Computation of incompressible bubble dynamics with a stabilized finite element level set method

This paper presents a stabilized finite element method for the three dimensional computation of incompressible bubble dynamics using a level set method. The interface between the two phases is resolved using the level set approach developed by Sethian [Level Set Methods and Fast Marching Methods, Cambridge University Press, 1999], Sussman et al. [J. Comput. Phys. 114 (1994) 146], and Sussman et al. [J. Comput. Phys. 148 (1999) 81–124]. In this approach the interface is represented as a zero level set of a smooth function. The streamline-upwind/Petrov–Galerkin method was used to discretize the governing flow and level set equations. The continuum surface force (CSF) model proposed by Brackbill et al. [J. Comput. Phys. 100 (1992) 335–354] was applied in order to account for surface tension effects. To restrict the interface from moving while re-distancing, an improved re-distancing scheme proposed in the finite difference context [J. Comput. Phys. 148 (1999) 81–124] is adapted for finite element discretization. This enables us to accurately compute the flows with large density and viscosity differences, as well as surface tension. The capability of the resultant algorithm is demonstrated with two and three dimensional numerical examples of a single bubble rising through a quiescent liquid, and two bubble coalescence.     

Adaptive moving mesh methods for two-dimensional resistive magneto-hydrodynamic PDE models

An adaptive moving mesh technique is applied to magneto-hydrodynamics (MHD) model problem. The moving mesh strategy is based on the approach proposed in Li et al. [Li R, Tang T, Zhang P. Moving mesh methods in multiple dimensions based on harmonic maps. J Comput Phys 2001;170:562-88] to separate the mesh-moving and PDE evolution at each time step. The Magneto-hydrodynamic equations are discretized by a finite-volume method in space, and the mesh-moving part is realized by solving the Euler-Lagrange equations to minimize a certain variation with the directional splitting monitor function. A conservative interpolation is used to redistribute the numerical solutions on the new meshes. Numerical results demonstrate the accuracy and effectiveness of the proposed algorithm.     

Spatially adaptive techniques for level set methods and incompressible flow

Since the seminal work of [Sussman, M, Smereka P, Osher S. A level set approach for computing solutions to incompressible two-phase flow. J Comput Phys 1994;114:146–59] on coupling the level set method of [Osher S, Sethian J. Fronts propagating with curvature-dependent speed: algorithms based on Hamilton–Jacobi formulations. J Comput Phys 1988;79:12–49] to the equations for two-phase incompressible flow, there has been a great deal of interest in this area. That work demonstrated the most powerful aspects of the level set method, i.e. automatic handling of topological changes such as merging and pinching, as well as robust geometric information such as normals and curvature. Interestingly, this work also demonstrated the largest weakness of the level set method, i.e. mass or information loss characteristic of most Eulerian capturing techniques. In fact, [Sussman M, Smereka P, Osher S. A level set approach for computing solutions to incompressible two-phase flow. J Comput Phys 1994;114:146–59] introduced a partial differential equation for battling this weakness, without which their work would not have been possible. In this paper, we discuss both historical and most recent works focused on improving the computational accuracy of the level set method focusing in part on applications related to incompressible flow due to both of its popularity and stringent accuracy requirements. Thus, we discuss higher order accurate numerical methods such as Hamilton–Jacobi WENO [Jiang G-S, Peng D. Weighted ENO schemes for Hamilton–Jacobi equations. SIAM J Sci Comput 2000;21:2126–43], methods for maintaining a signed distance function, hybrid methods such as the particle level set method [Enright D, Fedkiw R, Ferziger J, Mitchell I. A hybrid particle level set method for improved interface capturing. J Comput Phys 2002;183:83–116] and the coupled level set volume of fluid method [Sussman M, Puckett EG. A coupled level set and volume-of-fluid method for computing 3d and axisymmetric incompressible two-phase flows. J Comput Phys 2000;162:301–37], and adaptive gridding techniques such as the octree approach to free surface flows proposed in [Losasso F, Gibou F, Fedkiw R. Simulating water and smoke with an octree data structure, ACM Trans Graph (SIGGRAPH Proc) 2004;23:457–62].     

