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International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03

17

Numerical Solution for Diffusion Waves equation


using Coupled Finite Difference and Differential
Quadrature Methods
ABDULRAZAK H. AL-MALIKI
M. EZZELDIN
, & A. S. AL-GHAMDI
PhD student, Department of Civil Engineering, College of Engineering , King Abdulaziz University (KAU),Jeddah ,Saudi Arabia
Professor, Department of Civil Engineering, College of Engineering , King Abdulaziz University (KAU),Jeddah ,Saudi Arabia

Abstract-One of the simple and most practical equations that


is used in hydrologic and hydraulic routing, is the Diffusion
Wave equation. Considering the fact that this equation has
an analytical solution only in a specific condition, using
numerical methods for solving it has been common and
finding a good numerical method for solving this equation,
has been the focus of many researchers. The differential
quadrature method (DQM) is one of the numerical methods
that because of its stability . Finite difference method (FDM)
is the most practical method that is used in solving partial
differential equations . It is shown that use of the (DQM),
with (FDM), yields a good convergence of results. The
results have been compared with numerical schemes
available in literature and it shows good agreement with
them. In this research, we have used the features of both
methods for solving Diffusion wave equations.
This
research shows that the DQ method is not very sensitive
when it comes to choosing a test function. But when it comes
to distribution of grid points, the cosine distribution gives a
much better result than a uniform distribution. In general
the coupled DQM and FDM method gives an accurate
result in solving the diffusion wave equation, even with few
grid points and the numerical model prepared is very stable.
Results shows that the normal error are 1.3084 , 1.259489
and 0. 96009498 for McCormack , DQ and coupled (DQ)
with (FD) methods , respectively , it is clear that using
coupled (DQ) with (FD) method is providing 21.7 %
decreased in normal error .
Index Term--

Flow routing, Diffusion wave equation,


Numerical Solution, Differential Quadrature

1- INTRODUCTION
Problems regarding flow routing in an open channel in one
dimension situations, normally analyzed using the saint venant
equations. Solving these problems require complete
information about initial and boundary conditions of the flow.
Also because these equations are nonlinear, in some cases,
especially when there is a sudden change in the angle of the
slope or the cross section, stability problems can arise. That is
why efforts has been made to simplify these equations, two of
which are the general wave kinematics model and wave
diffusion model. Using each of these models depends on the
importance of the effect of pressure gradient term, local

acceleration and convective acceleration in the momentum


equation. In a way that to get to the diffusion wave equation,
the effect of inertial force (local acceleration and convective
acceleration) is ignored and in the kinematics wave equation,
inertia force and also the pressure gradient term are ignored.
These equations have analytical solution in specific condition
such as using channel with simple geometry or in constant
rainfall intensity. Yet, since an analytical solution is not
possible for all problems, numerical methods are used to solve
these problems. The traditional methods of numerical schemes
can be divided into three categories: Finite Difference Method
(FDM), Finite Elements Method (FEM) and Finite Volume
Method (FVM). In some of the previous researches, to solve
the diffusion Wave equations, the finite difference method
and the finite element method has been used (Lal, A.M et,
2012, Tommaso et al, 2012, Moussa and Bocquillon et, 2000).
In each of these methods, in order to reach an accurate result,
many grid points have been used.
Differential Quadrature (DQ) is also one of the numerical
methods that is known as a highly applicable method in a lot
of scientific fields. This method was first introduced by
Belman et in 1972. After that Differential Quadrature
methods based on polynomial expansion (PDQ) and
Differential Quadrature based on the Fourier series (FDQ)
were introduced (shu & ching, 1997). Thus, a great progress
was made in using the Differential Quadrature method and it
was used in solving structural analysis problems, flow and
also free vibration of plates problems. (Chen, 2000, Shu et,
2004). What caused the spread of this method, was the use of
less grid points in calculations while maintaining the stability
without any conditions and accuracy of results.
In many of the previous researches, the DQ or FD method
were used alone in solving partial differential equation (PDE),
in this regard, to maximize the efficiency of solving (PDE) ,
DQ and FD method are coupled in calculating spatial
derivatives and estimating time derivatives. The calculation
field is divided into several sections in the direction of time
and the coupled DQ and FD method is used in each section.

