We present a general introduction to the multiscale modelling and simulation of complex fluids. The perspective is mathematical. The level is elementary. For illustration purposes, we choose the context of incompressible flows of infinitely dilute solutions of flexible polymers, only briefly mentioning some other types of complex fluids. We describe the modelling steps, compare the multiscale approach and the purely macroscopic, more traditional, approach.We also introduce the reader with the appropriate mathematical and numerical tools. A complete set of codes for the numerical simulation is provided, in the simple situation of a Couette flow. This serves as a test-bed for the numerical strategies described in a more general context throughout the text. A dedicated section of our article addresses the mathematical challenges on the front of research.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
M.P. Allen and D.J. Tildesley. Computer simulation of liquids. Oxford Science Publications, 1987.
A. Ammar, B. Mokdad, F. Chinesta, and R. Keunings. A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids. J. Non-Newtonian Fluid Mech., 139:–176, 2006.
A. Ammar, B. Mokdad, F. Chinesta, and R. Keunings. A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex, part II: Transient simulation using space-time separated representations. J. Non-Newtonian Fluid Mech., 144:98–121, 2007.
C. Ané, S. Blachère, D. Chafaï, P. Fougères, I. Gentil, F. Malrieu, C. Roberto, and G. Scheffer. Sur les inégalités de Sobolev logarithmiques. Société Mathématique de France, 2000. In French.
A. Arnold, P. Markowich, G. Toscani, and A. Unterreiter. On convex Sobolev inequalities and the rate of convergence to equilibrium for Fokker-Planck type equations. Comm. Part. Diff. Eq., 26:43–100, 2001.
F.P.T. Baaijens. Mixed finite element methods for viscoelastic flow analysis: a review. J. Non-Newtonian Fluid Mech., 79:361–385, 1998.
J.W. Barrett, C. Schwab, and E. Süli. Existence of global weak solutions for some polymeric flow models. Math. Models and Methods in Applied Sciences, 15(6):939– 983, 2005.
J.W. Barrett and E. Süli. Existence of global weak solutions to kinetic models for dilute polymers. Multiscale Model. Simul., 6(2):506–546, 2007.
M. Ben Alaya and B. Jourdain. Probabilistic approximation of a nonlinear parabolic equation occuring in rheology. Journal of Applied Probability, 44(2):528–546, 2007.
D. Bernardin. Introduction la rhéologie des fluides : approche macroscopique, 2003. Ecole de printemps, G.D.R. Matériaux vitreux, disponible http://www.lmcp. jussieu.fr/lmcp/GDR-verres/html/Rheologi\_1.pdf.In French.
R.B. Bird, R.C. Armstrong, and O. Hassager. Dynamics of polymeric liquids, volume 1. Wiley Interscience, 1987.
R.B. Bird, C.F. Curtiss, R.C. Armstrong, and O. Hassager. Dynamics of polymeric liq uids, volume 2. Wiley Interscience, 1987.
R.B. Bird, P.J. Dotson, and N.L. Johnson. Polymer solution rheology based on a finitely extensible bead-spring chain model. J. Non-Newtonian Fluid Mech., 7:213–235, 1980. Errata: J. Non-Newtonian Fluid Mech., 8:193 (1981).
A. Bonito, Ph. Clément, and M. Picasso. Finite element analysis of a simplified stochastic Hookean dumbbells model arising from viscoelastic flows. M2AN Math. Model. Numer. Anal., 40(4):785–814, 2006.
A. Bonito, Ph. Clément, and M. Picasso. Mathematical analysis of a stochastic simplified Hookean dumbbells model arising from viscoelastic flow. J. Evol. Equ., 6(3):381–398, 2006.
J. Bonvin and M. Picasso. Variance reduction methods for CONNFFESSIT-like simulations. J. Non-Newtonian Fluid Mech., 84:191–215, 1999.
J. Bonvin, M. Picasso, and R. Sternberg. GLS and EVSS methods for a three fields Stokes problem arising from viscoelastic flows. Comp. Meth. Appl. Mech. Eng., 190:3893–3914, 2001.
