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INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

Int. J. Numer. Meth. Engng 2015; 104:513538


Published online 26 March 2015 in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/nme.4891

High-order methods for low Reynolds number flows around


moving obstacles based on universal meshes

Evan S. Gawlik1 , Hardik Kabaria2 and Adrian J. Lew1,2,*,


1 Computational and Mathematical Engineering, Stanford University, CA, USA
2 Mechanical Engineering, Stanford University, CA, USA

SUMMARY
We propose a family of methods for simulating two-dimensional incompressible, low Reynolds number
flow around a moving obstacle whose motion is prescribed. The methods make use of a universal mesh:
a fixed background mesh that adapts to the geometry of the immersed obstacle at all times by adjusting a
few elements in the neighborhood of the obstacles boundary. The resulting mesh provides a conforming
triangulation of the fluid domain over which discretizations of any desired order of accuracy in space and
time can be constructed using standard finite element spaces together with off-the-shelf time integrators. We
demonstrate the approach by using Taylor-Hood elements to approximate the fluid velocity and pressure. To
integrate in time, we consider implicit Runge-Kutta schemes as well as a fractional step scheme. We illustrate
the methods and study their convergence numerically via examples that involve flow around obstacles that
undergo prescribed deformations. Copyright 2015 John Wiley & Sons, Ltd.

Received 30 April 2014; Revised 8 January 2015; Accepted 11 January 2015

KEY WORDS: fluid-structure interaction; viscous flow; moving interface

1. INTRODUCTION

One of the key challenges in numerical simulations of fluid flow around moving obstacles is the
discretization of an evolving domain, namely, the domain occupied by the fluid. Commonly, this
challenge is addressed using one of two tools: a deforming mesh, which deforms in concert with
the moving fluid domain, or a fixed mesh, which triangulates or quadrangulates a larger domain in
which the moving boundary is immersed for all times. In contrast, this paper presents a family of
methods for simulating two-dimensional incompressible, low Reynolds number flow around moving
obstacles with prescribed evolution using a universal mesh: a background triangulation that contains
the fluid domain for all times and conforms to its geometry at all times by perturbing a small number
of nodes in the neighborhood of the immersed fluid boundary.
The merits of this strategy are made most apparent when one considers the challenges associated
with the construction of numerical methods for fluid flow around obstacles that are simultaneously
robust and accurate to high order in space and time. The latter goal is particularly elusive for prob-
lems on moving domains, because errors in the discretization of the domains geometry (and in the
discretization, if any, of its temporal evolution) can dictate the order of a method. This considera-
tion renders deforming-mesh methods attractive, especially if implemented using curved elements
along the boundary. In this light, it is perhaps surprising that many examples of deforming-mesh
methods in the literature, with a few noteworthy exceptions [110], are often restricted to at most
second-order accuracy [1119]. Moreover, robustness of the mesh motion poses a challenge to
deforming-mesh methods [20, 21], which often prescribe a motion for the mesh by solving systems

*Correspondence to: Adrian J. Lew, Mechanical Engineering, Stanford University, Stanford, CA, USA.
E-mail: lewa@stanford.edu

Copyright 2015 John Wiley & Sons, Ltd.


514 E. S. GAWLIK, H. KABARIA AND A. J. LEW

of equations (such as those of linear elasticity) for the positions of mesh nodes [2226]. Regard-
less of a deforming-mesh methods mesh motion strategy, sufficiently large domain deformations
may lead to element distortions (or, in more severe cases, element inversions) that are detrimental
both to the accuracy of the spatial discretization and to the conditioning of the discrete governing
equations [27]. These considerations can ultimately mandate that the domain be remeshed from
scratch at various instants during a simulation [22, 2830].
Fixed-mesh methods circumvent the difficulty of designing a robust mesh motion at the expense
of geometric conformity. As a consequence, fixed-mesh methods require special care in order to
account for the disagreement between the immersed obstacle boundary and element interfaces.
A variety of techniques aim to deal with this discrepancy, including adaptive refinement in the
neighborhood of the immersed boundary [3133], cutting elements [3438], enriching finite ele-
ment spaces [39, 40], cutting elements and enriching finite element spaces[4143], Nitsche-inspired
methods [44, 45], smearing the interface [46, 47], modifying finite-difference stencils near the
boundary [33, 4850], and introducing surrogate forcing terms in lieu of the boundary condi-
tions [51, 52]. Integration in time poses an additional challenge for fixed-mesh methods, because
nodes of the background mesh may occupy differing states (fluid versus solid) over the course of a
single time step. This peculiarity is known to introduce numerical artifacts such as spurious oscilla-
tions in the pressure field for some fixed-mesh methods [37, 53, 54]. Furthermore, even if a given
spatial discretization is known to deliver high-order spatial accuracy for steady flows around an
embedded obstacle, its incorporation into a numerical method for unsteady flow around moving
obstacles with high spatial and temporal accuracy is arguably a nontrivial task. These observations
help to explain why many fixed mesh methods, again with a few notable exceptions [55, 56], are
often restricted to first-order or second-order accuracy [50, 52, 5760].
The framework presented in this paper distinguishes itself from the preceding approaches by
exhibiting the following features simultaneously. First, a universal mesh delivers a conforming rep-
resentation of the evolving fluid domain at all times. This conforming mesh is obtained by perturbing
the nodes of a background mesh using a mapping, which supplies not only an adaptation of the
background mesh but also a mesh motion over short time intervals suitable for constructing high-
order discretizations of the governing equations. Second, the mesh motion strategy is robust, in the
sense that large domain deformations pose no threat to the quality of the conforming mesh, being
at all times derived from a small perturbation of the background mesh. Third, our approach pro-
vides a systematic framework for constructing methods of a desired order of accuracy in space and
in time for low Reynolds number flows, simply by discretizing in space with a finite element space
of the appropriate order and choosing a time integrator of the appropriate order. We demonstrate
this by combining high-order Taylor-Hood elements with high-order implicit Runge Kutta schemes.
Finally, the framework is algorithmically simple. In its basic form, the alteration of the background
mesh requires adjustments to nodal coordinates only, not the meshs connectivity, and the nodal
motions are independent and explicitly defined.
To simplify the presentation and to emphasize the main contributions of the present work, we
restrict our attention to problems for which the flow has a low Reynolds number, the obstacle bound-
ary is smooth (C 2 -regular), and the obstacle motion is prescribed. Needless to say, higher Reynolds
number flows pose additional challenges (the need for high resolution in boundary layers and for sta-
bilization of convective terms in the spatial discretization) that warrant enhancements to the present
strategy to ensure its viability. Likewise, the design of universal meshes for domains with lower
regularity, such as domains with corners, remains an area of active research. Unprescribed obstacle
motions would, of course, introduce additional complexity into the framework, but only in the sense
that additional unknowns would need to be solved for concurrently with the fluid variables.