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International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03


In this research, that has been done with the goal of measuring
the performance and efficiency of the coupled DQ and FD
method in solving diffusion wave problems, using the coupled
DQ and FD method, a numerical model with high efficiency
and accuracy has been presented. To assess the DQ - FD
method, the results of these methods have been compared with
numerical schemes available in literature and it shows good
agreement with them .
2- DIFFUSION WAVE PROBLEMS
The mathematical representation of the unsteady flow is
governed by the hyperbolic fully non-linear SaintVenant
equations, which are difficult to solve analytically. However,
from the highly non-linear dynamic equations, simplified
models such as the kinematic-wave and diffusion-wave model
can be derived. Nevertheless, the analytical solutions are still
limited even for these simplified models, so numerical
solution is the target of this research. This simplification
creates an error which needs to be overcome.
Diffusion waves neglect the acceleration terms, and kinematic
waves neglect both the pressure and the acceleration terms, in
the momentum equation. The kinematic wave model
represents unsteady flow through the continuity equation
while it substitutes a steady uniform flow for the momentum
equation [5]. A kinematic wave does not subside or disperse
as it travels downstream while it changes its shape. Kinematic
waves may be preferred in simulations of the natural flood
waves in steep rivers with slopes greater than 0.002 [6].
Diffusion occurs most in natural unsteady open channel flows
and in overland flow [5, 7, 8]. Diffusion waves may be
preferred in simulations of the flood waves in rivers and on
flood plains with milder slopes. There have been many studies
in the literature to solve the kinematic and diffusion wave
equations with several numerical methods [911] but it is
good to find which numerical scheme more accurate,
convergence and stable. For this reason present work will
address computational aspects of solving the SaintVenant
equations.
3- GOVERNING EQUATIONS , INITIAL AND
BOUNDARY CONDITIONS

Diffusion wave equation is written as below:

In this equation Q is volume flow rate (Discharge ) ,


is the
diffusion coefficient and C is the celerity of diffusion wave
and is calculated from the equation below:

18

initial condition is needed. Also the spatial derivative is from


the first and second order and a boundary condition is needed
too. The first amounts related to flow are assumed for the
initial condition and written as below:
0xL

Q(x, 0) =

(3)

The Q(x, 0) is function of space x . There are different


figures to consider the boundary conditions. But normally
input hydrograph is assumed for the upstream boundary
condition:
Q (0, t) =

(4)

and
4-

are functions of time and space respectively.

DESCRIPTION

OF

THE

DIFFERENTIAL

QUADRATURE M ETHOD
In the Differential Quadrature method for estimating the n
degree derivative of the function in the direction of x in each
interval (a,b), the interval is divided to N parts see Fig.1

Fig. 1. Interval divided to N points for calculation of derivative of point i

Then derivative of function is calculated from the equation


below:

( ) i = 1,2,,

(5)

In that equation, ( ) shows the amount of function in the


point of xj and
is indicant of weight coefficient of each
point that shows the effect of point j in n time derivative
calculation of point (i) (Shu, 2000) .
Choosing the test function and appropriate grid points
distribution are tow effective parameters in determination of
the weight coefficients. For choosing the test function
polynomials test functions or harmonic test functions can be
used. Also there are two types of distribution of points that can
be used, uniform distribution and the Chebyshev-GaussLobatto cosine distribution that respectively is calculated in
the following equations:
(6)

C=

(2)

In the equation above w is the width of water surface and h is


the depth of water. In the diffusion wave equation, the time
derivative is from the first order, therefore for solving it, an

)+

(7)

Where, N number of grid points in domain direction ,L is the


length of domain .

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International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03


Rearrange Eq.(11) to get the unknowns
4- DISCRETIZATION OF DQM IN CONJUNCTION
WITH FDM
By applying the rule of Quadrature Method and finite
deference on Eq .(1), the linearized St. Venant equation is
converted to:
{

, -

{{
,

19
.

- }

(12)

(8)
And then Eq. (12) has been applied in the formulation of the
matrix at i (space) =3 and time s=2,3,4 R .

When the DQ method is used in time direction, for more


efficiency, the calculation field in t direction is divided to
several time blocks and the Eq. (1) in the time block of rb
written like below:

i,j = 1, 2,.,N
s = 2, 3,...,
rb = 1, 2, 3,.,

N is the number of points in network in direction of space ,


is the number of points in the direction of time and Nb is the
total number of time block. In usage the DQ method, the
convective acceleration term is discretise as below:
[
, -

[
[

(10)
]
*

, in t direction for each time step. In the


equation above, the initial condition for the first time block in
the same as the initial condition for the problem at the
beginning and for the other blocks the initial condition can be
achieved from the previous time block.

