Journal of Applied Mathematics and Physics
Vol.05 No.02(2017), Article ID:74153,12 pages
10.4236/jamp.2017.52030
The Technique of the Immersed Boundary Method: Application to Solving Shape Optimization Problem
Ling Rao1, Hongquan Chen2
1Department of Mathematics, Nanjing University of Science and Technology, Nanjing, China
2College of Aerospace Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing, China




Received: January 22, 2017; Accepted: February 12, 2017; Published: February 15, 2017
ABSTRACT
We present a numerical method based on genetic algorithm combined with a fictitious domain method for a shape optimization problem governed by an elliptic equation with Dirichlet boundary condition. The technique of the immersed boundary method is incorporated into the framework of the fictitious domain method for solving the state equations. Contrary to the conventional methods, our method does not make use of the finite element discretization with obstacle fitted meshes. It conduces to overcoming difficulties arising from re-meshing operations in the optimization process. The method can lead to a reduction in computational effort and is easily programmable. It is applied to a shape reconstruction problem in the airfoil design. Numerical experiments demonstrate the efficiency of the proposed approach.
Keywords:
Immersed Boundary Method, Genetic Algorithm, Bezier Curve, Elliptic Dirichlet Boundary Value Problem, Shape Optimization Problem

1. Introduction
The aim of shape optimization is to find a shape Ω such that the structure represented by Ω behaves in an appropriate way. Usually this goal is realized by the minimization of a suitable cost functional J over an admissible family
of domains, in which all possible candidates are included. Schematically, shape optimization problem can be expressed as follows:

where
is the solution of a state equation. In this paper, the state equation is formulated by an elliptic equation with Dirichlet boundary condition. Shape optimization problems have been extensively studied from the mathematical point of view [1]. Our paper deals with their practical aspects. The practical shape optimization problem in this paper is a reconstruction problem, in which the target is to find the shape of airfoil when the pressure distribution on it is given.
Our optimization is performed by using genetic algorithm (GA) [2] [3]. GA is very popular at present for its simplicity and ability to handle large scale problems. It is a global optimization method, and can be used to solve non-smooth optimization problems. Because GA is based on cost functional evaluations. The state equations need to be repeatedly solved on different domain changing during shape optimization computations.
The numerical solution of partial differential equations describing the fluid flow is usually done by performing spatial and temporal discretization. The spatial representation must take into account for the boundaries of the computational domain and then make use of a discrete representation via meshing. Solving the flow around objects with complex shapes may involve extensive meshing work that has to be repeated each time a change in the geometry is needed. Important benefit would be reached if we are able to solve the flow without the need of generating a mesh that fits the shape of the immersed objects. Most flow solvers are based on body-conforming grids (i.e. the external boundary and surfaces of immersed bodies are represented by the mesh faces), but there is an increased interest in solution algorithms for non-body-conforming grids. Such methods are presented under a variety of names: immersed boundary (IB), immersed interface, embedded mesh, fictitious domain, all having in common the fact that the spatial discretization is done over a single domain containing both fluid and solid regions and where mesh points are not necessarily located on the fluid-solid interface.
We use the Lagrange multiplier-based fictitious domain method [4] [5] for solving the state equation in the shape optimization problem. The fictitious domain method based approach in the shape optimization problem can be found in [6] [7]. Furthermore in order to avoid costly and sometimes extremely difficult meshing work on body-fitted geometries, we incorporate the technique of the IB method into the framework of the fictitious domain method.
The IB method was initially introduced by Peskin [8] [9] for finite differences applied to fluid-structure interactions. The method received particular attention in recent years [10] [11] [12]. Peskin’s IB method was developed for the comput- er simulation of general problems involving a transient incompressible viscous fluid containing an immersed elastic interface, which may have time-dependent geometry or elastic properties, or both. The IB method is at the same time a mathematical formulation and a numerical scheme. The mathematical formulation is based on the use of Eulerian variables to describe the dynamic of fluid and of Lagrange variables along the moving structure. The force exerted by the structure on the fluid is taken into account by means of a Dirac delta function constructed according to certain principles. The main idea is to use a regular Eulerian mesh for the fluid dynamics simulation, coupled with a Lagrangian representation of the immersed boundary. The advantage of this method is that the fluid domain can have a simple shape, so that structured grids can be used. The Lagrangian mesh is independent of the Eulerian mesh. The interaction between the fluid and the immersed boundary is modeled by using a well-chosen discrete approximation to the Dirac delta function.
In our approach, all domains
are embedded into a fictitious domain
with a simple shape (e.g. a box). It is easy to construct a triangularization of such a domain. The triangularization is fixed, i.e., it does not change during an optimization computation. All computations for solving the state problem are performed in
with the same stiffness matrix, which also does not change and consequently can be computed and stored for ever. The method has the advantage of avoiding the need for re-meshing procedures in the optimization process. The necessary information on the geometry is encoded in an additional variable, contributing only to the right hand side of the state equations. We show that the resulting model can be very efficient for optimization computations. Numerical experiments demonstrate the efficiency of the proposed approach.
The paper is organized as follows. In Section 2, the state equation is presented by an elliptic equation with Dirichlet boundary condition. We describe its algorithm based on boundary Lagrangian fictitious domain method. We incorporate the technique of the immersed boundary method into the framework of the fictitious domain method. In Section 3, we consider the airfoil design for the two- dimension incompressible inviscid uniform flows. We describe the mathematical formulation of a shape optimization problem. In Section 4, we do numerical experiments to show that our proposed method is feasible and effective for solving the shape optimization problem.
2. Fictitious Domain Based Approach
On a domain
, assume problem [P] with
being the solution of the following elliptic equation with Dirichlet boundary condition:
(1)
where domain Ω is the exterior of an obstacle B with boundary
(see Figure 1),
, and Γ is the boundary of a rectangle. The
is defined by the design variable
,
, where U is the set of admissible design parameters.
We require that the set U is compact. Coefficient
,
,
,
. For simplicity, 

