Numerical methods implicit method

The Grank-Nicholson implicit method and the method of lines for numerical solution of these equations do not restrict the racial and axial increments as Eq. (P) does. They are more involved procedures, but the burden is placed on the computer in all cases. 

I hese equations cannot be used directly, and numerical methods are needed to compute the velocity components. The velocity components can be found by implicit differentiation and using an iterative technique.-" ... 

Within esqjlicit schemes the computational effort to obtain the solution at the new time step is very small the main effort lies in a multiplication of the old solution vector with the coeflicient matrix. In contrast, implicit schemes require the solution of an algebraic system of equations to obtain the new solution vector. However, the major disadvantage of explicit schemes is their instability [84]. The term stability is defined via the behavior of the numerical solution for t —> . A numerical method is regarded as stable if the approximate solution remains bounded for t —> oo, given that the exact solution is also bounded. Explicit time-step schemes tend to become unstable when the time step size exceeds a certain value (an example of a stability limit for PDE solvers is the von-Neumann criterion [85]). In contrast, implicit methods are usually stable. 

Especially for the electrons, the fluid model has the advantage of a lower computational effort than the PIC/MC method. Their low mass (high values of the transport coefficients) and consequent high velocities give rise to small time steps in the numerical simulation (uAf < Aa) if a so-called explicit method is used. This restriction is easily eliminated within the fluid model by use of an implicit method. Also, the electron density is strongly coupled with the electric field, which results in numerical Instabilities. This requires a simultaneous implicit solution of the Poisson equation for the electric field and the transport equation for the electron density. This solution can be deployed within the fluid model and gives a considerable reduction of computational effort as compared to a nonsi-multaneous solution procedure [179]. Within the PIC method, only fully explicit methods can be applied. 

The computational code used in solving the hydrodynamic equation is developed based on the CFDLIB, a finite-volume hydro-code using a common data structure and a common numerical method (Kashiwa et al., 1994). An explicit time-marching, cell-centered Implicit Continuous-fluid Eulerian (ICE) numerical technique is employed to solve the governing equations (Amsden and Harlow, 1968). The computation cycle is split to two distinct phases a Lagrangian phase and a remapping phase, in which the Arbitrary Lagrangian Eulerian (ALE) technique is applied to support the arbitrary mesh motion with fluid flow. 

Though this new algorithm still requires some time step refinement for computations with highly inelastic particles, it turns out that most computations can be carried out with acceptable time steps of 10 5 s or larger. An alternative numerical method that is also based on the compressibility of the dispersed particulate phase is presented by Laux (1998). In this so-called compressible disperse-phase method the shear stresses in the momentum equations are implicitly taken into account, which further enhances the stability of the code in the quasi-static state near minimum fluidization, especially when frictional shear is taken into account. In theory, the stability of the numerical solution method can be further enhanced by fully implicit discretization and simultaneous solution of all governing equations. This latter is however not expected to result in faster solution of the TFM equations since the numerical efforts per time step increase. 

ODE solver. Relative to non-stiff ODE solvers, stiff ODE solvers typically use implicit methods, which require the numerical inversion of an Ns x Ns Jacobian matrix, and thus are considerably more expensive. In a transported PDF simulation lasting T time units, the composition variables must be updated /Vsm, = T/At 106 times for each notional particle. Since the number of notional particles will be of the order of A p 106, the total number of times that (6.245) must be solved during a transported PDF simulation can be as high as A p x A sim 1012. Thus, the computational cost associated with treating the chemical source term becomes the critical issue when dealing with detailed chemistry. 

The main advantage of the implicit algorithms is that they do not become numerically unstable. Very large step sizes can be taken without having to worry about the instability problems that plague the explicit methods. Thus, the implicit methods are very useful for stiff systems. 

In our numerical model, Eq.(2.8) was transformed into a six-point finite-difference equation using the alternative direction implicit method (ADIM). At the edges of the computational grid (—X,X) radiation conditions were applied in combination with complex scaling over a region x >X2, where —X X j) denotes the transverse computational window. For numerical solution of the obtained tridiagonal system of linear equations, the sweep method" was used. 

