Journal ArticleDOI

# A Cartesian grid embedded boundary method for the heat equation on irregular domains

13 Nov 2001-Journal of Computational Physics (Academic Press Professional, Inc.)-Vol. 173, Iss: 2, pp 620-635
TL;DR: An algorithm for solving the heat equation on irregular time-dependent domains is presented, based on the Cartesian grid embedded boundary algorithm of Johansen and Colella, combined with a second-order accurate discretization of the time derivative.
Abstract: We present an algorithm for solving the heat equation on irregular time-dependent domains. It is based on the Cartesian grid embedded boundary algorithm of Johansen and Colella (J. Comput. Phys. 147(2):60--85) for discretizing Poisson's equation, combined with a second-order accurate discretization of the time derivative. This leads to a method that is second-order accurate in space and time. For the case where the boundary is moving, we convert the moving-boundary problem to a sequence of fixed-boundary problems, combined with an extrapolation procedure to initialize values that are uncovered as the boundary moves. We find that, in the moving boundary case, the use of Crank--Nicolson time discretization is unstable, requiring us to use the L{sub 0}-stable implicit Runge--Kutta method of Twizell, Gumel, and Arigu.

### 1. INTRODUCTION

• For the time discretization, for the fixed-boundary problem the authors use either the Crank-Nicolson method or the method of Twizell, Gumel and Arigu (TGA) [10] .
• The authors algorithm is stable and achieves second-order accuracy both on problems with fixed domain and on problems with a time-dependent domain (t) with boundaries moving with constant velocities.

### FIG. 1.

• Centers of cells in (t old ) are shown with solid circles, and centers of cells in (tnew) -(t old ) are shown with unfilled circles.
• The authors solve (19) numerically on a rectangular domain with three elliptically-shaped holes, with boundary conditions computed using the exact solution (18).
• In the moving-boundary problem, the holes move with constant velocities.
• With both fixed and moving boundaries, the authors solve two separate problems with different boundary conditions: Dirichlet conditions on all boundaries; Dirichlet conditions on the fixed external boundaries, but Neumann conditions on the boundaries of the ellipses.

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TL;DR: An efficient ghost-cell immersed boundary method (GCIBM) for simulating turbulent flows in complex geometries is presented in this paper, where a boundary condition is enforced through a ghost cell method.
Abstract: 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.

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### Cites background from "A Cartesian grid embedded boundary ..."

• ...[31] extended this approach to the solution of the time-dependent heat equation....

[...]

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TL;DR: An efficient ghost-cell immersed boundary method (GCIBM) for simulating turbulent flows in complex geometries is presented in this article, where a boundary condition is enforced through a ghost cell method.
Abstract: 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.

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• ...Although both adaptive schemes employ projection methods to solve the incompressible Navier–Stokes equations, the present work employs a cell-centered projection method that makes use of an implicit L-stable discretization of the viscous terms [15,16] and a second order Godunov method for the explicit treatment of the nonlinear advection terms [17–20]....

[...]

• ...[16] is used to integrate the viscous terms in time....

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TL;DR: In this article, Lai et al. describe a new formally second order accurate immersed boundary method and demonstrate its performance for a prototypical fluid-structure interaction problem, involving an immersed viscoelastic shell of finite thickness, studied over a broad range of Reynolds numbers.
Abstract: The immersed boundary method is both a mathematical formulation and a numerical scheme for problems involving the interaction of a viscous incompressible fluid and a (visco-)elastic structure. In [M.-C. Lai, Simulations of the flow past an array of circular cylinders as a test of the immersed boundary method, Ph.D. thesis, Courant Institute of Mathematical Sciences, New York University, 1998; M.-C. Lai, C.S. Peskin, An immersed boundary method with formal second-order accuracy and reduced numerical viscosity, J. Comput. Phys. 160 (2000) 705-719], Lai and Peskin introduced a formally second order accurate immersed boundary method, but the convergence properties of their algorithm have only been examined computationally for problems with nonsmooth solutions. Consequently, in practice only first order convergence rates have been observed. In the present work, we describe a new formally second order accurate immersed boundary method and demonstrate its performance for a prototypical fluid-structure interaction problem, involving an immersed viscoelastic shell of finite thickness, studied over a broad range of Reynolds numbers. We consider two sets of material properties for the viscoelastic structure, including a case where the material properties of the coupled system are discontinuous at the fluid-structure interface. For both sets of material properties, the true solutions appear to possess sufficient smoothness for the method to converge at a second order rate for fully resolved computations.

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### Cites methods from "A Cartesian grid embedded boundary ..."

