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Journal of Hydrology 270 (2003) 49–64

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Comparison of finite difference and finite element solutions


to the variably saturated flow equation
M.J. Simpsona, T.P. Clementa,b,*
a
Centre for Water Research, The University of Western Australia, Nedlands, WA 6907, Australia
b
Department of Civil Engineering, Auburn University, AL 36849, USA
Received 30 November 2001; revised 5 July 2002; accepted 19 July 2002

Abstract
Numerical solutions to the equation governing variably saturated flow are usually obtained using either the finite difference
(FD) method or the finite element (FE) method. A detailed comparison of these methods shows that the main difference between
them is in how the numerical schemes spatially average the variation of material properties. Further differences are also observed
in the way that flux boundaries are represented in FE and FD methods. A modified finite element (MFE) algorithm is used to
explore the significance of these differences. The MFE algorithm enables a direct comparison with a typical FD solution scheme,
and explicitly demonstrates the differences between FE and FD methods. The MFE algorithm provides an improved
approximation to the partial differential equation over the usual FD approach while being computationally simpler to implement
than the standard FE solution. One of the main limitations of the MFE algorithm is that the algorithm was developed by imposing
several restrictions upon the more general FE solution; however, the MFE is shown to be preferable over the usual FE and FD
solutions for some of the test problems considered in this study. The comparison results show that the FE (or MFE) solution can
avoid the erroneous results encountered in the FD solution for coarsely discretized problems. The improvement in the FE solution
is attributed to the broader hydraulic conductivity averaging and differences in the representation of flux type boundaries.
q 2002 Published by Elsevier Science B.V.
Keywords: Variably saturated flow; Finite difference; Finite element; Numerical solution; Unsaturated flow; Groundwater

1. Introduction (FE) methods are two popular schemes (Wang and


Anderson, 1982; Zheng and Bennett, 1995). Variations
Due to the non-linear physical processes associated of the standard FD and FE methods, such as the sub-
with unsaturated conditions, the governing conserva- domain FE method have also been successfully used to
tion equations for variably saturated flow problems are solve these problems (Cooley, 1983). The choice of
using either an FD or FE method for the solution of
complex. Therefore, the solution of the governing
variably saturated flow problems is largely personal
equation is sought using numerical techniques,
and proponents of a particular method can easily
of which finite difference (FD) and finite element
support the strengths of their preferred solution
* Corresponding author. Address: Department of Civil strategy. This can cause problems when a choice has
Engineering, Auburn University, AL 36849, USA. to be made between these approaches, as it is difficult to
E-mail address: clement@eng.auburn.edu (T.P. Clement). objectively compare the methods in a tangible manner.
0022-1694/03/$ - see front matter q 2002 Published by Elsevier Science B.V.
PII: S 0 0 2 2 - 1 6 9 4 ( 0 2 ) 0 0 2 9 4 - 9
50 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

This difficulty is further amplified because of the rich The objective of this study is to compare the
history of analysts who have consistently promoted efficiency of FD and FE methodologies for solving
one approach over the other. Hence, a study to compare the two-dimensional variably saturated flow equation.
the performance of these methods for several variably In particular, we compare the performance of two
saturated flow problems is required so that a judgment specific methods for the implementation of the FE and
of the preferred solution method can be identified using FD algorithms. This comparison motivated the devel-
a sound physical basis. opment of a modified finite element (MFE) algorithm
Previous investigations directly comparing FE and that enabled an explicit analysis of the significance of
FD formulations for the solution of variably saturated the differences between FE and FD solutions of two-
flow problems are limited. Philosophical discussions dimensional variably saturated flow problems.
comparing the FE and FD methods in a general context
are available, however these are constrained for
2. Background
making qualitative comparisons and provide little
insight into the practical differences observed in the use
2.1. Governing equation
of these techniques. For example, Gray (1984)
presented a comprehensive analysis comparing FE
The governing equation for variably saturated flow
and FD techniques in a general context, while
within a homogeneous, isotropic two-dimensional
Neumann et al. (1975) made some qualitative com-
porous medium is (Clement et al., 1994):
ments upon the differences in FE and FD approaches
for the solution of variably saturated flow problems;
however, no quantitative analysis was invoked. u ›c ›u
S þ
The differences in the performance of FE and FD f s ›t ›t
techniques for variably saturated flow in one-dimen-    
› ›c › ›c ›KðuÞ
sional problems have been more thoroughly analyzed. ¼ KðuÞ þ KðuÞ þ ð1Þ
›x ›x ›z ›z ›z
For example Hayhoe (1978) compared FE and FD
solutions to the one-dimensional, horizontal, water
content form of the variably saturated flow equation. where Ss ½L21  is the specific storage of the porous
He concluded that a linear FE solution was preferable medium, c½L is the pressure head, u is the water
to a higher order FE solution, as well as noting that content, f is the porosity, KðuÞ½LT21  is the hydraulic
some improvement to the usual FD solution was conductivity, t½T is time and x and z are the Cartesian
obtained with alternative inter-nodal hydraulic con- coordinates.
ductivity averaging schemes. Van Genuchten (1982) Eq. (1) describes variably saturated flow under the
compared an FD formulation and several FE formu- conditions that (1) the air phase in the unsaturated zone
lations for the solution of one-dimensional variably does not interact with the fluid, and (2) the spatial
saturated flow and solute transport. This work gave a distribution of fluid density is invariant.
comprehensive description for using several FE
procedures to solve variably saturated, coupled flow 2.2. Finite element algorithm
and solute transport problems. More recently, Celia
et al. (1990) compared one-dimensional FE and FD 2.2.1. Triangular elements
solutions to the variably saturated flow equation and We used linear triangular elements to formulate the
showed that the results were dependent upon the FE solution in this study. Alternatively shaped or
method of temporal discretization chosen for the FE higher order elements may also be used; however,
approach. These analyses are limited because of the linear triangular elements are known to produce a good
focus upon one-dimensional problems. We aim to solution to similar problems and are the simplest two-
show that the true differences in FE and FD solutions dimensional element that allows analytical analysis
are more pronounced in higher dimensional problems (Segerlind, 1984; Cooley, 1992). The typical triangular
and therefore cannot be effectively deduced from these element and nodal structure used in this study are
past one-dimensional studies. shown in Fig. 1. A standard linear interpolation scheme
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 51

