Meshless Local Petrov-Galerkin (MLPG) Method for Convection-Diffusion Problems H. Lin, S.N. Atluri1 Abstract: Due to the very general nature of the Meshless Local Petrov-Galerkin (MLPG) method, it is very easy and natural to introduce the upwinding concept (even in multidimensional cases) in the MLPG method, in order to deal with convection-dominated flows. In this paper, several upwinding schemes are proposed, and applied to solve steady convectiondiffusion problems, in one and two dimensions. Even for very high Peclet number flows, the MLPG method, with upwinding, gives very good results. It shows that the MLPG method is very promising to solve the convection-dominated flow problems, and fluid mechanics problems. keyword: MLPG, MLS, convection-dominated flow, upwinding. 1 Introduction Although the finite element method (FEM) and the closely related finite volume method (FVM) are well-established numerical techniques for computer modeling in engineering and sciences, they are not without shortcomings. First of all, their reliance on a mesh leads to complications for certain classes of problems. The generation of good quality meshes presents significant difficulties in the analysis of engineering systems (especially in 3D). These difficulties can be overcome by the so-called meshless methods, which have attracted considerable interest over the past decade. A number of meshless methods have been developed by different authors, such as Smooth Particle Hydrodynamics (SPH) [Lucy (1977)], Diffuse Element Method (DEM) [Naroles, Touzot, and Villon (1992)], Element Free Galerkin method (EFG) [Belytcshko, Lu, and Gu (1994)], Reproducing Kernel Particle Method (RKPM) [Liu, Jun, and Zhang (1995)], hp-clouds method [Duarte and Oden (1996)], Finite Point Method (FPM) [Oñate, Idelsohn, Zienkiewicz, and Taylor (1996)], Partition of Unity Method (PUM) [Babus̃ka and Melenk (1997)], Local Boundary Integral Equation method (LBIE) [Zhu, Zhang, and Atluri (1998a,b)], Meshless Local Petrov-Galerkin method (MLPG) [Atluri and Zhu (1998a,b); Atluri (1999); Atluri and Zhu (2000)]. Most of these methods, in reality, are not really meshless method, since they use a background mesh for the numerical integration of the weak form. To be a truly meshless method, both interpolation and integration should be 1 Center for Aerospace Research and Education, 7704 Boelter Hall, University of California, Los Angeles, CA 90095-1600 performed without a mesh. The finite point method (FPM) [Oñate, Idelsohn, Zienkiewicz, and Taylor (1996)] is a truly meshless method. A non-element interpolation scheme weighted least squares (WLS) is used and there is no integration required. However, this method is based on point collocation, and is very sensitive to the choice of collocation points. As discussed in Atluri and Zhu (1998a,b), and in Zhu, Zhang, and Atluri (1998a,b), MLPG and LBIE are truly meshless methods, because, a traditional non-overlapping, continguous mesh is not required, either for interpolation purpose or for integration purpose. As pointed out in Atluri, Kim, and Cho (1999b), the LBIE approach can be treated simply as a special case of the MLPG scheme. The MLPG method is based on a weak form computed over a local sub-domain, which can be any simple geometry like a sphere, cube or ellipsoid in 3D. The trial and test function spaces can be different or the same. It offers a lot of flexibility to deal with different boundary value problems. A wide range of problems has been solved by Atluri and his coauthors. The objective of this paper is to extend the MLPG method to solve steady convection-diffusion problems. In fluid mechanics, the existence of the convection term makes the problem non-self-ajoint. A special treatment is needed to stabilize the numerical approximation for these kinds of problems. Schemes related to upwinding are the most general techniques to stabilize Finite Difference Method (FDM), FEM and FVM. The same concept is needed in the meshless methods, so as to obtain a good accuracy for convection-dominated flows. Only very few works were reported by using the so-called meshless methods, to solve convection-dominated flows. In Oñate, Idelsohn, Zienkiewicz, and Taylor (1996), the FPM method was applied, with upwinding for the first derivative or with characteristic approximation. However, there is a significant drawback of the FPM as discussed above, and, in multidimensional cases, it is not easy to define the critical distance, which is important to stabilize the method and obtain good accuracy. In Liu, Jun, Sihling, Chen, and Hao (1997), the RKPM method, combined with the Streamline Upwind/Petrov-Galerkin (SUPG) form of variational formulation, was used. As pointed out before, the RKPM method is not a truly meshless method, since a background mesh is used to integrate the weak form. In fact, a truly meshless method, such as the MLPG method, is much easier and more flexible for introducing the upwinding concept, with a very clear physical meaning. This will be illustrated in this paper, and numeri- 