A variational approach to multi-phase motion of gas, liquid and solid based on the level set method

We propose a simple and robust numerical algorithm to deal with multi-phase motion of gas, liquid and solid based on the level set method [S. Osher, J.A. Sethian, Front propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulation, J. Comput. Phys. 79 (1988) 12; M. Sussman, P. Smereka, S. Osher, A level set approach for capturing solution to incompressible two-phase flow, J. Comput. Phys. 114 (1994) 146; J.A. Sethian, Level Set Methods and Fast Marching Methods, Cambridge University Press, 1999; S. Osher, R. Fedkiw, Level Set Methods and Dynamics Implicit Surface, Applied Mathematical Sciences, vol. 153, Springer, 2003]. In Eulerian framework, to simulate interaction between a moving solid object and an interfacial flow, we need to define at least two functions (level set functions) to distinguish three materials. In such simulations, in general two functions overlap and/or disagree due to numerical errors such as numerical diffusion. In this paper, we resolved the problem using the idea of the active contour model [M. Kass, A. Witkin, D. Terzopoulos, Snakes: active contour models, International Journal of Computer Vision 1 (1988) 321; V. Caselles, R. Kimmel, G. Sapiro, Geodesic active contours, International Journal of Computer Vision 22 (1997) 61; G. Sapiro, Geometric Partial Differential Equations and Image Analysis, Cambridge University Press, 2001; R. Kimmel, Numerical Geometry of Images: Theory, Algorithms, and Applications, Springer-Verlag, 2003] introduced in the field of image processing.     

Simulation of spilling breaking waves using a two phase flow CFD model

A two phase flow CFD model has been developed for 2D spilling breaking wave simulations. A mass conservative level set method similar to Olsson and Kreiss [Olsson E, Kreiss G. A conservative level set method for two phase flow. J Comput Phys 2005;210(1):225–46] is implemented for capturing the air–water interface. The solver is discretised using a finite volume method based on a curvilinear coordinate system. A fully implicit fractional step method is used to advance simulations in time. The solver has been tested and validated by repeating benchmark results of dam breaking simulation and travelling solitary wave simulation. Finally, we employ this solver to simulate spilling breaking waves in the surf zone. Our results show that surface elevations, the location of the breaking point and undertow profiles can generally be well captured. We have also found that temporal and spatial schemes may have significant impacts on computational results.     

A comparable study of image approximations to the reaction field

The recently developed high-order accurate multiple image approximation to the reaction field for a charge inside a dielectric sphere [J. Comput. Phys. 223 (2007) 846-864] is compared favorably to other commonly employed reaction field schemes. These methods are of particular interest because they are useful in the study of biological macromolecules by the Monte Carlo and Molecular Dynamics methods.     

A fast level set framework for large three-dimensional topography simulations

We present fast methods to describe the surface evolution of large three-dimensional structures. Based on the sparse field level set method and the hierarchical run-length encoding level set data structure optimal figures for the computation time and for the memory consumption are achieved. Furthermore, we introduce a new multi-level-set technique, which is able to incorporate multiple material regions, and which can also handle material specific surface speeds accurately. We also describe an optimal algorithm for the visibility check for unidirectional etching. The presented techniques are demonstrated on various examples.     

Numerical solution of differential equations using Haar wavelets

Haar wavelet techniques for the solution of ODE and PDE is discussed. Based on the Chen–Hsiao method [C.F. Chen, C.H. Hsiao, Haar wavelet method for solving lumped and distributed-parameter systems, IEE Proc.—Control Theory Appl. 144 (1997) 87–94; C.F. Chen, C.H. Hsiao, Wavelet approach to optimising dynamic systems, IEE Proc. Control Theory Appl. 146 (1997) 213–219] a new approach—the segmentation method—is developed. Five test problems are solved. The results are compared with the result obtained by the Chen–Hsiao method and with the method of piecewise constant approximation [C.H. Hsiao, W.J. Wang, Haar wavelet approach to nonlinear stiff systems, Math. Comput. Simulat. 57 (2001) 347–353; S. Goedecker, O. Ivanov, Solution of multiscale partial differential equations using wavelets, Comput. Phys. 12 (1998) 548–555].     

