doc/user/levelset.tex


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% Copyright (c) 2003-2008 by University of Queensland
% Earth Systems Science Computational Center (ESSCC)
% http://www.uq.edu.au/esscc
%
% Primary Business: Queensland, Australia
% Licensed under the Open Software License version 3.0
% http://www.opensource.org/licenses/osl-3.0.php
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%


\section{Rayleigh-Taylor Instability}
\label{LEVELSET CHAP}

In this chapter we will implement the Level Set Method in Escript for tracking the interface between two fluids for Computational Fluid Dynamics (CFD). The method is tested with a Rayleigh-Taylor Instability problem, which is an instability of the interface between two fluids with differing densities. \\ 
Normally in Earth science problems two or more fluids in a system with different properties are of interest. For example, lava dome growth in volcanology, with the contrast of the two mediums as being lava and air. The interface between the two mediums is often referred to as a free surface (free boundary value problem); the problem arises due to the large differences in densities between the lava and air, with their ratio being around 2000, and so the interface between the two fluids move with respect to each other.  
%and so the lava with the much higher density is able to move independently with respect to the air, and the interface between the two fluids is not constrained.
There are a number of numerical techniques to define and track the free surfaces. One of these methods, which is conceptually the simplest, is to construct a Lagrangian grid which moves with the fluid, and so it tracks the free surface. The limitation of this method is that it cannot track surfaces that break apart or intersect. Another limitation is that the elements in the grid can become severely distorted, resulting in numerical instability. The Arbitrary Lagrangian-Eulerian (ALE) method for CFD in moving domains is used to overcome this problem by remeshing, but there is an overhead in computational time, and it results in a loss of accuracy due to the process of mapping the state variables every remesh by interpolation.

There is a technique to overcome these limitations called the Level Set Method, for tracking interfaces between two fluids. The advantages of the method is that CFD can be performed on a fixed Cartesian mesh, and therefore problems with remeshing can be avoided. The field equations for calculating variables such as velocity and pressure are solved on the the same mesh. The Level Set Method is based upon the implicit representation of the interface by a continuous function. The function takes the form as a signed distance function, $\phi(x)$, of the interface in a Eulerian coordinate system. For example, the zero isocontour of the unit circle $\phi(x)=x^2 + y^2 -1$ is the set of all points where $\phi(x)=0$. Refer to Figure \ref{UNITCIRCLE}.
%
\begin{figure}
\center
\scalebox{0.7}{\includegraphics{figures/unitcircle.eps}}
\caption{Implicit representation of the curve $x^2 + y^2 = 1$.}
\label{UNITCIRCLE}
\end{figure}
%
The implicit representation can be used to define the interior and exterior of a fluid region. Since the isocontour at $\phi(x)=0$ has been defined as the interface, a point in the domain can be determined if its inside or outside of the interface, by looking at the local sign of $\phi(x)$. For example, a point is inside the interface when $\phi(x)<0$, and outside the interface when $\phi(x)>0$. Parameters values such as density and viscosity can then be defined for two different mediums, depending on which side of the interface they are located.


\subsection{Calculation of the Displacement of the Interface}

The displacement of the interface at the zero isocontour of $\phi(x)$ is calculated each time-step by using the velocity field. This is achieved my solving the advection equation:
%
\begin{equation}
\frac{\partial \phi}{\partial t} + \vec{v} \cdot \nabla \phi = 0,
\label{ADVECTION}
\end{equation}
%
where $\vec{v}$ is the velocity field. The advection equation is solved using a mid-point, which is a two step procedure:

Firstly, $\phi^{1/2}$ is calculated solving:
%
\begin{equation}
\frac{\phi^{1/2} - \phi^{-}}{dt/2} + \vec{v} \cdot \nabla \phi^{-} = 0.
\label{MIDPOINT FIST}
\end{equation}
%
Secondly, using $\phi^{1/2}$, $\phi^{+}$ is calculated solving:
%
\begin{equation}
\frac{\phi^{+} - \phi^{-}}{dt} + \vec{v} \cdot \nabla \phi^{1/2} = 0.
\label{MIDPOINT SECOND}
\end{equation}
%
This procedure works provided that the discretization of the left-hand side of Equations (\ref{MIDPOINT FIST}) and (\ref{MIDPOINT SECOND}) is a lumped mass matrix. For more details on the mid-point procedure see reference \cite{BOURGOUIN2006}. In certain situations the mid-point procedure has been shown to produce artifacts in the numerical solutions. A more robust procedure is to use the Taylor-Galerkin scheme with the presence of diffusion, which gives more stable solutions. The expression is derived by either inserting Equation (\ref{MIDPOINT FIST}) into Equation (\ref{MIDPOINT SECOND}), or by expanding $\phi$ into a Taylor series:
%
\begin{equation}
\phi^{+} \simeq \phi^{-} + dt\frac{\partial \phi^{-}}{\partial t} + \frac{dt^2}{2}\frac{\partial^{2}\phi^{-}}{\partial t^{2}},
\label{TAYLOR EXPANSION}
\end{equation}
%
by inserting
%
\begin{equation}
\frac{\partial \phi^{-}}{\partial t} = - \vec{v} \cdot \nabla \phi^{-},
\label{INSERT ADVECTION}
\end{equation}
%
and
%
\begin{equation}
\frac{\partial^{2} \phi^{-}}{\partial t^{2}} = \frac{\partial}{\partial t}(-\vec{v} \cdot \nabla \phi^{-}) = \vec{v}\cdot \nabla (\vec{v}\cdot \nabla \phi^{-}),
\label{SECOND ORDER}
\end{equation}
%
into Equation (\ref{TAYLOR EXPANSION})
%
\begin{equation}
\phi^{+} = \phi^{-} - dt\vec{v}\cdot \nabla \phi^{-} + \frac{dt^2}{2}\vec{v}\cdot \nabla (\vec{v}\cdot \nabla \phi^{-}).
\label{TAYLOR GALERKIN}
\end{equation}


\subsection{Governing Equations for Fluid Flow}

The fluid dynamics is governed by the Stokes equations. In geophysical problems the velocity of fluids are low; that is, the inertial forces are small compared with the viscous forces, therefore the inertial terms in the Navier-Stokes equations can be ignored. For a body force $f$ the governing equations are given by:
%
\begin{equation}
\nabla \cdot (\eta(\nabla \vec{v} + \nabla^{T} \vec{v})) - \nabla p = -f,
\label{GENERAL NAVIER STOKES}
\end{equation}
%
with the incompressibility condition
%
\begin{equation}
\nabla \cdot \vec{v} = 0.
\label{INCOMPRESSIBILITY}
\end{equation}
%
where $p$, $\eta$ and $f$ are the pressure, viscosity and body forces, respectively. 
Alternatively, the Stokes equations can be represented in Einstein summation tensor notation (compact notation):
%
\begin{equation}
-(\eta(v\hackscore{i,j} + v\hackscore{j,i})),\hackscore{j} - p,\hackscore{i} = f\hackscore{i},
\label{GENERAL NAVIER STOKES COM}
\end{equation}
%
with the incompressibility condition
%
\begin{equation}
-v\hackscore{i,i} = 0.
\label{INCOMPRESSIBILITY COM}
\end{equation}
%
The subscript comma $i$ denotes the derivative of the function with respect to $x\hackscore{i}$. A linear relationship between the deviatoric stress $\sigma^{'}\hackscore{ij}$ and the stretching $D\hackscore{ij} = \frac{1}{2}(v\hackscore{i,j} + v\hackscore{j,i})$ is defined as \cite{GROSS2006}:
%
\begin{equation}
\sigma^{'}\hackscore{ij} = 2\eta D^{'}\hackscore{ij},
\label{STRESS}
\end{equation}
%
where the deviatoric stretching $D^{'}\hackscore{ij}$ is defined as
%
\begin{equation}
D^{'}\hackscore{ij} = D^{'}\hackscore{ij} - \frac{1}{3}D\hackscore{kk}\delta\hackscore{ij}.
\label{DEVIATORIC STRETCHING}
\end{equation}
%
where $\delta\hackscore{ij}$ is the Kronecker $\delta$-symbol, which is a matrix with ones for its diagonal entries ($i = j$) and zeros for the remaining entries ($i \neq j$). The body force $f$ in Equation (\ref{GENERAL NAVIER STOKES COM}) is the gravity acting in the $x\hackscore{3}$ direction and is given as $f = -g \rho \delta\hackscore{i3}$.
The Stokes equations is a saddle point problem, and can be solved using a Uzawa scheme. A class called StokesProblemCartesian in Escript can be used to solve for velocity and pressure.
In order to keep numerical stability, the time-step size needs to be below a certain value, known as the Courant number. The Courant number is defined as:
%
\begin{equation}
C = \frac{v \delta t}{h}.
\label{COURANT}
\end{equation}
%
where $\delta t$, $v$, and $h$ are the time-step, velocity, and the width of an element in the mesh, respectively. The velocity $v$ may be chosen as the maximum velocity in the domain. In this problem the Courant number is taken to be 0.4 \cite{BOURGOUIN2006}.


