Level-Set and Phase-Field Methods:

Application to Moving Interfaces and

Two-Phase Fluid Flows

Maged Ismail
Claremont Graduate University
& Keck Graduate Institute

HMC Math 164, Scientific Computing, Spring 2007

 Outline

Background & Motivation

Level Set Method
Sharp-Interface Phase-Field Method
Conservative Level Set Method
Mathematical Formulation for Two-phase Flows
Conclusions & Future Work
Acknowledgments
References
 Background & Motivation
Tracking of moving interfaces
- Wide range of scientific and engineering applications
(e.g. two-phase fluid flows, melting and solidification,
computer graphics, image segmentation
- Typically two types of approaches to simulate moving
interfaces:
Particle Methods (Lagrangian, explicit)
cant handle topological changes, sharp corners
Level Set Methods (Eulerian, implicit)
todays topic
 Level Set Method
An implicit method for capturing the
evolution of an interface.
History: Devised by Sethian and
Osher (J. Computational
Physics,1988) as a simple and
versatile method for computing and
analyzing the motion of an interface in
two or three dimensions.
Based upon representing an interface
as the zero level set of some higher
dimensional function.
 Level Set Method

Basic idea
To track the evolution of a moving interface
interface: =0
Recast problem with one additional
dimension the distance from the
interface.
+ d ( x, t ) x
inside
<0 outside
( x, t ) = 0 x
>0
d ( x, t ) x

 Level Set Method
The interface always lies at the
zeroth level set of the function
i.e., the interface is defined by the
implicit equation t ( x, y ) = 0
To advance the interface:
Given a velocity field, u
The evolution equation becomes:

+ u = 0
t
Interfacial geometric quantities can
be easily calculated using
n = | |, = n
 Level Set Method
Advantages:
- capable of capturing topological changes
- intrinsic geometric properties are easy to determine
- relatively easy to implement
- accurate high order computational schemes exist

Difficulties:
- computationally expensive
- re-initialization is needed to maintain the signed distance
function
- not conservative
loss or gain of mass (area) due to numerical diffusion
 Sharp-Interface Phase-Field Method
Based on: Sun, Y., and Beckermann, C., "Sharp Interface
Tracking Using the Phase-Field Equation," J. Computational
Physics, 2007.
Instead of signed distance function, the phase field function
is assumed to be
+1 inside
x smooth near the
= tanh transition interface
2W
1 outside

Using same interface advection equation

+ u = 0
t
 Sharp-Interface Phase-Field Method

However, using u = ue + ( a b ) n
and = n = = 1 2 ( )



The following evolution equation can be derived

+ a + ue = b +
(1 2
)

2

t
2
W

Descritized using finite difference method

Simple forward Euler for time discretization (explicit)
spatial discretization
 Sharp-Interface Phase-Field Method
Laplacian (9-point finite-difference stencil):
2 (i +1, j + i , j +1 + i 1, j + i , j 1 4i , j ) + 0.5 (i +1, j +1 + i +1, j 1 + i +1, j 1 + i 1, j 1 4i , j )
i , j =
2

3x 2

Norm of the gradient (central difference):

( i 1, j ) ( i , j 1 )
2 2
1 i +1, j i , j +1
i , j = +
x 4 4

Curvature (???):
i +1, j i , j i , j i 1, j

( ) ( ) ( ) ( )
2 2 2 2
1 i +1, j i, j + i +1, j +1 + i , j +1 i +1, j 1 i , j 1 /16 i, j i 1, j + i 1, j +1 + i , j +1 i 1, j 1 i , j 1 /16
=
i , j +1 i , j i , j i , j 1
i , j x
+
( i , j +1 i , j ) + (i +1, j +1 + i +1, j i 1, j +1 i 1, j ) /16 ( i , j i , j 1 ) + (i +1, j 1 + i +1, j i 1, j 1 i 1, j ) /16
2 2 2 2


 Sharp-Interface Phase-Field Method
Hyperbolic term ue
(3rd order Essentially-Non-Oscillatory scheme)

