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The extended finite element method for two-phase and free-surface flows: A
systematic study
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Henning Sauerland
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Abstract
In immiscible two-phase flows, jumps or kinks are present in the velocity and pressure fields
across the interfaces of the two fluids. The extended finite element method (XFEM) is able to re-
produce such discontinuities within elements. Robust and accurate interface capturing schemes
with no restrictions on the interface topology are thereby enabled. This paper investigates dif-
ferent enrichment schemes and time-integration schemes within the XFEM. Test cases with and
without surface tension on moving or stationary meshes are studied and compared to interface
tracking results when possible. A particularly useful setting is extracted which is recommended
for two-phase flows. An extension of this formulation for the simulation of free-surface flows
and of floating objects is proposed.
Keywords: extended finite element method, XFEM, two-phase flows, free-surface flows,
enrichment
1. Introduction
∗ Corresponding author
Email addresses: [email protected] (Henning Sauerland), [email protected]
(Thomas-Peter Fries)
Preprint submitted to Journal of Computational Physics January 18, 2011
simulation. Accurate results are obtained in the context of classical finite element approxima-
tions. However, topological restrictions for the interface apply as automatic mesh movement can
not, in general, handle topological changes.
In contrast, interface capturing methods describe the interface implicitly, often by level-set
methods or the volume of fluid (VOF) method. The interface is then interpreted as the isoline
of an auxiliary scalar function in the domain. Free movement of the interface is possible, as no
topological restrictions apply. However, as the interface and, consequently, the discontinuities
are now within elements, classical finite element simulations often perform poorly. A possible
remedy is a mesh refinement close to the interface where the error is large. Another alternative is
the use of the extended finite element method (XFEM) [5, 6, 7]. The classical FE approximation
space is locally enriched by functions that enable the exact approximation of discontinuities
(jumps or kinks) within elements. Combining interface capturing with the XFEM thus has the
potential to provide accurate results for problems with moving interfaces without topological
restrictions on the movement.
The XFEM has been used before in the context of fluid mechanics. Chessa and Belytschko
applied the XFEM to two-phase flows with and without surface-tension effects solving the Navier-
Stokes equations [8, 9]. The absolute value of the level-set function (abs-enrichment) is used to
account for the kink in the velocity field. Gross and Reusken [10] consider 3D two-phase flows
with surface tension using the XFEM. The resulting jump in the pressure field is treated by en-
riching the pressure approximation space using a Heaviside function. Additionally, their tetrahe-
dral meshes are adaptively refined near the interface. Kölke [11] uses the signum function of the
level-set field to enrich both the velocity and the pressure function space. Lagrange multipliers
are used to enforce the C0 -continuity of the enriched quantities if required. The intrinsic XFEM
of Fries and Belytschko [12] is applied to two-phase flows in [13]. In contrast to the standard,
extrinsic XFEM approach, the intrinsic formulation does not introduce additional unknowns.
An enrichment approach similar to the XFEM can be found in [14]. Here, Minev et al. use a
Heaviside function as a pressure enrichment and a bubble function enrichment to account for the
discontinuous normal velocity gradient in two-phase flows with surface-tension. Furthermore,
an integration technique is introduced which does not require the knowledge of intersections of
the interface with the element edges. In [15], Coppola-Owen and Codina introduce a new enrich-
ment function for discontinuous pressure gradients in two-phase flows, which is zero at the cut
element nodes and has a constant gradient on each side of the interface. Thereby, the additional
degrees of freedom can be condensed prior to the assembly. Zlotnik and Dı́ez [16] generalize the
abs-enrichment function by Moës et al. [17] for n-phase flow problems, where multiple interfaces
cross an element. They enrich the velocity and pressure approximation space for the numerical
simulation of Stokes flow problems. In [18], combinations of the abs-enrichment by Moës and
the Heaviside-enrichment are numerically studied for mixed finite elements in the framework of
incompressible materials. There, the physical situation is similar to two-phase Stokes flow.