• ...projection method that makes use of an implicit L-stable discretization of the viscous terms [15,16] and a second order Godunov method for the explicit treatment of the nonlinear advection terms [17–19]....

[...]

• ...[16] is used to integrate the viscous terms in time....

[...]

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TL;DR: A general approach for solving partial differential equations in complex, stationary, or moving geometries with Dirichlet, Neumann, and Robin boundary conditions with matched asymptotic expansions is presented.
Abstract: We extend previous work and present a general approach for solving partial differential equations in complex, stationary, or moving geometries with Dirichlet, Neumann, and Robin boundary conditions. Using an implicit representation of the geometry through an auxilliary phase field function, which replaces the sharp boundary of the domain with a diffuse layer (e.g. diffuse domain), the equation is reformulated on a larger regular domain. The resulting partial differential equation is of the same order as the original equation, with additional lower order terms to approximate the boundary conditions. The reformulated equation can be solved by standard numerical techniques. We use the method of matched asymptotic expansions to show that solutions of the re-formulated equations converge to those of the original equations. We provide numerical simulations which confirm this analysis. We also present applications of the method to growing domains and complex three-dimensional structures and we discuss applications to cell biology and heteroepitaxy.

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##### References
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Journal ArticleDOI

40,330 citations

• ...Similar approaches based on formally inconsistent discretizations at the irregular boundary have been used previously and observed to be stable [1, 9], so we expect that the extension to the more accurate boundary discretization should be straightforward....

[...]

Book
07 Jan 2013
TL;DR: In this article, Leray-Schauder and Harnack this article considered the Dirichlet Problem for Poisson's Equation and showed that it is a special case of Divergence Form Operators.
Abstract: Chapter 1. Introduction Part I: Linear Equations Chapter 2. Laplace's Equation 2.1 The Mean Value Inequalities 2.2 Maximum and Minimum Principle 2.3 The Harnack Inequality 2.4 Green's Representation 2.5 The Poisson Integral 2.6 Convergence Theorems 2.7 Interior Estimates of Derivatives 2.8 The Dirichlet Problem the Method of Subharmonic Functions 2.9 Capacity Problems Chapter 3. The Classical Maximum Principle 3.1 The Weak Maximum Principle 3.2 The Strong Maximum Principle 3.3 Apriori Bounds 3.4 Gradient Estimates for Poisson's Equation 3.5 A Harnack Inequality 3.6 Operators in Divergence Form Notes Problems Chapter 4. Poisson's Equation and Newtonian Potential 4.1 Holder Continuity 4.2 The Dirichlet Problem for Poisson's Equation 4.3 Holder Estimates for the Second Derivatives 4.4 Estimates at the Boundary 4.5 Holder Estimates for the First Derivatives Notes Problems Chapter 5. Banach and Hilbert Spaces 5.1 The Contraction Mapping 5.2 The Method of Cintinuity 5.3 The Fredholm Alternative 5.4 Dual Spaces and Adjoints 5.5 Hilbert Spaces 5.6 The Projection Theorem 5.7 The Riesz Representation Theorem 5.8 The Lax-Milgram Theorem 5.9 The Fredholm Alternative in Hilbert Spaces 5.10 Weak Compactness Notes Problems Chapter 6. Classical Solutions the Schauder Approach 6.1 The Schauder Interior Estimates 6.2 Boundary and Global Estimates 6.3 The Dirichlet Problem 6.4 Interior and Boundary Regularity 6.5 An Alternative Approach 6.6 Non-Uniformly Elliptic Equations 6.7 Other Boundary Conditions the Obliue Derivative Problem 6.8 Appendix 1: Interpolation Inequalities 6.9 Appendix 2: Extension Lemmas Notes Problems Chapter 7. Sobolev Spaces 7.1 L^p spaces 7.2 Regularization and Approximation by Smooth Functions 7.3 Weak Derivatives 7.4 The Chain Rule 7.5 The W^(k,p) Spaces 7.6 DensityTheorems 7.7 Imbedding Theorems 7.8 Potential Estimates and Imbedding Theorems 7.9 The Morrey and John-Nirenberg Estimes 7.10 Compactness Results 7.11 Difference Quotients 7.12 Extension and Interpolation Notes Problems Chapter 8 Generalized Solutions and Regularity 8.1 The Weak Maximum Principle 8.2 Solvability of the Dirichlet Problem 8.3 Diferentiability of Weak Solutions 8.4 Global Regularity 8.5 Global Boundedness of Weak Solutions 8.6 Local Properties of Weak Solutions 8.7 The Strong Maximum Principle 8.8 The Harnack Inequality 8.9 Holder Continuity 8.10 Local Estimates at the Boundary 8.11 Holder Estimates for the First Derivatives 8.12 The Eigenvalue Problem Notes Problems Chapter 9. Strong Solutions 9.1 Maximum Princiles for Strong Solutions 9.2 L^p Estimates: Preliminary Analysis 9.3 The Marcinkiewicz Interpolation Theorem 9.4 The Calderon-Zygmund Inequality 9.5 L^p Estimates 9.6 The Dirichlet Problem 9.7 A Local Maximum Principle 9.8 Holder and Harnack Estimates 9.9 Local Estimates at the Boundary Notes Problems Part II: Quasilinear Equations Chapter 10. Maximum and Comparison Principles 10.1 The Comparison Principle 10.2 Maximum Principles 10.3 A Counterexample 10.4 Comparison Principles for Divergence Form Operators 10.5 Maximum Principles for Divergence Form Operators Notes Problems Chapter 11. Topological Fixed Point Theorems and Their Application 11.1 The Schauder Fixes Point Theorem 11.2 The Leray-Schauder Theorem: a Special Case 11.3 An Application 11.4 The Leray-Schauder Fixed Point Theorem 11.5 Variational Problems Notes Chapter 12. Equations in Two Variables 12.1 Quasiconformal Mappings 12.2 holder Gradient Estimates for Linear Equations 12.3 The Dirichlet Problem for Uniformly Elliptic Equations 12.4 Non-Uniformly Elliptic Equations Notes Problems Chapter 13. Holder Estimates for

