.

Partitioned Analysis Overview

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Chapter 2: PARTITIONED ANALYSIS OVERVIEW

22

TABLE OF CONTENTS
Page

2.1.

2. 2.

The Basic Idea 2.1.1. Staggering . . . . . . 2.1.2. Concerns . . . . . . . 2.1.3. Devices of Partitioned Analysis Notes and. Bibliography . . . . . . . . . . References . . . . . . . . . .

. . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

23 23 23 25 25 26

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2.1

THE BASIC IDEA

This chapter provides a quick overview of the partitioned analysis procedures applied to a model problem. Focus is on the so-called staggered solution procedure, which is important on account of extensive use in applications as well as simplicity of implementation. 2.1. The Basic Idea Consider the two-way interaction of two scalar elds, X and Y , sketched in Figure 2.1. Each eld has only one state variable identied as x (t ) and y (t ), respectively, which are assumed to be governed by the rst-order differential equations 3x + 4x y = f (t ) y + 6 y 2x = g (t )

f(t)
(2.1)

x(t)

in which f (t ) and g (t ) are the applied forces. Treat this by Backward Euler integration in each component: n +1 , xn +1 = xn + h x yn +1 = yn + h y n +1 (2.2)

g(t)

y(t)

Figure 2.1. The red and the black.

where xn x (tn ), yn y (tn ), etc. At each time step n = 0, 1, 2, . . . we get 3 + 4h 2h h 1 + 6h xn +1 yn +1 = h f n +1 + 3xn hgn +1 + yn (2.3)

in which {x0 , y0 } are provided by the initial conditions. In the monolithic or simultaneous solution approach, (2.3) is solved at each timestep, and that is the end of the story. 2.1.1. Staggering A simple partitioned solution procedure is obtained by treating (2.3) with the following staggered partition with prediction on y : 3 + 4h 2 h 0 1 + 6h xn +1 yn +1 =
P h f n +1 + 3xn + hyn +1 . hgn +1 + yn

(2.4)

P P Here yn +1 is a predicted value or simply the predictor. Two common choices are yn +1 = yn P (called the last-solution predictor) and yn n . The basic solution steps are displayed in +1 = yn + h y Figure 2.3. The main achievement is that systems X and Y can be now solved in tandem.

A state-time diagram of these steps, with time along the horizontal axis, is shown in Figure 2.2. Suppose that elds X and Y are handled by two separate but communicating programs. If intraeld advancing arrows are omitted, we obtain a zigzagged picture of intereld data transfers between the X-program and the Y-program, as sketched in Figure 2.4(a). This interpretation motivated the name staggered solution procedure introduced in [2.59]. 23

xn

Step 2: Ax
p1 :P

xn+1

Time

Ste

Step 3: S

yn

Step 4: Ay

yn+1

Figure 2.2. Intereld+intraeld time-stepping diagram of the staggered solution steps listed in Figure 2.2.

Chapter 2: PARTITIONED ANALYSIS OVERVIEW

P yn+ (for example) 1 = yn + h yn 1 P 2. (Ax) Advance x: x n+ 1 = ( h fn +1+ 3 xn + h yn+ 1) 3 + 4h (trivial here) 3. (S) Substitute: x n+ 1 = x n+ 1 1 4. (Ay) Advance y: yn+ 1 = ( h gn+ 1 + yn + 2 h xn+1 ) 1 + 6h

24
.

1. (P)

Predict:

Figure 2.3. Basic steps of a red/black staggered solution.

2.1.2. Concerns In linear problems the rst concern with partitioning should be degradation of time-stepping stability caused by prediction. In the foregoing example this is not signicant. The spectral analysis presented in the Appendix of [2.25], which embodies (2.4) as instance, shows that staggering does not harm stability or even accuracy, if the integrator and predictor are appropriately chosen. In fact, staggered procedures are very effective for coupled rst-order parabolic systems. But for more general problems, particularly those modeled by oscillatory second order ODEs, the reduction of stability can become serious or even catastrophic. Prediction might be done on the y eld, leading to a zigzagged diagram with substitution on x . The stability of both choices can be made to coalesce by adjusting predictors.
X program:

(a)
Y program:

Timestep h

Time

X program:

(b)
Y program:

P I P I

P
P

Figure 2.4. Intereld time stepping diagrams: (a) sequential staggered solution of example problem, (b) naive modication for parallel processing.

