FEM For NT
FEM For NT
FEM For NT
North-Holland, Amsterdam
351
EQUATION
Pierre LESAINT
Faculth des Sciences, Universitk de Besanqon, 25030 Besanqon Cedex, France
Continuous
and discontinuous
methods are described
Monodimensional
spherical geometry is then considered.
rectangular or triangular meshes.
0167-7977/87/$07.00
0 Elsevier Science Publishers B.V.
(North-Holland Physics Publishing Division)
352
Contents
..........
1. introduction
....................................
2. Position of the problem and discrete ordinate method. ......
3. Continuous and discontinuous finite element methods for the (S. ,;) &iki~
..........
geometry ......................................
..........
3.1. Continuous methods. ..........................
..........
3.2. Discontinuous methods. ........................
4. Continuous methods for the one-dimensional spherical problem ..........
..........
4.1. Continuous method ...........................
..........
4.2. Discontinuous method .........................
5. Nodal methods for the (x, y) planar geometry. ...........
..........
..........
5.1. Rectangular meshes ...........................
..........
5.2. Triangular meshes ............................
..........
References .......................................
353
353
357
358
361
362
363
364
365
365
366
369
P. iksaint
353
1. Introduction
To solve the neutron transport equation, a commonly used procedure consists, in a first, step
to discretize with respect to the angles. We get a set of discrete ordinate equations consisting for
each angular direction in a first-order hyperbolic problem. This problem has for a long time been
solved on orthogonal
meshes by finite difference methods. For non-orthogonal
meshes, characteristic methods, finite elements or nodal methods may be used. The aim of this paper is to
present some finite element and nodal methods for the spatial discretization
of the transport
equation.
In the first section, we introduce the general problem and show how one can get the discrete
ordinates equations.
In the second section, we define continuous and discontinuous
methods for the planar x, y
transport equation. We then show how these methods apply to the monodimensional
problem in
spherical geometry.
In the last section, we define nodal methods on rectangular and on triangular meshes.
neutron
transport
equation
is written
as follows,
for x E D c R3 and
UEVCR3
au
at
+ u grad,u(x,
k(x,
/V
u, t) + (J(x, u)u(x,
u, u)u(x,
u, t>
u, t) du+f(x,
(2.1)
u, t),
(24
where U(X, u, t) represents the particle flux at the geometrical point x and streaming with the
velocity u.
The integral at the right hand side of eq. (2.1) takes into account the scattering and the fission
properties. The kernel k(x, u, u) is non-negative
and, in the isotropic case, depends only on x,
on the modulus 1u 1 and 1u 1 and on the angle p = arccos (u, u)/ 1u 1 1u 1. The source term is
represented by f( x, u, t). In most of the cases, we have
I/=
Boundary
u(x,
{uER3;
conditions
a< Iu(
sb}.
may frequently
(2.3)
be written
as follows
u, t) = given function,
u. n -C 0, where
(2.4)
n denotes
the outer
normal
on the boundary
aD of
P. Lesomt
354
in condensed
manner,
reads as follows
l tLu=Ku+f,
(2.5)
where the operator L represents the spatial streaming of particules and takes into account the
total cross section a; the integral operator of the right hand side of eq. (2.1) is denoted K.
Assume that f is independent
of t. A necessary condition for the convergence as t + + CYZ
of
the solution u of problem (2.5) to the solution ii of the stationary problem
Lii=Ku+f
(2.6)
K - L satisfy
of
Lu + au = Ku.
(2.7)
CI of problem
problem
LU n++aun+*=Ku.
(2.8)
of dichotomy.
It is shown
(2.9)
which converges when p( L- K) c 1. It is shown [8] that this last condition is satisfied when
Re (Y< 0 for all the eigenvalues (Y,solution of (2.7). To treat the dependence
of the solution ii of
problem (2.6) with respect to the velocity u, we first discretize the space V by considering
different modulus of the velocity of the particles (energy groups)
a I u1 <
+ u;u, = c
J
Js
k,, ( x, w, w)u/(x,
w) dw+f,(x,
w)
(2.10)
P. Lmaint
as
(2.11)
1 Sill.
CK,jz4j+f,,
Lu!+l)=
35s
CK,j~J+l+
iterative
algorithm
1lilI.
