Abstract
A Lagrangian-type numerical scheme called the “comoving mesh method” or CMM is developed for numerically solving certain classes of moving boundary problems which include, for example, the classical Hele-Shaw flow problem and the well-known mean curvature flow problem. This finite element scheme exploits the idea that the normal velocity field of the moving boundary can be extended smoothly throughout the entire domain of definition of the problem using, for instance, the Laplace operator. Then, the boundary as well as the finite element mesh of the domain are easily updated at every time step by moving the nodal points along this velocity field. The feasibility of the method, highlighting its practicality, is illustrated through various numerical experiments. Furthermore, in order to examine the accuracy of the proposed scheme, the experimental order of convergences between the numerical and exact solutions for these examples are also calculated.
Similar content being viewed by others
References
Acker, A.: An extremal problem involving distributed resistance. SIAM J. Math. Anal. 12, 169–172 (1981)
Afkhami, S., Renardy, Y.: A volume-of-fluid formulation for the study of co-flowing fluids governed by the Hele-Shaw equations. Phys. Fluids 25(8), 082001 (2013)
Azegami, H.: A solution to domain optimization problems. Trans. Jpn. Soc. Mech. Eng. Ser. A 60, 1479–1486 (in Japanese) (1994)
Azegami, H.: Shape Optimization Problems. Springer Optimization and Its Applications, Springer, Singapore (2020)
Baines, M.J., Hubbard, M.E., Jimack, P.K.: Velocity-based moving mesh methods for nonlinear partial differential equations. Commun. Comput. Phys. 10(3), 509–576 (2011)
Baiocchi, C.: Variational and Quasivariational Inequalities: Applications to Free Boundary Problems. Wiley, Amsterdam (1984)
Crank, J.: Free and Moving Boundary Problems. Clarendon Press, New York (1984)
Cummings, L.J., Howison, S.D., King, J.R.: Two-dimensional Stokes and Hele-Shaw flows with free surfaces. Eur. J. Appl. Math. 10, 635–680 (1999)
Dai, Q., Lei, Y., Zhang, B., Feng, D., Wang, X., Yin, X.: A practical adaptive moving-mesh algorithm for solving unconfined seepage problem with galerkin finite element method. Sci. Rep. 96988, 15 (2019)
Delfour, M.C.,Zolésio, J.P.: Shapes and Geometries: Metrics, Analysis, Differential Calculus, and Optimization. Adv. Des. Control. vol. 22, 2nd edn. SIAM, PA (2011)
Du, Q., Feng, X.B.: The phase field method for geometric moving interfaces and their numerical approximations, in Geometric Partial Differential Equations, Part I, Handbook of Numerical Analysis, vol. 21, chap. 5, pp. 425–508. Elsevier (2020)
Dziuk, G.: An algorithm for evolutionary surfaces. Numer. Math. 58, 603–611 (1991)
Elliot, C.M., Ockendon, J.R.: Weak and Variational Methods for Moving Boundary Problems. Pitman, Boston (1982)
Elliott, C.M.: On a variational inequality formulation of an electrical machining moving boundary problem and its approximation by the finite element method. J. Inst. Math. Appl. 25, 121–131 (1980)
Elliott, C.M., Janovský, V.: A variational inequality approach to Hele-Shaw flow with a moving boundary. Proc. R. Soc. Edinburgh 88(A), 93–107 (1981)
Eppler, K., Harbrecht, H.: Efficient treatment of stationary free boundary problems. Appl. Numer. Math. 56, 1326–1339 (2006)
Escher, J., Simonnet, G.: Classical solutions of multidimensional Hele-Shaw models. SIAM J. Math. Anal. 28(5), 1028–1047 (1997)
Fasano, A., Primicerio, M.: Blow-up and regularization for the hele-shaw problem. In: Friedman, A., Spruck, J. (eds.) Variational and Free Boundary Problems, Mathematics and its Applications, vol. 53, pp. 73–85. Springer, New York, IMA (1993)
Flucher, M.: An asymptotic formula for the minimal capacity among sets of equal area. Calc. Var. 1, 71–86 (1993)
Flucher, M., Rumpf, M.: Bernoulli’s free-boundary problem, qualitative theory and numerical approximation. J. Reine Angew. Math. 486, 165–204 (1997)