Fast algorithms for high-order numerical methods for space-fractional diffusion equations

In this paper, fast numerical methods for solving space-fractional diffusion equations are studied in two stages. Firstly, a fast direct solver for an implicit finite difference scheme proposed by Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805], which is fourth-order accurate in space and second-order accurate in time, is developed based on a circulant-and-skew-circulant (CS) representation of Toeplitz matrix inversion. Secondly, boundary value method with spatial discretization of Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805] is adopted to produce a numerical solution with higher order accuracy in time. Particularly, a method with fourth-order accuracy in both space and time can be achieved. GMRES method is employed for solving the discretized linear system with two preconditioners. Based on the CS representation of Toeplitz matrix inversion, the two preconditioners can be applied efficiently, and the convergence rate of the preconditioned GMRES method is proven to be fast. Numerical examples are given to support the theoretical analysis.     

On the numerical treatment of an ordinary differential equation arising in one-dimensional non-Fickian diffusion problems

In a recent study, Chen and Liu [Comput. Phys. Comm. 150 (2003) 31] considered a one-dimensional, linear non-Fickian diffusion problem with a potential field, which, upon application of the Laplace transform, resulted in a second-order linear ordinary differential equation which was solved by means of a control-volume finite difference method that employs exponential shape functions. It is first shown that this formulation does not properly account for the spatial dependence of the drift forces and results in oscillatory solutions near the left boundary when these forces are large. A piecewise linearized method that provides piecewise analytical solutions, is exact in exact arithmetic for constant coefficients, homogeneous, second-order linear ordinary differential equations and results in three-point finite difference equations is then proposed. Numerical simulations indicate that the piecewise linearized method is free from unphysical oscillations and more accurate than that of Chen and Liu, especially for large drift forces. The method is then applied to non-Fickian diffusion problems with non-constant drift forces in order to determine the effects of the potential field on the concentration distribution.     

Level Set Equations on Surfaces via the Closest Point Method

Level set methods have been used in a great number of applications in ?² and ?³ and it is natural to consider extending some of these methods to problems defined on surfaces embedded in ?³ or higher dimensions. In this paper we consider the treatment of level set equations on surfaces via a recent technique for solving partial differential equations (PDEs) on surfaces, the Closest Point Method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943–1961, [2008]). Our main modification is to introduce a Weighted Essentially Non-Oscillatory (WENO) interpolation step into the Closest Point Method. This, in combination with standard WENO for Hamilton–Jacobi equations, gives high-order results (up to fifth-order) on a variety of smooth test problems including passive transport, normal flow and redistancing. The algorithms we propose are straightforward modifications of standard codes, are carried out in the embedding space in a well-defined band around the surface and retain the robustness of the level set method with respect to the self-intersection of interfaces. Numerous examples are provided to illustrate the flexibility of the method with respect to geometry.     

Numerical solution of the shallow water equations with a fractional step method

A fractional step technique for the numerical solution of the shallow water equations is applied to study the evolution of the potential vorticity field. The height and velocity field of the shallow water equations are discretized on a fixed Eulerian grid and time-stepped with a fractional step method recently reported in [M. Shoucri, Comput. Phys. Comm. 164 (2004) 396; M. Shoucri, A. Qaddouri, M. Tanguay, J. Côté, A Fractional Steps Method for the Numerical Solution of the Shallow Water Equations, International Workshop on Solution of Partial Differential Equations, The Fields Institute, Toronto, August 2002], where the Riemann invariants of the equations are interpolated at each time step along the characteristics using a cubic spline interpolation. The potential vorticity, which develops steep gradients and evolve into thin filaments during the evolution, is nicely calculated at every time-step from the solution of the code. The method is efficient and has lower numerical diffusion than other methods, since it evolves the equations without the iterative steps involved in the multi-dimensional interpolation problem, and without the iteration associated with the intermediate step of solving a Helmholtz equation, usually associated with other methods like the semi-Lagrangian method. The absence of iterative steps in the present technique makes it very suitable for problems in which small time steps and grid sizes are required, as for instance in the present problem where steepness of the gradients and small scale structures are the main features of the potential vorticity, and more generally for problems of regional climate modeling. The simplicity of the method makes it very suitable for parallel computer.     

