UCLA COMPUTATIONAL AND APPLIED MATHEMATICS A Boundary Cont Pe ion Capturing Method for n’s Equation on Irregular Domains Xw-Dong Liu Ronald P. Fedkiw ‘Myungjoo Kang. March 1999 (CAM Report 99-15, Department of Mathom University of California, L Tos Angeles, CA. $009 tpn math.ueaedulapplielcamvindex tmA Boundary Condition Capturing Method for Poisson’s Equation on Irregular Domains Xw-Dong Lin * Ronald P. Fedkiw t Myungjoo Kang * February 17, 2000 Abwtract Teese havea vsety of houndary conditions (or jmp conditions) that seed to be enfored. In [9], the Ghost Fluid Method (GEM) was ‘developed to capture the boundary condition ata contac: discont- nity in the ivisc Buler equations. This method was extended 10 treat mare gneraldscontinuities such as shocks, detonation, and de- Aagratlons i 2] and compresble viscous Glows in i). In this paper, ‘a suilar boundary condition capturing approach 6 used to develop {ew tumerical method forthe vaviableenaicient Polson equation in the presence of interfaces whore ott the variable cofcents and the solution aol may be diecontinuous. ‘Tle ew method i robast and easy to implement even in thre spatial dimensions. Parthermore, the soelfient tnaletn ofthe aesclated Hnear systema i the standard “omametrie matrix forthe variable coniiet Peiwon eqtion ithe thsence of interfaces allowing for stlgharward appliaton of stat- Ahaed lace box" solvers “isa apart apart by NSP DMS-9805586 ‘esearch apart in prt by ON NOOOLG97. 10007 earch sapored in prt by NSP and DARE grant NSF-DMSSISS4, for Visa Inept Protyping (VIP)1 Introduction ‘The “immersed boundary” method [26] uses a é-funetion formulation to smear ont the solution ofthe variable cocficient Poisson equation on thin finite band about the interface. See (21] for details. In [23], the immersed boundary" method was combined with the level set method resulting in a fet order numerical algorithm that is simple to implement even in multiple spatial dimensions. However, tho numerical smearing atthe interface has an adverse effect on the solution forcing contimaty at the interface regardless of the appropriate interfsce boundary conditions. That is, the numerical solution ie continuous at the interface even if the actual boundary conditions ‘imply that the solution should be discontinuous, "The “inunersed interface” method (Lis a second order numerical method esignod to preserve tho jump conditions atthe interface in contrast to the ‘numerical smearing introduced by the é-fonetion formulation of the “im morse boundary" method. The “immersed interface method incorporates the interface boundary conditions into the finite difference stencil in a non= trivial way that proserves jumps in both the function and its decivatives However, this algorithm is fairly complex and has only been extended to three spatial dimensions for the simple case of a slationary interface (12), ive the method has not yet born extended to treat throe dimensional mov- ing interfaces. Furthermore, the corresponding linear system that needs to be solved is not symmetric, dramatically reducing the number of standard fast linear solvers that can be atilied with this method, although it should be noted that one fast solution technique was used in conjunction with this rethod in (Ll). Im contrast, the Sfunction formulation of the “inmersed Dboundary” method has a corresponding linear system whose matrix is sym- metric allowing a wide range of standard fast Linear solvers to be utilize. Another notable technique, presented in [7], isa second onder accurate ‘numerical method that preserves jumps at the interface with a resolution comparable to that of the “immersed interface” method. A clever premise ‘underlying this method isthe ability to smoothly extend the solution outside ‘the physical domain into fetitious domain and to use these extended values in the aumerical method, While this method