Organization. This paper is organized as follows. In Section 2, we recall the governing equations for
incompressible, viscous flow around a moving obstacle with prescribed evolution, and we recast the
equations in weak form. In Section 3, we propose a discretization of the aforementioned equations
using a universal mesh in conjunction with Taylor-Hood finite elements [61]. To integrate in time, we
propose the use of implicit Runge-Kutta schemes as well as a fractional step scheme. In Section 4,
we apply the proposed methods to simulate flow around various obstacles with prescribed evolution:

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 515

a rotating ellipse, an oscillating disk, and a rotating stirrer. We study numerically the convergence
orders of the methods in the context of the rotating ellipse, where an analytical solution is readily
manufactured. We close with some concluding remarks in Section 5.

2. PROBLEM

We study incompressible, viscous fluid flow around a moving obstacle immersed in a domain D 
R2 . We denote by P t  D the domain occupied by the obstacle at time t and by t D D n P t
the domain occupied by the fluid, as depicted in Figure 1. Taking the fluid density to be everywhere
unity, the governing equations for the velocity u and pressure p read
@u
C u  rx u  x u D rx p in D n P t (1)
@t

rx  u D 0 in D n P t ; (2)
where  > 0 is the kinematic viscosity of the fluid. On the interface between the obstacle and the
fluid, the no-slip condition
u.x; t / D vP .x; t /; x 2 @P t (3)
holds, where vP .x; t / is the prescribed velocity of the obstacle at x 2 @P t . On the remainder of the
fluid boundary @D, and depending on the example under consideration, we impose either the natural
boundary conditions
 
pn   rx u C .rx u/T n D 0 on @D (4)
or the no-slip condition
uD0 on @D; (5)
and in this last case, the pressure field is defined up to a constant.

Weak formulation. For later use, it is convenient to record a weak formulation of (1) and (2). Let us
introduce two collections of function spaces, one for each choice of boundary conditions discussed
earlier. When the boundary conditions are given by (3) and 4), we denote


VV t D u 2 H 1 .t /2 j u D 0 on @P t

V t D u 2 H 1 .t /2 j u D vP .; t / on @P t
Qt D L2 .t /:

Figure 1. Fluid domain t D D n P t .

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
516 E. S. GAWLIK, H. KABARIA AND A. J. LEW

When the boundary conditions are given by (3) and (5), we denote

VV t D H01 .t /2

V t D u 2 H 1 .t /2 j u D vP .; t / on @P t ; u D 0 on @D
Qt D L2 .t /=R:

In either of these two settings, a weak formulation of (1) and (2) reads: Find u.; t / 2 V t and
p.; t / 2 Qt such that

mt .u;
P w/ C at .u; w/ C c t .w; p/ D 0 8w 2 VV t (6)

c t .u; q/ D 0 8q 2 Qt (7)

for every t 2 .0; T , where the meanings of VV t ; V t , and Qt depend upon the boundary conditions
under consideration, and
Z
mt .u; w/ D u  w dx
Zt
 Z
t
 T

a .u; w/ D  rx u C .rx u/ W rx w dx C .u  rx u/  w dx
Zt t

c t .u; p/ D  .r  u/p dx:


t

The well-posedness of this system in the case of a fixed domain without advection is proven in [62].

3. METHOD

In this section, we propose a discretization of (1) and (2) that is based upon the use of a universal
mesh. Our approach follows that of [63], where a framework for constructing numerical methods
for moving-boundary problems using universal meshes is introduced in the context of a parabolic
model problem.
The discretization
S proceeds in several steps: (1) partitioning the temporal axis into short time
intervals N nD1 .t n1 n
; t  D .0; T ; (2) constructing a conforming mesh Sh .t / for t ; t 2 .t n1 ; t n ,
over each short time interval by adapting the universal mesh; (3) performing a Galerkin projec-
tion of the governing equations onto a finite element space associated with Sh .t / over each short
time interval; and (4) choosing a time integrator to numerically integrate the resulting system of
ODEs over .t n1 ; t n  for each n. In the last step, the initial condition for numerical integration over
.t n1 ; t n  will come from projecting the discrete
 n1  solution at time t D t
n1
onto the finite element
space associated with the triangulation Sh tC , which generally differs from Sh .t n1 /.
A distinctive feature of our discretization is the manner in which the conforming triangulation
Sh .t / of t is constructed. As illustrated in Figure 2, our method constructs Sh .t / by immersing
t in a background mesh Th (the universal mesh), identifying a subtriangulation of Th that approx-
imates the immersed domain, and adjusting a few elements so that it conforms exactly to t . This
approach differs markedly from classical deforming-mesh methods, where the task of triangulat-
ing t is often handled by solving global systems of equations (such as those of linear elasticity)
for nodal positions. We describe the construction of Sh .t / using a universal mesh in the following
subsection and provide greater detail in Appendix A, which summarizes the presentation of [63].
The conditions under which a given background triangulation Th can be so adjusted to conform
to a family of domains t ; t 2 0; T , are laid forth in [64, 65] and expanded in [66]. Briefly, the
procedure is guaranteed to succeed if
(3.i) t is C 2 -regular for every t .
(3.ii) Th is sufficiently refined in a neighborhood of @t for every t .

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 517

Figure 2. Illustration of the manner in which a universal mesh provides a conforming triangulation of an
immersed domain t for all times t. Over a short time interval .t n1 ; t n , an approximating subtriangulation
Shn is identified and adapted to the immersed domain using a map t W Shn ! t , t 2 .t n1 ; t n . Over the
next short time interval .t n ; t nC1 , a new subtriangulation ShnC1 is identified and adapted to the immersed
n1
domain using a map t W ShnC1 ! t , t 2 .t n ; t nC1 . For  visual
 clarity, the boundary of t has been
n n n
juxtaposed in dashed lines onto the conforming mesh t Shn for t . Likewise,  the
 boundary of t has
nC1 nC1
been juxtaposed in dashed lines onto the conforming mesh t ShnC1 for t .

