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Engineering Applications of Computational Fluid

Mechanics

ISSN: 1994-2060 (Print) 1997-003X (Online) Journal homepage: https://www.tandfonline.com/loi/tcfm20

A simple and efficient outflow boundary condition


for the incompressible Navier–Stokes equations

Yibao Li, Jung-II Choi, Yongho Choic & Junseok Kim

To cite this article: Yibao Li, Jung-II Choi, Yongho Choic & Junseok Kim (2017) A
simple and efficient outflow boundary condition for the incompressible Navier–Stokes
equations, Engineering Applications of Computational Fluid Mechanics, 11:1, 69-85, DOI:
10.1080/19942060.2016.1247296

To link to this article: https://doi.org/10.1080/19942060.2016.1247296

© 2016 The Author(s). Published by Informa Published online: 07 Nov 2016.


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ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS, 2017
VOL. 11, NO. 1, 69–85
https://doi.org/10.1080/19942060.2016.1247296

A simple and efficient outflow boundary condition for the incompressible


Navier–Stokes equations
Yibao Lia , Jung-II Choib , Yongho Choicc and Junseok Kimc
a School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, PR China; b Department of Computational Science and Engineering,
Yonsei University, Seoul, Republic of Korea; c Department of Mathematics, Korea University, Seoul, Republic of Korea

ABSTRACT ARTICLE HISTORY


Many researchers have proposed special treatments for outlet boundary conditions owing to lack Received 28 February 2016
of information at the outlet. Among them, the simplest method requires a large enough compu- Accepted 8 October 2016
tational domain to prevent or reduce numerical errors at the boundaries. However, an efficient KEYWORDS
method generally requires special treatment to overcome the problems raised by the outlet bound- Inflow–outflow boundary
ary condition used. For example, mass flux is not conserved and the fluid field is not divergence-free condition; marker-and-cell
at the outlet boundary. Overcoming these problems requires additional computational cost. In mesh; incompressible
this paper, we present a simple and efficient outflow boundary condition for the incompressible Navier–Stokes equations;
Navier–Stokes equations, aiming to reduce the computational domain for simulating flow inside a projection method
long channel in the streamwise direction. The proposed outflow boundary condition is based on
the transparent equation, where a weak formulation is used. The pressure boundary condition is
derived by using the Navier–Stokes equations and the outlet flow boundary condition. In the numer-
ical algorithm, a staggered marker-and-cell grid is used and temporal discretization is based on a
projection method. The intermediate velocity boundary condition is consistently adopted to handle
the velocity–pressure coupling. Characteristic numerical experiments are presented to demonstrate
the robustness and accuracy of the proposed numerical scheme. Furthermore, the agreement of
computational results from small and large domains suggests that our proposed outflow boundary
condition can significantly reduce computational domain sizes.

1. Introduction
computational domain for simulating flow inside such
Microfluidics, which is mostly in a low Reynolds number a long channel in the streamwise direction. For the
flow regime according to its velocity and length scales, inlet boundary conditions, Han, Lu, and Bao (1994)
offers fundamentally new capabilities for the control of performed a comparative study with different types
concentrations of molecules in space and time (White- of boundary conditions at the inlet and found that a
sides, 2006). There is also much research into sophis- parabolic profile is simple but suitable for describing the
ticated three-dimensional hydrodynamics and pollutant inflow conditions. However, many researchers (Dong,
modelling (Chau & Jiang, 2001, 2004; Epely-Chauvin, Karniadakis, & Chryssostomidis, 2014; Guermond &
De Cesare, & Schwindt, 2014; Gholami, Akbar, Mina- Shen, 2003; Hagstrom, 1991; Halpern, 1986; Halpern &
tour, Bonakdari, & Javadi, 2014; Liu & Yang, 2014; Wu & Schatzman, 1989; Hasan, Anwer, & Sanghi, 2005; Hed-
Chau, 2006). Thus, microfluidics has become important strom, 1979; Jin & Braza, 1993; Johansson, 1993; Jor-
for many lab-on-a-chip applications such as enzymatic dan, 2014; Kim & Moin, 1985; Kirkpatrick & Arm-
kinetics (Pabit & Hagen, 2002), protein folding (Gam- field, 2008; Lei, Fedosov, & Karniadakis, 2011; Liu, 2009;
bin, Simonnet, VanDelinder, Deniz, & Groisman, 2010), Mateescu, Munoz, & Scholz, 2010; Ol’shanskii &
single molecule detection (De Mello & Edel, 2007), and Staroverov, 2000; Poux, Glockner, Ahusborde, & Aza-
flow cytometry (Mao, Lin, Dong, & Huang, 2009; Wang ïez, 2012; Poux, Glockner, & Azaïez, 2011; Regulagadda,
et al., 2005; Yun et al., 2010). The aspect ratio of a Naterer, & Dincer, 2011; Rudy & Strikwerda, 1980; Sani
typical micro-channel is very large. Therefore, intro- & Gresho, 1994; Sani, Shen, Pironneau, & Gresho, 2006;
ducing proper inflow and outflow boundary conditions Sohankar, Norberg, & Davidson, 1998; Thompson, 1987)
in numerical computations allows us to use a reduced have proposed special treatments for outlet boundary

CONTACT Junseok Kim cfdkim@korea.ac.kr. Homepage: http://math.korea.ac.kr/ ∼ cfdkim


© 2016 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use,
distribution, and reproduction in any medium, provided the original work is properly cited.
70 Y. LI ET AL.