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Abstract: We study in this chapter a class of partial differential equations that generalize and are to a large extent represented by Laplace’s equation. These are the elliptic partial differential equations of second order. A linear partial differential operator L defined by $$Lu{\text{: = }}{a_{ij}}\left( x \right){D_{ij}}u + {b_i}\left( x \right){D_i}u + c\left( x \right)u$$ is elliptic on Ω ⊂ ℝ n if the symmetric matrix [a ij ] is positive definite for each x ∈ Ω. We have used the notation D i u, D ij u for partial derivatives with respect to x i and x i , x j and the summation convention on repeated indices is used. A nonlinear operator Q, $$Q\left( u \right): = {a_{ij}}\left( {x,u,Du} \right){D_{ij}}u + b\left( {x,u,Du} \right)$$ [D u = (D 1 u, ..., D n u)], is elliptic on a subset of ℝ n × ℝ × ℝ n ] if [a ij (x, u, p)] is positive definite for all (x, u, p) in this set. Operators of this form are called quasilinear. In all of our examples the domain of the coefficients of the operator Q will be Ω × ℝ × ℝ n for Ω a domain in ℝ n . The function u will be in C 2(Ω) unless explicitly stated otherwise.

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### "A Cartesian grid embedded boundary ..." refers background in this paper

• ...However, it is well known that, for any domain with smooth boundary, a smooth function can be extended to all of R with a bound on the relative increase in the C norms that depends only on the domain and (k; ) [5]....

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TL;DR: In this paper, a second-order projection method for the Navier-Stokes equations is proposed, which uses a specialized higher-order Godunov method for differencing the nonlinear convective terms.
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• ...The method described here, together with that in [6] for elliptic PDEs and [8] for hyperbolic PDEs, provide the fundamental components required for developing second-order accurate methods for a broad range of continuum mechanics problems in irregular geometries based on the predictor–corrector approach in [2]....

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TL;DR: A numerical method for solving Poisson's equation, with variable coefficients and Dirichlet boundary conditions, on two-dimensional regions using a finite-volume discretization, which embeds the domain in a regular Cartesian grid.
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### "A Cartesian grid embedded boundary ..." refers background or methods in this paper

• ...As in previous work on elliptic problems [6], our approach uses a finite-volume discretization, which embeds the domain in a regular Cartesian grid....

[...]

• ...We follow the approach described in [6, 7]....

[...]

• ...With Dirichlet boundary conditions as from (3), we compute an estimate of ∂ψ ∂n by interpolating from the grid values and the values at the boundaries; for details, see [6]....

[...]

• ...The method described here, together with that in [6] for elliptic PDEs and [8] for hyperbolic PDEs, provide the fundamental components required for developing second-order accurate methods for a broad range of continuum mechanics problems in irregular geometries based on the predictor–corrector approach in [2]....

[...]

• ...This is routine for the case in which the embedded boundary is contained in the finest level of refinement [6], but requires some additional discretization design when the embedded boundary crosses coarse–fine interfaces....

[...]