A Finite Difference Method for Irregular Geometries...

1
A Finite Difference Method for Irregular Geometries: Application to Dynamic Rupture on Rough Faults David Belanger (1) and Eric M. Dunham (2,3) (1) Department of Mathematics, Harvard University; (2) Department of Earth and Planetary Sciences, Harvard University; (3) Division of Engineering and Applied Sciences, Harvard University Abstract We have developed a finite difference method to solve dynamic rupture problems in irregular geom- etries. Our objective is to connect properties of high frequency radiation produced during slip on rough faults to statistical measures of fault roughness. To handle irregular geometries, we transform the governing equations from a non-Cartesian coordinate system that conforms to the irregular boundaries of the physical domain to a Cartesian coordinate system in a rectangular computational domain, and solve the equations in the computational domain. To accurately capture the high fre- quency wavefield, we use a method that produces far smaller numerical oscillations than those plaguing conventional finite difference/element methods. The governing equations (momentum conservation and Hooke’s law) are written as a system of first-order equations for velocity and stress, which are defined at a common set of grid points and time steps (i.e., there is no staggering in space or time). Time stepping is done using an explicit third-order Runge-Kutta method. The equa- tions are hyperbolic and the fields can be decomposed into a set of waves (with associated wave speeds) propagating in each coordinate direction. Spatial derivatives are computed with fifth-order WENO (weighted essentially non-oscillatory) finite differences in the upwind direction associated with each wave [Jiang and Shu, J. Comp. Phys., 126(1), 202-228, 1996]. Rather than using data from a single stencil (i.e., set of grid points) to calculate the derivative, a weighted combination of data from several candidate stencils is used. The weights are assigned based on solution smoothness within each stencil, and stencils in which the solution exhibits excessive variations are given mini- mal weight. Consequently, numerical oscillations are suppressed, even in the vicinity of the rupture front and at wavefronts. Boundary conditions are implemented by again appealing to the hyperbolic nature of the governing equations. At each point on a boundary (or fault), the solution is decomposed into a set of waves propagating into and out of the boundary. The amplitudes of incoming waves are preserved, while those of outgoing waves are modified to satisfy the boundary conditions. On the fault, this amounts to solving the friction law together with an equation expressing shear stress as the sum of a load, the radiation damping response, and the stress change carried by the incoming waves. SCEC 2008 Reduce Numerical Oscillations, Retain High Order Accuracy Oscillations plague dynamic rupture simulations due to steep gradients in fields around rupture fronts and wavefronts. Re- searchers in computational fluid dynamics routinely deal with shocks and have developed high order methods that work with even discontinuous solutions without introducing oscillations. We use one such method, the WENO (weighted essentially nonoscillatory) method by Jiang and Shu [1996]. Wave Decomposition and Upwinding Dynamic Ruptures on Rough Faults Motivation and Examples 3.5 4 4.5 5 5.5 6 0 1 2 3 4 5 time (s) slip velocity (m/s) 2D TPV3 (slip−weakening), x=6 km staggered grid FD spectral BIEM WENO FD (all h=100 m) Use Finite Difference Method Even For Irregular Geometries Irregular geometries are typically handled using finite element methods, which suffer from