Notes On Biofluid Dynamics: Annunziato Siviglia

Notes on Biouid Dynamics
Annunziato Siviglia
Laboratory of Applied Mathematics
University of Trento, Italy
nunzio.siviglia@ing.unitn.it
http://sites.google.com/site/nunziosivigliaita/home
Academic year 2010/2011
Annunziato Siviglia (University of Trento) Biouid dynamics Academic year 2010/2011 1 / 61
Table of contents I
1
Introduction
2
Mathematical Model
Review of the basic equations
Tube law
viscous terms
Assumptions
Equations
Conservative formulation
Eigenstructure and characteristic elds
3
The Riemann Problem
Motivation for studying the Riemann Problem
Physiological ow assumptions
Wave patterns
Jump across shocks: Rankine-Hugoniot conditions
Jump conditions across rarefactions
Solution of Riemann problem
Sample solutions
4
Conservative methods
Integral form of hyperbolic systems
Conservative numerical methods
Stability conditions
System of governing equations
Boundary conditions
Table of contents II
5
Notes on coding
Code scheme
6
References
Introduction
One dimensional blood ow model:
analysis and exact solutions
Introduction
Introduction
The theoretical study of blood ow phenomena in humans through mathematical models is
closely related to the study of ow of an incompressible liquid in thin-walled collapsible tubes. In
fact the applicability of theoretical models for thin-walled collapsible tubes covers a wider variety
of physiological phenomena as well the design of clinical devises for practical medical applications.
In this notes we are interested in theoretical models for blood ow in medium to large arteries
regarded as thin-walled collapsible tubes. We centre our attention on one-dimensional,
time-dependent non-linear models. Classical works on this subject are, for example, Kamm and
Shapiro (1979) and Pedley (1980) and the many references therein. For more recent works see
Alastruey et al. (2007), Brook et al. (1999), Canic et al. (2006), Formaggia et al. (2003), Fullana
and Zaleski (2009), Quarteroni et al. (2000) and Sherwin et al. (2003) to name but a few.
Mathematical Model
Mathematical Models
Consider the geometric situation described in Fig.(1), which depicts a model for a blood vessel.
The mathematical model will assume one-dimensional ow in the axial direction x.
Figure: Assumed axially symmetric vessel conguration in three space dimensions at time t. Cross sectional
area A(x, t) and wall thickness h
0
(x) are illustrated.
Mathematical Model
The basic equations for the ow of blood in medium-size to large arteries and veins are obtained
from the principles of conservation of mass
t
A +
x
(uA) = 0 (1)
and momentum
t
(uA) +
x
( Au
2
) +
A
x
p = Ru . (2)
is the density of blood (assumed constant;
R > 0 is the viscous resistance of the ow per unit length of the tube, assumed to be known
We assume = 1 in the momentum equation (2).
Mathematical Model
There are two governing partial dierential equations, (1), (2), and four unknowns,
A(x, t) the cross-sectional area of the vessel or tube at position x and time t;
u(x, t) the averaged velocity of blood at a cross section;
p(x, t) pressure;
R viscous terms.
An extra relation is required to close the system. This is provided by the tube law, which relates
the pressure p(x, t) to the wall displacement via the cross-sectional area A(x, t). The tube law
couples the elastic properties of the vessel to the uid dynamics and is analogous to the equation
of state in gas dynamics Toro (2009).
Mathematical Model
Tube law
We adopt a very simple tube law of the form
p = p
e
(x) + (A; K) , (3)
where
(A; K) = p p
e
p
trans
(4)
is the transmural pressure, the dierence between the pressure in the vessel, the internal pressure,
and the external pressure. Here we choose
(A; K) = K(x)
__
A
A
0
_
m
1
_
, (5)
with
K(x) =
(1
2
)
E(x)h
0
(x)
_
A
0
(x)
. (6)
h
0
(x) is the vessel thickness;
A
0
(x) is the cross-sectional area of the vessel at equilibrium (p
trans
= 0);
E(x) is the Youngs modulus;
is the Poisson ratio;
m > 0 is the exponent of the tube law.
For arteries usually m is taken equal to
1
2
.
Mathematical Model
Tube law
Figure: tube law for dierent arteries
Mathematical Model
Viscous terms
If we assume a Poiseuille ow distribution we end up with:
R = 22 ( = 0.0035Pa/s) (7)
Mathematical Model
Assumptions
We consider a simple mathematical model consisting of the partial dierential equations (1)-(2),
along with the tube law (3)-(5) with m > 0. We assume:
h
0
, E, A
0
, p
e
constants;
Then the pressure gradient in (2) is
x
p =
A
x
A +
K
x
K , (8)
with
A
=

