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Korea-Australia Rheology JournalVol. 16, No. 1, March 2004 pp.
1-15
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Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
D. Tran-Canh and T. Tran-Cong*Faculty of Engineering and
Surveying, University of Southern Queensland, Toowoomba, QLD 4350,
Austra
(Received April 16, 2003; final revision received October 22,
2003)
Abstract
The computation of viscoelastic flow using neural networks and
stochastic simulation (CVFNNSS) is devel-oped from the point of
view of Eulerian CONNFFESSIT (calculation of non-Newtonian flows:
finite ele-ments and stochastic simulation techniques). The present
method is based on the combination of radial bafunction networks
(RBFNs) and Brownian configuration fields (BCFs) where the stress
is computed froman ensemble of continuous configuration fields
instead of convecting discrete particles, and the velocityfield is
determined by solving the conservation equations for mass and
momentum with a finite pointmethod based on RBFNs. The method does
not require any kind of element-type discretisation of the anaysis
domain. The method is verified and its capability is demonstrated
with the start-up planar Couette flowthe Poiseuille flow and the
lid driven cavity flow of Hookean and FENE model materials.
Keywords: Brownian dynamics, RBFN, stochastic simulation,
viscoelastic flow, Brownian ConfigurationFields, CONNFFESSIT,
finite point method, element-free method.
1. Introduction
In recent time, several works concerned with hybrid sim-ulations
using Brownian dynamics (Laso and Oettinger,1993; Feigl et al.,
1995; Laso et al., 1997; Hulsen et al.,1997; Oettinger et al.,
1997; Bonvin and Picasso, 1999;Laso et al., 1999; Somasi and
Khomami, 2000; Cormen-zana et al., 2001; Suen et al., 2002,
Tran-Canh and Tran-Cong, 2002; 2003) have been introduced to bypass
theneed for closed-form constitutive equations (CE) which
arerequired in the conventional macroscopic approaches.
Theprincipal idea behind these schemes is to couple the con-tinuum
problem with Brownian dynamics. In the tradi-tional CONNFFESSIT
approach (Laso and Oettinger,1993), also called Lagrangian
CONNFFESSIT (Suen etal., 2002), the polymer contribution to stress
is calculatedfrom the configuration of a large ensemble of
dumbbells.On the other hand, the Brownian Configuration Fields(BCF)
method (Hulsen et al., 1997), also called EulerianCONNFFESSIT (Suen
et al., 2002), uses an ensemble ofconfiguration fields which
represent the internal degrees offreedom of the polymer molecules.
The BCF methodavoids extra effort associated with the particle
tracking pro-cess.
In the majority of the works relating to hybrid simula-tions,
stochastic simulation techniques (SST for the cal-culation of the
stress tensor) are coupled with element-
based methods (e.g. FEM for the solution of the governequations
such as the continuity and momentum equatiin a micro-macroscopic
approach. In general, as an anative to element-based discretisation
of the governequations, various finite point methods can be used
inso called meshless approach (Kansa, 1990; Belytschketal., 1996;
Duarte and Oden, 1996; Randles and Libers1996; Dolbow and
Belytschko, 1999; Mai-Duy and TraCong, 2001; Atluri and Shen,
2002). In particular, TraCanh and Tran-Cong, (2002; 2003) coupled
successfthe RBFN-based finite point method with SST for thnumerical
solution of the start-up Couette and 2-D vcoelastic fluid flows. In
the macroscopic part, the discremodel is completely represented by
a set of unstructudiscrete collocation nodes in the analysis domain
and onboundary (i.e. there is no need to generate finite elemeor
define any topological connectivity, which is commonreferred to as
truly meshless or mesh-free or element-approach). In other words,
the method can at least avthe extra effort of meshing and
re-meshing (if the problerequires) associated with the element type
methods. Hever, effective volumes for stress averages (EVSA)
canflexibly generated around the collocation points to hedetermine
the average polymer stress (Tran-Canh Tran-Cong, 2003). The
resultant element-free RBFN-Smethod is Lagrangian as far as the
microscopic part is ccerned, and particle tracking could be
inconvenient. A psible disadvantage of the present method is that
the sysmatrix is dense and may be ill conditioned for large
prolems. However, this problem can be overcome with the
*Corresponding author: [email protected]© 2004 by The Korean
Society of Rheology
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1 1
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D. Tran-Canh and T. Tran-Cong
e ofnce
d on
to
icson
dE-Ptingtedat-asN-t isughextra
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of domain decomposition technique as will be
reportedelsewhere.
In this paper, an Eulerian element-free RBFN-SSTmethod is
developed following the Brownian Configura-tion Fields idea. In the
present method, the polymer con-tribution to stress at all
collocation points is calculatedusing the BCF technique and then
the continuity andmomentum equations are solved using the
RBFN-basedmethod for the velocity field and pressure. The paper
isorganized as follows: Sections 2 is an outline of the schemein
which the governing PDEs and SDEs for the elasticdumbbell models
are briefly reviewed. In sections 3, theRBFN-based numerical method
for solving the conserva-tion equations is briefly described,
followed by numericalmethods of the solution of BCFs. The
associated variancereduction techniques are described for the SDEs
for theHookean and FENE dumbbell models. Section 4 presentsthe
algorithm of the present scheme for viscoelastic flowproblems,
highlighting the macroscopic-microscopic inter-faces of the method.
Numerical examples are then dis-cussed in section 5, followed by a
brief conclusion insection 6.
