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  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 17

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    Numerical Solution for Diffusion Waves equation

    using Coupled Finite Difference and Differential

    Quadrature Methods ABDULRAZAK H. AL-MALIKI M. EZZELDIN , & A. S. AL-GHAMDI

    PhD student, Department of Civil Engineering, College of Engineering , King Abdulaziz University (KAU),Jeddah ,Saudi Arabia Professor, Department of Civil Engineering, College of Engineering , King Abdulaziz University (KAU),Jeddah ,Saudi Arabia

    Abstract-One of the simple and most practical equations that

    is used in hydrologic and hydraulic routing, is the Diffusion

    Wave equation. Considering the fact that this equation has

    an analytical solution only in a specific condition, using

    numerical methods for solving it has been common and

    finding a good numerical method for solving this equation,

    has been the focus of many researchers. The differential

    quadrature method (DQM) is one of the numerical methods

    that because of its stability . Finite difference method (FDM)

    is the most practical method that is used in solving partial

    differential equations . It is shown that use of the (DQM),

    with (FDM), yields a good convergence of results. The

    results have been compared with numerical schemes

    available in literature and it shows good agreement with

    them. In this research, we have used the features of both

    methods for solving Diffusion wave equations. This

    research shows that the DQ method is not very sensitive

    when it comes to choosing a test function. But when it comes

    to distribution of grid points, the cosine distribution gives a

    much better result than a uniform distribution. In general

    the coupled DQM and FDM method gives an accurate

    result in solving the diffusion wave equation, even with few

    grid points and the numerical model prepared is very stable.

    Results shows that the normal error are 1.3084 , 1.259489

    and 0. 96009498 for McCormack , DQ and coupled (DQ)

    with (FD) methods , respectively , it is clear that using

    coupled (DQ) with (FD) method is providing 21.7 %

    decreased in normal error .

    Index Term-- Flow routing, Diffusion wave equation, Numerical Solution, Differential Quadrature

    1- INTRODUCTION Problems regarding flow routing in an open channel in one

    dimension situations, normally analyzed using the saint venant

    equations. Solving these problems require complete

    information about initial and boundary conditions of the flow.

    Also because these equations are nonlinear, in some cases,

    especially when there is a sudden change in the angle of the

    slope or the cross section, stability problems can arise. That is

    why efforts has been made to simplify these equations, two of

    which are the general wave kinematics model and wave

    diffusion model. Using each of these models depends on the

    importance of the effect of pressure gradient term, local

    acceleration and convective acceleration in the momentum

    equation. In a way that to get to the diffusion wave equation,

    the effect of inertial force (local acceleration and convective

    acceleration) is ignored and in the kinematics wave equation,

    inertia force and also the pressure gradient term are ignored.

    These equations have analytical solution in specific condition

    such as using channel with simple geometry or in constant

    rainfall intensity. Yet, since an analytical solution is not

    possible for all problems, numerical methods are used to solve

    these problems. The traditional methods of numerical schemes

    can be divided into three categories: Finite Difference Method

    (FDM), Finite Elements Method (FEM) and Finite Volume

    Method (FVM). In some of the previous researches, to solve

    the diffusion Wave equations, the finite difference method and the finite element method has been used (Lal, A.M et,

    2012, Tommaso et al, 2012, Moussa and Bocquillon et, 2000).

    In each of these methods, in order to reach an accurate result,

    many grid points have been used.

    Differential Quadrature (DQ) is also one of the numerical

    methods that is known as a highly applicable method in a lot

    of scientific fields. This method was first introduced by

    Belman et in 1972. After that Differential Quadrature

    methods based on polynomial expansion (PDQ) and

    Differential Quadrature based on the Fourier series (FDQ)

    were introduced (shu & ching, 1997). Thus, a great progress

    was made in using the Differential Quadrature method and it

    was used in solving structural analysis problems, flow and

    also free vibration of plates problems. (Chen, 2000, Shu et,

    2004). What caused the spread of this method, was the use of

    less grid points in calculations while maintaining the stability

    without any conditions and accuracy of results.

    In many of the previous researches, the DQ or FD method

    were used alone in solving partial differential equation (PDE),

    in this regard, to maximize the efficiency of solving (PDE) ,

    DQ and FD method are coupled in calculating spatial

    derivatives and estimating time derivatives. The calculation

    field is divided into several sections in the direction of time

    and the coupled DQ and FD method is used in each section.

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 18

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    In this research, that has been done with the goal of measuring

    the performance and efficiency of the coupled DQ and FD

    method in solving diffusion wave problems, using the coupled

    DQ and FD method, a numerical model with high efficiency

    and accuracy has been presented. To assess the DQ - FD

    method, the results of these methods have been compared with

    numerical schemes available in literature and it shows good

    agreement with them .

