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A fundamental issue in the use of vortex methods is the ability to use efficiently large numbers of computational elements for simulations of viscous and inviscid flows.
The traditional cost of the method scales as O(N2) as the N computational elements and particles induce velocities at each other, making the method unacceptable for simulations involving more than a few tens of thousands of particles. We reduce the computation cost of the method by making the observation that the effect of a cluster of particles at a certain distance may be approximated by a finite series expansion. When the space is subdivided in uniform boxes it is straightforward to construct an O(N3/2) algorithm [189]. In the past decade faster methods have been developed that have operation counts of O(N log N) [17] or O(N) [91], depending on the details of the algorithm. In these algorithms the particle population is decomposed spatially into clusters of particles (see, for example, Figure B.1) and we build a hierarchy of clusters (a tree data structure) – smaller neighboring clusters combine to form a cluster of the next size up in the hierarchy and so on. The hierarchy allows one to determine efficiently where the multipole approximation of a certain cluster is valid.
The N-body problem appears in many fields of engineering and science ranging from astrophysics to micromagnetics and computer animation. In the past few years these N-body solvers have been implemented and applied in simulations involving vortex methods.
The goal of this appendix is to provide the mathematical background needed in the numerical analysis of vortex methods and, more generally, particle methods.
The two first sections are devoted to particle approximations of the solutions to advection equations. The third section summarizes some mathematical features of the Navier–Stokes equations. The numerical analysis carried out in Chapters 2 and 3 results from a combination of the results hereafter derived.
As we have seen in several occasions, the basic feature of vortex methods is that the data, that is the initial vorticity and the source terms at the boundary, are discretized on Lagrangian elements where the circulation is concentrated. These elements are termed particles, and mathematically they consist in delta functions. In Section A.1 we answer the following question: in which sense can a set of particles be used to approximate a given smooth function? We then proceed in Section A.2 to demonstrate that particles moving along a given flow are explicit exact weak solutions, in a sense that we precisely define, of the corresponding advection equation. This is the mathematical reason why particle methods are suitable for the numerical approximation of transport equations. We then show stability properties for the weak form of the transport equation. Together with the results of Section A.1, these stability estimates are the central tool for the numerical analysis of particle methods for linear equations.
In numerical simulations it is desirable to use numerical methods that are well suited to the physics of the problem at hand. As the dominant physics of a flow can vary in different parts of the domain, it is often advantageous to implement hybrid numerical schemes.
In this chapter we discuss hybrid numerical methods that combine, to various extents, vortex methods with Eulerian grid-based schemes. In these hybrid schemes, Lagrangian vortex methods and Eulerian schemes may be combined in the same part of the domain, in which each method is used in order to discretize different parts of the governing equations. Alternatively, vortex methods and grid-based methods can be combined in the same flow solver, in which each scheme resolves different parts of the domain. In this case we will discuss domain-decomposition formulations. Finally we consider the case of using different formulations of the governing equations in different parts of the domain. In that context we discuss the combination of the velocity–pressure formulation (along with grid-based methods) and the velocity–vorticity formulation (along with vortex methods) for the governing Navier–Stokes equations.
For simplicity, we often use in this chapter the terminology of finite-difference methods but it must be clear that in most cases the ideas can readily be extended to other Eulerian methods, such as finite-element or spectral methods.
One of the attractive features of vortex methods is the replacement of the nonlinear advection terms with a set of ordinary differential equations for the trajectories of the Lagrangian elements, resulting in robust schemes with minimal numerical dissipation.
Vortex methods were originally conceived as a tool to model the evolution of unsteady, incompressible, high Reynolds number flows of engineering interest. Examples include bluff-body flows and turbulent mixing layers. Vortex methods simulate flows of this type by discretizing only the vorticity-carrying regions and tracking the computational elements in a Lagrangian frame. They provide automatic grid adaptivity and devote little computational effort to regions devoid of vorticity. Moreover the particle treatment of the convective terms is free of numerical dissipation.
