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IT Licentiate theses

2009-005
Numerical Methods for the Navier–
Stokes Equations applied to Turbulent
Flow and to Multi-Phase Flow
MARTIN KRONBICHLER
UPPSALA UNIVERSITY
Department of Information Technology
Numerical Methods for the Navier–
Stokes Equations applied to Turbulent
Flow and to Multi-Phase Flow
BY
MARTIN KRONBICHLER
December 2009
DIVISION OF SCIENTIFIC COMPUTING
DEPARTMENT OF INFORMATION TECHNOLOGY
UPPSALA UNIVERSITY
UPPSALA
SWEDEN
Dissertation for the degree of Licentiate of Philosophy in Scientific Computing with
specialization in Numerical Analysis
at Uppsala University 2009
Numerical Methods for the Navier–
Stokes Equations applied to Turbulent
Flow and to Multi-Phase Flow
Martin Kronbichler
martin.kronbichler@it.uu.se
Division of Scientific Computing
Department of Information Technology
Uppsala University
Box 337
SE-751 05 Uppsala
Sweden
http://www.it.uu.se/
c Martin Kronbichler 2009
ISSN 1404-5117
Printed by the Department of Information Technology, Uppsala University, Sweden
Abstract
This thesis discusses the numerical approximation of flow problems, in particular the large eddy
simulation of turbulent flow and the simulation of laminar immiscible two-phase flow. The com-
putations for both applications are performed with a coupled solution approach of the Navier–
Stokes equations discretized with the finite element method.
Firstly, a newimplementation strategy for large eddy simulation of turbulent flowis discussed. The
approach is based on the variational multiscale method, where scale ranges are separated by vari-
ational projection. The method uses a standard Navier–Stokes model for representing the coarser
of the resolved scales, and adds a subgrid viscosity model to the smaller of the resolved scales.
The scale separation within the space of resolved scales is implemented in a purely algebraic way
based on a plain aggregation algebraic multigrid restriction operator. A Fourier analysis underlines
the importance of projective scale separations and that the proposed model does not affect consis-
tency of the numerical scheme. Numerical examples show that the method provides better results
than other state-of-the-art methods for computations at low resolutions.
Secondly, a method for modeling laminar two-phase flow problems in the vicinity of contact lines
is proposed. This formulation combines the advantages of a level set model and of a phase field
model: Motion of contact lines and imposition of contact angles are handled like for a phase field
method, but the computational costs are similar to the ones of a level set implementation. The
model is realized by formulating the Cahn–Hilliard equation as an extension of a level set model.
The phase-field specific terms are only active in the vicinity of contact lines. Moreover, various as-
pects of a conservative level set method discretized with finite elements regarding the accuracy of
force balance and prediction in jump of pressure between the inside and outside of a circular bub-
ble are tested systematically. It is observed that the errors in velocity are mostly due to inaccura-
cies in curvature evaluation, whereas the errors in pressure prediction mainly come fromthe finite
width of the interface. The error in both velocity and pressure decreases with increasing number
of mesh points.
List of Papers
This thesis is based on the following papers, which are referred to in the text by
their Roman numerals.
I V. Gravemeier, M. W. Gee, M. Kronbichler, and W. A. Wall (2009) An alge-
braic variational multiscale–multigrid method for large eddy simulation of
turbulent flow. Accepted for publication in Computer Methods in Applied
Mechanics and Engineering. doi:10.1016/j.cma.2009.05.017.
Contributions: Initial implementation of the method together with the first and
second author. Preparation of a draft of the manuscript, in particular section 2.
Ideas were developed in close cooperation between the authors.
II V. Gravemeier, M. Kronbichler, M. W. Gee, and W. A. Wall (2009) An
algebraic variational multiscale–multigrid method for large-eddy
simulation: generalized-α time integration, Fourier analysis and
application to turbulent flow past a square-section cylinder. Submitted to
Computers and Fluids.
Contributions: Ideas and analysis in section 3. Preparation of a draft of the
manuscript and final work in close cooperation between the authors.
III M. Kronbichler and G. Kreiss (2008) A Hybrid Level–Set–Cahn–Hilliard
Model for Two-Phase Flow. In Proceedings of the 1st European Conference
on Microfluidics, Bologna, Italy.
Contributions: Implementation of the method and computations. Preparation of
the manuscript. Ideas were developed in discussion with the co-author.
IV S. Zahedi, M. Kronbichler, and G. Kreiss (2009) Evaluation of inaccuracies
in two-phase flow simulations with level set methods using finite element
discretizations. Technical Report 2009-026, Department of Information
Technology, Uppsala University, 2009. Submitted to Computers and Fluids.
Contributions: Implementation of and experiments with the coupled two-phase
flow solver. First draft of the manuscript. Ideas were developed by close
cooperation between the first and the second author in discussion with the third
author.
Reprints were made with permission from the publishers.
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 Numerical Methods for the Navier–Stokes Equations . . . . . . . . . . . . . . . . 3
2.1 Weak form and spatial discretization . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Stability of spatial discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Time discretization. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.4 Numerical linear algebra for coupled discretizations . . . . . . . . . . . . . 6
3 Computational methods for turbulence . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.1 Basics on turbulence and large eddy simulation . . . . . . . . . . . . . . . . . 7
3.2 A multiscale approach to large eddy simulation . . . . . . . . . . . . . . . . . 9
4 Simulation of Two-Phase Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.1 Overview of numerical models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.2 Level set models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4.3 Phase field models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
5 Summary of Papers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.1 Paper I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.2 Paper II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.3 Paper III . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
5.4 Paper IV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
6 Future Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1. Introduction
The numerical simulation of fluid dynamics is one of the main fields in compu-
tational mathematics. Simulationis today bothanalternative anda complement
to experiments in many engineering disciplines as it helps in predicting the be-
havior of fluids. Moreover, simulation permits to systematically improve the de-
sign and material properties of products by means of optimization algorithms.
Such a procedure would be tremendously expensive if it had to be done by pro-
totyping and other experimental means. Simulation is thus a tools that renders
technical processes more effective.
One interesting area of research in fluid dynamics is the behavior of turbulent
incompressible flow. Turbulent flows often occur in engineering applications,
for example, in the air flow around a vehicle, the water flow in turbines of hy-
droelectric power plants as well as in water networks and oil pipelines with high
throughput. For instance, relevant issues are the determination and the control
of aerodynamic drag as well as efficiency of engines.
Another area of active research is multiphase flow, a setting that involves two
or more different fluids. There is a wide range of applications that involve multi-
ple fluids and where numerical simulation is extensively used. An exceptionally
challenging problem is computational combustion, where different fluids and
flame fronts need to be represented. Often, the flows occurring in combustion
are turbulent. But there are also a lot of multi-phase settings where the flowfield
is laminar and thus more regular. One such application is intravenous therapy in
medicine. The objective of numerical simulations is to understand how bubbles
consisting of oleaginous substances are transported and resolved in the circu-
lation of blood. These processes are often strongly driven by surface tension, a
force that strives after keeping different fluids separated. A similar application is
the modeling of the absorption of air in the blood circulation in human lungs.
Multiphase flow is a phenomenon that is particularly relevant also in subsur-
face flow. In this area, it is often assumed that the individual fluids are well-
separated, that is, the fluids do not mix and there are no additional particles
resolved in the fluids. This thesis contributes to the simulation of such lami-
nar well-separated two-phase flows. For subsurface flows, an additional diffi-
culty arises, namely the interaction of systems consisting of different fluids with
solids, called capillarity. This interaction takes place on so-called contact lines,
locations where the interface (separating two fluids) meets a solid. The prop-
erties of the solid and the composition of the fluid give rise to a phenomenon
called wetting, indicating which fluid preferably is in contact with the solid. Ap-
plications of this kind are the modeling of groundwater basins and oil extraction
1
from subsurface reservoirs driven by water injection. The pores of rock where
the fluid moves are often of the order of a few millimeters or less, whereas the
actual simulation region can extend over thousands of square kilometers. In or-
der to tackle problems with such an enormously wide range of scales, simplifica-
tions need to be applied. One example is to performsmall-scale flowsimulations
with detailed rock structures in order to determine the permeability of various
stone configurations. Such effective parameters are then used as input to a large
scale simulation, usually based on Darcy’s law [17]. Other applications of multi-
ple fluids in contact with solids are found in industrial processes like sintering,
where mixtures of different fluids and their solidification are tracked; lab-on-a-
chip processes, which form the basic component for microsystem design in the
biomedical industry; and inkjet printing.
This thesis consists of five chapters. First, we discuss the equations that de-
scribe the flow of individual fluids, the Navier–Stokes equations. Next, an intro-
duction to turbulence is given, which is followed by a presentation of numerical
models for the simulation of laminar two-phase flow. Chapter 5 gives a short
summary of the papers included in this thesis, and Chapter 6 identifies possible
directions of future research.
2
2. Numerical Methods for the
Navier–Stokes Equations
The motion of fluids at low and medium velocities in a connected computa-
tional domain Ω⊂R
d
(spatial dimension d =2, 3) is given by the incompressible
Navier–Stokes equations [35], [62], [73],
ρ(u
t
+u· ∇u) −∇·
_
2µε(u)
_
+∇p =ρf, (2.1)
∇· u=0. (2.2)
The vector udenotes the d components of fluid velocity and p denotes the fluid’s
(dynamic) pressure. The rank-2 tensor ε(u) =
1
2
_
∇u+(∇u)
T
_
represents the vis-
cous stress tensor for a Newtonian fluid. The fluid density is denoted by ρ, and
the fluid’s (dynamic) viscosity by µ. In single-phase fluids, density is constant
due to the incompressibility assumption. The termf specifies external forces act-
ing on the fluid.
The system of Navier–Stokes equations (2.1)–(2.2) is completed by a diver-
gence-free initial velocity field,
u(·, 0) =u
0
, with ∇· u
0
=0, (2.3)
and application-specific boundary conditions (cf. Gresho and Sani [32] for a dis-
cussionof various possibilities). Inthis thesis, we consider flowsubject to no-slip
boundary conditions
u=0 on Γ
g
⊂∂Ω, (2.4)
and natural (inflow/outflow) boundary conditions
n· ε(u) +pn=h on Γ
h
⊂∂Ω, (2.5)
where n denotes the unit outer normal on the domain boundary Γ
h
and h is
some external traction boundary force. The boundary subdomains Γ
g
and Γ
h
are assumed to be non-overlapping and to span the whole boundary ∂Ω.
For the numerical approximation of the equations of fluid flows, there are var-
ious methods available. The most popular ones are the finite volume method,
the finite difference method, and the finite element method. A comparative in-
troduction of these methods can be found in Quartapelle [74].
The algorithms developed in this thesis are based on the finite element
method (FEM). There is a vast literature discussing various aspects of the
finite element discretization of system (2.1)–(2.2). Mathematical aspects are
3
discussed, e.g., in Glowinski [28] and Gunzburger [35]. The book by Gresho
and Sani [32] focuses on practical issues for implementation such as boundary
conditions, discretization schemes, and stabilization. The work by Elman,
Silvester & Wathen [23] and Turek [88] put special emphasis on algorithmic
matters like efficient numerical linear algebra for the flow equations.
2.1 Weak form and spatial discretization
The Navier–Stokes equations (2.1)–(2.2) depend on both space and time. Most
discretization approaches split the approximation into separate approximations
for spatial and temporal part.
For setting up the spatial FE approximation, the first step is to rewrite the sys-
tem of equations (2.1)–(2.2) in variational form. To this end, we define the space
of admissible velocity solutions at a certain time instant by V
u
=
_
u ∈ H
1
(Ω); u =
0 on Γ
w
_
, and the space of admissible pressure solutions by V
p
=L
2
(Ω). The vari-
ational problem corresponding to (2.1)–(2.2) is to find, at each instant in time, a
pair
_
u(·, t ), p(·, t )
_
∈ V
u
×V
p
such that
_
v, ρ(u
t
+u· ∇u)
_