Once satisfactory stability is achieved, the next concern is accuracy. This is usually degraded with respect to that attainable by the monolithic scheme. In principle this can be recovered by iterating the state between the elds. Iteration is done by cycling substitutions at the same time station. However, intereld iteration generally costs more than cutting the timestep to attain the same accuracy level. If, as often happens, the monolithic solution is more expensive than the staggered solution for the same timestep, we note the emergence of a tradeoff. In strongly nonlinear problems, such as gas dynamic ows in the transonic regime, stability and accuracy tend to be interwined (because numerical stability is harder to dene) and they are usually considered together in method design. The expectation is for a method that operates well at a reasonable timestep. Examination of Figure 2.4(a) shows than this simple staggered scheme is unsuitable for intereld parallelization because programs must execute in strictly serial fashion: rst X, then Y, etc. This was of little concern when the method was formulated in the mid 1970s [2.59] as computers were 24

25

2. Notes and Bibliography

then sequential.1 The variant sketched in Figure 2.4(b) permits the programs to advance their internal state concurrently, which allows intereld parallelization. More effective schemes, which do not require prediction on both elds, have been developed over the past decade and are discussed at length in [2.72,2.73]. 2.1.3. Devices of Partitioned Analysis As the simple example illustrates, partitioned analysis requires the examination of alternative algorithm and implementation possibilities as well as the study of tradeoffs. Figure 2.5 displays, using intereld time stepping diagrams, the main tools of the trade. Some devices such as prediction, substitution and iteration have been discussed along with the foregoing example. Others will emerge in the application problems discussed in later chapters.
h

S Substitution Interfield Iteration

Prediction

Full step correction Time

A MC A Lockstep advancing Midpoint correction

ScA A Subcycling A+ Augmentation

Figure 2.5. Devices of partitioned analysis time stepping.

Notes and Bibliography The partitioned treatment of coupled systems involving structures emerged independently in the mid 1970s at three locations: Northwestern University, by T. Belytschko and R. Mullen; Cal Tech, by T. J. R. Hughes and W. K. Liu; and Lockheed Palo Alto Research Laboratories (LPARL), by J. A. DeRuntz, C. A. Felippa, T. L. Geers and K. C. Park. These three groups targeted different applications and pursued different problemdecomposition techniques. For example, Belytschko and Mullen [2.32.5] studied node-by-node partitions and subcycling whereas Hughes, Liu and coworkers developed element-by-element implicit-explicit partitions [2.442.46]. This topic evolved at Stanford into element-by-element iterative solvers [2.47]. The work of these two groups focused on structure-structure and uid-structure interaction treated by all-FEM discretizations. The remainder of this section (and of the paper) focuses on the authors work. Research in Coupled Problems at LPARL originated in the simulation of the elastoacoustic underwater shock problem for the Navy. In this work a nite element computational model of the submerged structure was coupled to Geers Doubly Asymptotic Approximation (DAA) boundary-element model of the exterior acoustic uid [2.292.32]. In 1975 a staggered solution procedure, used later as case study, was developed for this coupling. This was presented in a 1977 article [2.59] and later extended to more general applications [2.20,2.21]. The staggered solution scheme was
1

With the exception of an exotic machine known as the ILLIAC IV.