A
=
mK
A
_
A
A
0
_
m
,
K
= 0 . (9)
Mathematical Model
Equations
The complete system reads
t
A +
x
(uA) = 0 ,
t
(uA) +
x
(Au
2
) +
A
x
A = Ru .
_
_
_
(10)
The system (10) in quasi-linear form reads
t
Q + A(Q)
x
Q = S(Q) , (11)
where
Q =
_
q
1
q
2
_
_
A
Au
_
, S(Q) =
_
s
1
s
2
_
_
0
Ru
_
, A(Q) =
_
0 1
A
A
u
2
2u
_
. (12)
Next we study some mathematical properties of the equations.
Mathematical Model
Conservative formulation
It is possible to express the equations in conservation-law form. The equations in
conservation-law form are
t
Q +
x
F(Q) = S , (13)
in terms of the redened vector of conserved variables
Q =
_
q
1
q
2
_
_
A
Au
_
(14)
ux vector
F(Q) =
_
f
1
f
2
_
_
Au
Au
2
+ BA
m+1
_
, (15)
and source terms
S =
_
s
1
s
2
_
_
0
Ru
_
(16)
with
B =
mK
(m + 1)A
m
0
: constant . (17)
Mathematical Model
The eigenstructure of the rst-order system (11), (12) is that of the principal part of the system
and is given by the eigenvalues and corresponding eigenvectors.
Proposition 3.1. The eigenvalues of (11) are all real and given by
1
= u c ,
2
= u + c , (18)
where
c =
_
A
A
(19)
is the wave speed, analogous to the sound speed in gas dynamics Toro (2009).
Proof. By denition the eigenvalues of system (11), (12) are the eigenvalues of the matrix A,
which in turn are the roots of the characteristic polynomial
P() = Det(A I) = 0 , (20)
where I is the identity matrix and is a parameter. Simple calculations give
P() =
_
2
2u + u
2
c
2
_
= 0 ,
from which the result (18) follows.
Mathematical Model
Proposition 3.2. The right eigenvectors of A corresponding to the eigenvalues (18) are
R
1
=
1
_
1
u c
_
, R
2
=
2
_
1
u + c
_
, (21)
where
1
and
2
are arbitrary scaling factors.
Proof. For an arbitrary right eigenvector R = [r
1
, r
2
]
T
we have
AR = R , (22)
which gives the algebraic system
r
2
= r
1
,
(u
2
c
2
)r
1
+ 2ur
2
= r
2
.
_
(23)
By substituting in (23) by the appropriate eigenvalues in (18) in turn we arrive at the sought
result.
Mathematical Model
Proposition 3.3. The
1
- and
2
- characteristic elds are genuinely non-linear if the tube law
exponent m > 0.
Proof. Some algebraic manipulations give
1
R
1
=
m(m + 2)K
_
A
A
0
_
m
2A
_
mK
_
A
A
0
_
m
,
2
R
2
=
m(m + 2)K
_
A
A
0
_
m
2A
_
mK
_
A
A
0
_
m
.
Therefore the
1
(Q)- and
2
(Q)- characteristic elds are genuinely non-linear provided m = 2,
and the proof is complete.
Mathematical Model
The Riemann Problem
Assume an artery that a certain time has two uniform areas, at rest (velocity is equal 0),
separated by thin layer of material at position x = 0. If the thin layer separating the two uniform
areas is suddenly removed, two dominant features emerge from the process in the form of waves.
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
1
0.5
0
0.5
1
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
Figure: Initial conditions for the Riemann Problem: time =0.0 s
Mathematical Model
The Riemann Problem
A right facing wave travels into the smaller portion of the uid rising the area abruptly. The left
facing wave travels into the largest region and has the eect of reducing the area. The details of
the physical processes occuring in the vicinity of the wall shortly after the collapse of the wall are
indeed extremely complex and are not correctly modelled (not even remotely) by the model
employed, but if the wall collapses in a suciently short time the wave pattern emerging is almost
that of a centred wave system with a left rarefaction wave and a right shock wave; such wave
system may be approximated by the mathematical model that we have described previously.
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
0
0.5
1
1.5
2
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
0
0.1
0.2
0.3
0.4
0.5
x [m]
F
r

[
]
0.5 0 0.5
0
0.002
0.004
0.006
0.008
0.01
x [m]
t
i
m
e

[
s
]
Mathematical Model
The Riemann Problem
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
0
0.5
1
1.5
2
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
0
0.1
0.2
0.3
0.4
0.5
x [m]
F
r

[
]
0.5 0 0.5
0
0.005
0.01
0.015
0.02
0.025
0.03
x [m]
t
i
m
e

[
s
]
Mathematical Model
The Riemann Problem
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
0
0.5
1
1.5
2
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
0
0.1
0.2
0.3
0.4
0.5
x [m]
F
r