numerical oscillations and often require special treatment of nonphysical hourglass modes. But finite difference methods (like WENO) can also be used via a global mapping between irregular physical domain and Cartesian (rectangular) computational domain. Governing equations are transformed and solved in computational domain. Example: supershear rupture on listric fault breaking free sur- face (2D in-plane geometry), rate-and-state friction with flash heating, absorbing boundaries except for free surface (top) −20 −10 0 10 20 −20 −15 −10 −5 0 Snapshots every 1.67 s of horizontal velocity (m/s) horizontal distance (km) vertical distance (km) Mesh (only every 20 coordinate lines shown) Numerical Method Governing Equations t v z σ xz σ yz + 0 c 2 μ 0 −μ 0 0 0 0 0 x v z σ xz σ yz + 0 0 c 2 μ 0 0 0 −μ 0 0 y v z σ xz σ yz = 0 0 0 q t + A q x + B q y = 0 or simply or q t + F x + G y = 0 momentum conservation and Hooke’s law as (hyperbolic) system of first order PDEs (antiplane case with constant material properties for simplicity) 2. write conservative difference formula q t + F x = 0 q i t + F i + 1/2 F i 1/2 Δx = 0 x i x i+1/2 x i+1 x i+2 x i−1 x i−2 F i +1/2 (1) F i +1/2 (2) F i +1/2 (3) F i +1/2 = ω 1 F i + 1/2 (1) + ω 2 F i + 1/2 (2) + ω 3 F i + 1/2 (3) WENO Reconstruction and Conservative Differencing 1. discretize in space, defining point values as q i (t)= q(x i ,t) on mesh {x i }={iΔx} 3. evaluate F i =F(q i ) (at grid points) 4. reconstruct (approximate) F i+1/2 and F i−1/2 using values of {F i } as follows (for F i+1/2 ) a. form three alternative reconstructions, using three different stencils c. form weighted linear combination of alternative reconstructions b. evaluate “smoothness indicator” for each stencil and assign weight ω to associated reconstruction (small weights for stencils crossing discontinuities or steep gradients in q, large weights if solution is smooth inside stencil) Strategy: Approximate spatial derivatives using nearby stencils (set of grid points) in which solution is smoothest. Avoid differentiation across discontinuitities (causes oscillations!). Consider 1D case (2D and 3D treated dimension by dimension): Notice that stencils are biased to left, which is appropriate for waves travelling from left (upwind) to right (downwind). Similar treatment for waves travelling from right to left. But we have waves propagating in both directions, so we must decompose fields into these waves and identify associated wave speeds. Again consider 1D case. q t + A q x = 0 Rq ( ) t + RAR 1 ( ) Rq ( ) x = 0 σ xz −μ c ( ) v z σ xz c ( ) v z Diagonalize A: Eigenvalues are wave speeds, eigenvectors are transported by waves: propagates to right at speed +c propagates to left at speed -c μ/c is shear impedence, and these are stress changes carried by plane S waves. Now split F=Aq into left- and right-going waves as F=F + +F , and perform upwind-biased reconstruction of F + (biased to left) and F (biased to right). Split A into left- and right-going waves as A=A + +A , where RAR 1 = + c 0 0 0 c 0 0 0 0 A + = R 1 + c 0 0 0 0 0 0 0 0 R and A = R 1 0 0 0 0 c 0 0 0 0 R −20 −10 0 10 20 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 (not to scale) (Band-Limited) Self-Similar Profile minimum roughness wave- length: λ min = 400 m = 40Δx amplitude-to-wavelength ratio: γ = 10 -2 fault-parallel distance (km) fault-perpendicular distance (km) (to scale) stations x y S1 S2 S3 0 2 4 6 8 0 0.5 1 1.5 time (s) particle velocity, v z (m/s) γ = 0 (flat) γ = 10 -2 (rough) Seismograms for Antiplane Rupture S1 S2 S3 Stochastic rupture models (with heterogeneous stresses, for example) are widely used to produce a less coherent rupture process that generates high frequency ground