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Available online 13 January 2011 A unified approach for solving convection-diffusion problems using the Generalized Integral Transform
Technique (GITT) was advanced and coined as the UNIT (UNified Integral Transforms) algorithm, as implied
Keywords: by the acronym. The unified manner through which problems are tackled in the UNIT framework allows users
Generalized Integral Transform Technique that are less familiar with the GITT to employ the technique for solving a variety of partial-differential
Hybrid methods problems. This paper consolidates this approach in solving general transient one-dimensional problems.
Convection-diffusion
Different integration alternatives for calculating coefficients arising from integral transformation are
Non-linear problems
discussed. Besides presenting the proposed algorithm, aspects related to computational implementation
are also explored. Finally, benchmark results of different types of problems are calculated with a UNIT-based
implementation and compared with previously obtained results.
© 2011 Elsevier Ltd. All rights reserved.
0735-1933/$ – see front matter © 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.icheatmasstransfer.2010.12.036
566 L.A. Sphaier et al. / International Communications in Heat and Mass Transfer 38 (2011) 565–571
problem. Consequently, the modified source terms are defined for the
Nomenclature
inclusion of the chosen eigenvalue problem operators:
C concentration
Cj, n coefficients in semi-analytical integration ∂ ∂T
gk ðx; t; T Þ = Gk ðx; t; T Þ− kk k + dk ðxÞTk : ð3Þ
D dispersion coefficient ∂x ∂x
F filter function
f initial condition function
f transformed initial condition function With the previous definition, the governing PDEs in the initial-
G prescribed source term value problem are rewritten as:
g modified source terms
∂Tk ∂ ∂T
J number of sub-regions in semi-analytical integration wk ðxÞ = kk k −dk ðxÞTk + gk ðx; t; T Þ: ð4Þ
∂t ∂x ∂x
K total number of governing equations in PDE system
m parameter in semi-analytical integration
Then, in order to remove unwanted convergence retardation
q approximation order in semi-analytical integration
effects associated with non-homogeneous terms, a set of filters can be
T dependent variables
introduced, based on the following solution representation:
n ∂Fk
2. General one-dimensional transient problem ϕk ðx; t; T Þ = ϕk ðx; t; T Þ−αk ðxÞFk ðx; t Þ−ð−1Þ βk ðxÞkk ðxÞ ; ð8Þ
∂x
In order to demonstrate the UNIT algorithm, a general one-
fk ðxÞ = fk ðxÞ−Fk ðx; 0Þ: ð9Þ
dimensional initial-value problem is considered. The problem comprises
a system of K coupled partial-differential equations and K unknown
Using Eqs. (3) and (7), one arrives at the following expression for the
potentials Tk(x,t), written in the following form (for k=1,…,K):
source terms gk* as functions of the user-prescribed functional forms Gk:
∂Tk
wk ðxÞ = Gk ðx; t; T Þ; in x0 ≤ x ≤ x1 ; for t N 0; ð1aÞ ∂ ∂Θ ∂F
∂t gk ðx; t; ΘÞ = Gk ðx; t; Θ + F Þ− kk k + dk ðxÞΘk −wk ðxÞ k ;ð10Þ
∂x ∂x ∂t
Tk ðx; 0Þ = fk ðxÞ; in x0 ≤ x ≤ x1 ; ð1bÞ
where Θ is the vector with the filtered potentials and F is a vector with
n ∂T the filtering functions:
αk ðxÞTk ðx; t Þ−ð−1Þ βk ðxÞkk ðxÞ k = ϕk ðx; t; T Þ; at x = xn ; ð1cÞ
∂x
Θ = ðΘ1 ; …; Θk ; …; ΘK Þ; ð11Þ
for m = 0, 1, where T is a vector containing the unknown potentials:
for n = 0, 1, in which the eigenfunctions are normalized through the If the functional dependence of the input source term Gk requires
following integrals: the evaluation of spatial derivatives, this is accomplished through the
following relation:
x1
∫x wk ðxÞΨ̃k;i ðxÞΨ̃k; j ðxÞdx = δi;j ; for k = 1; …K; ð14aÞ
∂n Θk ∞ dn Ψ̃k;i
n = ∑ Θk;i ðt Þ : ð22Þ
0
∂x i=1 ∂xn
where i and j are integers, δi, j is the Kronecker delta function, and the
normalized eigenfunctions are written as: In order to solve system (16a)–(16b), the summations are truncated
to a finite number of terms N (termed the truncation order), and
numerically solved by an ODE solver with user-prescribed precision
Ψk;i ðxÞ
Ψ̃k;i ðxÞ = 1=2
; ð14bÞ control. For the results calculated in this work the Mathematica function
Nk;i NDSolve was employed for this purpose. Once system (16a)–(16b) is
solved, the original potentials can be recovered using the filter functions
and the normalization integral is given by: and inversion formula, leading to the relation:
x1 ∞
Nk;i = ∫ wk ðxÞΨk;i ðxÞdx:
2
ð14cÞ Tk ðx; t Þ = Fk ðx; t Þ + ∑ Θk;j ðt Þ Ψ̃k;j ðxÞ: ð23Þ
x0 j=1
filtered problem is transformed, leading to the following system of ∫x hðx; t ÞΨi dx; ð24Þ
0
ODEs:
where h can be any continuous function, the following approximation
dΘk;i 2 is proposed:
= −μk;i Θk;i ðt Þ + bk;i ðt; ΘÞ + g k;i ðt; ΘÞ; ð16aÞ
dt
x1 J x̂j
for k = 1, …, K. The quantities bk;i , g k;i and f k;i are given by: where J is the number of sub-regions and x0 and x1 are related through
" #x x̂j by:
n
ð−1Þ Ψ̃k;i ðxÞ + kk ðxÞ Ψ̃′k;i ðxÞ 1
bk;i ðt; ΘÞ = − ϕk ðx; t; ΘÞ ; ð17Þ
αk ðxÞ + βk ðxÞ x0 = x̂0 ; x1 = x̂J ; ð26Þ
x0
x1
In the above relations, each of the ĥj functions is a polynomial
g k;i ðt; ΘÞ = ∫ gk ðx; t; ΘÞ Ψ̃k;i ðxÞ dx;
ð18Þ
x0 approximation of h within an interval x̂j ≤ x ≤ x̂j + 1 , that is:
x1 q
f k;i = ∫ wk ðxÞfk ðxÞ Ψ̃i;k ðxÞ dx;
ð19Þ ĥj ðx; t Þ = ∑ Cj;m ðt Þx ;
m
ð27Þ
x0
m=0
where the functions g k;i , are calculated from the original Gk functions where the Cj, m(t) coefficients are calculated according to the type of
through the relation: approximation used, and q is the order of the approximation.
!! Naturally, this integration alternative considers that the integrals of
∞
x1 ∂Fk
g k;i ðt; ΘÞ = ∫x 2
Gk ðx; t; Θ + F Þ + wk ðxÞ ∑ μk; j Θk; j Ψ̃k; j ðxÞ− Ψ̃k;i ðxÞdx; xm Ψ̃ðxÞ can be analytically evaluated. This semi-analytical integration
0 j=1 ∂t
scheme is thus aimed at providing an analytical evaluation of the
ð20Þ oscillatory behavior of the eigenfunctions within each sub-interval,
thereby avoiding excessive refinement required by the automatic
in which F is given by Eq. (12) and the components of Θ depend on the numerical integration routines.
transformed potentials through the inversion relations (15b), such
that: 6. Results and discussion
∞ ∞ ∞
Θ= ∑ Θ1;i ðt Þ Ψ̃1;i ðxÞ; …; ∑ Θk;i ðt Þ Ψ̃k;i ðxÞ; …; ∑ ΘK;i ðt Þ Ψ̃K;i ðxÞ : After introducing the UNIT algorithm, the associated computational
i=1 i=1 i=1 code implemented using mixed symbolical-numerical computation
ð21Þ provided by the Mathematica system [11] is now demonstrated. Results
568 L.A. Sphaier et al. / International Communications in Heat and Mass Transfer 38 (2011) 565–571
for selected test-cases were obtained and compared with previous data Table 2
from the literature. Solution of non-linear Burgers equation with analytical and semi-analytical coefficient
integration for b = 0.5, u0 = 1, t = 0.5 and N = 30.