Since the solution







Figure 1. A domain around an obstacle.
According to the boundary Lagrangian fictitious domain method [5], the Dirichlet boundary condition on 


Find


where









The problem (2)-(3) can be solved by GCG iterative method. We describe the algorithm presented by [13] as follows:
Algorithm 0:
Step 0: Initialization.
・ Set initial Lagrangian multipliers: 

・ Find 

・ Calculate 
・ Set the initial descent direction
To obtain







Step 1: Find descent direction.
・ Solve 

・ Calculate 

・ Find the new solution by
・ Calculate the new gradient 
Step 2: Construct convergence criterion and update descent direction.
If


Set 
It can be seen from the above algorithm that we need calculate elliptic variational problems (4) and (5). Conventionally we solve them by the finite element method. In the computation procedure of the finite element discretizations, the mesh of the extended domain is constructed from a rectangular triangulated mesh by locally fitting this mesh to the irregular obstacle boundary. The conventional finite element discretizations result the problem in the solution of huge algebraic system of equations and will meet the trouble of computing the boundary integrals. In order to avoid these difficulties and solve more efficiently the extended problem, we will incorporate the technique of the immersed boundary method into the framework of the fictitious domain method. The main idea is to use Dirac delta function to improve the computation procedure of the discretizations. We describe the algorithm presented by [13] as follows.
We construct a regular Eulerian mesh on
where 










Let 


where
Using the above Dirac delta function we can transfer the weak forms of the partial differential equations (4) and (5) to the strong forms and then solve them by Fast Poisson Solvers such as the fast Fourier transform or cyclic reduction. In mathematical view, we need the following Lemma (see [14]).
Lemma 1. Assume that the simple closed cure




is a distribution function belonging to 
By Lemma 1, we can write the right hand in (5) as following form:
where

That is, 

In the same way, (4) also can be written in the strong form below:

where

Note that (8) and (9) are defined in the rectangular domain








The discrete form of (7) is

The discrete form of (10) is

The discrete form of (11) is

Based on the above analysis, we have the discrete algorithm of GCG for solving (2)-(3) as follows:
Algorithm 1:
Step 0: Initialization.
1) Distributed 
2) Calculate (9) for 

3) Calculate 


4) Calculate 
5) Set the initial descent direction

To obtain







Step 1: Find descent direction.
1) Distributed 
2) Solve (8) for 

3) Calculate 

4) Calculate 
5) Let
6) Calculate the new gradient 
Step 2: Construct convergence criterion and update descent direction. For given 



where
Otherwise
Set 
It can be seen from steps 4, 5, and 6 in Step 1 that the calculations are done over the Lagrangian points and we need solve (8) only for 


3. Shape Optimization Problem
Our shape optimization problem is a shape reconstruction problem. We consider the airfoil design for the two-dimension incompressible inviscid uniform flows. We want to find the shape of an airfoil 


Suppose the uniform flow around an arbitrary airfoil B is from the left toward the right and of velocity profile





In order to solve the shape optimization problem numerically, the boundary 








For given 

where 
Now, the reconstruction problem reads: find the design parameter 







The reconstruction problem in a minimization problem form reads:

where U is the set of admissible design parameters. We require that U is compact and

4. Numerical Experiments
First we do numerical experiments to demonstrate the efficiency of the algorithm in section 2. We use the Algorithm 1 to solve station Equation (16) which simulate the two-dimension incompressible inviscid uniform flows around an arbitrary given airfoil B.
Figure 2. The Bezier curve for the upper side of the NACA0012 profile.
We take the fictitious domain
Next we solve the reconstruction problem (18). We take the NACA0012 airfoil as





Figure 3. (a) Zoom view of Eulerian mesh, Lagrangian mesh and the used neighboring Eulerian points of the boundary; (b) Streamline visualization: numerical solution is displayed in solid lines.
Figure 4. The target design and the design obtained as the result of optimization.
domains which are possible to obtain by using this parametrization and constraints.
We run genetic algorithm (GA) to find seven design variables 
In Figure 4, Line 2 is the target design and Line 1 is the final design obtained as the result of optimization. The euclidean distance between the two lines is 0.5e−2. The computations were run on a personal computer with Intel core CPU @ 2.30 GHz and 2.0 GB RAM. One optimization takes about 5 minutes of CPU time.
Conclusion
The results of numerical experiments show that our proposed method is feasible and effective for the optimal shape design problem.
Cite this paper
Rao, L. and Chen, H.Q. (2017) The Technique of the Immersed Boundary Method: Application to Solving Shape Optimization Problem. Journal of Applied Mathematics and Physics, 5, 329- 340. https://doi.org/10.4236/jamp.2017.52030
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