University of Dortmund Department of Bio and Chemical Engineering Chair of Technical Chemistry-Reaction Engineering Prof. Dr. David W.

Agar

Master Thesis
Comparison between Advanced Finite Element and Finite Difference Methods for the Direct Calculation of Cyclic Fixed Bed Processes by Srinivas Nanam

Examiner: Co-Examiner: Supervisor: Date:

Prof. Dr. David W. Agar Prof. Dr. Stefan Turek Dipl-Ing. Frank Platte Friday, 18th March 2005

TABLE OF CONTENTS
ACKNOWLEDGEMENT ................................................................................................................ 7 ABSTRACT .............................................................................................................................. 8 1. INTRODUCTION................................................................................................................ 9 1.1 BACKGROUND ................................................................................................................... 9 1.2 CYCLIC FIXED BED PROCESSES ....................................................................................... 10 1.3 APPLICATION EXAMPLE ................................................................................................... 12 1.4 NUMERICAL DEMANDS FOR CATALYTIC COMBUSTION IN REVERSE FLOW OPERATION ..... 13 2. NUMERICAL TREATMENT FOR CYCLIC FIXED BED PROCESSES................. 14 2.1 MODELLING OF REVERSE FLOW REACTOR ....................................................................... 14 2.1.1 Modelling of reverse flow reactor for N2O decomposition .................................... 14 2.2 PROPERTIES OF NUMERICAL METHODS ............................................................................ 15 2.3 SOLUTION OF CYCLIC PROFILES IN A CYCLIC FIXED BED REACTOR ................................... 16 2.3.1 Dynamic simulation................................................................................................. 16 2.3.2 Direct calculation method....................................................................................... 16 2.4 NUMERICAL MODELS ....................................................................................................... 17 2.5 THE NEED FOR STABILIZATION......................................................................................... 18 2.5.2 Steep solution gradients .......................................................................................... 19 2.6 STABILIZATION TECHNIQUES ........................................................................................... 19 3A TEST PROBLEMS USING FEM................................................................................... 21 3.1A ABOUT FEMLAB ........................................................................................................... 21 3.2A CAUCHY PROBLEM ........................................................................................................ 21 3.2.1a Solution approach ................................................................................................. 22 3.2.2a Stabilization Techniques ....................................................................................... 25 3.2.3a Comparison with analytical solution .................................................................... 27 3.3A BURGERS PROBLEM ..................................................................................................... 29 3.3.1a Comparison with analytical solution .................................................................... 30 3.4A COUPLED REACTION ENGINEERING PROBLEM ................................................................ 32 3.4.1a Solution approach ................................................................................................. 32 3B TEST PROBLEMS USING FINITE DIFFERENCE METHOD................................ 35 3.1B TVD SCHEMES .............................................................................................................. 35 3.1.1b TVD Methodology ................................................................................................. 35 3.1.2b Discrete upwinding ............................................................................................... 36 3.2B CAUCHY PROBLEM ........................................................................................................ 38 3.2.1b Leapfrog scheme .................................................................................................. 39 3.3B BURGERS EQUATION.................................................................................................... 47 4. DECOMPOSITION OF N2O IN REVERSE FLOW REACTOR................................. 49 4.1 INTRODUCTION ................................................................................................................ 49 4.2 REACTION MECHANISM FOR N2O DECOMPOSITION .......................................................... 50 4.2.1 Kinetic modelling .................................................................................................... 51 4.3 HYBRID REACTION........................................................................................................... 52

4.3.1 Separation of hybrid reaction ................................................................................. 52 4.4 REACTOR MODELLING ..................................................................................................... 53 4.5 COUPLING MECHANISM ................................................................................................... 54 4.5.1 TC model ................................................................................................................. 54 4.5.2 TCC model............................................................................................................... 56 4.5.3 Model with Enhancement factor ............................................................................. 56 FIG 4.7 HYBRID REACTION RATE FOR TC MODEL AND WITH ENHANCEMENT FACTOR ........... 57 4.6 SURFACE COVERAGE DEPENDANT MODEL........................................................................ 57 4.6.1 Influence of activation energy on N2O decomposition............................................ 58 4.6.2 Effect of NO on N2O decomposition........................................................................ 58 4.6.4 Production of NO .................................................................................................... 60 4.6.4 Kinetic oscillations in N2O decomposition.............................................................. 61 5. CONCLUSION................................................................................................................... 62 REFERENCES ....................................................................................................................... 63 APPENDIX ............................................................................................................................. 65 APPENDIX 1A ........................................................................................................................ 65 APPENDIX 1B ....................................................................................................................... 67 APPENDIX 2........................................................................................................................... 69

List of Figures
Fig 1.1 Principles of reverse flow operation: (a) Temperature (T) and conversion(X) profiles of a moving reaction front; (b) temperature and conversion profiles at the end of the first two semi cycles.6 Fig 1.2 Scheme of reverse flow reactor: Cyclic opening and closing of thevalve pairs V1/V3 and V2/V4..........8 Fig 2.1 Pattern of different numeric methods...11 Fig 3.1 Representation of computational domain and boundary conditions16 Fig 3.2 Computational domain with unstructured mesh with 900 elements (left) and structured mesh with 1600 elements.17 Fig 3.3 Solution to Cauchy problem with triangular coarse mesh with 900 elements in 2D (left) and 3D (right)..18 Fig 3.4 Solution to Cauchy problem with quadrilateral coarse mesh with 1600 elements in 2D (left) and 3D (right) .18 Fig 3.5 Solution of Cauchy problem with Stream line artificial diffusion and with mesh refinement level 2.19 Fig 3.6 Solution Cauchy problem with Cross wind artificial diffusion and with mesh refinement level 2.20 Fig 3.7 Solution with stream line artificial diffusion using quadrilateral mesh with 14400 elements (left) and 60000 elements (right)...20 Fig 3.8 Representation of error for refinement level 1 and without any stabilization .21 techniques Fig 3.9 Error norm for different stabilization techniques using triangular elements...22 Fig 3.10 Error norm for different stabilization techniques using quadrilateral elements22 Fig 3.11 Solution to Burgers problem with triangular (left) and quadrilateral mesh (right)..24 Fig 3.12 Representation of error for Burgers problem...25 Fig 3.13 Representation of error norm with and without artificial diffusion....25 Fig 3.14 Concentration profiles for species 1(left) and 2(right)...27

Fig 3.15 Concentration profiles for species 3(left) and 4(right)...27 Fig 3.16 concentration profiles for different species using time dependant solver..28 Fig 3.17 Schematic diagram of a space- time grid...32 Fig 3.18 Sparse matrix with 5points in space and time for leap frog scheme 33 Fig 3.19 3D plot for a leap frog scheme (left) and the final value of the step (right)..34 Fig 3.20 Representation of the error using leap frog scheme..35 Fig 3.21 Convergence behaviour for velocity = 0.5 for leap frog scheme...36 Fig 3.22 Convergence behaviour for velocity = 0.2 for leap frog scheme...36 Fig 3.23 Sparse matrix for CDS/PW37 Fig 3.24 Representation of solution in 3D (left) and the final value of the step using 38 CDS/UPW Fig 3.25 Convergence behaviour for CDS/UPW.39 Fig3.26 3D plot of the step and the corresponding final value for imp.Euler/CDS40 Fig 3.27 Convergence behaviour for Impeuler/CDS40 Fig 3.28 Numerical solution to Burgers problem using FD method...42 Fig 4.1 Schematic Diagram of reverse flow reactor.44 Fig 4.2 Scheme of reaction for a conventional catalyst (left) and for a structured catalyst (right). Course of temperature T, concentration C and reaction rates (rhyb,rhom, rhet) are shown. Grey and white areas depicts active and inert section..46 Fig 4.3 Schematic representation of the computational domain..46 Fig 4.4 Concentration and Temperature profile in N2O decomposition..48 Fig 4.5 Reaction rate for pure heterogeneous and for hybrid reaction48 Fig 4.6 Comparison between TC and TCC model with a correction term gamma=0.2..49 Fig 4.7 Hybrid reaction rate for TC model and with enhancement factor50 Fig 4.8 Schematic representation of proposed interaction...51 Fig 4.9 Concentration profile for NO for two cycles....53

List of Tables
Table 1 Physical and Chemical parameters for N2O decomposition...13 Table A1 Results for Cauchy problem with triangular elements.61 Table A2 Results for Cauchy problem with quadrilateral elements61 Table A3. Results for Burgers problem with triangular elements..62 Table A4. Results for Burgers problem with quadrilateral elements.62 TableB1 Results for the step problem with velocity=0.5 using leap frog scheme..63 Table B2. Results for the step problem with velocity=0.2 using leap frog scheme.63 Table B3. Results for CDS in time and Upwind in space for different grid points.64 Table B4. Results Implicit Euler in time and CDS in space for different grid points.64 List of Symbols C Cp [mol/m3] [J/mol.K] [Kg/m3] [-] [K, OC] [J/m2..K] [J/mol K] [mol/m3S]
[J/mol]

Concentration Specific Heat Density Porosity Temperature Effective thermal conductivity gas constant Reaction rate Reaction Enthalpy Cycle time Rate constant Partial Pressure Vacant active site Activation energy Active site concentration Reactor length Time velocity

eff
R r
H r

tcyc k p

[s]

[1/s] [bar] [-] [J/mol] [mol/gcat] [m]

[s]

EA NT L
T
v

[m/s]

Acknowledgement
I would like to express my sincere gratitude to all of those who help me to complete this thesis. First and foremost, I have to thank my thesis supervisor, Mr. Frank Platte for the incredible amounts of time and effort he contributed to this thesis. It was a great pleasure for me to conduct this thesis under his supervision. Second I would like to acknowledge Prof. Dr. David W.Agar and Prof Dr. Turek for their valuable feedback helped me to improve the thesis in many ways. Further more I would like to thank Mr. Shu-Ren Hysing for his support. Last but not least, I would also like to thank my parents for supporting me through all these years. I am grateful for their invaluable support.

