Lagrangian Representation Research Articles

An Immersed Boundary method with divergence-free velocity interpolation and force spreading

The Immersed Boundary (IB) method is a mathematical framework for constructing robust numerical methods to study fluid–structure interaction in problems involving an elastic structure immersed in a viscous fluid. The IB formulation uses an Eulerian representation of the fluid and a Lagrangian representation of the structure. The Lagrangian and Eulerian frames are coupled by integral transforms with delta function kernels. The discretized IB equations use approximations to these transforms with regularized delta function kernels to interpolate the fluid velocity to the structure, and to spread structural forces to the fluid. It is well-known that the conventional IB method can suffer from poor volume conservation since the interpolated Lagrangian velocity field is not generally divergence-free, and so this can cause spurious volume changes. In practice, the lack of volume conservation is especially pronounced for cases where there are large pressure differences across thin structural boundaries. The aim of this paper is to greatly reduce the volume error of the IB method by introducing velocity-interpolation and force-spreading schemes with the properties that the interpolated velocity field in which the structure moves is at least C1 and satisfies a continuous divergence-free condition, and that the force-spreading operator is the adjoint of the velocity-interpolation operator. We confirm through numerical experiments in two and three spatial dimensions that this new IB method is able to achieve substantial improvement in volume conservation compared to other existing IB methods, at the expense of a modest increase in the computational cost. Further, the new method provides smoother Lagrangian forces (tractions) than traditional IB methods. The method presented here is restricted to periodic computational domains. Its generalization to non-periodic domains is important future work.

Modeling of Heat Transfer and Oscillating Flow in the Regenerator of a Pulse Tube Cryocooler Operating at 50 Hz

The regenerator of the pulse tube refrigerator (PTR) operates with oscillating pressure and mass flow, so a proper description of the heat transfer characteristics of the oscillating flow in the regenerator is crucial. In this paper, a one-dimensional model based on Lagrangian representation is developed to simulate the oscillating flow in the regenerator of the PTR. The continuity equation, momentum equation and energy equation are solved iteratively using the SIMPLER algorithm. The Darcy-Brinkman-Forchheimer model is used in the momentum equation, and a thermal non-equilibrium model is implemented in the energy equation. Lagrangian representation is employed to describe the thermodynamics of fluid parcels while the Eulerian representation (control volume method) is adopted for the energy equation of the solid matrix. The boundary conditions are set as the periodic flow of the sine function. The thermodynamic parameters of the gas parcels are obtained, which reveal the critical processes of the heat transfer in the regenerator under oscillating flow. The performance of the regenerator with different geometries is evaluated based on the numerical results. The present study provides insight for better understanding the physical process in the regenerator of the PTR, and the proposed model serves as a useful tool for the design and optimization of the cryogenic regenerator.

Mathematical modeling of the simultaneous convection–anomalous diffusion processes in porous media

ABSTRACTAfter a brief overview of most important general features of the nonclassical diffusion on the base of the extended irreversible thermodynamics, the relevant mathematical formulae are incorporated into general formalism of the simultaneous convection–diffusion processes taking place in porous media. Then, using the simplest variant of the convection–diffusion equation, novel-type analytic solutions are derived for transport processes with both subdiffusion and superdiffusion characters in Lagrangian representation.

A coupled BEM/FEM formulation for drop interaction in Stokes flows with flexible and slip confining boundaries

In this work, fluid-fluid-solid coupled models are analysed, considering the interaction of boundary and finite element techniques. In this context, the paper focuses on the study of deforming drops through bulk fluids bounded by flexible walls. Here, the fluid subdomains are assumed to be viscous and incompressible, and they are modelled by the BEM. The solid subdomains are assumed to be elastic, and they are modelled by the FEM. Both discontinuity of tractions on the fluid-fluid common boundaries and discontinuity of velocities on the fluid-solid interfaces are considered. For the discontinuity of velocities, a formulation based on nonlinear slip boundary conditions is adopted, which is treated employing a relaxed iterative approach. A Lagrangian representation is considered and remeshing is applied on the fluid-fluid interfaces, reducing the appearance of numerical problems. Numerical results are presented to illustrate the performance and potentialities of the proposed techniques.

