Steady-state Diffusion Problems Research Articles

Effect of particle size on salt-induced diffusiophoresis compared to Brownian mobility.

For ternary polymer-salt-water systems at low polymer concentration (0.5%, w/w), we have experimentally investigated the effect of polymer size on polymer diffusiophoresis (i.e., polymer migration induced by a salt concentration gradient) and salt osmotic diffusion (i.e., salt migration induced by a polymer concentration gradient). Specifically, Rayleigh interferometry was employed to measure ternary diffusion coefficients for aqueous solutions of poly(ethylene glycol) (PEG) and KCl at 25 °C. Our investigation focused on four polymer molecular masses (from 10 to 100 kg mol(-1)) and two salt concentrations (0.25 and 0.50 M). To describe and examine our experimental results, we introduced a normalized diffusiophoresis coefficient as the ratio of polymer diffusiophoresis to polymer Brownian mobility. This coefficient was found to increase with polymer molecular mass, thereby demonstrating that the relative importance of polymer diffusiophoresis compared to its intrinsic Brownian mobility increases with particle size. The observed behavior was linked to preferential hydration (water thermodynamic excess) and hydration (bound water) of the macromolecule. The ratio of salt osmotic diffusion to binary salt-water diffusion approximately describes the nonuniform spatial distribution of salt along a static polymer concentration gradient at equilibrium. The significance of polymer diffusiophoresis, especially at high PEG molecular mass, was examined by considering a steady-state diffusion problem showing that salt concentration gradients can produce large enhancements and depletions of polymer concentration. This work is valuable for understanding and modeling the effect of salt concentration gradients on diffusion-based transport of polymers with applications to interfacial processes.

A Lattice Boltzmann Method for the Advection-Diffusion Equation with Neumann Boundary Conditions

AbstractIn this paper, we study a lattice Boltzmann method for the advection-diffusion equation with Neumann boundary conditions on general boundaries. A novel mass conservative scheme is introduced for implementing such boundary conditions, and is analyzed both theoretically and numerically.Second order convergence is predicted by the theoretical analysis, and numerical investigations show that the convergence is at or close to the predicted rate. The numerical investigations include time-dependent problems and a steady-state diffusion problem for computation of effective diffusion coefficients.

Schwarz preconditioners for stochastic elliptic PDEs

Increasingly the spectral stochastic finite element method (SSFEM) has become a popular computational tool for uncertainty quantification in numerous practical engineering problems. For large-scale problems however, the computational cost associated with solving the arising linear system in the SSFEM still poses a significant challenge. The development of efficient and robust preconditioned iterative solvers for the SSFEM linear system is thus of paramount importance for uncertainty quantification of large-scale industrially relevant problems. In the context of high performance computing, the preconditioner must scale to a large number of processors. Therefore in this paper, a two-level additive Schwarz preconditioner is described for the iterative solution of the SSFEM linear system. The proposed preconditioner can be viewed as a generalization of the mean based block-diagonal preconditioner commonly used in the literature. For the numerical illustrations, two-dimensional steady-state diffusion and elasticity problems with spatially varying random coefficients are considered. The performance of the algorithm is investigated with respect to the geometric parameters, strength of randomness, dimension and order of the stochastic expansion.

An extended finite element method with algebraic constraints (XFEM-AC) for problems with weak discontinuities

We present a new extended finite element method with algebraic constraints (XFEM-AC) for recovering weakly discontinuous solutions across internal element interfaces. If necessary, cut elements are further partitioned by a local secondary cut into body-fitting subelements. Each resulting subelement contributes an enrichment of the parent element. The enriched solutions are then tied using algebraic constraints, which enforce C0 continuity across both cuts. These constraints impose equivalence of the enriched and body-fitted finite element solutions, and are the key differentiating feature of the XFEM-AC. In so doing, a stable mixed formulation is obtained without having to explicitly construct a compatible Lagrange multiplier space and prove a formal inf-sup condition. Likewise, convergence of the XFEM-AC solution follows from its equivalence to the interface-fitted finite element solution. This relationship is further exploited to improve the numerical solution of the resulting XFEM-AC linear system. Examples are shown demonstrating the new approach for both steady-state and transient diffusion problems.

