Boundary Integral Equations for Viscous Flows -

non-Newtonian Behavior and Solid Inclusions

by

Juan P. Hernández-Ortiz

A dissertation submitted in partial fulfillment of

the requirements for the degree of

Doctor of Philosophy

(Mechanical Engineering)

at the

UNIVERSITY OF WISCONSIN-MADISON

2004
© Copyright by Juan P. Hernandez-Ortiz 2004

All Right Reserved

 Boundary Integral Equations for Viscous Flows - non-Newtonian
Behavior and Solid Inclusions

Juan P. Hernández-Ortiz
Under the supervision of Professor Tim A. Osswald
At the University of Wisconsin-Madison

Direct boundary integral formulations are developed for the solution of viscous

fluid flow problems, specifically for non-Newtonian fluids and fluids containing

solids. The partial differential equations are transformed into integral equations

by Green’s identities. Here, the velocity field is represented as a combination of

hydrodynamic potentials of single- and double-layer, whose densities are the

velocity and traction fields. For non-Newtonian fluid flow problems the non-

linear terms of the original equations appear as kernels of domain integrals. The

domain grid superposition (DGS) technique is developed in order to

approximate these integrals. The technique superimposes a fixed grid with the

domain under consideration. Cells, located in the intersection between the grid

and the domain, are used to directly calculate the domain integral by cell

integration. A pressure driven flow and a Couette flow are used in order to check

the DGS technique. For viscous fluids containing solids, a direct boundary

integral formulation is used to simulate solid dynamics in viscous flows. Several

problems are solved using the direct integral formulation to compare with

approximate and/or analytical solutions.

 i

To my grandfathers,
Luis Guillermo and Tito Octavio,

and my family,
papá, mamá, Angelita and Olguita
 ii

“…Try to keep over your life a good piece of heaven, boy –he added, turning to me-. You
have a good soul, unusual, and with the nature of an artist, so do not deny what it
needs….”

(“…Procura guardar por encima de tu vida un buen espacio de cielo, joven –añadía,
volviéndose hacia mí-. Tienes un alma muy buena, poco usual, y una naturaleza de
artista, así que no consientas que le falte lo que necesita…”)

Marcel Proust,

In Search of Lost Time: Swann’s Way

(En Busca del Tiempo Perdido. Por el Camino de Swann)
 iii

Acknowledgments

The time in Madison during these last years has been an important and special

time for me, and the people which in one way or another have influenced this

Ph.D. process, in great part contributed to make these years so special.

To begin with, I have to thank the four persons who are so important in my

life: my father, my mother and my two sisters, Angelita and Olguita. I always

thought that every person requires something that motivates him or her to

improve and progress, day after day; they have been and always will be my most

important motivation. For everything and all that they represent, I want to say

thanks.

I would like to thank Patricia Arango, Pato, who will always be an important

person in my life, and who has always been there from the distance, sharing

happiness, sadness, and giving me strength; I will always remember that with

gratitute.

I would also like to acknowledge the extended families Hernández-Mesa and

Ortiz-Uribe; grandfathers and grandmothers, uncles and aunts, and cousins,

every one plays an important part in my life. I like to thank, Alfonso and Alejo
 iv

which have been like brothers to me. Luchy, Jerry and the kids who, from the

first day in Madison, have been a support and family here in United States.

Finally, in my family, I want to include my advisor Tim, and his family. Tim

has not only been an academic advisor, but he has also been a spiritual and

moral advisor. More than a student-professor relationship, we formed a deep

friendship.

From the distance, in Colombia and Europe, there is a group of friends that I

want to acknowledge, for our friendship during all these years. We have shared

ideas, laughs and tears. Especially, I have to mention Alejo Rivera, Oscar Tirado,

Pipe Toro, Jairo Montes, Cipriano Lopez, Daniel Builes. I feel fortunate to rely on

friends like them.

Madison is a great city; again, the friends that I made here are in great part

responsible for these times. Aaron Hade and Sam Woodford; good and huge

friends; Juan Sanz and family, Andrés Osorio, Humberto Rivera and family,

Alejo Roldan, Sylvana Garcia and Camilo Pardo, we created a close knit group

that shared our common roots from the distance.

There is a group of special Pofessors who have participated directly in my

academic process, not only because more than the 90% of courses were taught by

them, but they collaborated in the project with ideas and knowledge. I am deeply

thankful with them. In Mechanical Engineering to my advisor Tim Osswald and

 v

Professors Jeff Giacomin and Christopher Rutland; in Chemical Engineering to

Professors Juan de Pablo, Byron Bird and Michael Graham.

In the Energy and Thermodynamics Institute of the Universidad Pontificia

Bolivariana (UPB-Medellín), I want to thank my first Professors and friends Farid

Chejne and Whady Florez, who taught me to love research and academia. And

off course, how to forget that great group of friends and colleagues: Alejo Rivera,

Juan C. Ordóñez, Daniel Builes and Jorge Hinestroza. Jorge, he will always be in

our memory, as guide and example, I know that I am never going to forget him

and my goals will always have something of him. Also, I want to thank Farid

Chejne, Alejo Rivera, Juan C. Ordóñez and Professor Adrian Bejan (Duke

University) for all these years of discussions, which are guilty of making

Thermodynamic my passion.

Finally, in Germany where I have spent a couple of summers doing research

and learning, I like to thank DaimlerChrysler AG in Ulm for the financial

support there, as well as for the first year of the project. I would also like to thank

Dr. Daniel Weiss for sharing ideas and knowledge; I consider him a great

scientist and friend.

 vi

Agradecimientos

El tiempo que he pasado en Madison durante los últimos años ha sido muy

importante y especial, y pienso que lo que hace que estos años hayan sido tan

especiales es la gente, que de una manera u otra, han influido en este proceso de

estudios.

Para empezar tengo que agradecer a cuatro personas muy importantes en mi

vida: mi mamá, mi papá y mis dos hermanas, Angelita y Olguita. Siempre he

pensado que cada individuo requiere de algo que lo motive a mejorar y

progresar día tras día. Ellos han sido y siempre serán mi más importante

motivación. A todo y por todo lo que ellos representan solo me queda decirles,

Gracias.

A Patricia Arango, Pato, que siempre será una persona muy importante en mi

vida, siempre ha estado conmigo a pesar de la distancia; compartiendo alegrías,

tristezas, dándome fuerzas. Nunca lo olvidaré y siempre te lo agradeceré.

A las familias: Hernández-Mesa y Ortiz-Uribe. Abuelos y abuelas, tíos y tías,

primos y primas. Cada uno es un pedazo importante en mí. En especial a

Alfonso y Alejo que han sido como hermanos. A Luchy, Jerry y las niñas quienes,
 vii

desde mi primer día en Madison, han sido un apoyo importante. Ellos han sido

mi familia en Estados Unidos.

Finalmente, en este grupo familiar de agradecimientos me voy a permitir

incluir a mi advisor Tim Osswald y a su familia. Tim no sólo ha sido un gran

guía académico, sino a su vez guía espiritual y moral. Más que una relación de

estudiante-profesor, se formó una profunda amistad.

En Colombia y Europa, hay un grupo de amigos que quiero agradecer por

compartir durante todos estos años mi amistad. Hemos compartido vivencias,

ideas, risas y tristezas. En especial hay que mencionar a Alejo Rivera, Oscar

Tirado, Pipe Toro, Jairo Montes, Cipriano López, Daniel Builes. Me siento

afortunado de haber encontrado y de contar con amigos como ustedes.

En Madison: Aaron Hade y Sam Woodford, buenos y grandes amigos; Juan

Sanz y familia, Andrés Osorio, Humberto Rivera y familia, Alejo Roldan, Sylvana

Garcia y Camilo Pardo, con quienes formé un grupo especial muy unido.

Hay un grupo de Profesores quienes han contribuido directamente en mi

crecimiento académico, no sólo porque más del 90% de los cursos que tomé

fueron dictados por ellos, sino porque participaron en el proyecto con ideas y

conocimientos. A ellos les agradezco profundamente. En Ing. Mecánica a mi

advisor Tim Osswald y a los Profesores Jeff Giacomin y Christopher Rutland; en

Ing. Química a los Profesores Juan de Pablo, Byron Bird y Michael Graham.
 viii

En el Instituto de Energía y Termodinámica de la Universidad Pontificia

Bolivariana (UPB-Medellín) quiero agradecer a mis primeros profesores y

amigos Farid Chejne y Whady Florez, quienes me enseñaron a querer la

investigación y la academia. Cómo no mencionar a ese grupo de amigos y

colegas: Alejo Rivera, Juan C. Ordóñez, Daniel Builes y Jorge Hinestroza. Jorge

quien siempre estará en mi memoria como guía y ejemplo, nunca lo voy a olvidar

y mis metas y goles siempre tendrán algo para él. También, quiero agradecer a

Farid Chejne, Alejo Rivera, Juan C. Ordóñez y al Profesor Adrian Bejan (Duke

University) por todos estos años de discusiones y enseñanzas, los culpables de

hacer de la Termodinámica mi pasión.

Finalmente, en Alemania donde he pasado algunos veranos, investigando y

aprendiendo, a DaimlerChrysler AG por la financiación de los primeros años del

proyecto y por las especiales pasantías en Ulm, y al Dr. Daniel Weiss por las

ideas, conocimientos y vivencias compartidas. Lo considero un gran científico y

amigo.
 ix

Contents

List of Tables xii

List of Figures xiii

Nomenclature xviii

Abstract xxv

Chapter 1
Introduction 1
1.1 Historical background / 3
1.1.1 Nonlinear flows / 3
1.1.2 Fluid particle motion / 6
1.2 State of the art / 13
1.2.1 Boundary integral equations for nonlinear viscous flows / 13
1.2.2 Boundary integral equations for viscous flows containing
particles / 18
1.3 Objective and motivation / 21
1.4 Overview / 21

Chapter 2
Rheological and balance equations 24
2.1 Flow Phenomena / 25
2.1.1 Non-Newtonian viscosity / 26
2.1.2 Normal stresses / 27
2.1.3 Elastic (memory) effects / 27
2.2 Rheological flow patterns and steady-state material functions / 28
2.2.1 Shear flow / 29
2.2.2 Shearfree flow /33
2.3 Generalized Newtonian fluid/ 36
2.3.1 The Carreau-Yasuda model / 40
2.3.2 The Power Law model / 40
2.4 General forms of conservation equations / 41
 x

2.4.1 Conservation of mass / 44

2.4.2 Conservation of momentum / 46
2.4.3 Conservation of internal energy / 53

Chapter 3
Integral equation theory 56
3.1 Classification of integral equations / 57
3.2 Potentials of scalar density / 59
3.3 Direct boundary integral formulation of Poisson’s equation / 63
3.4 Direct boundary integral formulation for the momentum
equations and Hydrodynamic potentials / 69
3.5 Other direct boundary integral formulations / 74
3.5.1 Interface flows with surface tension / 74
3.5.2 Penalty-function formulation for the Navier-Stokes equations
and elastostatics / 76

Chapter 4
Boundary element method 79
4.1 Isoparametric boundary elements / 80
4.2 Evaluation of the coefficient matrix c / 87
4.3 Numerical treatment of the weakly singular integrals /88
4.4 Approximation of the domain integrals / 89
4.4.1 Domain grid superposition technique / 98
4.4.2 DGS-BEM technique for ∇ 2 u = b / 101
4.4.3 DGS-BEM technique for ∇ 2 u = b(x, u ) / 104
4.4.4 DGS-BEM in three dimensional problems / 108
4.5 Iteration scheme for non-Newtonian flow problems / 115

Chapter 5
Non-Newtonian fluid flow problems 119
5.1 Poiseuille flow of a power law fluid / 119
5.2 Couette flow of a power law fluid/ 130

Chapter 6
Viscous flows containing particles 139
6.1 Stokes’ law: drag on a sphere / 140
6.2 Wall effects on the motion of a single particle / 145
6.2.1 Sphere moving parallel to a plane wall / 145
6.2.2 Sphere moving perpendicular to a plane wall / 148
 xi

6.2.3 Sphere moving axially in a cylindrical tube / 151

6.2.4 Motion of a suspended rigid fiber / 158
6.3 Particle-particle interactions / 173
6.3.1 Two falling rigid spheres / 173
6.3.2 The viscosity of particulate systems / 180

Chapter 7
Conclusions and further research 189

Appendix A
Mathematical definitions 192
A.1 Lebesgue and Hilbert spaces / 192
A.2 Lyapunov surfaces / 195
A.3 Hölder continuity /196
A.4 Harmonic functions /197
A.5 Dirichlet and Neumann boundary conditions /198
A.6 Fredholm’s theorems for integral equations / 199

Appendix B
Potential theory 203
B.1 Potential of a field / 203
B.2 Single-layer potential continuity on the surface / 205
B.3 Double-layer potential continuity on the surface / 207

Appendix C
Green’s functions and identities 210
C.1 Green’s functions for scalar operators / 211
C.2 Green’s functions for matrix operators / 214
C.3 Singular solutions for the Stokes equations / 218
C.4 Green’s identities for scalar fields / 219
C.5 Green’s identities for the momentum equations / 220

References 223
 xii

List of Tables

Table 2.1: Experimental quantities in simple shear flow 31

Table 2.2: Special shearfree flows 34
Table 2.3: Experimental quantities in shearfree flows 34
Table 4.1: BEM results for the Laplace equation 101
Table 4.2: BEM results for ∇ 2 u = −2 102
Table 4.3: BEM results for ∇ 2 u = −u 105
Table 4.4: BEM results for ∇ 2 u = − ∂u ∂x1 106

Table 4.5: BEM results for ∇ 2 u = −u (∂u ∂x1 ) 107

Table C.1: Green’s functions for commonly used operators [265] 213
 xiii

List of Figures

Figure 2.1: Viscous response of non-Newtonian fluids 26

Figure 2.2: Steady simple shear flow with constant shear rate 30
Figure 2.3: Typical behavior of the non-Newtonian viscosity and 32
the first normal stress coefficient in a polymeric liquid
Figure 2.4: Streamlines for elongational flow 33
Figure 2.5: Typical behavior of elongational viscosity and non- 36
Newtonian viscosity in a polymeric liquid
Figure 2.6: Schematic Deborah vs. deformation diagram 37
Figure 2.7: Control volume enclosing part of an interface between 42
phase A and B
Figure 3.1: Representation of the domain, boundary and normal 66
vector
Figure 3.2: Internal angle at a boundary point for a “non-smooth” 67
surface in 2D
Figure 4.1: Isoparametric 8-noded quadratic element 81
Figure 4.2: Sub-domain typical mesh using discontinuous 95
elements
Figure 4.3: Typical cell-BEM geometry discretization 97
Figure 4.4: Schematic of the domain grid superposition technique 99
Figure 4.5: Comparison between the exact and the DGS technique 103
for ∇ 2 u = −2
Figure 4.6: DGS-BEM maximum error as a function of the internal 104
cells number
 xiv

Figure 4.7: BEM results for ∇ 2 u = −u 105

Figure 4.8: BEM results for ∇ 2 u = − ∂u ∂x1 106

Figure 4.9: BEM results for ∇ 2 u = −u (∂u ∂x1 ) 108

Figure 4.10: Typical mesh and internal node distribution for a 3D 109
problem
Figure 4.11: Domain grid for: (a) (10,10,10) and (b) (10,5,3), 110
configurations
Figure 4.12: Schematic of the angle integration for the attrition of 111
nodes
Figure 4.13: Superimposed domain grid and final mesh structure 113
for: (a) (10,10,10) and (b) (10,5,3), configurations
Figure 4.14: Isoparametric 20-noded prism for the cell integration 113
Figure 4.15: Schematic of the solution methodology 116
Figure 4.16: Schematic of the iterative scheme 117
Figure 5.1: Poiseuille flow in a circular tube 120
Figure 5.2: A coarse and finer surface mesh for the Poiseuille pipe 122
flow
Figure 5.3: Poiseuille flow of a Newtonian fluid with a 7-5 mesh 123
Figure 5.4: Influence of the NGP in the Newtonian solution with 124
the 7-5 mesh
Figure 5.5: DGS meshes for Poiseuille flow: (15,15,5) and (20,20,8) 125
Figure 5.6: Poiseuille flow of a non-Newtonian fluid with a 126
(15,15,5) DGS mesh
Figure 5.7: Numerical performance for the (15,15,5) DGS mesh for 127
the Poiseuille flow
Figure 5.8: Poiseuille flow of a non-Newtonian fluid with a 128
(20,20,8) DGS mesh
 xv

Figure 5.9: Numerical performance for the (20,20,8) DGS mesh for 129
a Poiseuille flow
Figure 5.10: Schematic of the Couette flow problem 130
Figure 5.11: Surface mesh for the Couette flow and internal points 131
Figure 5.12: DGS meshes for Couette flow: (15,15,5) and (20,20,8) 133
Figure 5.13: Newtonian solution for the Couette flow 134
Figure 5.14: Couette flow of a non-Newtonian fluid with a (15,15,5) 135
DGS mesh
Figure 5.15: Numerical performance for the (15,15,5) DGS mesh in 136
the Couette flow
Figure 5.16: Couette flow for a non-Newtonian fluid with a 137
(20,20,8) DGS mesh
Figure 5.17: Numerical performance for the (20,20,8) DGS mesh in 138
the Couette flow
Figure 6.1: Schematic of the domain and mesh 141
Figure 6.2: Comparison between the drag on a sphere from 143
Stokes’ law, analytical and BEM, and experimental
data
Figure 6.3: Normalized z-velocity as a function of the distance 144
from the sphere
Figure 6.4: Sphere settling in the presence of a plane wall 146
Figure 6.5: Drag force for the case of a sphere moving parallel to a 147
plane wall
Figure 6.6: Torque for the sphere moving parallel to the wall 148
Figure 6.7: Drag force for the case of a sphere moving 150
perpendicularly to a plane wall
Figure 6.8: Spherical particle in a circular cylinder 151
 xvi

Figure 6.9: Dimensionless force for a rigid sphere moving axially 153
in a cylindrical tube
Figure 6.10: Error between the BEM solution with 96-290 element 154
mesh and Haberman’s approximate solution
Figure 6.11: Correction factor from BEM for different meshes 155
Figure 6.12: Dimensionless force for BEM and Happel and 157
Brenner’s approximate solutions as a function of the
eccentricity factor
Figure 6.13: Dimensionless torque force for BEM and Happel and 157
Brenner’s approximate solutions as a function of the
eccentricity factor
Figure 6.14: Prolate spheroid in shear flow 159
Figure 6.15: Fiber representation for the BEM simulation 161
Figure 6.16: BEM and Jeffery orientation angles for θ 0 = π 2 162

Figure 6.17: BEM predicted fiber path for θ 0 = π 2 163

Figure 6.18: Hydrodynamic force and torque on the fiber during 164
the simulation
Figure 6.19: BEM and Jeffery orientation angles for θ 0 = π 3 166

Figure 6.20: BEM predicted fiber path for θ 0 = π 3 167

Figure 6.21: BEM and Jeffery orientation angles for θ 0 = π 6 168

Figure 6.22: BEM predicted fiber path for θ 0 = π 6 169

Figure 6.23: BEM and Jeffery orientation angles for θ 0 = π 36 170

Figure 6.24: BEM predicted fiber path for θ 0 = π 36 171

Figure 6.25: BEM and Jeffery orientation angle for θ 0 = π 2 and 172

two aspect ratios: (a) a r = 51 and (b) a r = 101

Figure 6.26: Two spheres falling: (a) along their line-of-centers; (b) 175
perpendicular to their line-of-centers
 xvii

Figure 6.27: Normalized drag force for two equal-sized spheres 176
falling along their line-of-centers
Figure 6.28: Normalized drag force for two spheres moving 177
perpendicular to their line-of-centers
Figure 6.29: Dimensionless force as a function of the distance 179
between centers for two spheres falling parallel to
their line-of-centers
Figure 6.30: Dimensionless force as a function of the distance 179
between centers for two spheres falling perpendicular
to their line-of-centers
Figure 6.31: Direction of rotation and BEM torque for two spheres 180
settling beside each other
Figure 6.32: Theoretical suspension viscosity as a function of the 182
volume concentration of spheres
Figure 6.33: Spheres suspended in simple shear flow: 1x1x1 (Length 183
units)3 box and 40 spheres of radius of 0.05 length units
Figure 6.34: Calculated relative viscosity for the 1x1x1 (Length 185
units)3 box with spheres with radius: (a) 0.05 length
units and (b) 0.07 length units
Figure 6.35: Spheres suspended in simple shear flow: 0.8x0.8x0.8 186
(Length units)3 box and 40 spheres of radius of 0.05
length unit
Figure 6.36: Calculated relative viscosity for the 0.8x0.8x0.8 (Length 187
units)3 box with spheres with radius: (a) 0.05 length
units and (b) 0.07 length units
Figure 6.37: Calculated BEM relative viscosity 188
Figure B.1: Inclusion of internal point source on the domain 206
 xviii

Nomenclature

Scalars:
a Dimensionless parameter in the Carreau-Yasuda model
-- Semi-major axis of a ellipse
ar L+D
Aspect ratio for the fibers, a r =
D
b Shearfree flow parameter
-- Known scalar non-homogeneous function
BS Rate of formation per unit area

BV Rate of formation per unit volume

c Free coefficient in the integral representation

-- Semi-minor axis of a ellipse
CD Drag coefficient

Cp Specific heat at constant pressure

cof() Cofactor of a matrix element

D Diameter
-- Volume potential
De Deborah number

div() Number of divisions for the fixed grid generation

Dout Jet or extrudate diameter
det sub() Determinant of a sub-matrix
f Known radial or global functions in the DRM
F13 View factor for surfaces 1 and 3
 xix

G Shear modulus
H Latent heat per unit mass
H( ) Bessel function of the third kind, also called Hankel
functions
HS Rate of energy input per unit surface area

HV Rate of energy input per unit volume

hT Convection heat transfer coefficient

h Distance between parallel plates
i Complex variable −1
I First tensor invariant
II Second tensor invariant
III Third tensor invariant
k Mean curvature
KJ Jeffery’s orbit constant

Kn Modified Bessel functions

L Fiber length
L2 Lebesgue space
m Consistency index
n Power law index
p Pressure field
p̂ lm Auxiliary pressure for the non-homogeneous velocity
field in the DRM
q Secondary pressure field
-- Normal derivative of a scalar potential u
r Euclidean distance between two points
R Radius
R1 and R2 Principal radii of curvature
 xx

Re Reynolds number

S Domain boundary
T Temperature
Tb Bulk temperature of a fluid

TJ Ellipsoid orbit period

t Time
tp Characteristic process time
u Any scalar function
U Internal energy
-- Newtonian potential
u0 Constant velocity or characteristic value for the velocity

V Single-layer potential
W2l Hilbert space

W Double-layer potential
Work or force function
α Thermal diffusivity
β Internal angle at a boundary point
χ Correction to Stokes’ law for the sphere motion or
dimensionless force
δ Dirac delta function
δ ij ⎧1, i= j
⎪
Kronecker delta, δ ij = ⎨
⎪0, i≠ j
⎩
ε& Elongation rate
φ Angle between the x3 axis and the projection of

ellipsoid in the x1 − x3 plane

φ* Green’s function or fundamental solution

γ Variable for the Telles’ transformation
 xxi

γ& Shear rate

η Non-Newtonian viscosity
η0 Zero-shear-rate viscosity

η∞ Infinite-shear-rate viscosity

η1 and η 2 Viscosity functions in Shearfree flows

η Elongational viscosity
η0 Zero-elongation-rate elongational viscosity

κ Dilatational viscosity
λ* First Lame constant
λd Viscosity ratio for interface flows

λp Penalty parameter for the Navier-Stokes equations

λT Thermal conductivity coefficient

λ Relaxation time
−− Parameter of the integral equation
−− Eigenvalue of the integral equation
µ* Second Lame constant
µ Newtonian viscosity coefficient
σ Surface tension coefficient
σ SB Stefan-Boltzmann constant

θ Angle between the major axis and the vorticity axis for
ellipsoid motion
ρ Density
ς Dimensionless torque
v Poison’s ratio
ω Relaxation parameter
Ω Domain
Ω Domain closure
 xxii

ξ10 , ξ 20 , ξ 30 Variables that define the curvilinear coordinates in the

shape functions of an isoparametric element
ξ1 , ξ 2 , ξ 3 Set of curvilinear coordinates for the isoparametric
element
Ψ1 First normal stress coefficient

Ψ1,0 Zero-shear-rate first normal stress coefficient

Ψ2 Second normal stress coefficient

Vectors:
b Known vector of a linear system
D Hydrodynamic volume potential
f Diffusive flux
F Total flux
-- Force on a particle
FBEM Force on a particle calculated with BEM

Force Net force

g Body forces vector
-- Functions for the reduced Jacobian
n Outward normal vector
q Diffusive flux of energy or conduction
qk Pressure fundamental solution

t Tangential unit vector

-- Surface tractions
T Torque on a particle
TBEM Torque on a particle calculated BEM

u Velocity field
u∞ Ambient or surroundings velocity field
 xxiii

û lm Auxiliary non-homogeneous velocity field (DRM)

V Hydrodynamic single-layer potential
v Secondary solenoidal vector field
-- Constant value vector of displacements
w Weight factor for the corresponding Gaussian points
W Hydrodynamic double-layer potential
x Cartesian coordinates of a point: x = ( x1 , x 2 , x3 ) = ( x, y, z )
-- Unknown vector in a linear system
xm Coordinates of the collocation point in the DRM

αm Unknown coefficients in the DRM

θl Integrated angles for domain grid point l

ξ , ξ0 Cartesian coordinates of a point in the boundary of a

domain
∇ Gradient operator

Tensors:
A Coefficient matrix of a linear system
C Coefficient tensor for the integral representation
g Kernel for the hydrodynamic single-layer potential in the
BEM equations
G BEM matrix containing the velocity fundamental solution
h Kernel for the hydrodynamic double-layer potential in the
BEM equations

Ĥ , H BEM matrix containing the traction fundamental solution

J Reduced Jacobian

J Jacobian

K ij Traction fundamental solution

 xxiv

N Matrix of isoparametric shape functions

u ij Stokeslet or fundamental singular solution of the Stokes
system of equations
ri j Rotlet fundamental solution

δ Identity tensor
ε ijk ⎧ 0, i = j , j = k , or, i = k ,
⎪
⎪
Permutation pseudo-tensor, ε ijk = ⎨ 1, ijk = 123,231, or 312,
⎪
⎪− 1, ijk = 132,213, or 321.
⎩
γ& Rate-of-strain tensor
π Stress tensor
π* Auxiliary stress tensor
τ Viscous stress tensor
τ (e ) Extra stress tensor
 xxv

Abstract

Direct boundary integral formulations are developed for the solution of viscous

fluid flow problems, specifically for non-Newtonian fluids and fluids containing

solids. The partial differential equations are transformed into integral equations

by Green’s identities. Here, the velocity field is represented as a combination of

hydrodynamic potentials of single- and double-layer, whose densities are the

velocity and traction fields. For non-Newtonian fluid flow problems the non-

linear terms of the original equations appear as kernels of domain integrals. The

domain grid superposition (DGS) technique is developed in order to

approximate these integrals. The technique superimposes a fixed grid with the

domain under consideration. Cells, located in the intersection between the grid

and the domain, are used to directly calculate the domain integral by cell

integration. A pressure driven flow and a Couette flow are used in order to check

the DGS technique. For viscous fluids containing solids, a direct boundary

integral formulation is used to simulate solid dynamics in viscous flows. Several

problems are solved using the direct integral formulation to compare with

approximate and/or analytical solutions.

 1

Chapter 1

Introduction

During processing, a substance is constantly changing its phase, state,

temperature, pressure, viscosity and, in general, all known properties. It

experiences all kinds of potential and flux differences, i.e. temperature and heat,

velocity and momentum, concentration and mass flux. To analyze processing

systems, over the last decades much work has been done in the field of transport

phenomena [28, 75], kinetic theory [27, 58, 76, 140, 177], statistical mechanics [27,

138, 139, 175, 176] and rheology [26, 27, 55, 56, 184], which gives the physical and

analytical tools needed to study all the changes that a substance undergoes

during processing. However, most systems do not have a simple model nor an

analytical solution. Normally, a model that represents a material during

processing is represented by an algebraic equation, a set of nonlinear partial

differential equations and/or an integral equation, which do not have analytical

solution. The principal purpose of numerical analysis is to provide methods for

 2

obtaining useful solutions to those mathematical problems. Such methods will

give an approximate but satisfactory solution to the problem, which provides its

interpretation in terms of numbers. In the past decades and thanks to the

evolution of high-speed digital computers, numerical simulation is rapidly

evolving together with the sciences of fluid mechanics [219, 303, 316], heat

transfer [219, 303], transport phenomena, polymer rheology and processing [2, 7,

311, 116], among others. As is well known, finite differences (FDM), finite

volumes (FVM), finite elements (FEM) and boundary elements (BEM) methods

are the most widely used techniques to approximate engineering problems.

Boundary integral techniques and the boundary element method have an

advantage compared with the other techniques: the integral representation that

is generated when applying the method is an equivalent formulation to the

partial differential equations that govern the problem. Thus, once the integral

representation is achieved, approximations are only needed to find the values of

these integrals1. In addition, when applied to linear problems, the integral

representation is a boundary-only integral formula. Limitations given by the

volume discretization of the other techniques, when dealing with complex

geometries, which may have free surfaces, moving boundaries and/or solid

inclusions, are not present in linear BEM.