2. Governing equations
The present work is concerned with the flow of dilutepolymer
solutions which are modelled as an incompress-ible suspension of
non-interacting macromolecules in aNewtonian solvent. Under
isothermal and steady state con-dition, an application of the
penalty function method trans-forms the governing equations
into
(1)
where the penalty equation is given by
(2)
subject to boundary conditions
,,
where u denotes the velocity field; n is the unit vector
out-wardly normal to the boundary; L is the rate of strain ten-sor;
ηηηηN is the Newtonian solvent viscosity; ττττ = ττττ s + ττττ p
=2ηηηηNL + ττττ p is the extra stress; ρ is the fluid density; pe
is asufficiently large penalty parameter. Although this
methodproduces an error of O(pe
−1) (Baker, 1983) in approxi-mating ∇∇∇∇ · u = 0, it is
considered as a good method whichallows the elimination of the
incompressibility conditionand a corresponding reduction of the
number of degrees offreedom of the problem in solving complex
problems(Hughes et al., 1979; Crochet et al., 1984; Bernstein et
al.,1994; Laso et al., 1997; 1999). Travis et al. (1990) havemade
rigorous comparison between a number of numericalmethods and
concluded that the methods based on penalty
function produce comparably accurate results. The valuthe
penalty parameter can only be chosen from experieat this stage and
the value chosen in this work is basethe results reported in the
references cited above.
The system is closed by the specification of a methodcalculate
the polymer contribution to the stress ττττ p. Here,the microscopic
method employs the Brownian dynamsimulation (or SST) to determine
the polymer contributito stress ττττ p via kinetic modelling (Bird
et al., 1987; Oet-tinger, 1996; Halin et al., 1998). The kinetic
theory-basemodels used here are the Hookean, FENE and FENdumbbell
models. These models consist of non-interacelastic dumbbells having
two Brownian beads connecby an entropic spring. The configuration
of a dumbbell sisfies a certain stochastic differential equation
(SDE) detailed in Laso and Oettinger (1993) where the CONFFESSIT
idea was first proposed. In this approach, inecessary to convect a
large number of molecules throthe domain under consideration, hence
there are some effort associated with particle tracking (Hulsen et
al., 1997;Laso, 1998).
Hulsen et al. (1997) proposed a modified CONNFFESSIT method
which overcomes these drawbacks. Tmethod employs an ensemble of N
continuous configu-ration fields Q(x,t) with respect to space and
time insteaof convecting discrete connector vectors Qi's. The
mainidea of this scheme is that after initiating N spatially unform
configuration fields (N,Q) whose values are independently sampled
from an equilibrium distributiofunction, the configuration fields
are convected adeformed by the drift component (flow gradient,
elasretraction) and by the diffusion component (Browniamotion).
This evolution of a configuration field satisfies thfollowing
SDE
(3)
where ζ is the friction coefficient between the dumbbeand the
solvent; kB is Boltzmann constant; T is the absolutemperature; W(t)
is a 3-component vector which is Wiener process with mean 〈Wi(t)〉 =
0 and covariance〈Wi(t)Wj(t')〉 = δij min(t,t') and accounts for the
random displacement of the beads due to thermal motion; κκκκ =
(∇∇∇∇u)T isthe velocity gradient; F is the spring connector
forcebetween the two beads and depends on the model. LeH be the
spring constant, the connector force is given
F = HQ, (4)
(5)
for the Hookean and the FENE dumbbell models, resptively, where
Qo is the maximum possible spring lengthThe configuration fields
(N,Q) are obtained by solving the
2ηηηηN∇ L⋅ ρρρρ u ∇⋅( )u pe∇ ∇ u⋅( )+ + ∇– ττττp,⋅=
p p– e ∇ u⋅( ),=
u uo= x Γu∈,n ∇u⋅ qo= x Γt∈,
dQ t( ) u– ∇Q⋅ κκκκ Q⋅ 2ζ---F Q( )–+ dt 4kBT
ζ-----------dW t( ),+=
F HQ
1QQo------
2–---------------------,=
2 Korea-Australia Rheology Journal
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Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
-
ed
F)
riv-
e
b-
ainPS-t of
nnduir-
SDE eqn. (3). The term u(x,t) · ∇∇∇∇Q(x,t) accounts for
theconvection of the configuration fields by the flow. SincedW
depends on time only, it affects the configuration fieldsin a
spatially uniform way and hence the gradient of theconfiguration
fields is well defined as smooth functions ofthe spatial
coordinates (Hulsen et al., 1997). It can be seenthat the existence
of the convective term in this Eulerianframework is completely
equivalent to the particle trackingin the traditional Lagrangian
CONNFFESSIT approach.Once the configuration fields are known, the
stress can bedetermined as follows
(6)
where nd is the density of dumbbells; I is the identity
tensorand F is the spring force. The configuration field Q is
non-dimensionalised by and equation (3) becomes
(7)
where Q' = Q[H/(kBT)]1/2 is the dimensionless form of the
configuration field vector Q; λH = ζ /(4H) is the relaxation
time of dumbbells; is the square of the maximum
possible extension of the dimensionless configuration fieldQ'
and F' is the dimensionless spring force given by
F' = Q', (8)
(9)
for the Hookean and FENE dumbbell models, respectively.For the
sake of brevity, primes will be dropped in the fol-lowing
discussion.
3. Computational schemes
In this section, computational techniques are describedfor the
numerical solution of the conservation equations(momentum and
continuity equations) and the Brownianconfiguration fields,
respectively. For the stochastic pro-cesses, a variance reduction
technique is described, fol-lowed by a presentation of the overall
algorithm.