46 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 cal examples for the steady convection-diffusion problems will The local weak form provides a very clear concept for a local be used for verification purposes. non-element integration, which does not need any background integration cells which are continguous over the entire domain. Also the MLPG method leads to a natural way to construct the 2 Local Weak Form global stiffness matrix through the integration over a local subLet Ω be a bounded region in Rnsd , where nsd is the num- domain. To solve this local weak form, some kind of meshless ber of space dimensions, and assume that Ω has a piecewise interpolation schemes is needed. This will be discussed in the smooth boundary Γ. Then, the governing equation for steady next section. convection-diffusion problems in Ω can be written as: vj ∂φ ∂x j = ∂ ∂φ (K )+ f ∂x j ∂x j 3 The MLS approximation scheme (1) In order to preserve the local character of the numerical implementation, a meshless method uses a local interpolation or where, v j is the flow velocity, K is the diffusivity coefficient, f approximation to represent the trial/test functions with the valis a source term, and repeated indices are to be summed. The ues (or the fictitious values) of the unknown variable at some boundary conditions are assumed to be: randomly located nodes. There are a lot of local interpolation schemes, such as MLS, PUM, RKPM, hp-clouds, Shepard Essential Boundary Conditions: function, etc., available to achieve this aim. φ = φ̄ on Γφ (2) The Moving Least Square (MLS) method is generally considered as one of the schemes to interpolate data with a reasonable Natural Boundary Conditions: accuracy. Therefore, the MLS scheme is chosen in this paper. Consider the approximation of a function u(x) in a domain (3) Ω with a number of scattered nodes fxi g, i = 1; 2; : : : ; n, the moving least-square approximant uh (x) of u(x), 8x 2 Ω, can be defined by where, φ̄ and t¯ are given, n j is the outward unit normal vector to Γ, Γφ and Γt are subsets of Γ satisfying Γφ \ Γt = 0/ (the uh (x) = pT (x)a(x) 8x 2 Ω (7) empty set) and Γφ [ Γt = Γ. where, pT (x) = [ p1 (x); p2 (x); : : : ; pm(x)] is a complete monoDifferent from other meshless methods, the MLPG method is mial basis of order m, which, for example, can be chosen as based on a local weak form over a local sub-domain Ωs , which linear: is located entirely inside the global domain Ω. It is noted that the local sub-domain can be of an arbitrary shape containing pT (x) = [1; x; y]; m = 3; (8) the node position x in question. or quadratic: To satisfy Eq. (1) in a local sub-domain Ωs with a piecewise (9) smooth boundary Γs , Eq. (1) is weighted by a test function pT (x) = [1; x; y; x2; xy; y2 ]; m = 6 w and integrated over the local sub-domain such that the local for 2D problems, and a(x) is a vector containing coefficients weighted residual equation can be written as: a j (x), j = 1; 2; : : : ; m which are functions of the space coordiZ nates x, and determined by minimizing a weighted discrete L2 ∂φ ∂ ∂φ [v j (K ) f ]w dΩ = 0 (4) norm, defined as: ∂x ∂x ∂x Ωs j j j K ∂φ n j = t¯ on Γt ∂x j n for all w. By using the integration by parts, Eq. (4) is recast J(x) = ∑ wi(x)[pT (xi )a(x) ûi]2 into a local weak form as: i=1 T Z Z = [P a(x) û] W[P a(x) û] (10) ∂φ ∂φ ∂w ∂φ [v j +K f w] dΩ K n j w dΓ = 0 (5) ∂x j ∂x j ∂x j Ωs Γs ∂x j where wi (x) is the weight function associated with the node i, with wi (x) > 0 for all x in the support of wi (x), xi denotes for all continuous trial functions φ and continuous test functhe value of x at node i, n is the number of nodes in Ω for tions w. In general, the boundary Γs of the local sub-domain which the weight functions wi (x) > 0, the matrices P and W Ωs may intersect with the boundary of the global domain Ω. are defined as Therefore, 2 T 3 p (x1 ) Γs = ΓsI [ Γsφ [ Γst (6) 6 pT (x2 ) 77 (11) P=6 4 5 where, ΓsI is the part of Γs which is inside the global domain, T p (xn ) nm Γsφ = Γs \ Γφ, and Γst = Γs \ Γt . 47 MLPG for Convection-Diffusion Problems 2 w1 (x) W = 4 0 3 5 and p j (x) 2 C l (Ω); j = 1; 2; : : : ; m, then φi (x) 2 C r (Ω) with r = (12) min(k; l ). A number of choices are available for the basis functions and the weight functions. In this paper, the linear basis is chosen and a spline weight function as in Atluri and Zhu (1998a) is used: ûT (13) 0 wn (x) = [û1 ; û2; : : : ; ûn] w i (x ) = 1 6( drii )2 + 8( drii )3 0 3( drii )4 0 di ri di ri (21) where, ûi ; i = 1; 2; : : : ; n are the fictitious nodal values and not the nodal values of the unknown trial function uh (x) in general. where di = jx xi j is the distance from node xi to point x, and The stationarity of J in Eq. (10) with respect to a(x) leads to ri is the size of the support for the weight function wi . It can be easily seen that the spline weight function is C 1 continuous the following relation between a(x) and û: over the entire domain. A(x)a(x) = B(x)û (14) From the above discussion, it shows that the MLS shape funcwhere the matrices A(x) and