suffers fom a non-syimmetric near system and the usual dificulses that this Introduces, the anthors lid show that the method was compatible with both multigrid and adaptive rmesh techniques. However, [7] addressed only Dirichlet boundary conditions ‘ad did not extend the method to treat interface jump conditions. Tf should be noted that the idea of using extended valuos and fictitiousoman is not new, eg. (5) [14] and [17] use similar ideas to solve the ‘haplace equation on ieeegular domains with the help of integral equations. "That is, a system of integral equation is solved, and then the results are ‘wed ia the discretization of the Laplacian. In [18], a fast. version of this algorithm was presented which depends in parton the on fat algorithms for computing the integrals [16 ‘The interested reader is also referred to [5] or more details on fast methods for the intagral equations In (3, the Ghost Fhid Method (GFM) was develope to properly treat the boundary conditions in (1), removing the spurious osilaions shown in [0}. The GEM was originally designed to treat contact discontinuities in te inviscid Buler equations, but it was generalized to teat shocks, detonation, and defagrations in 2} and compressible vious flows in). The generalized ‘GFM captures the appropriate Rankine-Hiugpniot jump eonditions at an interface without explicitly enforcing these jump conditions. Instead, the ‘GFM creates an atfcial id which impiitly induces the proper conditions atthe interface, In the favor ofthe level set fanetion which gives an implicit reprasontation ofthe interface, the GFM gives an implicit representation of the Rankine Hagonit jump conditions at the interfie- Since the jump conditions are handlod implicitly by the construction of @ ghost uid the ‘overall scheme becomes easy to implement in multidimensions Tnthis pape, stil boundary condition capturing approach i ued to velop a new numerical method for the variable eneffcent Poisson equa tion inthe presence ofinterfazas where both the variable coefiients and the solution itself may’ be discontinuous, ‘This new method is implemented using a standard finite difference discretization on a Cartesian grid making it simple to apply in as muany as three spatial dimensions. Furthermore, the coefcient matrix of the associated linear system isthe standard sym. metric matrix for the variable enefcient Poison equation in the absence of interfaces allowing for straightforward applieation of standard “black box” solvers. Most importantly, this new numereal method does not sue fom the numerical smearing provalont in the é-function formulation of the rersed boundary" method. Ta fac, the new method preserves jumps atthe nterface with a resolution comparable to that ofthe “immersed interface" smethod. See [13] fora theoretical justifeation of this new method. ‘Betore proceeding, a few comments on the neod for yet another new smethod may be inorder, especially since this new method i only it order ecurate, Firat and foremost, note that the cond order accurate methods have not yet achived widespread success. Por example, the “immersed interfice” method is more ofa strained attempt. to satisfy truneation error afor static two dimensional interfees, than a robust second order method. "That i, the “immersed interface” method has not yet been applied to three dimensional problems with moving interfaces or to the multiphase Navice Stokes equations in any dimension. Furthermore, when it was applied to the Hele-Shaw problem in (6, the solutions quickly degenerated to fst border accuracy even though new ad hoe fixes were used inthe discretization. Because of those complications, the frst order “immersed boundary” method is the only scheme that is curently used for complex numerical sitmaations suchas the three dimensional multiphase Navier Stokes equations. However, tho “immersod boundary’ method has problems