1 Title: An accurate method for transient particle tracking 2 3 Authors: 4 Uli Maier*, 5 Claudius M. Bürger, [email protected] [email protected] 6 7 Affiliation: 8 Center for Applied Geosciences, (ZAG), University of Tübingen, Germany 9 Sigwartstr. 10, 72076 Tübingen, Germany 10 11 * corresponding author 12 13 1 14 An accurate method for transient particle tracking 15 Uli Maier, Claudius M. Bürger 16 Center for Applied Geosciences, (ZAG), University of Tübingen, Germany 17 Abstract 18 Particle tracking methods are widely applied in subsurface hydrology to calculate advective transport 19 within flow fields obtained from the numerical solution of the groundwater flow or Richards 20 equation. These procedures are used as standard methods to acquire travel time distributions of 21 advective transport as well as the delineation of well capture zones. For cell-centered, regular, 22 structured grids, analytical solutions for the computation of particle pathlines inside grid cells are 23 known for steady state flow fields and transient flow fields under the condition of a constant velocity 24 gradient over a full time step. We extend particle pathline computation using an exact semi- 25 analytical solution for a fully transient flow field that relaxes this condition and may even treat a 26 complete reversal of the velocity gradient from one time step to the next. 27 1. Introduction 28 Particle tracking methods are a well-established part of the subsurface hydrology toolbox to calculate 29 advective transport within flow fields derived from the numerical solution of saturated or variably- 30 saturated flow equations (e.g. Richards equation). The delineation of well capture zones as well as 31 the calculation of travel time distributions are important and typical applications of these standard 32 methods. As particle velocity is the spatial derivative of location with respect to time, pathlines of 33 particles can be computed by integration over generally non-uniform flow velocity fields. Usually two 34 different approaches are distinguished [Cordes and Kinzelbach, 1992, Bensabat et al, 2000]: (i) 35 numerical integration methods [Cheng et al., 1996, Bensabat et al., 2000, Suk and Yeh, 2009] and (ii) 36 semi-analytical methods [Pollock, 1988, Lu, 1994]. 2 37 One focal point of research during the past two decades has been the improvement of numerical 38 integration methods for vertex-centered, unstructured meshes in use with finite element methods 39 (FEMs) [Cheng et al., 1996, Bensabat et al., 2000, Suk and Yeh, 2009]. These numerical discretization 40 schemes are appealing if irregular, complex geometries need to be very accurately represented. 41 However, with respect to pathline computation challenges had to be overcome: 42 As noted by Dogrul and Kadir [2006], Yeh [1981] had observed that a simple post-processing of the 43 standard Galerkin FEM solution to the groundwater flow equation produced discontinuities in Darcy 44 velocities across elemental interfaces with corresponding violations of elemental mass balances. He 45 also found errors in the global mass balance. In the same work [Yeh 1981] presented a Galerkin finite 46 element scheme that recovered continuous velocity fields and a later comment by Lynch [1984] also 47 explained and resolved the global mass balance error. Rather than changing the FEM itself, Cordes 48 and Kinzelbach [1992] and Dogrul and Kadir [2006] developed different post-processing methods to 49 alleviate the local water balance violation. Based on Yeh’s work particle tracking algorithms for FEMs 50 further evolved from Cheng et al. [1996] and Bensabat et al. [2000] to recent numerical pathline 51 integration schemes with consecutive refinement of finite elements into sub-elements to improve 52 accuracy and applicability of pathline computations, e.g. see [Suk and Yeh, 2009, Suk and Yeh, 2010, 53 Suk, 2012]. 