    2- DIFFUSION WAVE PROBLEMS The mathematical representation of the unsteady flow is

    governed by the hyperbolic fully non-linear SaintVenant equations, which are difficult to solve analytically. However,

    from the highly non-linear dynamic equations, simplified

    models such as the kinematic-wave and diffusion-wave model

    can be derived. Nevertheless, the analytical solutions are still

    limited even for these simplified models, so numerical

    solution is the target of this research. This simplification

    creates an error which needs to be overcome.

    Diffusion waves neglect the acceleration terms, and kinematic

    waves neglect both the pressure and the acceleration terms, in

    the momentum equation. The kinematic wave model

    represents unsteady flow through the continuity equation

    while it substitutes a steady uniform flow for the momentum

    equation [5]. A kinematic wave does not subside or disperse

    as it travels downstream while it changes its shape. Kinematic

    waves may be preferred in simulations of the natural flood

    waves in steep rivers with slopes greater than 0.002 [6].

    Diffusion occurs most in natural unsteady open channel flows

    and in overland flow [5, 7, 8]. Diffusion waves may be

    preferred in simulations of the flood waves in rivers and on

    flood plains with milder slopes. There have been many studies

    in the literature to solve the kinematic and diffusion wave

    equations with several numerical methods [911] but it is good to find which numerical scheme more accurate,

    convergence and stable. For this reason present work will

    address computational aspects of solving the SaintVenant equations.

    3- GOVERNING EQUATIONS, INITIAL AND BOUNDARY CONDITIONS

    Diffusion wave equation is written as below:

    In this equation Q is volume flow rate (Discharge ) , is the diffusion coefficient and C is the celerity of diffusion wave

    and is calculated from the equation below:

    C =

    (2)

    In the equation above w is the width of water surface and h is

    the depth of water. In the diffusion wave equation, the time

    derivative is from the first order, therefore for solving it, an

    initial condition is needed. Also the spatial derivative is from

    the first and second order and a boundary condition is needed

    too. The first amounts related to flow are assumed for the

    initial condition and written as below:

    Q(x, 0) = 0 x L (3)

    The Q(x, 0) is function of space x . There are different

    figures to consider the boundary conditions. But normally

    input hydrograph is assumed for the upstream boundary

    condition:

    Q (0, t) = (4)

    and are functions of time and space respectively.

    4- DESCRIPTION OF THE DIFFERENTIAL

    QUADRATURE METHOD

    In the Differential Quadrature method for estimating the n

    degree derivative of the function in the direction of x in each

    interval (a,b), the interval is divided to N parts see Fig.1

    Fig. 1. Interval divided to N points for calculation of derivative of point i

    Then derivative of function is calculated from the equation

    below:

    ( ) i = 1,2,, (5)

    In that equation, ( ) shows the amount of function in the

    point of xj and is indicant of weight coefficient of each

    point that shows the effect of point j in n time derivative

    calculation of point (i) (Shu, 2000) .

    Choosing the test function and appropriate grid points

    distribution are tow effective parameters in determination of

    the weight coefficients. For choosing the test function

    polynomials test functions or harmonic test functions can be

    used. Also there are two types of distribution of points that can

    be used, uniform distribution and the Chebyshev-Gauss-

    Lobatto cosine distribution that respectively is calculated in

    the following equations:

    (6)

    * (

    )+ (7)

    Where, N number of grid points in domain direction ,L is the

    length of domain .

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 19

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    4- DISCRETIZATION OF DQM IN CONJUNCTION WITH FDM

    By applying the rule of Quadrature Method and finite

    deference on Eq .(1), the linearized St. Venant equation is

    converted to:

    {

    }

    ,

    -

    ,

    -

    (8)

    When the DQ method is used in time direction, for more

    efficiency, the calculation field in t direction is divided to

    several time blocks and the Eq. (1) in the time block of rb

    written like below:

    i,j = 1, 2,.,N

    s = 2, 3,..., rb = 1, 2, 3,.,

    N is the number of points in network in direction of space , is the number of points in the direction of time and Nb is the

    total number of time block. In usage the DQ method, the

    convective acceleration term is discretise as below:

    ,

    -

    ,

    -

    (9)

    In this equation the shows the weight coefficient of

    differential quadrature, in the direction of x for each block .

    Also for estimation of the time derivative the following

    equation can be used:

    ,

    -

    {

    }

    (10)

    , in t direction for each time step. In the

    equation above, the initial condition for the first time block in

    the same as the initial condition for the problem at the

    beginning and for the other blocks the initial condition can be

    achieved from the previous time block.

