Convergence of a non-stiff boundary integral method for interfacial flows with surface tension

Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods.

A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312-338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another.

The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution.

The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.

     

Almost optimal convergence of the point vortex method for vortex sheets using numerical filtering

Standard numerical methods for the Birkhoff-Rott equation for a vortex sheet are unstable due to the amplification of roundoff error by the Kelvin-Helmholtz instability. A nonlinear filtering method was used by Krasny to eliminate this spurious growth of round-off error and accurately compute the Birkhoff-Rott solution essentially up to the time it becomes singular. In this paper convergence is proved for the discretized Birkhoff-Rott equation with Krasny filtering and simulated roundoff error. The convergence is proved for a time almost up to the singularity time of the continuous solution. The proof is in an analytic function class and uses a discrete form of the abstract Cauchy-Kowalewski theorem. In order for the proof to work almost up to the singularity time, the linear and nonlinear parts of the equation, as well as the effects of Krasny filtering, are precisely estimated. The technique of proof applies directly to other ill-posed problems such as Rayleigh-Taylor unstable interfaces in incompressible, inviscid, and irrotational fluids, as well as to Saffman-Taylor unstable interfaces in Hele-Shaw cells.

     

BEM with linear complexity for the classical boundary integral operators

Alternative representations of boundary integral operators corresponding to elliptic boundary value problems are developed as a starting point for numerical approximations as, e.g., Galerkin boundary elements including numerical quadrature and panel-clustering. These representations have the advantage that the integrands of the integral operators have a reduced singular behaviour allowing one to choose the order of the numerical approximations much lower than for the classical formulations. Low-order discretisations for the single layer integral equations as well as for the classical double layer potential and the hypersingular integral equation are considered. We will present fully discrete Galerkin boundary element methods where the storage amount and the CPU time grow only linearly with respect to the number of unknowns.

     

Some applications of a galerkin-collocation method for boundary integral equations of the first kind

Here we apply the boundary integral method to several plane interior and exterior boundary value problems from conformal mapping, elasticity and fluid dynamics. These are reduced to equivalent boundary integral equations on the boundary curve which are Fredholm integral equations of the first kind having kernels with logarithmic singularities and defining strongly elliptic pseudodifferential operators of order - 1 which provide certain coercivity properties. The boundary integral equations are approximated by Galerkin's method using B-splines on the boundary curve in connection with an appropriate numerical quadrature, which yields a modified collocation scheme. We present a complete asymptotic error analysis for the fully discretized numerical equations which is based on superapproximation results for Galerkin's method, on consistency estimates and stability properties in connection with the illposedness of the first kind equations in L₂. We also present computational results of several numerical experiments revealing accuracy, efficiency and an amazing asymptotical agreement of the numerical with the theoretical errors. The method is used for computations of conformal mappings, exterior Stokes flows and slow viscous flows past elliptic obstacles.     

Vortex method for two dimensional Euler equations in bounded domains with boundary correction

The vortex method for the initial-boundary value problems of the Euler equations for incompressible flow is studied. A boundary correction technique is introduced to generate second order accuracy. Convergence and error estimates are proved.

     

Convergence of the point vortex method for the 2-D euler equations

We prove consistency, stability and convergence of the point vortex approximation to the 2-D incompressible Euler equations with smooth solutions. We first show that the discretization error is second-order accurate. Then we show that the method is stable in l_p norm. Consequently the method converges in l_p norm for all time. The convergence is also illustrated by a numerical experiment.     

An improved boundary element formulation for the motion of spherical bubbles

We suggest a modified boundary element method for modeling the potential flow caused by the motion of many spherical bubbles. The problem for the fluid velocity potential is reduced to a Fredholm integral equation of the second kind. The kernel of that integral equation has no singularity; as a result, its numerical solution does not encounter any difficulties. The matrix representation of the integral equation is diagonally dominant and is well suited to handle multiple bubble system.     

An Artificial Boundary Condition for the Vortex Movements in Two Dimensions

1 Motion of vortices and cloud in cell method The motion of incompressible inviscid ?ow in two dimensions can be described by the equations ?u ?t (u ?) ρ1 ?P = f (1) ?u = 0 , (2) where u = (u, v), ρ, P , and f = (f1, f2) denote ?uid velocity, densit…     

Explicit expressions for three-dimensional boundary integrals in linear elasticity

On employing isoparametric, piecewise linear shape functions over a flat triangle, exact formulae are derived for all surface potentials involved in the numerical treatment of three-dimensional singular and hyper-singular boundary integral equations in linear elasticity. These formulae are valid for an arbitrary source point in space and are represented as analytical expressions along the edges of the integration triangle. They can be employed to solve integral equations defined on triangulated surfaces via a collocation method or may be utilized as analytical expressions for the inner integrals in a Galerkin technique. A numerical example involving a unit triangle and a source point located at various distances above it, as well as sample problems solved by a collocation boundary element method for the Lamé equation are included to validate the proposed formulae.     

Coupling of mixed finite element and stabilized boundary element methods for a fluid–solid interaction problem in 3D

We introduce and analyze the coupling of a mixed finite element and a boundary element for a three‐dimensional time‐harmonic fluid–solid interaction problem. We consider a formulation in which the Cauchy stress tensor and the rotation are the main variables in the elastic structure and use the usual pressure formulation in the acoustic fluid. The mixed variational formulation in the solid is completed with boundary integral equations relating the Cauchy data of the acoustic problem on the coupling interface. A crucial point in our formulation is the stabilization technique introduced by Hiptmair and coworkers to avoid the well‐known instability issue appearing in the boundary element method treatment of the exterior Helmholtz problem. The main novelty of this formulation, with respect to a previous approach, consists in reducing the computational domain to the solid media and providing a more accurate treatment of the far field effect. We show that the continuous problem is well‐posed and propose a conforming Galerkin method based on the lowest‐order Arnold–Falk–Winther mixed finite element. Finally, we prove that the numerical scheme is convergent with optimal order.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1211–1233, 2014     

A Nyström method for solving 2sth order boundary value problems

A Nyström method is proposed for solving Fredholm integral equations equivalent to special boundary value problems of order 2s. The stability and the convergence of the proposed procedure is proved. Some numerical examples are provided in order to illustrate the accuracy of the method.     