1 In FEM, for example, the final integral formulation comes from the scalar product of a function
and the residual of the approximation, in other words, there is an approximation involved before
the integral equation and an additional approximation is needed to solve these integrals.
 3

The BEM has been limited to linear problems because the fundamental

solution or Green’s function is required to obtain a boundary integral formula

equivalent to the original partial differential equation of the problem. The non-

homogeneous terms accounting for nonlinear effects and body forces are

included in the formulation by means of domain integrals, making the method

lose its boundary-only character. Techniques have been developed to

approximate these domain integrals directly (cell integration [69, 216], Monte

Carlo integration [268]) or indirectly by approximation of domain integrals to the

boundary and then solving these new boundary-only integrals (dual reciprocity

[99, 100, 132, 202, 216], particular integral technique [3]).

1.1 Historical background

1.1.1 Nonlinear flows

In 1750, Leonhard Euler [89, 180, 277] derived a system of equations that

describes inviscid flows, giving birth to classical hydrodynamics. However, this

had little practical importance, since the results of classical hydrodynamics were

in glaring contradiction to everyday experience. Jean d’Alembert in 1752 [263,

276, 317] published his paradox, showing that a body immersed in an inviscid

fluid would have zero drag force. Navier (1823) [204], Cauchy (1828), Poisson

(1829), St. Venant (1843) and Stokes (1845) [292, 293] were the first to add terms

of frictional resistance to Euler’s inviscid equations. The first four wrote these
 4

terms as a function of an unknown molecular function, whereas Stokes was the

first to use the coefficient of viscosity, µ. The equations containing this frictional

resistance term grouped in a molecular driven stress tensor are called the Cauchy

momentum equations, while the ones containing a constant viscosity coefficient

are the Navier-Stokes equations.

The momentum equations are a system of partial differential equations that

basically describe fluid flow; though fundamental and rigorous, they are

nonlinear, non-unique, complex and difficult to solve. They do not have a

general solution, and so far only a few particular solutions have been found,

most of these for unidirectional or nearly unidirectional flows (see for instance

Deen [75], Landau [180], White [322] and Batchelor [12]). These exact solutions

are important because basic phenomena described by the mathematical model

can be analyzed; also, they can be used as standard solutions to compare with

the approximate numerical solutions. However, in almost every practical

situation, it is necessary to use numerical methods in order to obtain a solution of

the momentum equations.

Several numerical techniques have been developed and used during the years

in order to achieve good approximate solutions of these equations. The most

common techniques are the finite differences method (FDM) [199, 303], the finite

volume method (FVM) [219, 316], the finite elements method (FEM) [17, 336] and

the boundary elements method (BEM) [38, 40, 246]. Many difficulties arise

during a numerical solution of these equations, i.e. non-linearities, non-

 5

isothermal conditions, free surfaces, moving boundaries, solid inclusions and

complex geometries.

The non-linearity effects typically come from two different sources: the inertia

or convective terms, and the strain rate dependence of the viscosity, which

occurs in non-Newtonian fluids. This non-linearity has two important

consequences: first, the use of an extraordinarily high number of elements and

nodes in the discretization, depending on the problem’s parameters and

geometry. And second, more complex algebraic equations obtained from the

numerical technique, which require sophisticated algorithms to achieve

acceptable degrees of accuracy. Therefore, computational cost in terms of

computer time and memory is a restriction to the type and complexity of the

problems that can effectively be solved by common numerical techniques.

In addition, the degree of the non-linearity increases the numerical effort to

achieve satisfactory solutions. For example, when dealing with the inertia or

convective terms at constant viscosity, say the Navier-Stokes equations, higher

values of the Reynolds number require more computational effort, due to the fact

that these problems need a good distribution of internal nodes and high density

meshes. The convergence rate of the iterative methods decreases when using

such high-density meshes. Similarly, when dealing with the momentum

equations for non-Newtonian fluids, the parameters of the constitutive

rheological models have a great effect on the accuracy of the solution and the

converge rate.
 6

1.1.2 Fluid particle motion

Microhydrodynamics is a part of physics where the central problem is to

determine the motion of a particle or particles in a bounded or unbounded flow.

Important theoretical treatments and reviews can be found in Happel and

Brenner [127] and Kim and Karrila [160].

The earliest study on resistance of a solid body moving relative to a fluid, in

which viscosity was considered, was published by Stokes in 1851 [294]. He

linearized the general equations for motion of a viscous incompressible fluid and

obtained a time-dependent form of the creeping motion equations. He applied

these linearized equations for the motion of a spherical pendulum and found an

equation for the force on the sphere when the frequency of the oscillation

approached to zero; this relationship is known as Stokes’ law. Lorentz [187], in

1896, following the method developed by Stokes [294], determined the motion of

a sphere in the presence of a plane wall. His technique uses reflection of the

original motion produced by the body from the surface of the wall and back

again to the body. Ladenburg [173] applied the same technique to determine the

effect of a cylindrical tube on the axial motion of a sphere, while Smoluchowski

[282-284] determined the effects of hydrodynamic interaction between two

spheres moving in a viscous fluid and studied the sedimentation of spheres

using the same Lorentz reflection technique. All these earliest contributions to

low Reynolds number hydrodynamics were summarized by Oseen in 1927 [209],

including Faxen’s (Ossen’s coworker) contributions.

 7

The disturbance caused by particles suspended in a uniform shearing flow

was first analyzed by Einstein [81-83]. He developed a theory for the resistance to

shear of a suspension of small particles immersed in a continuous fluid, as a

model for large molecules in solution2. Theoretically, he showed that the increase

in viscosity of the suspending liquid is related to the volumetric concentration of

solid particles by a simple proportionality constant. In the last decades, interest

in suspension mechanics has experienced a marked increase. The basic problem

is to predict the macroscopic transport properties of a suspension, i.e. thermal

conductivity, viscosity, sedimentation rate, etc., from the micro-structural

mechanics. These flows are governed by at least three length scales: the size of

the suspended particles, the average spacing between the particles, and the

characteristic dimension of the container in which the flow occurs. A

comprehensive review of theoretical and experimental work in this area can be

found in Batchelor [15, 16], Brenner [45-47], Jeffrey and Acrivos [154] and Russel

[270]. The same basic variables that characterize the suspensions’ viscosity also

characterize sedimentation rates of solids. Several authors directed their

attention to this specific problem. Batchelor [13, 15, 16] was the first to analyze

the sedimentation of dilute suspensions of spherical particles.

2Einstein’s thesis was concerned with a new method for determining the size of molecules of
chemical substances.
 8

The behavior of flowing fiber suspensions was analyzed by Jeffery [152, 153]

and Forgacs and Mason [107, 108]. Jeffery modeled a fiber as a rigid ellipsoid; he

determined that a fiber in simple shear flow rotates in a periodic orbit while the

center of mass translates with the bulk flow. Meanwhile, Forgacs and Mason

examined fiber motion in a Couette device and observed that a fiber can undergo

a variety of complex rotational motions depending on the flexibility of the fiber.

In suspensions of many fibers, interactions between fibers perturb the fiber

motions. Such interactions may arise from hydrodynamic or colloidal forces,

excluded volume, or friction [269, 281]. Dinh and Armstrong [77], Toll and

Månson [308] and Rahnama et al. [259] studied the motion of rigid fiber

suspensions with random fiber orientation, friction between fibers and

hydrodynamic interactions. Papanastasiou and Alexandrou [213] studied the

isothermal extrusion of non-dilute short fiber suspensions in order to analyze the

coupling effects between the flow field and the fiber orientation. They used the

Dinh and Armstrong constitutive equation to model the rheology of the

suspension, and Jeffery’s equation for particles of infinite aspect ratio to describe

the fiber orientation. Later, Tucker [105] used a scaling analysis to determine the

effect of the interaction between the flow field and fiber orientation in slender

two-dimensional gaps. Then, based on orientation distribution functions, Folgar

and Tucker [105] derived a model for the orientation behavior of fibers in

concentrated suspensions. Advani and Tucker [1, 264] modified the Folgar-

Tucker model with orientation tensors, which provided a more efficient and
 9

compact way to describe the fiber orientation. Hernandez et al. [134, 135] did an

analysis of motion and loads of fibers during flow with pseudo-analytical

equations using the fundamental derivations for forces on fibers in suspensions

developed by Burgers [48].

Numerical simulations to describe the rheological and transport properties of

suspensions of solid particles have been increased in the past fifteen years. A

popular simulation algorithm was developed by Brady and coworkers [8, 35],

built on the idea of composite expansions, creating the method of Stokesian

dynamics for particulate Stokes flow. Here, hydrodynamic interactions between

remote particles are computed in terms of multi-pole expansions implemented

by Faxen’s laws, and lubrication forces developing between neighboring

particles are accounted for by local solutions developed under the support of

lubrication approximations. Generalizations of the Stokesian dynamics method

for non-spherical shapes can be found in the work of Claeys and Brady [62-64],

for Brownian suspensions in Bossis and Brady [31-33] and Banchio and Brady [8].

For non-spherical shapes, it has been found that analytical and computational

complexities have discouraged dynamic simulations. The lattice Boltzmann

formulation has been used by Ladd for dynamic simulation of sedimenting

spheres [171, 172] and to find transport coefficients of random dispersions of

hard spheres [169, 170]. Simulations of fibers in suspension have also been

studied by several authors; as mentioned above, Claeys and Brady [62-64]

 10

expanded the Stokesian dynamics method for non-spherical particles, employing

a particle-level simulation which accounts for hydrodynamic interactions in

suspensions of rigid prolate spheroids. Yamane et al. [329] simulated the

dynamics of rigid cylinders, including a lubrication approximation to

hydrodynamic interactions. The interactions between flexible fibers and fluids

have also been simulated. Stockie and Green [291] used the so-called immersed

boundary method, which was originally developed by Peskin [222, 223]. This

method replaces the fluid-material interface with appropriate contributions to a

force density term in the Navier-Stokes equations. The internal boundaries can

be eliminated and a finite difference scheme is used to solve the fluid equations.

This method has also been applied to particles in suspension [106, 299]. Flexible

fibers treated as chains of rigid bodies have been studied initially by Yamamoto

and Matsuoka [325-328], where the fiber is modeled as a chain of oscillating rigid

spheres connected through springs, with additional potentials to mimic

resistance to blending and twisting. A particle-level simulation method for the

structural evolution of flexible fibers suspensions in shear flow, which is a

similar model used by Yamamoto and Matsuoka, was developed by Ross and

Klingenberg [269, 281]. They used a chain of rigid prolate spheroids connected

through ball and socket joints.

Direct simulation of particle motions has become very important in recent

years because of its many applications in real life situations and problems, such

as particle orientation in painting, fiber motion during reinforced polymer melts,

 11

fluidized bed in combustion and gasification, sintering in the production of aero-

gels and glassy materials, etc. The meshing and mesh stability are additional

problems to be solved similarly to interfacial flows simulations. An interface is a

thin region where the pressure, density and viscosity are discontinuous, making

it difficult to simulate, since its topology changes at all times during the

simulation and needs to be followed, often making the problem ill-conditioned.

An example of this situation is the extremely large curvature during the last

stage of a drop coalescence process.

The numerical techniques for interfacial flows are the same that are used for

single phase flow, i.e. FDM, FEM, BEM. However, techniques to deal with the

presence of the interfaces, i.e. location and modeling of the fluxes on them, have

to be considered. There are two different ways to describe interface location:

fixed grid methods and moving grid methods. Apart from these two groups are

the molecular dynamics simulation (Dell’Aversana et al. 1996 [76]) and the

meshless or grid-free methods (Olson and Rothman 1977 [206]).

In fixed grid methods, the grid used to solve the bulk equations is entirely

fixed (see reviews of Bazhlekov, 2003 [20]; and Scardovelli and Zaleski 1999

[275]). Depending on how the interface is modeled, these methods can be

divided in two groups: surface-marker or front-tracking methods (Anderson

1999 [4]; Unverdi and Tryggvason 1992 [312]), where the interface is followed by

marker points; and volume-marker or volume-of-fluid methods, where a volume

fraction describes the portion of fluid in the cells of the mesh (Li et al. 2000 [181];
 12

Hirt and Nichols 1981 [141]). The surface-marker methods are more accurate

with respect to the interface position while the volume-marker methods handle

interface transitions more efficiently. However, these methods cannot deal with

interface-to-interface problems at distances smaller than the element size. As a

consequence, the fixed-grid methods present a major disadvantage in the

accuracy of the solution near interfaces. And problems like drop impact, drop

coalescence or close solid-interface interactions, could be mesh dependent; unless

the mesh size, near the interfaces, is of a very small order of magnitude.

In the moving-grid methods, the mesh follows the deformation of the

interface. Some approaches were developed by Ryskin and Lean 1984 [271];

Duraiswami and Prosperetti 1992 [79]; and Bazhlekov 2003 [20]. There are,

however, two major disadvantages: mesh distortion, and thus the necessity of

mesh refinement; and numerical instability due to interfacial tension, especially

in the case of small Capillary numbers (see for instance Zinchenko et al. 1997

[338-341]; Loewenberg and Hinch 1997 [185, 186]).

Finite differences methods (Nichols and Mullins 1965 [203]) and finite

element methods (Hu et al. [143-145]; Jagota and Dawson [148-150]) have been

used to simulate some fluid particle flow problems. Again, the requirement of a

fixed domain mesh makes the solution cumbersome, and in some situations

impossible. Normally, these solutions are restricted to slow deformations or pure

viscous flows (Stokes flow). Solid projection problems, such as overlapping, are

solved using combined time schemes (explicit-implicit). The boundary integral

 13

method and the BEM offer the great advantage in that for linear problems, it

reduces the spatial dimension of the problem by one, expressing the governing

equations by boundary-only equations. It has been used in several works to

simulate the dynamics of drops, like potential flows (Cheng 2000 [60]; Weiss and

Yarin 1999, 1995 [323, 330]) and homogeneous Stokes flows (Power 1994 [244-

246]; Pozrikidis 1992, 1990 [248, 249]; Primo et al. 2000 [256, 257]; Rallison and

Acrivos 1978, 1984 [261, 262]). The moving mesh character of the BEM overcomes

some of the difficulties in particle flow simulation, making it suitable for multi-

phase systems.

1.2 State of the art

1.2.1 Boundary integral equations for nonlinear viscous flows

The most common and important integral models that represent the momentum

equations were developed based on the Stokeslet technique by Ladyzhenskaya in

1963 [174]. In this representation, there are two boundary integrals that are in

terms of the velocity and traction, combined with the fundamental solutions or

Green’s function for Stokes flow. Domain integrals can appear in the

representation containing all nonlinear terms as pseudo-body forces; this was

first applied by Bush and Tanner in 1983 [52]. As was mentioned before, the non-

linearity of the viscous momentum equations comes from the strain rate

dependence of the viscosity. In order to use boundary integral techniques for

 14

nonlinear flows, the domain integral containing these non-linearities has to be

solved. In fact, it is this integral that has received most of the attention of

research in the last decades. Authors have proposed several techniques, such as

analytical integration, Fourier expansions, the Galerkin vector technique, cell

integration, multiple reciprocity method, and the dual reciprocity method,

among others (see the review of Partridge et al. 1992 [216]).

The behavior of non-Newtonian fluids is strongly dependent upon the

viscosity variations within the domain. Most non-Newtonian fluids present a

shear thinning phenomena [2, 26, 28]. Polymers are some of the most important

shear-thinning fluids. The polymer viscosity can be calculated trough several

inelastic mathematical models such as the power law model [26], the Carreau

model [55, 56], the Cross model [211] and the hyperbolic tangent model [2]. The

application of the boundary integral method to a non-Newtonian problem

requires the fundamental solution or Green’s function for all the nonlinear terms

in the stress tensor. However, such a fundamental solution is not known

analytically and it is impossible to find one for a general viscosity model.

Therefore, it is necessary to lump all the nonlinear terms in a domain integral as

a pseudo-body force term.

In 1983, Bush and Tanner [52] were the first to use the boundary integral

methods to solve non-Newtonian flow problems. Later Bush, Milthorpe and

Tanner [49] combined finite element with boundary integral equations for the

extrusion of a Maxwell fluid. Bush and Phan-Thien applied the BEM for a non-
 15

Newtonian Bird-Carreau-Yasuda fluid [50] and for an Oldroyd-B fluid [51].

Osswald (1986) [210] applied the boundary element method for the simulation of

compression molding, where the lubrication approximation (Hele-Shaw model)

is valid and all the nonlinear terms can be grouped in a constant domain integral,

which was solved by the particular solution method in combination with cell

integration. Barone and Osswald [10, 11] and Osswald and Tucker [212]

continued the BEM application for compression molding of fiber reinforced

polymer compounds and sheet molding compounds in non-planar parts.

Nardini and Brebbia (1982) [202] introduced the dual reciprocity

approximation (DRM), where the domain integral containing the nonlinear terms

are transformed into an equivalent series of boundary integrals. This method

requires a series of particular solutions for the equations. Several authors started

to use DRM for the nonlinear momentum equations, such as Power and

Partridge (1993, 1994) [242, 243], Power and Wrobel (1996) [246] Gomez and

Power (1997) [115]. Mätzig (1991) [189] applied the DR-BEM to non-Newtonian

problems for the solution of the 2D transient energy equation in polymer

processing applications. At the same time, Gramann [117] and Gramann and

Osswald [118] started to use the BEM for polymer mixing simulations. The use of

the DR-BEM for flow and heat transfer simulations in polymer processing was

applied for the first time in 1993 by Davis [69].

The basic idea behind the DRM is to approximate the non-homogeneous

terms as a series of known functions and in this way obtain a series of particular
 16

solutions to the original equation. Thus, the correct choice of the function and

interpolation scheme used for the nonlinear terms will directly affect the results.

Two different types of functions have been used over the years: radial and

global. The first [112, 113] are functions of the Euclidean distance between points,

while the global functions [59, 60] depend directly on the global coordinates of

the points. The augmented spline, which consists of the radial basis function plus

a series of additional global functions, was introduced by Goldberg and Chen

[113]. The augmented spline was used by numerous authors [99-103, 414, 217]

and it was shown to be a very useful technique for problems involving

derivatives of the variables, such as convection terms or strain rate dependence

of viscosity. As pointed out by Partridge [215], there are criteria for selecting the

type of approximation functions, depending on the type of nonlinear term in

consideration.

The BEM, in combination with the dual reciprocity, produces full non-

symmetric matrices that are cumbersome to invert and solve. This problem can

be eliminated by decomposing the domain into smaller sub-domains. Taigbenu

(1995) [300, 301] introduced the Green Element Method (GEM) where the

domain is decomposed into smaller sub-domains (cells) surrounded by a fixed

number of boundary elements and each having different material properties.

With the GEM there are still some domain integrals that can be solved by cell

integration. Phan-Thien (1995) [224] proposed a boundary element solution for

the non-homogenous momentum equations based on the particular solution

 17

approach and radial basis function interpolation for the nonlinear terms. Davis

(1995) [69] used cell integration for the pseudo-body term domain integral to

model polymers and to optimize mixing equipment. Davis and Osswald (1995)

[73] and Davis et al. (1996) [70-72] applied dual reciprocity for non-Newtonian

2D flows using the power law model for the viscosity. They found that for a

power law index below 0.8 the solutions were not satisfactory. Hernandez (1999)

[132] applied the dual reciprocity for 3D non-Newtonian flows using the power

law model and radial basis function for the approximation, and restricting the

method to high power law indexes. Mixing in single screw extrusion of a power

law fluid, using Monte Carlo techniques to solve the domain integral, was

analyzed by Rios (1995) [268]. He was able to perform simulations for low power

law indexes, however, the standard deviation of the Monte Carlo points

solutions increased as the power law index was decreased. Domain

decomposition techniques have been applied, together with a velocity-vorticity

formulation by Skerget and Samec [279, 280], to model non-Newtonian fluids

under non-isothermal conditions. Florez (2000) [99] applied the multi-domain

dual reciprocity for 2D non-Newtonian flows using the power law model. The

results obtained by Florez show that the combination of domain decomposition

and DRM is an effective way to face nonlinear problems with boundary integral

equations. Florez et al. (2002) [103] used the multi-domain dual reciprocity for

the coupled momentum and energy equations. The method gave accurate and

satisfactory results. All the studies have concluded that a domain partition is
 18

required in order to use the BEM for nonlinear problems when the non-linearities

strongly affect the physical problem.

1.2.2 Boundary integral equations for viscous flows containing particles

Low Reynolds number flows with boundary integral representation have been

used to describe rheological and transport properties of suspensions of solid

spherical particles, as well as for numerical solution of different problems,

including particle-particle interaction, the motion of a particle near a fluid

interface or a rigid wall, the motion of particles in a container, etc.

As mentioned before, one of the most popular algorithms, developed by

Brady and coworkers [35, 36], is built on the idea of composite expansions, called

the method of Stokesian dynamics for particulate Stokes flow; hydrodynamic

interactions between remote particles are computed in terms of multi-pole

expansions implemented by Faxen’s laws, and lubrication forces developing

between neighboring particles are accounted for by local solutions developed

under auspices of lubrication flow. However, suspended particles appear in a

variety of shapes, making the generalization of the Stokesian dynamics for non-

spherical shapes a cumbersome analytical and computational task.

An alternative approach relies on integral representation of the first and

second kind originating from the standard or generalized boundary integral

representation [160, 240, 252, 253]. In 1975, Youngren and Acrivos [333, 334] used

the integral formulae, developed by Ladyzheskaya (1963) [174] for the exterior
 19

Stokes flow around a solid particle of arbitrary shape, to obtain a first kind

Fredholm integral equation for the unknown surface traction. This formulation

has been extensively used in the literature for the numerical solution of several

particle-flow problems. However, Fredholm integral equations of the first kind

give rise to unstable numerical schemes based upon discretization, and these

instabilities are manifested in the ill-conditioning of the matrix approximation of

the kernel [246]. Power and Miranda (1987) [240] obtained a second kind integral

equation for a general three-dimensional Stokes flow around a single particle. As

is known, solving an equation of the second kind is a well-posed problem. The

second kind representation can only represent flow fields corresponding to

surfaces which are force and torque free. However, the representation can be

completed by adding terms that express arbitrary total forces and torques in

suitable linear combinations, i.e. a Stokeslet and a Rotlet in the interior of the

particle. The expansion of Power and Miranda’s method to multiple particles in

an unbounded domain flow was given by Power (1987) [233] and Karrila,

Fuentes and Kim (1989) [156], and to particles in a bounded flow by Power and

Miranda (1989) [241] and Kim and Karrila (1989) [160]. This method was called

complete double layer boundary integral equation method, which was used in

several applications such as two-dimensional Stokes flow (Power 1993 [234]; Li

and Pozrikidis 2000 [182, 183]), motion of particles near a plane wall (Power and

Febres de Power 1993 [236]), flat particles in Stokes flow (Maul and Kim, 1994

[194, 195]), micro-polar fluids (Power and Ramkissoon 1994 [244, 245]), two-
 20

dimensional sintering (Primo 1998 [256, 257]) and two-dimensional suspensions

of particles (Pozrikidis 2001 [254]). Recently, the method was extended to Stokes

flow with mixed boundary conditions (Power and Gomez 2001 [237]).

Dynamic simulations for multi-particle flows have been discouraged by two

main difficulties: non-uniqueness of the solution due to presence of

eigenfunctions defined over the surfaces of the individual particles, and large

computational cost required for compiling and solving the linear system of

equations arising form the boundary element implementation [249]. Integral

equations of the second kind for the density of a double-layer representation are

generally amenable to iterative solutions based on successive substitutions,

however extra cost required for evaluating and integrating higher-dimensional

kernels is a practical disadvantage. That is why dynamic simulations of large

systems based on the double-layer formulation have not been carried out. An

approach of using boundary integral methods for particulate flows was

proposed by Hernandez et al. (2002) [134, 135] where a direct formulation is used

for the deformation of viscous flows containing fibers. The surface tractions on

the fibers were integrated to compute forces in order to predict fiber damage

mechanisms in fiber reinforced polymer melts during flow. This direct

formulation generates Fredholm integral equations, for which uniqueness of the

solution is guaranteed, and it avoids the difficulties of the single-layer

formulation [246, 249].

 21

1.3 Objective and motivation

This thesis is devoted to the development of a direct boundary integral

numerical technique for investigation of viscous fluid flow problems that involve

non Newtonian fluids and solid inclusions.

Typically, BEM is not used efficiently to solve nonlinear problems in fluid

mechanics. This research is intended to develop numerical strategies to

approximate the domain integrals that arise from the nonlinear terms, in order to

increase the performance of this method. Practicality is a requirement, in the

sense that moving and complex boundaries and solid inclusions must be easily

included into the analysis.

The numerical simulation of non-Newtonian fluids can be used in industries

that involve polymers and plastics. It can provide valuable information about

mixing processes, screw extrusion, molding, etc. The solid inclusions simulation

can be used as well in polymer processing applications, such as processing of

fiber reinforced polymer melts; and to predict the effect of solid size and

orientation on the rheological properties of suspensions.

1.4 Overview

Most of the physical problems can be represented mathematically by means of

partial differential equations, which can be developed from general integral

balances. Furthermore, there are additional relationships needed to complete the

 22

set of equations, which associate the molecular driven tensors with the main

variables of the problem. Chapter 2 presents the rheological and balance

equations needed to analyze materials under processing conditions. The most

common features of the flow phenomena of viscous materials are described and

inelastic constitutive equations are defined. Leibniz’s integral formula is used to

find conservation equations for points in the domain and in interfaces. In

Chapter 3 a general theory of integral equations is introduced and it is explained

how the Green’s identities can be used to transform a partial differential equation

into an equivalent integral equation, which can be interpreted as a combination

between single-layer, double-layer and volume potentials. For a flow field, the

integral representation is obtained in terms of a fundamental solution known as

Stokeslet, the velocities at the boundary and the surface tractions. Direct

boundary integral formulations are presented for the Poisson’s equation,

nonlinear viscous flows, fluid flow in presence of interfaces with surface tension,

and for elastostatics problems. The boundary element method is presented in

Chapter 4. Isoparametric elements are described with the corresponding

transformation of coordinates and the methodology to calculate weakly integral

equations. The domain grid superposition technique is introduced to

approximate the domain integral containing the nonlinear terms. This method is

meant to improve the efficiency and accuracy of the BEM for nonlinear viscous

flow problems. In Chapter 5 the domain grid superposition BEM is applied to the

momentum equations for inelastic non-Newtonian fluids. Results are presented

 23

for the Hagen-Poiseuille flow in a circular tube and the Couette flow. The

approximate solutions are compared with the corresponding analytical solution.

Chapter 6 is devoted to application of the direct BEM to the simulation viscous

fluid flow problems with solid inclusions. The simulated results are compared

with analytical and/or approximate solutions. Finally, some concluding remarks

and further research ideas are presented in Chapter 7.

 24

Chapter 2

Rheological and balance

equations

This chapter discusses the two main parts of any transport model, the

constitutive and balance equations. The conservation equations for non-

isothermal viscous flows require additional relationships that relate the viscous

stresses to the main problem potentials (velocity, pressure and/or temperature),

in the same way that the diffusive flux of heat (conduction) is related to the

gradient of temperature. For non-Newtonian fluids the equations that relate the

viscous stresses to the velocity (constitutive equations) are not as simple as

Fourier’s law for thermal conduction. This is due to the complexity of the

molecular configurations in high molecular weight substances, such as polymers

and plastics.

The first part of the chapter defines some experimental recollection of

phenomena that make non-Newtonian fluids (i.e. polymers) different than

 25

materials with low molecular weight. The rheological characterization is

described, beginning with common flow patterns and their stress tensor

descriptions. Steady shear and shearfree flow material functions are defined with

corresponding behavior at low and high shear and elongation rates. Finally,

constitutive equations for the non-Newtonian viscosity are described.

After discussing some constitutive equations, the non-isothermal viscous

flow conservation equations are introduced. These will be developed from an

integral equation for a scalar potential and Leibniz integral general formula,

arriving to a general form of conservation equation, from which the conservation

equations for points within the domain and interfaces will be deduced. These

general forms will be used in order to arrive to conservation formulas for

momentum and energy, in both the domain and interfaces. Finally, the common

conservation equations for viscous fluid flow are presented.

2.1 Flow phenomena

There are three important phenomena seen in complex liquids (i.e. polymers)

that make them different from simple fluids (i.e. water): a non-Newtonian

viscosity, normal stresses in shear flow, and elastic effects.

 26

2.1.1 Non-Newtonian viscosity

The most important characteristic of complex liquids is that they have a shear-

rate dependent viscosity or non-Newtonian1 viscosity (see Figure 2.1). Some

liquids present a decrease in viscosity when the shear rate exceeds a certain

value. These materials are referred to as shear thinning or pseudoplastic. The

viscosity of this type of material can decrease by a factor of as much as 103 or 104.

Almost all polymer solutions and melts that exhibit shear-rate dependent

viscosity are shear thinning.

Viscoplastic

Newtonian

Pseudoplastic
Stress

Dilatant

Shear-Rate

Figure 2.1: Viscous response of non-Newtonian fluids.

Some fluids behave the opposite to shear thinning materials: their viscosity

increases with the shear rate. This is called shear thickening or dilatant behavior

[19, 267], which is exhibited by fairly concentrated suspensions of very small

1The viscosity does not obey Newton’s law, where the viscosity depends on temperature and
pressure but it remains constant trough any deformation.
 27

particles. A final different behavior is shown by some fluids that will not flow

unless acted on by some critical shear stress, called the yield stress. These fluids

are called viscoplastic. Certain paints, greases and pastes are examples of

viscoplastic fluids [26].