is used to form the trial solution as described by


c^ðx; zÞ ¼ cr Nr þ cs Ns þ ct Nt ð2Þ
where,
1
Nr ¼ ½a þ br x þ cr z;
2A r
1
Ns ¼ ½a þ bs x þ cs z;
2A s
1
Nt ¼ ½a þ bt x þ ct z; ar ¼ xs zt 2 xt zs ;
2A t
br ¼ z s 2 z t ; cr ¼ xt 2 xs ; as ¼ x t z r 2 x r z t ;
bs ¼ z t 2 z r ; cs ¼ xr 2 xt ; at ¼ x r z s 2 x s z r ; Fig. 1. Linear triangular element.
bt ¼ z r 2 z s ; ct ¼ xs 2 xr Eq. (3) is integrated using standard techniques to
where c½L is the interpolated pressure head, cr ; cs and
^ develop the element matrix equations (Eisenberg
ct ½L are the discrete values of the pressure head at the and Malvern, 1973; Segerlind, 1984). The non-
element vertices, Nr, Ns and Nt are the linear shape linear equations are linearized by the introduction
functions which depend upon the Cartesian coordi- of a Picard iteration scheme (Cooley, 1983; Celia
nates (x, z ) of the element vertices, and A½L2  is the area et al., 1990); and mass lumping is used to develop
of the element. Note that the terms ar ; as ; at ; br ; bs ; bt ; the capacitance matrix (Neumann, 1973; Celia et al.,
cr ; cs and ct are traditionally used in triangular 1990). The resulting residual equation is:
interpolation schemes to keep the notation succinct 8 e9 2 3
>
> Rr > b2r br bs br bt
(Segerlind, 1984). < > = m m
ðK þ Ks þ Kt Þ 6 m 6 7
7
Res ¼ 2 r 6 bs br b2s bs bt 7
>
> >
> 12A 4 5
2.2.2. Galerkin finite element solution : e;
Rt bt br bt bs b2t
The Galerkin solution technique assumes a trial 8 mþ1 9
>
> c >
solution to the partial differential equation. The < r > = ðK m þ K m þ K m Þ
residual error produced by the trial solution weighted £ cs mþ1
2 r s t
>
> > 12A
: mþ1 > ;
by each shape function is then minimized at each ct
computational node to form an algebraic analogue to 2 38 9
c2 cr cs cr ct > cmþ1 >
the partial differential equation. The residual equation 6 r 7> < r > =
6 7
for element e takes the form:  6 cs cr c2s cs ct 7 cmþ1
4 5> > s >
8 e9 8 e9 : mþ1 > ;
> Rr > > ct cr ct cs c2t ct
>
> > > Nr >>" ( ) ( ) 2 3
< > = ð > < > = › ›c^ › ›c^ 1
e e m 6 7
Rs ¼ Ns KðuÞ þ KðuÞ m m
ðcr Kr þ cs Ks þ ct Kt Þ 6 7
>
> >
> A>> >
> ›x ›x ›z ›z þ 415
>
: e> ; >
: e> ; 6
Rt Nt 1
# 8 † 9
›KðuÞ ›u^ u^ ›c^ 2 3>> u mþ1 > >
þ 2 2 Ss dA ð3Þ 1 0 0 > >
> r >
>
>
›z ›t f ›t A6 7< † = ASs
2 6 4 0 1 07 5 mþ1
us > 2
where A refers to the area of element e, {N e} are the 3 >
> > 3f
>
> >
>
shape functions associated with the element and {R e} 0 0 1 > † >
: mþ1 ;
ut
are the components of the nodal residuals associated 8 † 9
with element e. Summing the residual components of a 2 m 3>> c mþ1 > > 8 9
ur 0 0 > >
> r >
>
> >
> fluxr >>
particular node arising from the surrounding patch of 6 7 < † = < =
elements, and then forcing the residual to zero makes £64 0 u m
0 7
5> cs > >
mþ1 þ flux ð4Þ
s
> >
s
>
>
> > > : >
;
the trial solution approximate the actual solution in a 0 0 um > † > > flux
t : mþ1 ; t
discrete sense at a particular node. ct
52 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

