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Vilhena 1998
Vilhena 1998
1998
Pergamon © 1997 Elsevier Science Ltd
All rights reserved. Printed in Great Britain
0149-1970/98 $19.00 + 0.00
PII: S0149-1970(97)00101-7
Abstract
The aim of this work is to present a complete review of the generic method for solving analytically
one-dimensional approximations of the transport equation that appear as a set of first order linear
differential equations, employing the Laplace transform technique over a finite domain. Recent
advances are also included. © 1997ElsevierScienceLtd
1. Introduction
In the recent years special attention has been given to the task of searching methods
that generate accurate results to transport problems. In the context of deterministic methods,
whose basic goal is to find exact solution for approximations of the transport equation, several
approaches have been suggested. Among them, the method proposed by Chandrasekhar [1 ]
solves analytically the discrete ordinates equations (S~ equations), considering exponential
functions as a basis for the space solution, the spherical harmonics method [2] expands the
angular flux in Legendre polynomials, the Fr~ method [3] transforms the transport equation into
an integral equation. The integral transform technique like the Laplace, Fourier and Bessel also
have been applied to solve the transport equation in semi-infinite domain [4,5].
Few years ago, the SGF [6,7] and LTSN [8,9] methods arised almost simultaneously.
The SGF method is a numerical nodal method that generates numerical solution for the S~
equations in slab geometry that is completely free of spatial truncation error. The LTSN method
solves analytically the SN equations employing the Laplace Transform technique in the spatial
variable (finite domain). Recently, following the idea encompassed by the LTSN method, we
have derived a generic method, prevailing the analyticity, for solving one-dimensional
To whom all correspondence should be addressed.
99
00 M.T. Vilhena et al.
approximations that transform the transport equation into a set of linear differential equations.
The versions of this generic method are known as LTSN [10-11], LTP N [12], LTW~ [13-14],
LTChN [15-17], LTAr~ [18-19] and LTLD N [20]. The analytical character of this solution, in the
sense that no approximation is made along its derivation, constitutes its main feature. The idea
encompassed is threefold: application of the Laplace Transform to the set of ordinary equations
resulting from the approximation, analytical solution of the resulting linear system depending
on the complex parameter s and inversion of the transformed angular flux by the Heaviside
expansion technique. We remark that the second step was accomplished by the application of
the procedures that we shall describe further ahead. For the LTSN approach, exploiting the
structure of the corresponding matrix, the inversion was performed by employing the definition
of matrix inversion [11]. On the other hand, for the remaining approaches, the matrix inversion
was performed by the Trzaska method [21]. It is relevant to enhance the fact that both methods
of matrix inversion are reliable only for problems that require low order approximation (for
N < 22). The reason for this fact is the dependence of the matrix entries on the parameter s. Several
solutions of one-dimensional transport problems have been obtained by the generic method,
considering isotropic and anisotropic scattering [22], homogeneous and heterogeneous media
[ 11 ], one group and multigroup models [23], as well as optically thick [24] and inverse problems
[25, 26]. Problems without azimuthal symmetry have also been solved by using the LTSN version
[27-281.
Our purpose in this work is to present a complete review concerning derivation,
applications and recent advances of the generic method. To this end, the paper is outlined as
follows. In Section 2, we describe the LTSr~version. In Section 3, we present how we determine
the generic solution for the other versions. In Section 4, we report the recent advances in the
inversion of the generic method matrix for large N. In Section 5, we describe some applications
of this method including the solution of multidimensional problems. In Section 6, concluding
remarks and suggestions for future work are given.
and
L
O',
~ k = 2- ~ ~zp~(~k)p~(~,. ) (lc)
~o
and
Q ( x. P.m)
s,,( x ) - (ld)
p.m
and boundness of the angular flux at infinity. Delving problems (1) and (2) we promptly realize
that the solution of problem (1) is the solution of problem (2) restricted to the interval 0 <x <xo,
satisfying the boundary condition (lb).
