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74
. 75
76
Partial Differential Equations (PDEs) 385
‘The unsteady isothermal TRAM equation with an irreversible first
order reaction taking place (Eq. 7.3) can be non dimensionalized to
de_1de_de
Or Peaz? az
—(Daje
£
GL"
and 5 in terms of actual variables}. Use the N+ 1° grid-line FD
where c,z and ¢ are now nondimensionalized variables [
technique to obtain a set of ODE-IVPs. Attempt to solve these using
a GEAR package with Pe = 10', Da = 1, N = 10 and 100. Very sharp
changes in the c profile will be observed [14], and you may have to
use very large values of N to get good results. [Moving finite-element
techniques [10-12, 14] are better suited to handle such problems].
Complete Eq. (b) in Example 7.3 using the given boundary conditions
for T. Use N, = N, = 3, and simplify to obtain only four equations
corresponding to the internal grid points.
Line Jacobi Method (3, 4}: Assuming values for T}1;'~' and T}}"',
etc., develop the algorithm for solving the set of N, — 1 equations in
Eq. 7.9 using the Jacobi technique. Thus, develop the following
flow-chart:
Know all Tf;
Assume all Ti} "
(Do j=2,3,
Assume Th !*=
2,3, ...ytill convergence
oN,
[Sassy FT AHO)
Panyeriy]386
V7
78
7.9"
7.10
Numerical Methods for Engineers
After this full set of computations, we update the values of all the
Ti} using the results. obtained, and repeat this set of. ‘computations.
The line Gauss-Seidel technique is also easily written, and con-
verges (usually) even faster. In this technique, updated values of T#?',
and Ti, are to be used,
Consider Example 7.3 for the 2-D steady-state case, i.e., for
&r or
ax? dy?
x20: T=T 3 x=L, : T=7,
y=0 2 T=T, ; yal, : Ter,
Obtain the set of algebraic equations to be solved and write the
algorithm for solving these using
(a) the line Gauss-Seidel technique
(b) the ADI method
Use the Crank-Nicholson scheme to obtain algebraic equations for the
FD equations in Example 7.1 (for a single species). Then write the
algorithm involving a line Gauss-Seidel technique to solve these
cavations. You may consider only the equations for the internal grid
points.
Alternating Direction Explicit Scheme [3]: Consider the following
Scheme to convert Eq. (a), Example 7.3,to.aset of algebraic equations:
+ (Ar + +
Ti Th AO rh arts tert
OO ress ort ert)
yy
Show that (with all 7!; known, and with boundary values also spe-
cified) if we solve the above equations in the Sequence : increasing i;
decreasing j
(ice, p—Do
ie
ere.
We get an explicit set of computations, Confirm the explicit nature of
the computations using a grid with W, = N, = 6.
Consider the PDR.TAL
7.12
713
Partial Differential Equations (PDEs) 387
eas 7=f@y)
Use the FD technique with unevenly-spaced grid points and obtain an
algebraic equation for T,,; [see Prob. 6.3 (a)]. This technique can also
be used for treating Dirichlet boundary conditions (T specified) with
irregular boundaries.
Obtain the FD form of the 1-D wave equation (hyperbolic PDE):
oT OT
sr =a Sxsl
aP ax
T(x,0)= sin(cx)
ar
Sr ees0)=0
T,1)=0
TU, =0
Use the ot formulae for both ¢ and x. Obtain numerical results
15
using Ax ==, At = + and obtain results tilly = 72. Compare your
results with the analytical solution:
T(x, t) = sin(ex) cos(mr)
Jain et. al. [4] discuss the use of implicit and ADI schemes for solving
this equation, as well as the 2~D wave equation.
Use the explicit Euler formula on Eq, (a), Example 7.3, to obtain a set
of algebraic equations.
- For the first-order PDE
TT no; osrse
ar ’
TO x)=f&) + T¢,0)=g@).
deduce (using the implicit Buler technique in the x direction, and a
first order formula for %)-
Titec tere388° Numerical Methods for Engineers
Show that this can be solved such that no trial and error is required.
Similarly, deduce the leap-frog scheme :
pitta
tot ‘
=r -Thy
H vel
This is stable for 0 Ond.0)=0
Wr =0,8,9,0)=1
(Note that r is the dimensionless reciprocal of the radial Position from
the center of the sphere, so that r = 1 is at the sphere and_r = 0 is far
away): Use the finite difference scheme and develop a set of algebraic
?
equations to be solved. Use an implicit scheme for the a term,
:
and an-explicit scheme for the other terms (with respect to 1). Also,
study the boundary conditions, as well as any special problems that
may arise at r = 0 and r = |. Note also that we do not have ‘boundary’
conditions for @ and 6 in this problem, but these are not required.
7.15 The convective diffusion equation for an isothermal, first-order
reaction occurring in a laminar flow reactor is described by (Ref. 36;
p. 180)
2 AX
dc
ao at r=0 and at r=17.16
TAT
7.18
Partial Differential Equations (PDEs) 389
Obtain FD results for (ki) = 1 and a0
The 1—D flow of a fluid between two flat plates spaced a distance, h,
apart, with one plate at rest, and the other starting to move impulsively
at t = 0, with velocity i, is described by (Ref. 37, p.83)
au _(v \eu
or \h? Jax?
u(x,0)=0
u(Q0,t)=1
u(1,)=0
where u is the dimensionless velocity, and x is the dimensionless
position. Set up the’ FD equations and solve’ for yess {also see
Prob. 7.1).
The unsteady 1—D heat transfer in an infinite slab (see Prob. 6.12) of
thickness L, with thermal conductivity being a linear function of
temperature, is described by the following dimensionless equation:
Taran eer(Z)
T(x,0)=0
TO,)=1
T(t) =0
where the non-dimensionalization is slightly different than in Prob.
6.12. Apply the FD technique and obtain a set of ODE-IVPs to be
solved.
The unsteady reaction-diffusion in a spherical catalyst particle is
described by [3,
ac
o,%¢ -42 |x [4% }- @R(c,T)
or Lal or
Ma = Baxl* [4z eee, T)
a0 ee0390 Numerical Methods for Engineers
rel ¥aBige(.)- a0)
=BilT(1,t)-g,0))
£=0 :¢(,0)=c,(x)
T(@,0)=Tyx)
Set up the ODEs to be integrated using the OC method. Ref. 38 gives
the results obtained: using a Gear integration package, for R=
c exp [y-2] + Y= 20, B= 0.6, 6° = 0.25, M, = 176, M, = 199, Bi =
Bin, = 22, To = 1.05, C= 1.0, T (1, 1) = 8, () = 1.0, ¢ (1, ) = gy (0) = 1.0:
7.19 The desorption of a gas from a liquid stream in a wetted-wall column
can be described by [7] the following PDE:
ar_a
ane 54
Zo at n=l
f=0 at n=0
f=1l at C=0
Note that the problem, as defined above, is NOT symmetric about
1) = 0 (do NOT redefine variables to make them symmetric).
Carry out an orthogonal collocation solution in the 1 direction,
using N = 2 (i.e, two internal OC points), and simplify to obtain a set
of two ODE-IVPs. Do not solve these.
7.20. An axially dispersed isothermal chemical reactor can be described by
the following dimensionless equations:
of laf 1 [26%
a2 Pe,dz?Pe,Lrar\" ar J] * OOF
ae mz=0
ISB eae7.21
Partial Differential Equations (PDEs) 391
=0 at r=1 (no flux)
Note symmetry in the r-direction, and lack of symmetry in, the
z-direction. Use 1 (internal) collocation point in the r-direction and 2
internal collocation points in the z-direction, and set up all the alge-
braic equations necessary to solve the problem . Define F),7 = f(r,2))-
Use actual numbers for the matrix elements. Collect all your equations
into a neat matrix form : (AA)gxs Fpx1 = Bsxt With F = (Fy, Fis Fis,
F yay Fats Faas Fass F nl, $0 that one could use LU Decomp easily. Do
not solve your final set of algebraic (matrix) equations.