CKjjuS+fi,
(2.12)
j>i
j<i
1I i
from previous
w. grad,u @+l)(x,
type of problems
(2.13)
I,
calculations.
w) + ~(x)u+r(x,
Dropping
w) = /k(x,
s
w, ~)u@+r)(x,
w) dw+f(x,
0)
(2.14)
to the following
w) + a(x)u(x,
For two-dimensional
planar
p$ +vg+
geometry,
A discretization
with respect
compute the term:
/_l, V) = F(x,
+ v$
aY
w) =
to the angular
Js
k(x,
A truncated
expansion of Legendre
discrete ordinate formulation
pg
(2.15)
CJ).
F(x, y, p, v).
(724 =
F(x,
w) = F(x,
problem
+ a+,
Y, P,?
direction
o, w)u()(x,
polynomials
%J =F(x,
w) dw+f(x,
[3] is often
to
0).
used,
leading
to the following
Y, PL,, v,),
not exceding
356
It remains
j.~$j+v*+f~~=I:
dY
u(x,
for
y) = given value,
(x, .y)ED,
on
a-D=
(2.16)
{(x,
y)EaD;
$+_-
1 -/AZ au
+au=F,
O<r<R,
-1
co}.
pn,+~n,
(2.17)
we get
<p-c<.
(2.18)
a/J
u (R , p) = given function
for
with p==.._c/l_~l.
Eq. (2.18) may also be written
p$(ru)+r&((l- p)u)
j_~cO,
as follows
+ aru
= r*F.
(2.19)
Jn
where a + D = dD - (a - D), this relation
[31 (property
Let d/dy
+ v au/ay),
*+ou=F,
dv
showing
the conservation
F dx d-v,
of particles
as expressed
in
1).
denote the derivative
we get
direction
(p,
v) (i.e. du/dy
= p au/ax
(2.20)
which means that the solution u at the point (x,,, y,,) depends only on the values of u and F at
line going through the point (x,, y,,) and lying
the points (x, y) belonging to the characteristic
upstream this point (property 2). The numerical methods described later on shall satisfy these
two properties, at least in a discrete sense.
For the one-dimensional
spherical problem, we define
Fig. 1. Spherical
geometry
351
in one dimension.
Integrating eq. (2.19) over the domain [R,,R 2]X [- 1, + l] we get the following relation for the
conservation of particules
R;m,( R2) -
R:m,(
R,)
+ ~Rzc+%z,,(r)
dr = ~~*/_;rS
dr dp.
RI
Let d/dy denote a derivative along the characteristic lines defined by v2(1 - ,u*) = cste (i.e.
(d/dy) 24= /I, au/% t- ((1- jJ2)/r) ~~/~~) we still get relation (2,20) and the solution ECat any
point MO= (rO, pO) depends only on the values of U, cf and F along the characteristic line going
through M,, upstream from M, (fig. 1).
3. Continous and discontinuous finite element methods for the (x, y) planar geometry
In this section, we assume that the domain D is convex. Assume that the domain
subdivided in triangles and (or) convex quadrilaterals, denoted in the sequel by T.
Let a - T (resp. a + T) = {(x, y) E i3T, pn,,,+ vnY,T<: 0 (resp. > O)}, where
(n X,T, ny,T) denotes the outer normal on G?
D is
nT=
358
P(%
Y) =
a&Y-
It/Sk
4(x,
Y)
arJxY.
representing
the approximate
solution
on the element
P. &saint
359
;J---j;;rja,
as
a4
(It, v)
The approximate
solution
J(Hu,-F)udxdY=O
uh E P, is defined
forall
UEQ~,
schemes.
by
(3.1)
u,, is known at the degrees of freedom 2 of the space P, associated with the part a - T of the
boundary. The dimension of the space of test functions Q, is equal to dimension P, - dimension
_E. To satisfy property 1 (i.e. conservation of the particles) we assume that the space Qr contains
the constant function.