54 In this technical note, however, we focus on particle tracking methods for cell-centered, structured, 55 regular grids. Even though less flexible with respect to geometry representation, this type of 56 discretization is very appealing due to its ease of implementation and simple topological structure, 57 which usually represents a computational advantage, e.g. for domain-decomposition in 58 parallelization. Regular grids are also the usual choice for finite difference (FD) or finite volume (FV) 59 numerical schemes, the latter of which we want to consider as the basis for our particle tracking 60 scheme development. As information in the FV scheme is exclusively passed on from one grid cell to 61 another via the flow across their mutual interfaces, local mass conservation is ensured by the 62 method itself. Consequently, the combination of regular grids and FV schemes is widely applied in 3 63 fields like reactive transport modelling where local mass conservation and computational efficiency 64 are vitally important. In this study we develop an analytical extension of Pollock’s and Lu’s semi- 65 analytical methods [Pollock, 1988, Lu, 1994] and investigate numerical treatment of the established 66 analytical solution in this context. Applied to the groundwater flow or Richards’ equation, the 67 standard FV scheme solves for one primary unknown variable for the interior of each grid cell (i.e. 68 the (average) hydraulic head in groundwater applications). The standard FV scheme is inherently 69 conserving local mass, as it considers one constant flux vector over the entire interfacial area 70 between two adjacent grid cells. Hence, velocity is continuous across an interface, however, these 71 calculated velocities are really only given at the interfaces. It is part of the semi-analytical particle 72 tracking method to define how the interface velocities (four in 2-D, six in 3-D) determine the velocity 73 field inside the grid cell. In the “analytical” part of the method, the particle trajectory is then 74 computed by a closed-form solution over the velocity field. In that respect semi-analytical methods 75 are accurate within a grid cell and can determine the final particle exit coordinate within a single 76 computation step. Nevertheless, bilinear or trilinear interpolation of flow velocities between 77 different spatial directions can again result in a violation of the water (mass) balance [Salamon et al., 78 2006]. 79 Pollock [1988] provided a method for pathline computation within that framework for a steady-state 80 flow field, which is the standard particle tracking algorithm widely applied by the groundwater 81 community through the use of MODPATH [Pollock, 1994]. Transient simulations are also possible by 82 treating each time step as a quasi-steady-state period. Lu [1994] extended that concept for a 83 temporal change of the velocity field over one time step. However, Lu [1994] retained the 84 assumption that the spatial change of individual velocity components remains constant over the time 85 step. With this simplifying assumption the mixed derivative of velocity with respect to space and time 86 is neglected (d2vx/dx/dt = 0) and the mean of the spatial velocity changes at the beginning and end of 87 the current time step is used instead. This approach still represents an improvement for transient 88 flow fields, but it does not adequately reproduce the particle motion for cases with a significant 4 89 change of the spatial derivative of velocity, e.g. if flow drastically changes its direction. In that case 90 the approach of Lu [1994] could produce inaccuracies. 91 In this technical note we present a method that extends the approach of Lu [1994] with the objective 92 to fully account for the changes of flow velocity along each spatial dimension and time in a semi- 93 analytical expression. The method is exact within the boundaries of the specific grid cell. 94 95 2. The derivation of the semi-analytical expression 96 For cell-centered, structured, regular grids the semi-analytical method considers the velocity field at 97 grid cell interfaces assuming a single constant value along each interface. Therefore the particle 98 velocity component for one given spatial dimension is independent of its coordinate in the other 99 spatial dimension, i.e. dvx/dy = dvy/dx = 0, etc. The basic assumption is a linear velocity gradient along 100 each spatial dimension within a grid cell. In our approach, the flow velocity field is allowed to change 101 with time according to the interfacial fluxes given by the solution of the governing flow equation, 102 independent of further simplifying assumptions. In each spatial dimension, four