2.1.2 Normal stresses

When a simple shear flow is applied to complex liquid two extra forces appear

that are not present in a Newtonian fluid: a force that tries to separate the

moving plate and a force that tries to decrease the width of the polymeric

sample. A well known experiment to see normal stress effects is the rod-climbing

experiment. Here, rotating rods are inserted into two beakers, one containing a

Newtonian fluid and the other a non-Newtonian solution. For the Newtonian

fluid, the liquid near the rotating rod is pushed outward by the centrifugal force

(inertia effects), resulting in a dip in the liquid surface near the center of the

beaker. For the non-Newtonian fluid, on the other hand, the solution moves

toward the center of the beaker and climbs up the rod. This phenomenon, was

first described by Garner and Nissan and by Russel [2, 26], it is called the rod-

climbing or Weissenberg effect.

2.1.3 Elastic (memory) effects

Normal stresses causes flow conditions to create memory in non-Newtonian

liquids. For example, consider a fluid that exits from a die gap of diameter D into

air, forming a jet of diameter Dout. For Newtonian fluids Dout will be about 13%
 28

larger than D in the limit of small Reynolds number and about 13% smaller in the

limit of large Reynolds number [304]. A non-Newtonian fluid will have a Dout

about 300% of D. Extrudate dimensions of two, three, or even four times the die

gap dimensions are encountered with polymers. This phenomenon is referred to

as extrudate swell, or die swell [2, 26]. Once the complex fluid is outside the die,

the melt can no longer support the extra tension generated in the restriction and

the fluid will contract axially and expand across the free surface, in a sense,

recovering its shape before the restriction. Another experiment involves the

siphoning of Newtonian and non-Newtonian fluids, each in a separate container.

If the tubes are suddenly lifted out of the fluids, a slurping sound is heard from

the siphon that was in the Newtonian fluid as the liquid immediately empties

out of the tube, stopping the siphoning. On the other hand, the non-Newtonian

fluid continues to flow up and through the siphon [26].

Like the above experiments, there are several that relate the fact that some

non-Newtonian fluids have memory, or better, present a combination of viscous

and elastic (viscoelastic) effects [26, 184].

2.2 Rheological flow patterns and steady-state material functions

Incompressible Newtonian liquids at isothermal conditions can be characterized

by just two material constants: the density ρ and the viscosity µ. Once these

quantities are measured, the governing equations for the velocity and stress are
 29

fixed for any flow system. There are many steady- and unsteady-state

experiments from which µ can de determined [313].

On the other hand, the experimental description of incompressible non-

Newtonian fluids is more complicated. The density, of course, can be easily

measured. However, depending on the type of experiment that is performed on

the liquid, a host of material functions that depend on shear rate, frequency, and

time will be obtained. These material functions serve to classify fluids, and are

used to determine constants in specific non-Newtonian constitutive equations.

There are two common standard types of flow patterns used in rheology to

characterize non-Newtonian liquids: shear and shearfree flows. Material

functions are obtained from these flow patterns, depending on the specific

condition of the flow (steady, unsteady, etc.); it is then not surprising that the

material information from each type of flow is totally different [26]. Regularly,

the two flow patterns are designed to be homogeneous [26, 27, 184], in which the

velocity gradients are independent of position.

2.2.1 Shear flow

A simple shear flow is given by the velocity field,

u x = γ& yx y uy = 0 uz = 0 (2.1)
 30

in which the velocity gradient γ& yx can be a function of time. The absolute value of

the velocity gradient is called the shear rate γ& 2. A simple shear flow can be

generated between parallel plates as shown in Figure 2.2. Tube flow, axial

annular flow, tangential annular flow, flow between parallel planes, and flow

between rotating disks are common examples of shearing flows.

u0

γ = u0/h h
y
x

Figure 2.2: Steady simple shear flow with constant shear rate.

The total stress tensor3 for a simple shear flow has the following general form,

⎛ p + τ xx τ yx 0 ⎞
⎜ ⎟
π = pδ + τ = ⎜ τ yx p + τ yy 0 ⎟ (2.2)
⎜ 0 p + τ zz ⎟⎠
⎝ 0

When the stress is measured for incompressible fluids it is impossible to separate

the pressure and the normal stresses, so normal stresses differences are used.

Thus, in simple shear flows there are only three independent, experimentally

accessible quantities summarized in Table 2.1.

2 The shear rate is related to the second invariant of the deformation tensor, as is discussed later.
3 The total stress tensor is composed of an isotropic pressure part and a viscous part.
 31

Table 2.1: Experimental quantities in simple shear flow.

Shear stress τ yx
First normal stress difference τ xx − τ yy
Second normal stress difference τ yy − τ zz

For steady-state shear flow the stresses are function only of the shear rate γ& .

The viscosity η , called non-Newtonian viscosity or shear-rate dependent

viscosity, is defined analogously to the viscosity for Newtonian fluids,

τ yx = −η (γ& )γ& yx (2.3)

In the same way, the normal stress coefficients Ψ1 and Ψ2 are defined as follows,

τ xx − τ yy = −Ψ1 (γ& )γ& yx2 (2.4)

τ yy − τ zz = − Ψ2 (γ& )γ& yx2 (2.5)

These normal stress coefficients Ψ1 and Ψ2 are called the first and second

normal stress coefficients. The non-Newtonian viscosity and the two normal

stress coefficients are known as the viscometric functions.

The non-Newtonian viscosity is the best known viscometric function. Figure

2.3 illustrates the most important features of the non-Newtonian viscosity for a

polymer melt or a polymeric liquid. At low shear rates, the shear stress ( τ yx ) is

proportional to γ& , and the viscosity approaches a constant value η 0 , called the

zero-shear-rate viscosity. At higher shear rates the viscosity of most polymeric

liquids (shear thinning materials) decreases. When plotted as logη versus log γ& ,
 32

the viscosity vs. shear rate curve exhibits a linear region. Experimentally, the

slope of the linear region, or power law region, is found to be between 0.2 and 0.9

for polymeric liquids. Finally, at very high shear rates the viscosity may become

independent of the shear rate again and approaches η ∞ , the infinite-shear-rate

viscosity.

The first normal stress coefficient is also shown in Figure 2.3. Experimentally,

it is seen that Ψ1 is positive and that it has a large power law region in which, for

some polymeric liquids, Ψ1 decreases by as much as a factor of 106 [2, 26]. Like

the non-Newtonian viscosity, at low shear rates the first normal stress coefficient

is proportional to γ& 2 , so that Ψ1 tends to a constant Ψ1,0, the zero-shear-rate first

normal stress coefficient.

Ψ1,0
log Ψ1
η0
log η

log γ&

Figure 2.3: Typical behavior of the non-Newtonian viscosity and the first normal
stress coefficient in a polymeric liquid.
 33

Experimental information for the second normal stress coefficient is more

complicated to obtain. The most important facts about Ψ2 is that it is negative

and that its magnitude is much smaller than Ψ1, usually about 10% of Ψ1 [26].

However, its presence can significantly affect a flow, such as spiraling flows in

non-circular tubes and forces in wire coating processes.

2.2.2 Shearfree flow

A simple shearfree flow is given by the velocity field,

u x = − ε& (1 + b )x u y = − ε& (1 − b ) y
1 1
u x = +ε&z (2.6)
2 2

where b ∈ [0,1] and ε& is the elongation rate, which can depend on time. Table 2.2

presents several special shearfree flows for particular choices of the parameter b.

An elongational flow is schematically represented in Figure 2.4.

Figure 2.4: Streamlines for elongational flow.

 34

Table 2.2: Special shearfree flows.

Elongational flow b = 0; ε& > 0
Biaxial stretching flow b = 0; ε& < 0
Planar elongational flow b =1

The most general form of the total stress tensor is,

⎛ p + τ xx 0 0 ⎞
⎜ ⎟
π = pδ + τ = ⎜ 0 p + τ yy 0 ⎟ (2.7)
⎜ 0 p + τ zz ⎟⎠
⎝ 0

For incompressible fluids, there are only two normal stress differences of

experimental interest (see Table 2.3). In the particular case of elongational and

biaxial stretching flows, for which b = 0 , the x- and y-directions are

indistinguishable so that τ xx − τ yy = 0 and there is only one normal stress

difference to be determined.

Table 2.3: Experimental quantities in shearfree flow.

First normal stress difference τ zz − τ xx
Second normal stress difference τ yy − τ xx

Since the flow is isotropic, for steady shearfree flows the stress and the

material functions depend only on the elongation rate, ε& , and the parameter b,

which defines the type of flow. Similar to shear flows, two viscosity functions η1

and η 2 describing the two normal stress differences are introduced,

τ zz − τ xx = −η1 (ε&, b )ε& (2.8)

 35

τ yy − τ xx = −η 2 (ε&, b )ε& (2.9)

If b = 0, η 2 = 0 and η1 is equal to the elongational viscosity η ,

τ zz − τ xx = −η (ε& )ε& (2.10)

For ε& > 0 , η describes elongational flow, and when ε& < 0 it describes biaxial

stretching. The elongational viscosity is sometimes called the Trouton or

extensional viscosity [26]. Figure 2.5 shows a schematic behavior of the

elongational viscosity as a function of the elongation rate. At low elongation

rates the elongational viscosity approaches a constant value known as the zero-

elongation-rate elongational viscosity, η 0 . This value is three times the zero-

shear-rate viscosity4. As the elongation rate is increased the elongational

viscosity also increases, and then it decreases at still higher elongation rates.

For each flow pattern discussed above there is a collection of experiments that

are usually performed. A long list of material functions has been defined for

these two types of flow fields, corresponding to a large variety of time-

dependent shear and elongation rates that can be produced experimentally. For a

general review of unsteady-state material functions see Bird, Armstrong and

Hassager [26].

4 For a Newtonian fluids η = 3µ [26].

 36

log η
3η 0

η0

log η

log γ&, ε&

Figure 2.5: Typical behavior of elongational viscosity and non-Newtonian viscosity

in a polymeric liquid.

2.3 Generalized Newtonian fluid

In the previous sections the flow phenomena and the material functions for non-

Newtonian liquids were shown. As yet, there is no relation between the stresses

and the flow field parameters (velocity and pressure). Before describing the

constitutive equations, a question arises: when can a non-Newtonian fluid be

considered Newtonian, non-Newtonian or viscoelastic? A useful parameter used

to estimate the elastic and inelastic effects during flow is the Deborah number,

De , which is defined as [7, 211],

λ
De = (2.11)
tp
 37

where λ is the relaxation time of the liquid and tp is the characteristic process

time. A Deborah number of zero represents a viscous fluid and an infinite

Deborah number represents an elastic solid. Figure 2.6 illustrates a De vs.

deformation diagram, and delimits four zones: viscous fluid, linear viscoelastic

fluid, non-linear viscoelastic fluid and elastic solid. Thus, according to the

process and material, the correct constitutive equation must be selected.

The first region in Figure 2.6 is the viscous fluid zone. It was mentioned

earlier that the viscosity of polymeric liquids is non-Newtonian. Most of them

present a shear thinning behavior in which viscosity can change by a factor of 10,

100 or even 1000, making evident that such changes cannot be ignored in flow

calculations or designs.

Non-linear
viscoelasticity
Deformation

Viscous fluid

Elasticity

Linear
viscoelasticity
Deborah Number

Figure 2.6: Schematic Deborah vs. deformation diagram.

Newton’s law of viscosity for an incompressible Newtonian fluid and any

flow field u = u(x, t ) is [180, 322],

 38

τ = − µγ& (2.12)

where µ is constant for a given temperature, pressure and composition and γ& is

the rate-of-strain tensor defined as,

∂u i ∂u j
γ& = ∇u + (∇u ) = + (2.13)
t

∂x j ∂xi

Rheologists created an empiricism which includes the changes of viscosity due to

the flow field in Newton’s law of viscosity [26, 184], i.e.,

τ = −ηγ& (2.14)

which is the generalized Newtonian incompressible fluid. If the non-Newtonian

viscosity is to depend on the flow field (deformation tensor), then it must depend

on the symmetric part of the deformation tensor, the rate-of-strain tensor γ& [12,

180, 322]. Even more, the non-Newtonian viscosity must be invariant to any

coordinate change, so it must be a function on those particular combinations of

components of the tensor that are not dependent on the coordinate system. The

common invariants are5,

I = γ&ii = tr γ& (2.15)

II = γ&ij γ& ji = tr γ& 2 (2.16)

5These invariants are related to the eigenvalues of the tensor, details can be found in Strang [298]
or Arfken and Weber [6].
 39

III = γ&ij γ& jk γ& ki = tr γ& 3 (2.17)

Incompressible fluids under shear (defined in Eq. (2.3)) will have the rate-of-

strain tensor and invariants defined by [26-28],

⎛0 1 0⎞ ⎛1 0 0⎞ ⎛ 0 1 0⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ 3
γ& = ⎜ 1 0 0 ⎟γ& yx , γ& 2 = ⎜ 0 1 0 ⎟γ& yx2 , γ& 3 = ⎜ 1 0 0 ⎟γ& yx (2.18)
⎜0 0 0⎟ ⎜0 0 0⎟ ⎜ 0 0 0⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠

I = tr γ& = 2(∇ ⋅ u ) = 0
II = tr γ& 2 = 2γ& yx (2.19)
III = tr γ& 3 = 0

In other words, the first invariant is zero due to the incompressibility condition

and the third invariant is zero due to the shear flow configuration. The common

techniques to measure viscosity of non-Newtonian fluids use shear flow

arrangements, which make the viscometric functions to depend on the second

invariant only. Therefore, the generalized Newtonian fluid should be used for

shearing or nearly shearing flows, since omits the third invariant. Finally, by

convention it is preferred to use γ& , the magnitude of the rate-of-strain tensor,

1 1
γ& = γ&ij γ& ji = II (2.20)
2 2

which for shear flows is called the shear rate. Thus, the final constitutive

equations for non-Newtonian viscosity are of the form η = η (γ& ) .

Several empirical non-Newtonian viscosity functions for the generalized

Newtonian fluid model can be found in literature (see for example Bird,
 40

Armstrong and Hassager [26], Baird and Collias [7]), including some

recommendations and limitations. The most important models are the Carreau-

Yasuda and Power-Law models explained below.

2.3.1 The Carreau-Yasuda model

The Carreau-Yasuda model is often used in numerical calculations, because it fits

the full flow curve. The model is defined as [26, 55, 56, 331],

η −η∞
η0 −η∞
[
= 1 + (λγ& )
a
]( n −1) a
(2.21)

where η 0 is the zero-shear-rate viscosity, η ∞ is the infinite-shear-rate viscosity, λ

is a time constant, n is the power law exponent (it describes the slope of the

viscosity in the power law region), and a is a dimensionless parameter that

describes the transition region between the zero-shear-rate region and the power

law region.

2.3.2 The Power Law model

In many industrial applications the power law region of the non-Newtonian

viscosity is the one of more importance. This region can be described by a simple

power law expression,

η = mγ& n −1 (2.22)

where the two parameters; m and n, are the consistency and power law indexes,

respectively. When n = 1 and m = µ the Newtonian fluid is recovered. If n < 1 ,

 41

the fluid is shear thinning (or pseudoplastic), and if n > 1 , the fluid is shear

thickening (or dilatant). There are a wide variety of problems which have been

solved analytically using the power law model for non-Newtonian viscosity,

making it the most known and used model [2, 7, 26]. However the model

presents two major disadvantages: first, it cannot describe the viscosity for low

or high shear rates (η → ∞ as γ& → 0 and η → 0 as γ& → ∞ ), and second, since it is

an analytical model, a characteristic time and viscosity cannot be constructed

from m and n.

2.4 General forms of conservation equations

A closed region in space in which the rate of accumulation of some quantity is

equal to the net rate at which that quantity enters by crossing the boundaries or

is formed by internal sources is called a control volume [110, 277, 322]. This is the

most popular concept when formulating the general conservation equation for a

specific quantity. A general form of a control volume is shown in Figure 2.7,

which encloses a section of a moving interface between two phases, A and B (a

phase is a region where a specific quantity b is a continuous function of position

[75]). The interface divides the control volume into two regions, with volumes ΩA

and ΩB, and external surfaces SA and SB. These surfaces have unit outward

normals nA and nB, respectively, and a velocity uS(x,t). The interfacial surface
 42

(inside the control volume), SI, has a unit normal nI, which points from phase A

toward phase B, and a velocity uI(x,t).

nA
nS
SA(t)
uI ΩA(t)
Phase A

SI(t) ΩB(t)
Phase B
nI
SB(t)

nB

Figure 2.7: Control volume enclosing part of an interface between phase A and B.

Using the concept of control volume and Leibniz formula [12, 75, 322], a

general Leibniz formula for the conservation of any quantity b(x,t) is obtained,

∂b
∫ ∂t dΩ + ∫ (b
Ω SI
A − bB )u I ⋅ n I dS = − ∫ F ⋅ ndS + ∫ BV dΩ + ∫ BS dS
S Ω S
(2.23)

where F(x,t) is the flux of the quantity b(x,t), BV(x,t) and BS(x,t) denote the rate of

formation per unit volume and area, respectively. Equation (2.23) is an integral

representation for the conservation of the quantity b(x,t) in the control volume

illustrated in Figure 2.7. This integral representation is very useful for finding

conservation equations in points within the volume and the interface. However,

it is not appropriate as a general equation for an integral method.

 43

There are two final comments about this equation. First, the external surface

velocity is incorporated in the first integral in the equation, i.e.,

d ∂b
∫
dt Ω
bdΩ = ∫ dΩ + ∫ bu S ⋅ ndS
Ω
∂t S
(2.24)

and second, there are two conditions for the second integral to appear: the

interface must be moving and the quantity b(x,t) must be discontinuous there.

By taking the limit Ω → 0 of the Leibniz general formula, a conservation

equation valid at a given point in a continuum is obtained. First, the surface

integral accounting for the flux must be transformed into a volume integral using

the divergence theorem. The equation equivalent to Eq. (2.23) is then

⎡ ∂b ⎤
∫ ⎢⎣ ∂t + ∇ ⋅ F − B
Ω
V ⎥ dΩ = 0
⎦
(2.25)

Because the magnitude of the volume is arbitrary, the quantity inside the

brackets must vanish to satisfy equation (2.25). Thus, a relation that holds at

every point within a given phase is obtained,

∂b
= −∇ ⋅ F + BV (2.26)
∂t

Using the methodology and arguments analogous to those used to derive Eq.

(2.25), a pointwise interfacial balance valid at any instant in time is obtained,

[(F − bu I )B − (F − bu I ) A ]⋅ n I = BS (2.27)
 44

The interfacial accumulation and transport within the plane of interface have

been neglected. These effects may arise in problems involving adsorption at solid

surfaces, or surfactants at fluid-fluid interfaces, and have to be included using

additional accumulation and flux terms [80].

The total flux F is commonly expressed as the sum of the convective and

diffusive contributions, i.e.,

F ≡ bu + f (2.28)

where bu is the convective part and f the diffusive. The pointwise conservation

equations can be written as,

∂b
+ ∇ ⋅ (bu ) = −∇ ⋅ f + BV (2.29)
∂t

and,

[(f + b(u − u I ))B − (f + b(u − u I )) A ]⋅ n I = BS (2.30)

2.4.1 Conservation of mass

In this case, the conserved quantity is the total mass density, ρ. For the density

there is no net mass flow relative to the mass-average velocity, and thus there is

no diffusive flux for the total mass. Additionally, there are no sources or sinks.

Therefore, Eq. (2.29) becomes,

∂ρ
+ ∇ ⋅ (ρu ) = 0 (2.31)
∂t

or in Einstein’s index notation,

 45

∂ρ ∂ρu i
+ =0 (2.32)
∂t ∂xi

This equation of local mass conservation is called the continuity equation. The

density of any pure fluid is related to the thermodynamic pressure and

temperature by an equation of state ( ρ = ρ ( p, T ) ). If the density of the fluid is

constant for a specific process, the continuity equation will reduce to,

∂u i
=0 (2.33)
∂xi

with an important implication, the decoupling of density from the

thermodynamic pressure [12, 180].

There is an additional way to write the conservation equation for a point

within a domain of a quantity per unit mass, denoted as B ≡ b ρ . Changing

variables from b to B, the left side of equation (2.29) becomes,

∂b ∂bu i ⎛ ∂ρ ∂ρu i ⎞ ⎛ ∂B ∂B ⎞
+ = B⎜⎜ + ⎟⎟ + ρ ⎜⎜ + ui ⎟ (2.34)
∂t ∂xi ⎝ ∂t ∂xi ⎠ ⎝ ∂t ∂xi ⎟⎠

According to continuity, the first parenthesis term is zero and Eq. (2.29) can be

written as,

DB
ρ = −∇ ⋅ f + BV (2.35)
Dt

where the new differential operator

D ∂ ∂ ∂
= + u ⋅ ∇ = + ui (2.36)
Dt ∂t ∂t xi
 46

is called the material derivate or substantial derivate [28]. If density is constant

then the conservation equation for any quantity and continuity are,

Db
= −∇ ⋅ f + BV (2.37)
Dt

∇ ⋅u = 0 (2.38)

respectively.

2.4.2 Conservation of momentum

Equations (2.29) and (2.30) were derived for any conserved quantity, without

specifying if it is a scalar or a vector quantity, in which case, its corresponding

flux is a second order tensor. There are different physical interpretations when

the general conservation equations are applied to momentum. First, the

conservation principle is derived from Newton’s second law of motion applied

to a material volume6 [28, 75, 180, 322], i.e.,

d
dt Ω∫
ρudΩ = Force (2.39)

where Force is the net force acting on the material volume and the product ρu is

the concentration of linear momentum. Second, Leibniz’s rule for differentiating

the volume integral of the vector ρu combined with the divergence theorem and

continuity gives,

6Control volume in which the exterior surface, bounding the volume, is assumed to deform with
the flow, in other words, the surface velocity is always equal to the local fluid velocity.
 47

d Du
∫
dt Ω
ρudΩ = ∫ ρ
Ω
Dt
dΩ (2.40)

which is the Reynolds’ transport theorem applied to the concentration of linear

momentum. Finally, there should be an additional term in Eq. (2.39), which is a

generalized Newton’s second law for any type of control volume: a surface

integral containing the relative motion of momentum due to the difference in

velocity between the fluid and the external surface, i.e.,

∫ ρu[(u − u ) ⋅ n]dS
S
S (2.41)

However, (ρu )(u ⋅ n ) = n ⋅ (ρuu ) and Leibniz’s rule with the divergence theorem

will give exactly the same result of Eq. (2.40). Thus, Newton’s second law for any

control volume can be written as,

Du
∫ ρ Dt dΩ = Force
Ω
(2.42)

Knowing the physical meaning of the conservation of momentum, the general

conservation can be applied to concentration of linear momentum. Written in

flux terms,

ρ
Du i ∂u
=ρ i +ρ
∂
(ui u j ) = − ∂π ij + ρg i (2.43)
Dt ∂t ∂x j ∂x j

where the forces acting on the fluid are of two general types: forces that act on a

mass of fluid which are called body forces (i.e. gravity), and forces that act on

surfaces which are expressed in term of stresses. According to the physical

 48

meaning and the description of the forces, the first term after the first equal sign

is the rate of increment (accumulation) of momentum, followed by a term

representing the addition of momentum due to a bulk motion (inertia). The

remaining terms after the second equal sign are the addition of momentum due

to molecular motion and/or molecular interactions (Brownian motions [75, 83])

and the body forces term.

It is known that a fluid at rest presents stresses associated with pressure,

which always act in a normal direction to a surface, they are isotropic7 and

positive when exert a compressive force. Stresses that only come into play when

there are velocity gradients within the fluid are called viscous or deviatoric

stresses. In general, they are neither perpendicular to the surface nor parallel to

it, but rather at some angle to the surface. Thus, the total stresses are divided into

two categories, i.e.,

π = pδ + τ (2.44)

Multiplying p by the identity tensor (δ) ensures that pressure is a normal stress

and is isotropic. The minus sign, obtained when Eq. (2.44) is replaced into Eq.

(2.43), is needed to make positive pressures compressive8. With this

decomposition of the total stress the conservation of linear momentum in flux

terms can be re-written as,

7Pressure acts equally in all directions.

8In this work Professor R.B. Bird’s sign notation is used, in order to be consistent to all the
molecular constitutive equations [28].
 49

Du i ∂p ∂τ ij
ρ =− − + ρg i (2.45)
Dt ∂xi ∂x j

which are known as the Cauchy momentum equations.

For a Newtonian fluid, Eq. (2.44) reduces to [12, 75, 180],

[ ⎛2
]
⎞
π = pδ − µ ∇u + (∇u ) − ⎜ µ − κ ⎟(∇ ⋅ u )δ
+

⎝3 ⎠
(2.46)

This equation is a generalization of Eq (2.12) for arbitrary flows, which involves

an additional transport property κ, the dilatational viscosity. For ideal,

monoatomic gases, this is zero, while for incompressible liquids the term

containing it vanishes because of the free divergence condition ( ∇ ⋅ u = 0 ). For

incompressible Newtonian fluids the Cauchy momentum equations are reduced

to,

⎛ ∂u i ∂u i ⎞
⎟ = − ∂p + µ ∂ u i + ρg i
2
ρ ⎜⎜ +uj
⎟
(2.47)
⎝ ∂t ∂x j ⎠ ∂xi ∂x j ∂x j

or in vector notation,

Du
ρ = −∇p + µ∇ 2 u + ρg (2.48)
Dt

which together with the continuity equation for incompressible fluids are known

as the Navier-Stokes system of equations [12, 180].

At the moment the pressure in Eq. (2.45) is the thermodynamic pressure,

again a variable defined locally by an equation of state of the form p = p (ρ , T ) . As

 50

mentioned before, if the fluid is considered incompressible (Eq. (2.38)) the

pressure in Eq. (2.45) is no longer the thermodynamic pressure (the new equation

of state is ρ=constant). Thus, in incompressible flow, p is treated simply as a

mechanical variable which must help satisfy continuity and conservation of

momentum [12, 75, 180, 322].

According to Eq. (2.45) the problem under consideration can have two

distinctive forms: an inertia dominant problem,

Du i ∂p
ρ =− + ρg i (2.49)
Dt ∂xi

and a viscous dominant problem,

∂p ∂τ ij
0=− − + ρg i (2.50)
∂xi ∂x j

The pressure must be kept in order to satisfy continuity and the equation of state.

This also means that pressure can have two different types of scaling arguments

depending on the regime being analyzed. Additionally, the dropped inertia term

in Eq. (2.47) includes the time derivative, which indicates that in flows ruled by

viscous forces time appears only as a parameter9. According to the nature of

polymeric liquids the regime described in Eq. (2.50) is more appropriate to

describe them. If the viscosity remains constant for a polymeric liquid, Newton’s

9From the Brownian motion idea, this type of flow responds very fast to any perturbation on the
boundary.
 51

law of viscosity can be used and the momentum equation reduces to Stokes’

equations, i.e.,

∂p ∂ 2ui
− +µ + ρg i = 0 (2.51)
∂xi ∂x j ∂x j

while for a generalized Newtonian fluid will be,

∂p ∂
− + (η (γ& )γ&ij ) + ρg i = 0 (2.52)
∂xi ∂x j

At interfaces there are three commonly used conditions, two of them related

with the velocity and a stress balance (using Eq. (2.30)). The first condition, from

empirical observation, is that the velocity components tangent to a fluid-solid or

fluid-fluid interface are continuous. This matching condition on the interface

between materials 1 and 2 is written as,

u t |1 = u t | 2 (2.53)

where u t = t ⋅ u and t is the tangential unit vector. This condition is called the no-

slip condition. The second condition is that the component of velocity normal to

an interface ( u n = n ⋅ u ) is governed by conservation of mass. Thus, for an

impermeable, inert10, stationary solid, u n = 0 in the fluid contacting the solid

surface. This condition is called the no-penetration condition.

10 Here, “inert” means without phase change [75]

 52

Finally, Eq. (2.30) must be used for the conservation of momentum at the

interface; this condition is called a stress balance. For the normal and tangential

components of the total stress, the following equations are obtained [75, 249],

p1 − p 2 + τ nn | 2 −τ nn |1 +2kσ = 0 (2.54)

τ nt | 2 −τ nt |1 + t ⋅ ∇ Sσ = 0 (2.55)

where π nn = n ⋅ n ⋅ π , π nt = t ⋅ n ⋅ π , k(x,t) denotes the mean curvature, σ the surface

tension and ∇ S the gradient operator over the interface.

For a static fluid with negligible surface tension, Eq. (2.54) reduces simply to

an equality of pressures. In many fluid dynamic problems where the normal

stresses at the interface are small this is a very good approximation for static

fluids. Additionally, if the surface tension is considered, under zero normal

stresses, Laplace’s equation is obtained from Eq. (2.54), i.e.,

⎛ 1 1 ⎞
p 2 − p1 = 2kσ = 2σ ⎜⎜ + ⎟⎟ (2.56)
⎝ R1 R2 ⎠

where R1 and R2 are the principal radii of curvature of the surface. Finally, from

these balances it is seen that the curvature term affects only the normal stress

balance, whereas gradients in surface tension affect only the shear stress

condition. That extra term in the normal stress balance is called capillary

pressure.
 53

2.4.3 Conservation of internal energy

Using Eq. (2.29) for the conservation of the internal energy per unit volume

( b = ρU ), the conservation of energy for a point within the domain can be

expressed in term of the fluxes as,

∂
(ρU ) + ∇ ⋅ (ρUu ) = −∇ ⋅ q − p(∇ ⋅ u ) − (τ : ∇u ) + H V (2.57)
∂t

where the diffusive flux is now the conduction q, the pressure term represents

the reversible transformation between mechanical and thermal energy (zero for

incompressible fluids), the dyadic product between the viscous stress and the

deformation tensor is the heat generated by viscous dissipation11 and HV is the

rate of energy input from external power sources, per unit volume.