6.1. Non-linear Burgers equation x Order J = 60 J = 120 J = 240 Analytical || Ref. [4]
K = 1; x0 = 0; x1 = 1; ð29aÞ
tions, and the results already reported in [4], corresponding to the GITT
∂2 Tk ∂T
Gk = ν −ðu0 + bTk Þ k ; ð29bÞ solution also with N=30 (with fully analytical integration), are included
∂x2 ∂x for verification purposes. A column with error estimates provided by the
UNIT code is also presented, retaining the last three terms in the
αk ð0Þ = 1; βk ð0Þ = 0; ϕð0; t; T Þ = 1; ð29cÞ
eigenfunction expansions. As can be seen, the UNIT results with analytical
αk ð1Þ = 1; βk ð1Þ = 0; ϕk ð1; t; T Þ = 0; ð29dÞ integration reconfirm the previously reported data.
When comparing the results from the approximate integration
fk ðxÞ = 1; kk ðxÞ = 1; wk ðxÞ = 1; dk ðxÞ = 0: ð29eÞ scheme with those obtained with exact analytical formulas, one notices
that, for zeroth-order approximations, significant discrepancies can
A user-defined filter is used for this problem, being the solution of occur. Differences are generally seen in the second or third significant
the steady-state linear version of the problem: figure for J = 60 divisions, and as the number of sub-regions is increased,
a slow improvement is seen. In spite of the poor precision seen in
e−ex zeroth-order approximations, when higher orders are used, a significant
Fk ðx; t Þ = : ð30Þ enhancement is achieved. First-order approximations, in general, yield
e−1
four accurate digits for J = 60, and at least five digits for J = 240 divisions.
This problem is solved for typical values of the governing parameters Furthermore, when second-order approximations are used, six accurate
(u0 =1.0; b=0.5 and 5.0; ν=1.0), at t=0.1 and t=0.5, where the digits can be obtained with only J = 60 divisions.
increase in the parameter b is offered to enhance the non-linear effect in
the formulation. Tables 1–4 illustrate the behavior of the UNIT solution, for 6.2. Non-linear diffusion
N=30 terms in the eigenfunction expansion, and a gradually increasing
number of sub-regions for the semi-analytical integration approximation The next test-problem is that of non-linear diffusion frequently
(J =60, 120, and 240). Also, three levels of function approximation for the encountered in heat conduction with temperature-dependent ther-
calculation of integrals were considered: 0th, 1st and 2nd order mal conductivity [3]. A problem formulation with Neumann and
polynomial forms. A comparison of the results for different values of J Dirichlet boundary conditions is selected:
and different approximation levels are employed for demonstrating the
adequacy of the unified algorithm introduced in the present work. The
results calculated with no integration approximation (fully analytical) are ∂T ∂ ∂T
= ðk0 + bT Þ ; in 0 ≤ x ≤ 1; ð31aÞ
displayed for evaluating the precision of the semi-analytical approxima- ∂t ∂x ∂x
Table 1 Table 3
Solution of non-linear Burgers equation with analytical and semi-analytical coefficient Solution of non-linear Burgers equation with analytical and semi-analytical coefficient
integration for b = 0.5, u0 = 1, t = 0.1 and N = 30. integration for b = 5, u0 = 1, t = 0.1 and N = 30.
x Order J = 60 J = 120 J = 240 Analytical || Ref. [4] x Order J = 60 J = 120 J = 240 Analytical || Ref. [4]
0.1 0th 0.983518 0.984064 0.984340 0.984619 4.850× 10− 6 0.98462 0.1 0th 0.998064 0.998288 0.998398 0.998506 8.520×10− 6 0.99851
1st 0.984626 0.984620 0.984619 1st 0.998511 0.998507 0.998506
2nd 0.984619 0.984619 0.984619 2nd 0.998506 0.998506 0.998506
0.3 0th 0.928904 0.930651 0.931536 0.932430 8.325× 10− 7 0.93243 0.3 0th 0.986524 0.987751 0.988362 0.988972 3.935×10− 6 0.98897
1st 0.932450 0.932435 0.932431 1st 0.989000 0.988979 0.988974
2nd 0.932430 0.932430 0.932430 2nd 0.988972 0.988972 0.988972
0.5 0th 0.812347 0.815009 0.816358 0.817720 3.775× 10− 7 0.81772 0.5 0th 0.940970 0.944309 0.946001 0.947708 1.191×10− 6 0.94771
1st 0.817744 0.817726 0.817721 1st 0.947760 0.947721 0.947711
2nd 0.817720 0.817720 0.817720 2nd 0.947709 0.947708 0.947708
0.7 0th 0.588812 0.591401 0.592712 0.594034 3.980× 10− 6 0.59403 0.7 0th 0.782269 0.787697 0.790467 0.793276 9.435×10− 6 0.79328
1st 0.594050 0.594038 0.594035 1st 0.793277 0.793276 0.793276
2nd 0.594035 0.594034 0.594034 2nd 0.793277 0.793276 0.793276
0.9 0th 0.228736 0.229856 0.230421 0.230991 3.561× 10− 5 0.23099 0.9 0th 0.349018 0.351644 0.352955 0.354263 5.931×10− 5 0.32646
1st 0.230993 0.230991 0.230991 1st 0.354163 0.354238 0.354256
2nd 0.230991 0.230991 0.230991 2nd 0.354263 0.354263 0.354263
L.A. Sphaier et al. / International Communications in Heat and Mass Transfer 38 (2011) 565–571 569
Table 4 Table 6
Solution of non-linear Burgers equation with analytical and semi-analytical coefficient Solution of non-linear diffusion problem with analytical and semi-analytical coefficient
integration for b = 5, u0 = 1, t = 0.5 and N = 30. integration for b = 5, k0 = 1, t = 0.5 and N = 30.
x Order J = 60 J = 120 J = 240 Analytical || Ref. [4] x Order J = 60 J = 120 J = 240 Analytical |ε| Ref. [3]
0.1 0th 0.996055 0.996313 0.996440 0.996567 7.215× 10− 6 0.99657 0.1 0th 0.121602 0.122682 0.123230 0.123761 2.92098×10− 6 0.12376
1st 0.996572 0.996568 0.996567 1st 0.123843 0.123782 0.123766
2nd 0.996567 0.996567 0.996567 2nd 0.123799 0.123762 0.123761
0.3 0th 0.976517 0.977762 0.978387 0.979013 3.459× 10− 6 0.97901 0.3 0th 0.112224 0.113268 0.113797 0.114312 3.25075×10− 6 0.11431
1st 0.979036 0.979019 0.979015 1st 0.114389 0.114331 0.114316
2nd 0.979014 0.979013 0.979013 2nd 0.114348 0.114312 0.114312
0.5 0th 0.916242 0.919223 0.920737 0.922267 1.061× 10− 6 0.92227 0.5 0th 0.093269 0.094215 0.094696 0.095165 6.05455×10− 6 0.09516
1st 0.922299 0.922275 0.922269 1st 0.095232 0.095182 0.095169
2nd 0.922267 0.922267 0.922267 2nd 0.095196 0.095166 0.095165
0.7 0th 0.742512 0.746756 0.748915 0.751099 8.59× 10− 6 0.075110 0.7 0th 0.064272 0.065015 0.065394 0.065765 9.7277×10− 6 0.06576
1st 0.751070 0.751092 0.751097 1st 0.065814 0.065777 0.065768
2nd 0.751099 0.751099 0.751099 2nd 0.065787 0.065765 0.065765
0.9 0th 0.323039 0.324768 0.325620 0.326462 5.517× 10− 5 0.32646 0.9 0th 0.024409 0.024748 0.024921 0.025093 1.50625×10− 4 0.02509
1st 0.326367 0.326439 0.326456 1st 0.025114 0.025098 0.025094
2nd 0.326462 0.326462 0.326462 2nd 0.025102 0.025093 0.025093