different velocities 103 can be obtained from the flow model for the boundaries of each grid cell of dimension x between 104 lower index coordinate 0 and higher index coordinate L, within a timestep t between time 0 and 105 time T at the end of the time step. These four velocity components are denoted v0,0, vL,0, v0,T, and vL,T. 106 For simplicity, we treat spatial and temporal coordinates in terms of local coordinates within the 107 given grid cell. One of the big advantages of regular, structured rectangular grids, is that any 108 coordinate can be easily transferred from global domain- to local cell Cartesian coordinates and back 109 by a simple subtraction/addition of the global cell edge coordinates without loss of accuracy and 110 efficiency. Note that the subscripts 0,L,T given below mark space-time cell interfaces and not particle 111 starting locations. The latter are denoted e.g. by x0 and can be freely selected via the initial condition 112 x(t0 ) = x0 and for any starting time t0 . The four velocities mentioned above are lumped together 113 yielding the cell specific parameters a, b, c and d: 5 114 d = v0,0 115 c = (v0,T – v0,0) / T = v/tx= 0 (2) 116 b = (vL,0 – v0,0) / L = vt= 0 (3) 117 a = (vL,T + v0,0 – vL,0 – v0,T) / L / T = v)/t (4) 118 The velocity field in spatial dimension x within the grid cell and time step t then becomes 119 vx (1) dx axt + bx + ct + d dt (5) 120 This scheme represents a bilinear interpolation of the velocity field with respect to each single spatial 121 direction and time, which preserves mass of water within each cell and water flow across cell 122 boundaries. A sketch of such a velocity field within a rectangular grid cell is provided in fig. 1. 123 (Fig. 1) 124 Re-arranging (5), the ordinary differential equation (ODE) reads 125 dx (at b) x ct d , which can be solved if we multiply both sides with the integrating factor dt a 126 t ( at b ) dt =e 2 e 127 e 128 with K’ being an integration constant of the integral evaluation on the left hand side. The integral on 129 the right hand-side is a t 2 bt 2 2 bt , yielding: x K' e a t 2 bt 2 a t 2 bt 2 (ct d ) dt c t 2 bt (ct d ) dt K e 2 a 2a a b2 at b 2 a bc d erf e . If we take the initial a 2a 130 e 131 condition x(t0) = x0 (with 0≤x0≤L, 0≤t0≤T) into account, the lumped integration constant K can be 6 132 determined and we arrive at the solution of particle location x at time t within the interval 0≤x≤L, 133 0≤t≤T: b a at b c h bc 2 a 2 t 2 bt at b x x0 e e 1 d e erf erf 0 a 2a a 2a 2a 2 134 h a t 2 (6) t02 b ( t t0 ) 135 where e h e 2 136 We could further lump the complete equation by taking into account that 137 b2 a 2 1 2 t bt at b ht 2a 2 2a 138 Note that given the definition of ht and h0 the abbreviation eh could also be written as eh eht h0 , 139 but we will use h, ht, and h0 as their associated terms are treated different numerically and in order 140 to state the formula for travel distance in its most condensed version: 141 x x0 eh and b2 a 2 1 2 t0 bt0 at0 b h0 2a 2 2a h erf h c h bc e 1 d eht erf a 2a a t 0 (7) 142 As the limiting case a → 0 raises numerical issues we chose criteria for the selection of an 143 appropriate pathline computation method based on ht and h0, of which the latter, in the most simple 144 case of t0 = 0, equals b2/2a. As will be shown below the analytical convergence of our solution to Lu’s 145 solution is ensured. 146 It should be noted that, in case a < 0, the third argument becomes a complex number. However, 147 numerical evaluation has shown that imaginary parts of the expression vanish in the final result for x. 148 As a matter of fact, we can prove that x is a real number by re-arranging the expression 149 that a < 0) to i 2a : (the choice -i 2a does not make a change for the following reasoning): 2a (given 7 150 151 b2 t 2 bt c 1 bc x x0 e e h 1 d e 2a 2 a i 2a a h a 1 at b 1 at 0 b erf erf i 2a i 2a (8) 152 It is obvious in (8) that the arguments of the error function have no real components, being solely 153 imaginary. Replacing all occurrences of i with (–i) in (8), we obtain the complex conjugate of the 154 expression. As the error function is odd, erf(-z) = -erf(z) holds and -1 can be factored out from erf and 155 cancels. Hence the right hand side of (8) is equivalent to its complex conjugate, which proves that 156 computing x via (8) will yield a real number for any input (provided that a is not equal to 0). 