Stabilized finite element discretization applied to an operator-splitting method of population balance equations
Introduction
Many chemical processes, including polymerization, crystallization, cloud formation, and cell dynamics can be described by population balance equations. Hence, their simulation is required in various applications. A special example is the precipitation process which involves chemical reactions in a flow field. Such processes are modeled by a population balance system [14], consisting of the Navier–Stokes equations for describing the flow field, convection–diffusion problems for describing the chemical reactions, and transport equations for the particle size distribution (PSD). The set of these equations is strongly coupled. Hence, inaccuracies in the concentration of one species directly affects the concentration of all other species. In addition to the coupling of these equations, the main difficulty in simulation is that the PSD depends not only on space and time but also on the properties of particles referred to as internal or property coordinates. Consequently, the dimension of the equation of the PSD is higher than the dimensions of the other equations in the system.
In order to overcome the curse of dimensionality associated with the equation of PSD, we proposed in [1] an operator-splitting scheme. The operator-splitting method reduces the original problem with respect to internal and external directions into a transient transport problem with pure advection and a time-dependent convection–diffusion problem. In applications, most of the problems are convection-dominated and the solution obtained by standard finite element methods exhibit nonphysical oscillations. In this case, stabilization techniques are required in order to get physically sound numerical approximations. In [1], the local projection stabilization (LPS) method has been used to stabilize the space discretization combined with a discontinuous Galerkin (dG) method in the internal coordinate to get the error estimates of the two-step method.
The choice of stabilization parameters plays a critical role in the success of the stabilized methods. The standard techniques to get error estimates for residual based stabilization methods for unsteady convection–diffusion–reaction problems lead to lower bounds on the time step length. The stabilization vanishes in the time-continuous limit. This time step restriction does not appear when stabilization methods like LPS [1], [2] are used. Recently in [12], John and Novo presented a new technique for the case of time-independent coefficients which allows to get the same error estimates without time step restriction. In this paper, we show that this technique can be extended to the case of population balance equations.
Stabilized finite element methods for time-dependent convection–diffusion–reaction problems have been investigated by many authors. The stability property of consistent stabilization methods in the small time step limit have been discussed in [3], [10]. The approach in these studies was to discretize the time-dependent problem in space first and the stabilization is introduced in the semi-discrete problem by using residuals of the time-dependent partial differential equation. Then the stabilization parameters are chosen for the semi-discrete problem. The stabilized semi-discrete problem is then discretized in time by a suitable time-stepping scheme. This procedure results in stabilization parameters that depend only on the mesh width in space since the temporal discretization is performed after the choice of the stabilization parameters. The stability and convergence properties of the SUPG method in space combined with the backward Euler method, the Crank–Nicolson scheme or the second order backward differentiation formula in time for transient transport problem have been studied in [4]. Error bounds in the -norm and in the norm of material derivative are obtained under regularity conditions on the data and the stabilization parameters depend only on the mesh size in space. For non-smooth data the bounds are valid if the stabilization parameters are chosen in dependence of the length of the time step. Numerical studies of the different stabilization techniques and a comparison including SUPG method can be found in [7], [17].
On the other hand, if the stabilization parameters are chosen after discretizing the problem in space and time, see [12], [13], then, the stabilization parameters will depend on the time step length. A detailed study of SUPG methods for transient convection–diffusion–reactions equation has been given in [12]. It is shown in the first part of the paper that a finite element discretization in space combined with a backward Euler scheme in time leads to two different choices of stabilization parameters, both depending on the length of the time step. Stability and error estimates are obtained for both choices of stabilization parameters. It is also observed that the stabilization parameters tend to zero as the time step length approaches zero. Furthermore, a special problem where velocity field and reaction do not depend on time has been considered in the second part of the paper. The stabilization parameters are chosen similar to that in the steady-state case. Under certain regularity of the solution, the second part of [12] extended the analysis of [4] and derived error estimates for the -norm and the norm of the material derivative with the standard order of convergence. Moreover, an error estimates in the norm of the streamline derivative has been established. The analysis has also been extended to the fully discrete case where backward Euler and Crank–Nicolson methods are used for time discretization. Numerical studies presented in [12], [13] show that this approach leads to solutions which contain nonphysical oscillations for small time steps compared with the approach from [3], [10].
