A FEniCS-based programming framework for modeling turbulent flow by the Reynolds-averaged Navier-Stokes equations

Finding an appropriate turbulence model for a given flow case usually calls for extensive experimentation with both models and numerical solution methods. This work presents the design and implementation of a flexible, programmable software framework for assisting with numerical experiments in computational turbulence. The framework targets Reynolds-averaged Navier-Stokes models, discretized by finite element methods. The novel implementation makes use of Python and the FEniCS package, the combination of which leads to compact and reusable code, where model- and solver-specific code resemble closely the mathematical formulation of equations and algorithms. The presented ideas and programming techniques are also applicable to other fields that involve systems of nonlinear partial differential equations. We demonstrate the framework in two applications and investigate the impact of various linearizations on the convergence properties of nonlinear solvers for a Reynolds-averaged Navier-Stokes model.     

Coupled groundwater flow and transport: 1. Verification of variable density flow and transport models

This work examines variable density flow and corresponding solute transport in groundwater systems. Fluid dynamics of salty solutions with significant density variations are of increasing interest in many problems of subsurface hydrology. The mathematical model comprises a set of non-linear, coupled, partial differential equations to be solved for pressure/hydraulic head and mass fraction/concentration of the solute component. The governing equations and underlying assumptions are developed and discussed. The equation of solute mass conservation is formulated in terms of mass fraction and mass concentration. Different levels of the approximation of density variations in the mass balance equations are used for convection problems (e.g. the Boussinesq approximation and its extension, fully density approximation). The impact of these simplifications is studied by use of numerical modelling.Numerical models for nonlinear problems, such as density-driven convection, must be carefully verified in a particular series of tests. Standard benchmarks for proving variable density flow models are the Henry, Elder, and salt dome (HYDROCOIN level 1 case 5) problems. We studied these benchmarks using two finite element simulators - ROCKFLOW, which was developed at the Institute of Fluid Mechanics and Computer Applications in Civil Engineering and FEFLOW, which was developed at the Institute for Water Resources Planning and Systems Research Ltd. Although both simulators are based on the Galerkin finite element method, they differ in many approximation details such as temporal discretization (Crank-Nicolson vs predictor-corrector schemes), spatial discretization (triangular and quadrilateral elements), finite element basis functions (linear, bilinear, biquadratic), iteration schemes (Newton, Picard) and solvers (direct, iterative). The numerical analysis illustrates discretization effects and defects arising from the different levels of the density of approximation. We contribute new results for the salt dome problem, for which inconsistent findings exist in literature. Applications of the verified numerical models to more complex problems, such as thermohaline and three-dimensional convection systems, will be presented in the second part of this paper.     

Hydrologic procedures of storm event watershed models: a comprehensive review and comparison

Currently, many watershed models are available that have various complexities, strengths, and weaknesses. The basic mathematical foundations of these mathematical models are often overlooked due to high demands on convenient applications with graphical user interfaces. Although this and other factors are important while selecting a model, the mathematical foundation should also be taken into account, as performance or efficiency and accuracy of a model depend on its simplicity or complexity. A comprehensive review of 14 storm event watershed models was conducted. Hydrologic procedures (rainfall excess, flow routing, and subsurface flow) of the models are presented and compiled. Among the procedures, flow routing has the most influence on model performances (speed and accuracy). Overland and channel flow routing procedures using different flow‐governing equations, having various approximations and solved by different methods, are compared based on their relative levels of physical bases, complexities, and expected accuracies in simulating the dynamics of water flow. Models using more mathematical terms in the flow‐governing equations are more physically based and expected to be more accurate than models using approximations, however, are more complex due to more intensive but approximate numerical schemes (inefficient). Models using approximate equations with analytical solutions may provide a balance between complexity and accuracy. The review and comparisons are useful to modellers, water resources managers, and researchers in understanding the basic foundations of the models and making informed selections for practical applications or further developments. Other factors such as data intensiveness, user friendliness, and resource requirements are also important considerations. Copyright © 2011 John Wiley & Sons, Ltd.     

