A multi-level boundary element method for Stokes flows in irregular two-dimensional domains

Recently, we have developed multi-level boundary element methods (MLBEM) for the solution of the Laplace and Helmholtz equations that involve asymptotically decaying non-oscillatory and oscillatory singular kernels, respectively. The accuracy and efficiency of the fast boundary element methods for steady-state heat diffusion and acoustics problems have been investigated for square domains. The current work extends the MLBEM methodology to the solution of Stokes equation in more complex two-dimensional domains. The performance of the fast boundary element method for the Stokes flows is first investigated for a model problem in a unit square. Then, we consider an example problem possessing an analytical solution in a rectangular domain with 5:1 aspect ratio, and finally, we study the performance of the MLBEM algorithm in a C-shaped domain.     

A simple implementation of the immersed interface methods for Stokes flows with singular forces

In this paper, we introduce a simple version of the immersed interface method (IIM) for Stokes flows with singular forces along an interface. The numerical method is based on applying the Taylor’s expansions along the normal direction and incorporating the solution and its normal derivative jumps into the finite difference approximations. The fluid variables are solved in a staggered grid, and a new accurate interpolating scheme for the non-smooth velocity has been developed. The numerical results show that the scheme is second-order accurate.     

On the immersed interface method for solving time-domain Maxwell's equations in materials with curved dielectric interfaces

This paper deals with accurate numerical simulation of two-dimensional time-domain Maxwell's equations in materials with curved dielectric interfaces. The proposed fully second-order scheme is a hybridization between the immersed interface method (IIM), introduced to take into account curved geometries in structured schemes, and the Lax-Wendroff scheme, usually used to improve order of approximations in time for partial differential equations. In particular, the IIM proposed for two-dimensional acoustic wave equations with piecewise constant coefficients [C. Zhang, R.J. LeVeque, The immersed interface method for acoustic wave equations with discontinuous coefficients, Wave Motion 25 (1997) 237-263] is extended through a simple least squares procedure to such Maxwell's equations. Numerical results from the simulation of electromagnetic scattering of a plane incident wave by a dielectric circular cylinder appear to indicate that, compared to the original IIM for the acoustic wave equations, the augmented IIM with the proposed least squares fitting greatly improves the long-time stability of the time-domain solution. Semi-discrete finite difference schemes using the IIM for spatial discretization are also discussed and numerically tested in the paper.     

An immersed interface method for the Vortex-In-Cell algorithm

The paper presents a two-dimensional immersed interface technique for the Vortex-In-Cell (VIC) method for simulation of flows past bodies of complex geometry. The particle–mesh VIC algorithm is augmented by a local particle–particle correction term in a Particle–Particle Particle–Mesh (P³M) context to resolve sub-grid scales incurred by the presence of the immersed interface. The particle–particle correction furthermore allows to disjoin mesh and particle resolution by explicitly resolving sub-grid scales on the particles. This P³M algorithm uses an influence matrix technique to annihilate the anisotropic sub-grid scales and adds an exact particle–particle correction term. Free-space boundary conditions are satisfied through the use of modified Green’s functions in the solution of the Poisson equation for the streamfunction. The concept is extended such as to provide exact velocity predictions on the mesh with free-space boundary conditions.The random walk technique is employed for the diffusion in order to relax the need for a remeshing of the computational elements close to solid boundaries. A novel partial remeshing technique is introduced which only performs remeshing of the vortex elements which are located sufficiently distant from the immersed interfaces, thus maintaining a sufficient spatial representation of the vorticity field.Convergence of the present P³M algorithm is demonstrated for a circular patch of vorticity. The immersed interface technique is applied to the flow past a circular cylinder at a Reynolds number of 3000 and the convergence of the method is demonstrated by a systematic refinement of the spatial parameters. Finally, the flow past a cactus-like geometry is considered to demonstrate the efficient handling of complex bluff body geometries. The simulations offer an insight into physically interesting flow behavior involving a temporarily negative total drag force on the section.     

Modified homotopy perturbation method for solving the Stokes equations

A new approach is proposed for the stationary Stokes equations. Based on the homotopy perturbation method, some iterative algorithms are constructed, and four kinds of perturbation cases are considered respectively. Numerical experiments show that these algorithms are simple and effective.     