[
]
0.5 0 0.5
0
0.01
0.02
0.03
0.04
0.05
x [m]
t
i
m
e

[
s
]
The Riemann Problem
The Riemann Problem
Here we pose and solve exactly the Riemann problem for system (11), that is the special Cauchy
problem with piece-wise constant initial condition, namely
t
Q + A(Q)
x
Q = 0 , x R , t > 0 ,
Q(x, 0) =
_
_
_
Q
L
if x < 0 ,
Q
R
if x > 0 .
_
_
_
_
_
_
_
_
_
(24)
Figure: Structure of the solution of the Riemann problem (24) .
The Riemann Problem
The Riemann Problem
The structure of the similarity solution of the problem is shown below in the entire x-t half plane.
There are two wave families. The left family is associated with the eigenvalue
1
, while the right
wave family is associated with
2
. Waves associated with the genuinely non-linear characteristic
elds
1
and
2
are either shocks (discontinuous solutions) or rarefactions (smooth solutions).
The entire solution consists of three constant states, namely Q
L
(data), Q
, and Q
R
(data),
separated by two waves. The unknown states to be found are Q
. If any of the
1
and
2
waves
is a rarefaction then there will be a smooth transition between two adjacent constant states. In
order to solve exactly the entire initial-value problem we need to establish appropriate jump
conditions across each characteristic eld to connect the unknown state Q
to the initial
conditions Q
L
(left) and Q
R
(right) respectively. In what follows we establish such jump
conditions across each characteristic eld.
Figure: Structure of the solution of the Riemann problem (24).
The Riemann Problem Motivation for studying the Riemann Problem
The Riemann Problem
Why is relevant the study of the Riemann
Problem
Because we can build exact solutions to compare with numerical ones;
Because it is usually used for building numerical methods.
The Riemann Problem Physiological ow assumptions
The Riemann Problem
Physiological ow assumptions
The cross-sectional area A remains bounded away from zero
0 < A
min
A(x, t) A
max
<
The blood velocity u is less than the wave propagation speed c, this implies:
1
(A, uA) < 0 and
2
(A, uA) > 0
The Riemann Problem Wave patterns
The Riemann Problem
Under the physiological ow assumptions, only the following four wave patterns are available:
Figure: Possible wave patterns under physiological conditions.
Elementary wave solution of the Riemann Problem
In this section we study the much simpler case in which the initial data states for the Riemann
problem are connected by a single wave, that is, the solution of the Riemann problem consists of
a single non-trivial wave; all other waves are assumed to have zero strength. This assumption is
entirely justied as we can always solve the Riemann problem with general data and then select
the constant states on either side of a particular wave as the initial data for a Riemann problem.
In later slides we consider the general case in which all types of waves might simultaneously be
present in the solution of the Riemann problem. First we recall some useful mathematical wave
relations.
Generalized Riemann invariants
The generalized Riemann invariants are relations that are valid across simple waves. These are
most conveniently expressed as a set of ordinary dierential equations in phase space, see Jerey
(1976) for details.
Proposition 3.4. For a given hyperbolic system of M unknowns [w
1
, w
2
, . . . , w
M
]
T
, for any
i
-characteristic eld with right eigenvector R
i
= [r
1i
, r
2i
, . . . , r
Mi
]
T
the generalized Riemann
invariants are solutions of the following M 1 ordinary dierential equations in phase space
dw
1
r
1i
=
dw
2
r
2i
= . . .
dw
n
r
ni
. (25)
Proof. (omitted). See Jerey (1976).
Generalized Riemann invariants
Proposition 3.5. The generalized Riemann invariants for
1
= u c is
2
m
c + u = constant . (26)
Proof. Application of (25) from Proposition 3.4 to =
1
= u c with R
1
=
1
[1, u c]
T
, with
1
= 1 gives
dA
1
=
d(Au)
u c
. (27)
Manipulating the equality we obtain
c(A)
A
dA + du = 0 .
Integration in phase space gives
_
c(A)
A
dA + u = constant .
After expressing c(A) explicitly as a function of A and performing exact integration leads to the
second result in (26).
Rankine-Hugoniot jump conditions
An important concept that is applicable to discontinuous solutions of hyperbolic conservation
laws is that of Rankine-Hugoniot jump conditions or simply Rankine-Hugoniot conditions. They
apply to a discontinuous wave travelling with speed S, which is related to jumps in conserved
variables Q and uxes F(Q) across the wave as follows
F
ahead
F
behind
= S (Q
ahead
Q
behind
)
Here subscript ahead denotes the state immediately ahead of the discontinuity and behind
denotes the state immediately behind of the discontinuity.
In studying shock waves, one requires the conservative formulation of the equations to enforce the