J.C. Bonvin. Numerical simulation of viscoelastic fluids with mesoscopic models. PhD thesis, Ecole Polytechnique Fédérale de Lausanne, 2000. Available at http://library.epfl.ch/theses/?nr=2249.
M. Braack and A. Ern. A posteriori control of modeling errors and discretization errors. Multiscale Model. Simul., 1(2):221–238, 2003.
H.-J. Bungartz and M. Griebel. Sparse grids. Acta Numer., 13:147–269, 2004.
E. Cancés, I. Catto, and Y. Gati. Mathematical analysis of a nonlinear parabolic equation arising in the modelling of non-Newtonian flows. SIAM J. Math. Anal., 37:60–82, 2005.
E. Cancés, I. Catto, Y. Gati, and C. Le Bris. A micro-macro model describing Couette flows of concentrated suspensions. Multiscale Model. Simul., 4:1041–1058, 2005.
E. Cancés and C. Le Bris. Convergence to equilibrium of a multiscale model for suspensions. Discrete and Continuous Dynamical Systems — Series B, 6:449–470, 2006.
C. Chauviére. A new method for micro-macro simulations of viscoelastic flows. SIAM J. Sci. Comput., 23(6):2123–2140, 2002.
C. Chauviére and A. Lozinski. Simulation of dilute polymer solutions using a Fokker-Planck equation. Computers and fluids, 33(5–6):687–696, 2004.
F. Comets and T. Meyre. Calcul stochastique et modéles de diffusion. Dunod, 2006. In French.
P. Constantin. Nonlinear Fokker-Planck Navier-Stokes systems. Commun. Math. Sci., 3(4):531–544, 2005.
P. Constantin, C. Fefferman, A. Titi, and A. Zarnescu. Regularity of coupled two-dimensional nonlinear Fokker-Planck and Navier-Stokes systems. Commun. Math. Phys., 270(3):789–811, 2007.
P. Constantin, I. Kevrekidis, and E.S. Titi. Asymptotic states of a Smoluchowski equation. Archive Rational Mech. Analysis, 174(3):365–384, 2004.
P. Constantin, I. Kevrekidis, and E.S. Titi. Remarks on a Smoluchowski equation. Disc. and Cont. Dyn. Syst., 11(1):101–112, 2004.
P. Constantin and N. Masmoudi. Global well-posedness for a Smoluchowski equation coupled with Navier-Stokes equations in 2D. Commun. Math. Phys., 278, 179–191, 2008.
P. Degond, M. Lemou, and M. Picasso. Viscoelastic fluid models derived from kinetic equations for polymers. SIAM J. Appl. Math., 62(5):1501–1519, 2002.
P. Delaunay, A. Lozinski, and R.G. Owens. Sparse tensor-product Fokker-Planck-based methods for nonlinear bead-spring chain models of dilute polymer solutions. CRM Proceedings and Lecture Notes, Volume 41, 2007.
F. Devreux. Matiére et désordre : polyméres, gels, verres. Cours de l'Ecole Polytech-nique, 2000. In French.
M. Doi. Introduction to Polymer Physics. International Series of Monographs on Physics. Oxford University Press, 1996.
M. Doi and S.F. Edwards. The Theory of Polymer Dynamics. International Series of Monographs on Physics. Oxford University Press, 1988.
Q. Du, C. Liu, and P. Yu. FENE dumbbell model and its several linear and nonlinear closure approximations. Multiscale Model. Simul., 4(3):709–731, 2005.
W. E, T. Li, and P.W. Zhang. Convergence of a stochastic method for the modeling of polymeric fluids. Acta Mathematicae Applicatae Sinica, English Series, 18(4):529–536, 2002.
W. E, T. Li, and P.W. Zhang. Well-posedness for the dumbbell model of polymeric fluids. Commun. Math. Phys., 248:409–427, 2004.