+
_
ε(v), µε(u)
_


_
∇· v, p
_


_
q, ∇· u
_

=
_
v, f
_

+
_
v, h
_
Γ
h
(2.6)
holds for all test functions
_
v, q
_
∈ V
u
×V
p
. The form
_
·, ·
_

denotes the standard
L
2
inner product.
The spatial discretization of system (2.6) replaces the (infinite-dimensional)
solution function spaces V
u
and V
p
by finite-dimensional subspaces V
h
u
and V
h
p
.
Then, only the projectionof the Navier–Stokes equations ontofinite dimensional
test function spaces V
h
u
×V
h
p
is considered, resulting in numerical approxima-
tions u
h
and p
h
. The discretizations considered in this thesis use a decompo-
sition of the computational domain into small subsets of characteristic size h,
called elements. We mainly focus on quadrilateral elements in 2D and hexahe-
dral (brick) elements in3D. The basis functions that spanV
u
and V
p
are chosento
be piecewise polynomials within the elements, and continuous over the whole
domain Ω. For the representation of the velocity u, equally shaped basis func-
tions are used for each spatial component. For instance, we will denote a finite
element approximationwithquadratic basis functions for velocity and linear ba-
sis functions for pressure on the elements by Q
d
2
Q
1
. On each element, the basis
functions for u are defined as a tensor product of Lagrangian interpolation poly-
nomials of degree two in each coordinate direction [43], and the pressure basis
functions as tensor product of linear Lagrangian interpolants. Globally, the ba-
sis functions are nonzero in exactly one node, and zero on all the others. The
support of the basis functions is confined to a patch of elements around the re-
spective nodes.
4
2.2 Stability of spatial discretization
For the spatial discretization to be stable, a compatibility condition between the
approximation of velocity and pressure must be satisfied, namely
inf
q∈V
h
p
sup
v∈V
h
u
_
q, ∇· v
_

_
_
q
_
_
L
2
_
_
v
_
_
H
1
≥β>0, (2.7)
where the constant βdoes not dependonthe meshsize parameter h. This condi-
tion was independently derived by Ladyzhenskaya [58], Babuška [4], and Brezzi
[12] and is called LBB condition or inf–sup condition. The condition ensures that
the divergence matrix discretizing the term
_
q, ∇· u
_

is of full rank, and hence
the discretized system has a unique solution for velocity and pressure.
The element combinationQ
d
2
Q
1
, the so-calledTaylor–Hoodelement pair, sat-
isfies the LBB condition [82], whereas the element combination Q
d
1
Q
1
does not.
We refer to Donea & Huerta [18] and Gresho & Sani [32] for an extensive dis-
cussion of LBB-stable elements. However, an element pair that does not sat-
isfy the LBB condition (2.7) can yet be modified so that stability of discretiza-
tion is obtained. Papers I and II investigate flow problems with the element pair
Q
d
1
Q
1
. For stabilization, an artificial diffusion on the pressure space is intro-
duced in a systematic way, so that consistency is preserved. This approach [38],
[45], [84] modifies the test functions in the discrete variational form (2.6), re-
sulting in a Petrov–Galerkin type scheme. Similar stabilization approaches have
been developed to avoid unphysical oscillations in velocity that otherwise ap-
pear in convection-dominated regimes for the standard central difference ap-
proximations introduced by the Galerkin FEM [18], [31], [32]. We refer to Braack
et al. [10] for a review of various commonly used stabilization techniques.
2.3 Time discretization
For discretization in time, it is usual to use some standard procedure developed
for ordinary differential equations and differential–algebraic equations, see
Donea & Huerta [18] and Hairer et al. [36], [37] for derivation and analysis of
numerical schemes. For schemes that treat both convection and diffusion
explicitly, linear stability theory sets a restrictive limit on the time step ∆t in
terms of the spatial mesh size ∆x, namely
∆t
max

∆x
u

+
ρ∆x
2
µ
,
see, e.g., the discussion in [52]. For applications where the viscosity is not too
small compared to the velocity, (semi-)implicit time stepping schemes are often
preferred in order to avoid the diffusive stability constraint. Popular schemes
are variants of the one-step theta method [51] and the BDF-2 method. For a
5
coupled solution approach, stability requires implicit time discretization of the
(differential–algebraic) terms
_
∇· v, p
_

and
_
q, ∇· u
_

. These terms enforce the
divergence-free condition on the velocity in Lagrangian multiplier form, see,
e.g., Gunzburger [35] and Lions [62].
Harlow and Welch [39] proposed to implement time propagation of
theNavier–Stokes equations by fractional time stepping strategy, and which was
then recast as a projection scheme by Chorin [15] and Temam[83]. This concept
has been mathematically justified for the finite element method by Guermond
and Quartapelle [33], [34]. Projection schemes first advance velocities subject
to the momentum equation with pressure extrapolated from the old time step.
The resulting velocity is in general not divergence-free, so a pressure Poisson
equation is solved with forcing given by the divergence of the medium-step
velocity in a second step, in order to correct the velocity. Projection schemes
are to date the most popular variant for the numerical approximation of the
Navier–Stokes equations [74]. The subsystems resulting from fractional time
stepping are of easier structure than the original saddle-point system. However,
each of the subproblems needs to be equipped with suitable boundary
conditions for well-posedness, which are usually not the physical ones. This can
yield a non-consistent approximation close to the boundary. We refer to Gresho
& Sani [32] and Quartapelle [74] for discussion, and to the articles [13] and [52]
for recent developments.
The work presented in this thesis applies an alternative approach where the
system remains coupled. Coupled schemes solve for pressure and velocity as
one algebraic system, with boundary conditions set according to physical rea-
soning. However, the algebraic system is in general more challenging because of
its saddle point nature, and puts high demands on numerical linear algebra.
2.4 Numerical linear algebra for coupled discretizations
The introduction of spatial and temporal discretization schemes for the
Navier–Stokes system (2.6) results in a nonlinear system to be solved. For
resolving the non-linearity, fixed point methods or Newton-type iterations are
usually applied, finally yielding a system of linear equations. The Lagrangian
basis functions are localized, so the final coefficient matrix is sparse. For the
solution of the saddle-point Navier–Stokes system, different techniques have
been proposed. Efficient schemes employ multigrid methods with suitably
defined smoothing schemes (see Trottenberg, Oosterlee & Schüller [85] and
John [48]), or use preconditioners based on the Schur complement of the block
2 ×2 matrix system defined by velocity and pressure matrices (cf. [55], [53],
[22], see also the books by Turek [88] and Elman, Silvester & Wathen [23]).
Papers I and II use an algebraic multigrid scheme for the coupled system, and
the numerical method used in Papers III and IV is based on a preconditioner
constructed from a Schur complement.
6
3. Computational methods for
turbulence
This chapter discusses basics of the simulation of turbulent flow for a single-
phase fluid, which is the context of Papers I and II. The modeling equations
are the Navier–Stokes equations (2.1)–(2.2), where the viscous stresses are small
compared to the inertial stresses. The ratio between inertial and viscous stresses
is measured by the so-called Reynolds number,
Re =
ρl u
µ
, (3.1)
where l is a reference length and u a reference velocity. A situation where inertial
stresses dominate is characterized by high Reynolds numbers.
3.1 Basics on turbulence and large eddy simulation
A physical characterization of flow is to distinguish vortex structures by their
size relative to the flow domain. A flow field consists of vortices of different size.
These vortices are instationary and fluctuating — a phenomenon called turbu-
lence. Fig. 3.1 depicts a typical pressure field ina turbulent flow. Vortex structures
of different sizes as well as the irregular pattern of the flow can clearly be seen.
For flow at high Reynolds numbers, instabilities lead to a breakup of larger
structures into smaller ones. This induces an energy transport fromlarger scales
to smaller scales. The breakup process continues to create smaller and smaller
structures until the scale is sufficiently small for viscous dissipation to become
dominant, see Dubois et al. [19], Pope [73], and Sagaut [77]. In the Navier–Stokes
equations, the interaction between different scales is driven by the nonlinear
convective term u· ∇u.
The transfer of energy that takes place inthe model of fluidmotionis schemat-
ically depicted as a Kolmogorov scale spectrumin Figure 3.2. The diagramshows
the region of active scales in a flow, ranging fromthe energy-containing scales l
0
(scale range of external forcing f and h) to the regime where viscosity becomes
dominant at a scale level η, the so-called Kolmogorov scale [73]. The Kolmogorov
scale η depends on the Reynolds number based on the production length scale
l
0
as
η
l
0
∝Re
−3/4
l
0
. (3.2)
7
Figure 3.1: Pressure iso-surfaces for turbulent flow around a square obstacle (cf. Paper
II).
Kolmogorov [56] noticed a self-similarity between the eddies in the inertial
regime, as opposed to large-scale eddies, which depend mainly on geometry.
Kolmogorov formulated the hypothesis that the energy content at scales in the
inertial subrange, i.e., the range between energy production and viscous flow, is
proportional to κ
−5/3
, where κ is the scale length.
All the scales in incompressible flows are coupled with one another. Hence, a
numerical method approximating the Navier–Stokes equations (2.1)–(2.2) needs
to resolve all the scales in the flow in order to represent any scale correctly. A nu-
merical approach that aims at resolving all necessary scales is called a direct nu-
merical simulation (DNS) [63]. For three-dimensional instationary flow, a DNS
requires to resolve a scale range according to (3.2) in each spatial direction as
well as in the temporal dimension, which amounts in a number of degrees of
freedom that is proportional to Re
3
, often even with a rather large proportional-
ity constant. Many technically relevant flows are describedby Reynolds numbers
within the range 10
4
−10
6
, so the requirements in computational effort exceed
the capabilities of state-of-the-art schemes for a DNS by far, necessitating other
techniques.
Since a full resolution of all flow features is not feasible, at least a fraction of
these features needs to be modeled. The so-called large eddy simulation (LES) is
one such modeling strategy. It aims at resolving the larger scales (large eddies),
and to model the effect of unresolved scales onthe large scales, see Pope [73] and
Sagaut [77]. This idea is depictedinFig. 3.2. The large scales inthe range between
8
Figure 3.2: Kolmogorov energy spectrum in a double logarithmic plot. The wave length
κ
0
denotes the resolution limit of the discretization. All the scales beyond that level will
not be captured by the numerics and their effect needs to be modeled in order to cor-
rectly describe the physics of turbulence.
l
0
and κ
0
are resolved by the numerical discretization, whereas all scales beyond
κ
0
are not resolved and need to be included by some modeling.
Asimple, yet very powerful approachis the Smagorinsky model [80]. It is based
on the observation that the insufficient resolution within a LES leads to under-
resolved viscous effects. Hence, Smagorinsky introduced an artificial subgrid or
eddy viscosity µ
T
with the aims of representing the effect of viscosity on the level
of the computational mesh size. The eddy viscosity is defined through a non-
linear coefficient, based on the magnitude of the viscous stress tensor ε(u), the
square of the mesh size, and a proportionality constant [77].
3.2 A multiscale approach to large eddy simulation
The definition of a LES needs to distinguish between resolved and unresolved
scales in order to formulate the subgrid viscosity term. Traditional methods use
low-pass filters to extract the large-scale information from the Navier–Stokes
equations and introduce the subgrid viscosity [77]. However, this spatial filter-
ing is problematic close to domain boundaries. These problems can be traced
back to so-called commutation errors [7], [20]. Moreover, finding appropriate
boundary conditions for the averaged large scales is to date an open problem.
9
An alternative approach to LES is based on the variational multiscale
method [44], introduced by Hughes, Mazzei, and Jansen [46]. The ideas are
closely related to the concept of dynamic multilevel methods, described in
Dubois, Jauberteau & Temam [19], and the multiscale turbulence analysis in
Collis [16]. In this framework, filters are replaced by variational projections
onto appropriate subspaces. The space for admissible velocity solutions is
decomposed into
V
u
=V
3h
u
⊗V
δh
u

