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Numerical Heat Transfer, Part A:

Applications: An International Journal of
Computation and Methodology
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Preconditioned Conjugate Gradient and

Multigrid Methods for Numerical Solution
of Multicomponent Mass Transfer
Equations I. Diffusion-Reaction Equations
a b b
Gheorghe Juncu , Aurelian Nicola , Constantin Popa & Elena
c
Stroila
a
Department of Chemical and Biochemical Engineering , Politehnica
University Bucharest , Bucharest , Romania
b
Department of Mathematics , Ovidius University , Constanta ,
Romania
c
Research Center for Navy , Constanta , Romania
Published online: 11 Aug 2014.
To cite this article: Gheorghe Juncu , Aurelian Nicola , Constantin Popa & Elena Stroila (2014)
Preconditioned Conjugate Gradient and Multigrid Methods for Numerical Solution of Multicomponent
Mass Transfer Equations I. Diffusion-Reaction Equations, Numerical Heat Transfer, Part A:
Applications: An International Journal of Computation and Methodology, 66:11, 1268-1296, DOI:
10.1080/10407782.2014.915674
To link to this article: http://dx.doi.org/10.1080/10407782.2014.915674
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Numerical Heat Transfer, Part A, 66: 1268–1296, 2014
Copyright # Taylor & Francis Group, LLC
ISSN: 1040-7782 print=1521-0634 online
DOI: 10.1080/10407782.2014.915674
PRECONDITIONED CONJUGATE GRADIENT AND

MULTIGRID METHODS FOR NUMERICAL SOLUTION
OF MULTICOMPONENT MASS TRANSFER
EQUATIONS I. DIFFUSION-REACTION EQUATIONS
Gheorghe Juncu1, Aurelian Nicola2, Constantin Popa2, and

Elena Stroila3
1
Department of Chemical and Biochemical Engineering,
Politehnica University Bucharest, Bucharest, Romania
2
Department of Mathematics, Ovidius University, Constanta, Romania
3
Research Center for Navy, Constanta, Romania
In a series of two papers, we analyze the numerical performances of the preconditioned

conjugate gradient algorithms (BICGSTAB and GMRES) and multigrid method in solving
two-dimensional multicomponent mass transfer equations. The present test problems are
steady-state, linear and nonlinear diffusion-reaction equations. The nonlinear algorithm
used in connection with the preconditioned conjugate gradient methods is the modified
Picard iteration. Theoretical results about the preconditioning are presented. The multigrid
algorithm used is the Full Approximation Storage algorithm. The finite difference method
was used to discretize the mathematical model equations. The numerical results obtained
show good numerical performances.
1. INTRODUCTION
The mass transfer phenomenon in many real-life and engineering processes
often governs the kinetics of the overall process. An accurate modeling of the mass
transfer is therefore necessary, opportune, and principally possible, particularly in
multicomponent systems. For these reasons, multicomponent diffusion has gained
a considerably increasing interest during the last decades.
For the description of mutual diffusion in multicomponent systems, two
approaches are prevalent in literature [1, 2]: generalized Fick’s law and the Maxwell–
Stefan [3, 4] theory. The two formalisms are equivalent. A full presentation of these
approaches is beyond the scope of this work. For more details, we refer to Refs. [1–9].
Mathematical solutions for multicomponent mass transfer in complex situations
are not very plentiful. In many cases, idealized models, such as film model or the
Received 18 July 2013; accepted 5 March 2014.

Address correspondence to Gheorghe Juncu, Department of Chemical and Biochemical
Engineering, Politehnica University Bucharest, Polizu 1, Bucharest 011061, Romania. E-mail: juncugh@
netscape.net; juncu@easynet.ro
Color versions of one or more of the figures in the article can be found online at www.tandfonline.
com/unht.
1268
PRECONDITIONED CONJUGATE GRADIENT AND MULTIGRID METHODS 1269
penetration model, were used. From the computational point of view, the numerical sol-
ution of the multicomponent diffusion equations is still a difficult, open problem.
Additionally, excepting the case described by Spille-Kohoff et al. [10], even highly
developed Computational Fluid Dynamics (CFD) software packages that are applied
in engineering sciences do not contain the special features of the multicomponent
diffusion.
The first method widely used to solve multicomponent mass transfer equations
was the so-called matrix method developed by Toor, [11], and Stewart and Prober
[12]. In this method the original multicomponent problem is transformed into an
equivalent binary diffusion one. The diffusion coefficients of the binary problem
are determined by the eigenvalues of the multicomponent diffusivity matrix. This
method applies only to linear equations.
Rieckmann and Keil [13, 14] analyzed the diffusion-reaction phenomena
in a catalyst pellet. Multicomponent molecular diffusion, Knudsen diffusion, and

surface diffusion are modeled using a three-dimensional network of interconnected
cylindrical pores. However, the mathematical model obtained is one-dimensional.
The system of differential equations has been discretized by the finite difference
method. To solve the resulting nonlinear system, a Schur complement method
coupled with the Newton iteration was used.
Kozeschnik [15] studied the multicomponent diffusion problems that appear
at the contact between two solid materials of different composition. One-dimensional
and two-dimensional cases were analyzed. The finite element method was used to
discretize the equations of the mathematical model. The discrete nonlinear system of
equations was solved with a modified Newton–Raphson algorithm. The solution of the
linear system was obtained by a Gauss elimination algorithm adapted for band matrices.
Wangard et al. [16] simulate a one-dimensional, transient, diffusion-reaction
problem that models the combustion of hydrogen in air. The mathematical model
was discretized with the finite differences method. The numerical algorithm used
to solve the discrete system is an implicit–explicit integration algorithm. The
diagonal terms are integrated implicitly and the off-diagonal terms are integrated
explicitly. A linearized, one-dimensional analysis demonstrates that this scheme is
unconditionally stable. This method was analyzed for a 2D diffusion problem by
Mazumder [17], who has reached the following conclusions: (a) if only the
self-diffusion operator is treated implicitly, the stability of the resulting equations
depends on how the overall mass conservation constraint is imposed; (b) a fully
implicit procedure that circumvents this fickleness proved to be unconditionally
stable. However, the fully implicit procedure proposed by Mazumder requires
additional computer memory and additional computational effort.
Stockie et al. [18] developed a mathematical model for multicomponent gas
transport in an anisotropic fuel cell electrode. The model couples the Maxwell–
Stefan equations for multicomponent diffusion along with Darcy’s law for flow in
a porous medium. The equations are discretized using a finite volume approach with
the method of lines, and the resulting nonlinear system of ordinary differential
equations (ODEs) is integrated in time using a stiff ODE solver.
Kumar and Mazumder [19] developed a coupled solver for the numerical
solution of multicomponent diffusion equations. The first step of their solver was
the decomposition of the computational domain into subdomains using the binary
1270 G. JUNCU ET AL.
spatial partitioning algorithm—a process similar to additive Schwarz decomposition.

For each subdomain, the mathematical model equations were discretized using the
finite volume method. The discrete equations were solved on each subdomain using
a preconditioned GMRES algorithm (inner iteration). Overall (outer) iterations were
then performed to treat explicitness at subdomain interfaces and the nonlinearities in
the governing equations. Both two-dimensional and three-dimensional test problems
that describe methane—air flames and combustion were used.
Boettcher [20] proposed a multicomponent, steady-state, transport benchmark
problem that combines diffusion and fluid flow. The benchmark geometry is basi-
cally an axisymmetric device for the purpose of gas mixing with individual inlets
and a common outlet. Both the benchmark geometry and the operational conditions
are closely related to crystal growth from a gas phase. The mathematical model was
discretized with the Galerkin finite element method. The resulting nonlinear
algebraic system was solved with the Newton–Raphson method. Boettcher does
not present in detail the numerical algorithms used in his tests. A critical evaluation
of this article can be viewed in Ref. [10].
Leonardi and Angeli [21] proposed a general numerical procedure for the
solution of the one-dimensional Maxwell–Stefan equations in transient regime.
The Maxwell–Stefan equations were transformed into a parabolic system having
as variables only the concentrations of the chemical species. The spatial derivatives
are discretized with the finite difference method. The resulting ODE system is
integrated in time with Gear’s method (LSODE package).
A careful analysis of the above-mentioned researches leads to the following
statements:
. the influence of the cross-diffusion coupling on the convergence rate of the

numerical algorithms (the key aspect of the problem) was not investigated in
detail; the matrix of the diffusion coefficients does not change during the
numerical experiments;
. the mesh behavior of the convergence rate of the numerical algorithms was not
studied; only the accuracy of the numerical solutions is verified varying the
number of mesh points;
. in all situations, the strategy used consists of (1) presentation of the problem(s);
(2) discussions concerning the method of discretization and the numerical algo-
rithms used; and (3) presentation of the numerical results obtained only for one
parameters set and a given number of chemical species involved in the process;
. the multigrid method, one of the most efficient numerical algorithm for approxi-
mate solution of partial differential equations, was not used until now for
multicomponent mass transfer problems.
We can summarize that the main aim of these researches was the numerical solution
of a particular problem. Starting from these observations, the aims of the present
work are as follows:
. to develop a strategy of investigation that emphasizes very clearly the influence of