A. Ern and T. Leliévre. Adaptive models for polymeric fluid flow simulation. C. R. Acad. Sci. Paris, Ser. I, 344(7):473–476, 2007.
J. Fang and R.G. Owens. Numerical simulations of pulsatile blood flow using a new constitutive model. Biorheology, 43:637–770, 2006.
R. Fattal and R. Kupferman. Constitutive laws for the matrix-logarithm of the conformation tensor. J. Non-Newtonian Fluid Mech., 123:281–285, 2004.
R. Fattal and R. Kupferman. Time-dependent simulation of viscoelastic flows at high Weissenberg number using the log-conformation representation. J. Non-Newtonian Fluid Mech., 126:23–37, 2005.
E. Fernández-Cara, F. Guillén, and R.R. Ortega. Handbook of numerical analysis. Vol. 8: Solution of equations in ℝn(Part 4). Techniques of scientific computing (Part 4). Numerical methods of fluids (Part 2)., chapter Mathematical modeling and analysis of viscoelastic fluids of the Oldroyd kind, pages 543–661. Amsterdam: North Holland/ Elsevier, 2002.
G. Forest, Q. Wang, and R. Zhou. The flow-phase diagram of Doi-Hess theory for sheared nematic polymers II: finite shear rates. Rheol. Acta, 44(1):80–93, 2004.
M. Fortin and A. Fortin. A new approach for the FEM simulation of viscoelastic flows. J. Non-Newtonian Fluid Mech., 32:295–310, 1989.
D. Frenkel and B. Smit. Understanding molecular dynamics: from algorithms to applications. Academic Press, London, 2002.
H. Gao and P. Klein. Numerical simulation of crack growth in an isotropic solid with randomized internal cohesive bonds. J. Mech. Phys. Solids, 46(2):187–218, 1998.
Y. Gati. Modélisation mathématique et simulations numériques de fluides non new-toniens. PhD thesis, Ecole Nationale des Ponts et Chaussées, 2004. Available at http://pastel.paristech.org/883/01/these.pdf. In French.
J.-F. Gerbeau, M. Vidrascu, and P. Frey. Fluid-structure interaction in blood flows on geometries coming from medical imaging. Computers and Structure, 83(2–3):155–165, 2005.
H. Giesekus. A simple constitutive equation for polymeric fluids based on the concept of deformation-dependent tensorial mobility. J. Non-Newtonian Fluid Mech., 11:69–109, 1982.
R. Guénette and M. Fortin. A new mixed finite element method for computing viscoelas-tic flows. J. Non-Newtonian Fluid Mech., 60:27–52, 1999.
C. Guillopé and J.C. Saut. Existence results for the flow of viscoelastic fluids with a differential constitutive law. Nonlinear Analysis, Theory, Methods & Appl., 15(9):849– 869, 1990.
C. Guillopé and J.C. Saut. Global existence and one-dimensional nonlinear stability of shearing motions of viscoelastic fluids of Oldroyd type. RAIRO Math. Model. Num. Anal., 24(3):369–401, 1990.
E. Hairer, S.P. Nørsett, and G. Wanner. Solving ordinary differential equations I. Springer, 1992.
E. Hairer and G. Wanner. Solving ordinary differential equations II. Springer, 2002.
P. Halin, G. Lielens, R. Keunings, and V. Legat.The Lagrangian particle method for macroscopic and micro-macro viscoelastic flow computations. J. Non-Newtonian Fluid Mech., 79:387–403, 1998.
D.J. Higham. An algorithmic introduction to numerical simulation of stochastic differential equations. SIAM Review, 43(3):525–546, 2001.
D. Hu and T. Leliévre. New entropy estimates for the Oldroyd-B model, and related models. Communications in Mathematical Sciences, 5(4), 909–916, 2007.
M.A. Hulsen, R. Fattal, and R. Kupferman. Flow of viscoelastic fluids past a cylinder at high Weissenberg number: stabilized simulations using matrix logarithms. Journal of Non-Newtonian Fluid Mechanics, 127(1):27–39, 2005.