(3.iii) All triangles in Th have angles bounded above by a constant # < =2.
(3.iv) The intervals .t n1 ; t n  satisfy max .t n  t n1 / 6 C h with a sufficiently small
16n6N
constant C .

3.1. Universal mesh


Let Th be a triangulation of D satisfying conditions (3.i3.iv), with h denoting the maximum diam-
eter of an element K 2 Th . For i D 0; 1; 2; 3, let Th;i t
denote the collection of triangles K 2 Th for
which exactly i vertices of K do not lie in the interior of t .
Fix a partition 0 D t 0 < t 1 <    < t N D T of the temporal axis. Our approach for constructing
a conforming mesh Sh .t / for t ; t 2 .t n1 ; t n  will consist of identifying a subtriangulation Shn of
the background triangulation Th and defining a time-dependent bijection

t W Shn ! t ; t 2 .t n1 ; t n :

Here and in the sequel, we abuse notation by writing Shn to denote both the triangulation (the list of
vertices and their connectivities) as well as the region in R2 that it occupies. Our choice of Shn is

n1 n1 n1


Shn D Th;0
t t
[ Th;1 t
[ Th;2 ;

which is simply the set of triangles in the background triangulation with at least one vertex lying
n1
inside t . Our choice of the map t W Shn ! t is detailed in [63]. We recapitulate the explicit
formulas for t in Appendix A.
For each t 2 .t n1 ; t n , the map t delivers a conforming mesh of t having the same con-
nectivity as Shn but consisting of triangles t .K/; K 2 Shn . We label this curvilinear mesh t Shn
and set

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
518 E. S. GAWLIK, H. KABARIA AND A. J. LEW

 
Sh .t / D t Shn ; t 2 .t n1 ; t n :

The remainder of this section is devoted to a discretization of (1) and (2) using finite element
spaces over the evolving subtriangulation Sh .t /. As is customary for readers familiar with ALE
schemes, the resulting discretization (cf. (17)) over each short time interval .t n1 ; t n  will resemble
a discretization of

Du
C .u  v/  rx u  x u D rx p in D n P t (8)
Dt

rx  u D 0 in D n P t ; (9)

where
Du @u
D C v  rx u
Dt @t
denotes the material time derivative of u along the path of a material particle that moves with the
mesh Sh .t /, whose velocity we denote by

@
t t
P .X / D
v. .X /; t / D t .X /: (10)
@t X

Because the subtriangulation Sh .t / changes abruptly at each t n ; n D 1; 2; : : : ; N , a projection will


be used to transfer information between finite element spaces at such instants (cf. Section 3.3).

3.2. Galerkin formulation over short time intervals


We now describe a spatial discretization of (1) and (2) that is obtained by performing a Galerkin
projection of the weak equations (6) and (7) onto finite element subspaces VV ht  VV t , Vht  V t ,
and Qth  Qt over a short time interval .t n1 ; t n . We focus on the case in which the boundary
conditions are given by (3) and (4). The case in which the boundary conditions are given by (3)
and (5) is handled similarly.
Here, we consider the use of Taylor-Hood P k  P k1 finite elements with an integer k > 2 [61].
Such elements approximate the velocity field u and the pressure field p with continuous functions
that are elementwise polynomials of degree at most k and k  1, respectively, on Sh .t /. These
finite element spaces are easy to construct with the aid of the map t W Shn ! t introduced in
Section 3.1.
Namely,
 2

VV ht D uh 2 C 0 t uh t 2 P k .K/2 8K 2 S n ; uh D 0 on @P t
K h
 2

t
V h D uh 2 C  0 t t k 2 n t
uh K 2 P .K/ 8K 2 Sh ; uh D ih vP .; t / on @P t

 

t
Q h D ph 2 C  0 t t
ph K 2 P k1 n
.K/ 8K 2 Sh :

Here, iht vP .; t / denotes the nodal interpolant of vP .; t / onto the space of continuous functions
on @P t that are edgewise polynomials of degree k, that is, iht vP .t ./; t / 2 P k .e/ for every edge
e  @Shn .
The Galerkin projection of (6) and (7) over .t n1 ; t n  reads as follows: Find uh .; t / 2 Vht and
ph .; t / 2 Qth such that

mt .uP h ; wh / C at .uh ; wh / C c t .wh ; ph / D 0 8wh 2 VV ht (11)

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 519

c t .uh ; qh / D 0 8qh 2 Qth (12)

for every t 2 .t n1 ; t n .


Systems (11) and (12) are equivalent to a system of differential-algebraic equations (DAEs). To
deduce this, it is convenient to construct bases for VV ht , Vht , and Qth by composing (a subset of) shape
functions on the background mesh Th with the map .t /1 . Let
 2
e
V h D Uh 2 C 0 D j Uh jK 2 P k .K/2 8K 2 Th
 
eh D Ph 2 C 0 D j Ph jK 2 P k1 .K/ 8K 2 Th :
Q

In what follows,  and (12) a system of DAEs of dimension Nu C Np ,


 we will derive from (11)
where Nu D dim e V h and Np D dim Q eh .
Nu Np
Let NQ a and MQ k
aD1
be the standard Lagrange bases for e
kD1
eh , respectively, indexed
V h and Q
N
by global degree of freedom numbers. Let Xa N u p
aD1 and Yk kD1 denote the locations of the
corresponding degrees of freedom in Th . Additionally, let
   
IV un D 1 6 a 6 Nu j supp NQ a \ int Shn ;; NQ a D 0 on @Shn n @D
   
Iun D 1 6 a 6 Nu j supp NQ a \ int Shn ;
   
Ipn D 1 6 k 6 Np j supp MQ k \ int Shn ; :

where supp.f / denotes the support of a function f and int.S / denotes the interior of a set S . Bases
for the spaces VV ht ; Vht , and Qth are easily constructed with the aid of the functions nta W t ! R2
and mtk W t ! R given by
nta .t .X // D NQ a .X /; a 2 Iun (13)
and

mtk .t .X // D MQ k .X /; k 2 Ipn : (14)

Namely,

VV ht D span nta j a 2 IV un
X  
Vht D VV ht C vP t .Xa /; t nta
n nI
a2Iu Vun

Qth D span mtk j k 2 Ipn :

If we adopt the convention that nta D 0 in t for a Iun and mtk D 0 in t for k Ipn , we may
expand
Nu
X
uh .x; t / D ua .t /nta .x/ (15)
aD1

and
Np
X
ph .x; t / D pk .t /mtk .x/ (16)
kD1

as linear combinations of the shape functions nta and mtk , bearing in mind that
 
uh .; t / 2 Vht H) ua .t / D vP t .Xa /; t 8a 2 Iun n IV un :

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
520 E. S. GAWLIK, H. KABARIA AND A. J. LEW

In the aforementioned expansions, we adopt the convention that ua .t / D 0 for a Iun and
pk .t / D 0 for k Ipn . Observe that by (13),

Nu
X Nu
X @nta
uP h .x; t / D uP a .t /nta .x/ C ua .t / .x/
aD1 aD1
@t
Nu
X Nu
X  
D uP a .t /nta .x/ C ua .t / v.x; t /  rx nta .x/
aD1 aD1
Nu
X
D uP a .t /nta .x/  v.x; t /  rx uh .x; t /
aD1

where v is given by (10).


