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**Residual-driven Variational Multiscale
**

Turbulence Modeling for Large Eddy

Simulation of Incompressible Flow

Y. Bazilevs, V.M. Calo, J.A. Cottrell, T.J.R. Hughes

Institute for Computational Engineering and Sciences, The University of Texas at Austin, USA

e-mail: ¦bazily,victor,jac3,hughes¦@ices.utexas.edu

A. Reali

Structural Mechanics Department, University of Pavia, Italy

e-mail: alessandro.reali@unipv.it

G. Scovazzi

1431 Computational Shock and Multi-physics Department, Sandia National Laboratories, USA

e-mail: gscovaz@sandia.gov

Abstract

The objectives of recent variational multiscale work in turbulence have been to capture

all scales consistently and to avoid use of eddy viscosities altogether. This holds the

promise of more accurate and eﬃcient LES procedures. In this work, we describe a

new variational multiscale formulation, which makes considerable progress toward these

goals [1].

Keywords: variational multiscale methods, large eddy simulation, turbulence modeling,

Isogeometric Analysis, NURBS, incompressible ﬂows, homogeneous isotropic turbulence, tur-

bulent channel ﬂows

1 Summary

We begin by taking the view that the decomposition into coarse and ﬁne scales is exact. For

example, in the spectral case, the coarse-scale space consists of all Fourier modes beneath some

cut-oﬀ wave number and the ﬁne-scale space consists of all remaining Fourier modes. Con-

sequently, the coarse-scale space has ﬁnite dimension whereas the ﬁne-scale space is inﬁnite

dimensional. The derivation of the coarse- and ﬁne-scale equations proceeds, ﬁrst, by substi-

tuting the split of the exact solution into coarse and ﬁne scales into the Navier-Stokes equations,

then, second, by projecting this equation into the coarse- and ﬁne-scale subspaces. The projec-

tion into coarse scales results in a ﬁnite dimensional system for the coarse-scale component of

the solution, which depends parametrically on the ﬁne-scale component. In the spectral case,

in addition to the usual terms involving the coarse-scale component, only the cross-stress and

Reynolds-stress terms involve the ﬁne-scale component. In the case of non-orthogonal bases,

even the linear terms give rise to coupling between coarse and ﬁne scales. The coarse-scale

component plays an analogous role to the ﬁltered ﬁeld in the classical approach, but has the

advantage of avoiding all problems associated with homogeneity, commutativity, walls, com-

pressibility, etc. The projection into ﬁne scales results in an inﬁnite-dimensional system for the

ﬁne-scale component of the solution, which depends parametrically on the coarse-scale com-

ponent. We also assume the cut-oﬀ wave number is suﬃciently large that the philosophy of

LES is appropriate. For example, if there is a well-deﬁned inertial sub-range, then we assume

the cut-oﬀ wave number resides somewhere within it. This assumption enables us to further

assume that the energy content in the ﬁne scales is small compared with the coarse scales. This

turns out to be important in our eﬀorts to analytically represent the solution of the ﬁne-scale

equations. The strategy is to obtain approximate analytical expressions for the ﬁne scales then

substitute them into the coarse-scale equations which are, in turn, solved numerically. If the

scale decomposition is performed in space and time, the only approximation in the procedure is

the representation of the ﬁne-scale solution. To provide a framework for the ﬁne-scale approx-

imation, we assume an inﬁnite perturbation series expansion to treat the ﬁne-scale nonlinear

term in the ﬁne-scale equation. By virtue of the smallness of the ﬁne scales, this expansion

is expected to converge rapidly under the circumstances described in many cases of practical

interest. The remaining part of the ﬁne-scale Navier-Stokes system is the linearized operator

which is formally inverted through the use of a matrix Green’s function. The combination of

a perturbation series and Green’s function provides an exact formal solution of the ﬁne-scale

Navier-Stokes equations. The driving force in these equations is the Navier-Stokes system

residual computed from the coarse scales. This expresses the intuitively obvious fact that if the

coarse scales constitute a good approximation to the solution of the problem, the coarse-scale

residual will be small and the resulting ﬁne-scale solution will be small as well. This is the case

we have in mind and it provides a rational basis for assuming the perturbation series converges

rapidly. Note that one cannot use such an argument on the original problem because in this

case the perturbation series would almost deﬁnitely fail to converge. (If we could have used this

argument, we would have solved the Navier-Stokes equations analytically! Unfortunately, this

is not the case.) The formal solution of the ﬁne-scale equations suggests various approximations

may be employed in practical problem solving. We are tempted to use the word “modeling”

because approximate analytical representations of the ﬁne scales constitute the only approxima-

tion and hence may be thought of as the “modeling” component of the present approach, but we

want to emphasize that this is very diﬀerent from classical modeling ideas which are dominated

by the addition of ad hoc eddy viscosities. We will present numerical results that demonstrate

that eddy-viscosity terms are unnecessary in the present circumstances. There are two aspects

to the approximation of the ﬁne scales: 1) Approximation of the matrix Green’s function for

the linearized Navier-Stokes system; and 2) approximation of the nonlinearities represented

by the perturbation series. The ﬁrst and obvious thought for the latter aspect, nonlinearity,

is to simply truncate the perturbation series. This idea is pursued in conjunction with some

simple approximations of the Green’s function. It turns out there is considerable experience in

local scaling approximations of the Green’s function based on the theory of stabilized methods;

Hughes [4], Hughes et al. [5], Hughes and Sangalli [6], Hughes, Scovazzi and Franca [7]. The

Green’s function is typically approximated by locally deﬁned algebraic operators (i.e., the “τ’s”

of stabilized methods) multiplied by local values of the coarse-scale residual.

An outline of the presentation is summarized as follows: we begin by presenting the math-

ematical details of the variational multiscale theory. This represents our general approach to

LES-style turbulence modeling and is independent of the speciﬁcs of the discrete spaces utilized

to represent the coarse scales. The relationship between this version of the variational multi-

scale method and classical stabilized methods is delineated. It is noted that that the variational

multiscale method includes additional terms. Both conceptually and from the point of view of

actual implementation, stabilized methods may be viewed as historical stepping stones leading

to the more coherent variational multiscale formulation. We then present our numerical studies

of forced isotropic turbulence at Re

λ

= 165 and Re

λ

= ∞. (Re

λ

is the Taylor microscale

Reynolds number.) We begin with a description of the approximation spaces consisting of

NURBS elements (non-uniform rational B-splines, see, e.g., Rogers [14], Piegl and Tiller [13],

Farin [3], and Cohen, Riesenfeld and Elber [2]). In the case of the rectilinear geometry con-

sidered, NURBS reduce to B-splines, which have been advocated for turbulence calculations

previously (see Kravchenko, Moin and Moser [8], Shariﬀ and Moser [15], Kravchenko, Moin

and Shariﬀ [9], and Kwok, Moser and Jim´enez [10]). We employ trivariate linear, quadratic,

and cubic NURBS with periodic boundary conditions. Linear trivariate NURBS turn out to

be identical to trilinear hexahedral ﬁnite elements, but the higher-order NURBS are diﬀerent

than classical higher-order ﬁnite elements. We perform a dispersion error analysis for NURBS

versus classical ﬁnite elements on simple, linear, one-dimensional advective and diﬀusive model

problems, and conclude that NURBS have better approximation properties than classical ﬁnite

elements. We employ meshes of 32

3

, 64

3

, 128

3

, and 256

3

to explore convergence with mesh

reﬁnement (h-convergence). We also examine the behavior of increasing order from linear to

cubic on ﬁxed meshes (k-convergence). In the case of Re

λ

= 165, we compare with the DNS

spectral results of Langford and Moser [11]. Energy spectra and third-order structure functions

are presented. Sample energy spectra results are presented in Figure 1. In the case of Re

λ

= ∞

we also clearly see the development of an inertial subrange. We present results for turbulent

channel ﬂows at Re

τ

= 395. (Re

τ

is the wall-friction Reynolds number.) We employ meshes of

32

3

and 64

3

. This time the mesh is graded in the wall-normal direction to better capture the

boundary layer. Again, we consider convergence from the h- and k-reﬁnement perspectives. A

striking result is how much better quadratic elements are than linear elements. For a mesh of

64

3

, the quadratic and cubic results are essentially identical to the DNS results of Moser, Kim

and Mansour [12] for ﬁrst- and second-order statistics (see Figure 2), and for a mesh of 32

3

they

are in close agreement. We close with conclusions and suggested future directions for research.

