1 a different view of the lattice boltzmann method for simulating fluid flow jeremy levesley robert...

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1 A different view of the Lattice Boltzmann method for simulating fluid flow Jeremy Levesley Robert Brownlee Alexander Gorban University of Leicester, UK Supported by EPSRC

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1

A different view of the Lattice Boltzmann method for simulating fluid flow

Jeremy LevesleyRobert BrownleeAlexander Gorban

University of Leicester, UK

Supported by EPSRC

June 27th 2007 Dundee 2007 2

Movie

More Space Balls than Star Wars.

June 27th 2007 Dundee 2007 3

High Reynold’s Number Flow

Very low viscosity leads to complicated dynamics.

PDE model for such flows is the Navier-Stokes equation with small viscosity, the Euler equation for zero one.

Examples of shock tube, square cylinder, lid-driven cavity.

June 27th 2007 Dundee 2007 4

Talk

A new framework for looking at LBM. Not the Boltzmann equation.

It is close to the Navier-Stokes’ equations in some sense.

Stabilisation of method via targetted introduction of diffusion.

Filters and entropy limiters.

June 27th 2007 Dundee 2007 5

Fraud and hypocrite Approximation theorist

talking about “PDEs” Numerical analysis

conference – what is the order of convergence of your method?

Spot the hypocracy.

June 27th 2007 Dundee 2007 6

Little quiz.

0111

1011

1101

1110

What is the condition number?

June 27th 2007 Dundee 2007 7

Smoothed Particle Hydrodynamics

velocity

pressure

density

v

P

F)exp()(

2yxc x

June 27th 2007 Dundee 2007 8

The shock tube simulation

Gas A Gas B

diaphragm

Simulation of pressurewith time.

June 27th 2007 Dundee 2007 9

Poorly modelled physics

Artificial viscosity Slope limiters Initial smoothing

Continuum equations do not model the physics

June 27th 2007 Dundee 2007 10

Radial basis approximation

RR : univariate function

A data set Y

Approximate

)()( 1 xpyxxs kYy

yY

Low degree polynomial

h

June 27th 2007 Dundee 2007 11

Examples

function Wendland

icmultiquadr dgeneralise

spline icpolyharmon

),31()1(

,)(c

),(log

)(3

2/22

2

rr

r

rr

r

dk

Some grow at infinity!!

June 27th 2007 Dundee 2007 12

Micchelli (1986, CA) Interpolation problem is always

solvable. In all space dimensions For any configuration of points (with

some very mild restrictions). A great challenge to find appropriate

methods for solving real high dimensional problems.

June 27th 2007 Dundee 2007 13

Another representation

Consider

x=(x+1x(x+

x)=|x|

June 27th 2007 Dundee 2007 14

More smoothness

Cubic B-splines from iterating twice. Shape to the data – partition of unity.

3)( rr

June 27th 2007 Dundee 2007 15

A Good Basis Basis functions

which match the shape of the data.

Discrete Laplacians formed using the data points.

2v

v1v

3v

4v

5v

Laplacian - linears sannihilate

1

ii

iii

vv

vv

June 27th 2007 Dundee 2007 16

Two or more dimensions (Beatson)

Generalised barycentric coordinates Sibson – Stone (boundary over distance) Mean value (Floater et. al.)

rrr log)( 2

June 27th 2007 Dundee 2007 17

Simulation using B-splines

Still need artificial viscosity!!

Brownlee, Houston, Levesley, Rosswog, Proceedings of A4A5 (2005)

June 27th 2007 Dundee 2007 18

Approximation in high dimension

0 3.8095 4.1986 4.1797

3.8095 0 4.1214 4.0608

4.1986 4.1214 0 3.9250

4.1797 4.0608 3.9250 0

d Condition number

1 5.1 8

2 1.4 6

4 3.5 4

8 1.3 4

16 4.4 3

32 3.4 3

64 2.8 3

d=100

1000

1,

jijiijA xx

June 27th 2007 Dundee 2007 19

Lattice Boltzmann Method

is the probability density function on phase space. This is a microscopic description.