The diffusive heat flux in a solid or a pure fluid is evaluated using Fourier’s

Law,

q = −λT ∇T (2.58)

where λT is the thermal conductivity [22, 146]. The accumulated internal energy

is due mainly to temperature changes, U = C p T [22, 23]. Therefore, for an

incompressible fluid Eq. (2.57) becomes,

ρ
D
(C pT ) = ∇ ⋅ (λT ∇T ) − (τ : ∇u ) + H V (2.59)
Dt

11The term dissipation comes from the fact that this term represents work lost due to irreversible
transformations [322].
 54

additionally, for a generalized Newtonian fluid it reduces to,

ρ
D
(C pT ) = ∇ ⋅ (λT ∇T ) + 1 η (γ& )(γ& : γ& ) + H V (2.60)
Dt 2

At interfaces the energy balance from Eq. (2.30) will be,

q n | 2 −q n |1 = H S (2.61)

where HS is the rate of energy input from an external power source, per unit

surface area. For most situations HS=0.

For situations where there is any fluid flow parallel to the interface, qn in each

phase can be evaluated using Fourier’s law, assuming that only heat transfer

normal to the interface is entirely by conduction. In a flowing fluid there is a

combination of effects between the conduction and the bulk motion [22, 146],

which is expressed in terms of a heat transfer coefficient, hT . Taking phase 2 to be

a flowing fluid, the interfacial flux in the fluid can be written as,

q n | 2 ≡ hT (T2 − Tb ) (2.62)

where T2 is the temperature in the fluid 2 at the interface and Tb is the bulk

temperature in fluid 2. Eq. (2.62) is often called Newton’s law of cooling [22, 23].

Combining this condition with Fourier’s law for phase 1, the convection

boundary condition is obtained,

− λT ,1 (n ⋅ ∇T ) = hT (T2 − Tb ) (2.63)
 55

For solids separated by gases there is an additional mechanism of heat transfer,

radiation. Assuming that solids 1 and 3 are separated by a gas 2, the radiant heat

flux of energy at a surface 1 due to surface 3 is expressed as,

(
q nrad |1 = σ SB F13 T14 − T34 ) (2.64)

where σSB is the Stefan-Boltzmann constant and F13 is the view factor for these

surfaces [22, 146, 226]. If there is a phase change the energy balance at the

interface must account for the latent heat, i.e.,

q n |1 − q n | 2 = ∆Hρ1 (u n |1 −u In ) = ∆Hρ 2 (u n | 2 −u In ) (2.65)

where ∆H = H 2 − H 1 is the latent heat per unit mass [23]. Finally, two materials

are assumed to have equal temperatures at any point of contact,

T1 = T2 (2.66)

which is the condition of thermal equilibrium at an interface.

 56

Chapter 3

Integral equation theory

This chapter is intended to give a general introduction to the theory of integral

equations1. The chapter is divided into two parts: scalar fields and momentum

equations. For each part definitions are given and integral equations equivalent

to the differential conservation equations discussed in Chapter 2 are developed.

Boundary integral formulations for the Poisson’s and momentum equations are

developed as combination of single-layer, double-layer and volume potential

with different densities. At the end of the chapter, direct boundary integral

formulations for flows with interfaces with isotropic surface tension and for the

Navier-Stokes equations using the penalty-function formulation are developed.

The similitude between the direct boundary integral formulation for the penalty-

function Navier-Stokes equations and elastostatics is exposed.

1For a more complete development of the theory of integral equations see Mikhlin [196], Porter
and Stirling [232], or Golberg and Chen [113].
 57

3.1 Classification of integral equations

The theory of integral equations allows boundary value problems for partial

differential equations to be converted into integral equations, giving significant

advantages; in particular, they can be used as a basis for numerical solution of

complex problems. Integral equations go back to the work of Green at the

beginning of 18th century and much of the modern theory on integral equations

was developed by Poincaré [228], Fredholm [109] and Hilbert [136], which were

dedicated to prove the existence of solutions to these equations (see Appendix

A). Because of the wide variety of integral equations there are some classification

systems that enable to refer to a given equation in a concise manner. For integral

equations of a single variable the classical nomenclature system is based on

properties of the integrals, the location of the unknown in the equation and the

properties of the kernel [113].

Linear equations are first characterized by their kind and type. The kind

refers to the location of the unknown function and the nature of the functions

that multiply the unknown, while the type refers to the nature of the integrals

(definite or indefinite). The general form of a linear integral equation is given by,

α (x 0 )φ (x 0 ) − λ ∫ K (x 0 , x )φ (x )dS (x ) = g (x 0 ) (3.1)
S

where α (x ) , g (x ) and K (x ) are known functions in x ∈ Ω corresponding to a

closed surface S, and λ is a constant. The function K (x 0 , x ) is the kernel of the

 58

integral equation, the function g (x ) is the free or non-homogeneous term, and λ

is the parameter of the equation. If the kernel is a continuous function in the

region x ∈ [a, b] , the integral equation (3.1) is a linear transformation of any

continuous function φ (x ) into another continuous function g (x ) . In particular, if

Eq. (3.1) is as follows,

λ ∫ K (x 0 , x )φ (x )dS (x ) = g (x 0 ) (3.2)
S

for x 0 ∈ S (x ) , the equation is of the first kind, here the unknown appears only

under the integral sign. On the other hand, if the unknown appears both under

and outside the integral sign, i.e.,

α (x 0 )φ (x 0 ) − λ ∫ K (x 0 , x )φ (x )dS (x ) = g (x 0 ) (3.3)
S

for x 0 ∈ S (x ) , the equation is of the second kind. In addition, α (x ) can have no

zeros on S (x ) . If α (x ) has a least one zero on S (x ) , then Eq. (3.3) is referred as an

equation of the third kind.

If the kernel K (x o ,x ) is continuous on S (x ) , then it is regular, otherwise it is

singular. For continuous kernels the integral in Eq. (3.1) can be taken in the

Riemann sense if φ (x ) is continuous as well [113]. If the kernel is discontinuous

and K (x o , x ) belongs to a Lebesgue integrable class of functions (see Appendix

A), i.e. the integral,

 59

∫ ∫ K (x , x ) dS (x )dS (x) (3.4)

2
0 0
S S

has a finite value, then the kernel is weakly singular (merely bounded). Integral

equations with continuous or weakly singular kernels are said to be of Fredholm

type. For example, a kernel of the form, K (x 0 , x ) = H (x 0 , x ) r a , where H (x o ,x ) is

a bounded function and a ∈ [0,1], in a n-dimensional space ( n ≥ 2 ), and r is the

distance between the points x0 and x, is weakly singular. If the kernel is not

continuous or weakly singular, it is possible to define the integral in some special

way that the kernel is transformed and the new integral is interpreted as a

Cauchy Principal Value providing that φ (x ) is Hölder continuous (see Appendix

A) [113, 249, 201].

3.2 Potentials of scalar density

The potential φ * (x ) generated by a source point over a homogeneous and

isotropic medium, mathematically defined as a function at least twice

differentiable with respect to the coordinates, which satisfies Laplace’s equation

at all points except the point of application of the source x o , i.e.,

∇ 2φ * (x 0 , x ) = 0 for x ≠ x 0 (3.5)

is called the fundamental solution of the equation. It represents the Green’s

function, and it is also known as the free-space Green’s function. In a three-

dimensional domain it is,

 60

φ * (x ) =
1 1
(3.6)
4π r

The linear character of the Laplace equation allows the calculation of the

potential at a point x induced by several point sources xi of intensity Qi, as the

superposition of the potentials of the individual source,

n
Qi
φ (x 1 ,...x n ; x ) =
1
4π
∑r
i
(3.7)
i

where ri is the distance between the source point xi and the field point x. This

potential is a continuous function, together with its derivatives, everywhere

except at the source points. A more general definition of a potential is described

in Appendix B.

Considering a distribution of simple sources of volume density ρ (x ) , the

potential associated with this distribution, is defined by generalizing Eq. (3.7),

D(x 0 , ρ ) = ∫ r (x , x ) ρ (x)dΩ
1 1
(3.8)
4π Ω 0

which is a continuous function of x, differentiable to all orders, at all points of

free space2, while, for points x located inside the domain Ω, the integrand of the

volume potential contains a singularity. However, if the density ρ (x ) is bounded

throughout Ω, the potential D exists at all points x ∈ Ω and is everywhere

continuous and differentiable throughout the space [158]. In other words, the

2 Points located outside the domain Ω.

 61

derivatives of the first order of D may be obtained by differentiating under the

integral in Eq. (3.13). However the same is not valid for the second order

derivative. In fact, the continuity of the density does not suffice the existence of

these derivatives. Therefore, it is necessary to impose that the density satisfies a

Hölder condition (Appendix A) [151, 158, 246].

Harmonic functions, like Eq. (3.8), can also be generated by a distribution of

potentials along the surface of the domain, S. A potential, associated with a

continuous distribution of simple sources extending over a surface S and density

σ (x ) , of the form,

V (x 0 , σ ) = ∫ r (x , x ) σ (x )dS
1 1
(3.9)
4π S 0

is called a single-layer potential, which is a solution of Laplace’s equation as well

[246]. A very important feature of this surface potential is that it is continuous as

the point x crosses the surface S (Appendix B), i.e.,

V (ξ, σ ) = ∫ r (ξ, x ) σ (x )dS

1 1
(3.10)
4π S

for ξ ∈ S . A second type of surface potential can be obtained as the limit of two

single layers of opposite signs, it is called a double-layer potential and it is

defined as,

W (x 0 ,ψ ) = ∫ K (x 0 , x )ψ (x )dS (3.11)
S
 62

where the function ψ (x ) is the surface density or moment of the double layer,

and the kernel is of the form,

1 ∂ ⎛1⎞ 1 1 ∂r 1 (x o − x ) j
K (x 0 , x ) = ⎜ ⎟=− = n j (x ) (3.12)
4π ∂nx ⎝ r ⎠ 4π r 2 ∂nx 4π r3

The double-layer potential at a surface point ξ ∈ S , in a smooth surface, coming

from the interior domain is (Appendix B),

W (ξ,ψ )( i ) = − ψ (ξ ) + ∫ K (ξ, x )ψ (x )dS

1
(3.13)
2 S

However, the potential for a surface point ξ ∈ S , in a smooth surface, coming

from the exterior domain is,

W (ξ,ψ )( e ) = ψ (ξ ) + ∫ K (ξ, x )ψ (x )dS

1
(3.14)
2 S

The sign change is due to the direction of the normal. Equations (3.13) and (3.14)

show that the double-layer potential W (x,ψ ) has a discontinuity of ψ (ξ ) as the

point x crosses the surface S. Despite the discontinuity of the double-layer

potential, when the point crosses the surface, its normal derivative is continuous,

which is the Lyapunov-Tauber theorem for the continuity of the normal

derivative of a double-layer potential [151, 246].

 63

3.3 Direct boundary integral formulation of Poisson’s equation

An effective method of formulating the boundary-value problems of potential

theory is to represent the harmonic function by a single-layer or a double-layer

potential generated by continuous source distributions, of initially unknown

density, over the boundary S, and forcing these potentials to satisfy the

prescribed boundary conditions of the problem. This procedure leads to the

formulation of integral equations which define the source densities concerned.

This method is usually called indirect method, and can be in terms of a single-

layer potential (equation of the first kind) or a double-layer potential (equation of

a second kind) [113, 246, 249].

In engineering applications it is often convenient to obtain integral

representations which directly involve the field and its fluxes, rather than

equations for single- or double-layer densities. This methodology is commonly

called the direct method. For Poisson’s equation this can be done using the

Green’s identities for scalar fields (Appendix C). Poisson’s equation is an

important equation in physics and engineering, it is widely used in transport

phenomena and it is defined as,

∂ 2 u (x, t )
∇ 2 u (x, t ) = = b(u, x, t ) (3.15)
∂x j ∂x j

For example, for a constant thermal conductivity, λT , the energy conservation

equation (2.60) can be written in this form for the temperature, i.e.,
 64

∇ 2T = b(T , x, t ) (3.16)

where the non-homogeneous term b(T , x, t ) is defined by,

ρ D
b(T , x, t ) = (C pT ) − 1 η (γ& )(γ& : γ& ) + H V (3.17)
λT Dt 2λ λT

where ρ is the density, Cp the specific heat, η the non Newtonian viscosity and

HV the heat generation per unit volume. If the non-homogeneous term b(T , x, t )

only includes the material derivative, then equation (3.16) can be written as,

∂T
α∇ 2 T = + u ⋅ ∇T (3.18)
∂t

where α is a diffusion coefficient (in this particular case the thermal diffusivity

α = λT ρ C p ), equation (3.18) is called the convection-diffusion equation. In

addition, for a zero velocity field it is reduced,

∂T
α∇ 2 T = (3.19)
∂t

which is commonly referred as the heat equation. Finally, for steady-state it

reduces to Laplace’s equation, i.e.,

∇ 2T = 0 (3.20)

To find a direct integral equation of Poisson’s equation (3.15) the second

Green’s identity is written for two regular functions, differentiable at least to the
 65

second order. A function u (x ) which is a solution of Laplace’s equation and the

fundamental solution or Green’s function φ * (x ) , i.e,

∇ 2φ * = −δ (x − x 0 ) (3.21)

where δ (x − ξ ) is the Dirac delta function with its peak at the point x 0 [78]

(Appendix C). The second Green’s identity is then reduced to,

⎛ ∂u (x ) ∂φ * (x 0 , x ) ⎞
u (x 0 ) = ∫ ⎜⎜ φ * (x 0 , x ) − u (x ) ⎟⎟dS (3.22)
S⎝
∂n x ∂ n x ⎠

for every point x 0 ∈ Ω . This equation represents a harmonic function u (x ) as the

superposition of a single-layer potential of density ∂u ∂n and a double-layer

potential of density u , i.e.,

u (x 0 ) = V (x 0 , ∂u ∂n ) − W (x 0 , u ) (3.23)

When the point approaches to a point in the surface ξ ∈ S , it is known that the

single-layer potential is continuous, while the double-layer potential presents a

jump, or discontinuity (Appendix B), i.e. [246, 249],

u (ξ ) = V (ξ, ∂u ∂n ) − W (ξ, u )
1
(3.24)
2

or in integral form,

∂u (x ) ∂φ * (ξ, x )
u (ξ ) = ∫ φ * (ξ, x ) dS − ∫ u (x )
1
dS (3.25)
2 S
∂nx S
∂n x
 66

These equations are an equivalent integral formulation for Laplace’s equation in

a domain Ω with a Lyapunov type closed surface S (Figure 3.1), which can have

Neumann (i.e. constant temperature), Dirichlet (i.e. constant heat flux), Robin

(i.e. convection heat condition), or any type of boundary conditions on S (see

Appendix A).

n
Ω

u(x,t)

Figure 3.1: Representation of the domain, boundary and normal vector.

One important issue regarding the direct integral equation formulation is

that, for Neumann boundary conditions, the boundary integral equation is a

Fredholm integral equation of the second kind while for Dirichlet problems, it

becomes a Fredholm integral equation of the first kind3.

3 For integral equations of the first and second kind Fredholm theorems are valid.
 67

Ω β
n

Figure 3.2: Internal angle at a boundary point for a “non-smooth” surface in 2D.

Integral equations (3.24) and (3.25) can be generalized for “non-smooth”

surfaces in the form4 [246, 249],

c(ξ )u (ξ ) = V (ξ, ∂u ∂n ) − W (ξ, u ) (3.26)

where the free coefficient c(ξ ) is given, in a two-dimensional problem, by (Figure

3.2),

β
c(ξ ) = (3.27)
2π

which means that c(ξ ) ∈ [0,1] . It is seen in Figure 3.2 that the surface is not of the

Lyapunov type, it looks like a Kellogg regular surface. However, if the normal is

assumed to be continuous, in other words zooming the corner will look like a

4The analysis for the continuity of the double-layer potential that is performed in the Appendix B
was done for a smooth surface. The only change is on the upper limits on the integrals over the
hemisphere.
 68

smooth surface, then the analysis and formulations are valid in this type of

geometries.

The integral formulation of Poisson’s equation is found in the same way that

the Laplace’s equation, except that the second volume integral is kept in Green’s

second identity. For a point x 0 in the domain the integral formulation will be a

superposition of a single-layer, a double-layer and a volume potential of density

b(u , x, t ) , i.e.,

u (x 0 ) = V (x 0 , ∂u ∂n ) − W (x 0 , u ) + D(x 0 , b ) (3.28)

or in integral notation,

∂u (x ) ∂φ * (x 0 , x )
u (x 0 ) = ∫ φ * (x 0 , x ) dS − ∫ u (x ) dS
∂nx ∂nx
S S (3.29)
+ ∫ φ * (x 0 , x )b(u, x, t )dΩ
Ω

And for a point in the surface S, the discontinuity of the double-layer potential

must be taken into account, i.e.,

c(ξ )u (ξ ) = V (ξ, ∂u ∂n ) − W (ξ, u ) + D(ξ, b(u , x, t )) (3.30)

∂u (x ) ∂φ * (ξ, x )
c(ξ )u (ξ ) = ∫ φ * (ξ, x ) dS − ∫ u (x ) dS
∂nx ∂nx
S S
(3.31)
+ ∫ φ * (ξ, x )b(u, x, t )dΩ
Ω

These equations are equivalent to the differential form of Poisson’s equation

(3.15).
 69

3.4 Direct boundary integral formulation for the momentum

equations and Hydrodynamic potentials

From the differential form of the momentum equations, the Navier-Stokes and

the low Reynolds number non-Newtonian flow equations can be written as

follows,

∂u i
=0 (3.32)
∂xi

∂p ∂ 2ui
− +µ = gi (3.33)
∂xi ∂x j ∂x j

where u is the velocity field, p the pressure or the modified pressure, depending

if gravity is included in the analysis. Equation (3.32) is the continuity equation

for incompressible fluids [12, 180, 322]. For the Navier-Stokes equations, the

pseudo-body force term g in equation (3.33) is defined as,

⎛ ∂u ∂u ⎞
gi = ρ⎜ i + u j i ⎟ (3.34)
⎜ ∂t ∂x j ⎟
⎝ ⎠

while for the low Reynolds number flow of a non-Newtonian fluid,

∂τ ij(e )
gi = − (3.35)
∂x j

where τ (e) is the extra stress tensor that represents the non-Newtonian effects in

the stress tensor. For inelastic generalized Newtonian fluids this stress tensor is

defined as,
 70

τ ij( e ) (γ& ) = (η (γ& ) − µ )γ&ij

(3.36)

In this case µ is an arbitrary constant, chosen as the zero shear rate viscosity. The

expression for the non-Newtonian viscosity is a constitutive equation for a

generalized Newtonian fluid, like the power law or Ostwald-de-Waele model [2,

26],

η (γ& ) = mγ& n −1 (3.37)

where m is called the consistency index and n ∈ [0,1], the power law index.

In order to obtain an integral representation for the momentum equations

(3.32) and (3.33) for the flow field (u, p ) , Green’s formulae for the momentum

equations are used together with the fundamental singular solution of Stokes’

equations (Appendix C), i.e.,

∂ 2 u ik (x 0 , x ) ∂q k (x 0 , x )
µ − = −δ (x − x 0 )δ ik (3.38)
∂x j ∂x j ∂xi

∂u ik (x 0 , x )
=0 (3.39)
∂xi

to get an integral representation formulae for the velocity fields. For a point

x ∈ Ω the integral representation is given as [174],

 71

( )
u k (x 0 ) = ∫ π ij* u k (x 0 , x ), q k (x 0 , x ) u i (x )n j (x )dS
S
(3.40)
− ∫ u (x 0 , x )π ij (u(x ), p(x ))n j (x )dS + ∫ u (x 0 , x )g i (x )dΩ
k
i
k
i
S Ω

where

1 ⎛ δ ik ( x0 − x )i ( x0 − x )k ⎞
u ik (x 0 , x ) = − ⎜ + ⎟⎟ (3.41)
8πµ ⎜⎝ r r3 ⎠

is the fundamental singular solution of the Stokes system of equations or Green’s

fundamental solution, known as the Stokeslet, located at the point x and oriented

in the k-th direction, with a corresponding pressure

1 ( x 0 − x )k 1 ∂ ⎛1⎞
q k (x 0 , x ) = − = ⎜ ⎟ (3.42)
4π r 3
4π ∂nk ⎝ r ⎠

and

⎛ ∂u ik ∂u kj ⎞
*
ij ( k k
)
π u (x 0 , x ), q (x 0 , x ) = q δ ij + µ ⎜ k
+
⎜ ∂x j ∂xi ⎟
⎟
⎝ ⎠ (3.43)
3 ( x0 − x )i ( x0 − x ) j ( x 0 − x )k
=−
4π r5

is the symmetric component of a Stokes doublet, which is a fundamental

singularity call Stresslet (Appendix C). The inner product between the Stresslet

and the normal vector gives the traction fundamental solution,

3 ( x0 − x )i ( x0 − x ) j ( x 0 − x )k
K ij (x 0 , x ) = − nk (3.44)
4π r5

and equation (3.40) can be written as,

 72

u i (x 0 ) = ∫ K ij (x 0 , x )u j (x )dS
S
(3.45)
− ∫ u i (x 0 , x )π kj (u(x ), p (x ))n k (x )dS + ∫ u i (x 0 , x )g j (x )dΩ
j j

S Ω

This equation suggests that, similarly to scalar fields, there are hydrodynamic

potentials for vector fields, which expressions are given in this integral

representation. The hydrodynamic single-layer potential of density ψ (x ) is

defined as,

Vi (x 0 , ψ ) = − ∫ u ij (x 0 , x )ψ j (x )dS (3.46)
S

the hydrodynamic double-layer potential of density φ(x ) is,

Wi (x 0 , φ ) = ∫ K ij (x 0 , x )φ j (x )dS (3.47)
S

and the hydrodynamic volume potential of density ρ(x ) is,

Di (x 0 , ρ ) = ∫ u ij (x 0 , x )ρ j (x )dΩ (3.48)
Ω

Thus, the velocity field u(x ) can be written as a superposition of single-layer

potential of density t (x ) , double-layer potential of density u(x ) and volume

potential of density g(x ) as,

u i (x ) = Wi (x, u ) + Vi (x, t ) + Di (x, g ) (3.49)

for any x ∈ Ω , and t (x ) are the surface tractions defined as,

 73

t i (x ) = π ij (u, p )n j (x ) (3.50)

According to the definition of the hydrodynamic potentials, they are expected to

behave similar to the single- and double-layer potentials when a point

approaches to the surface S. In fact, the hydrodynamic single-layer potential is

continuous while the hydrodynamic double-layer potential presents a jump or

discontinuity. For a general surface equation (3.49) is,

cij (x 0 )u j (x 0 ) = Wi (x 0 , u ) + Vi (x 0 , t ) + Di (x 0 , g ) (3.51)

or in integral form,

cij (x 0 )u j (x 0 ) = ∫ K ij (x 0 , x )u j (x )dS
S
(3.52)
− ∫ u ij (x 0 , x )π kj (u(x ), p(x ))n k (x )dS + ∫ u ij (x 0 , x )g j (x )dΩ
S Ω

for x 0 ∈ S , where cij (x 0 ) is a second order tensor defined as,

⎛ ci 0 0⎞
⎜ ⎟
cij = ⎜ 0 ci 0⎟ (3.53)
⎜0 ci ⎟⎠
⎝ 0

where ci ∈ [0,1] .

For the Stokes system of equations, i.e. g = 0 , equation (3.51) reduces to a

simple superposition of hydrodynamic single-layer and double-layer potentials,

cij (x 0 )u j (x 0 ) = Wi (x 0 , u ) + Vi (x 0 , t ) (3.54)
 74

For a second boundary-value problem, i.e. given surface tractions, the above

equation is a Fredholm integral equation of the second kind, for which

Fredholm’s theory is valid (Appendix A). In the case of a first boundary-value

problem, i.e. given surface velocity, it reduces to Fredholm integral equation of

the first kind, while for mixed boundary-value problems, becomes a mixed

integral equation. There is no general theory for the last two cases [109, 246], and

the analysis must be performed to every particular case.

3.5 Other direct boundary integral formulations

3.5.1 Interface flows with surface tension

Consider an interface, without impurities or surfactants, between an external

fluid with viscosity µ and an internal fluid with viscosity λ d µ , characterized by

an isotropic surface tension σ. The external fluid at infinity is made to flow with

velocity u i∞ (x ) that causes it to shear; consequently, the interface will deform

continuously. The integral representation formulae for the velocity fields are

found from Green’s formulae for Stokes equations given by Ladyzhenskaya

[174]. For the exterior problem it will be,

u i (x 0 ) + ∫ K ij (x 0 , x )(u j (x ))e dS =
S
(3.55)
u (x ) + ∫ u i (x 0 , x )(π jk (u(x )))e nk (x )dS
∞
i
j

S
 75

for every x ∈ Ω e , where (u(x ))e and (π ij (u(x )))e are the values of the velocity field

u and of the stress π ij (u(x )) , respectively, at a point x ∈ S coming from Ωe. For

the internal fluid, the Green’s representation formulae is given by,

u i (x 0 ) − ∫ K ij (x 0 , x )(u j (x ))i dS =
S
(3.56)
∫ ui (x 0 , x)(π jk (u(x )))i nk (x)dS
1
− j

λd S

for every x ∈ Ω i , where (u(x ))i and (π ij (u(x )))i are the values of the velocity field

u and of the stress π ij (u(x )) , respectively, at a point x ∈ S coming from Ωi. On the

interface there are two additional conditions: the matching condition for the

velocity and the discontinuity of the stress tensor which is function of the local

curvature and surface tension. Considering that the free surface is smooth and

letting a point in the exterior domain approach to the surface, the following

equation is obtained from equation (3.55),

u i (x 0 ) + ∫ K ij (x 0 , x )u j (x )dS =
1
2 S
(3.57)
u (x ) + ∫ u i (x 0 , x )(π jk (u(x )))e nk (x )dS
∞
i
j

Similarly, as a point in the internal fluid approaches the surface equation (3.56) is

reduced to,

u i (x 0 ) − ∫ K ij (x 0 , x )u j (x )dS =
1
2
(3.58)
S

∫ u (x , x)(π (u(x ))) n (x )dS

1
− j

λd
i 0 jk i k
S
 76

Multiplying equation (3.57) by λ d and adding to equation (3.58) Rallison and

Acrivos (1978) [260-262] found the following second kind Fredholm integral

equation for the unknown surface velocity,

2(1 − λ d )
u i (x ) + K (x , x )u (x )dS = Fi (x )
(1 + λd ) ∫S ij 0 j
(3.59)

for x ∈ S , where

2 ⎡ ∞ ⎤
Fi (x ) = ⎢u i (x ) + ∫ u i (x 0 , x ){2k (x )σ + (ρ e − ρ i )g}dS ⎥
j
(3.60)
(1 + λd ) ⎣ S ⎦

and k (x ) = 0.5(k1 + k 2 ) is the mean surface curvature. They found this equation for

the specific case of a viscous drop immersed in a different viscous fluid. The

homogeneous form of equation (3.59) has only one eigen-solution when λ d = 0 ,

and if λ d = ∞ the six rigid-body motions for the drop are all eigen-solutions.

Therefore, it follows that the Fredholm integral equation (3.75) does not admit a

unique solution at these two poles of the resolvent (see Appendix A). However,

Power (1987) [246] proved, analytically, that this integral equation possesses a

unique continuous solution u(x) for any F(x) when 0 < λ d < ∞ .

3.5.2 Penalty-function formulation for the Navier-Stokes equations and

elastostatics

The Navier-Stokes system of equations or the momentum equations for an

Incompressible Newtonian fluid can be written in the following form

[white,landau,batchelor],
 77

∂u i ∂u ∂p ∂ ⎛ ∂u i ∂u j ⎞
ρ + ρu j i = − +µ ⎜ + ⎟ (3.61)
∂t ∂x j ∂xi ∂x j ⎜ ∂x ∂xi ⎟
⎝ j ⎠

which in some references is called the velocity-pressure formulation. Sometimes,

a penalty parameter is employed to eliminate the pressure term from this

equation. That is, the pressure is approximated by,

∂u i
p = −λ p (3.62)
∂xi

where λ p is the penalty parameter. Since p has a finite value, a large value of

the penalty parameter will make the divergence of the velocity approach zero,

enforcing in the limit λ p → ∞ the automatic satisfaction of the continuity

equation for incompressible fluids. For numerical calculations, a large but finite

value of λ p is selected, so that a slight compressibility is included in the analysis.

The penalty-function formulation for the steady-state Navier-Stokes equations is,

∂ 2u j ∂ 2 ui ∂u
(λ p + µ ) +µ = ρu j i (3.63)
∂xi ∂x j ∂x j ∂x j ∂x j

These equations are written in the following form,

∂ 2u j ∂ 2 ui
(λ * + µ *) +µ* = −bi (3.64)
∂xi ∂x j ∂x j ∂x j

where λ * and µ * are the first and second Lame constants and b(x ) is a body

force, then, Equation (3.64) represents the Navier equations for elasticity [178, 38,

40]. The boundary integral representation formulae corresponding to the Navier

 78

equations of elastostatics can be developed in a similar way as for the velocity-

pressure formulation of the momentum equations. It is given by [38, 40, 246],

cij (x 0 )u i (x 0 ) + ∫ p ij* (x 0 , x )u j (x )dS =

(3.65)
S

∫ u (x , x ) p (x )dS + ∫ u (x , x )b (x )dΩ
* *
ij 0 j ij 0 j
S Ω

where the kernels of the integrals, u * and p * , are the Kelvin’s fundamental

solutions, which are of the form,

⎡ (3 − 4v ) (x0 − x )i (x0 − x ) j ⎤
u ij* (x 0 , x ) =
1
⎢ δ ij + ⎥ (3.66)
16π (1 − v )G ⎣ r r3 ⎦

and

⎧⎡ (x0 − x )i (x0 − x ) j ⎤ ∂r ⎫
⎪⎢(1 − 2v )δ ij + 3 ⎥ ⎪
⎪⎣ r2 ∂nx ⎪
pij (x 0 , x ) = −
1 ⎦
*
⎨ ⎬ (3.67)
8π (1 − v )r 2 ⎪ (1 − 2v )
⎪⎩− r (
(x0 − x )i n j − (x0 − x ) j ni ⎪⎪
⎭
)

The coefficients G and v are the shear modulus and Poisson’s ratio, respectively.
 79

Chapter 4

Boundary element method

Analytical solutions to the Fredholm integral equations or to the combination of

single-, double-layer and volume potentials that arise from the integral

representations are possible for a limited number of boundary geometries and

types of flow. Therefore the original integral equations must be transformed into

an equivalent algebraic form that can be solved by a suitable numerical

approach. This methodology is known as the boundary element method (BEM),

named after the fact that the boundary is divided into segments or elements in

which the integral is evaluated.