References

[1] Y. Bazilevs, V.M. Calo, J.A. Cottrell, T.J.R. Hughes, A. Reali, and G. Scovazzi. Varia-

tional multiscale residual-based turbulence modeling for large eddy simulation of incom-

pressible ﬂows. Computer Methods in Applied Mechanics and Engineering, 197:173–201,

2007.

[2] E. Cohen, R. Riesenfeld, and G. Elber. Geometric Modeling with Splines. An Introduction.

A. K. Peters Ltd., Wellesley, Massachusetts, 2001.

[3] G.E. Farin. NURBS Curves and Surfaces: From Projective Geometry to Practical Use. A.

K. Peters, Ltd., Natick, MA, 1995.

[4] T. J. R. Hughes. Multiscale phenomena: Green’s functions, the Dirichlet-to-Neumann

formulation, subgrid scale models, bubbles and the origins of stabilized methods. Computer

Methods in Applied Mechanics and Engineering, 127:387–401, 1995.

[5] T. J. R. Hughes, G. Feij´oo., L. Mazzei, and J. B. Quincy. The variational multiscale

method–A paradigm for computational mechanics. Computer Methods in Applied Me-

chanics and Engineering, 166:3–24, 1998.

[6] T. J. R. Hughes and G. Sangalli. Variational multiscale analysis: the ﬁne-scale Green’s

function, projection, optimization, localization, and stabilized methods. SIAM Journal of

Numerical Analysis, 45:539–557, 2007.

[7] T. J. R. Hughes, G. Scovazzi, and L. P. Franca. Multiscale and stabilized methods. In

E. Stein, R. De Borst, and T. J. R. Hughes, editors, Encyclopedia of Computational Me-

chanics, Vol. 3, Computational Fluid Dynamics, chapter 2. Wiley, 2004.

[8] A. G. Kravchenko, P. Moin, and R. Moser. Zonal embedded grids for numerical simulation

of wall-bounded turbulent ﬂows. Journal of Computational Physics, 127:412–423, 1996.

[9] A. G. Kravchenko, P. Moin, and K. Shariﬀ. B-spline method and zonal grids for simulation

of complex turbulent ﬂows. Journal of Computational Physics, 151:757–789, 1999.

[10] W. Y. Kwok, R. D. Moser, and J. Jim´enez. A critical evaluation of the resolution properties

of B-spline and compact ﬁnite diﬀerence methods. Journal of Computational Physics,

174:510–551, 2001.

[11] J. A. Langford and R. D. Moser. Optimal LES formulations for isotropic turbulence.

Journal of Fluid Mechanics, 398:321–346, 1999.

[12] R. Moser, J. Kim, and R. Mansour. DNS of turbulent channel ﬂow up to Re=590. Physics

of Fluids, 11:943–945, 1999.

[13] L. Piegl and W. Tiller. The NURBS Book (Monographs in Visual Communication), 2nd

ed. Springer-Verlag, New York, 1997.

[14] D. F. Rogers. An Introduction to NURBS With Historical Perspective. Academic Press,

San Diego, CA, 2001.

[15] K. Shariﬀ and R. D. Moser. Two-dimensional mesh embedding for B-spline methods.

Journal of Computational Physics, 145:471–488, 1998.

0.01

0.1

1

10

1 10

64

32

128

256

DNS

E

k

k

−5/3

(a) C

0

-continuous linear NURBS

0.01

0.1

1

10

1 10

64

32

128

DNS

E

k

k

−5/3

(b) C

1

-continuous quadratic NURBS

64

0.01

0.1

1

10

1 10

32

DNS

E

k

k

−5/3

(c) C

2

-continuous cubic NURBS

Figure 1: Energy spectra for h−reﬁnement. Re

λ

= 165.

64

3

DNS

0

5

10

15

20

25

0.1 1 10 100

0

5

10

15

20

25

0.1 1 10 100

0

5

10

15

20

25

0.1 1 10 100

P=3

P=2

P=1

U

+

U

+

U

+

y

+

y

+

y

+

(a) Mean stream-wise velocity

3

64

0.5

1

1.5

0

0.5

1

1.5

0.5

1

1.5

2

2.5

3

3.5

4

0 100 200 300 400

0.5

1

1.5

0

0.5

1

1.5

0.5

1

1.5

2

2.5

3

3.5

4

0 100 200 300 400

0.5

1

1.5

0

0.5

1

1.5

0.5

1

1.5

2

2.5

3

3.5

4

0 100 200 300 400

P=1

DNS

P=3

P=2

DNS P=1

P=3

P=2

u

+

u

+

u

+

v

+

v

+

v

+

w

+

w

+

w

+

y

+

y

+

y

+

(b) Velocity ﬂuctuations

Figure 2: Turbulent channel ﬂow at Re

τ

= 395 computed on a mesh of 64

3

elements: k-

reﬁnement interpretation of results.

Geometric Flow for Quality Surface/Volumetric Modeling

(Extended Abstract)

Chandrajit L. Bajaj

∗

Department of Computer Science,

Center for Computational Visualization,

Institute for Computational Engineering and Sciences

University of Texas, Austin, TX 78712

Email: bajaj@cs.utexas.edu

Guoliang Xu

†

, Qin Zhang

LSEC, Institute of Computational Mathematics,

Academy of Mathematics and System Sciences,

Chinese Academy of Sciences, Beijing, 100080

Email: ¦xuguo, zqyork¦@lsec.cc.ac.cn

Abstract

We present a general variational framework for a higher-order spline level-set (HLS)

method and apply this to smooth surface constructions. Starting from a ﬁrst order energy

functional, we derive the general level set formulation, and provide an eﬃcient solution of

a second order , time-dependent, geometric partial diﬀerential equation (termed geometric

ﬂow), using a C

2

B-spline basis. We also present a fast cubic C

2

B-spline interpolation

algorithm based on convolution and the Z-transform, which exploits the local relationship of

interpolatory cubic spline coeﬃcients with respect to given function data values. We provide

two demonstrative smooth surface construction examples of our HLS method. The ﬁrst is

the construction of a smooth surface model (an implicit solvation interface) of bio-molecules

in solvent, given their individual atomic coordinates and solvated radii. The second is the

smooth surface reconstruction from a cloud of points generated from a 3D surface scanner.

1 Introduction

Level set methods are increasingly being used in the solution of time-dependent (evolutionary)

partial diﬀerential equations [6]. Here we consider its application to smooth surface construction

∗

Supported in part by NSF grant CNS-0540033 and NIH contracts P20-RR020647, R01-GM074258, R01-

GM07308,R01-EB004873.

†

Supported in part by NSFC grant 10371130 and National Key Basic Research Project of China

(2004CB318000).

1

(a) (b) (c)

Fig 1.1: Variational C

2

cubic B-spline Molecular Surface Reconstruction[2, 10, 4]: (a) shows

the van der Waals surface of a molecule. (b) shows the corresponding solvent excluded molecular

surface constructed using our C

2

tri-cubic spline level-set method. (c) illustrates that the smooth

solvent excluded surface constructed tightly encloses the van der Waals surface (a).

by presenting a higher order spline level set generalization and solution of an appropriate geo-

metric evolutionary partial diﬀerential equation. The level set geometric formulation is derived

by minimizing an energy functional deﬁned with respect to the surface and its ﬁrst derivatives.

Given a non-negative function g(x) over a domain Ω ∈ R

3

. Find a surface Γ in Ω, such that

the energy functional

E(Γ) =

Γ

g(x)dx +

Γ

h(x, n)dx (1.1)

is minimal, where x and n is a surface point and its surface normal, respectively. Further, h(x, n)

is another given non-negative function deﬁned over R

3

R

3

which is used for regularizing the

constructed smooth surface. Finally, ≥ 0 is a constant. Many solid and physical modeling

problems, such as surface (solid boundary) reconstruction, and physically based simulation of

deformable interfaces could be formulated as minimizing an energy in the form of (1.1). By

minimizing the energy functional (1.1), a partial diﬀerential equation (PDE) in the level-set

formulation can be generated. The PDE is solved using the higher-order spline level-set (HLS)

method that we present here. Fig. 1.1 and 1.2 show two examples of smooth surface construction,

an interface (surface) that separates a molecule’s atoms from the solvent atoms (typically water),

and a smooth surface reconstruction ﬁt to a point set generated by a 3D surface scanner.

