EFFICIENT NUMERICAL ALGORITHM FOR THE ESTIMATION OF

MASS TRANSPORT PARAMETERS IN CONTAINMENT APPLICATIONS

T. Venkata Bharat
Ph.D. Research Scholar, Civil Engg., Indian Institute of Science, Email: tvbharat@gmail.com, Bangalore – 560012
P. V. Sivapullaiah
Professor, Civil Engg., Indian Institute of Science, Email: siva@civil.iisc.erntet.in,, Bangalore – 560012
M. M. Allam
Professor, Civil Engg., Indian Institute of Science, Email: mehter@civil.iisc.erntet.in,, Bangalore – 560012

ABSTRACT: Due to mixed boundary conditions expected in containment applications, analytical solutions are not available for
mathematical modeling of the contaminant transport. Thus, in these situations, the transport is modeled based on approximate
numerical solutions to the Advective-Diffusion Equations (ADE) along with appropriate initial and boundary conditions. The
numerical errors which arise due to these approximate solutions may result in poor convergence of the optimization algorithms which
results in inaccurate estimation of design parameters. Thus, in this work, an investigation is carried out to estimate the numerical
errors due to change in Fourier number and time steps and also computational time for forward solutions using three finite difference
schemes. A novel numerical algorithm is proposed which uses a combination of explicit and implicit finite-difference numerical
schemes for avoiding the huge numerical errors and to save computational time. The proposed algorithm is robust, accurate and
computationally efficient.

1 INTRODUCTION 2 MATHEMATICAL MODEL

Study of chemical contaminant transport through soil has One-dimensional contaminant transport in soil in the absence
drawn much attention of large research community for the past of advective flow can be expressed using the following form of
two decades due to groundwater contamination. Mathematical Fick’s second law (Rowe et al., 1992):
modeling of contaminant transport through soils is inevitable for ∂c nD ∂ 2c
the estimation of mass transport parameters such as diffusion = (1)
∂t α ∂x 2
coefficient and retardation factors. These parameters are useful
where, D is the effective diffusion coefficient, c is the
not only for the design of engineered barrier systems but also for
interpreting the laboratory column or diffusion studies to the real concentration of the solute in pore fluid at time t and spatial
transport problems at site. For estimating these design location x , n is the soil porosity and α is the capacity factor.
parameters, the theoretical models are solved mathematically. The finite mass boundary conditions (flux boundary
However, due to complex boundary conditions, analytical conditions) are more appropriate to use in the model for the
solutions are not available for all transport problems. Thus, in problem of contaminant transport through landfill liners. The
these situations, the transport is modeled using approximate finite mass represents the depletion of an initial mass of
numerical solutions to the Advective-Diffusion Equations contaminant from a source reservoir through contaminant
(ADE) along with appropriate initial and boundary conditions. migration into porous media and restitution in the collector
The inverse analysis or the parameter estimation involves, reservoir is employed. In this case, the concentrations are
obtaining theoretical solutions, for assumed sets of design determined as the difference between an initial mass of
parameters using approximated numerical schemes; and contaminant in a fixed volume of solution located adjacent to the
comparing with the observed data. The error between the boundaries and the amount that has flowed into and out of the
theoretical and observed data is minimized by optimization clay material.
techniques. In any optimization technique, the best combination The concentration at any time instant at the upper boundary
of design parameters is searched in the solution space by can be represented as
reaching a best location (where error is minimum) from the ∂c nD ∂c
|In = |x = 0 (2)
initial guess location. Thus the inverse analysis needs the ∂t H s ∂x
solution of forward problem for different combinations of the Similarly, the concentration at any time instant at the lower
mass transport parameters (Bharat et al., 2008). However, as the boundary can be represented as
implicit numerical solutions are not conditionally stable
∂c nD ∂c
(Bieniasz, 1999), at large time steps the estimated solutions may |Out = − |x = L (3)
be erroneous. Thus, the numerical errors due to the approximate ∂t H c ∂x
solutions may result in poor convergence of these optimization The initial condition in general encountered is
algorithms and which results in estimation of bad combination of c ( 0 < x < L, t = 0 ) = c0 (4)
design parameters.
Thus, the present study focuses on effect of time step and c ( x = 0, t = 0 ) = c0 (5)
Fourier number (FN) on different finite different schemes. c ( x = L, t = 0 ) = 0 (6)
Further the concept of using a combination of explicit and
Solute concentration at any spatial location and time instant
implicit finite-difference numerical schemes in same algorithm
is proposed. The algorithm switches between these schemes c ( x ,t ) can be obtained by solving the governing equation Eq
depending on the optimal time step, convergence and stability (1) along with initial and boundary conditions Eq. (2) through
limits of the schemes at a given set of design parameters. (6) simultaneously.
The commonly employed technique to solve partial differential ⎛ B′ D2 0 0 " ⎞ ⎛ c2 ⎞ ⎛ K 2′ ⎞
n +1

