Improvements on open and traction boundary conditions for Navier–Stokes time-splitting methods

We present in this paper a numerical scheme for incompressible Navier–Stokes equations with open and traction boundary conditions, in the framework of pressure-correction methods. A new way to enforce this type of boundary condition is proposed and provides higher pressure and velocity convergence rates in space and time than found in the present state of the art. We illustrate this result by computing some numerical and physical tests. In particular, we establish reference solutions of a laminar flow in a geometry where a bifurcation takes place and of the unsteady flow around a square cylinder.     

An efficient method for the incompressible Navier–Stokes equations on irregular domains with no-slip boundary conditions,high order up to the boundary

Common efficient schemes for the incompressible Navier–Stokes equations, such as projection or fractional step methods, have limited temporal accuracy as a result of matrix splitting errors, or introduce errors near the domain boundaries (which destroy uniform convergence to the solution). In this paper we recast the incompressible (constant density) Navier–Stokes equations (with the velocity prescribed at the boundary) as an equivalent system, for the primary variables velocity and pressure. equation for the pressure. The key difference from the usual approaches occurs at the boundaries, where we use boundary conditions that unequivocally allow the pressure to be recovered from knowledge of the velocity at any fixed time. This avoids the common difficulty of an, apparently, over-determined Poisson problem. Since in this alternative formulation the pressure can be accurately and efficiently recovered from the velocity, the recast equations are ideal for numerical marching methods. The new system can be discretized using a variety of methods, including semi-implicit treatments of viscosity, and in principle to any desired order of accuracy. In this work we illustrate the approach with a 2-D second order finite difference scheme on a Cartesian grid, and devise an algorithm to solve the equations on domains with curved (non-conforming) boundaries, including a case with a non-trivial topology (a circular obstruction inside the domain). This algorithm achieves second order accuracy in the L^∞ norm, for both the velocity and the pressure. The scheme has a natural extension to 3-D.     

An unconditionally stable rotational velocity-correction scheme for incompressible flows

We present an unconditionally stable splitting scheme for incompressible Navier–Stokes equations based on the rotational velocity-correction formulation. The main advantages of the scheme are: (i) it allows the use of time step sizes considerably larger than the widely-used semi-implicit type schemes: the time step size is only constrained by accuracy; (ii) it does not require the velocity and pressure approximation spaces to satisfy the usual inf–sup condition: in particular, the equal-order finite element/spectral element approximation spaces can be used; (iii) it only requires solving a pressure Poisson equation and a linear convection–diffusion equation at each time step. Numerical tests indicate that the computational cost of the new scheme for each time step, under identical time step sizes, is even less expensive than the semi-implicit scheme with low element orders. Therefore, the total computational cost of the new scheme can be significantly less than the usual semi-implicit scheme.     

Sub-iteration leads to accuracy and stability enhancements of semi-implicit schemes for the Navier–Stokes equations

We present an iterative semi-implicit scheme for the incompressible Navier–Stokes equations, which is stable at CFL numbers well above the nominal limit. We have implemented this scheme in conjunction with spectral discretizations, which suffer from serious time step limitations at very high resolution. However, the approach we present is general and can be adopted with finite element and finite difference discretizations as well. Specifically, at each time level, the nonlinear convective term and the pressure boundary condition – both of which are treated explicitly in time – are updated using fixed-point iteration and Aitken relaxation. Eigenvalue analysis shows that this scheme is unconditionally stable for Stokes flows while numerical results suggest that the same is true for steady Navier–Stokes flows as well. This finding is also supported by error analysis that leads to the proper value of the relaxation parameter as a function of the flow parameters. In unsteady flows, second- and third-order temporal accuracy is obtained for the velocity field at CFL number 5–14 using analytical solutions. Systematic accuracy, stability, and cost comparisons are presented against the standard semi-implicit method and a recently proposed fully-implicit scheme that does not require Newton’s iterations. In addition to its enhanced accuracy and stability, the proposed method requires the solution of symmetric only linear systems for which very effective preconditioners exist unlike the fully-implicit schemes.     

Simulating 2D Flows with Viscous Vortex Dynamics

Approximate solutions of the two-dimensional Navier–Stokes equation can be constructed as a superposition of viscous Lamb vortices. Requiring minimum deviation from the Navier–Stokes equation, one gets a set of ordinary differential equations for the positions, strength and width of the vortices. We calculate the deviation of the solution from the Navier–Stokes equation in the square norm. The time dependence of this error is determined and discussed.     

