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Solution of weighted finite difference techniques with the advection–diffusion

equation using spreadsheets

Article  in  Computer Applications in Engineering Education · January 2008

DOI: 10.1002/cae.20140

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Solution of Weighted Finite
Difference Techniques With
the Advection
Diffusion
Equation Using
Spreadsheets
HALIL KARAHAN
Department of Civil Engineering, Pamukkale University, Denizli, Turkey

Received 21 November 2005; accepted 16 November 2006

ABSTRACT: This study proposes one-dimensional advection
diffusion equation (ADE)

with finite differences method (FDM) using spreadsheet simulation (ADESS). By changing only
the values of weighted parameter with ADESS model, solutions are obtained for the FTSC,
Upwind and Lax
Wendroff schemes. Two examples which, have the numerical and analytical
solutions in literature, are solved in order to test the proposed model. Both examples are
solved for three schemes. It has been determined that the Lax
Wendroff scheme is in good
agreement with the analytical solution; however the results of FTSC is lower than the analytical
solution and the Upwind scheme is higher than the analytical solution. Moreover, it has been
obtained that the model accuracy is higher than that of the other models in literature, when the
results of the ADESS model are compared with the numerical solutions. Results showed that
by changing the input parameters in the ADESS model, the results of the model may easily be
examined graphically. ß2008 Wiley Periodicals, Inc. Comput Appl Eng Educ 16: 147
156, 2008; Published
online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/cae.20140

Keywords: advection
diffusion; spreadsheet; weighted finite difference; numerical diffusion

INTRODUCTION diffusion
dispersion. The mathematical model des-

Problems of environmental pollution (for rivers,
coasts, groundwater, and the atmosphere) can be
reduced to the solution of a mathematical model of
Correspondence to H. Karahan (hkarahan@pamukkale.edu.tr).
ß 2008 Wiley Periodicals Inc.
cribing the transport and diffusion processes is the one-
dimensional advection
diffusion equation (ADE).
Mathematical modeling of heat transport, pollutants,
and suspended matter in water and soil involves the
numerical solution of a convection
diffusion equation.
Many popular finite difference methods, such as Noye
and Tan [1], used a weighted discretisation with the

147
148 KARAHAN
modified equivalent partial differential equation for
solving one-dimensional ADE. Later, the authors
extended their method to solve two-dimensional
ADE [2]. The upwind scheme of Spalding [3]
and the flux-corrected scheme [4] are available for
the solution of the depth-averaged form of the
ADE. Another widely used approach is split-operator
approach [5,6], in which the advection and diffusion
terms are solved by two different numerical methods.
Numerical studies show that the use of central
differencing for the convective terms of the ADE
results in negative species concentration. Lam [7]
pointed out that the central difference approximation
overestimate the advective flux so much that if often
causes a negative concentration to appear in the
neighboring cells.
Leonard [8] introduced an upstream interpolation
method, namely QUICK (Quadratic Upstream Inter-
polation Convective Kinematics) for one-dimensional
unsteady flow to prevent negative species concen-
trations. Later, Leonard [9] improved this scheme,
eliminating the wiggles completely by introducing
exponential integration into regions with sharp fronts.
The upwind or donor cell method introduced by
Gentry et al. [10] is generally used.
Sommerijer and Kok [11] improved a finite
differences model for the numerical solution of three
dimensional-ADE based on various time-integration
techniques. This model was validated by comparing
the results obtained with analytical solutions in the
case of transport of a Gaussian pulse in unsteadies a
non-uniform flow. Sankaranarayanan et al. [12] has
used a third-order upwind difference scheme as given
by Kowalik and Murty [13] for the advective terms of
ADE.
However, previously mentioned techniques have
difficulty in solving the problem due to the need
for extensive matrix algebra at each time step.
The development of computer technology may ease
solving the ADE in different areas. One of the best
tools for solving the ADE is spreadsheet. There are
many advantages of spreadsheets such as having
numerical and visual feedback, fast calculating
capabilities. One of the most important advantages
of spreadsheets is its graphical interface. The
solution obtained through the spreadsheet can easily
be plotted at the same worksheet. Any changes in the
input parameters of the solution domain will be
directly reflected to the graphical representation of
the solutions. Spreadsheets are user-friendly and easy
to programmer.
Spreadsheets have an increasing popularity in
engineering problems. Several studies have been
carried out using spreadsheets for the last 10 years.
The application of them is carried out in different
fields of engineering problems such as in the solutions
of partial differential equations [14], one-dimensional
transient heat-conduction problems [15], free-surface
seepage problems [16], steady-state groundwater
applications [17,18], transient groundwater applica-
tions [19], and groundwater parameter estimation
[20].
In advection
diffusion modeling on a spread-
sheet it is not necessary to write out an equation in
all cells to carry out iterative calculations. Using
copy and paste features of the spreadsheets, finite
differences method (FDM) equation can be copied to
other cells without writing the equations to all cells
individually. When the equation pasted to all cells of
the solution domain, iterative calculation is started. It
is carried out until the given number of iteration is
finished or maximum convergence criterion has been
met.
Solution of ADE is quite difficult in terms of time
dimension in the governing equations. Inclusion
of time dimension in ADE may lead to an increase
in the CPU time if conventional methods are used.
However, advection
diffusion modeling problems
may be solved based on spreadsheet calculations
since spreadsheets eliminate the matrix algebra to
vector form.
The main objective of this study is to develop a
user-friendly and flexible advection
diffusion model-
ing simulation algorithm using ADE with the FDM.
Thus ADE Spreadsheet Simulation (ADESS) model is
proposed. The results of the model are validated with
the analytical solutions.
By changing only the weighting parameter in
the proposed model, according to three-different
schemes, the ADE is solved with ADESS and the
results can be examined simultaneously with the
spreadsheet interface. Thus, the effects of the model
parameters (such as u, Dt, Dx, D) to the results can
easily be examined graphically.
MATHEMATICAL MODEL
The mathematical model is given as:
@c @c @2c
þu ¼D 2; 0 < x < L; 0 < t  T ð1Þ
@t @x @x
with initial conditions
cðx; 0Þ ¼ f ðxÞ; 0xL ð2Þ
and boundary conditions
cð0; tÞ ¼ gðtÞ; 0<tT ð3aÞ
 WEIGHTED FINITE DIFFERENCE TECHNIQUES 149

