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Computational Rheology (4K430) dr.ir. M.A. Hulsen [email protected] Website: http://www.mate.tue.nl/~hulsen under link ‘Computational Rheology’. – Section Polymer Technology (PT) / Materials Technology (MaTe) –
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Page 1: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Computational Rheology (4K430)

dr.ir. M.A. [email protected]

Website: http://www.mate.tue.nl/~hulsenunder link ‘Computational Rheology’.

– Section Polymer Technology (PT) / Materials Technology (MaTe) –

Page 2: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction

Computational Rheology important for:

B Polymer processing

B Rheology & Material science

B Turbulent flow (drag reduction phenomena)

B Food processing

B Biological flows

B . . .

Page 3: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Polymer Processing)

Analysis of viscoelastic phenomena essential for predicting

B Flow induced crystallization kinetics

B Flow instabilities during processing

B Free surface flows (e.g.extrudate swell)

B Secondary flows

B Dimensional stability of injection moulded products

B Prediction of mechanical and optical properties

Page 4: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Surface Defects on Injection Molded Parts)

Alternating dull bands perpendicular to flow direction with high surface roughness(M. Bulters & A. Schepens, DSM-Research).

Page 5: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Flow Marks, Two Color Polypropylene)

Top view

Bottom view

Side view

Flow Mark

M. Bulters & A. Schepens, DSM-Research

Page 6: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Simulation flow front)

0 0.5 1−1

−0.5

0

0.5

1

2xH

___

2y H___

Steady Perturbed

Page 7: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Rheology & Material Science)

Simulation essential for understanding and predicting material properties:

B Polymer blends (morphology, viscosity, normal stresses)

B Particle filled viscoelastic fluids (suspensions)

B Polymer architecture ⇒ macroscopic properties (Brownian dynamics (BD),molecular dynamics (MD), Monte Carlo, . . . )

⇒ Multi-scale.

Page 8: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Solid particles in a viscoelastic fluid)

B Microstructure(polymer, particles)

B Bulk rheology

B Flow induced crystallization

Page 9: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Multiple particles in a viscoelastic fluid)

Page 10: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Flow induced crystallization)

Page 11: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Introduction (Multi-phase flows)

Page 12: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Goal and contents of the course

Goal : Introduction of the basic numerical techniques used in ComputationalRheology using the Finite Element Method (FEM).

Contents (tentatively):

B Basic equations from Continuum Mechanics and Rheology

B Introduction of basic FEM techniques: Galerkin method, mixed methods,Petrov-Galerkin: SUPG, DG, time discretization.

B FEM for flow problems. Navier-Stokes, Mixed Stokes. Viscoelastic.

B Stabilization techniques for viscoelastic flows.

B Benchmarks

B Micro-macro methods

B Integral models

B Suspensions

B . . .

Page 13: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Configurations

particle P

reference configuration

time τregion Vτ present configuration

time t

region VtP

d~x

path ofd ~X

P

~X~e3

~e1 Or~e2

~x

Page 14: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Deformation (1)

material description (Lagrangian): T = Tm( ~X, t)

spatial description (Eulerian): T = Ts(~x, t)

mapping ≡ deformation:

~x = ~x( ~X, t) ⇔ ~X = ~X(~x, t)

deformation gradient (local deformation):

d~x = F · d ~X, F =∂~x

∂ ~X, Fij =

∂xi∂Xj

deformation of local volume:

J = detF =dV

dVτ> 0

Page 15: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Deformation (2)

Deformation tensors:C = F T · F “Green”

B = F · F T “Finger”

Page 16: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Rates (1)

material derivative:

DT

Dt=∂Tm( ~X, t)

∂t=∂T

∂t

∣∣∣~X=constant

= T

local derivative:∂T

∂t=∂Ts(~x, t)

∂t=∂T

∂t

∣∣∣~x=constant

velocity:

~u =D~x

Dt= ~x

acceleration:

~a = ~u =D2~x

Dt2= ~x

DT

Dt=∂T

∂t+ ~u · ∇T

Page 17: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Rates (2)

velocity gradient tensor:

D

Dt(d~x) = L · d~x with L = F · F−1 = (∇~u)T , Lij =

∂ui∂xj

rate-of-deformation tensor:

D =12

(L+LT )

vorticity tensor:

W =12

(L−LT )

volume-rate-of-deformation:

J

J= ∇ · ~u = divergence of velocity ~u

Page 18: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Balance (conservation) laws in Eulerian frame (1)

Conservation of mass

ρ+ ρ∇ · ~u = 0

for constant density fluids: ρ = 0:

∇ · ~u = 0

Linear momentum balanceCauchy stress tensor σ gives the ‘traction’ on surface with normal ~n:

~t = σT · ~n = ~n · σ

ρ~u = ∇ · σ + ρ~b

constant density fluids:

σ = −pI + t, p : hydrostatic pressure, t : extra-stress tensor,

Page 19: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Balance (conservation) laws in Eulerian frame (2)

angular momentum balance

σT = σ symmetric

energy balanceρε = ∇ · ~q + σ : D + ρr

with

ε internal energy per unit mass

~q heat flux vector: amount of energy flowing through a surface with anormal ~n per unit area q = ~q · ~n by conduction

r body heat source.

Page 20: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

CEs for the stress tensor

Constant density fluids:σ = −pI + t

Newtonian fluids:t = 2ηD

with viscosity η a constant.

Viscoelastic fluids: for example the Oldroyd-B fluid

t = 2ηsD + τ

withλ5τ +τ = 2ηD

where5τ= τ −L · τ − τ ·LT

ηs = 0 ⇒ upper-convected Maxwell (UCM) fluid

Page 21: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Linear viscoelastic fluid

t

modulus G(t)

G0

τ

1

t

step strain

γ

γ

τ

Linear response theory (Boltzmann superposition):

τ(t) =∫ t

−∞M(t− t′)[γ(t)− γ(t′)] dt′, M(t) = −dG

dt(t)

Elastic reponse at t = 0+:

τ(0+) =(∫ 0

−∞M(−t′) dt′

)γ(0+) = G0γ(0+)

Page 22: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Non-linear viscoelastic fluid (integral model)

Neo-Hookean elastic modelτ = G(B − I)

Viscoelastic (Lodge rubber like liquid)

τ (t) =∫ t

−∞M(t− t′)[Bt′(t)− I] dt′

Spectrum with single relaxation time

G(t) = G0e−t/λ, M(t) =

G0

λe−t/λ

and

τ (t) =∫ t

−∞

G

λe−(t−t′)/λ[Bt′(t)− I] dt′

G0 → G

Page 23: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Non-linear viscoelastic fluid (differential model)

Differentiating to time t

τ = 0︸︷︷︸upper boundary

−∫ t

−∞

G

λ2e−(t−t′)/λ[Bt′(t)− I] dt′ +

∫ t

−∞

G

λe−(t−t′)/λBt′(t) dt′

With B = F · F T from t′ to t and F = L · F

B = F · F T + F · F T = L ·B +B ·LT

we get

τ = −τλ

+L · τ + τ ·LT +∫ t

−∞

G

λe−(t−t′)/λ dt′(L+LT )

= −τλ

+L · τ + τ ·LT + 2GD

Page 24: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Non-linear viscoelastic fluid (Oldroyd-B, UCM)

⇒λ5τ +τ = 2ηD

where

5τ = τ −L · τ − τ ·LTη = Gλ

properties:

B constant steady state viscosity η

B single relaxation time λ

B steady state first-normal stress difference N1 = 2ηλγ2

B no steady state elongation viscosity for ε > 12λ

B second-normal stress difference N2 = 0.

Page 25: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Exercise 1

The linear viscoelastic properties of a particular fluid can be modeled by

G(t) = G1e−t/λ1 +G2e

−t/λ2

Apply the procedure we used to derive the Lodge integral model to propose a non-linear model suitable for large deformation of the fluid. Derive the correspondingdifferential model.