motion. How- ever, those models are for planar faults, and one often thinks of heterogeneous stress or strength on a flat fault as a proxy for unmodeled geometrical heterogeneities. With proper tools, we can investigate this problem more rigorously. Since high fre- quency radiation is of interest, numerical methods must get this part of the spectrum right. Target Problem: Connect Fault Roughness to High Frequency Ground Motion (formally, these are Riemann invariants of hyperbolic system) Boundary Conditions 0 1 2 3 4 5 6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 0 1 2 3 4 5 6 −0.2 0 0.2 0.4 0.6 0.8 0 1 2 3 4 5 6 −0.2 0 0.2 0.4 0.6 0.8 time (s) particle velocity, v x and v y (m/s) particle velocity, v x and v y (m/s) particle velocity, v x and v y (m/s) station S1 station S2 station S3 γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 v x (solid) v y (dashed) v x (solid) v y (dashed) v x (solid) v y (dashed) Seismograms for In-plane Rupture −20 −15 −10 5 0 5 10 15 20 0 50 100 150 200 −20 −15 −10 5 0 5 10 15 20 0 10 20 30 40 50 60 −20 −15 −10 5 0 5 10 15 20 0 1 2 3 4 5 fault-parallel distance (km) γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 γ = 0 γ = 10 -3 γ = 10 -2.5 γ = 10 -2 slip velocity (m/s) shear stress (MPa) normal stress (MPa) Faults are rough at all scales [Power and Tullis, 1991; Sagy et al., 2007] in a self-similar manner: amplitude-to-wavelength ratio of roughness, γ, is independent of scale of observation. Faults are rougher in direction perpendicular to slip (γ=10 −2 ) than parallel to slip (γ=10 −3 ). Antiplane ruptures experience more roughness, but in-plane slip on even slightly rough faults alters normal (and shear) stress. How does roughness affect rupture propagation? What are characteristics of high frequency ground motion and how are they related to γ, amount of slip, etc.? 10 -2 10 0 10 2 10 -12 10 -10 10 -8 10 -6 10 -4 10 -2 10 0 10 2 Wavelength normal to slip (m) r e w o P l a r t c e p s s n e d ity ) m ( 3 β λ =3 H = 0.01 -14 10 10 -4 10 -2 10 0 10 2 10 -14 10 -12 10 -10 10 -8 10 -6 10 -4 10 -2 r e w o P l a r t c e p s s n e d ity ) m ( 3 10 -4 Wavelength parallel to slip (m) β λ =3 H 1 0 . 0 = β =1 β =3 Noise level Noise level Erosional surface Little Rock Split Mt. 1 Split Mt. 2 Mecca Hills Chimney Rock Small faults Large faults Flower Pit 1 Flower Pit 2 KF1 KF2 Dixie V. River Mt. B A [Sagy et al., 2007] We modeled antiplane and in-plane ruptures on rough faults (having band-limited self-similar profile). Antiplane rupture process was minimally altered by roughness, but high fre- quencies are evident in seismograms. In-plane rupture pro- cess was far more sensitive to roughness due to large changes in normal and shear stress. Changes will be even more extreme when shorter wavelength roughness is mod- eled. Caution: While these figures show only minor pertur- bations to rupture process at γ=10 −3 for in-plane case, this may change when using smaller cut-off wavelength! We use similar wave decomposition when applying boundary conditions. Use one-sided reconstructions near boundaries (and faults). Preserve Riemann in- variants (as calculated by finite difference solution of PDEs) propagating from medium into boundary, set amplitudes of outward propagating waves to sat- isfy boundary conditions. For example, consider 1D case with fault at x=0. 1. update all fields with finite difference solution of PDEs 2. preserve value of Riemann invariants propagating into fault 3. solve together with friction law: σ xz −μ c ( ) v z xz , FD −μ c ( ) v z , FD σ xz + c ( ) v z + xz + , FD c ( ) v z + , FD σ xz xz + =τ−τ 0 , V = v z + v z φ= 1 2 σ xz + , FD xz , FD ( ) c ( ) v z + , FD v z , FD ( ) ⇒τ=τ 0 −μ 2 c ( ) V τ= fV ( ) σ

