Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-04T21:12:14.510Z Has data issue: false hasContentIssue false

Do Current Lattice Boltzmann Methods for Diffusion and Advection-Diffusion Equations Respect Maximum Principle and the Non-Negative Constraint?

Published online by Cambridge University Press:  21 July 2016

S. Karimi
Affiliation:
Department of Civil and Environmental Engineering, University of Houston, USA
K. B. Nakshatrala*
Affiliation:
Department of Civil and Environmental Engineering, University of Houston, USA
*
*Corresponding author. Email address:[email protected] (K. B. Nakshatrala)
Get access

Abstract

The Lattice Boltzmann Method (LBM) has established itself as a popular numerical method in computational fluid dynamics. Several advancements have been recently made in LBM, which include multiple-relaxation-time LBM to simulate anisotropic advection-diffusion processes. Because of the importance of LBM simulations for transport problems in subsurface and reactive flows, one needs to study the accuracy and structure preserving properties of numerical solutions under the LBM. The solutions to advective-diffusive systems are known to satisfy maximum principles, comparison principles, the non-negative constraint, and the decay property. In this paper, using several numerical experiments, it will be shown that current single- and multiple-relaxation-time lattice Boltzmann methods fail to preserve these mathematical properties for transient diffusion-type equations. We will also show that these violations may not be removed by simply refining the discretization parameters. More importantly, it will be shown that meeting stability conditions alone does not guarantee the preservation of the aforementioned mathematical principles and physical constraints in the discrete setting. A discussion on the source of these violations and possible approaches to avoid them is included. A condition to guarantee the non-negativity of concentration under LBM in the case of isotropic diffusion is also derived. The impact of this research is twofold. First, the study poses several outstanding research problems, which should guide researchers to develop LBM-based formulations for transport problems that respect important mathematical properties and physical constraints in the discrete setting. This paper can also serve as a good source of benchmark problems for such future research endeavors. Second, this study cautions the practitioners of the LBM for transport problems with the associated numerical deficiencies of the LBM, and provides guidelines for performing predictive simulations of advective-diffusive processes using the LBM.

