Solution of steady-state, convective transport equation using an upwind finite element scheme

P. S. Huyakorn
Department of Civil Engineering, Princeton (Received IS August 1976) University, Princeton, NJ 08540, USA

A new finite element scheme is presented for overcoming the problem of numerical oscillation associated with the steady state convectiondiffusion equation when its convective terms are important. This scheme differs from the standard Galerkin scheme in that discretization is performed using a general weighted residual procedure and weighting functions of asymmetric forms which are dependent on the direction of flow velocity along each side of a finite element. These functions are referred to as upwind weighting functions and are developed for linear quadrilateral and triangular elements. Numerical results have been obtained for three test examples and compared with the results obtained using the conventional Galerkin procedure. It is shown that in all cases the proposed upwind scheme produces solutions which are oscillationfree and considerably more accurate than the Galerkin solutions provided the recommended procedure for minimizing false or artificial numerical dispersion is used.

Introduction
Numerical models are being used extensively to simulate various transport phenomena governed by the general convection-diffusion equation. Several studies have shown that the numerical solution of this equation presents serious difficulties when convective terms are important. These difficulties concern the problem of oscillation in the computed solution, and stem from the combination of the diffusive and convective terms. With the finite difference method, numerical instability of this type has long been recognized. It has been shown to occur in central difference approximation when the mesh size is such that the local Peclet number exceeds a certain critical value. The numerical difficulties have been overcome by using backward (upwind) differences to approximate the convective terms. Recent investigations have shown that this modification leads to a considerable reduction in accuracy of the solution obtained. As a consequence, various formulae which combine central and backward differences have been proposed by several workers,2,3. The same problem of numerical instability arises with the finite element method. As the standard Galerkin formulation invariably leads to a set of algebraic equations similar to that obtained using central differences. Although the problem has been recognized for some time, until very recently it was not treated. Indeed, this has been one of the most serious shortcomings which has limited the advantages of the finite element method as compared to the finite difference approach in fluid mechanics applications. In the context of a simple situation involving steady-state, one-dimensional transport, Christie, et aL4 showed that the numerical difficulties could be overcome by formulating the finite element method via a general weighted .residual procedure and using weighting functions of non-symmetric forms. They developed such functions for linear iso-parametric line elements and showed that stability of the numerical solution could be established at any value of Peclet number. This paper aims to generalize the approach outlined by Christie et al4 to deal with the two-dimensional situation. Weighting functions are given for linear, triangular and quadrilateral elements. It is shown that by an appropriate selection of values of their free

Appl. Math. Modelling,

1977,

Vol 1, March

187

Steady-state,

convective

transport

equation

using an upwind

finite element

scheme: P. S. Huyakorn

parameters, referred to as damping factor, accurate and stable solutions can be obtained for moderate and high values of Peclet number using relatively coarse meshes. The performance of triangular and quadrilateral elements is also assessed.

0.75 tW 0.50 0.25

Typical case of severe numerical oscillation

To illustrate the essential nature of the numerical instability associated with the standard Galerkin finite element scheme, a typical problem of thermal transport in entry flow through a rectangular duct is considered. The problem is governed by the Navier-Stokes equations and the heat transport equation. which are uncoupled. Details of the standard velocity-pressuretemperature formulation have been presented by several workers, and will not be repeated here. A schematic sketch which depicts the boundary conditions under consideration is given in FigLive f. Using the mesh shown in Figure 2h and a mixed interpolation scheme which consisted of quadratic shape functions for velocities and temperature and

Figure 3 Temperature profiles obtained scheme. Mesh 1 (--O_); Mesh 2 (--

using standard Galerkin x --_); Pe = 75 _.

u=

v=o
T=0

L6.
Figure 1 Thermal transport in entry flow through a rectangular duct. U. Y, components of velocities In the x, and y directions respectively; P, pressure; T, temperature. Dimensionless parameters; Reynolds No (Re = Zudlv where u = entry velocity, d = half duct width, v = kinematic viscosity of fluld); Prandtl NO. (Pr = V/K). $=g= Re = 75; Pa = Re x Pr; cT= dy u= ?y 0 (x direction);

0 (y direction).

0.50-

linear shape functions for pressure, complete numerical results were obtained for a case in which Re = Pe = 75. To serve as a comparison, a solution of the heat transport equation was performed separately using a second mesh which consisted of linear rectangular elements, (Figure 2~). Computed values of the temperature at the line of symmetry (4 = 0) are plotted in Figure 3. It can be seen that severe numerical oscillation occurs throughout the entire length of the duct and that no substantial improvement was gained by using higher-order elements. It is particularly interesting that temperature values at the corner nodes of the parabolic elements in mesh 1 appear to be in good agreement with corresponding values at the consecutive nodes of the linear elements in mesh 2. Although one can obtain a smooth temperature profile using these values, it will be shown below that this does not provide a satisfactory approximation to the true answer. Thus. if the standard Galerkin finite element scheme is used, one has no alternative but to refine the mesh, in order to avoid this type of numerical problem. Since oscillation occurs in a global manner, the entire flow region has to be rediscretized so that each nodal spacing in the .u-direction remains small below a certain critical value. The heat transport equation has to be resolved at an increased expense which depends directly on the Peclet number.

Treatment by upwind finite element scheme

\ 025.

Geneml
o---0 I 2 3 x 4 5 6

weighted

residual

,fi)rmulcrtiorz

b o-so-

To overcome the problem of numerical oscillation, the heat transport equation has to be approximated by use of a general weighted residual procedure in which. unlike the Galerkin procedure, the weighting functions used can be different from the basis functions. For two-dimensional, steady, incompressible flow. the heat transport equation can be written as:

(1)
\ 0.25

Let trial solutions

O0 I Figure 2 transport; I 2 3 x (a), Mesh for analysis (b), mesh for analysis of entry flow and thermal of thermal transport 4 1 5 I 6 I

be expressed

in the form: (2)

? = N,( .Y,I) 7;

(I = 1,2,...n)

where N,(s, y) are the basis functions which are chosen to be the standard shape functions; T, are nodal parameters. and summations over repeated subscripts are employed.

188

Appl.

Math.

Modelling,

1977,

Voi 1, March

Steady-state,

convective

transport equation

using an upwind

finite element

scheme: P. S. Huyakorn

To simplify the mathematical notation, the following differential operator is introduced:

convenience in performing subsequent mathematical analysis, the following parameter is introduced:

,,,,+$+$)

GE-v%
weighting functions

(3)
Substitution leads to: (4) of equations (9) and (10) into (7a) and (7b)

Let W,(x, y) be a set of piecewise with Z = 1.2,. . n. One requires:

W&(?)dR = 0
i
R

(I = 1,2....n)

W,(x) = N,(x) + 3,Xf - 3,; W,(x) = N2(x) - 3q

X2

(11) (12)

where R is the flow region. After substituting for L(T) and using Greens theorem to avoid second-order derivatives, equation becomes

+ 3~;
N,(x) and N,(x) are given

(4)

where the shape functions by N,(x) = 1 - ,: N2(x) = ;

(13)

uFax

dN_l

+ WF

dN,

(14)

T,dR
for a value of a = 1, a sketch showing the weighting functions is also depicted in Figure 4. It is evident that when 2 is non-zero, the weighting function for any node I in the network is asymmetric with respect to I. More weighting is given to the upstream portion of the line segment (I - 1) - (I) - (I + 1) when z is positive. For c( = 1, it can be readily shown that:

+ B

(5)

where B is the flow boundary; and n, and n, are components of the outward unit normal vector. The major task which remains is to find appropriate expressions for the weighting functions. This will be carried out for both one-and two-dimensional linear elements.

s
XI XI1

W,(x)dx = h

.x1_,

5 x 2 x,

(Isa)

x,

Weighting

jimctions,fbr

one-dimensional

elements

W,(x)dx = 0

(15b)

For a one-dimensional transport problem, where temperature values are prescribed at the two extreme points of the flow domain, equation (5) reduces to: Kz d$dR +

s
Re

dN, uW,--dx dR TJ = 0
1
L

(6)

where R is an element subregion and xdenotes summation over all elements. Consider a linear line element shown in Figure 4. It is assumed that the flow velocity is in the positive direction from node 1 to 2. Let the weighting functions for nodes 1 and 2 be expressed in the form:

W,(x) = N,(x) - F(x) W,(x) = N2(x) + F(x) F(u) = 0.;: +$+e

O<x<h OIXIh Olxlh

(7a) (7b)
(7c)

