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Fourier Collocation Method for 2D Incompressible Viscous Flows The Third Summer Workshop in Advanced Research in Applied Mathematics and Scientific Computing 2015, OUC, China Fei Liu, School of Mathematics and Statistics, Huazhong University of Science and Technology I NTRODUCTION Navier-Stokes equations which govern the motion of a viscous incompressible fluid, have play an important role in computational fluid dynamics. We present a high order numerical scheme for two-dimensional incompressible Navier-Stokes equations based on the vorticity streamfunc- tion formulation with periodic boundary conditions. The main advantages of the scheme are: (1) The divergence- free condition on the velocity is automatically satisfied in vorticity-streamfunction equations; (2) the mathematical properties of the equations permit the construction of ro- bust and high-order solution algorithm; (3) The third-order TVD Runge-Kutta method is used to discretize in time. At each time stage, the time discretization scheme only involve a Helmholtz-type equation for the vorticity and a Poisson equation for the streamfunction; (4) Fourier col- location method is used to discretize in space for periodic problem with less nodes than finite difference method to achieve high-order accuracy; (5) The Helmholtz-type equation and Poisson equation are discretized efficiently via second order Fourier differentiation matrices. N AVIER -S TOKES EQUATIONS The incompressible Navier-Stokes equations in two space dimensions are t u - ν 2 u + u ·∇u + p = g, in Ω × [0,T ] ∇· u =0, in Ω × [0,T ] (1) with appropriate initial conditions and periodic boundary conditions. Here, u =(u, v ) is the velocity vector, p is the pressure, ν is the kinematic viscosity, and g is a forcing ter- m. In a two-dimensional plane geometry, the vorticity ω is ex- pressed by ω = ∇× u = x v - y u. The velocity vector u is also defined in terms of the stream- function ψ by u = ∇× (ψ k) so that u = y ψ, v = -x ψ, (2) where k is the unit vector normal to the plane (x, y ) of the flow. The vorticity-streamfunction equations are obtained by ap- plying the curl operator to the velocity-pressure equations (1) and using the above relations t ω - ν 2 ω + u ·∇ω = f, in Ω × [0,T ] -∇ 2 ψ = ω, in Ω × [0,T ] (3) where f = ∇× g. Since ∇× (p)=0, the pressure gradient term disappears. N UMERICAL A LGORITHM Since the vorticity-streamfunction equations (3) present some advantages over the velocity-pressure equations (1) in the case of two-dimensional flows in simply connected domains, we are interested in the solution of the Navier- Stokes equations (3). We note that the vorticity ω is a time- dependent equation, whereas the streamfunction ψ equa- tion is a Poisson equation. Once the vorticity ω is solved, the streamfunction ψ is obtained via a Poisson solver, and the velocity vector u is obtained via (2). T IME D ISCRETIZATION As for time discretization, we use third-order TVD Runge- Kutta method for solving t ω = L(ω,t)+ N (ω,t), where L(ω,t) is a spatial discretization linear operator, whereas N (ω,t) is a spatial discretization nonlinear oper- ator. The linear operator is treated implicitly and the non- linear counterpart explicitly: ω (1) - c 1 ν 2 ω (1) = ω n t(f n - u n ·∇ω n ), ω (2) - c 2 ν 2 ω (2) = 3 4 ω n + 1 4 ω (1) + 1 4 Δt(f n - u n ·∇ω (1) ), ω n+1 - c 3 ν 2 ω n+1 = 1 3 ω n + 2 3 ω (2) + 2 3 Δt(f n - u n ·∇ω (2) ), where c 1 t, c 2 = 1 4 Δt and c 3 = 2 3 Δt. Therefore, at each time stage, the time discretization scheme presented above only involve a Helmholtz-type equation for the vorticity ω . S PATIAL D ISCRETIZATION We use the Fourier collocation method to solve the Helmholtz-type and Poisson equations in 2D. Since the Laplace operator is the sum of the unmixed second partial derivatives in the Cartesian coordinates, we use the second order Fourier differentiation matrices D xx and D yy to dis- cretize in space for the second partial derivatives. Hence, the Helmholtz-type equation for ω (1) becomes ( I 2 - c 1 νD xx )ω (1) + ω (1) ( I 2 - c 1 νD xx )= F, where I is a identity matrix. For solving the above matrix equation in a form of AX + XB = C, we call the package Hopepack which was coded in For- tran by Prof. Don Wai Sun. Matrices A and B are re- duced to lower and upper Schur form respectively and the transformed system is solved by backward substitution in O (N 3 ) operation where N is the size of square matrices A and B. N UMERICAL R ESULTS Figure 1: The vorticity ω of the 2D incompressible Navier-Stokes equations at times t =0, t = 10, t = 20 and t = 30. Figure 2: Contours of the vorticity ω for the 2D Navier-Stokes equations at times t = 40, t = 50, t = 60 and t = 100. I NITIAL C ONDITIONS In this example, the kinematic viscosity ν = 10 -3 and the time step Δt =0.1. The number of Fourier collocation points is N = 128 in both x- and y-directions. The differ- entiation of the fluxes and the solution are smoothed by a 16th order Exponential filter at each Runge-Kutta stages to remove large numerical oscillations due to the nonlinear interaction between modes. We define the initial vorticity distribution ω =e (-5((x-π) 2 +(y -π+ π 4 ) 2 )) + e (-5((x-π) 2 +(y -π- π 4 ) 2 )) - 0.5e (-2.5((x-π- π 4 ) 2 +(y -π- π 4 ) 2 )) . In Figure 1, the 3D solution ω of the two dimensional vorticity-streamfunction equations at different times are shown. For the sake of observation, the contours of the vor- ticity ω at later times t = 40, t = 50, t = 60 and t = 100 are shown in Figure 2. The Streamlines plot for the 2D Navier- Stokes equations is also obtained via our numerical algo- rithm. Numerical tests indicate the effectiveness of the nu- merical algorithm presented. R EFERENCES [1] Wai Sun Don, Scientific Computing with Pseudospectral Methods, Tutorial and Reference Manual, Version 2012. [2] Roger Peyret, Spectral Methods for Incompressible Vis- cous Flow, Springer, 2002. [3] Andrew J. Majda and Andrea L. Bertozzi, Vorticity and Incompressible Flow, Cambridge University Press, 2002. F UTURE W ORK The divergence-free condition is automatically satisfied in Eq. (3), and the pressure disappears, we only require the solution of only several Poisson-type equations. However, the treatment of non-periodic boundary conditions is quite difficult. We will consider the Navier-Stokes equations un- der specific physical boundary conditions, and complex problem of the Navier-Stokes equations and temperature or concentration equation in the future work. A CKNOWLEDGEMENT I would like to express my gratitude to all those who have helped me during the summer workshop. First, I grate- fully acknowledge the financial and academic support by School of Mathematical Sciences, OUC. In particular, I want to thank Prof Fang Qizhi, Prof. Gao Zhen for warm hospi- tality, and Prof. Don Wai Sun for guidance in research. F UNDING School of Mathematical Sciences, OUC. National Natural Science Foundation of China (11401235). The Fundamental Research Funds for the Central U- niversities (2015QN133). Startup grant by Ocean University of China (201412003). Natural Science Foundation of Shandong Province (ZR2012AQ003). National Natural Science Foundation of China (11201441).