3.1. RBFN-based element-free method for solv-ing the momentum
and continuity equations
An element-free method based on RBFNs for solvingPDEs was
developed and reported elsewhere (e.g. Tran-Canh and Tran-Cong,
2003). Briefly, the method takesadvantage of the fact that a smooth
function can be approx-imated by a RBFN such as (Haykin, 1999;
Golberg et al.,1996)
(10)
(11)
where w j ∈ w (wT = [w1 w2...wm]) and are the synaptic weights;
hj is the chosen radial basis function corresponding to the jth
RBF-neuron; pk is the poly-nomial basis function corresponding to
the kth PBF-neuron;m+ m is the total number of neurons. R and P are
definedas follows
(12)
(13)
Let n be the number of collocation points is thcoordinate of the
ith collocation point and is the desirevalue of function f at the
collocation point xi. The RBF h
j
employed here is the Thin Plate Splines (TPS-RB(Duchon, 1976)
which is given by
(14)
of which the corresponding first and second order deatives are
given respectively by
(15)
χ(r) = 0 (16)
where r = x − cj and r = ||x − cj || is the Euclidean norm ofr;
{c} m j=1, with m≤ n, is a set of RBF centers that can bchosen from
among the training points; aj > 0 is the widthof the jth RBF
(Haykin, 1999). Since the TPS-RBF is C2s-1-continuous, the power
index s must be appropriately cho-sen for a given partial
differential operator (Zerroukat etal., 1998). In the present work,
the TPS-RBF with s= 2 ischosen to satisfy the continuity condition.
For 2D prolems, the first order PBF is used as follows
(17)
It is interesting to note that the TPS-RBF does not contany
adjustable parameter and in some situations the TRBFN methods can
achieve an accuracy similar to thathe Multi-Quadric RBFN (MQ-RBFN)
(Zerroukat et al.,1998; 2000; Tran-Canh and Tran-Cong, 2002).
3.1.1. RBF-centres, collocation points and RBFNtraining
The choice of the quantity and location of collocatiopoints (xi,
i = 1,...,n) depends on the problem geometry adesired solution
accuracy and is a major open issue req
ττττ p n– dkBTI nd Q F⋅〈 〉,+=
kBT H⁄ ,
dQ' u– x t,( ) ∇Q' x t,( )⋅ κκκκ x t,( ) Q⋅ ' x t,( )
12λH---------F ' Q'( )–+ dt=
1λH------dW t( ),=
bHQ02
kBT-----------=
F' Q'
1 Q'2
b-------–
---------------=
f x( ) wjhjxj 1=
m
∑ λλλλkpk x( )k 1=
m
∑+ RT x( )w PT x( )λλλλ+= =
pk xi( )wi
i 1=
m
∑ 0= k 1 ..... m, ,=,
λk λ λT λ1λ2...λµ[ ]=( )∈
RT x( ) h1 x( )h2 x( )...hm x( )[ ],=
PT x( ) p1 x( )p2 x( )...pm x( )[ ].=
xi ŷi,( ); xiŷi
hj r( ) hj x cj –( ) r2s r( )log= = s 1 2 ...,, ,=,
∂hj
∂xi------- r2 s 1–( ) xi cij–( ) 2s r( )log 1+( )=
∂ 2hj∂ xi∂xl-------------- 2r2 s 2–( ) xi cij–( ) x1 x1j–( ) 2s
s 1–( ) r( )log 2s 1–( )+[ ] χ+ r( ),=
χ r( ) r2 s 1–( )= 2s r( )log 1+( ) i∀ 1,=
i∀ 1≠
PT x( ) 1 x1 x2[ ].=
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1 3
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D. Tran-Canh and T. Tran-Cong
es-hts
ar
nd
d toi-
l-ttern-t-
i hefol-
esse
ing separate investigation (Fodoseyev et al., 2000; Orr,1999;
Larsson and Fornberg, 2001). However, one canimagine an analogy
between an adaptive discretisation inthe present finite point
method and a finite elementmethod. In this respect, an advantage of
the present finitepoint method is that points can be added or
removed muchmore easily than a corresponding addition or removal
offinite elements, since there is no topology to be concernedabout.
In general, both collocation points and RBF centrescan be randomly
and separately distributed in the analysisdomain. However, in the
present work, collocation pointsare chosen to be the same as RBF
centres, i.e. m= n, whichare uniformly distributed in the physical
domain. Theunknown weights are found by minimizing an
appropriatecost function given by
(18)
where Λ is a global regularization parameter; ,
Then the partial derivatives of f(x) can be calculated
ana-lytically as follows
(19)
where Λ is a derivative operator.In particular, each variable in
the momentum and con-
tinuity equations is approximated by an RBFN such as(10), and
those equations are collocated at chosen pointsthroughout the
analysis domain, yielding the followingsum square error without
penalty method (planar flows indimensionless form)
(20)
and with penalty method
SSE =
(21)
where i denotes the ith collocation point; α = ηN/ηo; ηo =ηN +
ηp; ηp is the polymer viscosity; Re= ρVa/ηo, V and aare
characteristic velocity and length, respectively; Φ1i =
The stresses are
scaled by ηoV/a. Applying the general linear least
squarprinciple to (20) or (21) (taking into account (11)), a sytem
of linear algebraic equations of the unknown weigis obtained as
follows
(22)
where B is the design matrix; w' is the vector of allweights; is
the vector of known values. The non-lineconvective term (u · ∇∇∇∇)u
in (20)-(21) is estimated using aPicard-type iterative procedure
whose detail can be fouin Tran-Canh and Tran-Cong (2003).
3.2. Numerical solution of the configuration fieldsIn the
present work, two numerical schemes are use
solve the SDE, namely the explicit Euler and the semimplicit
predictor-corrector scheme. The former is reative simple and
therefore not detailed here. The lafor the time discretisation of
the elastic dumbbell cofiguration fields was described in Gardiner
(1990) Oetinger (1996) Kloeden and Platen, (1995) and Somasetal.
(2000) and therefore is presented only briefly for tFENE model. The
technique consists of two steps as lows
(a) The predictor stepLet Qi = Q(ti), using a fixed time
stepsize ∆∆∆∆t for the sto-
chastic process, the predicted BCF Q*n+1 at the time steptn+1 is
explicitly determined as follows:
(23)
The updated configuration fields Q*n+1's are employed toestimate
the polymer contribution to the predicted strττττ*n+1, according to
(6), which is in turn used to get thsolutions of the predicted
velocity at time tn+1 by solvingeqn. (1).