Thirty years ago simulations using inviscid vortex methods predicted the linear growth in the mixing layer and were able to predict the Strouhal frequency in a variety of bluff-body flow simulations. In three dimensions, we have seen that inviscid calculations using the method of vortex filaments have provided us with insight into the evolution of jet and wake flows. However, the inviscid approximation of high Reynolds number flows has its limitations. In bluff-body flows viscous effects are responsible for the generation of vorticity at the boundaries, and a consistent approximation of viscous effects, including diffusion, is necessary at least in the neighborhood of the body. In three-dimensional flows, vortex stretching and the resultant transfer of energy to small scales produce complex patterns of vortex lines. The complexity increases with time, and viscous effects provide the only limit in the increase of complexity and the appropriate mechanism for energy dissipation. In this chapter we discuss the simulation of diffusion effects in the context of vortex methods.
In this paper we present an analysis of the partial differential equations thatdescribe the Chemical Vapor Infiltration (CVI) processes. The mathematical modelrequires at least two partial differential equations, one describing thegas phase and one corresponding to the solid phase.A key difficulty in the process is the long processing times that are typicallyrequired. We address here the issue of optimization and show that we can chooseappropriate pressure and temperature to minimize these processing times.
In this article we introduce an adaptive multi-levelmethod in space and time for convection diffusion problems. The scheme is based on a multi-level spatial splitting and the use of differenttime-steps. The temporal discretization relies on the characteristics method. We derive an a posteriori error estimate and design a correspondingadaptive algorithm. The efficiency of the multi-level method is illustrated by numerical experiments,in particular for a convection-dominated problem.
We classify in this article the structure and its transitions/evolution of the Taylor vortices with perturbations in one of the following categories: a) the Hamiltonian vector fields, b) the divergence-free vector fields, and c). the solutions of the Navier-Stokes equations on the two-dimensional torus.This is part of a project oriented toward to developing a geometric theory of incompressible fluid flows in the physical spaces.
We give local and global well-posedness results for a system of twoKadomtsev-Petviashvili (KP) equations derived by R. Grimshaw and Y. Zhuto model the oblique interaction of weakly nonlinear, two dimensional,long internal waves in shallow fluids. We also prove a smoothing effect for the amplitudes of the interacting waves.We use the Fourier transform restriction norms introduced by J. Bourgain and the Strichartz estimates for the linear KP group. Finallywe extend the result of [3] for lower order perturbationof the system in the absence of transverse effects.
Evolution equations featuring nonlinearity, dispersion anddissipation are considered here. For classes of such equationsthat include the Korteweg-de Vries-Burgers equation and the BBM-Burgers equation, the zero dissipation limit is studied.Uniform bounds independent of the dissipation coefficient are derived and zero dissipation limit results with optimal convergence rates are established.
We consider a parabolic 2D Free Boundary Problem, with jump conditions at the interface. Its planar travelling-wave solutions are orbitally stableprovided the bifurcation parameter $u_*$does not exceed a critical value $u_{*}^{c}$. The latter isthe limit of a decreasing sequence $(u_{*}^{k})$of bifurcation points. The paper deals with the study of the 2D bifurcated branchesfrom the planar branch, for small k. Our technique is based on the elimination of the unknown front, turning the problem into a fully nonlinear one, to which we canapply the Crandall-Rabinowitz bifurcation theorem for a local study.We point out that the fully nonlinear reformulation of the FBP can also serve to developefficient numerical schemes in view of global information, such as techniques based on arc length continuation.
We solve an optimal cost problem for a stochasticNavier-Stokes equation in spacedimension 2 by proving existence and uniqueness of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation.
