Efficient simulation of geothermal processes in heterogeneous porous media based on the exponential Rosenbrock–Euler and Rosenbrock-type methods

Simulation of geothermal systems is challenging due to coupled physical processes in highly heterogeneous media. Combining the exponential Rosenbrock–Euler method and Rosenbrock-type methods with control-volume (two-point flux approximation) space discretizations leads to efficient numerical techniques for simulating geothermal systems. In terms of efficiency and accuracy, the exponential Rosenbrock–Euler time integrator has advantages over standard time-discretization schemes, which suffer from time-step restrictions or excessive numerical diffusion when advection processes are dominating. Based on linearization of the equation at each time step, we make use of matrix exponentials of the Jacobian from the spatial discretization, which provide the exact solution in time for the linearized equations. This is at the expense of computing the matrix exponentials of the stiff Jacobian matrix, together with propagating a linearized system. However, using a Krylov subspace or Léja points techniques make these computations efficient.The Rosenbrock-type methods use the appropriate rational functions of the Jacobian of the ODEs resulting from the spatial discretization. The parameters in these schemes are found in consistency with the required order of convergence in time. As a result, these schemes are A-stable and only a few linear systems are solved at each time step. The efficiency of the methods compared to standard time-discretization techniques are demonstrated in numerical examples.     

求解弹性波方程的辛RKN格式

将弹性波方程变换至Hamilton体系,构造适用于弹性波模拟的高效显式二阶辛Runge-Kutta-Nystrm(RKN)格式,运用根数理论得到此格式的阶条件方程组.通过给定系数的限定条件,得到方程的对称解.为了使时间离散误差达到极小,提出数值频率与真实频率比较,通过Taylor展开,得到关于辛系数的限定方程,求解方程组得到最小频散辛RKN格式.对比分析时间演进方程的稳定性,得到使库朗数达到极大值的限定方程,求解方程组得到最稳定辛RKN格式.发现此两种格式为同一格式.新得到的辛RKN格式不依赖于空间离散方法,为了对比的需要,选取有限差分法进行空间离散.在频散、稳定性分析中,与常见辛格式对比,从理论上分析了本文提出的格式在数值频散压制、稳定性提升等方面的优势,数值实验进一步证实了理论分析的正确性.     

Numerical analogs to Fourier and dispersion analysis: development,verification, and application to the shallow water equations

Herein, we present numerical analogs to traditional Fourier and dispersion analyses and validate them with well-characterized phase behavior for classic finite difference and finite element (FE) discretizations of the shallow water equations. Basically, the procedure is to introduce a single wave with known amplitude and phase into the domain, propagate the wave approximately one wavelength using some discretization scheme, and then note its final amplitude and phase. The final state of the wave is then compared with the expected wave form predicted by the continuum equations to determine the propagation behavior of the discretization. After validating the technique, we then examine two case studies: (1) slope limiting schemes within the finite volume framework and (2) lumping coefficients within the selective lumping FE framework. Of the three common slope limiters that we examined, the Superbee limiter has the most promising phase behavior, as it is the least dissipative while maintaining minimal phase error. Using our numerical technique, we were also able to verify the range of values that has been found to be most accurate in practice for the selective lumping coefficient.     

Mixed finite element methods and higher order temporal approximations for variably saturated groundwater flow

Richards’ equation (RE) is commonly used to model flow in variably saturated porous media. However, its solution continues to be difficult for many conditions of practical interest. Among the various time discretizations applied to RE, the method of lines (MOL) has been used successfully to introduce robust, accurate, and efficient temporal approximations. At the same time, a mixed-hybrid finite element method combined with an adaptive, higher order time discretization has shown benefits over traditional, lower order temporal approximations for modeling single-phase groundwater flow in heterogeneous porous media. Here, we extend earlier work for single-phase flow and consider two mixed finite element methods that have been used previously to solve RE using lower order time discretizations with either fixed time steps or empirically based adaption. We formulate the two spatial discretizations within a MOL context for the pressure head form of RE as well as a fully mass-conservative version. We conduct several numerical experiments for both spatial discretizations with each formulation, and we compare the higher order, adaptive time discretization to a first-order approximation with formal error control and adaptive time step selection. Based on the numerical results, we evaluate the performance of the methods for robustness and efficiency.     