The successful numerical solution of differential equations requires attention to two issues associated with error control through time step selection. One is accuracy and the other is stability. Accuracy requires a time step that is sufficiently small so that the numerical solution is close to the true solution. Numerical methods usually measure the accuracy in terms of the local truncation error, which depends on the details of the method and the time step. Stability requires a time step that is sufficiently small that numerical errors are damped, and not amplified. A problem is called stiff when the time step required to maintain stability is much smaller than that that would be required to deliver accuracy, if stability were not an issue. Generally speaking, implicit methods have very much better stability properties than explicit methods, and thus are much better suited to solving stiff problems. Since most chemical kinetic problems are stiff, implicit methods are usually the method of choice. 

For a step size of h = 10-5 s evaluate the left-hand side of this equation for species A, B, and C using the a s found in previous problem. It was stated in the text that the implicit method is unconditionally stable. Is this statement borne out by your numerical evalation ... 

As an example, if only quasi-steady flow elements are used with volume pressure elements, a model s smallest volume size (for equal flows) will define the timescale of interest. Thus, if the modeler inserts a volume pressure element that has a timescale of one second, the modeler is implying that events which happen on this timescale are important. A set of differential equations and their solution are considered stiff or rigid when the final approach to the steady-state solution is rapid, compared to the entire transient period. In part, numerical aspects of the model will determine this, but also the size of the perturbation will have a significant impact on the stiffness of the problem. It is well known that implicit numerical methods are better suited towards solving a stiff problem. (Note, however, that The Mathwork s software for real-time hardware applications, Real-Time Workshop , requires an explicit method presumably in order to better guarantee consistent solution times.)... 

The pneumatic drying model was solved numerically for the drying processes of sand particles. The numerical procedure includes discretization of the calculation domain into torus-shaped final volumes, and solving the model equations by implementation of the semi-implicit method for pressure-linked equations (SIMPLE) algorithm [16]. The numerical procedure also implemented the Interphase Slip Algorithm (IPSA) of [17] in order to account the various coupling between the phases. The simulation stopped when the moisture content of a particle falls to a predefined value or when the flow reaches the exit of the pneumatic dryer. 

The most common methodology when solving transient problems using the finite element method, is to perform the usual Garlerkin weighted residual formulation on the spatial derivatives, body forces and time derivative terms, and then using a finite difference scheme to approximate the time derivative. The development, techniques and limitations that we introduced in Chapter 8 will apply here. The time discretization, explicit and implicit methods, stability, numerical diffusion etc., have all been discussed in detail in that chapter. For a general partial differential equation, we can write... 

In the context of implicit solvent models, several numerical methods based on integral equations (DPCM, COSMO, IEF,...) have been proposed for calculating reaction potentials and energies. 

Methods applying reverse differences in time are called implicit. Generally these implicit methods, as e.g. the Crank-Nicholson method, show high numerical stability. On the other side, there are explicit methods, and the methods of iterative solution algorithms. Besides the strong attenuation (numeric dispersion) there is another problem with the finite differences method, and that is the oscillation. 

Neither analytical solution [1 or 2] successfully describes the sodium data shown on Figures 3 and 4, which indicate that sodium diffusion is both parabolic and dependent on the aqueous sodium concentration. Therefore, a numerical solution was developed (29) with boundary conditions for the range > R > 0 and > P > 1 using the Crank-Nicolson implicit method (31). The initial conditions at time, t = 0, assume that the concentration of sodium in the glass is homogeneous and equal to the analytical concentration. The mass of sodium in the aqueous solution is equal to, times the total surface area of glass. At t > 0,... 

These equations are of parabolic type, and may be solved by a forward marching technique. The upstream profile U(a o, y) must be specified, and the free-stream pressure distribution P ix) must be known. F(xo, y) is then determined by Eq. (11a). The numerical problems are straightforward but not a trivial aspect of a successful method. Implicit schemes have been most successful, although explicit marching methods can be used if the wall region is treated separately. 

---