Note that the above system forms the element level to explicitly elucidate the differences between the FD
equations for the two-dimensional variably saturated and FE methods. Secondly, the process of manually
flow equation. The dot above the entries represents a moving between the element formulation and the
temporal derivative, while the superscript m refers to nodal expression is hoped to alleviate the problems
the previous Picard iteration level. associated with the computational assembly process
For the implementation of Eq. (4) in a standard in standard FE formulations, and lead to an efficient
FE code, the terms are evaluated in an element-by- method to store and solve the resulting equations.
element fashion and the resulting equations can be At this point the restrictions placed upon the MFE
assembled together using the direct stiffness method algorithm in its development should be noted. Since
to yield a set of linear equations (Segerlind, 1984). the MFE equations are to be expanded upon an FD
The linear system can be solved using a standard grid, the MFE solutions shall be confined to
matrix solver (Istok, 1989). discretizations with constant, but not necessarily
equal nodal spacing in the x and z directions.
Furthermore, since we are to directly compare the
2.3. Modified finite element algorithm FD and MFE solutions, we restrict the MFE algorithm
to situations where the material properties are not
Typically, in the implementation of an FE code, all allowed to vary from element to element. These
of the input data and manipulation are undertaken in restrictions are necessary in order to enable a
terms of the element structure. Within the solution straightforward comparison between the MFE and
algorithm, the direct stiffness assembly procedure is FD solution techniques. It should be noted that these
used to transform the element information into a set of restrictions do impede the use of the MFE algorithm
linear (or linearized) equations based upon the nodal in comparison with the more general FE approach
structure. The equations are later solved to yield the where both of these restrictions can be relaxed
discrete values of the dependent variable at the new (Neumann, 1973; Cooley, 1983).
iteration level. Once the FE equations have been expanded upon
Unfortunately, swapping between the element and an FD grid, then a single governing relationship may
nodal equation structure in this manner has two major be written for each node, and then applied throughout
limitations. Firstly, the process of preparation and the grid. Developing the FE equations upon an FD-
assembly of the element information is cumbersome. style grid is done by using two different triangular
Secondly, the internal computation required to element orientations as shown in Fig. 2. These
achieve this element to nodal transformation is a elements are used in conjunction with an FD grid as
lengthy computational process. Further, the element shown in Fig. 3. To compute the FE residual for the
and node numbering systems are often ad hoc; hence central node upon this grid, Eq. (4) must be written for
the resulting linear equation system incorporates a each of the six elements that surround the central
large sparse matrix, which poses difficulties in terms computational node. Since the components of the
of efficient storage and solution methods. element matrices depend upon the orientation of the
When an FE formulation is expanded upon an FD- element, Eq. (4) must be reformulated to correspond
like nodal arrangement, the two methods yield a to the two different element orientations. For elements
similar discrete approximation to the partial differen- 1, 3 and 5 which are all oriented in the same way,
tial equation (Zienkiewicz and Cheung, 1965; Pinder evaluating the element matrices in terms of the FD
and Gray, 1976; Cooley, 1983). This observation is grid spacing yields a residual equation,
the motivation for the development of an MFE
algorithm where the standard FE residual expression 8 e9 2 38 mþ1 9
>
> Rr >
> 0 0 0 > cr >
is developed in a nodal form instead of the usual >
> > 6 7>
> >
>
element expression. The development of the FE < > = Dz 2
ðK m
þK m
þK m 6
Þ 7>
< >
=
e r s t 6 7 mþ1
Rs ¼ 2 6 0 1 21 7 cs
solution using this modified strategy has two advan- >
> >
> 12A 6 7> >
>
> > > 4 5>
>
>
>
>
>
tages. Firstly, the discrete MFE equations can be : ; :
e mþ1 ;
directly compared with a standard FD approximation Rt 0 21 1 ct
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 53

2 38 mþ1 9
1 21 0 > cr >
6 7>> >
>
Dx2 ðKrm þKsm þKtm Þ 6 7< mþ1 =
2 6 7
6 21 1 0 7> cs >
12A 4 5>> >
: mþ1 > ;
0 0 0 ct
8 † 9
2 3 2 3> mþ1 >
1 1 00 > > ur >
>
>
>
>
>
m 6 7 6 7> < >
DxðKr 2Ks Þ 6 7 A6 7 † =
m
þ 6 1 7 2 6 0 1 0 7 mþ1
6 7 36 7> us >
6 4 5 4 5> > >
>
> >
1 0 01 > > † >
: mþ1 > ;
ut
8 † 9
2 m 3> > 8 9
ur 0 0 > >
>
>
crmþ1 >
>
>
> >
> fluxr >>
6 7> > > >
ASs 6 7< † = < = Fig. 2. Element orientation and node structure.
2 6 0 us 0 7 mþ1 þ fluxs : ð5Þ
m
6 7 c
3f 4 5>> s >
> > >
> >
>
>
>
> evaluated using the nodal spacings Dx and Dz.
m > > >
> : ;
0 0 ut > † >
: mþ1 ; flux t Although the terms in Eqs. (5) and (6) are almost
ct identical, they really should not be compared with each
A similar expression can be obtained by evaluating other. This is because the two expressions are written
Eq. (4) for elements 2, 4 and 6 upon completely different, unrelated elements.
8 e9 2 38 mþ1 9 The choice of the element and node numbering is
>
> Rr >> 0 0 0 > cr >
> =
< > m 6 7>>
<
>
>
=
arbitrary. If an alternative element and node numbering
Dz 2
ðK m
þK m
þK Þ
t 66 7 were chosen, then intermediate expressions (5) and (6)
e
Rs ¼ 2 r s
0 1 21 7 c mþ1
> > 6 7> s > would differ, but the final result would be identical. The
>
> > 12A 4 5> >
: e> ; >
: mþ1 > ; current element and node numbering was chosen
Rt 0 21 1 ct
2 38 mþ1 9 because it yielded the most compact intermediate
1 21 0 > c >
6 7>> r > > equations.
Dx2 ðKrm þKsm þKtm Þ 6 7< mþ1 = Now that the FE relations for the specified element
2 6 7
6 21 1 0 7> cs > layout are established, they must be transferred to an FD
12A 4 5>> >
: mþ1 > ; grid, therefore the indices used in Eqs. (5) and (6) must
0 0 0 ct
8 † 9 be replaced by the corresponding FD nodal indices. The
2 3 2 3> > urmþ1 >> structure and nomenclature used for the FD-style
1 100 > >
>
>
>
>
m 6 7 6 7> < >
= expression are shown in Fig. 3. (Note that in the figure
DxðKs 2Kr Þ 6
m 7 A6 7
6 1 7 2 6 0 1 0 7 mþ1 †
the FE notation is given in the interior of the elements
þ 6 7 36 7 > us >
6 4 5 4 5> > >
> and the FD notation is given on the exterior of the
>
> >
>
1 001 : > † > elements.) Since each element contributes one com-
mþ1 ;
ut ponent of the residual at the central node, the total
8 † 9 residual at the central node will be
2 m 3>> crmþ1 >
> 8 9
ur 0 0 > >
>
>
>
> >
> fluxr >>
6 7<> > > > Ri;j ¼ R1s þ R2t þ R3r þ R4s þ R5t þ R6r ð7Þ
ASs 6 7 † = < =
2 6 0 u m
0 7 þ flux :
3f 6 7> cs > >
mþ1
4
s
5> > >
s
>
> where R1s is the residual component from the first
>
> >
> : > >
; element at the sth vertex, R2t is the residual
0 0 um >
> † >> fluxt
t : mþ1 ; component from the second element at the tth
ct
vertex and so on. Each of the residual components
ð6Þ
in Eq. (7) can be deduced from Eqs. (5) and (6).
The expressions (5) and (6) are written by recognizing For example, for element 1, the sth vertex of the element
that the interpolation terms br ; bs ; bt ; cr ; cs and ct can be will contribute a residual to the central computational
54 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

Fig. 3. Element topology used to define the MFE five-star computational molecule relationship.

node. Hence, the component of the residual expression Repeating this process of recognizing which vertex
comes from the Rs row of the FE relation (5) and using of elements 2 –6 would contribute to the central
this information the residual R1s can be evaluated as node, and then expanding the corresponding relation-
ship yields the remaining residual components for
2Dz2 m
R1s ¼ ðKs þ Ktm þ Krm Þðcmþ1
s 2 cmþ1
t Þ each element. Once each of the components of the
12A element residual has been obtained, they can be
† mþ1 † mþ1
Au s S Au m c Dx m substituted into Eq. (7) to develop a discrete form of
2 2 s s s þ ðKr 2 Ksm Þ the governing equation. This relationship is written
3 3f 6
in an FD-style format as
Dx2 m
2 ðK þ Ktm þ Krm Þðcmþ1 2 cmþ1 Þ ð8Þ
12A s s r
acmþ1 mþ1 mþ1 mþ1 mþ1
i;j21 þ bci21;j þ cci;j þ d ciþ1;j þ eci;jþ1 ¼ f ð10Þ
Now that the residual component of element 1 has been where
established we will move from the FE (r, s, t ) notation
to the general FD (i, j ) notation to be consistent with Dx2 m m m m
a¼ ð2Ki;j þ 2Ki;j21 þ Kiþ1;j þ Ki21;j21 Þ;
FD terminology. This is accomplished by simply 12A
comparing the nodal indices in Fig. 3. Eq. (8) can be
Dz2 m m m m
written in terms of the FD indices as: b¼ ð2Ki;j þ 2Ki21;j þ Ki;jþ1 þ Ki21;j21 Þ;
12A
2Dz2 m
R1i;j ¼ m
ðK þ Kiþ1;j m
þ Ki;j21 Þðcmþ1 mþ1
i;j 2 ciþ1;j Þ Dz2
12A i;j d¼ m
ð2Ki;j m
þ 2Kiþ1;j m
þ Ki;j21 m
þ Kiþ1;jþ1 Þ;
† mþ1 † mþ1 12A
Au i;j S s Aumi;j c i;j Dx m m
2 2 þ ðKi;j21 2 Ki;j Þ Dx2 m m m m
3 3f 6 e¼ ð2Ki;j þ 2Ki;jþ1 þ Ki21;j þ Kiþ1;jþ1 Þ;
12A
Dx2 m m m
2 ðK þ Kiþ1;j þ Ki;j21 Þðcmþ1 mþ1
i;j 2 ci;j21 Þ ð9Þ c ¼ 2a 2 b 2 d 2 e;
12A i;j
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 55