ABSTRACT Cyclic fixed bed processes have proven to be a cost effective technique for pollutant removal in industrial application. In this thesis we investigated N2O decomposition in reverse flow reactor. When modelling reactor usually yields PDEs, but due to numerical problems these exhibit shocks and sharp fronts due to convection term and high reaction rates. To overcome these numerical problems, initially different test problems were solved using finite element method and finite difference method with different types of stabilization techniques. For the treatment N2O decomposition different coupling mechanisms were investigated. Lastly the coupling mechanism was investigated by introducing a new species and theoretically investigated the effect of that new species on the N2O decomposition.

CHAPTER 1 1. INTRODUCTION
1.1 Background
Fixed bed reactors are widely used in chemical industry. They facilitate a wide variety of processes and catalytic reactions, this large variety of processes results in different types of fixed bed reactors like adiabatic single bed, multi-tube surrounded with heat exchange fluid and adiabatic multi tube with internal heat exchange. Normally catalytic reactions are of two types i.e. catalytic liquid phase and catalytic gas phase. Catalytic liquid phase reactions are carried out as homogeneous catalytic reactions in stirredtank reactors in batch, semi-batch, or continuous mode of operation with dissolved organometal complexes as catalysts. The reactions of commercial interest are hydroformylations, carbonylations, polymerizations, hydrogenations, and oxidations. In addition, tubular reactors are also used for liquid-phase reactions like polymerization, hydrogenation, hydrolysis, or dehydroclorination. Catalytic gas-phase reactions play a major role in refinery, petrochemistry, and industrial organic technology. Various bulk products and intermediates are manufactured in this way using solid catalysts. The reactions take place in tubular reactors which are designed as fixedbed or fluidized-bed reactors, depending upon the heat of reaction and the thermodynamic stability of the products formed. The least expensive kind to build is an adiabatic reactor with a fixed bed of catalyst and without internals for transferring heat. They are generally more practical for large-scale and relatively slow reactions without large heat effects. Several beds may be used in series (multistage reactor) so that the reacting gas can be cooled between beds or a cool reactant gas is injected as quench gas between them. Adiabatic fix-bed reactors are also used for highly reactions which occur extremely rapidly at high temp. (e.g., formaldehyde synthesis). The very short reaction times needed, on the order of milliseconds, are realized by a very thin layer of catalysts (< l cm) or by using gauzes (also called shallowbed reactors, metal gauze reactors). For more exothermic reactions which are temperature.sensitive relating to the product selectivity, multitube fixed-bed reactors with external cooling

are used. The coarse catalyst particles (2 to 8 mm in diameter) are used to fill in several thousands (up to 27 000) of tubes having diameters from 2 to 5 cm and lengths from 1 to 10 m. A variety of reactions such as partial oxidations (e.g., maleic anhydride from butane, ethylene oxide), partial hydrogenations (low-temperature hydrogenation), dehydrogenation (of ethyl benzene to styrene), as well as oxichlorination, isomerization, and cracking reactions, take place in multitube reactors. Special types of fixed-bed reactors are build with catalyst monoliths or microstructured wafers (monolitic honeycomb). Another type of fixedbed reactor is the micro channel reactor, designed with a stack of microstructured, typically metallic, wafers. Traditionally adiabatic fixed bed reactor can be operated with a separate heat exchanger but more recently the concept of integrating the apparatus into the reactor has received much attention, such type of reactors are called multi functional reactors. One of the simplest and most common examples of multi functional reactors are auto thermal reactors for weakly to moderately exothermic reactions, where the cold feed is heated up to the reaction temperature by the hot reactor effluent. Auto thermal reactor can be operated in counter currently or with periodically switching the flow direction. The reactor which is operated with periodic flow reversal has considerable advantages and the will discussed in the following section.

1.2 Cyclic Fixed Bed Processes

When fixed bed reactor is started by heating the catalyst bed above the ignition temperature of the exothermic reaction considered, the feed temperature can subsequently be lowered to ambient. As a consequence a moving reaction front develops where the bed is cooled by the cold feed and the feed is heated up by hot bed (fig 1.1a). As long as the moving front is still inside the catalyst bed, full conversion will be obtained but if it moves out the reactor will extinguish. The best way to reignite the reaction is to reverse the flow direction after the front has moved to a certain position into the bed and to repeat this flow reversal periodically until a periodic steady state has been established. Fig 1.1b shows the profiles at the end of the first and the second semi cycle. Under periodic flow reversal the both ends of the fixed bed are obviously used as regenerative heat exchangers. Since regenerative heat exchange is generally considered simpler and more efficient than recuperative heat exchange, the reverse flow reactor has found considerable industrial application primarily for the catalytic or homogeneous combustion of organic pollutants in exhaust air.

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(a)

(b)

Fig 1.1 Principles of reverse flow operation: (a) Temperature (T) and conversion(X) profiles of a moving reaction front; (b) temperature and conversion profiles at the end of the first two semi cycles.

Due to their regenerative nature these processes have to be operated in a cyclic mode with usually one loading step and one or several regeneration steps. For example in case of adsorptive air purification process the loading step is where the pollutant is adsorbed by the

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adsorbent and clean air is the product released from the outlet. The regeneration can for example be achieved by purging the adosorber bed with the hot product. In order to obtain a continuous process, multi bed setups are commonly used. Although it is not too difficult to design loading and regeneration steps separately, it is much more complicated to design an entire process cycle where the end of the loading cycle is the initial state of the regeneration and vice versa. If, for example, in the above mentioned adsorption process the regeneration is incomplete, the pollutant increases to accumulate in fixed bed during each cycle until the required clean air specification can no longer be met. Generally small changes in one cycle can accumulate during cyclic operation and strongly influence the cyclic steady state. From a practical point of view the state where the process repeats itself after one cycle is of primary interest. This is called Cyclic Steady State. This is the reason why the proper design and scale up of cyclic processes often requires both, a large experimental effort and long time practical experience. There is a great need for rigorous methods for the efficient analysis and design of cyclic processes. Multi functional processes are either inherently instationary or forced instationary. Their behaviour based on properly chosen operating conditions allow additional enhancement of the performance. Moreover, the time dependent behaviour leads to more data which can be exploited for model evaluation. Unfortunately, due to the non-linearity and stiff ness of these instationary fixed bed processes, experiments and simulations are rather time-consuming projects.

1.3 Application example

1.3.1 Catalytic Combustion in reverse flow operation One important instationary process is the reverse flow reactor which is operated in a forced periodical way by switching the side/direction of the flow (Fig 1.2).

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V1

V2

V1 V3

V2 V4

Fig 1.2 Scheme of reverse flow reactor: Cyclic opening and closing of thevalve pairs V1/V3 and V2/V4
The classical Reverse Flow Reactor (RFR) operates with two identical half cycles, i.e. the reaction and regeneration steps are fulfilled simultaneously. Due to an inherently low heat loss weak exothermic processes can remain ignited without additional heat or fuel gas. Suggested examples for industrial application are the treatment of waste gases in air, oxidation of SO2 and many more. It is well known that the RFR reaches the cyclic steady state after a long operation time and a large number of flow reversals. Moreover, high reaction rates at elevated temperature levels lead to sharp fronts in the distribution of temperature and concentration.

1.4 Numerical demands for catalytic combustion in reverse flow operation

In order to overcome these sharp fronts, one should need 1. Good numerical algorithm 2. Direct calculation of cyclic steady state 3. Stabilization techniques

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CHAPTER 2 2. NUMERICAL TREATMENT FOR CYCLIC FIXED BED PROCESSES

2.1 Modelling of reverse flow reactor
The mathematical modelling of catalytic reactor operation with periodic flow reversal has received attention by Eigenberger and Nieken (1988), who have used a pseudo homogenous packed bed model, neglecting gas- solid temperature differences. Heterogeneous models allowing for such differences have been conducted by Matros (1988), Gawdzik and Rakowski (1988, 1989) and Bhatia (1991). A common feature of all these studies is the large amount of computational time required to calculate cyclic profiles attained in the reactor. One should need a good numerical algorithm to solve the model equations and a direct calculation method for the calculation of cyclic profiles. 2.1.1 Modelling of reverse flow reactor for N2O decomposition In this work we are dealing with the hybrid decomposition of N2O, that is combination of both homogeneous and heterogeneous, in reverse flow reactor. The heat and mass balance yields two partial differential equations in order to describe the distribution of temperature and concentration. Due to the dominating behaviour of heat balance, we regard the mass balance as to be pseudo steady state. The system of equations can be represented in the following expression

(1 ) ( c p )s
0 = Deff

T 2T T k = eff 2 ( c p ) + (T T amb ) + ( H r ) rhyb (T , C ) g z t z r

(1.1)

2C C v rhyb (T , C ) 2 z z

(1.2)

where rhyb is the rate of hybrid reaction, it is the combination of both homogeneous and heterogeneous reaction rates
a . .khet (T , C ) + khom (T , C ) .C r TC hyb (T , C ) = v av . + khet (T , C )

(1.3)

The physical and chemical parameters are shown in Table1. As mentioned in section 1.3 in order to solve the above PDEs one need good numerical algorithm, which stabilizes the convective term and also at high reactions rates it produces sharp profiles

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symbol Av L dhyd Deff,g g s eff kwv H r N2O EAhom EAhet

value 1100 1.5 0.002 0.00691 0.1 1.26 0.85 30 -81.6 . 103 2.5 . 105 1.5 . 10 91 0.18
5

Unit m /m M M m2/s W/mK w/mK W/mK w/m2K J/mol J/mol J/mol W/m K m/s
2 2 3

symbol D C
0

value 0.69 0.12 0-0.1 1093 0.486 840 1645 300 4.4 . 1011 3.0 . 108 8.3144 18-180 0.4

unit M Mol/m3 J/kg.k Kg/m3 J/kgK Kg/m3 K 1/s 1/s J/molK S m/s

cp,g varrhog cp,s s Tamb kohom Kohet R tcyc vg

Table 1 Physical and Chemical parameters for N2O decomposition

2.2 Properties of numerical methods

A good numerical algorithm should fulfil the following properties 1. Consistency: The discretization of a PDE should be exact as the mesh size tends to zero(truncation errors should vanish) 2. Stability: Numerical errors which are generated during the solution of discretized equations should not be magnified. 3. Convergence: The numerical should solution should approach the exact solution of the PDE and converge to it as the mesh size tends to zero. 4. Conservation: Underlying conservation laws should be respected at the discrete level (artificial sources or sinks are to be avoided) 5. Bounded ness: Quantities like density, temperature and concentration should remain non negative and free of spurious wiggles.

