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Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems
(2018)

Simulating free-surface and pressurised flow is important to many fields of application, especially in network approaches. Modelling equations to describe flow behaviour arising in these problems are often expressed by one-dimensional formulations of the hyperbolic shallow water equations. One established approach to realise their numerical computation is the method of lines based on semi-discretisation in space (Steinebach and Rentrop, An adaptive method of lines approach for modeling flow and transport in rivers. In: Vande Wouwer, Saucez, Schiesser (eds) Adaptive method of lines, pp 181–205. Chapman & Hall/CRC, Boca Raton, London, New York, Washington, DC, 2001; Steinebach and Weiner, Appl Numer Math 62:1567–1578, 2012; Steinebach et al., Modeling and numerical simulation of pipe flow problems in water supply systems. In: Martin, Klamroth, et al. (eds) Mathematical optimization of water networks. International series of numerical mathematics, vol 162, pp 3–15. Springer, Basel, 2012). It leads to index-one DAE systems as algebraic constraints are required to realise coupling and boundary conditions of single reaches.Linearly implicit ROW schemes proved to be effective to solve these DAE systems (Steinebach and Rentrop, An adaptive method of lines approach for modeling flow and transport in rivers. In: Vande Wouwer, Saucez, Schiesser (eds) Adaptive method of lines, pp 181–205. Chapman & Hall/CRC, Boca Raton, London, New York, Washington, DC, 2001). However, under certain conditions an extended partial explicit time-integration of the shallow water equations could be worthwhile to save computational effort. To restrict implicit solution by ROW schemes to stiff components while using explicit solution by RK methods for remaining terms, we adapt ROW method ROS34PRW (Rang, J Comput Appl Math 262:105–114, 2014) to an AMF and IMEX combining approach (Hundsdorfer and Verwer, Numerical solution of time-dependent advection-diffusion-reaction equations. Springer, Berlin, Heidelberg, New York, 2003). Applied to first test problems regarding open channel flow, efficiency is analysed with respect to flow behaviour. Results prove to be advantageous especially concerning dynamical flow.

Solving differential-algebraic equations (DAEs) efficiently is an ongoing topic in applied mathematics. Applications are given with respect to many fields of practical interest, such as multiphysics problems or network simulations. Due to the stiffness properties of DAEs, linearly implicit Runge-Kutta methods in the form of Rosenbrock-Wanner (ROW) schemes are an appropriate choice for effecitive numerical time-integration. Compared to fully implicit schemes, they are easy to implement and avoid having to solve non-linear equations by including Jacobian information in their formulation explicity. But, especially when having to solve large coupled systems, computing the Jacobian is costly and proves to be a considerable drawback. Inspired by the works of Steihaug and Wolfbrandt [4], we introduce concepts to realize linearly-implicit Runge-Kutta methods for DAEs in the form of so-called W-methods. These schemes allow for arbitrary approximations to given Jacobian entries and, thus, for versatile strategies to reduce computational effort significantly when solving semi-explicit DAE problems of index-1. An approach extending Roche’s procedure [3] will be presented that enables to derive order conditions of the resulting methods by an algebraic theory using rooted trees, a strategy originally introduced by Butcher regarding Runge-Kutta schemes [1,2]. Besides, suitable sets of coefficients for implementing embedded schemes and their potential of increasing efficincy when solving DAEs will be demonstrated.

In this paper an overview on modelling techniques and numerical methods applied to problems in water network simulation is given. The considered applications cover river alarm systems (Rentrop and Steinebach, Surv Math Ind 6:245–265, 1997), water level forecast methods (Steinebach and Wilke, J CIWEM 14(1):39–44, 2000) up to sewer and water supply networks (Steinebach et al., Mathematical Optimization of Water Networks Martin. Springer, Basel, 2012).
The hyperbolic modelling equations are derived from mass and momentum conservation laws. A typical example are the well known Saint-Venant equations. For their numerical solution a conservative semi-discretisation in space by finite differences is proposed. A new well-balanced space discretisation scheme is presented which improves the local Lax-Friedrichs approach applied so far. Higher order discretisations are achieved by WENO methods (Kurganov and Levy, SIAM J Sci Comput 22(4):1461–1488, 2000).
Together with appropriate boundary and coupling conditions this method of lines approach leads to an index-one DAE system. Efficient solution of the DAE system is the topic of Jax and Steinebach (ROW methods adapted to network simulation for fluid flow, in preparation).

Since being introduced in the sixties and seventies, semi-implicit RosenbrockWanner (ROW) methods have become an important tool for the timeintegration of ODE and DAE problems. Over the years, these methods have been further developed in order to save computational effort by regarding approximations with respect to the given Jacobian [5], reduce effects of order reduction by introducing additional conditions [2, 4] or use advantages of partial explicit integration by considering underlying Runge-Kutta formulations [1]. As a consequence, there is a large number of different ROW-type schemes with characteristic properties for solving various problem formulations given in literature today.

The simulation of fluid flows is of importance to many fields of application, especially in industry and infrastructure. The modelling equations applied describe a coupled system of non-linear, hyperbolic partial differential equations given by one-dimensional shallow water equations that enable the consistent implementation of free surface flows in open channels as well as pressurised flows in closed pipes. The numerical realisation of these equations is complicated and challenging to date due to their characteristic properties that are able to cause discontinuous solutions.