M.A. Hulsen, A.P.G. van Heel, and B.H.A.A. van den Brule. Simulation of viscoelastic flows using Brownian configuration fields. J. Non-Newtonian Fluid Mech., 70:79–101, 1997.
P. Hébraud and F. Lequeux. Mode-coupling theory for the pasty rheology of soft glassy materials. Phys. Rev. Lett., 81:2934–2937, 1998.
B. Jourdain, C. Le Bris, and T. Leliévre. On a variance reduction technique for micro-macro simulations of polymeric fluids. J. Non-Newtonian Fluid Mech., 122:91–106, 2004.
B. Jourdain, C. Le Bris, and T. Leliévre. An elementary argument regarding the longtime behaviour of the solution to a stochastic differential equation. Annals of Craiova University, Mathematics and Computer Science series, 32:1–9, 2005.
B. Jourdain, C. Le Bris, T. Leliévre, and F. Otto. Long-time asymptotics of a multi-scale model for polymeric fluid flows. Archive for Rational Mechanics and Analysis, 181(1):97–148, 2006.
B. Jourdain and T. Leliévre. Mathematical analysis of a stochastic differential equation arising in the micro-macro modelling of polymeric fluids. In I.M. Davies, N. Jacob, A. Truman, O. Hassan, K. Morgan, and N.P. Weatherill, editors, Probabilistic Methods in Fluids Proceedings of the Swansea 2002 Workshop, pages 205–223. World Scientific, 2003.
B. Jourdain, T. Leliévre, and C. Le Bris. Numerical analysis of micro-macro simulations of polymeric fluid flows: a simple case. Math. Models and Methods in Applied Sciences, 12(9):1205–1243, 2002.
B. Jourdain, T. Leliévre, and C. Le Bris. Existence of solution for a micro-macro model of polymeric fluid: the FENE model. Journal of Functional Analysis, 209:162–193, 2004.
I. Karatzas and S.E. Shreve. Brownian motion and stochastic calculus. Springer-Verlag, 1988.
R. Keunings. Fundamentals of Computer Modeling for Polymer Processing, chapter Simulation of viscoelastic fluid flow, pages 402–470. Hanser, 1989.
R. Keunings. A survey of computational rheology. In D.M. Binding et al., editor, Proc. 13th Int. Congr. on Rheology, pages 7–14. British Society of Rheology, 2000.
R. Keunings. Micro-macro methods for the multiscale simulation of viscoelastic flows using molecular models of kinetic theory. In D.M. Binding and K. Walters, editors, Rheology Reviews 2004. British Society of Rheology, 2004.
P.E. Kloeden and E. Platen. Numerical Solution of Stochastic Differential Equations, volume 23 of Applications of Mathematics. Springer, 1992.
Y. Kwon. Finite element analysis of planar 4:1 contraction flow with the tensor-logarithmic formulation of differential constitutive equations. Korea-Australia Rheology Journal, 16(4):183–191, 2004.
M. Laso and H.C. Öttinger. Calculation of viscoelastic flow using molecular models : The CONNFFESSIT approach. J. Non-Newtonian Fluid Mech., 47:1–20, 1993.
M. Laso, M. Picasso, and H.C.Öttinger. Two-dimensional, time-dependent viscoelastic flow calculations using CONNFFESSIT. AIChE J., 43:877–892, 1997.
C. Le Bris. Systémes multiéchelles: modélisation et simulation, volume 47 of Mathématiques et Applications. Springer, 2005. In French.
C. Le Bris and P. L. Lions. Renormalized solutions to some transport equations with partially W 1,1 velocities and applications. Annali di Matematica pura ed applicata, 183:97–130, 2004.
C. Le Bris and P. L. Lions. Existence and uniqueness of solutions to Fokker-Planck type equations with irregular coefficients. Comm. Part. Diff. Eq., 33(7), 1272–1317, 2008.
A. Lefebvre and B. Maury. Apparent viscosity of a mixture of a Newtonian fluid and interacting particles. Comptes Rendus Académie des Sciences, Mécanique, 333(12):923– 933, 2005.
