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Inhomogeneous Dirichlet and initial data

4.6 POD model order reduction with space-adapted snapshots for incompressible flows 106

4.6.5 Inhomogeneous Dirichlet and initial data

So far, we considered the incompressible Navier–Stokes system with homogeneous Dirichlet data.

In the following, we extend the scope to problems involving inhomogeneous boundary conditions.

In the context of POD-Galerkin modeling based on adaptive finite element snapshots, the main challenge is to find suitable continuous extensions of the Dirichlet data, which need to be sub-tracted from the snapshots before a POD basis is computed. For the derivation of a velocity POD-Galerkin model, we must ensure that these continuous extensions fulfill the correct weak divergence-free property.

Inhomogeneous problem setting

We extend (4.44) to the case of inhomogeneous Dirichlet boundary conditions by introducing Dirichlet boundary data yD : [0, T]×∂Ω → R. The resulting problem reads as follows: find a velocity field ˘y and a pressure field p such that

˘

yt+ (˘y· ∇)˘y−Re−1∆˘y+∇p=f in (0, T]×Ω, (4.57a)

∇ ·y˘= 0 in [0, T]×Ω, (4.57b)

˘

y =yD on [0, T]×∂Ω, (4.57c)

˘

y(0,·) =y0 in Ω. (4.57d)

4.6 POD model order reduction with space-adapted snapshots for incompressible flows 115

where∇ ·y0 = 0 in Ω andy0 =yD(0,·) on∂Ω. In the following, we derive a homogenized version of this problem, which provides a foundation for the subsequent finite element discretization and reduced-order modeling.

Homogenized problem setting

We assume that the boundary functionyD is sufficiently smooth such that it can be continuously extended by a function g: [0, T]×Ω¯ →Rwith g(t,·)|∂Ω =yD(t,·) for t∈[0, T]. The regularity requirements ong are such that a unique weak solution exists, see [154]. We provide a concrete choice ofg by computation.

We homogenize (4.57) by subtracting the boundary function from the inhomogeneous velocity solution such that the homogeneous velocity field is given byy= ˘y−g. Substituting ˘y in (4.57), we obtain the following homogenized problem: find a velocity y and a pressurep such that

yt+ (y· ∇)y+ (g· ∇)y+ (y· ∇)g−Re−1∆y+∇p (4.58a)

=f −(g· ∇)g+Re−1∆g−gt in (0, T]×Ω, (4.58b)

∇ ·y= − ∇ ·g in [0, T]×Ω, (4.58c)

y= 0 on [0, T]×∂Ω, (4.58d)

y(0,·) =y0−g in Ω, (4.58e)

where∇ ·y0 = 0 in Ω andy0=g(0,·) on ∂Ω.

In order to derive a time-discrete weak form of the homogenized problem, we implement the time integrals involving the Dirichlet data using the right-sided rectangle rule, which evaluates the Dirichlet data at the new time instance. For ease of notation, we define fj := f(tj) and gj := g(tj) for j = 0, . . . , n. Consequently, the time-discrete weak form of the homogenized problem consists in finding sequences y1, . . . , yn ∈ H01(Ω) and p1, . . . , pn ∈ L20(Ω), for given y0=y0−g0 withy0 ∈Hdiv(Ω), such that

yj−yj−1

∆tj

, v

L2(Ω)

+c(yj, yj, v) +c(gj, yj, v) +c(yj, gj, v) +a(yj, v) +b(v, pj) (4.59a)

= hfj, viH−1(Ω),H10(Ω)−c(gj, gj, v)−a(gj, v)−

gj−gj−1

∆tj , v

L2(Ω)

∀v∈H01(Ω), (4.59b)

b(yj, q) = −b(gj, q) ∀q ∈L20(Ω).

(4.59c) We apply an adaptive finite element method. Let us denote byVh0the velocity finite element space associated with the initial mesh Th0. For a given initial condition (yh0, v)L2(Ω) = (y0−g0, v)L2(Ω) for all v∈Vh0 withy0 ∈Hdiv(Ω) the fully discrete homogenized Navier–Stokes problem reads as follows: find yh1 ∈Vh1, . . . , ynh ∈Vhn and p1h ∈Q1h, . . . , pnh ∈Qnh such that

yhj −yhj−1

∆tj , v

!

L2(Ω)

+c(yhj, yjh, v) +c(gj, yhj, v) +c(yhj, gj, v) +a(yjh, v) +b(v, pjh) (4.60a)

= hfj, viH−1(Ω),H01(Ω)−c(gj, gj, v)−a(gj, v)−

gj−gj−1

∆tj , v

L2(Ω)

∀v∈Vhj, (4.60b)

b(yhj, q) = −b(gj, q) ∀q ∈Qjh.