Quantitative analysis of numerically induced mixing in a coastal model application

In recent years, various attempts have been made to estimate the amount of numerical mixing in numerical ocean models due to discretisation errors of advection schemes. In this study, a high-resolution coastal model using the ocean circulationmodel GETM is applied to the Western Baltic Sea, which is characterised by energetic and episodic inflows of dense bottom waters originating from the Kattegat. The model is equipped with an easy-to-implement diagnostic method for obtaining the numerical mixing which has recently been suggested. In this diagnostic method, the physical mixing is defined as the mean tracer variance decay rate due to turbulent mixing. The numerical mixing due to discretisation errors of tracer advection schemes is defined as the decay rate between the advected square of the tracer variance and the square of the advected tracer, which can be directly compared to the physical variance decay. The source and location of numerical mixing is further investigated by comparing different advection schemes and analysing the amount of numerical mixing in each spatial dimension during the advection time step. The results show that, for the setup used, the numerically and physically induced mixing have the same orders of magnitude but with different vertical and horizontal distributions. As the main mechanism for high numerical mixing, vertical advection of tracers with strong vertical gradients has been identified. The main reason for high numerical mixing is due to bottom-following coordinates when density gradients, especially for regions of steep slopes, are advected normal to isobaths. With the bottom-following coordinates used here, the horizontal gradients are reproduced by a spurious sawtooth-type profile where strong advection through, but not along, the vertical coordinate levels occurs. Additionally, the well known relation between strong tracer gradients and high velocities on the one and high numerical mixing on the other hand is approved quantitatively within this work.     

Three-dimensional modelling of estuarine turbidity maxima in a tidal estuary

A new numerical model for simulating estuarine dynamics is introduced here. This model, called General Estuarine Transport Model (GETM), has been specifically designed for reproducing baroclinic, bathymetry-guided flows where the tidal range may exceed the mean water depth in large parts of the domain such that drying and flooding processes are relevant. Several physical and numerical features of the model support exact and stable results for such domains. For the physics, high-order turbulence closure schemes guarantee proper reproduction of vertical exchange processes. Among the specific numerical features, generalised vertical coordinates, orthogonal curvilinear horizontal coordinates, high-order TVD advection schemes and stable drying and flooding algorithms have been implemented into GETM. The model is applied here to simulate the dynamics of estuarine turbidity maxima (ETMs), a complex feature present in most tidal estuaries. First, idealised simulations for a two-dimensional domain in the xz space will be shown to reproduce the basic generation mechanisms for ETMs. Then, a realistic three-dimensional simulation of the Elbe estuary in Northern Germany will be carried out. It is demonstrated that for a given forcing situation the model reproduces a stable ETM at the correct location.Responsible Editor: Phil Dyke     

Simulating the temporal and spatial dynamics of the North Sea using the new model GETM (general estuarine transport model)

Here we present results of a 1-year realistic North Sea simulation from the new model GETM (general estuarine transport model) and assess the capabilities of this model by comparing them to model results from the well-known HAMSOM (Hamburg shelf sea and ocean model) model, in situ data from the North Sea project and satellite-derived sea-surface temperature data. The annual cycle and the spatial variability of stratification and mixing in the North Sea is simulated. It is shown that the new model is successful in reproducing the general temporal and spatial dynamics of the North Sea. The major advantages of GETM for achieving improved results in this simulation are the implementation of general vertical coordinates, of a state-of-the-art turbulence model and of higher-order advection schemes. By exploiting the full capabilities of these features a more realistic simulation could be achieved. We found that the greatest differences in the model results are produced by applying advection schemes of different complexity. Here we are able to demonstrate that better advection schemes lead to stronger horizontal gradients and stronger vertical stratification during summer. When comparing these results to measurements from the North Sea project and to satellite data, we find that these stronger gradients are more realistic. Therefore, we consider it as essential to use such high-order advection schemes if the spatial variability of estuarine or shelf seas like the North Sea is to be resolved adequately. The advanced turbulence closure scheme also contributed to more realistic simulation of the vertical stratification. Finally, general vertical coordinates better resolve the shallow regions, but are also useful for the deeper regions, as they allow a better estimation of sea-surface temperature compared to traditional coordinates.Responsible Editor: Phil Dyke     

Advection in plankton models with variable elemental ratios

As ocean biogeochemical models evolve to permit the elemental composition of plankton populations and dissolved organic matter to vary, each element is normally assigned a separate state variable, which is advected and mixed independently of the others. In a population of cells with varying elemental quotas, the proper currency of the advection operator is subpopulations of similar cells. The spatial gradient in total C, N, or P summed over the spectrum of such subpopulations is identical to that calculated for the population means, so treating the various elements as independent should generally be a valid approximation. However, errors can arise in high-order advection schemes with nonlinear corrector terms, which are not additive across the subpopulations. Some numerical examples indicate that these errors are relatively small [O(10⁻³–10⁻⁴)] but can be as high as O(10⁻²) in certain cases. As grid resolution varies, the error scales approximately to the Courant number.     

Vertical Discretization Impact in Numerical Modeling of Matrix Diffusion in Contaminated Groundwater

Understanding the effects of contaminants that can diffuse into low-permeability (“low-k”) zones is crucial for effective groundwater remedial decision-making. Because low-k zones can serve as low-level sources of contamination to more transmissive zones over time, an accurate evaluation of the impacts of matrix diffusion at contaminated sites is vital. This study compared numerical groundwater flow and transport simulations using MODFLOW/RT3D at a hypothetical site using three cases, each with increasing discretization of the vertical 10-m thick domain: (1) a coarse multilayer heterogeneous grid based on one layer for each of four different hydrogeological units, (2) a “low-resolution” discretization approach where the low-k units were divided into several sublayers giving the model 10 layers, and (3) a “high-resolution” numerical model with 199 layers that are a few centimeters thick. When comparing the results of each case, significant differences were observed between the discretizations used, even though all other model input data were identical. The conventional grid models (Cases 1 and 2) appeared to underestimate groundwater plume concentrations by a factor ranging from 1.1 to 36 when compared to the high-resolution grid model (Case 3), and underestimated predicted cleanup times by more than a factor of 10 for some of the hypothetical sampling points in the modeling domain. These results validate the implication of Chapman et al. (2012), that conventional vertical discretization of numerical groundwater flow and transport models at contaminated sites (with layers that are greater than 1 m thick) can lead to significant errors when compared to more accurate high-resolution vertical discretization schemes (layers that are centimeters thick).     

Accuracy of numerical simulations of contaminant transport in heterogeneous aquifers: A comparative study

This work deals with a comparison of different numerical schemes for the simulation of contaminant transport in heterogeneous porous media. The numerical methods under consideration are Galerkin finite element (GFE), finite volume (FV), and mixed hybrid finite element (MHFE). Concerning the GFE we use linear and quadratic finite elements with and without upwind stabilization. Besides the classical MHFE a new and an upwind scheme are tested. We consider higher order finite volume schemes as well as two time discretization methods: backward Euler (BE) and the second order backward differentiation formula BDF (2). It is well known that numerical (or artificial) diffusion may cause large errors. Moreover, when the Péclet number is large, a numerical code without some stabilising techniques produces oscillating solutions. Upwind schemes increase the stability but show more numerical diffusion. In this paper we quantify the numerical diffusion for the different discretization schemes and its dependency on the Péclet number. We consider an academic example and a realistic simulation of solute transport in heterogeneous aquifer. In the latter case, the stochastic estimates used as reference were obtained with global random walk (GRW) simulations, free of numerical diffusion. The results presented can be used by researchers to test their numerical schemes and stabilization techniques for simulation of contaminant transport in groundwater.     