Spectral/hp least-squares finite element formulation for the Navier–Stokes equations

We consider the application of least-squares finite element models combined with spectral/hp methods for the numerical solution of viscous flow problems. The paper presents the formulation, validation, and application of a spectral/hp algorithm to the numerical solution of the Navier–Stokes equations governing two- and three-dimensional stationary incompressible and low-speed compressible flows. The Navier–Stokes equations are expressed as an equivalent set of first-order equations by introducing vorticity or velocity gradients as additional independent variables and the least-squares method is used to develop the finite element model. High-order element expansions are used to construct the discrete model. The discrete model thus obtained is linearized by Newton’s method, resulting in a linear system of equations with a symmetric positive definite coefficient matrix that is solved in a fully coupled manner by a preconditioned conjugate gradient method. Spectral convergence of the L₂ least-squares functional and L₂ error norms is verified using smooth solutions to the two-dimensional stationary Poisson and incompressible Navier–Stokes equations. Numerical results for flow over a backward-facing step, steady flow past a circular cylinder, three-dimensional lid-driven cavity flow, and compressible buoyant flow inside a square enclosure are presented to demonstrate the predictive capability and robustness of the proposed formulation.     

h-Multigrid for space-time discontinuous Galerkin discretizations of the compressible Navier–Stokes equations

Being implicit in time, the space-time discontinuous Galerkin discretization of the compressible Navier–Stokes equations requires the solution of a non-linear system of algebraic equations at each time-step. The overall performance, therefore, highly depends on the efficiency of the solver. In this article, we solve the system of algebraic equations with a h-multigrid method using explicit Runge–Kutta relaxation. Two-level Fourier analysis of this method for the scalar advection–diffusion equation shows convergence factors between 0.5 and 0.75. This motivates its application to the 3D compressible Navier–Stokes equations where numerical experiments show that the computational effort is significantly reduced, up to a factor 10 w.r.t. single-grid iterations.     

Asymptotic analysis of the lattice Boltzmann equation

In this article we analyze the lattice Boltzmann equation (LBE) by using the asymptotic expansion technique. We first relate the LBE to the finite discrete-velocity model (FDVM) of the Boltzmann equation with the diffusive scaling. The analysis of this model directly leads to the incompressible Navier–Stokes equations, as opposed to the compressible Navier–Stokes equations obtained by the Chapman–Enskog analysis with convective scaling. We also apply the asymptotic analysis directly to the fully discrete LBE, as opposed to the usual practice of analyzing a continuous equation obtained through the Taylor-expansion of the LBE. This leads to a consistency analysis which provides order-by-order information about the numerical solution of the LBE. The asymptotic technique enables us to analyze the structure of the leading order errors and the accuracy of numerically derived quantities, such as vorticity. It also justifies the use of Richardson’s extrapolation method. As an example, a two-dimensional Taylor-vortex flow is used to validate our analysis. The numerical results agree very well with our analytic predictions.     

Asymptotic Analysis of a Slightly Rarefied Gas with Nonlocal Boundary Conditions

In this paper nonlocal boundary conditions for the Navier–Stokes equations are derived, starting from the Boltzmann equation in the limit for the Knudsen number being vanishingly small. In the same spirit of (Lombardo et al. in J. Stat. Phys. 130:69–82, 2008) where a nonlocal Poisson scattering kernel was introduced, a gaussian scattering kernel which models nonlocal interactions between the gas molecules and the wall boundary is proposed. It is proved to satisfy the global mass conservation and a generalized reciprocity relation. The asymptotic expansion of the boundary-value problem for the Boltzmann equation, provides, in the continuum limit, the Navier–Stokes equations associated with a class of nonlocal boundary conditions of the type used in turbulence modeling.     

Superdiffusivity of Two Dimensional Lattice Gas Models

It was proved [Navier–Stokes Equations for Stochastic Particle System on the Lattice. Comm. Math. Phys. (1996) 182, 395; Lattice gases, large deviations, and the incompressible Navier–Stokes equations. Ann. Math. (1998) 148, 51] that stochastic lattice gas dynamics converge to the Navier–Stokes equations in dimension d=3 in the incompressible limits. In particular, the viscosity is finite. We proved that, on the other hand, the viscosity for a two dimensional lattice gas model diverges faster than (log t)^1/2. Our argument indicates that the correct divergence rate is (log t)^1/2. This problem is closely related to the logarithmic correction of the time decay rate for the velocity auto-correlation function of a tagged particle.     