On the application of the boundary layer approximation for the simulation of density stratified flows in aquifers

Stratification of the density in groundwater flow stems from the contact between water which contains minerals in low concentration with water containing a high concentration of minerals. The flow in such a flow field should be simulated by solving simultaneously the equations of continuity, motion and solute transport, because solute concentration affects the dynamics of the flow. Such an approach is generally associated with complicated calculations and numerical schemes subject to problems of convergence and stability, as the basic equations are highly nonlinear.This study applies the phenomenological boundary layer approximation, and suggests a reference to three different zones in the flow field: (a) fresh water zone, (b) transition zone, and (c) mineralized water zone. In zones (a) and (c) it is assumed that the potential flow theory can be applied. In zone (b) the flow is nonpotential but the basic similarity conditions typical to boundary layers exist.The approach suggested in this study simplifies the mathematical models that should be used for the flow field simulation. This approach is especially attractive in cases where the Dupuit approximation is applicable. In such cases very often analytical solutions can be obtained for unidirectional flows. In cases that are too complicated for representation by analytical solutions, the method can be used for the creation of simplified numerical schemes.Various examples in this study demonstrate the application of the method for various field problems associated with steady state as well as unsteady state conditions.The simplicity of the method makes it useful for variety of problems. It can be used even by small institutions and small consulting firms, who have usually access to minicomputers and microprocessors.     

Fully coupled mathematical modeling of turbidity currents over erodible bed

Turbidity currents may feature active sediment transport and rapid bed deformation, such as those responsible for the erosion of many submarine canyons. Yet previous mathematical models are built upon simplified governing equations and involve steady flow and weak sediment transport assumptions, which are not in complete accordance with rigorous conservation laws. It so far remains unknown if these could have considerable impacts on the evolution of turbidity currents. Here a fully coupled modeling study is presented to gain new insights into the evolution of turbidity currents. The recent analysis of the multiple time scales of subaerial sediment-laden flows over erodible bed [Cao Z, Li Y, Yue Z. Multiple time scales of alluvial rivers carrying suspended sediment and their implications for mathematical modeling. Adv Water Resour 2007;30(4):715–29] is extended to subaqueous turbidity currents to complement the fully coupled modeling. Results from numerical simulations show the ability of the present coupled model to reproduce self-accelerating turbidity currents. Comparison among the fully and partially coupled and decoupled models along with the analysis of the relative time scale of bed deformation explicitly demonstrate that fully coupled modeling is essential for refined resolution of those turbidity currents featuring active sediment transport and rapid bed deformation, and existing models based on simplified conservation laws need to be reformulated.     

Nonlinear dynamics of two degree of freedom systems with linear and nonlinear stiffnesses

In this study,a new analytical approach is developed to analyze the free nonlinear vibration of conservative two-degree-of-freedom(TDOF) systems.The mathematical models of these systems are governed by second–order nonlinear partial differential equations.Nonlinear differential equations were transferred into a single equation by using some intermediate variables.The single nonlinear differential equations are solved by using the first order of the Hamiltonian approach(HA).Different parameters,which have a significant impact on the response of the systems,are considered and discussed.Some comparisons are presented to verify the results between the Hamiltonian approach and the exact solution.The maximum relative error is less than 2.2124 % for large amplitudes of vibration.It has been established that the first iteration of the Hamiltonian approach achieves very accurate results,does not require any small perturbations,and can be used for a wide range of nonlinear problems.     

