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Accurate quadrature and fast summation in boundary integral methods for Stokes flow
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Numerical Analysis, NA.ORCID iD: 0000-0002-6953-8058
2023 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis concerns accurate and efficient numerical methods for the simulation of fluid flow on the microscale, known as Stokes flow or creeping flow. Such flows are important, for example, in understanding the swimming of microorganisms, spreading of dust particles, as well as in developing new nano-materials, and microfluidic devices that can be used for on-the-fly analysis of blood samples, among other things.

Flow on the microscale is dominated by viscous forces, meaning that a fluid such as water or air will behave as a very viscous fluid, like e.g. honey. The equations governing the flow, known as the Stokes equations, are linear PDEs, which permits the use of boundary integral methods (BIMs). In these methods, the PDE is reformulated as a boundary integral equation, thus reducing the dimensionality of the computational problem from three dimensions to two dimensions. The boundary integral formulation is well-conditioned, so that high accuracy can be achieved.

We consider two main challenges related to BIMs. The first challenge is that the integrals in the formulation contain integrands that vary rapidly for evaluation points close to the boundary, and cannot be accurately resolved using a standard method for numerical integration. Therefore, special quadrature methods are needed. We consider two such methods: quadrature by expansion (QBX) and the “line extrapolation/interpolation method” (also known as the Hedgehog method). In particular, we consider these methods applied to simulations involving rigid rodlike particles and surrounding walls.

The second challenge is that discretizing the boundary integral formulation leads to a dense linear system, which requires O(N2) operations to solve iteratively, where N is the number of unknowns. This becomes too expensive for large systems. A fast summation method, such as the Spectral Ewald (SE) method considered in this thesis, reduces the number of operations required, for example to O(N log N). The SE method can also be used for problems with periodic boundary conditions in any number of the spatial directions (arbitrary periodicity).

We also consider an application of these methods to a flow problem involving an inertial spheroid in a parabolic flow profile, and analyze the lateral drift of this spheroidal particle.

The numerical methods studied in this thesis enable fast and accurate computer simulations of e.g. suspensions of rigid particles in three-dimensional Stokes flow, including surrounding walls and arbitrary periodicity.

Abstract [sv]

Denna avhandling behandlar noggranna och effektiva numeriska metoder för att simulera strömning på mikroskalan, känt som Stokesflöde eller krypande flöde. Sådana flöden är viktiga till exempel för att förstå hur mikroorganismer simmar och stoftpartiklar sprider sig, liksom för att utveckla nya nanomaterial samt mikrofluidiska enheter för omedelbar blodanalys, bland annat.

Strömning på mikroskalan domineras av viskösa krafter, vilket innebär att en fluid såsom vatten eller luft kommer att bete sig som en mycket viskös fluid, som till exempel honung. De ekvationer som styr strömningen kallas Stokes ekvationer och är linjära PDE:er, vilket innebär att randintegralmetoder kan användas. I dessa metoder omformuleras PDE:n som en randintegralekvation, så att beräkningsproblemets dimensionalitet minskar från tre till två dimensioner. Randintegralformuleringen är välkonditionerad, så att hög noggrannhet kan uppnås.

Vi behandlar två huvudsakliga utmaningar kopplade till randintegralmetoder. Den första utmaningen är att integralerna i formuleringen innehåller integrander som varierar snabbt för evalueringspunkter nära randen, och inte kan lösas upp noggrannt med en standardmetod för numerisk integration. Därmed behövs speciella kvadraturmetoder. Vi betraktar två sådana metoder: expansionskvadratur (eng. quadrature by expansion) och ”linje-extrapolation/interpolation” (även känt som igelkottsmetoden, eng. Hedgehog method). Metoderna tillämpas specifikt på strömningsproblem innehållande stela stavlika partiklar och omgivande väggar.

Den andra utmaningen är att diskretiseringen av randintegralformuleringen leder till ett tätt linjärt system, som kräver O(N2) operationer att lösa iterativt, där N är antalet okända. Detta blir alltför kostsamt för stora system. En snabb summeringsmetod, såsom den spektrala Ewald-metoden som behandlas i denna avhandling, minskar antalet operationer som krävs till exempelvis O(N log N). Den spektrala Ewald-metoden kan även användas för problem med periodiska randvillkor i godtyckligt antal rumsriktningar.