Why Use a Level-set Method? In shape deformation simulations, topology changes may

occur. This topology change makes parametric form surface tracking diﬃcult. However, implicit

form surface deformation could overcome this diﬃculty. Implicit surface splines, such as tetra-

hedral A-patches and prism A-patches, have been successfully used in computer graphics and

surface modeling in the past decades (see [1, 5, 12] for references), however mostly used in static

surface modeling. The level-set method described here allows one to dynamically deform and

track an implicit surface spline using a governing PDE, which describes various laws of motion

depending on geometry, external forces, or a desired energy minimization (see [6, 7, 9, 11]). Fur-

2

(a) (b) (c)

Fig 1.2: Variational C

2

cubic B-spline Point - Sampled Surface Reconstruction[]: (a) shows the

point set data produced by a 3D surface scanner. (b) shows the the reconstruction result using

our C

2

tri-cubic spline level-set method. (c) shows the reconstruction result for a C

0

tri-linear

level-set method (also generated from our implementation).

thermore, the underlining data structure is simple and topological changes are handled easily,

with the computation being restricted to a thin shell (traditionally called a narrow band for

evolution) surrounding the level-set.

Why Use a Higher-order Spline Method? The level-set surfaces obtained from classical

level-set methods are generally bumpy due to the use of piecewise tri-linear interpolation from

the discrete function data computed on a rectilinear grid. To produce a better quality surface,

a denser grid needs to be used. However, the increased grid resolution substantially increases

the computation costs. Another drawback of using discrete data over grids is the non-trivial

requirement of estimating derivatives for smooth interpolation. In many surface construction

problems, such as the construction of molecular surface, the underlining surface is at least C

1

smooth. Therefore, a smooth level-set function is highly desirable. In this paper, we are solving

second-order geometric partial diﬀerential equations. In the solutions of these PDE’s we utilize

accurate estimates of mean surface curvature Therefore, we use C

2

tri-cubic spline as the level-set

function basis. Note that tri-cubic is the lowest order B-spline that could achieve C

2

continuity

in 3D. The advantages using C

2

spline function bases include:

1. Since the level-set function is C

2

smooth, the level-set surface is G

2

smooth. There do exist

a ﬁnite number of critical level-set values where the level-set may have a ﬁnite number

of isolated singular points (i.e the gradient of the level-set function vanishes). However

working in a ﬁnite precision numerical domain one automatically avoids these ﬁnite set of

critical level-set values.

2. Derivatives up to the second order and curvatures, which appear in the governing geomet-

ric partial diﬀerential equations, are easily and exactly computed from the C

2

level-set

function.

3. Using smooth level-set functions implies that larger and higher-order spline iso-surface

3

patches could be directly generated.

2 Mathematical Notation and Deﬁnitions

We ﬁrst introduce some useful notation and deﬁnitions for geometric quantities on level-sets ´

in terms of the corresponding level-set function φ. Let φ : Ω →R be some smooth function on

a domain Ω ⊂ R

3

. Suppose ´

c

:= ¦x ∈ Ω : φ(x) = c¦ is a level-set of φ for the level value c.

For the sake of simplicity,we simply write ´ = ´

c

and assume that |∇φ| = 0 on ´. Hence

by the implicit function theorem, ´

c

is a smooth surface and the normal

n =

∇φ

|∇φ|

on the tangent space T

x

´ is deﬁned for every x on ´. Using a co-area formula, the energy

functional can be deﬁned as

E[φ] :=

R

e[´

c

]dc =

Ω

|∇φ|h(x, n)dx.

Next we compute

'E

[φ], ϑ` =

d

d

E[φ + ϑ]

=0

(2.1)

=

d

d

Ω

|∇(φ + ϑ)|h

x,

∇(φ + ϑ)

|∇(φ + ϑ)|

dx

=0

=

Ω

d

d

(|∇(φ + ϑ)|)

=0

h(x, r)dx

+

Ω

|∇φ|

⎛

⎝

h

x

dx

d

+ h

n

d

∇(φ+ϑ)

∇(φ+ϑ)

d

⎞

⎠

=0

dx (2.2)

The remaining task is to calculate

d

d

(|∇(φ +ϑ)|)

=0

=

∇φ ∇ϑ

|∇φ|

, (2.3)

d

∇(φ+ϑ)

∇(φ+ϑ)

d

=0

=

∇ϑ|∇φ| −(∇φ ⊗∇φ)∇ϑ/|∇φ|

|∇φ|

2

= |∇φ|

−1

P∇ϑ, (2.4)

where operator P = I −

∇φ

∇φ

⊗

∇φ

∇φ

is the projection onto the tangent space and I indicates the

identity mapping.

4

Next we compute x

(0) =

dx()

d

[

=0

. Since

φ(x()) +ϑ(x()) = c,

Taking diﬀerential with respect to , and then taking to be zero, we have

(∇φ)

T

x

(0) + ϑ(x) = 0. (2.5)

Let

x

(0) = α(x)

∇φ

|∇φ|

+ β(x)T(x), (2.6)

whereT(x) is a tangent vector at x. substituting (2.6) into (2.5), we obtain

α(x) = −

ϑ(x)

|∇φ|

.

Since the motion in the tangential direction does not alter the shape of the surface, we ignore

the tangential movement and take

x

(0) = −ϑ(x)

∇φ

|∇φ|

2

(2.7)

Substituting (2.3), (2.4) and (2.7) into (2.2), we obtain

(2.2) =

Ω

∇φ ∇ϑ

|∇φ|

h(x, n)

+ |∇φ|

−

(∇h)

T

∇φ ϑ

|∇φ|

2

+

(∇

n

h)

T

P∇ϑ)

|∇φ|

dx (2.8)

Equation (2.8) is the weak formulation of Euler-Lagrange equation. If we utilize the formula of

integrate by parts taking into account ϑ ∈ C

∞

0

(Ω), Euler-Lagrange equation

−div

¸

h(x, n)

∇φ

|∇φ|

+ P∇

n

h

−

(∇h)

T

∇φ

|∇φ|

= 0 (2.9)

is deduced. Obviously, this equation is a second-order nonlinear partial diﬀerential equation.

If we write the left hand side of (2.9) as an operator acted on function φ, we can construct

geometric (gradient) ﬂow as follows:

∂

t

φ = −|∇φ|L(φ).

For further details, please see [3].

5

3 Algorithm Outline

From minimizing the energy (1.1), we obtain the following evolution equation (see [3] for details).

∂φ

∂t

= (g + h)div

∇φ

|∇φ|

|∇φ| + div(P∇

n

h)|∇φ|

+ 2[∇(g + h)]

T

∇φ = L(φ) + H(∇φ), (3.1)

where

L(φ) = (g + h)div

∇φ

|∇φ|

|∇φ|,

H(∇φ) = div(P∇

n

h)|∇φ| + 2[∇(g + h)]

T

∇φ,

P = I −

∇φ

∇φ

⊗

∇φ

∇φ

is a projection operator onto the tangent space and I indicates the identity

mapping. ∇ and ∇

n

denote the usual gradient operator with respect to x and n. Note that

L(φ) is a parabolic term and H(∇φ) is a hyperbolic term. Hence, in solving equation (3.1) in

the following, the ﬁrst order term H(∇φ) is computed using an upwind scheme (see [8] for the

reason of using an upwind scheme) over a ﬁner grid, the higher order term L(φ) is computed

using a spline presentation deﬁned on a coarser grid.

Consider the solution of equation (3.1) over the domain Ω = [a, b] [c, d] [e, f] ∈ R

3

. For

simplicity, we assume b − a = d − c = f − e > 0. We suppose that the domain Ω is uniformly

partitioned with vertices G

0

= ¦x

ijk

¦

n

ijk=0

:= ¦x

i

¦

n

i=0

¦y

j

¦

n

j=0

¦z

k

¦

n

k=0

, where

x

i

= a + iΔx, y

j

= c + jΔy, z

k

= e +kΔz,

and Δx = Δy = Δz = (b −a)/n. Let G

l

be the set of vertices of the grid which is generated by

binary subdividing G

0

uniformly l times. Let φ be a piecewise tri-linear level-set function over

the grid G

l

, Φ be a tri-cubic spline approximation of φ over the grid G

0

. In general, l is chosen

as 0 or 1 or 2. In our implementation, we take l = 1. If l = 0, Φ and φ are deﬁned on the same

grid G

0

. This is the simplest case. The aim of the following algorithm is to compute the spline

level set function Φ.

Algorithm Steps.

1. Initialization. Given a initial Γ, construct a piecewise tri-linear level-set function φ over

the grid G

l

. If necessary, apply a re-initialization step to set φ to be a signed distance

function to Γ (see [3] for details). Convert φ to Φ (see [3]).

2. Evolution. Resampling Φ to obtain a new φ over the grid G

l

. Compute L(Φ) and H(∇φ)

in the thin shell N = ¦(x

i

, y

j

, z

k

) ∈ G

l

: [φ(x

i

, y

j

, z

k

)[ < H¦. Update φ in N for one time

step to get

˜

φ by an ODE time stepping method (see [3] for details).