Dynamic analysis of large 3-D underground structures by the bem

An up to date literature survey on the dynamics of underground structures is presented briefly. The dynamic response of large three-dimensional underground structures to external or internal dynamic forces or to seismic waves is numerically determined by the frequency domain boundary element method. This method is used to model both the structure and the soil medium, which are assumed to behave as linear elastic or viscoelastic bodies. The full-space dynamic fundamental solution is employed in the formulation and this requires a free soil surface discretization, confined to a finite portion around the area of interest, in addition to soil—structure interface and free structural surface discretizations. The dynamic disturbances can have a harmonic or a transient time variation. The transient case is treated with the aid of numerical Laplace transforms with respect to time. Various numerical examples involving lined cavities and long lined tunnels buried in the full- or the half-space subjected to harmonic or transient external forces or seismic waves are presented to illustrate the method and demonstrate its advantages.     

A spatially and temporally adaptive solution of Richards’ equation

Efficient, robust simulation of groundwater flow in the unsaturated zone remains computationally expensive, especially for problems characterized by sharp fronts in both space and time. Standard approaches that employ uniform spatial and temporal discretizations for the numerical solution of these problems lead to inefficient and expensive simulations. In this work, we solve Richards’ equation using adaptive methods in both space and time. Spatial adaption is based upon a coarse grid solve and a gradient error indicator using a fixed-order approximation. Temporal adaption is accomplished using variable order, variable step size approximations based upon the backward difference formulas up to fifth order. Since the advantages of similar adaptive methods in time are now established, we evaluate our method by comparison with a uniform spatial discretization that is adaptive in time for four different one-dimensional test problems. The numerical results demonstrate that the proposed method provides a robust and efficient alternative to standard approaches for simulating variably saturated flow in one spatial dimension.     

A Boltzmann-based mesoscopic model for contaminant transport in flow systems

The objective of this paper is to demonstrate the formulation of a numerical model for mass transport based on the Bhatnagar–Gross–Krook (BGK) Boltzmann equation. To this end, the classical chemical transport equation is derived as the zeroth moment of the BGK Boltzmann differential equation. The relationship between the mass transport equation and the BGK Boltzmann equation allows an alternative approach to numerical modeling of mass transport, wherein mass fluxes are formulated indirectly from the zeroth moment of a difference model for the BGK Boltzmann equation rather than directly from the transport equation. In particular, a second-order numerical solution for the transport equation based on the discrete BGK Boltzmann equation is developed. The numerical discretization of the first-order BGK Boltzmann differential equation is straightforward and leads to diffusion effects being accounted for algebraically rather than through a second-order Fickian term. The resultant model satisfies the entropy condition, thus preventing the emergence of non-physically realizable solutions including oscillations in the vicinity of the front. Integration of the BGK Boltzmann difference equation into the particle velocity space provides the mass fluxes from the control volume and thus the difference equation for mass concentration. The difference model is a local approximation and thus may be easily included in a parallel model or in accounting for complex geometry. Numerical tests for a range of advection–diffusion transport problems, including one- and two-dimensional pure advection transport and advection–diffusion transport show the accuracy of the proposed model in comparison to analytical solutions and solutions obtained by other schemes.     