B(x) are defined by n A(x) = PT WP = ∑ wi (x)p(xi )pT (xi ) i =1 B(x) = PT W = [w1 (x)p(x1 ); w2(x)p(x2 ); : : : ; wn (x)p(xn )] tions don’t have the Kronecker delta property. This causes the difficulty to impose the essential boundary conditions. Several methods have been proposed, e.g., see Belytcshko, Krongauz, (15) Organ, Fleming, and Krysl (1996) and Zhu and Atluri (1998). In this paper, the penalty method used in Zhu and Atluri (1998) and the method recently proposed by Atluri, Kim, and Cho (1999b) are used to deal with the essential boundary condi(16) tions. Solving this for a(x) and substituting it into Eq. (7), we get the 4 Upwinding Schemes MLS approximation as 4.1 Overview n uh (x) = ΦT (x) û = ∑ φi (x)ûi 8x 2 Ω (17) It is well known that convection-dominated flows are some of the most difficult problems to solve numerically. The presi=1 ence of the convection term causes serious numerical difficulwhere, the nodal shape function corresponding to nodal point ties, appearing in the form of “wiggles” (oscillatory solutions), xi is given by when the convection term is dominant. This problem could be T T 1 Φ (x) = p (x)A (x)B(x) (18) solved somewhat heuristicaly, by using upwinding. A number of upwinding schemes has been developed, for FDM, FEM It should be noted that the MLS approximation is well defined and FVM. In the one dimensional cases, optimal upwinding only when the matrix A in Eq. (14) is non-singular. It can be schemes may be designed so as to result in exact nodal soluseen that this is the case if and only if the rank of P equals m. tions. However, in the multidimesional cases, generalizations A necessary condition for a well-defined MLS approximation of traditional upwinding schemes were unsuccessful due to the is that at least m weight functions are non-zero (i.e. n m) for crosswind diffusion problem (see Fig.1-Fig.2). each sample point x 2 Ω and that the nodes in Ω will not be It was apparent that the upwind effect, arrived at by whatever arranged in a special pattern such as on a straight line. means, was needed only in the direction of flow. However, It is not easy to design such methods for multidimensional cases. The partial derivatives of φi (x) can be obtained as Hughes and Brooks (1979) introduced the ‘Streamline Upm wind (SU) method’, where the artificial diffusion operator is 1 1 1 φi;k = ∑ [ p j ;k(A B) ji + p j (A B;k + A;k B) ji] (19) constructed to act only in the flow direction, a priori eliminatj =1 ing the possibility of any crosswind diffusion. A similar idea was described in Kelly, Nakazawa, Zienkiewicz, and Heinin which A;k 1 is given by rich (1980) as ‘anisotropic balancing dissipation’. As shown A;k 1 = A 1 A;k A 1 (20) in Hughes and Brooks (1979), one could obtain much better solutions for the crosswind problem by using the streamline and the index following a comma indicates a spatial derivative. upwind method, but several deficiencies remained. The upIt is known that the smoothness of the shape functions φi (x) winded convection term was not consistent with the centrally is determined by that of the basis functions and of the weight weighted source and transient terms, resulting in excessively functions. Let C k (Ω) be the space of k-th continuously dif- diffuse solutions when these terms were present (see Fig.3ferentiable functions. If wi (x) 2 C k (Ω); i = 1; 2; : : : ; n and Fig.4). 48 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 u (const) φ=0 0 15 1 f(x) 0 x −.5 (a) Figure 3 : Pure convection with a source term: (a) Problem Statement. Figure 1 : Illustration of the crosswind diffusion problem with Pe = 100 (from Leonard (1979)): (a) Exact. EXACT SU SUPG φ 2 1 0 0 5 10 15 x (b) Figure 4 : Pure convection with a source term: (b) Results for SU and SUPG. Figure 2 : Illustration of the crosswind diffusion problem with Pe = 100 (from Leonard (1979)): (b) Optimal Upwinding. Clearly, upwind weighting of all terms in the equation was needed, i.e., some kind of Petrov-Galerkin method is needed for consistency purposes. Therfore, in order to solve the crosswind problem and be consistent with all terms, more refined versions of the upwinding concept should be based on Petrov-Galerkin methods, which utilize upwinding only in the streamline direction. As known, most popular among such methods is the Streamline Upwind Petrov-Galerkin method (SUPG)[Brooks and Hughes (1982)], which consistently introduces an additional stability term in the upwind direction. This method has better stability and accuracy properties than the standard Galerkin formulation for convection-dominated flows. However, some drawbacks still remain. The choice of the related parameters is still not so straightfoward (another definition of the related parameters can be seen in Franca, Frey, and Hughes (1992)). In addition, for non-regular solutions, spurious oscillations remain in the neighborhoods containing sharp layers. In order to prevent those ‘wiggles’, many methods have been proposed by adding some kind of discontinuitycapturing perturbation term (see e.g. Hughes, Mallet, and Mizukami (1986), Almeida and Silva (1997) and references therein). For meshless methods, the same kind of consideration should be taken to deal with convection-dominated flows. As pointed out in the introduction, the very general nature of truly meshless methods, such as the MLPG method, makes it easier to introduce the upwind concept more clearly and effectively. In this paper, two upwinding schemes for the MLPG method are proposed in the following. 