The dimensionless equation describing steady-state heat transfer to a
fluid under fully developed laminar flow inside a cylindrical pipe (with
walls heated electrically) is given by (Ref. 21, pp. 295, 296; also see
Example 4.10):
2°68 100 06
ig 90,190, 28
Vows at ra 3,
2=0, 6=0
306
r=l1, 3p}
30
r=0, 570
Note the symmetry in the r-direction.
(a) Apply orthogonal collocation with one internal collocation
point and solve to get @(z) at the collocation points. Solve the
ODE obtained analytically.
(b) Compare your numerical values from your OC result with
the following solution given in Ref. 21 (p. 296):
4
ana
@=-42-r'+ 7 + mu
at appropriate values of r and for z = 0.5.
(c) For the physical situation described here, the dimensionless
bulk temperature is given by392 Numerical Methods for Engineers
A
fea-ryrar
6, == 24 f ea —Pyrar
fe =P \rdr
reo
Obtain a general equation to get 6, (z) using 8, (z) and 6, (z)
of part a.
7.22 Consider
er _ er
ax?” ay? .
with BCs:
x=0 3. T=f()
x=l ; T=fQ)
. yal 5 T=g(x)
or
y=0 ; aa
Apply OC exploiting symmetry in the y direction about y = 0. Use.
internal collocation point in the y direction, and 1 internal collocation «
Point in the x direction. Set up the 2-D OC algebraic equations.
Substitute the values of the matrix elements as appropriate, Solve to
get the numerical value of the Tat the collocation points if
fy) =0.1y Bole) =0.1+0.1x
AQ)=0.2y
7.23 Consider the following PDE [3] (see Prob. 7.17):
a_a ae ae, fac?
3-H reo] +00 240%)
cQ,1)=1
c@,0)=0
ac
he =O atx=1
Using ‘wo internal grid points, obtain the ODEs using the OC tech-
nique. Do not solve the ODEs.on the computer,
(Hint : Redefine the x-axis so that symmetry at x,y = 0 is attained)7.24
7.25
7.26
Partial Differential Equations (PDEs) 393
Obtain the ODE- IVPs with 2 internal OC points (in the z-direction)
in the case of the unsteady, isothermal TRAM (Prob. 7.4). The profile
is so sharp that integration of these ODEs wiil give poor results;
however, these equations will prove handy when we apply the OCFE
technique.
Formulate Prob. 7.3 (packed bed reactor with radial dispersion) using
the OC technique. Deduce the 1 internal collocation point equations
by hand. Solve for the parameter values given in Prob. 7.3. Finlayson
[3, 34] gives numerical solutions of the ODEs so obtained. He finds
that the N =.2 results are almost indistinguishable from higher-N
results. However, when parameter values are such that sharp profiles
are present, we need to use N = 6. Interestingly, the stiffness of the
‘ODEs is found to increase as N increases.
Gupta et. al. [39] present the equations characterizing the third-stage
wiped-film reactor used for polyester production. In this there is a
‘bulk’ phase which moves downstream fromthe feed-end to the
product end (C direction). In between, rotating blades take up the
reaction mass, coat it ina thin layer (reaction and diffusion take place),
collect the material and mix it back into the bulk phase. The equations
can be summarized as (see Ref. 39 for details of model):
Bulk-Phase
Film394 Numerical Methods Sor Engineers
T20 5 y=
FCO)
ug
&=0: “BE =O forall x
S=1 : c,=0
Interconnection between bulk and film
Mem fleas ~6)~ lye) ab
do
Write the OC equations for the wiped-film and obtain a set of -
ODE-IVPs to be solved. Attempt to make a computer code (or read
up Ref. 39) which solves the bulk-phase equations for a small. distance,
AG, then solves the film phase equations (using the computed bulk
Phase values) from t = 0 to t= 1, computes N, and uses this in the
next stage of the bulk-phase computations, Use
Hao = 50 K=05 a,=2000 a,= 1000
a; =10* a,=2
: . ‘on op 27!
