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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

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Convergence of a non-stiff boundary integral method for interfacial flows with surface tension
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by Héctor D. Ceniceros and Thomas Y. Hou PDF
Math. Comp. 67 (1998), 137-182 Request permission


Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods. A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312–338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another. The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution. The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.
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Additional Information
  • Héctor D. Ceniceros
  • Affiliation: Department of Applied Mathematics, California Institute of Technology, Pasadena, California 91125
  • Address at time of publication: Centro de Investigación en Computación Instituto Politécnico Nacional Col. Lindavista, Mexico City, Mexico 07300.
  • Email:
  • Thomas Y. Hou
  • Affiliation: Department of Applied Mathematics, California Institute of Technology, Pasadena, California 91125
  • Email:
  • Received by editor(s): December 7, 1995
  • Received by editor(s) in revised form: June 5, 1996
  • Additional Notes: The first author was partially supported by the Office of Naval Research under Grant N00014-94-1-0310.
    The second author was partially supported by the Office of Naval Research under Grant N00014-94-1-0310 and the National Science Foundation under grant DMS-9407030.
  • © Copyright 1998 American Mathematical Society
  • Journal: Math. Comp. 67 (1998), 137-182
  • MSC (1991): Primary 65M12, 76B15
  • DOI:
  • MathSciNet review: 1443116