On the Coupling Between Channel Level and Surface Ground-Water Flows

This paper is devoted to a mathematical analysis of some general models of mass transport and other coupled physical processes developed in simultaneous flows of surface, soil and ground waters. Such models are widely used for forecasting (numerical simulation) of a hydrological cycle for concrete territories. The mathematical models that proved a more realistic approach are obtained by combining several mathematical models for local processes. The water-exchange models take into account the following factors: Water flows in confined and unconfined aquifers, vertical moisture migration allowing earth surface evaporation, open-channel flow simulated by one-dimensional hydraulic equations, transport of contamination, etc. These models may have different levels of sophistication. We illustrate the type of mathematical singularities which may appear by considering a simple model on the coupling of a surface flow of surface and ground waters with the flow of a line channel or river.     

Evaluation of integration methods for hybrid simulation of complex structural systems through collapse

This study examines the performance of integration methods for hybrid simulation of large and complex structural systems in the context of structural collapse due to seismic excitations. The target application is not necessarily for real-time testing, but rather for models that involve large-scale physical sub-structures and highly nonlinear numerical models. Four case studies are presented and discussed. In the first case study, the accuracy of integration schemes including two widely used methods, namely, modified version of the implicit Newmark with fixed-number of iteration (iterative) and the operator-splitting (non-iterative) is examined through pure numerical simulations. The second case study presents the results of 10 hybrid simulations repeated with the two aforementioned integration methods considering various time steps and fixed-number of iterations for the iterative integration method. The physical sub-structure in these tests consists of a single-degree-of-freedom (SDOF) cantilever column with replaceable steel coupons that provides repeatable highlynonlinear behavior including fracture-type strength and stiffness degradations. In case study three, the implicit Newmark with fixed-number of iterations is applied for hybrid simulations of a 1:2 scale steel moment frame that includes a relatively complex nonlinear numerical substructure. Lastly, a more complex numerical substructure is considered by constructing a nonlinear computational model of a moment frame coupled to a hybrid model of a 1:2 scale steel gravity frame. The last two case studies are conducted on the same porotype structure and the selection of time steps and fixed number of iterations are closely examined in pre-test simulations. The generated unbalance forces is used as an index to track the equilibrium error and predict the accuracy and stability of the simulations.     

Numerical modelling of multiphase flow in porous media

The simultaneous flow of immiscible fluids in porous media occurs in a wide variety of applications. The equations governing these flows are inherently nonlinear, and the geometries and material properties characterizing many problems in petroleum and groundwater engineering can be quite irregular. As a result, numerical simulation often offers the only viable approach to the mathematical modelling of multiphase flows. This paper provides an overview of the types of models that are used in this field and highlights some of the numerical techniques that have appeared recently. The exposition includes discussions of multiphase, multispecies flows in which chemical transport and interphase mass transfers play important roles. The paper also examines some of the outstanding physical and mathematical problems in multiphase flow simulation. The scope of the paper is limited to isothermal flows in natural porous media; however, many of the special techniques and difficulties discussed also arise in artificial porous media and multiphase flows with thermal effects.     

Hydrodynamic modelling for groundwater flow through permeable reactive barriers

Hydrodynamic modelling for analysis of groundwater flow through permeable reactive barriers (PRBs) is addressed in this paper. Permeable reactive barriers constitute an emerging technology for in situ remediation of groundwater contamination and have many advantages over the traditional ex situ treatment methods. The transport domains during groundwater flow through PRBs often may involve free‐flow or non‐porous sections. To model the fluid mobility efficiently in such situations, the free and porous flow zones (PRBs) must be studied in conjunction with each other. The present paper is devoted to the analysis of groundwater flow through combined free flow domains and PRBs. The free‐flow regime is modelled using the Navier–Stokes equations whereas the permeable barriers are simulated by either the Darcy or the Brinkman equation. In order to couple the governing equations of motions, well‐posed mathematical formulations of matching boundary conditions are prescribed at the interface between the free‐groundwater‐flow zones and the permeable barriers. Combination of the Navier–Stokes equations with the Brinkman equation is more straightforward owing to their analogous forms. However, the Navier–Stokes and Darcy equations are incompatible mathematically and cannot be linked directly. The problem is resolved in this paper by invoking validated hydrodynamical expressions for describing the flow behaviour at the interfaces between free‐flow and porous zones. Three schemes for the analyses of fluid flow in combined domains are applied to the case of groundwater flow through permeable reactive barriers and different model results are compared. Copyright © 2002 John Wiley & Sons, Ltd.     