(4.60c)

Lifting function

Based on (4.60), approximations to the inhomogeneous solutions ˘y(tj) of (4.57) are given by ˆ

yhj := yhj + gj for j = 0, . . . , n. Regardless of the choice of lifting functions g0, . . . , gn, we can guarantee that ˆy0h fulfills the initial condition (4.57d) and ˆyh1, . . . ,yˆnh fulfill the Dirichlet condition (4.57c) by construction. Nevertheless, in order to solve (4.60) numerically, candidates of g0, . . . , gn must be fixed, at least implicitly. Our approach to reduced-order modeling is not tied to a particular choice. In the following, we provide suitable candidates which can be realized without the need to modify usual finite element codes.

Note that for the velocity finite element spaces we have Vhj ⊂ H01(Ω). Thus, for the context of inhomogeneous Dirichlet conditions, we start by introducing the spaces VDj for j = 1, . . . , n, which denote the spaces spanned by the union of the finite element basis functions of Vhj and the finite element basis functions associated with the corresponding Dirichlet boundary nodes.

We assume that in (4.60) the integrals involving gj are approximated by a numerical quadrature which consists of substituting the Lagrange interpolation of gj onto VDj and integrating the resulting piecewise polynomials exactly. We assume that by a finite number of refinements of any VD1, . . . , VDn one can find a reference finite element space ˜VD such that VD1, . . . , VDn ⊂ V˜D. Now, forj= 1, . . . , n, we define lifting functionsgj as a sufficiently smooth continuous extension of the Dirichlet datayD(tj) into the domain Ω such thatgj is zero at all nodes of the reference finite element space ˜V. This is equivalent to the standard approach of using an approximate Dirichlet lifting given by a Lagrange interpolation of the Dirichlet data onto the finite element space at the boundary and a subsequent continuous extension using the finite element space in the interior, because we have

(gj =yD(t) at all Dirichlet nodes of VDj, gj = 0 at all interior nodes ofVDj.

A disadvantage of the standard approach is that it implies a Dirichlet lifting which satisfies the boundary data only in an approximate sense. Our description, on the other hand, delivers an output which is exact at the boundary. In particular, we have



 ˆ

yjh=yjh at all interior nodes of ˜VD, ˆ

yjh=gj at all Dirichlet nodes of ˜VD, yjh= 0 at all Dirichlet nodes of ˜VD.

This holds for all ˜VD which fulfill our assumptions, without the need to specify a concrete candidate of ˜VD during the adaptive finite element simulation. When the adaptive finite element simulation is finished andVD1, . . . , VDnare available, some ˜VD can be computed by refinement and gj can be evaluated at all nodal points of ˜VD. Therefore, we are even able to formulate a finite element discretization of (4.59) on ( ˜V ,Q) using the same˜ g0, . . . , gn as in (4.60). Moreover, we are able to solve (4.59) on subspaces of ( ˜V ,Q) using the same˜ g0, . . . , gn as in (4.60).

Remark 4.7. In principle, it is possible to impose a weak divergence-free constraint on the homogenized velocity finite element solution by using lifting functions which are computed such that b(gj, q) = 0 for all q ∈ Qjh for j = 0, . . . , n. But this would require the solution of an additional stationary finite element problem for eachgj. Moreover, this would not automatically imply a weak divergence-free property with respect to a reference pressure spaceQ. An alternative˜ to the implicit choice of the Dirichlet lifting function is its explicit choice at the level of the strong formulation (4.58). Disadvantages would be a possibly larger support of such a lifting function and the effort of actually finding a suitable function. Also in this case, it would be attractive to impose a strong divergence-free constraint on gj, because this implies a weakly divergence-free homogenized velocity field yhj. Still, finding a suitable candidate may be challenging in general.

4.6 POD model order reduction with space-adapted snapshots for incompressible flows 117

Velocity reduced-order model for the inhomogeneous setting

In the following, we derive a reduced-order model for the velocity field, based on the semi-discretized problem (4.59). We introduce the projections PgV,Q according to Problem 4.5 by Problem 4.8. For given u∈X, sufficiently smoothg and given spaces V and Q, findPgV,Q(u) which solves

minv∈V

1

2kv−uk2X subject to b(v+g, q) = 0 ∀q ∈ Q.

We use X =V =H01(Ω) and Q=L20(Ω) in the following. By definition of this projection onto a divergence-free space, we have b(PgV,Qj (0) +gj, q) = 0 for allq ∈ L20(Ω) and j = 0, . . . , n. In (4.59), we substitutegj =gj+PgV,Qj (0)−PgV,Qj (0) and reformulate the equations so that we can set ˜yj =yj−PgV,Qj (0). We obtain the following problem, which is equivalent to (4.59): for given

˜

y0 =y0−g˜0 with y0 ∈Hdiv(Ω) and ˜gj =gj+PgV,Qj (0) forj = 0, . . . , n, find ˜y1, . . . ,y˜n ∈H01(Ω) and p1, . . . , pn∈L20(Ω) such that

j−y˜j−1

∆tj , v

L2(Ω)

+c(˜yj,y˜j, v) +c(˜gj,y˜j, v) +c(˜yj,g˜j, v) +a(˜yj, v) +b(v, pj) (4.61a)

= hfj, viH−1(Ω),H10(Ω)−c(˜gj,g˜j, v)−a(˜gj, v)−

j−g˜j−1

∆tj

, v

L2(Ω)

∀v∈H01(Ω), (4.61b)

b(˜yj, q) = 0 ∀q ∈L20(Ω).