157 158 3. Special cases and accuracy consideration 159 Comparing eq. [5] to the solutions of Pollock [1988] and Lu [1994], we see that Pollock’s solution is 160 the special case for a = 0 and c = 0 (steady state conditions), whereas Lu’s solution is the special case 161 for a = 0. Pathlines can be computed using equation [7], as modern programming languages such as 162 Matlab or Fortran 90 can handle complex numbers easily. Functions of complex arguments, e.g. are 163 discussed in Zhang et al. [1996] or Jin (available at http://jin.ece.illinois.edu/routines/routines.html). 164 Direct calculation of the particle exit time from the cell by solving [7] for time t appears cumbersome, 165 if not intractable. Despite of its implicit definition via eq. [7] and the known cell interface 166 coordinates, (an approximation of) the exit time can be obtained using an iterative numerical 167 approach such as Newton iteration. 168 We shall in the following prove mathematically that our solution converges to Lu’s solution for a → 0: 169 Solving the basic differential equation (eq. 5) (here shown for the x-coordinate) with the initial 170 condition x(t0) = x0 and using the integrating factor method we can obtain the formulation, which is 171 the general solution for travel distance before integration 8 172 (9) 173 Even though the integral is not explicitly given, we can already at this stage consider the limit of x(t) 174 for a → 0 in order to demonstrate the convergence of our formulation to Lu’s method. As a does not 175 appear in the denominator, we can set a to 0 in this formulation, resulting in 176 (10) 177 Equation (10) can be solved by basic integration techniques. The function for the x-coordinate then 178 becomes 179 (11) 180 , which is consistent with Lu’s result. Hence analytically it should be clear (actually mathematically 181 proven) that our method converges to Lu’s method when a approaches zero. Correspondingly, the 182 solution of Lu is shown to converge to our result by decreasing the timestep (i.e. reducing a), as 183 shown in the graphical example of Fig. 3. 184 Accuracy of simulation tools is a critical issue, whereas their efficiency is crucial for their practical 185 applicability, therefore intensive code testing was performed. A high-order numerical approximation 186 of the integral in (9) can be used to evaluate the behavior of our implementation of the analytical 187 solution, which remains applicable when a approaches zero. For this purpose we use the formulation 188 (9) and approximate the integral using a numerical 7th-order Gauss-Lobatto integration. We call this 189 the GL method. Again, as a is not in the denominator, even vanishing of a does not introduce 190 numerical problems for the integral approximation, so that the error of the method can be 191 approximated by the deviation from the GL solution. Additionally, we perform a – rather time- 192 consuming - explicit direct integration of eq. (5) over 103 sub-timesteps (DI method). We re9 193 computed our test suits with both the GL and DI method, resulting in maximum deviations of 0.6 %, 194 yet in general much smaller. Lu’s method, however, was found to differ remarkably from Gl and DI 195 even for small a. Fig. 3., e.g. exemplifies that Lu’s method is not very accurate even for a strongly 196 reduced time step size. 197 For finite positive a approaching zero (i.e. a 0), the large term exp(b2/2a) is balanced by the 198 difference of the vanishing error functions, which may produce inaccuracies due to truncation in 199 floating point operations. This could generally be resolved by switching to the method of Lu [1994] 200 for sufficiently small a, or by increased floating point precision (e.g. real*16 type) for that special 201 case. Moreover, a slight reformulation improves the accuracy of our approach until b2/2a > 600. We 202 take into account that the difference of two error functions is the accuracy-limiting computation, 203 which has to balance the large exponential. Consider, for example, that erfc(x) = 1 – erf(x) converges 204 to zero for large arguments rather than to one as erf(x) does. By actually computing the value as 205 erf(at) – erf(a0) = 