When using the XFEM for the simulation of two-phase flows, several enrichment schemes
can be employed: Velocity and/or pressure fields may be enriched, enrichments for kinks or
jumps may be used, etc. Furthermore, the treatment of the moving interface in time, i.e. the time
integration, has to be considered with special care in the XFEM. Compared to other studies, this
work for the first time, systematically studies the possible alternatives in the context of inter-
face capturing and XFEM for two-phase flows. Another unique aspect is the extension of the
XFEM flow solver to moving meshes and situations with inflow and outflow boundaries (instead
of closed containers). The resulting XFEM two-phase flow solver is applied for the simulation of
free-surface flows and its potential in the simulation of floating bodies is demonstrated. There-
2
Figure 1: Computational domain.
fore, the given free-surface problem is reformulated as a two-phase problem where one fluid has
negligible density and viscosity. The motion of a floating body is accounted for by means of an
additional interface tracking approach.
The remainder of the paper is structured as follows: Section 2 introduces the governing
equations. Subsequently, the XFEM and different enrichment schemes are introduced in Section
3, followed by description of the used time integration schemes in Section 4. Section 5 introduces
the surface tension formulation and several numerical test cases are shown in Section 6. A final
conclusion is drawn in Section 7.
2. Governing equations
Consider a two-dimensional computational domain Ω ⊂ R2 with boundary Γ = ∂Ω. The
boundary is decomposed into a Dirichlet and Neumann boundary, Γu and Γh respectively, forming
a complementary subset of the boundary Γ, i.e. Γu ∪Γh = ΓandΓu ∩Γh = ∅. The normal vector on
Γ is denoted by n. The domain Ω encloses two immiscible Newtonian fluids in Ω1 (t) and Ω2 (t).
These two phases are separated by a moving interface Γd (t), where n̂ is the normal vector on Γd
as shown in Figure 1.
In this work, we also consider numerical examples where the mesh is moving. Therefore,
the governing equations are given in arbitrary Lagrangian-Eulerian (ALE) form [19]. That is,
the convective velocity is defined as u = u − um , with um = x(tn+1 ) − x(tn ) /∆t being the mesh
velocity and ∆t the constant time step. In these cases, the mesh movement will be treated with a
pseudo-structure approach, as for example in [20]. The fluid velocity u(x, t) and pressure p(x, t)
for each phase j = 1, 2 are governed by the instationary, isothermal, incompressible Navier-
Stokes equations in velocity-pressure formulation:
!
∂u
ρj + u · ∇u − f − ∇ · σ = 0 in Ω j (t) × [0, T ],
∂t (1)
∇ · u = 0 in Ω j (t) × [0, T ],
with ρ j being the density of the respective fluid phase. The stress tensor σ is defined by
1
σ(u, p) = −pI + 2µ j ε(u) with ε(u) = ∇u + (∇u)T , (2)
2
3
where µ j is the corresponding dynamic viscosity and I the identity tensor. The Dirichlet and
Neumann boundary conditions on the boundary Γ are given by
u = û on Γu × [0, T ], (3)
n · σ = ĥ on Γh × [0, T ], (4)
where û and ĥ are prescribed velocity and stress values. At the interface, typically the following
conditions are prescribed
γ is the surface tension coefficient, κ the curvature of Γd , and [ f ]Γd defines the jump of f across
the interface Γd . Furthermore, a divergence free initial velocity field is required:
φ(x) = ± min
∗
kx − x∗ k , ∀x ∈ Ω. (8)
x ∈Γd
That is, each point x in the domain stores the shortest distance to the interface. The sign depends
on which of the two fluids is present at x. If the interface Γd is moving throughout the simulation,
φ(x, t) needs to be updated in each step. Therefore, the level-set transport equation
∂φ
+ u(x, t) · ∇φ = 0 in Ω × [0, T ] (9)
∂t
is solved, where u(x, t) is the convective fluid velocity as defined before and
is the initial level-set function. Equation (9) is hyperbolic, hence, boundary conditions have to
be prescribed at inflow boundaries Γφ :
φ = φ̂ on Γφ × [0, T ]. (11)
Due to the transport of the level-set function, the signed-distance property (8) is lost. A
reinitialization of φ is thus necessary in order to recover (8). Simple reinitialization approaches
modify the interface position during the reinitialization. Performing such an approach in every
4
Figure 2: Coupling.
time step means that with smaller time steps the overall influence of the error due to the reinitial-
ization increases, as more reinitialization steps are performed. In order to avoid this we specify
a fixed number of reinitialization steps for a computation, irrespective of the time step size.