Convergence of the Point Vortex Methods for Euler Equation on Half Plane

1.IntroductionThevortexmethodsareefficientnumericalmethodofsimulatingincompressibleflowathighReynold'snumber-TheconvergenceofthevortexmethodsfortheinitialvalueproblemsofEulerequationwasfirstobtainedbyHald[41,thentheresultswereimprovedbyseveralauthors[1'2'3'5].Butinfact,manypracticalproblemsareconsideredinaboundeddomainoranexteriordomain,andthenumericalboundaryconditionhasanimportanteffectonnumericalresult.Theparticletrajectoriesofexactsolutionwillnotgooutfromthedomain,butitisnotthecaseinprat…     

The numerical method of successive interpolations for Fredholm functional integral equations

A new numerical method for Fredholm functional integral equations is proposed. The method combines the fixed point technique with numerical integration and cubic spline interpolation. The convergence and the numerical stability of the method are proved and tested on some numerical examples.     

Boundary element methods—An overview

Variational methods for boundary integral equations deal with the weak formulations of boundary integral equations. Their numerical discretizations are known as the boundary element methods. This paper gives an overview of the method from both theoretical and numerical point of view. It summarizes the main results obtained by the author and his collaborators over the last 30 years. Fundamental theory and various applications will be illustrated through simple examples. Some numerical experiments in elasticity as well as in fluid mechanics will be included to demonstrate the efficiency of the methods.     

A fast BIE iteration method for an arbitrary body in a flow of incompressible inviscid fluid

The paper is concerned with the new iteration algorithm to solve boundary integral equations arising in boundary value problems of mathematical physics. The stability of the algorithm is demonstrated on the problem of a flow around bodies placed in the incompressible inviscid fluid. With a discrete numerical treatment, we approximate the exact matrix by a certain Töeplitz one and then apply a fast algorithm for this matrix, on each iteration step. We illustrate the convergence of this iteration scheme by a number of numerical examples, both for hard and soft boundary conditions. It appears that the method is highly efficient for hard boundaries, being much less efficient for soft boundaries.     

An extrapolation method for a class of boundary integral equations

Boundary value problems of the third kind are converted into boundary integral equations of the second kind with periodic logarithmic kernels by using Green's formulas. For solving the induced boundary integral equations, a Nyström scheme and its extrapolation method are derived for periodic Fredholm integral equations of the second kind with logarithmic singularity. Asymptotic expansions for the approximate solutions obtained by the Nyström scheme are developed to analyze the extrapolation method. Some computational aspects of the methods are considered, and two numerical examples are given to illustrate the acceleration of convergence.

     

Convergence of the point vortex method for the 3-D euler equations

We prove consistency, stability, and convergence of a point vortex approximation to the 3-D incompressible Euler equations with smooth solutions. The 3-D algorithm we consider here is similar to the corresponding 3-D vortex blob algorithm introduced by Beale and Majda; see [3]. We first show that the discretization error is second-order accurate. Then we show that the method is stable in l^p norm for the particle trajectories and in w^?1.p norm for discrete vorticity. Consequently, the method converges up to any time for which the Euler equations have a smooth solution. One immediate application of our convergence result is that the vortex filament method without smoothing also converges.     

A non-overlapping DDM combined with the characteristic method for optimal control problems governed by convection–diffusion equations

In this paper, we consider a non-overlapping domain decomposition method combined with the characteristic method for solving optimal control problems governed by linear convection–diffusion equations. The whole domain is divided into non-overlapping subdomains, and the global optimal control problem is decomposed into the local problems in these subdomains. The integral mean method is utilized for the diffusion term to present an explicit flux calculation on the inter-domain boundary in order to communicate the local problems on the interfaces between subdomains. The convection term is discretized along the characteristic direction. We establish the fully parallel and discrete schemes for solving these local problems. A priori error estimates in \(L^2\)-norm are derived for the state, co-state and control variables. Finally, we present numerical experiments to show the validity of the schemes and verify the derived theoretical results.     

The convergence and stability analysis of the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions

In this paper, we apply the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions. Due to existence of integral boundary conditions, after reformulation of this equation in the integral form, the method is proposed for solving the obtained integral equation. Also, the convergence and stability analysis of the proposed method are studied in two main theorems. Furthermore, the optimum degree of convergence in the L₂ norm is obtained for this method. Furthermore, some numerical examples are presented in order to illustrate the performance of the presented method. Finally, an application of the model in control theory is introduced. Copyright © 2015 John Wiley & Sons, Ltd.     

Boundary element methods for potential problems with nonlinear boundary conditions

Galerkin boundary element methods for the solution of novel first kind Steklov-Poincaré and hypersingular operator boundary integral equations with nonlinear perturbations are investigated to solve potential type problems in two- and three-dimensional Lipschitz domains with nonlinear boundary conditions. For the numerical solution of the resulting Newton iterate linear boundary integral equations, we propose practical variants of the Galerkin scheme and give corresponding error estimates. We also discuss the actual implementation process with suitable preconditioners and propose an optimal hybrid solution strategy.