This chapter describes the BEM. Initially, the boundary discretization is

explained with the corresponding numerical quadrature for the integrals. The

numerical evaluation of weakly singular equations is described as well as the

numerical evaluation of the boundary coefficients. Then, the proposed domain

grid superposition technique is explained for the numerical evaluation of the

 80

domain integrals containing the nonlinear terms. Finally, the iterative numerical

algorithm for the non linear BEM system of equations is described.

4.1 Isoparametric boundary elements

The first step of the BEM is to discretize the boundary into a series of elements

over which the velocity and traction are assumed to vary according to some

interpolation functions [38, 216, 255]. Here, the single-layer and double-layer

potential are going to be approximate, which are the boundary integrals in the

direct formulation discussed in the previous chapter.

For the sake of understanding the basis of the integral formulation, the Stokes

equations will be used, i.e.,

cij (x 0 )u j (x 0 ) = ∫ K ij (x 0 , x )u j (x )dS − ∫ u ij (x 0 , x )t j (x )dS (4.1)

S S

Once the boundary is divided into NE elements, which can be performed

according to the definition of a Lyapunov surface (see Appendix A), equation

(4.1) will be equivalent to,

cij u j = ∫ K ij u j dS k − ∫ uij t j dS k (4.2)

Sk Sk

where k = 1,..., NE .

Each element is defined by a number of points or nodes where the unknown

values of the velocity of traction are sought. The number of nodes in each
 81

element defines its type and order (for a detailed description of elements and

their order see Chandrupatla and Belegundu [57] or Kardestuncer [155]). In this

work, the boundary was discretized into isoparametric 8 noded quadratic

elements (see Figure 4.1).

4 ξ2
7 3 4 7 3
8
x3
6
5
r 8 6
1 2
ξ1
x2

1 5 2
x1

Figure 4.1: Isoparametric 8 noded quadratic element.

Isoparametric elements present many advantages compared with other types

of elements. First, the isoparametric interpolation, which is used for any variable

within the element (coordinates, velocity, temperature, etc), will give the same

weight or importance to every node in the element. Second, any distortion of the

element in the regular Cartesian coordinates will not affect the interpolation; this

ensures that a relative small number of elements can represent a complex form of

the type which is liable in real problems. With isoparametric interpolation not

only can two-dimensional elements be distorted into others in two dimensions,

but the mapping of these can be taken into three dimensions as illustrated in
 82

Figure 4.1. In addition, the new curvilinear coordinates ( ξ1 , ξ 2 ) are in the range

[− 1,+1] , thus for any integration, Gaussian quadratures can be used, which are
the most efficient way to approximate an integral [137, 255].

The value of any variable at any point within the element is defined in terms

of the node’s values according to the isoparametric interpolation. For instance,

the coordinates and the velocity field for each element can be written as follows,

x = Ni xi (4.3)

u = Niui (4.4)

where i = 1,...,8 and N i are interpolation or shape functions given in terms of the

local coordinates. Further, the points with coordinates x will lie at approximate

points of the element boundary; as from the general definitions of the shape

functions, they have a value of unity at the point in question and zero elsewhere.

For the 8-noded quadratic element the interpolation or shape functions for the

corner nodes are defined by [85, 147, 336, 337],

Ni =
1
(1 + ξ10 )(1 + ξ 20 )(ξ10 + ξ 20 − 1) (4.5)
4

where the new variables are defined as,

ξ10 = ξ1ξ1,i ξ 20 = ξ 2ξ 2,i (4.6)

and the shape functions for a typical mid-side node are,

 83

ξ1,i = 0, Ni =
1
2
( )
1 − ξ12 (1 + ξ 20 )
(4.7)
ξ 2,i = 0,
1
( )(
N i = 1 + ξ10 1 − ξ 22
2
)

Equation (4.3) in matrix form will be,

⎛ x11 ⎞
⎜ 1⎟
⎜ x2 ⎟
⎜ x1 ⎟
⎜ 3⎟
⎜ x12 ⎟
⎛ x1 ⎞ ⎛ N 1 0 0 N2 0 0 ... N 8 0 0 ⎞⎜ 2 ⎟
⎜ ⎟ ⎜ ⎟ x
⎜ x2 ⎟ = ⎜ 0 N1 0 0 N2 0 ... 0 N8 0 ⎟⎜ 22 ⎟ (4.8)
⎜x ⎟
⎜x ⎟ ⎜ 0 N 8 ⎟⎠⎜ 3 ⎟
⎝ 3⎠ ⎝ 0 N1 0 0 N2 ... 0 0
⎜ ... ⎟
⎜ x8 ⎟
⎜ 18 ⎟
⎜ x2 ⎟
⎜ x8 ⎟
⎝ 3⎠

or more compact as,

x = Nx j (4.9)

where N is the matrix of isoparametric shape functions and x j = xij is the vector

of nodal coordinates of the eight element nodes, where j denotes the node and i

the direction. In the same way the velocity and traction fields can be expressed

as,

u = Nu j (4.10)

t = Nt j (4.11)
 84

For any point in the domain and boundary, the kernels in the boundary

integrals of equation (4.2) can be written in matrix form as,

⎛ K 11 K 12 K 13 ⎞
⎜ ⎟
K ij = h = ⎜ K 21 K 22 K 23 ⎟ (4.12)
⎜K K 33 ⎟⎠
⎝ 31 K 32

and

⎛ u11 u12 u13 ⎞

⎜ ⎟
u ij = g = ⎜ u 12 u 22 u 23 ⎟ (4.13)
⎜ u1 u 2
u 33 ⎟⎠
⎝ 3 3

By substitution of equations (4.10) to (4.13) into the equation (4.2) the boundary

integral formula can be written as follows,

⎧⎪ ⎫⎪ ⎧⎪ ⎫⎪
cu i = ⎨ ∫ hNdS j ⎬u j − ⎨ ∫ gNdS j ⎬t j (4.14)
⎪⎩S j ⎪⎭ ⎪⎩S j ⎪⎭

where the summation j = 1,..., NE is carried out over the NE elements, S j is the

surface of element j, and u j and t j are the nodal velocities and tractions in that

element. Integrals in equation (4.14) can then be solved numerically after the

coordinates on each element have been transformed into the local system defined

by ξ1 and ξ 2 .

Equation (4.9) defines a transformation of coordinates from a global system to

a local system of coordinates over each boundary element, f : x → (ξ1 , ξ 2 ) . To

 85

evaluate the integrals in equation (4.14), the differential of length on the

boundary has to be redefined as,

dS j = J j dξ1 dξ 2 (4.15)

where J is the reduced Jacobian whose magnitude J is given by the expression

(
J = g12 + g 22 + g 32 )
12
(4.16)

where

∂x ∂x ∂x j ∂x k
g= × = ε ijk (4.17)
∂ξ1 ∂ξ 2 ∂ξ1 ∂ξ 2

and ε ijk is the permutation pseudo-tensor. Equation (4.14) is then reduced to,

⎧ +1 +1 ⎫ j ⎧+1 +1 ⎫
cu = ⎨ ∫ ∫ hN J j dξ1 dξ 2 ⎬u − ⎨ ∫ ∫ gN J j dξ1 dξ 2 ⎬t j
i
(4.18)
⎩−1 −1 ⎭ ⎩−1 −1 ⎭

After Gaussian quadratures [100, 137] are applied to each integral, this

equation will be,

{(
cu i = hN J )
j lk
} {(
wl wk u j − gN J )
j lk
}
wl wk t j (4.19)

where the internal summation (over k and l) is for every Gaussian point in ξ1 and

ξ 2 , wk and wl are the weight factors at those points and the functions (hN J )

and (gN J ) are evaluated at each integration point. Equation (4.19) must be

applied for each node (i) on the surface or inside the domain, once integrated it

can be written as follows,

 86

cu i = H
ˆ ij u j − G ij t j (4.20)

where the matrices Ĥ and G are defined from equation (4.18) as,

Ĥ ij = ∫ hNdS j
Sj
(4.21)
G ij = ∫ gNdS j
Sj

The velocity is a continuous function; therefore there is a unique value of u in

every node. Generally, this is not true for the traction vector. However, for a

Lyapunov surface, where the normal is continuous, the tractions are also

continuous. Equation (4.20) will be,

Hu = Gt (4.22)

where H = H
ˆ − c . For a problem with N boundary nodes and NI internal points

H ∈ M (3( N + NI ),3( N + NI )) and G ∈ M (3( N + NI ),3 N ) . Consequently, there are

3( N + NI ) velocity unknowns and 3 N traction unknowns. This makes equation

(4.22) a system of 3( N + NI ) equations with 3( N + NI ) + 3 N unknowns. Each

boundary nodal point has either traction or velocity specified for each direction

as a boundary condition, thus the system in equation (4.22) can ultimately be

arranged into a solvable system of equations as,

Ax = b (4.23)
 87

where the coefficient matrix A contains columns of matrices H or G; it is fully

populated and non-symmetric. The vector x has unknown traction or velocity

and b is the vector obtained from the multiplication of the boundary conditions

with the corresponding coefficients in H or G.

4.2 Evaluation of the coefficient matrix c

If the boundary is smooth the coefficient matrix is c = (1 2 )δ , when non-smooth a

possibility in 2D is to use equation (4.35). However, in three-dimensional

domains it is cumbersome or nearly impossible to use this equation. Another

way to calculate the diagonal terms of matrix H is to use the fact that when a

uniform potential is applied over a bounded region, all the derivatives must be

zero (see Appendix A, the Dirichlet theorem). Hence, from equation (4.21) it is

obtained,

Hv = 0 (4.24)

where v is a vector of constant value. Thus, the sum of all elements of any row of

H ought to be zero, and the values of the diagonal can be easily calculated once

the off-diagonal coefficients are known, i.e.

N
H ii = − ∑ H ij (4.25)
j =1
(i ≠ j )

This means that the coefficient matrix c need not be calculated explicitly.
 88

4.3 Numerical treatment of the weakly singular integrals

The Green’s functions or fundamental solutions in the matrices H and G go to

infinity as the distance between the source and field point decreases, i.e. the

Euclidean distance r → 0 . The previous section illustrated how the singular

coefficients in the H matrix can be calculated from a constant potential over the

surface or a rigid body motion. However, the weak singularity of the Stokeslet in

the kernel of the double-layer potential (matrix G) needs a special treatment.

The weak singularity of the Stokeslet is of the order O(log r ) which can be

dealt with a self-adaptive coordinate transformation called the Telles’

transformation [305]. For example, consider the evaluation of an integral

+1

∫ f (ξ )dξ
−1
(4.26)

where the function f (ξ ) is weakly singular at ξ 0 . The singularity can be

cancelled off by forcing its Jacobian to be zero at the singular point in a new

Telles space defined as [305],

ξ = aγ 3 + bγ 2 + cγ + d (4.27)

where the constants in this third order polynomial are given by,

1 3γ
a= b=−
Q Q
(4.28)
3γ 2 3γ
c= d =+
Q Q
 89

with

Q = 1 + 3γ 2
(
γ = ξ 0ξ * + ξ * ) + (ξ ξ
13
0
*
− ξ* )
13
+ ξ0 (4.29)
ξ * = ξ 02 − 1

The integral is then calculated in terms of γ as follows,

+1
(
⎛ (γ − γ )3 + γ γ 2 + 3 ) ⎞⎟ 3(γ − γ ) 2

∫−1 f ⎜⎜⎝ Q ⎟
⎠ Q
dγ (4.30)

Now the integral can be evaluated by using the standard Gauss quadrature.

After the transformation all the standard Gauss points of the numerical

quadrature are biased towards the singularity where the Jacobian is zero.

4.4 Approximation of the domain integrals

In Chapter 3, it was mentioned that the continuity and momentum equations,

∂u i
=0 (4.31)
∂xi

∂p ∂ 2ui
− +µ = gi (4.32)
∂xi ∂x j ∂x j

have an integral representation, which is a superposition of three hydrodynamic

potentials: a single-layer, a double-layer and a volume with specific densities,

i.e.,
 90

cij (x 0 )u j (x 0 ) = ∫ K ij (x 0 , x )u j (x )dS
S
(4.33)
− ∫ u i (x 0 , x )π kj (u(x ), p(x ))n k (x )dS + ∫ u i (x 0 , x )g j (x )dΩ
j j

S Ω

for x 0 ∈ S and where the pseudo-body force vector, g , includes all non-linear

terms and body forces of the problem under consideration.

Previously, it was explained how to deal with the hydrodynamic potentials of

single- and double-layer, i.e. the surface integrals in equation (4.33). Several

methods have been developed to approximate the domain integral in this

equation. As a matter of fact in the international conferences on boundary

elements, organized every year since 1978 [216], numerous papers on different

and novel techniques to approximate the domain integral have been presented in

order to make the BEM applicable to complex non-linear and time dependent

problems. Many of these papers were pointing out the difficulties of extending

the BEM to such applications. The main drawback in most of the techniques was

the need to discretize the domain into a series of internal cells to deal with the

terms not taken to the boundary by application of the fundamental solution, such

as non-linear terms.

Some of these methods approximate the domain integrals to the boundary in

order to eliminate the need for internal cells, i.e. boundary-only formulations.

The dual reciprocity method (DRM) introduced by Nardini and Brebbia [202] is

one of the most popular techniques. The method is closely related to the method

of particular integrals technique (PIT), introduced by Ahmad and Banerjee [3],

 91

which also transforms domain integral to boundary integrals. In the PIT method

a particular solution satisfying the non-homogeneous PDE is first found and then

the remainder of the solution, satisfying the homogeneous PDE, is obtained by

solving the corresponding integral equations. The boundary conditions for the

homogeneous PDE must be adjusted to ensure that the total solution satisfies the

boundary conditions of the original problem [3, 9, 230, 231]. The DRM also uses

the concept of particular solutions, but instead of obtaining the particular

solution and the homogeneous solution separately, it applies the divergence

theorem to the domain integral terms and converts the domain integral into

equivalent boundary integrals [216]. A brief description of the DRM starts with

the expansion of the non-linear term g using radial or global interpolation

functions, i.e.

( )
N
g i (x ) = ∑ f x, x m α lmδ il (4.34)
m =1

The coefficients α lm are unknown terms that can be solved by application of

equation (4.34) at each of the collocation nodes located on both the boundary,

and domain, where the non-linear terms are approximated. The functions

( )
f x, x m depend only on geometry. There are two types, radial basis functions

and global functions [113,216,246]. As pointed out by Partridge [215] there are

criteria for selecting the type of the approximation functions. Examples of radial

basis functions the thin-plate spline (TPS),

 92

( )
f x, x m = r 2 log(r ) (4.35)

and expansions of the type,

( )
f x, x m = 1 + r + r 2 + r 3 + ... + r n (4.36)

( )
where r = r x, x m is the Euclidean distance between the field point x and the

collocation point x m . Equation (4.34) when applied to the N collocation nodes

generates 3N linear equations with 3N unknowns. With the approximation given

in (4.34), the domain integral in equation (4.33) becomes,

∑ α ∫ u (x , x ) f (x, x )δ
N+A

∫ ui (x 0 , x )g i (x )dΩ = dΩ
m
j
l
m
i
j
0 il (4.37)
Ω j =1 Ω

To reduce the last domain integral to a boundary integral, a new auxiliary non-

homogeneous Stokes’ field is defined for each interpolation function as follows,

∂uˆ ilm
=0 (4.38)
∂xi

∂ 2 uˆ ilm (x ) ∂pˆ lm (x )
µ − = f m
(x )δ il (4.39)
∂x j ∂x j ∂xi

where û ilm is an the auxiliary non-homogeneous velocity field with the

corresponding pressure p̂ lm . Applying Green’s identities to the flow field

(uˆ (x), pˆ (x ))
lm
i
lm
and substituting the resulting domain integral into equations

(4.33), obtains the following system of Fredholm’s integral equations, in terms of

boundary only integrals,

 93

cij (x 0 )u i (x 0 ) − ∫ K ij (x 0 , x )u j (x )dS x + ∫ u ij (x 0 , x )σ ij (u(x ), p(x ))n j (x )dS x =

S S

⎧ ⎫
( ) ( )
N

∑α ⎨cij (x 0 )uˆ j (x 0 ) − ∫ K ij (x 0 , x )uˆ j x, x dS x + ∫ u i (x 0 , x )tˆ j x, x dS x ⎬

m lm lm m j lm m

m =1 ⎩ S S ⎭

(4.40)

The analytical expression for the auxiliary Stokes flow field (uˆ (x), pˆ (x ))
lm
i
lm

corresponding to the interpolation functions can be found by the approach

suggested by Power and Wrobel [99,100,216].

Two major disadvantages were encountered when applying the DRM and

PIT to non-linear flow problems. First, the lack of convergence as the non linear

terms in the problem become dominant: for the Navier-Stokes equations Cheng

et al. [59] and Power and Partridge [242, 243] reported problems when the

Reynolds number was higher than 200, for non-Newtonian fluid flow Davis [69]

and Hernandez [132] faced problems when the shear-thinning exponent was

lower than 0.8 and for thermal convection problems (non-isothermal) when the

Rayleigh number was higher than 103 [238, 239, 273, 274]. Second, in the PIT and

DRM the resulting algebraic system consists of a series of matrix multiplications

of fully populated matrices, which generates expensive computing times for

complex problems.

When dealing with the BEM solution of large problems, it is usual to use the

method of domain decomposition, in which the original domain is divided into

subregions, and in each of them the full integral representation formula is

 94

applied. At the interfaces between adjacent subregions, continuity conditions are

enforced. Some authors refer to the subregion BEM formulation as the Green

element method (GEM; see Taigbenu [300] and Taigbenu and Onyejekwe [301]).

Popov and Power [230, 231] found that the DRM approximation of the volume

potential of a highly nonlinear problem can be substantially improved by using

the domain decomposition scheme. This decomposition technique solved the

problems that were previously encountered in the DRM and PIT, i.e. high

Reynolds number [99, 100, 238, 239], low shear-thinning exponents [102] and

high Rayleigh numbers [103]. Although the method keeps the boundary-only

character, it is necessary to construct internal divisions in the domain, which in

some situations is close to a finite element mesh. The corresponding matching

conditions, that are necessary to keep the system closed, i.e. continuity of the

velocity and equilibrium of tractions between adjacent sub-domains, will lead to

cumbersome over-determined systems or complicated discontinuous elements

will be necessary for the internal mesh [230, 231, 238, 239]. In simple two-

dimensional problems the discontinuous elements will not be an impediment,

while in full three dimensional domains the domain decomposition will be a

difficult task. Figure 4.2 illustrates domain decomposition using discontinuous

elements for a pipe flow in 3D.

 95

Figure 4.2: Sub-domain typical mesh using discontinuous elements.

As a consequence, the application of these types of methods for complex non-

linear problems is limited. Both methods intend to keep the boundary-only

character, which is perfect for small order nonlinearities, but require domain

decomposition (complicated internal meshes) when dealing with high order

 96

nonlinearities. Techniques that directly approximate the domain integral have

been developed over the years: Fourier expansions, the Galerkin vector

technique, the multi reciprocity method, Monte Carlo integration and cell

integration. In the early boundary element analysis the evaluation of the domain

integrals was mostly done by cell integration. The technique is effective and

general, but causes the method to lose its boundary-only nature. It is the simplest

way of computing the domain term by subdividing the domain into a series of

internal cells, on each of which a numerical integration scheme, such as Gauss

quadratures, can be applied. Several authors applied the technique for

Newtonian, non-Newtonian and non-isothermal problems with very accurate

results and without the restrictions funded by the techniques that approximate

the domain integrals into boundary integrals [69, 162, 162, 165, 279, 280]. The

domain discretization for the Cell-BEM technique is done by dividing the

boundary into a specific type of elements, while the domain will have a different

type of mesh. The internal cells are not required to be discretized all the way to

the boundary in order to avoid the discontinuity of the kernels in the boundary

and to avoid the necessity of recording which nodes are in the boundary and

domain at the same time. As reported by several authors [38-40, 69, 70] this does

not affect the accuracy of the technique, in fact it is considered an advantage.

Figure 4.3 illustrates a typical mesh for the cell-BEM, where the boundary is

divided into isoparametric 8 noded elements and the domain into isoparametric
 97

10 noded tetrahedrons. The gaps between the boundary and domain mesh have

been exaggerated for visualization.

Figure 4.3: Typical cell-BEM geometry discretization.

The difference between boundary and domain discretization increases the

time needed for pre-processing of a specific problem. In addition, in moving

 98

boundary problems there is the necessity of re-meshing the internal cells, which

implies the record of internal solutions and interpolations for transient problems.

In the cell-BEM the integral formulation is applied for both, the boundary and

internal nodes, and for every node, the internal cells are used to approximate the

domain integral (volume potential). A set of nonlinear equations are formed for

the boundary and internal unknowns, and the equations are solved by successive

iterations or by Newton’s method [69, 100, 132, 268]. In conclusion, the big

inconvenience of the cell-BEM technique is the cumbersome pre-processing, two

different meshes, and the re-meshing in moving boundary problems.

4.4.1 Domain grid superposition technique

The proposed domain grid superposition (DGS) technique avoids separating pre-

processing for the boundary and domain and the re-meshing in moving

boundary problems. The DGS technique will superimpose a grid with the

domain under consideration, then the cells that are not included in the

intersection between the grid and domain will be excluded from the analysis.

Figure 4.4 illustrates the DGS technique in a simple 2D geometry. The internal

grid is used to directly approximate the domain integral by means of cell

integration. The nodes generated by the domain grid superposition can be solved

for or not, depending of the necessities of the problem. For example, in the

problem illustrated in Figure 4.4, the solution is sought for the boundary and the

internal nodes, the value of the unknowns associated with the cells do not have
 99

to be solved for explicitly. On the other hand, in transient problems or in

problems where a refined domain solution is needed (for example, in polymer

mixing applications), the internal cells can be also solved for, which will simply

increases the computational effort.

Figure 4.4: Schematic of the domain grid superposition technique.

 100

Due to the fact that the kernels of the hydrodynamic potentials are a function

of the distance between points, these functions only need to be calculated once

for the grid domain, thus, saving computational time. For moving boundaries, in

every step the technique includes or excludes the internal cells that are needed

without additional re-meshing, which offers the advantage of keeping the

moving boundary character of the BEM for interfacial flow problems as exposed

in Chapter 1.

The ellipse shown in Figure 4.4 is used to check the DGS-BEM for the 2D

Poisson’s equation, i.e.,

∂ 2u
= b(x, u ) (4.41)
∂x j ∂x j

The ellipse has a semi-major axis of length 2 and semi-minor axis of length 1. It is

discretized using 50 quadratic boundary elements and it has 105 internal nodes.

Initially, the accuracy of the BEM technique is demonstrated with the solution of

Laplace equation, b(x, u ) = 0 , using the non-homogeneous boundary condition,

u (ξ ) = x1 (ξ ) + x 2 (ξ ) (4.42)

for every point ξ ∈ S . Results for the solution of the Laplace equation are

summarized in Table 4.1 for some of the internal nodes. The maximum error for

this problem and the chosen discretization was 0.00933938%, which certifies BEM

as the most accurate method for linear problems, i.e. the integral representation
 101

is equivalent and only the numerical error calculating the boundary integrals

affect the solution.

Table 4.1: BEM results for the Laplace equation.

Node x1 x2 BEM Exact Error (%)
101 1.320000 0.000000 1.319936 1.320000 0.0048485
102 1.309673 0.082398 1.391995 1.392070 0.0053877
103 1.279783 0.161674 1.441373 1.441458 0.0058968
160 -0.816908 -0.518426 -1.335251 -1.335334 0.0062157
161 -0.748328 -0.543692 -1.291941 -1.292020 0.0061145
162 -0.682783 -0.564847 -1.247553 -1.247629 0.0060916
201 0.000000 0.000000 0.000000 0.000000 0.0000000
202 0.500000 0.000000 0.499981 0.500000 0.0038000
203 -0.500000 0.000000 -0.499981 -0.500000 0.0038000
204 1.500000 0.000000 1.499923 1.500000 0.0051333
205 -1.500000 0.000000 -1.499923 -1.500000 0.0051333

4.4.2 Domain grid superposition BEM technique for ∇ 2 u = b

The ellipse shown in Figure 4.3 is represented by the equation,

x12 x 22
+ =1 (4.43)
a2 c2

This equation will appear in the exact solution of the Poisson’s equation defined

by,

∂ 2u ∂ 2u
+ = −2 (4.44)1
∂x12 ∂x 22

1 which, for example, represents the problem of Saint-Venant torsion of a member of constant
cross-section [40, 216].
 102

with homogeneous Dirichlet boundary conditions, u (ξ ) = 0 for ξ ∈ S . The exact

solution for the scalar potential u (x ) and its normal derivative q (x ) are,

⎛ x2 x2 ⎞
u (x ) = −0.8⎜⎜ 12 + 22 − 1⎟⎟ (4.45)
⎝a c ⎠

∂u ∂x1 ∂u ∂x 2
q (x ) = +
∂x1 ∂n ∂x 2 ∂n
(
= −0.2 x12 + 8 x 22 ) (4.46)

The results for a boundary discretization of 50 quadratic isoparametric elements

and 2809 linear 4-noded isoparametric internal cells (50-2809 mesh) are

summarized in Table 4.2, where a comparison between the dual reciprocity, the

domain grid superposition and the exact solution is presented. For this mesh and

grid the maximum error for the potential of the internal nodes was 0.54%. It can

be seen that the DRM results are better for u (x ) in this specific mesh, however

the values for q (x ) are much better with the DGS-BEM technique.

Table 4.2: BEM results for ∇ 2 u = −2 .

Variable x1 x2 DRM DGS Exact
[216]
q 2.000000 0.000000 -0.68000 -0.763183 -0.800000
1.345674 0.739791 -- -1.292776 -1.237832
1.237740 0.785494 -- -1.352725 -1.293600
0.000000 -1.000000 -1.5880 -1.604682 -1.600000
U 0.000000 0.000000 0.8070 0.815919 0.800000
0.300000 0.000000 0.7890 0.797567 0.782000
0.900000 0.000000 0.6430 0.650636 0.638000
1.500000 0.000000 0.3490 0.356759 0.350000
0.600000 -0.450000 0.5730 0.577191 0.566000
 103

Figure 4.5 shows a comparison between the exact and DGS-BEM solutions of

the internal nodes distributed in a small concentric ellipse; these nodes have a

constant value of the scalar potential u. Results show great accuracy for the

proposed technique in this type of problem. Figure 4.6 shows the dependence of

the internal cells in the maximum error for the internal nodes. The error

decreases quickly as the number of cells is increased, but this behavior slows

down as the number of cells is too large. It should be pointed out that a coarse

cell discretization of 500 cells results in an error of only 5%.

Figure 4.5: Comparison between the exact and the DGS technique for ∇ 2 u = −2 .
 104

Figure 4.6: DGS-BEM maximum error as a function of the internal cells number.

4.4.3 DGS-BEM technique for ∇ 2 u = b(x, u )

Three different problems are used to check the technique for non-homogeneous

vectors that depend in the scalar potential u (x ) . Initially, Table 4.3 and Figure 4.7

show the results for the case,

∇ 2 u = −u (4.47)

with a non-homogeneous boundary condition u (ξ ) = sin ( x1 ) for ξ ∈ S , which is a

particular solution for equation (4.47), and constitutes a solution of the problem

because of its imposition over the boundary. The DGS-BEM solution yields a
 105

maximum error in the internal nodes, with the 50-2809 mesh, of a 2.2%, however

the DRM gives better results than the DGS-BEM.

Table 4.3: BEM results for ∇ 2 u = −u .

x1 x2 DRM [216] DGS Exact
0.000000 0.000000 0.0000 0.000000 0.000000
0.300000 0.000000 0.2940 0.267851 0.295520
0.900000 0.000000 0.7800 0.721524 0.783327
1.500000 0.000000 0.9940 0.950846 0.997495
0.600000 -0.450000 0.5620 0.562754 0.564642

Figure 4.7: BEM results for ∇ 2 u = −u .

Table 4.4 and Figure 4.8 present the results for the convective case,

∂u
∇ 2u = − (4.48)
∂x1
 106

A particular solution for this case is u (ξ ) = exp(− x1 ) for ξ ∈ S , which, when

imposed as a boundary condition, constitutes the exact solution of the problem.

The maximum error for the internal nodes solution, with the 50-2809 mesh, is

4.6%. In this case and for the 50-2809 mesh, the DGS and DRM results are

comparable.

Table 4.4: BEM results for ∇ 2 u = − ∂u ∂x1 .

x1 x2 DRM [216] DGS Exact
0.000000 0.000000 1.0110 0.979122 1.000000
0.300000 0.000000 0.7250 0.753710 0.740818
0.900000 0.000000 0.3630 0.344598 0.406570
1.500000 0.000000 0.2140 0.213345 0.223130
0.600000 -0.450000 0.5230 0.438679 0.548812

Figure 4.8: BEM results for ∇ 2 u = − ∂u ∂x1 .