The Small Scales of the Stochastic Navier–Stokes Equations Under Rough Forcing

We prove that the small scale structures of the stochastically forced Navier–Stokes equations approach those of the naturally associated Ornstein–Uhlenbeck process as the scales get smaller. Precisely, we prove that the rescaled kth spatial Fourier mode converges weakly on path space to an associated Ornstein–Uhlenbeck process as |k| . In addition, we prove that the Navier–Stokes equations and the naturally associated Ornstein–Uhlenbeck process induce equivalent transition densities if the viscosity is replaced with hyper-viscosity. This gives a simple proof of unique ergodicity for the hyperviscous Navier–Stokes system. We show how different strengthened hyperviscosity produce varying levels of equivalence.     

A ghost fluid,level set methodology for simulating multiphase electrohydrodynamic flows with application to liquid fuel injection

In this paper, we present the development of a sharp numerical scheme for multiphase electrohydrodynamic (EHD) flows for a high electric Reynolds number regime. The electric potential Poisson equation contains EHD interface boundary conditions, which are implemented using the ghost fluid method (GFM). The GFM is also used to solve the pressure Poisson equation. The methods detailed here are integrated with state-of-the-art interface transport techniques and coupled to a robust, high order fully conservative finite difference Navier–Stokes solver. Test cases with exact or approximate analytic solutions are used to assess the robustness and accuracy of the EHD numerical scheme. The method is then applied to simulate a charged liquid kerosene jet.     

Pressure boundary conditions for computing incompressible flows with SPH

In Smoothed Particle Hydrodynamics (SPH) methods for fluid flow, incompressibility may be imposed by a projection method with an artificial homogeneous Neumann boundary condition for the pressure Poisson equation. This is often inconsistent with physical conditions at solid walls and inflow and outflow boundaries. For this reason open-boundary flows have rarely been computed using SPH. In this work, we demonstrate that the artificial pressure boundary condition produces a numerical boundary layer that compromises the solution near boundaries. We resolve this problem by utilizing a “rotational pressure-correction scheme” with a consistent pressure boundary condition that relates the normal pressure gradient to the local vorticity. We show that this scheme computes the pressure and velocity accurately near open boundaries and solid objects, and extends the scope of SPH simulation beyond the usual periodic boundary conditions.     

Computation of multiphase systems with phase field models

Phase field models offer a systematic physical approach for investigating complex multiphase systems behaviors such as near-critical interfacial phenomena, phase separation under shear, and microstructure evolution during solidification. However, because interfaces are replaced by thin transition regions (diffuse interfaces), phase field simulations require resolution of very thin layers to capture the physics of the problems studied. This demands robust numerical methods that can efficiently achieve high resolution and accuracy, especially in three dimensions. We present here an accurate and efficient numerical method to solve the coupled Cahn–Hilliard/Navier–Stokes system, known as Model H, that constitutes a phase field model for density-matched binary fluids with variable mobility and viscosity. The numerical method is a time-split scheme that combines a novel semi-implicit discretization for the convective Cahn–Hilliard equation with an innovative application of high-resolution schemes employed for direct numerical simulations of turbulence. This new semi-implicit discretization is simple but effective since it removes the stability constraint due to the nonlinearity of the Cahn–Hilliard equation at the same cost as that of an explicit scheme. It is derived from a discretization used for diffusive problems that we further enhance to efficiently solve flow problems with variable mobility and viscosity. Moreover, we solve the Navier–Stokes equations with a robust time-discretization of the projection method that guarantees better stability properties than those for Crank–Nicolson-based projection methods. For channel geometries, the method uses a spectral discretization in the streamwise and spanwise directions and a combination of spectral and high order compact finite difference discretizations in the wall normal direction. The capabilities of the method are demonstrated with several examples including phase separation with, and without, shear in two and three dimensions. The method effectively resolves interfacial layers of as few as three mesh points. The numerical examples show agreement with analytical solutions and scaling laws, where available, and the 3D simulations, in the presence of shear, reveal rich and complex structures, including strings.     