It is important to note that (1) and (9) pose a strongly coupled problem. That is, there is
a mutual influence of the level-set function φ on the fluid velocity field and vice versa. If a
combination of interface tracking and interface capturing is used, e.g. for two-fluid-structure
interaction (as shall be seen below), the coupling of the fluid and the interface is furthermore
coupled with the moving structure which influences the fluid meshes through a pseudo-structure
approach [20], see Fig. 2.
Due to the density and viscosity differences between the phases in a two-phase flow problem,
we encounter discontinuities in the velocity and pressure fields along the interface. We classify
two different types of discontinuities: weak and strong discontinuities. A strong discontinuity is
characterized by a jump in the function (e.g. the pressure field of a two phase flow with surface
tension), whereas a weak discontinuity features a kink in the function, that is, a jump in the
derivative (e.g. the velocity field in a two phase flow). The XFEM accounts for these jumps and
kinks by enriching the approximation space [5, 6]. The approximation is
X X
gh (x, t) = Ni (x, t)gi + Mi (x, t)ai . (12)
∗
|i∈I {z i∈I
} | {z }
strd. FE approx. enrichment
Ni (x, t) is the standard FE shape function (here: linear) for node i, I is the set of all nodes in the
domain, Mi (x, t) are the local enrichment functions, gi are the nodal variable values, ai are the
additional XFEM unknowns, and I ∗ is the nodal subset of the enrichment. Figure 3 illustrates
which nodes will be enriched for an exemplary interface in a domain. It is seen that all nodes
are enriched which belong to elements cut by the interface. Elements with only some enriched
nodes are called blending elements (cf. Fig. 3). It is well-known in the XFEM that these partly
enriched elements can lead to problems, see e.g. [23, 24].
Mi (x, t) is further specified as follows [25]:
Mi (x, t) = Ni (x, t) · ψ(x, t) − ψ(xi , t) ∀i ∈ I ∗ , (13)
5
Figure 3: Enriched domain.
with ψ(x, t) being the global enrichment function. It is noted that (13) is the so-called shifted
enrichment which ensures Kronecker-δ property of the overall approximation (12). A global
enrichment function that is typically chosen for strong discontinuities is the sign-enrichment:
−1 : φ(x, t) < 0,
ψsign (x, t) = sign (φ(x, t)) =
0 : φ(x, t) = 0, (14)
1 : φ(x, t) > 0.
It is to be noted that the piecewise-constant enrichment function (14), together with the shifted
formulation (13), does not lead to any problems in blending elements [7]. For weak discontinu-
ities, the abs-enrichment
was originally proposed in [25, 26]. However, due to problems in blending elements, this ap-
proach only achieves suboptimal convergence rates. A number of different approaches exists
which circumvent problems with blending elements [24, 27, 28, 23, 29]. Here, we employ the
abs-enrichment by Moës et al. [17] which is zero over the blending elements:
X X
ψabs (x, t) = |φi | Ni (x, t) − φi Ni (x, t) . (16)
i∈I i∈I
Remark In general, enrichment functions Mi (x, t) with small support can occur which leads to
an ill-conditioned system matrix. This has to be considered if iterative solvers are applied or if
roundoff errors are dominant. See Reusken [30] and Béchet et al. [31] for two approaches to deal
with this problem.
6
3.1.1. Enrichment of velocity and pressure space (u-abs, p-abs and u-abs, p-sign)
We recall that for two-phase flow problems without surface tension, weak discontinuities in
the velocity and pressure field exist. With surface tension, the pressure field shows a jump at
the interface. It appears natural to employ the abs-enrichment (16) for the velocity field, and—
depending on whether surface tension effects are considered or not—either the sign-enrichment
(14) or the abs-enrichment (16) for the pressure field. Thereby, all discontinuities are accounted
for appropriately in the context of the XFEM.