¯
V
u
, (3.3)
where V
3h
u
is a space associated with mesh size 3h, representing large resolved
scales, V
δh
u
is the space spanned by V
h
u
except V
3h
u
, representing small resolved
scales, and finally, the space of unresolved scales
¯
V
u
. We choose a resolution of
3h, however, different definitions of large resolved scales are common as well,
see the reviewarticle by Gravemeier [30]. Applying an equivalent decomposition
for pressure, we get (following Harten’s notation [40])
u=u
3h
+δu
h
. ¸¸ .
u
h
+ˆ u, p =p
h
+ ˆ p. (3.4)
Let us denote by
B
NS
_
v, q; u, p
_
=
_
v, ρ(u
t
+u· ∇u)
_

+
_
ε(v), µε(u)
_


_
∇· v, p
_


_
q, ∇· u
_

the form that contains all the left-hand-side terms of the weak form of the
Navier–Stokes equations (2.6). The aim of any numerical method is to find
numerical approximations u
h
, p
h
in the resolved subspace V
h
u
⊗V
p
according to
the direct sum decomposition (3.3). A systematic way of doing so is to insert the
decomposition (3.4) into the weak form (2.6), and to restrict the test functions
to the space of resolved variables. Then, the nonlinear convective term is
linearized and resorted in terms of resolved and unresolved quantities [46].
Hence, we search for
_
u
h
, p
h
_
, such that
B
NS
_
v
h
, q
h
; u
h
, p
h
_
=
_
v
h
, f
_

+
_
v
h
, h
_
Γ
h
−B
1
NS
_
v
h
, q
h
; u
h
; ˆ u, ˆ p
_
−B
2
NS
_
v
h
, ˆ u
_
(3.5)
holds for all test functions
_
v
h
, q
h
_
∈ V
h
u
×V
h
p
. The termB
1
NS
_
v
h
, q
h
; u
h
; ˆ u, ˆ p
_
con-
tains linear terms in( ˆ u, ˆ p) andthe linearizedconvectionaroundu
h
, andthe term
B
2
NS
_
v
h
, ˆ u
_
contains the quadratic convection term. For the numerical approxi-
mation to be computable, these two terms need to be substituted by some mod-
eling that eliminates the unresolved variables.
The variational multiscale large eddy simulation with a subgrid viscosity
model constructs the approximation as
B
1
NS
_
v
3h
, q
3h
; u
h
; ˆ u, ˆ p
_
+B
2
NS
_
v
3h
, ˆ u
_
≈0,
B
1
NS
_
δv
h
, δq
h
; u
h
; ˆ u, ˆ p
_
+B
2
NS
_
δv
h
, ˆ u
_

_
ε
_
δv
h
_
, 2ν
T
ε
_
δu
h
_
_

.
(3.6)
10
Note that the subgrid viscosity is only applied to the smaller of the resolved
scales, as discussed, e.g., in the review articles by Gravemeier [30] and John [49].
A physical explanation for application of eddy viscosity only on small resolved
scales is that energy transport occurs mainly on neighboring scale groups, so
that the effect of a not adequately resolved viscosity is best modeled on the fine
resolved scales [66].
The implementation of a method according to the framework (3.5) with ap-
proximation (3.6) needs to distinguish between coarse and fine resolved scales.
Standard methods for doing this are based on different polynomial orders for
the FE basis functions, or two different grid levels as used, e.g., in geometric
multigrid. Such methods have been presented by John & Kaya [50] and Grave-
meier [29]. Papers I and II discuss an implementation where this separation is
performed on the algebraic equation system by using routines from algebraic
multigrid.
11
4. Simulation of Two-Phase Flow
We consider the dynamics of two immiscible incompressible fluids separated by
an interface Γ as displayed in Fig. 4.1. By Ω
1
we denote the region occupied by
the first fluid, and by Ω
2
the region occupied by the second. We assume that the
flow is laminar, i.e., the Reynolds number is low for the considerations in this
chapter.

1

2
Γ
∂Ω
Figure 4.1: Schematic viewof a two-phase flowproblem. Fluid 1 occupies region Ω
1
, and
fluid 2 occupies Ω
2
. The interface Γ separates the two fluids.
The motion of each fluid is described by the Navier–Stokes equations (2.1)–
(2.2) using the variables u
i
and p
i
, i =1, 2. Extra conditions are necessary to de-
scribe the behavior on the interface Γ. A widespread formulation is to pose the
two-phase flow problem on the whole domain Ω=Ω
1
∪Γ∪Ω
2
with variables u
and p that take the respective velocity and pressure values in the individual do-
mains. Generally, the fluid densities ρ
i
and viscosities µ
i
are different for the two
fluids. Hence, the material parameters ρ and µ in the global momentum equa-
tion have a discontinuity on the interface. In addition, interfacial tension enters
the formulation as a forcing of the form
f
st
=σκnδ
Γ
. (4.1)
Here, σ is a constant specifying the relative strength of the surface tension, κ
denotes the interface curvature, nthe directionnormal to the interface (pointing
into Ω
2
), and δ
Γ
is a delta function that localizes the force to the interface. The
interface Γ is transported by the local fluid motion u|
Γ
.
13
The variables in a single-domain formulation comprise kinks and discontinu-
ities due to changes in material parameters and forces: The discontinuous vis-
cosity introduces a discontinuity in the symmetric gradient ε(u). Similarly, due
to the distributional character of the delta function δ
Γ
there is a jump in pressure
proportional to σκ. Any change in curvature tangential to the interface gives rise
to a discontinuity in the pressure derivative normal to the interface as well as the
viscous stress tensor. The conditions describing the irregularities in velocity and
pressure over the interface Γ are called jump conditions, see Edwards, Brenner &
Wasan [21] and Lee & LeVeque [59].
Because of different fluid densities, gravitational forces are often essential for
the dynamics of two-phase flow. The gravity force is modeled as
f
g
=ρge
g
, (4.2)
where g is the gravitational acceleration and e
g
denotes the direction of gravity.
The total forcing in the momentum equation (2.1) for two-phase flow is hence
given by f =f
st
+f
g
.
4.1 Overview of numerical models
The two main challenges in the numerical simulation of two-phase flow are the
representation of the interface as it evolves in time, and the evaluation of the
distributional force term (4.1). Several discrete approaches have been proposed
during the last decades. There are two main strategies to couple the interface
evolution problem to the Navier–Stokes equations discretized on a fixed grid as
discussed in Chapter 2.
The first strategy is to explicitly track the interface position by introducing an
additional discrete set of marker points or marker elements that describe the
interface. These methods are called front tracking and were introduced in dif-
ferent variants by Peskin [71] and Glimm et al. [27], and reviewed in the articles
[78], [86], and [89]. A special class of front tracking schemes are the immersed
boundary method by Peskin (see Peskin’s [72] reviewpaper) and a more accurate
variant, the immersed interface method, by LeVeque and co-workers [59], [60],
[61]. The evolution of the interface in front tracking schemes is accomplished by
Lagrangian advection of the marker points, and the surface tension force is gen-
erally evaluated based on a discrete approximation of the delta function around
the interface. Normal vectors and curvatures can be calculated using the in-
terface points by straight-forward geometric identities. Explicit descriptions are
very powerful because they allow to include general models of the interface, like
elastic forces in immersed boundary and interface implementation [72]. How-
ever, the methods are quite difficult to implement because the marker points
need to interact with the fluid grid in order to describe advection and interface
forces. Straight-forward implementations are also prone to unphysical changes
of the area/volume of the respective fluid. To retain an accurate interface repre-
14
sentation, the marker points need to be redistributed when the interface is de-
formed.
The second strategy is front-capturing, where the interface is implicitly de-
fined. Historically, the first scheme of this kind was the marker-and-cell method
proposed by Harlow and Welch [39], and can be considered to be a volume-
tracking method. Here, one fluid is colored by marker particles whose location
is advected with the flow field. The position of the interface can then be recon-
structed from this particle field. An extension of this approach is to replace the
marker particles by a marker function. This approach has been pursued by Noh
& Woodward [65] and Hirt & Nichols [42], who introduced the volume-of-fluid
(VOF) method. VOF includes anadditional variable that stores the fractionof the
first fluid on the total fluid for each cell. From the volume fractions, the position
of the interface can be reconstructed, e.g., by defining line segments. For details
of the reconstruction, including higher order schemes, we refer to Scardovelli
& Zaleski [78] and Sethian [79], and references therein. The advection of the
interface is usually implemented by increasing or decreasing the volume frac-
tion depending on the composition of neighboring cells and the velocity field.
To put surface tension force in VOF into practice, several different approaches
are common. One is to use discrete delta functions in combination with the re-
constructed interface, and another employs the continuous surface tension ap-
proach by Brackbill, Kothe, and Zemach [11], see also the review by Tryggvason
et al. [86]. The advantage of VOF methods is the volume conservation and a nat-
ural mechanismfor breakup and fusion of bubbles. However, the reconstruction
of the interface and the interface motion are considerably more complicated to
implement here than for front tracking methods.
While VOF methods operate on the discrete level, a continuous front cap-
turing framework is provided by the level set method, introduced by Osher &
Sethian [70] and first applied to two-phase incompressible flow by Sussman,
Smereka &Osher [81]. Yet another methodis providedby the phase fieldmethod,
formulated by Jacqmin [47] for the simulation of two-phase flow. The methods
discussed in Paper III and IV are based on the latter two approaches, which are
discussed in detail in the following two sections.
4.2 Level set models
The basic idea of level set methods is to define the interface implicitly as the
zero contour line of a function φthat is defined in Ω. Level set methods allowfor
a straight-forward evaluation of normal vectors by setting n(φ) = ∇φ/|∇φ|, and
curvature, κ(φ) =∇· n(φ). Both these quantities can be computed locally fromφ
on the same computational mesh as the equations of fluid flow. The mechanism
for moving the interface in level set methods is advection of the function φ with
local fluid velocity, i.e.,
φ
t
+u· ∇φ=0. (4.3)
15
This is an additional partial differential equation coupled to the Navier–Stokes
equations. The advection equation (4.3) can be solved with standard tools for
hyperbolic transport equations, like upwind finite difference/volume schemes
or stabilized finite element methods. The advection can be implemented so that
the volume is conserved, since the velocity is divergence-free, i.e., ∇· u=0.
d
d
d
d
d
d
d

interface φ=0
d
ds

φ

)

1

2

2
φ<0 φ>0 φ<0
(a) Signed distance function
¯
φ

A
interface φ=0
d
ds


2

1

2
φ<0 φ>0 φ<0
(b) Smoothed color function
Figure 4.2: Representing an interface by level set functions φ.
The most popular choice for a level set functionis the signeddistance function
φ, depicted in Fig. 4.2(a). We refer to the books by Sethian [79] as well as Osher
and Fedkiw [69] for an extensive discussion of these methods. A signed distance
function encodes the distance of a particular point to the interface, and different
signs identify the two fluids. A signed distance function has the property |∇φ| =
1 almost everywhere. A benefit of this choice is that the integral in the surface
tension force can be simplified to a one-dimensional discrete delta function as
_
Γ
δ
_
x−y(s)
_
ds ≈δ
h
_
φ(x)
_
,
where x denotes an arbitrary point in the computational domain and y(s) is the
image of a parametrization of the interface, see, e.g., [79]. However, it has been
shown by Engquist, Tornberg, and Tsai [24] that such an approximation can lead
to O(1) errors in the force unless the width h of the delta function is varied. Re-
cent implementations therefore reconstruct the interface position from φ and
apply a d-dimensional discrete delta function that does not show these consis-
tency problems. Since the information fromφ is only needed in a region around
the interface, so-called narrow-band level set implementations are widely used.
These methods calculate φ only on a few grid cells around the interface, often in
combination with high-resolution grids. We refer to Adalsteinsson and Sethian
[1] for details. To start a level set calculation, an initial profile φ(·, 0) needs to
generated given a certain interface position. Moreover, the flow field as well as
inaccuracies in the numerical scheme deform the signed distance function in
the course of the simulation. Therefore, algorithms have been proposed to (re-
16
)initialize the signed distance function. These algorithms enforce the property
|∇φ| =1, for example, by solving the partial differential equation
φ
τ
+S
_
φ
0
__
|∇φ| −1
_
=0, (4.4)
to steady state, where S(φ
0
) is a sign function with value 1 in the first fluid and
value −1 in the other (see, e.g. [69]). However, discretizations of the reinitializa-
tion scheme do not preserve mass, so that the overall level set implementation
based on signed distance functions may suffer fromunphysical volume changes
in the fluid phases.
Another choice is to use a smoothed color/indicator function as depicted in
Fig. 4.2(b). Such a function is (almost) constantly 1 or −1 away from the inter-
faces, with positive value in one region and negative value in the other. Around
the interface, there is a transition region where the function smoothly switches
from one value to the other. This function φ can be calculated from the reinitial-
ization equation (cf. Olsson and co-workers [67], [68])
φ
τ
+∇·
_
n
_
1−φ
2
__
−∇·
_
n∇φ· n
_
=0. (4.5)
In this equation, diffusion in direction normal to the interface is balanced by
a compressive flux. The parameter is typically chosen to be of similar size as
the computational mesh. In one spatial dimension with an interface located at
x =α, the steady-state value of (4.5) is given by
φ(x) =tanh
_
x −α