It follows that (11) and (12) are equivalent to the system of DAEs
       
P /
u.t u.t / b.u.t /; t / f.t /
M.t / C K.t / C D (17)
0 p.t / 0 0

where
 
Mu .t / 0
M.t / D
0 0
 
K u .t / V /T
C.t
K.t / D
C.t / Z

and the entries of Mu .t /; Ku .t / 2 RNu Nu , C.t /; C.t


V / 2 RNp Nu , Z 2 RNp Np , and
Nu
b.u.t /; t /; f.t / 2 R are given by
 
Mu;ab .t / D mt ntb ; nta if a 2 IV un ; b 2 Iun
0 otherwise
 
Vn
Ku;ab .t / D a nb ; na if a 2 Iu ; b 2 Iu
t t t n

ab otherwise
t t t
c nb ; mk if k 2 Ipn ; b 2 Iun
Ckb .t / D
0 otherwise
 
V kb .t / D c nb ; mk if k 2 Ip ; b 2 IV u
t t t n n
C
0 otherwise

0 if k 2 Ip n
Zkl D
kl otherwise
 
Vn
ba .u.t /; t / D b uh  v; uh ; na if a 2 Iu
t t

0 otherwise
 t 
Vn
fa .t / D vP .Xa /; t if a 2 Iu n Iu
n

0 otherwise.

Here, ab denotes the Kronecker delta, and


Z
 
at .u; w/ D  rx u C .rx u/T W rx w dx
Z t
t
b .u1 ; u2 ; w/ D .u1  rx u2 / w dx:
t

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 521

In hindsight, it is now evident that (17) is a discretization of Equations (8) and (9) that were
alluded to earlier.
Remark. In the preceding paragraphs, we opted to construct a system of DAEs of dimension Nu C
Np over each short time interval .t n1 ; t n , even though a portion of those DAEs corresponds to
degrees of freedom in the background mesh that do not belong to Shn . This was accomplished by
incorporating the set of trivial DAEs ua .t / D 0 for a Iun and pk .t / D 0 for k Ipn into the
system via the prescriptions Ku;ab .t / D ab for a Iun and Zkl .t / D kl for k Ipn , respectively.
 
The boundary conditions ua .t / D vP t .Xa /; t for a 2 Iun n IV un were incorporated similarly via
the prescriptions of Ku .t / and f.t /.
We did this to highlight an important feature of the universal mesh: it permits the use of the
same data structures (e.g., the matrices M.t / and K.t /) over the complete duration of the sim-
ulation, not merely over the intervals during which the mesh evolves continuously. The sparsity
patterns of these data structures are invariant because the connectivity of the background mesh
never changes.
Having said that, it is worth noting that one could, in principle, choose to replace the background
mesh with a new one satisfying (3.i3.iv) at any temporal node t n . Such a strategy may be useful
if, for example, a local refinement or coarsening is desired at a particular stage of the simulation.
Needless to say, the sizes and sparsity patterns of the data structures would generally change in this
scenario. However, the theory presented in [66] suggests that the order of accuracy of the method
is maintained as long as such replacements of the background mesh occur a number of times that
remains bounded under refinement.

3.3. Initial condition on each short time interval


In order to complete the prescription of .u.t /; p.t // over a short time interval .t n1 ; t n , the system
n1
of DAEs (17) must be supplemented with an initial condition u.tC /. Note that an initial condition
for the pressure p is unnecessary.
n1 t n1
Because the spaces Vht and VhC generally need not coincide, a projection is needed in order
to transfer information between finite element spaces. To this end, we set
 n1  t n1  
uh ; tC D ihC uh ; t n1 ; (18)
 
where iht is the nodal interpolant  Vh [62, Chapter 1]. The corresponding vector u tC
t n1
onto
 n1 then
consists of the coefficients ua tC in the expansion (15).
We remark that more generally, one may consider the use of other surjective, linear projectors
onto Vht , such as the orthogonal projector onto Vht with respect to the L2 -inner or H 1 -inner products.
The theory presented in [66] supports the use of the L2 -projection, although the use of interpolation
has always proven satisfactory in our numerical examples.
The influence of repeated projections such as (18) on the accuracy of the method is analyzed
in [66, 67] and discussed in [63]. In brief, the projections introduce a half-order reduction in the
methods order of accuracy in the L2 -norm for linear parabolic problems when the L2 -projector is
adopted. Conservation of total energy and momentum is of course also influenced, and it may be
desirable in some situations to consider projectors designed with these considerations in mind (see,
for example, [68]).

3.4. Temporal discretization


The setup we have described thus far offers the freedom to employ a time integrator of ones choos-
ing to numerically integrate (17), a system of DAEs of index 2, from t D t n1 to t D t n . We
present two examples of integration schemes: a singly diagonally implicit Runge-Kutta (SDIRK)
scheme [69, 70] and a fractional step scheme [7173]. In accordance with common guidelines for
numerically solving DAEs, the SDIRK schemes we consider are stiffly accurate (and hence L-stable)
methods [70, 74]. The same schemes are considered by, for instance, [75, 76] in their studies of
high-order methods for the Navier-Stokes equations on fixed domains.

Copyright 2015 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2015; 104:513538
DOI: 10.1002/nme
522 E. S. GAWLIK, H. KABARIA AND A. J. LEW

For the forthcoming discussion, we remind the reader that the temporal nodes t n demarcate
changes in the reference triangulation Shn ; hence, the time step t adopted during integration
from t n1 to t n must be less than or equal to t n  t n1 for every n. In practice, we often take
t D t n  t n1 , although this is by no means a necessity. Recall also that, in accordance with (3.iv),
the time intervals .t n  t n1 / scale with the mesh spacing h.