of its own. For example, ‘the “immerted boundary” method cannot produce discontinuous solutions and thus is unable to properly model the jump in pressure due to surface ‘tension forees inthe Navier Stokes equations, Various authors have avoided this problem by treating the pressure as a continuous function and adding new source terms to the momentum equations, see for example see (1, [24], ‘and (23). Unlike the “immersed boundary” method, our method cas be used to obtain discontinuous solution profes as will be shown inthis paper. Rurthermore, we note that our new method can be used vo model the Navier Stokes equations diecty, ke. without the addition of source terms to model the effects of surface tension (8).2 Equations Consider a Cartesian computational domain, 0, with exterior boundary, 39, and alower dimensional interface, that divides the computational domain Into disjoint pies, ” and 0." ‘The variable coofcient Poison equation sgn by V-(plavua)) =f, Fen a ulz) = of), Fen where # = (2,y,2) are the spatial dimensions, V = (2, ff) in the di- vergence operator, and A(z) is presumed to be continuous on each disjoint subdomain, 0 and, but may be discontinaous across the interface T: Furthermore, 8(2) is ascumed to be postive and bounded below by some >, ‘The jump conditions or internal boundary conditions are specifi along he interface Pas [up ala, Zer Vinh 02), ZeP @ where (p= wt) — 0 @) ® rnle = BYE (2) ~ 8° G2) species the direction ofthe jump with the“ subscripts referring to Note that ta = Va is the noma derivative of u where is the loca nit oral to the inter. Equation 1 wes Dirihet boundary conditions for istration purposes only a9 the boundary conditions on 28 are not eri to our merical method. In fie it takes Title effrt to replave the Dirichlet boundary conditions with Neumann boundary exnltons refrmlating the Poison equation as V-(lEVue)) = EEE a sl) = 92, zem ‘hronghowt the text.3 Numerical Method Since the interface can have a fairly complex shape, the interface location is reprevented by the zero level of a signed distance function, i. a level set representation of the interface is used [2] 3.1 One Dimension Consider the unit domain 8 = 0, I] where the interface fs single point 5 with a level set representation of p= x ~.5 90 thatthe interface location is rooovered when # = 0. Since isthe signed distance fanetion, the set of all points where @ <0 and the set of all points where > 0 represent to isoint subdotsains, O~ and +, respectively. For the numerical algorithm, fone needs to identify whether a given point Is Toeated in. o * which J determine by considering the local sigh of ¢, wales § = 0 implying that ‘he point is located directly on the interface ite nce the interface isa lower dimensional set, this situation can be rectified by defining. as the set ofall points where g <0 and 17 as the set of all points where 6 > 0 so ‘thal no points lie directly on the interface ‘The computational domain is discretized into ells of size Ax where ‘the cell centers are referred to as grid points or grid novdes with the i-th arid node loeated at 2. ‘The cell edges are referred to as fluxes so that the two fluxes bounding the th computational cell axe located at 44 ‘Tho solution to the Poisson equation is computed at the grid nodes and is written as uj = u(z)). An analogous definition holds for f, ah and the level sot fonction gj, In general, interfaces move throughout the grid as is evolved in time, and a renitialization procedure is needed to maintain j ‘as an approximate distance fanetion (29), Since ¢ 8 known only at the gid nodes, the value of at Bes is defined hy the linear average ofthe nodal values, ex fy = 6) isa second order acurate approximation (04 atthe fax located between She eth and (+ Dra ells ‘The level ae function is wed to define the unit normal a, ve = ©where the normal is computed at each grid node