6

3. Re-initialization. Applying re-initialization step to

˜

φ in the shell

N = ¦(x

i

, y

j

, z

k

) ∈ G

l

: min

−1≤μ,ν,λ≤1

[φ

i+μ,j+ν,k+λ

[ ≤ H¦.

to get a new φ (see [3] ). Convert φ to Φ (see [3] for details). Go back to step 2 if the

termination condition is not satisﬁed.

4. Iso-contouring. Extract 3-sided or 4-sided iso-surface patches (vertices with normals) of

Φ = c, where c is a given iso-value.

Remark 2.1. For the problem of molecular surface construction, the grid size G

0

should be

less than the radii of atoms so that atoms are distinguishable from the level set surface. In our

implementation, the grid size is chosen to be one-half of the minimal value of the atom radii.

Remark 2.2. The aim of using l > 0 is to make φ a more accurate approximation of the

signed distance function. The larger the value of l we use, the better approximation of the

signed distance function we have. Since the scanned data to be approximated in general suﬀers

from noise, we use the approximation Φ over a coarse grid G

0

for denoising. Furthermore, for

generating larger level-set surface patches, again a coarse grid needs to be used.

Acknowledgment. A substantial part of this work in this paper was done when Guoliang Xu

was visiting Chandrajit Bajaj at UT-CVC. His visit was also supported in part by the J. T.

Oden ICES visitor fellowship.

References

[1] C. Bajaj, J. Chen, and G. Xu. Modeling with cubic A-patches. ACM Transactions on

Graphics, 14(2):103–133, 1995.

[2] C. Bajaj, V. Pascucci, A. Shamir, R. Holt, and A. Netravali. Dynamic maintenance and

visualization of molecular surfaces. Discrete Applied Mathematics, 127:23–51, 2003.

[3] C. Bajaj, G. Xu, and Q. Zhang. A Higher Order Level Set Method with Applications to

Smooth Surface Constructions. ICES Report 06-18, Institute for Computational Engineer-

ing and Sciences, The University of Texas at Austin, 2006.

[4] C. Bajaj, G. Xu, and Q. Zhang. A Fast Variational Method for Construction of Smooth

Molecular Surfaces. ICES Report 08-19, Institute for Computational Engineering and Sci-

ences, The University of Texas at Austin, 2008.

[5] C. Bajaj, G. L. Xu, S. Evans R. J. Holt, and A. N. Netravali. NURBS Approximation of

A-Splines and A-Patches. Intl. J. on Computational Geometry and Applications, 2001.

[6] S. Osher and R. Fedkiw. Level Set Method and Dynamic Implicit Surfaces. Springer, New

York, 2003.

7

[7] S. Osher and J. Sethian. Fronts propagating with curvature-dependent speed: Algorithms

based on Hamilton-Jacobi formulations. Journal of Computational Physics, 79:12–49, 1988.

[8] S. Osher and C.W. Shu. High-order essentially nonoscillatory schemes for hamilton-jacobi

equations. SIAM Journal of Numerical Analysis, 28(4):907–922, 1991.

[9] D. Peng, B. Merriman, S. Osher, H. Zhao, and M. Kang. A PDE-based fast local level set

method. Journal of Computational Physics, 155:410–438, 1999.

[10] Y. Zhang, G. Xu, and C. Bajaj. Quality meshing of implicit solvation models of biomolecular

structures. Computer Aided Geometric Design, 23:510–530, 2006.

[11] H. Zhao, S. Osher, B. Merriman, and M. Kang. Implicit nonparametric shape reconstruction

from unorganized points using a variational level set method. Computer Vision and Image

Understanding, 80(3):295–319, 2000.

[12] W. Zhao, G. Xu, and C. Bajaj. An Algebraic Spline Model for Molecular Surfaces. In

Proceedings of the 2007 ACM symposium on Solid and physical modeling, pages 297–302,

Beijing, China, 2007. IEEE pub.

8

Advances in LES-based Turbulence Modeling

Venkat Raman

Dept. of Aerospace Engineering & Engineering Mechanics, The University of Texas at Austin, USA.

v.raman@mail.utexas.edu

Robert D. Moser

Dept. of Mechanical Engineering, The University of Texas at Austin, USA.

rmoser@ices.utexas.edu

Abstract

Recent research progress in turbulence modeling are discussed with focus on two top-

ics: optimal LES and optimal theory based performance estimation. Optimal LES is an

approach in which the subgrid model is formulated as minimum mean square error es-

timate. It has the advantage of being perfectly general, but requires information about

the statistics of the small-scale turbulence. New advances in representing the multi-point

correlations in both isotropic and wall-bounded ﬂows are discussed, as is the performance

of LES simulations based on these models. In the second part, some recent progress

in analyzing the performance of models used to described turbulent combustion are dis-

cussed. Based on the concept of optimal error estimation, conventional models for the

sub-ﬁlter variance of mixture-fraction are analyzed. A new dynamic procedure that pro-

vides improved performance is also discussed. Finally, the interaction of numerical errors

with sub-ﬁlter models is studied in an eﬀort to identify the more suitable formulations for

LES-based combustion simulations.

Keywords: large eddy simulation, optimal estimation, dynamic modeling procedure.

Large eddy simulation (LES) is now considered an attractive tool for studying turbulent

ﬂows. While many applications of LES have shown very good prediction of the ﬂow ﬁeld, many

lingering questions regarding sub-ﬁlter modeling and the interaction of numerical and modeling

errors still remain. One approach to describing these errors in the optimal LES procedure.

Optimal LES is is based on the observation that the large scale ﬁelds being simulated do

not provide suﬃcient information to reconstruct the small, scales, or even the evolution of the

large scales [1]. The unknown small scales and therefore the LES evolution thus need to be

treated statistically. Optimal LES models are formulated by postulating a model dependency

and then minimizing the mean square error in representing the exact model term. Such models

Figure 1: Three-dimensional energy spectra from ﬁnite-volume optimal LES of inﬁnite Reynolds

number isotropic turbulence using a range of resolutions from 16

3

to 128

3

. Also shown is the

k

−5/3

slope and the result of ﬁltering a k

−5/3

spectrum.

can be formulated in terms of small-separation multi-point velocity correlations. The problem

of LES modeling is thus explicitly reduced to the problem of modeling these correlations.

Given this information, optimal models can be constructed that account for the errors of the

numerical scheme used to solve the equations[2], and that are valid even in the presence of

strong anisotropy and inhomogeneity[3]. Optimal LES is thus one approach which can address

the shortcomings of current LES models.

The required multi-point correlations include the 2-point second order, 3-point third order

and 4-point fourth order correlations. For high Reynolds number isotropic turbulence, where

a Kolmogorov inertial range exists, models for these correlations are available or have recently

been developed[4]. They have been used to construct optimal LES models, which yield re-

markably good results. For example, an isotropic LES based on a ﬁnite-volume discretization

(ﬁlter) and the correlation models produces spectra that are consistent with the ﬁnite volume

ﬁltering of a Kolmogorov k

−5/3

spectrum (ﬁgure 1). In a wall bounded ﬂow, however, modeling

the correlations is more diﬃcult. A new formulation for the anisotropy and inhomogeneity of

the two-point second correlation based on the structure tensors of Kassinos et al [5] has been

developed. A comparison of thse model correlations with those determined from a DNS is

shown in ﬁgure 2.

Details of the optimal LES and multi-point correlation modeling approaches will be dis-

cussed, as will their appliaction in LES simulation.

fig1

r

2

−0.05 0 0.05

−0.05

0

0.05

fig5

r

2

r1

−0.05 0 0.05

−0.05

0

0.05

fig2

−0.05 0 0.05

−0.05

0

0.05

fig6

r1

−0.05 0 0.05

−0.05

0

0.05

fig3

−0.05 0 0.05

−0.05

0

0.05

fig7

r1

−0.05 0 0.05

−0.05

0

0.05

fig4

−0.05 0 0.05

−0.05

0

0.05

fig8

r1

−0.05 0 0.05

−0.05

0

0.05

Figure 2: Comparison of the two-point correlation tensor components from the model and

DNS in the x-y plane with no separation in z. The correlations are centered at y

+

= 100 in a

turbulent channel ﬂow, with Re

τ

= 940

In the second part of the lecture, we discuss the performance of models used to describe

turbulent combustion. Most combustion models use a passive scalar, termed mixture fraction,

to describe the thermochemical state of the gas-phase. In LES, the ﬁltered gas-phase properties

can be obtained if the sub-ﬁlter variance of mixture fraction is known. This measure of sub-ﬁlter

scalar energy has to be modeled and several models are available in literature. Recently, the

optimal error estimation procedure was used to evaluate sub-ﬁlter models [6, 7]. It was found

that the dynamic models, not surprisingly, provided the least error for a range of ﬁlter-widths.

