We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker-Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier-Stokes-Fokker-Planck system for dilute polymeric fluids. In this context the Fokker-Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin method for the Fokker-Planck equation in configuration space with a finite element method in physical space to obtain a scheme for the high-dimensional Fokker-Planck equation. Alternating-direction methods have been considered previously in the literature for this problem ( in the work of Lozinski, Chauvière and collaborators [J. Non-newtonian Fluid Mech. 122 (2004) 201-214; Comput. Fluids 33 (2004) 687-696; CRM Proc. Lect. Notes 41 (2007) 73-89; Ph.D. Thesis (2003); J. Computat. Phys. 189 (2003) 607-625]), but this approach has not previously been subject to rigorous numerical analysis. The numerical methods we develop are fully-practical, and we present a range of numerical results demonstrating their accuracy and efficiency. We also examine an advantageous superconvergence property related to the polymeric extra-stress tensor. The heterogeneous alternating-direction method is well suited to implementation on a parallel computer, and we exploit this fact to make large-scale computations feasible.
@article{M2AN_2009__43_6_1117_0, author = {Knezevic, David J. and S\"uli, Endre}, title = {A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {43}, year = {2009}, pages = {1117-1156}, doi = {10.1051/m2an/2009034}, mrnumber = {2588435}, zbl = {pre05636849}, language = {en}, url = {http://dml.mathdoc.fr/item/M2AN_2009__43_6_1117_0} }
Knezevic, David J.; Süli, Endre. A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 43 (2009) pp. 1117-1156. doi : 10.1051/m2an/2009034. http://gdmltest.u-ga.fr/item/M2AN_2009__43_6_1117_0/
[1] A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids. J. Non-Newtonian Fluid Mech. 139 (2006) 153-176.
, , and ,[2] A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modelling of complex fluids. Part II: Transient simulation using space-time separated representations. J. Non-Newtonian Fluid Mech. 144 (2007) 98-121.
, , and ,[3] PETSc users manual. Tech. Rep. ANL-95/11 - Revision 2.1.5, Argonne National Laboratory (2004).
, , , , , , , and ,[4] Existence of global weak solutions to dumbbell models for dilute polymers with microscopic cut-off. Math. Models Methods Appl. Sci. 18 (2008) 935-971. | MR 2419205 | Zbl 1158.35070
and ,[5] An orthogonal spline collocation alternating direction implicit Crank-Nicolson method for linear parabolic problems on rectangles. SIAM J. Numer. Anal. 36 (1999) 1414-1434. | MR 1706778 | Zbl 0955.65073
and ,[6] Stability of the SUPG finite element method for transient advection-diffusion problems. Comput. Methods Appl. Mech. Engrg. 193 (2004) 2301-2323. | MR 2055248 | Zbl 1067.76563
, and ,[7] The Mathematical Theory of Finite Element Methods. Second Edn., Springer (2002). | MR 1894376 | Zbl 1012.65115
and ,[8] An analysis of alternating-direction methods for parabolic equations. Numer. Methods Part. Differ. Equ. 1 (1985) 57-70. | MR 868051 | Zbl 0634.65098
and ,[9] Generalized alternating-direction collocation methods for parabolic equations. I. Spatially varying coefficients. Numer. Methods Partial Differ. Equ. 3 (1990) 193-214. | MR 1062376 | Zbl 0705.65073
and ,[10] Simulation of complex viscoelastic flows using Fokker-Planck equation: 3D FENE model. J. Non-Newtonian Fluid Mech. 122 (2004) 201-214. | Zbl 1131.76307
and ,[11] Simulation of dilute polymer solutions using a Fokker-Planck equation. Comput. Fluids 33 (2004) 687-696. | Zbl 1100.76549
and ,[12] Approximation by finite element functions using local regularization. Rev. Française Automat. Informat. Recherche Opérationnelle Sér. RAIRO Anal. Numér. 9 (1975) 77-84. | Numdam | MR 400739 | Zbl 0368.65008