using central differencing For example, @ ‘none spatial dimension, Note that the denominator in equation 7 could be idontically exo in certain rare situations, but the numerical method docs not make vse of the normal in these situations, When =~ .5, equation 6 implies that V = 1 everywhere so tha ty S.LL The Laplace Equation Consider the ous dimensional Laplace equation with @ «1 and f(s) = 0 given by t=O ®) with fixed Dirichlet boundary conditions on 40. Ignoring the interface, or sively setting uly = yr = , the enact soliton is merely a straight line connecting the two fixed points on 0. Por example, ifthe boundary conditions are u(0) = 0 and u(t) = 1 then the solution is w = = on [0,1 ‘The standard second order discretization (seas) - (ea) Be 0 CO} ‘ean be us to solve this problem. For each unkown, equation i wed to fill in one row of a matrix eventing a linear syste of equation. Since the resulting matrix is symmetric, wide numberof fast linea solvers can be Used. For linea solvers that regi an initial gues eting al deal zzz0 is usualy suficient Next consider lr = 1 and [uglr = 0 with Dirichlet boundary conditions (0) = 0 and ul) ~ 2 yielding an enact solution of w = 2 i (0 5) and i= 2+ in (5,1] whore = = 5s included in 0 a provionsly discused Consider the exict Solution. zp and zeur are the nodes adjacent tothe interface, one can see that 283224 ig OCG), while al the other terms of the form "5% are O(1) and approximate the local derivative. Since the eviratve is ot defined across the ines, the "AH term isnot welldefined, Obviously, this term needs to be modified to give a reasonable approcimation ofthe derivative near the interface "The jamp condition, far = 1y implies that u*(=)~ "(x)= 1 at the Interface. Since the underlying idea of the Ghost Fluid Method isto apply boundary conditions near the interfaco as opposed to applying them at the ‘exact interface location, the jump conditions are rewritten a8 uj —uy = Lat every compuiational grid ode, ‘hn for every vali of in 9 oe can define af = uy +1 including the boundary where w*(0) = u~(O) +1 Likewise, for every value of uP in 9", one can define uy = uf — 1 including the boundary where u™(1) = uf(I) 1 = 1. AE thi point, every grid node has two values forthe solution, uy and u', and one can see from ‘the bouidary conditions that the exact solutions are a” = x on (0) and ut = 2-41 00 0,1], Furthermore, the jump condition, uf ~ uy satisfied a every grid point and the boundary. ‘Two equations frm the linear system contain the “415% term, Tt is ‘th fist term in (ee) — oe (10) ‘and the second term in Ee ° a where the "4 superscripts have bon added to emphasie the domain ag 0 for each uy, Both these equations suffer from the mixing of terms from difler- ‘ent domains sel are poor candidates for obtaining the exact solution. ‘The previous paragraph illustrates that equations 10 and 11 should be replaced by (2) and 4)to remove the mixing of the “2 that aga, =Hzj, ~ Land uf ues. The nodal jump conditions imply (sat w (Ss) = Gs) a from equations 12 and 19a replacements for equations 10 and 11 in the linear system. In equations 14 and 15 the "2-"" terms ave been modified in away that makes them O(1) instad of OC) general, [or = a(zr) where 2p tthe interface location. Tho jumps the grid nodes, ag = fen) and e442 ~ (uy) andthe local vas of ‘am be tse to interpolate the amp atthe interface as anldestl + axsiléel Taal + Tie “9 wtng sd ms (wf) en Ae for use in the Linear solver. It is intersting to note that one must use the same valve of ar in both equation 17 and equation 18. For example, if one ‘were to use ain equation 17 and ays, i equation 18, then the linn system docs not have solution sine the jump at che interface is not well defined, ‘Next, consider the derivative jump condition and rewrite the standard second order discretization (equation 9) a8 (ehay led og (9)sunning tha