A front-tracking method with projected interface conditions for compressible multi-fluid flows

A front-tracking method for compressible multi-fluid flows is presented, where marker points are used both for tracking fluid interfaces and also for constructing the Riemann problem on the interfaces. The Riemann problem between the two fluid phases (defined in the interface normal direction) is solved using the exact Riemann solver on the marker points. The solutions are projected onto fixed grid points and then extrapolated into the corresponding ghost-fluid regions, to be used as boundary conditions. Each fluid phase is solved separately as in the ghost-fluid method. The proposed procedures, especially the projection of the exact Riemann solutions onto the fluid grids, are designed to be simple and consistent in any spatial dimensions. Several multi-fluid problems, including the breakup of a water cylinder induced by the passage of a shock wave were computed in order to demonstrate the capability of the proposed method.     

An interface capturing method for free-surface hydrodynamic flows

An interface capturing method based on a numerically revisited procedure for velocity and pressure coupling is worked out. The new treatment of density discontinuity is formulated in the framework of the finite volume methodology for arbitrary unstructured grids. A simple analytical pressure-like model case is presented to illustrate the accuracy of the numerical implementation of the treatment of discontinuous variables. Then, the method is implemented in a viscous flow solver and applied to free-surface flows, including the two-dimensional Rayleigh-Taylor instability problem and three-dimensional hydrodynamic flows for the prediction of ship waves around the Series 60 model ship with and without drift angles. These latter simulations show excellent agreement with the experimental results illustrated by comparisons of free-surface elevations and also velocity field.     

Stratified smooth two-phase flow using the immersed interface method

The immersed interface method is used to derive a numerical method for solving fully developed, stratified smooth two-phase flow in pipes. This sharp interface technique makes the representation of the interface independent of the grid structure, and it allows for using an arbitrary shaped interface. The two-dimensional steady-state axial momentum equation is discretized and solved using a finite difference scheme on a composite, overlapping grid with local grid refinement near the interface and near the pipe wall. A low Reynolds number k-ε turbulence model is adopted to account for the effect of turbulence. A level set function is used to represent the interface. Numerical results are presented for laminar and turbulent flows. The numerical method compares well with analytical solution for laminar flow, and it shows acceptable agreement with experimental data for turbulent flow. A few examples are given to demonstrate the capability of the method to solve flow problems with a complex shaped interface.     

A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains

Fractional partial differential equations (PDEs) provide a powerful and flexible tool for modeling challenging phenomena including anomalous diffusion processes and long-range spatial interactions, which cannot be modeled accurately by classical second-order diffusion equations. However, numerical methods for space-fractional PDEs usually generate dense or full stiffness matrices, for which a direct solver requires $O\left(N^3\right)$ computations per time step and $O\left(N^2\right)$ memory, where $N$ is the number of unknowns. The significant computational work and memory requirement of the numerical methods makes a realistic numerical modeling of three-dimensional space-fractional diffusion equations computationally intractable.Fast numerical methods were previously developed for space-fractional PDEs on multidimensional rectangular domains, without resorting to lossy compression, but rather, via the exploration of the tensor-product form of the Toeplitz-like decompositions of the stiffness matrices. In this paper we develop a fast finite difference method for distributed-order space-fractional PDEs on a general convex domain in multiple space dimensions. The fast method has an optimal order storage requirement and almost linear computational complexity, without any lossy compression. Numerical experiments show the utility of the method.     

A fast preconditioner for the incompressible Navier Stokes Equations

The pressure matrix method is a well known scheme for the solution of the incompressible Navier–Stokes equations by splitting the computation of the velocity and the pressure fields (see, e.g., [17]). However, the set-up of effective preconditioners for the pressure matrix is mandatory in order to have an acceptable computational cost. Different strategies can be pursued (see, e.g., [6, 22 , 4, 7, 9]). Inexact block LU factorizations of the matrix obtained after the discretization and linearization of the problem, originally proposed as fractional step solvers, provide also a strategy for building effective preconditioners of the pressure matrix (see [23]). In this paper, we present numerical results about a new preconditioner, based on an inexact factorization. The new preconditioner applies to the case of the generalized Stokes problem and to the Navier–Stokes one, as well. In the former case, it improves the performances of the well known Cahouet–Chabard preconditioner (see [2]). In the latter one, numerical results presented here show an almost optimal behavior (with respect to the space discretization) and suggest that the new preconditioner is well suited also for flexible or inexact strategies, in which the systems for the preconditioner are solved inaccurately.     