Bhattacharya and Kohn have used small-strain (geometrically linear)elasticity to analyze the recoverable strains of shape-memory polycrystals.The adequacy of small-strain theory is open to question, however, since someshape-memory materials recover as much as 10 percent strain. This paperprovides the first progress toward an analogous geometrically nonlineartheory. We consider a model problem, involving polycrystals madefrom a two-variant elastic material in two space dimensions. The lineartheory predicts that a polycrystal with sufficient symmetry can have norecoverable strain. The nonlinear theory corrects this to the statement thata polycrystal with sufficient symmetry can have recoverable strain nolarger than the 3/2 power of the transformation strain. This result isin a certain sense optimal. Our analysis makes use of Fritz John'stheory of deformations with uniformly small strain.
Non reflecting boundary conditions on artificial frontiersof the domain are proposed for bothincompressible and compressible Navier-Stokes equations.For incompressible flows, the boundary conditions lead to a well-posedproblem, convey properly the vortices without any reflections on theartificial limits and allow to compute turbulent flows at high Reynoldsnumbers.For compressible flows, the boundary conditions convey properly thevortices without any reflections on the artificial limits and alsoavoid acoustic waves that go back into the flow and change itsbehaviour.Numerical tests illustrate the efficiency of the various boundaryconditions.
Fast singular oscillating limits ofthe three-dimensional "primitive" equations ofgeophysical fluid flows are analyzed.We prove existence on infinite time intervals of regular solutions to the3D "primitive" Navier-Stokes equations for strongstratification (large stratification parameter N).This uniform existence is proven forperiodic or stress-free boundary conditionsfor all domain aspect ratios,including the case of three wave resonances which yield nonlinear "$2\frac{1}{2}$ dimensional" limit equations for N → +∞;smoothness assumptions are the same as for localexistence theorems, that is initial data in Hα, α ≥ 3/4.The global existence is proven using techniques ofthe Littlewood-Paley dyadic decomposition.Infinite time regularity for solutions of the3D "primitive" Navier-Stokes equations is obtained by bootstrapping from global regularity of the limit resonantequations and convergence theorems.
"Least regret control" consists in trying tofind a control which "optimizes the situation" with the constraint of not making things tooworse with respect to a known reference control,in presence of more or less significantperturbations. This notion was introduced in [7].It is recalled on a simple example (an ellipticsystem, with distributed control and boundary perturbation) in Section 2. We show that the problem reduces to a standard optimal control problem for augmented state equations.On another hand, we have introduced in recentnotes [9-12] the method ofvirtual control, aimed at the"decomposition of everything" (decomposition ofthe domain, of the operator, etc). Anintroduction to this method is presented, withouta priori knowledge needed, in Sections 3 and 4,directly on the augmented state equations.For problems without control, or with "standard" control, numerical applications of the virtualcontrol ideas have been given in the notes[9-12] and in the note[5].One of the first systematic paper devoted to allkind of decomposition methods, including multicriteria, is a jointpaper with A. Bensoussan and R. Temam, towhom this paper is dedicated, cf. [1].
We first prove an abstract result for a class of nonlocalproblems using fixed point method. We apply this result toequations revelant from plasma physic problems. These equationscontain terms like monotone or relative rearrangement of functions.So, we start the approximation study by using finite element todiscretize this nonstandard quantities. We end the paper by giving a numerical resolution of a model containing those terms.
In this article we consider local solutions for stochastic Navier Stokesequations, based on the approach of Von Wahl, for the deterministic case. Wepresent several approaches of the concept, depending on the smoothnessavailable. When smoothness is available, we can in someway reduce thestochastic equation to a deterministic one with a random parameter. In thegeneral case, we mimic the concept of local solution for stochasticdifferential equations.
The behavior of an ordinary differential equation for the low wave number velocitymode is analyzed. This equation was derived in [5]by an iterative process on the two-dimensional Navier-Stokes equations (NSE). Itresembles the NSE in form, exceptthat the kinematic viscosity is replaced by an iterated viscositywhich is a partial sum, dependent on the low-mode velocity. The convergence of this sum as the number of iterations is taken to be arbitrarily large is explored.This leads to a limiting dynamical system which displaysseveral unusual mathematical features.