the derivatives, ty, are known a Bas and thas subscrpted with i 5, Once again assume that the interface is located between x, and a1 and ue the sgn of to determine whether (as), lo in 8 oF 12°. Por the sake of exposition, assume that (ue),y4 les in 0". The ease whirs(ve)eq4 Hie kn i ciara wil bo considered shor Consider flr = 0 and [ule = 1 with Divichlet boundary conditions u(a) = 0 and u(1) = 1.5 yielding an exact solution of w= in (0, 5) dnd u = 2p in (5,1). The exact solution dictates that (ts),_1 = 1 and (iedayj = 2 a the uses ajacont to the interface producing an O(3) vate of SPACE jy equation 19, while all the other term of the (age form SPOCK re entially so and approtmate the lea second derivative, Ina more general situation, the terms ofthe form “24k will be O(1) and approximate the nonzero second derivative, while the Seg OE eran ie atill O(GL). Sine the scout emt it de fined across the interface, the eed term is not well defined. "This time only one term ofthe form of equation 19 involves differencing cross the interface. It enn be wetton a8 (ube Oday Sep ey (co) ‘with the “4% superscripts emphasizing the domain, ‘This equation sufars from the mixing of terms fom diferent douaine aud should be replaced by ey where the "signs are used for instead ofthe 4" signs for 0, i this is the equation for ue which has previously been assumed to be in S- Writng the derivative jump condition at faxes implies that (ut), (olf, Mesding to (woitgg 1) - ony. arenes (2) 10where the modied “A794 erm is Of) istead of OC) In general, ue} = b(zr) where zp is the interface location and by = fag) and dyer = bays) cam be used to define Feldeesl + beerldel fe Mba el o as the jump atthe intrfaco with ( (arty — tr) = oe Moby a) ey o eH replacing equation 22 Finally consider both jump conditions, [up = a(zr) and [ule = Bler) Combining equations 17, 18, and 24 gives (cosa) = (a) ~_ =f 2) and Ce Jee 0 In @* go that the unit normal pints from 0 into G+. Since A 1, one can write ty = tan? and [Bur = [Bualent = rr). Moreover, [Sua]e = Blea! 15point i, one ean write a linear equation of the form Ping (Mae) — fog (SS) 1g pe ry = fo Phae ) ‘and assemble the system of linear equations into mstrix form. Bach fy is evaluated based on the side ofthe interface that 2g and xe, lie on. If 24 and 1 lie on opposite sides of the interface, then Fg, i defined along the lines of equation 48 and equation 88. Fist define g and 4 equal to ‘tho values of gi and gs1 in the obvious fashion, then A, i defined as Ste er} +164) Bree ail Consider the let arm ofthe stencil, 5, the line segment connecting 25 and 21-1. [both $y <0 and 4y-1 $0 or both > Oand 4-1 > 0, then Otherwise, define o= Heal (63) Taleo ty auld 046) on = He on and ine bl 8) Tai Tal where the normal i calculated at each geid node using contral differencing If dy <0 and i-1 >0, then Bajo _thayhnd i Fegen Beye Po eae Foe (=) nteewisef> and ps 0 hen pee FAO Bese wy (aay pee 16Next consider the right arm of the stencil, Le. the line segment connact- ing x: and ziys. IE both gi <0 and igs <0 r ifboth gr > O and ges > 0, Otherwise, define eel ° Vel + led cD — tilburn| + ac4altul ar Teil + Foil c ad _tlval +m eI ETT © where the normal is caleulated at each grid node using central diferening, ed <0 and gga > 0, then (e otherwise iy > O and gs < Othe x ager Biyybr® Fl -- a eae (65) 3.2 Two Dimensions Consider the two dimensional Poison equation (Bus) + (iy), = H(A) (66) vith interface juanp conditions up = afr) and [ughe = normal is N= (nl,n8) with @ <0 in and ¢ > O in 2 implying that the nit normal point from {into ‘The normal and tangential derivatives cas be defined in orm of yy and Wa tetany? on and (63) Wwrespectively. Then (69) (a0) follow directly from equations 67 and 68. Multiplying equations 67 and 68 by and taking the jump across the interface leads to (Bune = [eet + [Big n® cc) and gle = Palen? ~ Bugle? (2 