Implicit Backward Difference Research Articles

Validating numerical solution of transient Darcy flow using the stabilized mixed finite element method

The natural flows through porous media often exhibit transient behavior. Some of the examples include water movement in aquifers, oil flow in reservoirs and blood passing through arteries walls. For accurate modeling of such flows, the Darcy model is used with an additional time-dependent pressure term. In this paper, validation of the three-dimensional numerical solution of transient Darcy flow using the stabilized mixed finite element method is presented. The proposed numerical solution employs the implicit backward difference method for the discretization of time, whereas, for space discretization, the Galerkin technique is used. The model is validated against analytical models including the Theis equation for pressure drawdown near a pumping well. The proposed solution is tested for different values of the viscosity of the fluid, and the permeability and specific storage of the medium. The error analysis shows that the stabilized mixed Galerkin methods give stable solutions with no oscillations and spurious results. It is also found that the viscosity of the fluid and the permeability of the medium have prominent effects on the transient behavior of Darcy flow.

A scalable nonlinear fluid–structure interaction solver based on a Schwarz preconditioner with isogeometric unstructured coarse spaces in 3D

Nonlinear fluid–structure interaction (FSI) problems on unstructured meshes in 3D appear in many applications in science and engineering, such as vibration analysis of aircrafts and patient-specific diagnosis of cardiovascular diseases. In this work, we develop a highly scalable, parallel algorithmic and software framework for FSI problems consisting of a nonlinear fluid system and a nonlinear solid system, that are coupled monolithically. The FSI system is discretized by a stabilized finite element method in space and a fully implicit backward difference scheme in time. To solve the large, sparse system of nonlinear algebraic equations at each time step, we propose an inexact Newton–Krylov method together with a multilevel, smoothed Schwarz preconditioner with isogeometric coarse meshes generated by a geometry preserving coarsening algorithm. Here “geometry” includes the boundary of the computational domain and the wet interface between the fluid and the solid. We show numerically that the proposed algorithm and implementation are highly scalable in terms of the number of linear and nonlinear iterations and the total compute time on a supercomputer with more than 10,000 processor cores for several problems with hundreds of millions of unknowns.

Lattice Boltzmann method for simulation of time-dependent neutral particle transport

In this paper, a novel model is proposed to investigate the neutron transport in scattering and absorbing medium. This solution to the linear Boltzmann equation is expanded from the idea of lattice Boltzmann method (LBM) with the collision and streaming process. The theoretical derivation of lattice Boltzmann model for transient neutron transport problem is proposed for the first time. The fully implicit backward difference scheme is used to ensure the numerical stability, and relaxation time and equilibrium particle distribution function are obtained. To validate the new lattice Boltzmann model, the LBM formulation is tested for a homogenous media with different sources, and both transient and steady-state LBM results get a good agreement with the benchmark solutions.

A MFE method combined with L1-approximation for a nonlinear time-fractional coupled diffusion system

In this paper, a nonlinear time-fractional coupled diffusion system is solved by using a mixed finite element (MFE) method in space combined with L1-approximation and implicit second-order backward difference scheme in time. The stability for nonlinear fully discrete finite element scheme is analyzed and a priori error estimates are derived. Finally, some numerical tests are shown to verify our theoretical analysis.

Combining maximal regularity and energy estimates for time discretizations of quasilinear parabolic equations

We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic regularity and energy estimates to derive optimal-order error bounds for the time-discrete approximation to the solution and its gradient in the maximum norm and energy norm.

FEM solution to natural convection flow of a micropolar nanofluid in the presence of a magnetic field

The two-dimensional, laminar, unsteady natural convection flow in a square enclosure filled with aluminum oxide (\(\hbox {Al}_{2} \hbox {O}_{3}\))–water nanofluid under the influence of a magnetic field, is considered numerically. The nanofluid is considered as Newtonian and incompressible, the nanoparticles and water are assumed to be in thermal equilibrium. The mathematical modelling results in a coupled nonlinear system of partial differential equations. The equations are solved using finite element method (FEM) in space, whereas, the implicit backward difference scheme is used in time direction. The results are obtained for Rayleigh (Ra), Hartmann (Ha) numbers, and nanoparticles volume fractions (\(\phi\)), in the ranges of \(10^3 \le Ra \le 10^7\), \(0\le Ha \le 500\) and \(0 \le \phi \le 0.2\), respectively. The streamlines and microrotation contours are observed to show similar behaviors with altering magnitudes. For low Ra values, when \(Ha=0\), symmetric vortices near the walls and a central vortex in opposite direction are observed in vorticity. As Ra increases, the central vortex splits into two due to the circulation in the effect of the buoyant flow. Boundary layer formation is observed when Ha increases for almost all Rayleigh numbers in both streamlines and vorticity. The isotherms have horizontal profiles for high Ra values owing to convective dominance over conduction. As Ha is increased, the convection effect is reduced, and isotherms tend to have vertical profiles. This study presents the first FEM application for solving highly nonlinear PDEs defining micropolar nanofluid flow especially for large values of Rayleigh and Hartmann numbers.