T. Leliévre. Optimal error estimate for the CONNFFESSIT approach in a simple case. Computers and Fluids, 33:815–820, 2004.
T. Leliévre. Problémes mathématiques et numériques posés par la simulation d'écoulement de fluides polymériques. PhD thesis, Ecole Nationale des Ponts et Chaussées, 2004. Available at http://cermics.enpc.fr/lelievre/ rapports/these.pdf. In French.
T. Li, H. Zhang, and P.W. Zhang. Local existence for the dumbbell model of polymeric fluids. Comm. Part. Diff. Eq., 29(5-6):903–923, 2004.
T. Li and P.W. Zhang. Convergence analysis of BCF method for Hookean dumbbell model with finite difference scheme. SIAM MMS, 5(1):205–234, 2006.
T. Li and P.W. Zhang. Mathematical analysis of multi-scale models of complex fluids. Comm. Math. Sci., 5(1):1–51, 2007.
F.-H. Lin, C. Liu, and P.W. Zhang. On hydrodynamics of viscoelastic fluids. Comm. Pure Appl. Math., 58(11):1437–1471, 2005.
F.-H. Lin, C. Liu, and P.W. Zhang. On a micro-macro model for polymeric fluids near equilibrium. Comm. Pure Appl. Math., 60(6):838–866, 2007.
F. Lin, P. Zhang and Z. Zhang. On the global existence of smooth solution to the 2-D FENE dumbbell model, Comm. Math. Phys., 277, 531–553, 2008.
P.L. Lions and N. Masmoudi. Global solutions for some Oldroyd models of non-Newtonian flows.Chin. Ann. Math., Ser. B, 21(2):131–146, 2000.
P.L. Lions and N. Masmoudi. Global existence of weak solutions to micro-macro models.C. R. Math. Acad. Sci., 345(1):15–20, 2007.
A.S. Lodge.Elastic Liquids. Academic Press, 1964.
A. Lozinski.Spectral methods for kinetic theory models of viscoelastic fluids. PhD thesis, Ecole Polytechnique Fédérale de Lausanne, 2003. Available at http://library.epfl.ch/theses/?nr=2860.
A. Lozinski and C. Chauviére. A fast solver for Fokker-Planck equation applied to viscoelastic flows calculations.J. Comp. Phys., 189(2):607–625, 2003.
L. Machiels, Y. Maday, and A.T. Patera. Output bounds for reduced-order approximations of elliptic partial differential equations.Comput. Methods Appl. Mech. Engrg., 190(26–27):3413–3426, 2001.
F. Malrieu.Inégalités de Sobolev logarithmiques pour des problémes d'évolution non linéaires. PhD thesis, Université Paul Sabatier, 2001.
J.M. Marchal and M.J. Crochet. A new mixed finite element for calculating viscoelastic flows.J. Non-Newtonian Fluid Mech., 26:77–114, 1987.
N. Masmoudi. Well-posedness for the FENE dumbbell model of polymeric flows.Communications on Pure and Applied Mathematics, 61(12), 1685–1714, 2008.
T. Min, J.Y. Yoo, and H. Choi. Effect of spatial discretization schemes on numerical solutions of viscoelastic fluid flows.J. Non-Newtonian Fluid Mech., 100:27–47, 2001.
J.T. Oden and S. Prudhomme. Estimation of modeling error in computational mechanics.J. Comput. Phys., 182:496–515, 2002.
J.T. Oden and K.S. Vemaganti. Estimation of local modeling error and goal-oriented adaptive modeling of heterogeneous materials. i. error estimates and adaptive algorithms.J. Comput. Phys., 164:22–47, 2000.
B. Øksendal.Stochastic differential equations. An introduction with applications. Springer, 2003.
H.C. Ö ttinger.Stochastic Processes in Polymeric Fluids. Springer, 1995.
R.G. Owens. A new microstructure-based constitutive model for human blood.J. Non-Newtonian Fluid Mech., 140:57–70, 2006.
