Poisson with Neumann conditions

Here, we'll demonstrate a solution of Laplace's equation, with Neumann boundary conditions on a surface. Similar to the Dirichlet problem in A Dirichlet Poisson problem, we will solve the problem with one Neumann condition external to the surface, and another Neumann value internal to the surface.

Our underlying problem is still

\[\nabla^2\varphi^+ = 0,\qquad \nabla^2\varphi^- = 0\]

where $+$ denotes the exterior and $-$ the interior of the surface. (We will consider a circle of radius 1.) The boundary conditions on this surface are

\[\mathbf{n}\cdot\nabla\varphi^+ = v^+_n, \qquad \mathbf{n}\cdot\nabla\varphi^- = v^-_n\]

In other words, we seek to set the value on the exterior normal derivative to $v_n$ of the local normal vector on the surface, while the interior should have zero normal derivative.

Discretizing this problem by the usual techniques, we seek to solve

\[\begin{bmatrix} L & D_s \\ G_s & R_n^T R_n \end{bmatrix} \begin{pmatrix} f \\ -[\phi] \end{pmatrix} = \begin{pmatrix} R [v_n] \\ \overline{v}_n \end{pmatrix}\]

where $\overline{v}_n = (v^+_n + v^-_n)/2$ and $[v_n] = v^+_n - v^-_n$. The resulting $[\phi]$ is $f^+-f^-$.

As with the Dirichlet problem, this saddle-point problem can be solved by block-LU decomposition. First solve

\[L f^{*} = R [v_n]\]

for $f^*$. Then solve

\[-S [\phi] = \overline{v}_n - G_s f^{*}\]

for $[\phi]$, where $S = R_n^T R_n - G_s L^{-1} D_s = -C_s L^{-1}C_s^T$, and finally, compute

\[f = f^{*} + L^{-1}D_s [\phi]\]

It should be remembered that, for any scalar potential field, there is a corresponding streamfunction $\psi$ that generates the same flow. We can get that field, as well, with only a little bit more effort:

\[S [\psi] = C_s f^{*}\]

and then solve

\[L s = C_s^T [\phi] - \hat{C}_s^T [\psi]\]

.

for the streamfunction $s$.

using ImmersedLayers
using Plots
using LinearAlgebra
using UnPack

Set up the extra cache and solve function

The problem type takes the usual basic form

@ilmproblem NeumannPoisson scalar

The extra cache holds additional intermediate data, as well as the Schur complement. We don't bother creating a filtering matrix here.

struct NeumannPoissonCache{SMT,DVT,VNT,FT,ST} <: AbstractExtraILMCache
   S :: SMT
   dvn :: DVT
   vn :: VNT
   fstar :: FT
   sstar :: ST
end

The function prob_cache, as before, constructs the operators and extra cache data structures

function ImmersedLayers.prob_cache(prob::NeumannPoissonProblem,base_cache::BasicILMCache)
    S = create_CLinvCT(base_cache)
    dvn = zeros_surface(base_cache)
    vn = zeros_surface(base_cache)
    fstar = zeros_grid(base_cache)
    sstar = zeros_gridcurl(base_cache)
    NeumannPoissonCache(S,dvn,vn,fstar,sstar)
end

And finally, here's the steps we outlined above, used to extend the solve function

function ImmersedLayers.solve(prob::NeumannPoissonProblem,sys::ILMSystem)
    @unpack extra_cache, base_cache, bc, phys_params = sys
    @unpack S, dvn, vn, fstar, sstar = extra_cache

    fill!(fstar,0.0)
    fill!(sstar,0.0)

    f = zeros_grid(base_cache)
    s = zeros_gridcurl(base_cache)
    df = zeros_surface(base_cache)
    ds = zeros_surface(base_cache)

    # Get the precribed jump and average of the surface normal derivatives
    prescribed_surface_jump!(dvn,sys)
    prescribed_surface_average!(vn,sys)

    # Find the potential
    regularize!(fstar,dvn,base_cache)
    inverse_laplacian!(fstar,base_cache)

    surface_grad!(df,fstar,base_cache)
    df .= vn - df
    df .= -(S\df);

    surface_divergence!(f,df,base_cache)
    inverse_laplacian!(f,base_cache)
    f .+= fstar

    # Find the streamfunction
    surface_curl!(sstar,df,base_cache)

    surface_grad_cross!(ds,fstar,base_cache)
    ds .= S\ds

    surface_curl_cross!(s,ds,base_cache)
    s .-= sstar
    s .*= -1.0

    inverse_laplacian!(s,base_cache)

    return f, df, s, ds
end

Solve the problem

Here, we will demonstrate the solution on a circular shape of radius 1, with $v_n^+ = n_x$ and $v_n^- = 0$. This is actually the set of conditions used to compute the unit scalar potential field (and, as we will see, the added mass) in potential flow.