However, simple Taylor’s series based analysis of the dynamic procedure found that certain key

terms are being neglected in the model formulation [7]. When included, the new procedure was

found to provide lower errors compared to the conventional procedure.

To understand the impact of numerics on model performance, apriori tests were conducted

using diﬀerent discretization schemes. It was found that the numerical error is of the same order

as modeling error. Further, numerical errors have a “benign” eﬀect on certain models leading

to reduced overall error. These interesting ﬁndings also indicate that mathematical structure

of the model is very important for reducing the inaccuracies due to numerical discretization

[8, 9].

References

[1] J. Langford and R. Moser, “Optimal LES formulations for isotropic turbulence,” Journal

of Fluid Mechanics 398, 321 (1999).

[2] P. S. Zandonade, J. A. Langford, and R. D. Moser, “Finite volume optimal large-eddy

simulation of isotropic turbulence,” Physics of Fluids 16, 2255 (2004).

[3] S. Volker, P. Venugopal, and R. D. Moser, “Optimal large eddy simulation of turbulent

channel ﬂow based on direct numerical simulation statistical data,” Physics of Fluids 14,

3675 (2002).

[4] H. Chang and R. D. Moser, “An intertial range model for the three-point third-order

velocity correlation,” Physics of Fluids 19, 105111 (2007).

[5] S. Kassinos, W. Reynolds, and M. Rogers, “One-point turbulence structure tensors,” Jour-

nal of Fluid Mechanics 428, 213 (2001).

[6] A. Moreau, O. Teytaud, and J. P. Bertoglio. Optimal estimation for large-eddy simulation

of turbulence and application to the analysis of subgrid models. Phys. Fluids, 18, 1-10,

2006

[7] G. Balarac, H. Pitsch and V. Raman, “Modeling of sub-ﬁlter scalar variance using the

concept of optimal estimator”, Physics of Fluids, 20 035114, 2008

[8] G. Balarac, H. Pitsch and V. Raman, “Modeling of the sub-ﬁlter scalar dissipation rate

using the concept of optimal estimators”, Submitted to Physics of Fluids, 2008

[9] V. Raman, G. Balarac, and H. Pitsch, “Minimizing numerical errors in the computational

sub-ﬁlter scalar variance”, To be Submitted to Physics of Fluids, 2008

Modeling Two Phase Flow Dynamics for Deformable Interfaces

(Extended Abstract)

Chandrajit Bajaj, Albert Chen, Richard Hankins, Bong-Soo Sohn

Department of Computer Science,

Center for Computational Visualization,

Institute for Computational Engineering and Sciences

University of Texas, Austin, TX 78712

Email: bajaj@cs.utexas.edu

Abstract

We describe a Stokesian (slow viscous) ﬂow model for producing interacting deformable sur-

faces. This captures several phenomena in their nativity, such as cell membranes interacting, or soft

docking of ﬂexible molecules, etc. Starting from any initial conﬁguration of closed, compact ”inter-

faces”, the interfaces are continually evolved, as well as deformed based on the relative viscosities

and the interfacial tension. The velocity computation and the interfacial dynamics are achieved via

a Boundary Element formulation of the governing Stokesian ﬂow equation, while the interface evo-

lution and topology maintenance utilizes level set representation and underlying function updates.

Effects such as coalescence, break-up, and additional near interface interactions, can also be accu-

rately captured. These last three effects in particular require adaptive reﬁnement of meshed geometry

and controlled coupling of the numerical errors in computation to yield topologically realistic looking

phenomological modeling.

1 Introduction

We present a technique to model the interaction of deformable surfaces using two-phase Stokesian (slow

viscous) ﬂows. These interfaces can represent air bubbles in a viscous liquid, oil droplets in a suspension,

or cellular membranes subjected to hydrodynamics forces.

Two-phase ﬂuid simulations have been a topic of interest in computer graphics. In [5] Foster and

Metaxas describe a technique for simulating free-surface water ﬂows by solving the full Navier-Stokes

equations in three dimensions via a ﬁnite difference scheme and representing the free surface with mass-

less marker particles. In [4] Foster and Fedkiw implement a solution to the full Navier-Stokes equations

using a modiﬁed version of the semi-Lagrangian technique introduced by Stam in [10] to capture the

complex behavior of free water surfaces. To represent the air-water interface, they used a level set method

as introduced in [9]. In [3] a particle level set method was introduced for improved interface capturing.

Massless marker particles are advected with the level set data and used to repair the level set in regions

of degradation due to the use of a coarse grid for animation. The combination of a semi-Langrangian

1

Navier-Stokes solver coupled to a particle based level set method allows for complex modeling of the

dynamics at the air-water interface. In all of the above treatments, the density of the air is assumed to

be zero. This is a reasonable approximation as the density of air is 1000 times less than that of water.

A constant pressure boundary condition is applied everywhere at the interface and the Navier-Stokes

equations are solved only within the liquid region. Using these techniques, while visually realistic sim-

ulations can be achieved which capture the convective (and turbulent) interaction of gases and liquids,

many interesting features of air-water interfacial dynamics arising from non-convective, non-turbulent,

and slow viscous ﬂows cannot be observed. These interfacial deformations and dynamics arise from

interfacial tension and the curvature of the interface. In order to capture such interfacial deformations

in a simulation, for even visual realism, the Navier-Stokes equations must be accurately solved in both

ﬂuid regions, and pressure boundary conditions must be applied at the two phase ﬂuid interface, while

carefully orchestrating the accuracy of interfacial geometry and the interfacial velocities. Such an accu-

rate two phase ﬂuid simulation to produce realistic visual animations of deforming interfaces, is the main

contribution of this paper.

In [7], Hong and Kim with perhaps similar goals to ours, modiﬁed the semi-Lagrangian scheme [10]

coupled with the volume-of-ﬂuid method (VOF) introduced in [6] to simulate bubbles in liquids. The au-

thors calculate the interfacial tension, and thereby are able to capture certain interfacial deformations, the

VOF method has accuracy limitations for effects such as bubble ﬂattening, coalescence, bubble necking,

and break-up, and additional subtle near bubble interaction. We achieve this accuracy through our pre-

cise representation of the interface geometry, coupled to a topology tracking technique and a stable and

accurate boundary element ﬂuid solver, allowing us to observe these phenomena at signiﬁcantly higher

resolution. Our solution can be broken down into three main sub-areas: accurate boundary element mesh

representation of the interface, careful error bounded calculation of physical quantities (velocities, sur-

face tension) on the interface by regularization and adaptive mesh reﬁnement, and topological tracking

for precise near-bubble interactions.

For the calculation of physical quantities we use the boundary element method (BEM) on adaptive

geometries. Given an initial conﬁguration of bubbles, our adaptive BEM solver, estimates the veloci-

ties on the interfacial boundary with greater accuracy, due to several advantages it has over competing

methods. It reduces the dimensionality of the problem by one, and focuses computational effort on the

boundary which, for two phase simulations, is the region of interest thereby yielding superior accuracy

of the BEM over both ﬁnite element methods (FEM) and ﬁnite difference methods (FDM), where the

interface is represented indirectly using a discretized volume domain.

We also present a dynamic remeshing algorithm for smooth evolving interfaces of an objects such as

bubbles. The interface is discretized to triangular or quadrilateral mesh where the velocity of each vertex

is computed by the BEM. Since an interface changes its geometric shape including surface area and

curvature distribution, meshes with ﬁxed vertex count and connectivity cannot represent the evolving

interfaces accurately. Therefore, the number of vertices and vertex connectivity need to be adjusted

according to given geometric properties of an interface for each timestep. The quality of triangular or

quadrilateral elements, often measured with element shape, also needs to be good enough for accurate

BEM calculation. The main difﬁculty occurs when the topology of interfaces change. For instance,

two bubbles may coalesce or a single bubble may break up into two bubbles. We utilize up-sampling /

down-sampling methods and maintain a dynamic octree for tracking and controlling the mesh topology.

2

2 Deformable Interfaces

A sketch of our method of accurate two-phase simulations is below. Details of each individual computa-

tional step is given in [1].

Algorithm Sketch

1. Initial interface : specify an initial conﬁguration and level set representation of bubbles, as well

as initialize the ﬂuid physical parameters

2. Interface parametrization : quality mesh extraction for the level set

3. Interfacial velocity computation : use an accurate BEM to calculate interfacial velocities and

analyze its associated errors

4. Oracle : check topology change condition through the Oracle and modify underlying functions

that deﬁne the bubble interface. This process involves channel identiﬁcation and modiﬁcation of

interfaces.