X X
uh (x, t) = Ni (x, t)ui + Ni (x, t) · ψabs (x, t) − ψabs (xi , t) ai , (17)
i∈I i∈I ∗
X X h i
h
p (x, t) = Ni (x, t)pi + Ni (x, t) · ψabs/sign (x, t) − ψabs/sign (xi , t) bi . (18)
i∈I i∈I ∗
However, it turned out that enriching the velocity space does not improve the results signifi-
cantly. Instead, the number of iterations in order to solve the non-linear governing equations of
immiscible two-phase flows, see eq. (1), increased noticeably. In some cases, these convergence
problems were severe and no convergence could be achieved. Many test-cases confirmed that
this potential instability has its source in the enrichment of the velocity space only. In contrast,
enriching the pressure field exclusively improves the results dramatically. Hence, we will neglect
the enrichment of the velocity space in the following.
Remark We want to emphasize that the problems with the velocity enrichment are in terms of
robustness. From a theoretical point of view, an enrichment of the velocity field also leads to a
more accurate approximation of the solution provided that a stable solution can be found, which
is, however, often not possible.
Remark The method described in this work is mainly applied to physical problems dominated
by gravitational forces, i.e. small errors in the pressure can lead to large errors in the velocity.
Therefore, an improvement of the pressure approximation is more beneficial than modifying the
velocity approximation.
7
3.1.3. Sign-enrichment of the pressure space (p-sign)
Using the sign-enrichment (14) for the pressure space would be a reasonable choice for two-
phase flows under consideration of surface tension effects. Even though we are experiencing
only a weakly discontinuous pressure field for two phase flows without surface tension, one
may use the sign-enrichment also in this case (considerations from functional analysis allow us
to use discontinuous pressure spaces anyway). Using the sign-enrichment instead of the abs-
enrichment, the pressure is approximated by an even larger approximation space which also
allows the pressure to be strongly discontinuous (instead of only weakly discontinuous). Thus, it
is reasonable to assume that this enrichment leads to even better results—with of without surface
tension—compared to p-abs which is confirmed in the numerical results.
X
uh (x, t) = Ni (x, t)ui , (21)
i∈I
X X h i
h
p (x, t) = Ni (x, t)pi + Ni (x, t) · ψ sign (x, t) − ψ sign (xi , t) bi . (22)
i∈I i∈I ∗
4. Temporal discretization
A detailed study of time integration in the XFEM can be found by Fries and Zilian in [32].
Here, two different time discretization methods are applied to the coupled system ((1) and (9)).
On the one hand, the recommended optimal one-step time-stepping scheme from [32] is used
and, on the other hand, the computationally more expensive discontinuous Galerkin method in
time (space-time elements).
∂u
= F(u, t). (23)
∂t
This partial differential equation is then replaced by
un+1 − un 1
= θ · F(un+1 , tn+1 ) + (1 − θ) · F(un , tn ), θ= , (24)
∆t 2
8
with time step size ∆t. The SUPG/PSPG-stabilized weak form, for simplicity written without the
insertion of (24) follows to: Find uh ∈ Shu and ph ∈ Shp such that ∀wh ∈ Vuh , ∀qh ∈ Vhp :
Z ! Z
∂uh
wh · ρ j + uh · ∇uh − f dΩ + ε(wh ) : σ(uh , ph ) dΩ
Ω ∂t Ω
Z nel Z !
h h
X
h h 1 h
+ q ∇ · u dΩ + τs u · ∇w + ∇q
Ω e=1 Ωel
e ρj
" ! # (25)
∂uh h
· ρj + u · ∇uh − f − ∇ · σ(uh , ph ) dΩ
∂t
Z Z
= wh · ĥ dΓ + γκwh · n̂ dΓ,
Γh Γd
with nel being the number of elements and ε and σ defined in eq. (2). The pressure and the
continuity equation are treated fully implicitly and the force term is assumed to be stationary
and constant. Shu , Vuh , Shp , and Vhp are the velocity and pressure function spaces spanned by
the finite element shape functions and the enrichments as discussed in the previous section. The
stabilization parameter τs is chosen according to [35]:
! !2 !2 − 21
2 2 2|uh
| 2 4ν
τs = + + 2 (26)
∆t he he
with ν = µ/ρ the kinematic viscosity and he the element length (see e.g. [36] for details). The
density and viscosity in elements which are not cut by the interface are given by the respective
phase occupying those elements. However, in cut elements µ and ρ are averaged using µ1 , µ2 , ρ1 ,
ρ2 , and the relative ratio of the area occupied by each phase in the element.