(b) The corrector step
C w Λ,( ) y i f xi( )–( )2
i 1=
n
∑ Λ W j( )2,j 1=
m
∑+= )
w w'∈w'T w1 w2 ... wm, , ,[ ]=( )j.
f x( ) wj hj x( )j 1=
m
∑ λk pk x( ),k 1=
m
∑+=
SSE∂u1∂x1--------
∂u2∂x2--------+
i
2
∑=
α ∂2u1
∂x12----------
∂ 2u1∂x22----------+ Re u1
∂u1∂x1-------- u2
∂u1∂x2--------+– ∂p∂x1
-------∂τ11p
∂x1---------
∂τ21p
∂x2---------++–
i
2
∑+
α ∂2u2
∂x12----------
∂ 2u2∂x22----------+ Re u1
∂u2∂x1-------- u2
∂u2∂x2--------+– ∂p∂x2
-------∂τ12p
∂x1---------
∂τ22p
∂x2---------++–
i
2
∑+
u1 uo–{ }2
i Γu∈∑ n1
∂u1∂x1-------- n2
∂u1∂x2--------+ qo–
i
2
i Γt∈∑+ +
α ∂2u1
∂x12----------
∂ 2u1∂x22----------+ Re u1
∂u1∂x1-------- u2
∂u1∂x2--------+– pe
∂ 2u1∂x12----------
∂ 2u1∂x1∂x2---------------+ Φ1i+ +
i
2
∑
α ∂2u2
∂x12----------
∂ 2u2∂x22----------+ Re u1
∂u2∂x1-------- u2
∂u2∂x2--------+– pe
∂ 2u2∂x22----------
∂ 2u1∂x1∂x2---------------+ Φ2i+ +
i
2
∑+
u1 uo–{ }2
i Γu∈∑ n1
∂u1∂x1-------- n2
∂u2∂x2--------+ qo–
i
2
i Γt∈∑+ +
∂ττττ11p
∂x1--------- xi( )
∂ττττ21p
∂x2--------- xi( );+ Φ2i
∂ττττ12p
∂x1--------- xi( )
∂ττττ22p
∂x2--------- xi( ).+=
BTB( )w' BTŷ=
ŷ
Q n 1+( )* Qn un ∇Qn⋅ κκκκn Qn⋅–Qn
2λH 1Qn2
Qo------–
----------------------------+
∆t ∆tλH------Wn,+–=
1 ∆t
4λH 1Q2n 1+
b-------------–
-----------------------------------+
Q n 1+( ) Qn12--- un– ∇Qn un 1+* ∇Qn 1+*⋅–⋅
+=
4 Korea-Australia Rheology Journal
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Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
E
n-sws
the
g isrk,
ol-
or
d in as
ant
se
ce
yom-
(24)
Eqn. (24) leads to a unique cubic equation for |Qn+1 | ofwhich
admissible solutions are those that satisfy 0≤ | Qi+1 |<
(Oettinger, 1996). It is noted that in the present work,the
gradients of the configuration and velocity on the RHSof (23)-(24)
are determined by calculating directly thederivatives of their
TPS-RBFN approximant as shown ineqn. (19).
The polymer stress tensor is then determined by the aver-age of
the configuration fields evaluated at each collocationpoint and
given by Kramers' expression as follows (Bird etal., 1987;
Oettinger, 1996):
(25)
(26)
for the Hookean and FENE dumbbell models, respectively.
3.3. Variance reduction methodWithout increasing the number of
dumbbells, in polymer
dynamics, a method is available to reduce the variance, butnot
to change the average value of the parameters of inter-est
(Melchior and Oettinger, 1996; Oettinger et al., 1997;Bonvin and
Picasso, 1999). The variance reduction consistsof different
techniques which are detailed in Oettinger etal. (1996); Kloeden
and Platen (1995) and Kloeden et al.(1997). Owing to the Eulerian
nature of the BCF scheme,the implementation of the variance
reduction techniques isachieved easily in the present approach. In
this work, thecontrol variate method is presented only for the
FENEdumbbell model. Discussions on the efficiency of thescheme can
be found in those references cited earlier (Mel-chior and
Oettinger, 1996; Oettinger et al., 1997; Bonvinand Picasso, 1999)
and are not repeated here.
3.3.1. Control variate method for the FENE dumbbellmodel
The method uses a control variate Xc which is correlatedwith a
random variable X, to produce a better estimator of〈X〉. While 〈X〉
is unknown and needs to be estimated, 〈Xc〉can be calculated by a
deterministic method. The methodhas been applied in other studies
more recently (Jendrejacket al., 2000; Kroger et al., 2000 and
Prabhakar andPrakash, 2002). In the Brownian Configuration
Fieldsmethod, the control variate reduction technique is
imple-mented as follows: at each collocation point, N dumbbellsare
assigned and numbered from i = 1 ..N where dumb-bells having the
same index in the whole analysis domainhave the same random number.
