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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
groundwater aquifers, chemicals and migration of through an open medium like air, rivers, lakes,
contaminations in the seawaters and river systems, and porous medium. River water pollution can be
tracer dispersion in a porous medium are modeled established by the one-dimensional advection-
by such types of equations [6], [11]. It also diffusion equation [11]. It has wide applications in
considers physical phenomena wherein the other disciplines too, like soil physics, petroleum
diffusion process particles are moving with a engineering, chemical engineering, and
certain velocity from higher concentration to biosciences [11]. The practitioners of
lower concentration [11]. The analytical and computational fluid dynamics have
numerical solutions along with an initial condition decomposed the analysis of the
and two boundary conditions aid to understand the complexity and stiffness of the Navier–
pollutant
Retrieval concentration distribution behavior
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DOI: 10.35940/ijaent.xxxxx.xxxxxx
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Peaceman-Rachford Alternating Direct Implicitly Method for Linear Advection Diffusion
equation and Its Application
Stokes (linear) equations that embody the accurate and stable Peaceman-Rashford
difficulties of the space discretization of the alternating direct implicitly scheme that is capable
velocity and pressure fields and the advection- of solving linear advection-diffusion equation and
diffusion problem that is related to the transport approximate the exact solution. The convergence
character of the non-linear terms [7]. This last has been shown in the sense of maximum absolute
class of problems includes the non-linear Burgers error -norm and -norm, numerical error
equations and the linear advection-diffusion
equation. and so that the local behavior of the
This paper address the one-dimensional linear solution is captured exactly. The stability and
advection-diffusion equation with homogeneous convergences of the present methods are also
Dirichlet boundary conditions as this is a investigated.
meaningful test for established or novel discrete The present paper is organized as follows. Section
schemes. For high Reynolds number flows the two is Statement of the problem, section three is
advection is dominating diffusion but the presence Formulation of the numerical scheme, section
of the boundaries imposing no-slip wall four is Stability and convergence analysis for the
conditions complicates the solution of the approximate solution, section five is Numerical
problem. Boundary layers develop and in most results, and section six is Discussion and
cases influence deeply the flow dynamics. No-slip conclusion.
wall boundary conditions impede the general use 2. Statement of the problem
of periodic Fourier representation and spectral Consider the following linear Advection diffusion
calculation [7]. Even though the linear advection- Equation:
diffusion equation is linear it is difficult to find a ,
closed-form analytical solution in the literature.
Most of the efforts have been devoted to the
solution of linear advection-diffusion equation (1)
with an upstream boundary condition and a Robin With initial and boundary condition respectively
or Neumann downstream condition. The presence
of the gradient condition at the exit of the domain
eases the development of the analytical solution. , (2)
The paper by Pérez Guérrero et al. [10] uses a Where a, d are none zero constant and ,
change of variable to obtain a heat equation which
is then solved by a generalized integral transform are smooth function on .
technique proposed by Cotta [8]. In [9], van Now we define a mesh size h and k and the
Genuchten et al. can use a variable transformation constant grid point by drawing equidistance
that reduces the partial differential equation to an horizontal and vertical line of distance ‘h’ and ‘k’
ordinary differential equation the solution of respectively in ‘x’ and ‘t’ direction. These lines
which is expressed by the complementary error are called gridline and the point at which the
function [7]. interacting is known as the mesh point. The mesh
Moreover, in the literature review, there are point that lies at end of the domain is called the
different numerical methods applied by the author boundary point. The points that lie inside the
to solve linear advection-diffusion equations [16]. region are called interiors points. The goal is to
However, still, the accuracy and stability of the approximate the solution ‘u’ at the interior mesh
method need attention because the treatment of points. Hence we discretized the solution domain
the method used to solve the linear advection- as:
diffusion equation is not trivial distribution. Even ,
though the accuracy and stability of the
aforementioned methods need attention, they (3)
require large memory and long computational Where and
time. So the treatments of this method present
severe difficulties that have to be addressed to , ,
ensure the accuracy and stability of the solution. . M and N are the
To this end, this paper aims to develop the
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DOI: 10.35940/ijaent.xxxxx.xxxxxx and Sciences Publication
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
maximum numbers of grid points respectively in order derivatives. By using Taylor series
the x and t direction. expansion, we have
3. Formulation of the numerical scheme
Central difference method
Assuming that has continuous higher order
partial derivative on the region [a, b]x[0,T]. For
the sake of simplicity, we use ,
and for is
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DOI: 10.35940/ijaent.xxxxx.xxxxxx
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Peaceman-Rachford Alternating Direct Implicitly Method for Linear Advection Diffusion
equation and Its Application
different method. The difference equation for
PDEs at interior mesh point lead linear system of
the equation whose coefficient matrices has at
most five none zero entries in each row [13]. For
many years splitting methods have proved
valuable in the numerical solution of time-
(4) dependent, multi (space)-dimensional partial
Adding the first equation to the second equation, differential equations (PDE's). The general idea of
subtract the second equation from the first splitting is to attack a multi-dimensional problem
equation, and again subtract the fourth equation in such a way that only one-dimensional
from the third equation of Eq. (4), respectively we computations are required. This idea has led to the
obtain: development of a great variety of so-called
alternating direction implicit (ADI) methods,
, locally one-dimensional (LOD) or fractional step
methods, and hopscotch type methods [13].