Transcript of A Finite Difference Method for Irregular Geometries...

  • A Finite Difference Method for Irregular Geometries: Application to Dynamic Rupture on Rough Faults David Belanger (1) and Eric M. Dunham (2,3)

    (1) Department of Mathematics, Harvard University; (2) Department of Earth and Planetary Sciences, Harvard University; (3) Division of Engineering and Applied Sciences, Harvard University

    AbstractWe have developed a finite difference method to solve dynamic rupture problems in irregular geom-etries. Our objective is to connect properties of high frequency radiation produced during slip on rough faults to statistical measures of fault roughness. To handle irregular geometries, we transform the governing equations from a non-Cartesian coordinate system that conforms to the irregular boundaries of the physical domain to a Cartesian coordinate system in a rectangular computational domain, and solve the equations in the computational domain. To accurately capture the high fre-quency wavefield, we use a method that produces far smaller numerical oscillations than those plaguing conventional finite difference/element methods. The governing equations (momentum conservation and Hooke’s law) are written as a system of first-order equations for velocity and stress, which are defined at a common set of grid points and time steps (i.e., there is no staggering in space or time). Time stepping is done using an explicit third-order Runge-Kutta method. The equa-tions are hyperbolic and the fields can be decomposed into a set of waves (with associated wave speeds) propagating in each coordinate direction. Spatial derivatives are computed with fifth-order WENO (weighted essentially non-oscillatory) finite differences in the upwind direction associated with each wave [Jiang and Shu, J. Comp. Phys., 126(1), 202-228, 1996]. Rather than using data from a single stencil (i.e., set of grid points) to calculate the derivative, a weighted combination of data from several candidate stencils is used. The weights are assigned based on solution smoothness within each stencil, and stencils in which the solution exhibits excessive variations are given mini-mal weight. Consequently, numerical oscillations are suppressed, even in the vicinity of the rupture front and at wavefronts. Boundary conditions are implemented by again appealing to the hyperbolic nature of the governing equations. At each point on a boundary (or fault), the solution is decomposed into a set of waves propagating into and out of the boundary. The amplitudes of incoming waves are preserved, while those of outgoing waves are modified to satisfy the boundary conditions. On the fault, this amounts to solving the friction law together with an equation expressing shear stress as the sum of a load, the radiation damping response, and the stress change carried by the incoming waves.

    SCEC 2008

    Reduce Numerical Oscillations, Retain High Order AccuracyOscillations plague dynamic rupture simulations due to steep gradients in fields around rupture fronts and wavefronts. Re-searchers in computational fluid dynamics routinely deal with shocks and have developed high order methods that work with even discontinuous solutions without introducing oscillations. We use one such method, the WENO (weighted essentially nonoscillatory) method by Jiang and Shu [1996].

    Wave Decomposition and Upwinding

    Dynamic Ruptures on Rough Faults

    Motivation and Examples

    3.5 4 4.5 5 5.5 60

    1

    2

    3

    4

    5

    time (s)sl

    ip v

    eloc

    ity (m

    /s)

    2D TPV3 (slip−weakening), x=6 km

    staggered grid FDspectral BIEMWENO FD

    (all h=100 m)

    Use Finite Difference Method Even For Irregular GeometriesIrregular geometries are typically handled using finite element methods, which suffer from numerical oscillations and often require special treatment of nonphysical hourglass modes. But finite difference methods (like WENO) can also be used via a global mapping between irregular physical domain and Cartesian (rectangular) computational domain. Governing equations are transformed and solved in computational domain.

    Example: supershear rupture on listric fault breaking free sur-face (2D in-plane geometry), rate-and-state friction with flash heating, absorbing boundaries except for free surface (top)

    −20 −10 0 10 20−20

    −15

    −10

    −5

    0

    Snapshots every 1.67 s of horizontal velocity (m/s)

    horizontal distance (km)

    verti

    cal d

    ista

    nce

    (km

    )

    Mesh (only every 20 coordinate lines shown)

    Numerical MethodGoverning Equations

    ∂t

    vzσ xzσ yz

    ⎢⎢⎢

    ⎥⎥⎥

    +

    0 − c2 μ 0−μ 0 00 0 0

    ⎢⎢⎢

    ⎥⎥⎥

    ∂x

    vzσ xzσ yz

    ⎢⎢⎢

    ⎥⎥⎥

    +

    0 0 − c2 μ0 0 0

    −μ 0 0

    ⎢⎢⎢

    ⎥⎥⎥

    ∂y

    vzσ xzσ yz

    ⎢⎢⎢

    ⎥⎥⎥

    =

    000

    ⎢⎢⎢

    ⎥⎥⎥

    ∂q∂t

    + A∂q∂x

    + B∂q∂y

    = 0or simply or ∂q∂t

    +∂F∂x

    +∂G∂y

    = 0

    momentum conservation and Hooke’s law as (hyperbolic) system of first order PDEs (antiplane case with constant material properties for simplicity)

