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.

A Ghost-Cell Immersed Boundary Method for Flow in Complex Geometry

We present a method for solving Poisson and heat equations with discon- tinuous coefficients in two- and three-dimensions. It uses a Cartesian cut-cell/embedded boundary method to represent the interface between materi- als, as described in Johansen & Colella (1998). Matching conditions across the interface are enforced using an approximation to fluxes at the boundary. Overall second order accuracy is achieved, as indicated by an array of tests using non-trivial interface geometries. Both the elliptic and heat solvers are shown to remain stable and efficient for material coefficient contrasts up to 106, thanks in part to the use of geometric multigrid. A test of accuracy when adaptive mesh refinement capabilities are utilized is also performed. An example problem relevant to nuclear reactor core simulation is presented, demonstrating the ability of the method to solve problems with realistic physical parameters.

A Cartesian grid embedded boundary method for solving the Poisson and heat equations with discontinuous coefficients in three dimensions

https://research.chalmers.se/publication/522506/file/522506_Fulltext.pdf

Bridging physics-based and equivalent circuit models for lithium-ion batteries

We design and analyze a Hybrid High-Order (HHO) method on unfitted meshes to approximate elliptic interface problems by means of a consistent penalty methoda la Nitsche. The curved interface can cut through the mesh cells in a rather general fashion. Robustness with respect to the cuts is achieved by using a cell-agglomeration technique, and robustness with respect to the contrast in the diffusion coefficients is achieved by using a different gradient reconstruction on each side of the interface. A key novel feature of the gradient reconstruction is to incorporate a jump term across the interface, thereby releasing the Nitsche penalty parameter from the constraint of being large enough. Error estimates with optimal convergence rates are established. A robust cell-agglomeration procedure limiting the agglomerations to the nearest neighbors is devised. Numerical simulations for various interface shapes corroborate the theoretical results.

/pdf/an-unfitted-hybrid-high-order-method-with-cell-agglomeration-ob9zfqjckk.pdf

An Unfitted Hybrid High-Order Method with Cell Agglomeration for Elliptic Interface Problems

The authors present a numerical method for solving Poisson`s equation, with variable coefficients and Dirichlet boundary conditions, on two-dimensional regions. The approach uses a finite-volume discretization, which embeds the domain in a regular Cartesian grid. They treat the solution as a cell-centered quantity, even when those centers are outside the domain. Cells that contain a portion of the domain boundary use conservation differencing of second-order accurate fluxes, on each cell volume. The calculation of the boundary flux ensures that the conditioning of the matrix is relatively unaffected by small cell volumes. This allows them to use multi-grid iterations with a simple point relaxation strategy. They have combined this with an adaptive mesh refinement (AMR) procedure. They provide evidence that the algorithm is second-order accurate on various exact solutions, and compare the adaptive and non-adaptive calculations.

/pdf/a-cartesian-grid-embedded-boundary-method-for-poisson-s-56naugls30.pdf

A Cartesian grid embedded boundary method for Poisson`s equation on irregular domains

A high-order cut finite element method is formulated for solving the elastic wave equation. Both a single domain problem and an interface problem are treated. The boundary or interface is allowed to cut through the background mesh. To avoid problems with small cuts, stabilizing terms are added to the bilinear forms corresponding to the mass and stiffness matrix. The stabilizing terms penalize jumps in normal derivatives over the faces of the elements cut by the boundary/interface. This ensures a stable discretization independently of how the boundary/interface cuts the mesh. Nitsche’s method is used to enforce boundary and interface conditions, resulting in symmetric bilinear forms. As a result of the symmetry, an energy estimate can be made and optimal order a priori error estimates are derived for the single domain problem. Finally, numerical experiments in two dimensions are presented that verify the order of accuracy and stability with respect to small cuts.

/pdf/high-order-cut-finite-elements-for-the-elastic-wave-equation-4sdbsydrpd.pdf

High-order cut finite elements for the elastic wave equation

High order cut finite elements for the elastic wave equation

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests—with respect to accuracy and convergence—for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.

/pdf/high-order-numerical-methods-for-2d-parabolic-problems-in-1uo0rjznmb.pdf

High-Order Numerical Methods for 2D Parabolic Problems in Single and Composite Domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.

High-order numerical methods for 2D parabolic problems in single and composite domains

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing

Gustav Ludvigsson

Papers

High-order cut finite elements for the elastic wave equation

High order cut finite elements for the elastic wave equation

High-Order Numerical Methods for 2D Parabolic Problems in Single and Composite Domains

High-order numerical methods for 2D parabolic problems in single and composite domains

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing