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P. S. Huyakorn

Department of Geoscience and Research and Development Institute of Mining and Technology, Socorro, NM, 87801, Division, USA New Mexico

K. Nilkuha

Department of Mining and Petroleum Engineering, and Technology, Socorro, NM, 87801, USA (Received December 1976; revised October 19 78) New Mexico Institute of Mining

An upstream finite element scheme is presented for overcoming the problem of numerical oscillations associated with the transient transport equation for convective dominated or purely convective flow. This scheme differs from the standard Galerkin scheme in that spatial discretization is performed via a general weighted residual technique which employs asymmetric weighting functions and yields upstream weighting of the convective term in the transport equation. The time derivative term of this equation is weighted using the standard basis functions which lead to a consistent mass matrix. The proposed finite element scheme is compared with the conventional upstream finite difference scheme both in one and two dimensions. Numerical results indicate that the new scheme is superior to its finite difference counterpart and is capable of producing reliable solutions for cases which cannot be handled satisfactorily by the standard Galerkin technique.

Introduction

In recent years, there have been an increasing number of attempts to develop suitable numerical methods for approximating the transient convective-dispersive (transport) equation. The increasing interest in this equation stems from the fact that its solution by standard finite difference or Galerkin finite element approximation can exhibit pronounced oscillatory behaviour and/or excessive numerical dispersion when the convective term is dominant. Various finite difference schemes for overcoming the numerical difficulties have been proposed by several workers.1-9 The most recent examples of such schemes include the improved upstream finite differencing by Lax and Wendroff,’ Chaudhari* and Todd,3 the box finite difference scheme by Keller,4 the flux corrected transport by Book et aZ.,5 and the third-order accurate time stepping, based on cancellation of truncation errors, by Laumbach.6 While several alternative schemes now exist for finite differences, an equivalent of these procedures still remains to be established for the finite element method. Recent

0307-904x/79/010007-11$02.00 0 1979 IPC Business Press

studieslo-‘* have shown that for certain convective dominated flow situations, standard Galerkin-based finite element techniques can produce oscillatory solutions whether linear, quadratic or cubic isoparametric elements or Hermitian-type elements are used. Although a limited degree of oscillation can be tolerated when one is dealing with a linear transport-flow problem, experience13-r4 has shown that in a nonlinear situation, such as that of multi-phase flow in geothermal systems or miscible displacement in petroleum reservoirs, slight oscillations near sharp fronts can be greatly amplified and eventually lead to convergence difficulties or instability in the iteration scheme unless the time step size is kept sufficiently small. In many instances, the numerical oscillations can be reduced or eliminated by the use of excessively refined grids. Such an approach is often impractical because of prohibitively expensive computation. An effective numerical procedure has to be established to make the finite element method more competitive with its finite difference counterpart in solving problems involving the transient transport equation. Such a procedure is developed in this paper.

Appl.

Math.

Modelling,

1979,

Vol 3, February

7

$ and a W. and repeated indices imply summation over the total number of nodes.2. the derivatives aWz/a. To illustrate the application of this technique. Substitution of equation (2) into (4) yields: (12) (13) a2 . In a onedimensional situation.lidB+ s I WIi%inidB=O s B (4) where (Yis the upstream weighting factor. This paper extends the original version of the upstream finite element method to deal with the transient transport equation. Upstream weighting functions where c is concentration at time t. J= 1. -=-dx 1 h 3a 5-1 ( h* h) (11) A - B W~D~.. we finally obtain: (6) using finite where 8 is a time weighting factor.e. In a two-dimensional case. the value of the upstream parameters along the remaining coordinate must be set to zero. It will be demonstrated by numerical examples that the new scheme is superior in accuracy to the conventional finite difference schemes and is capable of handling cases for which the standard Galerkin technique produces solutions which are totally unacceptable.15 For completeness. we use the value 0 = l/2 which corresponds to central time stepping or Crank-Nicolson scheme. our experience indicates that to obtain a satisfactory solution. drop the boundary integral terms of equation write it in the form: A~JCJ +M~JdcJ dt =O (5) and (6) where A~J and M~J are given by: AZJ= (7) MZJ = s R @NzNJ do (8) General formulation In the proposed ‘upstream’ weighted residual technique. and h is the element length. we have to evaluate the derivatives of the weighting functions. we the numerical a_ Figure 7 2 Onedimensional element i a 2 8 Appl. we consider the following form of the transport equation for an isotropic dispersion tensor: Performing time integration of equation difference.15 where a so-called upwind (upstream) finite element scheme was presented for handling the steady form of the transport equation.y1 (2) where NJ(xi) denotes the standard basis functions. Application of Green’s theorem to the first integral of equation (3) leads to: dW.Hi CD •t axi For convenience in presenting s B Wlc^Viili dB z 0 I (5) scheme. . Vi is Darcy velocity vector. and @is porosity of the porous medium.Solution of transient transport equation: P. this evaluation is straightforward. Modelling. February . S. The scheme was shown to be capable of eliminating numerical oscillations while maintaining good accuracy and preserving all advantages of the finite element approach. .13y14./ti and dW. Huyakorn and K. i. To obtain numerical results which are accurate to the second-ordel in time. and derivatives t) = NJ(Xi)CJ(t>. We now discretize equation (1) in the following manner: For linear one-dimensional and two-dimensional isoparametric finite elements. they are also summarized in Appendix 1 of the present paper. the spatial (convective and dispersive) terms of the transient transport equation are weighted using asymmetric weighting functions and the time derivative term is weighted using standard basis functions. The derivatives dW. D is dispersion coefficient . 1979. the expressions of asymmetric weighting functions and the general procedure for obtaining the sign of upstream parameters have been presented elsewhere. cJ(t) denotes nodal values of concentration at time t.: where B is the boundary of the solution domain./dx for the typical element in Figure 1 are simply obtained as: (3) where R is the domain over which the integration is performed.lav of the quadrilateral element must be evaluated in such a manner that when differentiation is taken with respect to one particular coordinate. To form the matrix elements AIJ in equation (9). Let W. be a set of weighting functions and let a trial solution be written in the form: 2(xi. . Vol 3. Math. Nilkuha The present paper is a sequel of the earlier paper by Huyakorn. ni is the outward unit normal vector on the boundary.

Math. . Jtl I i 4 . whereas CY = 0 corresponds to central difference (or Galerkin finite element) approximation. it will be shown that our upstream finite element scheme produces numerical results which are far more accurate than results produced by the widely used upstream finite difference technique.1.p. 0) =+(l t’17)(3a*t-1) (17) awl -$-$OJj) awz +OJZ) =:(l-v(3PaVl) (18) From equation (23). Z and Z + 1. . Vol 3.-I .a2 il P2 b . Again. For 0 > i. defined as follows: 6*~~=(~~_~-2c~+c~_~)/h~ 6c. V and dldt denote difference operators. S.(Yv. the derivatives of the weighting functions may be written in terms of the local iso-parametric coordinates as follows: awr aq. Comparison of proposed finite element and upstream finite difference schemes One-dimensional case To gain further insight into our upstream finite element method. we would like to point out that Q!= 1 corresponds to full upstream difference approximation of the convective term.* “11 :. Nilkuha where (Yiand & are weighting factors associated with various sides of the quadrilateral element. the mass matrix should not be lumped.(1-77)(3oiE-l) (14) Figure .*CJ+A~ t (1-e)(62CZ)r ax* ~=s.rl-l) (19) a*c .Solution of transient transport equation: P. In applying the finite element method to the transient convective transport equation. February 9 .)j 1 (22) where 62. (%O) =.+ i. Modelling.(1 -a) .. We will demonstrate this in a subsequent section by comparing the performance of the recommended consistent-mass upstream finite element scheme (equation (22)) with the conventional upstream finite difference scheme which is represented by: =(e-l)[h”(6%+2(vcr)r -(l-+se.l.cr-i)/2h (23) (24) e h2(62cr)r+Ar .(1+8(3P. We next proceed to examine the approximation of the time derivative term produced by the proposed finite element scheme. (vc$+At vh . Clearly. l6 and Pinder and Gray”) have shown that mass lumping degrades the accuracy of numerical results. (6c&r+Ar] As can be expected. = (crci . 0) =-b<l t77)(3~2t-1) (16) dc-1 __= (c.(1 .(1 -a>.)"A't(lo)(scr)'+"'l t (l-e) [cy(vcZ)’ + (1 -(u)(@)~] (27) ~(OJj) aw4 +OJj) =-$0 +5)(3P. the upstream parameter Q!plays a significant role in damping out numerical oscillations. we will demonstrate with numerical examples that such a procedure is also applicable to the transient transport equation. For the typical element shown in Figure 2. With the standard Galerkin finite element scheme. Our experience with the upstream finite element scheme also indicates that lumping of its mass matrix also produces the same undesirable effect.cr) 5 (&. we evaluate the matrix elements in equation (9) for the simplest case of onedimensional transport in a uniform velocity field. the equation obtained for node Z may be written in the form: . It is evident from equation (22) that this approximation indeed corresponds to a Simpson rule averaging of the time derivatives at nodal points Z .is3r4 In the present paper.o) aw3 F ={(l-17)(3ar.Qx* and &/ax are approximated by: =. such an approximation differs from the usual finite difference approximation unless the mass matrix [M] of the finite element equation is lumped by adding the coefficients along row Z and placing the sum on the diagonal. several workers (Gresho et al.3 I I.= e(. i.k-1) (15) Vq = (q - cI_l)/h @At Cai.’ Ar dt aw4 jj- Ccyi.~(v~. Furthermore. 1979. 8.l t ~ 1. Huyakorn and K. it is apparent that the spatial approximation produced by the upstream finite element method is identical to that obtained from the conventional upstream finite difference technique in which a*c.n-1) (20) (28) =-$(1-8(3&7)-l) (21) The above procedure for evaluating derivatives of the weighting functions has been successfully applied to isothermal and nonisothermal two-phase flow problems involving sharp saturation fronts. 2 Quadrilateral element and rectangular grid ?(oi. al .)j +2 (29) Appl.(&I) r+Ar D I .

4. mesh parameters: Cr = 0. (b). Nilkuha Two-dimensional case Before proceeding to present numerical examples we would like to mention another distinction between our upstream finite element and the conventional upstream finite difference scheme. Math. For each problem. scheme with the upstream F. Several numerical experiments were performed on the first two 1D examples to gain insight into the behaviour of the numerical solution. ID pure convective transport of a rectangular waveform.13 F. These problems included (a). its concentration fronts are considerably more dispersed than those obtained from the upstream finite element scheme. For Pe = 100 and 00.f u OL C I . We will demonstrate this with a two-dimensional numerical example. to be used in both upstream finite element and finite difference schemes. (a).4. The flow velocity is constant and equal to 0. For the typical 2D rectangular grid shown in Figure 2.E. Next. Pe = 100. (b). Figure 5 (a and b) shows concentration profiles obtained using different values of (Y. the finite element equation for node (I. produces a i OE u 0. In multi-dimensional situations. 1979. (cl. \ 4 . the second is a highly convectivedominated transport with Pe = 100 and the third is a purely convective transport with Pe = m.\On . From Figure 4/a-c) it is also evident that the upstream finite element scheme exhibits superior accuracy as compared to the upstream finite difference scheme. Three cases are given here. We ran the problem using three meshes whose grid points were equally spaced. Huyakorn and K.5. the initial condition employed is a linear concentration distribution over the first two grid points. we begin by comparing the performance of our upstream finite element scheme with the conventional upstream finite difference and Galerkin finite element schemes.E. we need to use (Y= 0. It is evident from Figure 5 (a and b) that oopt for the F. ID transport under constant concentration boundary condition at the upstream end. 2D transport of pollutant from an injection well.L C 1 I 1. Analytic Upstream F. Vol 3. we examine the effect of the upstream parameter (Yon the accuracy of the numerical solutions for the pure convection case. For Pe = 10 the Galerkin finite element scheme. S.Solution of transient transport equation: P. To identify different cases solved.E. In this example..2) to eliminate oscillations.It can be seen that the numerical oscillations diminish with increasing value of cxand that a high value of cyleads to excessive smearing of the concentration front. respectively. In addition.‘2. scheme presented in Appendix 2.5 and At = 0. we need to determine an ‘optimal’ value of o. The first case is a moderately convective-dominated transport with Pe = 10. the two numerical schemes will produce different types of spatial as well as temporal approximations. To reduce the numerical oscillation to 1 or 2%. Pe = m.5. February . we compare the performance of our upstream F. Numerical results were obtained using Ax = 0. the Galerkin scheme produces oscillatory results.2 Numerical results To test our numerical scheme and compare its performance with the conventional finite difference scheme.(c). Pe = 10. which corresponds to CY = 0.13 in the upstream finite element scheme. Because of this distinction. Figure 4(a-c) shows concentration profiles at t = 6. Pe = - 10 Appl. n -020 FE Upstream Galerkln O-E c. 0. o-4 1 0 Figure 3 Initial and boundary conditions for example 1 . / 1 I 2 6 x 8 IO Figure 4 Concentration profiles at time t = 6. The latter requires a high value of (Y(CY > 0. Example I The initial and boundary conditions for this 1D example are depicted in Figure 3. Modelling. We found that the main conclusions drawn from these experiments carried over to two dimensions. In presenting the results. fairly accurate solution and the use of upstream weighting (nonzero o) is unnecessary. we analysed various cases of convective-dominant transport. AX = 0. J) is a nine-point equation whereas the finite difference equation for that node is a five-point difference equation.D. one can expect the upstream finite element method to give a higher-order spatial approximation than its counterpart. we considered three problems for which analytical solutions were available.4. scheme lies I. a =0. To eliminate numerical oscillations but minimize false dispersion or smearing of the concentration front. we defined the mesh Peclet number and Courant number as Pe = VAX/D and Cr = VAtlAx.4.D. As can be seen.

For the latter scheme. the use of full upstream weighting OL = 1 results in excessive numerical dispersion in both the upstream F..13 which was just sufficient to eliminate oscillations.Ax-O-5 0.E.E.D.D.4. It is an approximate relationship determined from the numerical experiments. (Y = 0.8 to 6. At values of Cr greater than 2. (a).5. The value of At was selected in such a way that the Courant number.a=O FE. Vol 3. it is shown that the value of oopt determined from the empirical curve in Figure 8 is also applicable to other 1D and 2D convective-dominant transport problems. Pe = 100. it is well known that the standard Galerkin F .E. we note that the standard Galerkin F. and F. Ax= FE.3 and 0.Ax=O ---x--m -- I 25 -x-Upstream FE.2 ---+-- Analytic Upstream Upstream FE. The key observation is that with an increasing value of Cr we need to use a higher value of cyto damp out oscillations. scheme.D. In the next two examples. we solved two cases corresponding to Pe = 100 and Pe = 00 using three meshes. Q.E. scheme lies between 0. solution. By comparing Figure I la with 11 b. (Y= 1.4. a=05 0. Next. it can be seen once again that the upstream F . thus giving Cr = 0. (b). a-0 2 5 08 a 08 - Anaiytlc Upstream Upstream Upstream FD.Solution of transient transport equation: P. February 11 .4. Appl. On the other hand. mesh parameters: Cr = 0. Figure 7/a-e) shows the results obtained for the pure convection case when Cr varies from 0. we study the behaviour of the numerical solution produced by a particular mesh when At and hence Courant number (Cr = vat/Ax) increase. The oscillation diminishes quite rapidly at subsequent time levels. Math. 1979. scheme is considerably more dispersed than that produced by the F. Thus we conclude that the F. When Cr lies in the range 1< Cr Q 2.13. Furthermore.2 while aopt for the F. unacceptable oscillations still occur even though the value of 01is set equal to the full upstream value.3 FD. and central F.E.I Upstream Upstream F. (a). Pe = - between 0. Cr = 0. upstream F. schemes cannot produce satisfactory solutions for this particular case of pure convective transport. We ran the problem using a mesh consisting of 41 nodes equally spaced at Ax = 0.E. scheme. To test our upstream F.4 for all meshes. solutions. Example 2 In this example.E. Several key observations may be derived from Figure II (c and d).8 04 04 0 2 4 x 6 1__~I 8 IO 1 b?<\ x 0 I I I 0 2 4 6 8 IO Figure 5 Effect of parameter on 01on numerical results. we found that the optimal value of upstream parameter. We then proceed to study convergence of the upstream F. First..E.a=O FD. (b).a=O.5. scheme requires a smaller value of (IIthan the F. we deal with pure convective transport of a 2-unit width rectangular slug. a=0. Huyakorn and K. the initial position of which is shown in Figure 10.D. This behaviour is illustrated in Figure 9 for the purely convective case with Cr = 1. This general observation leads us to conclude that in solving the convectivedominant transport equation using upstream numerical techniques we should select Ax and At such that the resulting value of Cr is less than 2. t = 6. solution in the situations of convectivedominant transport (high Peclet number) and pure-convective transport (infinite Peclet number). r = 6. scheme to reduce the numerical oscillation to an acceptable level. This relationship is illustrated in Figure 8.D. We selected a constant value of At = 0. upstream F. Modelling. It can be seen that as Ax decreases the numerical solution converges to the analytical solution. the value of oopt is approximately equal to 0. scheme require a higher value of cythan the F. solution x Figure 6 Convergence of upstream F.4. Ax = 0. Nilkuha a -Upstream ---x--Analytic FE. Figure 6 (a and b) show a comparison of numerical and analytical solutions. In the latter situation.the concentration front produced by the F.5.E. the numerical solution obtained using aopt given by the curve in Figure 8 exhibits a mild degree of oscillation during the first few time steps. The computed results at t = 2 and t = 10 are shown in Figure 11 (a-d). The exact solution for this particular case is the same rectangular slug but translated by a distance x = vt. Cr = 0. mesh parameters: Pe = m. and central F.D. schemes fail to give satisfactory convergence.13.4. The numerical solutions were obtained using cr = 0. scheme in order to eliminate numerical oscillations. The computed concentration fronts become more dispersed at higher value of Cr.4.1 and 0.D.4. schemes.E. for the same value of QI.nt was related to the Courant number. S. By performing several numerical experiments.8.8 I I.D.E.

Cr = 2. Ax = 0. it is evident that the upstream F.8 when aopt = 0. 1979.2. mesh parameters: Pe = _.4. scheme.8.4 12 Appl.2 F.a = I. with a consistent mass matrix. the F.E. mesh parameters: Pe = m.0 We now make a direct comparison of the upstream FE. result not only displays larger oscillations but also significant phase lag. Ax = 0. Math. Pe = 0 Analytic Upstream Upstream Upstream FE. a = I.a=l. solution for Cr = 1. we consider a common problem of two-dimensional. Vol 3. (a).0 FD.a Upstream -1. Figure I3 shows a plan x\X\ 4 x-yx_ 6 Y I 0 8 Figure 7 Effect of Courant number Cr on upstream F. (c).. The contaminant source is assumed to be a finite diameter injection well located at the centre of a square-shaped confined aquifer. and F.D.E.a=0. (b). Modelling.76 is used.0 Figure 9 Behaviour of upstream F.25. is superior to the upstream F. a -0.02 08 c. Example 3 0. solution. Anal@ Upstream X 2 4 Y 6 8 u 0.1 FE.8 Cr 12 I6 20 01and Figure 8 Relationship between optimal value of parameter Courant number for upstream F. Time steps are indicated by ringed numbers 0.O FD. scheme. Huyakorn 1 and K. result provides a significantly better approximation to the exact analytical solution.25 used in both numerical schemes.aIO Figure 10 Initial and boundary conditions for example 2 \ “ix .8 u 04 \ In this example.6. At = 0. February . Overall.D. ---X-. Cr = 3.E.t x\ i\ -- FE.E. (d).Upstream I I 0 04 0.E.L I 12 -x Analytrc Upstream Upstream FE.Solution of transient transport equation: P.. t = 6. the F. (e). scheme. Once again. contaminant transport in groundwater reservoirs. Nilkuha - Analytic Upstream FE.25. a.D.a-05 4t IC 0 3(. For the same value of CY = 0. ‘kx_ -x Analytic Upstream Upstream I E FE.a=OI FE. particularly when the optimal value of (Ywas used.a = I. Cr = 0. It will be demonstrated in the next example that this improvement in accuracy is even more drastic in the two-dimensional flow situation. Cr = 1.E. schemes by plotting their results together as shown in Figure 12 (a and b).0 FE.9. S. Cr = 6.

the Peclet number is defined as Pe = Q/D.4. solutions. Nilkuha c F.E. a=0 25 C-l Figure example 18 x Figure 72 Comparison of upstream F. scheme. mesh parameters: Pe = m.18 This solution may be 24L&G + Y.E.D..2 -Upstream FD.. (c). we used D = 0.5. =Ky = I ah ax ax =o Dx=Dy = D Pe =0/O 0 =I h-0 es=. a-0 . concentration profiles at r = 10 20 . mesh parameters: (b).E FE.D.a=O25 FD. Ax = 0.D. When the time value is such that the effect of the external aquifer boundary is negligible. 08- Figure 17 Effect of parameter 01 on upstream F. and Y.8 ----- Upstream Upstream Upstream FE. February 13 . -o0. -Analytic Upstream a=0 Upstream a=025 a= I.2(4V)J (30) where J. Cr = 0. To assess the accuracy of the numerical results. Modelling.a=0 FE.0 FD.8 -04 0 CI --x-I. Ax = 0. F. (b).=I6 73 3 j. (a). we solved the groundwater flow and transport equations separately. It is further assumed that the aquifer is homogeneous and isotropic and that the injection well geometry may be represented by a 2 ft x 2 ft square. or upstream F. F.Solution of transient transport equation: P.D.152 Appl.E. Math. Cr = 0.a=025 04 o 0 L \ a ‘0 h=c=o F: ? K. In the analysis of this problem. solution at t = 2. solution at r = 10. We computed numerical and analytical solutions for two cases.D. - Analytic --x--*- Analytrc Golerkrn Upstream a=013 Upstream a=025 0. we employed the analytical solution given by Carslaw and Jaeger. b 13 25 Y c=o -Analytic -Upstream FE . ah_ac_ ay ay and physical parameters for conditions Boundary written in the form: e--UZDt 0 view of a quadrant of the aquifer with a quadrant of the injection well located at the origin of the coordinate axes. and F. Vol 3. F. F. In the first case. solution at t = 10 Pe = _.E. S. are Bessel functions of the first and second kinds respectively and v is defined as: v=-- Q hD (31) Equation (29) was derived for a finite circular well in a semi-infinite confined aquifer. The material parameters and boundary conditions employed in the calculation are depicted in Figure 13. (d). (a).5. Darcy velocities were calculated and fed into the transient transport equation which was then solved using the upstream F. To identify these cases. solution at t = 2.a=O 13 FE. this equation provides a very close approximation to our problem. 1979. Huyakorn and K. ----Upstream --Upstream O-8 - FD. FD. The steady flow equation was solved first using the standard Galerkin scheme. concentration profiles at r = 2. F.4. solutions.E. and upstream F.E.

a=P=O FD 42 --Upstream ----Central I Analytic F.E.D. the upstream F.D. solutions at f = 10 and 25. scheme to yield the same consequences if not worse. result l2/’ .1 \ \\z__ ------ Analytic Upstream Upstream Upstream FE.E. respectively.D. (b). At time t = 25.E.8 are presented in Figure 14(a-c).analytical. Next. are optimal values determined from Figure 8.D. particularly when the optimal values of upstream parameters. For the second case involving only convective transport. result exhibits considerable oscillation and excessive numerical dispersion at t = 25. (Y= B = 0. The concentration front is vertical and corresponds to the boundary surface of the cylinder. a-P-042 FD --Upstream ----Central I Figure 3 5 7 x 9 II 13 I5 74 Comparison of numerical and analytical solutions for Pe = 65. we assumed that D = 0. First. The upstream FE.42. schemes.. analytical and F. I2. Computed solutions for the case corre sponding to Pe = 65. Vol 3. F.E. solutions at t = 10. (d).‘--2 \ N\‘\ ‘\ . The depicted values of upstream parameters. For mesh 2.42 F. solutions at t=25 14 Appl. 1979. schemes produce results which are far more accurate than the central and upstream F.a=pI.8.D. Analytic Galerkln Upstream Upstream FE FE) a=P=O-42 FE. I----. we present the solutions obtained for the pure convective case using mesh 1. (a). schemes.42 ED. O. (cl..a=P=O FE.E.a=P=O. thus giving Pe = m. a=P-0 FD. Huyakorn and K. the analytical solution takes a cylindrical shape. solutions at t = 25 where rf is the radial distance from the centre of the well.Solution of transient transport equation: P. Axi = Ayi = 2. = Ayr = 1 and the grid spacings of the remaining rows and columns are AXi = Ayi = 2. the Galerkin F. a-P-0 FD.D. (c). -. solutions at t = 10. Also noteworthy is the performance of the upstream F. We iolved the two cases using two rectangular meshes consisting of 144 and 400 nodes. (Y= fi = 0. all grid spacings are set equal to 1. ‘. Figure 15(a-d) shows concentration profiles at t = 10 and t = 25. a=P=l.D. By comparing Figure 14a with 14b and 14c it is evident that the Galerkin and upstream F.I 04I’ 1 .----- Analytic Upstream Upstream Upstream FE.E. A number of key observations may be derived from these figures.0 b _ -.42.’ . analytical and F. the position of the front may be easily calculated from : E - Analytic FE. Nilkuha thus giving Pe = 65. In the second case. a-P=l.‘\ I \ \ ‘\ ‘. Modelting. At a time t. S. analytical. and F.D.E. For Pe = 65. a-P -1. F. February . are used. For mesh 1 the grid spacing of the first row and column are Ax. Analytical result for the first case was computed from equations (30 and 3 1). solutions at r = 25. = Ayl. mesh parameters are as in Figure at t = 10.D. scheme yields solutions which are much more accurate than solutions produced by its counterpart. analytical and F.42 --Upstream i-t-= I’ 47l Qt (32) \ I - Analytic FD. analytic and F. (a). I 3 5 7 x 9 _-- 13 15 3 5 7 Y 9 II 13 15 14.0 42 a. and F.O 42 42 d ----..D.O C c. a+=0.. Math.19 who also employed result coincides with the result presented by Van Genuchten equation (30) to test their 7 numerical solution.“‘\ \ \ ------ Analytic Galerkln Upstream Upstream FE FE. it may be noted that the Galerkin F. solutions Figure 15 Comparison of numerical and analytical solutions for Pe = m.8.E. 0 8 . analytical and F.D. (b). i = 2-10.8. We can expect the central F. Ax. and F. The computed et aZ. result is almost oscillation free while the central F. a=P=0. mesh parameters: At = 1.E.’ I \ I \ -- c. scheme produces solutions which are totally unacceptable because of large oscillations both in space and time.