25

Chapter 2: PARTITIONED ANALYSIS OVERVIEW

26

eventually subsumed in the more general class of partitioned methods [2.61,2.62]. These have been surveyed in several articles [2.23,2.25,2.65,2.66]. In 1985-86 Geers, Park and Felippa moved from LPARL to the University of Colorado at Boulder. Park and Felippa began formation of the Center for Aerospace Structures. Research work in coupled problems continued at CAS but along individual interests. Park began work in computational control-structure interaction [2.2,2.67], whereas Felippa began studies in superconducting electrothermomagnetics [2.78]. Farhat, who joined CAS in 1987, began research in computational thermoelasticity [2.13] and aeroelasticity [2.12]. The latter effort prospered as it acquired a parallel-computing avor and was combined with advances in the FETI structural solver [2.14,2.15]. Research in Coupled Problems at CAS was given a boost in 1992 when the National Science Foundation announced grantees for the rst round of Grand Challenge Applications (GCA) Awards. This competition was part of the U. S. High Performance Computing and Communications (HPCC) Initiative established in 1991. An application problem is labeled a GCA if the computational demands for realistic simulations go far beyond the capacity of present sequential or parallel supercomputers. The GCA coupled problems addressed by the award were: aeroelasticity of a complete aircraft, distributed control-structure interaction, and electrothermomechanics with phase changes. A renewal project to address multiphysics problems was awarded in 1997. This grant addressed application problems involving uid-thermal-structural interaction in high temperature components, turbulence models, piezoelectric and control-surface control of aeroelastic systems, and optimization of coupled systems. These focus applications were interweaved with research in computer sciences, applied mathematics and computational mechanics. References [2.1] Ahmed, M. O. and Corless, R. M., The method of modied equations in Maple, Electronic Proc. 3rd Int. IMACS Conf. on Applications of Computer Algebra, Maui, 1997. PDF accessible at http://www.aqit.uwo.ca/corless. [2.2] Belvin, W. K. and Park, K. C., Structural tailoring and feedback control synthesis: an interdisciplinary approach, J. Guidance, Control & Dynamics, 13, 424429, 1990. [2.3] Belytschko, T. and Mullen, R., Mesh partitions of explicit-implicit time integration, in: Formulations and Computational Algorithms in Finite Element Analysis, ed. by K.-J. Bathe, J. T. Oden and W. Wunderlich, MIT Press, Cambridge, 673690, 1976. [2.4] Belytschko, T. and Mullen, R., Stability of explicit-implicit mesh partitions in time integration, Int. J. Numer. Meth. Engrg., 12, 15751586, 1978. [2.5] Belytschko, T., Yen, T. and Mullen, R., Mixed methods for time integration, Comp. Meths. Appl. Mech. Engrg., 17/18, 259275, 1979. [2.6] Bergan, P. G. and Felippa, C. A., A triangular membrane element with rotational degrees of freedom, Comp. Meths. Appl. Mech. Engrg., 50, 2569, 1985 [2.7] Butcher, J. C., Numerical Methods for Ordinary Differential Equations, Wiley, New York, 2003. [2.8] Cohn, A., Uber die Anzahl der Wurzeln einer algebraischen Gleichung in einem Kreise, Math Z., 1415, 110148, 1914. [2.9] Dahlquist, G. and Bj orck, A., Numerical Methods, Prentice-Hall, Englewood Cliffs, N.J., 1974; reprinted by Dover, New York, 2003. [2.10] Davis, P. J., John von Neumann at 100: SIAM celebrates a rich legacy, SIAM News, 36, No. 4, May 2003. [2.11] Douglas, J. and Rachford Jr., H. H., On the numerical solution of the heat equation in two and three space variables, Trans. Amer. Math. Soc., 82, 421439, 1956.