In the discretized domain, the discrete level-set function values are interpolated in the same
way as the unknowns in the standard FEM,
X
φh (x) = Ni (x)φi , (27)
i∈I
using the standard linear FE shape functions Ni (x). Due to the convective type of the level-set
transport equation (9), the SUPG stabilization is applied here, too. The weak formulation is then
defined as: Find φh ∈ Shφ such that ∀wh ∈ Vφh :
Z !
∂φh
wh · + uh · ∇φh dΩ
Ω ∂t
Xnel Z h ∂φh ! (28)
h h h
+ τs u · ∇w · + u · ∇φ dΩ = 0.
e=1 Ωel
e ∂t
10
Figure 5: Space-time slab.
Z ! Z
∂uh
wh · ρ j + uh · ∇uh − f dQ + ε(wh ) : σ(uh , ph ) dQ
Qn ∂t Qn
Z nel Z !
h h
X ∂wh h h 1 h
+ q ∇ · u dQ + τs + u · ∇w + ∇q
Qn e=1 Qn
e ∂t ρj
" ! #
∂uh h h h h (29)
· ρj + u · ∇u − f − ∇ · σ(u , p ) dQ
∂t
Z + + −
+ wh · uh − uh dΩ
n n n
Ω(tn )
Z Z
= wh · ĥ dP + γκwh · n̂ dP
(Pn )h (Pn )d
Formulation
+ (29) is subsequently
applied to all space-time
slabs Q1 , Q2 , . . . , QN−1 starting
h h h h h
with u 0 = û0 . Su n , Vu n , S p n , and V p n are suitable velocity and pressure function
spaces for each time slab composed by the XFEM approximation as discussed in Section 3.1.
The stabilization parameter τs is given by (26).
11
(a) Element with real interface. (b) Subdivision with real inter- (c) Subdivision with linear inter-
face. face.
Figure 6: Reference element decomposition for integration purposes in hexahedral space-time elements.
Thestabilized space-time
formulation of the
level-set transport equation (9) follows as: Given
h −
h h h h h
u and φ find φ ∈ Sφ such that ∀w ∈ Vφ :
n n n
Z !
∂φhh h h
w · + u · ∇φ dQ
Qn ∂t
nel Z ! !
X ∂wh ∂φh
+ τs + uh · ∇wh · + uh · ∇φh dQ (30)
e=1 Qn
e ∂t ∂t
Z + + −
+ wh · φh − φh dΩ = 0
n n n
Ω(tn )
12
(a) Triangular interface. (b) Quadrilateral interface.
5. Surface tension
In this work, we consider surface tension effects in some test cases. Fluid particles which
are placed on the interface experience an inbound force (cohesion force). This is because of the
unsymmetric arrangement of the neighboring particles at the interface, leading to unbalanced
intermolecular forces. The surface tension term in (25) and (29) depends on the curvature κ of
the interface Γd . In [13] it is shown, that the explicit computation of the curvature by taking
advantage of the signed-distance property of the level-set function (κ = ∆φ with ||∇φ|| = 1) is
delicate. Therefore, we reformulate the surface tension term by means of the Laplace-Beltrami
operator [38] and thereby avoid an explict computation of κ:
Z Z
h
γκw · n̂ dΓ = − γ∇id · ∇wh dΓ,
Γd Γd (31)
with ∇ f = ∇ f − (∇ f · n̂) n̂.
id is an identity mapping on the interface. For details on the Laplace-Beltrami operator we refer
the interested reader to e.g. [13].
6. Numerical examples
The physical parameters are ρ1 = 1000 kg/m3 , ρ2 = 1 kg/m3 , µ1 = 1 kg/m/s, µ2 = 0.01 kg/m/s
and the gravitational force fy = −g = −1.0 m/s2 is applied. No surface tension effects are
considered, that is, a weak discontinuity occurs across the interface. Slip boundary conditions
are prescribed along the walls of the tank and p = 0 N/m2 is set along the upper boundary.