Page 26: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

CEs for ε and ~q

We assume (in this course):

ε = cT , c : specific heat (constant), T : temperature

~q = −k∇T, k : thermal conductivity (constant)

and:

σ does not depend on the thermal history

⇒decoupling

Page 27: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Set of equations (summary)

Conservation of mass∇ · ~u = 0

(Linear and angular) Momentum equation

ρ~u = ∇ · σ + ρ~b, with σ = σT

CE for the stress tensorNewtonian:

σ = −pI + τ , τ = 2ηDViscoelastic: (Oldroyd-B/UCM)

σ = −pI + 2ηsD + τ , λ5τ +τ = 2ηD,

5τ= τ −L · τ − τ ·LT

Energy equationρcT = ∇ · (k∇T ) + σ : D + ρr

Boundary and initial conditions

Page 28: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Convection-diffusion-reaction equation

~n Ω

ΓD

~n: outside normal

ΓN

u(~x, t = 0) = u0(~x) in Ω

u = uD on ΓD

−A∂u∂n

= −A~n · ∇u = h on ΓN

∂u

∂t+ ~a · ∇u−∇ · (A∇u) + bu = f

Energy equation:

u = T, ~a = ~u, A =k

ρcwith A ≥ 0, b = 0, f =

1ρcσ : D +

r

c

Page 29: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Set of equations (flow of a visco-elastic fluid) (1)

Conservation of mass∇ · ~u = 0

(Linear and angular) Momentum equation

ρ~u = ∇ · σ + ρ~b, with σ = σT

Viscoelastic fluid model: (Oldroyd-B/UCM)

σ = −pI + 2ηsD + τ , λ5τ +τ = 2ηD,

5τ= τ −L · τ − τ ·LT

Boundary and initial conditions

Page 30: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Set of equations (flow of a visco-elastic fluid) (2)

Rewrite: Find (~u, p, τ ) such that,

ρ(∂~u

∂t+ ~u · ∇~u)−∇ · (2ηsD) +∇p−∇ · τ = ρ~b, in Ω

∇ · ~u = 0, in Ω

λ(∂τ

∂t+ ~u · ∇τ −L · τ − τ ·LT ) + τ = 2ηD, in Ω

Boundary and initial conditions

Page 31: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Convection-diffusion-reaction equation

~n Ω

ΓD

~n: outside normal

ΓN

u(~x, t = 0) = u0(~x) in Ω

u = uD on ΓD

−A∂u∂n

= −A~n · ∇u = h on ΓN

∂u

∂t+ ~a · ∇u−∇ · (A∇u) + bu = f

Page 32: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Finite Element Method (FEM)

Approximation method:

− d

dx(Adu

dx) = f ⇒ K

¯u˜

= f˜

where u˜

: an approximate solution using a finite number of unknowns N .

For N →∞: “u˜→ u”

B quite general distribution of ‘elements’ without losing accuracy

B local refinements near large gradients

B quite general geometries in multiple dimensions

Page 33: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Linear spaces (1)

V

w

v

u

linear space V

u ∈ V, v ∈ V,w ∈ Vλ ∈ R,µ ∈ R

B u+ v ∈ VB (u+ v) + w = u+ (v + w)B ∃0 such that u+ 0 = u

B ∃ − u such that u+ (−u) = 0

B λu ∈ VB λ(u+ v) = λu+ λv

B λ(µu) = (λµ)uB 1 · u = u

Page 34: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Linear spaces (2)

Elements of a linear space V : linear combination of independent base vectors.With N base vectors: N -dimensional space.

u =N∑i=1

uiei

Independence:N∑i=1

αiei = 0 ⇒ αi = 0

Page 35: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Examples (1)

B 3D (N = 3) physical spaceAny 3 non-zero vectors not in a plane can act as a base.

B All periodic functions on (−π, π)

π−π

f

g

Fourier expansion:

f(x) =12a0 +

∞∑k=1

(ak cos(kx) + bk sin(kx)

)

Page 36: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Examples (2)

with

ak =1π

∫ π

−πf(x) cos(kx) dx, bk =

∫ π

−πf(x) sin(kx) dx

Base:1, cosx, sinx, cos 2x, sin 2x, . . .