A priori error analysis for HDG methods using extensions from subdomains to achieve boundary conformity

We present the first a priori error analysis of a technique that allows us to numerically solve steady-state diffusion problems defined on curved domains Ω by using finite element methods defined in polyhedral subdomains Dh ⊂ Ω. For a wide variety of hybridizable discontinuous Galerkin and mixed methods, we prove that the order of convergence in the L2-norm of the approximate flux and scalar unknowns is optimal as long as the distance between the boundary of the original domain Γ and that of the computational domain Γh is of order h. We also prove that the L 2-norm of a projection of the error of the scalar variable superconverges with a full additional order when the distance between Γ and Γh is of order h 5/4 but with only half an additional order when such a distance is of order h. Finally, we present numerical experiments confirming the theoretical results and showing that even when the distance between Γ and Γh is of order h, the above-mentioned projection of the error of the scalar variable can still superconverge with a full additional order.

Lagged diffusivity fixed point iteration for solving steady-state reaction diffusion problems

The paper concerns with the computational algorithms for a steady-state reaction diffusion problem. A lagged diffusivity iterative algorithm is proposed for solving resulting system of quasilinear equations from a finite difference discretization. The convergence of the algorithm is discussed and the numerical results show the efficiency of this algorithm.

Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems

We consider the numerical solution of a steady-state diffusion problem where the diffusion coefficient is the exponent of a random field. The standard stochastic Galerkin formulation of this problem is computationally demanding because of the nonlinear structure of the uncertain component of it. We consider a reformulated version of this problem as a stochastic convection-diffusion problem with random convective velocity that depends linearly on a fixed number of independent truncated Gaussian random variables. The associated Galerkin matrix is nonsymmetric but sparse and allows for fast matrix-vector multiplications with optimal complexity. We construct and analyze two block-diagonal preconditioners for this Galerkin matrix for use with Krylov subspace methods such as the generalized minimal residual method. We test the efficiency of the proposed preconditioning approaches and compare the iterative solver performance for a model problem posed in both diffusion and convection-diffusion formulations.

Preconditioning Stochastic Galerkin Saddle Point Systems

Mixed finite element discretizations of deterministic second-order elliptic PDEs lead to saddle point systems for which the study of iterative solvers and preconditioners is mature. Galerkin approximation of solutions of stochastic second-order elliptic PDEs, which couple standard mixed finite element discretizations in physical space with global polynomial approximation on a probability space, also give rise to linear systems with familiar saddle point structure. For stochastically nonlinear problems, the solution of such systems presents a serious computational challenge. The blocks are sums of Kronecker products of pairs of matrices associated with two distinct discretizations, and the systems are large, reflecting the curse of dimensionality inherent in most stochastic approximation schemes. Moreover, for the problems considered herein, the leading blocks of the saddle point matrices are block-dense, and the cost of a matrix vector product is nontrivial. We implement a stochastic Galerkin discretization for the steady-state diffusion problem written as a mixed first-order system. The diffusion coefficient is assumed to be a lognormal random field, approximated via a nonlinear function of a finite number of Gaussian random variables. We study the resulting saddle point systems and investigate the efficiency of block-diagonal preconditioners of Schur complement and augmented type for use with the minimal residual method (MINRES). By introducing so-called Kronecker product preconditioners, we improve the robustness of cheap, mean-based preconditioners with respect to the statistical properties of the stochastically nonlinear diffusion coefficients.

$H( {div})$ preconditioning for a mixed finite element formulation of the diffusion problem with random data

We study $H(\mathrm {div})$ preconditioning for the saddle-point systems that arise in a stochastic Galerkin mixed formulation of the steady-state diffusion problem with random data. The key ingredient is a multigrid V-cycle for an $H(\mathrm {div})$ operator with random weight function acting on a certain tensor product space of random fields with finite variance. We build on the Arnold-Falk-Winther multigrid algorithm presented in 1997 by varying the spatial discretization from grid to grid whilst keeping the stochastic discretization fixed. We extend the deterministic analysis to accommodate the modified $H(\mathrm {div})$ operator and establish spectral equivalence bounds with a new multigrid V-cycle operator that are independent of the spatial and stochastic discretization parameters. We implement multigrid within a block-diagonal preconditioner for the full saddle-point problem, derive eigenvalue bounds for the preconditioned system matrices and investigate the impact of all the discretization parameters on the convergence rate of preconditioned minres.

