three dimensional volume conserving immersed boundary model for two phase fluid flows abstract we present a volume preserving scheme for two phase immiscible incompressible flows using an immersed boundary method ibm in a three dimensional space the two phase ibm employs a mixture of eulerian and lagrangian variables where the fluid interface is represented by discrete lagrangian markers exerting surface tension forces to the eulerian fluid domain and the markers are advected by the fluid velocity the interactions between the lagrangian markers and the fluid variables are linked by the discretized dirac delta function the present study extends the previous two dimensional research li et al volume preserving immersed boundary methods for two phase fluid flows int j numer meth fluids 69 2012 842 858 to the three dimensional space the key idea of the proposed method is relocating surface points along the normal directions to conserve the total volume we perform a number of numerical experiments to show the efficiency and accuracy of the proposed method

handling solid fluid interfaces for viscous flows explicit jump approximation vs ghost cell approaches the ghost cell approaches gca for handling stationary solid boundaries regular or irregular are first investigated theoretically and numerically for the diffusion equation with dirichlet boundary conditions the main conclusion of this part of investigation is that the approximation for the diffusion term has to be second order accurate everywhere in order for the numerical solution to be rigorously second order accurate violating this principle the linear and quadratic gcas have the following shortcomings 1 restrictive constraints on grid size when the viscosity is small 2 susceptibleness to instability of a time explicit formulation for strongly transient flows 3 convergence deterioration to zeroth or first order for solutions with high frequency modes therefore the widely used linear extrapolation for enforcing no slip boundary conditions should be avoided even for regular solid boundaries as a remedy a simple method based on explicit jump approximation eja is proposed eja hinges on the idea that a velocity derivative jump at the boundary reduces to the value of the velocity derivative at the fluid side because the velocity of the stationary boundary is zero although the time marching linear system of eja is not symmetric it is strictly diagonal dominant with positive diagonal entries numerical results show that over a large range of viscosity and grid sizes eja performs much better than gcas in terms of stability and accuracy furthermore the second order convergence of eja does not depend on viscosity and the spectrum of the solution as those of gcas do this paper is written with enough details so that one can reproduce the numerical results

comments on efficient robust constrained model predictive control with a time varying terminal constraint set by wan and kothare abstract we present an algorithm that modifies the original formulation proposed in wan and kothare efficient robust constrained model predictive control with a time varying terminal constraint set systems control lett 48 2003 375 383 the modified algorithm can be proved to be robustly stabilizing and preserves all the advantages of the original algorithm thereby overcoming the limitation pointed out recently by pluymers et al min max feedback mpc using a time varying terminal constraint set and comments on efficient robust constrained model predictive control with a time varying terminal constraint set systems control lett 54 2005 1143 1148

constructing spectral schemes of the immersed interface method via a global description of discontinuous functions a global description of discontinuous functions is introduced in this paper by expressing a discontinuous function as the sum of a smooth function and a correction term determined by jump conditions we turn the unknown function from a discontinuous one into a sufficiently smooth one when solving a differential equation spectral schemes are developed based on this concept with the intention of eliminating or reducing the gibbs oscillation finite difference schemes are also constructed as an alternative of the current immersed interface methods both spectral and finite difference schemes are tested on one and two dimensional cases

physalis a new method for particle simulation part ii two dimensional navier stokes flow around cylinders this paper presents a new approach to the direct numerical simulation of particle flows the basic idea is to use a local analytic representation valid near the particle to transfer the no slip condition from the particle surface to the adjacent grid nodes in this way the geometric complexity arising from the irregular relation between the particle boundary and the underlying mesh is avoided and fast solvers can be used the results suggest that the computational effort increases very slowly with the number of particles so that the method is efficient for large scale simulations the focus here is on the two dimensional case cylindrical particles but the same procedure to be developed in forthcoming papers applies to three dimensions spherical particles several extensions are briefly discussed

the fixed mesh ale approach for the numerical approximation of flows in moving domains in this paper we propose a method to approximate flow problems in moving domains using always a given grid for the spatial discretization and therefore the formulation to be presented falls within the category of fixed grid methods even though the imposition of boundary conditions is a key ingredient that is very often used to classify the fixed grid method our approach can be applied together with any technique to impose approximately boundary conditions although we also describe the one we actually favor our main concern is to properly account for the advection of information as the domain boundary evolves to achieve this we use an arbitrary lagrangian eulerian framework the distinctive feature being that at each time step results are projected onto a fixed background mesh that is where the problem is actually solved

modeling a no slip flow boundary with an external force field abstract a novel technique related to peskin s immersed boundary approach is used to introduce solid surfaces into a simulated flow field the navier stokes equations permit the presence of an externally imposed body force that may vary in space and time forces are chosen to lie along a desired surface and to have a magnitude and direction opposing the local flow such that the flow is brought to rest on an element of the surface for unsteady viscous flow the direct calculation of the needed force is facilitated by a feedback scheme in which the velocity is used to iteratively determine the desired value in particular we determine the surface body force from the relation f x 5 t t 0 u x 5 t dt u x 5 t for surface points x 5 velocity u time t and negative constants and examples are presented which include 2d flow around cylinders 3d turbulent channel flow where one boundary is simulated with a force field and turbulent channel flow over a riblet covered surface while the new method may be applied to complex geometries on a non cartesian mesh we have chosen to use a simple cartesian grid all simulations are done with a spectral code in a single computational domain without any mapping of the mesh