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2.3 Solution of cyclic profiles in a cyclic fixed bed reactor

As mentioned in the earlier, the modelling of a reactor yields PDE, in order to calculate the cyclic profiles, there are different methods available, which are illustrated in fig 2.1

Reactor

PDE

a1ut = a2uzz a3uz + f (u)

Method of lines DAE-System

(u , t ).
u = f (u , t ) t

Global discretization Zero Equation R(u)

Dynamic Simulation Dynamic Behavior

Schiess Procedure Cyclic Stationary Behavior

Newton Method

Fig 2.1 Pattern of different numeric methods

2.3.1 Dynamic simulation

Due to the inherently dynamic nature of these processes dynamic simulation is the first choice for the theoretical approach. By using this method the analytically insolvable PDEs are

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discretised in space and the resulting ODE-system is integrating in time. This method is called as method of lines. This method computes the cyclic steady state by calculating the full transient from an initial state to the cyclic steady state. However the computation of cyclic steady state by direct dynamic simulation is not always straight forward. This has been proved in the research work by J. Unger, G. Kolios, G.Eigenberger [1]. They took a simple transport equation with appropriate initial and boundary conditions and simulated the process using method of lines, and then they have observed a very large number of cycles greater than 5000 is required to obtain the cyclic steady state. The above mentioned authors summarized that it can be said that the dynamic simulation is a valuable tool for getting a detailed understanding of the dynamics of cyclically operated processes. It also monitors the accumulation of the small errors over a large number of cycles. However, if the transition from the initial state to cyclic steady state is slow, dynamic simulation requires a large computational effort since a large number of cycles has to be computed. So, for the design of cyclically operated processes dynamic simulation is not a suitable choice.

2.3.2 Direct calculation method [2]:

For the calculation of cyclic steady states this method makes use of periodicity conditions that are treating the differential equation system as a boundary value problem in time, with the stationary profiles at the beginning and the end of the half cycle being mirror images of each other. This allows direct solution of the cyclic profiles independent of the initial conditions, and dispenses with the need of repeatedly solving the problem for an enormous number of cycles until stationarity is attained. By this the computation can be reduced by a factor of 4-7 and can be used for any value of cycle time. A typical mirror symmetry and symmetry boundary condition in time in for the temperature in the case of RFR is
T ( Z , t ) = T ( L Z , t + tcyc / 2 )

T ( Z , t ) = T ( Z , t + tcyc / 2 )

2.4 Numerical models

To illustrate the change of a property with respect to one or more independent variables, one needs to solve these PDEs. The best and most precise method is solving these equations analytically. Analytical solutions are typically obtained in closed form and represent exact solutions; however, they are available only for very simple or idealized configurations.

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Obtaining the analytical solution for a given differential equation is not always easy, and in many cases is absolutely impossible. As a result, numerical methods were introduced. In fact, solving differential equations numerically meant coding the method into an iterative procedure and looping over and over again to produce a perfectly usable form of the answer in many applied problems. It has become a major tool in the engineering field, as computing power has increased to such a large extent. Some of the popular techniques used in engineering applications are 1. Finite Difference method (FD) 2. Finite Element method (FE) 3. Finite volume method (FV) In this work we choose global discretization based on direct calculation method which is discretizing both in space and in time. Alternatively, a direct calculation based on dynamical simulation is also a good method but global discretization allows better implementation of modern algorithms developed for 2D/3D problems. In this work we restrict only to FD and FE methods.

2.5 The need for stabilization

Using numerical methods in a straight forward way for the approximation of PDEs may cause severe problems. Oscillations, excessive numerical diffusion and singular matrices, may be the result of disregarding important basic rules related with a certain concrete problem. Then, stabilization is needed. In this section, it is described under which circumstances problems occur and stabilization may be needed to obtain satisfactory approximations.
2.5.1 Convection-dominated problems The phenomenon of convection, typically identified by first order terms in the differential

equations of a model, divides the usability of the methods. The approximation of a convection dominated problem using FEM shows spurious oscillations in the solutions, worsening with growing convection domination. This does not lead to qualitatively bad results but even violates basic physical principles like positive boundedness. One finds that the pollution of the solution with oscillations is dependent on the domination of the convective terms over other terms of the differential equation, like diffusion terms. The role of convection in differential equation is defined by well known identification

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numbers such as Peclet number and Reynolds number. The higher these numbers are, the more dominant the convection term is and the stronger the pollution with oscillations. In FDM context it is well known that upwind differencing on the convective term does not show oscillatory solutions, but introduces excessive numerical diffusion. A simple Taylor series analysis proves that upwinding is only first order accurate, in contrast to the second order accurate but oscillatory central differences. This analysis also elucidates that upwinding can also be interpreted as central difference plus artificial diffusion. Thus the right combination of central and upwind difference may introduce the optimal amount of artificial diffusion which leads to accurate and oscillation free solutions. Thus the idea of including upwind effects in FEM has given interest to many authors, and then they developed different stabilization techniques.

2.5.2 Steep solution gradients

In the above section, it has been shown that convection-dominated problems require stabilization such that a pollution of the overall solution with oscillations is prevented. However, these stabilizations do not preclude over- and undershooting about sharp internal and boundary layers [34]. These localized (in that they do not influence the whole domain) oscillations can be suppressed by getting control over the solution gradient. The aim is to obtain a monotone solution without any oscillations. There is a severe restriction concerning the monotonicity of a numerical scheme that is no linear higher order method can obtain monotone solutions. Thus there are only two ways to achieve monotonicity: Using first order accurate schemes such as upwind finite difference or using non linear schemes. As higher order accuracy is essential in the reliable simulation of many problems, so upwinding finite difference scheme is no real alternative, consequently non linear schemes have to be developed. In finite difference context this can for example be realized with the so called slope limiter methods, a subclass of Total Variation Diminishing (TVD) schemes. Recently there has been considerable research going on implementing monotone methods on FEM context.

2.6 Stabilization techniques

1. Streamline-Upwind/ Petrov-Galerkin (SUPG):

This method is the first successful stabilization technique to prevent oscillations in the convection dominated problems in the FEM. The main steps are: introducing a certain amount

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of artificial diffusion in the streamline direction only, ensuring that no diffusion perpendicular to the flow direction is introduced, which was the reason for excessive over diffusion in other methods. The details how the SUPG introduces artificial diffusion in stream line direction and the determination of right amount of stabilization parameter (weights the influence of the added stabilization terms), is not considered in this study.
2. Galerkin/Least squares (GLS):

This method is similar to SUPG in certain aspects, and for purely hyperbolic equations and linear interpolation functions it becomes identical. In the GLS method, least squares forms of the residuals are added to the Galerkin method, enhancing stability without giving up consistency or degrading accuracy.
3. Discontinuity capturing:

As mentioned in the section 2.5.2, the over and undershoots in the solution can be prevented by getting control in the direction of the solution gradient. This can be done by using a Petrov/Galerkin approach.

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CHAPTER 3 3a TEST PROBLEMS USING FEM

For solving PDEs using FE method, here we used a commercial software package FEMlab. All the calculations were done using this software package.

3.1a About FEMlab

FEMLAB is a powerful interactive environment for modelling and solving all kinds of scientific and engineering problems based on partial differential equations (PDEs). When solving the PDEs, FEMLAB uses the proven finite element method (FEM). The software runs the finite element analysis together with adaptive meshing and error control using a variety of numerical solvers. In this work we used FEMlab3.1. FEMlab can generate a mesh with triangular mesh that is unstructured mesh and also with quadrilateral mesh which is a structured mesh. In this work the problems were solved using both types of solvers. FEMlab includes different types of solvers like linear solver, non linear solver, parametric solver and iterative solvers and also the resulting linear system can be solved by UMFPACK or conjugate gradient method. FEMlab includes different stabilization techniques which are described in section 3.2.2a. It is possible in FEMlab to refine the mesh adaptively that is minimizing the error in the quantities of interest.

3.2a Cauchy problem

A pure transport is considered. A step moves with a constant positive velocity of 0.5 in space: ut + 0.5u x = 0

( x, t ) = ( 0,1)
0.0 z 0.2

(3.1)

0, u ( z , t = 0 ) = 1, 0,

for 0.2 z 0.4 0.4 z 1.0

The numerical treatment of this problem is very hard to solve due to the discontinuities. Therefore this problem is an adequate test for the quality of the numerical method. The solution can then be compared with the analytical one.

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3.2.1a Solution approach:

1. The computational domain was chosen to be a unit square with x and y axis as space and time domain varying from 0 to 1. 2. Appropriate boundary and sub domain settings were given, the boundary settings is represented in the figure 3.1.

Convective flux
1 3 Time

u(z=0,t) = 0

2 0 Space 1

u(t=0, z)=u0
Fig 3.1 Representation of computational domain and boundary conditions 3. In FEMlab, its possible to generate the mesh in an unstructured mesh that is with triangular elements and in a structured mesh that is with quadrilateral elements. The structured and unstructured mesh on the computational domain is shown in fig 3.2. The calculations have been done on both types of the mesh. The unstructured mesh generator is based on Delaunay algorithm. Initially the problem is solved on a coarse mesh and further the mesh is refined.

