ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II: AN IMPROVED CONSTRAINT ON THE CELL SIZE

ELBRIDGE GERRY PUCKETT

Abstract. In a previous article in this journal the author proved that, given a two times dierentiable curve in the plane, one can construct a piecewise linear approximation to the curve that is second-order accurate in the max norm on a square grid, using only the volume fractions in the grid associated with the curve. In this article it is proven that this second-order accuracy can be achieved provided only that the cell size is less than a constant divided by the maximum of the absolute value of the curvature of the curve. This is less restrictive than the condition on the cell size required to achieve second-order accuracy that was published in the previous paper.

1. Introduction The problem studied in this article is the interface reconstruction problem for a volume-of-uid method in two space dimensions. Let R2 denote a simply connected domain and let z(s) = (x(s), y (s)), where s is arc length, denote a curve in . The volume-of-uid interface reconstruction problem is to compute an (s) to z(s) in using only the volume fractions due to z on the grid. (Volume fractions are approximation z dened and discussed in more detail in Section 1.1 below.) Let L be a characteristic length of the problem domain . Cover with a grid consisting of square cells each of side x L and let x h = (1) L be a dimensionless parameter that represents the size of a grid cell as a non-dimensional quantity. Note that h is bounded above by 1. For the remainder of this article it will be understood that quantities such as the arc length s, the radius of curvature R, etc. are also non-dimensional quantities that have been obtained by division by L as in (1), and that the curvature has been non-dimensionalized by dividing by 1/L. Given integers i and j , let xi = i h and (resp., yj = j h) denote the location of the ith vertical (resp., j th horizontal) grid line in the grid of square cells of side h covering . In particular, let (xi , yj ) denote the lower left hand corner of the ij th cell Cij in the grid. The main result of this article is a proof that a piecewise linear, volume-of-uid interface reconstruction method will be a second-order accurate approximation to the exact interface z(s) = (x(s), y (s)) in the max norm provided the following ve conditions hold: (I) The interface z is two times continuously dierentiable; i.e, z(s) C 2 (R).
Date : November 6, 2012. 2010 Mathematics Subject Classication. 65M12; 76T99; 65M06; 76M12; 76M20; 76M25. Key words and phrases. volume-of-uid, piecewise linear interface reconstruction, fronts, front reconstruction, two-phase ow, multi-phase systems, under-resolved computations, Adaptive Mesh Renement, computational uid dynamics. Sponsored by the US Department of Energy Mathematical, Information, and Computing Sciences Division contracts DEFC02-01ER25473 and DE-FG02-03ER25579.
1

ELBRIDGE GERRY PUCKETT

(II) The grid size h and the maximum of the absolute value of the curvature (s) of the interface z(s) max = max |(s)|
s

(2)

satisfy the following inequality with respect to one another1 h Ch , max 1 . 25 (3)

where Ch is a constant which is independent of h and max and is dened by Ch = (4)

(III) In each cell Cij = [xi , xi+1 ] [yj , yj +1 ] that contains a portion of the interface, the volume fraction ij ( g ) of the piecewise linear approximation g ij (x) = mij x + bij (5)

to the interface in Cij has the same volume fraction ij ( g ) in Cij as the interface2 (x, g (x)) has in Cij ij ( g ) = ij (g ) . For example, see Figure 1. (IV) In each cell Cij that contains a portion of the interface, the slope mij of the piecewise linear approximation g ij (x)3 dened in (5) is given by mij = (Si+ Si+ ) ( ) for , = 1, 0, 1 with = , (7) (6)

where Si+ and Si+ denote two distinct column sums of volume fractions from the 3 3 block of cells Bij = [xi1 , xi+2 ] [yj 1 , yj +2 ] surrounding the cell Cij . The column sums Si1 , Si , and Si+1 are dened and described in more detail in Section 1.3 below. (V) The column sums Si+ and Si+ in equation (7) are suciently accurate that the slope mij dened in (7) is a rst-order accurate approximation to g (xc ) where xc denotes the center of the interval [xi , xi+1 ]; i.e., | mij g (xc ) | C h where C is a global constant which is independent of h. Equations (3) and (4) constitute the new result contained in this article. In order to prove this new result, it is necessary to replace Sections 3.2, 3.3 and 3.4 of [20] with Section 2 of the current article.
1It is only necessary that this inequality be satised in the 3 3 block of cells B = [x ij i1 , xi+2 ] [yj 1 , yj +2 ] centered on

(8)

the cell Cij = [xi , xi+1 ] [yj , yj +1 ] in which one wishes to reconstruct the interface. 2Theorem 6 of [20] ensures that whenever the interface is C 2 and the condition in (3) is satised, then in some orientation of the 3 3 block of cells Bij centered on the cell Cij , there is a parametrization of the interface of the form y = g (x) or x = G(y ). For convenience, here I have chosen to represent the interface as y = g (x), with it being understood that it may instead be necessary to represent the interface as x = G(y ). 3In what follows I will sometimes omit the subscript ij when writing the piecewise linear approximation g dened in (5) and simply write g instead of g ij .

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II

yj+2

(xi+2 , yr ) yj+1
g (x ) = tanh (x ) g ij (x ) = mij x + bij

yj (xi1 , yl )

yj1 xi1

xi

| xc = 0

xi+1

xi+2

Figure 1. In this example the interface is g (x) = tanh(x). Note that all three of the column sums are exact. (Exact column sums are dened in Section 1.3 below.) However, for the inverse function x = g 1 (y ) only the (horizontal) center column sum is exact. The linear approximation g ij (x) = mij x + bij in the center cell that is produced by the volume-ofuid interface reconstruction algorithm when one chooses the slope mij to be the dierence between the rst and third column sums divided by 2; i.e., mij = (Si+1 Si1 )/2 is also plotted. The main result of this paper is that if (3) holds, then |g (x) g ij (x)| C h2 for all x [xi1 , xi ] where C > 0 is a global constant which is independent of h. 1.1. Volume Fractions. Suppose that one is given a simply connected computational domain R2 that is divided into two distinct regions, 1 and 2 , so that 1 2 = and 1 2 = where denotes the empty set. I will refer to 1 as material 1 and 2 as material 2.4 Let z(s) = (x(s), y (s)), where s is arc length, denote the interface between these two materials. Cover with a uniform grid of square cells, each with side h, and let ij denote the fraction of material 1 in the ij th cell. Each number ij satises 0 ij 1 and is called the volume fraction (of material 1) in the ij th cell.5 Note that 0 < ij < 1 (9)

if and only if a portion of the interface z(s) lies in the ij th cell and that ij = 1 (resp., ij = 0) if the ij th cell only contains material 1 (resp., material 2). Consider the following problem. Given only the collection of volume fractions ij in the grid covering , reconstruct z(s); i.e., in every cell Cij in the grid that satises (9) nd a piecewise linear approximation z to z as shown, for example, in Figure 1. Furthermore, the approximate interface z must have the property ij due to that the volume fractions z are identical to the volume fractions ij due to z; i.e., ij = ij for all cells Cij . (10)