Here, for illustrative pur-pose, this technique is presented for
the numerical calcu-
lation of the polymer contribution to stress using the FENmodel
(26) where the expectation of random variable
is required. At each time t and position x, let
(x, t) be the control variate corresponding to the cofiguration
field Q(x, t). The variance reduction method icarried out by
splitting the expectation above as follo(Bonvin and Picasso,
1999)
(27)
When = 0 there is no variance reduction. From (27), polymer
stress tensor (26) is rewritten as follows
(28)
where
(29)
The first term of the RHS of (28) is calculated by usinBrownian
dynamics simulations and the second termdetermined in a
deterministic way. In the present wosince 's are estimated at
equilibrium configuration ττττ pfeneis zero and the configuration
vectors 's satisfy the flowing SDE
(30)
where F is determined by (9). The polymer stress tens(28)
reduces to
(31)
4. Algorithm of the present method
In general, the overall approach can now be describea detailed
algorithm (see Figs. 1 and 2 for flowcharts)follows:
a. Generate a set of collocation points and start withinitial
velocity for the first iteration (zero in the presenwork) along
with the boundary conditions of problem;
b. Assign N dumbbells to each collocation point. Thedumbbells
are numbered from i = 1 to N. All dumbbellshaving the same index
constitute a configuration. Henthere is an ensemble of N
configuration fields Qi (i = 1 ..N). Initially, the polymer
configuration fields are spatialluniform and their values are
independently sampled frthe known equilibrium distribution function
which is a 3
κκκκn Qn⋅ κκκκn 1+* Qn 1+*⋅Qn
2λH 1Qn2
Qo------–
----------------------------
∆tλH------Wn+–+ +
b
ττττ nd– kBT QQ〈 〉 I–( )=
ττττ nd– kBTQQ〈 〉
1 Q2
b------–
------------- I–
=
QQ1 Q2 b⁄–-------------------
Q
QQ
1 Q2
b------–
------------- Q Q
1 Q2
b------–
------------- QQ
1 Q2
b------–
------------- Q Q
1 Q2
b------–
-------------– .+=
Q
τ p ndkBTQQ
1 Q2
b------–
------------- Q Q
1 Q2
b------–
-------------– τfenep
,+=
τfenep
ndkBT–Q Q
1 Q2
b------–
-------------〈 〉 I–
.=
QQ
dQF
2λH---------dt– 1
λH------dW t( ),+=
τ p ndkBT–QQ
1 Q2
b------–
------------- Q Q
1 Q2
b------–
-------------– .=
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1 5
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D. Tran-Canh and T. Tran-Cong
BFss
on-heions
eder-cityc-
nt
l-
itart
D Gaussian distribution with zero mean and unit covari-ance
(Bird et al., 1987; Oettinger, 1996). Since all thedumbbells having
the same index receive the same randomnumbers, there is a strong
correlation between dumbbellsin a configuration. The control
variates 's associated withthe configuration fields Qi's are
created as described in sec-tion 3.3;
c. Calculate velocity gradient fields directly by
differ-entiating the RBFNs that approximate the velocity
fields;
d. Calculate the polymer configuration fields using themethod
described in section 3.2. To ensure strong corre-lation within a
configuration field, all the dumbbells of thesame index have the
same random numbers. For each con-figuration field Q, a
corresponding control variate isdetermined according to the
procedure described in section3.3. In this work, while the time
discretisation of the BCFis carried out by a predictor-corrector
scheme, the controlvariates which are governed by eqn. (30) is
estimated byEuler method;
e. Determine the polymer contribution to stress by takingthe
ensemble average of the polymer configurations at eachcollocation
point, using (28) for the FENE dumbbell modelfor example. Impose
the stress boundary conditions at thecollocation points located on
the boundary;
f. The stress is then approximated globally by TPS-Rnetworks
which are the ultimate description of the strefield;
g. With the stress field just obtained, solve the set of
cservation equations for the new velocity field using tRBFN-based
mesh-free method as described in sect3.1;
h. Terminate the simulation when either the desirtime or
convergence is reached. The latter is detmined by a convergence
measure for either the velofield or the stress field, which is
defined for the veloity field by
(32)
where d is the number of dimension (2 in the presework); tol is
a preset tolerance; ui is the i component of thevelocity at a
collocation point; N is the total number of co
Q
Q
CM
uin uin 1––( )2
i 1=
d
∑1
N
∑
uin( )2
i 1=
d
∑1
N
∑-------------------------------------- tol
-
Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
a-
toitysthear
ly at
ITnh
them- =t =
thes
m-
location points and n is the iteration number. Convergenceis
also checked for the shear stress and the first normalstress
difference;
i. Return to step (d) for the next time level of the
micro-scopic process.
5. Numerical examples
The present method is verified with the simulation of
thestart-up planar Couette and steady state planar Poiseuilleflows
of Hookean and FENE model fluids. The capabilityof the method is
then demonstrated with the simulation ofthe lid driven cavity flow
of the Hookean model fluid. Forall examples, the criterion for
convergence is tol = 10−4
applied to the velocity field.
5.1. Start-up planar Couette flowThis problem was earlier
studied by Mochimaru (1983)
for the FENE-P model, by Laso and Oettinger (1993) andTran-Canh
and Tran-Cong (2002) for the FENE andFENE-P models, and it is used
here to verify the presentmethod. The problem is defined in Fig. 3.
and the chosenphysical parameters are ηo = ηN + ηp = 1, ρ = 1.2757,
λH =49.62, b = 50, ηN = 0.0521, ∆t = 10−2 (Mochimaru, 1983;Laso and
Oettinger, 1993).
To ensure that the centre density is adequate, three levelsof
discretisation are used, namely n = 17, n = 23 and n =25, and the
results show that the solutions obtained do notdiffer
significantly. Only the results corresponding to n =25 are
presented here. The analysis is carried out for theFENE dumbbell
model where the configuration fields areproduced with one thousand
dumbbells at each collocationpoint and the velocity convergence is
shown in Fig. 4. Thecontrol variate is calculated at the
equilibrium state. Thesimulation is continued for t ≥ 0 until the
flow reaches thesteady state.
Fig. 5 describes the evolution of the velocity at four loctions
y = 0.2, y = 0.4, y = 0.6 and y = 0.8 and shows that thevelocity
overshoot occurs sooner in fluid layers nearerthe moving wall. Fig.