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Fig 3.2 Computational domain with unstructured mesh with 900 elements (left) and structured mesh with 1600 elements 4. As we have chosen global discretization method, stationary nonlinear solver has been used to solve the problem. This non linear solver uses the damped Newton method. The solver algorithm is as follows I. The discrete form of equations can be written as f(U)=0 where f(U) is the residual vector and U is the solution vector II. Start with an initial guess Uo, form linearized model using U0 as the linearization point. III. Solve the discretized form linearized model, f (Uo) U = -f (Uo), where U is the Newton step. IV. Compute U1 = Uo+.U, where is the damping factor. V. Estimate the error for the new iterate U1 by solving f (Uo) E = -f (Uo). VI. If E is larger than relative error of previous error, select new , recomputed step 4 and 5. The linear system is solved with UMFPACK direct solver, which solves the system of un symmetric multi-frontal method and the direct LU factorization of sparse matrix. [ http://www.cise.ufl.edu/research/sparse/umfpack] 5. The problem has been solved with a relative tolerance of 1E-06 and the maximum number of iterations is 25.

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The solution with the coarse mesh in 2D and 3D is given in fig 3.3 and fig 3.4

Fig 3.3 Solution to Cauchy problem with triangular coarse mesh with 900 elements in 2D (left) and 3D (right)

Fig 3.4 Solution to Cauchy problem with quadrilateral coarse mesh with 1600 elements in 2D (left) and 3D (right) From the plots 3.4 and 3.5, one can see the oscillation that is instabilities, which violates the properties of numerical methods. In order to minimize these oscillations one needs good stabilization algorithm and the need to refine the mesh.

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3.2.2a Stabilization Techniques

FEMlab includes different stabilization techniques in order to minimize the oscillations. The available techniques are, I. Stream line diffusion: It adds artificial diffusion in streamline direction and it stabilizes oscillations and instabilities II. Cross wind diffusion: It adds artificial diffusion in cross direction and it preferably with shock capturing and can minimize unnatural side effects. III. Isotropic diffusion: It stabilizes most problems of convection diffusion problems. It is possible to control the amount of artificial diffusion being added by using a tuning parameter. In FEMlab its possible to refine the mesh with different level, now the problem has been solved with different mesh refinement levels and also included the artificial stabilization techniques. The following figure 3.5 and 3.6 show the numerical solution with stabilization techniques and with mesh refinement.

Fig 3.5 Solution of Cauchy problem with Stream line artificial diffusion and with mesh refinement level 2

25

Fig 3.6 Solution Cauchy problem with Cross wind artificial diffusion and with mesh refinement level 2

Fig 3.7 Solution with stream line artificial diffusion using quadrilateral mesh with 14400 elements (left) and 60000 elements (right)

26

In figure 3.5, 3.6 and 3.7, there are no under and over shoots we can say that by using stabilization techniques one can minimize instabilities in the numerical method, but due to the mesh refinement the memory requirement is more when compared to the coarse mesh and also the computational time is more.

3.2.3a Comparison with analytical solution

A major decision when one is assessing a method against other is what performance criteria to use. There are many important criteria such as accuracy, storage and memory requirements, flexibility etc. Some of these criteria lead to a conflict. So, we have chosen accuracy as the main criteria in this work. So the problem has been solved in different combinations like with different stabilization techniques and different mesh refinements and the solution is compared with analytical solution. To compare with the analytical solution the final value of the simulated solution has been extracted and compared with the analytical solution. The error in the simulated solution is represented in terms of norm and for better understanding the error is represented in the figure 3.8. The error norm is defined in our scope as

e=

(u _ sim u _ ana ) NEQ

where u_sim = simulated solution u_ana = analytical solution NEQ = No. of elements

(3.2)

Fig 3.8 Representation of error for refinement level 1 and without any stabilization techniques

27

Like this the error norm has been calculated for all the combinations and is tabulated and listed in appendix 1A (Table A1 & A2). The decrease of error with different stabilization techniques with no. of elements is represented in fig 3.9 and 3.10

Fig 3.9 Error norm for different stabilization techniques using triangular elements

Fig 3.10 Error norm for different stabilization techniques using quadrilateral elements

28

3.3a Burgers problem

This problem is taken from [4] u u 2u = u + 2 t x x Initial condition u ( x, 0 ) = 0.1e Ao + 0.5e Bo + e Co , e Ao + e Bo + e Co 0.1e AL + 0.5e BL + e CL , e AL + e BL + e CL
0 x 1

(3.3)

(3.4)

and boundary conditions u ( 0, t ) =

t 0,

(3.5) (3.6)
0.5

0.1e AR + 0.5e BR + e CR u (1, t ) = , e AR + e BR + e CR where Ao =

0.05

t 0,

0.05

( x 0.5) ,

Bo =

0.25

( x 0.5) ,
0.25

Co =

( x 0.375) ,
CL = 0.5

AL =
AR =

0.05

( 0.5 + 4.95t ) ,
( 0.5 + 4.95t ) ,

BL =
BR =

( 0.5 + 0.75t ) ,

( 0.375) ,

0.25

( 0.5 + 0.75t ) ,

CR =

0.5

( 0.625) ,

The problem is a highly nonlinear so it is an adequate test for the quality of the method. Solution approach: 1. Problem has been solved in the same way as mentioned in the section 3.2.1a 2. Initially the problem has been solved with nonlinear solver, but due to the strong nonlinearity we faced convergence problems, to ease up these numerical difficulties we introduced a relaxation parameter (damp) in front of the source term, then the problem is solved with parametric solver. 3. Parametric solver solves initially with damp=0, the yielded solution is used as initial guess for the next parametric step , this procedure goes until damp=1. The solution to the problem has been solved with both triangular elements and with quadrilateral elements. Fig 3.11 shows solution of the problem with both triangular and quadrilateral elements with refinement level 1 and with stream line artificial diffusion.

29

Fig 3.11 Solution to Burgers problem with triangular (left) and quadrilateral mesh (right) The solution begins with two wave fronts. They move from left to right and merge to form one wavefront. Likewise the problem has been solved with stream line diffusion and with different mesh refinement levels and the results are listed in appendix 1A(Table A3 & A4).
3.3.1a Comparison with analytical solution

The comparison with the analytical solution has been done in the same way as the Cauchy problem and the representation of the error norm is shown in fig 3.12. The decrease of error norm with and with out artificial diffusion is illustrated in fig 3.13.

30

Fig 3.12 Representation of error for Burgers problem

3.13 Representation of error norm with and without artificial diffusion

31

3.4a Coupled reaction engineering problem

This is a reaction-diffusion-convection system for modelling catalytic surface reaction. The problem has the form u1 u 1 2u1 = 1 + n ( D1u3 A1u1 (1 u3 u4 ) ) + Pe1 x 2 t x
u2 u 1 2u2 = 2 + n ( D2u4 A2u2 (1 u3 u4 ) ) + t x Pe1 x 2 u3 1 2u3 2 = A1u1 (1 u3 u4 ) D1u3 Ru3u4 (1 u3 u4 ) + t Pe1 x 2 u4 1 2 u4 2 = A2u2 (1 u3 u4 ) D2u4 Ru3u4 (1 u3 u4 ) + t Pe1 x 2 Where 0 x 1 and t 0 , with initial conditions u1 ( x, 0 ) = 2 r , u2 ( x, 0 ) = r , u3 ( x, 0 ) = u4 ( x, 0 ) = 0

(3.7)
(3.8)

(3.9) (3.10)

and boundary conditions

1 u1 ( 0, t ) = ( 2 r u1 ) Pe1 x u3 u (0, t ) = 4 (0, t ) = 0, x x u u1 u u (1, t ) = 2 (1, t ) = 3 (1, t ) = 4 (1, t ) = 0 t t t t Where u1 ( x, t ) and u2 ( x, t ) are nondimensionalized concentrations, u3 ( x, t ) and u4 ( x, t ) are 1 u2 ( 0, t ) = ( r u1 ) Pe1 x

coverage of adsorbed reactants on the catalytic wall, Pe1 and Pe2 are Peclet numbers, and D1 , D2, R, A1 and A2 are Damkohler numbers. The chosen values are A1=A2=30, D1=1.5, D2=1.2, R=1000, r=0.96, n=1 and Pe1=Pe2= 100. The problem does not have an exact solution; we compared the solution with the one from the article [4]
3.4.1a Solution approach

1. As we have chosen global discretization, the problem is solved in 2D that is x axis with space and y axis with time. 2. Stationary non linear solver is chosen to solve the problem.

32

3. The problem is solved with a relative tolerance of 1E-06 and the maximum of iteration are 40. The concentration profiles of 4 species are shown in fig 3.14 and 3.15.

Fig 3.14 Concentration profiles for species 1(left) and 2(right)

Fig 3.15 Concentration profiles for species 3(left) and 4(right) Interestingly the solutions obtained do not agree with the solutions given in [4].

33

So, now the problem is solved in one dimension that is discretizing in space and integrating over time which is commonly called method of lines. FEMlab provides a Time dependant solver which is used for solving the problem. We extracted the data files and plotted the solution in 3D which is shown in fig 3.16.

Fig 3.16 concentration profiles for different species using time dependant solver The above diagram is in good agreement with the solution.
Comments:

Though we got the solution but the unresolved question is whether one can use global discretization or method of lines on finite element context. Contrary to the [1], from the test case 3, we ca say that global discretization on finite element context yields wrong results.

34

3b TEST PROBLEMS USING FINITE DIFFERENCE METHOD

The finite difference method is a very popular engineering tool for solving differential equations. It is derived from the idea of replacing the derivatives of the differential equation by finite-difference approximations. As a result, the differential equation can be rewritten into an algebraic equation, which can be easily solved to approximate the solution. We choose the test cases that solved in chapter 3 and we introduced the modern High Resolution Total Variation Diminishing (TVD) schemes to stabilize the convective term, that will be discussed in the following section.