Remarks on the Lagrangian representation of bi-Hamiltonian equations

The Lagrangian representation of multi-Hamiltonian PDEs has been introduced by Y. Nutku and one of us (MVP). In this paper we focus on systems which are (at least) bi-Hamiltonian by a pair $A_1$, $A_2$, where $A_1$ is a hydrodynamic-type Hamiltonian operator. We prove that finding the Lagrangian representation is equivalent to finding a generalized vector field $\tau$ such that $A_2=L_\tau A_1$. We use this result in order to find the Lagrangian representation when $A_2$ is a homogeneous third-order Hamiltonian operator, although the method that we use can be applied to any other homogeneous Hamiltonian operator. As an example we provide the Lagrangian representation of a WDVV hydrodynamic-type system in $3$ components.

Energy shaping for position and speed control of a wheeled inverted pendulum in reduced space

The paper deals with the energy-based stabilization and speed control of a wheeled inverted pendulum, which is an underactuated, unstable mechanical system subject to nonholonomic constraints. We use the method of Controlled Lagrangians for the stabilization of an equilibrium characterized by the length of the driven path, the orientation, and the pitch angle. The approach is systematic and very intuitive, for it is physically motivated. Based on the stabilization results, we design a speed control law. After the presentation of the model under nonholonomic constraints in Lagrangian representation, we provide an elegant solution to the matching equations for kinetic and potential energy shaping for the considered system. Simulations show the applicability of the method, and the comparison with a linear controller emphasizes its performance.

Stochastic differential equations with Sobolev diffusion and singular drift and applications

In this paper, we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability with respect to starting points and the Malliavin differentiability with respect to sample paths. We also establish Bismut–Elworthy–Li’s formula for the solutions. As an application, we use the stochastic Lagrangian representation of incompressible Navier–Stokes equations given by Constantin–Iyer [Comm. Pure Appl. Math. 61 (2008) 330–345] to prove the local well-posedness of NSEs in $\mathbb{R}^{d}$ with initial values in the first-order Sobolev space $\mathbb{W}^{1}_{p}(\mathbb{R}^{d};\mathbb{R}^{d})$ provided $p>d$.

Recursion Operators and Tri-Hamiltonian Structure of the First Heavenly Equation of Plebański

We present first heavenly equation of Pleba\'nski in a two-component evolutionary form and obtain Lagrangian and Hamiltonian representations of this system. We study all point symmetries of the two-component system and, using the inverse Noether theorem in the Hamiltonian form, obtain all the integrals of motion corresponding to each variational (Noether) symmetry. We derive two linearly independent recursion operators for symmetries of this system related by a discrete symmetry of both the two-component system and its symmetry condition. Acting by these operators on the first Hamiltonian operator $J_0$ we obtain second and third Hamiltonian operators. However, we were not able to find Hamiltonian densities corresponding to the latter two operators. Therefore, we construct two recursion operators, which are either even or odd, respectively, under the above-mentioned discrete symmetry. Acting with them on $J_0$, we generate another two Hamiltonian operators $J_+$ and $J_-$ and find the corresponding Hamiltonian densities, thus obtaining second and third Hamiltonian representations for the first heavenly equation in a two-component form. Using P. Olver's theory of the functional multi-vectors, we check that the linear combination of $J_0$, $J_+$ and $J_-$ with arbitrary constant coefficients satisfies Jacobi identities. Since their skew symmetry is obvious, these three operators are compatible Hamiltonian operators and hence we obtain a tri-Hamiltonian representation of the first heavenly equation. Our well-founded conjecture applied here is that P. Olver's method works fine for nonlocal operators and our proof of the Jacobi identities and bi-Hamiltonian structures crucially depends on the validity of this conjecture.

A symplectic integrator for dynamic coupling between nonlinear vessel motion with variable cross-section and bottom topography and interior shallow-water sloshing

The coupled motion between shallow-water sloshing in a moving vessel with variable cross-section and bottom topography, and the vessel dynamics is considered, with the vessel dynamics restricted to horizontal motion governed by a nonlinear spring. The coupled fluid and vessel equations in Eulerian coordinates are transformed to the Lagrangian particle path setting which leads to a formulation with nice properties for numerical simulation. In the Lagrangian representation, a simple and fast numerical algorithm based on the Störmer–Verlet method, is implemented. The numerical scheme conserves the total energy in the system, as well as giving the partition of energy between the fluid and vessel. Numerical simulations of the coupled nonlinear dynamics are presented.