the cross-diffusion coupling and the number of chemical species involved in the
process on the convergence rate of the numerical algorithms;
. to test multigrid methods for numerical solving the multicomponent mass transfer
problems (both linear and nonlinear cases);
. to develop specific preconditioners for multicomponent mass transfer problems,
which will be used in connection with the gradient-type and Krylov subspace
methods (BICGSTAB and restarted GMRES(m)); the nonlinear algorithm
employed in this case is the modified Picard iteration.
The test problems employed in this work are 2D elliptic linear and nonlinear
diffusion-reaction equations. The mixture has five chemical species. We think that
four mass balance equations are enough in order to capture the salient features of
the numerical behavior. Obviously, cross-diffusion coupling influences the solutions
of the multicomponent mass transfer equations. An interesting case when the
cross-diffusion coupling affects the transient evolution to steady-state solution is pre-
sented in Ref. [22]. However, in this work we will not investigate these problems.
The present paper is organized as follows: in Section 2 we describe the math-
ematical model of the test problems. Section 3 presents the numerical algorithms.
The numerical experiments made and the results obtained are presented in
Section 4. Finally, some concluding remarks are briefly mentioned in Section 5.
2. THE DIFFUSION-REACTION PROBLEM

Consider the following isothermal, first-order, complex chemical reaction:
k2
k1 !
A1 ! A2 A3

k4
ð1Þ
k3
!
A1 A4

k5
taking place inside a finite slab catalyst pellet with square section. The interphase
transport resistances are assumed negligibly (the concentrations on the external
surface of the catalyst pellet are the same as the bulk values). Considering a
homogeneous porous pellet and the total mixture molar concentration constant,
the dimensionless steady-state concentration profiles inside the pellet are given by:
X 4
q q Zj q q Zj
Di;j þ Di;j þ Ri ¼ 0; i ¼ 1; . . . ; 4ðx; yÞ 2 X ¼ ð0; 1Þ ð0; 1Þ
j¼1
qx qx qy qy
ð2Þ
where
R1 ¼ k1 Z1 k3 Z1 þ k5 Z4 ; R2 ¼ k1 Z1 k2 Z2 þ k4 Z3
R3 ¼ k2 Z2 k4 Z3 ; R4 ¼ k3 Z1 k5 Z4
Here, Zi ¼ Ai=A1b is the dimensionless concentration, A1b is the bulk molar
concentration of species A1, ki ¼ ki L2=Dref is the nondimensional reaction rate
constant, L is the length of the square section, Di,j is the multicomponent Fick
diffusion coefficient related to Dref, and Dref is a reference diffusion coefficient. Note
that for diffusion-reaction systems, the molar average frame can be used.
The boundary conditions are:
Z1 ¼ 1; Zi ¼ 0; i ¼ 2; 3; 4 ðx; yÞ 2 qX ð3Þ
The matrix of the mole-based multicomponent Fick diffusion coefficients, Di,j, is

given by:
D ¼ B1 C ð4Þ
where B is the matrix that takes into account the drag effects and C is the matrix of
the thermodynamic effects. Neglecting the effects of Knudsen and surface diffusion,
the matrix B is computed according to Refs. [1, 23, 24]:
xi Xn
xk
Bii ¼ þ i ¼ 1; ::::; n 1 ð5aÞ

Din k¼1

D ik
k 6¼ i

1 1
Bij ¼ xi i; j ¼ 1; ::::; n 1; i 6¼ j ð5bÞ

Dij in
D
where Dij is the Stefan–Maxwell diffusion coefficient related to Dref and xi is the
mole fraction of species i. The mole fraction of the ith species, xi, is calculated by:
Zi
xi ¼
P
n
Zj
j¼1
In the previous relations, n is the total number of chemical species present in system and
it is equal to n ¼ 5 (it is well known that a mixture with n species is modeled by n 1
mass balance equations). The fifth species is not involved in the chemical reaction and
its dimensionless molar concentration inside the pellet, Z5, is computed based on the
assumption of constant total mixture molar concentration, e.g.,:
Z1 þ Z2 þ Z3 þ Z4 þ Z5 ¼ constant ¼ ð Z1 þ Z5 Þjðx; yÞ2 qX ¼ Z1b þ Z5b
In this work, we consider ideal behavior of the mixture. In this case C I, I being the
identity matrix. It should be also mentioned that the Stefan–Maxwell diffusion
coefficients were considered constants. According to Ref. [1], this assumption is an
acceptable one.
The mathematical model presented previously represents the nonlinear test
problem used in this work. The linear test problem employed in this work is obtained
from the nonlinear one by considering the multicomponent Fick diffusion
coefficients constants. The linear problem should not be considered as a pure
mathematical simplification. The variation of diffusion coefficients is not always
significant, e.g., similar with the variation hydraulic conductivity–humidity in
Richards’ equation. For this reason, (see also Refs. [22, 25, 26]) we may consider that
in some situations the linear problem, i.e., constant diffusion coefficients, approxi-
mates very well real-life situations.
The reference diffusion coefficient was selected as follows:
. for the nonlinear test problem, Dref ¼ D15 ;

. for the linear test problem, Dref ¼ D1,1.
3. NUMERICAL METHODS
This section is dedicated to the presentation of the numerical solvers used in
our experiments, together with some of their properties. We first describe the finite
differences scheme used for the discretization of problem (2). Then, we present the
nonlinear multigrid algorithm and the modified Picard scheme, as nonlinear solvers
of the discrete problem. Section 3.3 is dedicated to the analysis of the precondition-
ing technique used for the nonlinear iteration of the modified Picard algorithm. We
establish theoretical results involving the eigenvalues of the problem matrix blocks
after the preconditioning.
3.1. Discretization
The spatial derivatives of Eq. (2) were discretized with the central second-order
accurate finite difference scheme on uniform grids with N N points:
0 ¼ x1 < x2 < ::: < xN1 < xN ¼ 1; xk ¼ ðk 1 Þ h; 0 ¼ y1 < y2 < ::: < yN1 < yN ¼ 1
yl ¼ ð l 1 Þ h; k; l ¼ 0; N
where h ¼ 1=(N 1) is the grid step size. The discrete approximation obtained is:
2 kþ1=2;l kþ1;l
k;lþ1=2
3
Di;j Zj Zjk;l Di;j Zjk;lþ1 Zjk;l
6 7
6 k1=2;l k;l k1;l

k;l1=2

k;l k;l1 7
X 4 6D Z Z D Z Z 7
6 i;j j j i;j j j 7
6 þ 7
6
j¼1 6
h 2 h 2 7 ð6Þ
7
4 5
þ Ri ¼ 0; i ¼ 1; 2; 3; 4:
The values of the diffusion coefficients were calculated as arithmetic averages of the
grid point values. The grid point values of the multicomponent Fick diffusion
coefficients were calculated with the relations presented in the previous section.
The discrete approximation of the linear test problem is:
X
4
Di;j Dh Zj þ Ri ¼ 0; i ¼ 1; 2; 3; 4 ð7Þ
j¼1
where Dh is the classical, five point, discrete Laplace operator of dimension (N 2)
(N 2). In this case, the multicomponent Fick diffusion coefficients, Di,j, are constant.
3.2. Numerical Algorithms

Two nonlinear algorithms are used in this work: nonlinear multigrid (MG) [27]
and modified Picard iteration [28]. The nonlinear MG algorithm used is the classical
Full Approximation Storage (FAS) algorithm [27], suitable for both linear and non-
linear problems. The structure of the MG cycle is (1) cycle of type V; (2) two smooth-
ing steps are performed before the coarse grid correction and one after; (3)
prolongation by bilinear interpolation for corrections; and (4) restriction of residuals
by full weighting. Two smoothing algorithms were tested: point Gauss–Seidel (PGS)
and alternating line Gauss–Seidel (ALGS).
If we denote by the index m the current fine grid and write formally Eq. (6) as:
Lm
h Z h ¼ fh
m
the MG cycle (iteration) looks like:
. perform two smoothing steps:
Zhm ¼ RELAX 2 ðZhm ; Lm m

h ; fh Þ ðiÞ
. compute the residual:
rm m m m
h ¼ fh Lh Zh ðiiÞ
. transfer the residual to the next coarse grid, m 1, by full weighting:
rm1
2h ¼ Ih2h rm
h ðiiiÞ
. transfer the solution to the next coarse grid, m 1, by injection;

m1
Z2h ¼ Injh2h Zhm ðivÞ
. correct the residual:
rm1
2h ¼ rm1
2h þ Lm1 m1
2h Z2h ðvÞ
. solve the coarse grid equation; solve means perform two smoothing steps if m 1
is the coarsest level or repeat from (i) if m 1 is not the coarsest level:
m1 m1
Z2h;new ¼ solve ðZ2h ; Lm1 m1
2h ; f2h Þ ðviÞ
. transfer coarse grid corrections by bilinear interpolation to the current fine level, m:
Zhm ¼ Zhm þ I2h