4.2 MLPG Upwinding Scheme I The MLPG method is based on the Petrov-Galerkin weightedresidual procedures. Different spaces for the test and trial functions can be used, as shown in Fig.5. 49 MLPG for Convection-Diffusion Problems Figure 7 : MLPG Upwinding Scheme I (US-I): Specification. Figure 5 : The MLPG method without Upwinding. Figure 8 : MLPG Upwinding Scheme II (US-II). in which Pe is a local Peclet number defined as: Pe = uri K (23) The size of the support for the trial functions also equal to ri at xi , and the local sub-domain at xi is coincided with the support for the test functions at xi . Figure 6 : MLPG Upwinding Scheme I (US-I). 4.3 MLPG Upwinding Scheme II Therefore one of the very natural ways to construct upwinding schemes is to choose different trial and test functions. This can be done by a lot of ways. For example, in order to apply upwinding in the streamline direction, we can skew the test function opposite to the streamline direction as shown in Fig.6. For convenience, we denote this as Upwinding Scheme I (USI). As an illustration, we choose a skewed weight function as the test function. The skewed weight function is given as follows: using the same form of weight function as in Eq. (21), we shift the position of the maximum of wi (x) from xi to xi γri si , as shown in Fig.7, where, si is the unit vector of the streamline direction at xi , ri is the size of the support for the test functions at xi , and γ is given by γ= 1 Pe coth( ) 2 2 1 Pe (22) In fact, because the MLPG method is based on a local weak form over a local sub-domain, there is another very convenient way to design upwinding schemes. We can use the Bubnov-Galerkin procedure to discretize the local weak form, as done in Atluri, Kim, and Cho (1999b), and shift the local sub-domain opposite to the streamline direction, as shown in Fig.8. We denote this as Upwinding Scheme II (US-II). Here, the same spaces for the trial and test functions are used, that is, the same support and the same interpolation scheme (MLS) for the trial functions and the test functions are employed. In this case, the local sub-domain at xi is no longer coincident with the support for the test functions at xi , but the size is the same. (It should be noted that in the usual MLPG method, we usually choose the test functions such that the integration term along the boundary ΓsI equals to zero, but, in general, this is not true for the MLPG method with US-II. Therefore, in the local weak form, the integration term along the boundary ΓsI should be retained.) In particular, the shifting distance of the local sub-domain can 50 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 EXACT MLPG1 MLPG2 φ 2 1 0 Figure 9 : MLPG Upwinding Scheme II (US-II): Specification. 0 5 10 15 x (c) Figure 10 : Pure convection with a source term: (c) Results be specified as γri , where, ri is the size of the support for the for MLPG1 and MLPG2. test functions, which is equal to the size of the local domain, at xi , and γ is given by γ = coth( Pe ) 2 2 Pe (24) K = 1; f = 0; φ = 0 at x = 0; φ = 1 at x = 1: in which Pe is a local Peclet number, defined as: Pe = 2uri K (25) The direction of the shifting is opposite to the streamline direction si at xi , as shown in Fig.9. (27) Case 2: K = 1; f = 100; φ = 0 at x = 0; φ = 0 at x = 1: 5 Numerical examples To assess the effectiveness of the methods described herein, a series of numerical calculations is performed. For convenience, we note the MLPG method without upwinding as MLPG, the MLPG method with US-I as MLPG1 and the MLPG method with US-II as MLPG2. Here, the MLPG method without upwinding is based on the Galerkin procedure to approximate the local weak form and the local sub-domain coincides with the support of the test functions. Examples for 1D and 2D problems are given in the following. Case 1: (28) u may have different values, leading to different Peclet numbers Pe, which is defined as: Pe = uL K (29) For the above cases, L = 1 and K = 1, thus, Pe = u. 11 points and the value of 2:3 times nodal distance (2:3∆x) for radius of support are used to solve these problems. Penalty method is chosen to deal with essential boundary conditions For 1D problems, Eq. (1) can be written as: due to its simplicity. Results for the value of φ are shown in Fig.11-Fig.12. 