5. Interface evolution : evolve the interface using a level set method

6. Interference check : check geometric interference and adjust timestepping, go back to mesh

extraction and BEM calculation for continuing the simulation.

2.1 Initialization of bubbles

Initial geometry data is speciﬁed and given as inputs to the boundary element solver. The sign distance

ﬁeld to the given initial geometry is computed using an implicit C

2

cubic B-Spline level set function

[2]. Further normals and curvatures of the interfaces are then estimated from this piecewise analytic

representation.

2.2 Stokes ﬂow and boundary integral equations

Let us denote ρ as the ﬂuid density, μ as the ﬂuid viscosity, u as the ﬂuid velocity ﬁeld, p as the ﬂuid

pressure. In addition, let g represent some external ﬁeld, such as gravity, that acts on the ﬂuid. The full

Navier-Stokes equations for incompressible ﬂow are given by, ρ(

∂u

∂t

+u ∇u) =−∇p+μ∇

2

u+ρg, and

∇ u =0. By specializing to ﬂows with low Reynolds number and low acceleration parameter we ignore

the inertial and convective terms in the momentum equation. In this limit, viscous forces dominate and we

have a linearized version of the Navier-Stokes equations called Stokes equation, −∇p+μ∇

2

u+ρg = 0

Our choice of numerical solution technique requires that we reformulate the governing equations as

integral equations over the boundary interfaces. Since we are interested in updating the interface between

the two ﬂuids we only need an integral relation for the interfacial velocity. The most general expression

for the velocity at a point x

0

on a bubble interface Γ is given by [14],

u

k

(x

0

) =

1

4π

1−λ

1+λ

Γ

u

i

(x)T

i jk

(x, x

0

) ˆ n

k

(x)dΓ(x) +F

j

(x

0

) (2.1)

3

F

j

(x

0

) =

2

1+λ

(u

∞

j

(x

0

) −

1

8πμ

s

Γ

f (x) ˆ n

i

(x)G

i j

(x, x

0

)dΓ(x)) (2.2)

2.3 Numerical Technique

In the above relations we assume N bubbles with varying viscosities immersed in a Stokes ﬂuid. The

viscosity ratio of the bubble to the ﬂuid it is embedded in is, λ =

μ

μ

s

, and u

∞

j

is the asymptotic Stokes

velocity that the bubbles are immersed in. The function f is the boundary condition specifying the

pressure difference at the interface and is given by, f = 2γκ +(ρ

f luid

−ρ

bubble

)z. In the above, γ is

the surface tension of the drop, ˆ n is the normal pointing into the suspending ﬂuid and κ =

1

2

∇ n is the

extrinsic mean curvature of the boundary. For our calculations we use the free space Green’s functions

for Stokes ﬂow given by,

G

i j

(x −x

0

) =

δ

i j

r

+

ˆ x

i

ˆ x

j

r

3

, ˆ x = x −x

0

and

T

i jk

(x −x

0

) =−6

ˆ x

i

ˆ x

j

ˆ x

k

r

5

We generate a quadrilateral mesh from our B-spline level set approximation[11], to represent the

interface separating the two ﬂuids and discretize the integral equation. We break up the integrals over

each surface into a sum of integrals over each quadrilateral face of the mesh. The integration over most

faces may be done using standard quadrature techniques. However, the Green’s functions appearing in

these expressions show divergent behavior as the evaluation point approaches the surface over which we

are integrating. These singular and near-singular integrals must be handled carefully in order to obtain

accurate results from a BEM when two droplets are close. Details are given in [1].

2.4 Error Analysis

Proper error analysis is important for our algorithm. We use this information to determine the validity

of the boundary element calculation and how to improve it by surface mesh reﬁnement. We describe

two different error tools that we use for feedback during the simulation. The ﬁrst one is a global error

measure and derives from the incompressibility condition of the governing equations we are using to

model the ﬂuids. This condition in integral form becomes,

Γ

u ˆ ndΓ = 0 (2.3)

We calculate this value and use it to determine which octree level to mesh the geometry for each timestep.

The other method we implement is a local measure of the error. We use bilinear interpolation when

calculating values on the surface from the values at the vertices which were obtained through solving the

boundary element system. We implement a technique to estimate the error at each face of the mesh and

add more geometry if the error is outside acceptable tolerance. The error analysis implemented is that

4

of [8]. The technique is chosen based on computational speed and ease of implementation. The error on

the m-th face is estimated to be

E

u

(m)

2

=

Γ

m

[ u

0

− ˆ u [

2

dΓ

m

(2.4)

where u

0

is the predicted exact solution which we approximate by higher order interpolation and ˆ u is the

numerical solution for the velocity. Finally we measure the relative error by calculating,

E

rel,u

(m)

2

=

E

u

(m)

2

Γ

[ u

0

[

2

dΓ

(2.5)

While rigorous mathematical bounds do not exist for local errors in collocation methods this technique

serves its purpose in quantifying the error regions of sparse geometry where the calculation could be

improved and have been implemented by authors in boundary element methods as well as ﬁnite element

methods [12] [13]. This error analysis is done at each time step following the boundary element calcu-

lation of the interfacial velocities. Given a user deﬁned tolerance ε

1

> 0 we check that the velocity error

computed over each face of the mesh satisfy E

rel,u

< ε

1

. If this condition is satisﬁed then we proceed

with the interface evolution. If it is not satisﬁed then we reﬁne the faces of the mesh where the tolerance

is exceeded and recalculate the interfacial velocities using this reﬁned mesh.

2.5 Topology Control

Assume f

t

is a function at time t where its level set represents deformable interfaces.

´

f

t

is a piecewise

trilinear function that approximates f

t

. M

t

is a mesh that approximates the level set. The level set

topology deﬁned in

´

f

t

is preserved during mesh extraction process.

Boundary Element Method (BEM) is applied to computing velocities which can be used for updating

the function

´

f

t

at time t to evolve the interface in viscous ﬂows. This generates the function

¯

f

t+1

at time

t, where level set mesh M

t+1

can be extracted.

Topology changes of bubbles may occur under various conditions such as minimum distance or con-

tact surface area between two bubbles. The moment of topology changes can be also chosen manually.

We introduce an oracle that is an independent procedure to decide whether the topology change occurs

or not based on the user-speciﬁed conditions. We also need a remeshing procedure to actually change

the topology of meshes for the bubbles if the oracle decides that. Our algorithms for the oracle and

remeshing support coalescence and breakup of bubble interfaces. Details are given in [1].

2.6 Interface Update

The interface is updated using our higher order level set method [2]. The evolution of the level set is

governed by the level set equation,

∂ϕ

i

∂t

+

v ∇ϕ

i

= 0

5

(a) t = 1 (b) t = 40 (c) t =51

(d) t =66 (e) t =100 (f) t =200

Fig 3.1: Bubble coalescence. Several timesteps are shown here depicting bubble coalescence. Bubbles

don’t tend to coalesce easily in pure Stokes ﬂow. For the simulation a term was added to the ﬂuid solver

to simulate the intermolecular forces at work that cause coalescence. We see that the bubbles tend to

ﬂatten out as they approach each other. A sudden joining occurs after they have been in close proximity

for enough time. The joined bubble returns to a spherical shape due to surface tension.

3 Results

3.1 Implementation

We have an implementation of the above technique that runs on a Linux platform. The implementation

consists of two main libraries: a meshing library, and a boundary element calculation library. These

two sets of code are packaged in a graphical user interface where initial data can be input and physical

parameters are deﬁned. The package is also capable of outputting mesh data for analysis and rendering.

Figure 3.1 shows results of a simulation of two bubbles coalescing. The input data are two uniform

spheres separated by a small distance. The viscosity ratio is λ = 0.5 and a small gravity ﬁeld is enabled

so that the bubbles rise slightly due to buoyant forces. There is no asymptotic ﬂow in the suspending

ﬂuid. The simulation shows that bubbles tend to exist in a ﬂattened state before intermolecular forces

take over and the bubbles ultimately join.