conditions owing to the lack of information at the outlet. especially for low Reynolds number. A pressure bound-
Four different types of boundary conditions – Dirich- ary condition is also proposed to match with the
let (Han et al., 1994), Neumann (Kim & Moin, 1985; Navier–Stokes equation. In the numerical algorithm, a
Kirkpatrick & Armfield, 2008), convective (Ol’shanskii & staggered marker-and-cell grid is used and temporal dis-
Staroverov, 2000), and nonreflecting (Jin & Braza, 1993) – cretization is based on a projection method. The interme-
are widely applied to describe flow conditions at the diate velocity boundary condition is consistently adopted
outlet. for handling the velocity–pressure coupling. Character-
Dirichlet and Neumann boundary conditions have istic numerical experiments are presented to demon-
been widely used for outflow conditions. A Dirich- strate the robustness and accuracy of the numerical
let boundary condition with a velocity profile (e.g. the scheme. Furthermore, the agreement of computational
Poiseuille profile in a channel) requires pre-knowledge results from small and large domains suggests that our
of the flow conditions at the outlet for specifying the proposed outflow boundary condition can significantly
velocity profile explicitly, while this naturally provides reduce computational domain sizes.
a global mass flux balance. A Neumann boundary con- The paper is organized as follows: in Section 2, velocity
dition does not need pre-knowledge of the flow con- and pressure boundary conditions for an incompressible
ditions; however, it requires a large enough computa- Navier–Stokes equation are presented. Section 3 outlines
tional domain to prevent or reduce numerical errors the numerical method. Section 4 provides a variety of
at the boundaries. Because of this requirement, addi- results. Finally, our conclusions are given in Section 5.
tional computational cost is expected for applying a
Neumann boundary condition. To overcome the limi-
tations of Dirichlet and Neumann boundary conditions 2. Governing equations and boundary
at the outlet, a convective boundary condition is often conditions
used for the outflow boundary condition. Ol’shanskii and The non-dimensional Navier–Stokes equation and the
Staroverov (2000) proposed a convective boundary con- continuity equation for time-dependent incompressible
dition that is based on a first-order advection equation viscous flows can be written as
(Halpern & Schatzman, 1989) and a scaling method
(Hagstrom, 1991). Typically, the advection velocity is ∂u 1
assumed to be a constant or have a Poiseuille profile, but + u · ∇u = −∇p + u, (1)
∂t Re
is somewhat arbitrary. Therefore, the advection veloc- ∇ · u = 0, (2)
ity should be supplemented by a correction velocity at
each time step to conserve mass flux. Nevertheless, once
mass flux has been kept as a constant, the convective where Re = ρUL/μ is the Reynolds number, ρ and μ are
boundary condition becomes a fixed Dirichlet bound- fluid density and viscosity, respectively, U and L are char-
ary condition. Another effective method derived from acteristic velocity and length scales, respectively, p(x, t)
a wave equation is the nonreflecting boundary method is the pressure, u(x, t) = (u(x, t), v(x, t)) is the veloc-
(Hedstrom, 1979; Jin & Braza, 1993; Johansson, 1993; ity, where u and v are its components in the x- and
Rudy & Strikwerda, 1980; Sani & Gresho, 1994; Thomp- y-directions, respectively, x = (x, y) are Cartesian coor-
son, 1987), which performs well to minimize the spurious dinates on the domain  ⊂ R2 , and t is the temporal
artifacts at the outlet. This kind of model is suitable for variable.
 The domain boundary consists of ∂ = ∂wall
wake and jet flow with moderate and high Reynolds num- ∂in ∂out , where ∂wall , ∂in , and ∂out are the
bers. Recently, Dong et al. (2014) proposed an efficient wall, inlet, and outlet boundaries, respectively. Here, the
outflow boundary condition that can allow for the influx velocities on the boundary are defined as
of kinetic energy into the domain but prevent uncon- ⎧
trolled growth in the energy of the domain. To decouple ⎪
⎪ u|∂wall is zero,


the pressure and velocity computation, they developed ⎨u| is a given function,
∂in
a rotational velocity-correction type strategy. The pro- u|∂ =

⎪u|∂out is computed by an outflow
posed method is efficient and can maximize the domain ⎪

⎩ boundary condition.
truncation without adversely affecting the flow physics
and enable simulations even with much higher Reynolds
number. Figure 1 shows a schematic representation of the
In this paper, we propose an efficient and simple trans- inflow–outflow conditions. For simplicity of exposition,
parent boundary condition to simulate channel-type we shall describe the inlet and outlet in the x-direction.
flows efficiently without trivial boundary treatment, The other directions can be similarly defined.
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 71

of Equation (6):

  
u dy u dy
∂out ut dy ∂out ∂in
U= =  t
=  t
.
∂out ux dy ∂out ux dy ∂out ux dy
(7)

However, when the inflow is a steady flow, the con-


stant flow rate at the inlet can lead to a zero velocity
U at the outlet. Thus, the outflow boundary condition,
Equation (6), will reduce to a Dirichlet boundary condi-
tion, i.e. ut = 0. It should be noted that, for unsteady flow,
Figure 1. Schematic illustration of inflow–outflow boundary
conditions.
the outflow is clearly not constant. Sohankar et al. (1998)
also proposed to set U as a convective velocity but to add a
correction velocity to guarantee the balance between the
2.1. Velocity boundary conditions inlet and outlet at each time step. The correction veloc-
ity is a constant over the entire outlet and is zero when
At the inlet, the boundary condition can be chosen based the outflow reaches a steady state. However, the choice of
on the physical problem. In our paper, we consider inflow the convective velocity is somewhat arbitrary. Note that,
parallel to the wall. Thus for ∂in , we use the following in this approach, to compare with other boundary condi-
boundary condition: tions, we will perform several tests by using a convective
boundary condition. The chosen convective velocity U
u = û(y, t) and v = 0, (3) is a constant Poiseuille profile when the outflow is in
the steady state; otherwise, it will be computed by using
where û(y, t) is a given x-directional inflow velocity func- Equation (7).
tion. Jin and Braza (1993) developed a nonreflecting The fluid flow at low Reynolds number is gener-
outlet boundary condition for incompressible unsteady ally characterized by smooth and constant fluid motion
Navier–Stokes calculations: because viscous forces are dominant. Therefore, we can
assume that the flow is only moved by the convection and
1 1 that its main direction is normal to the outflow boundary.
ut + uux − uyy = 0 and vt + uvx − vyy = 0.
Re Re The first assumption implies that the transparent bound-
(4)
ary condition ut + u · ∇u = 0 is satisfied and the second
assumption implies v = 0 because the outflow boundary
Halpern and Schatzman (1989) proposed the convective is perpendicular to the x-direction in our paper. There-
boundary conditions fore, to simulate the fluid flow at low Reynolds number
without trivial boundary treatment, we propose to use a
ut + U · ∇u = 0, (5) simple and efficient transparent boundary condition:

where U(x, t) = (U(x, t), V(x, t)) is a known flow. ut + uux = 0 and v = 0. (8)
Ol’shanskii and Staroverov (2000) proposed a simple con-
vective boundary condition: These conditions are admissible provided that the out-
let boundary is not located quite nearby the downstream.
ut + Uux = 0 and v = 0. (6) Note that in solving the incompressible Navier–Stokes
equations at the inflow and outflow boundaries, both
the velocity-divergence and the velocity–pressure forms
The computed velocity U is supplemented by a correc-
should be considered to balance the mass flux. This is also
tion velocity to balance the mass flux, i.e.
a new aspect of this paper. The form (8) may suffer from
  some numerical difficulties, which will be described in
u dy = u dy. Section 3.1. Thus, by using the divergence-free condition
∂in ∂out ∇ · u = 0, we can rewrite Equation (8) as

The function U is formally chosen as constant or as a ut + uux = ut + uux + u(ux + vy )


Poiseuille profile. If the outlet flow is unknown, the veloc-
ity U can be calculated by taking the integral of both sides = ut + (u2 )x = 0 and v = 0. (9)
72 Y. LI ET AL.

2.2. Pressure boundary conditions


Taking the inner product of both sides of Equation (1)
with n, which is the unit normal vector to the domain
boundary, we obtain

1
n · ∇p = n · −ut − u · ∇u + u . (10)
Re
On ∂wall , we get
n · u
n · ∇p = . (11)
Re
Here we have used the no-slip boundary condition, i.e.
u = 0. On ∂in , by using Equation (10), we get
Figure 2. Velocities defined at cell boundaries and the pressure
1
px = −ut − uux − vuy + (uxx + uyy ) field defined at the cell centres.
Re
1
= −ût + ûyy . (12)
Re discretized equations in time with a projection method
(Chorin, 1968):
Here, we have used the inflow boundary condition (3).
For the outlet boundary, by substituting Equation (8) into
un+1 − un 1
Equation (10), we get = −(u · ∇d u)n − ∇d pn+1 + d un ,
t Re
1 (14)
px = (uxx + uyy ). (13)
Re ∇d · un+1 = 0. (15)
Thus, the pressure boundary condition is directly
derived by using the Navier–Stokes equation and out- Here, ∇d and d denote the centred difference
let flow boundary conditions. The pressure condition approximations for the gradient and Laplacian operators,
is mainly balanced with the viscous stress terms at the respectively:
boundary. All the pressure boundary conditions are of pi+1,j − pi,j pi,j+1 − pi,j
Neumann type. Thus, the method used with the projec- ∇d p = , ,
h h
tion method would be convenient and simple. It is note-
d u = (d ui+ 1 ,j , d vi,j+ 1 )
worthy that the present form of the pressure boundary 2 2

condition is more plausible because the flows in microflu- ui+ 3 ,j + ui− 1 ,j + ui+ 1 ,j+1 + ui+ 1 ,j−1 − 4ui+ 1 ,j
idics are mostly viscous dominated. For high Reynolds = 2 2 2 2 2
,
h2
number flows, the pressure boundary condition becomes 
vi,j+ 3 + vi,j− 1 + vi+1,j+ 1 + vi−1,j+ 1 − 4vi,j+ 1
a homogeneous Neumann boundary condition. This is 2 2 2 2 2
.
because the viscous term (uxx + uyy )/Re is negligible. h2

The outline of the main procedure in one time step is


3. Numerical methods
as follows.
We use a staggered grid, where the pressure field is
stored at cell centres and velocities at cell interfaces (see Step 1. Initialize u0 to be the divergence-free velocity
Figure 2). Let h be a uniform mesh spacing. The centre field.
of each cell, ij , is located at (xi , yj ) = ((i − 0.5)h, (j − Step 2. Update un+1 and n · ∇d pn+1 on the entire
0.5)h) on the computational domain  = (0, Lx ) × boundaries. The computational details will be
(0, Ly ), for i = 1, . . . , Nx and j = 1, . . . , Ny . Nx and Ny given in Section 3.1.
are the numbers of cells in the x- and y-directions, respec- Step 3. Solve an intermediate velocity field ũ without the
tively. The cell edges are located at (xi+ 1 , yj ) = (ih, (j − pressure gradient term,
2
0.5)h) and (xi , yj+ 1 ) = ((i − 0.5)h, jh).
2
At the beginning of each time step, given un , we ũ − un 1
= −un · ∇d un + d un . (16)
want to find un+1 and pn+1 by solving the following t Re
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 73

Step 4. Solve the Poisson equation for the pressure, of the convective terms in Equation (9). The discretized
form can be written as
1
d pn+1 = ∇d · ũ.
t  n 
(17)
t
un+1 1 = unN 1 − (uN + 1 ,j )2 − (unN − 1 ,j )2 ,
Nx + 2 ,j x + 2 ,j h x 2 x 2
The resulting linear system of Equation (17) (21)
is solved using a multigrid method. Note that
Equation (17) is derived by applying the diver- where we used v = 0 on the outflow boundary condi-
gence operator to Equation (18): tion. For the pressure boundary condition, we discretize
Equation (12) on ∂in as
un+1 − ũ
= −∇d pn+1 . (18)
t un+1 − un1 un1 + un1 − 2un1
1
2 ,j 2 ,j 2 ,j+1 2 ,j−1 2 ,j
It should be pointed out that, to find the solu- pn+1
x 1 ,j =− + . (22)
2 t h2 Re
tion for pressure in Equation (17), we should
know the boundary condition of the intermedi- At the wall, without loss of generality, we only describe
ate velocity. Our proposed intermediate velocity the pressure in the y-direction. Discretizing Equation (11),
boundary condition is described in Section 3.2. we can get
Step 5. Update the divergence-free velocity,
vn + v n 3 − 2v n 1 vn + vn − 2v n 1
un+1 = ũ − t∇d pn+1 . (19) i,− 21 i, 2 i, 2 i+1, 21 i−1, 21 i, 2
pn+1
yi, 1 = 2
+ 2
.
2 h Re h Re
These steps complete one time step. For more detail, (23)
see Li, Jung, Lee, Lee, and Kim (2012). In this study, we
focus on introducing efficient outflow boundary condi- Since the no-slip boundary condition is used at the wall,
tions and pressure boundary conditions. we can get vi,1/2 = 0. Meanwhile, on the staggered grid,
vi,−1/2
n can be simply computed as −vi,3/2n to match
the no-slip boundary condition. Thus in our approach,
3.1. Boundary conditions for velocity and pressure Equation (11) can be reduced to
gradient
In this section, we will give detailed descriptions of n · ∇pn+1 = 0.
boundary conditions for the velocity and pressure gra-
dient on the entire boundary. First, we will consider For ∂out , the pressure boundary condition can be
the velocity boundary condition. The velocities un+1 discretized as
on ∂in and ∂wall are given as a known function
and zero, respectively. The outflow boundary condition un + un − 2un
Nx + 12 ,j+1 Nx + 12 ,j−1 Nx + 12 ,j
Equation (8) can be discretized with an upwind scheme as pn+1
xN + 1 ,j =
x 2 h2 Re
un+1 1 = unN + 1 ,j − tunN + 1 ,j ūnx 1 . (20) 2un − 5un + 4un − un
Nx + 2 ,j Nx + 12 ,j Nx − 21 ,j Nx − 32 ,j Nx − 25 ,j
x 2 x 2 Nx + ,j2 + .
h2 Re
Here ūnx is computed using the upwind procedure: (24)
i+ 21 ,j