4Although these algorithms have historically been known as volume-of-uid methods, they are frequently used to model the interface between any two materials, including gases, liquids, solids and any combination thereof; e.g., see [5, 12, 13, 14]. 5Even though in two dimensions is technically an area fraction, the convention is to refer to it as a volume fraction. ij

ELBRIDGE GERRY PUCKETT

An algorithm for nding such an approximation is known as a volume-of-uid interface reconstruction ij = ij is the principal feature that distinguishes volume-of-uid interface method. The property that reconstruction methods from other interface reconstruction methods. It ensures that the computational value of the total volume of each uid is exact. In other words, all volume-of-uid interface reconstruction methods are conservative in that they conserve the volume of each material in the computation. When the underlying numerical method is a conservative nite dierence method that is being used to approximate the solution of a set of hyperbolic conservation laws this can be essential since, for example, in order to obtain the correct shock speed it is necessary for all of the conserved quantities to be conserved by the underlying numerical method; e.g., see [11]. More generally, a necessary condition for the numerical method to converge to the correct weak solution of the underlying Partial Dierential Equations (PDEs) is that all of the quantities that are conserved in the PDEs must be conserved by the numerical method [10]. Volume-of-uid methods have been used by researchers to track material interfaces since at least the mid 1970s (e.g., see [16, 17]). Researchers have developed a variety of volume-of-uid algorithms for modeling everything from ame propagation [3] to curvature and solidication [4]. In particular, the problem of developing high-order accurate volume-of-uid methods for modeling the curvature and surface tension of an interface has received a lot of attention [1, 2, 4, 7, 9, 19]. Volume-of-uid methods were among the rst interface tracking algorithms to be implemented in codes originally developed at the U. S. National Laboratories and subsequently released to the general public which are capable of tracking uid interfaces in a variety of complex uid ow problems [6, 8, 15, 25, 26]. In this article the related problem of approximating the movement of the interface in time, for which one would use a volume-of-uid advection algorithm, is not considered. The interested reader is referred to [18, 22, 23] for a detailed description and analysis of several such algorithms. In the present article only the accuracy that one can obtain when using a volume-of-uid interface reconstruction algorithm to approximate a given stationary interface z(s) is considered. 1.2. Basic Assumptions and Denitions. In this article the exact interface z(s) = (x(s), y (s)) is always assumed to be two time continuously dierentiable, z C 2 (R). In particular, the derivatives x (s), y (s), x (s) and y (s) exist and are continuous. Furthermore, it is also assumed that the curvature (s) of the interface z(s) is bounded in , so that there always exists a constant max independent of s such that (2) holds. By the center cell Cij = [xi , xi+1 ] [yj , yj +1 ] is meant the square with side h that contains a portion of the interface z(s) = (x(s), y (s)) for s in some interval, say s (sl , sr ). The 3 3 block of square cells Bij = [xi1 , xi+2 ] [yj 1 , yj +2 ], each with side h, surrounding the center cell as shown, for example, in Figure 1 will also be considered. Unless noted otherwise (e.g. as in Section 2), the coordinates of the vertical edges of the cells in the 3 3 block Bij centered on the cell Cij will be denoted by xi1 , xi , xi+1 and xi+2 , and the horizontal edges of the cells in Bij by yj 1 , yj , yj +1 and yj +2 as shown, for example, in Figure 1. It will always be the case that xi+1 xi = h, yj +1 yj = h, xi xi1 = h, yj yj 1 = h, etc., where h is the (nondimensional) grid size. During the course of proving the results in this article and in [20], or in developing a second-order accurate volume-of-uid interface reconstruction method such as the one described in [21], it is often necessary to rotate the 3 3 block of cells Bij centered on Cij by 90, 180, or 270 degrees and/or reect the coordinates about one of the coordinate axes: x x or y y . No other coordinate transformations besides one of these three rotations and a possible reversal of one or both of the variables x x and/or y y are required in order for the algorithm studied in this article and the article in [20] to converge to the exact interface as h 0. Furthermore, these coordinate transformations are only used to determine a rst-order accurate approximation mij to g (xc ) in the center cell, as shown, for example, in Figure 1. The grid covering the domain always remains the same Thus, if one is using the interface reconstruction algorithm as part of a numerical method to solve a more complex problem than the one posed here (e.g., the movement of a uid interface where the underlying uid ow is a solution of the Euler or Navier-Stokes equations), it is not necessary to perform these coordinate

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II

transformations on the underlying numerical uid ow solver. Therefore, unless noted otherwise, in what follows the interface will always be written y = g (x) and the coordinates of the edges of the cells in the 3 3 block Bij will be denoted by xi1 , xi , xi+1 , xi+2 and yj 1 , yj , yj +1 , yj +2 , with it being implicitly understood that a transformation of the coordinate system as described above may have been performed in order for this representation of the interface to be valid, and that the names of the variables x and y might have been interchanged in order to write the interface as y = g (x). 1.3. The Column Sums. The volume fraction ij in the ij th cell Cij is a non-dimensional way of storing the volume of dark uid in that cell. Consider the column consisting of Cij and the cells immediately above and below Cij . The column sum Si dened by Si
j +1 j =j 1

ij

is a non-dimensional way of storing the total volume of material 1 in those three cells. In order to approximate the portion of the interface g (x) lying in the ij th cell Cij , it is necessary to use two of the three column sums in the 3 3 block of cells Bij that have Cij in its center to compute the slope mij of the piecewise linear approximation g ij (x) to g (x) (e.g., see Figure 1). Therefore, Si1 will denote the column sum to the left of Si and Si+1 will denote the column sum to the right of Si , so that Si 1
j +1 j =j 1

i1,j ,

(11a)

Si+1

j +1 j = j 1

i+1,j .

(11b)

Now consider an arbitrary column consisting of three cells with left edge x = xi and right edge x = xi+1 . Furthermore, assume that the interface can be written as a function y = g (x) on the interval [xi , xi+1 ]. Assume also that the interface enters the column through its left edge and exits the column through its right edge and does not cross the top or bottom edges of the column, as is the case with all three columns in the example shown in Figure 1. Then the total volume of dark uid that occupies the three cells in this particular column and lies below the interface g (x) is equal to the integral of g over the interval [xi , xi+1 ]. This leads to the following relationship between the column sum and the normalized 6 volume of dark uid in the column: xi+1 j +1 1 Si = ij = 2 ( g (x) yj 1 ) dx (12) h xi
j =j 1

Denition 1 The phrase the ith column sum Si is exact will be used whenever (12) holds. Integrals such as the one on the right in (12) will be referred to as the normalized integral of g in that column. In what follows, given any C 2 interface which enters the 3 3 block Bij , passes through the center cell Cij and then exits the block Bij , it is to be understood that the above denition applies equally to the left, Si1 , center, Si , and right, Si+1 , columns of the 3 3 block Bij . Exact column sums are the key to volume-of-uid interface reconstruction algorithms being second-order accurate. Given the 3 3 block of cells Bij surrounding a cell Cij that contains a portion y = g (x) of the interface, the main result in this paper and many of the results in [20] are based on how well the column sums Si1 , Si and Si+1 approximate the normalized integral of g in that particular column. This is because
6The normalized volume is the nondimensional quantity obtained by dividing the integral of g (x) over the interval [x , x i i+1 ] by h2 .