systematic derivation of jump conditions for the immersed interface method in three dimensional flow simulation in this paper we systematically derive jump conditions for the immersed interface method siam j numer anal 31 1994 pp 1019 1044 siam j sci comput 18 1997 pp 709 735 to simulate three dimensional incompressible viscous flows subject to moving surfaces the surfaces are represented as singular forces in the navier stokes equations which give rise to discontinuities of flow quantities the principal jump conditions across a closed surface of the velocity the pressure and their normal derivatives have been derived by lai and li appl math lett 14 2001 pp 149 154 in this paper we first extend their derivation to generalized surface parametrization starting from the principal jump conditions we then derive the jump conditions of all first second and third order spatial derivatives of the velocity and the pressure we also derive the jump conditions of first and second order temporal derivatives of the velocity using these jump conditions the immersed interface method is applicable to the simulation of three dimensional incompressible viscous flows subject to moving surfaces where near the surfaces the first and second order spatial derivatives of the velocity and the pressure can be discretized with respectively third and second order accuracy and the first order temporal derivatives of the velocity can be discretized with second order accuracy

min max feedback mpc using a time varying terminal constraint set and comments on efficient robust constrained model predictive control with a time varying terminal constraint set abstract in this paper a robust mpc scheme using a time varying terminal constraint set for input constrained systems with a polytopic uncertainty description is proposed the new scheme is a refinement of the algorithm published in efficient robust constrained model predictive control with a time varying terminal constraint set z wan m v kothare systems control lett 48 2003 375 383 the original result contains an error in the stability proof which is solved in this paper by introducing within horizon feedback p o m scokaert d q mayne ieee trans automat control 43 8 1998 1136 1142 in the on line algorithm the new scheme is proven to be robustly asymptotically stabilizing but at the cost of an increased computational complexity

survey constrained model predictive control stability and optimality model predictive control is a form of control in which the current control action is obtained by solving at each sampling instant a finite horizon open loop optimal control problem using the current state of the plant as the initial state the optimization yields an optimal control sequence and the first control in this sequence is applied to the plant an important advantage of this type of control is its ability to cope with hard constraints on controls and states it has therefore been widely applied in petro chemical and related industries where satisfaction of constraints is particularly important because efficiency demands operating points on or close to the boundary of the set of admissible states and controls in this review we focus on model predictive control of constrained systems both linear and nonlinear and discuss only briefly model predictive control of unconstrained nonlinear and or time varying systems we concentrate our attention on research dealing with stability and optimality in these areas the subject has developed in our opinion to a stage where it has achieved sufficient maturity to warrant the active interest of researchers in nonlinear control we distill from an extensive literature essential principles that ensure stability and use these to present a concise characterization of most of the model predictive controllers that have been proposed in the literature in some cases the finite horizon optimal control problem solved on line is exactly equivalent to the same problem with an infinite horizon in other cases it is equivalent to a modified infinite horizon optimal control problem in both situations known advantages of infinite horizon optimal control accrue

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

exact controllability of the schrodinger equation in this paper we study the controllability of the linear schrodinger equation on bounded domains in r n first we state and prove a simple functional analytic characterization of the exact controllability of abstract schrodinger type equations which does not use the hilbert uniqueness method in a second part we discuss generalizations of results of machtyngier siam j control optim 32 1994 24 on the exact internal and boundary controllability of schrodinger equation by allowing lower order terms in the schrodinger equation this may be a first step to prove results on the exact controllability of semilinear nonlinear schrodinger equations which is a big problem

a numerical method for three dimensional gas liquid flow computations a numerical method for multiphase flow computations based on a finite difference formulation with a fixed grid is described the method combines ideas from front tracking and the ghost fluid method with a numerical technique for velocity extrapolation near the interface it is shown that the method is able to solve three dimensional free surface flow problems with an incompressible liquid and a compressible gas maintaining the interface sharp numerical results are compared with numerical solutions of the rayleigh plesset equation for the free oscillation of a gas bubble and independent front tracking results for buoyant bubbles finally the effects of an imposed sinusoidal liquid flow on a gas bubble are investigated

curvilinear immersed boundary method for simulating fluid structure interaction with complex 3d rigid bodies the sharp interface curvib approach of ge and sotiropoulos l ge f sotiropoulos a numerical method for solving the 3d unsteady incompressible navier stokes equations in curvilinear domains with complex immersed boundaries journal of computational physics 225 2007 1782 1809 is extended to simulate fluid structure interaction fsi problems involving complex 3d rigid bodies undergoing large structural displacements the fsi solver adopts the partitioned fsi solution approach and both loose and strong coupling strategies are implemented the interfaces between immersed bodies and the fluid are discretized with a lagrangian grid and tracked with an explicit front tracking approach an efficient ray tracing algorithm is developed to quickly identify the relationship between the background grid and the moving bodies numerical experiments are carried out for two fsi problems vortex induced vibration of elastically mounted cylinders and flow through a bileaflet mechanical heart valve at physiologic conditions for both cases the computed results are in excellent agreement with benchmark simulations and experimental measurements the numerical experiments suggest that both the properties of the structure mass geometry and the local flow conditions can play an important role in determining the stability of the fsi algorithm under certain conditions the fsi algorithm is unconditionally unstable even when strong coupling fsi is employed for such cases however combining the strong coupling iteration with under relaxation in conjunction with the aitken s acceleration technique is shown to effectively resolve the stability problems a theoretical analysis is presented to explain the findings of the numerical experiments it is shown that the ratio of the added mass to the mass of the structure as well as the sign of the local time rate of change of the force or moment imparted on the structure by the fluid determine the stability and convergence of the fsi algorithm the stabilizing role of under relaxation is also clarified and the upper bound of the under relaxation coefficient required for stability is derived