\subsection{Reinitialization of Interface}

As the computation of the distance function progresses, it becomes distorted, and so it needs to be updated in order to stay regular \cite{SUSSMAN1994}. This process is known as the reinitialization procedure. The aim is to iteratively find a solution to the reinitialization equation:
%
\begin{equation}
\frac{\partial \psi}{\partial \tau} + sign(\phi)(1 - \nabla \psi) = 0.
\label{REINITIALISATION}
\end{equation}
%
where $\psi$ shares the same level set with $\phi$, $\tau$ is pseudo time, and $sign(\phi)$ is the smoothed sign function. This equation is solved to meet the definition of the level set function, $\lvert \nabla \psi \rvert = 1$; the normalization condition. Equation (\ref{REINITIALISATION}) can be rewritten in similar form to the advection equation:
%
\begin{equation}
\frac{\partial \psi}{\partial \tau} + \vec{w} \cdot \nabla \psi = sign(\phi),
\label{REINITIALISATION2}
\end{equation}
%
where
%
\begin{equation}
\vec{w} = sign(\phi)\frac{\nabla \psi}{|\nabla \psi|}.
\label{REINITIALISATION3}
\end{equation}
%
$\vec{w}$ is the characteristic velocity pointing outward from the free surface. Equation (\ref{REINITIALISATION2}) can be solved by a similar technique to what was used in the advection step; either by the mid-point technique \cite{BOURGOUIN2006} or the Taylor-Galerkin procedure. For the mid-point technique, the reinitialization technique algorithm is:

1. Calculate
%
\begin{equation}
\vec{w} = sign(\phi)\frac{\nabla \psi}{|\nabla \psi|},
\label{REINITIAL MIDPOINT1}
\end{equation}
%

2. Calculate $\psi^{1/2}$ solving
%
\begin{equation}
\frac{\psi^{1/2} - \psi^{-}}{d\tau/2} + \vec{w} \cdot \nabla \psi^{-}= sign(\phi),
\label{REINITIAL MIDPOINT2}
\end{equation}
%

3. using $\psi^{1/2}$, calculate $\psi^{+}$ solving
%
\begin{equation}
\frac{\psi^{+} - \psi^{-}}{d\tau} + \vec{w} \cdot \nabla \psi^{1/2}= sign(\phi),
\label{REINITIAL MIDPOINT3}
\end{equation}
%

4. if the convergence criterion has not been met, go back to step 2. Convergence is declared if
%
\begin{equation}
||\nabla \psi \hackscore{\infty}| - 1| < \epsilon \hackscore{\psi}.
\label{REINITIAL CONVERGE}
\end{equation}
%
where $\epsilon$ is the convergence tolerance. Normally, the reinitialization procedure is performed every third time-step of solving the Stokes equation.