    2. write conservative difference formula ∂q∂t

    +∂F∂x

    = 0 → ∂qi∂t

    +Fi +1 / 2 − Fi −1 / 2

    Δx= 0

    xi xi+1/2 xi+1 xi+2xi−1xi−2F

    i+1/2

    (1)

    Fi+1/2

    (2 )

    Fi+1/2

    (3)

    Fi+1/2 = ω1Fi +1/2(1) + ω 2Fi +1/2

    (2 ) + ω 3Fi +1/2(3)

    WENO Reconstruction and Conservative Differencing

    1. discretize in space, defining point values as qi(t)= q(xi,t) on mesh {xi}={iΔx}

    3. evaluate Fi=F(qi) (at grid points)

    4. reconstruct (approximate) Fi+1/2 and Fi−1/2 using values of {Fi} as follows (for Fi+1/2)

    a. form three alternative reconstructions, using three different stencils

    c. form weighted linear combination of alternative reconstructions

    b. evaluate “smoothness indicator” for each stencil and assign weight ω to associated reconstruction (small weights for stencils crossing discontinuities or steep gradients in q, large weights if solution is smooth inside stencil)

    Strategy: Approximate spatial derivatives using nearby stencils (set of grid points) in which solution is smoothest. Avoid differentiation across discontinuitities (causes oscillations!). Consider 1D case (2D and 3D treated dimension by dimension):

    Notice that stencils are biased to left, which is appropriate for waves travelling from left (upwind) to right (downwind). Similar treatment for waves travelling from right to left. But we have waves propagating in both directions, so we must decompose fields into these waves and identify associated wave speeds. Again consider 1D case.

    ∂q∂t

    + A ∂q∂x

    = 0∂ Rq( )

    ∂t+ RAR−1( ) ∂ Rq( )

    ∂x= 0

    σ xz − μ c( )vzσ xz + μ c( )vz

    Diagonalize A:

    Eigenvalues are wave speeds, eigenvectors are transported by waves:

    propagates to right at speed +c

    propagates to left at speed -c

    μ/c is shear impedence, and these are stress changes carried by plane S waves.

    Now split F=Aq into left- and right-going waves as F=F++F−, and perform upwind-biased reconstruction of F+ (biased to left) and F− (biased to right).

    Split A into left- and right-going waves as A=A++A−, where

    RAR−1 =+c 0 00 −c 00 0 0

    ⎢⎢⎢

    ⎥⎥⎥

    A+ = R−1+c 0 00 0 00 0 0

    ⎢⎢⎢

    ⎥⎥⎥

    R and A− = R−10 0 00 −c 00 0 0

    ⎢⎢⎢

    ⎥⎥⎥

    R

    −20 −10 0 10 20−0.6

    −0.4

    −0.2

    0

    0.2

    0.4

    0.6

    0.8

    (not to scale)

    (Band-Limited) Self-Similar Profileminimum roughness wave-length: λmin = 400 m = 40Δxamplitude-to-wavelength ratio: γ = 10-2

    fault-parallel distance (km)

    faul

    t-per

    pend

    icul

    ar d

    ista

    nce

    (km

    )

    (to scale)stations

    x

    y

    S1 S2 S3

    0 2 4 6 80

    0.5

    1

    1.5

    time (s)

    parti

    cle

    velo

    city

    , vz (

    m/s

    )

    γ = 0 (flat)γ = 10-2 (rough)

    Seismograms for Antiplane Rupture

    S1

    S2S3

    Stochastic rupture models (with heterogeneous stresses, for example) are widely used to produce a less coherent rupture process that generates high frequency ground motion. How-ever, those models are for planar faults, and one often thinks of heterogeneous stress or strength on a flat fault as a proxy for unmodeled geometrical heterogeneities. With proper tools, we can investigate this problem more rigorously. Since high fre-quency radiation is of interest, numerical methods must get this part of the spectrum right.