Example 1 (fig. 3): Let T be a rectangle and P,= Q(1).
The degrees of freedom are the values of p at the corners of the rectangle. If the characteristic
directions (p, V) is not parallel to any side of the rectangle, we have dim 2 = 3, dim Q, = 1 so
that we write the equation
((Hu,-F)dxdY=O,
u,EP,
JT
which is exactly
the standard
(3.4
SN scheme [3]
360
for the
transport equation
Fig. 4.
For these two examples, the error is of order h. with h = max( a.~, h-v).
Exumple 3 (fig. 4): Let T be a triangle A,A,A,.
Depending
on the characteristic
direction (p, v), we may have one or two lighted sides. Let
P, = P(l), the degrees of freedom being the values of the flux at the vertices of the triangle. If
one side of the triangle is lighted, then dim 2 = 2 and we write one equation on the triangle.
If two sides are lighted, then dim 1: = 3, which means that the solution u,~ would already be
defined on the triangle T and would not depend on the physical parameters associated with this
triangle, which is not admissible.
Now let P, = P(2) the degrees of freedom being the values of the flux at the vertices and at
the midpoints of the sides of the triangle. When one side of the triangle is lighted, we have to
write three equations, for example
(~~,~-~)~dxdy=O
forall
vEP(l).
/T
J7(Flu, -
F) dx dy = 0.
methods
on triangles
may be defined
of
361
and the physical parameters associated with this element have no influence
will see in the next section how to avoid such a situation.
Example 5: Consider a rectangular
uh E Q(k) by writing
JT
(Hu,-F)v
uh
dx dy=O
domain
forall
D and rectangular
elements
on the solution.
We
u~Q(k--1),
calculations.
(3.3)
In the case of rectangular elements we show [lo] that the method is stable for a discrete L, norm
defined by approximating
the integral Jr.w2 dx dy by the quadrature
formula using the k*
points with coordinates
equal to the Gauss-Legendre
abscissa. If the exact solution is sufficiently smooth, the error measured by the norm defined above is of order hk+.
Remark 3.1: Assume D = [O,l] X [O,l], p > 0, v > 0, u = g on 8 - D, where g is continuous along
a - D and smooth on each side of a - D. Then the exact solution u is continuous on D, but the
first derivative of u has a jump when crossing the characteristic
line going through the origin.
The exact solution is smooth on the two parts of the domain D, and the order to approximation
is no longer valid.
Remark 3.2: The approximate
solution can also be defined
Gauss-Legendre
points, instead of writing eq. (2.3).
3.2. Discontinuous
by assuming
collocation
at the
methods
on the element
T. The approximate
JT(HU~-F)V~X~~-__.(~~,+V~)(U~-~~)U~S=O,
forall
solution
UEP~,
uh E P, is
(3.4)
where n = (n,, ny) denotes the outer normal on aT, and &, is the value of the approximate
solution on a - T, known from previous calculations.
To calculate the solution u,, we must solve a linear system of equations on each triangle.
Assume that the space P, contains the constant function, then the conservation
of particles is
achieved in the following sense
/ a+T
(/HZ, + vnY)uh ds +
JT
(JU/, dx dy =
the jump
J a-T
of a piecewise
l~~,+vn,l<,
defined
ds+
function
JT
Fdx
u, across
dy.
(3.5)
the face S of a
362
sa_f2w2
I un,y+
respectively,
for the down-stream
estimate [6]
vy,,I ds.
(3.6)
Assume
distance
Uh
11L2(a)
uh
II
T is a Q(k)
o(hk+12).
I] u -
isoparametric
(3.7)
L2(f2)= @@+'b
Uh(h)
1 - h/2
1 +X/25?
(3.9)
method,
1 - h/3
1 + 2h/3
(3.10)
+ A2/6 g
4. Continuous
and discontinuous
methods
spherical
problem
Let R = IAr, 1 = JAp, r, = iAr, p, =jAp, K,, = [I;, ;+,I X [p,, P,+~]. The problem (2.19) is
solved by sweeping the rectangles following the caracteristic
direction as shown in fig. 5.
