2 2
ES−OSS = EW −OSS + ... .

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 18 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Accuracy ASGS and OSS (Weak Norm)*

Using standard polynomial approximation of order k for p and order l for u

we get the following accuracy in terms of h:
Variational Form I II III
k+ 12 l+ 12 k+ 12 l 1
||p − ph ||L∞ (Υ,L2 (Ω)) h +h h +h h + hl+ 2
k

Quasi-optimal Suboptimal Suboptimal

1 1 1 1
||u − u h ||L∞ (Υ,L2 (Ω)) hk+ 2 + hl+ 2 hk+ 2 + hl hk + hl+ 2
Quasi-optimal Suboptimal Suboptimal
1 1
||µu ∂t (u − u h ) + ∇(p − ph )||L2 (Υ,L2 (Ω)) hk + hl hk− 2 + hl−1 hk + hl+ 2
Optimal Suboptimal Optimal
1 1
||µp ∂t (p − ph ) + ∇·(u − u h )||L2 (Υ,L2 (Ω)) hk + hl hk+ 2 + hl h k−1
+ hl− 2
Optimal Optimal Suboptimal
k, l Optimal k=l k + 12 = l k = l + 12

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 Introduction Problem Analysis Numerical References Acknowledgements

Accuracy OSS (Strong Norm)*

Variational Form I II III

||∇(p − ph )||L2 (Υ,L2 (Ω)) hk + hl hk−1 + hl−1 hk + hl
Optimal Suboptimal Optimal
||∇·(u − u h )||L2 (Υ,L2 (Ω)) hk + hl hk + hl h k−1 + hl−1
Optimal Optimal Suboptimal
k, l Optimal k=l k=l k=l

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 20 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Outline

1 Introduction

2 Problem Statement

3 Stability and Convergence

4 Numerical Experiments and Benchmarks

5 References

6 Acknowledgements

H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 21 / 32

 Introduction Problem Analysis Numerical References Acknowledgements

Numerical Experiments and Benchmarks

Benchmark problem with analytical solution in 2D

Big/Small domain Benchmark problem in 2D
Big/Small domain Benchmark problem in 3D

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 Introduction Problem Analysis Numerical References Acknowledgements

Benchmark problem with analytical solution in 2D

The problem consists in an initial pressure pulse propagating in an

unbounded 2D domain.

1.05
0.95
0.85
0.75
0.65
0.55
0.45
0.35
0.25
0.15
0.05
-0.05
-0.15

This simple problem has a known exact solution.

We compare the exact solution with the numerical solution.

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 Introduction Problem Analysis Numerical References Acknowledgements

Benchmark problem with analytical solution in 2D

Exact and numerical solution at three instants

1.05
0.95
0.85
0.75
0.65
0.55
0.45
0.35
0.25
0.15
0.05
-0.05
-0.15

1.05
0.95
0.85
0.75
0.65
0.55
0.45
0.35
0.25
0.15
0.05
-0.05
-0.15

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 Introduction Problem Analysis Numerical References Acknowledgements

Benchmark problem with analytical solution in 2D

Comparison of analytical and numerical solution (p) in a cut for three

instants.
0.20 0.15 -0.01

0.15 -0.01
0.10
0.10
-0.02
0.05 0.05
p (100) -0.03

p (150)
p (50)

0.00
0.00 -0.03
-0.05
-0.04
-0.10
-0.05
-0.15 Exact -0.04
This Work
-0.20 -0.10 -0.04
0 20 40 60 80 100 0 20 40 60 80 100 0 20 40 60 80 100
x x x

The NRBC works works very well. There is a difference at the final
simulation time, but that difference is in small amplitudes and is low
energy.

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 Introduction Problem Analysis Numerical References Acknowledgements

Big/Small domain Benchmark problem in 2D

Big Domain Small Domain

with NRBC
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 Introduction Problem Analysis Numerical References Acknowledgements

Big/Small domain Benchmark problem in 2D

Big domain and small domain solution (p) at three instants

1050
950
850
750
650
550
450
350
250
150
50
-50
-150

1050
950
850
750
650
550
450
350
250
150
50
-50
-150

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 Introduction Problem Analysis Numerical References Acknowledgements

Big/Small domain Benchmark problem in 2D

3.5e+6
Big
3.0e+6 Sma
2.5e+6
2.0e+6
E

1.5e+6
1.0e+6
0.5e+6
0
0 5 10 15 20 25
t

Figure : Evolution of total energy E for the big/small domain benchmark problem
in 2D.

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 Introduction Problem Analysis Numerical References Acknowledgements

Big/Small domain Benchmark problem in 3D

Big domain and small domain solution (p) at three instants

55
45
35
25
15
5
-5
-15
-25
-35
-45
-55
-65

55
45
35
25
15
5
-5
-15
-25
-35
-45
-55
-65

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 Introduction Problem Analysis Numerical References Acknowledgements

Big/Small domain Benchmark problem in 3D

3.0e+9
Big
2.5e+9 Sma

2.0e+9
1.5e+9
E

1.0e+9
0.5e+9
0
0 5 10 15 20 25
t

Figure : Evolution of total energy E for the big/small domain benchmark problem
in 3D

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 Introduction Problem Analysis Numerical References Acknowledgements

References

H. Espinoza, R. Codina, and S. Badia, “A Sommerfeld non-reflecting

boundary condition for the wave equation in mixed form”, Computer
Methods in Applied Mechanics and Engineering, vol. 276, pp. 122–148,
2014, issn: 0045-7825. doi: 10.1016/j.cma.2014.03.015

S. Badia, R. Codina, and H. Espinoza, “Stability, convergence and

accuracy of stabilized finite element methods for the wave equation in
mixed form”, Accepted, SIAM Journal on Numerical Analysis, 2014

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 Introduction Problem Analysis Numerical References Acknowledgements

Acknowledgements

Ministerio de Educación Cultura y Deporte

Formación de Profesorado Universitario FPU
Grant AP2010-0563
Catalan Government
ICREA Acadèmia Program
European Research Council
FP7-ICT
Project EUNISON: Extensive UNIfied-domain SimulatiON of the
human voice
Grant No. 308874
European Research Council
FP7 Program Ideas
Project COMFUS: Computational Methods for Fusion Technology
Starting Grant No. 258443
H. Espinoza et al. (UPC BarcelonaTech) NRBC Mixed Wave Equation Jul/2014 32 / 32