†mþ1 curve. Note that the superscript n refers to the previous


† mþ1 2Aum
i;j Ss ci;j Dx m m level of time integration, while the superscript n þ 1
f ¼ 2Au i;j þ 2 ð2Ki;j21 2 2Ki;jþ1
f 6 refers to the values at the current (unknown) time
increment.
m m m m
þ Kiþ1;j 2 Kiþ1;jþ1 þ Ki21;j21 2 Ki21;j Þ: Eq. (11) is the final form of the discrete MFE
equation to be applied at an internal node. The
Eq. (10) is an FE approximation written at a general
structure of Eq. (11) defines a five-star computational
node within the domain.
molecule relationship that avoids the need for global
Before applying Eq. (10) to solve a problem, the
nodal numbering as it relies only upon a local
temporal derivative components must be expressed in
numbering scheme. Note the MFE approximation
terms of the dependent variable. This is achieved using
(11) can be compactly assembled into a penta-
a backward Euler stepping for the pressure storage
diagonal matrix equation that avoids the storage of
term along with the modified Picard linearization
zero entries; this approach is commonly employed in
procedure for the water content term (Celia et al.,
FD algorithms (Clement et al., 1994). This form of the
1990). Note that the modified Picard linearization
MFE equations is useful as it allows a direct
procedure is a specialization of the general lineariza-
comparison to be made between two specific FE and
tion technique described by Cooley (1983). To make
FD methods so that an understanding of the working
the equation compatible with the FD expression, the
differences between these methods can be explicitly
area of the element A½L2  is expressed in terms of nodal
developed.
spacing and then each term is divided through by ðDx
DzÞ: The resulting expression is
2.4. Boundary conditions
mþ1;nþ1
aci;j21 þ bcmþ1;nþ1
i21;j þ mþ1;nþ1
cci;j
Both Dirichlet and Neumann boundaries are
þ d cmþ1;nþ1 þ mþ1;nþ1
eci;jþ1 ¼f ð11Þ considered. Dirichlet nodes occur where the pressure
iþ1;j
head is known a priori at some point on the domain
where boundary. Neumann boundaries occur where a value
1 of the normal flux, q½LT21  is known at some location
m;nþ1 m;nþ1 m;nþ1 m;nþ1
a¼ ð2Ki;j þ 2Ki;j21 þ Kiþ1;j þ Ki21;j21 Þ; along the boundary. The methods for the implemen-
6Dz2
tation of Dirichlet and Neumann boundary condition
1 m;nþ1 m;nþ1 m;nþ1 m;nþ1 are well known and have been documented for the
b¼ ð2Ki;j þ 2Ki21;j þ Ki;jþ1 þ Ki21;j21 Þ;
6Dx2 general FE procedure (Segerlind, 1984). The use of
1 m;nþ1 m;nþ1 m;nþ1 m;nþ1 these principles in the MFE discretization is a
d¼ ð2Ki;j þ 2Kiþ1;j þ Ki;j21 þ Kiþ1;jþ1 Þ;
6Dx2 straightforward extension of the development of the
1 interior node expression.
m;nþ1 m;nþ1 m;nþ1 m;nþ1
e¼ ð2Ki;j þ 2Ki;jþ1 þ Ki21;j þ Kiþ1;jþ1 Þ; The implementation of Dirichlet boundaries in
6Dz2
both FD and FE algorithms are identical. The
m;nþ1 m;nþ1
Ci;j ui;j Ss implementation of Neumann boundaries however, is
c ¼ 2a 2 b 2 d 2 e 2 2 ;
Dt Dtf different. A Neumann boundary is incorporated into
m;nþ1 m;nþ1 m;nþ1
an FD algorithm by writing a discrete form of Darcy’s
ðui;j 2 uni;j Þ Ci;j ci;j um;nþ1
i;j Ss cni;j law at the boundary node where the flux is known
f ¼ 2 2
Dt Dt Dtf (Clement et al., 1994). In an FE algorithm, specified
fluxes are incorporated into the flux vector (Eq. (4))
1 m;nþ1 m;nþ1 m;nþ1 m;nþ1
2 ð2Ki;j21 2 2Ki;jþ1 þ Kiþ1;j 2 Kiþ1;jþ1 that results from the application of integration by parts
6Dz upon the original element-level residual expression
m;nþ1
þ Ki21;j21 m;nþ1
2 Ki21;j Þ (Eq. (3)). These two approaches lead to different
expressions at Neumann boundary nodes for FE and
where C½L21  is the capacity function, which is FD techniques. The mathematical details of these
obtained by computing the slope of the water retention differences are discussed in Simpson (2002).
56 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

2.5. Theoretical comparison of finite difference and independent of the pressure head at the diagonal
finite element solution algorithms nodes. For example, in element 3 (Fig. 3), the
southeast diagonal node is denoted as the tth node
A standard, fully implicit in time and centered in while the central node corresponds to the rth node. To
space FD approximation for Eq. (1) can be written as obtain the residual expression for element 3 requires
(Clement et al., 1994) the expansion of the rth row of Eq. (5), which has two
mþ1;nþ1 matrices involving the unknown pressure heads: one
aci;j21 þ bcmþ1;nþ1
i21;j
mþ1;nþ1
þ cci;j for the x diffusive term and the other for the z
diffusive term. Since the (1,3) entry in the x diffusive
þ d cmþ1;nþ1
iþ1;j
mþ1;nþ1
þ eci;jþ1 ¼f ð12Þ matrix and the (3,3) entry in the z diffusive matrix are
where zeros, the residual expression at the central node
becomes uncoupled from the pressure head at the
1 diagonal node. This uncoupling is also observed for
a¼ ðK m;nþ1 þ Ki;j21
m;nþ1
Þ;
2Dz2 i;j all other elements that are connected to the diagonal
1 nodes. This implies that the residual at the central
b¼ ðK m;nþ1 þ Ki21;j
m;nþ1
Þ; node is not explicitly dependent upon the current
2Dx2 i;j
value of the dependent variable (the pressure head)
1 on the northwest and southeast diagonal nodes.
d¼ ðK m;nþ1 þ Kiþ1;j
m;nþ1
Þ;
2Dx2 i;j Therefore, the dependent variable is only accessed
1 through the vertical and horizontal nodes, which are
e¼ ðK m;nþ1 þ Ki;jþ1
m;nþ1
Þ; the same nodes used by a standard FD approach. The
2Dz2 i;j
nodal value of the hydraulic conductivity however, is
m;nþ1
Ci;j S accessed at all nodes including the diagonal nodes.
c ¼ 2a 2 b 2 d 2 e 2 2 s ;
Dt Dtf Therefore, the FE discretization naturally incorpor-
m;nþ1 m;nþ1 m;nþ1
ates the influence of the hydraulic conductivity
ðui;j 2 uni;j Þ Ci;j ci;j Ss cni;j variation over a greater spatial area than does the
f ¼ 2 2
Dt Dt Dtf FD approximation. This broader representation of the
hydraulic conductivity differs from the standard FD
1
2 ðK m;nþ1 2 Ki;jþ1
m;nþ1
Þ: approximation that only accesses the vertical and
2Dz i;j21 horizontal nodes. These kinds of observations have
In this study, the linear systems generated by both the been previously noted (Cooley, 1983); however, the
FD and the MFE algorithms were solved using a bi- significance of these differences between the FE and
conjugate gradient method (Press et al., 1992). The FD solutions of the two-dimensional variably satu-
multiplying routine was developed to take advantage rated flow equation has not been thoroughly
of the penta-diagonal structure of the equations in analyzed.
both solutions. It should be noted that the FD approximation used
A comparison of the discrete formulations (11) in this comparison study utilizes a specific kind of
and (12) elucidates several important differences approximation to the partial differential equation. The
between the FE and FD approaches. In the discretiza- work of Clement et al. (1994) resulted in a scheme
tion of the diffusive terms for the MFE algorithm, one where an arithmetic mean of the hydraulic conduc-
of the shape function parameters in the MFE equation tivity was employed. Several researchers have found
was always zero for each element. For example, in that alternative averaging schemes can improve the
elements 1, 3 and 5, the br term from Eq. (2) was performance of FD approximations (Hayhoe, 1978;
always zero as the s and t vertices in these elements Haverkamp and Vauclin, 1981). However, we focused
have the same elevation (z value). This leads to upon arithmetic averaging only as it is the most
several entries in the diffusive matrices being zero. intuitive approach and it also allowed us to compare
The result of these zero entries has the convenient our results against standard published results from
effect of making the residual at the central node Clement et al. (1994).
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 57