1-erfc(at) – (1-erfc(a0)) = erfc(a0) – erfc(at) we can circumvent the problem of large 206 exponents and achieve accuracy until the minimum representable size of numbers (10 300 in double 207 precision, e.g.). Therefore, in our test examples, Lu’s solution needed only to be computed if a = 0. In 208 case numerical problems for a approaching zero still occur, we recommend the use of Gauss-Lobatto 209 (GL) integration. A precondition for Newton’s iteration method to be performed is the 210 differentiability of the target function, thus in case a switch between methods is necessary, both 211 functions have to align smoothly around the switch location. However, as iterations take place for 212 the flow field of a given grid cell (or, more specifically, its given spatial direction), which has a unique 213 parameter set, switching methods is generally not needed for the given framework. 214 Results of efficiency testing can be seen in Tab. 2, the iteration scheme usually converges after about 215 4 iterations, and never takes more than 16 iterations before success. The same setup run on Lu’s 216 solution is only slightly faster, but less accurate. Note that the observed failures of Newton iterations 217 displayed in Tab. 2 are associated with target cell faces that are physically impossible to be reached 218 by the particle from the given initial time and location. As eq. 7 cannot be directly solved for time t, 10 219 to our knowledge there is no a priori estimation whether a solution for t exists for a given flow field, 220 t0 and x0. The exit conditions which shall be discussed in § 4, are helpful to exclude some clearly 221 impossible incidences, but do not cover all circumstances. Therefore inevitably a number of non- 222 convergent Newton iterations have to be performed to find out that a target location is out of reach 223 for the particle. Reachable exit faces, however, were found by the iteration procedure in every such 224 case. Independent of the numerical method is the question of how many iterations have to be 225 performed until the scheme can be considered non-convergent with certainty in case no solution 226 exists, i.e. the particle cannot exit though the given cell face within the time step. In that respect our 227 analyses indicated that a pre-defined number considerably larger than 16 may be appropriate. 228 A further issue of consideration is the strict conservation of water mass in flow between adjacent 229 grid cells within the timestep subject to transient flow conditions. Contrary to bilinear interpolation 230 of the flow velocity between two spatial directions, which is known to violate the water (mass) 231 balance [Cordes & Kinzelbach, 1992, Salamon et al., 2006], the spatio-temporal bilinear interpolation 232 described above preserves mass. Given that the water balance is closed for each moment in time, 233 any linear combination of water balances between two points in time will also preserve mass. A 234 further necessary condition for water mass preservation (accounting for stationary as well as 235 transient conditions in general) is that the facial flow velocity components have to be computed as 236 discharge between cells over the interfacial area and cell-specific volumetric water content (i.e. 237 porosity in fully saturated media). In other words, the flow velocity has to be discontinuous at the 238 cell face in order to preserve water mass exchange between the cells, in case of heterogeneous 239 porosity. As we do not interpolate spatially between adjacent grid cells, mass is conserved by our 240 method. 241 242 4. Numerical implementation 11 243 An important task for implementing such analytically derived particle trajectories for larger flow 244 fields is the handling of particle transfers over the boundaries of adjacent grid cells in the framework 245 of finite difference or finite volume methods. Pollock [1988] has discussed the case selections to 246 identify potential particle exit locations extensively. After identification of potential particle exit 247 faces, exit times are computed and the exit face with the shortest exit time is assigned as the exit 248 location. In short, the criteria characterizing a potential exit face can be stated for a steady state flow 249 field as follows: 250 Face