Experience indicates that to dampen the numerical oscillation, the sign of M must be chosen in accordance with the sense of direction of flow velocity (T > 0 when u > 0 and vice versa). Thus, for any node Z in the network, greater weighting must always be given to the upstream element which contributes to that node, if oscillation is to be dampened. In view of this, the weighting functions so determined are termed upwind weighting functions. To further demonstrate the role of 3 in dampening the numerical oscillation, equations (1 lHl4) are substituted into equation (6) to result in the following algebraic equation for node Z in the network:

+ where x is a local coordinate and F(x) is a piecewise quadratic function with a, 6, and c as undetermined coefficients. The function F(x) must be chosen to satisfy the following requirements: F(0) = F(l1) = 0 substituting (8) into (7~). one obtains (9) where II is the remaining undetermined coefficient. For
Figure 4 elements.

,+&+I)

T,_,=o

(16)

(8)

Weighting functions for one-dimensional (-----)W,(?=l).(-~-_)N,

lmear

Appl.

Math. Modelling,

1977,

Vol 1, March

189

Steady-state,

convective

transport

equation

using an upwind

finite

element

scheme: P. S. Huyakorn

Equation (16) can also be written in finite difference form by introducing the following notation: 6T, =(T,+1 - T,_,)1212 (17a) (17b) (17c)

VT, = (T - T,_,)/h
6=T = (T,,, - 2T, + T,_,)/h2

I-;6
cl

h-l

/
0

where 6 and, V denote central and backward difference operatqrs respectively. Substitution of (17a), (17b) and (17~) into (16) leads to:

Figure 5 One-dimensional Pe = uh/D

concentration

transport problem.

?(I - 1)6T, The one-dimensional written as:

-_udT K dx = +dTzo dx=

$aVT,

+ h26=T, = 0 equation is now

(18)

heat transport

absolute error at x = 5 versus CI. It can be seen that for each value of Pe, there is an optimum value of a where complete accuracy can be obtained. For higher values of Pe, the error curves have identical slopes. The expression for optimum cxwas obtained theoretically by Christie et d4 It can be written in the form
kpr =
c&h

(19)

It can be seen that equation (18) is simply a finite difference approximation of equation (19) with a central difference approximation to d2T/dx2 and a linear combination of central and backward differences to dT/dx. These approximations are given by:

(22)

where u is the uniform flow velocity; h is the mesh spacing, and D is the dispersion coefficient.

ST=~
(1 - (x)6T, + CrvT = g Clearly, the proposed numerical (16), should become more stable should be unconditionally stable can be substantiated by writing of equation (16) in the form: T,=A+B

(20a)

Weighting

,jirnctions

jbr

quadrilateral

elements

GOb)
scheme, which leads to as r increases. It for r 2 1. This fact the theoretical solution

1 + (U + l)uh/(2K) 1 + (x - l)uh/(2K)

WC)

where A and B are coefficients which depend on the boundary conditions. From equation (21), it can be deduced that the numerical solution is free of oscillation if; X21 or (1 - CY)~ < 2 when M < 1 since x directly controls damping factor.
Optimum
uh

Consider a quadrilateral element shown in Figure 7. Let (t, q) represent a local iso-parametric coordinate system. Since the element belongs to the Lagrangian family, its weighting function can be obtained by taking appropriate products of functions in each coordinate. In forming such products, the fact that the damping factor s1 can vary from one element side to another is also taken into account. Thus, in Figure 7, thevaluescc=a1,cc=a2,a=B1 andn=fi,are assigned to sides 12, 43, 23 and 14 respectively. The sense of direction of flow velocity which corresponds to positive CIis also indicated for each side. By way of an example, the weighting functions for nodes 1 and 3 are obtained as: (23)
w,((, I) = G2(53 a2W2(rl, /31)

(2Od) (2Oe) it will be termed a

(24)

where the expressions for G1. G2, H, and H, can be derived directly from the one-dimensional weighting functions in equations (11) and (12). Thus. G1 is

oscillation,

value I$ a ,ftir one-dimensional

elements

To establish numerical stability with minimum loss of accuracy, the value of u must be carefully chosen. The effect of 2 on accuracy of numerical solution obtained is illustrated for a simple case of steady, onedimensional concentration transport as shown in Figure 5. It is assumed that there is a uniform flow velocity in the positive x-direction and that the dispersion coefficient is constant. The exact solution of this problem is given by:
c = [exp(ux/D) l]/[exp(lu/D) obtained Figure I] values of (21) of
Figure 6
solution. (----),