Rankine-Hugoniot conditions. We can still provide the data in terms of the primitive variables.
In the case of a left shock the idea is to nd a relationship between left Q
L
data and Q
which
are the right data and for a Right shock the idea is to nd a relationship between the right data
Q
R
and the left data Q
.
Figure: Single wave solution of the Riemann problem is an isolated left (left panel) and right (right panel) shock
Proposition 4.1 (left shock). If the left
1
-wave is a left-facing shock wave of speed S
L
then
u
= u
L
f
L
, f
L
=
_
B(A
A
L
)(A
m+1
A
m+1
L
)
A
L
A
(28)
and the shock speed is given as
S
L
= u
L
M
L
A
L
, M
L
=
_
BA
L
A
(A
m+1
A
m+1
L
)
A
A
L
. (29)
Proof. In Fig. 8 we illustrate the function f
L
that connects the velocity u
L
to the left data state
and the unknown A
L
. Let us assume that the left
1
-wave is a left-facing shock wave of speed
S
L
. We need to establish relations across the shock, for which one uses standard techniques, see
Toro (2001) and Toro (2009). We rst transform the equations to a stationary frame via
u
L
= u
L
S
L
, u
= u
S
L
. (30)
Then the jump conditions become
A
= A
L
u
L
,
A
u
2
+ BA
m+1
= A
L
u
2
L
+ BA
m+1
L
.
_
_
_
(31)
Now from the rst equation in (31) dene M
L
= A
L
u
L
= A
L
u
L
. In fact this is the mass ux
through the wave, which is constant. Use of M
L
into the second equation in (31) followed by
suitable manipulations leads to the sought relations (28). Details of the calculation of the shock
speed S
L
are omitted.
Proposition 4.2 (right shock). If the right
3
-wave is a right-facing shock wave of speed S
R
then
u
= u
R
+ f
R
, f
R
=
_
B(A
A
R
)(A
m+1
A
m+1
R
)
A
R
A
(32)
and the shock speed is given as
S
R
= u
R
+
M
R
A
R
, M
R
=
_
BA
R
A
(A
m+1
A
m+1
R
)
A
A
R
. (33)
Proof. The proof follows the same methodology as for a left shock and details are thus omitted.
A right shock occur when the characteristic coming from the left travels faster than characteristic
travelling from the right side of the shock, i.e.:
c
> c
R
A
> A
R
It is possible to establish jump relations across rarefactions waves by means of generalized
Riemann invariants.
Proposition 4.3 (left rarefaction wave). Across a left rarefaction wave associated with the
characteristic eld
1
= u c the following relations hold
u
= u
L
f
L
, f
L
=
2
m
(c
c
L
) . (34)
Proof. From the left generalized Riemann invariants (26) we can write
2
m
c
+ u
=
2
m
c
L
+ u
L
,
from which we have
u
= u
L
(
2
m
c
2
m
c
L
)
and the result follows.
Proposition 4.4 (right rarefaction wave). Across a right rarefaction wave associated with the
characteristic eld
3
= u + c the following relations hold
u
= u
R
+ f
R
, f
R
=
2
m
(c
c
R
) . (35)
Proof. The proof uses the right generalized Riemann invariants (26) and is entirely analogous to
the previous case.
A right rarefaction occur when the characteristic coming from the left travels faster than
characteristic travelling from the right side of the shock, i.e.:
c
c
R
A
A
R
In previous sections we have put in place all the necessary relations to obtain the solution of the
Riemann problem in the Star Region, which is the region in physical space located between the
waves associated with the outer characteristic elds. The procedure to nd the solution is
embodied in the following proposition.
Proposition 4.6 (solution of Riemann problem). The solution of the Riemann problem in the
Star Region is given by the solution of the following non-linear system
f
1
(x
1
, x
2
) = x
2
u
L
+ f
L
(x
1
) = 0 ,
f
2
(x
1
, x
2
) = x
2
u
R
f
R
(x
1
) = 0 ,
_
(36)
where the unknowns of the problem are
X = [x
1
, x
2
] [A
, u
] , (37)
with
f
L
(x
1
) =
_
_
_
_
_
_
_
_
_
_
B(x
1
A
L
)(x
m+1
1
A
m+1
L
)
A
L
x
1
if A
> A
L
,
2
m
_
Dx
m/2
1
c
L
_
if A
A
L
,
(38)
and
f
R
(x
1
) =
_
_
_
_
_
_
_
_
_
_
B(x
1
A
R
)(x
m+1
1
A
m+1
R
)
A
R
x
1
if A
> A
R
,
2
m
_
Dx
m/2
1
c
R
_
if A
A
R
,
(39)
D =
_
mK
A
m
0
. (40)
The wave speeds c
L
and c
R
are evaluated on the data according to (19) and B is given by (61).
Proof: The proof involves putting together the results stated previously. Details are omitted.
Sample solutions
We consider three test problems for a long, straight tube of length 1 m, of constant equilibrium
cross sectional area A
0
= 2.1124 10
4
m
2
, of wall thickness h
0
= 8.2 10
4
m, Youngs
modulus E = 3.0 10
5
N/m
2
, exponent in tube law m =
1
2
and Poisson ratio =
1
2
. The
coecient K is taken as
K
0
=
4
3
E(x)h
0
A
0
,
while blood density is = 1050kg/m
3
.
Shock-Shock case
The initial values are:
A
L
= 3.42E 5 m
2
u
L
= 1.2 m/s A
R
= 2.8E 5 m
2
u
R
= 0.2 m/s;
0.5 0 0.5
6
4
2
0
2
4
6
x 10
3
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
0.2
0.4
0.6
0.8
1
1.2
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
0.1
0.2
0.3
0.4
x [m]
u
/
c

