Numerical Solutions to Free Boundary Problems

Abstract

Many physically interesting problems involve propagation of free surfaces. Vortex-sheet roll-up in hydrodynamic instability, wave interactions on the ocean's free surface, the solidification problem for crystal growth and Hele-Shaw cells for pattern formation are some of the significant examples. These problems present a great challenge to physicists and applied mathematicians because the underlying problem is very singular. The physical solution is sensitive to small perturbations. Naïve discretisations may lead to numerical instabilities. Other numerical difficulties include singularity formation and possible change of topology in the moving free surfaces, and the severe time-stepping stability constraint due to the stiffness of high-order regularisation effects, such as surface tension.This paper reviews some of the recent advances in developing stable and efficient numerical algorithms for solving free boundary-value problems arising from fluid dynamics and materials science. In particular, we will consider boundary integral methods and the level-set approach for water waves, general multi-fluid interfaces, Hele–Shaw cells, crystal growth and solidification. We will also consider the stabilising effect of surface tension and curvature regularisation. The issue of numerical stability and convergence will be discussed, and the related theoretical results for the continuum equations will be addressed. This paper is not intended to be a detailed survey and the discussion is limited by both the taste and expertise of the author.