A non-iterative immersed boundary-lattice Boltzmann method with boundary condition enforced for fluid–solid flows

A non-iterative immersed boundary lattice Boltzmann method (IB-LBM) is proposed in this work for the simulation of fluid–solid flows. In the scheme, the interface is implemented by the correction of the neighboring distribution functions, similar to that of the LBM. Such treatment of the boundary is contrary to the traditional methods, where the interface is usually modeled as a generator of external force. Therefore, an advantage of the present method is to remove the efforts to evaluate the IB force and then incorporate it into the governing equation. Furthermore, an adjustment parameter is introduced to the immersed boundary scheme, which ensures the interpolated distribution functions derive the desired velocity at the boundary. Compared with the solution of a large boundary matrix and the multiple force correction that generally used in the previous studies, the present method is simpler and efficient without any iterative procedures. Those above-mentioned features make the present scheme based on the correction of the distribution function, with the enforcement of no-slip boundary condition. Simulation of flow past a fixed cylinder shows that there is no penetration of streamlines to the cylinder surface, indicating a well enforcement of the no-slip boundary condition. This scheme is further validated in the flows of a cylinder oscillating in a quiescent fluid, circular and elliptical particles settling in a channel. The results have good agreement with those data available in the literature.     

An operator splitting strategy for fluid–structure interaction problems with thin elastic structures in an incompressible Newtonian flow

We present a computational framework based on the use of the Newton and level set methods to model fluid–structure interaction problems involving elastic membranes freely suspended in an incompressible Newtonian flow. The Mooney–Rivlin constitutive model is used to model the structure. We consider an extension to a more general case of the method described in Laadhari (2017) to model the elasticity of the membrane. We develop a predictor–corrector finite element method where an operator splitting scheme separates different physical phenomena. The method features an affordable computational burden with respect to the fully implicit methods. An exact Newton method is described to solve the problem, and the quadratic convergence is numerically achieved. Sample numerical examples are reported and illustrate the accuracy and robustness of the method.     

On a regularized Levenberg–Marquardt method for solving nonlinear inverse problems

We consider a regularized Levenberg–Marquardt method for solving nonlinear ill-posed inverse problems. We use the discrepancy principle to terminate the iteration. Under certain conditions, we prove the convergence of the method and obtain the order optimal convergence rates when the exact solution satisfies suitable source-wise representations.     

An inertial forward–backward splitting method for solving inclusion problems in Hilbert spaces

In this work, our interest is in investigating the monotone inclusion problems in the framework of real Hilbert spaces. For solving this problem, we propose an inertial forward–backward splitting algorithm involving an extrapolation factor. We then prove its strong convergence under some mild conditions. Finally, we provide some applications including the numerical experiments for supporting our main theorem.     

Implementation of a modified Marder–Weitzner method for solving nonlinear eigenvalue problems

Our goal is to propose four versions of modified Marder–Weitzner methods and to present the implementation of the new-type methods with incremental unknowns for solving nonlinear eigenvalue problems. By combining with compact schemes and modified Marder–Weitzner methods, six schemes well suited for the calculation of unstable solutions are obtained. We illustrate the efficiency of the new algorithms by using numerical computations and by comparing them with existing methods for some two-dimensional problems.     

A Douglas–Rachford splitting method for solving equilibrium problems

We propose a splitting method for solving equilibrium problems involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of the sum of two appropriate maximally monotone operators under a suitable qualification condition. Our algorithm is a consequence of the Douglas–Rachford splitting applied to this auxiliary monotone inclusion. Connections between monotone inclusions and equilibrium problems are studied.     

Analysis of electroosmotic flow with periodic electric and pressure fields via the lattice Poisson–Boltzmann method

This paper analyzes the electroosmotic flow fields in heterogeneous microchannels by applying the lattice Poisson–Boltzmann equation. The influences of surface potential, ionic molar concentration, channel height, and driving force fields on fluid velocity are discussed in detail. A scheme for producing vortexes in a straight channel by adjusting the heterogeneous surface potentials and phase angles of the periodic driving force fields is introduced. By distributing the heterogeneous surface potentials at particular positions, we can create vortexes near walls or in the center of the channel. The size, strength, and rotational direction of vortexes are further variable by introducing appropriate phase angles for a single driving force field or for the phase differences between combined driving force fields, such as electric/pressure fields. These obstacle-like vortexes perturb fluids and hinder flow, and thus, may be useful for enhancing micromixer performance.     