⎧ n Note that, since there is no information for uNx + 3 ,j , we



⎪ u 1 − un 1 2


i+ 2 ,j i− 2 ,j
if un > 0, use a second-order one-sided approximation to uxx .
⎨ i+ 12 ,j
h
ūnx 1 =
i+ ,j ⎪ un 3 − un 1

2

⎪ i+ 2 ,j i+ 2 ,j 3.2. Boundary condition for intermediate velocity
⎩ otherwise.
h
Since we have used the projection method to discretize
Note that Equation (19) yields un+1 1 = 0 when the time-dependent incompressible Navier–Stokes
Nx + 2 ,j equation in time, it is necessary to define the bound-
un 1 = ūny = 0 for every j = 1, ..., Ny . This means ary condition for the intermediate velocity field. In our
Nx + 2 ,j N 1
x + 2 ,j
that, once u is zero at the boundary, u will always be zero. approach, we can directly compute u∗ . Since we have cal-
To avoid this trivial case, we use the conservation form culated un+1 and n · ∇d p in Step 2 of Section 3, we can use
74 Y. LI ET AL.

them straightforwardly. From Equation (19), we have domain boundary as


ũ = un+1 + t∇pn+1 . (25)
n · ũ = n · un+1 + tn · ∇d pn+1 . (32)
On ∂wall , we get
However, in that case the time step may be restricted
n · ũ = n · (un+1 + t∇d pn+1 ) = 0. (26) by numerical stability, since explicit time integration for
For the inflow boundary, by recalling Equation (19), the diffusion term is considered on the boundary. One
we have possible way to improve numerical stability is to replace
d un by d ũ in Equations (22)–(24) and substitute them
ũ 1 ,j = un+1
1 + tpn+1
x1 into Equation (32). After that, we can combine Equa-
2 2 ,j 2 ,j
tions (30) and (32) and find the solutions of the inter-
t
= un1 ,j + un1 + un1 ,j−1 − 2un1 ,j . (27) mediate velocity. Once ũ is known, we can straightfor-
2 h2 Re 2 ,j+1 2 2
wardly compute pn+1 and un+1 by using Equations (17)
Here, we have used the Dirichlet boundary condition and (19), respectively. Note that, in this paper, we use
for velocity and the homogeneous Neumann boundary Equations (14) and (15) so that we only need to solve
condition for pressure. On the outflow boundary, we Equation (17 ). However, if the Reynolds number is much
obtain smaller, implicit or Crank–Nicolson schemes should be
ũNx + 1 ,j = un+1 1 + tpn+1 considered. It should also be noted that the projection
x
Nx + 2 ,j Nx + 21 ,j
2 method on staggered grids has the property that an arbi-
trary boundary condition for the pressure gradient can be
= un+1 1 + t unN 1 + unN 1
Nx + 2 ,j x + 2 ,j+1 x + 2 ,j−1 used first, and then a corresponding boundary condition
can be provided for the intermediate velocity through
−2unN 1 /(h2 Re) + t 2unN 1
x + 2 ,j x + 2 ,j Step 5. The corresponding boundary condition should
certainly make the outflow satisfy its boundary condition.
−5unN 1 + 4unN 3 − unN 5 /(h2 Re).
x − 2 ,j x − 2 ,j x − 2 ,j
(28)
3.3. Mass flux correction algorithm
Thus, the intermediate velocity boundary condition is
consistently adopted for the velocity–pressure coupling. Undesirable mass flux loss in a global or local sense is
With different projection methods, the gradient pressure possible because of boundary singularities in a finite dif-
term (∇d p) is added (Kim, 2005; Kim & Moin, 1985; ference framework. The proposed outflow conditions will
Poux, Glockner, & Azaïez, 2011; Tseng & Huang, 2014) or leverage for unexpected mass flux loss by addressing the
subtracted (Chorin, 1968; Li, Jung, Lee, Lee, & Kim, 2012; coupling effect between pressure and velocity at the sin-
Li, Yun, Lee, Shin, Jeong, & Kim, 2013). Our proposed gular point (see the circle in Figure 3(a)). The centred dif-
method for the intermediate velocity will work well if ference approximation for the velocity in Equations (21)
∇d p is subtracted. For the other case, the intermediate and (28) at the singular point is not a good choice and
velocity boundary condition should be modified and can may lead to flux loss because of oscillation of the values.
be derived by using the intermediate pressure boundary Furthermore, the present boundary conditions require a
condition in a similar way. Next, we will briefly describe transient time to achieve mass balance, which will be dis-
the extension of our proposed method to an implicit cussed in the next section. Thus, we propose a simple
scheme for the momentum equation (1): correction algorithm to maintain the global mass flux.
The idea is summarized as follows.
un+1 − un 1
= −(u · ∇d u)n − ∇d pn+1 + d un+1 .
t Re Step 1. Update the velocity with the outlet boundary
(29) condition, ũ,
Then we decompose Equation (29) into two steps:
ũNx + 1 ,j = unN − t (unN )2
ũ − un 1 2
1
x + 2 ,j
1
x + 2 ,j
= −(u · ∇d u)n + d ũ, (30)
t Re
−(unN 1 )2 /h. (33)
x − 2 ,j
un+1 − ũ
= −∇d pn+1 . (31)
t
Step 2. Set un+1 1 =  ũNx + 1 ,j if ũNx + 1 ,j > 0, and set
Nx + 2 ,j 2 2
Since the boundary conditions for velocity and pres- n+1
sure gradient are known in Section 3.2, we can straight- u = ũNx + 1 ,j otherwise. Here,  can be
Nx + 21 ,j 2
forwardly compute the intermediate velocity values in the determined from the balance of mass flux
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 75