Computational Methods for Multidimensional Neutron Diffusion Problems

A neutronic module for the solution of two‐dimensional steady‐state multigroup diffusion problems in nuclear reactor cores is developed. The module can produce both direct fluxes as well as adjoints, that is, neutron importances. Different numerical schemes are employed. A standard finite‐difference approach is firstly implemented, mainly to serve as a reference for less computationally challenging schemes, such as nodal methods and boundary element methods, which are considered in the second part of the work. The validation of the methods proposed is carried out by comparisons of results for reference structures. In particular a critical problem for a homogeneous reactor for which an analytical solution exists is considered as a benchmark. The computational module is then applied to a fast spectrum system, having physical characteristics similar to the proposed lead‐cooled ELSY project. The results show the effectiveness of the numerical techniques presented. The flexibility and the possibility to obtain neutron importances allow the use of the module for parametric studies, design assessments, and integral parameter evaluations as well as for future sensitivity and perturbation analyses and as a shape solver for time‐dependent procedures.

Reduction of dimension for diffusion in a perforated thin plate

The steady-state diffusion problem is considered in a thin plate perforated periodically by many cylindrical holes of critical sizes. The plate is scaled to a plate of thickness 1. The asymptotic behaviour of the solution to the resulting rescaled equation is studied when the thickness of the original plate, the holes' size and period converge to 0. The phenomenon of dimension reduction occurs, i.e the limiting equation is posed in the cross-section only. The equation contains a linear term which describes the sink effect of the holes. This term depends on the relationship between the thickness, the period and the size of the perforations.

Hedge's Ultimate Numerical Technique (HUNT) for Steady State Diffusion Problem

A more realistic numerical technique hereafter known as Hegde's Ultimate Numerical Technique (HUNT) is developed and demonstrated on a one dimensional and a two dimensional steady state diffusion problem of heat transfer. The available numerical methods developed are based on finite difference technique neglecting the contribution of higher order terms in Taylor series expansion of the function leading to an approximation and the error in the solution. In the present effort of the HUNT, the optimization of the partial derivatives leads to the elimination of the error and justifies the stability and the convergence of the solution. The HUNT procedure based on the interface theory developed by the author, is capable of providing the ultimate optimum solution to all the partial derivatives considered as decision vectors. Even though the HUNT is demonstrated on one dimensional and two dimensional steady state diffusion equations, it does not require rigorous efforts to apply it to three dimensional problems of fluid flow and heat transfer. As pilot exercises the HUNT is demonstrated on a one dimensional circular fin and a two dimensional plate to obtain the temperature distribution. The result is compared with the analytical method and the finite volume method for which the results are available in the literature. To the knowledge of the authors, HUNT is both different and a unique example of its kind.

Solving the stochastic steady-state diffusion problem using multigrid

We study multigrid for solving the stochastic steady-state diffusion problem. We operate under the mild assumption that the diffusion coefficient takes the form of a finite Karhunen-Loeve expansion. The problem is discretized using a finite-element methodology using the polynomial chaos method to discretize the stochastic part of the problem. We apply a multigrid algorithm to the stochastic problem in which the spatial discretization is varied from grid to grid while the stochastic discretization is held constant. We then show, theoretically and experimentally, that the convergence rate is independent of the spatial discretization, as in the deterministic case, and the stochastic discretization.

Probing Heterogeneous Electron Transfer at an Unbiased Conductor by Scanning Electrochemical Microscopy in the Feedback Mode

The theory of the feedback mode of scanning electrochemical microscopy is extended for probing heterogeneous electron transfer at an unbiased conductor. A steady-state SECM diffusion problem with a pair of disk ultramicroelectrodes as a tip and a substrate is solved numerically. The potential of the unbiased substrate is such that the net current flow across the substrate/solution interface is zero. For a reversible substrate reaction, the potential and the corresponding tip current depend on SECM geometries with respective to the tip radius including not only the tip-substrate distance and the substrate radius but also the thickness of the insulating sheath surrounding the tip. A larger feedback current is obtained using a probe with a thinner insulating sheath, enabling identification of a smaller unbiased substrate with a radius that is approximately as small as the tip radius. An intrinsically slow reaction at an unbiased substrate as driven by a SECM probe can be quasi-reversible. The standard rate constant of the substrate reaction can be determined from the feedback tip current when the SECM geometries are known. The numerical simulations are extended to an SECM line scan above an unbiased substrate to demonstrate a "dip" in the steady-state tip current above the substrate center. The theoretical predictions are confirmed experimentally for reversible and quasi-reversible reactions at an unbiased disk substrate using disk probes with different tip radii and outer radii.

Asymptotic expansion of the solution to the convective diffusion problem in the wake of a spherical particle

The exterior boundary value problem of steady-state diffusion around a spherical particle placed in a Stokes flow is considered at high Peclet numbers. A complete asymptotic expansion of the solution in the wake of the particle is constructed by the method of matched asymptotic expansions.

