An implicit immersed boundary method for three-dimensional fluid–membrane interactions

We present an implicit immersed boundary method for the incompressible Navier–Stokes equations capable of handling three-dimensional membrane–fluid flow interactions. The goal of our approach is to greatly improve the time step by using the Jacobian-free Newton–Krylov method (JFNK) to advance the location of the elastic membrane implicitly. The most attractive feature of this Jacobian-free approach is Newton-like nonlinear convergence without the cost of forming and storing the true Jacobian. The Generalized Minimal Residual method (GMRES), which is a widely used Krylov-subspace iterative method, is used to update the search direction required for each Newton iteration. Each GMRES iteration only requires the action of the Jacobian in the form of matrix–vector products and therefore avoids the need of forming and storing the Jacobian matrix explicitly. Once the location of the boundary is obtained, the elastic forces acting at the discrete nodes of the membrane are computed using a finite element model. We then use the immersed boundary method to calculate the hydrodynamic effects and fluid–structure interaction effects such as membrane deformation. The present scheme has been validated by several examples including an oscillatory membrane initially placed in a still fluid, capsule membranes in shear flows and large deformation of red blood cells subjected to stretching force.     

A direct-forcing embedded-boundary method with adaptive mesh refinement for fluid–structure interaction problems

In the present work we developed a structured adaptive mesh refinement (S-AMR) strategy for fluid–structure interaction problems in laminar and turbulent incompressible flows. The computational grid consists of a number of nested grid blocks at different refinement levels. The coarsest grid blocks always cover the entire computational domain, and local refinement is achieved by the bisection of selected blocks in every coordinate direction. The grid topology and data-structure is managed using the Paramesh toolkit. The filtered Navier–Stokes equations for incompressible flow are advanced in time using an explicit second-order projection scheme, where all spatial derivatives are approximated using second-order central differences on a staggered grid. For transitional and turbulent flow regimes the large-eddy simulation (LES) approach is used, where special attention is paid on the discontinuities introduced by the local refinement. For all the fluid–structure interaction problems reported in this study the complete set of equations governing the dynamics of the flow and the structure are simultaneously advanced in time using a predictor–corrector strategy. An embedded-boundary method is utilized to enforce the boundary conditions on a complex moving body which is not aligned with the grid lines. Several examples of increasing complexity are given to demonstrate the robustness and accuracy of the proposed formulation.     

An improved penalty immersed boundary method for fluid–flexible body interaction

An improved penalty immersed boundary (pIB) method has been proposed for simulation of fluid–flexible body interaction problems. In the proposed method, the fluid motion is defined on the Eulerian domain, while the solid motion is described by the Lagrangian variables. To account for the interaction, the flexible body is assumed to be composed of two parts: massive material points and massless material points, which are assumed to be linked closely by a stiff spring with damping. The massive material points are subjected to the elastic force of solid deformation but do not interact with the fluid directly, while the massless material points interact with the fluid by moving with the local fluid velocity. The flow solver and the solid solver are coupled in this framework and are developed separately by different methods. The fractional step method is adopted to solve the incompressible fluid motion on a staggered Cartesian grid, while the finite element method is developed to simulate the solid motion using an unstructured triangular mesh. The interaction force is just the restoring force of the stiff spring with damping, and is spread from the Lagrangian coordinates to the Eulerian grids by a smoothed approximation of the Dirac delta function. In the numerical simulations, we first validate the solid solver by using a vibrating circular ring in vacuum, and a second-order spatial accuracy is observed. Then both two- and three-dimensional simulations of fluid–flexible body interaction are carried out, including a circular disk in a linear shear flow, an elastic circular disk moving through a constricted channel, a spherical capsule in a linear shear flow, and a windsock in a uniform flow. The spatial accuracy is shown to be between first-order and second-order for both the fluid velocities and the solid positions. Comparisons between the numerical results and the theoretical solutions are also presented.     

Adaptive mesh refinement for stochastic reaction–diffusion processes

We present an algorithm for adaptive mesh refinement applied to mesoscopic stochastic simulations of spatially evolving reaction–diffusion processes. The transition rates for the diffusion process are derived on adaptive, locally refined structured meshes. Convergence of the diffusion process is presented and the fluctuations of the stochastic process are verified. Furthermore, a refinement criterion is proposed for the evolution of the adaptive mesh. The method is validated in simulations of reaction–diffusion processes as described by the Fisher–Kolmogorov and Gray–Scott equations.     