    Target Problem: Connect Fault Roughness to High Frequency Ground Motion

    (formally, these are Riemann invariants of hyperbolic system)

    Boundary Conditions

    0 1 2 3 4 5 6−0.4

    −0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    0 1 2 3 4 5 6−0.2

    0

    0.2

    0.4

    0.6

    0.8

    0 1 2 3 4 5 6−0.2

    0

    0.2

    0.4

    0.6

    0.8

    time (s)pa

    rticl

    e ve

    loci

    ty, v

    x and

    vy (

    m/s

    )pa

    rticl

    e ve

    loci

    ty, v

    x and

    vy (

    m/s

    )pa

    rticl

    e ve

    loci

    ty, v

    x and

    vy (

    m/s

    ) station S1

    station S2

    station S3

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    vx (solid)vy (dashed)

    vx (solid)vy (dashed)

    vx (solid)vy (dashed)

    Seismograms for In-plane Rupture

    −20 −15 −10 −5 0 5 10 15 200

    50

    100

    150

    200

    −20 −15 −10 −5 0 5 10 15 200

    10

    20

    30

    40

    50

    60

    −20 −15 −10 −5 0 5 10 15 200

    1

    2

    3

    4

    5

    fault-parallel distance (km)

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    γ = 0 γ = 10-3γ = 10-2.5 γ = 10-2

    slip

    vel

    ocity

    (m/s

    )sh

    ear s

    tress

    (MPa

    )no

    rmal

    stre

    ss (M

    Pa)

    Faults are rough at all scales [Power and Tullis, 1991; Sagy et al., 2007] in a self-similar manner: amplitude-to-wavelength ratio of roughness, γ, is independent of scale of observation. Faults are rougher in direction perpendicular to slip (γ=10−2) than parallel to slip (γ=10−3). Antiplane ruptures experience more roughness, but in-plane slip on even slightly rough faults alters normal (and shear) stress. How does roughness affect rupture propagation? What are characteristics of high frequency ground motion and how are they related to γ, amount of slip, etc.?

    10-2

    100

    102

    10-12

    10-10

    10-8

    10-6

    10-4

    10-2

    100

    102

    Wavelength normal to slip (m)

    rewoP

    lartcepssnedity

    )m(

    3 β

    λ

    =3

    H=

    0.01

    -1410

    10-4

    10-2

    100

    102

    10-14

    10-12

    10-10

    10-8

    10-6

    10-4

    10-2

    rewoP

    lartcepssnedity

    )m(

    3

    10-4

    Wavelength parallel to slip (m)

    β

    λ

    =3

    H10.0

    =

    β =1

    β =3

    Noise level

    Noise level

    Erosionalsurface

    Little RockSplit Mt. 1Split Mt. 2Mecca HillsChimney Rock

    Small faults Large faultsFlower Pit 1Flower Pit 2KF1KF2Dixie V.River Mt.

    BA

    [Sagy et al., 2007]

    We modeled antiplane and in-plane ruptures on rough faults (having band-limited self-similar profile). Antiplane rupture process was minimally altered by roughness, but high fre-quencies are evident in seismograms. In-plane rupture pro-cess was far more sensitive to roughness due to large changes in normal and shear stress. Changes will be even more extreme when shorter wavelength roughness is mod-eled. Caution: While these figures show only minor pertur-bations to rupture process at γ=10−3 for in-plane case, this may change when using smaller cut-off wavelength!

    We use similar wave decomposition when applying boundary conditions. Use one-sided reconstructions near boundaries (and faults). Preserve Riemann in-variants (as calculated by finite difference solution of PDEs) propagating from medium into boundary, set amplitudes of outward propagating waves to sat-isfy boundary conditions. For example, consider 1D case with fault at x=0. 1. update all fields with finite difference solution of PDEs2. preserve value of Riemann invariants propagating into fault

    3. solve together with friction law:

    σ xz− − μ c( )vz− = σ xz− ,FD − μ c( )vz− ,FD

    σ xz+ + μ c( )vz+ = σ xz+ ,FD + μ c( )vz+ ,FD

    σ xz− = σ xz

    + = τ − τ 0 , V = vz+ − vz

    φ =12

    σ xz+ ,FD + σ xz

    − ,FD( ) + μ c( ) vz+ ,FD − vz− ,FD( )⎡⎣ ⎤⎦⇒ τ = τ 0 − μ 2c( )V + φ

    τ = f V( )σ