Friedman, A.: Time dependent free boundary problems. SIAM Rev. 21, 213–221 (1979)
Friedman, A.: Free-boundary problem in fluid dynamics. Astérisque, Soc. Math. Fr. 118, 55–67 (1984)
Friedrichs, K.: Über ein minimumproblem für potentialströmungen mit freiem rand. Math. Ann. 109, 60–82 (1934)
Gage, M., Hamilton, R.: The heat equation shrinking convex plane curves. J. Differ. Geom. 23, 69–96 (1986)
Grayson, M.: The heat equation shrinks embedded plane curves to round points. J. Differ. Geom. 26, 285–314 (1987)
Gustafsson, B.: Applications of variational inequalities to a moving boundary problem for Hele-Shaw flows. SIAM J. Math. Anal. 16(2), 279–300 (1985)
Gustafsson, B., Vasilév, A.: Conformal and Potential Analysis in Hele-Shaw Cell. Advances in Mathematical Fluid Mechanics. Bikhäuser, Basel (2006)
Hirt, C., Nichols, B.: Volume of fluid (vof) method for the dynamics of free boundaries. J. Comput. Phys. 39(1), 201–225 (1981)
Hörmander, L.: The Analysis of Linear Partial Differential Operators. Springer, New York (1983–1985)
Huang, W., Russell, R.D.: Adaptive Moving Mesh Methods. Springer, New York (2011)
Huisken, G.: Flow by mean curvature of convex surfaces into sphere. J. Differ. Geom. 20, 237–266 (1984)
Kees, C.E., Farthing, M.W., Lackey, T.C., Berger, R.C.: A review of methods for moving boundary problems. Tech. Rep. ERDC/CHL TR-09-10, U. S. Army Engineer Research and Development Center (2009)
Kimura, M.: Numerical analysis for moving boundary problems using the boundary tracking method. Jpn. J. Indust. Appl. Math 14, 373–398 (1997)
Kimura, M.: Geometry of hypersurfaces and moving hyper surfaces in \(R^m\) for the study of moving boundary problems, Jindr̆ich Nec̆as Center for Mathematical Modeling Lecture notes, vol. IV, chap. 2, pp. 39–93. Matfyzpress (2008)
Kimura, M., Notsu, H.: A level set method using the signed distance function. Jpn. J. Indust. Appl. Math 19, 415–446 (2002)
Knupp, P., Steinberg, S.: The Fundamentals of Grid Generation, vol. 3. CRC Press, London, UK (1993)
Lacey, A.A., Shillor, M.: Electrochemical and electro-discharge machining with a threshold current. IMA J. Numer. Anal. 39(2), 121–142 (1987)
Liseikin, V.D.: Grid Generation Methods, 3rd edn. Springer, Cham (2017)
Milne-Thomson, L.M.: Theoretical Hydrodynamics. Dover, New York (1996)
Morrow, L.C., Moroney, T.J., Dallaston, M.C., McCue, S.W.: A review of one-phase Hele-Shaw flows and a level-set method for non-standard configurations (2021). arXiv:2101.07447
Neuberger, J.: Sobolev Gradients and Differential Equations, Lecture Notes in Mathematics, vol. 1670, 2nd edn. Springer, Berlin (2010)
Nochetto, R.H., Verdi, C.: Combined effect of explicit time-stepping and quadrature for curvature driven flows. Numer. Math. 74, 105–136 (1996)
Rabago, J.F.T.: Analysis and numerics of novel shape optimization methods for the Bernoulli problem. Ph.D. thesis, Nagoya University, Nagoya, Japan (2020)
Richardson, S.: Hele-Shaw flows with a free boundary produced by the injection of the fluid into a narrow channel. J. Fluid Mech. 56, 609–618 (1972)
Sakakibara, K., Yazaki, S.: A charge simulation method for the computation of Hele-Shaw problems. RIMS Kôkyûroku 1957, 116–133 (2015)
Salari, K., Knupp, P.: Code verification by the method of manufactured solutions. Tech. rep, Sandia National Laboratories (2000)
Sokołowski, J., Zolésio, J.P.: Introduction to Shape Optimization. Springer Series in Computational Mathematics, vol. 16. Springer, Berlin (1992)
Spekreijse, S.P.: Elliptic grid generation based on Laplace equations and algebraic transformations. J. Comput. Phys. 118(1), 38–61 (1995)
Thompson, J.F.: A survey of dynamically-adaptive grids in the numerical solution of partial differential equations. Appl. Numer. Math. 1(1) (1985)
Acknowledgements