Fig. 8 shows instances of the resulting interface movement using the XFEM with p-sign
enrichment and a domain discretized with 80×120 elements. The simulation spans 20 s by 25600
time steps, leading to a fine time step size of ∆t = 0.00078125. In the following comparisons,
13
Figure 8: Tank sloshing: computational domain, interface and pressure solution.
either the interface height at the left boundary is plotted over the time or the interface position in
the left half of the tank from x = 0 to x = 0.5 at t = 20 s is shown. If not mentioned otherwise
the time-stepping scheme (24) is used.
15
(a) FEM, fixed mesh (b) XFEM, p-sign, fixed mesh
16
(a) FEM, fixed mesh (b) XFEM, p-sign, fixed mesh
at the spatial convergence of the interface position in the left half of the domain, Fig. 10, one
can see that the XFEM performs significantly better than the standard FEM in terms of accuracy.
Especially on the coarse meshes, the advantage of the enrichment in the XFEM can clearly be
seen. Fig. 10(b) shows almost the same interface position with XFEM for the different spatial
resolutions. In case of an additionally moving mesh (Fig. 10(c), 10(d)) the differences between
standard FEM and XFEM are even more eminent. While the XFEM results are comparable to
those on the fixed meshes, oscillations in the order of the amplitude of the sloshing are observed
in the FEM results.
We obtain similar results for the temporal convergence study, see Fig. 11. Here, a 40 × 60
element mesh is used and the same time step sizes as in Section 6.1.1. We conclude that the
enrichment has a dramatic impact on the quality of the results.
Remark In Fig. 10(c) and 11(c) the interface with FEM is very disturbed and lies outside of the
plotted range for the coarsest mesh and the largest time step respectively.
17
(a) XFEM, p-abs, fixed mesh (b) XFEM p-sign, fixed mesh
(c) XFEM, p-abs, moving mesh (d) XFEM p-sign, moving mesh
(c) XFEM, p-sign, space-time, moving mesh (d) XFEM, p-sign, time-stepping, moving mesh
time method on fixed and moving meshes is lower compared to the results obtained with the
time-stepping scheme. However, one can hardly perceive differences in the results using the
different time step sizes, except for the case of the largest ∆t. For sufficiently small time steps,
very good results are achieved with the time-stepping scheme.
Taking into account the computational efficiency, space-time loses against time-stepping as it
requires approximately four times the computational time. Considering the computational costs
and the burden to deal with 4D space-time elements for problems in three spatial dimensions—
particularly regarding the necessity of 4D element subdivision—leads us to the conclusion to
prefer the time-stepping scheme.
µ2 = 10−5 kg/m/s. No surface tension is considered and a volume force fy = −g = −9.81 m/s2
is applied. Slip boundary conditions are assumed along the walls and p = 0 N/m2 is set along
the upper boundary. The computational domain is discretized with 127 × 95 elements and the
simulation spans 0.25 s using 6400 time steps.
In Fig. 14, the interface position and the pressure solution is shown at different time instances.
The results are in very good agreement with the solutions given in [13].
Figure 15 shows a comparison of our results with experimental data by Martin and Moyce
[39] and interface tracking results by Walhorn [40]. The dimensionless water column p width
δ = x⋆ /a and height δ = y⋆ /b are plotted over the dimensionless times τδ = t 2g/a and
p
τβ = t 2g/b. x⋆ (t) and y⋆ (t) are the intersections of the interface with the bottom and left
boundary. a = x⋆ (t = 0) and b = y⋆ (t = 0) are the initial water column width and height. The
slope of the curve in Fig. 15(a) (dimensionless width of the water column over time) is predicted
very well and almost coincides with the results by Walhorn. However, the water column in
the experiment expands slower in the beginning. This could be explained with the time which
is required to remove the gate which initially separates the water column from the remaining
experimental domain. Thereby, the collapse of the column is slightly delayed. The evolution of
the water column height agrees very well between the simulations and the experiment.