3.1b TVD Schemes

It was mentioned earlier that convection term is difficult to treat and it is a potential source of numerical troubles. Standard high order methods give rise to non physical oscillations while the results produced by low order one are corrupted by excessive numerical diffusion. Unfortunately, there is no way out of this dilemma as long as the discretization technique is linear. Therefore modern high resolution schemes are typically based on a non linear approximation of convective fluxes. Roughly speaking a high order method is employed in regions where the solution is sufficiently smooth but in the vicinity of steep gradients it is replaced by a non oscillatory first order scheme like upwind.
3.1.1b TVD Methodology

Consider a linear convection equation,

u u +v = 0, v > 0 t z

(3.11)

In the limit of pure convection, any physically admissible solution to a scalar transport problem proves TVD. In one dimension, TVD is defined as TV ( u ) =
u dx x

(3.12)

Thus, it is natural to impose the same constraint on the numerical solution, so that TV ( u n +1 ) TV ( u n ) , where TV ( u ) = ui +1 ui
i

To illustrate the derivation of classical TVD schemes, the eqn 3.11 is discretized in space by a conservative finite difference method which yields
ui fi +1/ 2 fi 1/ 2 + =0 t z

(3.13)

35

The neighbouring grid points xi and xi 1 exchange the conserved quantities via numerical fluxes fi 1 which are supposed to be consistent with the underlying continuous flux f = vu . Harten[5] proved that a semi discrete scheme is TVD if it can be written in the form dui = ci 1/ 2 ( ui 1 ui ) + ci +1/ 2 ( ui +1 ui ) dt (3.14)

with non negative coefficients. So the numerical flux for a TVD method can be constructed by blending a high order approximation f H i +1/ 2 and it low order counterpart f L i +1/ 2 as follows
H L fi +1/ 2 = f L i +1/ 2 + i +1/ 2 f i +1/ 2 f i 1/ 2 ,

0 i +1/ 2 2

(3.15)

Here i 1/ 2 is an adaptive correction factor which is referred to as flux limiter which depends on the local smoothness of the solution and on the choice of the limiter function. This corresponds to adding a proper amount of nonlinear antidiffusion to the low order flux approximation f L i 1/ 2 so as to improve accuracy without generating spurious wiggles and violating TVD property. If the linear flux approximations are given by
f L i 1/ 2 = vui ui +1 + ui 2

and

f H i +1/ 2 = v

then it is easy to verify that the standard upwind, central and downward discretization of the convective term are recovered in case of i +1/ 2 =0, 1 and 2 respectively.
3.1.2b Discrete upwinding

A new approach for the design of fully multidimensional flux limiter of TVD type was proposed by Kuzmin and Turek [6], which is based on algebraic flux correction. It is, a centered space discreization of the convective terms is rendered local extremeum diminishing by a conservative elimination of negative off diagonal coefficients from the discrete operator. These algebraic manipulations can be done in the following way. Consider equation 3.11, which is discretized by a linear high order method i.e. central difference which yields a system of ordinary differential equations for the vector of timedependant nodal values and can be written as
ML du = Ku dt

mi

dui = kij ( u j ui ) , dt j i

(3.16)

where ML = diag {mi} is the lumped mass matrix and K = {kij} is the discrete transport operator. If the coefficients kij were nonnegative j i , then the semi discrete should be local

36

extremum diminishing (LED) [7]. Furthermore the higher order operator is transformed into lower order by adding a discrete diffusion operator D = {dij } defined by [6]
dij = d ji = max{0, kij , k ji }, dii = dik
k i

In deed the resulting low order operator L=K+D has no negative off diagonal coefficients Resulting lower order scheme can be written as ML du = Lu dt where L = K+D (3.17)

Moreover this modification is conservative since the diffusive terms can be represented as a sum of skew symmetric internodal fluxes. The Discrete upwinding technique yields the least diffusive linear LED scheme, however linear monotonicity preserving methods are at most first order accurate. In order to prevent excessive smearing, it is necessary to remove as much artificial diffusion as possible without generating wiggles. To this end a limited amount of compensating anti diffusion F is added in the next step, then the discrete transport operator can be written as K* = L+F . In practise both diffusive and antidiffusive terms are represented as a sum of internodal fluxes which are constructed edge by edge and inserted into the global vectors. Even though the final transport operator K* does have negative off diagonal coefficients the flux limiter guarantees that the discretization remains local extremum diminishing. Thus for a given solution vector u, there should exist a matrix L* such that all off diagonal entries l*ij are non negative and L*u = K*u. Then the so obtained nonlinear algebraic equations can be solved iteratively e.g. by a fixed point defect correction scheme
u ( m +1) = u ( m) + A u ( m ) r ( m ) ,

The low order operator

( ) A (u( ) ) = M
m

u (0) = u n

(3.18)

tL u ( m )

( ) constitutes an excellent preconditioner

b n = M Lu n + (1 ) tK * ( u n ) u n and (3.19)

which is easy to invert. The limited antidiffusive fluxes faij are evaluated edge by edge and inserted
r(
m)

into

the
m (m)

global

vectors

= b n A u (

( ) )u

+ tFu ( m )

The defect correction cycle may consists of following algorithmic steps 1. Compute the residual of the low order scheme r = f- Au.

37

2. Evaluate the limited antidiffusive fluxes f a ij = ji dij ( ui u j ) and insert them into the global defect vector r. 3. Solve the linear sub problem Au = f and compute u = u+u In this way this methodology is applicable to steady state problems well as to solve time dependant PDEs reformulated as stationary space-time domain. The above mentioned stabilization technique is used for the numerical solution of test cases which were solved in chapter 3.

3.2b Cauchy problem

A pure transport problem was considered with constant positive velocity v u u +v =0 t z 0, u ( z , t = 0 ) = 1, 0,

( x, t ) = ( 0,1)
0.0 z 0.2 for 0.2 z 0.4 0.4 z 1.0

(3.20)

As mentioned earlier we have chosen global discretization, we choose a two dimensional equidistant grid to discretize over space 0 x 1 and time 0 t 1 . The schematic diagram for space time grid is shown in fig 3.17. The problem is solved with the following discretization schemes 1. Leap frog i.e. central difference in time and space 2. Implicit Euler in time and central difference in time 3. Central difference in time and upwinding in space

Fig 3.17 Schematic diagram of a space- time grid

38

Where i is the time index, j is the space index, t is the time step and x is the spatial step. Here we introduced different finite difference stencils and they are described in the following section.

3.2.1b Leapfrog scheme

This method makes discretization in space and time by using central difference scheme. The global discretization of the above equation using leap frog yields ui j +1 ui j 1 u j + u j i 1 + 0.5 i +1 =0 2 t 2 x it can further be written as t ui j 1 ) 0.5 ( u j i +1 u j i 1 ) = 0 x 14 2 4 3
courant number

(3.21)

(u

j +1

(3.22)

This results in a system of linear algebraic equations M LFU = b (3.23) The nodal unknowns uij for i = 1,.1/z-1 and j = 11/t-1 approximate the solution in the points ( zi , t j ) for zi = i.z and t j = j.t . The sparse matrix for leap frog scheme with 5 point s in space and time is shown in fig 3.18

Fig 3.18 Sparse matrix with 5points in space and time for leap frog scheme

39

The matrix MLF depicts the so called discrete transport operator and the right hand side b contains the initial conditions and spatial boundary conditions. Solving the linear system by any linear solver like direct solvers lead to a solution exhibiting the mentioned oscillations throughout the domain. To suppress these numerical or unphysical oscillations we implemented the modern high resolution TVD schemes. Starting from the linear system this method first substitutes the high order transport operator by using discrete upwinding. The new transport matrix MDU already fulfils the TVD properties but it is also very diffusive at the same time. Secondly, in a defect correction loop the amount of additional antidiffusive flux for each node is detected by the help of limiter functions and then added node wise. This solution is essentially second order accurate and still fulfilling TVD properties. The figure 3.19 shows the 3D plot and the final value of the step function with 160 points in space and time. In this way the problem is solved with different grid points in space and time and the error norm is calculated and the results are listed in appendix 1B (Table B1 & B2). The representation of error is shown in fig 3.20.

Fig 3.19 3D plot for a leap frog scheme (left) and the final value of the step (right)

40

Numerical Solution of stepstrdiffcoarse 1 0.5 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Analytical Solution of step 1 0.5 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Difference Solution 1 0.5 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Fig 3.20 Representation of the error using Leap frog scheme From the Appendix one can say easily that, this method needs large number of iterations in order to converge, and also we observed that for different velocities the convergence behaviour is different. Fig 3.21 and 3.22 shows the convergence behaviour for 0.5 and 02 velocities with different grid points.

41

Fig 3.21 Convergence behaviour for velocity = 0.5 for leap frog scheme

Fig 3.22 Convergence behaviour for velocity = 0.2 for leap frog scheme

42

From the figures 3.21 and 3.22, we observed that as the velocity is increasing the convergence is slow. In order to secure the convergence it is worth while to perform implicit under relaxation that divides the diagonal entries of the pre conditioner by a suitably chosen parameter 0w1 so as to enhance the diagonal dominance. From this its possible to enhance the convergence of the problem.

3.2.2b Discretization with CDS in time and Upwinding in space (CDS/UPW)

As mentioned earlier the discretization of convective term does not yield oscillations, the discretization has been done with CDS in time and Upwinding in space. The global discretization of this scheme can be written as ui j +1 ui j 1 u j u ji + v i +1 =0 2 t x which can be written as 2 t j ui j 1 ) 0.5 u i +1 u j i ) = 0 ( x 1 4 2 43
courant number

(3.24)

(u

j +1

(3.25)

In this scheme the Courant number is different to Leapfrog scheme, and also one can say that the behaviour of the discretization scheme can be depend on Courant number. The associated sparse matrix with 5 grid points is space and time is shown in fig 3.23

3.23 Sparse matrix for CDS/PW

43

The global discretization using this scheme results in a system of algebraic equations and ca be represented as

M LFU = b

(3.26)

This linear system is solved by using high resolution TVD method, as mentioned in the previous section, in order to suppress the oscillations and numerical diffusion. Fig 3.24 shows the 3D plot of the step using CDS/UPW

Fig 3.24 Representation of solution in 3D (left) and the final value of the step From the fig 3.24, one can say that this scheme exhibits excessive numerical diffusion that is due the discretization of convection term using upwind scheme. The problem is solved on different grid points and the error is represented in terms of norm, which is listed in Appendix 1B (Table B3). By using CDS in time and Upwind in space the error is quiet high when compared to the leapfrog method, its possible improve the accuracy by increasing the grid points but the memory requirement will be more. And also in this scheme the convergence is quiet fast when compared to the leapfrog method, which is shown in fig 3.25

44

Fig 3.25 Convergence behaviour for CDS/UPW We observed that the initial defect is low for CDS/UPW when compared to the leap frog method thats why the convergence behaviour is fast for the CDS/UPW scheme.