_
. (4.6)
Since the reinitialization equation (4.5) is posed as a conservation law, a conser-
vative implementation of the method is possible [68]. A smoothed color func-
tion also avoids the introduction of an additional discrete delta function and the
problems associated with that procedure, since it approximately holds
∇φ≈2nδ
Γ
. (4.7)
The factor two comes fromthe fact that the functionswitches from−1 to +1. This
scheme for evaluating the interface force corresponds to the continuous surface
tension model proposed by Brackbill, Kothe, and Zemach [11]. A disadvantage
of the formulation with a smoothed color function is that the evaluation of cur-
vature is potentially less accurate because it is calculated from a steep profile.
This generally increases resolution requirements compared to the signed dis-
tance function approach. Another drawback of the smoothed indicator function
is that the function needs to be defined on the whole domain in order to con-
serve volume. This can be alleviated by the use of adaptive meshes that have low
resolution away from the interface, though. Moreover, the discrete delta func-
tion underlying (4.6) has support on the whole domain Ω, which necessitates
evaluating the discrete version of the force (4.1) everywhere.
17
4.3 Phase field models
All the methods discussed above are based on the mathematical model (4.1) for
interfacial tension, assuming a continuous PDE model for fluid dynamics that
does not take processes on the level of atoms and molecules into account. The
numerical approximations aim at discretely reproducing the effect of a delta
function, and evaluating the curvature to determine the strength of the surface
tension. A different approach takes chemical considerations of the interface into
account. The so-called van der Waals hypothesis [90] states that immiscible flu-
ids actually mix on molecular level, forming a diffuse interface. The profile of the
interface is given by a balance of random molecular motion and molecular at-
traction, as devised by Cahn and Hilliard [14]. The considerations are based on
the free energy of a molecule, given by
f (C) =βΨ(C) +
α
2
|∇C|
2
, (4.8)
where C denotes the concentration and Ψ(C) = (C +1)
2
(C −1)
2
. Similar to the
smoothed color function (4.6), the function seeks to attain the two equilibrium
values C = ±1, which is driven by the double-well potential Ψ(C). The gradient
term ∇C on the other hand enforces a smooth transition. The system seeks to
minimize the energy (4.8). This process is described by the Cahn–Hilliard equa-
tion
C
t
=∇·
_
M∇ψ
_
=∇·
_
M∇
_
βΨ

(C) −α∇
2
C
__
=0, (4.9)
with the chemical potential ψand the mobility factor M.
The phase field method, formulated by Anderson et al. [2] and Jacqmin [47],
includes transport of the interface by convection, i.e., a term u· ∇C, and formu-
lates an interface force
κnδ
Γ
≈−C∇ψ+∇P, (4.10)
where P =Cψ. Equation (4.10) can be rewritten as
κnδ
Γ
≈ψ∇C,
which is the same form as for the continuous surface tension model, that is,
equation (4.7) multiplied by curvature κ. Boyer [9] extended the phase field
model to describe motion of fluids with different densities and viscosities.
The phase field model can be augmented in order to include contact forces of
the interface with solid walls [47], which results in flux-boundary conditions on
the chemical potential ψ. This approach allows for setting static contact angles
that correspond to physical wetting properties. The direct inclusion of contact
line dynamics is different from the other approaches in computational multi-
phase dynamics, where additional mechanisms as slip-velocities and near-wall
interface diffusion need to be added, cf. [76], [92].
18
A considerable challenge in the simulation of phase field models are the high
resolution requirements. Even though the interface width α/β can be chosen
considerably larger than molecular dynamics would suggest (see Villanueva and
Amberg [91]), accurate results require sophisticated numerical approximations
and fine computational meshes. Furthermore, the equations are nonlinear and
contain fourth order derivatives. Several attempts have been made to make this
approach more competitive, see for example the work by Kay and Welford [54].
19
5. Summary of Papers
5.1 Paper I
Paper I proposes a particular implementationfor the scale separationinthe vari-
ational multiscale large eddy simulation. Our method uses a plain aggregation
scheme that is part of an aggregation-based algebraic multigrid implementation
[26], [87]. Unlike for geometric multigrid approaches that have been used ear-
lier, no grid hierarchy is needed in our implementation. This makes the method
also applicable for discretizations based on fully unstructured grids. The subgrid
viscosity term is implemented within a parallel fluid flow solver based on linear
interpolation finite elements and uses Trilinos solver algorithms [41]. The focus
of the method is the improvement of LES at low resolutions.
The method is tested for some standard sample problems for turbulent flow.
A grid refinement study is performed for a turbulent channel flow with DNS
data as reference [64]. This study shows that our implementation of the varia-
tional multiscale LES model provides better results than other state-of-the-art
LES schemes.
5.2 Paper II
Paper II extends and analyzes the method presented in Paper I. In this paper it
is proposed to use a second-order accurate generalized-alpha time integration
scheme (instead of the Crank–Nicholson scheme in Paper I). The generalized-
alpha scheme is a variant of the one-step theta schemes that includes approxi-
mations of the first temporal derivative as variables and enables control of the
dissipation for high frequencies, which is favorable in low-resolution computa-
tions.
The analysis considers details of the subgrid viscosity implementation based
on plain aggregation scale separation, showing that the additional model
does not affect consistency of the overall Navier–Stokes scheme. Moreover,
a clear difference between projective and non-projective scale separations
is identified, as was previously observed in numerical computations [29].
Projective implementations retain low frequencies, whereas non-projective
implementations also damp low frequencies. We apply our method to turbulent
flow around a square cylinder, where the results are better than those of other
LES schemes at low resolutions, even though a high sensitivity of the results on
stabilization parameters is observed.
21
5.3 Paper III
The paper is based on the observation that level set methods enable efficient
implementations of two-phase flow physics at relatively coarse meshes because
they are based on simple advection schemes together with a reinitialization.
However, a standard level set method fails in predicting phenomena relevant in
wetting where the fluid-fluid interface aligns at some oblique angle with solid
walls. Such a simulation is, however, possible with a phase field model.
As the discussion in Section 4.3 suggests, the conservative level set method
[68] and the Cahn–Hilliard model have a similar equation structure. Therefore,
the paper formulates the Cahn–Hilliard-specific terms as an extension of the
level set model, but restricts that additional phase description to a region close
to contact points. A continuous switch function is used in order to retain a con-
sistent model. The model is discretized with the finite element method and im-
plemented based on the deal.II library [5]. A test on a channel flow driven by
inflow illustrates the beneficial effects of the equation coupling.
5.4 Paper IV
This paper analyzes inaccuracies of the numerical implementation of the con-
servative level set model [68]. A circular bubble at rest is considered as a model
problem. In this case the force due to surface tension should ideally be balanced
by a jump in pressure. The study is performed by applying a complete Navier–
Stokes/two-phase flow solver to the problem and recording spurious velocities,
see, e.g. [3], [25].
We observe that the velocity errors can be traced back to inaccuracies in the
numerically calculated curvature that enter the continuous surface tension
model. If the exact curvature is prescribed, there are no imbalances in the
scheme, in case equal order elements are chosen for approximating pressure
and the level set function. Choosing the element order of the level set function
higher than the one for pressure introduces an additional imbalance. However,
the use of higher order elements for the level set function has beneficial impact
on the accuracy of curvature, so that the numerical model is still more accurate.
Moreover, we study the effect of the continuous representation of surface
tension on the prediction of the jump in pressure between the inside and the
outside of the bubble. This showed that the variation of the curvature along the
finite width of the interface has the largest impact on pressure accuracy.
We perform the tests using two different flow solvers, in order to further eval-
uate the accuracy of the force balance for finite element discretizations. The re-
sults for a fully coupled implicit method and a decoupled (projection) solver
are similar, which shows that choice of the solver does not affect the balance
of forces.
22
6. Future Work
The method proposed in Paper III aims at providing phase-field-like features
without having to use all its terms everywhere. This is done so that the phase
field method is reduced to a level set formulation in regions far away from con-
tact lines. It will be necessary to perform an in-depth convergence study of level
set models and phase field models on several test cases in two-phase flow dy-
namics. In particular, the resolution requirements of the two methods should be
quantified in order to identify the precise benefits of the hybrid method. In our
hybrid model, the equations have been coupled by a smoothly varying switch
function. The influence of the switch function needs to be considered in an en-
ergy estimate in order to ensure stability of the coupling of the equations, which
has up to date only been verified numerically. Since the numerical implementa-
tion of the equations is based on a system of two equations to avoid the direct
appearance of fourth derivatives, the analysis needs to be performed in a way to
correctly reflect the discretized state of the equations.
We also aim at using our models for larger problems, especially three-dimen-
sional simulations. For this purpose, parallel implementations of the flow solver
and the coupled level-set/Navier–Stokes systemare necessary. Within the deal.II
software that was used in Papers III and IV, it is possible to use parallel assembly
and linear algebra routines. For a Stokes problemcoupled to an advection equa-
tion, a parallel version for up to about 50 processors has already been imple-
mented by the author of this thesis.
1
The objective is to apply this implementa-
tion framework to the coupled Navier–Stokes/level-set system and to eventually
extend it to a massively parallel implementation for even larger systems.
The hybrid level-set/phase-field method is a potential tool for improving the
simulation of multi-phase flowin porous media [17]. A first step in that direction
is to apply the new model to more complicated geometries, like, e.g., channels
with oscillating walls or flow around small obstacles. Small scale results are a
helpful tool in the simulation of subsurface flow like the prediction of the flow
in oil and gas reservoirs. The imposition of a pressure gradient on a small-scale
material configuration induces a flow field, which can be used to determine val-
ues for the permeability of that configuration. The permeability tensor is one of
the main input parameter in coarse-scale simulations based on Darcy’s law.
In Paper IV, a study regarding error sources in the discrete approximation with
the conservative level set implementation is presented. These results point out
directions where the methodneeds tobe improved. One suchdirectionconcerns
1
See the deal.II tutorial program http://www.dealii.org/developer/doxygen/deal.II/step_32.html
23
the accuracy in the curvature calculations. A particularly easy approach is to use
higher order finite elements for representing the level set function. When keep-
ing the interface width constant, increasing the order of approximation consid-
erably increases resolution of the interface, and thus, accuracy of normals and
curvature that rely on the interface representation. This improvement should
be advantageous for the overall accuracy, even though a small imbalance in the
force representation is introduced. Such a strategy increases the costs for the
level set portion of the algorithm if the same mesh is used as for the Navier–
Stokes equations, though. An alternative would be to coarsen the level set mesh
in regions away from the interface. This is reasonable since in these remote re-
gions, only the momentum and continuity balances need to be represented ac-
curately, while the level set equation does not contain any additional informa-
tion. Similarly, the interface region can be resolved by more mesh points than
there are used for the Navier–Stokes equations. However, this requires a special
implementation for the evaluation of the surface tension force in the finite ele-
ment algorithms because the variables are related to different meshes.
An alternative hybrid approach that might be taken into account is to not mix
the level set formulationwiththe phase fieldformulationas has beendone inPa-
per III, but to use the phase field model as a micro-scale input to a macro-scale
formulation based on a level set description of two-phase flow. A heterogeneous
multiscale approach has been proposed by Ren and E [75] for modeling the in-
teraction of macro-scale fluid flow by micro-scale information from molecular
dynamics. The response on molecular level provides information about the ex-
pected motion of contact lines during one time step. This coupled model be-
haves differently than large-scale level set model, which would assume zero ve-
locity. It is conceivable that a similar interaction could be applied for a micro-
scale simulation done with the phase field model. The difficulty of such a micro-
macro coupling is to find appropriate transfer operations from the micro scales
to the macro scales. Suitable boundary conditions for the Cahn–Hilliard sub-
problem given the solution of a macro-scale level set model are needed, as well
as a shear velocity for the macro-scale Navier–Stokes equations, based on the
results from a micro model.
24
Acknowledgments
I am very grateful to my adviser Gunilla Kreiss for introducing me to this inter-
esting subject and for stimulating discussions on various aspects of multiphase
flow. My thanks go to Volker Gravemeier who acquainted me with the subject of
variational multiscale large eddy simulation for turbulent flow and stimulated
ideas. I acknowledge discussions with Wolfgang Bangerth on implementation
aspects of finite element programming. Finally, I would like to thank Katharina
Kormann and Eddie Wadbro for countless discussions on computational math-
ematics as well as proof-reading manuscripts of my articles and this thesis.
This work was supported by the Graduate School in Mathematics and Com-
puting (FMB).
25
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Numerical Methods for the Navier– Stokes Equations applied to Turbulent Flow and to Multi-Phase Flow
BY