Finally, Table 4.5 and Figure 4.9 show the results for the Burger’s equation,
 107

∂u
∇ 2 u = −u (4.49)
∂x1

This is a nonlinear problem which has a particular solution u (ξ ) = 2 x1 ; if

imposed as a boundary condition, it will be the exact solution for the equation

(4.49). To avoid the singularity of this particular solution at x1 = 0 , the origin of

the Cartesian system in Figure 4.3 was displaced to the point (3,0 ) . The shown

results are for the 50-2809 mesh and the maximum error for the internal nodes

was 1.7%. Here, DRM and DGS are comparable.

Table 4.5: BEM results for ∇ 2 u = −u (∂u ∂x1 ) .

x1 x2 DRM [216] DGS Exact
3.000000 0.000000 0.6750 0.674501 0.666667
3.300000 0.000000 0.6140 0.605264 0.606061
3.900000 0.000000 0.5190 0.519061 0.512821
4.500000 0.000000 0.4460 0.442013 0.444444
3.600000 -0.450000 0.5630 0.548928 0.555556

As shown in the previous examples, the technique has proven to give

accurate results for various combinations of Poisson’s equation. When compared

with DRM, a known approximation technique for the domain integral, the DGS-

BEM, gives comparable results for linear problems and simple nonlinear

problems. Additionally, it has to be pointed out that the error for the convective

case is higher than the error for the nonlinear case, due to the fact that the

derivates are more crucial for this convective case. The linear 4-noded

isoparametric cells are not an efficient nor accurate way to calculate the

derivatives. Therefore, for complex problems or problems with high order

 108

nonlinearities which involve derivatives, the order of the internal cells must be

increased (quadratic or cubic elements) or the derivatives must be calculated

with more accurate approaches, such as radial basis functions [112, 113].

Figure 4.9: BEM results for ∇ 2 u = −u (∂u ∂x1 ) .

4.4.4 DGS-BEM in three dimensional problems

In three dimensional geometries the methodology of the DGS is exactly the same

as in two dimensional geometries. However, the criterion for the selection and

rejection of the intersected cells is more difficult. Figure 4.10 shows a circular

cylinder of constant radius that can be used, for example, for the solution of a

pressure driven flow. The figure presents the boundary mesh, which can be
 109

generated with in-house meshing codes or with commercial codes (i.e.

Hypermesh), as well as the set of internal nodes where the solution is sought.

The first step for the generation of the domain grid is to find the maximum and

minimum points of the domain under interest; with these points a rectangular

prism is generated between the domain limits minus some percentage, which

will indicate the gap between the boundary and internal meshes.

Figure 4.10: Typical mesh and internal node distribution for a 3D problem.

Three domain grid parameters, which consist in the number of divisions in

every direction of the rectangular prism (div( x1 ), div( x 2 ), div( x3 )) , will state how

the internal grid will be generated. For example, in Figure 4.11 two different
 110

types of domain grids, a (10,10,10), which means that the rectangular prisms

containing the domain will be divided into 10 cells in every dimension, and a

(10,5,3) are shown.

Figure 4.11: Domain grid for: (a) (10,10,10) and (b) (10,5,3), configurations.

The rules for the domain grid generation are the same rules as for any

internal domain discretization. For example, the number of divisions in each

direction must be selected according to the nature of the problem. Specifically,

for the domain in Figure 4.10, it is known that the most important gradients are

in the x1 − x 2 plane, this plane must be divided into more cells than the x3 -
 111

direction. In addition, the problem has symmetry in the same x1 − x 2 plane, thus

the internal cells must have the same number in the x1 and x 2 directions.

After the domain grid is generated for the rectangular prism, the attrition of

nodes and cells begins. It is a geometric methodology which consists in checking

if every node in the domain grid is included or not inside the domain of interest.

Because it is a three dimensional geometry, three different planes must be

checked, i.e. x1 − x 2 − , x1 − x3 − and x 2 − x3 − planes. The idea is to integrate the

angle that is formed between the domain grid point and all the points in the

boundary. If the angle is 0 the point is excluded, and if the angle is 2π the point

is included (see Figure 4.12).

x2 θ2,k

θ1,k
x1
xj

xi

Figure 4.12: Schematic of the angle integration for the attrition of nodes.

Three angles have to be calculated for each plane, i.e.,

⎡ ζ
⎛(ξ − x l ) ⋅ (ξ − x l ) ⎟
⎞ ⎤
θ l ,k = ⎢ ∫ cos −1 ⎜⎜ ref ⎟dS ⎥ (4.50)
⎣⎢ξ ξ
⎝ ref − x l ξ − x l ⎠ ⎦⎥
ref xi − x j − plane
 112

for every point l in the domain grid, with ξ ∈ S and ξ ref a reference point in the

surface from where the integration begins. For a point to be in the intersection

between the domain grid and the problem geometry it must satisfy,

θ l ,1 = θ l , 2 = θ l ,3 = 2π (4.51)

Figure 4.12 shows schematically how, in the xi − x j − plane, the angle θ l ,k is

calculated for point x 1 and x 2 . After the integration is done for every point in the

boundary, the angle for point x 1 will be 2π , which means that the point is inside

and must be included in the plane. However, for point x 2 the angle will be 0,

which means that it falls outside and it must be excluded from the analysis.

Figure 4.13 illustrates the domain grid after the attrition of nodes for the two grid

configurations of Figure 4.12, (10,10,10) and (10,5,3). For geometries with solid

inclusions, internal interfaces (Couette flow), the attrition criterion is inverted for

the internal surfaces. In other words, all the angles, θ l ,k , must be 0 for the node to

be included in the intersection.

The cell integration will use isoparametric quadratic 20-noded elements (see

Figure 4.14) to directly approximate the domain integral or the hydrodynamic

volume potential in the integral formulation, i.e.,

∫ u (x , x )g (x )dΩ (4.52)
j
i 0 j
Ω
 113

Figure 4.13: Superimposed domain grid and final mesh structure for: (a) (10,10,10)
and (b) (10,5,3), configurations.

ξ3
ξ2

ξ1

20 nodes

Figure 4.14: Isoparametric 20-noded prism for the cell integration.

 114

The shape or interpolation functions for the 20-noded isoparametric element

are similar to the shape functions for the 2D 8-noded isoparametric element [85,

147, 336, 337]. For the corner nodes they are defined as,

Ni =
1
(1 + ξ10 )(1 + ξ 20 )(1 + ξ 30 )(ξ10 + ξ 20 + ξ 30 − 2) (4.53)
8

where the new variables are defined as,

ξ10 = ξ1ξ1,i ξ 20 = ξ 2ξ 2,i ξ 30 = ξ 3ξ 3,i (4.54)

while for a typical mid-side node are,

ξ1,i = 0, ξ 2,i = ±1, ξ 3,i = ±1,

(4.55)
Ni =
1
4
(
1 − ξ12 )(1 + ξ 20 )(1 + ξ 30 )

When ξ 3 = ξ 30 = 1 the above expressions reduce to the shape functions for the 2D

8-noded isoparametric element (equations (4.5) to (4.7)). For every cell the

integration is carried out in the new curvilinear isoparametric variables. Similar

to the hydrodynamic potentials of single- and double-layer the volume element

must be affected by the coordinate transformation,

dΩ = dx1 dx 2 dx3 = J dξ1 dξ 2 dξ 3 (4.56)

where J is the magnitude of the Jacobian matrix, which is defined in the

coordinate transformation as,

 115

⎧ ∂N i ⎫ ⎡ ∂x1 ∂x 2 ∂x3 ⎤ ⎧ ∂N i ⎫ ⎧ ∂N i ⎫
⎪ ⎪ ⎢ ⎥⎪ ⎪ ⎪ ⎪
⎪ ∂ξ1 ⎪ ⎢ ∂ξ1 ∂ξ1 ∂ξ1 ⎥ ⎪ ∂x1 ⎪ ⎪ ∂x1 ⎪
⎪ ∂N i ⎪ ⎢ ∂x1 ∂x 2 ∂x3 ⎥ ⎪ ∂N i ⎪ ⎪ ∂N i ⎪
⎨ ⎬=⎢ ⎥ ⎨ ⎬ = J⎨ ⎬ (4.57)
⎪ ∂ξ 2 ⎪ ⎢ ∂ξ 2 ∂ξ 2 ∂ξ 2 ⎪ ∂x 2 ⎪ ⎪ ∂x 2 ⎪
⎪ ∂N i ⎪ ⎢ ∂x1 ∂x 2 ∂x3 ⎥⎥ ⎪ ∂N i ⎪ ⎪ ∂N i ⎪
⎪ ∂ξ ⎪ ⎢ ∂ξ ∂ξ 3 ⎪ ⎪
∂ξ 3 ⎥⎦ ⎩ ∂x3 ⎭ ⎪ ∂x ⎪
⎩ 3⎭ ⎣ 3 ⎩ 3⎭

The magnitude of the Jacobian matrix can be calculated from,

⎛ ∂x ∂x ⎞ ∂x
J = ⎜⎜ × ⎟⎟ ⋅ (4.58)
⎝ 1 ∂ξ 2
∂ξ ⎠ ∂ξ 3

with this transformation the integral in equation (4.52) can be evaluated with

regular Gaussian quadratures described previously in this chapter. In addition,

the integration is done in the internal cells previously selected. However, the

integrated cell volume is less than the real geometry volume; therefore a

correction must be made to be consistent with the problem’s parameters,

∫ u (x , x )g (x )dΩ
j
i 0 j

∫ u (x , x )g (x )dΩ ≈
Ω cells
j
0 × Ω domain (4.59)
∫ dΩ
i j
Ω
Ω cells

4.5 Iteration scheme for non-Newtonian flow problems

Since the integral representation for the momentum equations of a shear-rate

dependent viscosity fluid is nonlinear, an iterative solution must be used. The

algorithm is schematically shown in Figures 4.15 and 4.16. Figure 4.15 illustrates

the pre-processing and solution, while Figure 4.16 shows the iterative process.
 116

START

Geometry, physical data

and boundary conditions

Domain grid superposition

BEM for boundary BEM for domain

H, G Hg, Gg
and internal nodes grid

u*, t* Newtonian solution

Iterative process (Figure 4.15)

END

Figure 4.15: Schematic of the solution methodology.

The solution starts by reading the domain geometry, as well as the physical

and numerical data. The domain grid superposition is then applied to the

geometry. The BEM equations are calculated for the boundary and internal

nodes ( H, G ), as well as for the grid domain ( H g , G g ). The initial guess for the

solution is then found from the Newtonian problem for the boundary and

internal nodes.
 117

H, G u*, t* Hg, Gg

Domain grid velocity

solution
ug
Temporal non-Newtonian viscosity
and extra stress for domain grid
τ (e)
g
Domain integral for domain grid
and new domain grid velocity
ug
Non-Newtonian viscosity and
extra stress for domain grid
τ (e)
g

Domain integral for boundary,

internal nodes and grid
g

Solution for boundary

and internal nodes

u, t
u*=u
t*=t Convergence?

YES

Figure 4.16: Schematic of the iterative scheme.

The iteration starts by finding a temporary velocity field for the domain grid

using the guess for the velocity and tractions over the boundary. This temporary

velocity field is used to find a non-Newtonian viscosity, extra stress and domain
 118

integral term for the domain grid. This domain term will be used to calculate a

new velocity field for the domain grid. Thus, an updated non-Newtonian

viscosity, extra stress tensor and domain integrals for both, the boundary and

grid domain, are obtained. These domain terms are used to find an updated

velocity and traction field for the boundary and internal nodes. A converge

criterion is used to verify if the guessed velocity and traction fields are equal to

the updated ones. When the guessed and updated fields are different, relaxation

for the iteration can be used, i.e.,

u* = ωu * +(1 − ω )u
(4.60)
t* = ωt * +(1 − ω )t

where ω ∈ [0,1] is a relaxation parameter. For the scheme shown in Figure 4.16

the relaxation parameter was 1.

In addition to relaxation techniques for the iteration process, power law

indexes or shear-thinning exponents affect the speed of convergence. Lower

exponents, i.e. n < 0.5 , need more iterations and computational time. A way to

decrease the number of iterations and computational time is to use better guesses

for the velocity and traction fields. This can be done by relaxing the power law

exponent: starting with a nearly Newtonian power law exponent ( n = 0.95 ) the

solution is obtained from the Newtonian guesses fields. Then, the power law

exponent is decreased by an interval ( dn = 0.05 ) and the solution is sought from

the previous non-Newtonian solution. This is repeated until the target power law

exponent has been reached.

 119

Chapter 5

Non-Newtonian fluid flow

problems

In this chapter two different non-Newtonian problems are solved using the

mapped boundary element technique: a Poiseuille flow and a Couette flow. The

analytical solutions for a power law fluid are compared with DGS-BEM. These

are used to asses the accuracy of the technique.

5.1 Poiseuille flow of a Power Law fluid

Poiseuille flow is a pressure gradient driven flow, with application primarily to

tubes and pipes (see Figure 5.1). They are named after J.L.M. Poiseuille who

experimented with low-speed flow in tubes [229].

Ignoring entrance effects in the tube, the analytical solution of this type of

flow can be obtained by integrating the momentum in the radial direction with a
 120

varying viscosity given by the Power Law model [26, 28]. This solution can be

expressed as,

⎛τ R ⎞ R ⎡ ⎛ r ⎞ ⎤
s s +1

u (r ) = ⎜ ⎟ ⎢1 − ⎜ ⎟ ⎥ (5.1)
⎝ m ⎠ s + 1 ⎣⎢ ⎝ R ⎠ ⎦⎥

where s = 1 n and the shear stress at the tube wall, τ R , is given by

( p0 − p L )
τR = R (5.2)
2L

In the equations n is the power law index, m the consistency index, p 0 the

pressure at z=0, p L the pressure at z=L, L the tube length and R the tube radius.

As mentioned in Chapter 2, n=1 corresponds to a Newtonian fluid and for most

polymeric liquids 0.2 < n < 0.6 .

r R
z

z=0 z=L
p0 pL

Figure 5.1: Poiseuille flow in a circular tube.

 121

For the simulation, the physical dimensions of the geometry have been set to

1.0 length units length and a diameter of 0.5 length units. The selected power law

fluid had m = 1000.0 force-timen/area units, with n varying from 1.0 to 0.2. The

pressure drop was ∆p = 100.0 force/area units. The accuracy for the approximation

of the surface integrals depends in the number of divisions in r and z, and the

number of gauss points (NGP). The solution of the linear and non-linear problem

will be affected by these parameters. Figure 5.2 illustrates two different surface

meshes used: one with 7 r-divisions and 5 z-divisions (320 elements with 962

nodes) and one with 10 r-divisions and 8 z-divisions (638 elements with 1916

nodes). The figure also shows the internal node distribution.

Figure 5.3 shows the Newtonian solution ( n = 1 ) for the 7-5 mesh and 10 NGP,

where the z-velocity is normalized with the theoretical maximum velocity value.

The maximum error for this solution was 0.25%. The influence of the NGP in the

solution is shown in Figure 5.4, according to the figure the optimal NGP for the

7-5 mesh is 15, while 10 NGP for a 10-5 mesh. The correct selection of the

divisions (elements and nodes) and the NGP will later affect the accuracy of the

non-linear solutions. The NGP not only influences the accuracy but also

determines the computational time for the BEM matrices calculation.

 122

Figure 5.2: A coarse and finer surface mesh for the Poiseuille pipe flow.
 123

Figure 5.3: Poiseuille flow of a Newtonian fluid with a 7-5 mesh.

For the DGS technique, i.e. non-linear problems ( n < 1 ), the number of

divisions for the internal grid and the NGP for the cell integration will also affect

the solution, being more significant the dependence on the grid divisions. Figure

5.5 shows two different internal meshes: a (15,15,5) mesh (715 cells and 3810

nodes) and a (20,20,8) mesh (2272 cells and 10997 nodes). Increasing the NGP

will result in a longer computational time, whereas the accuracy is not increased

in a notorious way. The number of internal divisions will affect directly the

calculation of the domain integral, thus affecting the accuracy of the solution.

There are two main reasons for the effect of the internal cells in the solution: first,

they are used to calculate the internal derivatives of the problem (velocity and
 124

extra stress tensor), and second, they are used in the cell integration for the

approximation of the domain integral.

Figure 5.4: Influence of the NGP in the Newtonian solution with the 7-5 mesh.
 125

Figure 5.5: DGS meshes for Poiseuille flow: (15,15,5) and (20,20,8).
 126

Figure 5.6 presents the results for the Poiseuille flow of a power law fluid,

using the 7-5 mesh for the surface and the (15,15,5) DGS mesh, the numerical

performance (error and iterations) is shown in Figure 5.7. For this DGS mesh the

technique gives accurate results down to a power law index of 0.7, i.e. the error is

less than 10%. For n = 0.6 , the solution converged to a solution with poor

accuracy. For lower power law indexes the technique fails to approximate the

derivatives and the domain integral, given results that does not agrees in value

nor trend. For the (15,15,5) DGS mesh the pre-processing computational time

(BEM matrices for the surface and DGS cells) was of about 2 hours and every

iteration took approximately 1 hour.

Figure 5.6: Poiseuille flow of a non-Newtonian fluid with a (15,15,5) DGS mesh.
 127

Figure 5.7: Numerical performance for the (15,15,5) DGS mesh in the Poiseuille flow.
 128

Figure 5.8 shows results for lower power law indexes using a (20,20,8) DGS

mesh and Figure 5.9 shows the numerical performance. The pressure drop was

increased to ∆p = 5000.0 force/area units to increase the maximum velocity value.

The results present high degree of accuracy, i.e. error less than 5%. However,

these simulations were extremely expensive from a computational point of view;

they took 12 hours of pre-processing and 3 hours per iteration. The whole

iteration process takes 9 hours for n = 0.9 and 96 hours (4 days) for n = 0.2 .

Figure 5.8: Poiseuille flow of a non-Newtonian fluid with a (20,20,8) DGS mesh.
 129

Figure 5.9: Numerical performance for the (20,20,8) DGS mesh in the Poiseuille flow.
 130

5.2 Couette flow of a Power Law fluid

Consider the steady flow maintained between two concentric cylinders by steady

angular velocity of one or both cylinders. These flows are named after M.

Couette [65], who performed experiments on the flow between fixed and moving

concentric cylinders. This problem is of special interest because the high velocity

gradient that appears near the rotor, particularly for inelastic non-Newtonian

fluids.

ω
R2

R1

Figure 5.10: Schematic of the Couette flow problem.

The velocity field for the Couette flow problem (Figure 5.10) is one-

dimensional in the radial direction and an analytical solution can be obtained by

integrating the radial component of the momentum equations in cylindrical

coordinates [7, 28]. For a Power Law fluid the expression for the radial velocity is

given by,

ω ⎡ R22 n − r 2 n ⎤
u (r ) = ⎢ ⎥ (5.3)
(R2 R1 )
2n
− 1 ⎣⎢ r
2 n −1
⎦⎥
 131

where r is the radial coordinate from the rotation center.

Figure 5.11: Surface mesh for the Couette flow and internal points.
 132

For the simulation, the physical dimensions of the geometry have been set to

2.0 length units length, an outer diameter of 1.0 length units and an inner diameter

of 0.5 length units. The selected power law fluid had m = 1000.0 force-timen/area

units, with n varying from 1.0 to 0.2. The inner cylinder angular velocity was

ω = 1.0 . Two surface meshes are shown in Figure 5.11: a 3-5 (432 elements with

1320 nodes) and a 5-8 (1120 elements with 3396 nodes). In Figure 5.12 a (15,15,5)

(440 cells with 2840 nodes) and a (20,20,8) (1440 cells with 7964 nodes) are shown.

Figure 5.13 illustrates the Newtonian solution with a 3-5 mesh (432 elements

and 1320 nodes) and 10 NGP. There are two important issues to be noticed: first,

the accuracy of the BEM for the linear case, i.e. error less than 2.0%, and the

symmetry given by the BEM solution, which can be noticed by the shape of the

error in both sides of the Couette geometry. The non-Newtonian fluid solution

for power law indexes from 0.9 to 0.6 is shown in Figure 5.14. The DGS mesh for

these results was (15,15,5), the pre-processing time was about 1 hour and each

iteration took 0.5 hours approximately. The numerical performance is shown in

Figure 5.15 for these simulations. Similar to the Poiseuille flow, the DGS mesh

was unable to obtain results for power law indexes lower than 0.6. In fact,

although the n = 0.6 solution is satisfactory (error less than 10%), the error starts

to oscillate between the internal points; this phenomena is increased for lower

power law indexes.

 133

Figure 5.12: DGS meshes for Couette flow: (15,15,5) and (20,20,8).
 134

Figure 5.13: Newtonian solution for the Couette flow.

 135

Figure 5.14: Couette flow of a non-Newtonian fluid with a (15,15,5) DGS mesh.
 136

Figure 5.15: Numerical performance for the (15,15,5) DGS mesh in the Couette flow.

In order to obtain accurate results for lower power law indexes, a DGS mesh

of (20,20,8) was used. Again, these simulations were computationally expensive,

however, the results were satisfactory as presented in Figures 5.16 and 5.17. The

pre-processing (BEM matrices for boundary and DGS grid) time for these

simulations was 10 hours and 4 hours per iteration. The iteration process took 12

hours for n = 0.9 and 164 hours (7 days) for n = 0.2 .

 137

Figure 5.16: Couette flow for a non-Newtonian fluid with a (20,20,8) DGS mesh.
 138

Figure 5.17: Numerical performance for the (20,20,8) DGS mesh in the Couette flow.
 139

Chapter 6

Viscous flows containing

particles

In this chapter the interaction between particles of simple shapes, like spheres, is

studied using the direct boundary integral formulation exposed in Chapter 3.

Initially, the flow field over a sphere is solved. The surface tractions are

integrated in order to find the drag force and this value is compared with Stokes’

analytical solution. Interaction between spheres is analyzed and the force is

compared with Faxen’s laws. The effects of a rigid wall are also studied. The

effective viscosity of a fluid with suspended spheres is calculated and compared

with Einstein’s formula and the experimental model developed by Guth and

Simha [121]. The final part of the chapter is focused in particles of cylindrical

shape in shear flow. Jeffery’s orbits are predicted and compared with the

analytical solution.
 140

6.1 Stokes’ law: drag on a sphere

The drag on a sphere of radius R moving steadily with velocity u 0 through an

unbounded fluid is, by Stokes’ law [294], which derives from the pure viscous

momentum equations (Stokes equations),

FStokes = 6πµRu 0 (6.1)

Although the Stokes’ law is strictly valid for Re << 1 , it agrees with experiment

up to about Re = 1 [258]. The drag coefficient in the sphere is defined as

2F
CD = (6.2)
πρR 2 u 02

Several cases corresponding to different values of the Reynolds number were

solved using the direct boundary integral formulation. Figure 6.1 shows a

schematic diagram of the domain with a simple mesh. The solution was

performed using a bounded domain with periodic boundary conditions in a way

that the external walls do not affect the solution. There are two different, but

equivalent, ways to set up the boundary conditions: zero inlet fluid velocity with

constant sphere velocity, or constant inlet fluid velocity with zero sphere

velocity. According to the boundary integral representation defined in Chapter 3,

with all known velocities the system is reduced to a Fredholm integral equation

of the first kind for the unknown surface tractions (equation (3.70), a simple

extension of Youngren and Acrivos’ equation [333, 334]).

 141

Figure 6.1: Schematic of the domain and mesh.

The surface tractions must be integrated in order to obtain the forces and

torques on the sphere as follows,

FBEM = ∫ tdS (6.3)

S

and

TBEM = ∫ x × tdS (6.4)

S

Figure 6.2 is a plot of the drag coefficient versus the sphere Reynolds number,

based on the Stokes’ law, the direct boundary integral formulation and actual

experimental data [110, 221]. The physical dimensions of the box have been set to

50.0 length units length and the sphere radius to 0.2 length units. The fluid
 142

viscosity is 1000.0 force-time/area units and a density of 1000.0 mass/volume units.

The box was divided into 96 quadratic elements (8 noded) with 290 nodes, while

the sphere into 216 elements with 650 nodes. The error between the predicted

drag force and Stokes’ law is defined by,

FBEM − FStokes
% Error = 100 (6.5)
FStokes

As expected, the error depends directly on the mesh but it is totally independent

of the Reynolds number. In particular case of Figure 6.2 the error was 1.0628%. In

the problem of determining the low Reynolds number incompressible viscous

flow due to the motion of a solid particle, with boundary surface S of the

Lyapunov type, and with a no-slip boundary condition on S, i.e.,

u(x 0 ) = u 0 (6.6)

for all x 0 ∈ S , the velocity field must decay at infinity in as,

( )
u(x ) = 0 ≈ r −1 (6.7)

where r is the distance from the particle to a point x. This will give an additional

way to check the BEM solution; the velocity field must decay at least as r −1 for all

Reynolds numbers. Figure 6.3 illustrates the normalized z-component of the

velocity field as a function of the normalized distance from the sphere for the

BEM solution. The dotted line is the r −1 function. As shown the velocity follows

the decay as r → ∞ .
 143

Figure 6.2: Comparison between the drag on a sphere from Stokes’ law, analytical
and BEM, and experimental data.
 144

Figure 6.3: Normalized z-velocity as a function of the distance from the sphere.
 145

6.2 Wall effects on the motion of a single particle

The interaction of a particle with walls will depend on the particle shape,

orientation, and position, as well as the geometry of the containing walls. There

are some approximate solutions that can be used to compare the BEM results.

The effect of containing walls on a particle is important because it is similar to

the effect of secondary particles which will be analyzed in the next section.

6.2.1 Sphere moving parallel to a plane wall

The motion of a sphere parallel to an external plane wall (Figure 6.4) was treated

by Faxen [91-93]. Extensions of the theory to non-spherical bodies, and to shear

and parabolic flows, have been developed by generalization of Faxen’s original

technique [127]. For the case of a sphere and a single plane wall Faxen obtained

[94, 127],

− δ 2 (6πµRu 0 )
FFaxen = (6.8)
1 − (9 16)(R L ) + (1 8)(R L ) − (45 256)(R L ) − (1 16 )(R L )
3 4 5

In 1964, O’neill [207] solved exactly the translational motion of a sphere

parallel to a wall using a general bipolar coordinate solution of the Stokes’

system of equations employed by Stimson and Jeffery [290]. Goldman et al. [114]

computed the force due to the parallel motion numerically using O’Neill’s series

solution. Figure 6.5 shows a comparison between the dimensionless force, as a

function of the distance, on the sphere by Faxen (equation (6.8)), Goldman et al.
 146

solution and the BEM simulation. Faxen’s approximate solution agrees with

Goldman et al. exact solution when L R > 1 , the BEM results show good

agreement with the exact solution.

x2 u0

x1

Figure 6.4: Sphere settling near a plane wall.

If the sphere is free to rotate it will do so in the same direction as if it were

rolling along the wall [127], Figure 6.6 illustrates the torque on the sphere as a

function of the distance to the wall.

 147

Figure 6.5: Drag force for the case of a sphere moving parallel to a plane wall.
 148

Figure 6.6: Torque for the sphere moving parallel to the wall.

6.2.2 Sphere moving perpendicular to a plane wall

The motion of a spherical particle toward or away form a rigid single plane

surface, which serves as the bottom of the container, has been treated analytically

by Lorentz [187], Brenner [42] and Wakiya [318-321]. Lorentz [187] solved for the

case where the sphere diameter is small compared with the distance to the plane,

Brenner [42] solved the problem without Lorentz’ restriction using the general

bipolar coordinate solution of the Stokes’ system of equations employed by

Stimson and Jeffery [290]. The force on the sphere can be written as,

F = (6πµRu 0 )χ (R L ) (6.9)
 149

where χ (R L ) is a correction to Stokes’ law, which according to Brenner is given

by the expression [42, 127],

4 ∞
n(n + 1)
χ = sinh α ∑
3 n =1 (2n − 1)(2n + 3)
(6.10)
⎡ 2 sinh (2n + 1)α + (2n + 1)sinh 2α ⎤
⎢ − 1⎥
⎣ 4 sinh (n + 1 2 )α − (2n + 1) sinh α ⎦
2 2 2

Here, the parameter α = cosh −1 (L R ) . Experimental confirmation of this

correction has been reported by MacKay, Suzuki and Mason [188]. Using the

method of reflections Wakiya found an approximation up to O(R L ) given by

3

[318-321],

6πµRu 0
FWakiya = (6.11)
1 − (9 8)(R L ) + (1 2)(R L )
3

Figure 6.7 illustrates a comparison between the correction factor

(dimensionless force) of Brenner and Wakiya with the calculated BEM solution.

The results show that Wakiya’s approximate solution agrees very closely with

the values computed by Brenner when the dimensionless distance L R > 1 . On

the other hand the BEM simulation does not have this restriction.
 150

Figure 6.7: Drag force for the case of a sphere moving perpendicularly to a plane
wall.
 151

6.2.3 Sphere moving axially in a cylindrical tube

The motion of a single spherical particle parallel to the longitudinal axis of a long

cylinder through a viscous fluid (Figure 6.8) has been the subject of many studies

[30, 97, 122-127].

z-direction

Radius: R

u0

R0

Figure 6.8: Spherical particle in a circular cylinder.