N =∞

B All continuous function on (a, b): C0(a, b).

B All square integrable functions on (a, b): L2(a, b):

f ∈ L2(a, b) then

∫ b

a

f2 dx <∞

Note: δ(x) 6∈ L2(a, b):

Page 37: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Examples (3)

f(x)h

x2/h∫

f(x) dx = 1∫f2(x) dx =

2h3→∞ for h→∞

Page 38: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Inner product and norm

Inner product (u, v):

B (u, v) = (v, u) for all u, v ∈ VB (αu+ βv,w) = (αu,w) + (βv,w) for all u, v, w ∈ V, α, β ∈ RB (u, u) ≥ 0 for all u, v ∈ VB (u, u) = 0 implies u = 0

u and v are orthogonal is (u, v) = 0.

Norm ‖u‖ = (u, u)12.

Distance between u and v: ‖u− v‖.Series uk → u, k = 1, . . . ,∞, converges if ‖uk − u‖ → 0 for k →∞.

Linear space with inner product: Hilbert space.

Page 39: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Example

3D physical space:(~a,~b) = ~a ·~b = |~a||~b| cosφ‖~a‖ =

√|~a|2 = |~a|

orthogonal (orthonormal) base (~e1, ~e2, ~e3):

~ei · ~ej = δij

We have, due to orthogonality

~a = ai~ei, with ai = (~a,~ei)

Note: if u is orthogonal to all vectors:

(u, v) = 0, for all v ⇒ u = 0

Page 40: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Example

All periodic functions on (−π, π) that are square integrable, with

(f, g) =∫ π

−πfg dx

and thus

‖f‖2 =∫ π

−πf2 dx

Notes:

B (f, f) =∫ π−π f

2 dx ≥ 0

B (f, f) = 0 ⇒ ∫ π−π f

2 dx = 0 ⇒ f = 0

B Base:1, cosx, sinx, cos 2x, sin 2x, . . .

are orthogonal functions.

Page 41: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

B Expansion:

f(x) =∞∑k=1

αkek(x)

inner product

(f, ei) = (∞∑k=1

αkek, ei) =∞∑k=1

αk(ek, ei)

orthogonal base: (ek, ei) = 0 for k 6= i:

αk =(f, ek)(ek, ek)

⇒ Fourier expansion.Spectral convergence.

B (u, v) = 0 for all v ∈ “periodic functions on (−π, π)” ⇒ u = 0

Page 42: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Example

All square integrable functions on (a, b): L2(a, b).Inner product:

(f, g) =∫ b

a

fg dx

with ‘induced’ norm:

‖f‖2 =∫ b

a

f2 dx

Notes:

B (f, f) =∫ baf2 dx ≥ 0

B (f, f) = 0 ⇒ ∫ baf2 dx = 0 ⇒ f = 0

B (u, v) = 0 for all v ∈ L2(a, b) ⇒ u = 0

Page 43: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

B “Delta functions” are not allowed:∫

[δ(x)]2 dx =∞

B An orthogonal base for L2(−1, 1) are the Legendre polynomials:

-1

-0.5

0

0.5

1

1.5

-1 -0.5 0 0.5 1

x

P0(x)P1(x)P3(x)

P0(x) = 1, P1(x) = x, P2(x) =12

(3x2 − 1), . . .

with

(Pm, Pn) =∫ 1

−1

Pm(x)Pn(x) dx =

0 m 6= n2

2n+ 1m = n

Page 44: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Exercise 2

a. Show that the base:

1, cosx, sinx, cos 2x, sin 2x, . . .

are orthogonal functions.

b. Show thatP0(x), P1(x), P2(x),

are orthogonal and construct P3(x). Hint: write P3(x) as:

P3(x) = a0P0(x) + a1P1(x) + a2P2(x) + a3x3

Page 45: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Example

All square integrable functions u ∈ L2(a, b) with dudx also square integrable

(dudx ∈ L2(a, b)) on (a,b): H1(a, b). H1 is a Hilbert space with inner product:

(f, g)1 =∫ b

a

(df

dx

dg

dx+ fg) dx

B H1 is called a Sobolev space

B Generalizable to Hm(a, b)

When we restrict u: u(a) = 0, u(b) = 0 (zero on the boundary) the space iscalled H1

0(a, b) and an alternative inner product is:

a(f, g) = [f, g] =∫ b

a

df

dx

dg

dxdx

Page 46: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Projections

~p

~q

~r

P

R

OQ

~e

~r0

line ℓ spannedby vector ~e:~r = ~r0 + ~v with

~v = λ~e

Point Q is closest to P of all points on the line `, with ~p− ~q orthogonal to thisline or:

(~v, ~p− ~q) = 0 for all ~v in `

Point Q is the orthogonal projection of P on the space spanned by ~e. Note:

‖~p− ~q‖ = min~r∈`‖~p− ~r‖

Page 47: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Projections in function spaces

Inproduct and norm gives smallest distance between functions. For example:

B function uN(x) ∈ VN , where VN is a finite approximation space

B function f(x), is the “exact” function that needs to approximated and is notin VN .

The best approximation is the function uN with f − uN orthogonal to VN :

(v, f − uN) = 0 for all v ∈ VN

⇒∫ b

a

v(x)(f(x)− uN(x)) dx = 0 for all v ∈ VN

Note, uN(x) is the function that minimizes the distance (least squares):

minz∈VN

‖f − z‖2 = minz∈VN

∫ b

a

(f − z)2 dx

Page 48: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Example

A periodic function f(x) on [−π, π]. Approximate (space GN):

gN(x) =N∑k=1

αkek

with N finite, ek the orthogonal base 1, sinx, cosx, . . . . Then∫ π

−πv(f − gN) dx = 0, for all v ∈ GN

and thus:

αk =(f, ek)(ek, ek)

Truncated Fourier expansion.

Page 49: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Shape functions

The shape functions φi(x) are the “base vectors” of the approximation space:

uN(x) =N∑i=0

uiφi(x) = φ˜

T (x)u˜

withφ˜

T = (φ0(x), φ1(x), . . . , φN(x)), u˜T = (u0, u1, . . . , uN)

For a N th-order polynomial we could use

φ˜

T (x) = (1, x, x2, . . . , xN)

however it is more practical to use another base, such as Lagrangian interpolants.

Page 50: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Lagrangian interpolation

x0 = a

u2

u3

u4 u5

u1

x2 x3 x4 x5 = bx1

N = 5

u0

xi: nodal pointsui: nodal values

uN(x) =N∑i=0

uiφi(x) = φ˜

T (x)u˜

with

φi(x) =(x− x0) · · · (x− xi−1)(x− xi+1) · · · (x− xN)

(xi − x0) · · · (xi − xi−1)(xi − xi+1) · · · (xi − xN)Note:

φi(xj) = δij

Page 51: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Exercise 3

Construct linear (N = 1), quadratic (N = 2) and third-order (N = 3) shapefunctions on an interval [−1, 1] with equidistant spaced nodal points. Are theshape functions obtained orthogonal?

Page 52: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Linear system for approximate solution

∫ b

a

v(x)(f(x)− uN(x)) dx = 0 for all v ∈ VN

Fill in uN(x) = φ˜

T (x)u˜

, v(x) = φ˜

T (x)v˜

:

∫ b

a

v˜Tφ

˜[f − φ

˜

Tu˜] dx = 0 for all v

˜

⇒ [∫ b

a

φ˜φ˜

T dx]u˜

=∫ b

a

φ˜f dx

or K¯u˜

= f˜

with K¯

=∫ baφ˜φ˜

T dx, f˜

=∫ baφ˜f dx

or Kij =∫ baφiφj dx, fi =

∫ baφif dx.