Therefore, applying the Laplace transform in equation (1) it turns out
N
S-~m(S)+t~t -~n~(S) - ~1E ( Y m k W k ' ~ k ( S ) : ~ t l m ( O ) d - S m ( S ) , m=l:N (3)
~m k'=l
Here the bars denote the Laplace transformation and the vectors ~ ( s ), v ( 0 ) and s ( s ) are
defined respectively as
MN(S) = s l + A, (3e)
t~t t~ ~ W[
if i--j,
a(i,j) = ] (3f)
o ~ wi
if i ~ j .
where
~'-1 R ~ , + ev-2 R~ ~ + . . . . . . + ~ e ~ + R o
(s) : ~1 (s) = ~- (4a)
det Mn ( s )
Noticing that each element of matrix MN 1 (s) is a rational function, we perform the
Laplace inversion using the Heaviside expansion technique. This procedure leads to
where
N
B(r) : L-I I B(~)I-- ~ pker*X" (5a)
n=l
Here, r k are the roots of the determinant of matrix M( s ), p t are the coefficient matrices resulting
from the Laplace inversion and the term B( x ) appears as a convolution [30]
x
H(x)_ = B(x) * Q ( x ) = f~ B ( x - r l ) Q(~q)_ drl. (5b)
flux at the boundary x = o, are known, then the solution given by equation (5) is not completely
determined. Nevertheless, as an analytical formulation was established, the N/2 unknown
components of the vector ~( 0 ) can be readily obtained by applying the boundary condition (1 b)
at x = x and solving the resulting linear system. To this end, we write equation (5) in the form
General solution of one-dimensional approximations 103
(6)
where the N/2 components of vector V l( 0 ) are known and the N/2 components of vector
W2( 0 ) are unknown. Consequently, from equation (6), we obtain the vector
~x(O):l~212(Xo)I~2(Xo)-n21(Xo).~l(O)-q2(Xo) I. (7)
where
L N N N
Pl(,)[~t~_,~ ~.p,~j er*x %.(0)+ . 0 e-r~nq:('q)d~ t(P")w"+Q(x'lx) (sa)
= n=lj=lk=l
Here p~. are the matrix/# components. Proceeding further, this solution is then used to evaluate
the integral term of the radiative transfer equation. Again, solving the resulting ordinary
differential equation, another solution is obtained. This procedure leads to a sequence of
expressions for the radiative intensity which we show to converge for the solution [29].
Summarizing, the iterative scheme is expressed as
where,
L
P~n(x,p.) = ~(i) ~ ~tPt(I.t) i+ ,1 Pt(I.t') ~m-t( 't, P,') dl x' + Q(x, p.) (9a)
/=0
104 M.T. Vilhena et al.
The exponential behaviour of the solution, combined with the fact that the parameters
rk increase in magnitude with N, imply that this formulation in the proposed form, is not
appropriate to solve optically thick transport problems. Fortunately, we have been able to
overcome this difficulty by introducing the following modification in basis of the solution space
Na
B*(x) = E [ Pke-r'(x°-x, * p k + ~ . l e-r,x]. (10)
k=l
Here the parameters r~, are the positive roots of the determinant of matrix M( s ).
Concluding, we remark that the convergence of the one-dimensional LTS N solution
was proved by Pazos [29,32] employing the C0-semi-group theory and considering the
dependence of cross sections parameters on spatial variable.