Singly diagonally implicit Runge-Kutta. Consider the use of a stiffly accurate s-stage SDIRK
scheme of order 6 s with a time step t 6 .t n  t n1 /. At a given time 0 2 t n1 ; t n , such an
integrator advances the current numerical solution .u0 ; p0 /  .u.0C /; p.0C // to time t D 0 Ct
by solving a sequence of s systems of equations, as detailed in Algorithm 3.1. The coefficients
 > 0 and ij 2 R; i D 1; 2; : : : ; s; j D 0; 1; : : : ; i  1, for various SDIRK methods are tabulated
in Appendix B, Tables B.1B.4.

Algorithm 3.1 SDIRK scheme for integration from t D 0 2 t n1 ; t n  to t D 0 C t 2 t n1 ; t n .


Require: Initial condition .u0 ; p0 /  .u.0C /; p.0C //.
1: for i D 1; 2; : : : ; s do
2: Set
i 1
X
i D ij j C t
j D0

and
i 1
X
u D ij uj :
j D0

3: Solve
       
ui b.ui ; i / u f.i /
.M.i / C t K.i // C t D M.i / C t
pi 0 0 0
 
ui
for .
pi
4: end for
5: return .us ; ps /  .u.0 C t /; p.0 C t //.

Pragmatically, implementing an SDIRK method amounts to computing s backward-Euler


steps, with the initial condition at the i t h stage given by a linear combination of the solutions at
the previous stages. Also, notice that the deformed mesh Sh .t / is constructed at each one of the s
stages of the integration step, namely, for t 2 1 ; : : : ; s .

Fractional step scheme. Our second example of a time integrator is a fractional step scheme with
a time step t 6 .t n  t n1 /. The scheme we propose is an adaptation of classical fractional step
schemes [7173] to the setting in which the fluid domain evolves with time.
At a given time 0 2 t n1 ; t n , the fractional step scheme that we propose advances the current
numerical solution u0  u.0C / to time t D 0 C t using a sequence of three steps. First, a
preliminary approximation u  u.0 C t / that need not satisfy the incompressibility constraint
is computed. Next, u is projected onto the space of divergence-free vector fields by solving a
Neumann problem for an auxiliary variable , leading to a divergence-free quantity u1  u.0 Ct /
that serves as the time-t advancement of u0 . Finally, an approximation p1=2 to the pressure at
t D 0 C t =2 is computed.

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 523

To present the scheme in detail, we denote by Mp .t / and Kp .t / the Np  Np matrices with entries
8Z
<
mtk mtl dx if k 2 Ipn ; l 2 Ipn
Mp;kl .t / D t
:0 otherwise
8Z
<
rx mtk  rx mtl dx if k 2 Ipn ; l 2 Ipn
Kp;kl .t / D t
: otherwise.
kl

We denote 1=2 D 0 C t =2, and we use pN 1=2 to denote a preliminary approximation to p.1=2 /,
which will be specified shortly. The details of the algorithm are given in Algorithm 3.2.

Algorithm 3.2 Fractional step scheme for integration from t D 0 2 t n1 ; t n  to t D 0 C t 2


t n1 ; t n .
Require: Initial condition u0  u.0C /, and preliminary approximation pN 1=2  p.1=2 /.
1: Solve
u  u   
 0 u0 C u  V 1=2 /T pN 1=2
Mu .1=2 / C Ku .1=2 / C C.
t 2
 
u0 C u f.0 / C f.0 C t /
Cb ; 1=2 D
2 2
for u .
2: With ` D t 1 C.1=2 /u , solve
Kp .1=2 / D `
for .
3: Set
V 1=2 /T 
u1 D u  t Mu .1=2 /1 C.
t
p1=2 D pN 1=2 C  C Mp .1=2 /1 `:
2
4: Return .u1 ; p1=2 /  .u.0 C t /; p.0 C t =2//.

The precise choices that we made in the update formulas (the boundary conditions imposed on
u , the boundary conditions imposed on , and the update to the pressure) correspond to those made
by the projection method PmII described in [73]. In particular, we prescribe the boundary values
of u with the known values of the velocity field at 0 C t , we impose homogeneous Neumann
boundary conditions on , and we use a pressure update that is known to deliver second-order
accuracy in time for both the velocity and pressure variables in the case of a fixed domain.
To understand the origin of the preceding scheme, it is instructive to consider itsspatially contin-
uous, temporally discrete counterpart on a fixed domain t D 0 D D n P 0 8t . In this setting,
Algorithm 3.2 reduces to the following scheme, where we denote by u0 ; u ; u1 ; ; p1=2 , and pN1=2
the spatially continuous counterparts of u0 ; u ; u1 ; ; p1=2 , and pN 1=2 , respectively:
(1) Solve

u  u 0  u 0 C u u0 C u
 .x u0 C x u / C rx pN1=2 C  rx D0 in 0 (19)
t 2 2 2

u D 0 on @D (20)

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524 E. S. GAWLIK, H. KABARIA AND A. J. LEW

u D vP .; 0 C t / on @P 0 (21)
for u .
(2) Solve
t x D rx  u in 0
@
D 0 on @0
@n
for .
(3) Set
u1 D u  t rx (22)

t
p1=2 D pN1=2 C  x : (23)
2
As mentioned earlier, the aforementioned scheme is precisely the second-order method PmII
of [73]. We have numerical evidence (cf. Section 4.1) and heuristic reasoning to suggest that our
extension of the method to moving domains is likewise second-order accurate in time, although a
justification of this assertion warrants further analysis.
Note that in step 2 of the algorithm, the linear system to be solved for  is singular, as it corre-
sponds to a Neumann problem whose solution is determined up to the addition of a constant. This
is because for boundary conditions (3) and (5), the pressure is defined up to a constant. Defining 
unambiguously requires, for example, imposing the value of one entry of the vector  arbitrarily. If
a boundary condition of the form (4) was to be adopted on part of @D, then would need to satisfy
homogeneous Dirichlet boundary conditions therein.
Finally, we describe our choice of pN 1=2 , which is set to be equal to the last computed value
p1=2 , interpolated onto the appropriate finite element space if necessary. More precisely, we set
pN 1=2 D p1=2 if 0 t n1 and pN 1=2 D 0 if 0 D 0; otherwise, we set pN 1=2 equal to the vector of
coefficients in the expansion
0 1
Np Np
X t n1 t n1 X n1
pN 1=2;k mkC D ihC @ p1=2;k mtk A ;
kD1 kD1

where, abusing notation, iht denotes the nodal interpolant onto Qth . Note that choosing pN 1=2 D 0 for
0 D 0 reduces the accuracy of the very first time step to first order (cf. [73]); however, it is easy
see that (by analogy with multi-step methods for ODEs [70]) this does not reduce the order of the
schemes global truncation error.