velocity points outward of cell (inward for back tracking) 251 Initial particle velocity within the cell points towards given cell face (away from that cell for 252 back tracking) 253 For an actual particle exit, both conditions have to be given at the same time point. For a transient 254 flow field within the grid cell the exit conditions change to a more complex situation: 255 256 257 Cell face velocity at the start or end of the current timestep points outward of cell (actual outflow occurs) Particle location at the end of the timestep is outside of cell boundaries; or particle velocity 258 has been changing direction between initial and final particle location. (In the latter case the 259 particle might have left and re-entered the cell, if observed inside after the move.) 260 Thus, all potential exit faces have to be considered, which will increase the number of computations 261 compared to the stationary case. After identification of exit time, an actual location where the 262 particle pathline intersects the cell face must be checked for an outward pointing velocity. This is 263 necessary to exclude the mentioned leaving and re-entering of the cell under transient conditions. 264 A flowchart delineating the computational process of pathline and travel time computation within 265 meshes of a FDM/FVM framework is provided in Fig. 2. The procedure is very similar to the one 12 266 presented by Pollock [1988] with the difference of the iterative solution of exit time to be performed 267 under the preconditions described above. 268 (Fig. 2) 269 270 5. Code demonstration 271 The described method was implemented in a numerical fortran 90 scheme, further referred to as 272 “PTRANS”, which handles transient particle tracking for rectangular FD or FV grids. An example of 273 transient particle movement (computed by our semi-analytical method) within a single rectangular 274 cell is shown in Fig. 3, of which the velocity field in the y-direction corresponds to Fig. 1. The particle 275 coming from the left cell boundary performs a loop and leaves the cell at the top boundary. 276 Information on the flow field within the cell and time step is given in Tab. 1. The accurate analytical 277 solution is compared (i) to a brute force numerical integration of eq. 5 in 103 substeps and (ii) to the 278 method of Lu, in a single step, and increasing numbers of substeps until it converges to the accurate 279 solution. The solution of Lu [1994] becomes quite inaccurate in the given case of ax ~ -49 and ay ~ 96 280 and tends to perform the loop far outside the grid cell. Increasing time step resolution applied to the 281 method of Lu [1994] improves its accuracy, however, it can be seen that about 6000 substeps have 282 to be used to achieve reasonable agreement. Interestingly, the numerical solution (dashed blue line), 283 which shows a good agreement after dividing the whole timestep into 1000 substeps, is more 284 efficient than the method of Lu [1994]. 285 (Fig. 3) 286 A second example is shown in Fig. 4 where a coarsely discretized aquifer is experiencing flow 287 reversals by temporally varying infiltration and exfiltration due to river stage fluctuations. The initial 288 water table at z = 5 m is kept constant at the far right boundary at x = 50 m, whereas the water level 289 boundary at x = 0 m rises linearly to z = 9 m after 1.6 days and subsequently drops down linearly to 13 290 an elevation of 3 m until the end of the simulation (4 days). The particles were released at the same 291 locations at different times (between 1.2 days and 2.0 days) and can be seen to shift to the right 292 initially and turning left afterwards. Particle release locations are marked with rectangles. The 293 hydraulic conductivity was 3.162E-04 m/s, the specific storage coefficient was 1.0E-03 m-1 and the 294 porosity 35 %. x = 2 m, z = 1.1 m and a large timestep of 0.2 days was applied. The dataset shown 295 in Fig. 4 was run again using only the method of Lu [1994] for pathline computation, which requires 296 slightly less CPU-time, but somewhat more Newton-iterations, as Lu’s solution also requires 297 iteratively solving for exit time [Lu, 1994]. Results are similar in general, but inaccuracies due to Lu’s 298 simplified flow field are noticeable (green line, long dash). An overview of computational 299 performance of the two model runs is given in Tab. 2. 