an immersed boundary method with formal second order accuracy and reduced numerical viscosity a formally second order accurate immersed boundary method is presented and tested in this paper we apply this new scheme to simulate the flow past a circular cylinder and study the effect of numerical viscosity on the accuracy of the computation by comparing the numerical results with those of a first order method the numerical evidence shows that the new scheme has less numerical viscosity and is therefore a better choice for the simulation of high reynolds number flows with immersed boundaries

the immersed interface method for nonlinear differential equations with discontinuous coefficients and singular sources we extend the immersed interface method of leveque and li to find numerical solutions of one dimensional parabolic partial differential equations of the form u t beta x t u x x lambda x t u x kappa u u x f x where beta u beta u x and f may have known discontinuities at a known location x alpha at each time step a large weakly nonlinear system is set up using a difference scheme which is standard away from x alpha and which is derived for grid points near alpha by solving small linear systems which are determined from the jumps at x alpha the time stepping is done with a crank nicholson scheme and the nonlinear systems are solved with a levenberg marquardt method as an example we consider the flow of cars on a one lane highway with an entrance or exit where traffic is treated as a continuous fluid numerical examples show that we can compute solutions to these equations with second order accuracy

an immersed interface method for incompressible navier stokes equations the method developed in this paper is motivated by peskin s immersed boundary ib method and allows one to model the motion of flexible membranes or other structures immersed in viscous incompressible fluid using a fluid solver on a fixed cartesian grid the ib method uses a set of discrete delta functions to spread the entire singular force exerted by the immersed boundary to the nearby fluid grid points our method instead incorporates part of this force into jump conditions for the pressure avoiding discrete dipole terms that adversely affect the accuracy near the immersed boundary this has been implemented for the two dimensional incompressible navier stokes equations using a high resolution finite volume method for the advective terms and a projection method to enforce incompressibility in the projection step the correct jump in pressure is imposed in the course of solving the poisson problem this gives sharp resolution of the pressure across the interface and also gives better volume conservation than the traditional ib method comparisons between this method and the ib method are presented for several test problems numerical studies of the convergence and order of accuracy are included

an immersed boundary finite volume method for simulations of flow in complex geometries abstract a new immersed boundary method for simulating flows over or inside complex geometries is developed by introducing a mass source sink as well as a momentum forcing the present method is based on a finite volume approach on a staggered mesh together with a fractional step method both momentum forcing and mass source are applied on the body surface or inside the body to satisfy the no slip boundary condition on the immersed boundary and also to satisfy the continuity for the cell containing the immersed boundary in the immersed boundary method the choice of an accurate interpolation scheme satisfying the no slip condition on the immersed boundary is important because the grid lines generally do not coincide with the immersed boundary therefore a stable second order interpolation scheme for evaluating the momentum forcing on the body surface or inside the body is proposed three different flow problems decaying vortices and flows over a cylinder and a sphere are simulated using the immersed boundary method proposed in this study and the results agree very well with previous numerical and experimental results verifying the accuracy of the present method

weak imposition of essential boundary conditions in the finite element approximation of elliptic problems with non matching meshes this is the accepted version of the following article codina r and baiges j 2015 weak imposition of essential boundary conditions in the finite element approximation of elliptic problems with non matching meshes int j numer meth engng 104 624 654 doi 10 1002 nme 4815 which has been published in final form at http onlinelibrary wiley com doi 10 1002 nme 4815 abstract

efficient robust constrained model predictive control with a time varying terminal constraint set abstract an efficient robust constrained model predictive control algorithm with a time varying terminal constraint set is developed for systems with model uncertainty and input constraints the approach is novel in that it off line constructs a continuum of terminal constraint sets and on line achieves robust stability by using a relatively short control horizon even n 0 with a time varying terminal constraint set this algorithm not only dramatically reduces the on line computation but also significantly enlarges the size of the allowable set of initial conditions moreover this control scheme retains the unconstrained optimal performance in the neighborhood of the equilibrium the controller design is illustrated through a benchmark problem

a decoupled augmented iim strategy for incompressible two phase flows with interfaces on irregular domains a decoupled augmented immersed interface method for solving incompressible two phase flows involving both irregular domains and interfaces is presented in order to impose the prescribed velocity at the boundary of the irregular domain singular force as one set of augmented variables is introduced the velocity components at the two fluid interface as another set of augmented variables are introduced to satisfy the continuity condition of the velocity across the interface so that the jump conditions for the velocity and pressure are decoupled across the interface the augmented variables and or the forces along the interface boundary are related to the jumps in both pressure and velocity and the jumps in their derivatives across the interface boundary and applied to the fluid through jump conditions the resulting augmented equation is a couple system of these two sets of augmented variables and the direct application of the gmres is impractical due to larger iterations in this work the novel decoupling of two sets of the augmented variables is proposed and the decoupled augmented equation is then solved by the lu or the gmres method the stokes equations are discretized via the finite difference method with the incorporation of jump contributions on a staggered cartesian grid and solved by the conjugate gradient uzawa type method the numerical results show that second order accuracy for the velocity is confirmed the present method has also been applied to solve for incompressible two phase navier stokes flow with interfaces on irregular domains copyright 2011 john wiley sons ltd