Type
Research Article
Copyright
Copyright © Global-Science Press 2016 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] MATLAB R2014b. The MathWorks, Inc., Natick, Massachusetts, 2014.Google Scholar
[2] Ayodele, S. G., Varnik, F., and Raabe, D.. Lattice Boltzmann study of pattern formation in reaction-diffusion systems. Physical Review E, 83:016702, 2011.CrossRefGoogle ScholarPubMed
[3] Bachman, G. and Narici, L.. Functional Analysis. Dover Publications, New York, second edition, 1998.Google Scholar
[4] Bear, J., Tsang, C., and De Marsily, G.. Flow and Contaminant Transport in Fractured Rock. Academic Press, San Diego, 2012.Google Scholar
[5] Bhatnagar, P. L., Gross, E. P., and Krook, M.. A model for collision processes in gases. I. Small amplitude processes in charged and neutral one-component systems. Physical Review, 94(3):511, 1954.Google Scholar
[6] Boghosian, B.M., Yepez, J., Coveney, P. V., and Wager, A.. Entropic lattice Boltzmann methods. In Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 457:717766, 2001.Google Scholar
[7] Brusseau, M. L.. Transport of reactive contaminants in heterogeneous porous media. Reviews of Geophysics, 32(3):285313, 1994.Google Scholar
[8] Cercignani, C.. The Boltzmann Equation and its Applications. Springer, New York, 1988.CrossRefGoogle Scholar
[9] Chai, Z. and Zhao, T. S.. Lattice Boltzmann model for convection-diffusion equation. Physical Review E, 87:63309, 2013.Google Scholar
[10] Chapman, S. and Cowling, T. G.. The Mathematical Theory of Non-uniform Gases: An Account of the Kinetic Theory of Viscosity, Thermal Conduction and Diffusion in Gases. Cambridge University Press, Cambridge, 1970.Google Scholar
[11] Chen, Q., Zhang, X., and Zhang, J.. Improved treatments for general boundary conditions in the lattice Boltzmann method for convection-diffusion and heat transfer processes. Physical Review E, 88 (3):033304, 2013.CrossRefGoogle ScholarPubMed
[12] Chen, S. and Doolen, G. D.. Lattice Boltzmann methods for fluid flows. Annual Review of Fluid Mechanics, 30:329364, 1998.Google Scholar
[13] Chikatamarla, S. S. and Karlin, I. V.. Entropic lattice Boltzmann method formultiphase flows. Physical Review Letters, 114(17):174502, 2015.Google Scholar
[14] Ciarlet, P. G.. Discrete maximum principle for finite-difference operators. Aequationes Mathematicae, 4:338352, 1970.Google Scholar
[15] Ciarlet, P. G. and Raviart, P-A.. Maximum principle and uniform convergence for the finite element method. Computer Methods in Applied Methods and Engineering, 2:1731, 1973.CrossRefGoogle Scholar
[16] Courant, R., Friedrichs, K., and Lewy, H.. Über die partiellen Differenzengleichungen der mathematischen Physik. Mathematische Annalen, 100(1):3274, 1928.Google Scholar
[17] Dellacherie, S.. Construction and analysis of lattice Boltzmann methods applied to a 1D convection-diffusion equation. Acta Applicandae Mathematicae, 131(1): 69140, 2014.CrossRefGoogle Scholar
[18] d’Humières, D.. Multiple–relaxation–time lattice Boltzmann models in three dimensions. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 360(1792):437451, 2002.CrossRefGoogle ScholarPubMed
[19] Evans, L. C.. Partial Differential Equations. American Mathematical Society, Providence, Rhode Island, 1998.Google Scholar
[20] Falcucci, G., Ubertini, S., Biscarini, C., Di Francesco, S., Chiappini, D., Palpacelli, S., De Maio, A., and Succi, S.. Lattice Boltzmann methods for multiphase flow simulations across scales. Communications in Computational Physics, 1:135, 2006.Google Scholar
[21] Harris, S.. An Introduction to the Theory of the Boltzmann Equation. Dover Publications, Mineola, 2004.Google Scholar
[22] He, X. and Lou, L.. Theory of the lattice Boltzmann method: From the Boltzmann equation to the lattice Boltzmann equation. Physical Review E, 56:6811, 1997.Google Scholar
[23] Huang, R. and Wu, H.. A modified multiple-relaxation-time lattice Boltzmann model for convection-diffusion equation. Journal of Computational Physics, 274:5063, 2014.CrossRefGoogle Scholar
[24] Huang, R. and Wu, H.. Lattice Boltzmann model for the correct convection-diffusion equation with divergence-free velocity field. Physical Review E, 91(3):033302, 2015.Google Scholar
[25] Karlin, I. V., Ansumali, S., Frouzakis, C. E., and Chikatamarla, S. S.. Elements of the lattice Boltzmann method I: Linear advection equation. Communications in Computational Physics, 1(4):616655, 2006.Google Scholar