Fully implicit, linearly implicit and implicit–explicit backward difference formulae for quasi-linear parabolic equations

Quasi-linear parabolic equations are discretised in time by fully implicit backward difference formulae (BDF) as well as by implicit---explicit and linearly implicit BDF methods up to order five. Under appropriate stability conditions for the various methods considered, we establish optimal order a priori error bounds by energy estimates, which become applicable via the Nevanlinna-Odeh multiplier technique.

A STUDY OF ALFVÉN WAVE PROPAGATION AND HEATING THE CHROMOSPHERE

Alfven wave propagation, reflection, and heating of the chromosphere are studied for a one-dimensional solar atmosphere by self-consistently solving plasma, neutral fluid, and Maxwell's equations with incorporation of the Hall effect and strong electron-neutral, electron-ion, and ion-neutral collisions. We have developed a numerical model based on an implicit backward difference formula of second-order accuracy both in time and space to solve stiff governing equations resulting from strong inter-species collisions. A non-reflecting boundary condition is applied to the top boundary so that the wave reflection within the simulation domain can be unambiguously determined. It is shown that due to the density gradient the Alfven waves are partially reflected throughout the chromosphere and more strongly at higher altitudes with the strongest reflection at the transition region. The waves are damped in the lower chromosphere dominantly through Joule dissipation, producing heating strong enough to balance the radiative loss for the quiet chromosphere without invoking anomalous processes or turbulences. The heating rates are larger for weaker background magnetic fields below ~500 km with higher-frequency waves subject to heavier damping. There is an upper cutoff frequency, depending on the background magnetic field, above which the waves are completely damped. At the frequencies below which the waves are not strongly damped, the interaction of reflected waves with the upward propagating waves produces power at their double frequencies, which leads to more damping. The wave energy flux transmitted to the corona is one order of magnitude smaller than that of the driving source.

Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation

Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.

Finite volume method solution of pollutant transport in catchment sheet flow

A finite volume numerical method was employed in the solution of two-dimensional pollutant transport in catchment sheet flow. The full dynamic wave constituted the sheet flow while the advection–diffusion equation with sink/source terms was the pollutant transport model. It is assumed that the solute in the surface active layer is uniformly distributed and the exchange rate of the solute between the active layer and overland flow are proportional to the difference between the concentrations in soil and water volume. Decrease of the solute transfer rate in the active surface layer caused by the transfer of solutes from soil to the overlying runoff is assumed to follow an exponential law. The equations governing sheet flow and pollutant transport are discretized using the finite volume method in space and an implicit backward difference scheme in time. The model was subjected to several numerical tests involving varying microtopographic surface, roughness, and infiltration. The results revealed that spatially varying microtopography plays an important role unlike the roughness and infiltration with respect to the total pollutant rate from the outlet of a catchment.

Chebyshev Spectral Collocation Method for Unsteady Mhd Flow and Heat Transfer of a Dusty Fluid Between Parallel Plates

The unsteady magnetohydrodynamic flow of a dusty fluid and heat transfer between parallel plates in which the electrically conducting fluid has temperature-dependent viscosity is studied. Both the fluid and the dust particles are governed by the coupled set of momentum and energy equations. The Chebyshev spectral method in space and implicit backward difference in time procedure is presented, introducing physically Navier-slip conditions for both the fluid and dust particle velocities. The Hartmann number, viscosity parameter, and Navier-slip parameter influences on the flow and temperature are simulated.

Computational modeling of chemo-electro-mechanical coupling: a novel implicit monolithic finite element approach.