\. a-P=042 b 7 08 b --- -. (cl. Galerkin solution for Pe=m. (a). February 15 .D. On the other hand.8. The finite element solution satisfies this requirement quite well as can be seen from Figure I7 (a and b). the concentration front being much more smeared than that at the earlier time t = 10. In Figure I6 (a and b) it can be seen that the upstream F.- C Analytic FE . the upstream F. plot y-or y-0x1s along - Analytic Upstream FE. Analyttc a 08 FE. solution for Pe = 00 fails to converge as can be seen from Figure 16~. the proposed upstream finite element solution obtained using the same mesh did not exhibit such undesirable properties. we check the symmetry of the numerical solutions.E. 0 I.~ and Cr. \ \ \. / “\\. S. To reduce this discrepancy to an acceptable level. (4) Numerical experiments revealed that a relationship existed between the optimal value of the upstream parameter and the mesh Courant number. Modelling. mesh I. but also exhibited a large discrepancy between concentration profiles along the x. solution.42 04 a FE. upstream F._. for the pure convective case. mesh I. the concentration front given by the upstream F. mesh 2. which has the nodal spacing Ax = Ay = 1. At=l FE.E. At = 0. displays excessive numerical dispersion. Analytic Upstream FE.E. The following conclusions may be drawn from this comparative study: (1) The proposed upstream finite element scheme is capable of overcoming numerical oscillations and producing acceptable solutions for certain cases of convective dominated and purely convective flows which cannot be satisfactorily handled by the standard Galerkin technique. This relationship has been obtained for 1D and shown to be applicable to the 2D case as well. we had to use mesh 2 which contains almost three times as many nodes as mesh 1.L C Figure 76 Convergence behaviour of upstream and Galerkin F. is only approximate. Figure 17 Comparison of concentration distributions along various directions. ----Upstream At=05.mesh I. upstream F. solution for Pe = m.4 -. Vol 3. (a). On the other hand.42 c. one expects the concentration distribution in different radial directions to be the same because of the symmetric feature of the flow problem. Finally.E. where the plots along the x-axis and the main diagonal are compared. Huyakorn and K. 1979.or y-direction and the main diagonal.42..E. solution is quite comparable with the finer mesh F.E. On the other hand.5. we select At = 0. solutions. developed previously for the steady state transport equation can be extended to handle the transient situation. f = 10.. upstream F.Solution of transient transport equation: P. the upstream finite difference solution obtained using a 12 x 12 grid not only displayed excessive numerical dispersion. We next consider the convergence of the F . solution for Pe = 65. We wish to emphasize that the relationship between CY. solution at t = 25 for Pe = = obtained using mesh 1.r=lO It has been demonstrated that the upstream finite element scheme. The new scheme not only exhibited superior phase properties and steeper concentration fronts but also required lower values of upstream parameters in order to control oscillations. Math.E. solution at r = 10 obtained using mesh 2. The extended numerical scheme has been compared with the conventional upstream finite difference and Galerkin finite element schemes.2 -\ u O8 -7 0.5 and 01 = p = 0. mesh 2.5 thus giving the same Courant number as for mesh 1.E. At=lO. I 1 I . mesh2. more or less maintains its original shape. a=P=0. t = 10.E. solution obtained using mesh 1 displays large discrepancy between concentration profiles along the two directions as can be observed from Figure 18/a-b).E.E mesh F. Figure 16(a-c) show results obtained using meshes 1 and 2. (b). For mesh 2. 0. On the other hand. It is also evident from Figure 19 that the accuracy of the coarse Appl.a=P=O42 Upstream FE. (b). (2) Results from 1D and 2D test examples indicate that the upstream finite element scheme produced solutions which were significantly more accurate than solutions produced by the conventional upstream finite difference scheme. presented in this paper. Nilkuha I 2 - --Upstream At=l.. Ar-0. Naturally. the Galerkin F. (3) For the 2D example involving pollutant transport from an injection well.. a-P-0 42 08 0 04 .At=05 c ---Galerkln --Galerkln 1. solution. Conclusions 0. upstream F. solution approaches the analytical solution as the mesh becomes more refined.D. At = 1 and a! = p = 0.\ \ .