Error analysis of finite difference methods for two-dimensional advection–dispersion–reaction equation

In this paper, the numerical errors associated with the finite difference solutions of two-dimensional advection–dispersion equation with linear sorption are obtained from a Taylor analysis and are removed from numerical solution. The error expressions are based on a general form of the corresponding difference equation. The variation of these numerical truncation errors is presented as a function of Peclet and Courant numbers in X and Y direction, a Sink/Source dimensionless number and new form of Peclet and Courant numbers in X–Y plane. It is shown that the Crank–Nicolson method is the most accurate scheme based on the truncation error analysis. The effects of these truncation errors on the numerical solution of a two-dimensional advection–dispersion equation with a first-order reaction or degradation are demonstrated by comparison with an analytical solution for predicting contaminant plume distribution in uniform flow field. Considering computational efficiency, an alternating direction implicit method is used for the numerical solution of governing equation. The results show that removing these errors improves numerical result and reduces differences between numerical and analytical solution.     

Assessment of the accuracy of the newmark method in transient analysis of wave propagation problems

The Newmark average acceleration method is non-dissipative and unconditionally stable, but its accuracy in transient analysis of wave propagation problems depends not only on the spatial discretization but also on the temporal discretization. It has been found that the effects of spatial and temporal discretization when considered separately as commonly done, are far from adequate for most transient analysis. A better criterion manipulating the interdependent relationship between mesh size and time-step magnitude is imperative to achieve sufficiently accurate results of analysis. In this paper, the accuracy of the Newmark method is investigated by considering the two basic sources of errors, namely, numerical amplitude dissipation and velocity dispersion. The effects of both spatial and temporal discretizations are considered. A new technique to describe the characteristics of various frequency spectra is established. A criterion for mesh design and the selection of time-step magnitude is also proposed based on the combined effects of the amplitude dissipation and velocity dispersion. The efficiency and effectiveness of the proposed criterion are demonstrated using two one-dimensional wave propagation problems. A two-dimensional application shows that this criterion is equally applicable to multidimensional problems.     

Multiscale two-way embedding schemes for free-surface primitive equations in the “Multidisciplinary Simulation, Estimation and Assimilation System”

We derive conservative time-dependent structured discretizations and two-way embedded (nested) schemes for multiscale ocean dynamics governed by primitive equations (PEs) with a nonlinear free surface. Our multiscale goal is to resolve tidal-to-mesoscale processes and interactions over large multiresolution telescoping domains with complex geometries including shallow seas with strong tides, steep shelfbreaks, and deep ocean interactions. We first provide an implicit time-stepping algorithm for the nonlinear free-surface PEs and then derive a consistent time-dependent spatial discretization with a generalized vertical grid. This leads to a novel time-dependent finite volume formulation for structured grids on spherical or Cartesian coordinates, second order in time and space, which preserves mass and tracers in the presence of a time-varying free surface. We then introduce the concept of two-way nesting, implicit in space and time, which exchanges all of the updated fields values across grids, as soon as they become available. A class of such powerful nesting schemes applicable to telescoping grids of PE models with a nonlinear free surface is derived. The schemes mainly differ in the fine-to-coarse scale transfers and in the interpolations and numerical filtering, specifically for the barotropic velocity and surface pressure components of the two-way exchanges. Our scheme comparisons show that for nesting with free surfaces, the most accurate scheme has the strongest implicit couplings among grids. We complete a theoretical truncation error analysis to confirm and mathematically explain findings. Results of our discretizations and two-way nesting are presented in realistic multiscale simulations with data assimilation for the middle Atlantic Bight shelfbreak region off the east coast of the USA, the Philippine archipelago, and the Taiwan–Kuroshio region. Multiscale modeling with two-way nesting enables an easy use of different sub-gridscale parameterizations in each nested domain. The new developments drastically enhance the predictive capability and robustness of our predictions, both qualitatively and quantitatively. Without them, our multiscale multiprocess simulations either were not possible or did not match ocean data.     

