Eulerian
interface-sharpening methods for
hyperbolic problems
Application to compressible multiphase flow
Keh-Ming Shyue
Department of Mathematics National Taiwan University
Taiwan
Outline
Computing monotone sharp resolution of interfaces is of fundamental importance in many practical problems of interest
Discuss a simple Eulerian interface sharpening approach (vs. Lagrangian, interface tracking, or adaptive moving mesh) for hyperbolic problems Review two PDE-based interface sharpening techniques for solving volume-fraction linear
transport equation that arises, for example, from viscous incompressibe 2-phase flow
Extend method for computing material lines or free surfaces arising from compressible multiphase flow
Incompressible 2-phase flow: Review
Consider unsteady, incompressible, viscous, immiscible 2-phase flow with governing equations
∇ · ~u = 0 (Continuity)
∂t (ρ~u) + ∇ · (ρ~u ⊗ ~u) + ∇p = ∇ · τ + ρ~g + f~σ (Momentum)
∂tα + ~u · ∇α = 0 (Volume-fraction transport ) Material quantities in 2-phase coexistent region are often
computed by α-based weighted average as
ρ = αρ1 + (1 − α) ρ2, ǫ = αǫ1 + (1 − α) ǫ2, α ∈ [0, 1], where source terms are volume-fraction dependent
τ = ǫ ∇~u + ∇~uT
, f~σ = −σκ∇α with κ = ∇ ·
∇α
|∇α|
Interface sharpening techniques
Typical interface sharpening methods for computing volume fraction in incompressible 2-phase flow include:
Algebraic based approach
CICSAM (Compressive Interface Capturing Scheme for Arbitrary Meshes): Ubbink & Issa JCP 1999
THINC (Tangent of Hyperbola for INterface
Capturing): Xiao, Honma & Kono Int. J. Numer.
Meth. Fluids 2005
Improved THINC: Xiao et al.
PDE based approah
Artificial compression: Harten CPAM 1977, Olsson &
Kreiss JCP 2005
Anti-diffusion: So, Hu & Adams JCP 2011
Artificial interface compression
Our first interface-sharpening model concerns nonlinear artificial compression of form proposed by Olsson & Kreiss
∂tα + ~u · ∇α = 1
µ∇ · [(D (∇α · ~n) − α (1 − α))~n]
where ~n = ∇α/|∇α|, D > 0, µ ≫ 1
Numerical method based on fractional step may apply 1. Advection step over a time step ∆t to solve
∂tα + ~u · ∇α = 0 or ∂tα + ∇ · (α~u) = 0 since by assumption ∇ · ~u = 0
2. Interface compression step towards τ-steady state
∂ α = ∇ · [(D (∇α · ~n) − α (1 − α))~n] , τ = t/µ
Square wave passive advection
Square-wave pluse moving with u = 1 after 4 periodic cycle
0 0.2 0.4 0.6 0.8 1
No compress With compress Exact
α
Zalesak’s rotating disc
Contours α = 0.5 at 4 different times within 1 period in that
~u = (1/2 − y, x − 1/2)
No compression With compression
Vortex in cell
Contours α = (0.05, 0.5, 0.95) at 6 different times in 1 period
~u = − sin2 (πx) sin (2πy), sin (2πx) sin2 (πy)
cos (πt/8) No compression
With compression
Interface compression: Remarks
Consider 1D model problem with u > 0 of form
∂tα + u∂xα = 1
µ∂x [D (∂xα · ~n) − α (1 − α)]
α(x, 0) = α0(x) = 1/ (1 + exp (−x/D)) , x ∈ lR, t > 0 Exact solution for this problem is simply α(x, t) = α0(x − ut) When α(x, 0) is perturbed to α0(x) + δ(x), δ(x) ≪ 1, we have
∂τα + ∂˜ ξ α˜2/2
= ∂ξ D∂ξα˜
, α(ξ, 0) = ˜˜ α0(ξ) with ξ = x − ut, τ = t/µ, & α(ξ, τ ) = 1 − α(ξ, τ )˜ , yielding steady state solution α(ξ, τ ) = ˜α0 (ξ + ξ0) as τ → ∞ for some suitably chosen shift ξ0, see Sattinger (1976)
Interface compression: Remarks
If perturbation is zero mass, i.e., R ∞
−∞ δ(ξ, 0)dξ = 0 we have true solution with ξ0 = 0, see Goodman (1986)
When model is solved by a conservative method, truncation errors will be of zero mass, yielding convergence of