4.1. Continuous
363
on rectangles.
method
The approximate
solution belongs to P(1) on each element and the continuity at the interface
of two elements is insured at only one point of this interface. The numerical scheme reads as
follows
(4.1)
are approximated
by quadrature
formulas:
(4.2)
(4.3)
The weight wl+ 1,2 and the abscissa Y,+1,2 are chosen so that the quadrature
be exact for the
space of polynomials
spanned by r and r* [18]. The weight ~~+r,~ and the coordinate
~,+r,~
may be defined so that the quadrature formula be exact for the space of polynomials spanned by
p and 1 - 3~~ [12]. For other choices of the weights, we refer to refs. [18,12]. The quantities
P = 0, we discretize the reflexion
u,(& ~.,+r,~) are given, for -J <j I - 1. At the boundary
condition ~(0, p) = ~(0, -p), which gives
364
dq
-__
dr +ocp=F(r,
-1).
equation
O<r-=zR,
way
dVh
I:, . ,
Ji
-dy+q,,-F(r.
-l))rdr=O,
O<i<I-
1,
(4.5)
r,
the integral
being computed
formula
is achieved
by
in a discrete
sense.
(4.7)
and consider the discrete norm
II . I/ y,h derived by computing
the integrals appearing
in
expression (4.7) with the quadrature
formulas (4.2) and (4.3). Let h = max( AI-, APL), we have the
asymptotic error estimates [12], for a smooth solution u
I/ u - u/, 112,3.h = 0( Iz~ ]log h I ,j2),
11u -
uh
11*.,, =
O( h6 llog h
II u
uh
II 0.h
0(h]log
1 /2).
hl2).
Remurk 4.1: The scheme (4.1) to (4.6) is the analog for the spherical geometry of the diamond
scheme for planar geometry and we could expect an error estimate of order h2. In fact since the
error
scheme is not really centered on the mesh K,,, one can show [12,18] that the truncation
with respect to the Y variable is of order Ar2/r, + 1,,2 on each element.
4.2. Discontinuous
method
The approximate
solution belongs to Q(l) on each element, the degrees of freedom being the
values of the solution at the corners of the element. Continuity at the interface of two elements is
not required. The numerical scheme reads as follows
+r$((l
Jhj+r2uh)
-p)u,,)
+or2u,T-r2Fjuh
Uh - &)Ch ds = 0,
drdy
(4.8)
365
for all u,, E Q(l), for each rectangle K,,, where &, denote the value of the approximate
solution
outside K,,; the scalars n, and nP denote the components
of the outer normal
along a - I$,
with length equal to one on a - K,,. Let
Taking
r ,:lmt,J2(ri+l)
I,h(ri) + /_:1/rz+r2(
ouh
- F)
rt2m
r,
Remark
I] . I( 2 defined
conservation
property:
dr dp = 0.
by relation
4.2:
meshes
and A,A,
b
U(.G
Y)
dx
i
= +-lhFdx
a
- &(u(b,
4.~
Y>
dx
Ja
y) - ~(a,
Y>>.
= &ldy
- &(u(x,
d) - u(x,
c)).
(5.1)
from c to d. For any x, we take the mean
(54
366
P. &saint
This differential
equation is then integrated
exactly from a to b. We have got two relations
between the fluxes and their mean values on each side of the rectangle. Approximating
the fluxes
on each side by their mean values, we get the following scheme
+ 1 -e-p
u
T
+ l-e-
u
R
uT
1 -epDuL+
ff
_puB+
u R=e
-aUL
1 --;-^
1 -e-BF
u
(5.3)
us + 1 - eeaF,
(5.4)
where the subscripts T, R, B and L are respectively, written for top, right, bottom and left, and
where (Y= u Ax/p, p = u A Y/Y. The mean value of the source term F is denoted on each mesh
by F. The average ii of the flux on each mesh is then defined by the balance equation
uu=F-~(u,-u,~)-~(uT-u,).
(5.5)
AY
(ii - ii)2j
= 0(h).