ELBRIDGE GERRY PUCKETT

yj +2

(xr , yr )

yj +1 g (x )

yj

(xl , yl )
yj 1 x i 1 xi x i+1 x i+2

Figure 2. In this example the interface g is a line g (x) = m x + b that has two exact column sums; namely the column sums in the rst and second columns. In this case the l slope ml ij from (13a) is exactly equal to the slope m of the interface: mij = m. It is always the case that when the exact interface is a line, one can nd an orientation of the 3 3 block of cells such that at least one of the divided dierences of the column sums in (13) is exact.

the slope mij of the piecewise linear approximation to g in Cij will be the divided dierence of two of these column sums; i.e., mij is chosen to be one of the following three quantities: ml ij = (Si Si1 ) , mc ij = mr ij (Si+1 Si1 ) , 2 = (Si+1 Si ) . (13a) (13b) (13c)

In particular, if two of the column sums Si+ and Si+ where , = 1, 0, 1 and = are exact, then the slope (Si+ Si+ ) mij = (14) ( ) will produce a piecewise linear approximation g ij (x) to the portion of the interface g (x) in Cij that is second-order accurate in the max norm as shown, for example, in Figure 1. Example 1: In order to see why this will be the most accurate choice for the approximate slope mij , consider the case when the interface is a line g (x) = m x + b as in the example shown in Figure 2. In this particular orientation of the 3 3 block of cells Bij the interface g has two exact column sums; namely the rst and second column sums, Si1 and Si , where Si denotes the column sum associated with the interval [xi , xi+1 ] and Si1 denotes the column sum associated with the interval [xi1 , xi ]. It is easy to check that xi+1 xi 1 1 ( g (x) yj 1 ) dx 2 ( g (x) yj 1 ) dx = (Si Si1 ) = ml m = 2 ij . h xi h xi 1

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II

In this example the divided dierence ml ij of the column sums Si1 and Si is exactly equal to the slope m of the exact interface. It is always the case that when the exact interface is a line one can nd an orientation of the 3 3 block of cells Bij such that at least one of the divided dierences of the column sums in (13) is exact. For example, note that in the case shown in Figure 2 one can rotate the 3 3 block of cells Bij 90 degrees clockwise and in this new orientation the correct slope to use when forming the piecewise linear approximation g ij (x) = mij + bij will be mij = mr ij , which again will be exactly equal to the slope m of the exact interface g . In general, the divided dierence of two of the column sums will not be precisely equal to the slope of the interface at the midpoint xc of the interval [xi , xi+1 ] as in the preceding example. However, as was proven in [20], if h is suciently small as compared to the maximum curvature of the interface max , one can always nd an orientation of the 3 3 block of cells Bij such that at least two of the column sums are suciently accurate that one of the divided dierences in (13) satises | mij g (xc ) | C h (15)

where C is a global constant which is independent of h. This is Theorem 23 in [20]. Once one has chosen an orientation of the 3 3 block of cells Bij such that at least two of the column sums are suciently accurate that one of the divided dierences in (13) satises (15), one uses the constraint in (6), namely ij ( g ) = ij (g ), to form the piecewise linear approximation g ij (x) = mij x + bij to the interface. In other words, given mij , the constraint ij ( g ) = ij (g ) determines bij . See [21] for more details. It is also proven in Section 3 of [20] that, provided the cell size h satises a criterion similar to the one in (3),7 in all but one case the way in which any C 2 interface enters the 3 3 block Bij , passes through the center cell Cij and exits the block Bij will result in two exact column sums; i.e, two distinct column sums which satisfy (12). Furthermore, it was shown in [20] that the one case in which two column sums are not exact, the only column sum which fails to be exact is always the center column sum Si . This paper is solely concerned with this one case. Example 2: This example demonstrates that there is no bound of the form (3) which, for a xed h, will ensure that a C 2 interface will always have at least two exact column sums in one of the four standard orientations of the grid. The argument is as follows. Consider the curve shown in Figure 3. Let 0 < < h be a small parameter. One can always nd a circle g (x) which passes through the three non-collinear points (xl , yl ) = (xi1 , yj + ), (xm , ym ) = (xi + , yj +1 ) and (xr , yr ) = (xi+1 , yj +2 ) as shown in the gure. As 0 the arc of the circle passing through (xl , yl ), (xm , ym ) and (xr , yr ) tends to the chord connecting (xl , yl ) and (xr , yr ) which, since the curvature of the chord is 0, implies that the radius r of the circle tends 1 to . Therefore, for some > 0, the radius will satisfy h Ch r, or equivalently, h Ch max . Hence, the circle g (x) satises (3). However, since by construction y1 < yl and xr < x2 , the center column sum will not be exact in any of the four standard orientations of the block Bij . Consequently, if one wishes to construct an approximation to g (x) based solely on the volume fraction information contained in the 3 3 block Bij centered on the cell Cij containing the point (xm , ym ) on the interface g (x), the best result that one can hope for is that the center column sum Si is exact to O(h). The purpose of this article is to show that the criterion in (3) is sucient to ensure that in cases such as this, the error between the center column sum Si and the normalized integral of the interface g in the center column is suciently small that the error in the approximation ml ij to the slope is small enough that (8) still holds. Once this is done, since the slope ml is a rst order approximation to the tangent to ij the interface at the center xc of the interval [xi , xi+1 ], one can show that the piecewise linear approximation
7The only dierence is that the constant C h dened in equation (4) of [20] is slightly larger than the constant Ch dened in equation (3) here.

ELBRIDGE GERRY PUCKETT

yj+2

(xr , yr )

g (x) yj+1

(xm , ym )

(xl , yl ) yj

yj1 xi1

xi

| xc

xi+1

xi+2

Figure 3. This gure contains an example of an interface g (x) that is a circle which satises (3) but for which the center column sum is not exact in any of the four standard orientations of the grid. Consequently, any approximation mij to the slope g (xc ) of the form (14) will necessarily have a non-exact center column sum Si . In Theorem 4 below it is proven that the error between the column sum Si and the normalized integral of g over the center column is exact to O(h); i.e., that (3) implies (16) holds. This is sucient to prove (8); i.e., that |ml ij g (xc )| C h. (This is Theorem 23 of [20]). Finally, it is proven in Theorem 24 of [20] (which is stated here as Theorem 5) that this yields an approximate interface g ij (x) which is a second-order accurate approximation to g (x) in the max norm.

g ij (x) = ml ij x + bij is a second order accurate approximation to the interface g (x) on the interval [xi , xi+1 ]. This is the content of Theorems 23 and 24 of [20] respectively. Theorem 24 of [20] is restated here as Theorem 5 in Section 3 of this paper. All of the work in Sections 2.1 to 2.3 is devoted to showing that when cases such as the one shown in Figure 3 occur, the error between the column sum Si and the normalized integral of the interface g (x) in that column is O(h): xi+1 1 h Si 2 (g (x) yj 2 ) dx C (16) h xi > 0 is a global constant which is independent of h and is dened in equation (37) below. In Section 3 where C of [20] it is proved that this is sucient to ensure that the approximations ml ij = (Si Si1 ) mr ij = (Si+1 Si ) to g (xc ) are still rst-order accurate provided that the column sum Si1 (resp. Si+1 ) is exact. This fact is essential to the proof of Theorem 5, which is the main result of this paper; namely that the volume-of-uid approximation g (x) to the interface g (x) is second-order accurate in the max norm. In this regard, the following terminology will be used.

