Abstract
This study focuses on the convection scheme in the vortex particle method. The usual two-step convection procedure for vortex elements, which comprises the convection of vortex elements on each grid point and redistribution of vorticity into each grid point, is extremely difficult to parallelize because of unavoidable memory-write conflictions in the redistribution step, thereby limiting the computational speed. We apply a semi-Lagrangian method called the cubic semi-Lagrangian method, as the convection scheme in the vortex particle method to improve space–time accuracy and accelerate computations. Two test problems, namely the Taylor–Green vortex and double shear flow, are simulated using the semi-Lagrangian vortex particle method proposed in this study to confirm its suitability. The results show that the accuracy of capturing standing vortices and the total amount of kinetic energy conservation are significantly improved. The performance measurements show that the average execution time for the convection of vortex elements is reduced to one-half, thus verifying the semi-Lagrangian method as a suitable convection scheme for the vortex particle method.
Keywords
Introduction
The vortex methods1,2 are Lagrangian numerical method used to solve unsteady flow problems. These methods discretize the vorticity fields into vortex elements and trace the convection of each vortex element to simulate the time evolution of the flows. There are several ways to compute the convection of vortex elements. The Lagrangian vortex method traces the convection of vortex elements according to the Biot–Savart law. A method, known as the vortex in cell (VIC) method, solves the Poisson equation for streamfunction or vector potential on a spatial grid to determine the convection of vortex elements. When vortex elements are redistributed onto each grid point at certain intervals, the VIC method is referred to as the vortex particle method (VPM).
The VPM has some characteristics that are superior to those of the other methods, such as a higher numerical stability and higher affinity for the Eulerian method. When using VPM to simulate flows, Eulerian methods, including the finite difference method (FDM) and the finite element method, can be used to compute non-convection procedures such as viscous diffusion and vortex stretching. Several studies have examined the suitability of the VPM for basic flows such as homogeneous isotropic turbulence, 3 time evolution of three-dimensional (3D) Taylor-Green vortices, 4 and flow around an obstacle. 5 The VPM has been improved by introducing multi-hierarchy 6 and by constructing the redistribution functions to achieve total variation diminishing.7,8 Areas of application for the VPM have been extended to direct numerical simulation (DNS) of a turbulent channel flow, 9 large-scale parallel computation, 10 multiphase flows, 11 and aeroacoustics. 12 In recent years, the VPM is successfully used in the field of computer graphics (CG). 13
However, the VPM exhibits some problematic characteristics. Numerical oscillations appear near steep vorticity gradients and spread throughout the whole flow field. Parallelization of the redistribution in VPM using shared memory parallel programing features, e.g. OpenMP, on shared memory systems is also quite difficult. These characteristics limit the computational speed of VPM.
The convection of vortex elements in VPM is constructed from the following two steps.
The convection of each vortex element on each grid point The redistribution of vorticity of vortex elements onto grid points
To prevent numerical oscillations, linear multistep integration methods like the modified Euler method is imposed 14 as step 1. For step 2, higher order redistribution functions 4 and redistribution functions achieving the total variation diminishing7,8 have been constructed. Rossinelli and Koumoutsakos 15 implemented the VPM on Graphics Processing Units (GPUs) for fast incompressible flow simulations. However, it is impossible to use their implementation for programs running on Central Processing Units (CPUs) because their implementation has to use a dedicated hardware called “graphics pipeline” on GPUs. Sbalzarini et al. 16 presented a library, named parallel particle–mesh (PPM), to provide a set of parallelized functions for particle methods including the VPM. PPM is applied to large-scale parallel computations of compressible vortex rings, 10 achieving the high parallel efficiency. On the other hand, since only few redistribution functions are provided by PPM, the above-mentioned improved redistribution functions4,7,8 are not available. This means that the parallelization of the VPM and prevention of numerical oscillation cannot be simultaneously achieved when the PPM is utilized.