2 dφ d φ u K 2 f =0 (26) These results show that both MLPG1 and MLPG2 produce dx dx very good solutions when Peclet number is very high, howFirst, reconsider the as shown in Fig.3. Here, K = ever, the MLPG method without upwinding gives oscillation8problem < 1 14 x; (0 < x 6) ary solutions when Peclet number becomes large. For low 1 0, u = 1 and f = : 04;x (28; < x(6<15x ) 8) The results for Peclet number, all methods get good results. It also shows that, in general, MLPG2 gives better solutions than MLPG1. MLPG1 and MLPG2 are shown in Fig.10. It shows that both It can be said that the choice for the test function in MLPG1 MLPG1 and MLPG2 give very good solutions. is not the best one and more care should be taken. So, for 2D Then we consider another problem, with the domain 0 x 1. problems tested in the following, we will only use the MLPG2, i.e., Upwinding Scheme II. Two different cases are considered: 5.1 One-dimensional problems 51 MLPG for Convection-Diffusion Problems Pe=1 Pe=1 1 12 EXACT MLPG MLPG1 MLPG2 0.75 0.5 φ φ 9 6 0.25 EXACT MLPG MLPG1 MLPG2 3 0 0 0.25 0.5 0.75 0 1 0 0.25 0.5 EXACT MLPG MLPG1 MLPG2 0.75 1 Pe=10 Pe=10 1 0.75 x x 6 4 φ φ 0.5 0.25 EXACT MLPG MLPG1 MLPG2 2 0 0 0 0.25 0.5 0.75 0 1 0.25 0.5 1.5 EXACT MLPG MLPG1 MLPG2 0.75 0.5 1 0.75 1 Pe=100 Pe=100 1 0.75 x x EXACT MLPG MLPG1 MLPG2 1 φ φ 0.25 0 0.5 -0.25 -0.5 0 -0.75 0 0.25 0.5 0.75 0 1 0.25 0.5 x x Pe=1000 1 EXACT MLPG MLPG1 MLPG2 0.75 0.5 Pe=1000 0.2 EXACT MLPG MLPG1 MLPG2 0.15 MLPG(Galerkin) 0.1 φ φ 0.25 0 0.05 -0.25 0 -0.5 MLPG(Galerkin) -0.75 0 0.25 0.5 0.75 1 -0.05 0 0.25 0.5 0.75 1 x x Figure 11 : Case 1 for 1D problems. Figure 12 : Case 2 for 1D problems. 52 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 GFEM Y PHI 0.9375 0.875 0.8125 0.75 0.6875 0.625 0.5625 0.5 0.4375 0.375 0.3125 0.25 0.1875 0.125 0.0625 X SUPG PHI 0.9375 0.875 0.8125 0.75 0.6875 0.625 0.5625 0.5 0.4375 0.375 0.3125 0.25 0.1875 0.125 0.0625 Y Figure 13 : Convection skew to the mesh-I: problem statement. 5.2 Two-dimensional problems For 2D problems, Eq. (1) can be written as: u ∂φ ∂φ +v ∂x ∂y K ∂2 φ ∂x2 K ∂2 φ ∂y2 f =0 (30) X MLPG (No Upwinding) Y PHI 0.937496 0.874992 0.812489 0.749985 0.687481 0.624977 0.562473 0.499969 0.437466 0.374962 0.312458 0.249954 0.18745 0.124947 0.0624428 X MLPG2 PHI 0.937484 0.874968 0.812452 0.749936 0.68742 0.624904 0.562388 0.499872 0.437356 0.37484 0.312324 0.249808 0.187292 0.124777 0.0622606 Y In this section, several cases are considered in a unit square domain given by 0 x; y 1. These problems have been widly studied in literature, e.g., see Hughes, Mallet, and Mizukami (1986) and Almeida and Silva (1997), as tests for the accuracy of various numerical schemes. The first two cases are used to assess the performance of the MLPG and MLPG2 methods for different Peclet numbers. The last three cases involve very high Peclet numbers, and are used to assess solutions which are essentially of pure convection flows. For the purpose of comparison, the standard Galerkin finite element method (GFEM) and the streamline-upwind Petrov-Galerkin method (SUPG) have been included in the results. Linear finite elements are used for GFEM and SUPG. The parameters for SUPG are chosen as those in Brooks and Hughes (1982). Except for the last case, a regular mesh (SUPG) or node distribution (MLPG) with 11 11 nodes is used. Unless specified, the value of 2:1 times nodal distance h (2:1h) for radius of support is used. 5.2.1 Convection skew to the mesh-I In this case, the source term is assumed to be zero. The flow is unidirectional and constant with velocity components: u = cos(π=4); v = sin(π=4): See Fig.13 for the problem statement. (31) X Figure 14 : Convection skew to the mesh-I: Pe = 1. 53 MLPG for Convection-Diffusion Problems GFEM GFEM PHI 2951.09 2738.19 2525.28 2312.38 2099.47 1886.56 1673.66 1460.75 1247.84 1034.94 822.031 609.125 396.219 183.313 -29.5938 Y Y PHI 1.82906 1.70712 1.58519 1.46325 1.34131 1.21937 1.09744 0.9755 0.853562 0.731625 0.609687 0.48775 0.365812 0.243875 0.121937 X X SUPG Y PHI 0.9375 0.875 0.8125 0.75 0.6875 0.625 0.5625 0.5 0.4375 0.375 0.3125 0.25 0.1875 0.125 0.0625 X X MLPG (No Upwinding) MLPG (No Upwinding) PHI 2.73206 2.54313 2.35419 2.16525 1.97631 1.78738 1.59844 1.4095 1.22056 1.03163 0.842688 0.65375 0.464813 0.275875 0.0869375 Y Y PHI 1.05464 0.984276 0.913915 0.843553 0.773191 0.702829 0.632468 0.562106 0.491744 0.421382 0.351021 0.280659 0.210297 0.139935 0.0695736 X X MLPG2 PHI 0.935189 0.870777 0.806366 0.741955 0.677544 0.613132 0.548721 0.48431 0.419899 0.355487 0.291076 0.226665 0.162254 0.0978425 0.0334312 X Figure 15 : Convection skew to the mesh-I: Pe = 100. PHI 1.09204 1.01608 0.940124 0.864165 0.788206 0.712247 0.636289 0.56033 0.484371 0.408412 0.332454 0.256495 0.180536 0.104577 0.0286188 Y MLPG2 Y PHI 1.00125 0.9345 0.86775 0.801 0.73425 0.6675 0.60075 0.534 0.46725 0.4005 0.33375 0.267 0.20025 0.1335 0.06675 Y SUPG X Figure 16 : Convection skew to the mesh-I: Pe = 106 . Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 GFEM Y PHI 0.0690094 0.0644088 0.0598081 0.0552075 0.0506069 0.0460063 0.0414056 0.036805 0.0322044 0.0276038 0.0230031 0.0184025 0.0138019 0.00920125 0.00460063 PHI 1.49625 1.3965 1.29675 1.197 1.09725 0.9975 0.89775 0.798 0.69825 0.5985 0.49875 0.399 0.29925 0.1995 0.09975 Y GFEM X X SUPG Y PHI 0.0689812 0.0643825 0.0597837 0.055185 0.0505862 0.0459875 0.0413887 0.03679 0.0321912 0.0275925 0.0229937 0.018395 0.0137962 0.0091975 0.00459875 X X MLPG (No upwinding) PHI 0.067478 0.062976 0.058474 0.0539719 0.0494699 0.0449679 0.0404659 0.0359639 0.0314619 0.0269598 0.0224578 0.0179558 0.0134538 0.00895179 0.00444977 PHI 0.882421 0.823542 0.764663 0.705784 0.646905 0.588026 0.529146 0.470267 0.411388 0.352509 0.29363 0.234751 0.175872 0.116993 0.0581139 Y MLPG (No Upwinding) Y PHI 0.843844 0.787587 0.731331 0.675075 0.618819 0.562562 0.506306 0.45005 0.393794 0.337537 0.281281 0.225025 0.168769 0.112512 0.0562562 Y SUPG X X MLPG2 PHI 0.0687647 0.0641694 0.0595741 0.0549788 0.0503835 0.0457882 0.0411929 0.0365976 0.0320023 0.027407 0.0228117 0.0182164 0.0136211 0.0090258 0.0044305 X Figure 17 : Convection with a source term-I: Pe = 1. PHI 0.798251 0.744003 0.689754 0.635505 0.581256 0.527008 0.472759 0.41851 0.364261 0.310013 0.255764 0.201515 0.147266 0.0930175 0.0387688 Y MLPG2 Y 54 X Figure 18 : Convection with a source term-I: Pe = 100. 55 MLPG for Convection-Diffusion Problems GFEM Y PHI 4692.19 4379.37 4066.56 3753.75 3440.94 3128.12 2815.31 2502.5 2189.69 1876.87 1564.06 1251.25 938.437 625.624 312.812 PHI 0.472849 0.438498 0.404146 0.369795 0.335444 0.301093 0.266741 0.23239 0.198039 0.163688 0.129336 0.094985 0.0606338 0.0262825 -0.00806875 Y GFEM X X SUPG Y PHI 1.06969 0.998375 0.927063 0.85575 0.784438 0.713125 0.641813 0.5705 0.499188 0.427875 0.356563 0.28525 0.213938 0.142625 0.0713125 X X MLPG (No Upwinding) Y PHI 2.61546 2.39191 2.16837 1.94482 1.72128 1.49774 1.27419 1.05065 0.827106 0.603563 0.380019 0.156475 -0.0670687 -0.290612 -0.514156 PHI 0.540519 0.504437 0.468356 0.432274 0.396193 0.360112 0.32403 0.287949 0.251867 0.215786 0.179704 0.143623 0.107542 0.0714602 0.0353788 Y MLPG (No Upwinding) X X MLPG2 PHI 0.815539 0.759377 0.703216 0.647055 0.590894 0.534732 0.478571 0.42241 0.366249 0.310087 0.253926 0.197765 0.141604 0.0854425 0.0292812 X Figure 19 : Convection with a source term-I: Pe = 106 . PHI 0.466077 0.434955 0.403832 0.37271 0.341587 0.310464 0.279342 0.248219 0.217096 0.185974 0.154851 0.123729 0.0926059 0.0614833 0.0303606 Y MLPG2 Y PHI 0.594281 0.554662 0.515044 0.475425 0.435806 0.396187 0.356569 0.31695 0.277331 0.237712 0.198094 0.158475 0.118856 0.0792375 0.0396187 Y SUPG X Figure 20 : Convection with a source term-II: Pe = 106 . 56 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 0.8 Figure 22 : Convection skew to the mesh-II: problem statement. MLPG2 0.7 0.6 0.5 5.2.2 Convection with a source term-I φ 0.4 The problem is given by 0.3 u = 1; v = 0; f = 1; φ = 0 along the boundary. 0.2 0.1 0 -0.1 0 0.2 0.4 0.6 0.8 1 y (b) Figure 21 : Convection with a source term-II (Pe = 108 ): (a) results from Almeida and Silva (1997); (b) results for MLPG2. (33) K is also varied so as to get different Peclet number Pe, which is equal to 1=K. Again, the penalty method is used to deal with the boundary conditions. Contours for φ are shown in Fig.17-Fig.19. As before, all methods give good results for low Peclet number. But, for high Peclet numbers, MLPG2 and SUPG are much superior to MLPG and GFEM. Furthermore, it shows that MLPG2 gives better solutions than the SUPG, when Peclet number is very high. 5.2.3 Convection with a source term-II K is varied in order to get different Peclet number Pe. Here, Pe is given by Pe = The problem is given by 1; (0 < x 12 ) 1; ( 12 < x < 1) φ = 0 along the boundary. u = 1; jjujjL (32) K p where, jjujj = u2 + v2 . In this case, jjujj = 1 and L = 1, so Pe = 1=K. It has smooth boundary conditions, so the penalty method is used for simplicity. Contours for φ are shown in Fig.14-Fig.16. As in 1D problems, all methods give good results for low Peclet number. But, for high Peclet numbers, MLPG2 and SUPG are much superior to MLPG and GFEM. It also shows that MLPG2 is somewhat better than the currently most popular method, the SUPG. v = 0; f = ; (34) The diffusivity K is 10 6 or Peclet number Pe is 106 . Again, the penalty method is used to deal with the boundary conditions. Contours for φ are shown in Fig.20. It shows that MLPG2 and SUPG are better than GFEM and MLPG, and MLPG2 is superior to SUPG. Actually, the solutions of MLPG2 are comparable (even better) to the results produced by Almeida and Silva (1997) (see Fig.21). However, Almeida and Silva (1997) introduced a very complicated modification for SUPG of Hughes and his co-workers, to achieve better results. 57 MLPG for Convection-Diffusion Problems Z SUPG Z MLPG2 (r=1.2h) X Z MLPG2 (r=2.1h) X X Y Y Y Figure 23 : Convection skew to the mesh-II: Pe = 106 and θ = π8 . Z SUPG Z MLPG2 (r=1.2h) X Z MLPG2 (r=2.1h) X X Y Y Y Figure 24 : Convection skew to the mesh-II: Pe = 106 and θ = π4 . Z SUPG Z MLPG2 (r=1.2h) X X Y Z MLPG2 (r=2.1h) X Y Figure 25 : Convection skew to the mesh-II: Pe = 106 and θ = Y 3π 8 . 58 Copyright c 2000 Tech Science Press Z CMES, vol.1, no.2, pp.45-60, 2000 MLPG(r=1.2h) (No Upwinding) GFEM Y Z MLPG(r=2.1h) (No Upwinding) Y X X Figure 26 : Convection in a rotating flow field: K = 10 Z MLPG2(r=1.2h) SUPG Y X 6 (Continued). Z MLPG2(r=2.1h) Y X Z Y Z Y X X Figure 27 : Convection in a rotating flow field: K = 10 6 . 