h m1
ðZ2h;new m1
Z2h Þ ðviiÞ
. perform one smoothing step:
Zhm ¼ RELAX ðZhm ; Lm m

h ; fh Þ ðviiiÞ
The mesh step size on the coarser grid is equal to h ¼ 22. The number of levels
employed in the numerical experiments are five (the finest level has 33 33 points),
six (the finest level has 65 65 points), and seven (the finest level has 129 129 points).
The modified Picard scheme, also called a fixed point method, is given by:
C m d Z mþ1 ¼ Rm
ð8Þ
Z mþ1 ¼ Zm þ d Z mþ1
where m is the iteration number such that Z0 is the initial estimate, Z ¼ [Z1, Z2, Z3,
Z4] and R is the residual of Eq. (6). The matrix C is defined by:
2 3 2 3
A11 A12 A13 A14 ðk1 þ k3 ÞI 0 0 k5 I
6 A21 A22 A23 A24 7 6 k1 I k2 I k4 I 0 7
C¼6 7 6 7
4 A A A A 5 þ 4 0 k2 I k4 I 0 5
31 32 33 34
A41 A42 A43 A44 k3 I 0 0 k5 I
where I is the (N 2) (N 2) identity matrix. The blocks Aij are (N 2) (N 2)

penta-diagonal matrices corresponding to the discretization stencil:
2 3
CN
4 CW CM CE 5
CS
kþ1=2;l k1=2;l k;lþ1=2 k;l1=2

Di;j Di;j Di;j Di;j
CM ¼ þ þ þ
h2 h2 h2 h2
kþ1=2;l k1=2;l
Di;j Di;j
CN ¼ ; CS ¼
h2 h2
k;l1=2 k;lþ1=2
Di;j Di;j
CW ¼ ; CE ¼
h2 h2
The linear solvers employed in the modified Picard iteration are the Matlab R2010b
implementations of the preconditioned BICGSTAB (see Ref. [29, p. 24] and also
Ref. [30]) and preconditioned restarted GMRES (m) (see Ref. [29, p. 18] and also
Ref. [30]). These algorithms were also used to solve the linear test problem. The
preconditioners tested are the block diagonal matrices:
2 3
e
D 0 0 0
0
6 e 7
6 0 D0 0 0 7
6 e 7
4 0 0 D 0 0 5
0 0 0 e
D 0
where De 0 is the complete=incomplete Cholesky factorization (symbolized by CC=IC)

of the discrete Laplace operator. The incomplete Cholesky factorization preserves
the sparsity structure of the original matrix. Details concerning the preconditioners
will be given in the next section. In all numerical experiments, the value of the
GMRES (m) restart parameter was:
m ¼ 35:
3.3. The Preconditioning Techniques

The linear system that should be solved in a Picard step or for the linear test
problem can be written as:
AU ¼ B ð9Þ
where
2 3 2 3 2 13
A11 A12 A13 A14 Z1 b

6 A21 A22 A23 A24 7 6 Z2 7 6 b2 7
A¼6
4 A31
7; U ¼ 6 7; B ¼ 6 7 ð10Þ
A32 A33 A34 5 4 Z3 5 4 b3 5
A41 A42 A43 A44 Z4 b4
We will construct a block preconditioning method for the system (10), which uses
the same matrix for any diagonal block. In this respect, we first observe that the
Eqs. (2)–(3) can be written as:
8
>
> ðD11 DZ1 k1 Z1 k3 Z1 Þ þ D12 DZ2 þ D13 Z3 þ ðD14 DZ4 þ k5 Z4 Þ ¼ 0
<
ðD21 DZ1 þ k1 Z1 Þ þ ðD22 DZ2 k2 Z2 Þ þ ðD23 DZ3 þ k4 Z3 Þ þ D24 DZ4 ¼ 0
ð11Þ
>
> D31 DZ1 þ ðD32 DZ2 þ k2 Z2 Þ þ ðD33 DZ3 k4 Z3 Þ þ D34 Z4 ¼ 0
:
ðD41 DZ1 þ k3 Z1 Þ þ D42 DZ2 þ D43 Z3 þ ðD44 DZ4 k5 Z4 Þ ¼ 0
Thus, after the discretization described in Section 3.1, the blocks Aij have the
structure:
A11 ¼ D11 D0 þ ðk1 þ k3 Þh2 I; A12 ¼ D12 D0 ; A13 ¼ D13 D0 ; A14 ¼ D14 D0 k5 h2 I;
2 2 2
A21 ¼ D21 D0 k1 h I; A22 ¼ D22 D0 þ k2 h I; A23 ¼ D23 D0 k4 h I; A24 ¼ D24 D0 ;
A31 ¼ D31 D0 ; A32 ¼ D32 D0 k2 h2 I; A33 ¼ D33 D0 þ k4 h2 I; A34 ¼ D34 D0 ;
A41 ¼ D41 D0 k3 h2 I; A42 ¼ D42 D0 ; A43 ¼ D43 D0 ; A44 ¼ D44 D0 þ k5 h2 I;
ð12Þ
where D0 correspond to the five-point stencil finite difference discretization of the

equation Du ¼ 0 with u ¼ 1 as boundary condition with respect to Z1 (see (3)).
e 0 be defined by:
Let D
e 0 ¼ D0 þ h2 I
D ð13Þ
and
e 0 ¼ CC T þ R
D ð14Þ
a Cholesky-type decomposition of it; for R ¼ 0 the decomposition is the classical
Cholesky one (see, e.g., Ref. [31, 32]). In the incomplete case, the matrix R is
different than 0 in a way that in the factor C we keep the sparsity of the discrete
Laplacian D0.
According to these considerations, we propose as preconditioner the matrix:

2 3 2 32 T 3
e
D 0 0 0 C 0 0 0 C 0 0 0
0
6 e 7 6 76 0
6 0 D 0 0 7 0 C 0 0 CT 0 0 7
P¼6 0
7¼6 76 7 ¼ C CT ; ð15Þ
4 0 0 D e
0 0 5 4 0 0 C 0 54 0 0 CT 0 5
0 0 0 D e 0 0 0 C 0 0 0 CT
0
in the following three cases:
– ‘‘right’’ preconditioning
e 1U
AU ¼ B , A e1 ¼ B e 1 ¼ AP1 ; U
e 1 ; with A e 1 ¼ PU; B
e1 ¼ B ð16aÞ
– ‘‘left’’ preconditioning
e 2U
AU ¼ B , A e2 ¼ B e 2 ¼ P1 A; U
e 2 ; with A e 2 ¼ U; B
e 2 ¼ P1 B ð16bÞ
– ‘‘split’’ preconditioning
e 3U
AU ¼ B , A e3 ¼ B e 3 ¼ C1 ACT ; U
e 3 ; with A e 3 ¼ CT U; B
e 3 ¼ C1 B: ð16cÞ
e q Þ ; q ¼ 1; 2; 3; in the preconditioned matrices will look as:

The blocks ðA ij
e 1 Þ ¼ Aij P1 ; ðA
ðA e 2 Þ ¼ P1 Aij ; ðA
e 3 Þ ¼ C 1 Aij C T : ð17Þ
ij ij ij
3.3.1. Comments on spectra of the preconditioned matrices. If by r(T)

we will denote the spectrum of the matrix T, from the well-known relation r(TS) ¼
r(ST) (see Ref. [33, p. 43]), from (16a)–(16c), we get that rðAe 1 Þ ¼ rðA
e 2 Þ ¼ rðA
e 3 Þ;
e
i.e., it will be sufficient to analyze the matrix A1 from case (16a). We first observe
that from (12) we get:
2 3 2 3
D11 D0 D12 D0 D13 D0 D14 D0 ðk1 þ k3 Þh2 I 0 0 k5 h2 I
6D D D D D23 D0 D24 D0 7 6 2
k2 h2 I k4 h2 I 0 7
6 21 0 22 0 7 6 k1 h I 7
A¼6 7þ6 7
4 D31 D0 D32 D0 D33 D0 D34 D0 5 4 0 2 2
k2 h I k4 h I 0 5
D41 D0 D42 D0 D43 D0 D44 D0 k3 h2 I 0 0 k 5 h2 I
¼ ðD D0 Þ þ ð@ IÞ
ð18Þ
where D and @ are the diffusion, respectively, reaction coefficients matrices given by:
2 3 2 3
D11 D12 D13 D14 ðk1 þ k3 Þ 0 0 k5
6 D21 D22 D23 D24 7 6 k1 k2 k4 0 7
D¼6
4 D31
7; 26
@¼h 4 7 ð19Þ
D32 D33 D34 5 0 k2 k4 0 5
D41 D42 D43 D44 k3 0 0 k5
and denotes the Kronecker product of two matrices (see, e.g., Ref. [32, p. 380]).
Moreover from (15) it results:
2 3
e 1
D 0 0 0
0
6 e 7
6 0 D1 0 0 7 e 1
P1 ¼6 0
7 ¼ I4 D ð20Þ
4 0 0 e 1
D 0 5
0
0
0 0 0 e
D 1
0
where I4 is the 4 4 identity matrix. From (16a), (18)–(20), and the equality
(A B)(C D) ¼ AC BD (see Ref. [32, p. 380]), we get:
e 1 ¼ AP1 ¼ ½ðD D0 Þ þ ð@ IÞðI4 D