numerical solution to exact one in time we want
In multi-D case, let Kα = D∇α · ~n − α (1 − α). We solve
∂τα = ∇ · [(D (∇α · ~n) − α (1 − α))~n] = Kα∇ · ~n + ~n · ∇Kα yielding τ-steady state solution as µ → ∞, when Kα = 0 &
1D profile in coordinate normal to interface
When µ finite, Kα∇ · ~n + ~n · ∇Kα 6= 0, strength & accuracy of curvature ∇ · ~n plays important role in interface resolution
Interface compression runs
Methods used here are very elementary, i.e., 1. Use Clawpack for advection in Step 1
2. Use simple forward Euler in time, second order in space for interface compression in Step 2
Diffusion coefficient D = ε min∀i ∆xi Time step ∆τ
∆τ ≤ 1 2D
Xd
i=1
∆x2i
Stopping criterion: simple 1-norm error measure
Extension to compressible flow
Shukla, Pantano & Freund (JCP 2010) proposed extension of interface-compression method for incompressible flow to compressible flow governed by reduced 2-phase model as
∂t (α1ρ1) + ∇ · (α1ρ1~u) = 0
∂t (α2ρ2) + ∇ · (α2ρ2~u) = 0
∂t (ρ~u) + ∇ · (ρ~u ⊗ ~u) + ∇p = 0
∂t(ρE) + ∇ · (ρE~u + p~u) = 0
∂tα1 + ~u · ∇α1 = 1
µ~n · ∇ (D∇α1 · ~n − α1 (1 − α1))
∂tρ + ∇ · (ρ~u) = 1
µH(α1)~n · (∇ (D∇ρ · ~n) − (1 − 2α1) ∇ρ) Mixture pressure is computed based on isobaric closure
Compressible flow: Density correction
To see how density compression term comes from, we assume ∇ρ · ~n ∼ ∇α1 · ~n & consider case when
Kα1 = D∇α1 · ~n − α1 (1 − α1) ≈ 0 =⇒ D∇α1 · ~n ≈ α1(1 − α1) yielding density diffusion normal to interface at τ-steady as
∇ (D∇ρ · ~n) · ~n ≈ ∇ (α1(1 − α1)) · ~n = (1 − 2α1) ∇α1 · ~n
∼ (1 − 2α1) ∇ρ · ~n
Define Kρ = ∇(D∇ρ · ~n) − (1 − 2α1) ∇ρ & form
∂tρ + ∇ · (ρ~u) = 1
µH(α1)~nKρ
H(α1) = tanh (α1(1 − α1)/D)2 is localized-interface function
Shukla et al. interface compression
In each time step, Shukla’s interface-compression algorithm for compressible 2-phase flow consists of following steps:
1. Solve model equation without interface-compression terms by WENO method
2. Compute primitive variable w = (ρ1, ρ2, ρ, ~u, p, α1) from conservative variables q = (α1ρ1, α2ρ2, ρ~u, ρE, α1)
3. Iterate interface & density compression equations to τ-steady state until convergence
4. Update conserved variables at end of time step from
primitive variables in step 2 & new values of ρ , α1 from step 3
Underwater explosion (UNDEX)
Solution adpated from Shukla’s paper (JCP 2010)
Underwater explosion
Solution adpated from Shyue’s paper (JCP 2006)
Shukla et al. algorithm: Remarks
In Shukla’s results there are noises in pressure contours for UNDEX means poor calculation of pressure near interface To understand method better, consider simple interface only problem where p & ~u are constants in domain, while ρ &
material quantities in EOS have jumps across interfaces Assume consistent approximation in step 1 for model
equation without interface-compression, yielding
smeared (α1ρ1, α2ρ2, α1)∗ & retain (~u, p)∗ = (~u, p) In step 3, ρ∗ = (α1ρ1)∗ + (α2ρ2)∗ & α∗1 are compressed to ρ˜ &
˜
α1, which in step 4, total mass & momentum are set
(ρ, ρu)n+1 = (˜ρ, ˜ρ~u∗) =⇒ ~un+1 = ˜ρ~u∗/˜ρ = ~u∗ as expected
Shukla et al. algorithm: Remarks
In addition, for total energy, we set
(ρE)n+1 =
1
2ρ|~u|2 + ρe
n+1
= 1
2ρ|~˜ u∗|2 + ρe(?)e
Consider stiffened gas EOS for phasic pressure pk = (γk − 1) (ρe)k − γkBk, k = 1, 2. We then have
e ρe =
X2 k=1
αkρkek =
X2 k=1
˜
αk p∗ + γkBk γk − 1
= p∗
X2 k=1
˜ αk
γk − 1 +
X2 k=1
˜
αk γkBk γk − 1
yielding equilibrium pressure pn+1 = p∗ if
1 n+1
=
X2 α˜k
&
γB n+1
=
X2
˜
αk γkBk
Shukla et al. algorithm: Remarks