approximate imposition of boundary conditions in immersed boundary methods we analyze several possibilities to prescribe boundary conditions in the context of immersed boundary methods as basic approximation technique we consider the finite element method with a mesh that does not match the boundary of the computational domain and therefore dirichlet boundary conditions need to be prescribed in an approximate way as starting variational approach we consider nitsche s methods and we then move to two options that yield non symmetric problems but that turned out to be robust and efficient the essential idea is to use the degrees of freedom of certain nodes of the finite element mesh to minimize the difference between the exact and the approximated boundary condition

immersed interface methods for stokes flow with elastic boundaries or surface tension a second order accurate interface tracking method for the solution of incompressible stokes flow problems with moving interfaces on a uniform cartesian grid is presented the interface may consist of an elastic boundary immersed in the fluid or an interface between two different fluids the interface is represented by a cubic spline along which the singularly supported elastic or surface tension force can be computed the stokes equations are then discretized using the second order accurate finite difference methods for elliptic equations with singular sources developed in our previous paper siam j numer anal 31 1994 pp 1019 1044 the resulting velocities are interpolated to the interface to determine the motion of the interface an implicit quasi newton method is developed that allows reasonable time steps to be used

a cartesian grid method for modeling multiple moving objects in 2d incompressible viscous flow we present an efficient method for solving 2d incompressible viscous flows around multiple moving objects our method employs an underlying regular cartesian grid to solve the system using a streamfunction vorticity formulation and with discontinuities representing the embedded objects the no penentration condition for the moving geometry is satisfied by superposing a homogenous solution to the poisson s equation for the streamfunction the no slip condition is satisfied by generating vorticity on the surfaces of the objects both the initial poisson solution and the evaluation of the homogenous solution require embedding irregular discontinuities in a fast poisson solver computation time is dictated by the time required to do a fast poisson solution plus solve an integral form of laplace s equation there is no significant increase in computational cost if the geometry of the embedded objects is variable and moving relative to the underlying grid we test the method against the canonical example of flow past a cylinder and obtained new results on the flow and forces of two cylinders moving relative to each other

a cartesian based embedded geometry technique with adaptive high order finite differences for compressible flow around complex geometries an immersed boundary methodology to solve the compressible navier stokes equations around complex geometries in cartesian fluid dynamics solvers is described the objective of the new approach is to enable smooth reconstruction of pressure and viscous stresses around the embedded objects without spurious numerical artifacts a standard level set represents the boundary of the object and defines a fictitious domain into which the flow fields are smoothly extended boundary conditions on the surface are enforced by an approach inspired by analytic continuation each fluid field is extended independently constrained only by the boundary condition associated with that field unlike most existing methods no jump conditions or explicit derivation of them from the boundary conditions are required in this approach numerical stiffness that arises when the fluid solid interface is close to grid points of the mesh is addressed by preconditioning in addition the embedded geometry technique is coupled with a stable high order adaptive discretization that is enabled around the object boundary to enhance resolution the stencils used to transition the order of accuracy of the discretization are derived using the summation by parts technique that ensures stability applications to shock reflections shock ramp interactions and supersonic and low mach number flows over two and three dimensional geometries are presented

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

an immersed interface method for simulating the interaction of a fluid with moving boundaries in the immersed interface method boundaries are represented as singular force in the navier stokes equations which enters a numerical scheme as jump conditions recently we systematically derived all the necessary spatial and temporal jump conditions for simulating incompressible viscous flows subject to moving boundaries in 3d with second order spatial and temporal accuracy near the boundaries sheng xu z jane wang systematic derivation of jump conditions for the immersed interface method in three dimensional flow simulation siam j sci comput 2006 in press in this paper we implement the immersed interface method to incorporate these jump conditions in a 2d numerical scheme we study the accuracy efficiency and robustness of our method by simulating taylor couette flow flow induced by a relaxing balloon flow past single and multiple cylinders and flow around a flapping wing our results show that 1 our code has second order accuracy in the infinity norm for both the velocity and the pressure 2 the addition of an object introduces relatively insignificant computational cost 3 the method is equally effective in computing flow subject to boundaries with prescribed force or boundaries with prescribed motion

an adaptive version of the immersed boundary method a computational setting for the immersed boundary method employing an adaptive mesh refinement is presented enhanced accuracy for the method is attained locally by covering an immersed boundary vicinity with a sequence of nested progressively finer rectangular grid patches which dynamically follow the immersed boundary motion the set of equations describing the interaction between a non stationary viscous incompressible fluid and an immersed elastic boundary is solved by coupling a projection method specially designed for locally refined meshes to an implicit formulation of the immersed boundary method the main contributions of this work concern the formulation and the implementation of a multilevel self adaptive version of the immersed boundary method on locally refined meshes this approach is tested for a particular two dimensional model problem for which no significant difference is found between the solutions obtained on a mesh refined locally around the immersed boundary and on the associated uniform mesh built with the resolution of the finest level