We carried out the same studies for this test case as for the tank sloshing case. The findings
coincide with those described in the last section. For the sake of completeness, Figure 16 shows
some results. The interface position is plotted after 0.25 s using 800 time steps and different
fixed meshes. It is obvious that standard FEM interface capturing can not accurately predict the
position of the water front tip, in particular see Fig. 16(b). On the contrary, the XFEM results
using the sign-enrichment (cf. Fig. 16(c)) are in good agreement with the accurate FEM interface
tracking results (cf. Fig. 16(a)). It is seen that the differences between standard FEM and XFEM
are not as large as in the tank sloshing case. One should note that the FEM interface tracking
approach did work only on the two finest meshes. The method failed for the two coarser meshes
20
(a) Water column width. (b) Water column height.
Figure 15: Collapsing water column: comparison with experimental data by Martin and Moyce [39].
plotted over time. This quantity is also in excellent agreement with the simulation results by
Hysing et al. [42].
21
(a) FEM, interface tracking
Figure 17: Rising bubble: computational domain, interface and pressure solution.
22
(a) Bubble shape. (b) Rise velocity.
Figure 18: Rising bubble: comparison of the results with simulation data from [42].
Remark Similar to the handling of holes in [46] one could think of nullifying the degrees of
freedom in the air phase instead of considering a two-phase flow problem. This approach would
have wide consequences on the enrichment approach. Hence, that approach is not further con-
sidered in this work.
In contrast to the preceding test cases, the computational domain is not completely enclosed
by a wall, but an inflow and outflow boundary exists, which is crossed by the interface. In order
to maintain a constant fluid height at the inflow, Dirichlet boundary conditions for the level-set
transport equation have to be prescribed there. Furthermore, surface tension effects are neglected
and the proposed p-sign enrichment is used for all cases. Both free-surface configurations con-
sidered herein observe the overflow of an obstruction. Similar cases have been investigated
experimentally for example by Forbes [47] and Chanson [48].
23
Figure 19: Flow over a circular bump.
and at the upper left corner the pressure p = 0 N/m2 . At the obstacle, the Reynolds number in
Ω1 is
ρ·u·d
Re = ≈ 40 (37)
η
with d the obstacle height, u ≈ 0.7 m/s over the bump and the Froude number is
u
Fr = √ ≈ 0.8 (38)
g·L
with L ≈ 0.75 m the minimal water depth. A detail of the structured quadrilateral mesh with
4648 nodes and 4455 elements is shown in Figure 20. The time-stepping scheme described in
Section 4.1 is used with a time step ∆t = 0.02 s.
Figure 21 shows the results after 1000 time steps (t = 20 s). Behind the obstacle, waves
emerge at the surface and after approximately 800 time steps, a quasi-steady free-surface forma-
tion is obtained as it is shown in Figure 21. Furthermore, the results of the XFEM are compared
24
Figure 21: Circular bump: Pressure field and interface position in the interval x ∈ [−2, 10] - XFEM (solid), DSD
(dashed).
with those computed with a stabilized space-time deforming spatial domain (SST-DSD) method
(interface tracking) and solving the elevation equation for the free-surface position as used in
[49].
It can be seen that the results of the XFEM with the p-sign enrichment and interface tracking
method are in good agreement.
and at the upper left corner the pressure p = 0 N/m2 . The dimensionless numbers are Re ≈ 64
and Fr ≈ 0.7. A structured quadrilateral mesh with 5923 nodes and 5672 elements is used
(cf. Figure 23). Here, again the trapezoidal time-stepping scheme with a time step ∆t = 0.02 s is
applied.
Figure 24 again shows the comparison between the mesh-independent quasi-steady surface
formation with the XFEM and the SST-DSD interface tracking results after t = 20 s. It can be
seen that both methods lead to almost identical free-surface shapes.
25
Figure 23: Rectangular bump: Detail of the mesh.
Figure 24: Rectangular bump: Pressure field and interface position in the interval x ∈ [−2, 10] - XFEM (solid), DSD
(dashed).