Recover macroscopic variables via integration in phase space

),,( tf vx

densityenergy ),,(),(

density momentum),,(),(

density),,(),(

2

vvxx

vvxx

vvxx

dtfvte

dtfvtu

dtft

jj

June 27th 2007 Dundee 2007 20

Equilibrium distribution Many different microscopic

descriptions lead to the same macroscopic description.

For each macroscopic description M there is a distribution which maximises the entropy.

This is the quasi-equilibrium distribution.

Totality of these distributions is the quasi-equilibrium manifold.

June 27th 2007 Dundee 2007 21

Microscopic dynamics Boltzmann

equation, the collision operator Q conserves the macroscopic variables.

)( fQft

f

v

June 27th 2007 Dundee 2007 22

Popular choice of collision is

*1)( fffQ

Bhatnagar-Gross-Krook collision (BGK) (1954, PR)

is a relaxation time and is viscosity parameter.

June 27th 2007 Dundee 2007 23

Lattice Boltzmann dynamics

Lattice Boltzmann method – break into a finite number of populations each moving with a fixed velocity.

)( iiii fQft

f

v

June 27th 2007 Dundee 2007 24

Recover macroscopic variables Sum rather than

integrate

Operator form

densityenergy ),(),(

velocity),(1

),(

density ),(),(

2

,

iiii

iijiij

iii

tfWte

tfvWtu

tfWt

xvx

xx

xx

)( fmM

June 27th 2007 Dundee 2007 25

Example – the shock tube There are three velocities allowed

Excellent exposition on LBM by Karlin et al. (2006, CCP).

Three populations with two conservation laws to satisfy – density and momentum.

We can make trade between populations, conserving the macroscopic dynamics so as to control the introduction of diffusion.

cc ,0,

0c c

June 27th 2007 Dundee 2007 26

2d

Lattice in computational space – velocities allow us to movefrom one point in the lattice to a neighbouring one.

Populations in phase space each moving in the direction ofone of the arrows.

June 27th 2007 Dundee 2007 27

Numerical discretisation

)'(12

)()(2

')',()(1

),(),(

3

*

tQt

tQttQt

dttxfxftxftttvxftt

t

High Reynolds number has tending to 0.

3

1)'(

tQ

3

t

June 27th 2007 Dundee 2007 28

Either

High viscosity and we can approximate the Boltzmann equation.

Or Low viscosity and we cannot let time

step get less than without incurring huge computational cost.

Not approximating Boltzmann!!

June 27th 2007 Dundee 2007 29

New idea Simulate transport equation by

Free flying for time t Equilibration

Macroscopic variables are transported by free flight.

Microscopic variable redistributed leaving macroscopic variables locally unchanged.

Smallness parameter is t.

June 27th 2007 Dundee 2007 30

“Nonlinearity is local, non-locality is linear”

(Sauro Succi)Moreover, non-locality is linear,

exact and explicit

June 27th 2007 Dundee 2007 31

Numerically

iii

iiii

fff

tftftttf

~

),(~

2),(),( xxvx

Numerical scheme is

Free flight Equilibration

(ELBM)entropy equal

mequilibriu toreturned21

(LBGK)limit viscosityzero1

June 27th 2007 Dundee 2007 32

Stability problem is nontrivial: Entropic LBM does not solve it

ELBM

LBGK

Shock tube 1D test {-c,0,c}.