The mid-point technique works provided that the left-hand side of Equations (\ref{REINITIAL MIDPOINT2}) and (\ref{REINITIAL MIDPOINT3}) is a lumped mass matrix. Alternatively, for a one-step procedure, the reinitialization equation can be given by:
%
\begin{equation}
\psi^{+} = \psi^{-} - \tau \vec{w} \cdot \nabla \psi^{-} + \frac{d \tau^{2}}{2} \vec{w} \cdot \nabla(\vec{w} \cdot \nabla \psi^{-}).
\label{REINITIAL ONESTEP}
\end{equation}
%
The accuracy of $\phi$ is only needed within the transition zone; and so it can be calculated in a narrow band between the interface of the fluids. 
%
\begin{figure}
\center
\scalebox{0.45}{\includegraphics{figures/LevelSetFlowChart.eps}}
\caption{Flow chart of level set procedure \cite{LIN2005}.}
\label{LEVELSET FLOWCHART}
\end{figure}
%
When the distance function, $\phi$, is calculated, the physical parameters, density and viscosity, are updated using the sign of $\phi$. The jump in material properties between two fluids, such as air and water can be extreme, and so the transition of the properties from one medium to another is smoothed. The region of the interface is assumed to be of finite thickness of $\alpha h$, where $h$ is the size of the elements in the computational mesh and $\alpha$ is a smoothing parameter. The parameters are updated by the following expression:
%
\begin{equation}
P = 
\left \{ \begin{array}{l}
P\hackscore{1} \hspace{5cm}  where \ \ \psi < - \alpha h \\
P\hackscore{2} \hspace{5cm}  where \ \ \psi > \alpha h \\
(P\hackscore{2} - P\hackscore{1}) \psi/2\alpha h + (P\hackscore{1} + P\hackscore{2})/2 \ \ \ \ \ \ where \ \ |\psi| < \alpha h.
\end{array}
\right.
\label{UPDATE PARAMETERS}
\end{equation} 
%
where the subscripts $1$ and $2$ denote the different fluids. The procedure of the level set calculation is shown in Figure \ref{LEVELSET FLOWCHART}.
Further work is needed in the reinitialization procedure, as it has been shown that it is prone to mass loss and inconsistent positioning of the interface \cite{SUCKALE2008}.

\subsection{Benchmark Problem}

The Rayleigh-Taylor instability problem is used as a benchmark to validate CFD implementations \cite{VANKEKEN1997}. Figure \ref{RT2DSETUP} shows the setup of the problem. A rectangular domain with two different fluids is considered, with the greater density fluid on the top and the lighter density fluid on the bottom. The viscosities of the two fluids are equal (isoviscous). An initial perturbation is given to the interface of $\phi=0.02cos(\frac{\pi x}{\lambda}) + 0.2$. The aspect ratio $\lambda = L/H = 0.9142$ is chosen such that it gives the greatest disturbance of the fluids.
%
\begin{figure}
\center
\scalebox{0.7}{\includegraphics{figures/RT2Dsetup.eps}}
\caption{Parameters, initial interface and boundary conditions for the Rayleigh-Taylor instability problem. The interface is defined as $\phi=0.02cos(\frac{\pi x}{\lambda}) + 0.2$. The fluids have been assigned different densities and equal viscosity (isoviscous).}
\label{RT2DSETUP}
\end{figure}

%The Level Set Method can be applied to many areas of science, for example simulating subduction zones in geophysics, motion of bubbles, and flame propagation. Its also used in image processing. However, the Level Set Method does have limitations. The level set function can still become irregular after reinitialisation, leading to artifacts in the simulations, requiring more thought into the implementation of the reinitialisation step.