M ARTIN K RONBICHLER December 2009

D IVISION OF S CIENTIFIC C OMPUTING D EPARTMENT OF I NFORMATION T ECHNOLOGY U PPSALA U NIVERSITY U PPSALA S WEDEN

Dissertation for the degree of Licentiate of Philosophy in Scientific Computing with specialization in Numerical Analysis at Uppsala University 2009

Numerical Methods for the Navier– Stokes Equations applied to Turbulent Flow and to Multi-Phase Flow

Martin Kronbichler
martin.kronbichler@it.uu.se

Division of Scientific Computing Department of Information Technology Uppsala University Box 337 SE-751 05 Uppsala Sweden

http://www.it.uu.se/

c Martin Kronbichler 2009 ISSN 1404-5117 Printed by the Department of Information Technology, Uppsala University, Sweden

and adds a subgrid viscosity model to the smaller of the resolved scales. various aspects of a conservative level set method discretized with finite elements regarding the accuracy of force balance and prediction in jump of pressure between the inside and outside of a circular bubble are tested systematically. The phase-field specific terms are only active in the vicinity of contact lines. The method uses a standard Navier–Stokes model for representing the coarser of the resolved scales. . but the computational costs are similar to the ones of a level set implementation. It is observed that the errors in velocity are mostly due to inaccuracies in curvature evaluation. where scale ranges are separated by variational projection. Moreover. The approach is based on the variational multiscale method. A Fourier analysis underlines the importance of projective scale separations and that the proposed model does not affect consistency of the numerical scheme. The scale separation within the space of resolved scales is implemented in a purely algebraic way based on a plain aggregation algebraic multigrid restriction operator.Abstract This thesis discusses the numerical approximation of flow problems. The error in both velocity and pressure decreases with increasing number of mesh points. Numerical examples show that the method provides better results than other state-of-the-art methods for computations at low resolutions. in particular the large eddy simulation of turbulent flow and the simulation of laminar immiscible two-phase flow. The model is realized by formulating the Cahn–Hilliard equation as an extension of a level set model. Firstly. This formulation combines the advantages of a level set model and of a phase field model: Motion of contact lines and imposition of contact angles are handled like for a phase field method. a new implementation strategy for large eddy simulation of turbulent flow is discussed. The computations for both applications are performed with a coupled solution approach of the Navier– Stokes equations discretized with the finite element method. whereas the errors in pressure prediction mainly come from the finite width of the interface. a method for modeling laminar two-phase flow problems in the vicinity of contact lines is proposed. Secondly.

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Gravemeier. II V. Contributions: Implementation of the method and computations. A. Uppsala University. . M. In Proceedings of the 1st European Conference on Microfluidics. Department of Information Technology. Contributions: Implementation of and experiments with the coupled two-phase flow solver. Kronbichler and G.cma. Contributions: Initial implementation of the method together with the first and second author.1016/j. Kronbichler. Kreiss (2009) Evaluation of inaccuracies in two-phase flow simulations with level set methods using finite element discretizations. Kreiss (2008) A Hybrid Level–Set–Cahn–Hilliard Model for Two-Phase Flow. W. and W. and G. A. M. Wall (2009) An algebraic variational multiscale–multigrid method for large-eddy simulation: generalized-α time integration.017. III M.2009. Preparation of the manuscript. Ideas were developed by close cooperation between the first and the second author in discussion with the third author. 2009. IV S. Submitted to Computers and Fluids. Italy. M. Preparation of a draft of the manuscript. M. which are referred to in the text by their Roman numerals. Fourier analysis and application to turbulent flow past a square-section cylinder. Zahedi. in particular section 2. Ideas were developed in close cooperation between the authors.05. W. Reprints were made with permission from the publishers. Submitted to Computers and Fluids. Ideas were developed in discussion with the co-author. First draft of the manuscript. Bologna. Gravemeier. I V. Kronbichler. Gee. Technical Report 2009-026. Contributions: Ideas and analysis in section 3. M. and W. Kronbichler. Gee.List of Papers This thesis is based on the following papers. doi:10. Accepted for publication in Computer Methods in Applied Mechanics and Engineering. Preparation of a draft of the manuscript and final work in close cooperation between the authors. Wall (2009) An algebraic variational multiscale–multigrid method for large eddy simulation of turbulent flow.

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. . . . . . . . . . . . . . . . . . . . .2 Stability of spatial discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 A multiscale approach to large eddy simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Numerical linear algebra for coupled discretizations . . . .Contents 1 Introduction . . . 6 Future Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . .1 Paper I . . . . . . . . . 3. . . . 2 Numerical Methods for the Navier–Stokes Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . 5 Summary of Papers . . . . . . . 4. . . . . . . . . . . .1 Overview of numerical models . . . . . . . . . . . . . . . . 3. . . . . . . . . . .4 Paper IV . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Weak form and spatial discretization . . . 4. . . . . . 1 3 4 5 5 6 7 7 9 13 14 15 18 21 21 21 22 22 23 27 . . . . . . . . . . . . . . . . . . . . . . . 4 Simulation of Two-Phase Flow . . . .3 Paper III . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Computational methods for turbulence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . .2 Paper II . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . . . . . . . . . . . .2 Level set models . . . . . . . . . . . . . . . . . . .1 Basics on turbulence and large eddy simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. . . . . . . . 2. . . . . . . . . . . . . . . . . . . . . . . . . Bibliography . . . . . . .3 Phase field models . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Time discretization . . . . . . . . .

.

But there are also a lot of multi-phase settings where the flow field is laminar and thus more regular. For instance. for example. namely the interaction of systems consisting of different fluids with solids. a setting that involves two or more different fluids. For subsurface flows. indicating which fluid preferably is in contact with the solid. One interesting area of research in fluid dynamics is the behavior of turbulent incompressible flow. Applications of this kind are the modeling of groundwater basins and oil extraction 1 . the water flow in turbines of hydroelectric power plants as well as in water networks and oil pipelines with high throughput. This interaction takes place on so-called contact lines. Moreover. Simulation is today both an alternative and a complement to experiments in many engineering disciplines as it helps in predicting the behavior of fluids.1. There is a wide range of applications that involve multiple fluids and where numerical simulation is extensively used. a force that strives after keeping different fluids separated. Introduction The numerical simulation of fluid dynamics is one of the main fields in computational mathematics. In this area. The properties of the solid and the composition of the fluid give rise to a phenomenon called wetting. Often. These processes are often strongly driven by surface tension. where different fluids and flame fronts need to be represented. an additional difficulty arises. Another area of active research is multiphase flow. relevant issues are the determination and the control of aerodynamic drag as well as efficiency of engines. An exceptionally challenging problem is computational combustion. it is often assumed that the individual fluids are wellseparated. simulation permits to systematically improve the design and material properties of products by means of optimization algorithms. One such application is intravenous therapy in medicine. the flows occurring in combustion are turbulent. The objective of numerical simulations is to understand how bubbles consisting of oleaginous substances are transported and resolved in the circulation of blood. in the air flow around a vehicle. the fluids do not mix and there are no additional particles resolved in the fluids. that is. Such a procedure would be tremendously expensive if it had to be done by prototyping and other experimental means. This thesis contributes to the simulation of such laminar well-separated two-phase flows. Simulation is thus a tools that renders technical processes more effective. Multiphase flow is a phenomenon that is particularly relevant also in subsurface flow. locations where the interface (separating two fluids) meets a solid. Turbulent flows often occur in engineering applications. A similar application is the modeling of the absorption of air in the blood circulation in human lungs. called capillarity.

we discuss the equations that describe the flow of individual fluids. usually based on Darcy’s law [17]. whereas the actual simulation region can extend over thousands of square kilometers. Chapter 5 gives a short summary of the papers included in this thesis. Next. Other applications of multiple fluids in contact with solids are found in industrial processes like sintering. This thesis consists of five chapters. lab-on-achip processes. simplifications need to be applied. and Chapter 6 identifies possible directions of future research. where mixtures of different fluids and their solidification are tracked. and inkjet printing. Such effective parameters are then used as input to a large scale simulation. the Navier–Stokes equations. The pores of rock where the fluid moves are often of the order of a few millimeters or less. which form the basic component for microsystem design in the biomedical industry. 2 . One example is to perform small-scale flow simulations with detailed rock structures in order to determine the permeability of various stone configurations. an introduction to turbulence is given. In order to tackle problems with such an enormously wide range of scales. which is followed by a presentation of numerical models for the simulation of laminar two-phase flow.from subsurface reservoirs driven by water injection. First.

0) = u0 .2) The vector u denotes the d components of fluid velocity and p denotes the fluid’s 1 (dynamic) pressure.1) (2. Gresho and Sani [32] for a discussion of various possibilities).1)–(2. ρ (ut + u · ∇u) − ∇ · 2µε(u) + ∇p = ρf. For the numerical approximation of the equations of fluid flows. and the fluid’s (dynamic) viscosity by µ. density is constant due to the incompressibility assumption. (2.2) is completed by a divergence-free initial velocity field. In single-phase fluids. [73]. The most popular ones are the finite volume method.4) and natural (inflow/outflow) boundary conditions n · ε(u) + pn = h on Γh ⊂ ∂Ω. The boundary subdomains Γg and Γh are assumed to be non-overlapping and to span the whole boundary ∂Ω. there are various methods available.5) where n denotes the unit outer normal on the domain boundary Γh and h is some external traction boundary force. Mathematical aspects are 3 . There is a vast literature discussing various aspects of the finite element discretization of system (2. The rank-2 tensor ε(u) = 2 ∇u + (∇u)T represents the viscous stress tensor for a Newtonian fluid. The system of Navier–Stokes equations (2. u(·.1)–(2.2). (2.3) and application-specific boundary conditions (cf. we consider flow subject to no-slip boundary conditions u = 0 on Γg ⊂ ∂Ω. with ∇ · u0 = 0. 3) is given by the incompressible Navier–Stokes equations [35]. (2. The term f specifies external forces acting on the fluid. A comparative introduction of these methods can be found in Quartapelle [74]. [62]. the finite difference method. and the finite element method. (2. The algorithms developed in this thesis are based on the finite element method (FEM). In this thesis. Numerical Methods for the Navier–Stokes Equations The motion of fluids at low and medium velocities in a connected computational domain Ω ⊂ Rd (spatial dimension d = 2. ∇ · u = 0. The fluid density is denoted by ρ.2.

1 Weak form and spatial discretization The Navier–Stokes equations (2. Then.1)–(2.2) in variational form. t ) ∈ Vu × Vp such that v.6) denotes the standard Ω = v. We mainly focus on quadrilateral elements in 2D and hexahedral (brick) elements in 3D. we define the space of admissible velocity solutions at a certain time instant by Vu = u ∈ H 1 (Ω). at each instant in time. ∇ · u holds for all test functions v. we will denote a finite element approximation with quadratic basis functions for velocity and linear bad sis functions for pressure on the elements by Q2 Q1 . q ∈ Vu × Vp . and the space of admissible pressure solutions by Vp = L 2 (Ω). u = 0 on Γw . the basis functions are nonzero in exactly one node. h Γh tions uh and p h .. Globally. The basis functions that span Vu and Vp are chosen to be piecewise polynomials within the elements. The support of the basis functions is confined to a patch of elements around the respective nodes. For instance. For setting up the spatial FE approximation. called elements. and continuous over the whole domain Ω.2) depend on both space and time. For the representation of the velocity u. ρ (ut + u · ∇u) Ω+ ε(v).discussed. t ). f Ω+ v. equally shaped basis functions are used for each spatial component.1)–(2. 2. Silvester & Wathen [23] and Turek [88] put special emphasis on algorithmic matters like efficient numerical linear algebra for the flow equations. the first step is to rewrite the system of equations (2. 4 . and stabilization. and zero on all the others.1)–(2.2) is to find. The spatial discretization of system (2. p(·. The discretizations considered in this thesis use a decomposition of the computational domain into small subsets of characteristic size h. and the pressure basis functions as tensor product of linear Lagrangian interpolants. the basis functions for u are defined as a tensor product of Lagrangian interpolation polynomials of degree two in each coordinate direction [43]. µε(u) Ω− ∇ · v.g. e. The book by Gresho and Sani [32] focuses on practical issues for implementation such as boundary conditions. The work by Elman. a pair u(·. To this end. · Ω L 2 inner product. The form ·. On each element. Most discretization approaches split the approximation into separate approximations for spatial and temporal part.6) replaces the (infinite-dimensional) solution function spaces Vu and Vp by finite-dimensional subspaces Vuh and Vph . p Ω− q. only the projection of the Navier–Stokes equations onto finite dimensional test function spaces Vuh × Vph is considered. in Glowinski [28] and Gunzburger [35]. resulting in numerical approxima- (2. The variational problem corresponding to (2. discretization schemes.

We refer to Donea & Huerta [18] and Gresho & Sani [32] for an extensive discussion of LBB-stable elements.2. the discussion in [52]. ∇ · v q L2 Ω H1 q∈Vph v ≥ β > 0.. For a 5 . [37] for derivation and analysis of numerical schemes.2 Stability of spatial discretization For the spatial discretization to be stable. and Brezzi [12] and is called LBB condition or inf–sup condition. e. an element pair that does not satisfy the LBB condition (2. [32]. satd isfies the LBB condition [82]. [31]. d The element combination Q2 Q1 .7) can yet be modified so that stability of discretization is obtained. namely inf sup h v∈Vu q. Papers I and II investigate flow problems with the element pair d Q1 Q1 .6). 2. However. For applications where the viscosity is not too small compared to the velocity. and hence the discretized system has a unique solution for velocity and pressure. [45]. resulting in a Petrov–Galerkin type scheme. linear stability theory sets a restrictive limit on the time step ∆t in terms of the spatial mesh size ∆x. namely ∆t max ∝ ∆x ρ∆x 2 + . the so-called Taylor–Hood element pair. [10] for a review of various commonly used stabilization techniques. This condition was independently derived by Ladyzhenskaya [58]. it is usual to use some standard procedure developed for ordinary differential equations and differential–algebraic equations. whereas the element combination Q1 Q1 does not. [84] modifies the test functions in the discrete variational form (2.7) where the constant β does not depend on the mesh size parameter h. (semi-)implicit time stepping schemes are often preferred in order to avoid the diffusive stability constraint. The condition ensures that the divergence matrix discretizing the term q. (2. This approach [38]. Similar stabilization approaches have been developed to avoid unphysical oscillations in velocity that otherwise appear in convection-dominated regimes for the standard central difference approximations introduced by the Galerkin FEM [18]. For stabilization. ∇ · u Ω is of full rank. We refer to Braack et al.3 Time discretization For discretization in time. an artificial diffusion on the pressure space is introduced in a systematic way. For schemes that treat both convection and diffusion explicitly. u ∞ µ see.g. see Donea & Huerta [18] and Hairer et al. so that consistency is preserved. a compatibility condition between the approximation of velocity and pressure must be satisfied. Babuška [4]. Popular schemes are variants of the one-step theta method [51] and the BDF-2 method. [36].

Papers I and II use an algebraic multigrid scheme for the coupled system. ∇ · u Ω . or use preconditioners based on the Schur complement of the block 2 × 2 matrix system defined by velocity and pressure matrices (cf. in order to correct the velocity.. Projection schemes are to date the most popular variant for the numerical approximation of the Navier–Stokes equations [74]. and the numerical method used in Papers III and IV is based on a preconditioner constructed from a Schur complement. The subsystems resulting from fractional time stepping are of easier structure than the original saddle-point system. However.g. p Ω and q. Oosterlee & Schüller [85] and John [48]). which are usually not the physical ones. For resolving the non-linearity. see also the books by Turek [88] and Elman. These terms enforce the divergence-free condition on the velocity in Lagrangian multiplier form. For the solution of the saddle-point Navier–Stokes system. Coupled schemes solve for pressure and velocity as one algebraic system.coupled solution approach. Silvester & Wathen [23]). finally yielding a system of linear equations. We refer to Gresho & Sani [32] and Quartapelle [74] for discussion. with boundary conditions set according to physical reasoning. [53]. so the final coefficient matrix is sparse. and to the articles [13] and [52] for recent developments. Gunzburger [35] and Lions [62]. [34]. [55]. This concept has been mathematically justified for the finite element method by Guermond and Quartapelle [33]. and which was then recast as a projection scheme by Chorin [15] and Temam [83]. fixed point methods or Newton-type iterations are usually applied. stability requires implicit time discretization of the (differential–algebraic) terms ∇ · v. The resulting velocity is in general not divergence-free. the algebraic system is in general more challenging because of its saddle point nature. e. 2. different techniques have been proposed. The Lagrangian basis functions are localized. 6 .6) results in a nonlinear system to be solved. Projection schemes first advance velocities subject to the momentum equation with pressure extrapolated from the old time step. and puts high demands on numerical linear algebra. see. However. The work presented in this thesis applies an alternative approach where the system remains coupled. Harlow and Welch [39] proposed to implement time propagation of theNavier–Stokes equations by fractional time stepping strategy. [22]. so a pressure Poisson equation is solved with forcing given by the divergence of the medium-step velocity in a second step.4 Numerical linear algebra for coupled discretizations The introduction of spatial and temporal discretization schemes for the Navier–Stokes system (2. Efficient schemes employ multigrid methods with suitably defined smoothing schemes (see Trottenberg. each of the subproblems needs to be equipped with suitable boundary conditions for well-posedness. This can yield a non-consistent approximation close to the boundary.

2). A situation where inertial stresses dominate is characterized by high Reynolds numbers. Computational methods for turbulence This chapter discusses basics of the simulation of turbulent flow for a singlephase fluid. and Sagaut [77].1) where l is a reference length and u a reference velocity. The Kolmogorov scale η depends on the Reynolds number based on the production length scale l 0 as η ∝ Re−3/4 . where the viscous stresses are small compared to the inertial stresses. Pope [73]. The transfer of energy that takes place in the model of fluid motion is schematically depicted as a Kolmogorov scale spectrum in Figure 3. 3. A flow field consists of vortices of different size. 3. In the Navier–Stokes equations. the so-called Kolmogorov scale [73]. The breakup process continues to create smaller and smaller structures until the scale is sufficiently small for viscous dissipation to become dominant. see Dubois et al. Fig. (3. These vortices are instationary and fluctuating — a phenomenon called turbulence.1 Basics on turbulence and large eddy simulation A physical characterization of flow is to distinguish vortex structures by their size relative to the flow domain. Vortex structures of different sizes as well as the irregular pattern of the flow can clearly be seen. The ratio between inertial and viscous stresses is measured by the so-called Reynolds number.2. instabilities lead to a breakup of larger structures into smaller ones. For flow at high Reynolds numbers.1 depicts a typical pressure field in a turbulent flow. ranging from the energy-containing scales l 0 (scale range of external forcing f and h) to the regime where viscosity becomes dominant at a scale level η.2) l0 l0 7 . µ (3. the interaction between different scales is driven by the nonlinear convective term u · ∇u. The modeling equations are the Navier–Stokes equations (2. This induces an energy transport from larger scales to smaller scales. which is the context of Papers I and II.1)–(2. Re = ρl u . The diagram shows the region of active scales in a flow. [19].3.

Figure 3. It aims at resolving the larger scales (large eddies).1: Pressure iso-surfaces for turbulent flow around a square obstacle (cf. 3. This idea is depicted in Fig. Many technically relevant flows are described by Reynolds numbers within the range 104 − 106 . For three-dimensional instationary flow. often even with a rather large proportionality constant. The so-called large eddy simulation (LES) is one such modeling strategy. at least a fraction of these features needs to be modeled.2) in each spatial direction as well as in the temporal dimension.2) needs to resolve all the scales in the flow in order to represent any scale correctly. Since a full resolution of all flow features is not feasible. see Pope [73] and Sagaut [77]. All the scales in incompressible flows are coupled with one another. so the requirements in computational effort exceed the capabilities of state-of-the-art schemes for a DNS by far. as opposed to large-scale eddies. The large scales in the range between 8 . Kolmogorov formulated the hypothesis that the energy content at scales in the inertial subrange. necessitating other techniques. where κ is the scale length. and to model the effect of unresolved scales on the large scales. the range between energy production and viscous flow.. Paper II). which amounts in a number of degrees of freedom that is proportional to Re3 . A numerical approach that aims at resolving all necessary scales is called a direct numerical simulation (DNS) [63]. a DNS requires to resolve a scale range according to (3. Kolmogorov [56] noticed a self-similarity between the eddies in the inertial regime. which depend mainly on geometry. i.2.1)–(2. a numerical method approximating the Navier–Stokes equations (2.e. is proportional to κ−5/3 . Hence.

yet very powerful approach is the Smagorinsky model [80].2: Kolmogorov energy spectrum in a double logarithmic plot. The wave length κ0 denotes the resolution limit of the discretization. Moreover. These problems can be traced back to so-called commutation errors [7]. whereas all scales beyond κ0 are not resolved and need to be included by some modeling. Hence. 9 .2 A multiscale approach to large eddy simulation The definition of a LES needs to distinguish between resolved and unresolved scales in order to formulate the subgrid viscosity term. l 0 and κ0 are resolved by the numerical discretization. Smagorinsky introduced an artificial subgrid or eddy viscosity µT with the aims of representing the effect of viscosity on the level of the computational mesh size. A simple. The eddy viscosity is defined through a nonlinear coefficient.Figure 3. and a proportionality constant [77]. based on the magnitude of the viscous stress tensor ε(u). However. finding appropriate boundary conditions for the averaged large scales is to date an open problem. 3. It is based on the observation that the insufficient resolution within a LES leads to underresolved viscous effects. the square of the mesh size. this spatial filtering is problematic close to domain boundaries. All the scales beyond that level will not be captured by the numerics and their effect needs to be modeled in order to correctly describe the physics of turbulence. [20]. Traditional methods use low-pass filters to extract the large-scale information from the Navier–Stokes equations and introduce the subgrid viscosity [77].