Algorithm 3.3 Integration over 0; T  using a universal mesh Th and a temporal partition 0 D t 0 <
t1 <    < tN D T .
Require: Initial condition u.0/.
1: for n D 1; 2; : : : ; N do
2: Identify the subtriangulation Shn of Th consisting of triangles with at least one vertex lying
n1
inside t .  n1  n1  
n1
3: Adapt Sh to t
n
by computing Sh tC WD tC Shn , where t W Shn ! t is
the universal mesh map (A.2).
t n1  n1 
4: Project u.t n1 / onto the
 finite element space VhC associated with Sh tC , through
n1
(18), giving u tC .
n1
5: Numerically integrate (17) from t D tC to t D t n using a time integrator of ones
n n1
choosing with time step t 6 .t  t /, giving .u.t n /; p.t n //.
6: end for
7: return .u.T /; p.T //

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 525

3.5. Algorithm summary


A summary of the proposed algorithm for integration over 0; T  using a universal mesh Th and a
temporal partition 0 D t 0 < t 1 <    < t N D T is given in Algorithm 3.3

Remarks.
(1) In the last step
 of the algorithm, the numerical integration may require the evaluation of
Sh .t / D t Shn at intermediate times t 2 .t n1 ; t n  in order to assemble the quantities M.t /,
K.t /, b.u.t /; t /, and f.t / at intermediate stages of integration.
(2) When the fractional step scheme (3.2) is adopted for numerical integration, the output of
step (4) in such scheme is .u.t n /; p.t n  t =2//.

4. NUMERICAL EXAMPLES

In this section, we apply the proposed methods to simulate flow around various obstacles with
prescribed evolution. We consider three examples of obstacles: a rotating ellipse, an oscillat-
ing disk, and a rotating stirrer. We consider the rotating ellipse in order to study numerically
the convergence of the methods. The remaining examples serve to illustrate the features of
the methodology.

4.1. Rotating ellipse


To study numerically the convergence of the methods, we considered the case in which obsta-
cle P t is an ellipse with semi-major axis a D 1:0 and semi-minor axis b D 0:8, rotating at a
fixed angular velocity ! D 2:5, as depicted in Figure 3. Using [77] for inspiration, we manufac-
tured a solution by adding a forcing term to the right-hand side of (1) so that the exact solution is
given by
a2 C b 2
u1 .x1 ; x2 ; t / D  p !e  .b cos !t sin
C a sin !t cos
/ (24)
4
a b 4

a2 C b 2
u2 .x1 ; x2 ; t / D  p !e  .b sin !t sin
 a cos !t cos
/ (25)
4
a b 4

p.x1 ; x2 ; t / D sin.x1 / sin.x2 /; (26)

with > 0 and


2 0; 2/ related to the cartesian coordinates x1 and x2 via

Figure 3. Velocity magnitude contours for the manufactured solution (24)(26) at time t D 0:05.

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526 E. S. GAWLIK, H. KABARIA AND A. J. LEW

p
a4  b 4
x1 cos !t C x2 sin !t D cosh cos

a
p
a4  b 4
x1 sin !t C x2 cos !t D sinh sin
:
b

The velocity field so manufactured is divergence-free everywhere and satisfies the no-slip con-
dition (3) on @P t . On the remainder of the fluid boundary, we prescribed the known values
of the velocity field. We took  D 1:0 so that the Reynolds number of the flow was Re D
u2 .a; 0; 0/a= D 2:5.

Figure 4. Convergence rates in the L2 .T /-norm for the solution to incompressible, viscous flow around
a rotating ellipse using three combinations of finite elements and time integrators with t / h: (1)
Taylor-Hood P 2  P 1 elements together with the fractional step scheme (3.2), (2) Taylor-Hood P 2  P 1
elements together with a third-order implicit Runge-Kutta scheme, and (3) Taylor-Hood P 3  P 2 elements
together with a fourth-order implicit Runge-Kutta scheme. Also shown in the tables are expected orders of
convergence inferred from the theory presented in [63, 66].

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 527

Figure 5. Universal mesh for a disk with unit diameter oscillating with amplitude A D 0:1 and frequency !.

We studied the L2 -error in u and p at time T D 0:05 on a sequence of uniform refinements


of an equilateral triangle mesh with a lowest resolution mesh spacing of h0 D 0:25, using a
time step t D T h= h0 and a temporal subdivision t n D nt; n D 0; 1; 2; : : : ; T =t . We
considered three combinations of finite elements and time integrators: Taylor-Hood P 2  P 1 ele-
ments together with the fractional step scheme (3.2), Taylor-Hood P 2  P 1 elements together
with an SDIRK scheme of order 3 (cf. Table B.3), and Taylor-Hood P 3 -P 2 elements together
with an SDIRK scheme of order 4 (cf. Table B.4). The resulting spatial discretizations for
h0 = h D 1; 2; 4, and 8, respectively, had 1851, 7155, 28,131, and 111,555 degrees of freedom
(for P 2  P 1 elements) and 4419, 17,283, 68,355, and 271,875 degrees of freedom (for P 3  P 2
elements). For each of the combinations of finite elements and time integrators considered, we
observed convergence rates that are at worst suboptimal by half an order, as shown in Figure
4. These results are consistent with the predictions of [63, 66, 67], which derive a priori error
estimates that are suboptimal by half an order in the L2 -norm for schemes that adopt a uni-
versal mesh in conjunction with piecewise polynomial finite element spaces to solve a parabolic
model problem.

4.2. Oscillating disk


As a second example, we considered the case in which the obstacle P t is a disk of radius R D 1=2
whose center oscillates vertically with amplitude A and frequency ! about a point .x0 ; y0 / D
.3; 0/:

P t D .x; y/ j .x  x0 /2 C .y  y0 C A cos.!t //2 < R2 :

We immersed the oscillating disk in a domain D D 6; 6  3; 3 and prescribed boundary
conditions

In the case of the fractional step scheme, the error in p was measured at t D T  t=2 rather than at t D T .