Figure 3. Schematic illustration of channels with (a) and without (b) a singular point in the outlet.

between the inlet and outlet, i.e. to 2 in the streamwise (x) direction and from 0 to 1 in the
Ny Ny normal (y) direction. The initial velocity field consists of
  random perturbations with a maximum amplitude of 2;
un+1
1 = un+1 1 . (34)
2 ,j Nx + 2 ,j that is, u(x, y, 0) = rand(x, y) and v(x, y, 0) = rand(x, y),
j=1 j=1
where rand(x,y) is a random number between −1 and
The following should be pointed out. 1. The inflow velocity is set as u(0, y, t) = 8(y − y2 ) and
v(0, y, t) = 0. A no-slip boundary condition is applied
(1) Our scheme satisfies the divergence-free condition at the top and bottom walls; i.e. (u, v) = (0, 0). It is
with the mass flux correction algorithm because well known that, at the beginning of a random veloc-
Equations (15) and (18) are used in the projection ity field, the wake gradually attains a steady state for a
method at every time step. low Reynolds number. At steady state, the shape of the
(2) Since the mass correction method also leads to flow is the same as that of the inflow. The evolution is
spurious velocities, our proposed outflow boundary run up to T = 7.813 with a time step of t = 4h2 . Here
condition does not require it if the outflow is parallel h = 1/64 and Re = 100 are used. Note that, although
to the wall (see Figure 3 (b)), because in this case the u0 does not satisfy the divergence-free condition, it con-
mass flux loss is much smaller, which will be shown verges rather quickly to a divergence-free velocity field in
in the next section. five time steps. It should be noted that, although when
(3) In the case of a singular point at the outlet, we begin with u0 the projection method used can obtain
the correction algorithm is applied after sev- a divergence-free velocity field in one time step, it will
eral take many more iterations to ensure that the l2 normal
 flow-through time periods t0 , which satisfies error of divergence of the velocity field is lower than
t0 ∂in u dy = αLx Ly . Here, α is the flow-through
time. In our approach, we set α = 3. This is because 1E-6. Therefore, to reduce the computational cost, we
transient flow fields may promote numerical insta- divided each time step process into five steps with sev-
bility. eral iterations. Figure 4 shows the evolution of parabolic
(4) In the case without a singular point at the out- flow. The results show that our method performs well
let boundary, we can use the mass flux correc- for simulating parabolic flow. To compare the velocity at
tion algorithm only once to save transient time, i.e. the outlet, in Figure 5(a), we show the results obtained
α = 1. by our proposed models with and without a flux cor-
rection algorithm, along with those of the convective
4. Numerical results model and the nonreflecting model. Here U is set as a
Poiseuille profile, since the outlet flow is known in this
In this section, to demonstrate the performance of our test. Furthermore, we calculate the discrete l2 -norm of
proposed scheme we perform several numerical exper- error, which is
iments for parabolic flow, convergence testing, unsteady 
N
flow in a channel, backward-facing step flow, and outflow  y

with a block on the outlet.  (uNx + 1 ,j − u 1 j )2 /Ny .
2 2
j=1

4.1. Parabolic flow


The errors are 8.49E-3, 8.48E-3, 1.07E-3, and 2.26E-2 for
The first numerical experiment is performed for para- our proposed models with and without a flux correction
bolic flow through a channel. The channel ranges from 0 algorithm, the convective model, and the nonreflecting
76 Y. LI ET AL.

Figure 4. Snapshots of velocity field at times t = 0 (a), t = 0.391 (b), t = 1.563 (c), and t = 7.813 (d).

Figure 5. Comparisons of our proposed models with and without a flux correction algorithm to the convective model and the nonre-
flecting model. (a) Velocity profiles at the outflow boundary position x = 2. (b) Flux loss rate, which is computed as the ratio of inlet to
outlet. Note the reason for the jump in flux rate: after three flow-through time period intervals, the fluid retains mass flux conservation
in our approach. Without a mass flux correction method, the mass flux will be conservative after more flow-through time periods.

model, respectively. These results indicate that the first Note that our correction algorithm is performed after
three models can efficiently emulate parabolic flow. The ⎛ ⎞
  Ny
reason for the failure of the nonreflecting model is that
t0 = αLx Ly ⎝ u1/2,j h⎠ = 4.5
it is derived from a wave equation and not for parabolic
j=1
flow. In Figure 5(b), we illustrate the flux loss rate, which
is computed by the ratio of inlet and outlet fluxes. As can before α = 3 is introduced. The jump in flux rate as
be seen, the convective model and our model satisfy flux shown in Figure 5(b) is due to the correction algorithm
conservation, whereas the nonreflecting model does not. after three time periods. The numerical jump disappears
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 77

later. It should be pointed out that, without the mass and is defined as
correction algorithm, our model also maintains flux con-
Ny
servation after more fluid exits the outlet boundary, 
Nx 