On the evaluation of the dopant concentration of a three-dimensional steady-state constant-source diffusion problem

In this paper, we consider a three-dimensional steady-state constant-source diffusion problem. On the surface of a half space, the dopant concentration function is prescribed over a circular area and its normal derivative is zero over the remaining part of the boundary. The analytical solution of this problem has been known for over half a century. Due to the complexity of the solution, it seems that nobody has ever used it on the direct evaluation of the dopant concentration in the half space. This paper shows that, to be able to evaluate directly, the prescribed boundary function has to be expressed by a power series. It may be used as special cases to verify numerical diffusion models, which consider time-evolutions of dopant concentrations and non-constant diffusion coefficients.

A multi-level boundary element method for Stokes flows in irregular two-dimensional domains

Recently, we have developed multi-level boundary element methods (MLBEM) for the solution of the Laplace and Helmholtz equations that involve asymptotically decaying non-oscillatory and oscillatory singular kernels, respectively. The accuracy and efficiency of the fast boundary element methods for steady-state heat diffusion and acoustics problems have been investigated for square domains. The current work extends the MLBEM methodology to the solution of Stokes equation in more complex two-dimensional domains. The performance of the fast boundary element method for the Stokes flows is first investigated for a model problem in a unit square. Then, we consider an example problem possessing an analytical solution in a rectangular domain with 5:1 aspect ratio, and finally, we study the performance of the MLBEM algorithm in a C-shaped domain.

A MULTILEVEL BOUNDARY-ELEMENT METHOD FOR TWO-DIMENSIONAL STEADY HEAT DIFFUSION

A fast, accurate, and efficient multilevel boundary-element method (MLBEM) is developed to solve general boundary-value problems arising in computational mechanics. Here we concentrate on problems of two-dimensional steady potential flow and present a fast, direct boundary-element formulation. This novel method extends the pioneering work of Brandt and Lubrecht on multilevel multi-integration (MLMI) in several important ways to address problems with mixed boundary conditions. We utilize bi-conjugate gradient methods (BCGMs) and implement the MLMI approach for fast matrix and matrix transpose multiplication for every iteration loop. After introducing a C-cycle multigrid algorithm, we find that the number of iterations for the bi-conjugate gradient methods is independent of the boundary-element mesh discretization for a broad range of steady-state heat diffusion problems. Here, for a model problem in an L-shaped domain, we demonstrate that the computational complexity of the proposed method approaches the desired goal of N ln N, where N is the number of degrees of freedom. For this problem, we show that the MLBEM algorithm reduces computer run times by a factor of 6,295, whereas the memory requirements are reduced 432 times compared to conventional boundary-element methods, while preserving the accuracy of the numerical solution. Furthermore, the method can be extended in a straightforward manner to the solution of many problems in science and engineering that result in very large sets of matrix equations when the associated integral equations are discretized.

EFFICIENCY AND ACCURACY OF HIGHER-ORDER BOUNDARY-ELEMENT METHODS FOR STEADY CONVECTIVE HEAT DIFFUSION

Higher-order boundary-element methods (BEM) are presented for steady-state convective diffusion problems in two dimensions. The free-space steady convective diffusion fundamental solutions considered in this article provide an analytical upwinding for the entire Peclet number range, from zero to infinity. However, integration of the kernels over the boundary elements requires considerable attention, especially at higher Peclet numbers. We define an influence domain due to these convective kernels and then localize the surface integrations only within the domain of influence. The localization of the kernels becomes more prominent as the Peclet number of the flow increases. This, in turn, leads to increasing sparsity and improved conditioning of the global matrix. Consequently, iterative solvers become the primary choice. We consider an example problem with an exact solution, and investigate the accuracy and efficiency of the higher-order BEM formulations for Peclet numbers in the range from 200 to 200,000. The quartic boundary elements included in this study are shown to be extremely efficient.

Steady state diffusion problems on non-trivial domains: Support operator method integrated with direct optimized grid generation

This paper incorporates variational, geometry and solution adaptive, grid-generation technology, with a new class of finite-volume methods to solve modeling problems with non-homogeneous and non-isotropic material properties. Current grid generation technology provides a powerful tool for adapting grids to complex geometries, discontinuities in the material properties, and discontinuities in the problem solution. The support-operators finite-volume methods have been proven to be effective in solving problems with discontinuous coefficients on general grids. The main goal of this research is to combine these two technologies to produce algorithms for fast and accurate solutions of difficult modeling problems.