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II

> 0 be a constant which is independent of h and let Si denote the column that is Denition 2: Let C composed of the three cells that are centered on the cell Cij = [xi1 , xi ] [yj 1 , yj ] in which the interface will be reconstructed. Then the phrase the ith column sum Si is exact to O(h) will be used if and only if (16) holds. In [20], in order to prove that when the center cell Si is not exact, but is exact to O(h), that one of the r divided dierences ml ij or mij is still suciently accurate that (8) holds, it was necessary to have a more 2 stringent restriction on the cell size than one of the form (3). This restriction was h max , which for max large enough is more restrictive than the constraint in (3). In all of the other ways in which the interface enters 3 3 block Bij , passes through the center cell Cij and exits the block Bij , the constraint in (3) is sucient to show that there is an orientation of Bij such that at least two of the column sums are exact, and hence that one of the divided dierences in (13) satises (8). The purpose of this article is to show 2 that when the center column sum Si is not exact the more restrictive constraint h max is not necessary. In other words, if the exact interface g satises (3), then for every cell Cij which contains a portion of the interface, there is an orientation of the 3 3 block Bij such that there are at least two column sums that are suciently accurate (i.e., either exact or exact to O(h)) such that one of the divided dierences in (13) satises (8). 1.4. An Overview of the Structure of the Proof. In Theorem 6 of [20] it is proven that if h (max )1 , h C (17) h is a constant that is slightly larger than the value of Ch dened in (4), then the interface can be where C written as a function of one of the coordinate variables in terms of the other on an interval [a, b] centered on the interval [xi , xi+1 ] with |b a | 4 h. This ensures that, given a cell Cij which contains a portion of the interface, one can always nd a 3 3 block of cells centered on the cell Cij in which one can write the interface as a function of one of the variables in terms of the other; e.g., y = g (x) or x = G(y ). Furthermore, in the same theorem it was also proven that in the same coordinate system the function y = g (x) that represents the interface satises | g (x) | 3 . (18) This inequality will be used in the proof of Theorem 4 in Section 2 below. In Sections 3 and 4 of [20] it is proven that if h satises the constraint { } h (max )1 , (max )2 , h min C

(19)

h > 0 is slightly larger than the constant Ch dened in (4), then one can nd a coordinate frame in where C which there are at least two distinct column sums Si+ and Si+ in the 3 3 block of cells Bij centered on the cell Cij which contains the portion of the interface to be reconstructed, such that their divided dierence mij = (Si+ Si+ ) ( ) for , = 1, 0, 1, and =

1 h satises (8). In Section 3.1 of [20] it is proven that the constraint h C max is sucient to ensure that the interface has two exact column sums in all but one of the ways in which the interface g enters the 3 3 block of cells Bij , passes through the center cell Cij , and exits the block Bij ; the exception being the case in which the center column sum Si is exact to O(h) but not exact. Sections 3.2, 3.3 and 3.4 of [20] were devoted to showing that, in this latter case, the center column sum is indeed exact to O(h), but it relied on 2 the second of the two constraints in (19), namely h max . Section 2 of the present paper is entirely devoted to showing that the constraint in (3) with Ch dened as in (4) is sucient to ensuring that in cases such as the one described immediately above the center column sum Si is exact to O(h). This fact, together with the results from Section 4 of [20], ensure that

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ELBRIDGE GERRY PUCKETT

the approximation g ij (x) is a second-order accurate approximation in the max norm to g (x) on the interval [xi1 , xi ]. In Section 3 of this paper the results from Section 2 of this paper are used to restate Theorem 24 of [20] as Theorem 5 of this paper. This is the main result of both papers; namely that g ij (x) is a second-order accurate approximation in the max norm to g (x) for x [xi1 , xi ]: ( ) 50 | g (x) g ij (x) | max + CS h2 for all x [xi1 , xi ] . 3 In the statement of this result in Theorem 5 of this paper the only term in the error bound which changes from Theorem 24 of [20] is the positive constant CS . The new value of CS is dened in (60) below and written out again in the statement of Theorem 5. 2. The Center Column Sum Si is accurate to O(h) The purpose of the work in this section is to prove that the criterion on h in (3) is sucient to prove that, whenever the center column sum Si is not exact, it is accurate to O(h). This is the case in which the center column sum is not exact in each of the four standard orientations of the block Bij as shown, for example, in Figure 3. The main result of this section is stated explicitly in Theorem 4 below. Note that it is only necessary to prove this result in one of the four standard orientations of the grid, since the proof would be nearly identical in the three other cases. Note also that in this one case the interface g (x) is monotonically increasing. It was shown in [20] that whenever the interface is non-monotonic that the criterion in (3) is sucient to guarantee that the interface g has two exact column sums, regardless of the manner in which the interface enters the 3 3 block of cells Bij , passes through the center cell Cij and exits the block Bij again. See Section 3.1 of [20] for details. Notation: For convenience, in this section the edges of the 3 3 block of cells Bij will be denoted by x0 , x1 , x2 , x3 and y0 , y1 , y2 , y3 as shown, for example, in Figures 4, 5, and 6 below, with it being implicitly understood that the cell Cij is to be identied with the cell [x1 , x2 ] [y1 , y2 ] and the 3 3 block Bij is to be identied with the 3 3 block [x0 , x3 ] [y0 , y3 ]. Furthermore, in Section 2.1 it will be convenient to translate the coordinate system so that the origin coincides with the point (x0 , y1 ). Note that this results in the following relations which will be used in several of the proofs below: (x0 , y1 ) = (0, 0), (x1 , y2 ) = (h, h), and (x2 , y3 ) = (2h, 2h) as shown, for example, in Figure 4. 2.1. The Comparison Circle z(s). Dene the parameters and R by = h max , h R = . max

(20a) (20b)

Lemma 1. Let be dened as in (20a) above. Then satises the following bounds, 1 0 < , (21) Ch 5 where 1 Ch = 25 is dened in equation (4). Proof. The lower bound = h max > 0 in equation (21) follows from the fact that both h > 0 and max > 0. One obtains the upper bound on in equation (21) by using equation (3), 1 1 1 (max ) , h Ch (max ) = 25