A fast algorithm for solving special tridiagonal systems

In this paper, a fast algorithm for solving the special tridiagonal system is presented. This special tridiagonal system is a symmetric diagonally dominant and Toeplitz system of linear equations. The error analysis is also given. Our algorithm is quite competitive with the Gaussian elimination, cyclic reduction, specialLU factorization, reversed triangular factorization, and Toeplitz factorization methods. In addition, our result can be applied to solve the near-Toeplitz tridiagonal system. Some examples demonstrate the good efficiency and stability of our algorithm.     

Using integral equations and the immersed interface method to solve immersed boundary problems with stiff forces

We propose a fast, explicit numerical method for computing approximations for the immersed boundary problem in which the boundaries that separate the fluid into two regions are stiff. In the numerical computations of such problems, one frequently has to contend with numerical instability, as the stiff immersed boundaries exert large forces on the local fluid. When the boundary forces are treated explicitly, prohibitively small time-steps may be required to maintain numerical stability. On the other hand, when the boundary forces are treated implicitly, the restriction on the time-step size is reduced, but the solution of a large system of coupled non-linear equations may be required. In this work, we develop an efficient method that combines an integral equation approach with the immersed interface method. The present method treats the boundary forces explicitly. To reduce computational costs, the method uses an operator-splitting approach: large time-steps are used to update the non-stiff advection terms, and smaller substeps are used to advance the stiff boundary. At each substep, an integral equation is computed to yield fluid velocity local to the boundary; those velocity values are then used to update the boundary configuration. Fluid variables are computed over the entire domain, using the immersed interface method, only at the end of the large advection time-steps. Numerical results suggest that the present method compares favorably with an implementation of the immersed interface method that employs an explicit time-stepping and no fractional stepping.     

A second-order curvilinear to Cartesian transformation of immersed interfaces and boundaries. Application to fictitious domains and multiphase flows

A global methodology dealing with fictitious domains of all kinds on curvilinear grids is presented. The main idea is to transform the curvilinear framework and its associated elements (velocity, immersed interfaces…) into a Cartesian grid. On such grids, many operations can be performed much faster than on curvilinear grids. The method is coupled with a Thread Ray-casting algorithm which works on Cartesian grids only. This algorithm computes quickly the Heaviside function related to the interior of an object on an Eulerian grid. The approach is also coupled with an immersed boundary method (L²-penalty) or with phase advection methods such as VOF–PLIC, VOF–TVD, Front-tracking or Level-set approaches. Applications, convergence and speed tests are performed for shape initializations, immersed boundary methods, and interface tracking.     

Behaviour of an immersed boundary method in unsteady flows over sharp-edged bodies

The behaviour of the immersed boundary method proposed by Goldstein et al. [Goldstein D, Handler R, Sirovich L. Modelling a no-slip boundary condition with an external force field. J Comput Phys 1993;105:354-66] as a second-order damped control system is investigated. The natural frequency and the damping coefficient are introduced as driving parameters of the method. The comparison between the velocity response at forced points in the startup flow over a square cylinder with the theoretical response of a second-order damped oscillator is performed. The role of each parameter appears clearly. At the beginning of the startup flow, the response time depends directly on the natural frequency, and this parameter determines the level of residual velocities achieved in an unsteady flow. The damping coefficient drives the oscillation of the velocity response at the beginning of the startup flow, but has negligible influence during the establishment and in the unsteady flow. At forced points facing no unsteady perturbation from the flow, the zero-velocity set point is reached asymptotically, as usual in second-order damped-systems. Through the simulation of the flow over a blunt flat plat at Re=1000, it is observed that the initial thickness of the mixing layer due to the separation at the edge may vary during the simulation because the sharpness of the edge increases as the residual velocities decrease. This insight gained on the behaviour of the response allows a time-step optimisation, which, completed with comparisons to reference literature results, confirms the feedback forcing method a competitive tool for accessing near-wall unsteady flow over sharp-edged bodies.     