3.2.3b Discretization with Implicit Euler in time and CDS in space (Impeuler/CDS)
This scheme is the discretization in time and CDS in space. The global discretization of eq 3.11 using this scheme yields ui j 1 ui j u j + u j i 1 + v i +1 =0 2 x t

(3.27)

(u

j 1

t ui j ) v u j i +1 u j i 1 ) = 0 ( 2 x 14 2 4 3
courant number

(3.28)

The resulting system of algebraic equations is solved in the same fashion as did for the leap frog and CDS/UPW schemes. The figure 3.26 shows the 3D plot and the corresponding final value for 160 grid points in space and time.

45

Fig3.26 3D plot of the step and the corresponding final value using imp.Euler/CDS In the same way the problem is solved with different grid points and the results are listed in appendix 1B (Table B4). When compared to leapfrog method this method is also not accurate showing excessive numerical diffusion but the convergence is fast which is shown in fig 3.27.

Fig 3.27 Convergence behaviour for Impeuler/CDS

46

To summarize, in the above three methods the leapfrog exhibits good accuracy but the method is very slow when compared to the CDS/UPW method. In order to improve the accuracy it is necessary to design a good preconditioner.

3.3b Burgers equation

We took the same equation as did for Finite element method. The problem is as follows u u 2u = u + 2 t x x Initial condition u ( x, 0 ) = and boundary conditions u ( 0, t ) = u (1, t ) = where Ao = AL = AR = 0.1e AL + 0.5e BL + e CL , e AL + e BL + e CL 0.1e AR + 0.5e BR + e CR , e AR + e BR + e CR 0.1e Ao + 0.5e Bo + e Co , e Ao + e Bo + e Co 0 x 1

t 0, t 0,
Co = 0.5

0.05

0.05

( x 0.5) ,

Bo =

0.25

( x 0.5) ,
0.25

( x 0.375) ,
CL = 0.5

0.05

( 0.5 + 4.95t ) , ( 0.5 + 4.95t ) ,

BL = BR =

( 0.5 + 0.75t ) ,

( 0.375) ,

0.25

( 0.5 + 0.75t ) ,

CR =

0.5

( 0.625) ,

For this problem also we implemented modern High resolution schemes based on TVD which was explained in the section 3.2.1a. The computational domain was chosen to be a two dimensional equidistant grid to discretize over space 0 x 1 and time 0 t 1 . We used upwinding method to solve the problem.

47

Fig 3.28 shows the numerical solution to Burgers equation using Upwinding method for a 50 grid points in space and time.

Fig 3.28 Numerical solution to Burgers problem using FD method

48

CHAPTER 4 4. DECOMPOSITION OF N2O IN REVERSE FLOW REACTOR

4.1 Introduction
4.1.1 Reverse Flow Reactor Background
The increasingly strict governmental regulations on industrial pollution has placed increased pressure on industry to study and evaluate the disposability of their manufacturing waste streams, one of those pollutants is Nitrous Oxide(N2O). The interest in the control of N2O, mainly deriving from adipic acid synthesis processes and fluidized bed coal combustion, is related to their potentially disastrous effects on the environment such as global warming and ozone layer depletion[15]. One of the most commonly used methods in the past, thermal oxidation served an appropriate role in removing hazardous waste products, such as volatile organic compounds (VOCs), from the gaseous chemical effluent stream. Commonly, thermal oxidation involves gas-phase reactions taking place at 1000-1250 K. The need to achieve these high temperatures requires significant energy expenses. Also, large combustion chambers designed to operate at high temperature are costly. Therefore, thermal oxidation is considered an unattractive way to eliminate the pollutants. Recently, catalytic oxidation has become a popular alternative for the removal of pollutants from industrial effluent streams. The main advantages of catalytic oxidation are significantly lower operating temperatures (about 500 K) and smaller operating units (and therefore lower cost). In fact, since the concept was first proposed and patented by Matros , the catalytic reactor with flow reversal has been shown to be an effective technique for pollutant removal. However, thermal instability of reverse flow operation is one of the major flaws that prevent this technique from being widely used in industrial applications. According to Matros et. al.(1994), Monsanto Enviro-Chem System Inc. is the only company located in United States to utilize reverse flow reactors. Reverse flow reactors are designed to trap the heat of reaction within the catalyst bed of the reactor, eliminating the need for preheating and maintaining the entire reactor. This can be achieved by periodically reversing the flow direction. A schematic of the reverse flow reactor is shown in Figure 4.1.

49

VALVE 1

FLOW OUT FLOW IN

VALVE 2 4.1 Schematic Diagram of reverse flow reactor by cyclic opening and closing valve 1 and valve2

4.2 Reaction mechanism for N2O decomposition

N2O decomposition is an exothermic reaction, which can proceed either catalytically or thermally. Much work has been done on catalytic decomposition with different catalytic systems and they proposed different reaction mechanisms. The below reaction mechanism was proposed by Galle [9]. Generally, the mechanism of the catalytic reaction may be represented as the adsorption of N2O on an active site, usually consisting of a free transition metal ion on the catalyst surface, followed by the breakdown of adsorbed molecule, resulting in the production of gaseous nitrogen molecules and adsorbed oxygen atoms. The latter can be desorbed in the form of molecular oxygen through recombination with one another or via the direct reaction with further N2O molecule, the reaction mechanism is as follows

50

1. 2.

N 2O + M * [ M * O ] + N 2 N 2O + [ M * O] N 2 + O2 + M *

3. 2Oads O2
* where M* is the Active site and M O is the occupied site. Due to the considerably higher value of activation energy, thermal N2O decomposition

requires much higher temperatures than the catalytic route. The following mechanism has been proposed for the thermal decomposition of N2O. 4. N 2O + {M ' } N 2 + O* + {M ' } 5. N 2O + O* N 2 + O2 6. N 2O + O* 2 NO where {M } is the impingent species

4.2.1 Kinetic modelling

Classically the reaction over oxidic catalysts is described by adsorption followed by an oxidation of active sites, and a subsequent removal of deposited oxygen. The adsorption and desorption are generally assumed to be in under quasi equilibrium, the rate expressions for the proposed reaction mechanism can be written as 7.N 2O + * O* + N 2 8.N 2O + O* N 2 + O2 + * r1 = k1. pN2O .NT .* r2 = k2 . pN 2O .NT . O*

where NT is active site concentration (mol/gcat), * is the free vacant active site and O* is the active site occupied by oxygen and r1 r2 s the conversion rate of N2O (mol/s.gcat) for reaction 7 and 8. The total conversion rate is just the combination of both rate expressions rN2O = k1. pN2O .NT .* + k2 . pN2O .NT . O* At steady state, r = r1 = r2 (4.1)

unknown surface occupancies can be eliminated by considering steady state and sitebalnce

51

Then the expression 4.9 yields, O* =

k1 .* k2 (4.2)

From the site balance, 1 = * + O*

* =

k2 k1 + k2

Inserting O* and * in the rate expression 4.1, yields

rN2O =

2k1 NT . pN O k1 / k2 + 1 2

(4.3)

The ratio k1/k2 equals [O*]/ [*] and so determines the state of the active sites. For k1/k2>>1 the difficult step is reaction 7 and the sites are oxidised, while for k1/k2<<1 the reverse holds.

4.3 Hybrid reaction

Working in the vicinity of high temperature catalysis can lead to a hybrid reaction i.e. in addition to the heterogeneous catalytic reaction a homogeneous thermal combustion takes place. Hybrid reactions may be unwanted as they can be irreversibly harm the activity of the catalyst or damage the monolith structure[10]. But others claim that hybrid reactions could have advantages in the process regarding the reactor performance, yield, and selectivity [11].
4.3.1 Separation of hybrid reaction

The previous work by Galle [9] is restricted only to hybrid reaction. But more recently the idea of structured catalyst [17] was suggested in order to separate the hybrid reaction that is separation of heterogeneous and homogeneous reaction. It is necessary to understand why there is a need for separation of hybrid reaction into its parts. Homogeneous reaction can lead to a high temperature levels and so they might suppress the activity or structural stability of the monolith. The suppression of homogeneous reaction can be achieved by realizing the idea of axially aligned inert and active sections. The insertion of inert sections generally enables the operator to work with lower maximum temperatures inside the reactor. This effect is based on the modification of the reaction zone which is widened in comparison to that of unstructured catalyst. On the one hand decelerating the reaction broadens the reaction zone and on the other hand having discrete chemical discontinuities gives us prominent points of interest inside the reactor (fig 4.2). Forcing the stretched profiles to move over whole catalytic structure and in particular over the discontinuities will help to further understand the chemical and thermal coupling mechanisms.

52

Fig 4.2 Scheme of reaction for a conventional catalyst (left) and for a structured catalyst (right). Course of temperature T, concentration C and reaction rates (rhyb,rhom, rhet) are shown. Grey and white areas depicts active and inert section.

4.4 Reactor modelling

The reactor considered contains two zones, the schematic diagram (fig 4.3) is illustrated below, the reactor length chosen to be 1.5 m and the catalytic phase is from 45 cm to 105 cm where both homogeneous and heterogeneous reaction takes place and the remaining sections are inert phase where only homogenous reaction takes place.

Inert Phase

Catalytic Phase

Inert Phase

Fig 4.3 Schematic representation of the computational domain From this geometry the behaviour of the reverse flow reactor can be used to provide the novel technique for examining the hybrid thermal and catalytic contributions to high temperature reactions and to yield insights into the mechanism by which they interact with one another.