A e 1 Þ þ ð@ D
e 1 Þ ¼ ðD D0 D e 1 Þ ð21Þ
0 0 0
If the two matrices D D0 D e 1 and @ De 1 in (21) were symmetric, according to

0 0
Weyl’s theorem 4.3.1 in Ref. [33] we would get some information about the eigenva-
lues of their sum, i.e., Ae 1 . But unfortunately this is not the case for general problems
and the only information we can get are concerned with the spectra of the matrices
ðD D0 De 1 Þ; ð@ D
e 1 Þ separately. In this respect, for the first one, by using the
0 0n o
e
equality rðD0 D Þ ¼1 k
2 ; k 2 rðD0 Þ , we obtain:
0 kþh

e 1 Þ ¼ kdi
rðD D0 D 0 ; k 2 rðD0 Þ; i ¼ 1; 2; 3; 4 ð22Þ
k þ h2
where di are the eigenvalues of the Fick diffusion coefficients matrix. For the second
one, a simple computation using (19) gives us:
rð@Þ ¼ f0; h2 ðk2 þ k4 Þ; h2 x1 ; h2 x2 g ð23Þ
where x1, x2 are the (always real) roots of the equation x2 (k1 þ k3 þ k5)x þ
k1k5 ¼ 0, thus by again using the above-mentioned result we get:

e 1 ai
rð@ D0 Þ ¼ ; k 2 rðD0 Þ; i ¼ 1; 2; 3; 4 ð24Þ
k þ h2
3.3.2. Spectral properties for the diagonal blocks of the split

preconditioning matrix. In this section, we will show spectral equivalence
relations between the blocks of A in (10) and the single block preconditioning by
complete Cholesky decomposition matrix D e 0 (see (14) for R ¼ 0). We will start with
some useful notations, definitions, and results. For a nonsingular n n matrix S, we
define the spectral condition number cond2(S) by (see Ref. [33, p. 272]):
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
kmax ðS T SÞ
cond2 ðSÞ ¼ ð25Þ
kmin ðS T SÞ
where kmax(STS) kmin(STS) > 0 are the extreme eigenvalues of the symmetric and
positive definite (SPD, for short) matrix STS. If S is itself SPD then:
kmax ðSÞ
cond2 ðSÞ ¼ ð26Þ
kmin ðSÞ
Two n n SPD matrices S, T are spectrally equivalent if (see Ref. [34]) there exist positive
constants a1, a2 independent on the dimension N such that:
< Sx; x >

a1 a2 ; 8 x 2 Rn ; x ¼
6 0 ð27Þ
< Tx; x >
where < , >, jj jj will denote the Euclidean scalar product and norm.
Proposition 3.1. ([32, 33]) Let S, T be spectrally equivalent as in (27) and
T ¼ QQT ð28Þ
a Cholesky decomposition of T. Then:
a2
cond2 ðQ1 SQT Þ ð29Þ
a1
that is, T is a good preconditioner for S . Moreover this result is independent on the
decomposition (28).
In what follows we will prove spectral equivalence relations as (27) for S ¼ Aii
and T ¼ D e 0 ¼ CC T (see (14)). We first observe that for the diagonal blocks Aii,
i ¼ 1, . . . , 4 from (12) and (13) we get for any x 6¼ 0:
hAii x; xi
min fDii ; ðk1 þ k3 Þ; k2 ; k4 ; k5 g D max fDii ; ðk1 þ k3 Þ; k2 ; k4 ; k5 g ð30Þ
1 i 4
De 0 x; xi 1 i n
e and Aii, i ¼ 1, . . . , 4 are spectrally equivalent (because

that is, (see (27)) the matrices D 0
the numbers Dii and ki do not depend on the dimension (N-2) (N-2). Then from
Proposition 1 and (29), the spectral condition number of the matrix C1AiiCT
satisfies:
minf min fDii g; ðk1 þ k3 Þ; k2 ; k4 ; k5 g cond2 ðC 1 Aii C T Þ

1 i 4
ð31Þ
maxfmax fDii g; ðk1 þ k3 Þ; k2 ; k4 ; k5 g
1 i 4
3.3.3. Spectral properties for the off-diagonal blocks of the split

preconditioning matrix. Let now
e 0 ðk þ dÞh2 I
B ¼ dD0 kh2 I ¼ d D ð32Þ
where d 2 {Dij, i, j ¼ 1, . . . , 4, i 6¼ j}, k 2 {0, ki, i ¼ 1, . . . , 5} with the appropriate

combinations (see (12)), be a generic notation for one of the off-diagonal blocks
Aij, i, j ¼ 1, . . . , 4, i 6¼ j. With similar arguments as for the right inequality in (30)
we obtain in the case:
D E
hBx; xi d hD0 x; xi þ k h2 Ix; x maxfd; kg D e 0 x; x ð33Þ
D E
Now, from the well-known inequality (D e 0 is SPD) D e 0 x; x kmin ðD
e 0 Þjjxjj2 ,
D E
we obtain jjxjj2 1 De 0 x; x ; thus by also using (32):
kmin ðe
D0 Þ
D E
hBx; xi ¼ d D e 0 x; x ðk þ dÞh2 jjxjj2
D E 2D E e 2D E
d De 0 x; x ðk þ dÞh D e 0 x; x ¼ dkmin ðD0 Þ ðk þ dÞh D e 0 x; x ð34Þ
e0Þ
kmin ðD e0Þ
kmin ðD
Since B from (32) is symmetric, it will be positive definite if and only if (see Ref. [33])
e 0 Þ ðk þ dÞh2 > 0:
kmin ðBÞ ¼ dkmin ðD0 Þ kh2 ¼ dkmin ðD ð35Þ
If this happens, the inequalities (33) and (34) give us:
e 0 Þ ðk þ dÞh2 D
dkmin ðD E D E
De 0 x; x hBx; xi maxfd; kg De 0 x; x ð36Þ
kmin ðDe0Þ
with kmin ðD e 0 Þ ¼ kmin ðD0 Þ þ h2 and kmin(B) ¼ dkmin(D0) kh2. But, because (see,
e.g., Ref. [35]) kmin(D0) ¼ ch2 with c independent of h (i.e., on N), from (13) we get
e 0 Þ ¼ ðc þ 1Þh2 , thus dkmin ðe
kmin ðD D0 ÞðkþdÞh2
¼ dck
cþ1 , is independent of h, i.e., the
kmin ðe
D0 Þ
matrices B and D e 0 are spectrally equivalent. By using (29) we obtain that:
cond2 ðC 1 Aij C T Þ c ð37Þ
with c ¼ maxfd;kgðcþ1Þ
dck > 0 independent of N.
In this section, we described and analyzed the nonlinear solvers used for solv-
ing the finite differences discretization of problem (2): the FAS multigrid algorithm
and the modified Picard iteration. In the Picard iteration, we have to solve a linear
system of equations with a 4 4 structure generated by the four species involved in
the initial problem (2). We designed a preconditioning technique based on a single
block diagonal preconditioner and we analyzed the spectra of the system matrix
blocks after the preconditioning. The conclusion is that for both, diagonal and off-
diagonal preconditioned blocks, we obtain a mesh independent condition number.
Unfortunately, we cannot obtain similar theoretical results involving the eigenvalues
of the whole system matrix, but the experiments from Section 4 show practically the
efficiency of the preconditioning technique used.
4. NUMERICAL RESULTS
The main objective of the present work is to analyze the influence of cross-
diffusion coupling on the numerical performances of the numerical algorithms. In
order to achieve this objective, we considered, for each sets of parameters, the
following four structures for the multicomponent Fick diffusion matrix:
0 10 10 1
D11 0:00 0:00 0:00 D11 D12 0:00 0:00 D11 D12 D13 0:00
B 0:00 D C BD C BD C
B 22 0:00 0:00 C B 21 D22 0:00 0:00 C B 21 D22 D23 0:00 C
B C B C B C
@ 0:00 0:00 D33 0:00 A @ 0:00 0:00 D33 0:00 A @ D31 D32 D33 0:00 A
0:00 0:00 0:00 D44 0:00 0:00 0:00 D44 0:00 0:00 0:00 D44
ðaÞ ðbÞ ðcÞ
0 1
D11 D12 D13 D14
BD C
B 21 D22 D23 D24 C
B C
@ D31 D32 D33 D34 A
D41 D42 D43 D44
ðdÞ
In case (a), there is no cross-diffusion coupling. The species interact only through the
chemical reactions. For cases (b)–(d), the cross-diffusion coupling increases progress-
ively, from two species interaction (case (b)) to all species interaction (case (d)). In
the next paragraphs of this section, for brevity, the case (a) will be symbolized by
CPL1, case (b) by CPL2, case (c) by CPL3, and case (d) by CPL4. Obviously, these
cases were simulated by defining interaction constants and not by modifying the mul-
ticomponent Fick diffusion matrices. Three sets of values were considered for the
dimensionless reaction rate constants:
1. k1 ¼ 1, k2 ¼ 0.4, k3 ¼ 0.5, k4 ¼ 0.2, k5 ¼ 0.1;

2. k1 ¼ 10, k2 ¼ 4, k3 ¼ 5, k4 ¼ 2, k5 ¼ 1;
3. k1 ¼ 100, k2 ¼ 40, k3 ¼ 50, k4 ¼ 20, k5 ¼ 10.
The values assigned to Z5 on the boundary are Z5b ¼ 1, 2, 5, 10.