noting that V is continuous across the interface. In the same fashion, (ule = (Bunhent + [Baglon® (13) and Bugle = (Buon? — [uot (74) can be obtained ftom equations 69 and 70. Suppose that (vale = ualen! (75) and [Bugle = [Bughrn? (78) ‘20 usd in plage of equations 73 and 74. While equations 75 and 76 axe {als in gonerl, they il led to an identity whem plugged nto equation 7 However, they lead to [Sue = O when plage ito equation 72. hat is, ations 75 and 76 allow one to cometly capture the jmp in the ner sal derivative while smeating out the jump in the tangential derivative More importantly, equations 75 and. 76 allow the derivative ump cond tion, Punlr = Hz), to be sowriten as two separate jump conditions, (Busle = D(Ze)n" and [iuylr = bernA, allowing a dimension by dimen. ‘sion application of the numerical mathod 8) fag hE RY and included in the linear system of equations. Bach fy, i evaluated band on the side of the interface that say and zayig le on. If zyy and {n41j lie on opposite sides ofthe interface, then g- and #* are at equal to the values of gis and desig in the obvious fashion, then fe. defined according to equation 55. Similarly, 8,4, i dafined according to xy and inet In addition, note that PP = PU; PM and PY = FH FP. ‘Consider the left arm ofthe stencil. the line segment connecting and ij. oth diy Oand dy-15 >0, thou P° 0, Otherwise, define a= 79 ap = tulicg| + 0:-ghbyl Taal F161 ca sud _fanbicisl + borsnl lhl alt Bal eo) ‘where the components of the normal are ealeuated at each grid point with contra differencing. If i,j <0 and gy > 0, then got Beam ® (As? ptde (a1) others if hy > Oand diy <0 then pin Pr Petal + (82) Gay * Fae CConsidor the right orm of tho stonil, Lo, tho Hn sogmment connecting aig and zya1y. Te both diy <0 and izrg <0 oF if both diy > O and rary > O,then F®=0, Otherwise, define (83)pw tslfesigl + ocrgldil * Teial # Ting Ce and Suga + ama all Z a sl Iengl © ‘wee the components of the nora at culated at each rid point with Central difeencng. If iy <0 and yng > 0 Hen Buysse | Biepsbnd OO ea Be ce otherwise if fag > Wand duyag $05 then yar Asggh pen Bataet Aan’ 6) (ah ~ BAe ‘Consider the bottom arm ofthe stencil ie. the line segment connecting is and 2ij-1. both dy < O and gj 1 S$ Oor if bath diy > O and fui > 0; then FP = 0, Otherwise, deine _ His ols isa a alge ougl dsl Teal # TB o and Barba samy ul e Tis Foal ce ‘where the eompouents of the normal ae calculated at each grid point with contra diferencing. If iy <0 and 4-1 > 0, then (on otherwise if gj > O and gij-1 <0, thon Prayer, Bas-pbrt (aut Bey ” »Consider the top arm of the stencl, Le. the line segment connecting 3 tnd jp Hath iy SO and jos $Ooriboth 45> Dard des > 8, thon Fo, Othorn ie, detine os) _ tuldigeil + ejeldish Tul gl a and agnylseal + Bassam sll Tisai Ty al ) ‘whore the components of the normal are calculated at each grid point with central diferencing. If fj <0 and gij41 > 0, then Prgepor | Fig ybr® (96) (aur * Bray otherwise if fy > O and 41 £0, then 7) 3.8 ‘Three Dimensions Consider the the dimensional Poisson equation (hie)y + (Btty)y + (Pus) = HE) (98) ‘ith interface jump conditions, ole = afr) and [Bune = Wr) ‘The unit orm s 8 = (ly) with @ <0 a." and g >On 2 implying Chat the unit oral puts fom 0 ato “The normal derivative is deine by, tig = wan! aya +n? (9) Teaing to {Ovale= [Buslen! + [Bugon? + fen? (200) aince W ie continuous across the interface. Note that (Buele = (Sule n?, [Pugin = (Buse, and [Pua = [Bunlrn® ane not identities, but they do Tead to the correct jump condition on the norinal derivative when plugerl into equation 100, although the tangential derivatives are smeared out. Rewriting [Bualr = H(z) as three separate jump conditions, (fuglr = bfec)n', [Bugle = {ae)n?, and [Buslr = HGir}n® allows the three dimen- sional numerical method ta be applied ina dimension by dimension fashian (01) Sig t PREVA