53

For the initial treatment the different coupling mechanisms for the N2O was investigated and further we tried to implement a new species and studied the interaction of that new species. The model equations to describe the temperature and concentration distribution of N2O, comprises two balance equations, one pseudo homogeneous energy balance and the other a mass balance. Due to the dominating behaviour of the heat balance, the mass balance was regarded as to be pseudo steady state. Since the gas phase is coupled to the reaction term, it implicitly depends also on time. The resulting system can be represented as T 2T T k = eff 2 ( c p ) + (T T amb ) + ( H r ) rhyb (T , C ) g z t z r

(1 ) ( c p )s
0 = Deff

(4.4)

2C C v rhyb (T , C ) 2 z z

(4.5)

4.5 Coupling mechanism

4.5.1 TC model

This is a pure thermal coupling which considers the two reaction path ways as being chemically independent of one another due to the heat of reaction, thus the overall hybrid reaction rate rhyb is simply the sum of the contributions from the two reactions paths, which can be written as a . .khet (T , C ) r TC het (T , C ) = v .C av . + khet (T , C ) rhomTC = khom .C Thus the overall hybrid reaction can be written as
a . .khet (T , C ) r TC hyb (T , C ) = v + khom (T , C ) .C av . + khet (T , C )

(4.6) (4.7)

(4.8)

The partial differential equations 4.4 and 4.5 are solved in FEMlab; we have given periodic boundary conditions for the direct calculation of cyclic profiles. The temperature and concentration profiles are plotted in the fig 4.4.

54

4.4 Concentration and Temperature profile in N2O decomposition

Fig 4.5 Reaction rate for pure heterogeneous and for hybrid reaction

55

4.5.2 TCC model

In addition to the strictly thermal coupling a chemical reaction between two reaction path ways may also be present. For example the reactive intermediates from the homogeneous reaction can adsorb on the catalytic surface and their withdrawal from gas phase can inhibit the homogeneous reaction. Thus this model incorporates the reaction of oxygen radicals from the gas phase react with a surface species. Thus the reaction rate according to the TCC model can be reduced to that of TC model augmented by a single correction term.
rhybTcc (T , C ) = rhybTC .min(rhet , rhet ) The effect of reactive intermediates is shown clearly in the fig 4.6. (4.9)

Fig 4.6 Comparison between TC and TCC model with a correction term gamma=0.2

4.5.3 Model with Enhancement factor

Alternatively as mentioned in the TCC model, the reactive intermediates from the heterogeneous surface reaction can be passed into the gas phase and thus promotes the production of free radicals which can increase the rate of homogeneous reaction. In this case

56

the enhancement was taken to into account in the simplest way, by a discrete increase of apparent rate constant [13]. When the interactions are accounted for by a discrete increase of homogeneous reaction rate constant after the catalytic zone of the reactor, now the rate of homogeneous reaction can be written as rhom = (1 + )khom .C Thus the rate of hybrid reaction can be written as
r

(4.10)

hyb

(T , C ) =

av . .khet (T , C ) + (1 + )khom (T , C ) .C av . + khet (T , C )

(4.11)

The representation of hybrid reaction rate for TC model and the model with enhancement factor is illustrated in fig 4.7

Fig 4.7 Hybrid reaction rate for TC model and with enhancement factor

4.6 Surface coverage dependant model

Surface coverage model deals with the periodic changes in the state of the catalyst. Periodic variations in the rate of certain catalytic reactions have been proposed by several authors, but

57

variations of reaction activation energy with coverage has been less well documented, but it is reasonable to assume that as coverage increases bonding conditions should become less favourable to the reaction [16]. For the initial treatment of the problem we implemented surface coverage dependant parameter in order to extend the model and more over we implemented a new species NO which is produced in homogeneous reaction.

4.6.1 Influence of activation energy on N2O decomposition

According to Valyon and Hall (1993), the oxygen binding energy on the catalyst surface is an increasing function of the catalyst reduction degree that is the activation energy of reaction 7, in which O2 is adsorbed on the catalytic surface, as an increasing function of the oxygen removal from the surface. More specifically we have assumed the activation energy of reaction 7 E1, as a linear function of the reduction degree of the catalyst, * thus the rate constant of reaction can be written as
k1 = k .e
o 1

E1 RT

= k .e
o 1

E1o .* RT

(4.12)

By inserting expression 4.12 in 4.8, its possible to extend the problem.

4.6.2 Effect of NO on N2O decomposition

In this section we extended the model by introducing NO, which is produced in a side step of the homogeneous reaction. In order to study the effect of NO on N2O decomposition one need to perform extensive experiments. In this work we are presenting the different ways of how to couple the homogeneous and heterogeneous reaction, by reviewing the literature. To study the interaction of the homogeneous and heterogeneous reaction, one need to investigate the effect of different species on the decomposition. Recently Kaptejein[12] studied the reaction mechanism of N2O decomposition on different types of catalyst. It was stated that NO act as a reducing agent that is it removes the deposited oxygen from the surface but the enhancement by NO can be expected only if they remove the oxygen deposited by the N2O faster than occurs in the pure decomposition reaction.

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Fig 4.8 Schematic representation of proposed interaction In the proposed reaction mechanism NO is producing in homogeneous reaction, this produced NO may have some effect on the catalytic decomposition, that is it removes the deposited oxygen thus the rate of that reaction 7 increases. The proposed interaction is illustrated in fig 4.7 In fig 4.7 the upper part is homogeneous reaction and lower part is the heterogeneous reaction and the produced NO in homogeneous reaction may have some effect on the heterogeneous reaction. In what way it influences is of major interest. As stated earlier the produced NO acts as a reducing agent that is it removes the deposited oxygen. So, the proposed reaction can be written as 9. NO + O* NO2 + * By introducing reaction 7 in our reaction mechanism, then the total conversion rate for N2O can be written as
2 + ((k3 / k2 ).( pNO / pN2O )) rN2O = k1 NT pN2O . 1 + k1 / k2 + ((k3 / k2 ).( pNO / pN2O )) (4.13)

59

For vanishing NO concentrations the expression 4.13 reduces to expression 4.3. So the term pNO / pN2O account for the effect of NO on N2O decomposition.
4.6.4 Production of NO

To study the effect of NO on N2O decomposition, the first step is to know how much amount of NO is producing and if the rate of reaction 9 is higher than the rate of reaction 8, then one can say that NO is influencing the N2O decomposition.

Fig4.9 Concentration profiles for N2O and NO For initial treatment of the problem theoretically, we assumed the rate of reaction 9 as some percent of rate of homogenous reaction i.e. dcNO = rhom *(10to100%) dt homogeneous reaction for one cycle. It is theoretically much complicated to say whether reaction 8 or reaction 9 is fast, unless one needs to conduct the experiments. But if we assume like reaction 9 is faster than reaction reaction 8, then the produced NO removes deposited O2 faster than that occurs in pure decomposition reaction, thus enhances the rate of reaction 8, then the rate of reaction 7 increases and also the activation energy of reaction 7 will change. In this way NO can effect the N2O decomposition.

(4.14)

Fig 4.8 shows the concentration profiles for N2O and NO for 10% of the rate of the

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4.6.4 Kinetic oscillations in N2O decomposition

Recently many authors found isothermal kinetic oscillations on different catalysts for N2O decomposition. The occurrence of these kinetic oscillations may lead to a new insight into the behaviour of They reported that oscillations has a kinetic genesis but not due to mass transfer limitations. In our system its possible to detect the kinetic oscillations. In this work we propose the methodology of how one can predict the kinetic oscillations. We have assumed the activation of energy of reaction 7 as a linear function of reduction of the degree of the catalyst. We have chosen a coverage dependant law for the activation energy of the solid-solid reaction of the mechanism. In particular the functionality assumed in eq (4.12) expects that step 8 reaction rate increases as the catalyst degree increases, i.e. increases when concentration of one product increases. The dynamic behaviour of the catalyst is described by the following mass action law, Then the mass balance for , yields * = k1.CN2O .* + k2 .CN2O . O* + k3 .CNO . O* t O* t = k1.CN2O .* k2 .CN2O . O* k3 .CN2O . O* (4.15) (4.16) (4.17)

and site balance 1 = * + O*

From trace of the Jacobian matrix corresponding to the system of eqs. (4.15)- (4.17), that is if the trace of the Jacobian is positive, then from bifurcation analysis of the system one can predict kinetic oscillations in the system.

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CHAPTER 5 5. CONCLUSION
For the numerical treatment of in stationary fixed bed processes we have chosen global discretization, the numerical solution of these problems produces steep gradients and shocks. In order to treat these problems, initially different test problems were considered and were solved in FEM and FD method. Three different test problems were solved on FEMlab by introducing different types of stabilization techniques. The results for both of these methods are listed in appendix, from the results one can say that both methods exhibit good accuracy, but if we consider the test problem 3 that is Coupled reaction engineering problem the global discretization method does not work well on finite element context but the method of lines works quiet well. While FD method with modern high resolution schemes in TVD exhibit good accuracy, but suffers from convergence problems needs a preconditioner using implicit under relaxation method in order to enhance convergence. For the Decomposition of N2O in reverse flow reactor, different types of coupling mechanisms were investigated. When considering TC model, it is a pure thermal coupling and in TCC model the interaction can be seen by assuming a value for , but the calculation of is very difficult step and though we updated the model by using an enhancement factor but the same problem exist, the calculation of enhancement factor . Nevertheless the interaction can be understood by introducing a new species. We introduce a new species NO, which is produced in homogeneous reaction and the produced NO acts as a reducing agent, that is the produced NO effects the heterogeneous reaction by removing the deposited oxygen. Though it is very difficult to study the interaction theoretically, we proceeded with some assumptions. For the initial treatment, we produced NO and the mechanism how this produced NO can effect the heterogeneous reaction is mentioned with some assumptions.