6 depicts the evolution of the velocprofile with respect to the
coordinate y, which confirmthat velocity undershoot is
insignificant in comparison wiovershoot. Figs. 7 and 8 describe the
evolution of the shstress and the first normal stress difference,
respectivelocations y = 0.2, y = 0.4, y = 0.6 and y = 0.8. The
presentresult is a close match with the results of CONNFFESS(Laso
and Oettinger, 1993) and CVFNNSS (Tran-Ca
Fig. 3.The start-up planar Couette flow problem: the bottomplate
moves with a constant velocity V = 1, the top plateis fixed;
no-slip boundary conditions apply at the fluid-solid interfaces.
The collocation point distribution is onlyschematic.
Fig. 4.The steady-state planar Couette flow problem using FENE
model: the velocity convergence rate. The paraeters of the problem
are number of collocation points25, the number of dumbbells at each
collocation poin1000, λH = 49.62, b = 50, ηN = 0.0521 and ∆t =
10−2.
Fig. 5.The steady-state planar Couette flow problem using FENE
model: the time evolution of velocity at locationy = 0.2, y = 0.4,
y = 0.6 and y = 0.8. The parameters of theproblem are number of
collocation points = 25, the nuber of dumbbells at each collocation
point = 1000, λH =49.62, b = 50, ηN= 0.0521 and ∆t = 10−2.
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1 7
-
D. Tran-Canh and T. Tran-Cong
b,. In are
theal
me
ett-
and Tran-Cong, 2002). It is notable that the quality of
con-vergence is better than that achieved with the
CVFNNSSmethod.
5.2. The steady state planar Poiseuille flowThe planar creeping
Poiseuille problem and coordinate
system are described in Fig. 9a where only half of the
fluiddomain needs to be considered, owing to symmetry. Forthis
problem, the characteristic length is chosen to be a,half of the
gap between the two parallel plates; the char-acteristic velocity
V, the maximum velocity; the charac-teristic viscosity ηo= ηN + ηp;
and the characteristic timeλH. The length of the domain under
consideration is a.
Using two collocation densities, namely 15× 15 and25× 25, whose
schematic distribution is shown in Fig. 91000 dumbbells are
assigned at each collocation pointthis example, tow models, namely
Hookean and FENE,
Fig. 6.The steady-state Couette flow problem using the
FENEdumbbell model: the velocity profile with respect to loca-tion
y at different times. The parameters are the same asin Fig. 5.
Fig. 7.The steady-state planar Couette flow problem using
theFENE dumbbell model: the evolution of shear stress atlocation y
= 0.2, y = 0.4, y = 0.6, y = 0.8 with respect totime. The
parameters are the same as shown in Fig. 5.
Fig. 8.The steady-state planar Couette flow problem using FENE
dumbbell model: the evolution of the first normstress difference at
location y = 0.2, y = 0.4, y = 0.6,y = 0.8 with respect to time.
The parameters are the saas shown in Fig. 5.
Fig. 9.a) The planar Poiseuille flow problem with parabolic
inlvelocity profile; non-slip boundary conditions applied athe
fluid-solid interfaces. b) The collocation point distribution is
only schematic.
8 Korea-Australia Rheology Journal
-
Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
ssf the the isted.
first
ndthewsdif- 121,lu- inand
the
irst
eical
considered. The fluid parameters are as follows (Feigl etal.,
1995)
ηN = 0.5; ηN/ηo = 0.5; λH = 1; b = 50.
5.2.1. Boundary conditions and analytical solutionThe
macroscopic boundary conditions are given in
dimensionless form as follows:• On the wall (Γ4), there is no
slip
u(x) = 0
• At the inlet section (Γ1), the flow is fully
developedPoiseuille where the velocity profile is parabolic for
theHookean model as follows
For the FENE model, this velocity profile is not parabolicand
determined by using the periodic boundary conditionat the inlet and
outlet. Although the planar Poiseuille flowcan be computed as a
1D-problem, the 2-D method usingthe model FENE is carried out as
follows
− Initially, the inlet of the domain is given a parabolicprofile
as described above for the Hookean model;
− The obtained outlet velocity profile at a step i is usedto
update the inlet velocity profile of the next step (i + 1);
− The process is continued until there is no furtherchange in
the outlet profile.
• At the outlet section ((Γ3)
u2(x) = 0,
• On the centreline (Γ2), the symmetry condition applies
For the Hookean dumbbell (Oldroyd-B) model, the creep-ing
Poiseuille flow problem has the analytical solutiongiven by
(34)
where De= λH 〈u1〉/a = 2/3 λHV/a is the Deborah numberand
stresses are scaled by ηoV/a. The above analytical solu-tion is
used to judge the quality of the following numericalsimulation.
5.2.2. Sum square errorThe expression of sum square error (20)
for the creeping
planar Poiseuille flows is given by
(35)
where
up
is the inlet velocity profile given in section (5.2.1).5.2.3.