because our outflow boundary condition and pressure e22 = e2ij /(NxNy),
i=1 j=1
boundary conditions are defined by matching with the
Navier–Stokes equation. Unless otherwise mentioned, we and e∞ is a discrete l∞ norm, which is defined as
will not use our correction algorithm for the channels, e∞ = max(|eij |). Since we refined the spatial and tem-
which have no singular points. poral grids by factors of 4 and 2, respectively, the ratio
of successive errors should increase by a factor of 2. The
errors and rates of convergence obtained using these def-
4.2. Convergence test
initions are given in Table 1. The results suggest that
We next perform spatial and temporal convergence tests the scheme is almost second-order accurate in space, as
of the proposed method. To obtain the spatial conver- expected from the discretization.
gence rate, we perform a number of simulations with To obtain the convergence rate for temporal dis-
increasingly fine grids h = 1/2n for n = 5, 6, 7, and 8 on cretization, we fix the space step size as h = 1/64 and
the domain  = (0, 2) × (0, 1). The initial condition and choose a set of decreasing time steps t = 1.953E-3,
parameters are the same as in Section 4.1. It is easy to 9.766E-4, 4.883E-4, and 2.441E-4. The errors and rates
find that, at equilibrium, the constant pressure gradient of convergence obtained using these definitions are given
equals uyy /Re, i.e. 16/Re. Thus the equilibrium solution in Table 2. First-order accuracy with respect to time is
of parabolic flow is given by observed, as expected from the discretization.

u(x, y) = 8y(1 − y), v(x, y) = 0, and 4.3. Backward-facing step flow

p(x, y) = 16(1 − x)/Re. To examine the robustness and accuracy of the pro-
posed method, we consider a backward-facing step flow.
We then compare our results with the previous experi-
Observing the evolution, which is described in Section mental (Armaly, Durst, & Pereira, 1983) and numerical
4.1, we can see that the outflow reaches a steady state (Barton, 1997; Kim & Moin, 1985) results.
after t = 7.813. Thus, in this section, we also run the The backward-facing step geometry with channel
simulations up to T = 7.813. We define the error of the dimensions is shown in Figure 6. To verify the robust-
numerical solution on a grid as the discrete l2 -norm of ness of the proposed numerical scheme, we consider an
the difference between the numerical solution uh and the initial condition of a random velocity field on the compu-
exact solution, uexact : ehij = uhij − uexact
ij . The other terms tational domain  = (0, 12) × (0, 1). The inflow velocity
are defined similarly. The rates of convergence are defined is u(0, y, t) = max(24(1 − y)(y − 0.5), 0) and v(0, y, t) =
as the ratio of successive errors: log2 (eh 2 /eh/2 2 ) and 0. These are shown in Figure 7(a). The computations
log2 (eh ∞ /eh/2 ∞ ). Here e22 is a discrete l2 norm are performed with Re = 500, h = 1/64, and t = 5h2 .

Table 1. Error and convergence results with various mesh grids. t = 2h2 is used.
Grid

Case 64 × 32 128 × 64 256 × 128 512 × 256


u l2 -error 2.75E-2 7.747E-3 2.75E-3 5.607E-4
Rate 1.88 1.86 1.87
l∞ -error 5.900E-2 1.562E-2 4.167E-3 1.150E-3
Rate 1.92 1.91 1.86
v l2 -error 1.311E-3 3.147E-4 7.585E-5 2.162E-5
Rate 2.06 2.05 1.81
l∞ -error 2.292E-3 5.623E-4 1.399E-4 3.915E-5
Rate 2.03 2.00 1.84
p l2 -error 2.424E-2 6.888E-3 1.898E-3 5.163E-4
Rate 1.81 1.86 1.87
l∞ -error 4.438E-2 1.273E-3 3.445E-3 9.438E-4
Rate 1.80 1.89 1.87
∇d · u l2 -error 4.449E-3 1.212E-3 3.335E-4 9.132E-5
Rate 1.88 1.86 1.87
l∞ -error 5.090E-3 1.389E-3 3.827E-4 1.048E-4
Rate 1.87 1.86 1.87
78 Y. LI ET AL.

Table 2. Error and convergence results with various time steps. 64×128 is fixed.
t

Case 1.953E-3 9.766E-4 4.883E-4 2.441E-4


u l2 -error 7.744E-2 3.161E-2 1.598E-2 8.203E-3
Rate 1.29 0.98 0.96
l∞ -error 1.700E-1 6.622E-2 3.262E-2 1.667E-2
Rate 1.36 1.02 0.97
v l2 -error 3.547E-3 1.254E-3 5.982E-4 3.034E-4
Rate 1.50 1.07 0.98
l∞ -error 6.265E-3 2.260E-3 1.094E-3 5.602E-4
Rate 1.47 1.05 0.97
p l2 -error 5.003E-2 2.678E-2 1.459E-2 7.568E-3
Rate 0.90 0.88 0.95
l∞ -error 9.491E-2 4.829E-2 2.660E-2 1.378E-3
Rate 0.97 0.86 0.95
∇d · u l2 -error 6.273E-2 2.571E-2 1.301E-2 6.670E-3
Rate 1.29 0.98 0.96
l∞ -error 7.197E-2 2.950E-2 1.493E-2 7.654E-3
Rate 1.29 0.98 0.96

in Figure 8(b). Typically, wall shear stress can be used


to identify the reattachment location; however, in our
computations, the wall shear stress is calculated very
nearly but not exactly at the wall. To obtain a more accu-
rate result, we numerically compute the reattachment
length Xrh by using the quadratic polynomial α = aβ 2 +
Figure 6. Schematic of a flow over a backward-facing step.
bβ + c with three given points, (xm , y3 ), (xp , y2 ), and
(xq , y1 ) (see Figure 8(a)). Here m ∈ [i, i + 1], which satis-
fies ui−1/2,3 ≤ 0 and ui+1/2,3 > 0 for some integer i. Then
Figures 7(a)–7(d) show snapshots of the velocity field at xm is computed by the linear interpolation of nearby two
times t = 0, 1.465, 2.441, and 48.828, respectively. As can points, i.e. xm = (xi+1 ui−1/2,3 − xi ui+1/2,3 )/(ui−1/2,3 −
be seen, our model can simulate backward-facing step ui+1/2,3 ). Note that xp and xq are defined in a similar
flow well. fashion. Finally, approximating the quadratic polynomial
Plots of reattachment length at steady states with vari- α = aβ 2 + bβ + c, we can get Xrh = α β=0 . To compare
ous Reynolds numbers Re = 100, 200, . . . , 800 are shown the proposed algorithm to the previous results, we put

Figure 7. Snapshots of the velocity field at times t = 0 (a), t = 1.465 (b), t = 2.441 (c), and t = 48.828 (d).
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 79

Figure 8. (a) Schematic of computing the reattachment length Xrh in the numerical solution. Here, open circle, filled square, and star
indicate the positive, zero, and negative values of u, respectively. (b) Reattachment length at steady state with various Reynolds numbers.