\begin{python}


\end{python}
1	ksteube	1811
2			%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
3	lgraham	1701	%
4	ksteube	1811	% Copyright (c) 2003-2008 by University of Queensland
5			% Earth Systems Science Computational Center (ESSCC)
6			% http://www.uq.edu.au/esscc
7	lgraham	1701	%
8	ksteube	1811	% Primary Business: Queensland, Australia
9			% Licensed under the Open Software License version 3.0
10			% http://www.opensource.org/licenses/osl-3.0.php
11	lgraham	1701	%
12	ksteube	1811	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
13	lgraham	1701
14	ksteube	1811
15	lgraham	1701	\section{Rayleigh-Taylor Instability}
16			\label{LEVELSET CHAP}
17
18	lgraham	1973	In this chapter we will implement the Level Set Method in Escript for tracking the interface between two fluids for Computational Fluid Dynamics (CFD). The method is tested with a Rayleigh-Taylor Instability problem, which is an instability of the interface between two fluids with differing densities. \\
19	lgraham	1701	Normally in Earth science problems two or more fluids in a system with different properties are of interest. For example, lava dome growth in volcanology, with the contrast of the two mediums as being lava and air. The interface between the two mediums is often referred to as a free surface (free boundary value problem); the problem arises due to the large differences in densities between the lava and air, with their ratio being around 2000, and so the interface between the two fluids move with respect to each other.
20			%and so the lava with the much higher density is able to move independently with respect to the air, and the interface between the two fluids is not constrained.
21			There are a number of numerical techniques to define and track the free surfaces. One of these methods, which is conceptually the simplest, is to construct a Lagrangian grid which moves with the fluid, and so it tracks the free surface. The limitation of this method is that it cannot track surfaces that break apart or intersect. Another limitation is that the elements in the grid can become severely distorted, resulting in numerical instability. The Arbitrary Lagrangian-Eulerian (ALE) method for CFD in moving domains is used to overcome this problem by remeshing, but there is an overhead in computational time, and it results in a loss of accuracy due to the process of mapping the state variables every remesh by interpolation.
22
23	lgraham	1973	There is a technique to overcome these limitations called the Level Set Method, for tracking interfaces between two fluids. The advantages of the method is that CFD can be performed on a fixed Cartesian mesh, and therefore problems with remeshing can be avoided. The field equations for calculating variables such as velocity and pressure are solved on the the same mesh. The Level Set Method is based upon the implicit representation of the interface by a continuous function. The function takes the form as a signed distance function, $\phi(x)$, of the interface in a Eulerian coordinate system. For example, the zero isocontour of the unit circle $\phi(x)=x^2 + y^2 -1$ is the set of all points where $\phi(x)=0$. Refer to Figure \ref{UNITCIRCLE}.
24	lgraham	1701	%
25			\begin{figure}
26			\center
27	lgraham	1973	\scalebox{0.7}{\includegraphics{figures/unitcircle.eps}}
28	lgraham	1701	\caption{Implicit representation of the curve $x^2 + y^2 = 1$.}
29			\label{UNITCIRCLE}
30			\end{figure}
31			%
32	lgraham	1973	The implicit representation can be used to define the interior and exterior of a fluid region. Since the isocontour at $\phi(x)=0$ has been defined as the interface, a point in the domain can be determined if its inside or outside of the interface, by looking at the local sign of $\phi(x)$. For example, a point is inside the interface when $\phi(x)<0$, and outside the interface when $\phi(x)>0$. Parameters values such as density and viscosity can then be defined for two different mediums, depending on which side of the interface they are located.
33	lgraham	1701
34	lgraham	1973
35			\subsection{Calculation of the Displacement of the Interface}
36
37			The displacement of the interface at the zero isocontour of $\phi(x)$ is calculated each time-step by using the velocity field. This is achieved my solving the advection equation:
38			%
39	lgraham	1701	\begin{equation}
40			\frac{\partial \phi}{\partial t} + \vec{v} \cdot \nabla \phi = 0,
41			\label{ADVECTION}
42			\end{equation}
43	lgraham	1973	%
44	lgraham	2115	where $\vec{v}$ is the velocity field. The advection equation is solved using a mid-point, which is a two step procedure:
45	lgraham	1701
46			Firstly, $\phi^{1/2}$ is calculated solving:
47	lgraham	1973	%
48	lgraham	1701	\begin{equation}
49			\frac{\phi^{1/2} - \phi^{-}}{dt/2} + \vec{v} \cdot \nabla \phi^{-} = 0.
50			\label{MIDPOINT FIST}
51			\end{equation}
52	lgraham	1973	%
53	lgraham	1701	Secondly, using $\phi^{1/2}$, $\phi^{+}$ is calculated solving:
54	lgraham	1973	%
55	lgraham	1701	\begin{equation}
56			\frac{\phi^{+} - \phi^{-}}{dt} + \vec{v} \cdot \nabla \phi^{1/2} = 0.
57			\label{MIDPOINT SECOND}
58			\end{equation}
59	lgraham	1973	%
60	lgraham	2115	This procedure works provided that the discretization of the left-hand side of Equations (\ref{MIDPOINT FIST}) and (\ref{MIDPOINT SECOND}) is a lumped mass matrix. For more details on the mid-point procedure see reference \cite{BOURGOUIN2006}. In certain situations the mid-point procedure has been shown to produce artifacts in the numerical solutions. A more robust procedure is to use the Taylor-Galerkin scheme with the presence of diffusion, which gives more stable solutions. The expression is derived by either inserting Equation (\ref{MIDPOINT FIST}) into Equation (\ref{MIDPOINT SECOND}), or by expanding $\phi$ into a Taylor series:
61	lgraham	1973	%
62	lgraham	1701	\begin{equation}
63			\phi^{+} \simeq \phi^{-} + dt\frac{\partial \phi^{-}}{\partial t} + \frac{dt^2}{2}\frac{\partial^{2}\phi^{-}}{\partial t^{2}},
64			\label{TAYLOR EXPANSION}
65			\end{equation}
66	lgraham	1973	%
67	lgraham	1701	by inserting
68	lgraham	1973	%
69	lgraham	1701	\begin{equation}
70			\frac{\partial \phi^{-}}{\partial t} = - \vec{v} \cdot \nabla \phi^{-},
71			\label{INSERT ADVECTION}
72			\end{equation}
73	lgraham	1973	%
74	lgraham	1701	and
75	lgraham	1973	%
76	lgraham	1701	\begin{equation}
77			\frac{\partial^{2} \phi^{-}}{\partial t^{2}} = \frac{\partial}{\partial t}(-\vec{v} \cdot \nabla \phi^{-}) = \vec{v}\cdot \nabla (\vec{v}\cdot \nabla \phi^{-}),
78			\label{SECOND ORDER}
79			\end{equation}
80	lgraham	1973	%
81			into Equation (\ref{TAYLOR EXPANSION})
82			%
83	lgraham	1701	\begin{equation}
84			\phi^{+} = \phi^{-} - dt\vec{v}\cdot \nabla \phi^{-} + \frac{dt^2}{2}\vec{v}\cdot \nabla (\vec{v}\cdot \nabla \phi^{-}).
85			\label{TAYLOR GALERKIN}
86			\end{equation}
87
88	lgraham	1973
89			\subsection{Governing Equations for Fluid Flow}
90
91	lgraham	1701	The fluid dynamics is governed by the Stokes equations. In geophysical problems the velocity of fluids are low; that is, the inertial forces are small compared with the viscous forces, therefore the inertial terms in the Navier-Stokes equations can be ignored. For a body force $f$ the governing equations are given by:
92	lgraham	1973	%
93	lgraham	1701	\begin{equation}
94			\nabla \cdot (\eta(\nabla \vec{v} + \nabla^{T} \vec{v})) - \nabla p = -f,
95			\label{GENERAL NAVIER STOKES}
96			\end{equation}
97	lgraham	1973	%
98	lgraham	1701	with the incompressibility condition
99	lgraham	1973	%
100	lgraham	1701	\begin{equation}
101			\nabla \cdot \vec{v} = 0.
102			\label{INCOMPRESSIBILITY}
103			\end{equation}
104	lgraham	1973	%
105	lgraham	1701	where $p$, $\eta$ and $f$ are the pressure, viscosity and body forces, respectively.
106			Alternatively, the Stokes equations can be represented in Einstein summation tensor notation (compact notation):
107	lgraham	1973	%
108	lgraham	1701	\begin{equation}
109			-(\eta(v\hackscore{i,j} + v\hackscore{j,i})),\hackscore{j} - p,\hackscore{i} = f\hackscore{i},
110			\label{GENERAL NAVIER STOKES COM}
111			\end{equation}
112	lgraham	1973	%
113	lgraham	1701	with the incompressibility condition
114	lgraham	1973	%
115	lgraham	1701	\begin{equation}
116			-v\hackscore{i,i} = 0.
117			\label{INCOMPRESSIBILITY COM}
118			\end{equation}
119	lgraham	1973	%