∂T
∂x
j x=0
=0 and T ð1; t Þ = 0; for t N 0; ð31bÞ increased the results gradually converge to the analytical integration
ones [3]. Nevertheless, when compared to the presented solution of
Burgers equation, one sees that only the second-order approximation
T ðx; 0Þ = 1; in 0≤x≤1: ð31cÞ with 240 sub-regions matches the fully analytical integration with all
six digits. For larger times (t = 0.5), a performance improvement is
This corresponds to defining the UNIT solution parameters as: seen, with the second-order approximation matching all six digits
obtained with the fully analytical integration for120 sub-regions. For
K = 1; x0 = 0; x1 = 1; ð32aÞ these larger instants, the first-order approximations present as much
as 5 digits in agreement with the analytical integration results.
∂ ∂T
Gk = ðk0 + bTk Þ k ; ð32bÞ
∂x ∂x 6.3. Radionuclides decay chain
αk ð0Þ = 0; βk ð0Þ = 1; ϕk ð0; t; T Þ = 0; ð32cÞ The next example deals with the verification of object oriented
numerical codes for systems of convection-diffusion equations in
αk ð1Þ = 1; βk ð1Þ = 0; ϕk ð1; t; T Þ = 0; ð32dÞ specific applications. In order to simulate the transport of radio-
nuclides decay chains in soils, one must solve the coupled system of
fk ðxÞ = 1 kk ðxÞ = 1; wk ðxÞ = 1; dk ðxÞ = 0: ð32eÞ transport equations for each species in the chain for the hydrologic
and geochemical conditions of the specific site being considered.
This problem is solved using the same UNIT code implementation Several powerful and well-tested simulation tools are publicly or
used for the previous problem, the only modification being the commercially available for this purpose [27,28]. To solve the
previously indicated solution parameters. Tables 5 and 6 display the radionuclide transport problem, one-dimensional transient advec-
calculated solution for b = 5 and k0 = 1 in different instants (t = 0.1 tion-diffusion equations are assumed for each of the k = 1, …, K
and t = 0.5), using fully analytical integration as well as the semi- species in the radionuclide decay chain. The governing transport
analytical approximations. No filter was used for this case. Zeroth, equations for the individual species are given by:
first, and second-order approximations were used and different
numbers of sub-regions J. As observed for the solution of Burgers ∂Ck ∂C ∂2 Ck
Rk + v k = Dk −μk Rk Ck ðx; t Þ + μk−1 Rk−1 Ck−1 ðx; t Þ; in 0 ≤ x ≤ L
equation, as naturally expected, the higher order approximations ∂t ∂x ∂x2
outperform the lower order ones, and, as the number of sub-regions is ð33aÞ
(γk = 0), while at the exit boundary conditions are in general of Table 8
second type. Concentration C1 for radionuclide decay chain problem with analytical and semi-
analytical coefficient integration for t = 1000 and N = 40.
The user-defined data for this problem are given by:
! x Order J = 80 J = 160 J = 320 Analytical ||
Gk = Dk
∂2 Ck
∂x2
−v
∂Ck
∂x
−μ R C
k k k ð x; t Þ + μ R C
k−1 k−1 k−1 ð x; t Þ =
Rk ; ð34aÞ 12. 0th
1st
0.757337
0.754770
0.756017
0.754742
0.755367
0.754735
0.754733 2.91× 10− 5
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