Computational modeling of the human heart allows us to predict how chemical, electrical, and mechanical fields interact throughout a cardiac cycle. Pharmacological treatment of cardiac disease has advanced significantly over the past decades, yet it remains unclear how the local biochemistry of an individual heart cell translates into global cardiac function. Here, we propose a novel, unified strategy to simulate excitable biological systems across three biological scales. To discretize the governing chemical, electrical, and mechanical equations in space, we propose a monolithic finite element scheme. We apply a highly efficient and inherently modular global-local split, in which the deformation and the transmembrane potential are introduced globally as nodal degrees of freedom, whereas the chemical state variables are treated locally as internal variables. To ensure unconditional algorithmic stability, we apply an implicit backward Euler finite difference scheme to discretize the resulting system in time. To increase algorithmic robustness and guarantee optimal quadratic convergence, we suggest an incremental iterative Newton-Raphson scheme. The proposed algorithm allows us to simulate the interaction of chemical, electrical, and mechanical fields during a representative cardiac cycle on a patient-specific geometry, robust and stable, with calculation times on the order of 4 days on a standard desktop computer.

Modeling pollutant transport in overland flow over non-planar and non-homogenous infiltrating surfaces

Pollutant transport in overland flow over surfaces with spatially varying microtopography, roughness, and infiltration was investigated using the diffusion wave equation and transport rate-based equation. The finite volume method in space and an implicit backward difference scheme in time were employed in the numerical solution of the 2D governing equations. The developed model was first tested against an analytical solution and an experimental study involving overland flow and the associated pollutant transport, subsequently a series of numerical tests were carried out. Non-point source pollution was investigated under spatially varying microtopography, roughness, and infiltration. The simulation results showed that microtopography and roughness were the dominant factors causing significant spatial variations in solute concentration. When the spatially varying microtopography was replaced by a smooth surface, the result was an overestimation of the solute rate at the outlet of the upland. On the other hand, when the spatially varying roughness was replaced by the average roughness and spatially varying infiltration rate by the average infiltration rate, the pollutant discharge at the outlet of the upland was not significantly affected. The numerical results further showed that one cannot ignore the spatial variations of slope and roughness when investigating the local pollutant concentration distribution.

The DRBEM solution of incompressible MHD flow equations

SUMMARYThis paper presents a dual reciprocity boundary element method (DRBEM) formulation coupled with an implicit backward difference time integration scheme for the solution of the incompressible magnetohydrodynamic (MHD) flow equations. The governing equations are the coupled system of Navier‐Stokes equations and Maxwell's equations of electromagnetics through Ohm's law. We are concerned with a stream function‐vorticity‐magnetic induction‐current density formulation of the full MHD equations in 2D. The stream function and magnetic induction equations which are poisson‐type, are solved by using DRBEM with the fundamental solution of Laplace equation. In the DRBEM solution of the time‐dependent vorticity and current density equations all the terms apart from the Laplace term are treated as nonhomogeneities. The time derivatives are approximated by an implicit backward difference whereas the convective terms are approximated by radial basis functions. The applications are given for the MHD flow, in a square cavity and in a backward‐facing step. The numerical results for the square cavity problem in the presence of a magnetic field are visualized for several values of Reynolds, Hartmann and magnetic Reynolds numbers. The effect of each parameter is analyzed with the graphs presented in terms of stream function, vorticity, current density and magnetic induction contours. Then, we provide the solution of the step flow problem in terms of velocity field, vorticity, current density and magnetic field for increasing values of Hartmann number. Copyright © 2010 John Wiley & Sons, Ltd.

Computational modeling of cardiac electrophysiology: A novel finite element approach

AbstractThe key objective of this work is the design of an unconditionally stable, robust, efficient, modular, and easily expandable finite element‐based simulation tool for cardiac electrophysiology. In contrast to existing formulations, we propose a global–local split of the system of equations in which the global variable is the fast action potential that is introduced as a nodal degree of freedom, whereas the local variable is the slow recovery variable introduced as an internal variable on the integration point level. Cell‐specific excitation characteristics are thus strictly local and only affect the constitutive level. We illustrate the modular character of the model in terms of the FitzHugh–Nagumo model for oscillatory pacemaker cells and the Aliev–Panfilov model for non‐oscillatory ventricular muscle cells. We apply an implicit Euler backward finite difference scheme for the temporal discretization and a finite element scheme for the spatial discretization. The resulting non‐linear system of equations is solved with an incremental iterative Newton–Raphson solution procedure. Since this framework only introduces one single scalar‐valued variable on the node level, it is extremely efficient, remarkably stable, and highly robust. The features of the general framework will be demonstrated by selected benchmark problems for cardiac physiology and a two‐dimensional patient‐specific cardiac excitation problem. Copyright © 2009 John Wiley & Sons, Ltd.