300 (Fig. 4) 301 302 6. Conclusion 303 In this technical note we extended the particle tracking schemes of Pollock and Lu to fully transient 304 conditions. Our semi-analytical method allows for accurate pathline computation by a closed form 305 expression which can be easily implemented with modern programming languages and incorporated 306 into existing finite difference and finite volume models that use cell-centered, structured, regular 307 grids. Our method closes the gap of existing particle tracking approaches in this context to general, 308 transient, non-stationary flow, which becomes important in situations where flow reversals appear 309 on a short time scale, e.g. river-aquifer interaction in the riparian zone, pulsed well pumping, or wave 310 motion at coastal aquifers. The extension of the presented formula to irregularly shaped finite 311 volume grids using the approach of Cordes and Kinzelbach [1992] could be a promising future task. 312 313 Acknowledgments 14 314 315 316 This work was supported by a grant from the Ministry of Science, Research and Arts of BadenWürttemberg (AZ Zu 33-721.3-2) and the Helmholtz Center for Environmental Research, Leipzig (UFZ). 317 References 318 Bensabat J., Zhou Q., Bear, J. (2000). An adaptive pathline-based particle tracking algorithm for the 319 320 Eulerian-Lagrangian method. Advances in Water Resources 23 (2000) 383-397. Cheng, H. P., Cheng, J. R. and Yeh, G. T. (1996). "A particle tracking technique for the Lagrangian- 321 Eulerian finite element method in multi-dimensions." International Journal for Numerical Methods in 322 Engineering 39(7): 1115-1136. 323 324 325 Cordes C, Kinzelbach W. Continuous groundwater velocity fields and path lines in linear, bilinear, and trilinear finite elements. Water Resour Res 1992;28(11):2903-11. Dogrul, E.C., Kadir, T.N. (2006), Flow Computation and Mass Balance in Galerkin Finite-Element 326 Groundwater Models, J. Hydrologic Engineering, 132 (11), doi: 10.1061/_ASCE_0733- 327 9429_2006_132:11_1206_ 328 329 330 331 332 333 334 335 336 Lu, N. (1994): A semianalytical method for pathline computation for transient finite-difference groundwater flow models. Water Resources Research 30(8), 2449-2459. Lynch, D.R. (1984): Mass conservation in finite element groundwater models, Adv. Water Resour. 7(2), 67-75. Park, C-H. and Aral, M. M. (2007). Sensitivity of the Solution of Elders Problem to Density, Velocity and other Numerical Perturbations, Journal of Contaminant Hydrology, 92: pp.33-49. Pollock, D.W. (1988): Semianalytical computation of pathlines for Finite-Difference Models. Ground Water 26(6), 743-750. Pollock, D.W., 1994, User's Guide for MODPATH/MODPATH-PLOT, Version 3: A particle tracking 337 post-processing package for MODFLOW, the U.S. Geological Survey finite-difference ground-water 338 flow model: U.S. Geological Survey Open-File Report 94-464, 6 ch. 339 Salamon, P., Fernandez-Garcia, D., Gomez-Hernandez, J. (2006). A review and numerical 340 assessment of the random walk particle tracking method. Journal of Contaminant Hydrology, 87, 341 277-305. 342 343 Suk, H. and Yeh, G. T. (2009). "Multidimensional Finite-Element Particle Tracking Method for Solving Complex Transient Flow Problems." Journal of Hydrologic Engineering 14(7): 759-766. 15 344 345 346 347 348 349 350 Suk, H. and Yeh, G. T. (2010). "Development of particle tracking algorithms for various types of finite elements in multi-dimensions." Computers & Geosciences 36(4): 564-568. Suk, H. (2012). "Practical Implementation of New Particle Tracking Method to the Real Field of Groundwater Flow and Transport." Environmental Engineering Science 29(1): 70-78. Yeh, G.T. (1981), On the computation of the Darcian velocity and mass balance in the finite element modeling of groundwater flow. Wat. Resour. Res. 17, 1529-1534. Yeh, G.T., Cheng, J.R., Cheng, H.P., and Jones, N.L., 1997, FEMWATER: A three-dimensional 351 density-dependent flow and transport in variably saturated media, US Army, Vicksburg, MS. 352 Zhang, S. and Jin, J. M., Computation of Special Functions. New York: John Wiley & Sons, 1996. 