A volume penalization method for incompressible flows and scalar advection–diffusion with moving obstacles

A volume penalization method for imposing homogeneous Neumann boundary conditions in advection–diffusion equations is presented. Thus complex geometries which even may vary in time can be treated efficiently using discretizations on a Cartesian grid. A mathematical analysis of the method is conducted first for the one-dimensional heat equation which yields estimates of the penalization error. The results are then confirmed numerically in one and two space dimensions. Simulations of two-dimensional incompressible flows with passive scalars using a classical Fourier pseudo-spectral method validate the approach for moving obstacles. The potential of the method for real world applications is illustrated by simulating a simplified dynamical mixer where for the fluid flow and the scalar transport no-slip and no-flux boundary conditions are imposed, respectively.     

A simple and efficient direct forcing immersed boundary framework for fluid–structure interactions

A direct forcing immersed boundary framework is presented for the simple and efficient simulation of strongly coupled fluid–structure interactions. The immersed boundary method developed by Yang and Balaras [J. Yang, E. Balaras, An embedded-boundary formulation for large-eddy simulation of turbulent flows interacting with moving boundaries, J. Comput. Phys. 215 (1) (2006) 12–40] is greatly simplified by eliminating several complicated geometric procedures without sacrificing the overall accuracy. The fluid–structure coupling scheme of Yang et al. [J. Yang, S. Preidikman, E. Balaras, A strongly-coupled, embedded-boundary method for fluid–structure interactions of elastically mounted rigid bodies, J. Fluids Struct. 24 (2008) 167–182] is also significantly expedited by moving the fluid solver out of the predictor–corrector iterative loop without altering the strong coupling property. Central to these improvements are the reformulation of the field extension strategy and the evaluation of fluid force and moment exerted on the immersed bodies, by taking advantage of the direct forcing idea in a fractional-step method. Several cases with prescribed motions are examined first to validate the simplified field extension approach. Then, a variety of strongly coupled fluid–structure interaction problems, including vortex-induced vibrations of a circular cylinder, transverse and rotational galloping of rectangular bodies, and fluttering and tumbling of rectangular plates, are computed. The excellent agreement between the present results and the reference data from experiments and other simulations demonstrates the accuracy, simplicity, and efficiency of the new method and its applicability in a wide range of complicated fluid–structure interaction problems.     

An immersed boundary–lattice-Boltzmann method for the simulation of the flow past an impulsively started cylinder

We present a lattice-Boltzmann method coupled with an immersed boundary technique for the simulation of bluff body flows. The lattice-Boltzmann method for the modeling of the Navier–Stokes equations, is enhanced by a forcing term to account for the no-slip boundary condition on a non-grid conforming boundary. We investigate two alternatives of coupling the boundary forcing term with the grid nodes, namely the direct and the interpolated forcing techniques. The present LB–IB methods are validated in simulations of the incompressible flow past an impulsively started cylinder at low and moderate Reynolds numbers. We present diagnostics such as the near wall vorticity field and the drag coefficient and comparisons with previous computational and experimental works and assess the advantages and drawbacks of the two techniques.     

Burton–Miller-type singular boundary method for acoustic radiation and scattering

This paper proposes the singular boundary method (SBM) in conjunction with Burton and Miller?s formulation for acoustic radiation and scattering. The SBM is a strong-form collocation boundary discretization technique using the singular fundamental solutions, which is mathematically simple, easy-to-program, meshless and introduces the concept of source intensity factors (SIFs) to eliminate the singularities of the fundamental solutions. Therefore, it avoids singular numerical integrals in the boundary element method (BEM) and circumvents the troublesome placement of the fictitious boundary in the method of fundamental solutions (MFS). In the present method, we derive the SIFs of exterior Helmholtz equation by means of the SIFs of exterior Laplace equation owing to the same order of singularities between the Laplace and Helmholtz fundamental solutions. In conjunction with the Burton–Miller formulation, the SBM enhances the quality of the solution, particularly in the vicinity of the corresponding interior eigenfrequencies. Numerical illustrations demonstrate efficiency and accuracy of the present scheme on some benchmark examples under 2D and 3D unbounded domains in comparison with the analytical solutions, the boundary element solutions and Dirichlet-to-Neumann finite element solutions.     

Non-negativity and stability analyses of lattice Boltzmann method for advection–diffusion equation

Stability is one of the main concerns in the lattice Boltzmann method (LBM). The objectives of this study are to investigate the linear stability of the lattice Boltzmann equation with the Bhatnagar–Gross–Krook collision operator (LBGK) for the advection–diffusion equation (ADE), and to understand the relationship between the stability of the LBGK and non-negativity of the equilibrium distribution functions (EDFs). This study conducted linear stability analysis on the LBGK, whose stability depends on the lattice Peclet number, the Courant number, the single relaxation time, and the flow direction. The von Neumann analysis was applied to delineate the stability domains by systematically varying these parameters. Moreover, the dimensionless EDFs were analyzed to identify the non-negative domains of the dimensionless EDFs. As a result, this study obtained linear stability and non-negativity domains for three different lattices with linear and second-order EDFs. It was found that the second-order EDFs have larger stability and non-negativity domains than the linear EDFs and outperform linear EDFs in terms of stability and numerical dispersion. Furthermore, the non-negativity of the EDFs is a sufficient condition for linear stability and becomes a necessary condition when the relaxation time is very close to 0.5. The stability and non-negativity domains provide useful information to guide the selection of dimensionless parameters to obtain stable LBM solutions. We use mass transport problems to demonstrate the consistency between the theoretical findings and LBM solutions.     