Vi tillämpar även dessa metoder på ett strömningsproblem med en trög sfäroid i en parabolisk strömningsprofil, och analyserar driften i sidled hos denna sfäroidiska partikel.

De numeriska metoder som studeras i denna avhandling möjliggör snabba och noggranna datorsimuleringar av exempelvis suspensioner av stela partiklar i tredimensionellt Stokesflöde, inklusive omgivande väggar och godtycklig periodicitet.

Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology, 2023. , p. 70
Series
TRITA-SCI-FOU ; 2023:30
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
URN: urn:nbn:se:kth:diva-326997ISBN: 978-91-8040-608-6 (print)OAI: oai:DiVA.org:kth-326997DiVA, id: diva2:1757268
Public defence
2023-06-14, https://kth-se.zoom.us/j/63845616516, Sal F3, Lindstedtsvägen 26, Stockholm, 14:00 (English)
Opponent
Supervisors
Funder
Göran Gustafsson Foundation for Research in Natural Sciences and MedicineSwedish Research Council
Note

QC 2023-05-17

Available from: 2023-05-17 Created: 2023-05-16 Last updated: 2023-06-02Bibliographically approved
List of papers
1. Accurate quadrature methods with application to Stokes flow with particles in confined geometries
Open this publication in new window or tab >>Accurate quadrature methods with application to Stokes flow with particles in confined geometries
2017 (English)In: Proceedings of the Eleventh UK Conference on Boundary Integral Methods (UKBIM 11) / [ed] David J. Chappell, Nottingham: Nottingham Trent University, 2017, p. 15-24Conference paper, Published paper (Refereed)
Abstract [en]

Boundary integral methods are attractive for simulating Stokes flow with particles or droplets due to the reduction in dimensionality and natural handling of the geometry. In many problems walls are present, and it becomes necessary to evaluate singular or nearly singular layer potentials over the wall. In this paper we show how this can be done using quadrature by expansion (QBX), a relatively new method based on local expansions of the layer potential. We present results for the Laplace single layer potential and the Stokes double layer potential. QBX can be used to evaluate the potentials to high accuracy arbitrarily close to the wall and on the wall. We also discuss how some quantities can be precomputed and how geometric symmetries can be used to reduce precomputation and storage.

Place, publisher, year, edition, pages
Nottingham: Nottingham Trent University, 2017
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
urn:nbn:se:kth:diva-316556 (URN)
Conference
Eleventh UK Conference on Boundary Integral Methods, Nottingham, 10-11 July, 2017
Funder
Göran Gustafsson Foundation for Research in Natural Sciences and MedicineSwedish Research Council, 2015-04998
Note

Part of proceedings; ISBN 978-0-9931112-9-7, QC 20220823

Available from: 2022-08-23 Created: 2022-08-23 Last updated: 2023-05-16Bibliographically approved
2. Highly accurate special quadrature methods for Stokesian particle suspensions in confined geometries
Open this publication in new window or tab >>Highly accurate special quadrature methods for Stokesian particle suspensions in confined geometries
2021 (English)In: International Journal for Numerical Methods in Fluids, ISSN 0271-2091, E-ISSN 1097-0363, Vol. 93, no 7, p. 2175-2224Article in journal (Refereed) Published
Abstract [en]

Boundary integral methods are highly suited for problems with complicated geometries, but require special quadrature methods to accurately compute the singular and nearly singular layer potentials that appear in them. This article presents a boundary integral method that can be used to study the motion of rigid particles in three-dimensional periodic Stokes flow with confining walls. A centerpiece of our method is the highly accurate special quadrature method, which is based on a combination of upsampled quadrature and quadrature by expansion, accelerated using a precomputation scheme. The method is demonstrated for rodlike and spheroidal particles, with the confining geometry given by a pipe or a pair of flat walls. A parameter selection strategy for the special quadrature method is presented and tested. Periodic interactions are computed using the spectral Ewald fast summation method, which allows our method to run in O(n log n) time for n grid points in the primary cell, assuming the number of geometrical objects grows while the grid point concentration is kept fixed.