-27 You can write the OC expression of 52], in two ways:
x;
ar) me!
a |, 2 Bet
cs
2 (ar) "2 (ap) ve wea
a (3) Wr 3 af} = 2A 2 Aat
Confirm for N = 2 (non symmetrical case) if
yar
Aj A,
Ain
By=
Use this to simplify the PDE (see Prob. 7.23)
a) dc
5-2 Po%]
c@N=1; c()=0; c@,0)=0.
Use N= 1.
7.28 Deduce Eq, (a) of Example 7.6. Hint: Assume7.29
7.30
7.31
7.32
7.34
7.35
Partial Differential Equations (PDEs) 395.
Nya 2Ny 42
Te y= Ld ddpxt ty!
we te
with d, and d; as constants, Write matrix equations for the subsets,
(Wij Tajo Trysad” and (Ti. Ti2 + Ti.w,sal” separately
in terms of d and d” respectively.
Deduce Eq. 7.15, and then write the expression for T for the problem
discussed in Example 7.4, with N, = 1,N, = 2.
Reduce the PDE of Example 7.3 into a set of ODE-IVPs, using the
2-dimensional OC technique. In this case, the coefficients, d, and dj"
in Prob. 7.28, become functions of time.
Write the OCFE (2FEs, 2 internal OC points in each) equation for the
PDE in Prob. 7.19. Solve using a DDASSL package if available; else
use the Crank-Nicholson scheme.
Obtain the OCFE equations (2FEs, 2 internal OC points in each) for
the system of equations given in Prob. 7.18 (unsteady reaction-
diffusion in a porous catalyst sphere (3, 38]).
One explicit technique [3] of solving the DAEs obtained on applying
the OCFE method to PDES is described here for Eq, (a) of Example
7.7. We first take only the ODEs, using values at z = z, on the right
and use any explicit scheme to obtain values of T at OC points 2, 3,
Sand6atz =z, +Az. We then write the algebraic equationsand expr
Ti"', TY"! and T7*" in terms of all other variables at n+ 1 :
(13°, 731,78", Te *"). These algebraic equations can be solved using
Thomas’ algorithm (called smoothing). Illustrate this for Eq. (a) of
Example 7.7 for T only (you can solve these equations only after
performing a similar decoupling of the equations for c)).
S
Apply the OCFE techniques (WV, FEs, 2 internal OC points in each
FE) to the PDE in Prob. 7.4 (unsteady, isothermal TRAM), in the
z-direction
Consider the isothermal TRAM with an irreversible second order
reaction taking place, operating under unsteady conditions. The PDE
is given by (for Pe = 6, Da = 2)
ae _1ae a . 2
‘Ot. 622 dz396 Numerical Me (ethods for Engineers
z=0
1=0 : c=0
(see Prob. 7.4 and Example 6.9). Use the GFE technique and obtain
aset of ODE-IVPs fora. general N. Use the ‘triangular’ basis-functions
[Hint : the results of Example 6.9 can easily be extended].
7.36 Derive Eq. 7.18(c).
7.37 Set up and solve the GFE equations for the heat conduction problem
(3)
oT aT
ae tsel
T=Oall around c.
Fig. P.7.37
Use the FEs shown in Fig. P. 7.37. Note that there is only one unknown
variable, 7,
738 Consider the steady, 2-D heat conduction problem with internal
‘generation’;
or
ant 5378—
7.40
Partial Differential Equations (PDEs) 397
atrayeo
at exo
(0,0)2
atvayes
Fig. P.7.38
with the boundary conditions shown in Fig. P.7.38. Obtain the GFE
for j = 1 using the FEs shown. Obtain your results in the form
:
Ea, = a6
with actual values for the coefficients ay, a, ds arid dg.
Consider the steady, 2-D heat conduction in the I-beam shown in Fig.
P7.39: .
eT eT _
ax? dy?