Set up the grid

Δx = 0.01
Lx = 4.0
xlim = (-Lx/2,Lx/2)
ylim = (-Lx/2,Lx/2)
g = PhysicalGrid(xlim,ylim,Δx)
Δs = 1.4*cellsize(g)
body = Circle(1.0,Δs);

Set the boundary condition functions

function get_vnplus(base_cache,phys_params)
    nrm = normals(base_cache)
    vnplus = zeros_surface(base_cache)
    vnplus .= nrm.u
    return vnplus
end
get_vnminus(base_cache,phys_params) = zeros_surface(base_cache)

bcdict = Dict("exterior"=>get_vnplus,"interior"=>get_vnminus)
Dict{String, Function} with 2 entries:
  "interior" => get_vnminus
  "exterior" => get_vnplus

Create the system

prob = NeumannPoissonProblem(g,body,scaling=GridScaling,bc=bcdict)
sys = construct_system(prob)

Solve it

@time f, df, s, ds = solve(prob,sys);
  0.088608 seconds (343.94 k allocations: 35.941 MiB, 16.54% compilation time)

and plot the field

plot(plot(f,sys,layers=true,levels=30,title="ϕ"),
plot(s,sys,layers=true,levels=30,title="ψ"))
Example block output

and the Lagrange multiplier field, $[\phi]$, on the surface

plot(df,sys)
Example block output

If, instead, we set the inner boundary condition to $n_x$ and the outer to zero, then we get the flow inside of a translating circle. All we need to do is re-define the boundary functions

function get_vnplus(base_cache,phys_params)
    vnplus = zeros_surface(base_cache)
    return vnplus
end
function get_vnminus(base_cache,phys_params)
    nrm = normals(base_cache)
    vnminus = zeros_surface(base_cache)
    vnminus .= nrm.u
    return vnminus
end

f, df, s, ds = solve(prob,sys);
plot(plot(f,sys,layers=true,levels=30,title="ϕ"),
plot(s,sys,layers=true,levels=30,title="ψ"))
Example block output

Multiple bodies

The cache and solve function we created above can be applied for any body or set of bodies. Let's apply it here to a circle of radius 0.25 inside of a square of half-side length 2, where our goal is to find the effect of the enclosing square on the motion of the circle. As such, we will set the Neumann conditions both internal to and external to the square to be 0, but for the exterior of the circle, we set it to $n_x$.

bl = BodyList();
push!(bl,Square(1.0,Δs))
push!(bl,Circle(0.25,Δs))

We don't actually have to transform these shapes, but it is illustrative to show how we would move them.

t1 = MotionTransform([0.0,0.0],0.0)
t2 = MotionTransform([0.0,0.0],0.0)
tl = MotionTransformList([t1,t2])
update_body!(bl,tl)

Set the boundary conditions. We set only the exterior Neumann value of body 2 (the circle). This gives us an opportunity to demonstrate the copyto! function, which is useful for setting only the part of the overall surface data associated with a certain body.

function get_vnplus(base_cache,phys_params)
    nrm = normals(base_cache)
    vnplus = zeros_surface(base_cache)
    copyto!(vnplus,nrm.u,base_cache,2)
    return vnplus
end
function get_vnminus(base_cache,phys_params)
    vnminus = zeros_surface(base_cache)
    return vnminus
end
bcdict = Dict("exterior"=>get_vnplus,"interior"=>get_vnminus)
Dict{String, Function} with 2 entries:
  "interior" => get_vnminus
  "exterior" => get_vnplus

Create the problem and system

prob = NeumannPoissonProblem(g,bl,scaling=GridScaling,bc=bcdict)
sys = construct_system(prob)

Solve it and plot

f, df, s, ds  = solve(prob,sys)
plot(plot(f,sys,layers=true,levels=30,title="ϕ"),
plot(s,sys,layers=true,levels=30,title="ψ"))
Example block output

Now, let's compute the added mass components of the circle associated with this motion. We are approximating

\[M = -\int_{C_2} f^+ \mathbf{n}\mathrm{d}s\]

where $C_2$ is shape 2 (the circle), and $f^+$ is simply $[\phi]$ on body 2.

nrm = normals(sys)
M = -integrate(df∘nrm,sys,2)
2-element Vector{Float64}:
  0.2264927752791398
 -4.407177777831627e-10

As one would expect, the circle has added mass in the $x$ direction associated with moving in that direction.


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