Place, publisher, year, edition, pages
Wiley, 2021
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
urn:nbn:se:kth:diva-296965 (URN)10.1002/fld.4970 (DOI)000631562200001 ()2-s2.0-85102890560 (Scopus ID)
Note

QC 20210614

Available from: 2021-06-12 Created: 2021-06-12 Last updated: 2023-05-16Bibliographically approved
3. Parabolic velocity profile causes shape-selective drift of inertial ellipsoids
Open this publication in new window or tab >>Parabolic velocity profile causes shape-selective drift of inertial ellipsoids
2021 (English)In: Journal of Fluid Mechanics, ISSN 0022-1120, E-ISSN 1469-7645, Vol. 926, article id A24Article in journal (Refereed) Published
Abstract [en]

Understanding particle drift in suspension flows is of the highest importance in numerous engineering applications where particles need to be separated and filtered out from the suspending fluid. Commonly known drift mechanisms such as the Magnus force, Saffman force and Segre-Silberberg effect all arise only due to inertia of the fluid, with similar effects on all non-spherical particle shapes. In this work, we present a new shape-selective lateral drift mechanism, arising from particle inertia rather than fluid inertia, for ellipsoidal particles in a parabolic velocity profile. We show that the new drift is caused by an intermittent tumbling rotational motion in the local shear flow together with translational inertia of the particle, while rotational inertia is negligible. We find that the drift is maximal when particle inertial forces are of approximately the same order of magnitude as viscous forces, and that both extremely light and extremely heavy particles have negligible drift. Furthermore, since tumbling motion is not a stable rotational state for inertial oblate spheroids (nor for spheres), this new drift only applies to prolate spheroids or tri-axial ellipsoids. Finally, the drift is compared with the effect of gravity acting in the directions parallel and normal to the flow. The new drift mechanism is stronger than gravitational effects as long as gravity is less than a critical value. The critical gravity is highest (i.e. the new drift mechanism dominates over gravitationally induced drift mechanisms) when gravity acts parallel to the flow and the particles are small.

Place, publisher, year, edition, pages
Cambridge University Press (CUP), 2021
Keywords
particle, fluid flow, boundary integral methods, suspensions
National Category
Fluid Mechanics
Identifiers
urn:nbn:se:kth:diva-302625 (URN)10.1017/jfm.2021.716 (DOI)000695413500001 ()2-s2.0-85114497082 (Scopus ID)
Note

QC 20211006

Available from: 2021-10-06 Created: 2021-10-06 Last updated: 2025-02-09Bibliographically approved
4. Fast Ewald summation for electrostatic potentials with arbitrary periodicity
Open this publication in new window or tab >>Fast Ewald summation for electrostatic potentials with arbitrary periodicity
2021 (English)In: Journal of Chemical Physics, ISSN 0021-9606, E-ISSN 1089-7690, Vol. 154, no 16, article id 164109Article in journal (Refereed) Published
Abstract [en]

A unified treatment for the fast and spectrally accurate evaluation of electrostatic potentials with periodic boundary conditions in any or none of the three spatial dimensions is presented. Ewald decomposition is used to split the problem into real-space and Fourier-space parts, and the Fast Fourier Transform (FFT)-based Spectral Ewald (SE) method is used to accelerate computation of the latter, yielding the total runtime O(N log N) for N sources. A key component is a new FFT-based solution technique for the free-space Poisson problem. The computational cost is further reduced by a new adaptive FFT for the doubly and singly periodic cases, allowing for different local upsampling factors. The SE method is most efficient in the triply periodic case where the cost of computing FFTs is the lowest, whereas the rest of the algorithm is essentially independent of periodicity. We show that removing periodic boundary conditions from one or two directions out of three will only moderately increase the total runtime, and in the free-space case, the runtime is around four times that of the triply periodic case. The Gaussian window function previously used in the SE method is compared with a new piecewise polynomial approximation of the Kaiser–Bessel window, which further reduces the runtime. We present error estimates and a parameter selection scheme for all parameters of the method, including a new estimate for the shape parameter of the Kaiser–Bessel window. Finally, we consider methods for force computation and compare the runtime of the SE method with that of the fast multipole method.