Results and discussion
The solutions obtained for the velocity field, shear streand the
first normal stress difference are the averages olast 200
iterations after reaching the steady state. ForHookean dumbbell
model, the parabolic velocity profileaccurately recovered in the
downstream region as expecFigs. 10 and 11 show the polymer shear
stress and thenormal stress difference on the middle plane x1 = 0.5
cor-responding to the two collocation densities 15x15 a25× 25. The
results are in very good agreement with analytical solution given
by eqn. (34). Fig 10 also shothe polymer shear stress and the first
normal stress ference at several steps after convergence (steps
120,122) which depicts small oscillation in steady state sotions as
iteration goes on. Such oscillation has its originstochastic nature
of the microscopic stress calculation,
u1 x( ) up 1 x22–( ),= =u2 x( ) 0.=
u2 x( ) ∂ u1∂ x2-------- x( ) τ12 0.=, ,
τ11 3= 1 α–( )De∂ u1∂ x2--------
2; τ12 1 α–( )=∂ u1∂ x2--------; τ22 0,=
SSE∂u1∂x1-------- xi( )
∂u2∂x2-------- xi( )+
i
2
xi Ω∈∑=
α ∂2u1
∂x12
---------- xi( )∂ 2u1∂x2
2---------- xi( )+
∂p∂ x1-------– xi( ) Φ1 xi( )+
2
∑+
α ∂2u2
∂x12
---------- xi( )∂ 2u2∂x2
2---------- xi( )+ ∂p∂ x2
-------– xi( ) Φ2 xi( )+
i
2
∑+
u1 xi( ) up–{ }2
xi Γ1∈∑ u2
2 xi( )xi Γ1∈∑ u2
2 xi( )xi Γ2∈∑
∂u1∂x2-------- xi( )
2
xi Γ2∈∑+ + +
u22 xi( )
xi Γ3∈∑ u1
2 xi( )xi Γ4∈∑ u2
2 xi( ),xi Γ4∈∑+ + +
ΦΦΦΦ1i xi( )∂ττττ11p
∂x1--------- xi( )
∂ττττ21p
∂x2--------- xi( );+= ΦΦΦΦ2i xi( )
∂ττττ12p
∂x1--------- xi( )
∂ττττ22p
∂x2--------- xi( );+=
Fig. 10.The steady state planar Poiseuille flow problem using
Hookean dumbbell (Oldroyd-B) model with 15× 15 col-location points:
the polymer shear stress and the fnormal stress difference on the
middle plane x1 = 0.5with respect to x2 are denoted by ‘x’ for the
step 120, ‘o’for step 121, ‘*’ for step 122, solid line for the
averagof the last 200 steps and dashed line for the analytsolution,
respectively.
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1 9
-
D. Tran-Canh and T. Tran-Cong
e
omeum
eat-
therefore the final result is obtained by averaging a
largenumber of these `steady state' solutions.
5.3. Lid driven square cavityWhile this problem has attracted
the interest of many
researchers in the case of viscous fluids, there are very
fewnumerical results for viscoelastic fluids. Mendelson et
al.(1982) and Grillet et al. (1999) use the FEM for the anal-ysis
and Tran-Cong et al. (2002) employs a BEM and RBFapproach for the
numerical solution for the Oldroyd-Bmodel. On the other hand,
Pakdel et al. (1997) performedexperiments on an ideal Boger fluid.
The results citedabove are used here for qualitative comparison
with thepresent results since the fluids used in those studies are
dif-ferent, except for the case of Tran-Cong et al. (2002), fromthe
Hookean dumbbell model (Oldroyd-B model) usedhere. The flow is
creeping, isothermal and in a steady state.
The geometry of the computational domain with the cho-sen
coordinate system is shown in Fig. 12a. Let L and Hbe the width and
height of cavity, respectively. Using sixdifferent sets of
collocation points (11× 11 + 2); (15× 15+ 2); (17× 17 + 2), (19× 19
+ 2), (21× 21 + 2) and (41×41 + 2) whose schematic distribution is
described in Fig.12b, 1000 dumbbells are assigned at each
collocationpoint. The fluid parameters are given by
λH = 1. (36)
Let V be the speed of the lid. The Deborah numbers isgiven
by
,
Similar to the works of Tran-Cong et al. (2002) and Gril-let et
al. (1999), the Dirichlet boundary conditions argiven, in
dimensionless form, by (Fig. 12.a):
In order to reduce the number of the degrees of freedof the
problem, the penalty function method for thmomentum equation (1) is
employed and then the ssquare error (20) is rewritten as
follows:
(37)αααα ηηηηNηηηηo------ 1 9;⁄= =
De λλλλHVH----⋅=
u1 x( ) 1=u2 x( ) 0=u x( ) 0=
x∀ ΓΓΓΓ1∈ , x∀ ΓΓΓΓ1∈ , x∀ ΓΓΓΓ2∈ .
SSE α ∂2u1
∂x12
---------- ∂2u1
∂x22
----------+xi
Peηo-----+ ∂
2u1∂x1
2---------- ∂
2u1∂x1∂x2---------------+
xi
Φ1i+ 2
xi Ω∈∑=
α ∂2u2
∂x12
---------- ∂2u2
∂x22
----------+xi
Peηo-----+ ∂
2u2∂x2
2---------- ∂
2u2∂x1∂x2---------------+
xi
Φ2i+ 2
xi Ω∈∑+
u1 1–( )xi2
xi Γ1∈∑ u2( )xi
2
xi Γ1∈∑ u1( )xi
2
xi Γ2∈∑ u2( )xi
2
xi Γ2∈∑+ + +
Fig. 11.The steady state planar Poiseuille flow problem using
theHookean dumbbell (Oldroyd-B) model with 25× 25 col-location
points: the polymer shear stress and the firstnormal stress
difference (averaged of the last 300 steps)on the middle plane x1 =
0.5 with respect to x2 aredenoted by ‘∆’. The dashed line
represents the analyticalsolution
Fig. 12.a) The lid driven square cavity problem: velocity of
thupper lid is unity; non-slip boundary conditions apply the
fluid-solid interfaces. b) The collocation point distribution is
only schematic.
10 Korea-Australia Rheology Journal
-
Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
rgennce’
ted
e-i-
where are
known by virtue of the BCF simulation and approximated
using TPS-RBFN's and (.)xi denotes the value of (.) at xi.5.3.1.
Results and discussionIn order to demonstrate that numerical
solutions conve
to the correct solution, six different sets of collocatiopoints
are used as described above and ‘mesh convergeis measured by the
following criterion
(38)
where tp is the set of internal test points, uin-1 is the ith
com-
ponent of the velocity at an internal test point associa
ΦΦΦΦ1i∂ττττ11p
∂x1--------- xi( )
∂ττττ21p
∂x2--------- xi( );+= ΦΦΦΦ2i
∂ττττ12p
∂x1--------- xi( )
∂ττττ22p
∂x2--------- xi( ).+=
CR
uin uin 1––( )2
i 1=
2
∑tp∑
uin( )2
i 1=
2
∑tp∑
--------------------------------------=
Table 1.The lid driven square cavity flow problem using
theHookean dumbbell model: Trend of the `mesh conver-gence'
measure, CR defined by with increasing numberof collocation points
for De= 1. N: number of collo-cation points, tp: number of internal
test points.