cðL; tÞ ¼ hðtÞ; 0<tT ð3bÞ (Dx) is the Courant number and Pe ¼ (uDx)/(D) is the
Peclet number.
where f, g, and h are known functions, while the A von Neumann stability of Equation (5) yields
function c is unknown. u is the velocity in x direction [21] the stability condition
and D is the dispersion coefficient. Note that u and " #  
D are considered to be positive constant values. ðCrÞ2
Cr y Cr ð1
Cr yÞ
Little progress has been made so far to solve the   ð6Þ
2 Pe 2
one-dimensional ADE with analytical methods when
u and D constant. So much effort has been put into The modified equivalent partial differential equation
developing stable and accurate numerical solutions of of this method is in the following form [22].
Equation (1). In the present study, various weighted   2
finite difference techniques have been simulated using @c @c uDx @ c
þu
Dþ ðy
CrÞ
spreadsheets. @t @x 2 @x2
    3
uðDxÞ2 Cr 2 @ c
þ 1
6
3Cr y þ 2ðCrÞ
NUMERICAL SOLUTION 6 Pe @x3
þ 0ððDxÞ3 Þ ¼ 0
The solution of the problem is covered by a mesh of
ð7Þ
grid-lines
Note that the amount of numerical diffusion is
xi ¼ iDx . . . ; i ¼ 0; 1; 2; . . . ; M
independent of the values of (Cr/Pe), although the
range of values of Cr change with Pe.
tn ¼ nDt . . . ; n ¼ 0; 1; 2; . . . ; N
and they are parallel to the space and time coordinate The FTCS (Forward Time Centered
axes. The constant spatial and temporal grid-spacing Space)-Type Scheme
are Dx ¼ L/M and Dt ¼ T/N. Assume that y ¼ 0 in Equation (5) and it may be
Consider the following approximations of the written as the following FTCS-type finite difference
derivatives in the ADE which incorporate a weight formula in solving the ADE.
y as follows:    
1 Cr
@c cði; n þ 1Þ
cði; nÞ cði; n þ 1Þ ¼ 2 þ Cr cði
1; nÞ
¼ ð4aÞ 2 Pe
@t Dt       
Cr 1 Cr
n cði; nÞ
cði
1; nÞ þ 1
2 cði; nÞ þ 2
Cr cði þ 1; nÞ
@c Pe 2 Pe
u ¼u y
@x Dx ð8Þ
 
cði þ 1; nÞ
cði
1; nÞ o Then the scheme is stable with (9)
þð1
yÞ ð4bÞ " #
2Dx
ðCrÞ2 Cr 1
  ð9Þ
2 Pe 2
@2c cði
1; nÞ
2cði; nÞ þ cði þ 1; nÞ
D 2¼D ð4cÞ
@x ðDxÞ2 It is shown that the truncation error of Equation (8) is
0{(Dx)2, Dt}.
This gives the weighted explicit finite-difference
formula
    The Upwind Scheme
1 Cr
cði; n þ 1Þ ¼ 2 þ Crð1 þ yÞ cði
1; nÞ If assuming y ¼ 1 in Equation (5) may be written the
2 Pe
    following upwind-type finite difference formula to
Cr
þ 1
2
Cr y cði; nÞ solve the ADE.
Pe   
    Cr
1 Cr cði; n þ 1Þ ¼ þ Cr cði
1; nÞ
þ 2
Crð1
yÞ cði þ 1; nÞ Pe
2 Pe      
ð5Þ Cr Cr
þ 1
2
Cr cði; nÞ þ cði þ 1; nÞ
Pe Pe
for 1  i  M
1 and 1  n  N
1, where Cr ¼ (uDt)/
ð10Þ
150 KARAHAN

which is stable for (11) and Wendroff [23]. The Lax and Wendroff scheme is
" #
ðCrÞ2
Cr Cr ð1
CrÞ stable for a larger range of values of the Courant
  ð11Þ number than the upwind method.
2 Pe 2

The coefficients on the right-hand side of the Equation MODEL DEVELOPMENT

(10) are always positive definite. This has been the
main reason why this formula has often been used The general structure of solution domain for the
by hydrologists and oceanographers, even though it is ADESS, which uses FDM, can be seen in Figure 1.
only first order accurate and incorporates excessive The FDM equations in the cell is easily generated as
amounts of numerical diffusion. much as it is required depending on Dx, which are the
The modified equivalent partial differential size of grids in the solution domain.
equation of this method is in following form: ADESS model is divided into rectangular grid
  2 intervals both in x direction and time dimension in
@c @c uDx @ c uðDxÞ2
þu
Dþ ð1
CrÞ þ order to carry out the iterative spreadsheet calcu-
@t @x 2 @x2 6
lations. The ADESS model takes L, T, u, D, Dx D, x0,
    3 y values as input parameters. Where x0 is coordinate
Cr @ c
1
6
3Cr þ 2ðCrÞ2 þ 0ððDxÞ3 Þ ¼ 0 of the center of Gaussian pulse. The other terms is
Pe @x3
previously defined. The constants used in the spread-
ð12Þ sheet representation of ADESS model are given in
Figure 1.
In between Column E
I, coordinates, initial
The Lax
Wendroff Scheme values, previous time step solution, numerical, and
Putting y ¼ Cr in Equation (5) yields the following analytical solutions are described, respectively. The
    columns length in the ADESS model is formed
1 Cr 2 automatically with the help of the macro according to
cði; n þ 1Þ ¼ 2 þ Cr þ ðCrÞ
2 Pe the grid space, which is shown in Column K
L as
   
Cr 2 named ‘‘Two-Level Explicit.’’
cði
1; nÞ þ 1
2
ðCrÞ cði; nÞ ð13Þ
Pe The flowchart of ADESS can be seen in Figure 2.
    The ADESS consists of two loops as in Figure 2; inner
1 Cr 2
þ 2
Cr þ ðCrÞ cði þ 1; nÞ loop and outer loop. The inner loop computes the
2 Pe
concentrations values for given time, then, the outer
Using Equation (6) it can be seen that this scheme is loop controls the time step. When time reaches its
stable for (14) maximum level (T), the ADESS has been completed
" # to calculate and the output of it can be seen as
Cr 1
ðCrÞ2 graphical interface of spreadsheet.
0  ð14Þ
Pe 2 Solution of ADESS model is carried out based on
Equation (5) in the following spreadsheet format:
The modified equivalent PDE which corresponds to
the finite difference formula (13) consistent with the H3 ¼ 0:5  ð2  $C$18 þ $C$17 ð1 þ $C$12ÞÞ  G2
ADE can be written as: þ ð1
2  $C$18
$C$17  $C$12Þ  G3
" þ 0:5  ð2  $C$18
$C$17  ð1
$C$12ÞÞ  G4
@c @c @ 2 c uðDxÞ2 Cr

þu
D 2þ 1
6 ð16Þ
@t @x @x 6 Pe
# "    2 where H3, which is an intersection of the eight column
2 @ c
3
uðDxÞ3 Cr Cr (H) and third row (3), represents the concentration

ðCrÞ
2
12
@x3 24ðCrÞ Pe Pe in cell. Related terms are used in solving Equation
  # (5) has been shown in Equation (16) as a spreadsheet
Cr @4c format. Before starting the ADESS model, it is firstly
þ12 Cr 2
3Cr 2 þ 4Cr 4 þ 0ððDxÞ4 Þ ¼ 0
Pe @x4 necessary to enter the initial and boundary condition
ð15Þ values. In this respect, initial values given in Figure 1
are entered to the F column and boundary conditions
Note that the choice y ¼ Cr will eliminate numerical are to the first and last cell of the H column. After that,
diffusion. This technique was first developed by Lax Equation (16) is written to the H3 cell and the
 WEIGHTED FINITE DIFFERENCE TECHNIQUES 151

Figure 1 General structure of the ADESS solution domain.

Figure 2 The ADESS flowchart.

152 KARAHAN
analytical solution of the problem to the I3 cell. After
the completion of this process, the formulas in the H3
and I3 cells are copied and pasted to the relevant cells
in the H and I columns with the help of a basic macro
and the calculation is started.
The values obtained for the calculated time step
are copied and pasted to the G column which shows
the values in the previous time step and this procedure
is repeated until the time index in the outer loop
reaches the N value, as shown in Figure 2.
NUMERICAL APPLICATIONS
The application of the ADESS model is carried out
using two examples. Note that both examples have
1 and the Upwind,
analytical solution that are taken from Refs. [12] and
[24].
Example 1
The analytical solution to the one-dimensional
advection
diffusion in a region bounded by
0  x  1 is taken from Ref. [24] and given as:
" #
0:025 ðx þ 0:5
tÞ2
cðx; tÞ ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi exp

0:000625 þ 0:02t ð0:00125 þ 0:04tÞ
ð17Þ
The values of the various parameters are D ¼ 0.01,
m2/s, u ¼ 1 m/s. The grid space and time step are taken
to be Dx ¼ 0.02 m and Dt ¼ 0.004 s, respectively.
The ADESS model has been solved for the
different y values and the results have been shown in
Figure 3a,b.
While the coefficient of the diffusion term
decreases for the Equation (7) y ¼ 0 (FTSC scheme)
as shown in Figure 3a, the model results are bigger
than the analytical results. For the y ¼ 1 (Upwind
scheme) this coefficient gets bigger and the model
results are obtained smaller than the analytical
solutions.
As for the same input values, the FTSC model
gives closer results to the analytical solution. As for
the y ¼ Cr (Lax
Wendroff scheme), seen in Equation
(15), the numerical diffusion is prevented and the
analytical solutions are in good agreement with the
ADESS results (see Fig. 3b).
When the Lax
Wendroff scheme is used for
the x ¼ 0.5, T ¼ 1 s value, the difference between
the ADESS results and the analytical solution is
obtained as 6.3 10
4 and this value is reported to
be 2.9 10
3 in Ref. [24]. The error values are
examined for the different time steps and grid space
values and for the Lax
Wendroff scheme, the error is
obtained in between 1.9 10
3
3.6 10
3. More-
over for the different Dt values, in order to determine
the performance of the ADESS model, the FTSC,
Upwind and Lax
Wendroff techniques are applied
and the results obtained for the x ¼ 0.5, T ¼ 1 s are
summarized in Table 1.
As can be seen in Table 1, the Lax
Wendroff
scheme gives the best result for all the Dt and Courant
numbers and there is not a significant change on
the results for the different Courant numbers and
the value closest to the analytical solution can be
obtained for y ¼ Cr ¼ 1/6. The sensitivity of the other
methods changes significantly when compared with
the Courant number. When it is not possible to find
a solution for the Courant
Lax
Wendroff schemes, the amount of error gets
bigger in FTSC.
Example 2
The analytical solution to the one-dimensional
advection
diffusion of a Gaussian pulse of unit
height, centered at x ¼ 1 in a region bounded by
0  x  9 as given by Noye and Tan [1] is
" #
1 ðx
xo
utÞ2
cðx; tÞ ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffi exp
ð18Þ
4t þ 1 Dð4t þ 1Þ
where u is the velocity in the x direction, xo is the
center of the initial Gaussian pulse, D is the diffusion
coefficient in the x direction, and t is the time co-
ordinate. The values of the various parameters used
are D ¼ 0.005, m2/s, u ¼ 0.8 m/s, and the Gaussian
pulse of unit height centered at x ¼ 1. The space step
and time step are taken to be 0.025 m and 0.0125 s,
respectively. The distribution of the Gaussian pulse at
t ¼ 5 s is computed using the analytical solution and
compared with the concentration distribution obtained
using the numerical solution as shown in Figure 4.
The results are given in Figure 4a,c. The problem
is solved by using a third-order upwind difference
scheme using Ref. [12]. There is not a significant
difference between the ADESS results and the Ref.
[12]. However, when the problem is solved with the
Lax
Wendrof scheme, a result which is in good
agreement with the analytical solution is obtained, as
can be seen in Figure 4c.
CONCLUSIONS
This study uses a spreadsheets to solve one dimen-
sional ADE, which uses FDM and thus proposes
 WEIGHTED FINITE DIFFERENCE TECHNIQUES 153