An analysis of and a comparison between the discontinuous Galerkin and the spectral finite volume methods

The discontinuous Galerkin method has been developed and applied extensively to solve hyperbolic conservation laws in recent years. More recently Wang et al. developed a class of discontinuous Petrov–Galerkin method, termed spectral (finite) volume method [J. Comput. Phys. 78 (2002) 210; J. Comput. Phys. 179 (2002) 665; J. Sci. Comput. 20 (2004) 137]. In this paper we perform a Fourier type analysis on both methods when solving linear one-dimensional conservation laws. A comparison between the two methods is given in terms of accuracy, stability, and convergence. Numerical experiments are performed to validate this analysis and comparison.     

A fourth-order symplectic exponentially fitted integrator

A numerical method for ordinary differential equations is called symplectic if, when applied to Hamiltonian problems, it preserves the symplectic structure in phase space, thus reproducing the main qualitative property of solutions of Hamiltonian systems. In a previous paper [G. Vanden Berghe, M. Van Daele, H. Van de Vyver, Exponential fitted Runge-Kutta methods of collocation type: fixed or variable knot points?, J. Comput. Appl. Math. 159 (2003) 217-239] some exponentially fitted RK methods of collocation type are proposed. In particular, three different versions of fourth-order exponentially fitted Gauss methods are described. It is well known that classical Gauss methods are symplectic. In contrast, the exponentially fitted versions given in [G. Vanden Berghe, M. Van Daele, H. Van de Vyver, Exponential fitted Runge-Kutta methods of collocation type: fixed or variable knot points?, J. Comput. Appl. Math. 159 (2003) 217-239] do not share this property. This paper deals with the construction of a fourth-order symplectic exponentially fitted modified Gauss method. The RK method is modified in the sense that two free parameters are added to the Buthcher tableau in order to retain symplecticity.     

Hermite WENO Schemes and Their Application as Limiters for Runge-Kutta Discontinuous Galerkin Method,III: Unstructured Meshes

In [J. Comput. Phys. 193:115–135, 2004] and [Comput. Fluids 34:642–663, 2005], Qiu and Shu developed a class of high order weighted essentially non-oscillatory (WENO) schemes based on Hermite polynomials, termed HWENO (Hermite WENO) schemes, for solving nonlinear hyperbolic conservation law systems, and applied them as limiters for the Runge-Kutta discontinuous Galerkin (RKDG) methods on structured meshes. In this continuation paper, we extend the method to solve two dimensional problems on unstructured meshes. The emphasis is again on the application of such HWENO finite volume methodology as limiters for RKDG methods to maintain compactness of RKDG methods. Numerical experiments for two dimensional Burgers’ equation and Euler equations of compressible gas dynamics are presented to show the effectiveness of these methods. The research was partially supported by the European project ADIGMA on the development of innovative solution algorithms for aerodynamic simulations, NSFC grant 10671091 and JSNSF BK2006511.     