a new mathematical formulation and fast algorithm for fully resolved simulation of self propulsion we present a computational algorithm for fully resolved numerical simulation frs of rigid and deforming bodies moving in fluids given the deformation of the body in its own reference frame the method solves for the swimming velocity of the body together with the surrounding flow field and the hydrodynamic forces on the body we provide the mathematical foundation of the algorithm based on distributed lagrange multipliers and show that it naturally connects with vortex methods through a vorticity source at the interface we demonstrate applications to rigid and flexible bodies membranes and bodies with a propelling membrane attached to them in contrast to some existing methods the swimming velocity of the body is not prescribed but is computed along with the forces without requiring a body fitted grid the algorithm is designed to be fast efficient and easy to implement in existing fluid dynamics codes for practical solid fluid problems in engineering and biology

numerical simulation of a cylinder in uniform flow in this study a virtual boundary technique is applied to the numerical simulation of stationary and moving cylinders in uniform flow this approach readily allows the imposition of a no slip boundary within the flow field by a feedback forcing term added to the momentum equations in the present work this technique is used with a high order finite difference method effectively eliminating spurious oscillations caused by the feedback forcing when used with spectrally discretized flow solvers very good agreement is found between the present calculations and previous computational and experimental results for steady and time dependent flow at low reynolds numbers

immersed interface methods for neumann and related problems in two and three dimensions we develop and apply a finite difference method to discretize the laplacian operator with neumann boundary conditions on an irregular domain using a regular cartesian grid the method is an extension of the immersed interface method developed by leveque and li siam j numer anal 31 1994 1019 1044 with careful selection of stencils the method is second order accurate and produces a matrix that is stable diagonally semidominant the method is illustrated on several two dimensional problems and one three dimensional problem

a class of cartesian grid embedded boundary algorithms for incompressible flow with time varying complex geometries abstract we present a class of numerical algorithms for simulating viscous fluid problems of incompressible flow interacting with moving rigid structures the proposed cartesian grid embedded boundary algorithms employ a slightly different idea from the traditional direct forcing immersed boundary methods the proposed algorithms calculate and apply the force density in the extended solid domain to uphold the solid velocity and hence the boundary condition at the rigid body surface the principle of the embedded boundary algorithm allows us to solve the fluid equations on a cartesian grid with a set of external forces spread onto the grid points occupied by the rigid structure the proposed algorithms use the mac marker and cell algorithm to solve the incompressible navier stokes equations unlike projection methods the mac scheme incorporates the gradient of the force density in solving the pressure poisson equation so that the dipole force due to the jump of pressure across the solid fluid interface is directly balanced by the gradient of the force density we validate the proposed algorithms via the classical benchmark problem of flow past a cylinder our numerical experiments show that numerical solutions of the velocity field obtained by using the proposed algorithms are smooth across the solid fluid interface finally we consider the problem of a cylinder moving between two parallel plane walls numerical solutions of this problem obtained by using the proposed algorithms are compared with the classical asymptotic solutions we show that the two solutions are in good agreement

immersed boundary smooth extension the immersed boundary method is a simple efficient and robust numerical scheme for solving pde in general domains yet it only achieves first order spatial accuracy near embedded boundaries in this paper we introduce a new high order numerical method which we call the immersed boundary smooth extension ibse method the ibse method achieves high order accuracy by smoothly extending the unknown solution of the pde from a given smooth domain to a larger computational domain enabling the use of simple cartesian grid discretizations e g fourier spectral methods the method preserves much of the flexibility and robustness of the original ib method in particular it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta functions to communicate information between the computational grid and the boundary we present a fast algorithm for solving elliptic equations which forms the basis for simple high order implicit time methods for parabolic pde and implicit explicit methods for related nonlinear pde we apply the ibse method to solve the poisson heat burgers and fitzhugh nagumo equations and demonstrate fourth order pointwise convergence for dirichlet problems and third order pointwise convergence for neumann problems

a ghost cell immersed boundary method for flow in complex geometry an efficient ghost cell immersed boundary method gcibm for simulating turbulent flows in complex geometries is presented a boundary condition is enforced through a ghost cell method the reconstruction procedure allows systematic development of numerical schemes for treating the immersed boundary while preserving the overall second order accuracy of the base solver both dirichlet and neumann boundary conditions can be treated the current ghost cell treatment is both suitable for staggered and non staggered cartesian grids the accuracy of the current method is validated using flow past a circular cylinder and large eddy simulation of turbulent flow over a wavy surface numerical results are compared with experimental data and boundary fitted grid results the method is further extended to an existing ocean model mitgcm to simulate geophysical flow over a three dimensional bump the method is easily implemented as evidenced by our use of several existing codes

accurate stable and efficient navier stokes solvers based on explicit treatment of the pressure term we present numerical schemes for the incompressible navier stokes equations based on a primitive variable formulation in which the incompressibility constraint has been replaced by a pressure poisson equation the pressure is treated explicitly in time completely decoupling the computation of the momentum and kinematic equations the result is a class of extremely efficient navier stokes solvers full time accuracy is achieved for all flow variables the key to the schemes is a neumann boundary condition for the pressure poisson equation which enforces the incompressibility condition for the velocity field irrespective of explicit or implicit time discretization of the viscous term in the momentum equation the explicit time discretization of the pressure term does not affect the time step constraint indeed we prove unconditional stability of the new formulation for the stokes equation with explicit treatment of the pressure term and first or second order implicit treatment of the viscous term systematic numerical experiments for the full navier stokes equations indicate that a second order implicit time discretization of the viscous term with the pressure and convective terms treated explicitly is stable under the standard cfl condition additionally various numerical examples are presented including both implicit and explicit time discretizations using spectral and finite difference spatial discretizations demonstrating the accuracy flexibility and efficiency of this class of schemes in particular a galerkin formulation is presented requiring only c0 elements to implement