120			The subscript comma $i$ denotes the derivative of the function with respect to $x\hackscore{i}$. A linear relationship between the deviatoric stress $\sigma^{'}\hackscore{ij}$ and the stretching $D\hackscore{ij} = \frac{1}{2}(v\hackscore{i,j} + v\hackscore{j,i})$ is defined as \cite{GROSS2006}:
121			%
122	lgraham	1701	\begin{equation}
123			\sigma^{'}\hackscore{ij} = 2\eta D^{'}\hackscore{ij},
124			\label{STRESS}
125			\end{equation}
126	lgraham	1973	%
127	lgraham	1701	where the deviatoric stretching $D^{'}\hackscore{ij}$ is defined as
128	lgraham	1973	%
129	lgraham	1701	\begin{equation}
130			D^{'}\hackscore{ij} = D^{'}\hackscore{ij} - \frac{1}{3}D\hackscore{kk}\delta\hackscore{ij}.
131			\label{DEVIATORIC STRETCHING}
132			\end{equation}
133	lgraham	1973	%
134			where $\delta\hackscore{ij}$ is the Kronecker $\delta$-symbol, which is a matrix with ones for its diagonal entries ($i = j$) and zeros for the remaining entries ($i \neq j$). The body force $f$ in Equation (\ref{GENERAL NAVIER STOKES COM}) is the gravity acting in the $x\hackscore{3}$ direction and is given as $f = -g \rho \delta\hackscore{i3}$.
135	lgraham	1701	The Stokes equations is a saddle point problem, and can be solved using a Uzawa scheme. A class called StokesProblemCartesian in Escript can be used to solve for velocity and pressure.
136	lgraham	1973	In order to keep numerical stability, the time-step size needs to be below a certain value, known as the Courant number. The Courant number is defined as:
137			%
138	lgraham	1701	\begin{equation}
139			C = \frac{v \delta t}{h}.
140			\label{COURANT}
141			\end{equation}
142	lgraham	1973	%
143			where $\delta t$, $v$, and $h$ are the time-step, velocity, and the width of an element in the mesh, respectively. The velocity $v$ may be chosen as the maximum velocity in the domain. In this problem the Courant number is taken to be 0.4 \cite{BOURGOUIN2006}.
144	lgraham	1701
145
146	lgraham	1973	\subsection{Reinitialization of Interface}
147
148	lgraham	2115	As the computation of the distance function progresses, it becomes distorted, and so it needs to be updated in order to stay regular \cite{SUSSMAN1994}. This process is known as the reinitialization procedure. The aim is to iteratively find a solution to the reinitialization equation:
149	lgraham	1973	%
150	lgraham	1701	\begin{equation}
151	lgraham	2115	\frac{\partial \psi}{\partial \tau} + sign(\phi)(1 - \nabla \psi) = 0.
152	lgraham	1701	\label{REINITIALISATION}
153			\end{equation}
154	lgraham	1973	%
155	lgraham	2115	where $\psi$ shares the same level set with $\phi$, $\tau$ is pseudo time, and $sign(\phi)$ is the smoothed sign function. This equation is solved to meet the definition of the level set function, $\lvert \nabla \psi \rvert = 1$; the normalization condition. Equation (\ref{REINITIALISATION}) can be rewritten in similar form to the advection equation:
156			%
157			\begin{equation}
158			\frac{\partial \psi}{\partial \tau} + \vec{w} \cdot \nabla \psi = sign(\phi),
159			\label{REINITIALISATION2}
160			\end{equation}
161			%
162			where
163			%
164			\begin{equation}
165			\vec{w} = sign(\phi)\frac{\nabla \psi}{\|\nabla \psi\|}.
166			\label{REINITIALISATION3}
167			\end{equation}
168			%
169			$\vec{w}$ is the characteristic velocity pointing outward from the free surface. Equation (\ref{REINITIALISATION2}) can be solved by a similar technique to what was used in the advection step; either by the mid-point technique \cite{BOURGOUIN2006} or the Taylor-Galerkin procedure. For the mid-point technique, the reinitialization technique algorithm is:
170	lgraham	1701
171	lgraham	2115	1. Calculate
172			%
173			\begin{equation}
174			\vec{w} = sign(\phi)\frac{\nabla \psi}{\|\nabla \psi\|},
175			\label{REINITIAL MIDPOINT1}
176			\end{equation}
177			%
178	lgraham	1973
179	lgraham	2115	2. Calculate $\psi^{1/2}$ solving
180			%
181			\begin{equation}
182			\frac{\psi^{1/2} - \psi^{-}}{d\tau/2} + \vec{w} \cdot \nabla \psi^{-}= sign(\phi),
183			\label{REINITIAL MIDPOINT2}
184			\end{equation}
185			%
186
187			3. using $\psi^{1/2}$, calculate $\psi^{+}$ solving
188			%
189			\begin{equation}
190			\frac{\psi^{+} - \psi^{-}}{d\tau} + \vec{w} \cdot \nabla \psi^{1/2}= sign(\phi),
191			\label{REINITIAL MIDPOINT3}
192			\end{equation}
193			%
194