Hybrid Eulerian-Lagrangian Semi-Implicit Time-Integrators

Hybrid Eulerian-Lagrangian semi-implicit time-integrators (HELSI) are presented which use the standard semi-implicit formulation as their starting point. The advantage of such an approach is that existing models which employ Eulerian semi-implicit time-integrators can easily be augmented to use the HELSI approach, that is, provided that either: a series of advection problems can be solved efficiently as in the operator-integration-factor splitting (OIFS) method or that the grid and underlying numerics allow the construction of efficient search and interpolation stencils typically required of semi-Lagrangian methods. Once the advection problem is solved the approach then follows the standard semi-implicit approach. An important caveat of this approach is that the semi-implicit time-integrator must be constructed around the implicit backward difference formulas.

Sensitivity analysis of the thermomechanical response of welded joints

A computational procedure is presented for evaluating the sensitivity coefficients of the thermomechanical response of welded structures. Uncoupled thermomechanical analysis, with transient thermal analysis and quasi-static mechanical analysis, is performed. A rate independent, small deformation thermo-elasto-plastic material model with temperature-dependent material properties is adopted in the study. The temperature field is assumed to be independent of the stresses and strains. The heat transfer equations emanating from a finite element semi-discretization are integrated using an implicit backward difference scheme to generate the time history of the temperatures. The mechanical response during welding is then calculated by solving a generalized plane strain problem. First- and second-order sensitivity coefficients of the thermal and mechanical response quantities (derivatives with respect to various thermomechanical parameters) are evaluated using a direct differentiation approach in conjunction with an automatic differentiation software facility. Numerical results are presented for a double fillet conventional welding of a stiffener and a base plate made of stainless steel AL-6XN material. Time histories of the response and sensitivity coefficients, and their spatial distributions at selected times are presented.

Effect of absorption on nonlinear propagation of short ultrasound pulses generated by rectangular transducers

A numerical solution of the KZK-type parabolic nonlinear evolution equation is presented for finite-amplitude sound beams radiated by rectangular sources. The initial acoustic waveform is a short tone burst, similar to those used in diagnostic ultrasound. The generation of higher harmonic components and their spatial structure are investigated for media similar to tissue with various frequency dependent absorption properties. Nonlinear propagation in a thermoviscous fluid with a quadratic frequency law of absorption is compared to that in tissue with a nearly linear frequency law of absorption. The algorithm is based on that originally developed by Lee and Hamilton [J. Acoust. Soc. Am. 97, 906–917 (1995)] to model circular sources. The algorithm is generalized for two-dimensional sources without axial symmetry. The diffraction integral is adapted in the time–domain for two dimensions with the implicit backward finite difference (IBFD) scheme in the nearfield and with the alternate direction implicit (ADI) method at longer distances. Arbitrary frequency dependence of absorption is included in this model and solved in the frequency–domain using the FFT technique. The results of simulation may be used to better understand the nonlinear beam structure for tissue harmonic imaging in modern medical diagnostic scanners. [Work supported by CRDF and RFBR.]

On the implicit time integration of semi-discrete viscous fluxes on unstructured dynamic meshes

Numerical simulations of viscous flow problems with complex moving and/or deforming boundaries commonly require the solution of the corresponding fluid equations of motion on unstructured dynamic meshes. In this paper, a systematic investigation of the importance of the choice of the mesh configuration for evaluating the viscous fluxes is performed when the semi-discrete Navier-Stokes equations are time-integrated using the popular second-order implicit backward difference algorithm. The findings are illustrated with the simulation of a laminar viscous flow problem around an oscillating airfoil

On the implicit time integration of semi‐discrete viscous fluxes on unstructured dynamic meshes

Numerical simulations of viscous flow problems with complex moving and/or deforming boundaries commonly require the solution of the corresponding fluid equations of motion on unstructured dynamic meshes. In this paper, a systematic investigation of the importance of the choice of the mesh configuration for evaluating the viscous fluxes is performed when the semi-discrete Navier–Stokes equations are time-integrated using the popular second-order implicit backward difference algorithm. The findings are illustrated with the simulation of a laminar viscous flow problem around an oscillating airfoil. Copyright © 1999 John Wiley & Sons, Ltd.