equations in contaminant transport problems is finite difference ⎜ 2 ⎟ ⎜ n +1 ⎟ ⎜ ⎟

numerical techniques. Three finite difference (FD) schemes are ⎜ A B3 D3 0 " ⎟ ⎜ 3 ⎟ ⎜ K3 ⎟
c
available based on the time discretization procedures. ⎜ 3
⎟⎜ # ⎟ ⎜ ⎟
⎜ 0 A4 B4 D4 " ⎟⎜ ⎟ = ⎜ K4 ⎟
2.1 Explicir scheme ⎜ ⎟⎜ # ⎟ ⎜ ⎟
⎜ # # # # # ⎟ ⎜ c n +1 ⎟ ⎜ # ⎟
Discretization of the governing equation in fully explicit scheme ⎜ ⎟⎜ M − 2 ⎟ ⎜ ⎟
⎜ 0 AM −1 BM −1′ ⎟⎠ ⎜⎝ cM −1 ⎟⎠ ⎜⎝ K M −1′ ⎟⎠
n +1
gives: ⎝ " 0
cin +1 − cin nD 1 To obtain the concentration vector in the n + 1th time level,
Δt
=
α Δx 2
( cin+1 − 2cin + cin−1 ) −1
⎛ c2n +1 ⎞ ⎛ B2′ D2 0 0 " ⎞ ⎛ K 2′ ⎞
after simplification, ⎜ n +1 ⎟ ⎜ ⎟ ⎜ ⎟
cin +1 = cin (1 − 2 FN ) + FN ( cin+1 + cin−1 ) (7) ⎜ c3 ⎟ ⎜ A3 B3 D3 0 " ⎟ ⎜ K3 ⎟
⎜ # ⎟ ⎜ ⎟ ⎜ ⎟
Discretization of the boundaries in implicit scheme gives, ⎜ ⎟=⎜ 0 A4 B4 D4 " ⎟ ⎜ K 4 ⎟ (11)
⎜ # ⎟ ⎜ ⎟ ⎜ ⎟
c1n +1 − c1n
Δt
=
nD
H s Δx
( c2n +1 − c1n +1 ) ⎜ c n +1 ⎟ ⎜ #
⎜ M −2 ⎟ ⎜
# # # # ⎟ ⎜ # ⎟
⎟ ⎜ ⎟
⎜ n +1 ⎟ ⎜ " AM −1 BM −1′ ⎠⎟ ⎝⎜ K M −1′ ⎠⎟
concentration at the inlet boundary of the soil at n + 1 time level ⎝ cM −1 ⎠ ⎝ 0 0
is given by The inverse of the tridiagonal matrix is obtained by Thomas
algorithm which uses Gauss elimination technique.
c1n +1 = χ1c1n + χ 2c2n +1 (8)
2.3 Implicit scheme
⎛ nDΔt ⎞ ⎛ nDΔt ⎞ ⎛ nDΔt ⎞
where, χ1 = 1 ⎜1 + ⎟ and χ 2 = ⎜ ⎟ ⎜1 + ⎟ The finite difference discretization of the governing equation in
⎝ H s Δx ⎠ ⎝ H s Δx ⎠ ⎝ H s Δx ⎠
this scheme:
Similarly at the outlet boundary of the soil sample,
cin +1 − cin nD 1
cMn +1 = χ 3cMn + χ 4cMn +−11 (9)
Δt
=
α Δx 2
( cin++11 − 2cin +1 + cin−+11 )
⎛ nDΔt ⎞ ⎛ nDΔt ⎞ ⎛ nDΔt ⎞ arranging the concentration terms of n th and n + 1th time levels on
where, χ 3 = 1 ⎜1 + ⎟ and χ 2 = ⎜ ⎟ ⎜1 + ⎟
⎝ H c Δx ⎠ ⎝ H c Δx ⎠ ⎝ H c Δx ⎠ different sides,
cin +1 − cin nD 1
2.2 Crank-Nicolson scheme (Semi-implicit)
Δt
=
α Δx 2
( cin++11 − 2cin +1 + cin−+11 )
Discretization of the governing equation in C-N scheme gives: Ai cin−+11 + Bi cin +1 + Di cin++11 = K i (12)
cin +1 − cin nD 1
= ⎡( cin++11 − 2cin +1 + cin−+11 ) + ( cin+1 − 2cin + cin−1 ) ⎤ where, Ai = − FN ; Bi = 2 FN ; Di = − FN ; and K i = cin
Δt α 2Δx 2 ⎣ ⎦
cin +1 − 0.5 ( cin++11 − 2cin +1 + cin−+11 ) = cin + 0.5 ( cin+1 − 2cin + cin−1 )
substituting Eq. (8) and (9) into Eq. (12) gives
at i = 2, B2′c2n +1 + D2c3n +1 = K 2′
Simplifying further by separating the concentration terms
of nth and n + 1th time levels, where B2′ = ( B2 + A2 χ 2 ) and K 2′ = ( K 2 − A2 χ1c1n )
Ai cin−+11 + Bi cin +1 + Di cin++11 = K i (10)
similarly, at i = M − 1, AM −1cMn +−12 + BM −1′cMn +−11 = K M −1′
nDΔt
where, FN = ; Ai = −0.5 FN ; Bi = (1 + FN ) ; Di = −0.5 FN ; where, BM −1′ = ( BM −1 + DM −1χ 4 ) and K M −1′ = ( K M −1 − DM −1χ 3cMn )
αΔx 2
and K i = ( 0.5 FN ) cin + (1 − FN ) cin + ( 0.5 FN ) cin−1 To obtain the concentration vector in n + 1th time level it is
Substituting values of c1
n +1
and cMn +1 from Eq. (8) and (9) into Eq. represented in the same form as Eq. (11) and then solved.