Next example concerns linearized Mie-Grüneisen EOS for phasic pressure pk = (γk − 1) (ρe)k + (ρk − ρ0k) Bk
e ρe =
X2 k=1
αkρkek =
X2 k=1
˜
αkp∗
γk − 1 − (α˜kρ∗k − α˜kρ0k) Bk γk − 1
= p∗
X2 k=1
˜ αk
γk − 1 −
X2 k=1
(α˜kρ∗k − α˜kρ0k) Bk γk − 1 yielding equilibrium pressure pn+1 = p∗ if
1 γ − 1
n+1
=
X2 k=1
˜ αk
γk − 1 &
(ρ − ρ0)B γ − 1
n+1
=
X2 k=1
(α˜kρ∗k − α˜kρ0k) Bk γk − 1
Shukla et al. algorithm: Remarks
In Shukla et al. algorithm, there is a consistent problem as X2
k=1
(αkρk)n+1 =
X2 k=1
˜
αkρ∗k 6= ρ˜ = ρn+1
One way to remove this inconsistency is to include
compression terms in partial density αkρk directly, k = 1, 2,
∂t (αkρk) + ∇ · (αkρk~u) = 1
µH(αk)~n · (∇ (D∇ (αkρk) · ~n) − (1 − 2αk) ∇ (αkρk)) We then set ρn+1 = P2
k=1 (αkρk)n+1 = P2
k=1 α˜kρ˜k Validation of this approach is required
Positivity & accuracy
In compressible multiphase flow, positivity of volume fraction, i.e., αk ≥ 0, ∀k, is important due to provision of 1. information on interface location
2. information on thermodynamic states such as ρe & p in numerical “mixture” region & so ρk from αkρk
It is known that devise of oscillation-free higher-order
method (WENO, DG, or variant) for multiphase flow is still an open problem
In this regards, interface-sharpening of some kind should be a useful tool as opposed to Eulerian higher-order
methods or other adaptive mesh methods
Anti-diffusion interface sharpening
Our second interface-sharpening model concerns
anti-diffusion proposed by So, Hu & Adams (JCP 2011)
∂tα + ~u · ∇α = − 1
µ∇ · (D∇α), D > 0, µ ≫ 1 Standard fractional step method may still apply
1. Advection step over a time step
∂tα + ~u · ∇α = 0 2. Anti-diffusion step towards sharp layer
∂τα = −∇·(D∇α) or ∂τα = −∇·(D∇α · ~n) ~n, τ = t/µ Numerical regularization is required such as employ MINMOD
Square wave passive advection (revisit)
Square-wave pluse moving with u = 1 after 4 periodic cycle
0.2 0.4 0.6 0.8
0 0.2 0.4 0.6 0.8 1
No sharpen Compress Anti−diffus Exact
α
time=4
Vortex in cell (revisit)
Contours α = (0.05, 0.5, 0.95) at 6 different times in 1 period No interface sharpening (second order)
With interface compression
With anti-diffusion
Deformation flow in 3D
In this test, consider velocity field
~u = 2 sin2 (πx) sin (2πy) sin (2πz), − sin (2πx) sin2 (πy) sin (2πz),
− sin (2πx) sin (2πy) sin2 (πz)
cos (πt/3)
Deformation flow in 3D
No anti-diffusion With anti-diffusion
Deformation flow in 3D
No anti-diffusion With anti-diffusion
Anti-diffusion runs
Methods used here are essentially the same as artificial interface compression runs, i.e.,
1. Use Clawpack for advection in Step 1
2. Use first order explicit method for anti-diffusion in Step 2 Diffusion coefficient D = max |~u|
Time step ∆τ
∆τ ≤ 1 2D
Xd i=1
∆x2i
Stopping criterion: some measure of interface sharpness
Anti-diffusion to compressible flow
Reduced 2-phase model with anti-diffusion (Shyue 2011)
∂tα1 + ~u · ∇α1 = − 1
µ∇ · (D∇α1) = −1
µKα1
∂t (α1ρ1) + ∇ · (α1ρ1~u) = − 1
µHI∇ · (D∇α1ρ1) = −1
µHIKα1ρ1
∂t (α2ρ2) + ∇ · (α2ρ2~u) = − 1
µHI∇ · (D∇α2ρ2) = −1
µHIKα2ρ2
∂t (ρ~u) + ∇ · (ρ~u ⊗ ~u) + ∇p = − 1
µHI~u ∇ · (D∇ρ) = − 1
µHIKρ~u
∂t (ρE) + ∇ · (ρE~u + p~u) = − 1
µHI Kρ|~u|2/2 + Kρe
Isobaric closure for mixture pressure is used as usual
HI denotes interface indicator, K denotes “diffusion” term
Anti-diffusion to compressible flow
To find Kρ|~u|2/2 assuming |~u|2 is constant, we observe
∇
1
2ρ|~u|2
= 1
2|~u|2∇ρ yielding Kρ|~u|2/2 = 1
2|~u2|∇ · (D∇ρ) To find Kρe, we need to know equation of state. Now in
stiffened gas case with pk = (γk − 1) (ρe)k − γkBk,
∇(ρe) = ∇
X2 k=1
αkρkek
!