62

References
[1]. J.Unger, G.Kolios, G.Eigenberger, On the efficient simulation and analysis of regenerative processes in cyclic operation, Compters.Chem.Engng., 21, 167-172 (1997) [2]. V.K.Gupta, S.K.Gupta, Solution of cyclic profiles in catalytic reactor operation with periodic flow reversal, Compuers. Chem.Engng., 15 (4), 229-237 (1991). [3]. P.Deuflhard, A modified Newton method for the solution of ill conditioned systems pf nonlinear equations with application to multiple shooting., Numer.math. 22, 289-315 (1974) [4]. Rangwang ,Patrick Keast, Paul Muir, A comparison of adaptive software for 1D parabolic PDEs, J. Comp.App.math., 169, 127-150 (2004) [5]. A.Harten , High resolution schemes for hyperbolic conservation laws, J.Comp.Phys., 49, 357-393 (1983) [6]. D.Kuzmin, S.Trek, High resolution FEM-TVD schemes based on a fully multidimensional flux limiter., J.Comp.Phys, 198, 131-158 (2004) [7]. J.P.Boris, D.L.Book, Flux corrected transport. I.SHASTA, a fluid transport algorithm that works, J.Comp.Phys., 11, 38-69 (1973) [8]. F.Platte, D.kuzmin, Ch.Freedbeul, S.Trek, Novel simulation approaches for cyclic fixed-bed processes exhibiting sharp fronts and shocks, International series of numerical mathematics [9]. M. Galle, D.W. Agar and O.Watzenberger, Thermal N2O decomposition on regenerative heat exchangers [10]. K.Nalpanditis, F. Platte, D.W. Agar, S. Turek, Influence of axially structured catalyst in reverse flow reactor on N2O decomposition. [11]. Davis, M.B. Paswon, M.D., Veser, G.Schmidt , L.D., Methane oxidation over noble metal gauges: An LIF study. Comb Flame 123. 159ff [12]. Freek Kapteijn, Gregario Marban, Jose Rodriguez Miraso and Jacob A. Moulijn, Kinetic analysis of the decomposition of nitrous oxide overZSM-5 catalysts, J. catalysis 167, 256-265 (1997)

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[13].Stefeno Meils and Arvind Varma, Optimal distribution of catalyst for a case involving heterogeneous and homogeneous reactions, Chemical engg. Science 55(2), 165169 (1997) [14]. P.Ciambelli, A. Di Benedetto, R. Pirone, G.Russo, Mathematical modelling of selfsustained isothermal oscillations in N2O decomposition on CU-ZSM5, Chemical engg. Science 54(1999) 2555-2559 [15]. P.Ciambelli, A. Di Benedetto, E. Grufi, R. Pirone, G.Russo Spontaneous isothermal oscillations in N2O decomposition over a Cu-ZSM5 catalyst, Journal of catalysis, 175, 161-169(1998) [16]. C.G. Takoudis, L.D. Schmidt, R. Aris, Steady state and multiplicity in surface reactions with coverage dependant parameters, Chemical engg Science, 36(1981), 17951802 [17]. Konstantinos Nalpantidis, Untersuchung der heterogen/homogen zersetzung von N2O in einen periodisch betriebenen stromungsumkehrreakor, Diplom arbeit, UniDortmund

64

Appendix
Appendix 1A: Results for the Cauchy problem and Burger problem with different mesh
refinements using FEM Refinement Level With out stabilization technique Coarse mesh 1 2 3 Stream line artificial diffusion Coarse mesh 1 2 3 Cross wind artificial diffusion Coarse mesh 1 2 3 No. of Elements 962 3848 15392 61568 962 3848 15392 61568 962 3848 15392 61568 No. of degrees of freedom 1985 7817 31025 123617 1985 7817 31025 123617 1985 7817 31025 123617 Solution time (sec) 0.322 1.208 5.512 20.622 0.48 1.428 7.56 53.706 8.616 21.854 85.669 366.41 0.1004 0.0799 0.0589 0.0413 0.0996 0.0857 0.0636 0.0445 0.1041 0.0839 0.0601 0.0445 Error norm

Table A1 Results for Cauchy problem with triangular elements No. of Elements With out stabilization technique 900 1600 3600 14400 60000 Stream line artificial diffusion 900 3600 14400 60000 No. of degrees of freedom 3721 6561 14641 58081 241001 3721 14661 58081 241001 Solution time (sec) 0.346 0.607 1.429 7.678 56.714 0.822 2.25 8.596 36.866 0.1088 0.0976 0.0842 0.0658 0.0471 0.1094 0.0799 0.0584 0.0387 Error norm

65

Table A2 Results for Cauchy problem with quadrilateral elements No. of Elements With out stabilization technique Stream line artificial diffusion 994 3976 15904 994 3976 14400 No. of degrees of freedom 2049 8073 32049 2049 8073 58081 44.471 176.59 660.947 99.88 406.788 no convergence 0.0464 0.0175 0.0065 0.0355 0.0157 Solution time (sec) Error norm

Table A3. Results for Burgers problem with triangular elements

No. of Elements With out stabilization technique Stream line artificial diffusion 900 3600 14400 900 3600 14400

No. of degrees of freedom 3721 14641 58081 3721 14641 58081

Solution time (sec) 18.811 135.8 593.7 117.9 382.27 no convergence

Error norm 0.0294 0.0083 0.0034 0.0160 0.0068 -

Table A4. Results for Burgers problem with quadrilateral elements

66

Appendix 1B: Results for the test problem with different grid points using FD method
No. of points in space 40 40 40 80 80 80 160 160 160 No. of points in time 40 80 160 40 80 160 40 80 160 Total no. of points 1600 3200 6400 3200 6400 12800 6400 12800 25600 410 133 84 61 Not converged 267 Not converged 85 Not converged 0.1629 0.1585 0.1581 0.1199 0.1067 0.1048 0.1098 0.09 0.0831 No. of iterations Error norm

TableB1 Results for the step problem with velocity=0.5 using leap frog scheme

No. of points in space 40 40 40 80 80 80 160 160 160

No. of points in time 40 80 160 40 80 160 40 80 160

Total no. of points 1600 3200 6400 3200 6400 12800 6400 12800 25600

No. of iterations 57 61 30 324 82 79 99 Not converged 155

Error norm 0.1195 0.3664 0.1193 0.0904 0.0893 0.089 0.0753 0.0707 0.0703

Table B2 Results for the step problem with velocity=0.2 using leap frog scheme

67

No. of points in space 40 40 40 80 80 80 160 160 160

No. of points in time 40 80 160 40 80 160 40 80 160

Total no. of points 1600 3200 6400 3200 6400 12800 6400 12800 25600

No. of iterations 25 20 15 37 13 12 29 48 13

Error norm 0.2415 0.2410 0.24 0.2126 0.211 0.2108 0.1808 0.1762 0.1754

Table B3. Results for CDS in time and Upwind in space for different grid points

No. of points in space 40 40 40 80 80 80 160 160 160

No. of points in time 40 80 160 40 80 160 40 80 160

Total no. of points 1600 3200 6400 3200 6400 12800 6400 12800 25600

No. of iterations 29 29 45 22 34 34 26 18 30

Error norm 0.2204 0.1976 0.1813 0.2128 0.1796 0.15 0.2118 0.1762 0.1425

Table B4. Results Implicit Euler in time and CDS in space for different grid points

68

Appendix 2: Report generator Using FEMlab for solving Cauchy problem with coarse
mesh

Application modes and modules used in this model:

Geom1 (2D) o Convection and Conduction

1. Model Properties Property Value Model name Author Company Department Reference Saved date Creation date FEMLAB version FEMLAB 3.1.0.156 2. Geometry

Number of geometries: 1
2.1. Geom1

69

2.1.1. Point mode

70

2.1.2. Boundary mode

2.1.3 Subdomain mode

71

3. Geom1

Space dimensions: 2D
3.1. Mesh 3.1.1. Extended mesh

Number of degrees of freedom 1985

3.1.2. Base mesh

Number of boundary elements 60 Number of elements 962 Minimum element quality 0.5984

3.2. Application Mode: Convection and Conduction

Application mode type: Convection and Conduction Application mode name: cc

3.2.1. Application Mode Properties Property Value Default element type Lagrange - Quadratic

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Equation form Weak constraints

3.2.2. Variables

Non-conservative Off

Dependent variables: T2 Independent variables: x, y, z Shape functions: shlag(2,'T2') Interior boundaries not active
3.2.3. Boundary Settings

Boundary 4 1-2, 5 3, 6 Type Temperature Temperature Convective flux Inward heat flux (q0) 0 0 0 Temperature (T0) 0 0 1 weakconstr 1 1 1 Shape functions (wcshape) [] [] [] Integration order (wcgporder) {} {} {} Initial value (wcinit) 0 0 0
3.2.4. Subdomain Settings

Subdomain 1 Shape functions (shape) shlag(2,'T2') Integration order (gporder) 4 Constraint order (cporder) 2 Thermal conductivity (k) 400 Thermal conductivity (ktensor) {0,0;0,0} ktype aniso Time-scaling coefficient (Dts) 0 Density (rho) 1 Heat capacity (C) 1 Heat source (Q) 0 x-velocity (u) 0.5 y-velocity (v) 1 Isotropic diffusion switch (idon) 0 Tuning parameter (delid) 0.5 Streamline diffusion switch (sdon) 0 Streamline diffusion type (sdtype) pgc Tuning parameter (delsd) 0.25

73

Crosswind diffusion switch (cdon) 0 Crosswind diffusion type (cdtype) sc Tuning parameter (delcd) 0.1 Subdomain initial value 1 Temperature (T2) 0

4. Solver Settings
Solve using a script: off autosolver on Solver Stationary nonlinear Solution form general Symmetric off Adaption off
4.1. Direct (UMFPACK)

Solver type: Linear system solver

Parameter Value Pivot threshold 0.1 Memory allocation factor 0.7 4.2. Nonlinear Parameter Value Relative tolerance 1.0E-6 Maximum number of iterations 25 Manual tuning of damping parameters off Highly nonlinear problem off Initial damping factor 1.0 Minimum damping factor 1.0E-4 Restriction for step size update 10.0 4.3. Advanced Parameter Value Constraint handling method eliminate Null-space function flnullorth Assembly block size 5000 Use Hermitian transpose on Use complex functions with real input off Type of scaling auto

74

Manual scaling Row equilibration Manual control of reassembly Load constant Constraint constant Mass constant Jacobian constant Constraint Jacobian constant

on off on on on on on

5. Postprocessing

75