,[13] Sparse tensor-product Fokker-Planck-based methods for nonlinear bead-spring chain models of dilute polymer solutions. CRM Proc. Lect. Notes 41 (2007) 73-89. | MR 2359669 | Zbl 1128.82017
, and ,[14] Alternating-direction Galerkin methods on rectangles. Numer. Solution Partial Differ. Equ. II (SYNSPADE 1970) (1971) 133-214. | MR 273830 | Zbl 0239.65088
and ,[15] Spectral collocation methods and polar coordinate singularities. J. Comput. Phys. 96 (1991) 241-257. | MR 1128222 | Zbl 0731.65095
, and ,[16] Finite elements and fast iterative solvers. Oxford Science Publications, UK (2005). | Zbl 1083.76001
, and ,[17] Multiscale simulations of suspensions of rod-like molecules. J. Comp. Phys. 216 (2006) 52-75. | MR 2223436 | Zbl 1107.82040
and ,[18] Fully discrete Jacobi-spherical harmonic spectral method for Navier-Stokes equations. Appl. Math. Mech. 29 (2008) 453-476 (English Ed.). | MR 2405135 | Zbl pre05318375
and ,[19] Existence of solution for a micro-macro model of polymeric fluid: the FENE model. J. Funct. Anal. 209 (2004) 162-193. | MR 2039220 | Zbl 1047.76004
, and ,[20] libMesh: A C++ library for parallel adaptive mesh refinement/coarsening simulations. Eng. Comput. 23 (2006) 237-254.
, , and ,[21] Analysis and implementation of numerical methods for simulating dilute polymeric fluids. Ph.D. Thesis, University of Oxford, UK (2008), http://www.comlab.ox.ac.uk/people/David.Knezevic.
,[22] Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift. ESAIM: M2AN 43 (2009) 445-485. | Numdam | MR 2536245 | Zbl pre05574327
and ,[23] Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung. Math. Ann. 104 (1931). | Zbl 0001.14902
,[24] Mathematical analysis of multi-scale models of complex fluids. Commun. Math. Sci. 5 (2007) 1-51. | MR 2310632 | Zbl 1129.76006
and ,[25] Boundary conditions for the microscopic FENE models. SIAM J. Appl. Math. 68 (2008) 1304-1315. | MR 2407125 | Zbl 1147.76003
and ,[26] Spectral methods for kinetic theory models of viscoelastic fluids. Ph.D. Thesis, École Polytechnique Fédérale de Lausanne, Suisse (2003).
,[27] A fast solver for Fokker-Planck equation applied to viscoelastic flows calculation: 2D FENE model. J. Computat. Phys. 189 (2003) 607-625. | MR 1996059 | Zbl 1060.82525
and ,[28] Moderate degree symmetric quadrature rules for the triangle. J. Inst. Math. Appl. 15 (1975) 19-32. | MR 378368 | Zbl 0297.65018
and ,[29] A spectral method for polar coordinates. J. Comput. Phys. 120 (1995) 365-374. | MR 1349468 | Zbl 0842.65051
and ,[30] Stochastic Processes in Polymeric Fluids. Springer (1996). | MR 1383323 | Zbl 0995.60098
,[31] Computational Rheology. Imperial College Press (2002). | MR 1906885 | Zbl 1015.76002
and ,[32] Sparse finite element approximation of high-dimensional transport-dominated diffusion problems. ESAIM: M2AN 42 (2008) 777-820. | Numdam | MR 2454623 | Zbl 1159.65094
, and ,[33] Finite element interpolation of nonsmooth functions satisfying boundary conditions. Math. Comp. 54 (1990) 483-493. | MR 1011446 | Zbl 0696.65007
and ,[34] A spectral model for two-dimensional incompressible fluid flow in a circular basin. I. Mathematical formulation. J. Comput. Phys. 136 (1997) 100-114. | MR 1468626 | Zbl 0889.76071
,[35] Quadrature on simplices of arbitrary dimension. http://www.math.cmu.edu/~nw0z/publications/00-CNA-023/023abs/.
,[36] Kinetic theory and rheology of dilute suspensions of finitely extendible dumbbells. Ind. Eng. Chem. Fundamentals 11 (1972) 379-387.
,[37] Local existence for the FENE-dumbbell model of polymeric fluids. Arch. Ration. Mech. Anal. 181 (2006) 373-400. | MR 2221211 | Zbl 1095.76004
and ,