The shape of a pendant drop and the critical volume for dripping

    The aim of this code is to compute the shape of a pendant drop situated at the lower end of a vertical pipe, assumed plane. With the use of a continuation procedure, the bifurcation diagram for increasing volume of the droplet is also comptued.

    Similarly as in the problem of the shape of the meniscus.m, the gravity induces a hydrostatic pressure distribution and the surface tension imposes a pressure jump at the interface because of its curvature. Furthermore, a pressure corresponds to the volume of the droplet.

    The equation for the height of the interface h reads: \displaystyle \sigma \frac{h^{''}}{(1+h^{'^2})^{3/2}}=\rho g h - p \, .

    For this problem so as for others where overturning phenomena are present, it is convenient to consider a parametric description with the interface being located at x(s) and y(s) in a cartesian coordinate system with dx^2+dy^2=l^2ds^2 and s\in[0,1], l being the length of the interface. The governing equation becomes then: \displaystyle \sigma \frac{x^{''}y^{'}-y^{''}x^{'}}{(x^{'^2}+y^{'^2})^{3/2}}=\rho g y - p \, . An additional equation is the conservation of the volume: \displaystyle \int_0^1 y x^' ds = V and because of the metric we also have: \displaystyle x^{'^2}+y^{'^2}=l^2

    clear all; clf;
    % parameters
    L=1;            % domain length
    N=200;          % number of points
    rho=1;          % density
    sig=1;          % surface tension
    g=-1;           % gravity
    hi = 0.1;       % thickness of uniform film
    V=hi*L;         % volume of uniform film
    delta=0.2;      % continuation length
    % differentiation and integration
    [s,DM] = chebdif(N,2);
    Z=zeros(N,N); I=eye(N);

    Boundary conditions

    Since we have a second order differential equation and two first order equations we need four boundary conditions. We impose Dirichlet boundary conditions, representing the fixed positions of the droplet at the pipe wall. Note that one condition will be used as additional equation in the system.

    % Boundary conditions
    x1=0; xn=L;
    y1=0; yn=0;

    As a initial guess for the Newton iteration it is sufficient to consider a uniform film of thickness h_i=V/L with V being the volume and L the width of the pipe since we start with a small volume. The initial pressure is p_i = V/L \rho g.

    %initial guess

    The solution vector contains the coordiantes of the interface, the pressure, the length of the interface and the volume. The volume of the droplet is the homotopy parameter, which is varied to obtain the bifurcation diagram. Initially, the direction for the continuation is just along the volume.

    dir=[zeros(N,1);zeros(N,1);0;0;1];   % initial direction

    In the next, the first outer loop is for the continuation over the volume V. The inner loop is instead needed to find the steady-state solution with a Newton method.

    disp('Continuation loop')
    while ~quitcon

    Keller’s pseudo-arclength continuation

    To construct the bifurcation diagram we employ the property that a steady state cannot appear or disappear. There are different procedures for the continuation. The Keller’s pseudo-arclength continuation is used in this code. This method allows the direction of the variation of the control parameter to change sign and permits therefore to continuate the bifurcation diagram after the fold. Once the non-linear solution for a given parameter set is found, a guess for the new one is made and a Netwon iteration is performed to find it. The future value for the volume is not imposed by found again by the Newton method and is indeed the last component of the residual function f. The new solution (V,H) has to satisfy: \displaystyle \mathbf{t} \cdot ((V,H)_{new}^T-(V,H)_{old}^T) = \delta \, , where \mathbf{t} is the direction of the continuation and \delta the continuation length. For more informations see the Lecture Notes on Numerical Analysis of Nonlinear Equations, by Eusebius Doedel..

        sol=sol+dir*delta; % new prediction of solution
        % Newton iterations
        disp('Newton loop')
        while ~quit

    Newton loop

    Now we are in the Newtoon loop to find the shape of the droplet with a specific volume (still unknow). See meniscus.m for more details. The main difference is that here the function f of which the root has to be found is is a vector quantity whose components are the governing equation \displaystyle \rho g y - p - \sigma \frac{x^{''}y^{'}-y^{''}x^{'}}{(x^{'^2}+y^{'^2})^{3/2}} \, , the metric equation \displaystyle \quad x^{'^2}+y^{'^2}-l^2 \, , the constraint for the volume \displaystyle \int_0^1 y x^' ds - V \, , the equation for one boundary \displaystyle x(0)=0 \, , condition and the additional equation for the continuation loop: \displaystyle \mathbf{t} \cdot ((V,H)_{new}^T-(V,H)_{old}^T) - \delta \, . It is therefore a function of the interface coordinates x, y, the pressure p and also of the length of the former, l, via the curvilinear parameter.