, Therefore in this paper is interest to use this idea
to solve the advection-diffusion equation.
(5) Now we choose starting points to apply this
method. Let is starting point lies at each
Where , and interior mesh point of the computational domain
and our interior-point contains two half.
are respectively their local Hence form Eq.(6) equation of these two half of
truncation error terms. Now substituting Eq.(5) Peaceman-Rachford ADI methods are:
into Eq.(1) we obtain the differential equation of First-half:
the form:
Second-half:
single iteration process we have two half. For where j=0(1)M and p=n=0. In this equation, the
instance, in the first iteration process, we have same value of “u” is known value and they are
two. So for the first half of the first iteration boundary value that lies at j=0 and j=M. They are
process, we update the starting point ‘ ’ row not affected by the starting value. The remaining
values of ‘u’ at the interior point in the scheme
by row of first of Eq.(7). Hence for the row are remaining unchanged until the process
we have: is finished. Therefore for a fixed value of
‘n’ in Eq. (8) is applied to all interior
mesh points along with the row n. Thus
the obtained system of the equation
Retrieval Number: paper_id//2021©BEIESP (8) contains
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By: M equation. So these equations
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DOI: 10.35940/ijaent.xxxxx.xxxxxx
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Peaceman-Rachford Alternating Direct Implicitly Method for Linear Advection Diffusion
equation and Its Application
contain rows and the system contains NM Fourth iteration (p=3)
First-half:
total equation. The coefficient matrix is tri-
diagonal. The solution of this iteration expressed
And the
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DOI: 10.35940/ijaent.xxxxx.xxxxxx and Sciences Publication
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
(16)
where . This
shows that the proposed method (PR-ADI
(12) methods) in Eq.(7) is stable.
Now eliminating the error term and Definition 1: For linear difference operator
is stable if, for sufficiently small mesh
from Eq.(12) and simplifying it, we size h and k, there is a constant “G” independent
obtain: of size h and k such that
(13)
(1
4)
Now applying the properties of matrix norm and
using triangular inequality on Eq.(14) we obtain:
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
and
E
(18)
where
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
M N EOC EOC
20 20 1.03E-01 __ 1.6288E-08 2.2297
40 40 2.36 E-02 2.13 6.2484E-08 2.6962
80 80 5.63E-03 2.07 2.2977E-09 3.1788
160 160 1.38E-03 2.02 8.2810E-10 3.6699
320 320 3.44E-04 2.01 8.2671E-10 3.9218
640 640 8.60E-05 2.00 3.1289E-11 4.1193
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
a) The surface of numerical solution b ) plotting graphs of numerical versus exact solution
Fig 3. Graphs of numerical solution of example three for 02
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International Journal of Advanced Engineering and Nano Technology (IJAENT)
ISSN: 2347-6389, Volume-4, Issue-6, April 2021
three model examples by taking different values superior to the method developed in [1],[11], and
for mesh size, h, and k. Numerical results [15] and approximate the exact solution very well.
obtained by the present method has been Further, as shown in Figs. 1-3, the proposed
computed with numerical results obtained by the method approximates the exact solution very well
methods in [1], [11], and [15] and they are for which most of the current methods fail to give
summarized in Tables and graph. In this paper good results. To further verify the
both theoretical and numerical error bounds has applicability of the planned method,
been established for the Peaceman-Rachford graphs were plotted aimed at the above
alternating direct implicitly method .As can be examples for exact solutions versus the
seen from the numerical results and predicted in numerical solutions obtained with their
tablesNumber:
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graphs above, the present method is errors. As By:
Published Figs. 1(b) indicates numerical solution
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Peaceman-Rachford Alternating Direct Implicitly Method for Linear Advection Diffusion
equation and Its Application
obtained by present method is good agreement of analytical solutions for contaminant transport in
the results with exact solutions, which proves the rivers 1. The equilibrium advection-dispersion
equation", Journal of Hydrology and
reliability of the method for example 1. Figs. 2 Hydromechanics, 61(2),146-160, 2013.
indicate the numerical solution has a good 10. Guerrero, JS Pérez, Luiz Cláudio Gomes
agreement of the results with the exact solution Pimentel, Todd H. Skaggs, and M. Th Van
for example 2. Figs. 3(b) indicate the numerical Genuchten. "Analytical solution of the advection –
diffusion transport equation using a change-of-variable
solution has a good agreement of the results with and integral transform technique." International
the exact solution for example 3. Further, the Journal of Heat and Mass Transfer 52(13) 3297-3304,
numerical results presented in this paper validate 2009.
