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Expository Paper M Joyce
Expository Paper M Joyce
jvb
A Expository Paper
Presented to the Faculty of the
Department of Mathematics
College of Arts and Sciences
Visayas State University
Visca, Baybay City, Leyte
jvb
In Partial Fulfillment
for the course requirement
Math 199 Undergraduate Seminar
jvb
TITLE
TABLE OF CONTENTS i
LIST OF NOTATIONS ii
INTRODUCTION 2
Background of the Study . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Statement of the Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Objectives of the Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Scope and Limitation of the Study . . . . . . . . . . . . . . . . . . . . . . 4
Significance of the Study . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Basic Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
PRELIMINARY RESULTS 13
Analytical Solution of Linear ADE . . . . . . . . . . . . . . . . . . . . . . 13
LITERATURE CITED 19
LIST OF NOTATIONS
Definition
Re Reynold Number
L characteristic length
v advection velocity
x spatial direction
t temporal direction
ii
CHAPTER 1
INTRODUCTION
transport phenomena, with its influence stretching across a variety of engineering disci-
plines. This equation is the backbone of intricate mathematical models used to address en-
vironmental pollution problems, such as the spread of pollutants in rivers, estuaries, lakes,
Various researchers explore solutions for the one-dimensional (1D) linear Advection-
Diffusion Equation (ADE), considering diverse boundary and initial conditions. Among
them, Motjabi and Deville [7] proposed analytical and numerical solutions, emphasizing
merous numerical techniques such as finite differences, finite elements, and finite volumes
have been employed. For instance, Gurarslan et al. [15] introduced a reliable sixth-order
compact finite difference scheme, validated through successful cross-comparison with ex-
isting literature data. Researchers have extensively studied these methods to determine the
most accurate approaches, especially concerning higher time steps. Subsequently, these
methods have been compared, extended, and subjected to further in-depth investigations,
which persist to date. The aim of this study is to compare exact and numerical solutions
This paper discussed the comparison of the outputs of the unsteady one-dimensional
extends the discourse to examine the validity of the concept of vanishing viscosity, and
Methodology
This paper comprises two methodological sections, each dedicated to providing so-
lutions through different approaches: analytical and numerical. The analytical approach
conditions. This equation is transformed by converting the velocity function into an ex-
ponential function to eliminate its first spatial derivative. The method of separation of
variables is then employed to simplify the partial differentiation process for the given func-
tion. This method effectively breaks down the complex equation into simpler, separable
forms, facilitating analytical solutions. The paper elaborates on the continuous application
of this procedure to generate new solutions, particularly for scenarios with low viscosities.
Furthermore, it introduces new definitions for initial and boundary conditions, culminating
the finite difference method. This encompasses employing methods such as the Explicit
Euler Method (Forward in Time Central Space - FTCS), Implicit Euler Method (Backward
in Time Central in Space - BCTS), and the Crank Nicholson Method. These methods are
compared to determine which yields the most accurate data. Given the parabolic nature of
the partial differential equation, the paper explicitly states initial and boundary conditions,
as neighboring points play a crucial role in calculating diffusion and advection transfers.
The numerical models are implemented using Matlab 2017b; however, due to potential
limitations such as the researcher’s unfamiliarity and lack of access to this platform, there
were deliberated to infer the circumstances under which the vanishing viscosity assumption
might be deemed valid, employing the Reynolds number as delineated in the paper to be
studied.
homogeneous boundary conditions and cosine profile for initial condition. The choice of
this boundary condition depends on how the data results are presented. In the numerical as-
pect, only finite difference schemes are explored as a method of discretization for obtaining
numerical solutions; no other schemes are considered. The paper aims to investigate the
accuracy of both the analytical solution and the discretization method, with the objective
This study offers insights into the differences between analytical and numerical so-
lutions, particularly in terms of yielding the output. These findings could serve as a foun-
dational reference for future researchers exploring various fields where this model could be
applicable. It could also be beneficial for students who are beginning to cultivate a fasci-
nation with the Advection-Diffusion equation, providing them with essential background
knowledge before they undergo into more in-depth studies. Specifically, readers curious
about its workings and impact on science and engineering, particularly in fluid dynamics,
Basic Definition
scribes the transport of a substance in one spatial dimension due to both advection (con-
Formula:
2
∂u
∂t + v ∂v ∂ u
∂x = D ∂x2
where:
∂u
• ∂t
represents the temporal change
∂v
• ∂x
represents the advection,
∂2u
• ∂x2
represents the diffusion
lyze the stability of numerical methods, particularly in the context of partial differential
equations (PDEs) like the advection-diffusion equation. It helps to determine the stability
v∆t
CFL = ∆x
≤ CF Lmax
acterize the flow of a fluid, such as a liquid or gas.It is defined as the ratio of inertial forces
ρV L
Re = µ
when subjected to gravity. It can also be perceived as a measure of how ’thick’ or ’thin’ a
fluid is.
CHAPTER 2
is a partial differential equation used to simulate various phenomena and industrial applica-
tions. It describes how a function evolves in both time and space[8]. This equation serves
as a model for simulating natural processes and describes the transport that occurs in fluids
through the combination of advection and diffusion. Advection refers to the movement of
materials from one region to another, while diffusion is the movement of materials from an
equation assumes a constant velocity, resulting in a linear equation with an analytical solu-
tion that can be compared to numerical results[8]. The linear advection-diffusion equation
(ADE) is a model that describes contaminant transport in porous media due to the com-
bined effects of advection and diffusion [11]. The linear ADE finds significant applications
medium like lakes, air, rivers and porous medium. This one-dimensional system is simpler
compared to higher dimensions due to its reduced number of spatial terms and the straight-
typically involve specifying concentrations or fluxes at the inlet and outlet boundaries,
which are relatively simple to define and implement as they only require characterizing
the entering and exiting flow properties. This simplification of boundary conditions in
forms, can be more easily applied when dealing with straightforward boundary conditions.
Similarly, numerical methods, including finite difference or finite volume schemes, benefit
from simpler boundary condition implementations, resulting in more robust and efficient
simulations[17].
scribe the transport and diffusion of substances in different dimensions. The main dif-
tions lie in the number of spatial dimensions and the complexity of the equations. In one-
diffusion equation, there is only one spatial variable, representing transport and diffusion
tions involve multiple spatial variables, accounting for transport and diffusion in multiple
dimensions. These equations are more complex due to additional spatial derivatives. Ad-
available, while higher-dimensional equations typically require numerical methods for ap-
proximation and solution.([7],[1],[28])
linear advection-diffusion equations, investigating their utility and implications for under-
standing transport phenomena. Now, analytical methods provide exact solutions that offer
time and space. However, even though the ADE is linear, it is still difficult to find the
a change of variable is used to transform the partial differential equation into a heat equa-
tion. This heat equation can then be solved using a generalized integral transform technique
tion and diffusion processes, enabling researchers to discern the relative influence of each
and Bird et al. (2007)[17]further discussed various analytical techniques for solution meth-
ods, including separation of variables, integral transforms, and similarity methods ([23],
[17]). This paper specifically focuses on the application of separation of variables and in-
tegral transforms. Separation of variables involves decomposing the solution into simpler
into the governing partial differential equation (PDE), researchers can solve for the indi-
vidual components, leading to exact solutions.On the other hand, integral transform, such
as Laplace transforms and Fourier transforms, provide powerful tools for solving PDEs.
These transforms convert the differential equations into algebraic equations, enabling re-
searchers to obtain exact solutions through inversion techniques. In this paper[7], both
The analytical solutions derived using these techniques offer valuable insights into
can analyze the temporal and spatial evolution of concentration or temperature profiles,
identify critical transport phenomena, and assess the impact of various parameters on sys-
tem behavior. Furthermore, the insights gained from analytical solutions inform the design
and optimization of engineering systems, such as heat exchangers, chemical reactors, and
proximation, which involves discretizing the derived terms. It is worth noting that there are
progress when initial and boundary conditions are complicated, even with c and υ being
tion and algorithmic computation. This enables the evaluation of complex numerical oper-
ations that are challenging to solve analytically. These numerical methods find extensive
applications in various fields such as engineering, physics, finance, and computer science.
They are used to solve a wide range of problems, including differential equations, opti-
mization, data analysis, and simulation. Some commonly employed methods include finite
algorithms.
Moreover, the finite difference are more widely known than other methods[8].