+-

By substituting Eqs. (9) and (10) in Eq.(11) , the equation of


diffusion wave would be:

}
,

}
-

] ]

(9)

In this equation the


shows the weight coefficient of
differential quadrature, in the direction of x for each block .
Also for estimation of the time derivative the following
equation can be used:
, -

The boundary condition in Eq. (13) is written in the matrix


form as:
(11)
[

(14)
[

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International Journal of Civil & Environmental Engineering IJCEE-IJENS Vol: 14 No: 03


The initial condition in Eq.(13) is written in the matrix form
as:
[

]]

20

The previous matric Eq.(13) is solved for the


and
which are unknown values. If the equation is used for a time
block that consists of
points, in attention to the
initial condition that is known for each time block, there
would be
unknown. After writing the Eq.(13)
for all of the internal point of each block, there would be
number of non-linear equation.

Fig. 2. Domain of the solution (one block)

The differential quadrature weighted coefficients can be


solved by using several techniques like Bellman's first
approach, Shu's general and Quan Chang's approach , in the
present study, Shu's general approach which is a numerical
discretization technique that delivers logical and accurate
numerical solution is used . Shu's general approach is based on
(Legendre polynomials) then the weight coefficient matrix can
be written in general as (Shu et al. 2004):

A matrix of time domain can be written like B matrix in space


domain as:

Where,

By substituting Eq.17 in Eq.16 yields ;

Note that the Legendre interpolation shape functions L j (x)


have the following properties.
L j (x) = 1

if i = j

(24)

In this work, the weight coefficient matrix can be written as


(Shu et al. 2004):

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5- EVALUATING OF THE MODEL
For evaluation of the differential quadrature method in solving
the diffusion wave equation, a numerical example is used
which is prepared using MATLAB software.
In the numerical tests, once the combination method of DQFD method was used; in order to discretization the location
derivative in the differential quadrature method was used and
for the time derivative the Finite difference on coming method
was used and next time the derivatives in the location and time
was estimated from the differential quadrature method. Then
the results from this study is compared with the numerical
schemes available in literatures .

6- APPLICATION TO CASE PROBLEMS


In order to examine the coupled FD and DQ method , the
numerical example is adapted from published paper (K.
Bajracharya, D.A. Barry, 1997) in which upstream boundary
condition is estimated as:
(

Max. flow (m3/ sec(

The initial condition was assumed as:


= 0. As well as
the values of the celerity, c, and the diffusion coefficient ,D,

21

were taken as 1 m/s and 100 m3/ s, respectively. So the length


of channel under study is 5000 m and the simulation time is
10000 second.
7- CONVERGENT STUDIES IN THE DQ METHOD
The aim of the convergent studies is to find out the minimum
using grid points in the DQ method, so that if we increase the
grid points more, the result would not be changed too much.
Fig.3 and Fig.4 show the convergence of coupled FD and DQ
method in the direction of space and time; for this purpose the
maximum calculated flow for every number of points is
drawn; the max. and min. amount of convergence is equal to
3.1114 and -0.2837 cubic meters per seconds respectively . As
it was shown, with the coupled FD and DQ method in the
space direction points become low (N = 7). Also for study the
convergence in the time direction, maximum flow was
calculated for each block and the number of points in each
block were drawn in the Fig.3; as it was mentioned in the
previous researches, when a few block is used, more points are
needed to reach the convergent, in other hand when more
blocks are used, less points need to get convergent. For
example, in 8 time block, minimum points are 13, and if we
use 16 blocks, the results in 7 points in each block get
convergent.