(5.6)
TcD
Numerical experiments
(5.6) is not optimal.
[19] show an error of order h2, which means that the theoretical
estimate
Y =
t&i -
V)Y,
M-r
The triangle T is the image of the reference triangle ? by the mapping MT, as shown in fig. 6.
transformaTo any function v defined on T, we associate i? = 110 M, . Using this coordinates
tion, equation (1.16) may be written as
a-
aa
a<
+b-
aa
317
-+uJG=J@,
a = iA,A,(p~n,
where
+ in_,.),, > 0,
(5.7)
a + b = -A,A,(~H.,
+ YPZ,.),~> 0,
P. &saint
367
and
J=-
area T
area T
= area T.
to 17= +[
and we get
Approximating
the fluxes a( 5, - 5) and i2(& 5) by their already known mean values on the
eq. (5.8) from [ = 0 to 6 = 1
lighted faces u3u2 and u3u1, we integrate exactly the differential
and we get an expression of the mean value of the flux on the face u1u2.
Now let T be a triangle A,A,A,
with only one lighted face A,A,. We define the mapping M,
by
x = Ex, + 77x3 + (I-
C - rl)x,,
triangle
? by the mapping
M,
as shown in fig. 7.
368
transformation
aa
ai-i
CY~ +,8zi
+aJC=JF,
where
a = -A,A,(w,
+ 1.>13
<0
,l3= -A,A&n,
+ YH.& < 0.
(5.9)
to 77 from 17= 0 to n = 1 - .$
369
References
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methods used to solve the linear transport equation.
Proc. ANS-ENS
Intern. Topical Meeting on advances in mathematical
methods for the solution of nuclear
engineering problems, Munich, Fed. Rep. Germany (27-29 April 1981).
[2] G.I. Bell and S. Glasstone, Nuclear reactor theory (Van Nostrand Reinhold, New York, 1970).
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methods in
reactor physics, eds. H. Greenspan,
Kelber C.N. and D. Okrent (Gordon and Breach Science Publishers, New
York, 1968).
[4] P.G. Ciarlet, The finite element method for elliptic problems (North-Holland,
Amsterdam,
1978).
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and W.R. Martin, Transport theory, (John Wiley, New York, 1979).
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diffusion problems.
Fifth Intern. Symp. on Computing
Methods in Engineering and Applied Sciences, INRIA, Versailles (dec. 1981).
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method for spatially discretizing the discrete ordinates
equations in (x, y) geometry. Proc. ANS-ENS Intern. Topical Meeting on Advances in Mathematical
Methods
for the Solution of Nuclear Engineering Problems, Munich, Fed. Rep. Germany (27-29 April 1981,.
[S] P. Lascaux, Equation
du transport.
Analyse Mathematique
et Calcul NumCrique
pour les Sciences et les
Techniques, eds. R. Dautray and J.L. Lions, tome 3 (Masson, Paris, 1985) pp. 982-1016.
[9] K.D. Lathrop, Spatial Differencing of the Transport Equation: Positivity vs. Accuracy. J. Comput. Phys. 4 (1969)
475.
[lo] P. Lesaint, Continuous and Discontinuous
Finite Element Methods for Solving the Neutron Transport Equation.
MAFELAP 1975 Brunel University, ed. J. Whiteman (Academic Press, New York, 1976).
(111 P. Lesaint, Nodal Methods for the Transport Equation, MAFELAP 1984 ed. J. Whiteman (Academic Press, New
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Berlin, 1976).
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Transport
Equation.
Mathematical
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York, 1974) pp. 89-123.
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Finite Element Methods for the Neutron Transport Equation. Intern.
J. Numer. Meth. Eng. 10 (1976) 171.
[15] R. Paternoster,
A Linear Characteristic
Nodal Transport
Method for the Two-Dimensional
(x, y) Geometry
Multigroup Discrete Ordinates Equations over an Arbitrary Triangle Mesh.
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Laboratory (1971).
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Mathematical
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(9-11 april 1973).
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Equation. Nucl. SC. Eng. 41 (1970) 237.
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Problems in (x, y)
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