(10), at i = 2, the equation becomes,

A2 ( χ1c1n + χ 2c2n +1 ) + B2c2n +1 + D2c3n +1 = K 2 3 COMPUTATIONAL-TIME AND ERROR
ESTIMATION OF FINITE DIFFERENCE SCHEMES
after simplification it gives,
B2′c2n +1 + D2c3n +1 = K 2′ Temporal or spatial variation of concentration of the
contaminants in the soil mass is estimated by simultaneously
where B2′ = ( B2 + A2 χ 2 ) and K 2′ = ( K 2 − A2 χ1c1n ) solving system of PDEs (Eqs. (1) through (6)) using numerical
methods which are described in the previous section. However,
similarly, at i = M − 1,
in reality, the temporal concentration data is available from the
AM −1cMn +−12 + BM −1cMn +−11 + DM −1 ( χ 3cMn + χ 4cMn +−11 ) = K M −1 landfill monitoring systems and laboratory contaminant transport
after simplification, studies. The mass parameters such as diffusion coefficient and
sorption parameters need to be estimated from this available
AM −1cMn +−12 + BM −1′cMn +−11 = K M −1′ concentration data. This analysis is termed as inverse method or
where, BM −1′ = ( BM −1 + DM −1χ 4 ) and K M −1′ = ( K M −1 − DM −1χ 3cMn )
back analysis which requires computation of enormous number
of forward solutions for different sets of mass transport
Thus the matrix form of Eq. (4) is parameters and estimation of error from the observed and
computed data. The stability and convergence of the numerical
solutions is dependent on the mass transport parameters and
finite difference mesh parameters. At a given location in the
solution space (parametric space) for inverse analysis, thus, the
stability and convergence of the FD schemes depends on the
mesh parameters. To estimate the influence of the mesh
parameters on the stability and convergence of the finite Table 1. Computational time of the explicit scheme for through-
difference numerical schemes, a forward solution is computed diffusion forward model
using semi-analytical solution for through diffusion problem and
used as benchmark to test the accuracy of the numerical schemes
Time Computati
at different time steps or Fourier numbers (Rowe and Booker, Fourier
step RMSE -onal time
1998). number
(sec) (sec)
The error between the analytical solution and numerical
solutions is computed using the following root mean square error 0.05 0.01889 1.02e-05 280.5
formula using the data from inlet and outlet reservoirs of the
through-diffusion apparatus: 0.1 0.03779 1.01e-04 144.2
⎧(c
⎪ in, anal ( ti ) − cin , num ( ti ; D,α ) ) + ( cout , anal ( ti ) − cout , num ( ti ; D,α ) ) ⎪
N
2 2
⎫
rmse = ∑ ⎨ ⎬ 0.5 0.18896 1.04e-07 28.3
i =1 ⎪ 2N ⎪⎭
⎩
(13) 1.0 0.37793 1.26e-04 14.1
where, cin , anal and cout , anal are the computed data of temporal
concentration in the inlet reservoir and outlet reservoirs 1.3 0.49131 2.02e-04 11.2
respectively using analytical solution; cin , num and cout , num are the
The RMSE and computational-time required for C-N and
computed data of temporal concentration in the inlet reservoir implicit schemes are shown in Fig. 2 and 3.
and outlet reservoirs respectively using numerical solutions.