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 11

y3 = 2h

( xr , y3 ) (xr , y3 )

g (x)

y2 = h ( x0 , y 0 ) (x0 , yl ) c (x) = z (s ) y1 = 0

y0 = h x0 = 0

x1 = h

x2 = 2h

x3 = 3h

Figure 4. In this gure g is an arbitrary strictly monotonically increasing function which enters the 3 3 block Bij through its left edge at the point (x0 , yl ) with y1 < yl < y2 , passes through the center cell Cij , and exits Bij through the top of its center column Si at the point (xr , y3 ) with x1 < xr < x2 . The main result of Section 2.2, is Corollary 2, 1 h3/2 where C is a r < C in which it is proven that if g satises h Ch max , then x2 x constant which is independent of h. The proof of this fact is based on forming a comparison function z(s) which is a circle with curvature max / h that passes through (x0 , y1 ) = (0, 0) and (x1 , y2 ) = (h, h) and showing that the point ( xr , y3 ) where z exits the 3 3 block Bij h3/2 . Then, in the following section, in The Circle Comparison Theorem satises x2 x r < C (Theorem 3) it is proven that the interface g must eventually lie below the graph of z, thereby h3/2 . implying that x r < xr , and hence that x2 x r < x2 xr < C to show that 2 = h max Ch The upper bound follows immediately. Now consider the comparison circle z(s) = ( x(s), y (s)) which is dened by x (s) = where 0 is the parameter dened by R sin(0 + s/R) R sin 0 , (22a) (22b) y (s) = R cos(0 + s/R) + R cos 0 , sin1 4 (

1 . 25

) . (23) 2 Note that z(s) = ( x(s), y (s)) is a circle with radius R, center (R sin 0 , R cos 0 ) and that s is arc length along the circle. In what follows (x, c (x)) will sometimes be used to denote the graph of z(s) reparameterized as a function of x, just as (x, g (x)) is sometimes used to denote the graph of the interface z(s). 0 = Theorem 1. Let ) , 2 R cos1 (cos 0 2 ) R 0 , R sin
1

s1 = 2 R sin1 s2 = s3 =

(24a) (24b) (24c)

(sin 0 + 2 ) R 0 .

12

ELBRIDGE GERRY PUCKETT

Then the following four equalities hold: z( 0 ) = (x0 , y1 ) = (0, 0) , z(s1 ) = (x1 , y2 ) = (h, h) , z(s2 ) = ( x(s2 ), y3 ) = ( xr , 2 h) , z(s3 ) = (x2 , y (s3 )) = (2 h, y (s3 )) . (25a) (25b) (25c) (25d)

Remark 1: In (25c) the variable x r = x (s2 ) is the x-coordinate of the point at which the graph of the comparison circle z(s) = (x, c (x)) exits the top of the 3 3 block Bij . It plays the same role with respect to the function z(s) as the variable xr plays with respect to the interface z(s) = (x, g (x)). In the problem studied in this article only the case when xr < x2 = 2 h is considered, for otherwise the center column sum Si would be exact. It is shown in the Comparison Circle Theorem (Theorem 3) below that the interface (x, g (x)) must lie below the comparison circle (x, c (x)) for x x1 = h. Hence, xr < x2 implies x r < x2 . Note also that Equation (25d) guarantees that the comparison circle (x, c (x)) must extend all the way to the grid line x = x2 , thereby ensuring that the comparison circle will in fact lie above the interface (x, g (x)) for x [x1 , x2 ]. This is illustrated in Figures 4 and 6. Finally note that the comparison circle z(s) is a monotonically increasing function of s for s in the interval [0, s3 ] and similarly, when written as a function of x, (x, c (x)) is a monotonically increasing function of x for x in the interval [x0 , x2 ] = [0, 2 h]. Proof. In order to demonstrate that (25a)-(25d) are true it is rst necessary to demonstrate that 0 , s1 , s2 and s3 are well-dened. In other words, it is necessary to show that the arguments of arcsin(x) in (23), (24a) and (24c) lie between 1 and 1 and similarly for the argument of arccos(x) in (24b). To this end, rst note that since by (21) one has 0 < 1 5 , it is true that 1 < < 1 , 2 from which it follows that both 0 and s1 are well dened. In order to see that s2 = R cos1 (cos 0 2 ) R 0 is well dened, recall that cos(arcsin(x)) = 1 x2 and begin by considering cos 0 , the rst term of the argument of arccos(x). Applying the double angle formula for cos x to cos 0 yeilds ( ( )) 2 2 1 2 1 cos 0 = cos sin = + = . (26) 1 2 2 + 4 2 2 2 2 2 2 2 Thus, the argument of arccosine in equation (24b) is ) 1 1 ( cos 0 2 = 2 2 + 2 = 2 2 3 . 2 2 2 To see that the quantity in (27) is bounded above by 1 note that ) 1 ( 2 2 3 1 2 2 3 2 2 2 3 + 2 . 2
1 implies that This last expression must be true, since 0 < 5 2 2 < 2 < 2 < 3 + 2 .

(27)

Similarly, to see that the quantity in (27) is bounded below by 1 write ) 1 ( 2 2 3 1 2 2 3 2 2 2 3 2 . 2

(28)

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 13

The last expression in (28) is true since 1 5 implies that the right hand side of this last expression is negative: 3 7 3 2 2 = < 0 < 2 2 . 5 5 To see that s3 = R sin1 (sin 0 + 2 ) R 0 is well dened, rst apply the double angle formula to sin 0 and use the fact that cos(arcsin(x)) = 1 x2 to obtain ( ( )) 2 2 2 1 1 sin = . (29) sin 0 = sin = 1 2 2 4 2 2 2 2 2 2 2 Thus 1 1 3 + 2 = . (30) 2 2 2 2 + 2 2 2 2 The quantity in (30) is bounded below by 1 since both terms in the last expression on the right hand side are positive. To see that the quantity in (30) is bounded above by 1 note that 1 3 2 2 + 1 2 2 + 3 2 2 2 2 2 2 3 2 2 4 12 + 9 2 0 2 12 + 10 2 sin 0 + 2 = The second degree polynomial 10 2 12 + 2 on the right hand side of the last term is nonnegative for 0 < 1/5, since it equals 2 when = 0 and decreases monotonically to 0 at = 1/5. Thus 0 , s1 , s2 and s3 are all well-dened for 0 < 1/5 as claimed. The fact that z(0) = (x0 , y1 ) = (0, 0) is apparent from the denition of z(s). To see that x (s1 ) = x1 = h recall from (29) above that ( ( )) ( ( )) 2 1 1 sin (0 ) = sin sin = cos sin . 4 2 2 2 2 Similarly, one can show that ( ( )) ( ( )) ( ( )) 2 1 1 1 sin 0 + 2 sin = sin + sin = cos sin + 4 2 2 2 2 2 whereby ( ( )) 1 x (s1 ) = R sin 0 + 2 sin R sin 0 = R = h . 2 A similar calculation yields ( ( )) y (s1 ) = R cos 0 + 2 sin1 + R cos 0 = R ( ) = h . 2 To see that y (s2 ) = y3 = 2 h note that ( ) y (s2 ) = R cos 0 + cos1 (cos 0 2 ) 0 + R cos 0 = 2 R = 2 h . Similarly, x (s3 ) = x2 = 2 h, since ( ) x (s3 ) = R sin 0 + sin1 (sin 0 + 2 ) 0 R sin 0 = 2 R = 2 h . Thus, equations (25a)-(25d) are true as claimed. The following facts concerning the quantities 0 and s2 will be an essential part of the proof that whenever xr < x2 , then x2 x r is O(h3/2 ), and hence x2 xr is also O(h3/2 ).