3. Generic Solution
To exemplify the derivation of the general form of solution, we consider the linearly
anisotropic scattering transport problem
where the coefficients f0 and f~ are the parameters of the anisotropic linear model scattering;
u/( x, ~ ) and s (x, ~t) are respectively defined as the angular flux and the source term, subject to
the boundary conditions:
and
For sake of completeness, in what follows, we briefly describe how the fore
mentioned approximations are obtained. The PN [12], WN [13] and ChI~ [16] approximations are
based on expansions of the angular flux in truncated series of Legendre polynomials, Walsh
functions and Chebyshev polynomials, in the angular variable ~. The AN approximation [18] is
obtained by transforming the range of the angular variable of the angular flux from the interval
[-1,1] to [0,1] and evaluating the integral term of equation (11) using the Gaussian quadrature
scheme. The LDN equations [20] are obtained by considering a linear expansion of the angular
flux in the angular variable inside each node of the angular grid, replacing these expansions in
equation (11) and taking moments. It turns out that all these approximations may be recasted in
a matrix form as:
General solution of one-dimensional approximations 105
_- s ( x ) , (12)
where the matrices A and B and the vectors ¢ ( x ) and s ( x ) depend strictly on the approximation
considered, whose definition will be given further. Henceforth, for the PN approximation, the
dements o f v e c t o r s , (x) and S (x) are respectively the coefficients o f the expansion o f the
angular flux and source in Legendre polynomials in the angular variable. The entries of matrices
A and B (N+I x N+I) are respectively defined as [12]:
n-I
~, if n=m+l
a(n, m) = n (13)
~ , if n = m - 1
0 , otherwise
and
the coefficients o f the expansion o f the angular flux and source in terms o f Walsh functions in
the angular variable. The entries o f matrices ,4 and B ((2N+2) × (2N+2)) are respectively defined
as [13]:
and
where
1
~, if n=m
D(n, m) = (14b)
2-(k+2) if (n+m)moa2 = 2k k integer positive
O, otherwise
with (n+m)m~a2 denoting the mod 2 sum o f the binary digits n and m [33].
For the C h i approximation, the components o f vectors ~ ( x ) and S ( x ) are
respectively the coefficients o f the expansion o f the angular flux and source in Chebyshev
t06 M.T. Vilhena et al.
polynomials in the angular variable. The entries a(n,m) and b(n,m) of matrices A and B
((N+I) × (N+I)) are respectively defined as [14]
and
8rim fOSml
+ n ~ n ~-2 ) , if n is o d d
b(n,m) = (15a)
8,,,, + 3 f 8., 2
, if n is e v e n .
2 2(n2_2n+3)
the transformed angular flux and the source in the discrete directions. Matrix .4 is the identity
matrix of order 2N, and the entries b(n, m) of the matrix B of order 2N are [18]:
1 3flO~.lXn
rl=m-N
~tn 2 "
1 fo ~.
ffn-N=m
~xm 2 Ixn
b(n, m) = (15b)
fo o .
, ffn<_N,m>Nandm-N~m
2 P'.-N
3fl o~m_Nrtm-~
if n<N, m > N and m - N ; ~ n
2
0 , otherwise.
The parameters ~t. and o. denote the roots and the weights of the Gaussian quadrature
set for the interval [0,1 ].
For the LD N approximations, the elements of the vectors ~ ( x ) and S ( x ) are
respectively the coefficients of the linear approximation of the angular flux and source term in
each angular node. The entries a(n, m) and b(n, m) of matrices A and B of order 2N are respectively
expressed as [20]
~tn if n=m<N
g~-N , ff n = m > N
1
a(n,m) = , ff n - N = m (16)
1
-- if m - N = n
3N
0 , otherwise
where ~. denotes the direction at the centre of the angular node, and
General solution of one-dimensional approximations 107
3fl ~n ~m
5 ,~,, N , f f n < N and m < N
f~
if n < N and m < N
3N2
b(n, m) =
f0 2f~ (16a)
8",m N 3 N5 ' if n < N and m <_N
2f~ p.m
if n > N and m < N .
Returning to the initial point of solving equation (12), we notice that this equation
has the well known solution [34]
that depends on vector ~ ( 0 ). Having established an analytical formulation for the exponential
appearing in equation (17), the unknown components of vector ~ ( 0 ) for the boundary problem
(11) can be readily obtained applying the boundary conditions (1 la) and (1 lb) and solving the
resulting linear system [11-20].