High-order fluid solver based on a combined compact integrated RBF approximation and its fluid structure interaction applications

In this study, we present a high-order numerical method based on a combined compact integrated RBF (IRBF) approximation for viscous flow and fluid structure interaction (FSI) problems. In the method, the fluid variables are locally approximated by using the combined compact IRBF, and the incompressible Navier-Stokes equations are solved by using the velocity-pressure formulation in a direct fully coupled approach. The fluid solver is verified through various problems including heat, Burgers, convection-diffusion equations, Taylor-Green vortex and lid driven cavity flows. It is then applied to simulate some FSI problems in which an elastic structure is immersed in a viscous incompressible fluid. For FSI simulations, we employ the immersed boundary framework using a regular Eulerian computational grid for the fluid mechanics together with a Lagrangian representation of the immersed boundary. For the immersed fibre/membrane FSI problems, although the order of accuracy of the present scheme is generally similar to FDM approaches reported in the literature, the present approach is nonetheless more accurate than FDM approaches at comparable grid spacings. The numerical results obtained by the present scheme are highly accurate or in good agreement with those reported in earlier studies of the same problems.

Von Kármán–Howarth and Corrsin equations closure based on Lagrangian description of the fluid motion

A new approach to obtain the closure formulas for the von Kármán–Howarth and Corrsin equations is presented, which is based on the Lagrangian representation of the fluid motion, and on the Liouville theorem associated to the kinematics of a pair of fluid particles. This kinematics is characterized by the finite scale separation vector which is assumed to be statistically independent from the velocity field. Such assumption is justified by the hypothesis of fully developed turbulence and by the property that this vector varies much more rapidly than the velocity field. This formulation leads to the closure formulas of von Kármán–Howarth and Corrsin equations in terms of longitudinal velocity and temperature correlations following a demonstration completely different with respect to the previous works. Some of the properties and the limitations of the closed equations are discussed. In particular, we show that the times of evolution of the developed kinetic energy and temperature spectra are finite quantities which depend on the initial conditions.

Eulerian model of immersed elastic surfaces with full membrane elasticity

We introduce an Eulerian model for the coupling of a fluid governed by the Navier-Stokes equations, with an immersed interface endowed with full membrane elasticity (i.e. including shear effects). We show numerical evidences of its ability to account for large displacements/shear in a relatively simple way, avoiding some drawbacks of Lagrangian representation.

Two computational models for simulating the tumbling motion of elongated particles in fluids

Suspensions with fiber-like particles in the low Reynolds number regime are modeled by two different approaches that both use a Lagrangian representation of individual particles. The first method is the well-established formulation based on Stokes flow that is formulated as integral equations. It uses a slender body approximation for the fibers to represent the interaction between them directly without explicitly computing the flow field. The second is a new technique using the 3D lattice Boltzmann method on parallel supercomputers. Here the flow computation is coupled to a computational model of the dynamics of rigid bodies using fluid–structure interaction techniques. Both methods can be applied to simulate fibers in fluid flow. They are carefully validated and compared against each other, exposing systematically their strengths and weaknesses regarding their accuracy, the computational cost, and possible model extensions.

On the concentration of entropy for scalar conservation laws

We prove that the entropy for an $L^\infty$-solution to a scalar conservation laws with continuous initial data is concentrated on a countably $1$-rectifiable set. To prove this result we introduce the notion of Lagrangian representation of the solution and give regularity estimates on the solution.

A classification of volume preserving generating forms in $\mathbb{R}^3$

In earlier work, Lomeli and Meiss [9] used a generalization of the symplectic approach to study volume preserving generating differential forms. In particular, for the $\mathbb{R}^3$ case, the first to differ from the symplectic case, they derived thirty-six one-forms that generate exact volume preserving maps. In [20], Xue and Zanna studied these differential forms in connection with the numerical solution of divergence-free differential equations: can such forms be used to devise new volume preserving integrators or to further understand existing ones? As a partial answer to this question, Xue and Zanna showed how six of the generating volume form were naturally associated to consistent, first order, volume preserving numerical integrators.In this paper, we investigate and classify the remaining cases. The main result is the reduction of the thirty-six cases to five essentially different cases, up to variable relabeling and adjunction.We classify these five cases, identifying two novel classes and associating the other three to volume preserving vector fields under a Hamiltonian or Lagrangian representation. We demonstrate how these generating form lead to consistent volume preserving schemes for volume preserving vector fields in $\mathbb{R}^3$.