(4.61c) One can show that (4.60) is a discretization of (4.61) by replacing (H01(Ω), L20(Ω)) with (Vhj, Qjh) for j = 1, . . . , n in (4.61). Then, for the resulting solution holds ˜yj = yhj −PV

j h,Qjh

gj if ˜gj = gj+PV

j h,Qjh

gj (0) forj= 0, . . . , n. In this way, (4.60) can be used to obtain approximate solutions of (4.61).

We base the model equation on a discretization of (4.61) using the pair of reference spaces ( ˜V ,Q) as test spaces together with ˜˜ gj = gj +PgV ,˜jQ˜(0). The resulting solutions are approxima-tions to the soluapproxima-tions of (4.61) using the original pair of spaces (H01(Ω), L20(Ω)). We have shown that the solutions of (4.61) using the original pair of spaces (H01(Ω), L20(Ω)) are approximated by yhj −PV

j h,Qjh

gj (0) for j = 1, . . . , n resulting from (4.60). But these solutions are not weakly divergence-free with respect to the reference pair of spaces ( ˜V ,Q). Therefore, we have to modify˜ them.

Following the velocity-ROM approach a) in Section 4.6.3 we substitute yhj −PV

j h,Qjh

gj (0) by their approximations PgV ,˜jQ˜(yhj)−PgV ,˜jQ˜(0) for j= 1, . . . , n. Using nowPgV ,˜jQ˜(yhj)−PgV ,˜jQ˜ as snapshots in a POD yields POD basis functions

ψi ∈span(Pg1(y1h)−Pg1(0), . . . , Pgn(yhn)−Pgn(0))⊂V˜div ∀i= 1, . . . , `y for some`y ≤n, which define a POD spaceV`:= span(ψ1, . . . , ψ`y)⊂V˜div.

In the time-discrete equation (4.61), we use the pair (V`,Q) as test and trial spaces. Consequently,˜ the continuity equation is fulfilled by construction. For the pressure term, we have b(v, pj) = 0 for all v ∈ V` and all pj ∈ Q. The resulting reduced-order model is given by the following set˜

of equations: for y`0 =y0 −˜g0 with y0 ∈ Hdiv(Ω) and ˜gj =gj+PgV ,˜jQ˜(0) for j = 0, . . . , n, find y`1, . . . , y`n∈V` such that

y`j−yj−1`

∆tj , v

!

L2(Ω)

+c(yj`, y`j, v) +c(˜gj, y`j, v) +c(y`j,g˜j, v) +a(yj`, v)

=hfj, viH−1(Ω),H01(Ω)−c(˜gj,g˜j, v)−a(˜gj, v)−

j−g˜j−1

∆tj

, v

L2(Ω)

∀v∈V`.

(4.62)

Remark 4.9. Concerning the computational complexity, we have to additionally consider the projections PgV ,˜jQ˜(0) for j = 0, . . . , n in comparison to the homogeneous case. Therefore, the solution of Problem 4.5 has to be computed n+ 1 times additionally to the projections of the homogeneous solutions yhj.

Following the velocity-ROM approach b) in Section 4.6.3, we first introduce a set of modified ho-mogeneous solutions ˆyj−PV ,˜ Q˜

gj (0), forj= 1, . . . , n. These modified snapshots can be constructed using e.g. a Lagrange interpolation of the original homogeneous solutions yjh onto the reference space ˜V and an approximation of PgVjj,Qj(0) for j = 1, . . . , n. From these modified snapshots, we compute a POD basis ˆψ1, . . . ,ψˆ`y ∈ V˜. Note that these modes are in general not discrete divergence-free. Thus, they are then projected onto the space ˜Vdiv by solving Problem 4.6 with g= 0. This leads to a divergence-free velocity POD spaceV` = span(ψ1, . . . , ψ`y)⊂V˜div. Replac-ing (H01(Ω), L20(Ω)) by the pair (V`,Q) in (4.61) leads to a reduced-order model of the form (4.62).˜ Velocity-pressure reduced-order model for the inhomogeneous setting

To derive a velocity-pressure reduced-order model of the homogenized problem (4.60), we require a suitable inf-sup stable pair of reduced spaces. Since the homogenization does not alter the bilinear form b(·,·), the inf-sup stability criterion stays the same. Therefore, we compute a pressure reduced spaceQ`and a velocity reduced spaceV`like in Section 4.6.4, but using Lagrange interpolated velocity and pressure snapshots of (4.60) instead of (4.48). We derive a stable POD-Galerkin model from the time-discrete problem (4.59) by using the pair (V`, Q`) as test and trial spaces.

We solve the reduced-order model for the POD approximations y`1, . . . , yn` of the homogeneous velocity fields and the POD approximations p1`, . . . , pn` of the pressure fields. Finally, yj` +gj is a time-discrete reduced-order approximation of the velocity solution of the inhomogeneous problem.