When the sphere is at the cylinder axis, b = 0 , Bohlin using an extension to

the method of reflections developed by Faxen [91-96], carried an approximation

for the correction factor, χ (R R0 ) , of Stokes’ law as follows [30],

−1
⎡1 − 2.10443(R R0 ) + 2.08877(R R0 )3 − 0.94813(R R0 )5 −⎤
χ Bohlin =⎢ ⎥ (6.12)
⎢⎣1.372(R R0 ) + 3.87(R R0 ) − 4.19(R R0 ) + ... ⎥⎦
6 8 10

Haberman and Sayre considered the problem and they employed general

solutions of the Stokes’s system of equations in terms of the stream function and
 152

they found an infinite set of linear algebraic equations for evaluating the

coefficients appearing in the expansion of the stream function [122-125, 127].

Keeping only two equations of the infinite set, the correction factor by Haberman

is [122-125],

1 − 0.75857(R R0 )
5

χ Haberman = (6.13)
1 − 2.1050(R R0 ) + 2.0865(R R0 ) + 0.72603(R R0 )
3 6

According to Fidleris and Whitmore [98] experimental data equations (6.12)

and (6.13) give good numerical values up to (R R0 ) = 0.6 . For the BEM

simulation the physical dimensions of the cylinder have been set to 100.0 length

units length and the radius to 1.0 length units. The fluid viscosity is 1000.0 force-

time/area units and the sphere velocity is 1.0 length/time units. Figure 6.9 gives a

comparison of the values obtained by Haberman’s approximate and exact

solutions and Bohlin approximate solution with the values obtained with the

boundary integral formulation when the cylinder was divided into 96 quadratic

elements (8 noded) with 290 nodes and the sphere into 216 elements with 650

nodes. According to Figure 6.9 the boundary integral solution, with this mesh,

gives accurate results for radius ratios below 0.5. However, the BEM solution,

with this mesh, is comparable to Haberman’s approximate solution (equation

(6.13)).
 153

Figure 6.9: Dimensionless force for a rigid sphere moving axially in a cylindrical
tube.

Figure 6.10 shows the error of the BEM solution when compared with

Hamerban’s approximate solution as a function of the radius ratio. As expected

in this type of problems the number of elements is an important issue for a

precise solution. Different meshes were tested for the most extreme case,

R R0 = 0.8 , the results are shown in Figure 6.11, Haberman’s approximate and

exact solutions are shown as a comparison.

 154

Figure 6.10: Error between the BEM solution with 96-290 element mesh and
Haberman’s approximate solution.

According to Figure 6.11 the value of the correction factor will depend in the

domain discretization or mesh. For poor meshes the value although different to

the exact solution will be close to Haberman’s approximate value. If the number

of elements is increased the BEM solution approaches to the exact solution. The

practical difference between the solutions, for the different meshes, is the

computational time; being a couple of minutes for the 54-54 mesh while a couple

of hours for the case of 600-384. In practical terms the selection of the mesh, for

problems with big difference between Haberman’s solutions, will be determined

 155

by the balance between the time needed for the calculation, the desired accuracy

and the ratio between the solid inclusion and domain characteristic size.

Figure 6.11: Correction factor from BEM for different meshes.

For the case when the eccentricity is different from zero, b ≠ 0 , Happel and

Brenner used the method of reflections and found the following expressions for

the force and torque shown in dimensionless form [127],

F ⎛ b ⎞⎛ R ⎞
χ= = 1+ f ⎜⎜ ⎟⎟⎜⎜ ⎟⎟ + ... (6.14)
6πµRu 0 ⎝ R0 ⎠⎝ R0 ⎠

2
T ⎛ b ⎞⎛ R ⎞
ς= = g ⎜⎜ ⎟⎟⎜⎜ ⎟⎟ + ... (6.15)
8πµR u 0
2
⎝ R0 ⎠⎝ R0 ⎠
 156

where the functions f (b R0 ) and g (b R0 ) can be evaluated as a power series of

the dimensionless eccentricity, (b R0 ) . For small values of the eccentricity, they

can be obtained by numerical integration [127],

2 4
⎛ b ⎞ ⎛ b ⎞ ⎛ b ⎞
f ⎜⎜ ⎟⎟ = 2.10444 − 0.6977⎜⎜ ⎟⎟ + O⎜⎜ ⎟⎟ (6.16)
⎝ R0 ⎠ ⎝ R0 ⎠ ⎝ R0 ⎠

3
⎛ b ⎞ ⎛ b ⎞ ⎛ b ⎞
g ⎜⎜ ⎟⎟ = 1.296⎜⎜ ⎟⎟ + O⎜⎜ ⎟⎟ (6.17)
⎝ R0 ⎠ ⎝ R0 ⎠ ⎝ R0 ⎠

A cylinder divided into 208 eight noded quadratic elements with a sphere

discretizied in 294 elements (208-294 mesh) was used in order to compare the

force and torque obtained by the integral equation to Happel and Brenner’s

approximate solution. A ratio between the sphere and cylinder radius was

R R0 = 0.6 . Figures 6.12 and 6.13 show the comparison between the BEM and the

approximate solutions given in equations (6.14) and (6.15). As expected the

solutions are comparable when the eccentricity factor is small, b R0 → 0 .

According to the BEM solution both, the force and torque, have an asymptotic

behavior when the sphere is close to the walls.

 157

Figure 6.12: Dimensionless force for BEM and Happel and Brenner’s approximate
solutions as a function of the eccentricity factor.

Figure 6.13: Dimensionless torque force for BEM and Happel and Brenner’s
approximate solutions as a function of the eccentricity factor.
 158

6.2.4 Motion of a suspended rigid fiber

The motion of ellipsoids in uniform, viscous shear flow in a Newtonian fluid was

analyzed by Jeffery [152-153] in 1922. For a prolate spheroid of aspect ratio a r

(defined as the ratio between the mayor axis and the minor axis) in simple shear

flow, u ∞ = (x3γ&,0,0) , the angular motion of the spheroid is described by [152-153],

K J ar
tan θ = (6.18)
a cos 2 φ + sin 2 φ
2
r

and

⎛ t ⎞
tan φ = a r tan ⎜⎜ 2π ⎟⎟ (6.19)
⎝ TJ ⎠

where θ is the angle between the fiber’s major axis and the vorticity axis, i.e. x 2

axis, φ is the angle between the x3 axis and the x1 − x3 projection of the fiber axis

(see Figure 6.14), TJ is the orbit period,

2π ⎛ 1 ⎞
TJ = ⎜⎜ a r + ⎟⎟ (6.20)
γ& ⎝ ar ⎠

and K J is the orbit constant, determined by the initial orientation by,

sin 2 φ 0
K J = tan θ 0 cos φ 0 +
2
(6.21)
ar

These equations predict that the spheroid will repeatedly rotate through the

same orbit, the particle will not migrate across the streamline, and that the orbit

period is independent of the initial orientation.

 159

x3
φ

u∞ x2

θ
x1

Figure 6.14: Prolate spheroid in shear flow.

The direct boundary integral formulation was implemented for the motion of

a single rigid cylindrical fiber in simple shear. To avoid discontinuities in the

normal vector (according to the Lyapunov surface definition) semi-spheres of the

same cylinder radius were used to cap cylinder, as schematically shown in

Figure 6.15. The aspect ratio for the fiber is redefined as,

L+D
ar = (6.22)
D

The simulation of the fiber motion differs from the previous sphere

simulations in the sense that the fiber is suspended in the liquid, which means

that due to small time scales given by the pure viscous nature of the flow, the

hydrodynamic force and torque on the particle are identically or approximately

zero [127, 249]. Numerically, this means that the velocity and traction fields on
 160

the particle are unknown, which differs from the previous simulations where the

velocity field was fixed and the integral equations were reduced to equations of

the first kind for the traction unknowns. Although expensive in the

computational point direct integral formulations are an effective way to find the

velocity and traction fields for suspended particles with a simple iterative

procedure, where the tractions are assumed initially and then corrected until the

hydrodynamic force and torque are zero. In addition, non-uniqueness of

solutions does not have to be considered contrary to indirect integral

formulations. As pointed out by different authors the major inconvenient of

direct particle simulation is the computational time once the number of particles

is considerable, however the rapid evolution of digital computers will soon

mitigate this problem [35, 36, 254].

For the BEM simulations the fiber length was set to 2.0 length units, the

diameter to 0.2 length units and the shear rate to 2.0 reciprocal time units. These

data implies an aspect ratio a r = 11 and an orbit period TJ = 34.843 time units.

Figure 6.16 shows the evolution of θ and φ in time for a fiber initially

perpendicular to the vorticity axis, i.e. θ 0 = π 2 . This simulation requires a large

number of elements on the fiber surface (500 elements with 1200 nodes) and a

small time step (0.01 time units); it is computationally expensive (10 minutes per

time step) but it agrees with Jeffery’s prediction. The path of the fiber during the

simulation is illustrated in Figure 6.17. While Figure 6.18 shows the

 161

hydrodynamic force and torque on the fiber as a function of time, as it is shown

they are practically zero through the simulation, which confirms that the fiber is

suspended in the flow.

Figure 6.15: Fiber representation for the BEM simulation.

 162

Figure 6.16: BEM and Jeffery orientation angles for θ 0 = π 2 .

 163

Figure 6.17: BEM predicted fiber path for θ 0 = π 2 .

 164

Figure 6.18: Hydrodynamic force and torque on the fiber during the simulation.
 165

Figures 6.19 to 6.24 show the evolution of the orientation angles as a function

of time and the fiber path for θ 0 = π 3 (60o), θ 0 = π 6 (30o) and θ 0 = π 36 (5o),

respectevely. In order to follow the fiber through the rotation, the time step for

these simulations was 0.001 time units, a bigger time step can deviate the fiber

from its orbit. In fact, this issue is what causes the simulations to be so expensive.

However, the direct simulation of the fiber motion is significant for multiple fiber

suspensions and for fiber reinforced polymer melts. The performance BEM

technique for two different aspect ratios is shown in Figure 6.25, where fibers

where initially placed under shear with an orientation θ 0 = π 2 (90o). As the orbit

period increases the time step can be increased, however for a bigger the aspect

ratio the number of surface elements must also increased, thus incrementing the

computational time.
 166

Figure 6.19: BEM and Jeffery orientation angles for θ 0 = π 3 .

 167

Figure 6.20: BEM predicted fiber path for θ 0 = π 3 .

 168

Figure 6.21: BEM and Jeffery orientation angles for θ 0 = π 6 .

 169

Figure 6.22: BEM predicted fiber path for θ 0 = π 6 .

 170

Figure 6.23: BEM and Jeffery orientation angles for θ 0 = π 36 .

 171

Figure 6.24: BEM predicted fiber path for θ 0 = π 36 .

 172

Figure 6.25: BEM and Jeffery orientation angle for θ 0 = π 2 and two aspect ratios: (a)
a r = 51 and (b) a r = 101 .
 173

6.3 Particle-particle interactions

The hydrodynamic interaction between particles of simple shapes, such as

spheres, spheroids, etc., has been the subject of many studies. Most of them have

been based on the Stokes equation, giving a first-order approximation for the

interaction of particles that are close to one another and move with small relative

velocity in a fluid at rest. In addition, it is assumed that the particles are

sufficiently distant from boundary walls for the surrounding fluid to be regarded

as unbounded. The magnitude of the interaction among the particles is governed

by their shapes and sizes, the distance between them, their orientations with

respect each other, the individual orientation relative to the direction of a specific

field and their velocities relative to the fluid at infinity [127, 246].

6.3.1 Two falling rigid spheres

In 1911, Smoluchowski used the method of reflections to solve the interaction

between a systems of spheres suspended in a viscous fluid. The method amounts

to seek a systematic scheme of successive approximations, whereby the

boundary-value problem can be solved to any degree of approximation by

considering the boundary conditions associated to each particle at a time [282-

284]. In order to satisfy the boundary conditions for each body a general solution

is necessary making the technique cumbersome for bodies of arbitrary shape

[246]. As a consequence, the method has been applied only for the case of two

spheres in a specific position relative to each other: say two spheres moving
 174

along the line of centers (Figure 6.26a) and two spheres moving perpendicular to

the line of centers (Figure 6.26b). These problems have been the subject of many

studies; Happel and Brenner give a good literature review on this topic [127].

For two equal-sized spheres moving along the line of centers (Figure 6.26a)

the drag exerted on the leading sphere for (R L ) < 1 is given by [246, 282-284],

F
6πµR
(
= u1 1 + 9(R L ) + 93(R L ) + 1197(R L ) + 19821(R L ) −
2 4 6 8
)
( 3 5 7 9
) (
u 2 3(R L ) + 19(R L ) + 387(R L ) + 5331(R L ) + 76115(R L ) + O (R L )
10
)
(6.23)

where R is the radius of the sphere, u1 is the magnitude of the velocity of the

leading sphere, u 2 is the magnitude of the velocity of the trailing sphere. The

drag on the trailing sphere is obtained by exchanging the velocities in equation

(6.23).

Figure 6.27 illustrates a comparison between the normalized force for the leading

and trailing spheres computed using equation (6.23) and the direct BEM. The

force is normalized with the Stokes drag force of the leading sphere (sub-index

1). The velocity of the leading sphere was chosen to be two times the value of the

trailing sphere. The conditions for the simulation were setup in a way that the

limitations given in the equation (6.23) are satisfied, i.e. (R L ) < 1 . The results

show satisfactory agreement between the BEM simulation and the approximate
 175

solution even for the most extreme case (R L ) = 1 . In addition, the torque on both

spheres were calculated and equal to zero, which was expected [127].

R1

L u1
L
R1
R2
R2

u2
u2 u1

(a) (b)

Figure 6.26: Two spheres falling: (a) along their line-of-centers; (b) perpendicular to
their line-of-centers.

In the case of two equal-sized spheres moving perpendicular to the line of

centers (Figure 6.26b), the drag exerted on the right sphere for (R L ) < 1 is given

by [246, 282-284],

⎛
F
= u1 ⎜1 + (R L ) +
9 2 465
(R L )4 ⎞⎟ −
6πµR ⎝ 16 256 ⎠
(6.24)
⎛3
u 2 ⎜ (R L ) + (R L ) +
59 3 15813
(
(R L )5 ⎞⎟ + O (R L )6 )
⎝4 64 7168 ⎠
 176

where u1 is the velocity of the right sphere and u 2 the velocity of the left sphere;

the drag on the left is found by interchanging the velocities in the equation,

similar to the first case.

Figure 6.27: Normalized drag force for two equal-sized spheres falling along their
line-of-centers.

Figure 6.28 shows the comparison between the approximate solution

(equation (6.24)) and the boundary element solution for two equal-sized spheres.

In this case the velocity of the right sphere is two times the velocity of the left

sphere. The conditions where fixed in a way that (R L ) < 1 , in order to assure the
 177

used of equation (6.24). The drag force is normalized with the Stokes drag force

of the right sphere.

Figure 6.28: Normalized drag force for two spheres moving perpendicular to their
line-of-centers.

Experimental data for both cases are available from the work of Eveson, et. al.

[90] and Bart [18]. The spheres were of equal size and moving with same

velocity. It is necessary to consider that experimentally, spheres are dropped in a

vessel, usually cylindrical, and not in an infinite medium. This is especially

important for the effect of the wall in the motion of the spheres [127]. Figures 6.29

and 6.30 shows the comparison between experimental data from Bart [18], taken

at Reynolds numbers less than 0.05, and the BEM simulation as a function of the
 178

dimensionless distance between the centers. Experimental values are more

accurate when the spheres are close to each other or when they are touching

[127]. This is why a good value to compare is the correction factor to Stokes force

when the spheres touch. In the case of to spheres falling parallel to their line of

centers (Figure 6.26) Bart’s experimental value is χ = F 6πµRu1 = 0.647 [18, 127]

while the BEM value is χ = 0.657 , for an error of 1.37%. For two spheres falling

perpendicular to their line of centers (Figure 6.30) the experimental value is

χ = 0.707 [18, 127] and the BEM calculated value is χ = 0.735 , for an error of

3.3%. When the spheres are falling perpendicular to their line of centers they will

also experience a torque, which in the case of two equal-sized spheres moving

with the same velocity should be equal in magnitude with different sign. Figure

6.31 shows the torque experienced by each sphere calculated with the BEM, as

illustrated once the spheres are being at a more distance the torque decreases

because the interaction between the spheres decreases.

 179

Figure 6.29: Dimensionless force as a function of the distance between centers for two
spheres falling parallel to their line-of-centers.

Figure 6.30: Dimensionless force as a function of the distance between centers for two
spheres falling perpendicular to their line-of-centers.
 180

Figure 6.31: Direction of rotation and BEM torque for two spheres settling beside each
other.

6.3.2 The viscosity of particulate systems

The basic problem of suspension mechanics is to predict the macroscopic

transport properties of a suspension, i.e. thermal conductivity, viscosity,

sedimentation rate, etc., from the micro-structural mechanics. These flows are

governed by at least three length scales: the size of the suspended particles, the

average spacing between the particles, and the characteristic dimension of the

container in which the flow occurs. A number of excellent reviews of the general

subject of suspension rheology are available [84, 127]. Of special interest is the

hydrodynamic treatment of the problem by Frisch and Simha [84] and Hermans
 181

[131]. Numerous models have been proposed to estimate the suspension

viscosity, most of them are a power series of the form,

µ
= 1 + a1φ + a 2φ 2 + a3φ 3 + ... (6.25)
µ0

where φ is the volume concentration of the suspended solids. For dilute systems

of spheres of equal size, where interaction effects are neglected, Einstein [81, 82]

arrives at the following formula,

µ
= 1 + 2.5φ (6.26)
µ0

Einstein’s formula holds for any type of linear viscometers, and can be derived

by different methods [48, 127, 154]. For dilute systems considering the first-order

effect of the spheres interacting with one another Guth and Simha [121] gave,

µ
= 1 + 2.5φ + 14.1φ 2 (6.27)
µ0

Simha [278] reduced the last term in equation (6.27) to 12.6φ 2 when the volume

occupied by the spheres is considered. Vand [314, 315] considered the collision

effect, neglecting the Brownian motion effect and obtained,

µ
= 1 + 2.5φ + 7.349φ 2 (6.28)
µ0

In a treatment of higher-order concentration effects, Kynch [166, 167] found an

equation similar to that given by Guth and Simha, and Vand,

 182

µ
= 1 + 2.5φ + 7.5φ 2 (6.29)
µ0

Figure 6.32 illustrates the relative suspension viscosity as a function of the

volumetric concentration of spheres for the different theoretical approaches.

Figure 6.32: Theoretical suspension viscosity as a function of the volume

concentration of spheres.

The direct boundary integral formulation was used to simulate suspended

spheres in simple shear flow. The viscosity was then calculated by integration of

the surface tractions on the moving wall. Figure 6.33 shows a typical mesh for the

domain and spheres for these simulations, in this mesh the box has dimensions

of 1x1x1 (Length units)3 and 40 spheres of radius of 0.05 length units. Initially, the

spheres are positioned randomly in the box, periodic boundary conditions are
 183

used in the x- and y-direction and non-slip on the z-direction. The spheres moves

according to the flow field and the viscosity is calculated for several time steps,

for each configuration an average suspension viscosity if then obtained.

Figure 6.33: Spheres suspended in simple shear flow: 1x1x1 (Length units)3 box and 40
spheres of radius of 0.05 length units.

The box was divided into 216 elements with 650 and each sphere into 96

elements with 290 nodes. The computational time depends, as for any particulate

simulation, on the number of spheres. Two different sphere radii were used in

the simulations: 0.05 length units and 0.07 length units. In the same way, the box

dimensions were set to 1x1x1 (Length units)3 and 0.8x0.8x0.8 (Length units)3. Each

case was simulated with 10, 20, 30 and 40 spheres. Figure 6.34 shows the
 184

suspension viscosity calculated with the BEM for the 1x1x1 (Length units)3 box,

Einstein’s formula and Guth and Simha power expansion are shown as a

comparison.

Following the power expansion model, the BEM relative viscosity for spheres

of radius of 0.05 length units is approximately,

µ
≈ 1 + 2.2006φ + 32.946φ 2 (6.30)
µ0

while for spheres of radius of 0.07 length units by,

µ
≈ 1 + 3.1292φ + 3.5883φ 2 (6.31)
µ0

These formulas are plotted in Figure 6.34 as dotted lines.

To increase even further the volume concentration of spheres the box

dimensions were decreased to 0.8x0.8x0.8 (Length units)3. Figure 6.35 shows the

geometry and mesh for 40 suspended spheres. The results for the BEM relative

viscosity is shown in Figure 6.36 for two different radii: 0.05 length units and 0.07

length units. Einstein’s formula and Guth and Simha’s power expansion are also

shown as a comparison.
 185

Figure 6.34: Calculated relative viscosity for the 1x1x1 (Length units)3 box with spheres
with radius: (a) 0.05 length units and (b) 0.07 length units.
 186

Figure 6.35: Spheres suspended in simple shear flow: 0.8x0.8x0.8 (Length units)3 box
and 40 spheres of radius of 0.05 length units.

For this box geometry, the power expansion model for the BEM relative

viscosity for spheres of radius of 0.05 length units is approximately,

µ
≈ 1 + 2.6166φ + 8.2184φ 2 (6.32)
µ0

while for spheres of radius of 0.07 length units by,

µ
≈ 1 + 2.636φ + 10.589φ 2 (6.33)
µ0
 187

Figure 6.36: Calculated relative viscosity for the 0.8x0.8x0.8 (Length units)3 box with
spheres with radius: (a) 0.05 length units and (b) 0.07 length units.
 188

The numerical correlations given by the direct BEM simulations are similar to

the expressions mentioned at the beginning of the section. In fact, the first

coefficient in the power expansion is close to the one predicted by Einstein [81].

The second coefficient in the power expansion is between the value suggested by

Guth and Simha [121] and Vand [314], except for the simulation with the lowest

sphere volume concentration, i.e. the 1x1x1 (Length units)3 box with spheres with

radius of 0.05 length units. In Figure 6.37 the calculated BEM relative viscosity is

collapsed for all cases. The BEM power expansion for the viscosity is,

µ
≈ 1 + 2.5463φ + 11.193φ 2 (6.34)
µ0

Figure 6.37: Calculated BEM relative viscosity.

 189

Chapter 7

Conclusions and further research

Within this thesis, direct boundary integral equations and boundary element

methods (BEM) have been developed for applications in viscous fluids,

emphasizing the solution of non-Newtonian fluid flow problems and viscous

fluids containing solid inclusions.

The domain grid superposition technique, proposed here, basically selects

cells within the domain and uses them to directly approximate the domain

integrals by means of cell integration. This technique allows the BEM to be

satisfactorily used for non linear problems. Even though this thesis uses the

power law model as a constitutive equation, the DGS-BEM technique can be

used for any non linear problem in fluid mechanics, such as viscoelastic

constitutive equations or the Navier-Stokes equations. The technique was

applied to solve Poiseuille flow of a power law fluid and the non-Newtonian

Couette flow problem. Both were used due to the availability of their analytical
 190

solution and the latter is additionally interesting because of its mixed boundary

conditions, namely, periodicity at the end of the cylinders and velocities at the

cylinders’ surfaces.

Direct boundary integral formulations were applied on several situations of

fluids containing solid inclusions. Wall effects, particle-particle interactions and

drag coefficients were analyzed and satisfactorily compared with analytical or

approximate solutions. The dynamics of a single fiber in shear flow were also

simulated and its orbit was compared with the expressions given by Jeffery in

1922. Finally, the direct formulation was used to predict the suspension viscosity

of a fluid containing equally sized spheres.

In this study, methodologies for non linear flows and viscous fluids

containing solids were developed and successfully applied in specific problems.

However, there are many areas for future research. Some of these can be

summarized as follows:

• Non-isothermal problems, reactive systems, free surfaces, elastic solids

and in general, problems that require coupled solutions of balance

equations.

• Future research is necessary to approximate the domain integrals. Even

though the technique developed in this study was satisfactory, it is

computationally expensive. Methods that approximate this domain

 191

integral to the surface need additional attention to overcome this obstacle.

Specially, the dual reciprocity technique and the basis functions used in it

need the most amount of attention.

• More robust algorithms for the solutions of non linear systems of

equations can accelerate techniques, as the ones developed in this thesis,

such as the DGS technique. The different iterative solvers, with their

preconditioners, should be thoroughly investigated to avoid using direct

iterative methods.

• Parallel computing for the pre-processing of the BEM and the non linear

solution can also be applied to speed up the solution process. The parallel

Newton-Krylov method can be used for this purpose.

 192

Appendix A

Mathematical definitions

A.1 Lebesgue and Hilbert spaces

Throughout the entire thesis, functions of a point x = ( x1 , x 2 , x3 ) of three-

dimensional Euclidean space (E3) are going to be considered; which may also

depend on time t. Let Ω denote a domain of the space E3 and S its boundary. The

closure, denoted by Ω , is Ω = Ω + S . All the functions are real and locally

summable in the sense of Lebesgue, while all derivatives are interpreted in the

generalized sense [285, 286].

The Hilbert space ( W2l (Ω ) l = 0,1,2,... ) consists of all functions u (x ) which are

measurable on Ω, have derivatives D k u with respect to x of all orders k ≤ l , and

are such that both the function and the all these derivatives are square-integrable
 193

over Ω (by means of a inner product and a norm). For l = 0 , the space W2l (Ω ) is a

Lebesgue space, usually denoted by L2 (Ω ) .

The scalar (inner) product ( f , g ) of two functions f (x ) and g ( x ) in a L2 space

is defined by,

b
( f , g ) = ∫ f (x )g (x )dx (A.1)
a

which have a few simple properties that arise from its definition:

(a) The inner product of functions that are the sums of several terms is

performed according to the rule of multiplication of polynomials, i.e.,

( f , g1 + g 2 ) = ( f , g1 ) + ( f , g 2 ) (A.2)

(b) Permutation of the factors in a inner product has the effect of replacing it

by its complex conjugate,

( f , g ) = (g , f ) (A.3)

(c) A constant multiplying the first function may be taken outside the inner

product,

(αf , g ) = α ( f , g ) (A.4)

(d) A constant multiplying the second function may be taken outside the

inner product after first taking its complex conjugate,

( f , αg ) = α ( f , g ) (A.5)
 194

(e) The inner product of a function with itself is a non-negative quantity,

b
(f, f)= ∫ f 2
(x ) dx ≥ 0 (A.6)
a

it vanishes if, and only if, f ( x ) = 0 .

In addition, two functions f (x ) and g ( x ) are called orthogonal in the interval

(a, b ) if,

b
( f , g ) = ∫ f (x )g (x )dx = 0 (A.7)
a

If the functions are real, then this condition of orthogonality is simplified to,

b
( f , g ) = ∫ f (x )g (x )dx = 0 (A.8)
a

According to these conditions the inner product between two functions in L2 can

be interpreted as the degree of similarity (alignment) between two functions.

From property (e) a quantity (f , f ) can be defined (sense of length,

measurability), it is called the norm of f and is normally symbolized as f . It

satisfies all norm properties, i.e.,

αf = α f
f ≥0 (A.9)
f + g ≤ f + g (triangle inequality)
 195

Therefore, a Lebesgue space (L2) are functions in a region (a, b ) with an inner

product, defined in equation (A.1); measurable by a norm, , and that are

square-integrable,

b
f = ∫ f ( x ) f ( x )dx < ∞ (A.10)
a

A.2 Lyapunov surfaces

A Lyapunov surface is a smooth surface possessing a tangent plane and a

normal, but not necessary a curvature, at each point. Which implies the existence

of local coordinates at any point of the surface, z-axis along the normal, x- and y-

axes in the tangent plane, such that a portion of the surface has the equation

∂z ∂z
z = z ( x, y ) where the partial derivatives , , but not necessarily
∂x ∂y

∂2z ∂2z ∂2z

, , , exist and are continuous. As a consequence the surface can be
∂x 2 ∂y 2 ∂x∂y

decomposed into a finite number of overlapping pieces and its normal varies

continuously (i.e. the ellipsoid).

If n 1 , n 2 are the unit normal vector at any points x 1 , x 2 of a Lyapunov surface,

it is required that [151, 174]

cos −1 (n 1 ⋅ n 2 ) ≤ D x 1 − x 2
α
(A.11)
 196

where D > 0 and 0 < α ≥ 1 . This condition characterizes the Hölder continuity

∂z ∂z
(see section A.3) and it holds for the surface defined by z = z ( x, y ) if , are
∂x ∂y

Hölder continuous over the surface [151].

Lyapunov surfaces are less general than those considered by Kellogg [158],

which could have corners or edges provided that they are not too sharp. For

instance, a cube is a Kellogg regular surface although a cone is not. Kellogg

regularity guarantees the fundamental existence-uniqueness theorems of

harmonic function theory [151, 158, 227]. However, the restriction to Lyapunov

surfaces is necessary for formulations of boundary-value problems via potential

theory.

A.3 Hölder continuity

A function f (x ) satisfies a Hölder condition in the interval a ≤ x ≤ b , if for any

two distinct points x1 , x 2 ∈ [a, b ] [151, 158],

f ( x 2 ) − f ( x1 ) < D x 2 − x1
α
(A.12)

where D > 0 and 0 < α ≥ 1 . If α = 1 the Hölder condition becomes the Lipschitz

condition, symbolized f ( x ) ∈ L[a, b].

If f ( x ) is differentiable in the interval a ≤ x ≤ b then f (x ) satisfies the

Lipschitz condition, but not conversely. For example, the absolute value of x
 197

⎡ 1 1⎤
( f ( x ) = x ) is Hölder continuous in ⎢− , ⎥ but it is not differentiable at x = 0 .
⎣ 2 2⎦

This indicates that differentiability as a stronger condition than Hölder

continuity.

A.4 Harmonic functions

A function φ (x ) is said to be harmonic within a three-dimensional domain Ω,

bounded by a closed surface S, if it satisfies the following conditions:

(a) φ (x ) is continuous in Ω + S ,

(b) φ (x ) is differentiable to at least the second order in Ω,

(c) φ (x ) satisfies the Laplace’s equation in Ω, i.e. ∇ 2φ (x ) = 0 .