To derive an analytical formulation for the exponential of matrix A-1 B, appearing in
equation (17), let us solve the homogeneous version of equation (12), namely:
Ad ~ ( x ) + B ~ ( x ) = O. (18)
Applying the Laplace transform in equation (18), we obtain an algebraic linear system, that has
the solution
~ ( s ) = (sA+B)-I~.(O). (19)
Here the bars stand for the Laplace transformation & t h e components of the angular flux, thus
the inverse of matrix (sA +B) is readily obtained using Trzaska's method [35]
M
1
(sA+B) -1 = ~ s - s k P~. (19a)
k:l
Notice that M assume the values N; N+I; 2N+2; N+I; 2N; 2N; respectively for the SN, PN, WN,
ChN, AN and LDN approximations. The coefficients sk denote the eigenvalues of matrix A-1Band
the matrices Pk are the ones resulting from the application of Trzaska's method. The inversion
is performed using the Heaviside expansion technique. Following this procedure, we obtain an
analytical expression for the exponential of matrix A-1B
108 M . T . Vilhena et al.
M
e-A-tBx = Y. Pk eskx" (20)
k'=l
Moreover, we substitute Eq. (20) into (17), and obtain the generalized analytical solution
M M
d~(x) = E eSkXpkt(O) + E Pk ~ eSk(x-g)S(~)d~, (21)
k=l k=l
which is valid for all versions of the method. The extension of this formulation for an arbitrary
anisotropy is a straightforward task.
4. Recent Advances
To enlarge the classes of problems that can be solved by the LTSN method, mainly
the ones that comprises large N, we have used a recursive analytical method to invert matrix
~N( s ) [36-37]. The objective behind this procedure was to apply the LTSN method to radiative
transfer problems with high degree of anisotropy (L = 80 and 30O) as well as multidimensional
transport problems. Henceforth, we describe the recursive method we use to determine the
inverse of the LTSN matrix. To reach this goal, let us first recast matrix ~N ( s ), given by equation
(3a), as
1fiN(s) = s l + A, (22)
where the entries of A matrix do not depend on the parameter s. To find the inverse of matrix
:t/~( s ), Schur decomposition scheme is applied to matrix A yielding
A = Q UQ 1", (23)
where v i s an upper triangular matrix and Q is a unitary matrix. Therefore, the inverse of matrix
MN( s ), using Schur decomposition, appears as
'
-1 )f y = Q(sI+U) (24)
0 S + U22 . .. /d2N ]
sl + U = 0 0 ... u~ , (25)
0 0 ii:s
we conclude that
General solution of one-dimensional approximations 109
N
AN = d e t ( s l + U ) = I-I ( s + u.), (26)
i=l
Now, to find the inverse of matrix ( s I+ u), we recall from block matrix algebra
I =T 0 0 E -1 "
(27)
S1 = [s+ulll, (28)
(28a)
s + ,,~] s + ,,,==] '
s, =
S+Ull
I 0
1112
S+
,2 ,3..
UI3 ]
/ =
[ S2
U13
II23 , (2Sb)
.,4]
0 0 S +//33 j 0 0 S + 1133
The inverse of matrix Sk, is determined, using the result given in equation (27). This procedure
yields the following recursive formula:
V
Skk1 = $+uk k --
for k = 2 : N, (29)
!
o o 0 ...
S+U~
TO perform the Laplace inversion of matrix ( s 1 + v), it is necessary to find its adjoint.
To this end, a recursive scheme is also defined. This is accomplished by multiplying equation
(29) by equation (26). Therefore, we obtain
tO M.T. Vilhena et al.
We remark that this method has already been tested for N< 39o and the good results
have given us motivation to focus our attention in the application of this method to invert the
matrices of the other versions &the genetic method [37].
5. Applications
The generic method can be applied to direct and the inverse transport problems.
Direct Problems - Slab geometry direct transport problems have been solved using all versions
of the genetic method. The results generated by all versions exhibited good agreement except
for thick slab problems, where we have seen an indication that the LTChNversion generates more
accurate results [38-40].
One-dimensional radiative transfer problems have been solved using the standard
Chandrasekhar decomposition combined with the two versions of the LTSN method i.e. with
continuous angular dependence and the iterative scheme [27,28,30,31,42].