[
]
0.5 0 0.5
0
0.02
0.04
0.06
0.08
x [m]
t
i
m
e

[
s
]
Figure: Exact solution for the Shock-Shock case at the output time 0.08 s
Rarefaction-Shock case
A
L
= 3.0E 4 m
2
u
L
= 0.5 m/s A
R
= 2.2E 4 m
2
u
R
= 0.5 m/s;
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
0.6
0.8
1
1.2
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
0.1
0.15
0.2
0.25
x [m]
u
/
c

[
]
0.5 0 0.5
0
0.02
0.04
0.06
0.08
x [m]
t
i
m
e

[
s
]
Figure: Exact solution for the Rarefaction-Shock case at the output time 0.08 s
Rarefaction-Rarefaction case
A
L
= 3.1E 4 m
2
u
L
= 5.0 m/s A
R
= 3.1E 4 m
2
u
R
= 5.0 m/s;
0.5 0 0.5
0.02
0.01
0
0.01
0.02
x [m]

V
e
s
s
e
l

d
i
a
m
e
t
e
r

[
m
]
0.5 0 0.5
5
0
5
x [m]
u

v
e
l
o
c
i
t
y

[
m
/
s
]
0.5 0 0.5
1
0.5
0
0.5
1
x [m]
u
/
c

[
]
0.5 0 0.5
0
0.005
0.01
0.015
0.02
0.025
0.03
x [m]
t
i
m
e

[
s
]
Figure: Exact solution for the Rarefaction-Rarefaction case at the output time 0.03 s
Conservative methods Integral form of hyperbolic systems
Integral form
Consider the following one-dimensional system of conservation laws:
Q
t
+ F(Q)
x
= 0
This is called the dierential form of the conservation laws and is valid only for the case in which
the solution is smooth throughout. In the presence of discontinuities, one must use the integral
form.
_
[Qdx F(Q)dt] = 0 (41)
where the line integration is performed along the boundary of the domain in counterclokwise
manner.
Conservative methods Integral form of hyperbolic systems
Integral form of hyperbolic systems
We choose a rectangular control volume V
i
in
the x t plane (see the gure), of dimension
[x
i 1/2
, x
i +1/2
] [t
n
, t
n+1
]
By integrating along the boundary of the control
volume:
Figure: Control volume in the x t space.
x
i +1/2
_
x
i 1/2
[Q(x, t
n
)dx +
t
n+1
_
t
n
[F(Q(x
i +1/2
, t))]dt +
x
i 1/2
_
x
i +1/2
[Q(x, t
n+1
)dx +
t
n
_
t
n+1
[F(Q(x
i 1/2
, t))]dt = 0
x
i +1/2
_
x
i 1/2
[Q(x, t
n+1
)dx =
x
i +1/2
_
x
i 1/2
[Q(x, t
n
)dx
_
_
_
t
n+1
_
t
n
F(Q(x
i +1/2
, t))dt
t
n+1
_
t
n
F(Q(x
i 1/2
, t))dt
_
_
(42)
Conservative methods Conservative numerical methods
Derivation of conservative numerical formulation
Let us now dene the mesh size x
i
and the time step t:
x
i
= x
i +1/2
x
i 1/2
, t = t
n+1
t
n
We divide through x
i
and multiply the whole of the second term within the square brackets on
the right-hand side by t/t:
1
x
i
x
i +1/2
_
x
i 1/2
Q(x, t
n+1
)dx =
1
x
i
x
i +1/2
_
x
i 1/2
[Q(x, t
n
)dx
t
x
i
t
_
_
_
t
n+1
_
t
n
F(Q(x
i +1/2
, t))dt
t
n+1
_
t
n
F(Q(x
i 1/2
,
(43)
We dene integral averages of Q(x, t) at times t = t
n+1
and t = t
n
respectively over the length
x
i
(it is a length in the one-dimensional case, in general it is a volume):
Q
n+1
i
=
1
x
i
x
i +1/2
_
x
i 1/2
Q(x, t
n+1
)dx, Q
n
i
=
1
x
i
x
i +1/2
_
x
i 1/2
Q(x, t
n
)dx (44)
We also dene time integral averages of the ux F(Q) at position x = x
i +1/2
and x = x
i 1/2
:
F
i +1/2
=
1
t
t
n+1
_
t
n
F(Q(x
i +1/2
, t))dt, F
i 1/2
=
1
t
t
n+1
_
t
n
F(Q(x
i 1/2
, t))dt (45)
Conservative numerical methods
Substituting the denitions (44) and (45) in the equation (43), we obtain the formula that
constitute the basis of conservative numerical methods:
Q
n+1
i
= Q
n
i