FS for the grid point (jh). ‘The remaining details are left to the reader, noting that they are straightforward extension of the two dimensional discretization.4 Examples 4.1 Example 1 Here we consider two examples that were discussed earlier inthe text. Con- der sag — 00m (0,3) with (0) ~ O ad (1) ~ 2. Th Interface ix Located at ¢= 5 with [o] = 1 and [ve] = 0. Figure I shows the solution computed 100 grid points plotted on top of the exact solution of u= to the lft Sand w= ++ 1 to the right of x = 5. In igure 2, the boundary conditions and jump conditions azo changed to w(0} = 0, (1) = 1% [ol ‘and [u,) = 1. Once again the solution was computed with 100 grid points ‘and plotted on top of the exact solution of u = to the let of = = 5 and t= 22 ~.5 to tho right of 2 = 5, Note the erisp representation of the interface characteristic of the GPM with wo numerical searing 4.2 Example 2 Consider (Buz}e = f(2) on [0,1] with u(0) = 0 and u() = 0. The interior region i defined by Jz — 45] <_15 with the unit normal pointing from the interior region to the exterior region, On the interior region 6 Je) = (Bz! — 4Je™™* while on the exterior region 8 = 1 and f(z) 2 = 3, ful = eM and [Bug] = —1.26-® while at 2 = 6, fe) snd [Bu] = 2.4e~%*, Figure 8 shows the solution eomputed vith 100 gpd points plotted on top of the exact solution of u(2) = e** on the interior ‘region and u(2) = 0 on the exterior region, 3 Example 3 Consider ¥- (2x) = f(a,u) in two spatial dimensions on (0, 1] x0, 1] with the interfce defined by the circle (x ~ 0.57 + (y ~ 05)? = 25° with an ‘outward pointing normal vector, N = (z—2,4y~2). As an exact soltion, ‘ufz,y) =e" on the interior ofthe circle and u(x, y) = 0on the exterior of the cirle withthe appropriaze Dirichlet houndary conditions. = 2 with f(@,y) = 8(02 + y?— Ie" on the interior of the ezele and, with J(e,y) = 0 on the exterior of the circle. "The jump conditions are [ale aun (in) ~ 82? $29? —a— ye, Piguet shows the ‘numerical solution with 61 grid points in each diction and ‘Table 1 shows the revue of numerical accuracy tests 2%44 Example 4 ‘Consider V-(8u) = (22) in thre spatial dimensions on (0,1 (0,1) [0.1] with the interface defined by the sphere (x ~0.5)* + (y ~ 05)? + (=~ 05)? = 27 with an outward pointing normal vrtor, N= (42 ~ 24y — 24e—2). An nt exact oluthiny ufo, aye) =e??? on oe abe Of ae sphere and (sy.2) — on the exterior of the sphere with the appropiate Disichlt boundary conditions. 9 = 2 with J(2,y,2) = Slat +y! + =~ DeF-F-F on the interior of the ephere and f= 1 with f(a,u,2) = O on fh xe fh pee The jm condos wm = fn (ug) = (2a? 4 298 +26? —g —y~ sen?" Figure 6 shows the {ia,y,2"= A) evensecton of th the numerical slation with 6 gr points in each direction and Table 2 shows the results of numerical accaracy eats fon the two dimensional sie of data 4.5 Example 5 "This example was taken from (10). Consider Au = 0 in two spatial dimen- sions on [1,1] [1,1] withthe interface defined by the cece 22+ = 5 ‘with an ontward pointing normal vector, N’ = (22,2y). A8 an exact aohu- tion, u(z,y) = 10m the interior ofthe circle and (zy) = 1-+nQ2Ve™ FF) fon the exterior of the cirele with the appropriate Dirichlet boundary cond- tious. ‘The jump conditions are a] = 0 and (ua) = 2. Figute 6 shows the ‘numerical soltion with 61 grid points in each direction and Table 3 shows the results of mumerical accuracy tess 4.6 Example 6 "This example was taken from {10}. Consider 4 = 0 in two spatial dimen: sions on [-1,1]*[-1 1} with the interface defined bythe eicle22+ y= 5* ‘with an outward pointing normal vector, = (2z,2y). As anexact solution, u(y) = ecos(y) on the interior ofthe cirele and u(x,y) = O-0n the exte- ‘lor ofthe circle withthe appropriate Dirichlet boundary conditions. ‘The jump conditions are [a] = ~e* cosy) and [ua] = 2e"(ysin(y) ~ era) Figure 7 shows the numerical solution wth 61 gid points in each direction ‘a Table 4 shows the results of mumerical accuracy tests4.7 Example 7 “This example was taken from [10}. Consider Ou = 0 in two spatial dimen- sions on (1, 1} x [1,1] with the interface defined by the ice x?