Direct numerical simulation of rigid bodies in multiphase flow within an Eulerian framework

A new method is presented to simulate rigid body motion in the Volume-of-Fluid based multiphase code Free Surface 3D. The specific feature of the new method is that it works within an Eulerian framework without the need for a Lagrangian representation of rigid bodies. Several test cases are shown to prove the validity of the numerical scheme. The technique is able to conserve the shape of arbitrarily shaped rigid bodies and predict terminal velocities of rigid spheres. The instability of a falling ellipsoid is captured. Multiple rigid bodies including collisions may be considered using only one Volume-of-Fluid variable which allows to simulate the drafting, kissing and tumbling phenomena of two rigid spheres. The method can easily be extended to rigid bodies undergoing phase change processes.

Structure of entropy solutions to general scalar conservation laws in one space dimension

In this paper, we show that the entropy solution u of a scalar conservation law enjoys the following properties:•u is continuous outside a 1-rectifiable set Ξ⊂R+×R,•up to a countable set, for each point (t¯,x¯)∈Ξ there exist two cone shaped regions arbitrarily close to half planes where u is left/right continuous at (t¯,x¯). We provide examples showing that these estimates are nearly optimal. In order to achieve these regularity results, we extend the wave representation of the front tracking approximate solutions to the entropy solution. This representation can be interpreted as some sort of Lagrangian representation of the solution to the nonlinear scalar PDE, and implies a fine structure on the level sets of u.

Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space

A coupled forward–backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier–Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the Reynolds number is small or the dimension of the forward stochastic differential equation is equal to two, it can be shown to have a unique global solution. These results are shown with probabilistic arguments to imply the known existence and uniqueness results for the Navier–Stokes equation, and thus provide probabilistic formulas to the latter. Related results and the maximum principle are also addressed for partial differential equations (PDEs) of Burgers’ type. Moreover, from truncating the time interval of the above FBSDS, approximate solution is derived for the Navier–Stokes equation by a new class of FBSDSs and their associated PDEs; our probabilistic formula is also bridged to the probabilistic Lagrangian representations for the velocity field, given by Constantin and Iyer (2008) and Zhang (2010); finally, the solution of the Navier–Stokes equation is shown to be a critical point of controlled forward–backward stochastic differential equations.

Dark matter voids in the SDSS galaxy survey

What do we know about voids in the dark matter distribution given the Sloan Digital Sky Survey (SDSS) and assuming the ΛCDM model? Recent application of the Bayesian inference algorithm BORG to the SDSS Data Release 7 main galaxy sample has generated detailed Eulerian and Lagrangian representations of the large-scale structure as well as the possibility to accurately quantify corresponding uncertainties. Building upon these results, we present constrained catalogs of voids in the Sloan volume, aiming at a physical representation of dark matter underdensities and at the alleviation of the problems due to sparsity and biasing on galaxy void catalogs. To do so, we generate data-constrained reconstructions of the presently observed large-scale structure using a fully non-linear gravitational model. We then find and analyze void candidates using the VIDE toolkit. Our methodology therefore predicts the properties of voids based on fusing prior information from simulations and data constraints. For usual void statistics (number function, ellipticity distribution and radial density profile), all the results obtained are in agreement with dark matter simulations. Our dark matter void candidates probe a deeper void hierarchy than voids directly based on the observed galaxies alone. The use of our catalogs therefore opens the way to high-precision void cosmology at the level of the dark matter field. We will make the void catalogs used in this work available at http://www.cosmicvoids.net.

Gravity-driven instability of a thin liquid film underneath a soft solid.

The gravity-driven instability of a thin liquid film located underneath a soft solid material is considered. The equations and boundary conditions governing the solid deformation are systematically converted from a Lagrangian representation to an Eulerian representation, which is the natural framework for describing the liquid motion. This systematic conversion reveals that the continuity-of-velocity boundary condition at the liquid-solid interface is more complicated than has previously been assumed, even in the small-strain limit. We then make clear the conditions under which the commonly used simplified version of this boundary condition is valid. The small-strain approximation, lubrication theory, and linear stability analysis are applied to derive an expression for the growth rate of small-amplitude perturbations. Asymptotic analysis reveals that the coupling between the liquid and solid manifests itself as a lower effective liquid-air interfacial tension that leads to larger instability growth rates. Although this suggests that it is more difficult to maintain a stable liquid coating underneath a soft solid, the effect is expected to be weak for cases of practical interest.