    By substituting Eqs. (9) and (10) in Eq.(11) , the equation of

    diffusion wave would be:

    {

    }

    {

    }

    ,

    -

    ,

    -

    (11)

    Rearrange Eq.(11) to get the unknowns .

    {{

    }

    ,

    -

    ,

    - }

    (12)

    And then Eq. (12) has been applied in the formulation of the

    matrix at i (space) =3 and time s=2,3,4 R .

    {

    {

    }

    [

    [

    ]

    [

    ]

    ]

    [

    ]

    [ ]

    [

    ]

    * [ ] *

    +-

    [ ]

    }

    The boundary condition in Eq. (13) is written in the matrix

    form as:

    [ ]

    [

    ]

    (14)

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 20

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    The initial condition in Eq.(13) is written in the matrix form

    as:

    [ [ ] [ ]-

    [ ]

    The previous matric Eq.(13) is solved for the and which are unknown values. If the equation is used for a time

    block that consists of points, in attention to the initial condition that is known for each time block, there

    would be unknown. After writing the Eq.(13) for all of the internal point of each block, there would be

    number of non-linear equation.

    Fig. 2. Domain of the solution (one block)

    The differential quadrature weighted coefficients can be

    solved by using several techniques like Bellman's first

    approach, Shu's general and Quan Chang's approach , in the

    present study, Shu's general approach which is a numerical

    discretization technique that delivers logical and accurate

    numerical solution is used . Shu's general approach is based on

    (Legendre polynomials) then the weight coefficient matrix can

    be written in general as (Shu et al. 2004):

    Where,

    By substituting Eq.17 in Eq.16 yields ;

    In this work, the weight coefficient matrix can be written as

    (Shu et al. 2004):

    ( )

    ( )

    *

    +

    A matrix of time domain can be written like B matrix in space

    domain as:

    Note that the Legendre interpolation shape functions L j (x)

    have the following properties.

    L j (x) = 1 if i = j (24)

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 21

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    5- EVALUATING OF THE MODEL For evaluation of the differential quadrature method in solving

    the diffusion wave equation, a numerical example is used

    which is prepared using MATLAB software.

    In the numerical tests, once the combination method of DQ-

    FD method was used; in order to discretization the location

    derivative in the differential quadrature method was used and

    for the time derivative the Finite difference on coming method

    was used and next time the derivatives in the location and time

    was estimated from the differential quadrature method. Then

    the results from this study is compared with the numerical

    schemes available in literatures .

    6- APPLICATION TO CASE PROBLEMS In order to examine the coupled FD and DQ method , the

    numerical example is adapted from published paper (K.

    Bajracharya, D.A. Barry, 1997) in which upstream boundary

    condition is estimated as:

    (

    )

    The initial condition was assumed as: = 0. As well as the values of the celerity, c, and the diffusion coefficient ,D,

    were taken as 1 m/s and 100 m3/ s, respectively. So the length

    of channel under study is 5000 m and the simulation time is

    10000 second.

    7- CONVERGENT STUDIES IN THE DQ METHOD The aim of the convergent studies is to find out the minimum

    using grid points in the DQ method, so that if we increase the

    grid points more, the result would not be changed too much.

    Fig.3 and Fig.4 show the convergence of coupled FD and DQ

    method in the direction of space and time; for this purpose the

    maximum calculated flow for every number of points is

    drawn; the max. and min. amount of convergence is equal to

    3.1114 and -0.2837 cubic meters per seconds respectively . As

    it was shown, with the coupled FD and DQ method in the

    space direction points become low (N = 7). Also for study the

    convergence in the time direction, maximum flow was

    calculated for each block and the number of points in each

    block were drawn in the Fig.3; as it was mentioned in the

    previous researches, when a few block is used, more points are

    needed to reach the convergent, in other hand when more

    blocks are used, less points need to get convergent. For

    example, in 8 time block, minimum points are 13, and if we

    use 16 blocks, the results in 7 points in each block get

    convergent.