The face 4-8-7-11-12-16 is insulated while T= 0 on the other three
faces (1-2-3-4, 1-5-6-10-9-13, and 13-14-15-16). Q =— 2 onelements
(7) and (8) and Q = 0 elsewhere. Set up the GFE equations in terms
of B, D, and E. Do not evaluate these coefficients. Assume the T = 0
condition to be valid for nodes 4 and 16.
The first order irreversible reaction cum-diffusion in the finite,
cylindrical, porous catalyst pellet under non-isothermal conditions can
be described by the following dimensionless PDE [40]:
ae lac
Fe 1de, nde _ yp [ mig
Ht rar tt a2 96 PLY Ty Bde) | BOLO398 — Numerical Methods ‘for Engineers
12(3,2)
araxeo
60,0) ‘
2 *
0) (2,0) 3,0)
where a is the diameter/length ratio, z is the dimensionless axial
{ocation, and the other terms have the same meaning as in Example
6.3. Use the GFE technique and obtain the set of algebraic equations, 1
Davis [7] presents results for this problem using code, DISPL, for B
= 0.1, 7=30,6=2,a=1,
TAL Expressions for a and x have been obtained for the oc
- "y
formulation. Obtain an expression for the mixed derivative, =
ha
at location x,, y, in terms of the appropriate OC matrices. If N, = 1 and
N,= 2 (a = 1) write, with matrix elements substituted, a series
3
expression for
T
ordy Insu.
13,
14
15.
16.
17.
18.
19.
20.
21.
22.
24,
25.
26.
27.
ct
23.
Partial Differential Equations (PDEs) 399
| References
F.B. Hildebrand, Advanced Calculus for Applications, Prentice Hall, Englewood
Cliffs, NJ, 1962.
D. Pal and S.K. Gupta, Polymer, 30, 1918 (1989).
B.A. Finlayson, Nonlinear Analysis in Chemical Engineering, McGraw Hill, New
York, 1980.
.. MAK. Jain, S.R.K. Iyenger and R.K. Jain, Numerical Methods for Scientific and
Engineering Computation, Wiley Eastern, New Delhi, 1985.
[a very crisply-written book. Discusses several techniques]
D.W. Peaceman and H.H. Rachford, JSIAM, 3, 28(1955).
D.W. Peaceman, Fundamentals of Numerical Reservoir Simulation, Elsevier, New
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ME. Davis, Numerical Methods and Modeling for Chemical Engineers, Wiley, New
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R.E. Bank and D.J. Rose, SIAM J. Numer, Anal., 17, 806 (1980).
B. Wendroff, Theoretical Numerical Analysis, Academic, New York, (1966).
R. Alexander, P. Manselli and K. Miller, Moving Finite Elements for the Stefan
Problem in Two Dimensions, Rend, Acad. Naz. Lincei (Rome), Serie VIII, Vol.
LXVIL, fase. 1-2, pp. 57-61 (1979).
K. Miller and RN. Miller, SIAM J. Numer. Anal., 18, 1019, 1033 (1981).
B.A. Finlayson, Numerical Methods for Problems with Moving Fronts, Ravenna Park
Pub. Inc., 6315, 22nd Ave. NE, Seattle, WA 98115-6919 (1991).
[Refs. 10-12 discuss moving finite elements for the solution of PDEs}.
AX. Jana and S.K. Gupta, J. Polym. Eng., 9, 23 (1990).
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[a good discussion of the moving finite element method] .
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29,
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33.
34,
35.
36.
37.
38.
39,
40.
Numerical Methods for Engineers
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RS. Stepleman), IMACS (AICA), Rutgers University, New Brunswick, NJ, 1979.
(Details of code 2DEPEP]
G2. Leaf, M. Minkoff,G.D. Byme,D. Sorensen, T. Bleakney and J. Saltzman, Rept.
ANL-77-12, Argonne National Lab., Argonne, IL, 1977,
(Details of code DISPL]
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Englewood Cliffs, NJ, 1990.
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