Place, publisher, year, edition, pages
AIP Publishing, 2021
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
urn:nbn:se:kth:diva-296966 (URN)10.1063/5.0044895 (DOI)000692814300001 ()33940832 (PubMedID)2-s2.0-85105146195 (Scopus ID)
Note

QC 20210614

Available from: 2021-06-12 Created: 2021-06-12 Last updated: 2023-05-16Bibliographically approved
5. Fast Ewald summation for Stokes flow with arbitrary periodicity
Open this publication in new window or tab >>Fast Ewald summation for Stokes flow with arbitrary periodicity
(English)Manuscript (preprint) (Other academic)
Abstract [en]

A fast and spectrally accurate Ewald summation method for the evaluation of stokeslet, stresslet and rotlet potentials of three-dimensional Stokes flow is presented. This work extends the previously developed Spectral Ewald method for Stokes flow to periodic boundary conditions in any number (three, two, one, or none) of the spatial directions, in a unified framework. The periodic potential is split into a short-range and a long-range part, where the latter is treated in Fourier space using the fast Fourier transform. A crucial component of the method is the modified kernels used to treat singular integration. We derive new modified kernels, and new improved truncation error estimates for the stokeslet and stresslet. An automated procedure for selecting parameters based on a given error tolerance is designed and tested. Analytical formulas for validation in the doubly and singly periodic cases are presented. We show that the computational time of the method scales like O(N log N) for N sources and targets, and investigate how the time depends on the error tolerance and window function, i.e. the function used to smoothly spread irregular point data to a uniform grid. The method is fastest in the fully periodic case, while the run time in the free-space case is around three times as large. Furthermore, the highest efficiency is reached when applying the method to a uniform source distribution in a primary cell with low aspect ratio. The work presented in this paper enables efficient and accurate simulations of three-dimensional Stokes flow with arbitrary periodicity using e.g. boundary integral and potential methods.

Keywords
fast summation, Stokes potentials, creeping flow, reduced periodicity, Fourier analysis, boundary integral equations
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
urn:nbn:se:kth:diva-326994 (URN)10.48550/arXiv.2210.01255 (DOI)
Funder
Swedish Research Council, 2019-05206
Note

QC 20230522

Available from: 2023-05-16 Created: 2023-05-16 Last updated: 2023-05-22Bibliographically approved
6. Accurate quadrature via line extrapolation and rational approximation with application to boundary integral methods for Stokes flow
Open this publication in new window or tab >>Accurate quadrature via line extrapolation and rational approximation with application to boundary integral methods for Stokes flow
2023 (English)Report (Other academic)
Abstract [en]

In boundary integral methods, special quadrature methods are needed to approximate layer potentials, integrals where the integrand is singular or sharply peaked for evaluation points on or close to the boundaries. In this paper, we study a method based on extrapolation or interpolation along a line, sometimes called the Hedgehog method. In this method, the layer potential is evaluated with a regular quadrature method for evaluation points along a line, and an approximant is constructed and evaluated in an area of interest where the original layer potential is difficult to evaluate due to it being singular or sharply peaked.

We analyze the errors in the Hedgehog method with polynomial approximation, and use this to construct optimal distributions of sample points. Furthermore, rational approximation is introduced in the Hedgehog method, and compared with polynomial approximation. It is found that rational approximation can typically achieve a lower error than polynomial approximation, and does not increase the computational cost of the method significantly. Strategies for avoiding and dealing with spurious poles in rational approximation are discussed.

We compare extrapolation (no sample point on the boundary) with interpolation (sample point present) in the Hedgehog method, and find that the error in our example is lower in the interpolation case by around one order of magnitude, compared to the extrapolation case.

We consider a specific test case, consisting of two rigid rodlike particles in Stokes flow. Parameter selection and error estimation for the Hedgehog method is discussed for this test case. The accuracy and computational cost of the Hedgehog method is examined, and compared with another special quadrature method, namely quadrature by expansion (QBX). We find that the Hedgehog method should be able to compete with QBX in this context, but further investigation is needed for strict tolerances.

Publisher
p. 26
National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics, Numerical Analysis
Identifiers
urn:nbn:se:kth:diva-326996 (URN)
Funder
Swedish Research Council, 2019-05206
Note

QC 20230522

Available from: 2023-05-16 Created: 2023-05-16 Last updated: 2023-05-22Bibliographically approved

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