11. L.S. Andallah, MR Khatun. “Numerical solution of
the improvement of the proposed method over advection-diffusion equation using finite difference
some of the existing methods described in the schemes”, Bangladesh Journal of Scientific and
literature.. Industrial Research, 55(1) 15-22, 2020.
Acknowledgements 12. W.H. Hundsdorfer, JG Verwer. “Stability and
Convergence of the Peaceman-Rachford alternative
The author wish to express his thanks to the direct implicitly method for Initial-Boundary Value
authors of literatures for the provision of initial Problems”, Journal of mathematics of computation, 53
idea for this work. (187), 81-101, 1987.
13. A.R. GOURLAY. “Splitting methods for time-
Last but not least, the author wish to express his dependent partial differential equations”, The State of
thanks to all his beloved friends; your the Art in Numerical Analysis (D. Jacobs, ed.),
kindness and helps will be a great memory for Academic Press, New York, pp.757-791, 1977.
14. Gurhan Gurarslan, Halil Karahan, Devrim Alkaya,
me. Murat Sari, Mutlu Yasar. “Numerical Solution of
Reference Advection-Diffusion Equation Using a Sixth-Order
1. Appadu, Appanah Rao. "Numerical solution of the 1D Compact Finite Difference Method”, Hindawi
advection-diffusion equation using standard and Publishing Corporation Mathematical Problems in
nonstandard finite difference schemes", Journal of Engineering.2013 (7), 2013.
Applied Mathematics, 2013 .
2. Zhong, Jiaqi, Cheng Zeng, Yupeng Yuan, Yuzhe 15. Sigrun Ortleb. “ -stability analysis of IMEX-
Zhang, Ye Zhang. "Numerical solution of the unsteady
(σ,μ)DG schemes for linear advection-diffusion
diffusion-convection-reaction equation based on
equations”, Applied Numerical Mathematics 147,43–
improved spectral Galerkin method." AIP
65, 2020.
Advances, 8(4),2018.
16. D.M. William, A. Jameson. “Energy stable
3. Evstigneev, M Nikolay. "Numerical analysis of Krylov
Flux Reconstruction Schemes for Advection–
multigrid methods for stationary advection-diffusion
Diffusion Problems on Tetrahedral", Journal
equation", In Journal of Physics: Conference Series,
of Scientific Computing, 2013.
1391(1), IOP Publishing, 2019.
4. Soyoon Bak, Philsu Kim, Xiangfan Piao, Sunyoung Bu. AUTHORS PROFILE
“Numerical solution of advection-diffusion type
equation by modified error correction scheme”, Open
Springer Journal of Advances in Difference Kedir Aliyi Koroche is Graduate
Equations,2018. B.sc in Mathematics from Ambo
5. Yu Liu, Marcial Gonzalez, and Carl Wassgren. University in 2016 G.C. and
Modeling Granular Material Blending in a Rotating
M. Sc. in
Drum Using a Finite Element Method and Advection-
Mathematics(specialized in
Diffusion Equation Multi-scale Model. American
Institute of Chemical Engineers, 64(9)3277-3292, 2018. Numerical Analysis) from Jimma
6. A.V.C.I. Derya, Aylin Yetim. "Analytical solutions to University in 2019 G.C. Now he works at Ambo University
the advection-diffusion equation with the as Lecturer and Researcher. He has two published research
Atangana-Baleanu derivative over a finite paper.
domain", Balıkesir Universities Fen Balmier
Enstitüsü Dergisi , 20(2) 382-395, 2018. .
7. Abdelkader Mojtabi, Michel Deville. “One-
dimensional linear advection-diffusion equation:
Analytical and finite element solutions”,
Computers and Fluids, Elsevier, 107,189-195,
2015.
8. R.M Cotta. Integral transforms in computational
heat and fluid flow. Boca Raton (FL): CRC Press;
1993
9. V.A.N Genuchten, Martinus TH, Feike J. Leij,
Todd H. Skaggs, Nobuo Toride, Scott A.
Bradford, Elizabeth M. Pontedeiro. "Exact
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