The comparison of the discrete relationships (11) The water retention curve for the soil is given by:
and (12) has several different implications. Firstly,
since the nodal relationship for the MFE formulation u ¼ 0:6829 2 0:09524 loge lcl; 2 29:484 cm # c;
is similar to the FD approximation in terms of how the u ¼ 0:4531 2 0:02732 loge lcl; 0:0 # c # 229:484 cm:
dependant variable is accessed, it is possible to
transform any working FD model into an equivalent ð13Þ
MFE model with minimal effort. This transformation
has the advantage that the MFE model can now take Similarly the hydraulic conductivity function was
advantage of the penta-diagonal matrix storage posed defined using the relations:
by the form of Eq. (11). This avoids the use of sparse
K ¼ 80; 482:5lcl23:4095 ; 2 29:484 cm # c;
matrix storage methods and solution schemes. Sec-
ondly, the discrete formulations explicitly show how K ¼ 21:5334lcl20:97814 ; 0:0 # c # 229:484 cm:
FE approximations naturally result in an intrinsic ð14Þ
averaging scheme for the hydraulic conductivity over
a broader spatial extent than the FD scheme. The initial conditions for the simulation are
uðx; z; 0Þ ¼ 0:2 for 60 # z # 125 cm; and uðx; z; 0Þ ¼
0:15 þ ðz=1200Þ; for 0 # z # 60 cm (Van Genuchten,
3. Validation of modified finite element algorithm 1982). The flow was initiated using a Dirichlet
boundary at the surface with c ¼ 214:5 cm; the
In order to assess the computational differences base of the column was impervious to flow. Numerical
between the MFE and FD algorithms, first the models simulations were performed with Dt ¼ 0:01 h; and
must be validated. This was achieved by indepen- use spatial discretizations of Dz ¼ 2:5 cm and
dently testing the MFE and FD algorithms against Dx ¼ 2:5 cm: The wetting front profiles generated
several benchmark problems. The benchmark results by the modified algorithm are superimposed upon the
for the FD algorithm have been previously discussed Van Genuchten (1982) solution in Fig. 4. The MFE
in Clement et al. (1994). The results for the MFE algorithm captured both the position and shape of the
algorithm are discussed here. wetting front after 2 and 9 h of infiltration.

3.1. Transient infiltration into a dry soil 3.2. Transient water-table mounding problem

The first test problem relates to a field example of This example was used to verify a two-dimensional
variably saturated infiltration and solute transport. recharge problem involving spatially variable flux
Van Genuchten (1982) provided a numerical solution boundaries. The problem was based upon laboratory
to this field study which was completed by Warrick results presented by Vauclin et al. (1979), which
et al. (1971). Although this problem is a one- reported the transient position of the phreatic surface
dimensional infiltration process, the solution was in a laboratory scale soil box. The domain is a
found upon a two-dimensional mesh. This was rectangular block 600 cm £ 200 cm; the water table is
achieved by using a two-dimensional mesh with no- initially located at a height of 65 cm from the base and
flow boundaries imposed upon the vertical sides of the the recharge occurs over a strip of the aquifer of
mesh to reproduce the one-dimensional conditions. 100 cm wide. A recharge of 355 cm/day was applied
This allows for a one-dimensional problem to be at the soil surface. Since the problem was symmetric,
solved while still exploring the impact of two- only the right hand side of the domain was modeled
dimensional discretization effects. The use of one- with a no flow boundary imposed along the axis of
dimensional problems to verify higher dimensional symmetry. No flow boundaries were also imposed
algorithms is a common validation strategy; for along the lower and upper boundaries with the
example, Segol (1976) used a one-dimensional exception of the recharge zone. The right hand
problem to verify a three-dimensional coupled flow boundary is also modeled with a no flow boundary
and solute transport model. above the water table, and the nodes below the water
58 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

Fig. 4. Vertical movement of the transient wetting front as simulated with the MFE algorithm.