ADER schemes on unstructured meshes for nonconservative hyperbolic systems: Applications to geophysical flows

We develop a new family of well-balanced path-conservative quadrature-free one-step ADER finite volume and discontinuous Galerkin finite element schemes on unstructured meshes for the solution of hyperbolic partial differential equations with non-conservative products and stiff source terms. The fully discrete formulation is derived using the recently developed framework of explicit one-step P_NP_M schemes of arbitrary high order of accuracy in space and time for conservative hyperbolic systems [Dumbser M, Balsara D, Toro EF, Munz CD. A unified framework for the construction of one-step finite-volume and discontinuous Galerkin schemes. J Comput Phys 2008;227:8209–53]. The two key ingredients of our high order approach are: first, the high order accurate P_NP_M reconstruction operator on unstructured meshes, using the WENO strategy presented in [Dumbser M, Käser M, Titarev VA Toro EF. Quadrature-free non-oscillatory finite volume schemes on unstructured meshes for nonlinear hyperbolic systems. J Comput Phys 2007;226:204–43] to ensure monotonicity at discontinuities, and second, a local space–time Galerkin scheme to predict the evolution of the reconstructed polynomial data inside each element during one time step to obtain a high order accurate one-step time discretization. This approach is also able to deal with stiff source terms as shown in [Dumbser M, Enaux C, Toro EF. Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws. J Comput Phys 2008;227:3971–4001]. These two key ingredients are combined with the recently developed path-conservative methods of Parés [Parés C. Numerical methods for nonconservative hyperbolic systems: a theoretical framework. SIAM J Numer Anal 2006;44:300–21] and Castro et al. [Castro MJ, Gallardo JM, Parés C. High-order finite volume schemes based on reconstruction of states for solving hyperbolic systems with nonconservative products. Applications to shallow-water systems. Math Comput 2006;75:1103–34] to treat the non-conservative products properly. We show applications of our method to the two-layer shallow water equations as well as applications to the recently published depth-averaged two-fluid flow model of Pitman and Le [Pitman EB, Le L. A two-fluid model for avalanche and debris flows. Philos Trans Roy Soc A 2005;363:1573–601].     

Efficient solution of a class of partial integro-differential equation in reproducing kernel space

In [Y.l. Wang, T. Chaolu, Z. Chen, Using reproducing kernel for solving a class of singular weakly nonlinear boundary value problems, Int. J. Comput. Math. 87(2) (2010), pp. 367–380], we present three algorithms to solve a class of ordinary differential equations boundary value problems in reproducing kernel space. It is worth noting that our methods can get the solution of partial integro-differential equation. In this note, we use method 2 [M. Dehghan, Solution of a partial integro-differential equation arising from viscoelasticity, Int. J. Comput. Math. 83(1) (2006), pp. 123–129] to solve a class of partial integro-differential equation in reproducing kernel space. Numerical example shows our method is effective and has high accuracy.     

Level Set Calculations for Incompressible Two-Phase Flows on a Dynamically Adaptive Grid

We present a coupled moving mesh and level set method for computing incompressible two-phase flow with surface tension. This work extends a recent work of Di et al. [(2005). SIAM J. Sci. Comput. 26, 1036–1056] where a moving mesh strategy was proposed to solve the incompressible Navier–Stokes equations. With the involvement of the level set function and the curvature of the interface, some subtle issues in the moving mesh scheme, in particular the solution interpolation from the old mesh to the new mesh and the choice of monitor functions, require careful considerations. In this work, a simple monitor function is proposed that involves both the level set function and its curvature. The purpose for designing the coupled moving mesh and level set method is to achieve higher resolution for the free surface by using a minimum amount of additional expense. Numerical experiments for air bubbles and water drops are presented to demonstrate the effectiveness of the proposed scheme.     

Boundary point method for linear elasticity using constant and quadratic moving elements

Based on the boundary integral equations and stimulated by the work of Young et al. [J Comput Phys 2005;209:290–321], the boundary point method (BPM) is a newly developed boundary-type meshless method enjoying the favorable features of both the method of fundamental solution (MFS) and the boundary element method (BEM). The present paper extends the BPM to the numerical analysis of linear elasticity. In addition to the constant moving elements, the quadratic moving elements are introduced to improve the accuracy of the stresses near the boundaries in the post processing and to enhance the analysis for thin-wall structures. Numerical tests of the BPM are carried out by benchmark examples in the two- and three-dimensional elasticity. Good agreement is observed between the numerical and the exact solutions.