Exact boundary condition for time-dependent wave equation based on boundary integral

An exact non-reflecting boundary conditions based on a boundary integral equation or a modified Kirchhoff-type formula is derived for exterior three-dimensional wave equations. The Kirchhoff-type non-reflecting boundary condition is originally proposed by L. Ting and M.J. Miksis [J. Acoust. Soc. Am. 80 (1986) 1825] and numerically tested by D. Givoli and D. Cohen [J. Comput. Phys. 117 (1995) 102] for a spherically symmetric problem. The computational advantage of Ting–Miksis boundary condition is that its temporal non-locality is limited to a fixed amount of past information. However, a long-time instability is exhibited in testing numerical solutions by using a standard non-dissipative finite-difference scheme. The main purpose of this work is to present a new exact boundary condition and to eliminate the long-time instability. The proposed exact boundary condition can be considered as a limit case of Ting–Miksis boundary condition when the two artificial boundaries used in their method approach each other. Our boundary condition is actually a boundary integral equation on a single artificial boundary for wave equations, which is to be solved in conjunction with the interior wave equation. The new boundary condition needs only one artificial boundary, which can be of any shape, i.e., sphere, cubic surface, etc. It keeps all merits of the original Kirchhoff boundary condition such as restricting the temporal non-locality, free of numerical evaluation of any special functions and so on. Numerical approximation to the artificial boundary condition on cubic surface is derived and three-dimensional numerical tests are carried out on the cubic computational domain.     

Acoustic force model for the fluid flow under standing waves

An acoustic Strouhal number is introduced to demonstrate that the viscosity of fluid can be ignored in the process of sound propagation and acoustic streaming is independent on the frequency of the acoustic wave. Furthermore, acoustic force based on the periodic velocity fluctuation caused by standing acoustic wave is introduced into Navier–Stokes equation in order to describe the fluid flow in the acoustic boundary layer. The numerical results show that the predicted results are consistent with the analytic solution. And the effect of the nonlinear terms cannot be ignored so the analytic solution derived by boundary-velocity condition is only an approximation for acoustic streaming.     

Discrete velocity modelling of gaseous mixture flows in MEMS

The need of developing advanced micro-electro-mechanical systems (MEMS) has motivated the study of fluid-thermal flows in devices with micro-scale geometries. In many MEMS applications the Knudsen number varies in the range from 10⁻² to 10². This flow regime can be treated neither as a continuum nor as a free molecular flow. In order to describe these flows it is necessary to implement the Boltzmann equation (BE) or simplified kinetic model equations.The aim of the present work is to propose an efficient methodology for solving internal flows of binary gaseous mixtures in rectangular channels due to small pressure gradients over the whole range of the Knudsen number. The complicated collision integral term of the BE is substituted by the kinetic model proposed by McCormack for gaseous mixtures. The discrete velocity method is implemented to solve in an iterative manner the system of the kinetic equations. Even more the required computational effort is significantly reduced, by accelerating the convergence rate of the iteration scheme. This is achieved by formulating a set of moment equations, which are solved jointly with the transport equations.The velocity profiles and the flow rates of three different binary mixtures (He–Ar, Ne–Ar and He–Xe) in 2D micro-channels of various height to width ratios are calculated. The whole formulation becomes very efficient and can be implemented as an alternative methodology to the classical method of solving the Navier–Stokes equations with slip boundary conditions, which in any case is restricted by the hydrodynamic regime.     

The incompressible Navier–Stokes equations from black hole membrane dynamics

We consider the dynamics of a d+1 space–time dimensional membrane defined by the event horizon of a black brane in (d+2)-dimensional asymptotically Anti-de Sitter space–time and show that it is described by the d-dimensional incompressible Navier–Stokes equations of non-relativistic fluids. The fluid velocity corresponds to the normal to the horizon while the rate of change in the fluid energy is equal to minus the rate of change in the horizon cross-sectional area. The analysis is performed in the Membrane Paradigm approach to black holes and it holds for a general non-singular null hypersurface, provided a large scale hydrodynamic limit exists. Thus we find, for instance, that the dynamics of the Rindler acceleration horizon is also described by the incompressible Navier–Stokes equations. The result resembles the relation between the Burgers and KPZ equations and we discuss its implications.     

Asymptotic Stability of the Stationary Solution to the Compressible Navier–Stokes Equations in the Half Space

We investigate the existence and the asymptotic stability of a stationary solution to the initial boundary value problem for the compressible Navier–Stokes equation in a half space. The main concern is to analyze the phenomena that happens when the fluid blows out through the boundary. Thus, it is natural to consider the problem in the Eulerian coordinate. We have obtained the two results for this problem. The first result is concerning the existence of the stationary solution. We present the necessary and sufficient condition which ensures the existence of the stationary solution. Then it is shown that the stationary solution is time asymptotically stable if an initial perturbation is small in the suitable Sobolev space. The second result is proved by using an L²-energy method with the aid of the Poincaré type inequality.The second author's work was supported in part by Grant-in-Aid for Scientific Research (C)(2) 14540200 of the Ministry of Education, Culture, Sports, Science and Technology and the third author's work was supported by JSPS postdoctoral fellowship under P99217.