0.2

0.4

Numerical results were the local Peclet number

for selected 6 shows a plot

06 0.8 Damping factor,a

(--

I.2

(Pe = uh/D) and compared

Effect of dampmg factor r on accuracy of numerical

Oscillation;

with the exact solution.

stable

solution

190

Appl.

Math.

Modelling,

1977,

Vol 1, March

Steady-state, convective transport equation using an upwind finite element scheme: P. S. Huyakorn F,(L, = 0) = 0
3

(29b) (i # j # 4 (294

(Fi(Lj = O)l= 3ajLkLi

PI

8: t II I

=i

=I

The first condition ensures that the sum of the weighting functions is unity. The second condition ensures the value of the weighting function for a particular node is zero along the side opposite to that node. The third condition ensures that if quadrilateral and triangular elements are used to form the mesh, there is compatibility along each common side of both types of elements. It can be shown that the following expressions for Fi satisfy equations (29a) to (29~) F, = 3(Ct2L3L1 - MILDLY) F2 = 3(QL1L2 - ctILJL2) (304 (3Ob) (304

Figure 7 Weighting functions quadrilateral elements

for linear isoparametric

F3 = 3(CQLzL3 - c(~L~L~)

obtained follows:

by writing

equation

(11) in terms of 5 as

(25)
x/h = (5 + 1)/2 Substituting G,(LaJ In a similar as: H&,/L) equation = ;[(I manner, (26) into (25), one obtains: (26)

Final expressions of W,, W,, W, and their derivatives are given in Appendix 2. For (a1 = a2 = aj = l), WI and W, are sketched in Figure 8. Since all weighting functions are expressed in terms of area coordinates, the element matrices can be generated in a simple manner by performing exact integration using the following formula: LTL;L$ dA =
A

2A(m!n!p!) (m+n+p+2)! (31)

+ 5)(3~15 - 3~1 - 4 + 41

(27

where A is the area of the triangle For steady-state, two-dimensional transport problems, the complete element matrix may be written as :

Gz, HI and H2 may be obtained

[HI = LB1+ [PI

= ;[(I + 1)(3Pzr - 382 - 2) + 41

(324

(27b) (27~) P7d)

where

Gdtr~(d = $1 + 5)(- 3@25+ 3% + 2) ff,(rl,Pd = $1 + 9)(-3P1r + 381 + 2)

(Z,J = 1,2,3) p13 = (Z,J = 1,2,3)

(324

Final expressions of all weighting functions and their derivatives are given in Appendix 1. The function W, is sketched in Figure 7 for two sets of values a2 and fi2, namely (a2, p2) = (1,O) and (a2, b2) = (1,1) respectively.

(32~)

Weighting functions and element matrices for triangular elements Consider a typical triangular element (Figure 8). Let (L,, L2, L3) represent a local area coordinate system, and let a1,a2, and czs be values of the damping factor associated with the element sides opposite to nodes 1, 2, and 3 respectively. Using the approach described above for one-dimensional elements, the weighting functions for linear triangles are written in the form: ~ = Ni + Fi = Li + Fi where Fi denote the parabolic chosen to satisfy the following (i = 1,2,3) functions which are conditions:
Figure 8 Weighting functions for linear triangular a, coordinates: 1, (l,O, 0); 2, (0, 1,O); 3, (O,O, 1). b, W,(a, = a2 = c(~= 1); c, W3(ct, = a2 = c(~= 1) elements

(28)

Appl.

Math. Modelling,

1977,

Vol 1, March

191

Steady-state,

convective

transport

equation

using an upwind

finite

element

scheme:

P. S. Huyakorn

Figure 9 elements.