Figure 3.2 shows two droplets deforming as they pass each other in a shearing ﬂow given by u

∞

=

(γz, 0, 0) where γ is a user deﬁned parameter that controls the strength of the ﬂow that can be used to

6

(a) t = 1 (b) t = 20 (c) t = 30

Fig 3.2: Bubbles deforming in shear ﬂow. This simulation shows bubbles deforming as they move past

each other in a shearing ﬂow. The viscosity ratio for the simulation is 0.5 and a small gravity ﬁeld is

applied to make the bubbles rise slightly. The shear ﬂow is keyframed to slowly dissipate. We observe

the shearing and deformations as the bubbles interact and then return to their spherical shapes as the

speed of the ﬂow decreases.

control the strength of the ﬁeld. For this animation we set γ =1 and add a small gravity ﬁeld. We observe

the bubbles slowly rising and moving past each other. As the lower bubble rises it begins to move to the

right as it moves to a height where the asymptotic ﬂow is positive. The ﬂow is keyframed to gradually

dissipate over the coarse of the simulation and we see the bubbles slow down and return to their spherical

shapes.

Within our simulations there are several parameters which may be adjusted to create a desired sim-

ulation based animation. The user can specify an initial conﬁguration of droplets and a Stokes ﬂow

to embed the droplets in. This ﬂow has parameters which control the speed and variation in the pres-

sure gradient along the different spatial axes. In addition, the strength of the gravity ﬁeld or other long

range body forces may also be speciﬁed by the user and short range forces may be added to simulate

intermolecular interactions. Adjustment of these parameters leads to very different results.

The viscosity ratio parameter is particularly important. As a special case we set λ =1 in the boundary

integral equation eliminating the integral over the double layer potential. The result is that there is no

linear system to solve so interfacial velocities are computed simply by evaluating,

u

k

(x

0

) =

2

1+λ

(u

∞

j

(x

0

) −

1

8πμ

s

Γ

f (x) ˆ n

i

(x)G

i j

(x, x

0

)dΓ(x))

It should be noted that all phenomena of bubble interactions mentioned here can be observed in this

special case, but the computational demands are much less than the λ = 1 solution.

Acknowledgment. This research was supported in part by NSF grants IIS-0325550, CNS-0540033 and

NIH contracts P20-RR020647, R01-EB00487, R01-GM074258, R01-GM07308

7

References

[1] C. Bajaj, A. Chen, R. Hankins, and B. Sohn. A C

2

cubic B-Spline Level Set Approach to Simulat-

ing Deformable Interfaces. TICAM Report 08-xx, Texas Institute for Computational and Applied

Mathematics, The University of Texas at Austin, 2008.

[2] C. Bajaj, G. Xu, and Q. Zhang. A higher order level set method with applications to smooth surface

constructions. TICAM Report 06-18, Texas Institute for Computational and Applied Mathematics,

The University of Texas at Austin, 2006.

[3] J. Ferziger D. Enright, R. Fedkiw and I. Mitchell. A hybrid particle level set method for improved

interface capturing. J. Comp. Phys., 183:83–116, 2002.

[4] N. Foster and R. Fedkiw. Practical animation of liquids. In ACMPress/ACM SIGGRAPH, E. Fiume,

Ed., Computer Graphics Proceedings, Annual Conference Series, pages 23–30, 2001.

[5] N. Foster and D. Metaxas. Realistic animation of liquids. Graphical Models and Image Processing,

58(5):471–483, 1996.

[6] C.W. Hirt and B.D. Nichols. Volume of ﬂuid (vof) method for the dynamics of free boundaries. J.

Comp. Phys., 39:201–255, 1981.

[7] J.-M. Hong and Kim C.-H. Animation of bubbles in liquid. In In Proceedings of Eurographics

2003, pages 253–262, 2003.

[8] E. Kita and N. Kamiya. A new adaptive boundary element reﬁnement based on simple algorithm.

Mech Res Commun., 18(4):177–86, 1991.

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on hamilton-jacobi formulations. J. Comp. Phys, 79:12–49, 1988.

[10] J. Stam. Stable ﬂuids. In In Proceedings of SIGGRAPH 99, ACM SIGGRAPH/Addison Wes-

ley Longman, Computer Graphics Proceedings, Annual Conference Series, ACM, pages 121–128,

1999.

[11] Y. Zhang and C. Bajaj. Adaptive and quality quadrilateral/hexahedral meshing from volumetric

data. Computer Methods in Applied Mechanics and Engineering (CMAME), 195:942–960, 2006.

[12] O.C. Zienkiewicz and J.Z. Zhu. A simple error estimator and adaptive procedure for practical

engineering analysis. Int. J. Numer. Methods. Engng., 24:337–57, 1987.

[13] O.C. Zienkiewicz, J.Z. Zhu, and N.G. Gong. Effective and practical h-p-version adaptive analysis

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interaction of deformable drops. Phys. Fluids, 9:1493–1511, 1996.

8

Isogeometric Analysis of Fluid-Structure

Interaction

Y. Bazilevs, V.M. Calo, T.J.R. Hughes

Institute for Computational Engineering and Sciences, The University of Texas at Austin, USA

e-mail: {bazily,victor,hughes}@ices.utexas.edu

Y. Zhang

Department of Mechanical Engineering, Carnegie Mellon University, USA

jessicaz@andrew.cmu.edu

Abstract

Isogeometric analysis is a recently developed methodology based on technologies that

were originated in the ﬁeld of computational geometry and widely used in design, graphics

and animation. It includes standard ﬁnite element analysis as a special case, but oﬀers

other possibilities that are unique and powerful. It allows more precise and eﬃcient

geometric modeling, it simpliﬁes mesh reﬁnement, and it possesses superior approximation

properties. Isogeometric analysis has been applied to numerous problems in solid and

ﬂuid mechanics. This paper describes an isogeometric formulation for ﬂuid-structure

interaction of incompressible ﬂuid ﬂow and nonlinear solids. The ﬂuid discretization

derives from a residual-based variational multiscale formulation, applicable to laminar and

turbulent phenomena. Both ﬂuid and solid domains may undergo large motions, and the

geometry and kinematics are fully compatible across ﬂuid-structure interfaces. A strongly

coupled solution algorithm is adopted to preclude instabilities that often aﬄict weakly-

coupled procedures. Applications to the human cardiovascular system are emphasized.

Keywords: Isogeometric Analysis, NURBS, Fluid-Structure Interaction, Vascular Model-

ing, Navier-Stokes Equations, Elastic Arterial Wall, Mesh Movement, Blood Flow

1 Introduction

Isogeometric Analysis based on NURBS (non-uniform rational B-splines) was ﬁrst introduced

in [1] as an attempt to improve on and generalize the standard ﬁnite element method. Fur-

ther study of isogeometric analysis showed that results superior to standard ﬁnite elements are

obtained in the context of structural vibrations [2]. Mathematical analysis of the isogeometric

approach was performed in [3]. Optimal approximation estimates in p, the polynomial order

used to deﬁne NURBS functions, were obtained for h-reﬁned meshes. Stability and optimal con-

vergence was proved mathematically and veriﬁed numerically for problems of compressible and

incompressible elasticity, Stokes ﬂow, and scalar advection-diﬀusion. In this paper, NURBS-

based isogeometric analysis is applied to ﬂuid-structure interaction (FSI) problems with partic-

ular emphasis on arterial modeling and blood ﬂow (see [4] for a more detailed exposition). It is

believed that the ability of NURBS to accurately represent smooth exact geometries, that are

natural for arterial systems, but unattainable in the faceted ﬁnite-element representation, and

the high order of approximation of NURBS, should render ﬂuid and structural computations

more physiologically realistic.

This work adopts the arbitrary Lagrangian-Eulerian (ALE) framework. The arterial wall

is treated as a nonlinear elastic solid in the Lagrangian description governed by the equations

of elastodynamics. Blood is assumed to be a Newtonian viscous ﬂuid governed by the incom-

pressible Navier-Stokes equations written in the ALE form. The ﬂuid velocity is set equal to

the velocity of the solid at the ﬂuid-solid interface. The coupled FSI problem is written in

a variational form such that the stress compatibility condition at the ﬂuid-solid interface is

enforced weakly. The ALE equations require the speciﬁcation of the ﬂuid region motion. This

motion is found by solving an auxiliary static linear-elastic boundary-value problem for which

the ﬂuid-solid boundary displacement acts as a Dirichlet boundary condition.

Galerkin’s method is employed for the structural and the ﬂuid subdomain motion parts of

the formulation, while a residual-based multiscale method for the ﬂuid equations. The resultant

semi-discrete equations are advanced in time using the generalized-α algorithm. The kinematic

constraint is enforced strongly by requiring basis functions to be C

0

-continuous across the

ﬂuid-solid interface. The coupled nonlinear system resulting from the NURBS discretization

of the FSI equations is solved monolithically, that is, the ﬂuid, the structural, and the mesh

solution increments in the Newton iteration are obtained simultaneously. The eﬀect of the

structural and the mesh motion on the ﬂuid equations is included in the left-hand-side matrix

for robustness. The coupled system is solved iteratively by the GMRES procedure with simple

diagonal scaling.