t
x
i
_
F
i +1/2
F
i 1/2
_
(46)
So far the derived expressions are exact expressions and do not involve numerical approximations.
However the formula (44) can be interpreted in a numerical sense, if the complete spatial domain
is discretized into a set of control volumes I
i
= [x
i 1/2
, x
i +1/2
] called cells, i = 1, 2, ..., m. The
term F
i +1/2
is called the inter-cell numerical ux corresponding to the inter-cell boundary at
x = x
i +1/2
between cells i and i + 1 . In general the numerical ux is of the form
F
i +1/2
= F
i +1/2
_
Q
n
i K
L
, ..., Q
n
i K
R
_
, where the non-negative integers K
L
and K
R
depend on the
particular choice of the numerical ux.
The conservative numerical methods for solving the general initial-boundary value problem for the
hyperbolic system are of two distinct classes:
the upwind methods, or Godunov-type methods, that use the wave propagation information,
essential property of the hyperbolic partial dierential equations, to construct the numerical
schemes;
the centred methods, that do not explicitly require the provision of wave propagation
information to construct the numerical schemes, i.e. they require the explicit solution of the
Riemann Problem..
Centred methods: Lax-Friedrichs
Here we present schemes that do not require the (explicit) solution of the Riemann problem.
These schemes are not biased by the wave propagation direction, which distinguishes upwind
methods, and are called centred or symmetric schemes.
Numerical schemes may be obtained from the conservative formula(46) by giving appropriate
denitions for the inter-cell ux F
i +
1
2
. The Lax-Friedrichs method results if we choose:
F
LF
i +
1
2
=
1
2
_
F(Q
n
i +1
) + F(Q
n
i
)
_
1
2
x
t
_
Q
n
i +1
Q
n
i
_
(47)
This rst-order accurate scheme is exceedingly simple to implement but, as is well known, is too
diusive to be used in practical computations. The scheme is monotone and has linearised
stability condition:
t
CFL x
max
with CFL = 0.9 in practical computations.
Centred methods: Lax-Wendro
The Lax-Wendro method results if we choose:
F
LW
i +
1
2
= F
_
Q
n+
1
2
i +
1
2
_
, (48)
with
Q
n+
1
2
i +
1
2
=
1
2
(Q
n
i
+ Q
n
i +1
)
1
2
t
x
_
F(Q
n
i +1
) F(Q
n
i
)
_
, (49)
The two-step Lax-Wendro scheme is not monotone This scheme is second-order accurate and is
not monotone and thus produces spurious oscillations in the vicinity of high gradients, such as in
shock waves. It has linearised stability condition:
t
CFL x
max
with CFL =0.9 in practical computations.
Centred methods: FORCE
Another possible choice of ux is that of the force scheme (First ORder CEntred) proposed by
Toro (2001); this may be written as:
F
FORCE
i +
1
2
=
1
2
_
F
LF
i +
1
2
+ F
LW
i +
1
2
_
, (50)
The force scheme is rst-order accurate and has half the numerical viscosity of the Lax-Friedrichs
method. The scheme has been proved to be monotone and stable, with linearised stability
condition
t
CFL x
max
with CFL =0.9 in practical computations. The FORCE scheme can be written in a two-step
staggered grid version as
Q
n+
1
2
i +
1
2
=
1
2
(Q
n
i
+ Q
n
i +1
)
1
2
t
x
_
F(Q
n
i +1
) F(Q
n
i
)
_
, (51)
Q
n+1
i
=
1
2
_
Q
n+
1
2
i
1
2
+ Q
n+
1
2
i +
1
2
_
1
2
t
x
_
F(Q
n+
1
2
i +
1
2
) F(Q
n+
1
2
i
1
2
)
_
, (52)
Conservative methods Stability conditions
Stability condition
To enforce the stability condition, we need explain the meaning of the Courant-Friedrichs-Lewy
number or CFL number, or Courant number. It is dened as:
CFL =
_
t
x
_
(53)
To comprise the physical and numerical meaning of this number, we consider the update formula
(46), for a generic conservative numerical method, applied to the linear advection equation:
q
n+1
i
= q
n
i