A new predictor–corrector method for solving unconstrained minimization problems

This paper presents a new predictor–corrector method for finding a local minimum of a twice continuously differentiable function. The method successively constructs an approximation to the solution curve and determines a predictor on it using a technique similar to that used in trust region methods for unconstrained optimization. The proposed predictor is expected to be more effective than Euler's predictor in the sense that the former is usually much closer to the solution curve than the latter for the same step size. Results of numerical experiments are reported to demonstrate the effectiveness of the proposed method.     

Coupled lattice Boltzmann method for simulating electrokinetic flows: A localized scheme for the Nernst–Plank model

We present a coupled lattice Boltzmann method (LBM) to solve a set of model equations for electrokinetic flows in micro-/nano-channels. The model consists of the Poisson equation for the electrical potential, the Nernst–Planck equation for the ion concentration, and the Navier–Stokes equation for the flows of the electrolyte solution. In the proposed LBM, the electrochemical migration and the convection of the electrolyte solution contributing to the ion flux are incorporated into the collision operator, which maintains the locality of the algorithm inherent to the original LBM. Furthermore, the Neumann-type boundary condition at the solid/liquid interface is then correctly imposed. In order to validate the present LBM, we consider an electro-osmotic flow in a slit between two charged infinite parallel plates, and the results of LBM computation are compared to the analytical solutions. Good agreement is obtained in the parameter range considered herein, including the case in which the nonlinearity of the Poisson equation due to the large potential variation manifests itself. We also apply the method to a two-dimensional problem of a finite-length microchannel with an entry and an exit. The steady state, as well as the transient behavior, of the electro-osmotic flow induced in the microchannel is investigated. It is shown that, although no external pressure difference is imposed, the presence of the entry and exit results in the occurrence of the local pressure gradient that causes a flow resistance reducing the magnitude of the electro-osmotic flow.     

An Alternating-Direction Sinc–Galerkin method for elliptic problems

A new Alternating-Direction Sinc–Galerkin (ADSG) method is developed and contrasted with classical Sinc–Galerkin methods. It is derived from an iterative scheme for solving the Lyapunov equation that arises when a symmetric Sinc–Galerkin method is used to approximate the solution of elliptic partial differential equations. We include parameter choices (derived from numerical experiments) that simplify existing alternating-direction algorithms. We compare the new scheme to a standard method employing Gaussian elimination on a system produced using the Kronecker product and Kronecker sum, as well as to a more efficient algorithm employing matrix diagonalization. We note that the ADSG method easily outperforms Gaussian elimination on the Kronecker sum and, while competitive with matrix diagonalization, does not require the computation of eigenvalues and eigenvectors.     

A 8-neighbor model lattice Boltzmann method applied to mathematical–physical equations

A lattice Boltzmann method (LBM) 8-neighbor model (9-bit model) is presented to solve mathematical–physical equations, such as, Laplace equation, Poisson equation, Wave equation and Burgers equation. The 9-bit model has been verified by several test cases. Numerical simulations, including 1D and 2D cases, of each problem are shown, respectively. Comparisons are made between numerical predictions and analytic solutions or available numerical results from previous researchers. It turned out that the 9-bit model is computationally effective and accurate for all different mathematical–physical equations studied. The main benefits of the new model proposed is that it is faster than the previous existing models and has a better accuracy.     

An incremental primal–dual method for nonlinear programming with special structure

We propose a new class of incremental primal–dual techniques for solving nonlinear programming problems with special structure. Specifically, the objective functions of the problems are sums of independent nonconvex continuously differentiable terms minimized subject to a set of nonlinear constraints for each term. The technique performs successive primal–dual increments for each decomposition term of the objective function. The primal–dual increments are calculated by performing one Newton step towards the solution of the Karush–Kuhn–Tucker optimality conditions of each subproblem associated with each objective function term. We show that the resulting incremental algorithm is q-linearly convergent under mild assumptions for the original problem.     