table are held at a hydrostatic pressure distribution. Dz ¼ 5:0 cm; the temporal discretization was Dt ¼
The water retention characteristics are simulated 0:002 h: An equivalent Van Genuchten model for the
using the Van Genuchten (1980) model porous medium was described using av ¼ 3:3 m21
  and nv ¼ 4:1 which were identified by Clement et al.
mv
Q¼ ð15Þ (1994). The value of the saturated hydraulic conduc-
1 þ ðav lclÞnv
tivity was Ksat ¼ 840 cm=day:
where av ½L21 ; nv and mv are the Van Genuchten Fig. 5 shows the spatial and temporal distribution
parameters. The effective saturation Q, is then related of the phreatic surface predicted by the algorithm
to the moisture content of the soil by along with the data points from the experimental
work. The profiles show that the algorithm is able to
u 2 ur
Q¼ ð16Þ reproduce the transient water table positions quite
us 2 ur
accurately.
where Q is the effective saturation, u is the moisture
content, ur is the residual water content and us is the
saturated water content or porosity of the porous 4. Comparison of modified finite element and finite
media. difference algorithms
Mualem’s (1976) model relating the unsaturated
hydraulic conductivity to the effective saturation is Since the MFE and FD formulations have differ-
used for the description of the hydraulic conductivity ences in the way which they approximate the partial
pffiffiffi differential equation, it is of interest to see if these
KðQÞ ¼ Ks ½1 2 {1 2 Qð1=mv Þ }mv 2 Q ð17Þ
differences can be observed in the numerical solution
where KðQÞ½LT21  is the hydraulic conductivity, Ks ½ of a problem. For this comparison, the proposed MFE
LT21  is the saturated hydraulic conductivity, Q is the algorithm and the FD algorithm of Clement et al.
effective saturation, and mv is the Van Genuchten (1994) were used to simulate two benchmark
parameter. The modified algorithm was used with a problems under varying spatial and temporal dis-
regular grid discretized with Dx ¼ 10:0 cm and cretizations. The accuracy of the solutions in response
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 59

Fig. 5. Transient water table for the Vauclin infiltration problem as simulated by the MFE algorithm.

to the varying discretizations was directly measured different from the fine solution. Therefore, in this
through a comparison of the distribution of the work, we used the RMSE to quantify the deviations
pressure heads for each discretization against a fine between coarse and fine solutions.
solution. The ‘fine solution’ used for this purpose was
the previously verified solution for each of the test
4.1. Comparison of results for the field infiltration
problems generated using fine temporal and spatial
problem
discretizations. Note that the fine mesh solutions from
the FD and MFE algorithms were indistinguishable.
The deviation between the fine and several sets of The field infiltration problem was resolved using
coarse solutions are quantified using a root mean both the MFE and FD algorithms subject to spatial
square error, defined as discretizations of Dz ¼ 2.5, 5.0 and 12.5 cm in con-
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi junction with temporal discretizations of Dt ¼ 0.01,
XN 0.1 and 0.5 h. The two-dimensional meshes were
i¼1
ðcfine 2 ccoarse Þ2
RMSE ¼ ð18Þ constructed using square grids with Dx ¼ Dz:
N Table 1 shows the comparison of the numerical
where RMSE is the root mean square error, ccoarse[L] error for different sets of discretizations. The error
is a test solution generated using a coarser grid, analysis shows the following trends: (1) the error from
cfine[L] is the true solution, and N is the total number the MFE algorithm is consistently equivalent to that
of grid points. associated with the FD algorithm, and (2) the error
In addition, a traditional mass balance approach increases for both MFE and FD methods as the mesh
was also used to track the numerical error. However, becomes increasingly coarse. Also, in general, the
in several instances, the algorithms were able to error decreases with a decrease in Dt; however, it is
maintain a good closure of mass in the domain even difficult to generalize this trend because certain coarse
though the internal structure of the solution was meshes yielded reduced error with an increase in Dt.
60 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

Table 1 and MFE solutions are identical; both profiles show


Comparison of the MFE and FD solutions for the field infiltration errors as the shape of the wetting front is significantly
problem
smoothed in comparison to the fine mesh solution.
Run Dz (cm) Dt (h) Time (h) MFE error FD error This result agrees with Celia et al. (1990) who showed
that mass-lumped, linear Galerkin FE approximations
1 2.5 0.01 2.0 0.000 0.001 to one-dimensional problems are equivalent to
2 2.5 0.10 2.0 0.002 0.002 the standard centered in space, fully implicit in time
3 2.5 0.50 2.0 0.009 0.009
FD approximation. Further discussions of the effects
4 5.0 0.01 2.0 0.008 0.008
5 5.0 0.10 2.0 0.006 0.006 of different boundary conditions for one-dimensional
6 5.0 0.50 2.0 0.012 0.012 problems are discussed in Simpson (2002).
7 12.5 0.01 2.0 0.023 0.023
8 12.5 0.10 2.0 0.021 0.021 4.2. Comparison of results for the transient
9 12.5 0.50 2.0 0.017 0.017
water-table mounding problem
10 2.5 0.01 9.0 0.000 0.000
11 2.5 0.10 9.0 0.001 0.001
12 2.5 0.50 9.0 0.008 0.008 The original Vauclin example was modified
13 5.0 0.01 9.0 0.006 0.006 slightly in order to allow the use of several uniform
14 5.0 0.10 9.0 0.005 0.005 discretizations. The domain size was retained at
15 5.0 0.50 9.0 0.008 0.008
16 12.5 0.01 9.0 0.022 0.023
300 cm £ 200 cm, but the infiltration was applied to
17 12.5 0.10 9.0 0.021 0.021 the top left hand 60 cm of the surface boundary while
18 12.5 0.50 9.0 0.018 0.018 the initial depth of water was fixed at 60 cm. Two
levels of spatial discretization were used, Dx ¼ 10 cm
and Dz ¼ 10 cm; and Dx ¼ 20 cm and Dz ¼ 10 cm:
Fig. 6 shows plots of the profiles generated with a Both of these meshes were used to simulate the flow
coarse discretization along with the solution generated for 2 h using temporal discretization of Dt ¼ 0.002,
upon a fine mesh. Even at this relatively coarse 0.02 and 0.1 h The errors were compared to a fine
discretization, there appears to be no advantage in mesh simulation; however, instead of using
using either the FD or MFE algorithms. Both the FD the pressure head directly as the fine solution; it was

Fig. 6. Comparison of MFE and FD solutions to the field infiltration problem using a coarse numerical grid.
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 61