14

ELBRIDGE GERRY PUCKETT

Lemma 2. (cos 0 sin 0 = ) Let 0 be dened as in (23), ( ) 1 0 = sin . 4 2 Then cos 0 sin 0 = . Proof. Dene by

(31)

sin = 2 so that ) ( 0 = = sin1 . 4 4 2 Then equation (31) follows from writing 0 as /4 and applying the trigonometric identities for the sine and cosine of the dierence of two angles: cos 0 sin 0 = 2 sin = . Lemma 3. (cos 0 + sin 0 = 2 2 ) Let 0 be dened as in (23). Then cos 0 + sin 0 = 2 2 .

(32) Proof. As in the proof of the previous lemma let be dened by sin = / 2. Then equation (32) is a consequence of the trigonometric identities for the sine and cosine of the dierence of two angles, together with the trigonometric identity cos(arcsin(x)) = 1 x2 , as follows: ( ( )) cos 0 + sin 0 = 2 cos = 2 cos sin1 = 2 2 . 2

Lemma 4. (s2 = O(h)) Let s2 be the parameter dened in (24b). Then s2 satises, ( ) 1 + 2 h < s2 < 4 h .

(33)

Proof. Recall that s is arc length along the comparison circle z(s) = ( x(s), y (s)) starting at the point z(0) = ( x(0), y (0)) = (x0 , y1 ) = (0, 0). The length of the arc of the comparison circle from z(0) to z(s2 ) consists of two sections. The rst section is the arc from z(0) to z(s1 ) = (x1 , y2 ) = (h, h) while the second section is the arc from z(s1 ) to z(s2 ) = ( x(s2 ), y3 ) = ( xr , y3 ). The length of the rst section is bounded below by the length of the diagonal joining (0, 0) and (h, h), which has length 2 h, and is bounded above by the sum of the lengths of the bottom and right edges of the cell that has (0, 0) and (h, h) as its opposite corners; i.e., the edge connecting (0, 0) = (x0 , y1 ) and the corner (x1 , y1 ) and the edge connecting (x1 , y1 ) and the corner (h, h) = (x1 , y2 ). Since both of these edges have length h, it follows that the portion of the arc joining z(0) to z(s1 ) is bounded above by 2 h. Since the point z(s2 ) lies on the top edge of the 3 3 block Bij and, since z(s) is a monotonically increasing function of s for 0 s s3 , x (s2 ) = x 2 must lie between x1 and x2 . It follows that a lower bound for the portion of the arc joining z(s1 ) to z(s2 ) is the length of the side of the cell joining the point (h, h) = (x1 , y2 ) and the point (x1 , y3 ) on the top edge of Bij . Since this edge has length h, it follows that a lower bound for the length of the arc joining z(0) to z(s2 ), and hence a lower bound for s2 , is 2 h + h = ( 2 + 1) h as shown in the inequality on the left in (33). One can nd an upper bound for the portion of the arc joining z(s1 ) to z(s2 ) by using reasoning that is identical to that used to obtain the upper bound on the portion of the arc joining z(0) to z(s1 ). This yields

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 15

y3

z (s 2 )

y2

z (s 1 )

y1 z (0)

y0 x0 x1 x2 x3

Figure 5. This gure contains an example of the comparison circle z(s) in the 3 3 block Bij for the purposes of visualizing the upper and lower bounds on the arc between z(0) = (0, 0) and z(s2 ) = ( x(s2 ), 2 h). an upper bound of 2 h + 2 h = 4 h for the entire length of the arc joining z(0) to z(s2 ), as shown in the inequality on the right in (33). The following corollary will be used in the proof of the next lemma. Corollary 1. ( is O( )) Let s2 be the parameter dened in (24b) and dene by s2 = . R Then satises ( ) 1 + 2 < < 4. Proof. The proof follows immediately from multiplying equation (33) in Lemma 4 by R1 = max / h.

(34)

(35)

3 h2 > 0 which is The following theorem is the key to showing that x2 xr < C for some constant C independent of h.

h3 2 ) Assume that h 1. Let R be dened as in (20b) and let x r < C r = x (s2 ) be Theorem 2. (x2 x dened as in (25c) above. Then the dierence x2 x r is bounded above by h3 2 x2 x r < C is a constant that depends on max , but not on h, and is dened by where C { ( } ) ( ) 7 (1 + 2) 32 3 C = 2 2 1 4 max + 1 ( max ) . 20 3 (36)

(37)

16

ELBRIDGE GERRY PUCKETT

Remark 2 As already mentioned in Remark 1, it can be the case that x r x2 which, by the Comparison Circle Theorem below, implies that xr > x2 . In this case the center column sum Si is exact. This case is not of interest in this article, since then both the left, Si1 , and center, Si , column sums are exact and hence the slope obtained from their divided dierence ml ij = (Si Si1 )/2 is O (h) as is proven in [20]. Proof. Since the coordinate system has been arranged so that the origin is at the point (x0 , y1 ) and hence x2 = 2h = y3 (e.g., see Figure 4), it follows that x2 = 2 h = y (s2 ) . Thus x2 x r = y (s2 ) x (s2 ) = R {(cos 0 cos(0 + s2 /R)) ( sin 0 + sin(0 + s2 /R)) } . (38) Since R = h/max , it suces to show that the quantity inside the curly braces in equation (38) is O( 2 ) = O(h max ). One can rewrite (38) as x2 x r = R {(cos 0 + sin 0 ) (cos(0 + ) + sin(0 + ))} = R A A = {(cos 0 + sin 0 ) (cos(0 + ) + sin(0 + ))} . A = (cos 0 + sin 0 ) (cos(0 + ) + sin(0 + )) = (cos 0 sin 0 ) + (cos 0 + sin 0 ) 2 3 4 + (cos 0 sin 0 ) (cos 0 + sin 0 ) 2! 3! 4! 5 6 7 8 (cos 0 sin 0 ) + (cos 0 + sin 0 ) + (cos 0 sin 0 ) (cos 0 + sin 0 ) + ... 5! 6! 7! 8! (39) where = s2 /R was dened in Corollary 1 above. Consider the quantity A obtained by dividing (39) by R, (40) Now expand cos(0 + ) and sin(0 + ) in a Taylor series about cos 0 and sin 0 respectively to obtain

This expression for A can be rewritten as { } { } 3 A = (cos 0 sin 0 ) (cos 0 + sin 0 ) + (cos 0 sin 0 ) (cos 0 + sin 0 ) (41) 2 4 3! { } { } 5 7 (cos 0 sin 0 ) (cos 0 + sin 0 ) + (cos 0 sin 0 ) (cos 0 + sin 0 ) + ... 6 5! 8 7! Using Lemmas 2 and 3 one can rewrite this series in terms of and as follows, ) ( ) 3 ( A= 2 2 + 2 2 2 4 3! ( ) 5 ( ) 7 2 2 + 2 2 ... 6 5! 8 7!