the immersed interface method for elliptic equations with discontinuous coefficients and singular sources the authors develop finite difference methods for elliptic equations of the form nabla cdot beta x nabla u x kappa x u x f x in a region omega in one or two space dimension

numerical simulation of two dimensional flows over a circular cylinder using the immersed boundary method in this work a virtual boundary method is applied to the numerical simulation of a uniform flow over a cylinder the force source term added to the two dimensional navier stokes equations guarantees the imposition of the no slip boundary condition over the body fluid interface these equations are discretized using the finite differences method the immersed boundary is represented with a finite number of lagrangian points distributed over the solid fluid interface a cartesian grid is used to solve the fluid flow equations the key idea is to propose a method to calculate the interfacial force without ad hoc constants that should usually be adjusted for the type of flow and the type of the numerical method when this kind of model is used in the present work this force is calculated using the navier stokes equations applied to the lagrangian points and then distributed over the eulerian grid the main advantage of this approach is that it enables calculation of this force field even if the interface is moving or deforming it is unnecessary to locate the eulerian grid points near this immersed boundary the lift and drag coefficients and the strouhal number calculated for an immersed cylinder are compared with previous experimental and numerical results for different reynolds numbers

finite difference schemes for incompressible flow based on local pressure boundary conditions in this paper we discuss the derivation and use of local pressure boundary conditions for finite difference schemes for the unsteady incompressible navier stokes equations in the velocity pressure formulation their use is especially well suited for the computation of moderate to large reynolds number flows we explore the similarities between the implementation and use of local pressure boundary conditions and local vorticity boundary conditions in the design of numerical schemes for incompressible flow in 2d in their respective formulations when these local numerical boundary conditions are coupled with a fully explicit convectively stable time stepping procedure the resulting methods are simple to implement and highly efficient unlike the vorticity formulation the use of the local pressure boundary condition approach is readily applicable to 3d flows the simplicity of the local pressure boundary condition approach and its easy adaptation to more general flow settings make the resulting scheme an attractive alternative to the more popular methods for solving the navier stokes equations in the velocity pressure formulation we present numerical results of a second order finite difference scheme on a nonstaggered grid using local pressure boundary conditions stability and accuracy of the scheme applied to stokes flow is demonstrated using normal mode analysis also described is the extension of the method to variable density flows

physalis a new o n method for the numerical simulation of disperse systems potential flow of spheres this paper presents a new approach to the direct numerical simulation of potential problems with many spherical internal boundaries e g many spheres in potential flow the basic idea is to use a local analytic representation valid near the particle and to match it to an external field calculated by a standard finite difference or finite element method in this way the geometric complexity arising from the irregular relation between the particle boundary and the underlying mesh is avoided and fast solvers can be used the results suggest that the computational effort increases less than proportionally to the number of particles and additionally that meshes that would be excessively coarse as measured in terms of particle radius in a conventional calculation can be used without significant loss of accuracy in separate if preliminary work the same approach has been extended to the simulation of viscous flow about spheres and cylinders at finite reynolds numbers

min max feedback model predictive control for constrained linear systems min max feedback formulations of model predictive control are discussed both in the fixed and variable horizon contexts the control schemes the authors discuss introduce in the control optimization the notion that feedback is present in the receding horizon implementation of the control this leads to improved performance compared to standard model predictive control and resolves the feasibility difficulties that arise with the min max techniques that are documented in the literature the stabilizing properties of the methods are discussed as well as some practical implementation details

a cartesian grid method for solving the two dimensional streamfunction vorticity equations in irregular regions we describe a method for solving the two dimensional navier stokes equations in irregular physical domains our method is based on an underlying uniform cartesian grid and second order finite difference finite volume discretizations of the streamfunction vorticity equations geometry representing stationary solid obstacles in the flow domain is embedded in the cartesian grid and special discretizations near the embedded boundary ensure the accuracy of the solution in the cut cells along the embedded boundary we determine a distribution of vorticity sources needed to impose the no slip flow conditions this distribution appears as a right hand side term in the discretized fluid equations and so we can use fast solvers to solve the linear systems that arise to handle the advective terms we use the high resolution algorithms in clawpack we show that our stokes solver is second order accurate for steady state solutions and that our full navier stokes solver is between first and second order accurate and reproduces results from well studied benchmark problems in viscous fluid flow finally we demonstrate the robustness of our code on flow in a complex domain

the blob projection method for immersed boundary problems a new finite difference numerical method for modeling the interaction between flexible elastic membranes and an incompressible fluid in a two dimensional domain is presented the method differs from existing methods in the way the forces exerted by the membranes on the fluid are modeled these are described by a collection of regularized point forces and the velocity field they induce is computed directly on a regular cartesian grid via a smoothed dipole potential comparisons between this method and the immersed boundary method of peskin and mcqueen are presented the results show that the method proposed here preserves volumes better and has a higher order of convergence

