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Register a new userA stable and accurate scheme for solving the Stefan problem coupled with natural convection using the Immersed Boundary Smooth Extension method
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The dissolution of solids has created spectacular geomorphologies ranging from centimeter-scale cave scallops to the kilometer-scale stone forests of China and Madagascar. Mathematically, dissolution processes are modeled by a Stefan problem, which describes how the motion of a phase-separating interface depends on local concentration gradients, coupled to a fluid flow. Simulating these problems is challenging, requiring the evolution of a free interface whose motion depends on the normal derivatives of an external field in an ever-changing domain. Moreover, density differences created in the fluid domain induce self-generated convecting flows that further complicate the numerical study of dissolution processes. In this contribution, we present a numerical method for the simulation of the Stefan problem coupled to a fluid flow. The scheme uses the Immersed Boundary Smooth Extension method to solve the bulk advection-diffusion and fluid equations in the complex, evolving geometry, coupled to a {theta}-L scheme that provides stable evolution of the boundary. We demonstrate third-order temporal and pointwise spatial convergence of the scheme for the classical Stefan problem, and second-order temporal and pointwise spatial convergence when coupled to flow. Examples of dissolution of solids that result in high-Rayleigh number convection are numerically studied, and qualitatively reproduce the complex morphologies observed in recent experiments.
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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.
The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and fails to converge pointwise for elements of the stress tensor. In a previous work we introduced the Immersed Boundary Smooth Extension (IBSE) method, a variation of the IB method that achieves high-order accuracy for elliptic PDE 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. In this work, we extend the IBSE method to allow for the imposition of a divergence constraint, and demonstrate high-order convergence for the Stokes and incompressible Navier-Stokes equations: up to third-order pointwise convergence for the velocity field, and second-order pointwise convergence for all elements of the stress tensor. The method is flexible to the underlying discretization: we demonstrate solutions produced using both a Fourier spectral discretization and a standard second-order finite-difference discretization.
The study of viscous fluid flow coupled with rigid or deformable solids has many applications in biological and engineering problems, e.g., blood cell transport, drug delivery, and particulate flow. We developed a partitioned approach to solve this coupled Multiphysics problem. The fluid motion was solved by Palabos (Parallel Lattice Boltzmann Solver), while the solid displacement and deformation was simulated by LAMMPS (Large-scale Atomic/Molecular Massively Parallel Simulator). The coupling was achieved through the immersed boundary method (IBM). The code modeled both rigid and deformable solids exposed to flow. The code was validated with the Jeffery orbits of an ellipsoid particle in shear flow, red blood cell stretching test, and effective blood viscosity flowing in tubes. It demonstrated essentially linear scaling from 512 to 8192 cores for both strong and weak scaling cases. The computing time for the coupling increased with the solid fraction. An example of the fluid-solid coupling was given for flexible filaments (drug carriers) transport in a flowing blood cell suspensions, highlighting the advantages and capabilities of the developed code.
The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and of integrate-and-fire models in neuroscience. Adopting the physics terminology, the supercooled Stefan problem is known to feature a finite-time blow-up of the freezing rate for a wide range of initial temperature distributions in the liquid. Such a blow-up can result in a discontinuity of the liquid-solid boundary. In this paper, we prove that the natural Euler time-stepping scheme applied to a probabilistic formulation of the supercooled Stefan problem converges to the liquid-solid boundary of its physical solution globally in time, in the Skorokhod M1 topology. In the course of the proof, we give an explicit bound on the rate of local convergence for the time-stepping scheme. We also run numerical tests to compare our theoretical results to the practically observed convergence behavior.
We perform a bifurcation analysis of the steady state solutions of Rayleigh--Benard convection with no-slip boundary conditions in two dimensions using a numerical method called deflated continuation. By combining this method with an initialisation strategy based on the eigenmodes of the conducting state, we are able to discover multiple solutions to this non-linear problem, including disconnected branches of the bifurcation diagram, without the need of any prior knowledge of the dynamics. One of the disconnected branches we find contains a s-shape bifurcation with hysteresis, which is the origin of the flow pattern that may be related to the dynamics of flow reversals in the turbulent regime. Linear stability analysis is also performed to analyse the steady and unsteady regimes of the solutions in the parameter space and to characterise the type of instabilities.
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