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528 E. S. GAWLIK, H. KABARIA AND A. J. LEW

 
u D u1 .1 e t =2 /; 0 on6; 63[6; 63[6  3; 3
 
pn   rx u C .rx u/T n D 0 on 6  3; 3
u D .0; !A sin.!t // on @P t ;

where u1 D 1=2.
Figure 5 shows the universal mesh that we adopted for this simulation, as well as snapshots of the
resulting conforming mesh for t D D n P t at a few representative instants in time when A D 0:1.
The background mesh was constructed by inserting stencils of acute triangles into an adaptively
refined quadtree (see [78] for details).

(a)

(b)

(c)

Figure 6. Vorticity contours during flow past a disk with unit diameter oscillating with amplitude A D
0:1 and frequency (a) ! D 0:8!0 , (b) ! D !0 , and (c) ! D 1:2!0 . The snapshot shown in each case
corresponds to the largest time t < 80 for which the disks vertical displacement is A. A characteristic
shift in the vortex shedding patterns phase relative to the disks oscillation occurs as ! passes through !0 .

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 529

(a)

(b)

(c)

Figure 7. Pressure contours during flow past a disk with unit diameter oscillating with amplitude A D 0:1
and frequency (a) ! D 0:8!0 , (b) ! D !0 , and (c) ! D 1:2!0 . These snapshots correspond to the same
instants in time as in Figure 6.

We first considered the cases in which A D 0:1 and ! D 0:8!0 , !0 , and 1:2!0 , where !0 is
the natural vortex shedding frequency for flow past a fixed disk of radius R, assuming a Strouhal
number S t D .!0 =2/.2R/=u1 D 0:195. We took  D 1=370 so that Re D .2R/u1 = D 185.
We solved the problem using Taylor-Hood P 2  P 1 elements (leading to 18,701 degrees of freedom)
together with the fractional step scheme (3.2), using t D 0:2 and t n D nt . Figures 6 and 7 show
contours of the vorticity rx  u and the pressure p in each of the three cases at the largest time
t < 80 for which the disks vertical displacement is A. We observed a characteristic shift in the
vortex shedding patterns phase relative to the disks oscillation as ! passed through !0 , which is
consistent with past numerical and experimental studies of flow past an oscillating disk [79, 80].
Next, we fixed ! D 0:8!0 and A D 0:2 and studied the temporal evolution of the drag
coefficient CD and the lift coefficient CL for the cases in which  D 1=2 (so that Re D 1)

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530 E. S. GAWLIK, H. KABARIA AND A. J. LEW

Figure 8. Drag and lift coefficients during flow past an oscillating disk at Re D 1. The results of two
simulations are plotted, one corresponding to the mesh in Figure 5 and one corresponding to a refinement
thereof.

Figure 9. Drag and lift coefficients during flow past an oscillating disk at Re D 185. The results of two
simulations are plotted, one corresponding to the mesh in Figure 5 and one corresponding to a refinement
thereof.

and  D 1=370 (so that Re D 185). Figures 8 and 9 show the drag and lift coefficients
obtained using meshes obtained from uniform refinements of the mesh depicted in Figure 5, whose
maximum element diameter is h0 WD 0:58. We used Taylor-Hood P 2  P 1 elements together
with a third-order SDIRK scheme (cf. Table B.3), taking t D 0:1h= h0 and t n D nt . The
resulting spatial discretizations had 18,701 and 74,335 degrees of freedom for h0 = h D 1; 2,
respectively. The drag and lift coefficients were computed by direct integration over the boundary
of the cylinder.
For Re D 185 (Figure 9), the simulation on the coarsest mesh exhibits spurious oscillations
of the drag and lift coefficients, but these are significantly reduced upon refinement. We suspect
that the oscillations are attributable to the interpolation of the solution onto a new finite element
space at each time t n (cf. Section 3.3), because identical numerical experiments with a fixed disk

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 531

Figure 10. Convergence of the drag and lift coefficient time series under mesh refinement. The reported error
 2
E is the square root of (a rectangle-rule approximation of) the integrated squared error Ci .t/  CN i .t/ ,
i D L; D, over the interval 0; 1, relative to a reference solution CN i .t/ obtained from a fine mesh with
h D 0:145.

(a) (b)

(c) (d)
Figure 11. Universal mesh for a rotating stirrer.

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532 E. S. GAWLIK, H. KABARIA AND A. J. LEW

(a) (b)

(c) (d)

Figure 12. Velocity magnitude contours during a simulation of stirring of a viscous fluid.

rendered drag and lift coefficient time series that were free of artificial oscillations. Diffusion
seems to also play a role in mitigating the artificial oscillations, as evidenced by their absence
in Figure 8, where Re D 1. Based upon these observations, it may be worthwhile to explore
the possibility of designing more sophisticated strategies for transferring information between
finite element spaces, such as projecting the velocity onto the space of divergence-free vector
fields after interpolating, in order to obtain more satisfactory results on coarse meshes at high
Reynolds numbers.
Figure 10 shows the convergence of the computed drag and lift coefficients under the aforemen-
tioned mesh refinement. To measure the errors in the time series, we computed a rectangle-rule
approximation E to the integrated error
Z 1 1=2
 2
CD .t /  CN D .t / dt
0

between the computed solution CD .t / and a reference solution CN D .t / obtained from a fine mesh
with h D 0:145, and likewise, for the lift coefficient. The errors in all cases converged to zero at
rates approximately of the order h1:5 .

4.3. Stirring a viscous fluid


Our last example considers the case in which the obstacle boundary is a closed cubic spline in the
shape of a propeller-like stirrer that rotates at a prescribed angular velocity

!.t / D !0 .1  e t = / (27)

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 533

with !0 D 5:0 and  D 0:01. The stirrer blades were of length  1:4 and average width  0:3.
We took  D 0:2 in our simulations, so that the Reynolds number of the flow (treating the stirrer
blade width as the characteristic length scale) was approximately 10.5. To approximate the velocity
and pressure, we adopted Taylor-Hood P 2  P 1 elements. To integrate in time, we used a SDIRK
scheme of order 3. We immersed the stirrer in hexagonal domain D of diameter 4 and imposed
Neumann boundary condtions (4) on @D. We adopted a uniform background mesh of equilateral
triangles (h D 0:0625; 18;701 degrees of freedom).
Figures 11 and 12 display snapshots of the mesh and velocity magnitude contours, respectively,
at various times during the simulation. The robust nature of the methods introduced here is patent in
this example, as traditional deforming-mesh methods could easily encounter difficulties with mesh
entanglement upon rotation of the stirrer.