Need 4 points to discretize with third order accuracy

i-3 i-2 i-1 i i+1 i+2 i+3 i+4

Set 1 Set 2 Set 3

This often leads to oscillations at the interface

Fix: pick the best four points out of a larger set of grid points to
avoid/minimize oscillations (essentially-non-oscillatory)
 Sharp-Interface Phase-Field Method
Results
- Interface motion with a constant normal speed
periodic cosine curve propagating with normal speed of unity
( 0 ) = 1 s, (1 + cos 2 s ) / 4 , 0 s 1
Analytical solutions Numerical solution

Swallowtail solution Weak solution (meaningful)

 Sharp-Interface Phase-Field Method
Results
- Interface motion due to external flow fields
(Diagonal translation of a circle)
 Conservative Level Set Method
Based on :Olsson, E., Kreiss, G., A conservative level set method
for two phase flow, Journal of Computational Physics, 2005.
Level set function
smeared out Heaviside instead of signed distance function
0, sd < ,

1 1
= H sm (sd ) = + sd + sin sd , sd ,
2 2 2
1, sd > ,
where ( x ) = d ( x ) = min ( x x )
sd
x

Interface represented by = 0.5

 Conservative Level Set Method
Evolution equation of
- Standard level set method
+ u = 0
t
loss or gain of mass (area) due to numerical diffusion
interface shape is not preserved

- Modified equation (non-conservative form): add

shape preserving artificial compression
artificial diffusion to smear the profile (avoid discontinuities)

+ u = (1 )
t
 Conservative Level Set Method
- Modified equation (conservative form)
divergence free velocity field

+ ( u ) = (1 )
t
shape of the level set function stabilized across the interface
exact numerical conservation of the integral of
the above equation can be split into two steps:
Advection + Reinitialization

+ ( u ) = 0 , = (1 )
t
 Mathematical Modeling of Two-phase Flows
Incompressible Navier-Stokes equations ($10^6 prize)
Conservation of mass (Continuity equation):
u = 0
Conservation of linear momentum (Newtons 2nd law):
u
( (
+ u u = p + u + ( u )
t
T
)) + g + n + F
density and dynamic viscosity depend on
= 1 + ( 2 1 )
= 1 + ( 2 1 )
 Numerical Simulation
COMSOL Multiphysics 3.3a (formerly FEMLAB)
solving the NS eqns coupled with the modified conservative / non-
conservative level-set equation using finite-element method
computational time for each case ~ 1-6 hours on Pentium 4, 3GHz
processor with 2GB of RAM
special treatment of moving three-phase contact-line
wetted wall boundary condition:
enforces slip u nwall = 0
adds a frictional force
Ffr = u

adds the weak boundary term

test ( u ) ( n

wall ( n cos ) ) dS
 Results
Rising bubble
oil bubble rising up through water
2D case 2D axisymmetric (revolved to 3D)

Water, =997 kg/m^3 Oil, =880 kg/m^3

 Results (cont.)

Rising bubble
mass conservation (axisymmetric case)

Non-conservative Conservative
 Results (cont.)

Falling droplet
2D axisymmetric 2D axisymmetric (revolved to 3D)
 Results (cont.)

Droplet spreading (moving contact lines!)

zero gravity with gravity

 Results (cont.)

Droplet sliding/spreading down an inclined plane

 Conclusions

Several variants of the standard level-set method exist.

Sharp-interface phase-field method implemented in
Matlab using FD discretization and used for tracking
propagating interfaces.
Conservative level-set method tested on several two-
phase flow benchmark cases.
Problems with moving contact-line also considered.
 Future Work
Validation with published experimental/analytical results
Implementing the sharp-interface phase-field method in
COMSOL Multiphysics
Application to droplet-microfluidics
Extension to three-dimensional cases (parallel-computing!)
Fundingproposals
 Acknowledgements
Dr. Ali Nadim (KGI/CGU)
Dr. Darryl Yong (HMC)
Support from KGI/CGU

References
Osher, S., Fedkiw, R. ,2003, Level Set Methods and Dynamic
Implicit Surfaces, Springer.
Olsson, E., Kreiss, G., 2005, A conservative level set method for two
phase flow, Journal of Computational Physics, Vol. 210, pp. 225-
246.
Sun, Y., Beckermann, C., 2007, Sharp Interface Tracking Using the
Phase-Field Equation, Journal of Computational Physics, Vol. 220,
pp. 626-653.
Questions

Thank you!