3) where Vu3h is a space associated with mesh size 3h. u ≈ 0. Then. p − BNS vh . Vuδh is the space spanned by Vuh except Vu3h . see the review article by Gravemeier [30]. q h . Applying an equivalent decomposition for pressure. µε(u) Ω− ∇ · v. and the multiscale turbulence analysis in Collis [16]. For the numerical approximation to be computable. Jauberteau & Temam [19]. and finally. ∇ · u Ω the form that contains all the left-hand-side terms of the weak form of the Navier–Stokes equations (2. u.4) into the weak form (2. The ideas are closely related to the concept of dynamic multilevel methods. p = v. u (3. such that BNS vh . p + B NS δvh .5) 1 ˆ ˆ holds for all test functions vh . different definitions of large resolved scales are common as well. q h . u contains the quadratic convection term. We choose a resolution of 3h. uh . and the term 2 ˆ BNS vh . we get (following Harten’s notation [40]) ˆ u = u3h + δuh +u. The space for admissible velocity solutions is decomposed into Vu = Vu3h ⊗ Vuδh ⊗ Vu . uh . 2νT ε δuh Ω Γh 1 2 ˆ ˆ ˆ − BNS vh . and Jansen [46].4) ε(v). Mazzei. uh Let us denote by BNS v. representing small resolved scales. The term BNS vh . these two terms need to be substituted by some modeling that eliminates the unresolved variables. u. q h . p + B NS v3h . filters are replaced by variational projections onto appropriate subspaces. 10 . p conˆ ˆ tains linear terms in (u.6). we search for uh . A systematic way of doing so is to insert the decomposition (3.An alternative approach to LES is based on the variational multiscale method [44]. p h in the resolved subspace Vuh ⊗ Vp according to the direct sum decomposition (3. (3. q 3h . u ≈ ε δvh . the space of unresolved scales Vu . uh .3). representing large resolved scales. p Ω− q. The variational multiscale large eddy simulation with a subgrid viscosity model constructs the approximation as 1 2 ˆ ˆ ˆ BNS v3h . The aim of any numerical method is to find numerical approximations uh . Hence. δq h . In this framework. q h ∈ Vuh ×Vph .6). p h . p h = vh . introduced by Hughes. u. f Ω + vh . described in Dubois. q. (3. the nonlinear convective term is linearized and resorted in terms of resolved and unresolved quantities [46].6) . and to restrict the test functions to the space of resolved variables. uh . 1 2 ˆ ˆ ˆ BNS δvh . however. u. uh . h (3. u. p) and the linearized convection around uh . ρ (ut + u · ∇u) Ω+ ˆ p = p h + p.

6) needs to distinguish between coarse and fine resolved scales. e. A physical explanation for application of eddy viscosity only on small resolved scales is that energy transport occurs mainly on neighboring scale groups. or two different grid levels as used.5) with approximation (3.g. e. as discussed. in geometric multigrid..g.. Papers I and II discuss an implementation where this separation is performed on the algebraic equation system by using routines from algebraic multigrid. The implementation of a method according to the framework (3. in the review articles by Gravemeier [30] and John [49].Note that the subgrid viscosity is only applied to the smaller of the resolved scales. Such methods have been presented by John & Kaya [50] and Gravemeier [29]. Standard methods for doing this are based on different polynomial orders for the FE basis functions. so that the effect of a not adequately resolved viscosity is best modeled on the fine resolved scales [66]. 11 .

.

. i. Extra conditions are necessary to describe the behavior on the interface Γ.1: Schematic view of a two-phase flow problem. In addition. Fluid 1 occupies region Ω1 . 2. By Ω1 we denote the region occupied by the first fluid. the material parameters ρ and µ in the global momentum equation have a discontinuity on the interface. κ denotes the interface curvature. n the direction normal to the interface (pointing into Ω2 ).2) using the variables ui and p i . Simulation of Two-Phase Flow We consider the dynamics of two immiscible incompressible fluids separated by an interface Γ as displayed in Fig. the Reynolds number is low for the considerations in this chapter. and δΓ is a delta function that localizes the force to the interface. and fluid 2 occupies Ω2 . σ is a constant specifying the relative strength of the surface tension.1) Here. The interface Γ separates the two fluids. i = 1.1)– (2. A widespread formulation is to pose the two-phase flow problem on the whole domain Ω = Ω1 ∪ Γ ∪ Ω2 with variables u and p that take the respective velocity and pressure values in the individual domains. The motion of each fluid is described by the Navier–Stokes equations (2.4. We assume that the flow is laminar.e. Hence. The interface Γ is transported by the local fluid motion u|Γ .1. and by Ω2 the region occupied by the second. interfacial tension enters the formulation as a forcing of the form fst = σκn δΓ . 4. (4. 13 . Generally. the fluid densities ρ i and viscosities µi are different for the two fluids. Ω1 Γ ∂Ω Ω2 Figure 4.

like elastic forces in immersed boundary and interface implementation [72]. [86]. Several discrete approaches have been proposed during the last decades. [27]. A special class of front tracking schemes are the immersed boundary method by Peskin (see Peskin’s [72] review paper) and a more accurate variant. [61]. Because of different fluid densities. due to the distributional character of the delta function δΓ there is a jump in pressure proportional to σκ. The conditions describing the irregularities in velocity and pressure over the interface Γ are called jump conditions. The evolution of the interface in front tracking schemes is accomplished by Lagrangian advection of the marker points. Explicit descriptions are very powerful because they allow to include general models of the interface. The gravity force is modeled as fg = ρg eg .1 Overview of numerical models The two main challenges in the numerical simulation of two-phase flow are the representation of the interface as it evolves in time. To retain an accurate interface repre14 . Straight-forward implementations are also prone to unphysical changes of the area/volume of the respective fluid. the methods are quite difficult to implement because the marker points need to interact with the fluid grid in order to describe advection and interface forces.2) where g is the gravitational acceleration and eg denotes the direction of gravity. Brenner & Wasan [21] and Lee & LeVeque [59].1) for two-phase flow is hence given by f = fst + fg . Normal vectors and curvatures can be calculated using the interface points by straight-forward geometric identities. The first strategy is to explicitly track the interface position by introducing an additional discrete set of marker points or marker elements that describe the interface.The variables in a single-domain formulation comprise kinks and discontinuities due to changes in material parameters and forces: The discontinuous viscosity introduces a discontinuity in the symmetric gradient ε(u). These methods are called front tracking and were introduced in different variants by Peskin [71] and Glimm et al. and the evaluation of the distributional force term (4. However. and reviewed in the articles [78]. gravitational forces are often essential for the dynamics of two-phase flow. Any change in curvature tangential to the interface gives rise to a discontinuity in the pressure derivative normal to the interface as well as the viscous stress tensor. see Edwards. There are two main strategies to couple the interface evolution problem to the Navier–Stokes equations discretized on a fixed grid as discussed in Chapter 2. and the surface tension force is generally evaluated based on a discrete approximation of the delta function around the interface. [60].1). 4. Similarly. (4. and [89]. the immersed interface method. The total forcing in the momentum equation (2. by LeVeque and co-workers [59].

An extension of this approach is to replace the marker particles by a marker function. The second strategy is front-capturing.3) 15 . The methods discussed in Paper III and IV are based on the latter two approaches. introduced by Osher & Sethian [70] and first applied to two-phase incompressible flow by Sussman. several different approaches are common. and another employs the continuous surface tension approach by Brackbill.sentation. Kothe. The advection of the interface is usually implemented by increasing or decreasing the volume fraction depending on the composition of neighboring cells and the velocity field. To put surface tension force in VOF into practice. One is to use discrete delta functions in combination with the reconstructed interface. From the volume fractions. and can be considered to be a volumetracking method. and curvature. the first scheme of this kind was the marker-and-cell method proposed by Harlow and Welch [39]. (4. Here. For details of the reconstruction. The position of the interface can then be reconstructed from this particle field.e. a continuous front capturing framework is provided by the level set method. by defining line segments.. φt + u · ∇φ = 0. i. Both these quantities can be computed locally from φ on the same computational mesh as the equations of fluid flow.g. Smereka & Osher [81]. Level set methods allow for a straight-forward evaluation of normal vectors by setting n(φ) = ∇φ/|∇φ|.. the marker points need to be redistributed when the interface is deformed. κ(φ) = ∇ · n(φ).2 Level set models The basic idea of level set methods is to define the interface implicitly as the zero contour line of a function φ that is defined in Ω. The mechanism for moving the interface in level set methods is advection of the function φ with local fluid velocity. see also the review by Tryggvason et al. who introduced the volume-of-fluid (VOF) method. where the interface is implicitly defined. 4. one fluid is colored by marker particles whose location is advected with the flow field. which are discussed in detail in the following two sections. VOF includes an additional variable that stores the fraction of the first fluid on the total fluid for each cell. including higher order schemes. Historically. the position of the interface can be reconstructed. we refer to Scardovelli & Zaleski [78] and Sethian [79]. However. This approach has been pursued by Noh & Woodward [65] and Hirt & Nichols [42]. The advantage of VOF methods is the volume conservation and a natural mechanism for breakup and fusion of bubbles. While VOF methods operate on the discrete level. and references therein. the reconstruction of the interface and the interface motion are considerably more complicated to implement here than for front tracking methods. e. and Zemach [11]. formulated by Jacqmin [47] for the simulation of two-phase flow. [86]. Yet another method is provided by the phase field method.

Since the information from φ is only needed in a region around the interface. These methods calculate φ only on a few grid cells around the interface. φ  )   d   φ>0d φ<0 φ<0   d Ω2 Ω2   d Ω1   d s  d     d interface φ = 0   d   d (a) Signed distance function φ  A  φ<0 φ>0 φ<0 Ω2 s d d Ω1 interface φ = 0      Ω2 (b) Smoothed color function Figure 4. see. ∇ · u = 0. i. A signed distance function has the property |∇φ| = 1 almost everywhere. Tornberg. often in combination with high-resolution grids. depicted in Fig. However.g. and different signs identify the two fluids.. and Tsai [24] that such an approximation can lead to O (1) errors in the force unless the width h of the delta function is varied. Therefore. To start a level set calculation. where x denotes an arbitrary point in the computational domain and y(s) is the image of a parametrization of the interface. e. [79]. The advection equation (4. A benefit of this choice is that the integral in the surface tension force can be simplified to a one-dimensional discrete delta function as Γ δ x − y(s) d s ≈ δh φ(x) .. We refer to Adalsteinsson and Sethian [1] for details. The advection can be implemented so that the volume is conserved.2: Representing an interface by level set functions φ. it has been shown by Engquist. 4. the flow field as well as inaccuracies in the numerical scheme deform the signed distance function in the course of the simulation. A signed distance function encodes the distance of a particular point to the interface.3) can be solved with standard tools for hyperbolic transport equations. We refer to the books by Sethian [79] as well as Osher and Fedkiw [69] for an extensive discussion of these methods. algorithms have been proposed to (re16 . Recent implementations therefore reconstruct the interface position from φ and apply a d -dimensional discrete delta function that does not show these consistency problems.e. The most popular choice for a level set function is the signed distance function φ. an initial profile φ(·. Moreover.2(a). like upwind finite difference/volume schemes or stabilized finite element methods. 0) needs to generated given a certain interface position. since the velocity is divergence-free.This is an additional partial differential equation coupled to the Navier–Stokes equations. so-called narrow-band level set implementations are widely used.