    Notation: the underscript p indicate a derivative w.r.t. s

            % the present solution and its derivatives
            x=sol(1:N); y=sol(N+1:2*N); P=sol(2*N+1); l=sol(2*N+2); V=sol(end); xp=D*x;  xpp=DD*x; yp=D*y;  ypp=DD*y; a=xp.^2+yp.^2;
            % nonlinear function
            f=[-rho*g*y.*a.^1.5-sig.*(xpp.*yp-ypp.*xp)+P*a.^1.5; ...
            a-l^2; ...
            INT*(y.*xp)-V; ...
            x(1)-x1; ...

    Computing the Jacobian

    Since f is here a vector quantity, the Jacobian is a bloc matrix, whose blocs are the discretized Jacobian matrices of the different components w.r.t. the variables. They are found by perturbing all variables in the considered equation with small parameters and neglecting the nonlinear terms, in the same way as what described in meniscus.m.

            % analytical jacobian
            A=[ 3*P*diag(a.^0.5.*xp)*D-3*rho*g*diag(y.*xp.*a.^0.5)*D-sig*diag(yp)*DD+sig*diag(ypp)*D,...
            a.^1.5,zeros(N,1),zeros(N,1); ...
            2*diag(xp)*D,2*diag(yp)*D,zeros(N,1),-2*l*ones(N,1),zeros(N,1); ...
            I(1,:),zeros(1,N),0,0,0; ...

    The Jacobian has to be modified accordingly to the boundary conditions as well. Remember that one of them was already imposed as a constraint in the construction of the Jacobian as an additional equation. The remaining three Dirichlet boundary conditions are: \displaystyle x(1)=x_n \quad , \quad y(0) = y_1 \quad , \quad y(1) = y_n

            % Boundary conditions
            loc = [1 N N+1];
            f(loc)=[x(N)-xn; y(1)-y1; y(N)-yn];
            A(loc,:)=[I(N,:),zeros(1,N),0,0,0; zeros(1,N),I(1,:),0,0,0; zeros(1,N),I(N,:),0,0,0];

    If the residual is smaller than the tolerance, the shape of the droplet for this volume is found. If this is not the case, an additional Newton iteration has to be performed.

            % convergence test
            %plot(x,y,'b-',initguess_x,initguess_y,'r--'); drawnow;
            disp([num2str(count) '  ' num2str(res)]);
            if count>50|res>1e5; disp('no convergence'); endLoop =1; quitcon=1; break; end
            if res<1e-5; quit=1; disp('converged'); continue; end

    The Newton step

    The core of the Netwon iteration is the computation of the new guess for the solution.

            % Newton step

    The new direction for the continuation

    The new direction for the continuation is found by:

        % New direction
        dir=A\[zeros(N,1);zeros(N,1);0;0;1]; % new direction
        dir=dir/max(abs(dir)); % normalization

    Bifurcation diagram and droplet shape

    The shape of the pendant drop for a given volume is finally found and its height can be plotted as a function of its volume to construct the bifurcation diagram. A saddle node bifurcation is clearly visible from the diagram. After the fold, the branch is unstable and the volume has to be reduced to find a steady-state solution. Note that the stability of the solution cannot be determined with this method. Here the stability character of the branches is guessed from physical arguments.

        H = max(y);
        plot(x,-y,'b-',[0 L],[0 0],'-k'); axis equal; %axis([-L/2 3/2*L 0 4*L]);
        hold on
        grid on

    The figure

    Here we see the result of the computation.

    Bifurcation diagram and the different shapes of droplet

    Bifurcation diagram and the different shapes of droplet


    Modify the previous code to consider the problem of a pendant droplet connected to a uniform film (zero contact angle) or to a horizontal substrate ( given contact angle depending on materials). This is for example the situation of the dripping from the ceiling. Start by implementing Neumann boundary conditions to take into account the inclination of the interface at its extremities.