+y2 = 5 with an outward pointing normal vector, N = (2z,2y)- Avan exact solution, ‘u(ayy) = 2? yom ti asin of Uv ite alu) ~ 0.0m the exterior ‘of the eirle with the appropriate Dirichlet boundary conditions. The jump ‘conditions are fu) = y?— 2" and [ty] = Aly? ~ 2°). Figure 8 shows the ‘numerical solution with 61 grid point in each diction and Table 5 shows the renults of numerieal accuracy tests 4.8 Example § "This example was taken fom [11], Consider V (Vu) = (2,9) in two spatial dimensions on [—1,1] {1,1} The interface it dined by the cok lection of points (2(0) y(6)) where 2(0) = 2V5 + (3 + 2sin($0) eon), (6) = V5 + (5+ 2sin(S0)sin(0, 0 € (0,2r) and the unit normal LN = (nym); i asd to point from the interior region to the exterior region. As an exact solution, u(z,y) = 27+? onthe iferior region and ulzyy) = 1(a? +92}? ~ 1 inf2/a? + a2) on the exterior region with the fppropriato Divichlet boundary conditions. |= 1 with (2,9) ~ 4 on the Interior region and = 10 with f(a, y) = 16(=? + 2) on the exterior region ‘Tho jump conditions ae fo} = (e+ 92)? 01 nf a+) ~ (=? +9?) and (i) = AGE? +92) ~ e492)" = 2)(am tna). Pigute 9 shows the "nvmercal solution with 61 grid point in each direction ant Table 6 shows the reals of sxmericl accuracy tet 4.9 Example 9 ‘This example was taken ftom [11]. Consider J (80u) = f(x) in two spatial dimensions on [-1,1] [0,8]. The interface is defined by the eo: lection of points (2(0),y(0)) where x(@) = .6os(0) ~ 3¢os(36), y(@) = 15 + Tsin(0) ~ OTsin(S0) + 2sin(70}, 0 € [0,2n), and the unit normal, N= (njynz) is assumed to point from the interior region to the exterior re sion, As'an exact solution, u(z,y) = e(e sity) + v2) on the interior region fnd u(x, y) = (2! +1") om the exterior region with the appropriae Ditich- let boundary conditions, = 1 with f(x,y) = e*(2-+y#-+2sin(y)+4rsin(y)) fon the interior region aud 10 with f(z,y) = ~A0 on the exterior ro- sion. "Tho jump conditions are [a] = ~(2" + y*) ~ ef(2"sin(y) +y2) and [ug] = (-202—eF (22 +20) sin(y) +y?)) ng +B —e(2?com(y) +2y))ma 25Figure 10 shows the numerical solution with 61 grid points inthe s-dreetion| and 91 grid points in the ydivection. Table 7 shows the results of the mi- merical accuracy testsSP sea Tein O20 ar Pa aa Ton tet — Poe [tors — [ioe —rores —[s-|—nnnse — oa a ae [ea [air [ Pare [ae oe Oo Ce air Set Tams ties — [wer [Pres | cor | — tor — to banat —fosr | tars Par} — wane vat Santt ost tues | — eon “ae Se me a0 [aie | Poe [ae | aT aoe Sa Ta arse [ot — [car | — toes — Po ‘ar — [ar | — wan —[ oar | —noter— a os VV Tables 2g [Sw RU ale [ae ae | Pe 2 ae a Ta es ee often om} ono [teem Lo tt —Pooe | — omnes | — ssf a FF arn [oe [Pa Yor | Tr 00 TS SE seme a a oss — Lar} ene — ae | — sr Hef taf oar |— tans —[ ar | torr ee ante ”Be Teac Polar | Dae aU | adr ee Wo cI “et To 5 Sores Po “eae — on [a oases is ses os oa “Table 6 2 ae ae ee TST Tb Ta E ‘xs st abeigure 1: was =O (0) = 1, [ue] =0 2%Figure 2: use = 0; fu) =O, [ue] = 1Figure &: One Spatial Dimension, V -(80u) = f(a), a] £0, fa] #0 atFigure 4: ‘Two Spatial Dimensions, V-(80w) = feu), (uJ #0, Pa] #0 2Figure 5: Three Spatial Dimensions (Cross-Section 1) = Ie oe (Cross-Section), V- (Bu) = f(e,¥,4), 33Figure 6: Two Spatial Dimensions, Aw =O, = 0, [ug] 40Figure 7: Two Spatial Dimensions, A = 0, [a] £05 [ua] #0Figure 8: Two Spatial Dimensions, Aw =0, fu £0, [a] #0 36Figure 9: Two Spatial Dimensions, V- (Va) = /(2,2), (u] £0, [ua] #0 a7igure 10: Two Spatial Dimensions, V-(3Vu) = fey); fal # 0, [Buy] #0 38References |i} Brackbil .U., Kothe, D.B. and Zemach, C., A Continwum Method Jor Modeling Surface Tension, J. 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