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2. References

[2.12] Farhat, C. and Lin, T. Y., Transient aeroelastic computations using multiple moving frames of reference, AIAA Paper No. 90-3053, AIAA 8th Applied Aerodynamics Conference, Portland, Oregon, August 1990. [2.13] Farhat, C., Park, K. C. and Pelerin, Y. D., An unconditionally stable staggered algorithm for transient nite element analysis of coupled thermoelastic problems, Comp. Meths. Appl. Mech. Engrg., 85, 349365, 1991. [2.14] Farhat, C. and Roux, F.-X., Implicit parallel processing in structural mechanics, Comput. Mech. Advances, 2, 1124, 1994. [2.15] Farhat, C., Chen, P. S. and Mandel, J., A scalable Lagrange multiplier based domain decomposition method for implicit time-dependent problems, Int. J. Numer. Meth. Engrg., 38, 38313854, 1995. [2.16] Felippa, C. A., Rened nite element analysis of linear and nonlinear two-dimensional structures, Ph.D. Dissertation, Department of Civil Engineering, University of California at Berkeley, Berkeley, CA, 1966. [2.17] Felippa, C. A. and Park, K. C., Computational aspects of time integration procedures in structural dynamics, Part I: Implementation, J. Appl. Mech., 45, 595602, 1978. [2.18] Felippa, C. A., Yee, H. C. M. and Park, K. C., Stability of staggered transient analysis procedures for coupled mechanical systems, Report LMSC-D630852, Applied Mechanics Laboratory, Lockheed Palo Alto Research Laboratory, Lockheed Missiles & Space Co., 1979. [2.19] Felippa, C. A. and Park, K. C., Direct time integration methods in nonlinear structural dynamics, Comp. Meths. Appl. Mech. Engrg., 17/18, 277313, 1979. [2.20] Felippa, C. A. and Park, K. C., Staggered transient analysis procedures for coupled dynamic systems: formulation, Comp. Meths. Appl. Mech. Engrg., 24, 61112, 1980. [2.21] Felippa, C. A. and DeRuntz, J. A., Finite element analysis of shock-induced hull cavitation, Comp. Meths. Appl. Mech. Engrg., 44, 297337, 1984. [2.22] Felippa, C. A. and Bergan, P. G., A triangular plate bending element based on an energy-orthogonal free formulation, Comp. Meths. Appl. Mech. Engrg., 61, 129160, 1987. [2.23] Felippa, C. A. and T. L. Geers, Partitioned analysis of coupled mechanical systems, Engrg. Comput., 5, 123133, 1988. [2.24] Felippa, C. A., Recent advances in nite element templates, Chapter 4 in Computational Mechanics for the Twenty-First Century, ed. by B.H.V. Topping, Saxe-Coburn Publications, Edinburgh, 7198, 2000. [2.25] Felippa, C. A., Park, K. C. and Farhat, C., Partitioned analysis of coupled mechanical systems, Invited Plenary Lecture, 4th World Congress in Computational Mechanics, Buenos Aires, Argentina, July 1998, expanded version in Comp. Meths. Appl. Mech. Engrg., 190, 32473270, 2001. [2.26] Felippa, C. A., A study of optimal membrane triangles with drilling freedoms, Comp. Meths. Appl. Mech. Engrg., 192, 21252168, 2003. [2.27] Gantmacher, F., The Theory of Matrices, Vol. II, Chelsea, New York, 1960. [2.28] Gear, C. W., Numerical Initial value Problems in Ordinary Differential Equations, Prentice-Hall, Englewood Cliffs, N.J., 1971. [2.29] Geers, T., L., Residual potential and approximate methods for three-dimensional uid-structure interaction, J. Acoust. Soc. Am., 45, 15051510, 1971. [2.30] Geers, T. L., Doubly asymptotic approximations for transient motions of general structures, J. Acoust. Soc. Am., 45, 15001508, 1980. [2.31] Geers, T. L. and Felippa, C. A., Doubly asymptotic approximations for vibration analysis of submerged structures, J. Acoust. Soc. Am., 73, 11521159, 1980. [2.32] Geers, T. L., Boundary element methods for transient response analysis, in: Chapter 4 of Computational Methods for Transient Analysis, ed. by T. Belytschko and T. J. R. Hughes, North-Holland, Amsterdam, 221244, 1983.