This study aims to solve the above-mentioned defects of VPM by applying the semi-Lagrangian method as the convection scheme in VPM. Semi-Lagrangian methods are numerical methods used to solve linear convection equations. The semi-Lagrangian method has advantages, like the VPM, of both the Eulerian and the Lagrangian methods. The semi-Lagrangian method is a Lagrangian method in terms of tracing particles that have physical quantities. However, it is also an Eulerian method in terms of handling physical quantities on each grid point, since the semi-Lagrangian method focuses only the particles reaching at grid points. The computational procedure of the semi-Lagrangian method consists of following three steps:
Find upstream points believed to be particle positions for each particle on the grid points. Estimate the physical quantities of each particle using nearby grid points. Move each particle to each grid point.
In step 2, an interpolation polynomial is constructed. This polynomial determines the temporal and spatial accuracy of the semi-Lagrangian method. It is known that the interpolation polynomial achieves both a higher order of accuracy and numerical oscillation suppression. In addition to those advantages, the method can be easily parallelized on shared and distributed memory systems.
In the field of CG, semi-Lagrangian methods are widely used for simulations of fluid flows.17–19 These methods solve Navier–Stokes’ equation. Some simulation methods using “vortex particles”20,21 or simulation methods called “vortex particle method”22–24 are used for real-time simulations of smoke, water, and explosions. In fact, these methods are closer to the VIC method than the VPM, according to the classification mentioned above. Since these methods need to simultaneously solve the vorticity and Navier–Stokes’ equations, these methods are not classified into simulation methods based on the vorticity equation.
Only a few studies applying semi-Lagrangian methods to the vorticity equation are found in the field of meteorology. Sawyer 25 applied a first-order semi-Lagrangian method to the two-dimensional vorticity equation and demonstrated that the semi-Lagrangian method is suitable for numerical predictions with long time steps. This study showed qualitative comparisons of isobaric lines obtained from FDM and the proposed method. It also listed correlations between observed and predicted atmospheric pressure distributions. Satoh 26 developed a higher-order semi-Lagrangian method combined with the constrained interpolation profile (CIP) method 27 to trace vortices in the atmosphere. The method simultaneously solves the vorticity and Navier–Stokes’ equations as similar to the methods used in the field of CG.22–24 Therefore, there are no comprehensive researches on the properties including the accuracy, conservativity, and execution speed of the semi-Lagrangian methods for solving the vorticity equation.
This paper proposes a semi-Lagrangian Vortex Particle method (SLVPM), applying the semi-Lagrangian method as the convection scheme in VPM. SLVPM is applied to simulate two-dimensional test problems to investigate the differences of convection schemes in flow patterns, kinetic energy conservation properties, and execution times.
Numerical methods
Governing equations
The mass and momentum conservation equations for two-dimensional, incompressible, and inviscid flows are expressed as
Taking the curl of equation (2) and substituting equation (1), the vorticity equation is derived as
The streamfunction ψ satisfying the following equations is introduced in order to calculate the velocity from the vorticity
Substituting equation (5) into equation (4), the Poisson equation for the streamfunction ψ can be derived. The result is as follows
Vortex particle method
In VPM, the non-convection procedure is computed by Eulerian methods. The finite difference method (FDM) is widely used as the Eulerian method. The regular grid, which defines all of the physical variables on the same grid points, is usually used to divide the computational domain into the streamfunction-vorticity method and the VIC method. Uchiyama and coworkers9,14 have successfully clarified that dividing the computational domain by a staggered grid, which defines the physical variables at different points, can ensure the consistency among the discretized equations as well as prevent the numerical oscillation of the flow field. In this study, the staggered grid is used for spatial discretization of the computational domain. As shown in Figure 1, the vorticity and the streamfunction are defined at each grid point. The velocity components are defined at the middle of the grid side.