Absorbing boundary conditions for the Euler and Navier–Stokes equations with the spectral difference method

Two absorbing boundary conditions, the absorbing sponge zone and the perfectly matched layer, are developed and implemented for the spectral difference method discretizing the Euler and Navier–Stokes equations on unstructured grids. The performance of both boundary conditions is evaluated and compared with the characteristic boundary condition for a variety of benchmark problems including vortex and acoustic wave propagations. The applications of the perfectly matched layer technique in the numerical simulations of unsteady problems with complex geometries are also presented to demonstrate its capability.     

A systematic approach for constructing higher-order immersed boundary and ghost fluid methods for fluid–structure interaction problems

A systematic approach is presented for constructing higher-order immersed boundary and ghost fluid methods for CFD in general, and fluid–structure interaction problems in particular. Such methods are gaining popularity because they simplify a number of computational issues. These range from gridding the fluid domain, to designing and implementing Eulerian-based algorithms for challenging fluid–structure applications characterized by large structural motions and deformations or topological changes. However, because they typically operate on non body-fitted grids, immersed boundary and ghost fluid methods also complicate other issues such as the treatment of wall boundary conditions in general, and fluid–structure transmission conditions in particular. These methods also tend to be at best first-order space-accurate at the immersed interfaces. In some cases, they are also provably inconsistent at these locations. A methodology is presented in this paper for addressing this issue. It is developed for inviscid flows and prescribed structural motions. For the sake of clarity, but without any loss of generality, this methodology is described in one and two dimensions. However, its extensions to flow-induced structural motions and three dimensions are straightforward. The proposed methodology leads to a departure from the current practice of populating ghost fluid values independently from the chosen spatial discretization scheme. Instead, it accounts for the pattern and properties of a preferred higher-order discretization scheme, and attributes ghost values as to preserve the formal order of spatial accuracy of this scheme. It is illustrated in this paper by its application to various finite difference and finite volume methods. Its impact is also demonstrated by one- and two-dimensional numerical experiments that confirm its theoretically proven ability to preserve higher-order spatial accuracy, including in the vicinity of the immersed interfaces.     

A differentially interpolated direct forcing immersed boundary method for predicting incompressible Navier–Stokes equations in time-varying complex geometries

A dispersion-relation-preserving dual-compact scheme developed in Cartesian grids is applied together with the immersed boundary method to solve the flow equations in irregular and time-varying domains. The artificial momentum forcing term applied at certain points in cells containing fluid and solid allows an imposition of velocity condition to account for the motion of solid body. We develop in this study a differential-based interpolation scheme which can be easily extended to three-dimensional simulation. The results simulated from the proposed immersed boundary method agree well with other numerical and experimental results for the chosen benchmark problems. The accuracy and fidelity of the IB flow solver developed to predict flows with irregular boundaries are therefore demonstrated.     

A transition rate transformation method for solving advection–dispersion equation

Advection–dispersion equation is widely used to describe solute transport in hydrology. However, using conventional methods, e.g., finite difference method, to solve this equation may result in numerical dispersion and oscillation, especially when the advection velocity is large. This paper presents a novel transition rate transformation (TRT) method to simulate the advection–dispersion process. Advection–dispersion equation is invariant as the transition rate function is transformed under the condition that the first and second spatial moments of the transition rate are kept unchanged. According to this invariance, the TRT method constructs simple transition rate functions to solve the advection–dispersion equation. Our simulation shows that the results obtained by the TRT method agree well with analytical solutions. The freedom of the selection of transition rate functions may be very useful for the simulations of the advection–dispersion problems.     

A matched interface and boundary method for solving multi-flow Navier–Stokes equations with applications to geodynamics

We have developed a second-order numerical method, based on the matched interface and boundary (MIB) approach, to solve the Navier–Stokes equations with discontinuous viscosity and density on non-staggered Cartesian grids. We have derived for the first time the interface conditions for the intermediate velocity field and the pressure potential function that are introduced in the projection method. Differentiation of the velocity components on stencils across the interface is aided by the coupled fictitious velocity values, whose representations are solved by using the coupled velocity interface conditions. These fictitious values and the non-staggered grid allow a convenient and accurate approximation of the pressure and potential jump conditions. A compact finite difference method was adopted to explicitly compute the pressure derivatives at regular nodes to avoid the pressure–velocity decoupling. Numerical experiments verified the desired accuracy of the numerical method. Applications to geophysical problems demonstrated that the sharp pressure jumps on the clast-Newtonian matrix are accurately captured for various shear conditions, moderate viscosity contrasts and a wide range of density contrasts. We showed that large transfer errors will be introduced to the jumps of the pressure and the potential function in case of a large absolute difference of the viscosity across the interface; these errors will cause simulations to become unstable.     