0.00001
4 RESULTS AND DISCUSSIONS

Root mean squared error (Log)

0.0001
To estimate the analytical solution for the forward problem,
the parameters L = 1.0cm, H f = H c = 5.0 and n = 0.4 for soil 0.001 C-N
and experimental apparatus are used. The mass transport Implicit
parameters of D = 12 × 10−6 and α = 17.2 are assumed to 0.01
compute the temporal variation of the concentration within the
inlet and outlet reservoirs. The analytical solution of 0.1
concentration data for this set of parameters is shown in Fig. 1.
A computational grid with 1000 nodes is considered to 1
compute the numerical solution for this problem. 0 100 200 300 400
Fourier number
1
Fig. 2. Computational error against Fourier number for C-N and
0.8 Inlet implicit schemes.
Outlet 160
0.6
Computational time (sec
c/c0

0.4 120

0.2 80

0 40
0 2 4 6
Time (days)
Fig. 1. Analytical solution for through-diffusion test
Finite difference numerical solutions are obtained using
Explicit, C-N and Implicit schemes using different Fourier
numbers or time steps.
Explicit FD scheme is stable only if Fourier number
FN ≤ 0.5 as can be seen in the Eq. (7), the coefficient of
cin becomes negative for FN > 0.5 .Thus the error values and the
computational-time required for explicit scheme to compute one
forward solution is shown in Table 1 at different time step
varied. The time steps in explicit scheme are chosen such that
the FN does not cross 0.5 .
Due to very small time steps, the error estimation do not follow
any pattern however lies near small values such as 10e-04 at
small time steps. The computational time is significantly
reduced with increase in the time step.
8 10
12
0
1 10 100 1000
Time step (sec)
Fig. 3. Computational time against FD time step for C-N and
Implicit schemes
In case of semi-implicit and fully implicit finite difference
schemes, require the solution of simultaneous linear
equations at each time step (Eq.(11)). The number of
required iterations may become large, particularly for
large time increments and small space mesh size.
However, these FD schemes are generally stable for
considerably large time steps. Fig. 2 shows that increase
of error with C-N scheme for the given problem is
considerably high with the increase in FN. The analysis
indicates that the error can go up to 1.24e-02 for FN = 38
for the present problem. On the other hand, fully implicit
scheme is more stable compared to C-N scheme at higher
FN values. However, the error increment does not follow
any particular trend (Fig. 2), can cause uneven
distribution of the error on parametric search space. The
computational-time for both the schemes is quite high
when the time step is below the value of 10.
Thus, automatic time stepping techniques can cause
considerable error to the numerical solutions even though
the truncation errors are negligible. This error propagation
in the search space can mislead the inverse models (either
classical techniques or swarm intelligence techniques) and
results in poor estimation of the mass transport
parameters.
From the above analysis it can be observed that when the
required time step computed based on the FN falls below 1.0 for
implicit schemes, explicit scheme is preferred to use and at
higher time steps fully implicit scheme can be used
advantageously. Hoverer, C-N or fully implicit schemes should
not be used with higher time steps when FN crosses 100.
An adjustable numerical scheme is developed for inverse
problems in contaminant transport problems which switches
between these three schemes depending on the time step
requirement and Fourier number. The proposed scheme is
accurate due to restriction on using high FN values and fast
because of using alternative schemes.

5 CONCLUSIONS

As the implicit schemes are unconditionally not stable, the

present study shows that, use of high FN values can result in
erroneous estimation of temporal concentration data of the
contaminants. This in turn result in poor estimation of mass
transport parameters in inverse analysis. On the other hand, at
small FN values, time steps can become very small and the
algorithm may become very slow. Thus, the present study
proposed to use a combination of explicit and implicit
techniques which switch over between them depending on the
FN values and time step needed. The proposed concept is useful
especially in inverse analyses.

6 REFERENCES

Barone, F. S., Rowe, R. K. & Quigley, R. M. A laboratory

estimation of diffusion and adsorption coefficients for several
volatile organics in a natural clayey soil. Journal of
Contaminant Hydrology 1992; 10: 225–250
Rowe, R.K., Booker, J.R. POLLUTE v.6.3.6 – 1-D Pollutant
Migration Through a Non- Homogeneous Soil. 1983, 1990,
1994, 1997, 1998. Distributed by GAEA Environmental
Engineering Ltd., 1998
Bharat, T. V., P. V. Sivapullaiah and M. M. Allam, Accurate
parameter estimation of contaminant transport inverse
problem using particle swarm optimization, in: Proceedings
of IEEE Swarm intelligence symposium, 1-7, 2008
L. K. Bieniasz, Finite-difference electrochemical kinetic
simulations using the Rosenbrock time integration scheme.
Journal of Electroanalytical Chemistry, 469 (2), 97-115,
1999.

ACKNOWLEDGEMENTS

The authors thank Dr. N. Munikrishna (Post doctorate fellow,

NASA) for valuable discussions.