t
x
i
_
f
i +1/2
f
i 1/2
_
= q
n
i

t
x
i
_
q
i +1/2
q
i 1/2
_
= q
n
i

t
x
i
_
q
i +1/2
q
i 1/2
_
Note that CFL is a dimensionless quantity, it is the ratio of two velocities:
CFL =
t
x
=

x/t
=
speed in PDE
speed of mesh
(54)
Stability condition
If we impose a value of the CFL coecient, we enforce the extension of the numerical domain of
dependency, related to the true domain of dependency.
The stability of a method depends on the relation between the two domains. The stability
condition of all the centred scheme presented in the previous slides is:
CFL 1, (55)
which means that the speed of the mesh must be grater than the speed of the PDE. Accounting
for the numerical approximations, we take CFL 0.9 Therefore in the numerical solution we must
determine the maximum value of the time step t according to the stability condition as:
t =
CFLx
max
, (56)
where
max
is the maximum value of in the cells at the time step that we consider.
System of governing equations
The equations in conservation-law form that we want to solve are
t
Q +
x
F(Q) = S , (57)
in terms of the redened vector of conserved variables
Q =
_
q
1
q
2
_
_
A
Au
_
(58)
ux vector
F(Q) =
_
f
1
f
2
_
_
Au
Au
2
+ BA
m+1
_
, (59)
and source terms
S =
_
s
1
s
2
_
_
0
Ru
_
(60)
with
B =
mK
(m + 1)A
m
0
( = 1050 kg/m
3
) , (61)
and
R = 22 ( = 0.0035 Pa/s) , (62)
Domain discretization
The domain is discretised in M volumes as in the gure below.
Figure: Discretisation of the domain.
Conservative methods Boundary conditions
Boundary conditions
At each time step we update the value of the unknown in all cells from the time t
n
to the time
t
n+1
. The update formula in each cell requires the knowledge of the state of the nearby cells.
Therefore the cells 1 and M require also the data in the cells 0 and M + 1 respectively.
Downstream Boundary conditions
Transmissive boundary conditions
A(M + 1) = A(M)
u(M + 1) = u(M)
Reective boundary conditions
A(M + 1) = A(M)
u(M + 1) = u(M)
Boundary conditions
Upstream Boundary conditions
Transmissive boundary conditions
A(0) = A(1)
u(0) = u(1)
Reective boundary conditions
A(0) = A(1)
u(0) = u(1)
Imposed Pressure Since the relationship between the pressure and area given by the tube
law, imposition of pressure is equivalent to assign the value of the cross section in 0.
A(0, t) =
_
(0, t)
K
+ 1
_
1/m
(63)
while the value u(0, t) is obtained solving the following compatibility (characteristic)
equations:
(
2u)
dA
dt
+
duA
dt
+ Ru = 0
= u c (64)
Boundary conditions: solution strategy for the Imposed pressure case
The system of governing equations (57) can be cast in the so called characteristic form (CE) as
(
2u)
dA
dt
+
duA
dt
+ Ru = 0 . (65)
These equations are valid along the characteristics:
dx
dt
=
= u c (66)
We recall that under physiological conditions we have that
+
= u + c > 0 and
= u c < 0,
thus in the x t plane we have (see Figure):
Figure: Characteristic lines in the x t plane
In the case of imposed pressure in the upstream cross section, we can make use of the
characteristic equations (65) in order to obtain the value u(0):
A(0, t) is given by the pressure law;
u(0, t) is obtained from equations (65)
In particular the u(0, t) is obtained using the
characteristic (blu line in Figure below):

Figure: Upstream boundary condition in the x t plane
In the following we neglect viscous forces R = 0. Along the
(blue line in the gure) we have