349
348.5
348
347.5
347
346.5
346
345.5
345
344.5
344

4 TIME BLOCKS
8 TIME BLOCKS
16 TIME BLOCKS
24 TIME BLOCKS
BENCHMARK CASE
FLOW RATE

10

15

20

25

Number of grid points in the space direction

Max. flow (m2/ sec(

Fig. 3. Study of convergent for Max. flow in the space direction

348.5
348
347.5
347
346.5
346
0

10

15

20

25

30

Number of grid points in the time direction


Fig. 4. Study of convergent for Max. flow in the time direction
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8- CASE RESULTS AND DISCUSSION
For evaluation of the coupled FD and DQ method in solving
this problem, the Crank Nicolson and McCormack schemes
presented for testing the new method. The result of this study
was shown in Fig.5, as it can be seen the output hydrographs
calculated in the both method are adopted so much with
hydrographs resulted from the Crank Nicolson and
McCormack solution. But in the calculation, the combination
method is sensitive to the time distribution and the long
simulation time makes the problem unstable. Therefore in
choosing the time and the distance distribution, stability
measures should be controlled. The equation which is usually
used for determination of stability is number of Current that
for supplying stability this number should be less than one.

22

But in using the coupled FD and DQ method in the both time


and space direction, in the choosing the simulation time, there
is no limitation and also with few points in the network, the
good results with accuracy is obtained. But in the combination
method to achieve an accurate result, more points in the
network must be calculated and so the time needed for
calculation would increase.
For the comparison of the presented method and other
numerical methods the norm. error defined as below:

(25)

400
350
Calculated DQM

300

crank Nicklson , benchmark case

250

MaCckomack

Q m3/s

200

Coupled DQ with FD method

150
100
50
0
0

2000

4000

-50

6000

8000

10000

12000

Time in seconds
Fig. 5. Coupled FD and DQ solution ,discharge hydrograph for the numerical example at x = 490m

Table 1 shows the comparison of the FD-DQ method with


other numerical methods. In comparison with other methods,
it should be mentioned that in the research done by the (K.
Bajracharya, D.A. Barry, 1997) and colleagues (2005) the
McCormack method introduced as the method with better
efficiency. With comparing the norm. error in the DQ and
McCormack methods consider that there is not too much

difference in the amount. But the McCormack method is an


explicit method and stability conditions in that should be
controlled to keep the Courant number less than one. For this
issue, the simulation time must be chosen shorter. Whereas the
coupled FD and DQ method, without using Courant number, it
would be still stable.

Table I
comparison of norm. error in different methods

Numerical method
Norm. Error

FD-DQ
method
0. 96009498

*McCormack
scheme
1.3084

**DQM
1.259489

*methods that were used by (K. Bajracharya, D.A. Barry, 1997)


** From previous study done by the researchers

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9- THE EFFECT OF THE DQ STRUCTURE
As it was mentioned before, choosing an appropriate test
function for calculation of derivative coefficient and
distribution type of the points in the domain are two important
factors in applying the DQ method; for calculation of the
coefficients, harmonic function could be used (based on the
Fourier series expansion) or the polynomial functions (based
on the Lagrange interpolation) and for the grid points
distribution in the network can also be used uniform or cosine
distribution.

23

In this research, behavior of both functions in both forms was


studied. In these studies observed that the results in the cosine
distribution is more accurate than the uniform distribution.
Also the results from the harmonic function and the
polynomial function dont have any sensitive difference. Fig.
6 shows the estimated output hydrograph with using different
ways.

400
350
FD-DQ METHOD(Polynomail-CGL distribution

300

crank Nicklson , benchmark case

250

FD-DQ METHOD (polynomial-uniform)

Q (m3/s)

200
150
100
50
0
0

1000

2000

3000
4000
Time in seconds

5000

6000

7000

Fig. 6. Effect of grid distribution on the solution., x = 490 m

10- CONCLUSION
In this research, a novel approach is proposed for solution of
the diffusion wave model. Coupled Deferential Quadrature
and finite deference method was used to solve the onedimensional Diffusion wave model. The study in this research
shows that the coupled Deferential Quadrature and finite
deference method can be used for the solving the diffusion
wave model with using the least points in the network and has
good results; also this method has good efficiency and
stability in results presentation. In applying the coupled
Deferential Quadrature and finite deference method, the
results in the time and space direction are more accurate than
using the DQM . Also, as it was shown in the previous
researches, with dividing the calculation field in the time
direction to several time blocks, the calculation period
decrease.

[1]

The DQ method for solving the diffusion wave equation is not


sensitive to choosing the test function and the results has the
same accuracy. But distribution type of the points in the
network has magnificent effect in the results; so, the results
from cosine distribution are more accurate than the results
from the uniform distribution.

[7]

[2]

[3]
[4]

[5]

[6]

[8]

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