An Eulerian–Lagrangian mixed discrete least squares meshfree method for incompressible multiphase flow problems

Mixed discrete least squares meshfree (MDLSM) method has been developed as a truly meshfree method and successfully used to solve single-phase flow problems. In the MDLSM, a residual functional is minimized in terms of the nodal unknown parameters leading to a set of positive-definite system of algebraic equations. The functional is defined using a least square summation of the residual of the governing partial differential equations and its boundary conditions at all nodal points discretizing the computational domain. Unlike the discrete least squares meshfree (DLSM) which uses an irreducible form of the governing equations, the MDLSM uses a mixed form of the original governing equations allowing for direct calculation of the gradients leading to more accurate computational results. In this study, an Eulerian–Lagrangian MDLSM method is proposed to solve incompressible multiphase flow problems. In the Eulerian step, the MDLSM method is used to solve the governing phase averaged Navier–Stokes equations discretized at fixed nodal points to get the velocity and pressure fields. A Lagrangian based approach is then used to track different flow phases indexed by a set of marker points. The velocities of marker points are calculated by interpolating the velocity of fixed nodal points using a kernel approximation, which are then used to move the marker points as Lagrangian particles to track phases. To avoid unphysical clustering and dispersing of the marker points, as a common drawback of Lagrangian point tracking methods, a new approach is proposed to smooth the distribution of marker points. The hybrid Eulerian and Lagrangian characteristics of the approach used here provides clear advantages for the proposed method. Since the nodal points are static on the Eulerian step, the time-consuming moving least squares (MLS) approximation is implemented only once making the proposed method more efficient than corresponding fully Lagrangian methods. Furthermore, phases can be simply tracked using the Lagrangian phase tracking procedure. Efficiency of the proposed MDLSM multiphase method is evaluated using several benchmark problems and the results are presented and discussed. The results verify the efficiency and accuracy of the proposed method for solving multiphase flow problems.     

Convergence analysis of a projection semi-implicit coupling scheme for fluid–structure interaction problems

In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ${\sqrt{\delta t}}In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ?{dt}{\sqrt{\delta t}}. Finally, some numerical experiments that confirm the theoretical analysis are presented.     

An ε-relaxation method for separable convex cost generalized network flow problems

We generalize the ε-relaxation method of [14] for the single commodity, linear or separable convex cost network flow problem to network flow problems with positive gains. The method maintains ε-complementary slackness at all iterations and adjusts the arc flows and the node prices so as to satisfy flow conservation upon termination. Each iteration of the method involves either a price change on a node or a flow change along an arc or a flow change along a simple cycle. Complexity bounds for the method are derived. For one implementation employing ε-scaling, the bound is polynomial in the number of nodes N, the number of arcs A, a certain constant Γ depending on the arc gains, and ln(ε⁰/), where ε⁰ and denote, respectively, the initial and the final tolerance ε. Received: November 10, 1996 / Accepted: October 1999?Published online April 20, 2000     

Convergence of a finite difference method for combustion model problems

We study a finite difference scheme for a combustion model problem. A projection scheme near the combustion wave, and the standard upwind finite difference scheme away from the combustion wave are applied. Convergence to weak solutions with a combustion wave is proved under the normal Courant-Friedrichs-Lewy condition. Some con-     

An algorithm for solving new trust region subproblem with conic model

The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic constraints, while the third one is a nonconvex problem. In this paper, first we analyze the nonconvex problem, and reduce it to two convex problems. Then we discuss some dual properties of these problems and give an algorithm for solving them. At last, we present an algorithm for solving the new trust region subproblem with the conic model and report some numerical examples to illustrate the efficiency of the algorithm.     

An immersed boundary–lattice Boltzmann approach to study the dynamics of elastic membranes in viscous shear flows

A combined immersed boundary–lattice Boltzmann approach is used to simulate the dynamics of elastic membrane immersed in a viscous incompressible flow. The lattice Boltzmann method is utilized to solve the flow field on a regular Eulerian grid, while the immersed boundary method is employed to incorporate the fluid–membrane interaction with a Lagrangian representation of the deformable immersed boundary. The distinct feature of the method used here is to employ the combination of simple Peskin's IBM and standard LBM. In order to obtain more accurate and truthful solutions, however, a non-uniform distribution of Lagrangian points and a modified Dirac delta function are used. Two test cases are presented. In the first case, we consider a vesicle suspended in a simple shear flow commonly known as tank-treading motion. The computed results were compared with experiments, which showed reasonably good agreement. For the second test case, we consider individual healthy (soft) and sick (stiff) RBCs suspended in a shear flow. The simulation results demonstrated that elastic deformation plays an important role in overall RBC motions characterized as tank-treading and tumbling motions, in which the natural state of the elastic membrane is an essential consideration. In addition, the results confirm that the combination of the immersed boundary and lattice Boltzmann methods permits the simulation of the complex biological phenomena.