Subdtvision of quadrilateral subdomain into triangular Pattern 1, (right-hand side); Pattern 2, (left hand side)

isI .3+ and PI are given by

/J9 are influence

coefficients

which

ir = (1 - X3 + C1JA;
24 = c(~A; 2, = -ccZA; /I5 = (1 -a,

?,, = -u3A; + u3)A;

,I3 = a2A /I6 = --alA

2, = cc1A;

& = (1 + !_X* - a&I 0

I

; 0
I 2 -J n E

&

02

0.4

0.5

The remaining Appendix 2.

coefficients

h, and cJ are given in

Sign and optimum t:nlue cf x triangular elements

,fbrquadrilateral

und

For a general two-dimensional flow fluid, the velocity vector may vary in magnitude and direction from point to point. Thus, it is necessary to adopt a suitable criterion for determining the sign of the damping factor for each side of a two-dimensional element. The criterion used may be described as follows: Let QJ denote the direction vector of a particular side IJ, and let C; and V, denote velocity vectors at nodes I and J respectively. The component of an average velocity along this side is given by taking the scalar product:
r =$I +v,).f,, (34)

3 x

The sign of c( is determined x > 0 if r > 0 cc<OifG<O

in accordance

with: (35a)

Figure 70 Temperature profiles obtained using upwind finite element scheme (1 Oa-1 Od). Key: ~ rectangles; 0, Triangles (Pattern 1); x Triangles (Pattern 2). (a) Pe = 75, A, y = 0.42: B. y = 0: (b) Pe = 25; C, y = 0.42; D, y = 0. (c) Pe = 75, E, x = 6; F, x=1.81; G.xz0.27 (d) Pe=25; H,x=6; 1,x=1.81; J,x=O.27 (IOe) Pe=75; K, y=O.42; L, y=O. (IOf) Pe=25; M, y=O.42; N, y=o

192

Appl.

Math.

Modelling,

1977,

Vol 1, March

Steady-state,

convective

transport equation using an upwind

finite element scheme:

P. S. Huyakorn

7
h=O

c =. 2000m 0.25 Yli

x
I -

1
/day C

Q =3OOOm c =I

Oe 4

0.25 -

I.00 b

o-75 Figure 71 (a) Pollutant transport caused by an injection well;

(b) Mesh 1; (c), Mesh 2; (d) Concentration distribution along x axis (mesh 1, standard Galerkin vs. upwind scheme with z = 1); (e) concentration distribution along x axis showing effect of r on accuracy of upwind scheme; (f) concentration distribution along main diagonal showing effect of CIon accuracy of upwind scheme. (-) Central scheme; (---) Upwind (c( = 1); A, Pe = 100; B, Pe = 40; C, Pe = 10: (e) (-) Central scheme (Mesh 2); 0, a=l.O (Mesh 1); x; ~~0.5 (Mesh 1)

u 050 0.25 -

800 dlfi Example I: In this example, the problem of thermal transport specified in Figure 1 is reconsidered. Solutions are presented for two cases in which Pe = 75 and 25. For each case, values of c( calculated from equation (36) were used. Typical plots of calculated temperature values at y = 0 and y = 0.42 are shown in Figures IOa and lob. Temperature profiles at various cross-sections (x = 0.27, 1.81 and 6) are also plotted (Figure 10~). It can be seen that using the proposed upwinding scheme, numerical oscillation was completely eliminated. Excellent agreement between the sets of results obtained by use of rectangular elements and various combinations of triangular elements may also be observed. To serve as a comparison, corresponding results given by the standard Galerkin procedure, referred to as central scheme, are illustrated in Figures 1Od and 1Oe. Of particular interest is the fact that oscillation tends to be slightly more severe with the rectangular elements than with the triangular elements. It should also be noted that at Pe = 75, the smooth temperature profiles which can be obtained by joining consecutive nodes of rectangular elements are substantially different from the corresponding profiles given by the upwind scheme. To check the accuracy of the standard Galerkin scheme versus the upwind scheme, separate sets of results were obtained using another mesh much more refined than that in Figure 2b such that oscillation did

In addition to the above criterion, formula is proposed for calculating absolute value of c( for side ZJ.

the following an optimum

opt =

coth

where h is the length of side IJ. It will be demonstrated that the use of equation (36) overcomes the problem of accuracy loss inherent in the upwinding process. Indeed, accurate solutions can be obtained at high values of Peclet number using relatively coarse meshes.

vh _ 2k [I
2k vh

Results and discussion

The two-dimensional weighting functions and the proposed numerical scheme have been incorporated into a general computer program. Results were obtained for two test examples using iso-parametric quadrilateral elements and quadrilateral subdomains which were subdivided into triangular elements. Two patterns of subdivision were used and these are given as shown in Figure 9. In pattern 1, each quadrilateral subdomain consists of four superimposed triangles while in pattern 2, it consists of four triangles having a common internal node. The results are compared with corresponding results obtained from the standard Galerkin procedure:

Appl.

