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Matrix Structure for Coupled Algorithms

• For Multi-variable block solution like the compressible Navier-Stokes system above, the same trick is used: the cell variable consists of (ρ, ρu, ρE) and the coupling can be coupled by a 5 × 5 matrix coefficient

• Important disadvantages of a block coupled system are

– Large linear system: several variables are handled together

– Different kinds of physics can be present, e.g. the transport-dominated momentum equation and elliptic pressure equation. At matrix level, it is impossible to separate them, which makes the system more difficult to solve

Nature of Coupling

• Block matrix represents complete coupling for a block variable

• We can examine cases of partial coupling by looking at degenerate forms of the coefficients. This will reveal special cases of coupling where alternatives to a fully coupled solution approach may be considered

8.4 Matrix Structure for Coupled Algorithms

Matrix Connectivity and Mesh Structure

• Irrespective of the level of coupling, the FVM dictates that a cell value will depend only on the values in surrounding cells

P

W E

N

S

• We still have freedom to organise the matrix by ordering entries for various components of φ. Also, the matrix connectivity pattern may be changed by reordering the computational points

• Example: block-coupled vector equation (ux, uy, Uz)

– Per-variable organisation: first ux for all cells, followed by uy and uz. Ordering of each sub-list matches the cell ordering.

aP = of computational points and contain the coupling within the single component. All matrix coefficients are scalars. Off-diagonal block represent variable-to-variable coupling.

– Per-cell organisation: (ux, uy, Uz) for each cell. A single numbering space for all cells, but each individual coefficient is more complex:

contains complete coupling

• Both choices have advantages and choice depends on software infrastructure and matrix assembly methods. In order to illustrate the nature of coupling, we shall choose per-cell organisation

Coupling Coefficient

• Consider a linear dependence between two vectors m and n. We can write a general form as

m = A b (8.30)

We shall evaluate the shape of A for various levels of coupling. We shall think of A as a matrix coefficient in the block matrix. The diagonal matrix entry is termed AP and the off-diagonal as AN. Matrix connectivity is dictated by the mesh structure

• Component-wise coupling describes the case where mx depends only on nx, my on ny and mz on nz

1. Scalar component-wise coupling 2. Vector component-wise coupling 3. Full (block) coupling

• Explicit methods do not feature here because it is not necessary to express them in terms of matrix coefficients

• For reference, the linear equation for each cells featuring in the matrix reads APmP +X

N

ANmN = R (8.31)

8.4 Matrix Structure for Coupled Algorithms 119 Scalar-Implicit Coupling

• In scalar implicit coupling, components of m at P do not depend on each other. Thus, AP and AN is a diagonal tensor:

A =

• In this case, the “block system” represents 3 equations written together but not interacting: the block notation for the system is misleading for the level of coupling present in discretisation

• This leads towards a segregated method: we have three independent equa-tions written together. Lack of off-diagonal coefficients indicate the absence of component-to-component coupling

• Example of scalar coefficient terms: temporal derivative, diagonal and off-diagonal of convection and diffusion with scalar diffusivity

Block-Point Implicit Coupling

• In block-point implicit coupling the components of a vector variable m depend on each other in the same computational point, but each in-dividual component depends only of the neighbouring value of the same component

• Thus:

– In point P , mx depends on self, my and mz. Thus, the diagonal coefficient ap would be a full 3 × 3 matrix

AP =

– In the off-diagonal, mx fo location P will depend only on mx at N,

– As before, in most cases, the diagonal components are identical.

AN = a I (8.37)

The first form is typical for anisotropic porous media.

– In this situation, the “transport” part of the system (as depicted by AN exhibits segregated behaviour, combined by a point-coupled prob-lem for each computational point

Scalar-Point Vector-Implicit Coupling

• In the third combination, local point components of mx are decoupled, but the coupling to the neighbouring locations is complete. Thus

AP =

• Such cases are relatively rare and typically appear from tensorial diffusion problems and in some cases of rotational coupling

Full Block Coupling

• In full block coupling, each component of m depends on all other compo-nents both in the local and neighbouring computational points. Thus, both the diagonal and off-diagonal coefficient take full tensor form:

AP =

(note that component values will be different between the two)

8.4 Matrix Structure for Coupled Algorithms 121

• This is the most complex form of coupling, where “everything is related to everything else” [Lenin]

Composite Variables

• In some equations, the system will be coupled not only across the compo-nents of vectors and tensors, but also across different variables. In such cases, we may write a composite variable formulation, where all equations are grouped together into a single equation

• The fact that a composite variable is not a Cartesian tensor needs to be kept in mind. Calculation of gradients, divergence etc. is no longer trivial:

the physical meaning of the field needs to be taken into account

• Example: compressible Navier-Stokes equations

U =

• Note that U above holds 5 scalar values: 1 for the density, 3 momentum components (ρux, ρuy, ρuz) and one for energy

• This tactics makes sense only if the variables are strongly coupled to each other. Thus, full block coupling typically appears for such systems

Non-Linear Coupling

• Additional complications will arise for cases where the matrix coefficients are also a function of the solution: non-linearity

• Example: convection term in the momentum equation ∇(u u). Here, com-ponents of AP and AN depend on the solution itself, thus creating a non-linear system

• Standard methods, line the Newton linearisation require the evaluation of the Jacobian, which is complex and costly. In reality, simple linearisation is used most often: evaluate AP and AN based on the current value of u and re-calculate u.

Saddle Block Systems

• A system of equations central to our interest (incompressible Navier-Stokes equations) has a worrying property: wrong equations!

– Unknowns: velocity vector u (3 vector components) and pressure p (scalar)

– Equations: momentum equation (3 vector components)

∂u

∂t + ∇(uu) − ∇(ν∇u) = −∇p (8.43)

– Continuity equation:

u = 0 (8.44)

– Continuity equation sets a condition on velocity divergence ∇u, which is a scalar – this makes is a scalar equation

– Formally, we have 1 vector equation and one vector unknown and one scalar equation

– . . . but the scalar equation is given in terms of u and not p!!!

• This kind of system is termed the saddle-point system: equations that govern p do not depend on it. Formally, we can write the system as follows:

· [Au] [∇(.)] Note the absence of entries for p in the diagonal matrix! Off diagonal blocks actually represent the discretised form of the gradient and divergence operator, multiplied by p and u, respectively. The diagonal block [Au] contains the discretised form of the momentum equation, excluding the pressure gradient term

• While there exists a large set of zero diagonal entries, this matrix can be solved. However, naive solution method would require a direct linear equa-tion solver, making it extremely expensive. We shall look for cheaper and faster solution methods

• In compressible flows, the density-pressure relationship replaces the zero diagonal block. However, as we approach the incompressibility limit, the system approaches the saddle point form