R.G. Owens and T.N. Phillips.Computational rheology. Imperial College Press / World Scientific, 2002.
A. Peterlin. Hydrodynamics of macromolecules in a velocity field with longitudinal gradient.J. Polym. Sci. B, 4:287–291, 1966.
N. Phan-Thien and R.I. Tanner. A new constitutive equation derived from network theory.J. Non-Newtonian Fluid Mech., 2:353–365, 1977.
A. Quarteroni and L. Formaggia.Mathematical modelling and numerical simulation of the cardiovascular system., volume 12 of Handbook of Numerical Analysis, Chap. 1, pages 3–127. Elsevier, 2004. G. Ciarlet Ed. N. Ayache guest Ed.
S. Reese. Meso-macro modelling of fibre-reinforced rubber-like composites exhibiting large elastoplastic deformation.International Journal of Solids and Structures, 40(4):951–980, 2003.
S. Reese. A micromechanically motivated material model for the thermo-viscoelastic material behaviour of rubber-like polymers.International Journal of Plasticity, 19(7):909–940, 2003.
M. Renardy. Local existence of solutions of the Dirichlet initial-boundary value problem for incompressible hypoelastic materials.SIAM J. Math. Anal., 21(6):1369–1385, 1990.
M. Renardy. An existence theorem for model equations resulting from kinetic theories of polymer solutions.SIAM J. Math. Anal., 22:313–327, 1991.
M. Renardy.Mathematical analysis of viscoelastic flows. SIAM, 2000.
D. Revuz and M. Yor.Continuous martingales and Brownian motion. Springer-Verlag, 1994.
L.C.G. Rogers and D. Williams.Diffusions, Markov Processes, and Martingales, Volume 1: Foundations. Cambridge University Press, 2000.
L.C.G. Rogers and D. Williams.Diffusions, Markov Processes, and Martingales, Volume 2: Itô calculus. Cambridge University Press, 2000.
D. Sandri. Non integrable extra stress tensor solution for a flow in a bounded domain of an Oldroyd fluid.Acta Mech., 135(1–2):95–99, 1999.
D. Stroock and S.R.S. Varadhan.Multidimensional diffusion processes. Springer, 1979.
J.K.C. Suen, Y.L. Joo, and R.C. Armstrong. Molecular orientation effects in viscoelas-ticity.Annu. Rev. Fluid Mech., 34:417–444, 2002.
A.P.G. Van Heel.Simulation of viscoelastic fluids: from microscopic models to macroscopic complex flows. PhD thesis, Delft University of Technology, 2000.
T. von Petersdorff and C. Schwab. Numerical solution of parabolic equations in high dimensions.M2AN Math. Model. Numer. Anal., 38(1):93–127, 2004.
P. Wapperom, R. Keunings, and V. Legat. The Backward-tracking Lagrangian Particle Method for transient viscoelastic flows.J. Non-Newtonian Fluid Mech., 91:273–295, 2000.
H. Zhang and P.W. Zhang. A theoretical and numerical study for the rod-like model of a polymeric fluid.Journal of Computational Mathematics, 22(2):319–330, 2004.
H. Zhang and P.W. Zhang. Local existence for the FENE-dumbbell model of polymeric fluids.Archive for Rational Mechanics and Analysis, 2:373–400, 2006.
L. Zhang, H. Zhang, and P. Zhang. Global existence of weak solutions to the regularized Hookean dumbbell model.Commun. Math. Sci., 6(1), 83–124, 2008.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Bris, C.L., Lelièvre, T. (2009). Multiscale Modelling of Complex Fluids: A Mathematical Initiation. In: Engquist, B., Lötstedt, P., Runborg, O. (eds) Multiscale Modeling and Simulation in Science. Lecture Notes in Computational Science and Engineering, vol 66. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-88857-4_2
Download citation
DOI: https://doi.org/10.1007/978-3-540-88857-4_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-88856-7
Online ISBN: 978-3-540-88857-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)