Fourier Collocation Method for 2D Incompressible Viscous Flows · viscous incompressible fluid, have play an important role in computational fluid dynamics. We present a high order

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Page 1: Fourier Collocation Method for 2D Incompressible Viscous Flows · viscous incompressible fluid, have play an important role in computational fluid dynamics. We present a high order

Fourier Collocation Method for 2D Incompressible Viscous FlowsThe Third Summer Workshop in Advanced Research in Applied Mathematics and Scientific Computing 2015, OUC, China

Fei Liu, School of Mathematics and Statistics, Huazhong University of Science and Technology

INTRODUCTIONNavier-Stokes equations which govern the motion of aviscous incompressible fluid, have play an important rolein computational fluid dynamics. We present a high ordernumerical scheme for two-dimensional incompressibleNavier-Stokes equations based on the vorticity streamfunc-tion formulation with periodic boundary conditions. Themain advantages of the scheme are: (1) The divergence-free condition on the velocity is automatically satisfied invorticity-streamfunction equations; (2) the mathematicalproperties of the equations permit the construction of ro-bust and high-order solution algorithm; (3) The third-orderTVD Runge-Kutta method is used to discretize in time.At each time stage, the time discretization scheme onlyinvolve a Helmholtz-type equation for the vorticity and aPoisson equation for the streamfunction; (4) Fourier col-location method is used to discretize in space for periodicproblem with less nodes than finite difference methodto achieve high-order accuracy; (5) The Helmholtz-typeequation and Poisson equation are discretized efficientlyvia second order Fourier differentiation matrices.

NAVIER-STOKES EQUATIONSThe incompressible Navier-Stokes equations in two spacedimensions are

∂tu− ν∇2u + u · ∇u +∇p = g, in Ω× [0, T ]

∇ · u = 0, in Ω× [0, T ](1)

with appropriate initial conditions and periodic boundaryconditions. Here, u = (u, v) is the velocity vector, p is thepressure, ν is the kinematic viscosity, and g is a forcing ter-m.In a two-dimensional plane geometry, the vorticity ω is ex-pressed by

ω = ∇× u = ∂xv − ∂yu.The velocity vector u is also defined in terms of the stream-function ψ by

u = ∇× (ψk)

so thatu = ∂yψ, v = −∂xψ, (2)

where k is the unit vector normal to the plane (x, y) of theflow.The vorticity-streamfunction equations are obtained by ap-plying the curl operator to the velocity-pressure equations(1) and using the above relations

∂tω − ν∇2ω + u · ∇ω = f, in Ω× [0, T ]

−∇2ψ = ω, in Ω× [0, T ](3)

where f = ∇×g. Since∇×(∇p) = 0, the pressure gradientterm disappears.