Since it has relatively straightforward to implement, especially for simple geometries and
boundary conditions. They involve discretizing the domain into a grid and approximat-
ing the derivatives using the differences between grid points[22].Finite difference methods
have a well-developed theoretical foundation, which makes it easier to analyze their accu-
racy, stability, and convergence properties. This theoretical framework helps in choosing
ous researchers solved the one dimensional linear advection-diffusion equation using the
The finite difference method (FDM) is a crucial tool in solving a wide range of
problems, including linear and non-linear, time independent and dependent problems, and
those with different boundary shapes and materials[22]. It involves the selection of a net-
work of constant or variable steps in the physical field, and the reduction of the problem
to the solution of a system of linear equations [14]. In the context of fluid dynamics, the
FDM replaces derivatives in the governing equations with finite difference approximations,
transforming the original problem into a set of coupled, simultaneous, non-linear algebraic
equations [20]. The method is also used in the approximation of systems of partial differ-
ential equations, such as those in mean field games, and has been shown to have desirable
properties such as existence and uniqueness, a priori bounds, and convergence[12]. Thus,
the basic idea of FDM is to replace the derivatives of an unknown function by the differ-
ence quotients of unknown functions. The form of finite difference equations depends on
Furthermore, this study introduces the two commonly employed numerical meth-
ods for solving partial differential equations–the Implicit and Explicit Euler methods. The
Explicit Euler method is a first-order explicit method that updates the solution at each time
step based on the derivative of the solution at the current time. In contrast, the Implicit
Euler method involves solving an equation that implicitly includes the future solution at
each time step, often through iterative methods[21]. Both methods have their respective
ular implicit method for solving parabolic partial differential equations (PDEs). As stated
second-order accuracy in time. It combines aspects of the Implicit Euler method and the
Explicit Euler method by averaging the solutions at the current and future time steps. This
approach leads to a tridiagonal system of equations that can be efficiently solved using nu-
PRELIMINARY RESULTS
∂u ∂u ∂ 2u πx
+c = υ 2 ; u(−1, t) = u(1, t) = 0; u(x, t = 0) = cos ( ) (5.1)
∂t ∂x ∂x 2
where u, c, and v represents the velocity, constant advection velocity, and kinematic veloc-
∂ 2v
∂v αx+βt ∂v αx+βt ∂v
e + βv(x, t)eαx+βt + c e + αv(x, t)eαx+βt αx+βt
= υe 2
+ 2α + α v(x, t)
∂t ∂x ∂x2 ∂x
2
∂v ∂v ∂ v ∂v 2
+ βv(x, t) + c + cαv(x, t) = υ + 2α + α v(x, t)
∂t ∂x ∂x2 ∂x
2
∂v ∂v ∂ v ∂v
+ βv(x, t) + c + cαv(x, t) = υ 2 + 2αυ + υα2 v(x, t)
∂t ∂x ∂x ∂x
2
∂v ∂v ∂v ∂ v
+ βv(x, t) + c + cαv(x, t) − 2αυ − υα2 v(x, t) = υ 2
∂t ∂x ∂x ∂x
13
Now we have,
∂v ∂v ∂ 2v
+ v(x, t)[β + cα − υα2 ] + [c − 2υα] = υ 2 (5.4)
∂t ∂x ∂x
Noting that α and β are free parameters ,such in the coefficient of Equation (5.4) choosing
them as
β + cα − υα2 = 0
c − 2υα = 0
c c 2
Taking advantage of these conditions with α = 2υ
and β = − 4υ enables us to express this
equation in terms of an exponential function involving c and v. This equation is also called
heat equation.
c ct ∂v ∂ 2v
u(x, t) = v(x, t)e 2υ [x− 2 ] ⇒ =υ 2 (5.5)
∂t ∂x
As we get the Equation (5.5) a new boundary conditions was obtained v(−1, t) = v(1, t) =
Solving the partial differential equation Equation(5.5) using the separation method such as
∂τk (t)
= −λ2
υ · τ (t)∂t
∂τk (t)
= υ · −λ2
τ (t)∂t
Z Z
∂τn (t)
= υ · −λ2 ∂t
τ (t)
ln τk = −υλ2 t + C
2t
τk (t) = Ce−υλ (5.9)
To get the solution of the spatial component, we need to consider three cases: −λ2 = 0,
−λ2 < 0, and −λ2 > 0. By applying the boundary conditions, we need to determine which
cases would yield a non-trivial solution. Suppose that the two cases −λ2 = 0 and −λ2 < 0
both have trivial solutions. Let’s determine the case where −λ2 > 0.