regular article an accurate cartesian grid method for viscous incompressible flows with complex immersed boundaries a cartesian grid method has been developed for simulating two dimensional unsteady viscous incompressible flows with complex immersed boundaries a finite volume method based on a second order accurate central difference scheme is used in conjunction with a two step fractional step procedure the key aspects that need to be considered in developing such a solver are imposition of boundary conditions on the immersed boundaries and accurate discretization of the governing equation in cells that are cut by these boundaries a new interpolation procedure is presented which allows systematic development of a spatial discretization scheme that preserves the second order spatial accuracy of the underlying solver the presence of immersed boundaries alters the conditioning of the linear operators and this can slow down the iterative solution of these equations the convergence is accelerated by using a preconditioned conjugate gradient method where the preconditioner takes advantage of the structured nature of the underlying mesh the accuracy and fidelity of the solver is validated by simulating a number of canonical flows and the ability of the solver to simulate flows with very complicated immersed boundaries is demonstrated

the immersed interface method for the navier stokes equations with singular forces abstract peskin s immersed boundary method has been widely used for simulating many fluid mechanics and biology problems one of the essential components of the method is the usage of certain discrete delta functions to deal with singular forces along one or several interfaces in the fluid domain however the immersed boundary method is known to be first order accurate and usually smears out the solutions in this paper we propose an immersed interface method for the incompressible navier stokes equations with singular forces along one or several interfaces in the solution domain the new method is based on a second order projection method with modifications only at grid points near or on the interface from the derivation of the new method we expect fully second order accuracy for the velocity and nearly second order accuracy for the pressure in the maximum norm including those grid points near or on the interface this has been confirmed in our numerical experiments furthermore the computed solutions are sharp across the interface nontrivial numerical results are provided and compared with the immersed boundary method meanwhile a new version of the immersed boundary method using the level set representation of the interface is also proposed in this paper

locally corrected semi lagrangian methods for stokes flow with moving elastic interfaces we present a new method for computing two dimensional stokes flow with moving interfaces that respond elastically to stretching the interface is moved by semi lagrangian contouring a distance function is introduced on a tree of cells near the interface transported by a semi lagrangian time step and then used to contour the new interface the velocity field in a periodic box is calculated as a potential integral resulting from interfacial and body forces using a technique based on ewald summation with analytically derived local corrections the interfacial stretching is found from a surprisingly natural formula a test problem with an exact solution is constructed and used to verify the speed accuracy and robustness of the approach

analysis of a one dimensional model for the immersed boundary method numerical methods are studied for the one dimensional heat equation with a singular forcing term u t u xx c t delta x alpha t the delta function delta x is replaced by a discrete approximation d h x and the resulting equation is solved by a crank nicolson method on a uniform grid the accuracy of this method is analyzed for various choices of d h the case where c t is specified and also the case where c is determined implicitly by a constraint on the solution at the point a are studied these problems serve as a model for the immersed boundary method of peskin for incompressible flow problems in irregular regions some insight is gained into the accuracy that can be achieved and the importance of choosing appropriate discrete delta functions

partially implicit motion of a sharp interface in navier stokes flow we develop a numerical method for the coupled motion of navier stokes flow with an elastic interface of zero thickness which exerts tension and bending forces on the fluid the interface motion is made partially implicit by approximating a backward euler step in the high wavenumbers as in the small scale decomposition method of hou lowengrub and shelley this modified step is combined with the method of beale and layton j t beale a t layton a velocity decomposition approach for moving interfaces in viscous fluids j comput phys 228 2009 3358 67 the fluid velocity is found by computing the stokes velocity and a more regular remainder the resulting scheme is second order in space and first order in time it can be made second order in time by extrapolation the discontinuities in the pressure and velocity gradient are preserved the partially implicit method allows much larger time steps than an explicit method with negligible added effort the formulas in the fourier transform for the implicit approximation in high wavenumbers are similar to those derived in hou and shi t y hou z shi an efficient semi implicit immersed boundary method for the navier stokes equations j comput phys 227 2008 9138 69 in a different context

a well conditioned augmented system for solving navier stokes equations in irregular domains an augmented method based on a cartesian grid is proposed for the incompressible navier stokes equations in irregular domains the irregular domain is embedded into a rectangular one so that a fast poisson solver can be utilized in the projection method unlike several methods suggested in the literature that set the force strengths as unknowns which often results in an ill conditioned linear system we set the jump in the normal derivative of the velocity as the augmented variable the new approach improves the condition number of the system for the augmented variable significantly using the immersed interface method we are able to achieve second order accuracy for the velocity numerical results and comparisons to benchmark tests are given to validate the new method a lid driven cavity flow with multiple obstacles and different geometries are also presented

an immersed interface method for stokes flows with fixed moving interfaces and rigid boundaries we present an immersed interface method for solving the incompressible steady stokes equations involving fixed moving interfaces and rigid boundaries irregular domains the fixed moving interfaces and rigid boundaries are represented by a number of lagrangian control points in order to enforce the prescribed velocity at the rigid boundaries singular forces are applied on the fluid at these boundaries the strength of singular forces at the rigid boundary is determined by solving a small system of equations for the deformable interfaces the forces that the interface exerts on the fluid are calculated from the configuration position of the deformed interface the jumps in the pressure and the jumps in the derivatives of both pressure and velocity are related to the forces at the fixed moving interfaces and rigid boundaries these forces are interpolated using cubic splines and applied to the fluid through the jump conditions the positions of the deformable interfaces are updated implicitly using a quasi newton method bfgs within each time step in the proposed method the stokes equations are discretized via the finite difference method on a staggered cartesian grid with the incorporation of jump contributions and solved by the conjugate gradient uzawa type method numerical results demonstrate the accuracy and ability of the proposed method to simulate incompressible stokes flows with fixed moving interfaces on irregular domains