The work of MK was supported by JSPS KAKENHI Grant Number JP20KK0058. JFTR acknowledges the support from JST CREST Grant Number JPMJCR2014. We are grateful to the referee for carefully reading and making suggestions to improve the paper. Some of the results in this paper were presented at the Czech-Japanese Seminar in Applied Mathematics 2021 held virtually on January 5 - 7 2021. YS thanks the conference’s organizers for giving him the opportunity to present the results of the study during the meeting.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
A Proof of Lemma 1
A Proof of Lemma 1
Proof
Let us now prove Lemma 1. Consider system (5.5) whose solution is given by \({\mathbf {{v}}}^i:={\mathbf {{v}}}({\mathbf {{g}}}^i)\). Also, consider the Dirichlet-to-Neumann map \(\Lambda : H^{1/2}(\varGamma ;{\mathbb {R}}^d) \rightarrow H^{-1/2}(\varGamma ;{\mathbb {R}}^d)\). Then, for \({\mathbf {{g}}}^1, {\mathbf {{g}}}^2 \in H^{1/2}(\varGamma ;{\mathbb {R}}^d)\), the binary operation \(({\mathbf {{g}}}^1, {\mathbf {{g}}}^2)_{\Lambda } := (\Lambda {\mathbf {{g}}}^1, {\mathbf {{g}}}^2)_{L^2(\varGamma ;{\mathbb {R}}^d)}\) is an inner product on \(H^{1/2}(\varGamma ;{\mathbb {R}}^d)\). Indeed, we have the following arguments
-
(i)
since, for any \({\mathbf {{g}}}^3 \in H^{1/2}(\varGamma ;{\mathbb {R}}^d)\) and \(c \in {\mathbb {R}}\), we have \((\Lambda (c {\mathbf {{g}}}^1 + {\mathbf {{g}}}^2), {\mathbf {{g}}}^3)_{L^2(\varGamma ;{\mathbb {R}}^d)} = \int _{\varGamma } (c \nabla {\mathbf {{v}}}^1 + \nabla {\mathbf {{v}}}^2)\cdot \nu \, {\mathbf {{v}}}^3\, \mathrm{d}s = c (\Lambda {\mathbf {{g}}}^1, {\mathbf {{g}}}^3)_{L^2(\varGamma ;{\mathbb {R}}^d)} + (\Lambda {\mathbf {{g}}}^2, {\mathbf {{g}}}^3)_{L^2(\varGamma ;{\mathbb {R}}^d)}\), then \((\, \cdot \,, \, \cdot \,)_{\Lambda }\) is linear with respect to its first argument;
-
(ii)
the binary operation \((\, \cdot \,, \, \cdot \,)_{\Lambda }\) is positive definite because, for any \({\mathbf {{g}}}^2 \in H^{1/2}(\varGamma ;{\mathbb {R}}^d)\), we have \((\Lambda {\mathbf {{g}}}, {\mathbf {{g}}})_{L^2(\varGamma ;{\mathbb {R}}^d)} = \int _{\varGamma } (\nabla {\mathbf {{v}}} \cdot \nu ) {\mathbf {{v}}}\ \mathrm{d}s = \int _{{\overline{\Omega }}{\setminus } B} |\nabla {\mathbf {{v}}}|^2 \ \mathrm{d}x \geqslant 0;\)
-
(iii)
also, it is point-separating, that is \((\Lambda {\mathbf {{g}}}, {\mathbf {{g}}})_{L^2(\varGamma ;{\mathbb {R}}^d)} = 0\) if and only if \({\mathbf {{g}}} \equiv {\mathbf {{0}}}\); and,
-
(iv)
lastly, the operation is symmetric because \((\Lambda {\mathbf {{g}}}^1, {\mathbf {{g}}}^2)_{L^2(\varGamma ;{\mathbb {R}}^d)} = \int _{\varGamma } (\nabla {\mathbf {{v}}}^1 \cdot \nu ) {\mathbf {{v}}}^2\ \mathrm{d}s = \int _{{\overline{\Omega }}{\setminus } B} \nabla {\mathbf {{v}}}^1 : \nabla {\mathbf {{v}}}^2 \ \mathrm{d}x = \int _{\varGamma } {\mathbf {{v}}}^1 (\nabla {\mathbf {{v}}}^2 \cdot \nu ) \ \mathrm{d}s = ( {\mathbf {{g}}}^1, \Lambda {\mathbf {{g}}}^2)_{L^2(\varGamma ;{\mathbb {R}}^d)}\).
Additionally, for Lipschitz \(\varGamma\), the inner product \((\, \cdot \,, \, \cdot \,)_{\Lambda }\) is equivalent to the natural one in \(H^{1/2}(\varGamma ;{\mathbb {R}}^d)\). Here, \(H^{1/2}(\varGamma ;{\mathbb {R}}^d)\) is viewed as the image of the trace operator \(\gamma _{\varGamma }\) on \(\varGamma\) (i.e., \({\text {Im}}(\gamma _{\varGamma }) = \gamma _{\varGamma }(H^1(\Omega ;{\mathbb {R}}^d))\)). Consequently, by Riesz representation theorem, together with the embedding \(H^{-1/2}(\varGamma ;{\mathbb {R}}^d) \supset L^2(\varGamma ;{\mathbb {R}}^d) \supset H^{1/2}(\varGamma ;{\mathbb {R}}^d)\), we conclude that \(\Lambda \in {\text {Isom}}(H^{1/2}(\varGamma ;{\mathbb {R}}^d),H^{-1/2}(\varGamma ;{\mathbb {R}}^d))\). This proves the lemma. \(\square\)
About this article
Cite this article
Sunayama, Y., Kimura, M. & Rabago, J.F.T. Comoving mesh method for certain classes of moving boundary problems. Japan J. Indust. Appl. Math. 39, 973–1001 (2022). https://doi.org/10.1007/s13160-022-00524-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13160-022-00524-z