If S is a Lyapunov surface, it is possible to determine φ (x ) throughout Ω in

terms of suitable prescribed information over S. Therefore, for a given arbitrary

values of φ (x ) over S exists a unique φ (x ) in Ω which assumes these values. This

is the Dirichlet existence theorem of harmonic function theory [151]. For

example, if φ (x ) = 1 over S implies that φ (x ) = 1 in Ω. Additionally, for arbitrary

∂φ (x )
values of over S, which satisfies the Gauss condition [174, 246],
∂ni

∂φ (x )
∫
S
∂n
dS = 0 (A.13)
 198

there exists a unique φ (x ) in Ω whose normal derivative assumes these values.

This is the Neumann existence theorem of harmonic function theory [151]. As a

∂φ (x )
consequence of this theorem a = 0 over S implies φ (x ) = c (an arbitrary
∂ni

constant) in Ω. Finally, harmonic functions may also exits in the domain exterior

to S. Dirichlet and Neumann theorems remain valid providing that the harmonic

function φ (x ) is regular in the exterior domain, i.e.,

φ (x ) = O (r −1 ) as r → ∞ (A.14)

A.5 Dirichlet and Neumann boundary conditions

The Dirichlet and Neumann boundary conditions are particular cases of a

prescribed linear relation

∂φ (x )
α (x )φ (x ) + β (x ) = f (x ) (A.15)
∂n

∂φ (x )
between φ (x ) and at each point of S. Defining f (x ) as a continuous
∂n

function over S, the Dirichlet condition is defined by

α (x ) = 1 and β (x ) = 0 (A.16)

and the Neumann condition is defined by

α (x ) = 0 and β (x ) = 1 (A.17)

Finally, a Robin boundary condition is defined by

 199

α (x ) < 0 and β (x ) = 1 (A.18)

where α (x ) and f (x ) must be Hölder continuous functions over S. The

inequality α (x ) < 0 is commonly chosen to be consistent with the convention that

∂φ (x )
the normal derivative, , is directed into the domain Ω under consideration.
∂n

Similar to the Dirichlet and Newmann existence theorems there is also an

existence-uniqueness theorem for Robin conditions and for difficult mixed

boundary conditions such as

α (x ) = 1 and β (x ) = 0 in S1 (A.19)

α (x ) = 0 and β (x ) = 1 in S 2 (A.20)

where S = S1 + S 2 [151, 310].

A.6 Fredholm’s theorems for integral equations

In general, an integral equation cannot be solved in closed form. Thus, as a rule it

solution involves the use of approximate methods [196, 246]. However, these

methods can only be applied when the solvability of the equation has been

established. This analysis is performed using the general theorems on integral

equations established by Fredholm. Similar to algebraic equations, the solvability

of integral equations is directly related to its eigenvalue problem, that is why

 200

each of Fredholm’s theorem is related to certain well-known propositions of

linear algebra.

For integral equations of the second kind such,

b
f (ξ ) − λ ∫ K (ξ , x ) f ( x )dx = g (ξ ) (A.21)
a

there is an eigenvalue problem associated to the homogeneous equation,

b
f (ξ ) = λ ∫ K (ξ , x ) f ( x )dx (A.22)
a

in which values of the parameter λ are found in such a way that the equation has

a non-trivial solution, i.e. f ( x ) ≠ 0 . These values are called the eigenvalues of the

kernel K (ξ , x ) , and the corresponding function f ( x ) is the eigenfunction. The

conjugate or adjoint of Eq. (A.21) is,

b
h(ξ ) − λ ∫ K ( x, ξ )h(x )dx = y (ξ ) (A.23)
a

where the kernel conjugate, K ( x, ξ ) , is obtained by permuting the arguments and

taking the complex conjugate.

Theorem 1:

In the finite portion of the complex λ plane there exits no more than a finite

number of eigenvalues of Fredholm’s integral equation (A.21).

 201

Theorem 2:

To each eigenvalue there corresponds at least one eigenfunction. The number of

linear independent eigenfunctions, corresponding to a given eigenvalue, is finite.

Theorem 3:

If λ0 is an eigenvalue of the kernel K (ξ , x ) , then λ0 is an eigenvalue of the

conjugate kernel K ( x, ξ ) . The number of linearly independent eigenfunctions of

equation (A.21) and of its conjugate (A.23), is one and the same.

Theorem 4:

Let λ0 be an eigenvalue of the kernel K (ξ , x ) . In order that the inhomogeneous

equation,

b
f (ξ ) − λ0 ∫ K (ξ , x ) f (x )dx = g (x ) (A.24)
a

should have a solution, it is necessary and sufficient that its right-hand side g ( x )

be orthogonal to all the eigenfunctions of the adjoint homogeneous equation,

b
h(ξ ) − λ ∫ K ( x, ξ )h( x )dx = 0 (A.25)
a

Fredholm’s alternative:

Either the inhomogeneous equation (A.21) possesses a unique solution f ( x ) ,

whatever its right-hand side g ( x ) may be, or the corresponding homogeneous

 202

equation has a non-trivial solution in which case, according to the previous

theorems, equation (A.21) will have non-unique solutions if, and only if, its right-

hand side is orthogonal to all the eigenfunctions of the adjoint homogeneous

equation.

In terms of algebraic equations these theorems are equivalent to:

(a) If the determinant of a system is different from zero1, the system and

its conjugate are solvable; moreover, the solutions are unique,

whatever the free terms the system may have. The homogenous

solution has only the trivial solution.

(b) If the determinant of the system is zero, then the homogeneous system

has only non-trivial solutions. The number of linearly independent

solutions of two homogeneous systems is one and the same: any vector

in the null space of the corresponding matrix.

(c) If the determinant of the system is zero, the non-homogeneous system

is solvable if, and only if, the known vector b is orthogonal to all the

solutions of the homogeneous conjugate system.

1 The columns of the corresponding matrix are linearly independent.

 203

Appendix B

Potential theory

B.1 Potential of a field

A particle of mass m is subject to the force of a specific field F(x ) = ( f1 , f 2 , f 3 ) ,

which will move according to Newton’s second law of motion, i.e.,

d 2 xi
m = fi (B.1)
dt 2

where i=1,2,3. For a conservative field [158, 178] the function

x
W (x o , x ) = ∫ f dx
i i (B.2)
xo

is the work function of the specific filed, which is determined by the field only.

Since the work function is independent of the axis system, the component of the

field in any direction is equal to the derivative of the work in that direction, i.e.,
 204

∂W (x )
fi = (B.3)
∂xi

Thus, a conservative field can be specified by a single function W (x ) , whereas a

general field requires three functions ( f1 , f 2 , f 3 ) [178]. Because the work

determines the field in this way, it is commonly called the force function. In other

words, any field which has a force function, with continuous derivatives, is

conservative [158]. The generalization of this concept to attractive and repulsive

force fields will be as follows: in vector analysis, a field F(x ) = ( f1 , f 2 , f 3 ) is called

the gradient of the potential1 U (x ) ,

( f1 , f 2 , f 3 ) = ∇U (x ) = ⎜⎜ ∂U (x ) , ∂U (x ) , ∂U (x ) ⎟⎟
⎛ ⎞
(B.4)
⎝ ∂x1 ∂x 2 ∂x3 ⎠

Sometimes the potential coincides with the force function and in others to the

negative of the force function. In Newtonian fields, the potential (called

Newtonian) at x due to a unit source at x 0 is defined as,

U (x ) =
1 1
(B.5)
4π r (x )

which has by convention the following characteristics:

(a) the potential is the force function, and the negative of the potential

energy, if the force is attractive (i.e. gravitation),

__________________________________________
1 Called potential by Green in 1828 and by Gauss in 1813 [158].
 205

(b) the potential is the negative of the force function, and identical to the

potential energy, if the force repels (i.e. electricity and magnetism).

The Newtonian potential is a continuous function, differentiable to all orders

and it satisfies Laplace’s equation,

∇ 2U (x 0 , x ) = 0 (B.6)

everywhere except at the source point x 0 , which characterizes U (x ) as a

harmonic function of x everywhere except at x = x 0 . Formally, U (x ) satisfies

Poisson’s equation,

∇ 2U (x 0 , x ) = −δ (x − x 0 ) (B.7)

where δ is the Dirac’s delta function centered upon x = x 0 [78].

Continuous distributions of simple sources over a line, a surface and a

volume generate Newtonian potentials of line, surface and volume as follows,

U (x o , λ ) = ∫ λ (x )dC
1
C
r (x 0 , x )
U (x o , σ ) = ∫ ∫ σ (x )dS
1
(B.8)
S
r (x 0 , x )

U (x o , ρ ) = ∫ ∫ ∫ ρ (x )dΩ
1
Ω
r (x 0 , x )

B.2 Single-layer potential continuity on the surface

The single-layer potential of density σ (x ) is defined as,

 206

V (x 0 , σ ) = ∫ r (x , x ) σ (x )dS
1 1
(B.9)
4π S 0

Because its kernel has a singularity as x 0 approaches the surface point ξ ∈ S , the

singular point is included in a hemisphere centered at x 0 , the integral is solved

for as the limit at its radius goes to zero (see Figure B.1), i.e.,

⎡ ⎤
V (ξ, σ ) = lim ⎢ ∫ σ (x )dS + ∫ σ (x )dS ⎥
1 1 1
(B.10)
4π e→0 ⎢⎣ S − S * r Se
r ⎥⎦

n Se
e

S*
S
Ω

Figure B.1: Inclusion of internal point source on the domain.

In the limit when e → 0 , the first term in the above expression recovers the

original surface S. For the hemisphere, in the second term, dS = e 2 cos φdφdθ , thus

the second integral is,

⎡π π 2 1 ⎤
lim ⎢ ∫ ∫ e 2σ (x ) cos φdφdθ ⎥ = 0
1
(B.11)
4π e→0 ⎢⎣ 0 −π 2 e ⎥⎦

Finally, the single-layer potential at a surface point ξ ∈ S is,

V (ξ, σ ) = ∫ r (ξ, x ) σ (x )dS

1 1
(B.12)
4π S
 207

which shows that the single-layer potential is continuous as the point crosses the

surface.

B.3 Double-layer potential continuity on the surface

The double-layer potential of density ψ (x ) is defined as,

∂ ⎛1⎞
W (x 0 ,ψ ) = ⎜ ⎟ψ (x )dS
1
4π ∫ ∂n
S x ⎝r⎠
(B.13)

Similar to the analysis performed for a single-layer potential, as the point x 0

approaches the surface point ξ ∈ S , the singular point is included by a

hemisphere centered at x 0 , and then analyze the limit at its radius goes to zero

(see Figure B.1),

⎡ ∂ ⎛1⎞ ∂ ⎛1⎞ ⎤
W (x 0 ,ψ ) = ⎜ ⎟ψ (x )dS + ∫ ⎜ ⎟ψ (x )dS ⎥
1
lim ⎢ ∫ (B.14)
4π e→0 ⎢⎣ S − S * ∂nx ⎝r⎠ Se
∂nx ⎝r⎠ ⎥⎦

However, for the case of the double-layer potential it is important to make the

distinction between a point that approaches the surface from the interior domain

Ω (i ) or from the exterior domain Ω (e ) , because the kernel of the double-layer

potential has different signs when coming from the interior or exterior, since the

normal vector is always considered to point outward the domain. In the limit

when e → 0 , the first term in the above expression recovers the original surface
 208

S. In order to evaluate the second integral, a new term is added and subtracted as

follows,

∂ ⎛1⎞
⎜ ⎟ψ (x )dS =
1
lim ∫
4π e→0 Se ∂nx ⎝r⎠
(B.15)
⎡ ∂ ⎛1⎞ ∂ ⎛1⎞ ⎤
⎜ ⎟(ψ (x ) − ψ (x 0 ))dS + ψ (x 0 ) ∫
1
lim ⎢ ∫ ⎜ ⎟dS ⎥
4π e→0 ⎢⎣ Se ∂nx ⎝ r ⎠ Se
∂n x ⎝ r ⎠ ⎦⎥

On taking the limit, the first integral on the right hand tends to zero due to the

continuity of the density. The kernel of the second integral, for a point x 0 → ξ

( )
from Ω (i ) , is of the form − (1 4π ) 1 r 2 because at any point in the hemisphere

r = e and ∂r ∂n = 1 since r and n have the same direction. Therefore, the second

integral becomes,

⎡π π 2 1 2 ⎤
ψ (x 0 ) lim ⎢ ∫ ∫ − 2 e cos φdφdθ ⎥ = − ψ (ξ )
1 1
(B.16)
4π e→0
⎢⎣ 0 −π 2 e ⎥⎦ 2

Thus, the final expression for the double-layer potential at a surface point ξ ∈ S ,

coming from the interior domain Ω (i ) is,

W (ξ,ψ )( i ) = − ψ (ξ ) + ∫ K (ξ, x )ψ (x )dS

1
(B.17)
2 S

Following the same methodology, the double layer-potential at a surface point

ξ ∈ S , coming from the exterior domain Ω (e ) is,

W (ξ,ψ )( e ) = ψ (ξ ) + ∫ K (ξ, x )ψ (x )dS

1
(B.18)
2 S
 209

These results indicate that the double-layer potential W (x 0 , x ) has a

discontinuity, or jump, of the density ψ (ξ ) as the point crosses the surface S.

 210

Appendix C

Green’s functions and identities

The Green’s function or fundamental solution is defined, in the simplest physical

way, as the response due to a unit source in an infinite problem. For example, if

u ij (ξ, x ) is the Green’s function for the velocity in a viscous flow problem that

means: u ij (ξ, x ) is the velocity at point x in the direction j due to a unit point

force applied at ξ in the i –direction. In addition, u ij (ξ, x ) is a kernel between two

points, which, according to Betti’s reciprocal theory, satisfies the symmetry

property [265, 266],

uij (ξ, x ) = uij (x, ξ ) (C.1)

physically, this symmetry property gives a relation between the flow due to a

point force with pole at ξ and the flow due to another point force with pole at x .

Similar symmetry properties exist for potential flow, elastostatics and scalar

potentials [249, 287, 288].

 211

C.1 Green’s functions for scalar operators

Mathematically, the fundamental solution of a problem is the solution of the

governing differential equation when the Dirac delta is acting as a forcing term

[168, 265, 266]. Due to the infinite nature of the problem no boundary conditions

are needed and providing that the Dirac delta or delta function posses a singular

nature, the Green’s function or fundamental solution is also singular. It is

defined by,

L u (ξ, x ) = −δ (ξ, x ) (C.2)

where L is a scalar differential operator and δ (ξ, x ) is the Paul Dirac delta

function [78], in which ξ is the source point and x the field point. For matrix

operators, equation (C.2) is re-written as follows,

Lij u kj (ξ, x ) = −δ (ξ, x )δ ki (C.3)

where δ ki is the Kronecker delta function. From the Dirac delta definition, i.e.,

⎧∞ when ξ = x
δ (ξ, x ) = ⎨ (C.4)
⎩ 0 when ξ ≠ x

there are two useful properties that are used in the fundamental solution

derivation,

lim ∫ δ (ξ, x )dΩ = 1

Ω →0 Ω
(C.5)
 212

∫ δ (ξ, x )F(x )dΩ = F(ξ )

Ω
(C.6)

where Ω is an arbitrary domain. Typically, it is chosen a circle or a sphere for

two- and three-dimensional domains, respectively [287, 288].

The most common technique for the derivation of fundamental solutions is to

use integral transforms, such as, Fourier, Laplace or Hankel transforms [168]. For

simple operators, such as the Laplacian, direct integration and the use of the

properties of the Dirac delta are typically used to construct the fundamental

solution. The starting point is to solve for the homogeneous equation,

L u (ξ, x ) = 0 (C.7)

using simple techniques, such as direct integration in polar coordinates,

separation of variables, variation of parameters. The constants that appear due to

the integration procedures are solved for using the property cited in equation

(C.5), i.e.,

lim ∫ Lu (ξ, x )dΩ = −1

Ω →0 Ω
(C.8)

For example, the Laplacian operator in a three-dimensional domain, can be

written as,

1 ∂ ⎛ 2 ∂⎞
⎜r ⎟u (ξ, x ) = 0 (C.9)
r 2 ∂r ⎝ ∂r ⎠

By direct integration, it is obtained that,

 213

u (ξ, x ) = a +
b
(C.10)
r

And equation (C.8) will be,

2π 2π
∂ ⎛ b⎞
lim ∫ ∫ ∂n ⎜⎝ a + e ⎟⎠e dθdφ = −1 (C.11)
2

e →0 0 0

For a sphere ∂e ∂n = 1 and dS = e 2 dθdφ , then a is an arbitrary constant and

b = 1 4π . The fundamental solution or Green’s function will be,

u (ξ, x ) = a +
1 1
(C.12)
4π r

Table C.1 presents the most common fundamental solutions which are used as

basics for many problems in computational mechanics.

Table C.1: Green’s functions for commonly used operators [265, 266].
Equation 1D 2D1 3D
Laplace x 1 1 1
u=− u=− ln r u=−
∇ 2 u = −δ (ξ, x ) r 2π 4π r
Helmholtz
sin (λ x ) H (λr ) exp(− iλr )
1 1 (1) 1 1
u=− u=− u=−
(∇ 2
)
+ λ2 u = −δ (ξ, x ) 2λ 4i 4π r

Modified Helmholtz
sin (− iλ x ) u = − K 0 (λr ) exp(λr )
1 1 1 1
u=− u=−
(∇ 2
− λ2 )u = −δ (ξ, x ) 2λ 2π 4π r

Bi-harmonic 1 2 r
u=− r ln r u=−
∇ 4 u = −δ (ξ, x ) 8π 8π

1 Where H (1) and K 0 are Hankel and Bessel functions respectively.

 214

C.2 Green’s functions for matrix operators

For matrix operators, more sophisticated techniques must be used in order to

find the fundamental solutions. The operator decoupling technique to

breakdown matrix operators to simple or compound scalar operators is one of

the most used methods. This method is due to Lars Hörmander [142], the

technique is simple and depends on the understanding of simple definitions of

matrix algebra. Consider the following matrix,

⎡ a11 a12 a13 ⎤

a = a ij = ⎢⎢a 21 a 22 a 23 ⎥⎥ (C.13)
⎢⎣ a31 a32 a33 ⎥⎦

The cofactor of any element is defined as follows [86-88],

cof (aij ) = (− 1) det sub(aij )

(i + j )
(C.14)

The matrix composed of the cofactor elements is called cofactor matrix. The

Hörmander method is a technique to decompose the matrix operators to simple

scalar operators (i.e. Table C.1), for which the fundamental solutions can be

obtained easily. Once, the fundamental solutions or the scalar potentials of these

simple operators are obtained, the Hörmander technique provides a backward

procedure to construct the fundamental solution for the original matrix operator.

Consider the following general differential equation,

Lu = b (C.15)
 215

where L is the matrix-type differential operator, b is the body force vector and u

the problem variable. The fundamental solution u ij (ξ, x ) is required to be used in

a relevant boundary integral formulation. The steps of the Hörmander technique

are as follows [141, 265, 266],

(a) Compute the adjoint operator, because after the boundary integral

formulation is set up the fundamental solution of,

Ladj u k = −δδ (C.16)

must be calculated. Here, Ladj is the adjoint of the original operator, δ is

the delta function, δ is the identity matrix and u k is the desired

fundamental solution,

[ ( )]
(b) Compute the cofactor matrix of the adjoint operator, cof Ladj , and its

[ ( )] ,
transpose, cof Ladj
t

(c) Compute the determinant of the transpose of the cofactor matrix,

[ ]
det cof (Ladj ) ,
t

(d) Compute the scalar potential, Φ , which is the solution of the following

equation,

[ ]
det cof (Ladj ) Φ = −δ
t
(C.17)

Here, instead of computing the fundamental solution for the original

operator L, it has been decomposed into a new scalar operator

[ ]
det cof (Ladj ) , which is simple or compound, and can be dealt with easily.
t
 216

(e) Finally, compute the fundamental solution using,

( )
u k = cof Ladj Φ (C.18)

Consider the following Navier governing differential equations [171],

Lij u kj* = −δ (ξ, x )δ ki (C.19)

where the matrix operator is defined as,

∂2 G ∂ ∂ G
Lij = G δ ij + = G∇ 2δ ij + ∂i∂ j (C.20)
∂x j ∂x j 1 − 2v ∂xi ∂x j 1 − 2v

where G is the modulus and v the Poisson’s ratio. This operator is self-adjoint

and the cofactor matrix can be obtained as follows,

⎡ G G ⎤
⎢G∇ + 1 − 2v ∂ 2 ∂ 2 − ∂ 2 ∂1 ⎥
2

( )
cof Ladj
ij =⎢
G
1 − 2v
G ⎥ (C.21)
⎢ − ∂ 1∂ 2 G∇ +
2
∂ 1∂ 1 ⎥
⎣ 1 − 2v 1 − 2v ⎦

The determinant of the transpose of the cofactor matrix can be computed as,

[ ( )]
det cof Ladj
ij
t ⎛
= ⎜ G∇ 2 +
G
1 − 2v
⎞⎛
∂ 2 ∂ 2 ⎟⎜ G∇ 2 +
G
1 − 2v
⎞
∂ 1∂ 1 ⎟ −
⎝ ⎠⎝ ⎠
(C.22)
⎛ G ⎞⎛ G ⎞
⎜− ∂ 1∂ 2 ⎟⎜ − ∂ 2 ∂1 ⎟
⎝ 1 − 2v ⎠⎝ 1 − 2v ⎠

which becomes,

2G (1 − v ) 4
[ ( )]
det cof Ladj
ij
t
=
1 − 2v
∇ (C.23)
 217

Thus, according to Hörmander a potential Φ is needed, in way that satisfies,

2G 2 (1 − v ) 4
∇ Φ (ξ, x ) = −δ (ξ, x ) (C.24)
1 − 2v

A fundamental solution for this equation will be (see Table D.1),

− (1 − 2v ) 1 2
Φ= r ln r + f (C.25)
2G 2 (1 − v ) 8π

where

f = ar 2 + b ln r + c (C.26)

in which, a,b,c are arbitrary constants [265, 266]. Thus, Φ represents a Galerkin

tensor and f is a complementary solution for the bi-harmonic operator, which can

be omitted by setting all constants to zero. The final step in the method says that

the fundamental solution can be written as,

G ⎛⎜ ∂ 2Φ ⎞
u ij* = 2(1 − v )δ ij ∇ 2 Φ − ⎟ (C.27)
1 − 2v ⎜⎝ ∂xi ∂x j ⎟
⎠

with equations (C.25) and (C.26) the fundamental solution will be,

u ij* =
(1 − v ) ⎧⎪− δ
⎡ 7 − 8v ⎤ ∂r ∂r ⎫⎪
+ (3 − 4v ) ln r ⎥ +
⎨ ij ⎢ ⎬+
8πG ⎪⎩ ⎣ 2 ⎦ ∂xi ∂x j ⎪⎭
(C.28)
G ⎧⎪ b ⎡ ∂r ∂r ⎤ ⎫⎪
⎨2a(3 − 4v )δ ij − 2 ⎢δ ij + 2 ⎥⎬
1 − 2v ⎪⎩ r ⎢⎣ ∂xi ∂x j ⎥⎦ ⎪⎭

If the constants in equation (C.26) are defined by,

 218

a=
(1 − 2v )(7 − 8v )
32πG 2 (1 − v )(3 − 4v ) (C.29)
b=0

the Kelvin fundamental solution for 2D will be obtained, i.e.

⎧⎪ ∂r ∂r ⎫⎪
⎨− δ ij (3 − 4v ) ln r +
1
u ij* = ⎬ (C.30)
8πG (1 − v ) ⎪⎩ ∂xi ∂x j ⎪⎭

C.3 Singular solutions for the Stokes equations

The singular solutions for the Stokes equations are solutions to the following

non-homogeneous Stokes equations,

∂ 2 u ik ∂p k
µ − = 8πµα ik D xmδ (x − x 0 ) (C.31)
∂x j ∂x j ∂xi

and the continuity equation

∂u ik
=0 (C.32)
∂xi

where the differential operator D xm is defined as,

D x0 = 1
⎛ ∂ ⎞
D 1x = β l ⎜⎜ ⎟⎟ (C.33)
∂
⎝ l⎠
x
⎛ ∂2 ⎞
D x2 = γ j β l ⎜ ⎟
⎜ ∂x ∂x ⎟
⎝ j l ⎠
 219

where the vectors α j , β, γ are constant vectors defining the orientation of the

singularities. The solution of equations (C.32) and (C.33) with m = 0 and k = 1,2,3

is the fundamental solution u ik (x 0 , x ) , known as Stokeslet, located at point x (Eq.

(3.57)). The solution with m = 1 corresponds to a dipole or Stokes doublet and it

has two components. The symmetric component gives a fundamental singularity

called Stresslet (Eq. (3.59)). Its antisymmetric component, known as Rotlet, can be

found directly from the equations when m = 1 and D x = (1 2)ε ijl δ jl (∂ ∂x j ) . It is

defined by [160, 246],

1 ε ilk δ lj ( x0 − x )k
ri j (x o , x ) = (C.34)
8πµ r3

Solutions with m ≥ 2 are the higher multipoles.

C.4 Green’s identities for scalar fields

Let Ω be a region in space bounded by a closed surface S of Lyapunov type, and

F(x ) be a vector field acting on this region [119, 246]. The divergence (Gauss)

theorem establishes that the total flux of the vector field across the closed surface

must be equal to the volume integral of the divergence of the vector,

∂Fi
∫ F n dS = ∫ ∂x
S
i i
Ω i
dΩ (C.35)

Substituting F(x ) = φ (x )∇ψ (x ) into Gauss theorem and using the chain rule for

the divergence of the vector, the so-called Green’s first identity is obtained,
 220

∂ψ ∂ψ ∂φ ∂ 2ψ
∫S φ ∂n dS = Ω∫ ∂xi ∂xi dΩ + Ω∫ φ ∂xi ∂xi dΩ (C.36)

where ∂ ∂n = ∇ ⋅ n . This identity is also valid when interchanging φ (x ) and ψ (x ) ,

i.e.,

∂φ ∂ψ ∂φ ∂ 2φ
∫ψ
S
∂n
dS = ∫
Ω
∂xi ∂xi
dΩ + ∫ψ
Ω
∂xi ∂xi
dΩ (C.37)

Subtracting equation (C.37) from (C.36) gives the Green’s second identity,

⎛ ∂ψ ∂φ ⎞ ⎛ ∂ 2ψ ∂ 2φ ⎞
∫S ⎝ ∂n ∂n ⎠ Ω∫ ⎜⎝ ∂xi ∂xi ∂xi ∂xi ⎟⎟⎠dΩ
⎜ φ − ψ ⎟ dS = ⎜ φ − ψ (C.38)

The functions φ (x ) and ψ (x ) must be differentiable at least to the orders that

appear in the integrands.

C.5 Green’s identities for the momentum equations

In order to obtain the Green’s identities for the flow field (u, p ) , a vector z is

defined as the dot product of the stress tensor π(u, p ) and a second solenoidal

vector field v. And the divergence or Gauss’ theorem is applied to the vector z,

∂
∫ ∂x (π v )dΩ = ∫ π
Ω j
ij i
S
v n j dS
ij i (C.39)

where the stress tensor π(u, p ) is defined for an incompressible Newtonian fluid

by,
 221

⎛ ∂u ∂u j ⎞
π ij (u, p ) = − pδ ij + µ ⎜⎜ i + ⎟
⎟
(C.40)
⎝ ∂x j ∂x i ⎠

The chain rule for differentiating in the volume integral of Eq. (C.39) and the

following identities [246],

∂π ij ⎛ ∂ 2ui ∂p ⎞⎟
vi = ⎜ µ − vi (C.41)
∂x j ⎜ ∂x ∂x ∂xi ⎟⎠
⎝ j j

∂vi µ ⎛⎜ ∂u i ∂u j ⎞⎛ ∂vi ∂v j
⎟⎜
⎞
⎟
π ij = + + (C.42)
∂x j 2 ⎜⎝ ∂x j ∂xi ⎟⎜ ∂x
⎠⎝ j ∂xi
⎟
⎠

gives,

µ ⎛⎜ ∂u i ∂u j ⎞⎛ ∂vi ∂v j
⎟⎜
⎞
⎟dΩ +
∫ 2 ⎜ ∂x + +
∂xi ⎟⎠⎜⎝ ∂x j ∂xi ⎟
Ω ⎝ j ⎠
(C.43)
⎛ ∂ 2ui ∂p ⎞
∫Ω ⎜⎜ µ ∂x j ∂x j − ∂xi ⎟⎟vi dΩ = ∫S π ij vi n j dS
⎝ ⎠

which is the Green’s first identity for the flow field (u, p ) . This identity can be

also applied to a flow field (v, q ) and then subtracted from Eq. (C.43),

⎡⎛ ∂ 2 u i ∂p ⎞⎟ ⎛ ∂ 2 vi ∂q ⎞ ⎤
∫Ω ⎢⎜ ∂x j ∂x j ∂xi ⎟ i ⎜⎜ µ ∂x j ∂x j − ∂xi ⎟⎟ui ⎥⎥ dΩ
⎢⎜µ − v −
⎣⎝ ⎠ ⎝ ⎠ ⎦ (C.44)
[ ]
= ∫ π ij vi n j − π ij* u i n j dS
S

which is the so called Green’s second identity, where the auxiliary stress field

π * (v, q ) is defined as,

 222

⎛ ∂v ∂v j ⎞
π ij* (v, q ) = −qδ ij + µ ⎜⎜ i + ⎟
⎟
(C.45)
⎝ ∂x j ∂x i ⎠
 223

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