June 27th 2007 Dundee 2007 33

Coarse-graining the Ehrenfests’ way

Formal kinetic equation

Microscopic dynamics

)( fJdt

df

))((1 iti ff

ffJdt

df v)(

t

June 27th 2007 Dundee 2007 34

Macroscopic dynamics

Match the microscopic and macroscopic dynamics to order

),( tMFdt

dM

))(()( *fmtM t

2t

***

)(2

))(( PffJDmt

fJmdt

dMff

Euler Navier-Stokes

June 27th 2007 Dundee 2007 35

Summarise

Free fly for time and equilibrate populations f*

Integrate to recover macroscopic variables

Navier-Stokes’ equations to order with viscosity

t

2t2/t

June 27th 2007 Dundee 2007 36

Coupled steps – a scheme of LBM stabilization

QE manifold

Free flight steps t

Overrelaxation step

Complete relaxation(Ehrenfests’ step)

The mirror image

f0

f1

f *-(f1-f*)f *-(2β-1)(f1-f*)

f *

f2

June 27th 2007 Dundee 2007 37

Decoupled viscosity from timestep

***

)()())(( PffJDmfJmdt

dMff

Controlled viscosity

June 27th 2007 Dundee 2007 38

Shock tube 1D test {-1,0,1}

LBGK

ELBM

magicsteps

June 27th 2007 Dundee 2007 39

The Ehrenfests’ Step Potential problem near shocks where we are

too far from the quasi equilibrium.

0f

too big

1f

June 27th 2007 Dundee 2007 40

Not enough artificial dissipation LBGK and

ELBM Step back from mirror. Not enough dissipation.

Ehrenfest Introduces dissipation in a very precise and targetted way.

0f1f

mirrordissipation

0f

1f dissipation

June 27th 2007 Dundee 2007 41

Simulation looks good

June 27th 2007 Dundee 2007 42

Simulation of square cylinder

June 27th 2007 Dundee 2007 43

Relationship for Strouhal number and Reynold’s number

Okajima’s experiment (1982) ….

LBM simulations, Ansumali et. al.(2004)

Ehrenfest’s steps(2006)

June 27th 2007 Dundee 2007 44

Lid-driven cavity flow with ES(movie of vorticity)

(k,δ)=(32,10-3)

June 27th 2007 Dundee 2007 45

Flux limiters

S.K. Godunov (1959) we should choose between spurious oscillation in high order non-monotone scheme and additional dissipation in first order scheme.

Flux limiter schemes are invented as the “formulas of compromise” to combine high resolution schemes in areas with smooth fields and first-order schemes in areas with sharp gradients.

The additional dissipation control is difficult.

June 27th 2007 Dundee 2007 46

Nonequilibrium entropy limiters for LBM

Entropy is a scalar quantity Entropy trimming: we monitor local deviation of f from the

correspondent equilibrium f*, and correct most nonequilibrium states (with highest ΔS(f)=S(f*)-S(f));

0f

too big

1fEhrenfest

June 27th 2007 Dundee 2007 47

Positivity rule

f *

f

f *+(2β-1)(f*-f)

Positivity fixation

Positivity domain

June 27th 2007 Dundee 2007 48

Entropy Filtering

)))((( ** fffSffF

Ehrenfest

.,0

,,1)(

dt

dtt

June 27th 2007 Dundee 2007 49

Median Filter Choose a number of neighbouring points. Arrange the non-equilibrium entropies in order of

size. Choose middle one.

Very robust and gentle in places where signal is smooth.

Preserves edges, but reduces oscillation.

June 27th 2007 Dundee 2007 50

Lid driven cavity For Re < 7000

steady flow For Re > 8500

periodic flow Bifurcation point

between

Peng, Shiau, Hwang (2003)

(100 by 100 grid)

3007402

June 27th 2007 Dundee 2007 51

Velocity at monitor point

Reynolds’ number7375

June 27th 2007 Dundee 2007 52

Locating bifurcation point

Re=7135

June 27th 2007 Dundee 2007 53

Conclusions Navier-Stokes’ equations arise naturally via

free flight and equilibration in phase space. The viscosity, both actual and artificial can

be controlled precisely. The appropriate notion of smallness is the

free-flight time, which is a computational, not physical number.

Non-locality is exact and computable, non-linearity is local.

Reproduce statistics in some standard tests. Flux limiting can be done via control of a

scalar variable entropy.