A self-organizing Lagrangian particle method for adaptive-resolution advection–diffusion simulations

We present a novel adaptive-resolution particle method for continuous parabolic problems. In this method, particles self-organize in order to adapt to local resolution requirements. This is achieved by pseudo forces that are designed so as to guarantee that the solution is always well sampled and that no holes or clusters develop in the particle distribution. The particle sizes are locally adapted to the length scale of the solution. Differential operators are consistently evaluated on the evolving set of irregularly distributed particles of varying sizes using discretization-corrected operators. The method does not rely on any global transforms or mapping functions. After presenting the method and its error analysis, we demonstrate its capabilities and limitations on a set of two- and three-dimensional benchmark problems. These include advection–diffusion, the Burgers equation, the Buckley–Leverett five-spot problem, and curvature-driven level-set surface refinement.     

An efficient high-order boundary element method for nonlinear wave–wave and wave-body interactions

A highly efficient high-order boundary element method is developed for the numerical simulation of nonlinear wave–wave and wave-body interactions in the context of potential flow. The method is based on the framework of the quadratic boundary element method (QBEM) for the boundary integral equation and uses the pre-corrected fast Fourier transform (PFFT) algorithm to accelerate the evaluation of far-field influences of source and/or normal dipole distributions on boundary elements. The resulting PFFT–QBEM reduces the computational effort of solving the associated boundary-value problem from O(N^2～3) (with the traditional QBEM) to O(N ln N) where N represents the total number of boundary unknowns. Significantly, it allows for reliable computations of nonlinear hydrodynamics useful in ship design and marine applications, which are forbidden with the traditional methods on the presently available computing platforms. The formulation and numerical issues in the development and implementation of the PFFT–QBEM are described in detail. The characteristics of accuracy and efficiency of the PFFT–QBEM for various boundary-value problems are studied and compared to those of the existing accelerated (lower- and higher-order) boundary element methods. To illustrate the usefulness of the PFFT–QBEM, it is applied to solve the initial boundary-value problem in the generation of three-dimensional nonlinear waves by a moving ship hull. The predicted wave profile and resistance on the ship are compared to available experimental measurements with satisfactory agreements.     

A low numerical dissipation immersed interface method for the compressible Navier–Stokes equations

A numerical method to solve the compressible Navier–Stokes equations around objects of arbitrary shape using Cartesian grids is described. The approach considered here uses an embedded geometry representation of the objects and approximate the governing equations with a low numerical dissipation centered finite-difference discretization. The method is suitable for compressible flows without shocks and can be classified as an immersed interface method. The objects are sharply captured by the Cartesian mesh by appropriately adapting the discretization stencils around the irregular grid nodes, located around the boundary. In contrast with available methods, no jump conditions are used or explicitly derived from the boundary conditions, although a number of elements are adopted from previous immersed interface approaches. A new element in the present approach is the use of the summation-by-parts formalism to develop stable non-stiff first-order derivative approximations at the irregular grid points. Second-order derivative approximations, as those appearing in the transport terms, can be stiff when irregular grid points are located too close to the boundary. This is addressed using a semi-implicit time integration method. Moreover, it is shown that the resulting implicit equations can be solved explicitly in the case of constant transport properties. Convergence studies are performed for a rotating cylinder and vortex shedding behind objects of varying shapes at different Mach and Reynolds numbers.     

A finite element method with mesh adaptivity for computing vortex states in fast-rotating Bose–Einstein condensates

Numerical computations of stationary states of fast-rotating Bose–Einstein condensates require high spatial resolution due to the presence of a large number of quantized vortices. In this paper we propose a low-order finite element method with mesh adaptivity by metric control, as an alternative approach to the commonly used high-order (finite difference or spectral) approximation methods. The mesh adaptivity is used with two different numerical algorithms to compute stationary vortex states: an imaginary time propagation method and a Sobolev gradient descent method. We first address the basic issue of the choice of the variable used to compute new metrics for the mesh adaptivity and show that refinement using simultaneously the real and imaginary part of the solution is successful. Mesh refinement using only the modulus of the solution as adaptivity variable fails for complicated test cases. Then we suggest an optimized algorithm for adapting the mesh during the evolution of the solution towards the equilibrium state. Considerable computational time saving is obtained compared to uniform mesh computations. The new method is applied to compute difficult cases relevant for physical experiments (large nonlinear interaction constant and high rotation rates).