∂ 2 X(x)
= −λ2
X(x)∂x2
∂ 2 X(x)
+ λ2 X(x) = 0 (5.10)
∂x2
To solve this ordinary differential equation Equation (5.10), we must first determine its
Let x = ert be the solution of this equation. This means that the derivatives x′ = rert and
x” = r2 ert satisfy (5.10). Then we have,
r2 + λ2 = 0
r2 = −λ2
√ √
r2 = −λ2
r = ±λı
So,
∴ X(−1) = 0 (5.12)
∴ X(1) = 0 (5.13)
we get,
kπ
Since cos (−θ) = cos (θ) and sin (−θ) = − sin(θ), then this suffice the (5.14) Let λ = 2
,
∞
X kxπ kxπ k2 π 2
vn (x, t) = Ak sin + Bk cos e−υ 4
t
(5.17)
k=1
2 2
Applying the boundary conditions impose the conditions of A2p+1 = B2p for (p =0,1,2,..),
∞ ∞
X
−υp2 π 2 t
X (2p + 1)πx −υ (2p+1)2 π2 t
vn (x, t) = A2p sin (pπx)e + B2p+1 cos e 4 (5.18)
p=0 p=0
2
∞ ∞
X X (2p + 1)πx πx −cx
vn (x, t = 0) = A2p sin (pπx) + B2p+1 cos = cos ( )e 2v
p=0 p=0
2 2
(5.19)
By the orthogonality property of Fourier polynomials, the coefficients A2p and B2p+1 on
Z 1 Z 1
2 πx −cx
A2p sin (pπx)dx = sin (pπx) cos ( )e 2v dx
−1 −1 2
R1 −cx
−1
sin (pπx) cos ( πx
2
)e 2v dx
= R1
−1
sin2 (pπx)dx
c
16υ 3 π 2 pc(−1)p cosh( 2υ )
A2p = (5.20)
c + (cυπ) (8p + 2) + (υπ) (4p2 − 1)2
4 2 2 4
Z 1 Z 1
2 2p + 1 2p + 1 πx −cx
B2p+1 cos πx dx = cos πx cos ( )e 2v dx
−1 2 −1 2 2
R1 2p+1 −cx
πx
cos [( )πx] cos ( 2 )e 2v dx
= −1 R 1 2
−1
cos2 [( 2p+1
2
)πx]dx
c
8υ 3 π 2 c(2p + 1)(−1)p sinh ( 2υ )
B2p+1 =
c4 + 4(υπc)2 (2p2 + 2p + 1) + 16(υπ)4 p2 (p + 1)2
(5.21)
Substitute the coefficients Equation (5.20) and Equation (5.21) to the Equation (5.18).
∞ c
16υ 3 π 2 pc(−1)p cosh( 2υ
X ) 2 π2 t
vn (x, t) = sin (pπx)e−υp +
p=0
c + (cυπ) (8p + 2) + (υπ) (4p2 − 1)2
4 2 2 4
∞ c
8υ 3 π 2 c(2p + 1)(−1)p sinh ( 2υ
X ) (2p + 1)πx −υ (2p+1)2 π2
cos e 4
p=0
c + 4(υπc) (2p + 2p + 1) + 16(υπ) p2 (p + 1)2
4 2 2 4 2
(5.22)
Using the definition in (5.5) was obtained with the relations in (5.22) shows,
c ct c ct
u(x, t) = v(x, t)e 2υ (x−( 2 )) = 8υ 3 π 2 ce 2υ (x−( 2 ))
∞ c
2p(−1)p cosh( 2υ
X ) 2 2
[ 4 2 2 4 2 2
sin (pπx)e−υp π t +
p=0
c + (cυπ) (8p + 2) + (νπ) (4p − 1)
∞ c
(2p + 1)(−1)p sinh ( 2υ
X ) (2p + 1)πx
4 + 4(υπc)2 (2p2 + 2p + 1) + 16(υπ)4 p2 (p + 1)2
cos
p=0
c 2
(2p+1)2 π 2
e−υ 4 ] (5.23)
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