2 Numerical examples

2.1 Blood ﬂow in an idealized aneurysm

In this test case, taken from [5], we examine pulsatile ﬂow in an idealized aneurysm. The

problem setup is shown in Figure 1. A time-periodic velocity waveform, speciﬁed at the inﬂow

plane, is parabolically distributed over the circular surface. The domains proximal and distal

to the aneurysm region are assumed to have rigid walls, while the aneurysm wall is elastic. A

resistance boundary condition is applied at the outﬂow.

Figure 1: Idealized aneurysm problem setup.

Figure 2 shows the inﬂow and outﬂow waveforms. Note the outﬂow lags the inﬂow due

to the distensibility of the aneurysm wall. This well-known phenomenon was also observed in

practice as well as computations of other researchers. Figure 2 also shows excellent agreement

with reference results of [5].

2.2 Blood ﬂow in a patient-speciﬁc abdominal aorta

This computational example makes use of patient-speciﬁc geometry. Data for this model was

obtained from 64-slice CT angiography of a healthy male over 55 years of age. Some prepro-

cessing, including contrast enhancement, denoising, and segmentation, was necessary in order

to ﬁnd the lumenal surface of the blood vessel. Figures 3(a) - 3(c) show the geometrical model,

the control mesh, and the NURBS mesh of the abdominal aorta. As in the previous example,

we specify a time-periodic velocity waveform at the inﬂow, while all outﬂows are assigned a re-

sistance boundary condition. Figure 3(d) shows contours of the arterial wall velocity magnitude

plotted on a deformed conﬁguration during early systole.

References

[1] T.J.R. Hughes, J.A. Cottrell, and Y. Bazilevs. Isogeometric analysis: CAD, ﬁnite elements,

NURBS, exact geometry and mesh reﬁnement. Computer Methods in Applied Mechanics

and Engineering, 194 (2005) 4135-4195.

Figure 2: Idealized aneurysm. Inﬂow and outﬂow waveforms. Notice the time lag attributable

to the distensibility of the wall.

[2] J.A. Cottrell, A. Reali, Y. Bazilevs, and T.J.R. Hughes. Isogeometric analysis of structural

vibrations. Computer Methods in Applied Mechanics and Engineering, 195 (2006) 5257-

5296.

[3] Y. Bazilevs, L. Beirao da Veiga, J.A. Cottrell, T.J.R. Hughes, and G. Sangalli. Isogeometric

analysis: Approximation, stability and error estimates for h-reﬁned meshes. Mathematical

Methods and Models in Applied Sciences, 16 (2006) 1031-1090.

[4] Y. Bazilevs, V.M. Calo, Y. Zhang, and T.J.R. Hughes. Isogeometric ﬂuid-structure in-

teraction analysis with applications to arterial blood ﬂow. Computational Mechanics, 38

(2006) 310-322.

[5] A.-V. Salsac, M.A. Fernandez, J.-M. Chomaz, and P. Le Tallec. Eﬀects of the ﬂexibility of

the arterial wall on the wall shear stress and wall tension in abdominal aortic aneurysms.

Proceedings of the 58th Annual Meeting of the Division of Fluid Dynamics, Chicago, IL,

November 2005.

Figure 3: Patient-speciﬁc abdominal aorta. (a) Geometrical model; (b) Control mesh; (c)

NURBS mesh; (d) Contours of arterial wall velocity magnitude plotted on a current conﬁgura-

tion during early systole.

Modeling Complexities in Turbulent Spray

Combustion

Venkat Raman

Dept. of Aerospace Engineering & Engineering Mechanics, The University of Texas at Austin, USA.

v.raman@mail.utexas.edu

Abstract

Turbulent spray combustion is a common process found in aircraft and automobile

engines as well as chemical reactors. Spray combustion is a multilscale multiphysics prob-

lem involving the nonlinear interaction of spray evolution and evaporation, gas-phase

turbulent mixing, and combustion. A detailed description of this complex process re-

quires models for each of the physical processes involved. In this study, we focus on the

development of the multiphase combustion models. Currently, spray combustion mod-

els are directly extended from corresponding single-phase combustion models. However,

combustion in the presence of evaporating droplets has many unique features that render

invalid many of the assumptions underlying the single-phase models. The objective of this

work is to introduce a novel probability density function (PDF) based approach, which

addresses many of the multiphase combustion modeling challenges. Numerical algorithms

and preliminary results are presented here.

Keywords: Spray combustion , large eddy simulation, probability density function, com-

bustion regime.

Liquid fuel based combustion is widely encountered in aircraft and automobile engines as

well as chemical reactors. In typical combustors, the liquid fuel is sprayed using an atomizer

that produces a ﬁne mist of droplets. The droplets evolve in the background turbulent gas-

phase ﬂow and evaporate. This fuel vapor then mixes with the gas-phase oxidizer and reacts

in a high-temperature environment. The proper dispersion of fuel inside the combustor is

critical in maintaining stability and in reducing emissions. The complete description of the

spray combustion system requires models for tracking the spray droplets, gas-phase turbulent

ﬂow, and combustion. Since the focus of this work is the modeling of the combustion process,

standard and state-of-the-art approaches for the other two components will be used. The spray

droplets will be evolved using a Lagrangian approach. The gas-phase turbulent ﬂow will be

described using the large eddy simulation (LES) method.

Single-phase combustion models are derived based on the nature of the combustion regime.

For instance, the fuel and oxidizer could be molecularly mixed before entering the combustion

chamber leading to premixed combustion. If the fuel and oxidizer mix insider the combustor,

a non-premixed combustion process is supposed to exist. The controlling parameters and

the ﬂame structure are vastly diﬀerent in the two cases giving rise to very diﬀerent combustion

models. Since the combustion regime is determined by the boundary conditions, the combustion

model can be chosen apriori. In spray combustion, the fuel is released in vapor form through

droplet evaporation, which in itself depends on the physical dispersion of droplets and the

rate of liquid evaporation. Both these processes are dependent on the gas-phase turbulence

and combustion. Consequently, the combustion regime can change within the reactor due to

a number of reasons including the relative rates of evaporation and mixing, eﬀect of droplet

inertia on the gas-phase turbulence, and the spatial distribution of the reaction zone [1]. Fig. 1

shows the ﬂame structure for two diﬀerent droplet structure in a coﬂowing oxidizer stream.

When the droplets are close enough, the ﬂame is pushed outside and a ﬂame front typical

of premixed combustion is formed. If the droplets are dispersed far enough, the ﬂame front

advances into the inter-droplet spacing leading to a partially-premixed combustion process.

While these cases demonstrate the extreme eﬀects, droplet structure and its evolution play a

critical role in determining the combustion process. For this reason, a combustion model that

presumes the combustion regime will not be fully valid in spray combustion.

In this work, a novel method termed the probability density function (PDF) approach is

used [2]. The main advantage in this approach is that the chemical source terms appear closed

and do not require modeling. This, in turn, implies that the combustion regime is not ﬁxed in

a simulation. While this is certainly advantageous, mixing of scalars has to be modeled and

poses a tremendous challenge. In the lecture, models recently proposed by the author to address

this issue will be discussed. In the PDF approach, the transport equation for the joint-PDF

of all chemical species and other scalars that deﬁne the thermochemical state of the system

is solved directly. This transport equation is high dimensional and cannot be solved using

conventional ﬁnite-volume or ﬁnite-diﬀerence discretization scheme. Typically, a Lagrangian

Monte-Carlo method is used. In practical simulations, this PDF solver is coupled with the spray

and turbulence models and evolved in a temporally accurate manner. This coupled solver was

used to simulate canonical ﬂows in an eﬀort to verify and validate this computational tool

(Fig. 2). The nature of information exchange between the solvers is very important in the

context of spray combustion. It will be demonstrated that the current techniques for simulating

such ﬂows change the underlying physics of the combustion process.

References

[1] V. Raman and H. Koo, “Eﬀect of Droplet Inertia on Evaporation and Spray Combustion”,

Submitted to the The 32nd International Combustion Symposium, 2008

[2] V. Raman and H. Koo, “LES/Filtered-Density Function Approach for Turbulent Spray

Combustion”, Submitted to Combustion and Flame, 2008

Figure 1: Multiple droplet combustion with detailed resolution of the droplet interface. Droplets

are dispersed closely (right) and (right) far apart.

Figure 2: Spray droplet population superimposed on the instantaneous contours of gas-phase

temperature. The inset shows more details about the reaction zone.

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