[26] Li, Y., Shock, R., Zhang, R., and Chen, H.. Numerical study of flow past an impulsively started cylinder by the lattice-Boltzmann method. Journal of Fluid Mechanics, 519:273300, 2004.Google Scholar
[27] Liska, R. and Shashkov, M.. Enforcing the discrete maximum principle for linear finite element solutions for elliptic problems. Communications in Computational Physics, 3:852877, 2008.Google Scholar
[28] Liu, H., Zhou, J. G., and Burrows, R.. Multi-block lattice Boltzmann simulations of subcritical flow in open channel junctions. Computers & Fluids, 38(6):11081117, 2009.Google Scholar
[29] Malek, K. and Coppens, M.. Knudsen self- and Fickian diffusion in rough nanoporous media. The Journal of Chemical Physics, 119(5):28012811, 2003.Google Scholar
[30] Nakshatrala, K. B. and Valocchi, A. J.. Non-negative mixed finite element formulations for a tensorial diffusion equation. Journal of Computational Physics, 228:67266752, 2009.Google Scholar
[31] Nakshatrala, K. B., Mudunuru, M. K., and Valocchi, A. J.. A numerical framework for diffusion-controlled bimolecular-reactive systems to enforce maximum principles and the non-negative constraint. Journal of Computational Physics, 253:278307, 2013a.CrossRefGoogle Scholar
[32] Nakshatrala, K. B., Nagarajan, H., and Shabouei, M.. A numerical methodology for enforcing maximum principles and the non-negative constraint for transient diffusion equations. Communications in Computational Physics, 19:5393, 2016.CrossRefGoogle Scholar
[33] Pao, C. V.. Nonlinear Parabolic and Elliptic Equations. Springer-Verlag, New York, 1993.Google Scholar
[34] Protter, M. H. and Weinberger, H. F.. Maximum Principles in Differential Equations. Springer-Verlag, New York, 1999.Google Scholar
[35] Di Rienzo, A. F., Asinari, P., Chiavazzo, E., Prasianakis, N. I., and Mantzaras, J.. Lattice Boltzmann model for reacting flow simulations. Europhysics Letters, 98:34001, 2012.Google Scholar
[36] Saltzman, W. M.. Drug Delivery: Engineering Principles for Drug Therapy. Oxford University Press, New York, 2001.Google Scholar
[37] Servan-Camas, B. and Tsai, F. T. C.. Non-negativity and stability analyses of lattice Boltzmann method for advection–diffusion equation. Journal of Computational Physics, 228(1):236256, 2009.CrossRefGoogle Scholar
[38] Shi, B. and Guo, Z.. Lattice Boltzmann model for nonlinear convection-diffusion equations. Physical Review E, 79:16701, 2009.Google Scholar
[39] Siepmann, J. and Siepmann, F.. Mathematical modeling of drug delivery. International Journal of Pharmaceutics, 364(2):328343, 2008.Google Scholar
[40] Skordos, P. A.. Initial and boundary conditions for the lattice Boltzmann method. Physical Review E, 48(6):4823, 1993.CrossRefGoogle ScholarPubMed
[41] Steefel, C. I., DePaolo, D. J., and Lichtner, P. C.. Reactive transport modeling: An essential tool and a new research approach for the Earth sciences. Earth and Planetary Science Letters, 240:539558, 2005.CrossRefGoogle Scholar
[42] Stiebler, M., Tolke, J., and Krafczyk, M.. Advection-diffusion lattice Boltzmann scheme for hierarchical grids. Computers and Mathematics with Applications, 55:15761584, 2008.Google Scholar
[43] Succi, S.. The Lattice Boltzmann Equation for Fluid Dynamics and Beyond. Oxford University Press, Oxford, 2001.Google Scholar
[44] Tosi, F., Ubertini, S., Succi, S., Chen, H., and Karlin, I. V.. Numerical stability of entropic versus positivity-enforcing lattice Boltzmann schemes. Mathematics and Computers in Simulation, 72(2):227231, 2006.Google Scholar
[45] Vaughn, M. T.. Introduction to Mathematical Physics. Wiley-VCH, Weinheim, 2007.Google Scholar
[46] Yoshida, H. and Nagaoka, M.. Multiple-relaxation-time lattice Boltzmann model for the convection and anisotropic diffusion equation. Journal of Computational Physics, 229:77747795, 2010.Google Scholar
[47] Yu, D. and Girimaji, S. S.. Multi-block lattice Boltzmann method: Extension to 3D and validation in turbulence. Physica A: Statistical Mechanics and its Applications, 362(1):118124, 2006.Google Scholar
[48] Yu, D., Mei, R., and Shyy, W.. A multi-block lattice Boltzmann method for viscous fluid flows. International Journal for Numerical Methods in Fluids, 39(2):99120, 2002.Google Scholar
[49] Zou, Q. and He, X.. On pressure and velocity boundary conditions for the lattice Boltzmann BGK model. Physics of Fluids, 9(6):15911598, 1997.Google Scholar