Smooth Particle Hydrodynamics with nonlinear Moving-Least-Squares WENO reconstruction to model anisotropic dispersion in porous media

Most numerical schemes applied to solve the advection–diffusion equation are affected by numerical diffusion. Moreover, unphysical results, such as oscillations and negative concentrations, may emerge when an anisotropic dispersion tensor is used, which induces even more severe errors in the solution of multispecies reactive transport. To cope with this long standing problem we propose a modified version of the standard Smoothed Particle Hydrodynamics (SPH) method based on a Moving-Least-Squares-Weighted-Essentially-Non-Oscillatory (MLS-WENO) reconstruction of concentrations. This scheme formulation (called MWSPH) approximates the diffusive fluxes with a Rusanov-type Riemann solver based on high order WENO scheme. We compare the standard SPH with the MWSPH for different a few test cases, considering both homogeneous and heterogeneous flow fields and different anisotropic ratios of the dispersion tensor. We show that, MWSPH is stable and accurate and that it reduces the occurrence of negative concentrations compared to standard SPH. When negative concentrations are observed, their absolute values are several orders of magnitude smaller compared to standard SPH. In addition, MWSPH limits spurious oscillations in the numerical solution more effectively than classical SPH. Convergence analysis shows that MWSPH is computationally more demanding than SPH, but with the payoff a more accurate solution, which in addition is less sensitive to particles position. The latter property simplifies the time consuming and often user dependent procedure to define the initial dislocation of the particles.     

Scalar advection schemes for ocean modelling on unstructured triangular grids

Several schemes for scalar advection on unstructured triangular grids are assessed for possible use in ocean modelling applications. Finite element, finite volume and finite volume–element approaches are evaluated. A series of tests, including a numerical order of convergence analysis, idealized rotating cone and cylinder experiments, and transport of a tracer through the Stommel Gyre representation of ocean basin-scale circulation, are carried out. Volume element Eulerian–Lagrangian and third-order Runge-Kutta discontinuous Galerkin schemes are recommended for use in tracer studies. Taylor–Galerkin and second-order Runge–Kutta discontinuous Galerkin are found to be robust and accurate second-order schemes. When positivity is required, a fluctuation redistribution scheme was found to be an easily implemented, accurate, and computationally efficient approach. Responsible editor: Phil Dyke     

Dispersion-relationship-preserving seismic modelling using the cross-rhombus stencil with the finite-difference coefficients solved by an over-determined linear system

Finite-difference modeling with a cross-rhombus stencil with high-order accuracy in both spatial and temporal derivatives is a potential method for efficient seismic simulation. The finite-difference coefficients determined by Taylor-series expansion usually preserve the dispersion property in a limited wavenumber range and fixed angles of propagation. To construct the dispersion-relationship-preserving scheme for satisfying high-wavenumber components and multiple angles, we expand the dispersion relation of the cross-rhombus stencil to an over-determined system and apply a regularization method to obtain the stable least-squares solution of the finite-difference coefficients. The new dispersion-relationship-preserving based scheme not only satisfies several designated wavenumbers but also has high-order accuracy in temporal discretization. The numerical analysis demonstrates that the new scheme possesses a better dispersion characteristic and more relaxed stability conditions compared with the Taylor-series expansion based methods. Seismic wave simulations for the homogeneous model and the Sigsbee model demonstrate that the new scheme yields small dispersion error and improves the accuracy of the forward modelling.     

适于声波方程数值模拟的时间-空间域有限差分算子改进线性算法

有限差分法广泛应用于地震波场的数值延拓,确定合适的有限差分算子以减小数值频散是有限差分法的一个重要研究内容。近年来为了进一步抑制数值频散和增加时间步长,新的有限差分模板得到了应用,对于此,前人使用泰勒展开方法和最小二乘方法确定有限差分算子系数。本文在以前工作的基础上,使用改进的线性方法确定新模板的有限差分系数,并与传统模板线性方法进行对比;通过频散分析和正演模拟验证出新模板线性方法能够更好地保持频散关系,在相同的精度下效率提高了一倍,从而说明了改进的线性方法的有效性。