Other results concerning the analysis of stabilized finite element methods for time-dependent convection–diffusion–reaction equations can be found in the literature. We refer to [7], [17] which consider different stabilizing techniques including SUPG. Symmetric stabilization in space combined with the θ-scheme and the second order backward differentiation formula have been considered in [5]. The analysis of discontinuous Galerkin (dG) in time combined with local projection stabilization (LPS) in space has been studied in [2] and in space and time in [9].
The second subproblem in our splitting method is a transport problem with pure advection, so one suitable choice is to approximate it by the discontinuous Galerkin (dG) finite element method [1]. The dG method was first introduced for the neutron transport problem in [19] and then analyzed in [16]. The theoretical analysis of the dG method for scalar hyperbolic equations can be found in [15] and for the space–time dG finite element method in [9]. For an introduction to dG method we refer to [6].
The main focus of the paper consists in deriving error estimates for operator-splitting methods of population balance equations in which the stabilization parameters do not depend on the length of the time step. In particular, we combine the SUPG method in space with the dG method in internal coordinate. For time discretization, a backward Euler time stepping scheme is used. Under certain regularity of the solution, we extend the analysis of [12] to the two-step method of population balance equations and derive error estimates without a lower bound on the time step length. Furthermore, we compare the numerical results with the results obtained by LPS method in space [1].
The remainder of this paper is organized as follows: Section 2 introduces the problem under consideration and the operator-splitting scheme. The SUPG method in space and dG in internal coordinate are introduced in Section 3. In Section 4, the two subproblems are discretized in time using the backward Euler time-stepping scheme. We derive stability estimates for the two-step method and error estimates are given for two different choices of stabilization parameters. Furthermore, error estimates in which the stabilization parameters are independent of the time step length are given. Section 5 presents the combination of LPS in space and dG in internal coordinate. Numerical results illustrating the theory are reported in Section 6 and some conclusions are given in Section 7.
Section snippets
Model problem and operator-splitting scheme
Let be a domain in , , with polygonal or polyhedral Lipschitz continuous boundary , an interval and the final time. The state of an individual particle in the population balance equation may consists of an external coordinate x, referring to its position in the physical space, and an internal coordinate ℓ, representing the properties of particles such as size, temperature, volume etc. A population balance for a solid process such as
The SUPG and dG method
For a family of admissible and shape regular triangulations of the polyhedral domain , let denote a finite element space of piecewise polynomials of order . Note that the inverse inequalities hold true.
It is well known that the Galerkin method, when applied to problem (5), is unstable and leads to a solution that is globally polluted with huge nonphysical oscillations. A stabilization method becomes necessary. A popular
Time discretization
In this section, we discretize the subproblems in time using the backward Euler time-stepping scheme. Furthermore, we state the main stability bounds for two different choices of stabilization parameters. We consider a uniform partition of the time interval with , i.e., , . After discretizing in time by the backward Euler method, the obtained first order accurate implicit scheme is considered as a two-step method:
First step. For given , find
LPS method in space
In this subsection, we explain briefly the LPS method to discretize the subproblems in space. To this end, let be the projection space of discontinuous, piecewise polynomials of degree with . Let be the local projection space and the local -projection onto . Define the global projection by . The fluctuation operator is given by where is the identity mapping.
We define the
Numerical studies and comparison
This section presents some numerical results for streamline-upwind Petrov–Galerkin, local projection stabilization and discontinuous Galerkin methods applied to population balance equations. All numerical calculations were performed with the finite element package MooNMD [11].
The numerical tests have used , for in SUPG method and for the pairs and in LPS method. For discretization in the internal coordinate, discontinuous Galerkin methods of
Conclusion
This paper addressed different ways to obtain error estimates for SUPG and dG finite element methods based on operator-splitting methods applied to population balance equations. For the backward Euler time-stepping scheme, it was shown that standard energy arguments applied to the fully discrete two-step method yield error estimates which couple the choice of stabilization parameters to the length of the time step such that the SUPG stabilization vanishes in the time-continuous limit.
For this
Acknowledgements
The authors acknowledge the financial support from the Deutsche Forschungsgemeinschaft (DFG) under grant MA 4713/2-1, the Federal Ministry of Education and Research (BMBF) under grant 03TOPAA1, Germany, and Kohat University of Science and Technology (KUST-HEC), Pakistan.
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