Table 2 the representation of the flux boundaries between the


Results for the FD and MFE algorithm comparison for the modified two algorithms.
Vauclin problem
In summary, this comparison shows that the MFE
Run Dx (cm) Dz (cm) Dt (h) MFE error FD error approach is superior to, and able to produce a more
accurate solution than was possible using the FD
19 10 10 0.002 0.000 0.363 approach for coarse discretizations. In certain cases
20 10 10 0.020 0.259 1.744
the profiles obtained with a coarse MFE solution were
21 10 10 0.100 468.2 519.3
22 20 10 0.002 1.706 4.965 able to maintain an accurate resemblance of the fine
23 20 10 0.020 2.023 9.243 solution while the FD solution was quite erroneous.
24 20 10 0.100 139.3 860.7 The explanation for the improved performance of the
MFE solution is the incorporation of a larger spatial
extent of the hydraulic conductivity variability and the
the elevation of the phreatic surface that was used to difference in how FE methods represent specified flux
calculate the error via Eq. (18). Table 2 summarizes boundaries. This kind of improved stability in FE
the errors for all the numerical discretizations. For solutions has been previously reported, (Cooley,
each profile, the error for the MFE solution is 1983); however, it is of interest here to see the
consistently smaller than the FD error. Fig. 7 shows significance of the FD errors and the improvement
the profiles obtained from the FD and MFE algorithms offered by an FE solution. Re-writing the general FE
at a coarse discretization. The phreatic surface profiles equation as the MFE solution is useful to explicitly
show that the MFE solution is able to maintain a demonstrate how the FE solution automatically
correct representation of the fine mesh solution, while incorporates a more elaborate representation of the
the FD solution is prone to errors. Since this problem spatial variation of the hydraulic conductivity than the
involves both flux boundaries and true two-dimen- FD approach. This is important, particularly for
sional flow, the improvement in the FE solution over infiltration problems that are characterized by steep
the FD solution is attributed to a combination of the wetting fronts and rapid spatial changes in the
differences in hydraulic conductivity averaging and hydraulic conductivity.

Fig. 7. MFE and FD solutions to the modified Vauclin infiltration problem under a coarse numerical grid.
62 M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64

5. Comparison of modified finite element and the penta-diagonal structure of the resulting system
traditional finite element solutions of equations. Finally, it has been demonstrated that
refining the element size in a uniformly aligned mesh
Since the use of the MFE algorithm is restricted in can reduce the impact of the bias (Boufadel et al.,
comparison to the standard FE solution, it should be 1999). This is the simplest method for minimizing
noted that the standard FE procedure offers a more the impact of alignment bias, and therefore it is
general and flexible solution to variably saturated flow recommended that a grid refinement study should
problems. The general FE procedure can easily handle always be undertaken to ensure that the chosen
irregularly shaped domains, and irregular node discretization is free from alignment-induced bias.
spacing as well as allowing the material properties In summary, the MFE approach provides advan-
to change from element to element. None of these tages over both the traditional FE and FD solutions for
features are permitted with the MFE algorithm. certain problems. The MFE algorithm is only
The MFE solution does offer several compu- applicable to those problems that can be discretized
tational advantages as compared to the usual FE upon a regular domain, and therefore the use of the
approach. The obvious difference is in the form of the MFE algorithm faces the same limitations associated
resulting matrix equation. The stiffness matrix for the with the FD approach in this respect. However, in
MFE solution is a penta-diagonal matrix that can be terms of performance, the MFE approach naturally
neatly stored as five vectors thereby avoiding the need provides a higher quality solution than the standard
to define and store the whole stiffness matrix. The FD approach, and hence is a superior alternative for
penta-diagonal matrix can be efficiently solved using solving regular problems. In addition, the MFE
conjugate gradient algorithms that only require the algorithm provides advantages over the traditional
facility to multiply the stiffness matrix and its FE approach for regular problems as the same quality
transpose with an arbitrary vector (Press et al., solution associated with a uniformly aligned linear
1992). This kind of storage and solution scheme is triangular mesh is obtained without the need for
preferable to the standard FE methods where the element/node numbering, pre-processing, or sparse
stiffness matrix will be banded and sparse depending matrix storage and solution schemes.
upon the node numbering scheme. Although con-
jugate gradient algorithms can be developed to
efficiently store and solve banded and sparse 6. Conclusions
equations, the MFE solution approach is much more
straightforward and simple to implement. A comprehensive analysis of the solution of two-
One further limitation of the MFE algorithm is that dimensional variably saturated flow problems by
it is restricted to meshes with uniform diagonal the FE and FD methods was undertaken. The analysis
alignment; hence the element direction is biased. This led to the development of an MFE algorithm for the
could result in mesh-induced anisotropy issues when solution of the two-dimensional variably saturated
the mesh is coarse, a problem commonly encountered flow equation. The discrete MFE equations were
in traditional FE analysis (Boufadel et al., 1999). derived to demonstrate the fundamental differences
There are several ways to remedy this problem; firstly between the FD and FE discretization procedures. The
the use of symmetric elements, such as the bi-linear MFE equations clearly show how the FE method
rectangular element, can eliminate the element bias. naturally incorporates a broader spatial extent of the
However, since we were interested in developing a 5- hydraulic conductivity variation as compared to the
node relationship that was similar in nature to the FD usual FD approximation. The algorithm was used to
approximation, this alternative was not pursued, as the develop a code for solving two-dimensional variably
bi-linear rectangular element would result in a 9-node saturated flow problems. The code was then bench-
relationship. Secondly the element alignment can be marked against the solutions of two standard variably
modified so that the direction of the diagonal is not saturated flow problems.
uniform (Cooley, 1983). However, the uniform Once the MFE algorithm was validated, then the
diagonal alignment was chosen as this ensured code was used in conjunction with a standard FD
M.J. Simpson, T.P. Clement / Journal of Hydrology 270 (2003) 49–64 63

approximation to evaluate the significance of the References


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