Math.

Modelling,

1977,

Vol 1, March

193

Steady-state,

convective

transport

equation

using an upwind

finite element scheme: P. S. Huyakorn

not occur when the Galerkin scheme was employed. was found that these results compared much more satisfactorily with the results of the upwind scheme, (Figure IOa and ZOb).

It

Example 2: In this example, a common practical problem of pollutant transport in groundwater flow is considered. Figure Ila shows a plan view of a quadrant of a confined aquifer with an injection well located at the origin of the coordinate axes. The parameters depicted are described as follows: Coefficient of hydraulic conductivity in the x and y directions K, and K, lOm/day; thickness of aquifer, d = 40 m ; well injection rate, Q = 3000 m3/day ; Dispersion coefficient of aquifer = D m/day; Peclet number, Pe = Q/(&f). The governing equations for this problem are given by;

where h is the hydraulic head; c is concentration of pollutant; Qi is the nodal flux at point i which corresponds to a point sink or source, 6 is the dirac delta function; u and u are seepage velocities which are given by:

u_-&!!
U=-Kh

xax

(394

yay

(K.&z +(KyQ?$ = i Q&x i=l -u$ck=O

Xi>_V -

YJ (37)
(38)

aY

I.00

0.75 c, 0.50 -

Boundary conditions considered are given in Figure 1 la, where zero normal hydraulic head and concentration gradients are implied along the x and y axes. The problem was studied on two meshes (Figure llb and c). The second mesh produced no oscillation with the standard Galerkin scheme (central scheme) and therefore, served as a calibration mesh. It was used to check the accuracy of the upwind scheme applied to the first mesh. To study the effect of the damping factor M:on accuracy of the numerical solution, results were obtained for three cases in which Pe = 10, 40 and 100 using preset values of CIand optimum M calculated from equation (36) Figures I Ic, Ild and Ile show concentration profiles obtained using iso-parametric rectangular elements with preset values of CI= 1 and c( = 0.5 in the radial flow direction. In Figure Ilc, it is evident that at lower values of Peclet number where the central scheme is oscillation free, there is still marked difference between its numerical results and the results given by the upwind scheme with CI= 1. A comparison with the more accurate solutions obtained from mesh 2 shows that the use of c1= 1 leads to considerable errors caused by numerical dispersion inherent in the upwind scheme. As a is reduced from 1 to 0.5, a marked improvement of performance is obtained. Further improvement in the accuracy of the numerical solution can be achieved by use of optimum calculated values of a as illustrated in Figure 12a and 12b. Excellent agreement between the two sets of results given by meshes 1 and 2 may be observed. To assess the performance of triangular elements, results obtained using the two triangular combinations and optimum c1are also given as shown in Figure 12c for Pe = 100. It can be seen that pattern 2 gives slightly better agreement with the more accurate results from mesh 2 than pattern 1.

Conclusions
A generalized upwind finite element scheme has been developed for steady-state, convective transport equation. Using this scheme, the problem of numerical oscillation commonly encountered in the standard Galerkin finite element and central difference solutions of this equation has been overcome. The proposed formulation is such that the loss of accuracy due to false numerical dispersion inherent in the upwinding process can be minimized by varying the damping factor from element side to element side. Indeed, accurate and stable solutions have been obtained for moderate and high values of Peclet number by use of relatively coarse meshes, which consist of iso-parametric linear quadrilateral or linear triangular elements.

Figure 12 Concentration distributions obtained using calculated optimal a. (a), along x axis; (b). along main diagonal; (c) along x axis. () Central scheme (Mesh 2); 0 Upwind scheme aopl (Mesh 1). X, Triangles (Pattern 2) 0, Triangles (Pattern I); Pe=lOO;A,y=O;B,y=x

194

Appt.

Math.