February . J.D. The authors would like to thank Professor Lynn W. July 1976 Huyakorn. 1977. ‘Finite Element Simulation in Surface and Subsurface Hydrology’. P. In one dimension. Modelling. Appendix 1 Asymmetric weighting functions and procedure for determining signs of upstream parameters Using the notation illustrated in Figures 1 and 2. P. At = 0. et al. T. Modelling. 1975. Symp. S. University of Southampton. S. References Lax. 1977 Carslaw.t=lO F. H.5 and LY= p = 0. Finite Elements Water Res.277 Todd. F.5 and oi = p = 1 I2 -.E.8 obtained using mesh 1.. M. F. Vol 3. M. Italy. Eng. 1.D. and from the New Mexico Energy Research Board. AZME J. both the temporal and spatial approximations in the two numerical schemes are different. Princeton University.Solution of transient transport equation: P.D.Soc. (b).42. Finite Elemeni Meth. \ Upstream FD. we would like to point out that the proposed upstream finite element scheme differs from the upstream finite difference scheme both in one and two dimensions.15. upstream F. D. S. S. L.*O 11 12 13 14 Int. July 1976 Huyakorn.D. Ed. Comm. H. and Pinder. for reviewing the manuscript. F. and F.plotalong -\ \ ---\ \ Analytic Upstream x-ory-axls FD.45. Math. Conf. Sot.- Analytic Upstream FE. solution at t = 10 for Pe = = obtained using mesh 2.1975. 1966. Princeton University.. 1979.Pet. Pet. Sot. et al. L.8 (3). Eng. et al. 1st Znt. Proc. Proc. R. Huyakorn and K. and Taylor. N. ‘A new finite difference scheme for parabolic problems’ (B. Pure Appl.SI_ 0. 1st Znt.517 Lantz. Numer. July 1976 Van Genuchten. Phys. Meth.515 Keller. mesh 2. 1st Znt. Math. Symp.42. Los Angeles. S. 1959 Van Genuchten. (a). (c).D. Conf Finite Elements Wat. G. Pet.D. Project No. SPE 5721 17 18 19 20 Acknowledgements The work reported in this paper was supported in part by funding from the Geophysical Research Center of the Research and Development Division of New Mexico Institute of Mining and Technology.D. Pet. ‘\ \ ----\ \ \ Analytic Upstream FD. Flow Problems. AIMEJ. Pet. At = 1 and (Y = p = 0. C . ‘Conduction of Heat in Solids’ (2nd edn). 11-15 July 1977 Huyakorn. 2nd Znt. the temporal approximation in the finite element scheme leads to a consistent mass matrix while the temporal approximation in the finite difference scheme yields a diagonal or lumped mass matrix. Figure 78 Comparison of concentration distributions along various directions. C. Res. S. 187 Gresho. Sot. Znt. Inl’roc. Nilkuha a *e-m -_. Gelhar of the Geoscience Department. C. Oxford University Press. a-6-042 I.42.obtained using mesh 1. New York. P.8 --%> . J. 1971. the expressions of the weighting functions for 1D and quadri- 16 Appl.248 Laumbach. Phys. and Gray. solution at t = 10 for Pe = . solution at t = 25 for Pe = . Proc. (d).315 Price. Margherita Ligure. J.381 Chaudhari. Res. Math. 14-18 June 1976 Pinder. Eng. Academic Press. Proc. 18. P. EJ-177-084.13. plot along Upstream FD. 2nd ZMACS {AZCA) 08---t. New York. H. P. For a rectangular grid. Comput. 1964. 301 Price.. upstream F.J. Proc. Eng.451 Settari. B. Simulation Reservoir Performance. At-0 5. At = 0. Numer. etal.D. In two dimensions. 4th SPE Symp. G. Proc.. Appl. B.plotalong x-or y-ox/s Upstream diagonal FD. H.etal.mesh At=l. plot along diagonal 04- \ ‘-\ b . T. 293 Lam. Ar = 1 and cz = p = 0. Partial Differential Equations.obtained using mesh 2. G. 22-24 June 1977 Huyakorn. and Jaeger.. Appl. Water Resour. Princeton University. C. M. H. and Pinder. Math. S. M.). et al. 1972.. Hubbard. 11. M. Modelling. Academic Press. B. 1968. and Wendroff. D. upstream F. S. 1977. Conf. Comput.Eng. A. New Mexico Tech. 17. solutions for 5 6 I 8 9 10 Finally. upstream F. S. Sot. 1971. Conf. J. Experience indicates that the latter type of spatial approximation can lead to undesirable asymmetric properties such as large discrepancy between concentration distributions in different directions and sensitivity to grid orientation. New York. Finite Elements Water Res. solution at t = 10 for Pe = 65. 15 16 Lehigh University. R. G. and Price. P. California. 12. No. . S. J. W. 1971 Book. the upstream finite element method yields a nine-point nodal equation while the upstream finite difference technique yields a five-point nodal equation. 04. 19-20 February 1976. a-P-1 Ol 3 Comparison 5 7 of upstream 9 II I 13 6 15 Figure 79 Pe=-.

~ = (cz+ I.(1-_(y)6. Sz.cz.Jf . /3r. Quadrilateral elements 2D finite difference scheme used in numerical comparison Referring to the grid point (I.) The component of an average velocity along side IJ is obtained by taking the scalar product: v=. (For each type of element.vU.J+ (e .(q+vJ). and 0’ are difference operators defined as follows: ~~C=(CZ-~. S.cf] (33) where 0 is the time weighting factor.v.6. J Cz1. =$[(lt[)(3a([-3a-2)t4] W.+At t @?+At) . JYAx The remaining difference operators may be derived in a similar manner.4-3 and l-4 of an element.2-3. Math.c. Equation (33) represents a penta-diagonal matrix equation which may be efficiently solved by using the well-known strongly implicit procedure.C~+A~ .I~J VJl -@s. Huyakorn and K. Appl.J) in Figure 2..J--Z+. (Yeand pa are upstream parameters associated with sides l-2.J>/(A~)~ (34) (35) (36) 6. ~)/(2Ax) ?xC = (Cz. To determine the sign of (Yor fi let lIJ denote the direction vector of a particular side IJ and let vz and vJ denote velocity vectors at node I and J respectively.$ is a local iso-parametric co-ordinate and 0~is upstream parameter associated with the element. February 17 . Modelling.J-~~Z. 1979.?+(l -P)6yCr+At t 6$cf) -vxCxvxc~+A~ . respectively. the upstream finite difference equation used in our numerical comparison may be written in the form: e [D(6. respectively. the positive sense of direction of lz~ is depicted in Figure 2. Nilkuha lateral elements are given as follows: One-dimensional elements The sign of (Yis determined a>0 01<0 if v>O if v<O in accordance with: W. Vol 3.cf-v.1) [I@$ -vx(l-cu)6.&Yv. =$[(l t[)(-3a~+3ff+2)] Appendix 2 where . (Yand fl are upstream parameters in the x andy directions.I.pvyc’where (g.Solution of transient transport equation: P. 77)is a local iso-parametric coordinate system and (or. J .z$ljV$t+At @ __Ct+At=_ ti At z*J At Ci.

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