353 354 355 356 357 Figure captions 358 Fig. 1. Sketch of a velocity field v(x, t) within a timestep between time 0 and T and spatial dimension 359 x between 0 and L. This graph represents the spatio-temporal velocity distribution shown in the y- 360 dimension of Fig. 2. The red-framed plane which cuts in the middle is the simplified velocity field 361 derived from the method of Lu (1994). 362 Fig. 2 Flowchart for computational particle tracking procedure using regular, rectangular grids in the 363 framework of FD or FVM models. 364 Fig. 3. Particle trajectory within a cell during one timestep using the analytical solution (red line, 365 diamond symbols), and 1000 substep numerical solution (blue dashed line, triangle symbol). Data are 366 listed in Tab. 1. The green dash-dotted line (rectangle symbols) represents the approximation by Lu 367 (1994), for which the loop extends outside the boundaries of the cell. Thin black lines show Lu’s 368 solution divided into increasing numbers of substeps, eventually converging to the exact solution. 369 Fig. 4. Particle trajectories for different release times in a grid of coarse spatial and temporal 370 resolution, and a flow field undergoing a shift from rightward to leftward flow direction. 16 371 372 373 374 375 17 376 Tables 377 Tab. 1. Data used for single grid cell example simulation shown in Fig. 3. Time step 378 ranges from zero to 0.5, with particle release time at time zero. (relative units). The 379 flow field for the y-direction is illustrated in Fig. 1. x-direction y-direction L 1.6 1 x0 0 0.5 v0,0 24 -6 vL,0 17.12 0.3 v0,T 23 0 vL,T -61.24 31.15 a -96.7 b -4.3 6.3 c -2 12 d 24 -6 49.7 380 381 18 382 Tab. 2. Computational performance and efficiency comparison between the proposed 383 method and the method of Lu (1994) for the dataset shown in Fig. 4, tracking 12 384 particles and calculating 191 particle distribution snapshots in time for each, on a 385 2.40 GHz 32 bit Intel CPU. Performance This method Lu (1994) Total number of Newton-iteration 142 143 Number of failed calls: 53 67 Total number of Newton-iterations 881 1787 Number of NI involved in success: 391 504 Average number of Newton- 6.2 12.5 4.4 6.6 max. number of NI until success: 16 19 Total used CPU-time 0.39 calls: (NI) iterations Average number of successful Newton-iterations sec 0.28 sec 386 19 387 Figures 388 389 390 Fig. 1. Sketch of a velocity field v(x, t) within a timestep between time 0 and T and spatial dimension x 391 between 0 and L. This graph represents the spatio-temporal velocity distribution shown in the y- 392 dimension of Fig. 3. The red-framed plain which cuts in the middle is the simplified velocity field 393 derived from the method of Lu (1994). 394 395 396 20 R ead particle s tarting location As s ign particle to local grid cell C ompute cell face velocity components C ompute particle location after current time-s tep C ompare particle velocity before and after move P article might leave current cell during move? yes no D etermine potential exit faces (Newton-iteration) C ompute cell trans it time and determine actual exit face Are locations at intermediate time required? yes C ompute coordinates at intermediate times no Write particle coordinates to file D etermine new cell location D is charge point? no yes S top particle 397 Fig. 2 Flowchart for computational particle tracking procedure using regular, rectangular grids in the 398 framework of FD or FVM models. 21 399 400 Fig. 3. Particle trajectory within a cell during one timestep using the analytical solution (red line, 401 diamond symbols), 1000 substep numerical solution (blue dashed line, triangle symbol). Data are 402 listed in Tab. 1, flow field of the y-direction is illustrated in Fig. 1. The green dash-dotted line 403 (rectangle symbols) represents the approximation by Lu (1994), for which the loop comes to perform 404 outside the boundaries of the cell. Thin black lines show Lu’s solution divided into increasing 405 numbers of substeps, eventually converging to the exact solution. 406 22 407 408 Fig. 4. Particle trajectories for different release times in grid of coarse spatial and temporal 409 resolution, and a flow field undergoing a shift from rightward to leftward flow direction. 410 411 23 412 To be added to Fig. 4 413 Plotted area: 9m Fixed head 5 m 3m 5m z x 50 m 24
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