Two-dimensional staggered grid system.
The convection of the vortex elements are estimated by Lagrangian computation of the following equation
When the flow at t is known, the time evolution is simulated by the following procedure
Calculate the convection of the vortex elements from equation (7). Redistribute Calculate ψ by solving equation (6). Calculate velocity from equation (5).
According to equations (8) and (9), the vorticity
Semi-Lagrangian method
Semi-Lagrangian methods are numerical methods used to compute linear convection equations. Semi-Lagrangian methods use characteristic of linear convection equations for computation. The linear convection equation with constant convection velocity c is expressed as

A schematic of the semi-Lagrangian method.
A semi-Lagrangian method which estimates the upstream f from equations (11) and (12) is known as the cubic semi-Lagrangian method. Rewriting equation (12) to clearly show the similarity with equations (8) and (9) has been shown as follows
When the convection velocity is negative, the interpolation polynomial is constructed from points
In the cubic semi-Lagrangian method, the convection of a particle at the grid point
Numerical tests
To evaluate the suitability of the semi-Lagrangian vortex particle method for incompressible and inviscid flows, two test problems, Taylor-Green vortex and double shear flow, 28 are simulated.
Taylor–Green vortex
The Taylor–Green vortex is one of the exact solutions of the Euler and the Navier–Stokes equation. In the Taylor–Green vortex, vortices with different rotating direction are arranged periodically in the x and y directions. It is assumed that the flow field has a periodicity of length
In the inviscid flow, the vortices maintain the above initial conditions. The computational domain with side lengths
All simulations have been performed on a personal computer (Windows 7, CPU Intel Xeon E5–1620 3.5GHz, 32GB memory) and the simulation programs are compiled by Intel Parallel Studio XE2017 Composer for Fortran with options/O3/QaxCORE-AVX512/QxHost/Qmkl:parallel. The programs run on all CPU cores (four physical and four logical cores) with eight threads to achieve the maximum performance.
Figure 3 shows vorticity distributions at t = 10. In Figure 3, the vorticity distribution at t = 0 is depicted for comparison. Comparing Figure 3(a) and (b) shows that FDM completely conserves the initial vorticity distribution. In the result from VPM, vortices are diffused and the decrement of those peak values is also observed in Figure 3(d). The SLVPM, shown in Figure 3(c), captures the peak value of vortices, although the vorticity gradient becomes smaller.

Vorticity distributions of Taylor–Green vortices at t = 10 s (
Figure 4 shows the time variation of the total amount of kinetic energy

Time variation of the total value of kinetic energy,
Figure 5 shows the energy conservation errors versus the grid width

Energy conservation errors in the Taylor–Green vortex at t = 10 s.
Double shear flow
In this section, the double shear flow is simulated to evaluate the suitability of SLVPM for flows with strong nonlinearity. In the two-dimensional domain with side lengths
Figures 6 and 7 are the vorticity distributions at

Vorticity distributions of double-shear flow at

Vorticity distributions of double-shear flow at
The time variations of the total amount of kinetic energy

Time variations of the total value of kinetic energy,
Figure 9 shows the energy conservation errors at

Energy conservation errors of double-shear flow at
Comparison of execution time
The execution times for the simulations applying the three different convection schemes are measured using Windows system time, and the results are listed in Table 1. The measurements are performed for double-shear flow with
Execution times of numerical convection schemes.
The details of the execution time are shown in Figure 10. In the legends in Figure 10, “Convection”, “Poisson eq.”, and “Velocity” represent the convection of vortex elements, solving the Poisson equation of streamfunction by FFT, and the computation of convection velocities, respectively. The execution times of the convection of vortex elements in SLVPM is less than half that of those for VPM, and the total execution time is reduced to 60%, demonstrating the effectiveness of SLVPM.

Computational time per step and details.
Conclusion
In this study, a semi-Lagrangian vortex particle method is proposed to solve the defects in the vortex particle method, such as numerical oscillations and difficulty in parallelization on shared memory systems. The method uses the cubic semi-Lagrangian method for determining the convection of vortex elements. The cubic semi-Lagrangian method has advantages of both Eulerian and Lagrangian methods, like the vortex particle method. The proposed method is applied to simulate basic test problems to comprehensively investigate the properties of the proposed method. The results are as follows:
In flow field with standing vortices like the Taylor–Green vortex, SLVPM favorably captures the peak of vortices. The method does not conserve the total amount of kinetic energy, but the errors of kinetic energy conservation converge with decreasing grid width. The magnitude of the error is comparable with that from VPM. In a flow with strong nonlinearity, the kinetic energy conservation errors of the SLVPM converge with decreasing grid width. By contrast, the error from VPM does not converge. This characteristic of SLVPM ensures that the error of the kinetic energy conservation is improved as the grid becomes finer, demonstrating the suitability of SLVPM for flows with a high Reynolds number. SLVPM is two times faster than VPM. The advanced speed is due to the memory-write conflicts, which appear in the redistribution step in VPM but do not occur in SLVPM.
Footnotes
Declaration of Conflicting Interests
The author(s) declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
Funding
The author(s) received no financial support for the research, authorship, and/or publication of this article.