Figure 3 (a) Comparison of analytical and numerical solutions (FTSC and Upwind scheme) for
Example 1. (b) Comparison of analytical and Lax
Wendroff scheme for Example 1.

Table 1 A Comparison of Different Solution Techniques for Example 1 (x ¼ 0.5, T ¼ 1 s)

Solution technique
Dt Cr Analytical FTSC Upwind Lax
Wendroff

0.0005 0.025 0.1744 0.1453 0.1734

0.0010 0.0500 0.1754 0.1459 0.1734
0.0020 0.1000 0.1776 0.1470 0.1734
0.0033 0.1667 0.1741 0.1807 0.1486 0.1736
0.0040 0.2000 0.1821 0.1492 0.1734
0.0080 0.4000 0.1922 0.1539 0.1732
0.0100 0.5000 0.1979 0.1564 0.1730
0.0200 1.0000 0.2338 NA NA
154 KARAHAN

Figure 4 (a) Comparison of analytical and FTSC scheme for transport of one-dimensional
Gaussian pulse. (b) Comparison of analytical and Upwind scheme for transport of one-dimensional
Gaussian pulse. (c) Comparison of analytical and Lax
Wendroff scheme for transport of one-
dimensional Gaussian pulse.

ADESS model. In the ADESS model, the weighting analytical solution in literature have been solved as an
parameter (y) value, a result can be obtained for three example.
different explicit schemes. In order to test the ADESS In the two examined examples, the FTSC gives
model, two problems which have a numerical and smaller numerical results than the analytical solution.
 WEIGHTED FINITE DIFFERENCE TECHNIQUES
However, as for the Upwind scheme it has been
determined that the model results are bigger than the
analytical results. Moreover, as for the same input
values, the FTSC model is determined to give closer
results to the analytical solution when compared with
the Upwind scheme. While the numerical diffusion is
prevented as for the y ¼ Cr (Lax
Wendroff scheme),
the ADESS results and the analytical results show a
good agreement for the two examples. The amount of
error is shown to be smaller when the ADESS model
results are compared with the examples in literature
With the change of the input parameters in the
ADESS model, the change in the model results can
easily be observed graphically. Thus, the effect of the
model parameters on the model accuracy, stability can
be seen visually.
While the FDM schemes used in this study are
explicit, the iterative calculation property which is one
of the important properties of spreadsheets is not used.
By using this important property of spreadsheets,
implicit solution schemes can be simulated similarly.
The future study should be on this issue.
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 156 KARAHAN

BIOGRAPHY

Halil Karahan received the BSc degree

from the Department of Civil Engineering
at Cukurova University, Adana, Turkey, in
1979, and the MSc and PhD degrees from the
Institute of Science and Technology at Dokuz
Eylul University in 1984 and 1988, respec-
tively. He has been lecturing in the Depart-
ment of Civil Engineering at Pamukkale
University since 1992. His research interests
include hydrodynamic and groundwater modeling and parameter
estimation with neural networks, genetic algorithm, and spreadsheet
modeling. He has published many national and international
scientific papers. He also been involved with many international
irrigation and drainage projects.

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