Page 53: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

1D diffusion equation

1D diffusion Eq.: find u(x) such that for x ∈ (a, b)

− d

dx(Adu

dx) = f

and

u = ua, at x = a (ΓD)

−Adudx

= hb at x = b (ΓN)

Notes:

B Strong form; Classical (strong) solution u(x)

B f(x) ∈ C0(a, b) (continuous) then u ∈ C2(a, b) (twice continuouslydifferentiable)

Page 54: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Residual

Residual

r(x) = − d

dx(Adu

dx)− f

should be zero for the exact solution:

r(x) = 0

For an approximate solution uN(x) ∈ VN we get

rN(x) 6= 0

and rN 6∈ VN . We want the approximate solution uN(x) to be such that theresidual is as small as possible or

rN ⊥ VN

Page 55: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Weighted residuals

Therefore we multiply r(x) = 0 with a test function or weighting function v

(v, r) =∫ b

a

v(x)r(x) dx = 0 for all v

Reversely, if this is true for the complete space we get r(x) = 0 again.

⇒Method of weighted residuals

Substitute r(x):

(v, r) =∫ b

a

v(x)(− d

dx(Adu

dx)− f

)dx = 0 for all v

Space S for u(x): trial space (H2(a, b)). Space V for v(x): test space (L2(a, b)).Rhs f(x) ∈ L2(a, b). Already weaker than the strong form.

Page 56: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Weak form of 1D diffusion equation

Partial integration of second-order term:

(dv

dx,Adu

dx)− v(A

du

dx)∣∣∣ba

= (v, f) for all v

Boundary conditions:B at x = a, u = ua (Dirichlet condition)

– restrict trial solutions space S to u(a) = ua– restrict test function space V to v(a) = 0.

B at x = b, −Adu/dx = hb (Neumann condition)

Weak form: Find u ∈ S such that

(dv

dx,Adu

dx) + v(b)hb = (v, f) for all v ∈ V

with S = u ∈ H1(a, b) with u = ua at ΓDand V = v ∈ H1(a, b) with v = 0 at ΓD.

Page 57: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Galerkin approximations

Key elements for an approximate solution using the weak form:

1. expansion/approximation of the trial solution u:

uN(x) =N∑i=0

uiφi(x) = φ˜

T (x)u˜

Forms a finite dimensional subspace of S: SN and must converge to anyfunction in S for N →∞.

2. choice of the test functions vN , which form the finite dimensional space VNto which the residual is orthogonal. In the Galerkin method we take VN=SN :

vN(x) =N∑i=0

viφi(x) = φ˜

T (x)v˜

Page 58: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Linear system of equations for the approximation

Substitution into the weak form:

v˜TK

¯u˜

= v˜Tf

˜for all v

˜

orK¯u˜

= f˜

with

= (dφ

˜dx,Adφ

˜

T

dx) =

∫ b

a

dφ˜dxAdφ

˜

T

dxdx

(Kij = (

dφidx

,Adφjdx

))

= (φ˜, f)− hbφ

˜(b) =

∫ b

a

φ˜f dx− hbφ

˜(b)

(fi = (φi, f)− hbφi(b)

)Note: No Dirichlet conditions yet.

Page 59: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

“Distance” of approximate to exact solution

Exact u(x), approximate uh(x). We get, with a(v, u) = (dv

dx,Adu

dx)

a(v, u) + v(b)hb = (v, f) for all v ∈ Va(vh, u) + vh(b)hb = (vh, f) for all vh ∈ Vha(vh, uh) + vh(b)hb = (vh, f) for all vh ∈ Vh

a(vh, u− uh) = 0 for all vh ∈ Vh

u − uh is orthogonal to Vh with inner product a(u, v) or uh has a minimumdistance to u with respect to the energy norm:

‖u‖e = a(u, u)12 with a(u, u) =

∫ b

a

du

dxAdu

dxdx

Page 60: Computational Rheology (4K430)hulsen/cr/slides1.pdf · 2010-02-24 · Introduction (Rheology & Material Science) Simulation essential for understanding and predicting material properties:

Exercise 4

a. Explain the weighted residual method. Will the residual be zero after applyingthe method?

b. Explain the Galerkin method. Will the residual be zero after applying themethod?


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