TWO DIMENSIONAL NUMERICAL SIMULATION OF FLOW AND GEO-MORPHOLOGICAL PROCESSES NEAR HEADLANDS BY USING UNSTRUCTURED GRID

1 INTRODUCTION In recent years, due to the increase in population and industrial developments, mankind has faced manyproblems associated with rivers, coastal waters and reservoirs. Some of these problems are flood control,water supply, power generation, and irrigation. In addition, making new hydraulic structures changesnatural conditions. Prediction of these changes is necessary for designing such constructions. For solutionof these problems usually an assessment of flow pattern, sedim…     

A survey of numerical methods for stochastic differential equations

The development of numerical methods for stochastic differential equations has intensified over the past decade. The earliest methods were usually heuristic adaptations of deterministic methods, but were found to have limited accuracy regardless of the order of the original scheme. A stochastic counterpart of the Taylor formula now provides a framework for the systematic investigation of numerical methods for stochastic differential equations. It suggests numerical schemes, which involve multiple stochastic integrals, of higher order of convergence. We shall survey the literature on these and on the earlier schemes in this paper. Our discussion will focus on diffusion processes, but we shall also indicate the extensions needed to handle processes with jump components. In particular, we shall classify the schemes according to strong or weak convergence criteria, depending on whether the approximation of the sample paths or of the probability distribution is of main interest.     

A survey of numerical methods for stochastic differential equations

The development of numerical methods for stochastic differential equations has intensified over the past decade. The earliest methods were usually heuristic adaptations of deterministic methods, but were found to have limited accuracy regardless of the order of the original scheme. A stochastic counterpart of the Taylor formula now provides a framework for the systematic investigation of numerical methods for stochastic differential equations. It suggests numerical schemes, which involve multiple stochastic integrals, of higher order of convergence. We shall survey the literature on these and on the earlier schemes in this paper. Our discussion will focus on diffusion processes, but we shall also indicate the extensions needed to handle processes with jump components. In particular, we shall classify the schemes according to strong or weak convergence criteria, depending on whether the approximation of the sample paths or of the probability distribution is of main interest.     

Spatial interpolation using nonlinear mathematical programming models for estimation of missing precipitation records

Abstract

New mathematical programming models are proposed, developed and evaluated in this study for estimating missing precipitation data. These models use nonlinear and mixed integer nonlinear mathematical programming (MINLP) formulations with binary variables. They overcome the limitations associated with spatial interpolation methods relevant to the arbitrary selection of weighting parameters, the number of control points within a neighbourhood, and the size of the neighbourhood itself. The formulations are solved using genetic algorithms. Daily precipitation data obtained from 15 rain gauging stations in a temperate climatic region are used to test and derive conclusions about the efficacy of these methods. The developed methods are compared with some naïve approaches, multiple linear regression, nonlinear least-square optimization, kriging, and global and local trend surface and thin-plate spline models. The results suggest that the proposed new mathematical programming formulations are superior to those obtained from all the other spatial interpolation methods tested in this study.

Editor D. Koutsoyiannis; Associate editor S. Grimaldi

Citation Teegavarapu, R.S.V., 2012. Spatial interpolation using nonlinear mathematical programming models for estimation of missing precipitation records. Hydrological Sciences Journal, 57 (3), 383–406.     