    Fig. 3. Study of convergent for Max. flow in the space direction

    Fig. 4. Study of convergent for Max. flow in the time direction

    344344.5

    345345.5

    346346.5

    347347.5

    348348.5

    349

    0 5 10 15 20 25

    Max

    . flo

    w (

    m3 /

    se

    c(

    Number of grid points in the space direction

    4 TIME BLOCKS

    8 TIME BLOCKS

    16 TIME BLOCKS

    24 TIME BLOCKS

    BENCHMARK CASE FLOW RATE

    346

    346.5

    347

    347.5

    348

    348.5

    0 5 10 15 20 25 30

    Max

    . flo

    w (

    m2 /

    se

    c(

    Number of grid points in the time direction

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 22

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    8- CASE RESULTS AND DISCUSSION For evaluation of the coupled FD and DQ method in solving

    this problem, the Crank Nicolson and McCormack schemes

    presented for testing the new method. The result of this study

    was shown in Fig.5, as it can be seen the output hydrographs

    calculated in the both method are adopted so much with

    hydrographs resulted from the Crank Nicolson and

    McCormack solution. But in the calculation, the combination

    method is sensitive to the time distribution and the long

    simulation time makes the problem unstable. Therefore in

    choosing the time and the distance distribution, stability

    measures should be controlled. The equation which is usually

    used for determination of stability is number of Current that

    for supplying stability this number should be less than one.

    But in using the coupled FD and DQ method in the both time

    and space direction, in the choosing the simulation time, there

    is no limitation and also with few points in the network, the

    good results with accuracy is obtained. But in the combination

    method to achieve an accurate result, more points in the

    network must be calculated and so the time needed for

    calculation would increase.

    For the comparison of the presented method and other

    numerical methods the norm. error defined as below:

    [

    ]

    (25)

    Fig. 5. Coupled FD and DQ solution ,discharge hydrograph for the numerical example at x = 490m

    Table 1 shows the comparison of the FD-DQ method with

    other numerical methods. In comparison with other methods,

    it should be mentioned that in the research done by the (K.

    Bajracharya, D.A. Barry, 1997) and colleagues (2005) the

    McCormack method introduced as the method with better

    efficiency. With comparing the norm. error in the DQ and

    McCormack methods consider that there is not too much

    difference in the amount. But the McCormack method is an

    explicit method and stability conditions in that should be

    controlled to keep the Courant number less than one. For this

    issue, the simulation time must be chosen shorter. Whereas the

    coupled FD and DQ method, without using Courant number, it

    would be still stable.

    Table I comparison of norm. error in different methods

    Numerical method FD-DQ

    method

    *McCormack

    scheme

    **DQM

    Norm. Error 0. 96009498 1.3084 1.259489

    *methods that were used by (K. Bajracharya, D.A. Barry, 1997)

    ** From previous study done by the researchers

    -50

    0

    50

    100

    150

    200

    250

    300

    350

    400

    0 2000 4000 6000 8000 10000 12000

    Q m

    3/s

    Time in seconds

    Calculated DQM

    crank Nicklson , benchmark case

    MaCckomack

    Coupled DQ with FD method

  • International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03 23

    149603-1818-IJCEE-IJENS June 2014 IJENS I J E N S

    9- THE EFFECT OF THE DQ STRUCTURE As it was mentioned before, choosing an appropriate test

    function for calculation of derivative coefficient and

    distribution type of the points in the domain are two important

    factors in applying the DQ method; for calculation of the

    coefficients, harmonic function could be used (based on the

    Fourier series expansion) or the polynomial functions (based

    on the Lagrange interpolation) and for the grid points

    distribution in the network can also be used uniform or cosine

    distribution.

    In this research, behavior of both functions in both forms was

    studied. In these studies observed that the results in the cosine

    distribution is more accurate than the uniform distribution.

    Also the results from the harmonic function and the

    polynomial function dont have any sensitive difference. Fig. 6 shows the estimated output hydrograph with using different

    ways.

    Fig. 6. Effect of grid distribution on the solution., x = 490 m

    10- CONCLUSION In this research, a novel approach is proposed for solution of

    the diffusion wave model. Coupled Deferential Quadrature

    and finite deference method was used to solve the one-

    dimensional Diffusion wave model. The study in this research

    shows that the coupled Deferential Quadrature and finite

    deference method can be used for the solving the diffusion

    wave model with using the least points in the network and has

    good results; also this method has good efficiency and

    stability in results presentation. In applying the coupled

    Deferential Quadrature and finite deference method, the

    results in the time and space direction are more accurate than

    using the DQM . Also, as it was shown in the previous

    researches, with dividing the calculation field in the time

    direction to several time blocks, the calculation period

    decrease.

    The DQ method for solving the diffusion wave equation is not

    sensitive to choosing the test function and the results has the

    same accuracy. But distribution type of the points in the

    network has magnificent effect in the results; so, the results

    from cosine distribution are more accurate than the results

    from the uniform distribution.

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    0

    50

    100

    150

    200

    250

    300

    350

    400

    0 1000 2000 3000 4000 5000 6000 7000

    Q (

    m3/s

    )

    Time in seconds

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