to solve the following equation:
(
2u)
dA
dt
+
duA
dt
= (u + c)
dA
dt
+
duA
dt
= 0 (67)
Equation (67) can be solved following these steps:
i A rst value of x
R
[a, b], the position of the foot of the characteristic, can be obtained from
x
R
= x
P
t[(u c)]
t
n
0
(68)
where []
t
n
0
means that the value in the square brackets is computed in the cross section 0
at time t
n
. In case x
R
/ [0, 1] we can use the following:
x
R
= x
P
t[(u c)]
t
n
1
(69)
ii Values of A and u are computed in x
R
as a simple averages:
u(x
R
, t
n
) = [u]
n
1
([u]
n
1
[u]
n
0
)
x
1
x
R
x
A(x
R
, t
n
) = [A]
n
1
([A]
n
1
[A]
n
0
)
x
1
x
R
x
iii Equation (67) is used in dierential form in order to nd the sought value at 0, t
n+1
[uA]
t
n+1
0
[uA]
t
n
x
R
[(u + c)]
t
n
x
R
([A]
t
n+1
0
[A]
t
n
x
R
) = 0
Notes on coding Code scheme
Code scheme
The aim of this project is to write a code that determines the numerical solution of the 1D
equations governing the ow in a compliant vessel neglecting the dissipations (i.e. R = 0). The
program can be coded using Matlab or Fortran, or any other high-level language. The structure
of the code can be the following:
Reading data related to the geometry of the problem, the initial conditions, and all the
options concerning the numerical calculations (CFL, number of cells, time for output,
Youngs modulus E, h
0
, A
0
, ...)
Denition of the initial conditions: we must dene the variables involved in the problem as
vectors: the elements are respectively the values of the variables at the initial time t = 0, for
each cell of the domain. In our problem we can dene a vector
A = (A[0], A[1], ..., A[i ], ..., A[M], A[M + 1]) and a vector
u = (u[0], u[1], ..., u[i ], ..., u[M], u[M + 1]), of which the elements are the values of A and u
in the center of each volume 0, 1, 2, ..., i , ..., M, M + 1.
Notes on coding Code scheme
Code scheme
Time cycle: Here start the cycle operated on the time steps, from the initial value (at time
t = 0) to the output time at which we desire the results.
For each time step we need:
Boundary conditions Denition of the values of the variables in cells 0 and M + 1, as indicated in
the previous slides.
Stability conditions Evaluation of the value of the time step t, according to the stability condition
of the numerical method chosen;
Fluxes computations We dene a ux vector F = (F[0], F[1], ..., F[i ], ..., F[M], F[M]) in which F[i ]
represents the value of the ux at the interface +
1
2
. It is a function only of the old values (time t
n
)
of the unknowns. We can use any of the uxes (47), (48), (50);
Update For each cell, the unknowns are updated from time t
n
, to the new value at t
n+1
using the
Update formula (46).
Output: We can print the useful results obtained by the calculations and plotting them.
References
References I
J. Alastruey, J. Parker, K. Peiro, S. Byrd, and S. Sherwin. Modelling the circle of Willis to assess
the eects of anatomical variations and occlusions on cerebral ows. Journal of Biomechanics,
40:17941805, 2007.
B. Brook, S. Falle, and T. Pedley. Numerical solutions for unsteady gravity-driven ows in
collapsible tubes: evolution and roll-wave instability of a steady state. J. Fluid Mech., 396:
223256, 1999.
S. Canic, C. Hartley, D. Rosenstrauch, J. Tamba, G. Guidoboni, and A. Mikelic. Blood ow in
compliant arteries: an eective viscoelastic reduced model, numerics, and experimental
validation. Annals of Biomedical Engineering, 34(4):575592, 2006.
L. Formaggia, D. Lamponi, and A. Quarteroni. One-dimensional models for blood ow in arteries.
Journal of Engineering Mathematics,, 47:251276, 2003.
M. Fullana and S. Zaleski. NA branched one-dimensional model of vessel networks. J. Fluid
Mech., 621:183204, 2009.
A. Jerey. Quasilinear Hyperbolic Systems and Waves. Pitman, 1976.
R. Kamm and A. Shapiro. Unsteady ow in a collapsible tube subjected to external pressure or
body forces. J. Fluid Mech., 95:178, 1979.
T. J. Pedley. The uid dynamics of large blood vessels, Third Edition. Cambridge University
Press, 1980.
A. Quarteroni, M. Tuveri, and A. Veneziani. Computational vascular uid dynamics: problems,
models and methods. Computing and Visualization in Science, 2(4):16397, 2000.
References
References II
S. Sherwin, L. Formaggia, J. Peiro, and V. Franke. Computational modelling of 1D blood ow
with variable mechanical properties and its application to the simulation of wave propagation in
the human arterial system. International Journal for Numerical Methods in Fluids, 43:673700,,
2003.
E. F. Toro. Shock capturing methods for free surface shallow water ows, Third Edition. Wiley
and Sons, 2001.
E. F. Toro. Riemann Solvers and Numerical Methods for Fluid Dynamics, Third Edition.
SpringerVerlag, 2009.

Notes On Biofluid Dynamics: Annunziato Siviglia

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Notes on Biouid Dynamics

characteristic (blu line in Figure below):

(blue line in the gure) we have

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