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[2.59] Park, K. C., Felippa, C. A. and DeRuntz, J. A., Stabilization of staggered solution procedures for uidstructure interaction analysis, in: Computational Methods for Fluid-Structure Interaction Problems, ed. by T. Belytschko and T. L. Geers, AMD Vol. 26, American Society of Mechanical Engineers, New York, 95124, 1977. [2.60] Park, K. C. and Felippa, C. A., Computational aspects of time integration procedures in structural dynamics, Part II: Error propagation, J. Appl. Mech., 45, 603611, 1978. [2.61] Park, K. C., Partitioned transient analysis procedures for coupled-eld problems: stability analysis, J. Appl. Mech., 47, 370376, 1980. [2.62] Park, K. C. and Felippa, C. A., Partitioned transient analysis procedures for coupledeld problems: accuracy analysis, J. Appl. Mech., 47, 919926, 1980. [2.63] Park, K. C. and Flaggs, D. L., An operational procedure for the symbolic analysis of the nite element method, Comp. Meths. Appl. Mech. Engrg., 46, 6581, 1984. [2.64] Park, K. C. and Flaggs, D. L., A Fourier analysis of spurious modes and element locking in the nite element method, Comp. Meths. Appl. Mech. Engrg., 42, 3746, 1984. [2.65] Park, K. C. and Felippa, C. A., Partitioned analysis of coupled systems, Chapter 3 in Computational Methods for Transient Analysis, T. Belytschko and T. J. R. Hughes, eds., North-Holland, Amsterdam New York, 157219, 1983. [2.66] Park, K. C. and Felippa, C. A., Recent advances in partitioned analysis procedures, in: Chapter 11 of Numerical Methods in Coupled Problems, ed. by R. Lewis, P. Bettess and E. Hinton, Wiley, Chichester, 327352, 1984. [2.67] Park, K. C. and Belvin, W. K., A partitioned solution procedure for control-structure interaction simulations, J. Guidance, Control and Dynamics, 14, 5967, 1991. [2.68] Park, K. C. and Felippa, C. A., A variational principle for the formulation of partitioned structural systems, Int. J. Numer. Meth. Engrg., 47, 395418, 2000. [2.69] Park, K. C., Felippa, C. A. and Ohayon, R., Partitioned formulation of internal uid-structure interaction problems via localized Lagrange multipliers, Comp. Meths. Appl. Mech. Engrg., 190, 29893007, 2001. [2.70] Parlett, B. N., Very early days of matrix computations, SIAM News, 36, No. 9, Nov. 2003. [2.71] Peaceman, D. W. and Rachford Jr., H. H., The numerical solution of parabolic and elliptic differential equations, SIAM J., 3, 2841, 1955. [2.72] Piperno, S. and Farhat, C., Design of efcient partitioned procedures for the transient solution of aeroelastic problems, Revue Europ eenne El ements Finis, 9, 655680, 2000. [2.73] Piperno, S. and Farhat, C., Partitioned procedures for the transient solution of coupled aeroelastic problems: an energy transfer analysis and three-dimensional applications, Comp. Meths. Appl. Mech. Engrg., 190, 31473170, 2001. [2.74] Press, W. H., Flannery, B. P., Teukolsky, S. A. and Vetterling, W. T., Numerical Recipes in Fortran, Cambridge Univ. Press, 2nd ed., 1992. [2.75] Richtmyer, R. L. and Morton, K. W., Difference Methods for Initial Value Problems, 2nd ed., Interscience Pubs., New York, 1967. [2.76] Roache, P. J., Computational Fluid Mechanics, Hermosa Publishers, Albuquerque, 1970. [2.77] Routh, E. J., A Treatise on the Stability of a Given State of Motion Adams Prize Essay, Macmillan, New York, 1877. [2.78] Schuler, J. J. and Felippa, C. A., Superconducting nite elements based on a gauged potential variational principle, I. Formulation, II. Computational results, J. Comput. Syst. Engrg, 5, 215237, 1994. [2.79] Schur, I., Uber Potenzreihen die in Inners des Einheitkreises besehr ankt sind, J. F ur Math., 147, 205232, 1917. [2.80] Sewell, G., The Numerical Solutions of Ordinary & Partial Differential Equations, Academic Press, 1997.

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