Solving nonlinear water management models using a combined genetic algorithm and linear programming approach

Gradient-based nonlinear programming (NLP) methods can solve problems with smooth nonlinear objectives and constraints. However, in large and highly nonlinear models, these algorithms can fail to find feasible solutions, or converge to local solutions which are not global. Evolutionary search procedures in general, and genetic algorithms (GAs) specifically, are less susceptible to the presence of local solutions. However, they often exhibit slow convergence, especially when there are many variables, and have problems finding feasible solutions in constrained problems with “narrow” feasible regions. In this paper, we describe strategies for solving large nonlinear water resources models management, which combine GAs with linear programming. The key idea is to identify a set of complicating variables in the model which, when fixed, render the problem linear in the remaining variables. The complicating variables are then varied by a GA. This GA&LP approach is applied to two nonlinear models: a reservoir operation model with nonlinear hydropower generation equations and nonlinear reservoir topologic equations, and a long-term dynamic river basin planning model with a large number of nonlinear relationships. For smaller instances of the reservoir model, the CONOPT2 nonlinear solver is more accurate and faster, but for larger instances, the GA&LP approach finds solutions with significantly better objective values. The multiperiod river basin model is much too large to be solved in its entirety. The complicating variables are chosen here so that, when they are fixed, each period's model is linear, and these models can be solved sequentially. This approach allows sufficient model detail to be retained so that long-term sustainability issues can be explored.     

Eulerian-Lagrangian formulation of the equations for groundwater denitrification using bacterial activity

A mathematical model for groundwater denitrification using bacterial activity is presented. The model includes the momentum and mass balance equations for water and nitrogen, substrate and bacteria, and chemical reactions between them. The resulting multiphase, multicomponent, flow and transport governing equations, are coupled and nonlinear. A Eulerian-Lagrangian formulation of the equations is developed. The water and gas flow and transport equations are split into forward advection along characteristics, and a residual at a fixed frame of reference. Discontinuities, sharp fronts and steep gradients of the dependent variables are imposed on the advection mode and solved exactly. It is believed that this novel method will avoid numerical artifacts for the solution of the multiphase flow equations (e.g., upstream permeability) and numerical dispersion for the transport equation.     

Analytical Solutions for Water Flow and Solute Transport in the Unsaturated Zone

Analytical solutions for the water flow and solute transport equations in the unsaturated zone are presented. We use the Broadbridge and White nonlinear model to solve the Richards’ equation for vertical flow under a constant infiltration rate. Then we extend the water flow solution and develop an exact parametric solution for the advection-dispersion equation. The method of characteristics is adopted to determine the location of a solute front in the unsaturated zone. The dispersion component is incorporated into the final solution using a singular perturbation method. The formulation of the analytical solutions is simple, and a complete solution is generated without resorting to computationally demanding numerical schemes. Indeed, the simple analytical solutions can be used as tools to verify the accuracy of numerical models of water flow and solute transport. Comparison with a finite-element numerical solution indicates that a good match for the predicted water content is achieved when the mesh grid is one-fourth the capillary length scale of the porous medium. However, when numerically solving the solute transport equation at this level of discretization, numerical dispersion and spatial oscillations were significant.     

Alternative split-operator approach for solving chemical reaction/groundwater transport models

Various schemes are available to solve coupled transport/reaction mathematical models, one of the most efficient and easy to apply being the two-step split-operator method in which the transport and reaction steps are performed separately. Operator splitting, however, does not solve exactly the fully coupled numerical model derived from the governing partial differential and algebraic equations describing the transport and reaction processes. An error, proportional to Δt (the time step used in the numerical solution) is introduced. Thus, small time steps must be used to ensure that accurate solutions result. An alternative scheme is presented, which iterates to the exact solution of the fully coupled numerical model. The new scheme enables accurate solutions to be calculated more efficiently than the two-step method, while maintaining separation of the transport and reaction steps in the calculations. As in the two-step method, the reaction calculations are performed node-wise throughout the computation grid. However, because the scheme relies on LU factorisation of the coefficient matrix in the transport equation solution, the reaction calculations must be performed in sequence, the sequence order being determined by the ordering of the nodes in the grid. Also, because LU factorisation is used, the scheme is limited to solute transport problems for which LU factorisation is a practical solution method.