NUMERICAL ALGORITHMSince the vorticity-streamfunction equations (3) presentsome advantages over the velocity-pressure equations (1)in the case of two-dimensional flows in simply connecteddomains, we are interested in the solution of the Navier-Stokes equations (3). We note that the vorticity ω is a time-dependent equation, whereas the streamfunction ψ equa-tion is a Poisson equation. Once the vorticity ω is solved,the streamfunction ψ is obtained via a Poisson solver, andthe velocity vector u is obtained via (2).

TIME DISCRETIZATIONAs for time discretization, we use third-order TVD Runge-Kutta method for solving

∂tω = L(ω, t) +N(ω, t),

where L(ω, t) is a spatial discretization linear operator,whereas N(ω, t) is a spatial discretization nonlinear oper-ator. The linear operator is treated implicitly and the non-linear counterpart explicitly:

ω(1) − c1ν∇2ω(1) = ωn + ∆t(fn − un · ∇ωn),

ω(2) − c2ν∇2ω(2) =3

4ωn +

1

4ω(1) +

1

4∆t(fn − un · ∇ω(1)),

ωn+1 − c3ν∇2ωn+1 =1

3ωn +

2

3ω(2) +

2

3∆t(fn − un · ∇ω(2)),

where c1 = ∆t, c2 = 14∆t and c3 = 2

3∆t. Therefore, at each

time stage, the time discretization scheme presented aboveonly involve a Helmholtz-type equation for the vorticity ω.

SPATIAL DISCRETIZATIONWe use the Fourier collocation method to solve theHelmholtz-type and Poisson equations in 2D. Since theLaplace operator is the sum of the unmixed second partialderivatives in the Cartesian coordinates, we use the secondorder Fourier differentiation matrices Dxx and Dyy to dis-cretize in space for the second partial derivatives.Hence, the Helmholtz-type equation for ω(1) becomes

(I

2− c1νDxx)ω(1) + ω(1)(

I

2− c1νDxx) = F,

where I is a identity matrix. For solving the above matrixequation in a form of

AX + XB = C,

we call the package Hopepack which was coded in For-tran by Prof. Don Wai Sun. Matrices A and B are re-duced to lower and upper Schur form respectively and thetransformed system is solved by backward substitution inO(N3) operation where N is the size of square matrices Aand B.

NUMERICAL RESULTS

Figure 1: The vorticity ω of the 2D incompressible Navier-Stokes equations at times t = 0, t = 10, t = 20 and t = 30.

Figure 2: Contours of the vorticity ω for the 2D Navier-Stokes equations at times t = 40, t = 50, t = 60 and t = 100.

INITIAL CONDITIONSIn this example, the kinematic viscosity ν = 10−3 and thetime step ∆t = 0.1. The number of Fourier collocationpoints is N = 128 in both x- and y-directions. The differ-entiation of the fluxes and the solution are smoothed by a16th order Exponential filter at each Runge-Kutta stages toremove large numerical oscillations due to the nonlinearinteraction between modes.

We define the initial vorticity distribution

ω =e(−5((x−π)2+(y−π+π4)2)) + e(−5((x−π)2+(y−π−π

4)2))−

0.5e(−2.5((x−π−π4)2+(y−π−π

4)2)).

In Figure 1, the 3D solution ω of the two dimensionalvorticity-streamfunction equations at different times areshown. For the sake of observation, the contours of the vor-ticity ω at later times t = 40, t = 50, t = 60 and t = 100 areshown in Figure 2. The Streamlines plot for the 2D Navier-Stokes equations is also obtained via our numerical algo-rithm. Numerical tests indicate the effectiveness of the nu-merical algorithm presented.

REFERENCES

[1] Wai Sun Don, Scientific Computing with PseudospectralMethods, Tutorial and Reference Manual, Version 2012.

[2] Roger Peyret, Spectral Methods for Incompressible Vis-cous Flow, Springer, 2002.

[3] Andrew J. Majda and Andrea L. Bertozzi, Vorticity andIncompressible Flow, Cambridge University Press, 2002.

FUTURE WORKThe divergence-free condition is automatically satisfied inEq. (3), and the pressure disappears, we only require thesolution of only several Poisson-type equations. However,the treatment of non-periodic boundary conditions is quitedifficult. We will consider the Navier-Stokes equations un-der specific physical boundary conditions, and complexproblem of the Navier-Stokes equations and temperatureor concentration equation in the future work.

ACKNOWLEDGEMENTI would like to express my gratitude to all those who havehelped me during the summer workshop. First, I grate-fully acknowledge the financial and academic support bySchool of Mathematical Sciences, OUC. In particular, I wantto thank Prof Fang Qizhi, Prof. Gao Zhen for warm hospi-tality, and Prof. Don Wai Sun for guidance in research.

FUNDING• School of Mathematical Sciences, OUC.• National Natural Science Foundation of China

(11401235).• The Fundamental Research Funds for the Central U-

niversities (2015QN133).• Startup grant by Ocean University of China

(201412003).• Natural Science Foundation of Shandong Province

(ZR2012AQ003).• National Natural Science Foundation of China

(11201441).