analysis of stiffness in the immersed boundary method and implications for time stepping schemes the immersed boundary method is known to exhibit a high degree of numerical stiffness associated with the interaction of immersed elastic fibres with the surrounding fluid we perform a linear analysis of the underlying equations of motion for immersed fibres and identify a discrete set of fibre modes which are associated solely with the presence of the fibre this work generalises our results in a previous paper 1995 siam j appl math 55 1577 by incorporating the effect of spreading the singular fibre force over a finite smoothing radius corresponding to the approximate delta function used in the immersed boundary method we investigate the stability of the fibre modes their stiffness and their dependence on the problem parameters focusing on the influence of smoothing we then extend the analytical results to include the effect of time discretisation and draw conclusions about the time step restrictions on various explicit schemes as well as the convergence rates for an iterative semi implicit method we draw comparisons with computations and show how the results can be applied to help in choosing alternate time stepping schemes that are specially tailored to handle the stiffness in immersed fibres in particular we present numerical results that show how fully explicit runge kutta schemes perform in comparison with the best of the semi implicit schemes currently in use

the fixed mesh ale approach applied to solid mechanics and fluid structure interaction problems in this paper we propose a method to solve solid mechanics and fluid structure interaction problems using always a fixed background mesh for the spatial discretization the main feature of the method is that it properly accounts for the advection of information as the domain boundary evolves to achieve this we use an arbitrary lagrangian eulerian ale framework the distinctive characteristic being that at each time step results are projected onto a fixed background mesh for solid mechanics problems subject to large strains the fixed mesh fm ale method avoids the element stretching found in fully lagrangian approaches for fsi problems fm ale allows for the use of a single background mesh to solve both the fluid and the structure copyright 2009 john wiley sons ltd

improved volume conservation in the computation of flows with immersed elastic boundaries this paper introduces a recipe for the construction of a finite difference divergence operator the coefficients of which are completely determined once an interpolation scheme has been chosen substitution of this divergence operator for the previously used divergence based on central differences makes a dramatic improvement in the overall volume conservation that is observed in an immersed boundary computation this improvement is particularly important for computations in which an elastic boundary separates chambers containing fluid at substantially different pressures a situation which is prominent in cardiac fluid dynamics during the contraction of the ventricles

the explicit jump immersed interface method finite difference methods for pdes with piecewise smooth solutions many boundary value problems bvps or initial bvps have nonsmooth solutions with jumps along lower dimensional interfaces the explicit jump immersed interface method ejiim was developed following li s fast iterative immersed interface method fiiim recognizing that the foundation for the efficient solution of many such problems is a good solver for elliptic bvps ejiim generalizes the class of problems for which fiiim is applicable it handles interfaces between constant and variable coefficients and extends the immersed interface method iim to bvps on irregular domains with neumann and dirichlet boundary conditions proofs of second order convergence for a one dimensional 1d problem with piecewise constant coefficients and for two dimensional 2d problems with singular sources are given other problems are reduced to the singular sources case with additional equations determining the source strengths the advantages of ejiim are high quality of solutions even on coarse grids and easy adaptation to many problems with complicated geometries while still maintaining the efficiency of the fiiim

combined immersed boundary finite difference methods for three dimensional complex flow simulations a second order accurate highly efficient method is developed for simulating unsteady three dimensional incompressible flows in complex geometries this is achieved by using boundary body forces that allow the imposition of the boundary conditions on a given surface not coinciding with the computational grid the governing equations therefore can be discretized and solved on a regular mesh thus retaining the advantages and the efficiency of the standard solution procedures two different forcings are tested showing that while the quality of the results is essentially the same in both cases the efficiency of the calculation strongly depends on the particular expression a major issue is the interpolation of the forcing over the grid that determines the accuracy of the scheme this ranges from zeroth order for the most commonly used interpolations up to second order for an ad hoc velocity interpolation the present scheme has been used to simulate several flows whose results have been validated by experiments and other results available in the literature finally in the last example we show the flow inside an ic piston cylinder assembly at high reynolds number to our knowledge this is the first example in which the immersed boundary technique is applied to a full three dimensional complex flow with moving boundaries and with a reynolds number high enough to require a subgrid scale turbulence model

vorticity boundary condition and related issues for finite difference schemes this paper discusses three basic issues related to the design of finite difference schemes forunsteadyviscous incompressible flows using vorticity formulations the boundary condition for vorticity an efficient time stepping procedure and the relation between these schemes and the ones based on velocity pressure formulation we show that many of the newly developed global vorticity boundary conditions can actually be written as some local formulas derived earlier we also show that if we couple a standard centered difference scheme with third or fourth order explicit runge kutta methods the resulting schemes havenocell reynolds number constraints for high reynolds number flows these schemes are stable under the cfl condition given by the convective terms finally we show that the classical mac scheme is the same as thom s formula coupled with second order centered differences in the interior in the sense that one can define discrete vorticity in a natural way for the mac scheme and get the same values as the ones computed from thom s formula we use this to derive an efficient fourth order runge kutta time discretization for the mac scheme from the one for thom s formula we present numerical results for driven cavity flow at high reynolds number 105