The performances of the numerical algorithms are monitored by the average
, and the efficiency, s. The efficiency was calculated as:
reduction factor, q
W
s ¼ ð38Þ
j ln q
j
where W (the work) is the number of arithmetic operations per grid point and
iteration step. The average reduction factor was calculated with the relation:
1i
k resi k
¼
q ð39Þ
k res0 k
where resi is the residual after i iterations. The average reduction factor is one of the
quantities widely used to measure the convergence rate of an algorithm. The
efficiency can be viewed as an indicator for the computational time. The stopping
criterion for both the linear and nonlinear iterations is:
k resi k
< 106 ð40Þ
k res0 k
Note. For the preconditioned restarted GMRES (m) algorithm, it may be possible that
the convergence is achieved in 1(q) (q < m) iterations (i.e., before the first complete
restarted iteration is finished). In this case, independently on q (interior iterations),
we take by convention i ¼ 1 in (39), i.e.,:

k resi k
¼
q ð41Þ
k res0 k
For all the numerical experiments made the initial guesses used are:
Z1 ¼ 1; Z2 ¼ Z3 ¼ Z4 ¼ 0 ð42Þ
4.1. Linear Test Problem

As was mentioned in the previous sections, the multicomponent Fick diffusion
coefficients are constants, i.e., do not depend on the concentration values, for the
linear test problem. In the numerical experiments made, five multicomponent Fick
diffusion matrices were used. These matrices are depicted in Appendix A. For all
these matrices, the element D11 is equal to D11 ¼ 1 because the diffusion coefficient
D11 was considered the reference diffusion coefficient for the linear test problem
(see also Section 2).
The statistics of the numerical experiments are presented in Tables 1 and 2. The
solutions computed for matrix D3 and set (1) of dimensionless reaction rate
constants are presented graphically in Figure 1. For the same set of ki values, the
numerical solutions provided by the linear and nonlinear problems are similar.
For this reason, the solutions computed for sets (2) and (3) of dimensionless
reaction rate constants will be presented in the next section. The numerical values
depicted in Tables 1 and 2 are arithmetic average values calculated for all matrices
and ki values. Concerning the computation of these data, the following statements
should be made:
. with one exception (matrix D3, case CPL4, numerical algorithms—MG-PGS,

non-preconditioned GMRES(m), and non-preconditioned BICGSTAB), the
influence of the matrices of Fick diffusion coefficients on the convergence rate
of the numerical algorithms is not very significant; the Fick matrices used in
our experiments influence the convergence rate but we consider that the averaging
procedure does not hide any important numerical aspect;
. also, the influence of ki, the dimensionless reaction rate constants, on the
convergence rate of the numerical algorithms does not justify a distinct
, for linear test problem

Table 1. Average values of the average reduction factor, q
GMRES BICGSTAB MG
5
Mesh Case Non IC CC ( 10 ) Non IC CC PGS ALGS
33 33 CPL1 0.0899 0.00126 0.245 0.823 0.575 0.0051 0.128 0.0296

CPL2 0.102 0.00199 0.505 0.847 0.617 0.0134 0.152 0.0315
CPL3 0.119 0.00422 0.423 0.861 0.624 0.0178 0.160 0.0353
CPL4 0.210 0.00775 0.739 0.893 0.686 0.0485 0.199 0.0376
65 65 CPL1 0.398 0.014 0.245 0.918 0.75 0.0036 0.133 0.0334
CPL2 0.418 0.0257 0.516 0.918 0.75 0.0124 0.159 0.0372
CPL3 0.445 0.0341 0.435 0.925 0.778 0.0191 0.165 0.0404
CPL4 0.543 0.0672 0.817 0.948 0.818 0.0417 0.216 0.0424
129 129 CPL1 0.735 0.119 0.246 0.952 0.851 0.0024 0.135 0.0365
CPL2 0.726 0.142 0.523 0.955 0.863 0.0076 0.162 0.0396
CPL3 0.745 0.177 0.439 0.959 0.879 0.0128 0.172 0.0441

CPL4 0.815 0.259 0.840 0.972 0.906 0.0339 0.229 0.0461
presentation; for each set of values of ki, the influence of the Fick matrices on the
convergence rate of the algorithms is practically the same;
. for the computation of the work W, we consider in all situations the full form of
the Fick matrices (all operators Dh from (7) are calculated).
The numerical values presented in Tables 1 and 2 show that:
. in almost all cases, the increase in the cross-diffusion coupling decreases the
convergence rate of the numerical algorithms; this effect depends on the numerical
algorithm;
. we may consider that the convergence rate of MG-ALGS and GMRES (m) pre-
conditioned with CC does not practically depend on the cross- diffusion coupling;
the cross-diffusion coupling has a relatively small influence on the convergence
Table 2. Average values of the efficiency, s, for the linear test problems
GMRES BICGSTAB MG
Mesh Case Non IC CC Non IC CC PGS ALGS
33 33 CPL1 66.5 25.1 288 220.7 263.8 1,564.5 135 144.9

CPL2 76.1 28 315 258.95 302.4 1,914.9 147.6 147.5
CPL3 85.3 33.5 314 287.3 309.6 2,049.9 151.7 152.5
CPL4 95.1 34.1 317 379.96 387.4 2,728.8 172 155.4
65 65 CPL1 339 69.1 1,100 502.6 507.5 5,835.3 137.8 150.6
CPL2 383 82.5 1,210 502.6 507.5 7,479.2 151.2 155.6
CPL3 434 93.5 1,210 551.6 581.6 8,295.5 154.3 159.6
CPL4 485 117 1,220 805.2 726.8 10,334 181.4 162
129 129 CPL1 2,190 275 4,310 874.2 904.9 22,900 138.8 155.2
CPL2 1,710 346 4,730 933.9 990.9 28,309 152.7 159
CPL3 2,440 402 4,710 1,027.1 1,132 31,695 157.9 164.6
CPL4 2,790 419 4,770 1,514.1 1,479 40,817 188.6 166.9
Figure 1. Dimensionless concentration profiles calculated for the linear test problem; matrix D3 of
Fick diffusion coefficients, set (1) of dimensionless reaction rate constants; (a) Z1 (x, y); (b) Z2 (x, y);
(c) Z3 (x, y); (d) Z4 (x, y).
rate of BICGSTAB preconditioned with CC, GMRES (m) preconditioned with IC

and MG-PGS (the reasons for the higher values for the case CPL4 are mentioned
in the previous paragraph); for the other numerical algorithms, the influence of
the cross-diffusion coupling on the convergence rate cannot be neglected;
. the preconditioning improve significantly the convergence rate of GMRES(m) and
BICGSTAB;
. the values of the average reduction factor are similar to those reported in literature
for diffusion-reaction equations;
. the supplementary work aided by the cross–diffusion leads to higher values of the
efficiency compared to those presented in literature for diffusion-reaction
equations;
. the number of mesh points does not change the influence of the cross-diffusion
coupling on q and s; as expected, the mesh behavior of the MG algorithms is
superior to that of preconditioned GMRES(m) and BICGSTAB.
A detailed comparison between the performances of the numerical algorithms is out-

side the main aims of the present work. The main aim of this work is to analyze the
influence of the cross-diffusion coupling on the numerical performances of different
numerical algorithms. It should be also mentioned that the MG algorithm employed
is not the optimus (the best) MG algorithm for linear problems. Instead it is almost
identical to that used for nonlinear problems.
4.2. Nonlinear Test Problem