195			4. if the convergence criterion has not been met, go back to step 2. Convergence is declared if
196			%
197			\begin{equation}
198			\|\|\nabla \psi \hackscore{\infty}\| - 1\| < \epsilon \hackscore{\psi}.
199			\label{REINITIAL CONVERGE}
200			\end{equation}
201			%
202			where $\epsilon$ is the convergence tolerance. Normally, the reinitialization procedure is performed every third time-step of solving the Stokes equation.
203
204			The mid-point technique works provided that the left-hand side of Equations (\ref{REINITIAL MIDPOINT2}) and (\ref{REINITIAL MIDPOINT3}) is a lumped mass matrix. Alternatively, for a one-step procedure, the reinitialization equation can be given by:
205			%
206			\begin{equation}
207			\psi^{+} = \psi^{-} - \tau \vec{w} \cdot \nabla \psi^{-} + \frac{d \tau^{2}}{2} \vec{w} \cdot \nabla(\vec{w} \cdot \nabla \psi^{-}).
208			\label{REINITIAL ONESTEP}
209			\end{equation}
210			%
211			The accuracy of $\phi$ is only needed within the transition zone; and so it can be calculated in a narrow band between the interface of the fluids.
212			%
213			\begin{figure}
214			\center
215			\scalebox{0.45}{\includegraphics{figures/LevelSetFlowChart.eps}}
216			\caption{Flow chart of level set procedure \cite{LIN2005}.}
217			\label{LEVELSET FLOWCHART}
218			\end{figure}
219			%
220			When the distance function, $\phi$, is calculated, the physical parameters, density and viscosity, are updated using the sign of $\phi$. The jump in material properties between two fluids, such as air and water can be extreme, and so the transition of the properties from one medium to another is smoothed. The region of the interface is assumed to be of finite thickness of $\alpha h$, where $h$ is the size of the elements in the computational mesh and $\alpha$ is a smoothing parameter. The parameters are updated by the following expression:
221			%
222			\begin{equation}
223			P =
224			\left \{ \begin{array}{l}
225			P\hackscore{1} \hspace{5cm} where \ \ \psi < - \alpha h \\
226			P\hackscore{2} \hspace{5cm} where \ \ \psi > \alpha h \\
227			(P\hackscore{2} - P\hackscore{1}) \psi/2\alpha h + (P\hackscore{1} + P\hackscore{2})/2 \ \ \ \ \ \ where \ \ \|\psi\| < \alpha h.
228			\end{array}
229			\right.
230			\label{UPDATE PARAMETERS}
231			\end{equation}
232			%
233			where the subscripts $1$ and $2$ denote the different fluids. The procedure of the level set calculation is shown in Figure \ref{LEVELSET FLOWCHART}.
234			Further work is needed in the reinitialization procedure, as it has been shown that it is prone to mass loss and inconsistent positioning of the interface \cite{SUCKALE2008}.
235
236	lgraham	1973	\subsection{Benchmark Problem}
237
238	lgraham	2115	The Rayleigh-Taylor instability problem is used as a benchmark to validate CFD implementations \cite{VANKEKEN1997}. Figure \ref{RT2DSETUP} shows the setup of the problem. A rectangular domain with two different fluids is considered, with the greater density fluid on the top and the lighter density fluid on the bottom. The viscosities of the two fluids are equal (isoviscous). An initial perturbation is given to the interface of $\phi=0.02cos(\frac{\pi x}{\lambda}) + 0.2$. The aspect ratio $\lambda = L/H = 0.9142$ is chosen such that it gives the greatest disturbance of the fluids.
239	lgraham	1973	%
240	lgraham	1701	\begin{figure}
241			\center
242			\scalebox{0.7}{\includegraphics{figures/RT2Dsetup.eps}}
243	lgraham	2115	\caption{Parameters, initial interface and boundary conditions for the Rayleigh-Taylor instability problem. The interface is defined as $\phi=0.02cos(\frac{\pi x}{\lambda}) + 0.2$. The fluids have been assigned different densities and equal viscosity (isoviscous).}
244	lgraham	1701	\label{RT2DSETUP}
245			\end{figure}
246
247			%The Level Set Method can be applied to many areas of science, for example simulating subduction zones in geophysics, motion of bubbles, and flame propagation. Its also used in image processing. However, the Level Set Method does have limitations. The level set function can still become irregular after reinitialisation, leading to artifacts in the simulations, requiring more thought into the implementation of the reinitialisation step.
248	lgraham	2115
249			\begin{python}
250
251
252			\end{python}