One main advantage of the XFEM for free-surface flow problems is the ability to deal with
topological changes without remeshing, in contrast to interface tracking techniques. In order to
illustrate this ability, the flow over the rectangular bump is carried out under slightly different
conditions. The initial free-surface height is set lower to y0 = 0.7 m and the inflow velocity is
increased:
1
1.6 · (y/y0 ) 4 m/s, y < y0
u= , v = 0 m/s. (40)
1.6 m/s,
y ≥ y0
This results in larger dimensionless numbers: Re ≈ 85 and Fr ≈ 0.8, that is still sub-critical flow
conditions. The other parameters, boundary conditions, and the mesh remain unchanged. Figure
25 depicts the evolution of the free-surface and the pressure field over time. For this configuration
the surface is rapidly varying and no quasi-steady state is obtained during the simulation time of
20 s. The free-surface folds, enclosing the lighter phase in the denser one and at the same time
the breaking waves move back and forth. Using the XFEM with the proposed sign-enrichment
for the pressure, we obtain a flexible method which can also cope with very unsteady free-surface
flow problems. These results can not be reproduced adequately by an interface tracking scheme
such as the SST-DSD.
27
Figure 26: Falling object: computational domain, interface and pressure solution.
the fluid completely with a standard interface tracking method due to an incompatibility of the
no-slip condition on the object and the free-surface [51]. In order to overcome this problem, the
falling object is modeled with a pseudo-structure ALE approach and the surrounding two-phase
problem is modeled with the XFEM. That is, interface tracking is used in order to track the fluid-
structure interface and interface capturing in order to consider for the fluid-fluid interface. The
simulation code couples the fluid solver, level-set transport and the structural computation of the
mesh deformation as depicted in Fig. 2.
The following physical parameters are used: ρ1 = 100 kg/m3 , ρ2 = 1 kg/m3 , µ1 = 0.1 kg/m/s,
µ2 = 0.001 kg/m/s, fy = −g = −1.0 m/s2 , no surface tension is considered and the solid body
has a total mass of 2 kg. The underlying mesh consists of 7600 quadrilateral elements and a time
span of 12 s with ∆t = 0.01 s is calculated.
Figure 26 shows some frames from the simulation results. The interaction between the solid
object and the fluid surface is observed until an equilibrium state is reached.
7. Conclusion
In this work, an XFEM for two-phase and free-surface flows is systematically designed with
respect to different criteria: Enrichment schemes, time integration and fixed/moving meshes.
During our numerical studies we found that it is not advisable to enrich the velocity approxi-
mation space as it does not improve the results significantly, but may lead to severe convergence
problems. Furthermore, the required number of iterations for the solution of the governing equa-
tions may increase considerably. On the other hand, the enrichment of the pressure field is
28
essential. We recommend the sign-enrichment of the pressure field even if no surface tension
effects are considered.
In agreement with earlier investigations [32], the semi-implicit time-stepping scheme is cho-
sen over the, slightly more accurate, but computationally more expensive, space-time approach.
This choice is also encouraged by the burden of dealing with 4D space-time elements in the
XFEM when three spatial dimensions are considered.
Motivated by the application of the proposed method to floating body simulations, the nu-
merical studies were also carried out on artificially moving meshes. Especially in this case, the
advantage of the proposed sign-enrichment scheme over the abs-enrichment of the pressure field
could be shown.
On the whole, the numerical results show the great flexibility of the proposed method to
accurately compute two-phase and free-surface flow problems in different configurations, in-
cluding surface tension effects, topological changes, fixed and moving meshes. The method has
recently been extended to three spatial dimensions. Then, parallelization and load balancing in
the context of the XFEM are challenging aspects. The use of iterative solvers in 3D is generally
advisable, too. Then strategies have to be developed in order to circumvent the problem of the
ill-conditioning of the system matrix (cf. Section 3). Results are to be presented in a forthcoming
publication.
8. Acknowledgement
The authors gratefully acknowledge the computing resources provided by the AICES grad-
uate school and RWTH Aachen University Center for Computing and Communication. The
authors also wish to acknowledge the support of the German Science Foundation in the frame
of the Emmy-Noether-research group “Numerical methods for discontinuities in continuum me-
chanics”.
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