(42)

The rst term, A1 , in this series is O( 2 ). To see this note that the upper bound on in (35) implies that ( ) ( ) A1 = 2 2 < 2 2 1 4 2 , (43) 2 where the bound on 2 2 follows from the fact that, by (21), > 0. Furthermore, A1 > 0. To see this rst note that since is always positive the sign of A1 depends only on the terms in parentheses. Using the fact that > (1 + 2) from (35), it follows that ( ) ( ) ( ) A1 (1 + 2) 1 7 (1 + 2) 2 = 2 2 1 = 1 > 0, (44) 2 2 25 10

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 17

where the bound on 2 2 follows from the fact that, by (21), 1/5. In order to obtain an absolute upper bound on the entire series A in (42) (and thereby on x2 x r = R A) begin by writing A in the form A = A1 + A2 B where A2 = and B is an alternating series of the form B = b1 b2 + b3 . . . with the j th term bj of this series given by ( ) (2j +3) 2 2 bj = 2j + 4 (2j + 3)! ( ) 3 2 2 4 3!

for j = 1, 2, 3, . . .

(45)

Using the same techniques that were used to derive the upper and lower bounds on A1 in (43) and (44), respectively, once can derive the following upper and lower bounds for A2 , ( ) ) 3 ( ( ) (1 + 2)3 4 2) 32 4 7 (1 + 1 2 2 2 < A2 = < 1 . (46) 6 4 3! 20 3 It is apparent from the bounds in (46) that A2 may be either positive or negative, depending on the values of h and max . Now note that each of the terms bj dened in (45) of the series B are positive. To see this, rst note that, since by equation (35) is positive, the sign of bj depends only on the terms in parentheses. For example, ( ) 5 2 b1 = > 0, 2 6 5! since 0 < 1/5, 0 < < 4 and 2 2 < 2, and hence, ) ( ) ( 2 2 2 > 1 2 > 0. (47) 6 3 All of the subsequent terms in the series are also positive, since (47) implies ( ) ( ) 2 2 2 > 2 > 0 for all j = 2, 3, 4, . . . 2j + 4 6 Furthermore, it is also the case that bj > bj +1 for all j = 1, 2, 3, . . . This follows from the fact that the terms bj dened in (45) are (strictly) monotonically decreasing when viewed as a function of j . (To see this recall that equation (21) implies 1/5 and equation (35) implies < 4 4/5.) Since bj > 0 and bj > bj +1 for all j = 1, 2, 3, . . ., the series B is positive. To see this note that B = b1 b2 + b3 b4 + b5 b6 + . . . = (b1 b2 ) + (b3 b4 ) + (b5 b6 ) + . . . > 0 , since each of the terms in parentheses is positive. One can now obtain an absolute upper bound on the series A in (42) as follows, ( ) ( ) 7 (1 + 2) 32 4 2 A = A1 + A2 B < A1 + A2 < 2 2 1 4 + 1 . 20 3

(48)

18

ELBRIDGE GERRY PUCKETT

The upper bound on x2 x r in (36) now follows from equations (39) and (48) { ( } ) ( ) 7 (1 + 2) 32 4 2 x2 x r < R 2 2 1 4 + 1 (49) 20 3 { ( } ) ( ) 3 7 (1 + 2) 32 3 2 2 1 4 max + 1 ( max ) h2 , 20 3 3 5 3 since R 2 = max h 2 and, by assumption h 1, whereby R 4 = ( max )3 h 2 ( max )3 h 2 . Since equation (49) is the same as equation (36), the theorem is proved.
1 2.2. The Comparison Circle Theorem. Suppose that the interface (x, g (x)) satises h Ch max and that xr < x2 . The following theorem demonstrates that once g (x) < c (x) for some x (x0 , x2 ), then g (x) must remain below c (x) for all x ( x0 , x2 ), where ( x0 , y 0 ) denotes the point at which g initially crosses below c as illustrated in Figures 4 and 6. An immediate consequence of this fact is that x r < xr . Consequently, if h3/2 , it follows xr < x2 , then x r < xr < x2 and hence x2 xr < x2 x r . Since by Theorem 2 x2 x r < C 3 / 2 h . This, together with equation (46) in Theorem 6 of [20], which states that g (x) 3 that x2 xr < C (see equation (18) of the present paper) is sucient to show that the error in the center column sum Si associated with g is O(h).

Theorem 3. (The Comparison Circle Theorem) Let h R= max be the radius of the comparison circle (22) and let g C 2 [x0 , x3 ] be a strictly monotonic function which satises 1 h Ch (50) max where 1 Ch = 25 is the constant dened in (4). Furthermore, assume that g enters the 3 3 block of cells Bij across its left edge at the point (x0 , yl ) with y1 < yl < y2 , passes through the center cell Cij , and exits Bij through the top of its center column at the point (xr , y3 ) with x1 < xr < x2 . Let ( x0 , y 0 ) denote the rst point at which the graph of g crosses the graph of c as shown, for example, in Figures 4 and 6. Then g (x) < c (x) for all x ( x 0 , xr ] . (51)

Proof. First note that (50) ensures that the maximum curvature max of g is bounded above by the curvature of the comparison circle max R1 = c . (52) The argument is as follows. Since the interface satises (50) and 0 < Ch < 1, it follows that max < h1 . Hence, ( ) 1 max < h . (53)

Multiplying both sides of (53) by max yields (52), max max = R1 = c . h Thus, g (x) c (x) for all x [x0 , x2 ]

(54)

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 19

as claimed. In order to prove that (51) is true one begins by assuming that g ( ) = c ( ) for some ( x 0 , xr ] (55)

and then shows that this implies that the maximum curvature max of g in ( x0 , xr ) must exceed c , thereby contradicting (54). The argument proceeds as follows. Let denote the rst point greater than x 0 which satises (55). Since g (x) > c (x) for x0 < x < x 0 and g (x) < c (x) for x 0 < x < , it follows that

g ( x0 ) < c ( x0 ) .

(56)

However, since by (55) g ( ) = c ( ) for some > x 0 , it must be that case that eventually g (x) c (x). Let x ( x0 , ) be the rst x such that g (x ) = c (x ) so that g (x ) = g ( x0 ) +
x 0

g (x) dx = c ( x0 ) +
x 0

c (x) dx = c (x ) .

By virtue of (56) this can only be true if g (x) > c (x) on some subinterval of ( x0 , x ). In particular, g ( ) > c ( ) for some ( x0 , x ). Now recall the following three facts: (1) g is strictly monotonic and hence 0 < g (x) for all x (x0 , x r ], (2) 0 < g (x) < c (x) for all x ( x0 , x ), ( ) 3 (3) g (x) = g (x) 1 + g (x)2 2 for all x, where the equation in item (3) may be found on page 555 of [24]. Equation (57) together with items (1)-(3) above imply that g ( ) c ( ) c g ( ) = ( )3 > ( )3 = ( ) 2 2 1 + g ( ) 1 + c ( ) which contradicts (54) as claimed. Therefore equation (51) g (x) < c (x) is true as claimed. h3 2 ) Let g C 2 [x , x ] be a function that satises the assumptions stated in Corollary 2. (x2 xr < C 0 3 Theorem 3. Then 3 h2 x2 xr < C (58) is dened in (37). where C Proof. By the Circle Comparison Theorem (Theorem 3) there exists a point x 0 (x0 , xr ) such that g (x) < c (x) for all x ( x0 , xr ) . for all x ( x0 , xr ] (57)

This implies that x r < xr , and hence that x2 xr < x2 x r . Equation (58) follows immediately from equation (36) in Theorem 2.