Figure 9. Snapshots of streamlines with four domain sizes:  = (0, 4) × (0, 1) (a);  = (0, 5) × (0, 1) (b);  = (0, 6) × (0, 1) (c); and
 = (0, 8) × (0, 1) (d). Comparison of velocity with the three cases (e).

them together. From these results, we observe that the domain is smaller, then the numerical error increases
results obtained by using our proposed method are in (see Figure 9(a)). This is because our proposed method
good agreement with those from the previous numer- is simple, we have assumed that the flow only moves by
ical methods (Barton, 1997; Kim & Moin, 1985) and convection, and that its main direction is normal to the
experiment (Armaly, Durst, & Pereira, 1983). outflow boundary.
Figures 9(a)–9(e) are snapshots of streamlines for
various domain sizes  = (0, 4) × (0, 1), (0, 5) × (0, 1),
(0, 6) × (0, 1), and (0, 8) × (0, 1), respectively. Here Re =
4.4. Comparison with Neumann boundary
400 is used. Figure 9(f) shows a comparison of velocity at
condition
the outflow boundary for different domain sizes.
The agreement in our computational results obtained In this section, we will compare the results obtained by
from a larger domain and a smaller domain suggests our proposed and Neumann outflow boundary condi-
that our proposed outflow boundary condition is effi- tions to show the efficiency and accuracy of our pro-
cient. It should be pointed out that, if the computational posed method. The backward-facing step flow drawn
80 Y. LI ET AL.

Figure 10. Snapshots of streamlines for the proposed outflow boundary (a) and a Neumann outflow boundary (b). From left to right,
they are results for  = (0, 4) × (0, 1) and  = (0, 7) × (0, 1), respectively.

Table 3. The l2 -errors with various domain sizes for the proposed Numerical data
outflow boundary and the Neumann outflow boundary. Fitting plot
3
Domain () 10

Case (0, 4) × (0, 1) (0, 5) × (0, 1) (0, 6) × (0, 1) (0, 7) × (0, 1)

CPU time (s)


u Neumann 9.871E-2 2.566E-2 1.599E-2 1.299E-2
Proposed 3.494E-2 1.012E-2 6.010E-3 2.314E-3
v Neumann 2.315E-2 5.442E-3 3.387E-3 2.796E-3 2
10
Proposed 1.745E-2 4.147E-3 2.188E-3 1.051E-3

in Section 4.3 is considered. The parameters and initial


1
condition are chosen to be the same as in Section 4.3. 10
The comparisons with the two boundary conditions
are drawn in Figure 10. From left to right, they are results 3
10 10
4
10
5

for  = (0, 4) × (0, 1) and  = (0, 7) × (0, 1), respec- Number of mesh grid
tively. As can be observed from Figure 10(a), the agree-
ment between the results computed from the larger and Figure 11. Logarithm of the total CPU time versus number of
smaller domains is good. This suggests that our proposed mesh grid (Nx Ny ) in multigrid solver.
outflow boundary condition is more efficient than the
Neumann boundary condition. 0. Here, Re = 500 is fixed. All simulations are run up to
Furthermore, we perform a number of simulations 1000t with the time step t = h2 . Note that each sim-
with increasing domains  = (0, Lx ) × (0, 1) for Lx = ulation is run until the maximum error of the residual is
4, 5, 6, and 7. Since there is no closed-form analytical less than 10−7 . Since we refined the spatial grids by a fac-
solution for this problem, we consider a reference numer- tor of four, computation times should be increased ideally
ical solution, which is obtained in a large domain  = by a factor of four owing to the discretization (17), which
(0, 8) × (0, 1). Therefore, we can compute the l2 errors is solved by using a multigrid method, with no special
of velocities directly for each case. These l2 errors are computing operators for the inflow and outflow bound-
given in Table 3. The results suggest that, as the domain ary conditions added. Figure 11 shows the total CPU
size increases, the l2 errors converge. These results also time versus number of mesh grid (Nx Ny ). The straight
suggest that our proposed outflow boundary condition fitting plot implies that the multigrid solver achieves
is more accurate than the Neumann outflow boundary O(Nx Ny ) efficiency. Furthermore, the computing time for
because the l2 errors obtained by our proposed out- the boundary conditions can be negligible because our
flow boundary condition are much smaller than those method updates the boundary velocity explicitly. If an
obtained by the Neumann outflow boundary. implicit update for the boundary condition is chosen,
then the computational time is not negligible.
4.5. Efficiency of the proposed method
4.6. Three-dimensional flow
To investigate the efficiency of our proposed method, we
measure CPU times needed to solve the following prob- Our method can also be straightforwardly extended to
lem: u(x, y, 0) = rand(x, y), v(x, y, 0) = rand(x, y) on three-dimensional flows. Here, we consider a backward-
the domain  = (0, 4) × (0, 1) with 2n+2 × 2n meshes facing step flow with an initial condition of a random
for n = 4, 5, 6, 7, and 8. The inflow velocities are velocity field on the computational domain  = (0, 3) ×
u(0, y, t) = max(24(1 − y)(y − 0.5), 0) and v(0, y, t) = (0, 1) × (0, 1). The inflow velocities are u(0, y, z, t) =
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 81

Figure 12. Snapshots of the velocity field in horizontal (a) and vertical (b) views. From left to right, the computational times are t = 0.098,
0.293, 0.586, and 2.441.