Furthermore, we remark that we have solved analyticallythe multidimensional nodal
SN problem using the one-dimensional version. This fact was accomplished employing the
standard procedure of the nodal method, which consists in the transformation of the
multidimensional transport problem into a set of one-dimensional problems. For sake of
completeness, in what follows is briefly detailed this procedure. Indeed, let us consider the
three-dimensional SN problem in a parallelepiped 0 _<x <_a, 0 _<y_<b and 0 _<z < c:
M
+ ~%.(xy,z) + ~t~,.(x~v~) = Q(x,y,z) + ~.w.%,(x,y,z), (32)
n=-I
for m = 1 : M , M = N ( N + I ) / 2 . Here we have used the standard notation [43]. The set of
one-dimensional SN equations resulting from transverse integration can be written for a genetic
variable (~1 : X, ~2 : Y and ~3 : z)
General solution of one-dimensional approximations 111
M
• d . . .
OLlm~ ~lm~ + ~lm (~lra(~l,al) -- ~ l / m ( ~ i ' 0 ) ) + ~ira(~lm(~i,bi) - ~l/m(~',0))+ ~t ~1.~ -~ E(7;sWn~lr~, (33)
n-1
for i = 1, 2, 3, where ~"mis the transverse angular flux at boundary and win;,is the average angular
flux defined as:
The parameters appearing in equation (33) are defined in reference [40]. The L T S N solution for
the average angular flux and the transverse angular flux at boundary are respectively written as:
M
Vm~i(~i) : E Cil ~Tf"l erl~,, (34)
1:1
M
~gm(~i'ai) = E Dil ~nt-1 err f., (34a)
l=l
and
M
= "K"Ei "nt-1 erj~'~. (34b)
1=1
It is remarkable to notice that the transformed average fluxes are obtained inverting also matrices
of type (sl+ B).
In those formulations r~ are the roots of the characteristic polynomial of matrices
At and nt are their respective multiplicities. The unknown constants C6, Di t and E6 are determined
by solving the system that results from the application of the boundary conditions and the
establishment of auxiliary equations that we obtain from the property of differentiability of the
solution.
The solution of the two-dimensional SN problem in cartesian geometry is also
determined by identical procedure [43] and its generalization to curvilinear orthogonal system
was established making use of conformal transformation [44,45,46]. The LTSN results for
multidimensional SN problems also exhibit a reasonable accuracy.
that the matrix condition number is very sensitive to the position of the internal points where the
scalar flux is known. This issue is under investigation. For more detail, including numerical
results, see references [25,26].
6. Conclusion
At this point we would like to point out the important features inherent to the
discussed method. First of all, it is important to mention the determination of an analytical
generic solution for all one-dimensional approximations of the transport equation represented as
a set of first order linear differential equation. This analytical feature allowed the change of the
basis of the solution space, in such manner, that it became appropriate to handle optical thick
transport problems without the need of discretizing the domain. It is important to emphasize that
when we claimed that the generical solution is analytical we mean that their derivations was
carried out without any approximation. However, we remark that this solution was restricted to
problems with low order of approximation (N _<22). The reason for this comes from the practical
limitation, from the computational point of view, of the method previously employed to invert
the matrix of the generic method. However, after the development of the recursive method to
invert the matrix associated to the generic method for large N it was possible to overcome this
limitation [36, 37].
Beating in mind the proved convergence of the LTSN method and the exceedingly
results ascertained in the inversion of generic symbolic matrix for large N (N= 390), we believe
that it will be possible to generate one-dimensional benchmark problems by this method,
mastering the number of correct significant digits increasing N. Concluding we should add that
our attention is now focused on solving radiative transfer problems with high degree ofanisotropy
(L = 300) and improve the two-dimensional nodal LTSN solutions.
Acknowledgement - Two of the authors (M.T.V.) and (L.B.B.) are gratefully indebted to CNPq
(Conselho Nacional de Desenvolvimento Cientifico e Tecnoltglco) for the partial financial
support to this work.
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