5.2.4 Convection skew to the mesh-II MLPG2. This can be explained as following: as pointed out in Atluri, Cho, and Kim (1999a), larger size of support gives Now we consider another case, which involves discontinuous better accuracy for smooth solutions because it includes more boundary conditions and causes not only the sharp boundary points and works like higher order schemes, but when the layer but also an internal sharp layer. In this case, the source solution is discontinuous, it is well known that higher order term is assumed to zero. The flow is unidirectional and conschemes produce more oscillatory results. Again,it seems that stant with velocity components: the MLPG2 with small size of support gives somewhat better u = cos θ; v = sin θ: (35) solutions than SUPG at the internal discontinuity, but at the boundary, MLPG2 gives somewhat worse results than SUPG. where, θ is the angle between the flow direction and the posi- This may be caused by the method of imposing boundary conditions, which is a very strong constraint. tive x direction. See Fig.22 for the problem statement. Due to the discontinuous boundary conditions, it is difficult 5.2.5 Convection in a rotating flow field to impose the essential boundary conditions by using penalty method. (Actually it results in oscillation at boundary.) So we In this case, the flow velocity components are given by use the method developed by Atluri, Kim, and Cho (1999b). (36) Just as before, for low Peclet numbers, all methods give good u = y + 0:5; v = x 0:5 results. Therefore, only the plots of φ with K = 10 6 or Pe = 106 and different flow directions are shown in Fig.23-Fig.25. and there is no source term f = 0. Along the external boundary Here, the results for GFEM and MLPG are not shown due to φ = 0 and along the internal boundary (AB), their very large oscillations. Two different sizes of radius of 1 )) along x = 0:5; 0 y 0:5 (37) support (1:2h and 2:1h) have been used for MLPG2. Gen- φ = cos(2π(y 4 erally, MLPG2 and SUPG gives much better solutions than GFEM and MLPG. Due to the internal discontinuity, it ap- See Fig.28 for the problem statement. The diffusivity is chosen pears that a smaller size of support gives better solutions for as K = 10 6 and a uniform mesh or node distribution with 21 MLPG for Convection-Diffusion Problems Figure 28 : Convection in a rotating flow field: problem statement. 59 to get nonoscillatory solutions. This property makes MLPG2 very flexible to deal with different problems, such as problems with discontinuity. It is very easy to change the size of support so that it is possible that, for smooth part of solutions, high accuracy can be obtained, but for the discontinuous part, nonoscillatary solutions can be produced. Further research about this, and about boundary conditions, is needed. The MLPG method with upwinding introduced in this paper is very general. It is very promising for more general fluid mechanics problems, such as Navier-Stokes equation, due to its simplicity and meshlessness. Further results will be published soon by the authors. Acknowledgement: The support of this research by ONR and NASA-Langley is sincerely appreciated. Useful discussion with Drs. Y.D.S. Rajapakse and I.S. Raju are also thank21 nodes is employed. Due to the internal boundary condition, fully acknowledged. the method proposed by Atluri, Kim, and Cho (1999b) is used to cope with the boundary conditions. The solution for φ is References plotted in Fig.26-Fig.27 for different methods. It shows that both GFEM and MLPG give oscillationary re- Almeida, R. C.; Silva, R. S. (1997): A stable petrov-galerkin sults but SUPG and MLPG2 produce nonoscillatory solutions. method for convection-dominated problems. Comput. MethAgain, the effect of the size of support should be noted. For ods Appl. Mech. Engrg., vol. 140, pp. 291–304. MLPG, when the size of support increases, the result becomes Atluri, S. N. (1999): Truly meshless methods in compuworse due to the oscillation; however, for MLPG2, larger size tational mechanics. In Aravas, N.; Katsikadelis, J. T.(Eds): of support gives more accurate solutions and smaller size of Proc. 3rd Greek National Congress on Computational Mesupport produces more spurious crosswind diffusion effect. chanics, pp. 3–25, 24-26 June, 1999, Vol. 1. Atluri, S. N.; Cho, J. Y.; Kim, H. (1999a): Analysis of thin beams, using the meshless local petrov-galerkin method, The MLPG method has been extended to solve the convection- with generalized moving least squares interpolations. Comdiffusion problems. Just as GFEM, MLPG works well for put. Mech., vol. 24, pp. 334–347. low Peclet number flows, but is not good for high Peclet numAtluri, S. N.; Kim, H.; Cho, J. Y. (1999b): A critical asber flow. To deal with convection-dominated flow, two kinds sessment of the truly meshless local petrov-galerkin (mlpg), of natural upwinding schemes have been proposed. The Upand local boundary integral equation (lbie) methods. Comput. winding Scheme I (US-I) is very flexible. 