20

ELBRIDGE GERRY PUCKETT

y4

y3

( xr , y3 ) (xr , y3 ) c (x) = z (s ) g (x)

y2 (x0 , yl ) y1

( x0 , y 0 )

y0 x0 x1 x2 x3

Figure 6. This gure includes the row of cells that lie above the standard 3 3 block of cells Bij centered on the cell Cij = [x1 , x2 ] [y1 , y2 ] in which the approximation to the monotonically increasing interface g will be constructed. The error between the center column sum Si and the exact volume (i.e., the exact area) under the interface y = g (x) is the region in the center column that lies under the graph of g and above the line y = y3 . The comparison circle c (x) which, by Theorem 3, provides an upper bound on g (x) for all x [ x0 , x2 ] and therefore an upper bound on the error is also shown. 2.3. The Column Sum Si is Exact to O(h). Theorem 4. (The Column Sum Si is Exact to O(h)) Assume that the interface g C 2 [x0 , x3 ] and that g is a strictly monotonically increasing function that satises equation (3)
1 h Ch max

where the constant Ch is dened in (4). Furthermore, assume that the g enters the 3 3 block of cells Bij = [x0 , x3 ] [y0 , y3 ] across its left edge at the point (x0 , yl ) with y1 < yl < y2 , passes through the center cell Cij = [x1 , x2 ] [y1 , y2 ], and exits Bij through the top of its center column at the point (xr , y3 ) with x1 < xr < x2 as shown, for example, in Figure 6. Then the error between the normalized integral of g over the center column and the column sum Si is O(h): x2 2 ( g (x) y0 ) dx Si | < CS h (59) |h
x1

where CS = is dened in (37). and C Proof. Since, by assumption,

[x0 ,xr ]

3 2 C 2

(60)

min g (x) = yl > y1 > y0 ,

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 21

and the interface is a strictly monotonically increasing function of x on [x0 , x2 ], it follows that x2 Si = h2 ( min{g (x), y3 } y0 ) dx .
x1

The error between the normalized volume (i.e., area) under the interface y = g (x) in the center column and the center column sum Si is therefore x2 x2 ( g (x) y0 ) dx Si = h2 (g (x) y3 ) dx . (61) h2
x1 xr

An example is shown in Figure 6. Thus, it suces to show that x2 (g (x) y3 ) dx CS h3 .

xr

(62)

In Theorem 6 of [20] it is proven that

| g (x) | 3 . (See equation (18) of the present paper and the accompanying explanation.) This implies x2 x2 (g (x) y3 ) dx l(x) dx
xr xr

(63)

(64)

where l(x) is the line with slope 3 that passes through the point xr . The region of integration on the right hand side of (64) is a right triangle with corners (xr , y3 ), (x2 , y3 ), and (x2 , y3 + 3 (x2 xr )), and hence the integral on the right hand side of (64) is the area of this triangle, namely 3 (x2 xr )2 / 2. Thus, x2 x2 3 3 2 3 2 C h = CS h3 (65) (x2 xr ) < (g (x) y3 ) dx l(x) dx 2 2 xr xr 2 h3 between the third and fourth terms in (65) follows from equation (58) in where the bound (x2 xr )2 < C Corollary 2. Equation (59), and hence the theorem, now follows immediately from equations (61) and (65). 3. Second-Order Accuracy in the Max Norm All of the results in Section 4 Second-Order Accuracy in the Max Norm of [20] now hold whenever the interface is C 2 and the less restrictive condition Ch 1 h = (66) max 25 max is satised, provided that the constant CS that appears in the error bounds in [20] is replaced by the constant CS dened in equation (60) of this article. The key theorem that has changed between the two papers is Theorem 10 of [20]. This theorem ensures that whenever the interface is C 2 and the condition in (66) is satised, then in some orientation of the 3 3 block of cells Bij = [xi1 , xi+2 ] [yj 1 , yj +2 ] centered on the cell Cij = [xi , xi+1 ] [yj , yj +1 ] in which one wishes to reconstruct the interface, there is a parametrization of the interface of the form y = g (x) or x = G(y ), such that two of the column sums in the 3 3 block (in the orientation associated with the parametrization y = g (x) or x = G(y ), respectively) which are exact to O(h). This result provides the basis for the main result of [20], namely Theorem 24. With the appropriate changes to the conditions under which the theorem now holds, and the manner in which the bounds on the error have now changed, this theorem is restated here for completeness. As in [20], in the statement of this theorem the interface z(s) has been written in the form y = g (x), with the understanding that in some cases, in order to obtain the result stated here, one will have to parameterize the interface in the form x = G(y ).

22

ELBRIDGE GERRY PUCKETT

Theorem 5. Assume that the interface g C 2 [xi1 , xi+2 ] and that the grid size h and the maximum curvature max of the interface in the 3 3 block of cells Bij centered on the cell Cij in which one wishes to reconstruct the interface satisfy Ch 1 h = . max 25 max Let Si+ and Si+ for , = 1, 0, 1 with = denote the two column sums in Bij which are exact to O(h) and let g ij (x) = mij x + bij be a piecewise linear approximation to g (x) in [xi1 , xi+2 ] such that g (x) and g ij (x) have the same volume fraction in the center cell ij (g ) = ij ( g) and (Si+ Si+ ) mij = . ( ) Then g ij (x) is a pointwise, second-order accurate approximation to g (x) in [xi1 , xi+2 ], ( ) 50 max + CS h2 | g (x) g ij (x) | for all x [xi1 , xi+2 ] , 3 where CS = 3 2 { ( ) 2 2 1 4 max + ( }2 ) 7 (1 + 2) 32 3 1 ( max ) . 20 3

(67)

Proof. For a proof see the proof in [20]. 4. Conclusions In this paper it is proven that, given a square grid with cells of side h covering a domain R2 and a C interface z(s) in , that if Ch 1 h = (68) max 25 max where max is the maximum value of the absolute value of the curvature (s) of the interface in , then in every cell Cij = [xi1 , xi+2 ] [yi1 , yi+2 ] in the grid which contains a portion of the interface there exists a piecewise linear, volume-of-uid approximation g ij (x) = mij x + bij which is a second-order accurate approximation to the portion of the interface in that cell 8 ( ) 50 | g (x) g ij (x) | max + CS h2 for all x [xi1 , xi+2 ] 3
2

where CS dened in equation (60) and restated in (67) for convenience is a constant which is independent of h. In an earlier paper [20] the author proved a similar result, but with a constraint on the cell size h that was more restrictive than the one in (68). In order to obtain the less restrictive constraint on h in (68) Sections 3.2, 3.3 and 3.4 of [20] required extensive modication. These modications constitute Section 2 of the present paper. The algorithm described in [21] is an implementation of the volume-of-uid interface reconstruction algorithm which is proven to be pointwise second-order accurate in this paper. Future work should include extending these results to three dimensions.
8For convenience, in the following equation the interface z(s) is written as y = g (x) with it being implicitly understood that in some cells the interface must be written as x = G(y ).

ON THE SECOND-ORDER ACCURACY OF VOLUME-OF-FLUID INTERFACE RECONSTRUCTION ALGORITHMS II 23

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