For the nonlinear test problem, the Stefan–Maxwell diffusion coefficients were
considered constants. The sets of the Stefan–Maxwell diffusion coefficients employed
in the numerical experiments are presented in Appendix B. It was already mentioned
in Section 2 that
D15 was considered reference diffusion coefficient for the nonlinear
problem.
The numerical experiments made have showed that the key element that influ-
ences the convergence rate and implicitly the efficiency of the numerical algorithms is
the boundary value of the dimensionless concentration Z5, Z5b. From the numerical
results obtained, we selected the data depicted in Tables 3–8. The numerical data
depicted in these tables are average values (arithmetic average) calculated for all
the sets of the values of the dimensionless reaction rate constants, ki. It must be
mentioned that: (1) the number of modified Picard iterations does not depend on
the linear solver and the preconditioning used; (2) the values of the average
reduction factor and efficiency calculated for Z5b ¼ 2, 5, are found between the
values presented in Tables 3–8. Some of the solutions computed for sets (2) and
(3) of the dimensionless reaction rate constants are presented graphically in
Figures 2 and 3.
The work, W, for the modified Picard iteration, depends on the convergence
rate of the inner iteration (the preconditioned conjugate gradient algorithm). For
this reason we considered it necessary to present data about the convergence rate
of the preconditioned conjugate gradient algorithms (Tables 4 and 7). The quantity
used to express the convergence rate of BICGSTAB and GMRES (m) is the average
number of iterations per nonlinear (modified Picard) iteration.
, for the nonlinear test problem; set B1 of the

Stefan–Maxwell diffusion coefficients
Modified Picard MG-PGS MG-ALGS
Mesh Case Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
33 33 CPL1 0.1043 0.0269 0.135 0.131 0.0302 0.0202

CPL2 0.063 0.0215 0.181 0.134 0.0433 0.0205
CPL3 0.056 0.0197 0.177 0.132 0.0428 0.02
CPL4 0.04 0.0133 0.195 0.132 0.0434 0.017
65 65 CPL1 0.1053 0.0271 0.140 0.137 0.0348 0.0338
CPL2 0.0653 0.0229 0.196 0.140 0.0499 0.0362
CPL3 0.0510 0.0209 0.192 0.139 0.0491 0.0363
CPL4 0.0403 0.0136 0.209 0.138 0.049 0.0357
129 129 CPL1 0.1053 0.0269 0.142 0.139 0.0375 0.0367
CPL2 0.0683 0.0233 0.204 0.145 0.0549 0.0398
CPL3 0.0507 0.0215 0.202 0.144 0.0547 0.04
CPL4 0.0417 0.0126 0.221 0.144 0.0556 0.04
Table 4. Average number of preconditioned GMRES and BICGSTAB iterations per modified Picard
iteration step; set B1 of Stefan–Maxwell coefficients
GMRES BICGSTAB
Mesh Case Non IC CC Non IC CC
33 33 CPL1 (Z5b ¼ 1) 5.85 1.36 1 98.25 32.68 5.66

(Z5b ¼ 10) 3.94 1.01 1 73.34 23.91 4.47
CPL2 (Z5b ¼ 1) 5.82 1.40 1 97.61 31.40 5.79
(Z5b ¼ 10) 4 1.03 1 74.89 23.01 4.63
CPL3 (Z5b ¼ 1) 6.04 1.46 1 98.21 31.43 6.01
(Z5b ¼ 10) 4 1.06 1 72.27 22.08 4.68
CPL4 (Z5b ¼ 1) 7.04 1.51 1 102.66 30.55 6.95
(Z5b ¼ 10) 4.34 1.07 1 72.67 22.17 4.96
65 65 CPL1 (Z5b ¼ 1) 17.83 3.18 1 206.32 64.46 5.90
(Z5b ¼ 10) 11.19 2.22 1 148.21 46.67 4.50

CPL2 (Z5b ¼ 1) 16.19 3.24 1 198.30 61.80 5.82
(Z5b ¼ 10) 10.81 2.20 1 152.91 45.63 4.77
CPL3 (Z5b ¼ 1) 16.22 3.41 1 204.53 62.01 6.25
(Z5b ¼ 10) 10.63 2.23 1 144.63 44.54 4.64
CPL4 (Z5b ¼ 1) 19.41 3.58 1 213.61 62.31 7.28
(Z5b ¼ 10) 11.58 2.27 1 151.50 45.18 5
129 129 CPL1 (Z5b ¼ 1) 64.97 8.08 1 424.67 128.84 6.30
(Z5b ¼ 10) 37.23 5.09 1 299.59 91.76 4.56
CPL2 (Z5b ¼ 1) 55.34 7.49 1 420.35 122.27 5.67
(Z5b ¼ 10) 34.24 4.79 1 317.16 89.55 4.73
CPL3 (Z5b ¼ 1) 53.61 7.61 1 422.53 125.68 6.04
(Z5b ¼ 10) 35.30 4.95 1 298.50 86.92 4.68
CPL4 (Z5b ¼ 1) 72.86 9.15 1 435.13 124.68 7.35
(Z5b ¼ 10) 36.12 5.33 1 314.07 91.75 5.01
The main problem investigated in this work is the influence of the cross-
diffusion coupling on the performances of the numerical algorithms. The numerical
data presented in Tables 3 and 6 show that the influence of the cross-diffusion
coupling on the convergence rate is not as obvious as in the case of the linear test
problems. Concerning this problem, the following observations can be made:
. in many cases, the convergence rate for the case CPL4 is higher than that for the
case CPL1;
. for Z5b ¼ 10 and both sets of Stefan–Maxwell diffusion coefficients, the conver-
gence rate does not practically depend on the cross-diffusion coupling;
. for Z5b ¼ 1, the cross-diffusion coupling significantly influences only the conver-
gence rate of MG-PGS for set B1;
. the convergence rate of the numerical algorithms for the set B2 is smaller than that
for the set B1;
. the increase in Z5b from 1 to 10 increases the convergence rate;
. the convergence rates of the modified Picard iteration and MG algorithms are
comparable;
. the mesh behavior of the convergence rates of the nonlinear MG and the modified
Picard iteration is excellent.
Table 5. Average values of the efficiency, s, for the nonlinear test problem; set B1 of the Stefan–Maxwell diffusion coefficients
Modified Picard
GMRES (m) BICGSTAB
Non ( 103) IC CC ( 103) Non IC CC ( 103)
Mesh Case Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
33 33 CPL1 0.421 0.182 145 71.8 1.91 1.19 1,900 886 2,140 980 20.7 10.2
CPL2 0.343 0.175 121 69 1.56 1.13 1,540 857 1,680 893 17.3 9.97
CPL3 0.340 0.171 120 68.8 1.5 1.1 1,490 810 1,620 838 17.2 9.85
CPL4 0.351 0.167 111 63 1.34 1 1,390 738 1,410 764 17.9 9.49
65 65 CPL1 2.24 0.884 480 215 7.42 4.63 3,970 1,780 4,210 1,910 86.2 41
CPL2 1.68 0.816 403 204 6.12 4.42 3,150 1,760 3,330 1,780 70.0 41.6
CPL3 1.54 0.786 390 201 5.61 4.32 2,980 1,630 3,060 1,700 68.9 39.3
CPL4 1.71 0.768 377 184 5.2 3.89 2,880 1,530 2,860 1,550 74.4 38.2
129 129 CPL1 15.5 5.53 2,090 827 29.4 18.3 8,130 3,600 8,400 3,730 387 174
1287
CPL2 11.1 4.89 1,630 750 24.6 17.6 6,740 3,640 6,670 3,480 292 174
CPL3 9.63 4.95 1,490 758 22.2 17.2 6,100 3,360 6,170 3,330 280 169
CPL4 12.3 4.44 1,680 716 20.8 15.1 5,920 3,110 5,760 3,090 321 158
MG-PGS MG-ALGS
Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
468.1 461.2 334.3 334

548.7 467.5 372.7 340.2
542.4 464 371.3 340.2
573.98 462.5 372.9 337.1
478.6 472.7 348.7 345.7
576.6 478.7 390.6 352.9
569.8 475.5 388.5 353.1
601 475.1 388.3 351.4
481.8 477.2 357 354.6
592.3 487.6 403.8 363.5
588.5 485.5 403.3 364.1
623.2 485.4 405.6 364.1
, for the nonlinear test problem; set B2 of the

Stefan–Maxwell diffusion coefficients
Modified Picard MG-PGS MG-ALGS
Mesh Case Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
33 33 CPL1 0.1124 0.0280 0.214 0.133 0.0742 0.0332

CPL2 0.1274 0.0280 0.182 0.131 0.0583 0.0323
CPL3 0.1263 0.0281 0.204 0.132 0.062 0.0323
CPL4 0.1001 0.0310 0.186 0.131 0.0513 0.0318
65 65 CPL1 0.1157 0.0283 0.215 0.138 0.0737 0.0364
CPL2 0.1320 0.0285 0.199 0.137 0.0679 0.0354
CPL3 0.1323 0.0286 0.20 0.137 0.0749 0.0354
CPL4 0.1125 0.0311 0.197 0.137 0.0569 0.0352
129 129 CPL1 0.1170 0.0284 0.228 0.142 0.0892 0.0387
CPL2 0.1359 0.0287 0.202 0.141 0.078 0.0378

CPL3 0.1339 0.0288 0.215 0.141 0.083 0.0378
CPL4 0.1182 0.0325 0.204 0.141 0.0594 0.0379
Table 7. Average number of preconditioned GMRES and BICGSTAB iterations per modified Picard
iteration step; set B2 of Stefan–Maxwell coefficients
GMRES BICGSTAB
Mesh Case Non IC CC Non IC CC
33 33 CPL1 (Z5b ¼ 1) 14.35 2.85 1 124.70 49.96 12.33