N tp CR
11× 11 + 2 81 1.000015× 15 + 2 81 0.044717× 17 + 2 169 0.012319×
19 + 2 225 0.011621× 21 + 2 289 0.009741× 41 + 2 443 0.0093
Fig. 13.The lid driven square cavity flow problem using
theHookean dumbbell model: the velocity field (upper fig-ure); the
zoomed velocity field around the primary vor-tex position (lower
figure). The parameters are α = 1/9,λH = 1 (De= 1), (21× 21 + 2)
collocation points.
Fig. 14.The lid driven square cavity flow problem using
thHookean dumbbell model: the velocity field (upper figure); the
zoomed velocity field around the vortex postions. The parameters
are α = 1/9, λH = 1 (De= 1), (41×41 + 2) collocation points
Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1
11
-
D. Tran-Canh and T. Tran-Cong
lrterenp totion left be
ellet
m- thehe
e-r-me
with the coarser discretisation and uin is the corresponding
quantity associated with the finer one. Since the
solution(velocity field) is the average of the results of a number
ofiterations, ui
n-1 and uin are the average values at the internal
test points. Table 1 reports the trend of CR for the
velocityfield with increasing collocation density for De= 1.0.
Theprocess is deemed to have achieved `mesh convergence'when CR is
O(10−2).
As in the previous examples, the numerical solutions arethe
average of the results of the last 200 iterations afterconvergence.
In the case of the Hookean dumbbell model,the result is in good
agreement with the findings of Tran-Cong et al. (2002). Figs. 13
(collocation density 21× 21 +2) and 14 (collocation density 41× 41
+ 2) depict thevelocity field for De= 1 and Figs. 15 describes the
x1-com-
ponent velocity profile on the vertical central plane x1 =
0.5and the x2-component velocity profile on the horizontacentral
plane x2 = 0.5. Fig. 16 depicts the velocity field foDe= 1.5. The
results show that the primary vortex centends to shift upstream and
towards the driving lid whDe increases. The primary vortex appears
to extend uthe walls as shown in Fig. 14 where the size and locaof
secondary vortices can also be observed in the lowerand right
corners. Although the present results can onlycompared with
Tran-Cong et al. (2002) as they used thesame model fluid
(Oldroyd-B), it is generally in qualitativagreement on the typical
flow features reported by Griet al. (1999), Mendelson et al.
(1982), and Pakdel et al.(1997) in which the vortex shifts upstream
as the De nuber increases. Since the discussion on the efficiency
ofcontrol variate variance reduction is not the object of t
Fig. 15.The lid driven square cavity flow problem using
theHookean dumbbell model: the profile of the velocitycomponent u2
on the horizontal central plane (upper fig-ure). The profile of the
velocity component u1 on the ver-tical central plane (lower
figure). The solid lines are forthe last several steps and ‘-o-’
denotes the average of theresults from the last 200 iterations. The
parameters arethe same as in Fig. 13.
Fig. 16.The lid driven square cavity flow problem using
thHookean dumbbell model: the velocity field (upper figure); the
zoomed velocity field around the primary votex position (lower
figure). The parameters are the saas in Fig. 13 except that λH =
1.5 (De= 1.5)
12 Korea-Australia Rheology Journal
-
Element-free simulation of dilute polymeric flows using Brownian
Configuration Fields
theer ofm-ac-redv-
s,illen-b-
eng-ip.
ikend
ler-
cs,
sl,op-
of-
87,,
for
free
m-
r-n-
ing
lesO
vedsth.
present work, only an observation of the effect of the num-ber
of configuration fields on the velocity fields is given inFig. 17
for the cases of 600, 1000 and 1400 dumbbellsassigned at each
collocation point and De= 1. The resultsshown in Fig. 17
demonstrate that the choice of 1000dumbbells is adequate.
6. Conclusions
This paper reports the development of a computationalmethod for
viscoelastic flows using a combination of aRBFN-based element-free
method and SST from the Eule-rian CONNFFESSIT point of view for 1-D
and 2-D prob-lems.
The main advantages of the present method are that: par-
ticle tracking is not necessary; variance reduction of
stochastic stress tensor is achieved for the same numbdumbbells
used; the noise effect due to the Brownian coponent is reduced; the
method is element-free in both mroscopic and microscopic parts and
only an unstructuset of collocation points is required to
discretise all goerning equations.
The method is verified with standard test problemnamely the
start up Couette flow and the planar Poiseuflow problems. The
potential of the method is demostrated with the successful solution
of a non trivial prolem, namely the lid-driven square cavity
problem.
Acknowledgements
This work is supported by a grant of computing timfrom the
Australia Partnership for Advanced Computi(APAC) National Facility,
grant number d72 to T. TranCong. D. Tran-Canh is supported by a USQ
ScholarshThis support is gratefully acknowledged. The authors lto
thank Prof H.C. Oettinger for his helpful discussions athe referees
for their helpful comments.
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Korea-Australia Rheology Journal March 2004 Vol. 16, No. 1
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Element-free simulation of dilute polymeric flows using Brownian
Configuration FieldsD. Tran-Canh and T. Tran-Cong*Faculty of
Engineering and Surveying, University of Southern Queensland,
Toowoomba, QLD 4350, Aus...(Received April 16, 2003; final revision
received October 22, 2003)
AbstractThe computation of viscoelastic flow using neural
networks and stochastic simulation (CVFNNSS)
is...Keywords�:�Brownian dynamics, RBFN, stochastic simulation,
viscoelastic flow, Brownian Configurat...