5. CONCLUDING REMARKS

We have presented a framework for computing incompressible, viscous flow around a moving obsta-
cle with prescribed evolution using a universal mesh. By immersing the obstacle in a background
mesh and adjusting a few elements in the neighborhood of obstacles boundary, the strategy pro-
vides a conforming triangulation of the fluid domain at all times over which a spatial discretization
of the fluid velocity and pressure fields of any desired order may be constructed using standard finite
elements. The resulting semidiscrete equations may be integrated in time using standard time inte-
grators for ODEs. We illustrated the framework using Taylor-Hood finite elements together with
Runge-Kutta time integrators and a fractional step scheme. Numerical convergence tests confirmed
the theory presented in [63, 66], which predicts orders of convergence that are suboptimal by half
an order in the L2 -norm for a model parabolic problem. We demonstrated the methods versatility
on numerical examples that involve flow past an oscillating disk and flow around a rotating stirrer.
All examples in the manuscript involved flows with low-to-moderate Reynolds number. This
enabled us to obtain accurate solutions with relatively coarse and isotropic meshes. For larger
Reynolds numbers, we expect to have to modify the spatial discretization by including a stabiliza-
tion of the advection term. More importantly, meshes will have to be anisotropic and refined around
the boundary of the moving obstacle, to capture the boundary layer. Doing it with a universal mesh
is an open problem.

APPENDIX A: THE UNIVERSAL MESH MAP

In this section, we detail the construction of the map t W Shn ! t introduced in Section 3.1. We
require the definition of three auxiliary maps: a boundary evolution map, a relaxation map, and a
blend map. In what follows, we denote by t W D ! R the signed distance function to @t , taken
to be positive outside t and negative inside t . We denote by  t W D ! @t the closest point
projection onto @t .

Auxiliary maps. The boundary evolution map  t W @Shn ! @t provides a correspondence between
the piecewise linear boundary of Shn and the boundary of t for t 2 .t n1 ; t n . It is defined in terms
of the closest point projection via

n1
t D t t n :
@ Sh

The relaxation map p W Shn ! Shn identifies those vertices that lie both inside t and near
@t , and perturbs them in a direction away from @t . It is defined in terms of the signed distance
function via
8  
< t n1 n1 n1
x  h 1 C  Rh .x/ rx t .x/ if  Rh < t <0
p.x/ D
:
x otherwise,

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534 E. S. GAWLIK, H. KABARIA AND A. J. LEW

 
with R > 1 a small positive integer and .1 C 1=R/1 6 6 1. We denote by p Shn the trian-
gulation obtained by applying the relaxation p to the vertices of Shn while preserving the meshs
connectivity.  n1 
The blend map t takes each straight triangle K 2 p Th;2t
and deforms it to a curved triangle
that conforms exactly to the moving boundary. Letting u; v; w denote the vertices of K, the blend
map reads
t 1 
.x/ D v  t . u u C .1  u /v/ C u w  t .u/
2.1  u /
 (A.1)
1
C u  t ..1  v /u C v v/ C v w  t .v/ C w w;
2.1  v /
where u ; v ; w are the barycentric coordinates of x 2 K. Here, we have employed the convention
n1
that the vertex w is the unique vertex of K lying inside t .

The universal mesh map. We now define t over each triangle K 2 Shn with vertices u; v; w
according to
8
t n1

p.u/ C v p.v/ C w p.w/ if K 2 Th;0
< u
t n1
t .x/ D u  t .u/ C v p.v/ C w p.w/ if K 2 Th;1 (A.2)


: t n1
. u u C v v C w p.w// if K 2 Th;2 t
;

where u ; v ; w are the barycentric coordinates of x 2 K. Once again, we have employed the
t n1 n1
convention that for triangles K 2 Th;2 , the vertex w is the unique vertex of K lying inside t ,
t n1 n1
and for triangles K 2 Th;1 , the vertex u is the unique vertex of K lying outside t .

Isoparametric approximations. In practical computations, it is convenient to approximate the map


t (and hence the domain t ) with a polynomial interpolant
X  
tapprox .x/ D NQ a .x/t XQ a (A.3)
a

constructed from shape functions NQ a of a triangular Lagrange element with corresponding degrees
of freedom XQ a on the reference triangulation Shn . Details are given in [63].
n1 n
Assembly of the quantities M.t /; K.t /; b.u.t /; t/, and
 f.t / at a given time t 2 .t ; t  can then
be accomplished by computing the positions t
XQ a of the degrees of freedom in the (approxi-
 
mately) conforming mesh tapprox Shn and following standard practices to compute elementwise
contributions over curved isoparametric elements [62]. We adopted this strategy in all of the
numerical examples presented in this paper.

APPENDIX B: SINGLY DIAGONALLY IMPLICIT RUNGE KUTTA TIME INTEGRATORS

Tables B.1B.4 record the coefficients  > 0 and ij 2 R; i D 1; 2; : : : ; s; j D 0; 1; : : : ; i  1


for a collection of SDIRK schemes of orders 1 through 4. Note that the structure of the Runge-
Kutta stages in Algorithm (3.1) differs from the structure that is most familiar to Runge-Kutta
practitioners [70] (see [63, Appendix A] and [81] for details).

Table B.1. SDIRK(1): coefficients ij


for an s D 1-stage SDIRK scheme of
order 1 . D 1/.

i nj 0
1 1

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HIGH-ORDER METHODS FOR FLOWS AROUND MOVING OBSTACLES 535

Table B.2. SDIRK(2): coefficients ij


for an s D 2-stage SDIRK
p scheme of
order 2 . D 1  2=2/:

i nj 0 1
1 p1 p
2  2 1C 2

Table B.3. SDIRK(3): coefficients ij for an s D 3-stage SDIRK scheme of order 3


. D 0:43586652150845899942/:

i nj 0 1 2
1 1.00000000000000000
2 0.352859819860479140 0.647140180139520860
3 1:25097989505606042 3.72932966244456977 1:47834976738850935

Table B.4. SDIRK(4): coefficients ij for a s D 5-


stage SDIRK scheme of order 4 . D 1=4/:

i nj 0 1 2 3 4
1 1
2 1 2
3  13
25
42
25
4
 25
4 89 25 15
4  17 68  136 136
7 37
5 3  12  103
24
275
8  85
3

ACKNOWLEDGEMENTS
This research was supported by the US Department of Energy, grant DE-FG02-97ER25308; Department of
the Army Research Grant, grant number: W911NF-07- 2-0027; NSF Career Award, grant number: CMMI-
0747089; and NSF, grant number CMMI-1301396.

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