Figure 13. Schematic illustration of inflow–outflow boundary conditions (a). Schematic illustration of inflow–outflow boundary condi-
tions and computing domain for finding the exact solution (b).

max(24(1 − y)(y − 0.5)(1 − z)(z − 0.5), 0), v(0, y, z, t) = the same as in the above initial condition. Figure 14
0, and w(0, y, z, t) = 0. The computations are performed shows contour plots of the stream functions at t = 3.052
with Re = 100, h = 1/64, and t = h2 . Figures 12(a) and 42.724 for convective, nonreflecting, our proposed
and 12(b) show snapshots of the velocity field in hor- model, and a reference numerical solution, respectively.
izontal and vertical views, respectively. From left to Here, U is computed by using Equation (7), since the
right, the computational times are t = 0.098, 0.293, outlet flow is unknown in this test. As can be seen,
0.586, and 2.441. As can be seen from the figure, compared with the convective and proposed models, flu-
our proposed model can simulate three-dimensional ids cannot completely go across the outlet boundary by
flows well. using the nonreflecting model. Since its outflow bound-
ary condition is derived from a wave equation with-
out flux correction, unphysical flow appears for lower
4.7. Block on the outlet
Reynolds numbers. Also, the convective model can sim-
We now consider the flow geometry shown in ulate inflow and outflow when a block is set on the outlet
Figure 13(a). A fluid enters the upper half of a rectilinear boundary, whereas the outlet flow boundary is reduced
channel at the left domain boundary and exits the lower to a Dirichlet boundary though the outflow does not
half of the channel at the right boundary. The inflow reach a steady flow. This is not a naturally occurring
velocity is set as u(0, y, 0) = max(24(1 − y)(y − 0.5), 0) physical phenomenon. Compared with them, in our pro-
and v(0, y, 0) = 0 on  = (0, Lx ) × (0, 1) with h = 1/64, posed model the outflow seems to be a parabolic-type
t = 4h2 , Lx = 4, and Re = 500. A block is set at y > 0.5 flow, which is closer to the reference numerical solution.
at the outflow boundary. Note that, in this case, there The reason for this is that our model allows the out-
is a singularity point on the outflow boundary. Thus we flow to be adjusted on the basis of the current inflow
should use the proposed mass correction method. Since and inside fluid, whereas the convective model works
there is no closed-form analytical solution for this prob- with a given artificial velocity and mass flux correction
lem, we consider a reference numerical solution, which is method.
first obtained in a large domain  = (0, Lx + 2) × (0, 1), Figures 15(a)–15(d) show the contour plot of the
as shown in Figure 13(b), and then in the domain  = stream function with three domain sizes Lx = 2, 4, and
(0, Lx ) × (0, 1). The other parameters are chosen to be 6 for convective, nonreflecting, our proposed models,
82 Y. LI ET AL.

Figure 14. Evolution of outflow with a block obtained by using our proposed model. From top to bottom, they are for convective, non-
reflecting, our proposed models, and the reference numerical solution, which is obtained in a larger domain as shown in Figure 13(b),
respectively. The computational times are shown for the left and right sides of the figure.

Figure 15. Comparison of three models with different domain sizes at T = 61.035. (a) Convective model, (b) nonreflecting model, (c)
our proposed model, and (d) the reference numerical solution. From left to right, the domain sizes are (0, 2) × (0, 1), (0, 4) × (0, 1), and
(0, 6) × (0, 1).

Figure 16. Comparison of the outlet velocity for three models with different domain sizes at T = 61.035. To compare them, we put the
reference numerical solutions together. (a) Lx = 2, (b) Lx = 4, and (c) Lx = 6.

and the reference numerical solutions, respectively. In the outflow reaches a similar constant outflow profile for
Figure 16, we compare the outlet velocity for the four different domain sizes. Compared with the nonreflect-
cases with the three domain sizes. ing and convective models, our proposed model reaches
As can be seen, the outflows obtained by using the a natural and efficient outflow, which seems to be a
nonreflecting model lead to flux loss with the increase in parabolic-type flow, and is closer to the reference numer-
the domain size. Meanwhile, with the convective model, ical solution.
ENGINEERING APPLICATIONS OF COMPUTATIONAL FLUID MECHANICS 83

5. Conclusions Mass conservation should be satisfied for each fluid sep-


arately if the mass flux is to be conserved. Therefore, the
In this paper, we presented a simple and efficient outflow
inflow and outflow boundaries should be coupled with
boundary condition for an incompressible Navier–Stokes
the phases in that case. In future work, we will investigate
equation. The proposed outflow boundary condition is
efficient inflow and outflow boundaries to conserve the
based on the transparent equation, where a weak for-
total mass of each fluid.
mulation is used. By matching with the Navier–Stokes
equation adopted inside the domain, we exactly pre-
sented the pressure boundary condition. Furthermore, Acknowledgments
we proposed the pressure boundary for convective and The authors are grateful to the anonymous referees whose
nonreflecting models. In the numerical algorithm, a valuable suggestions and comments significantly improved the
staggered marker-and-cell grid was used and tempo- quality of this paper.
ral discretization was based on a projection method.
The intermediate velocity boundary condition is con- Disclosure statement
sistently adopted to handle the velocity–pressure cou- No potential conflict of interest was reported by the authors.
pling. Although our numerical scheme is an explicit
scheme in time and has first-order accuracy in time, we
focus on proposing efficient outflow boundary condi- Funding
tions and pressure boundary conditions in this study. The Y.B. Li is supported by the Fundamental Research Funds for
extensions to implicit and Crank–Nicolson schemes are the Central Universities, China [No. XJJ2015068] and by the
straightforward. Characteristic numerical experiments National Natural Science Foundation of China [No. 11601416];
J.-I. Choi was supported by the National Research Foundation
were presented to demonstrate the accuracy of our pro- (NRF) of Korea, grant funded by the Ministry of Science, Infor-
posed model. Although a first-order equation is used mation and Communications Technology, and Future Plan-
on the outlet boundary, almost second-order accuracy is ning (MSIP) of the Korea government [No. NRF-2014R1A2A
observed for our model in the convergence test, because 1A11053140]; J.S. Kim was supported by the National Research
we use a full second-order scheme to discretize the Foundation of Korea, grant funded by the Korea government
Navier–Stokes equation inside the domain. Compared (MSIP) [NRF-2014R1A2A2A01003683].
with the convective model and our proposed model,
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