= ∇
X2 k=1
αk p + γkBk γk − 1
!
=
X2 k=1
p + γkBk γk − 1
∇αk =
p + γ1B1
γ1 − 1 − p + γ2B2 γ2 − 1
∇α1
Anti-diffusion to compressible flow
We next consider case with linearized Mie-Grüneisen EOS pk = (γk − 1) (ρe)k + (ρk − ρ0k) Bk k = 1, 2, & proceed same procedure as before
∇(ρe) = ∇
X2 k=1
αkρkek
!
= ∇
X2 k=1
αk p − (ρk − ρ0k)Bk γk − 1
!
=
X2 k=1
p + ρ0kBk
γk − 1 ∇αk +
X2 k=1
Bk
γk − 1∇ (αkρk)
= β0∇α1 +
X2 k=1
βk∇(αkρk)
We choose Kρe = β0 ∇ · (D∇α1) + P2
1 βk ∇ · (D∇αkρk)
Anti-diffusion to compressible flow
Write anti-diffusion model in compact form
∂tq + ∇ · ~f + B∇q = −1
µψ(q) with q, f~, B, & ψ defined (not shown)
In each time step, proposed anti-diffusion algorithm for compressible 2-phase flow consists of following steps:
1. Solve model equation without anti-diffusion terms
∂tq + ∇ · ~f + B∇q = 0
2. Iterate model equation with anti-diffusion terms
∂τq = −ψ(q)
Circular water column in uniform flow
Density surface plot (moving speed ~u = (1, 1/10) )
Single-phase Riemann problem
0 0.2 0.4 0.6 0.8 1
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
No sharpen Anti−diffu Exact
ρ
x
Sod problem
Single-phase Riemann problem
0 0.2 0.4 0.6 0.8 1
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
No sharpen Anti−diffu Exact
ρ
x
Lax problem
Oscillating water column
Initially, in closed shock tube, water column moves at u = 1 from left to right, yielding air compression at right
& air expansion at left
Subsequently, pressure difference built up across water column resulting deceleration of column of water to
right, makes a stop, & then acceleration to left; a reverse pressure difference built up across water column redirecting flow from left to right again
Eventually, water column starts to oscillate
air
air water
u →
Oscillating water column
0.6 0.8 1 1.2 1.4 1.6 1.8 2
pL
With anti−diffusion No anti−diffusion
0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 2.2
pR
2 D Riemann Problem
With initial 4-slip lines wave pattern
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
1
ρ u v p
=
1 0.75
−0.5 1
2 0.75
0.5 1
1
−0.75 0.5
1
3
−0.75
−0.5 1
2 D Riemann Problem
Density on top & pressure on bottom
Shock in air & water cylinder
Solution adpated from Shukla’s paper (JCP 2010)
Shock in air & water cylinder
Schlieren images for anti-diffusion results at times t = 0.15, 0.4, 0.65 (volume fraction on right)
Anti-diffusion sharpening: Remarks
1. Local interface identification Algebraic
H(α) = tanh (α(1 − α)/D)2 (Shukla et al. ) Physical-jump (density, volume fraction, . . . )
2. Diffusion coefficient definition
Global D = max |~u| or Dj = max |uj|
Local D = maxM (C) |~u| or DjC = maxM (C) |uj| 3. Stopping criterion
Run 1 − 2 anti-diffusion iteration currently Interface-shapreness measure (?)
Effect of diffusion coefficient
Anti-diffusion results for Zalesak’s rotating disc
Global Dj Local Dj
Effect of stopping criterion
Anti-diffusion results for Zalesak’s rotating disc
Local Dj: 1 step Local Dj: 2 step
Future perspectives
Extend method to mapped grid & model with phase
transition proposed by Saurel, Petipas, Abgrall (JFM 2008)
∂t (α1ρ1) + ∇ · (α1ρ1~u) = 0
∂t (α2ρ2) + ∇ · (α2ρ2~u) = 0
∂t (ρ~u) + ∇ · (ρ~u ⊗ ~u) + ∇p = 0
∂t (ρE) + ∇ · (ρE~u + p~u) = 0
∂tα1 + ~u · ∇ (α1~u) = α1 K¯S
KS1 ∇ · ~u + K˜Γ
K˜S Q1 + K˜c K˜S ρ ˙Y K¯S =
α1
KS1 + α2 KS2
−1
, K˜S =
KS1
α1 + KS2 α2
, K˜Γ =
Γ1
α1 + Γ2 α2
K˜c =
c21
+ c22
, Kι = ριc2ι , Q1 = H(T2 − T1), ˙Y (mass trans.)