Modelling,

1977,

Vol 1, March

Steady-state,

convective

transport

equation

using an upwind finite element scheme:

P. S. Huyakorn

It should be emphasized that although the proposed finite element scheme leads to a three-point combined central/backward difference formula in one dimension, it bears no relationship to such a combined five-point difference scheme in two dimensions. Although the present paper concerns the steady state solution of the equation, extension of the procedure to transient situation has been achieved. This will be dealt with in a future paper.

aw, i ~ = +(l aq
aw, ~ = -$N aq

+ i)(-3a15

+ 3~ + 2)1(3h

- 1)

+ o(-3~~5

+ 3h + m(38,~ - 1)

aw,
all

- +1

+ 5)(3a,C - 3c(2 - 2) + 41 (3D2rl - 1)

References
Spalding, D. B. Int. .I. Num. Math. Engrg. 1972 4, 551 Runchal, A. K. Int. J. Math. Engrg. 1972 4, 541 Barrett, K. E. J. Mech. and Appl. Math. 1974 27, (I), 57 Christie, I., Griffiths, A. R., Mitchell, A. R. and Zienkiewicz, 0. C. Int. J. Num. Meth. Engrg. In press Taylor, C. and Hood, P. Comp. Fluids 1973, 1, 73 Hood, P. PhD Dissertation Univ. Wales, Swansea, (1974) Barakat, H. Z. and Clark, J. A. Proc. 3rd Int. Heat Transfer ConJ: (1966) 2, 152 Gosman. A. D., Punn, W. M., Runchall, A. K., Spalding, D. B. and Wolfstein, M. Heat and mass transfers in recirculating flows, Academic Press, London, 1969 Huyakorn, P. and Taylor, C. Int. Cot$ Water Resources, Princeton University, 1976 Jacobs, D. A. H. In Numerical methods in fluid mechanics, Brebbia, C. A. and Connors, J. J. (Eds.), Pentech Press, London, 1973. p 433 Piva, R. and DiCarlo, A. 2nd Conf: Mathematics of finite elements and applications, Brunei University, 1975 Roache, P. J. Computational fluid dynamics, Hermosa Publishers, Albuquerque. (1972)

Numerical integration of various terms in element matrices can be performed using a 2 x 2 Gauss rule as it was found that the use of a 3 x 3 Gauss rule made negligible difference to the numerical results obtained.

Appendix 2
Using the notation shown in Figure 8, the weighting functions and derivatives for triangular elements are given by; WI w2 w, aw, = L, - 3Ct3L2L, + 3C$LjLl = L2 - 3!X1L3L2 + 3CC3LlL2 = L3 + 3tlIL2L3 - 3c12LlL3 b, 2A 3CX3L& ( + L& I Ll$ i w2 bz - 3LXlL& i + L$ I L& l aw, h + 3c(l L2& 2A l + L$ I L& i aw cl - 3X LIZ i + LL$ I LIZ i aw, ~ = 8 ay - 3c(l L25 i + L$ I LI$ i aw, ~ = 2 ay + 3cil L$ l + L32 I LIZ ( where Li = &(ai + bix + ciy)
~3~2; b, = Y, -

9 10

11 12.

ax

+ 3tL2 + L& I + 3a3 + L,$ I -3x, + L& I

Appendix 1
Using the notation shown in Figure 7, the weighting functions and derivatives for quadrilateral elements are given by:

ax 72

ax

ay Xi

+ 3CQ + LJS I + 3cr, + L2$ I - 3c12 + LB&

aw, __ a< ~

= $[(l + yl)(3BZV - 3BZ - 2) + 41(3a,5 - 1) = -$[(I + rl)(38,rl - 38, - 2) + 41 (3(x15 - 1)

aV2

at

aw = at
aw, at

-$[(I

+ 9)(-3~,r1

+ 38, + 2)1(3d + 3~~ + 2)1(3~<

- 1)
- 1)

(i = 1,2,3)
~3; ~1 = -x3 x2

= $W + v)(-3~91
= g,,,

a, = ~2~3 -

aw, ~ all

+ 5)(3c(15 - 3a1 - 2) + 4](3B,r/ - 1)

The remaining coefficients can be obtained performing cyclic permutation.

by

Appl. Math. Modelling,

1977,

Vol 1, March

195