(Z5b ¼ 10) 11.69 2.35 1 138.48 47.71 8.29
CPL2 (Z5b ¼ 1) 13.76 2.71 1 131.22 45.01 12.46
(Z5b ¼ 10) 11.34 2.33 1 134.30 47.26 8.41
CPL3 (Z5b ¼ 1) 13.21 2.68 1 131.34 45.58 12.55
(Z5b ¼ 10) 11.37 2.31 1 135.18 46.86 8.39
CPL4 (Z5b ¼ 1) 10.33 2.69 1 131.75 48.38 11.91
(Z5b ¼ 10) 10.82 2.30 1 135.53 46.47 8.14
65 65 CPL1 (Z5b ¼ 1) 55.88 7.53 1 280.03 91.69 13.05
(Z5b ¼ 10) 39.97 5.30 1 187.64 92.5 8.67
CPL2 (Z5b ¼ 1) 39.92 7.50 1 285.70 89.23 13.39
(Z5b ¼ 10) 32.76 5.39 1 294.89 91.69 8.59
CPL3 (Z5b ¼ 1) 40.88 7.46 1 291.48 91 13.45
(Z5b ¼ 10) 33.24 5.22 1 287.88 90.88 8.50
CPL4 (Z5b ¼ 1) 29.21 6.51 1 296.19 96.28 12.76
(Z5b ¼ 10) 31.82 5.05 1 290.44 90.73 8.14
129 129 CPL1 (Z5b ¼ 1) 241.08 25.85 1 628.27 264.90 13.73
(Z5b ¼ 10) 151.80 16.16 1 589.49 185.14 8.67
CPL2 (Z5b ¼ 1) 158.78 22.21 1 639.11 194.68 14.16
(Z5b ¼ 10) 147.78 15.58 1 594.42 150.89 8.40
CPL3 (Z5b ¼ 1) 165.25 21.43 1 628.99 192.26 13.60
(Z5b ¼ 10) 146.95 15.56 1 605.52 181.15 8.50
CPL4 (Z5b ¼ 1) 131.11 11.34 1 663.71 204.69 11.62
(Z5b ¼ 10) 134.54 14.39 1 597.64 183.42 8.24
Table 8. Average values of the efficiency, s, for the nonlinear test problem; set B2 of the Stefan–Maxwell diffusion coefficients
Modified Picard
GMRES (m) BICGSTAB
Non ( 103) IC CC ( 103) Non ( 103) IC ( 103) CC ( 103)
Mesh Case Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
33 33 CPL1 1.02 0.512 280 145 1.98 1.21 2.48 1.68 3.37 1.97 46.7 19.2
CPL2 1.04 0.498 284 143 2.10 1.21 2.77 1.63 3.22 1.95 50 19.4
CPL3 0.996 0.498 280 143 2.09 1.21 2.76 1.65 3.25 1.93 50.3 19.4
CPL4 0.708 0.489 253 146 1.88 1.24 2.49 1.70 3.10 1.97 42.8 19.4
65 65 CPL1 7.28 3.14 1,150 494 7.74 4.68 5.61 2.28 6.26 3.82 199 79.9
CPL2 5.53 2.59 1,210 503 8.25 4.69 6.12 3.55 6.47 3.79 217 79.3
CPL3 5.69 2.63 1,210 487 8.26 4.70 6.23 3.49 6.62 3.74 219 78.5
CPL4 3.76 2.58 979 484 7.64 4.81 5.86 3.63 6.45 3.83 192 76.9
129 129 CPL1 60.1 22.8 6,940 2,630 30.8 18.6 12.6 7.13 18 7.61 886 337
1289
CPL2 42.6 22.3 6,410 2,540 33.1 18.6 13.8 7.21 14.3 6.22 982 327
CPL3 44 22.3 6,170 2,540 32.9 18.6 13.5 7.36 14 7.47 935 330
CPL4 32.9 21 3,090 2,430 31 19.3 13.4 7.53 14 7.82 754 333
MG-PGS MG-ALGS
Z5b ¼ 1 Z5b ¼ 10 Z5b ¼ 1 Z5b ¼ 10
607.8 464.4 449.8 343.5

568.6 462 411.6 340.8
589.5 462.5 420.8 340.8
556.8 461.1 393.8 339.3
610.7 475.2 448.9 353.4
582.4 472.4 435.3 350.5
585.1 472.9 451.8 350.6
579 472 408.4 349.9
637.1 483.1 484.9 360.5
588.3 480.2 459.5 357.8
613.6 480.7 470.9 350.9
593.3 480.5 415.1 350.2
Figure 2. Dimensionless concentration profiles calculated for the nonlinear test problem; set B1 of Stefan–
Maxwell diffusion coefficients, set (2) of dimensionless reaction rate constants and Z5b ¼ 1; (a) Z1 (x, y);
(b) Z2 (x, y); (c) Z3 (x, y); (d) Z4 (x, y).
To explain the influence of Z5b on the convergence rate of the numerical

algorithms, we calculated the Fick diffusion matrices in some points of the
computational domain. A sample from this calculation is presented in Appendix
C. The data presented in Appendix C show that the increase in Z5b decreases the
Fick cross-diffusion coefficients. The decrease is significant for the interior
points of the computational domain. Based on these data, we may conclude that
for high values of Z5b (the dilution ratio), the effects of cross-diffusion are
negligible.
Tables 5 and 8 show that, for a given mesh, the influence of the cross-
diffusion coupling on the efficiency follows the same rules as in the case of the
average reduction factor; the cross-diffusion coupling does not significantly affect
the efficiency. However, the increase in the number of mesh points influences
significantly the efficiency of the preconditioned conjugate gradient algorithms.
Tables 4 and 7 show that the increase in the number of mesh points increases the
average number of preconditioned GMRES (m) and BICGSTAB iterations per
modified Picard iteration step (with one exception, GMRES (m) preconditioned
by CC).
Figure 3. Dimensionless concentration profiles calculated for the nonlinear test problem; set B2 of
Stefan–Maxwell diffusion coefficients, set (3) of dimensionless reaction rate constants and Z5b ¼ 1;
(a) Z1 (x, y); (b) Z2 (x, y); (c) Z3 (x, y); (d) Z4 (x, y).
5. CONCLUSIONS
In this work we have analyzed the numerical performances of the MG and
modified Picard preconditioned conjugated gradient methods for solving steady-
state, linear=nonlinear multicomponent diffusion-reaction equations in two space
dimensions. Different sets of Stefan–Maxwell=Fick diffusion coefficient matrices
and dimensionless chemical reaction rate constants were used.
The numerical experiments presented in the previous section can be
summarized as follows:
. for the linear test problem, the influence of cross-diffusion coupling on the
convergence rate and efficiency of the numerical algorithms depend on (1) the
smoothing algorithm for the MG method; (2) the preconditioner and the
algorithm for the preconditioned conjugated gradient methods; the increase in
the cross-diffusion coupling decreases the convergence rate and the efficiency;
the decrease is negligible for MG-ALGS and GMRES (m) preconditioned
with CC, relatively significant for BICGSTAB preconditioned with CC,
GMRES (m) preconditioned with IC, and MG-PGS, and significant for the
BICGSTAB preconditioned with IC, non-preconditioned GMRES (m), and

BICGSTAB;
. for the nonlinear test problem, the influence of cross-diffusion coupling on the
convergence rate and efficiency of the numerical algorithms is less evident; for
a given mesh and parameters value, the cross-diffusion coupling does not influ-
and s; the key parameter seems to be the dilution ratio, Z5b;
ence significantly q
high values of the dilution ratio decreases significantly the Fick cross-diffusion
coefficients and implicitly their influence on the numerical performances of the
algorithms.
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APPENDIX A
The matrices used in the numerical experiments of Section 4.1 (the linear test
problem) are the following:
0 1 0 1
1 0:45 0:4 0:5 1 0:45 0:4 0:5
B 0:3 2 0:35 0:4 C B 0:3 2 0:35 0:4 C
B C B C
B C B C
@ 0:45 0:6 3 0:3 A @ 0:45 0:6 3 0:3 A
0:4 0:35 0:3 2 0:4 0:35 0:3 2
ð D1 Þ ð D2 Þ
0 1
1 0:2 0:05 0:16
B 0:05 1:6 0:16 0:17 C
B C
B C
@ 0:14 0:19 1:1 0:56 A
0:15 0:1 0:6 1:35
ð D3 Þ
0 1 0 1
1 0:232 0:118 0:065 1 0:43 0:19 0:265
B 0:105 1:232 0:039 0:101 C B 0:14 1:475 0:025 0:235 C
B C B C
B C B C
@ 0:039 0:013 1:236 0:087 A @ 0:105 0:07 1:475 0:19 A
0:184 0:078 0:109 1:285 0:085 0:245 0:27 1:17
ð D4 Þ ð D5 Þ
These matrices were generated based on the data presented in Ref. [1, 23, 24].
However, it must be mentioned that in Ref. [1, 23, 24], 4 4 Fick diffusion matrices
are not presented.
According to Ref. [1], they must be positive definite; this property was verified
according to the following sufficient procedure. For a 4 4 matrix D ¼ (Dij), we
know that D is positive definite if and only if [33]:
hDx; xi > 0; 8x 2 R4 ; x 6¼ 0 ðA1Þ
But, we can write the expression (A1) as:
!
X
4 X
4 X4
1
1
2 2
hDx; xi ¼ Dij xj xi ¼ Dii xi þ xi xj Dij þ Dji þ Djj xj
i¼1 j¼1 i;j¼1; i <j
3 3
ðA2Þ
According to (A2), a sufficient condition for D to be positive definite would be that

each quadratic polynomial in the sum is positive definite, i.e.,:

2 4
Dii > 0; Dij þ Dji Dii Djj < 0; 8i; j ¼ 1; . . . ; 4; i 6¼ j: ðA3Þ
9
Remark 1. The idea to apply such a sufficient condition comes from the fact that
the Fick diffusion matrices for MCD real-life problems are ‘‘sufficiently’’ diagonally
dominant (see, e.g., Ref. [1]).
APPENDIX B
The values of the Stefan–Maxwell diffusion coefficients used for the numerical
experiments of Section 4.2 are:
– set B1:

D12 ¼ 0:22;
D13 ¼ 0:31;
D14 ¼ 0:25;
D15 ¼ 1:0;

D23 ¼ 0:35; D
24 ¼ 0:1; D25 ¼ 1:18;

D34 ¼ 0:43;
D35 ¼ 1:2;

D45 ¼ 1:3
– set B2:

D12 ¼ 6:326; D
13 ¼ 4:2523;
D14 ¼ 0:247;
D15 ¼ 1:0;

D23 ¼ 4:978; D24 ¼ 0:189;
D25 ¼ 5:178;

D34 ¼ 3:325;
D35 ¼ 1:27;

D45 ¼ 0:987
Dij ¼
Note that Dji ; i 6¼ j: The data presented in Refs. [1, 23, 24] were used for
the calculation of these values of the Stefan–Maxwell diffusion coefficients. How-
ever, it must be mentioned that in Refs. [1, 23, 24], 5 5 Stefan–Maxwell diffusion
matrices are not available.
APPENDIX C
Values of the Fick diffusion coefficients computed for different points of the
computational domain and parameters values:
Set B1
Z5b ¼ 1
0 1 0 1
1 0:657 0:548 0:629 0:518 0:128 0:106 0:125
B0 0:371 0 C B
0 C B 0:312 0:662 0:249 0:435 C
B C
B C B C
@0 0 0:493 0 A @ 0:108 0:103 0:668 0:098 A
0 0 0 0:419 0:203 0:287 0:158 0:534
ðx; yÞ 2 qX ðx; yÞ ¼ ð0:5; 0:5Þ
Z5b ¼ 10
0 10 1
1 0:272 0:193 0:257 0:871 0:098 0:069 0:094
B0 0:845 0 C B
0 C B 0:099 0:932 0:069 0:228 C
B C
B CB C
@0 0 0:952 0 A @ 0:016 0:015 1:01 0:014 A
0 0 0 0:941 0:052 0:124 0:034 0:901
ðx; yÞ 2 qX ðx; yÞ ¼ ð0:5; 0:5Þ
Set B2
Z5b ¼ 1
0 10 1
1 2:397 0:748 0:602 0:766 0:055 0:216 0:216
B0 5:695 0 0 C B 0:103 1:108 0:085 0:287 C
B CB C
B CB C
@0 0 1:956 0 A @ 0:01 0:015 1:78 0:011 A
0 0 0 0:395 0:262 0:465 0:217 0:716
ðx; yÞ 2 qX ðx; yÞ ¼ ð0:5; 0:5Þ
Z5b ¼ 10
0 10 1
1 0:403 0:094 0:215 0:953 0:072 0:037 0:089
B0 5:265 0 C B
0 C B 0:0061 3:42 0:0023 0:12 C
B C
B CB C
@0 0 1:357 0 A @ 0:00091 0:0034 1:33 0:0009 A
0 0 0 0:776 0:051 0:253 0:019 0:879
ðx; yÞ 2 qX ðx; yÞ ¼ ð0:5; 0:5Þ

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On: 11 August 2014, At: 07:38

Numerical Heat Transfer, Part A:

Preconditioned Conjugate Gradient and

To link to this article: http://dx.doi.org/10.1080/10407782.2014.915674

PLEASE SCROLL DOWN FOR ARTICLE

PRECONDITIONED CONJUGATE GRADIENT AND

Gheorghe Juncu1, Aurelian Nicola2, Constantin Popa2, and

In a series of two papers, we analyze the numerical performances of the preconditioned

Received 18 July 2013; accepted 5 March 2014.

in a catalyst pellet. Multicomponent molecular diffusion, Knudsen diffusion, and

spatial partitioning algorithm—a process similar to additive Schwarz decomposition.

. the inﬂuence of the cross-diffusion coupling on the convergence rate of the

. to develop a strategy of investigation that emphasizes very clearly the inﬂuence of

2. THE DIFFUSION-REACTION PROBLEM

The matrix of the mole-based multicomponent Fick diffusion coefﬁcients, Di,j, is

Z1 þ Z2 þ Z3 þ Z4 þ Z5 ¼ constant ¼ ð Z1 þ Z5 Þjðx; yÞ2 qX ¼ Z1b þ Z5b

. for the nonlinear test problem, Dref ¼ D15 ;

3.2. Numerical Algorithms

the MG cycle (iteration) looks like:

. perform two smoothing steps:

Zhm ¼ RELAX 2 ðZhm ; Lm m

. compute the residual:

. transfer the residual to the next coarse grid, m 1, by full weighting:

. transfer the solution to the next coarse grid, m 1, by injection;

. correct the residual:

Zhm ¼ Zhm þ I2h

. perform one smoothing step:

Zhm ¼ RELAX ðZhm ; Lm m

where I is the (N 2) (N 2) identity matrix. The blocks Aij are (N 2) (N 2)

kþ1=2;l k1=2;l k;lþ1=2 k;l1=2

where De 0 is the complete=incomplete Cholesky factorization (symbolized by CC=IC)

3.3. The Preconditioning Techniques

A11 A12 A13 A14 Z1 b

where D0 correspond to the ﬁve-point stencil ﬁnite difference discretization of the

According to these considerations, we propose as preconditioner the matrix:

in the following three cases:

e q Þ ; q ¼ 1; 2; 3; in the preconditioned matrices will look as:

3.3.1. Comments on spectra of the preconditioned matrices. If by r(T)

e 1 ¼ AP1 ¼ ½ðD  D0 Þ þ ð@  IÞðI4  D

If the two matrices D  D0 D e 1 and @  De 1 in (21) were symmetric, according to

rð@Þ ¼ f0; h2 ðk2 þ k4 Þ; h2 x1 ; h2 x2 g ð23Þ

3.3.2. Spectral properties for the diagonal blocks of the split

< Sx; x >

Proposition 3.1. ([32, 33]) Let S, T be spectrally equivalent as in (27) and

a Cholesky decomposition of T. Then:

e and Aii, i ¼ 1, . . . , 4 are spectrally equivalent (because

minf min fDii g; ðk1 þ k3 Þ; k2 ; k4 ; k5 g cond2 ðC 1 Aii C T Þ

3.3.3. Spectral properties for the off-diagonal blocks of the split

where d 2 {Dij, i, j ¼ 1, . . . , 4, i 6¼ j}, k 2 {0, ki, i ¼ 1, . . . , 5} with the appropriate

If this happens, the inequalities (33) and (34) give us:

cond2 ðC 1 Aij C T Þ c ð37Þ

1. k1 ¼ 1, k2 ¼ 0.4, k3 ¼ 0.5, k4 ¼ 0.2, k5 ¼ 0.1;

The values assigned to Z5 on the boundary are Z5b ¼ 1, 2, 5, 10.

4.1. Linear Test Problem

. with one exception (matrix D3, case CPL4, numerical algorithms—MG-PGS,

, for linear test problem

33 33 CPL1 0.0899 0.00126 0.245 0.823 0.575 0.0051 0.128 0.0296

CPL3 0.745 0.177 0.439 0.959 0.879 0.0128 0.172 0.0441

The numerical values presented in Tables 1 and 2 show that:

Mesh Case Non IC CC Non IC CC PGS ALGS

33 33 CPL1 66.5 25.1 288 220.7 263.8 1,564.5 135 144.9

rate of BICGSTAB preconditioned with CC, GMRES (m) preconditioned with IC

e 1 ¼ AP1 ¼ ½ðD D0 Þ þ ð@ IÞðI4 D

If the two matrices D D0 D e 1 and @ De 1 in (21) were symmetric, according to