An immersed boundary method on Cartesian adaptive grids for the simulation of compressible flows around arbitrary geometries

In this article, we present an immersed boundary method for the simulation of compressible flows of complex geometries encountered in aerodynamics. The immersed boundary methods allow the mesh not to conform to obstacles, whose influence is taken into account by modifying the governing equations locally (either by a source term within the equation or by imposing the flow variables or fluxes locally, similarly to a boundary condition). A main feature of the approach which we propose is that it relies on structured Cartesian grids in combination with a dedicated HPC Cartesian solver, taking advantage of their low memory and CPU time requirements but also the automation of the mesh generation and adaptation. Turbulent flow simulations are performed by solving the Reynolds-averaged Navier–Stokes equations or by a Large-Eddy simulation approach, in combination with a wall function at high Reynolds number, to mitigate the cell count resulting from the isotropic nature of Cartesian cells. The objective of this paper is to demonstrate that this automatic workflow is fast and robust and enables to get quantitative aerodynamics results on geometrically complex configurations. Results obtained are in good agreement with classical body-fitted approaches but with a significant reduction of the time of the whole process, that is a day for RANS simulations, including the mesh generation.

     

A fast interative method for solving regularized parameter identification problems in elliptic boundary value problems

We study the regularization method applied to the numerical identification of the diffusion coefficienta(x) within a linear two-point boundary value problem of 2nd order. For solving the corresponding regularized discrete nonlinear minimization problems the Gauss-Newton method is analyzed. We describe an effective way for performing one iteration step which requires to solve only two tridiagonal systems of equations.     

A fast vector algorithm for solving tridiagonal linear equations

We present a fast vector algorithm which solves tridiagonal linear equations by an optimum synthesis of the inherently recursive Gaussian elimination and the parallel though complex cyclic reduction. The idea is to perform an incomplete cyclic reduction to bring the dimension of the tridiagonal system efficiently below a characteristic size n^* and then to solve the remaining system by Gaussian elimination. Extensive numerical experiments on the CYBER 205 and the CRAY X-MP computers reveal a maximum vector speedup of 13 and prove n^* to reflect the architecture of the vector computer. The performance is further enhanced when a feq right-hand sides are treated simultaneously.     

On the stability of the reduced basis method for Stokes equations in parametrized domains

We present an application of reduced basis method for Stokes equations in domains with affine parametric dependence. The essential components of the method are (i) the rapid convergence of global reduced basis approximations - Galerkin projection onto a space W_N spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) the off-line/on-line computational procedures decoupling the generation and projection stages of the approximation process.The operation count for the on-line stage - in which, given a new parameter value, we calculate an output of interest - depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control. Particular attention is given (i) to the pressure treatment of incompressible Stokes problem; (ii) to find an equivalent inf-sup condition that guarantees stability of reduced basis solutions by enriching the reduced basis velocity approximation space with the solutions of a supremizer problem; (iii) to provide algebraic stability of the problem by reducing the condition number of reduced basis matrices using an orthonormalization procedure applied to basis functions; (iv) to reduce computational costs in order to allow real-time solution of parametrized problem.     

An iterative method for solving 2D wave problems in infinite domains

This paper presents a new method for solving two-dimensional wave problems in infinite domains. The method yields a solution that satisfies Sommerfeld's radiation condition, as required for the correct solution of infinite domains excited only locally. It is obtained by iterations. An infinite domain is first truncated by introducing an artificial finite boundary (β), on which some boundary conditions are imposed. The finite computational domain in each iteration is subjected to actual boundary conditions and to different (Dirichlet or Neumann) fictive boundary conditions on β.     

Finite element methods for the Stokes problem on complicated domains

It is a standard assumption in the error analysis of finite element methods that the underlying finite element mesh has to resolve the physical domain of the modeled process. In case of complicated domains which appear in many applications such as ground water flows this requirement sometimes becomes a bottleneck. The resolution condition links the computational complexity to the number (and size) of geometric details although the accuracy requirements, possibly, are moderate and would allow a (locally) coarse mesh width. Therefore even the coarsest available discretization can lead to a huge number of unknowns. The composite mini element is a remedy to this dilemma because the degrees of freedom are not linked to the number of geometric details. The basic concept for the Stokes problem with uniform no-slip boundary conditions has been introduced and analyzed in [D. Peterseim, S. Sauter, The composite mini element – coarse mesh computation of Stokes flows on complicated domains, SINUM, 46(6) (2008) 3181–3206]. Here, we generalize the composite mini element to slip, leak and Neumann boundary conditions so that it becomes applicable to this much larger and more important problem class. The main results are (a) the algorithmic concept remains unchanged and the new boundary conditions can be implemented as a weighted quadrature rule, (b) the stability and convergence can be proved under very mild assumption on the domain geometries, (c) the analysis is far from trivial and requires the development of substantially new tools compared to the simple case of uniform no-slip boundary conditions.