1D numerical tests Mech., vol. 24, pp. 348–372. show it is possible to design a good scheme by using this idea. Both 1D and 2D examples show, however, that the Up- Atluri, S. N.; Zhu, T. (1998a): A new meshless local petrovwinding Scheme II (US-II) is very successful in dealing with galerkin (mlpg) approach in computational mechanics. Comconvection-dominated flows. put. Mech., vol. 22, pp. 117–127. Compared with SUPG, the computational cost of MLPG2 is Atluri, S. N.; Zhu, T. (1998b): A new meshless local petrovstill much higher, because cost-effective integration schemes galerkin (mlpg) approach to nonlinear problems in computer are not yet found; but the concept of MLPG2 is very clear modeling and simulation. Computer Modeling and Simulation and it is very easy to implement it for multi-dimensional flow in Engrg., vol. 3, pp. 187–196. problems. Further, it may be argued that in a large-scale problem, the additional computational cost (due to the meshless Atluri, S. N.; Zhu, T. (2000): New concepts in meshless integration) may be offset by the savings in human-resource methods. Int. J. Num. Meth. Eng., vol. 47, pp. 537–556. cost (involved in gnerating the mesh) in the truly meshless Babus̃ka, I.; Melenk, J. (1997): The partition of unity MLPG method. Numerical tests also show that, in general, method. Int. J. Num. Meth. Eng., vol. 40, pp. 727–758. MLPG2 gives better solutions than SUPG. Furthermore, numerical examples show that the size of support plays a signifi- Belytcshko, T.; Krongauz, Y.; Organ, D.; Fleming, M.; cant role in MLPG2. Larger sizes of support result in better ac- Krysl, P. (1996): Meshless methods: an overview and recuracy for smooth solutions and smaller sizes of support pro- cent developments. Comput. Methods Appl. Mech. Engrg., duce larger spurious viscous effect, which sometimes is useful vol. 139, pp. 3–47. 6 Concluding Remarks 60 Copyright c 2000 Tech Science Press CMES, vol.1, no.2, pp.45-60, 2000 Belytcshko, T.; Lu, Y. Y.; Gu, L. (1994): Element-free Oñate, E.; Idelsohn, S.; Zienkiewicz, O. C.; Taylor, R. L. galerkin methods. Int. J. Num. Meth. Eng., vol. 37, pp. 229– (1996): A finite point method in computational mechanics. 256. application to convective transport and fluid flow. Int. J. Num. Meth. Eng., vol. 39, pp. 3839–3866. Brooks, A. N.; Hughes, T. J. R. (1982): Streamline upwind petrov-galerkin formulations for convection-dominated flows Zhu, T.; Atluri, S. N. (1998): A modified collocation & a with particular emphasis on the incompressible navier-stokes penalty formulation for enforcing the essential boundary conequations. Comput. Methods Appl. Mech. Engrg., vol. 32, pp. ditions in the element free galerkin method. Comput. Mech., vol. 21, pp. 211–222. 199–259. Duarte, C. A.; Oden, J. T. (1996): An h-p adaptive method Zhu, T.; Zhang, J. D.; Atluri, S. N. (1998a): A local boundusing clouds. Comput. Methods Appl. Mech. Engrg., vol. 139, ary integral equation (lbie) method in computational mechanics, and a meshless discretization approach. Comput. Mech., pp. 237–262. vol. 21, pp. 223–235. Franca, L. P.; Frey, S. L.; Hughes, T. J. R. (1992): StaZhu, T.; Zhang, J. D.; Atluri, S. N. (1998b): A meshbilized finite element methods: I. application to the advectiveless local boundary integral equation (lbie) method for solving diffusive model. Comput. Methods Appl. Mech. Engrg., vol. nonlinear problems. Comput. Mech., vol. 22, pp. 174–186. 92, pp. 253–276. Hughes, T. J. R.; Brooks, A. (1979): A muti-dimensional upwind scheme with no crosswind diffusion. In Hughes, T. J. R.(Ed): Finite element methods for convection dominated flows, AMD Vol. 34, ASME, New York. Hughes, T. J. R.; Mallet, M.; Mizukami, A. (1986): A new finite element formulation for computational fluid dynamics: Ii. beyond supgs. Comput. Methods Appl. Mech. Engrg., vol. 54, pp. 341–355. Kelly, D. W.; Nakazawa, S.; Zienkiewicz, O. C.; Heinrich, J. C. (1980): A note of upwinding and anisotropic balancing dissipation in finite element approximations to convective diffusion problems. Int. J. Num. Meth. Eng., vol. 15, pp. 1705– 1711. Leonard, B. (1979): A survey of finite difference of opinion on numerical muddling of the incomprehensible defective confusion confusion equation. In Hughes, T. J. R.(Ed): Finite element methods for convection dominated flows, AMD Vol. 34, ASME, New York. Liu, W. K.; Jun, S.; Sihling, D. T.; Chen, Y.; Hao, W. (1997): Multiresolution reproducing kernel particle method for computational fluid mechanics. Int. J. Num. Meth. Fluids, vol. 24, pp. 1391–1415. Liu, W. K.; Jun, S.; Zhang, Y. (1995): Reproducing kernel particle methods. Int. J. Num. Meth. Fluids, vol. 20, pp. 1081– 1106. Lucy (1977): A numerical approach to the testing of the fission hypothesis. The Astro. J., vol. 8, pp. 1013–1024. Naroles, B.; Touzot, G.; Villon, P. (1992): Generalizing the finite element method: diffuse approximation and diffuse elements. Comput. Mech., vol. 10, pp. 307–318.