4) to steady state. This can be alleviated by the use of adaptive meshes that have low resolution away from the interface. [68]) φτ + ∇ · n 1 − φ2 − ∇ · n ∇φ · n = 0. Another drawback of the smoothed indicator function is that the function needs to be defined on the whole domain in order to conserve volume. e. so that the overall level set implementation based on signed distance functions may suffer from unphysical volume changes in the fluid phases. the discrete delta function underlying (4. A smoothed color function also avoids the introduction of an additional discrete delta function and the problems associated with that procedure. which necessitates evaluating the discrete version of the force (4. Kothe. A disadvantage of the formulation with a smoothed color function is that the evaluation of curvature is potentially less accurate because it is calculated from a steep profile. Olsson and co-workers [67].)initialize the signed distance function. [69]). This function φ can be calculated from the reinitialization equation (cf. for example. with positive value in one region and negative value in the other.2(b). These algorithms enforce the property |∇φ| = 1. 17 .6) φ(x) = tanh Since the reinitialization equation (4. since it approximately holds ∇φ ≈ 2nδΓ . a conservative implementation of the method is possible [68].5) is posed as a conservation law.6) has support on the whole domain Ω. The parameter is typically chosen to be of similar size as the computational mesh. though. Moreover. This scheme for evaluating the interface force corresponds to the continuous surface tension model proposed by Brackbill.5) In this equation. (4. the steady-state value of (4. This generally increases resolution requirements compared to the signed distance function approach. Around the interface. where S(φ0 ) is a sign function with value 1 in the first fluid and value −1 in the other (see. (4. (4.5) is given by x −α . by solving the partial differential equation φτ + S φ0 |∇φ| − 1 = 0. and Zemach [11]. there is a transition region where the function smoothly switches from one value to the other. discretizations of the reinitialization scheme do not preserve mass. diffusion in direction normal to the interface is balanced by a compressive flux. Such a function is (almost) constantly 1 or −1 away from the interfaces. In one spatial dimension with an interface located at x = α. Another choice is to use a smoothed color/indicator function as depicted in Fig. 4.g. (4. However.7) The factor two comes from the fact that the function switches from −1 to +1.1) everywhere.

The considerations are based on the free energy of a molecule. a term u · ∇C . This approach allows for setting static contact angles that correspond to physical wetting properties. where additional mechanisms as slip-velocities and near-wall interface diffusion need to be added. and formulates an interface force κnδΓ ≈ −C ∇ψ + ∇P. which is the same form as for the continuous surface tension model. (4.1) for interfacial tension. that is. Boyer [9] extended the phase field model to describe motion of fluids with different densities and viscosities. and evaluating the curvature to determine the strength of the surface tension. forming a diffuse interface. includes transport of the interface by convection.3 Phase field models All the methods discussed above are based on the mathematical model (4. (4. The so-called van der Waals hypothesis [90] states that immiscible fluids actually mix on molecular level. [76]. given by α f (C ) = βΨ(C ) + |∇C |2 . The phase field method. (4. The profile of the interface is given by a balance of random molecular motion and molecular attraction.7) multiplied by curvature κ. cf.9) with the chemical potential ψ and the mobility factor M . the function seeks to attain the two equilibrium values C = ±1.e. A different approach takes chemical considerations of the interface into account.8). The system seeks to minimize the energy (4.. The phase field model can be augmented in order to include contact forces of the interface with solid walls [47]. assuming a continuous PDE model for fluid dynamics that does not take processes on the level of atoms and molecules into account. This process is described by the Cahn–Hilliard equation C t = ∇ · M ∇ψ = ∇ · M ∇ βΨ (C ) − α∇2C = 0. which results in flux-boundary conditions on the chemical potential ψ. which is driven by the double-well potential Ψ(C ). [2] and Jacqmin [47].10) can be rewritten as κnδΓ ≈ ψ∇C .6).10) where P = C ψ. The numerical approximations aim at discretely reproducing the effect of a delta function.4. Equation (4. The gradient term ∇C on the other hand enforces a smooth transition.8) 2 where C denotes the concentration and Ψ(C ) = (C + 1)2 (C − 1)2 . 18 . Similar to the smoothed color function (4. formulated by Anderson et al. as devised by Cahn and Hilliard [14]. [92]. The direct inclusion of contact line dynamics is different from the other approaches in computational multiphase dynamics. equation (4. i.

Even though the interface width α/β can be chosen considerably larger than molecular dynamics would suggest (see Villanueva and Amberg [91]). the equations are nonlinear and contain fourth order derivatives. Several attempts have been made to make this approach more competitive. Furthermore. accurate results require sophisticated numerical approximations and fine computational meshes. 19 .A considerable challenge in the simulation of phase field models are the high resolution requirements. see for example the work by Kay and Welford [54].

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This makes the method also applicable for discretizations based on fully unstructured grids. This study shows that our implementation of the variational multiscale LES model provides better results than other state-of-the-art LES schemes. Projective implementations retain low frequencies. no grid hierarchy is needed in our implementation. even though a high sensitivity of the results on stabilization parameters is observed. 5. A grid refinement study is performed for a turbulent channel flow with DNS data as reference [64]. as was previously observed in numerical computations [29]. The focus of the method is the improvement of LES at low resolutions.2 Paper II Paper II extends and analyzes the method presented in Paper I. We apply our method to turbulent flow around a square cylinder. showing that the additional model does not affect consistency of the overall Navier–Stokes scheme. whereas non-projective implementations also damp low frequencies. In this paper it is proposed to use a second-order accurate generalized-alpha time integration scheme (instead of the Crank–Nicholson scheme in Paper I).5. The analysis considers details of the subgrid viscosity implementation based on plain aggregation scale separation. The subgrid viscosity term is implemented within a parallel fluid flow solver based on linear interpolation finite elements and uses Trilinos solver algorithms [41]. which is favorable in low-resolution computations. 21 . a clear difference between projective and non-projective scale separations is identified. Unlike for geometric multigrid approaches that have been used earlier. where the results are better than those of other LES schemes at low resolutions. The generalizedalpha scheme is a variant of the one-step theta schemes that includes approximations of the first temporal derivative as variables and enables control of the dissipation for high frequencies.1 Paper I Paper I proposes a particular implementation for the scale separation in the variational multiscale large eddy simulation. The method is tested for some standard sample problems for turbulent flow. Summary of Papers 5. Moreover. [87]. Our method uses a plain aggregation scheme that is part of an aggregation-based algebraic multigrid implementation [26].

22 . Moreover. there are no imbalances in the scheme. Choosing the element order of the level set function higher than the one for pressure introduces an additional imbalance. Therefore.g. A circular bubble at rest is considered as a model problem. which shows that choice of the solver does not affect the balance of forces. This showed that the variation of the curvature along the finite width of the interface has the largest impact on pressure accuracy. We perform the tests using two different flow solvers. [3]. The results for a fully coupled implicit method and a decoupled (projection) solver are similar. The study is performed by applying a complete Navier– Stokes/two-phase flow solver to the problem and recording spurious velocities. the use of higher order elements for the level set function has beneficial impact on the accuracy of curvature. the paper formulates the Cahn–Hilliard-specific terms as an extension of the level set model. The model is discretized with the finite element method and implemented based on the deal. possible with a phase field model. e. 5. the conservative level set method [68] and the Cahn–Hilliard model have a similar equation structure.4 Paper IV This paper analyzes inaccuracies of the numerical implementation of the conservative level set model [68].3 suggests. Such a simulation is. If the exact curvature is prescribed.5. however. In this case the force due to surface tension should ideally be balanced by a jump in pressure.II library [5]. A test on a channel flow driven by inflow illustrates the beneficial effects of the equation coupling. in order to further evaluate the accuracy of the force balance for finite element discretizations. so that the numerical model is still more accurate. [25]. However. A continuous switch function is used in order to retain a consistent model.3 Paper III The paper is based on the observation that level set methods enable efficient implementations of two-phase flow physics at relatively coarse meshes because they are based on simple advection schemes together with a reinitialization. but restricts that additional phase description to a region close to contact points. we study the effect of the continuous representation of surface tension on the prediction of the jump in pressure between the inside and the outside of the bubble. As the discussion in Section 4. a standard level set method fails in predicting phenomena relevant in wetting where the fluid-fluid interface aligns at some oblique angle with solid walls. in case equal order elements are chosen for approximating pressure and the level set function. We observe that the velocity errors can be traced back to inaccuracies in the numerically calculated curvature that enter the continuous surface tension model. However. see.

In Paper IV. One such direction concerns 1 See the deal. Since the numerical implementation of the equations is based on a system of two equations to avoid the direct appearance of fourth derivatives. Within the deal. a study regarding error sources in the discrete approximation with the conservative level set implementation is presented.g.. A first step in that direction is to apply the new model to more complicated geometries.org/developer/doxygen/deal. channels with oscillating walls or flow around small obstacles. For this purpose. We also aim at using our models for larger problems. This is done so that the phase field method is reduced to a level set formulation in regions far away from contact lines. the analysis needs to be performed in a way to correctly reflect the discretized state of the equations. The influence of the switch function needs to be considered in an energy estimate in order to ensure stability of the coupling of the equations. the resolution requirements of the two methods should be quantified in order to identify the precise benefits of the hybrid method. In particular. especially three-dimensional simulations.html 23 . Future Work The method proposed in Paper III aims at providing phase-field-like features without having to use all its terms everywhere.II/step_32.II tutorial program http://www. parallel implementations of the flow solver and the coupled level-set/Navier–Stokes system are necessary. which has up to date only been verified numerically. The imposition of a pressure gradient on a small-scale material configuration induces a flow field.1 The objective is to apply this implementation framework to the coupled Navier–Stokes/level-set system and to eventually extend it to a massively parallel implementation for even larger systems. For a Stokes problem coupled to an advection equation. The permeability tensor is one of the main input parameter in coarse-scale simulations based on Darcy’s law.II software that was used in Papers III and IV. Small scale results are a helpful tool in the simulation of subsurface flow like the prediction of the flow in oil and gas reservoirs.6. like. e. the equations have been coupled by a smoothly varying switch function. It will be necessary to perform an in-depth convergence study of level set models and phase field models on several test cases in two-phase flow dynamics. These results point out directions where the method needs to be improved. In our hybrid model. which can be used to determine values for the permeability of that configuration.dealii. The hybrid level-set/phase-field method is a potential tool for improving the simulation of multi-phase flow in porous media [17]. a parallel version for up to about 50 processors has already been implemented by the author of this thesis. it is possible to use parallel assembly and linear algebra routines.

though. Similarly. However. increasing the order of approximation considerably increases resolution of the interface. the interface region can be resolved by more mesh points than there are used for the Navier–Stokes equations. and thus. The response on molecular level provides information about the expected motion of contact lines during one time step. An alternative would be to coarsen the level set mesh in regions away from the interface. but to use the phase field model as a micro-scale input to a macro-scale formulation based on a level set description of two-phase flow. only the momentum and continuity balances need to be represented accurately.the accuracy in the curvature calculations. accuracy of normals and curvature that rely on the interface representation. It is conceivable that a similar interaction could be applied for a microscale simulation done with the phase field model. An alternative hybrid approach that might be taken into account is to not mix the level set formulation with the phase field formulation as has been done in Paper III. A heterogeneous multiscale approach has been proposed by Ren and E [75] for modeling the interaction of macro-scale fluid flow by micro-scale information from molecular dynamics. while the level set equation does not contain any additional information. based on the results from a micro model. Suitable boundary conditions for the Cahn–Hilliard subproblem given the solution of a macro-scale level set model are needed. A particularly easy approach is to use higher order finite elements for representing the level set function. as well as a shear velocity for the macro-scale Navier–Stokes equations. This is reasonable since in these remote regions. The difficulty of such a micromacro coupling is to find appropriate transfer operations from the micro scales to the macro scales. This coupled model behaves differently than large-scale level set model. Such a strategy increases the costs for the level set portion of the algorithm if the same mesh is used as for the Navier– Stokes equations. This improvement should be advantageous for the overall accuracy. even though a small imbalance in the force representation is introduced. this requires a special implementation for the evaluation of the surface tension force in the finite element algorithms because the variables are related to different meshes. 24 . When keeping the interface width constant. which would assume zero velocity.

I would like to thank Katharina Kormann and Eddie Wadbro for countless discussions on computational mathematics as well as proof-reading manuscripts of my articles and this thesis. Finally. I acknowledge discussions with Wolfgang Bangerth on implementation aspects of finite element programming. 25 . This work was supported by the Graduate School in Mathematics and Computing (FMB). My thanks go to Volker Gravemeier who acquainted me with the subject of variational multiscale large eddy simulation for turbulent flow and stimulated ideas.Acknowledgments I am very grateful to my adviser Gunilla Kreiss for introducing me to this interesting subject and for stimulating discussions on various aspects of multiphase flow.

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