Cole-Hopf Transformation Based Lattice Boltzmann Model for One-dimensional Burgers’ Equation
Qi Xiao-Tong1, 2, Shi Bao-Chang1, 2, Chai Zhen-Hua1, 2, †
School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China
Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology, Wuhan 430074, China

 

† Corresponding author. E-mail: hustczh@hust.edu.cn

Supported by the National Natural Science Foundation of China under Grant No. 51576079

Abstract
Abstract

In this paper, we present a Cole-Hopf transformation based lattice Boltzmann (LB) model for solving one-dimensional Burgers’ equation, and compared to available LB models, the effect of nonlinear convection term can be eliminated. Through Chapman-Enskog analysis, it can be found that the converted diffusion equation based on the Cole-Hopf transformation can be recovered correctly from present LB model. Some numerical tests are also performed to validate the present LB model, and the numerical results show that, similar to previous LB models, the present model also has a second-order convergence rate in space, but it is more accurate than the previous ones.

PACS: ;47.11.-j;
1 Introduction

Burgers’ equation is a fundamental partial differential equation, and has gained increasing attention in the study of physical phenomenons in many fields, such as fluid mechanics,[1] nonlinear acoustics,[2] traffic flow,[3] and so on. This equation is originally introduced by Bateman in 1915,[4] and later in 1947, it is also proposed by Burgers in a mathematical modeling of turbulence,[5] after whom such an equation is widely used as the Burgers’ equation.

Over past decades, many numerical methods have been proposed to solve Burgers’ equation,[615] including the finite-difference (FD) method,[610] finite-element method,[1112] boundary elements method, and direct variational methods.[13] Actually, these available approaches can be classified into two categories. The first one is to directly solve the nonlinear Burgers’ equation[14] with the developed numerical methods. However, as pointed out in Ref. [15], in this approach, it is more difficult to balance the convection and the diffusion terms, which usually gives rise to nonlinear propagation effects and the appearance of dissipation layers. To overcome these problems, Cole[16] and Hopf[17] introduced the so-called the Cole-Hopf transformation to eliminate the nonlinear convection term in Burgers’ equation, and consequently, the Burgers’ equation can be converted to the linear diffusion equation. Then the second indirect approach, i.e., the Cole-Hopf transformation based method, is also proposed to solve the converted linear diffusion equation.[10,13,15,1819]

The lattice Boltzmann (LB) method, as a promising technique in computational fluid dynamics, has attracted widespread concern in recent years.[2023] Unlike traditional numerical methods, the LB method has some distinct characteristics, including intrinsical parallelism, simplicity for programming, numerical efficiency and ease in incorporating complex boundaries. Except its applications in computational fluid dynamics, the LB method has also been extended to solve some nonlinear partial differential equations,[24] such as Poisson equation,[25] wave equation,[26] diffusion equation,[2728] and convection-diffusion equation.[2936] Recently, some LB models have been proposed for the Burgers’ equation,[3745] however, there are some nonlinear terms in the local equilibrium distribution function,[3745] which are more complex and may also generate unstable solution. To overcome the problems inherited in these available LB models for Burgers’ equation, a new Cole-Hopf transformation based LB model would be developed in this work.

The rest of the paper is organized as follows. In Sec. 2, the Cole-Hopf transformation based LB model for Burgers’ equation is proposed. In Sec. 3, some numerical simulations are performed to test present LB model, and finally some conclusions are given in Sec. 4.

2 Lattice Boltzmann Model for Burgers’ Equation

In this section, the Burgers’ equation is first linearized by the Cole-Hopf transformation, and then the LB model for converted linear diffusion equation is developed.

We first consider the following one-dimensional Burgers’ equation,

with the initial condition

and the boundary conditions

where u is velocity, and usually it is a function of space x and time t. ν is viscosity coefficient, f is a known function, and is assumed to be smooth.

With the help of Cole-Hopf transformation,[1617]

the nonlinear Burgers’ equation (1) can be converted to the linear diffusion equation,

where ϕ is a scalar variable.

And correspondingly, the initial condition (2) and the boundary conditions (3) can be written as

Now, we present an LB model for the linear diffusion equation (5). For simplicity but without losing generality, we only consider a simple D1Q3 (three-discrete velocities in one dimension) lattice model, and three-discrete velocities in this lattice model can be given by

where c = Δxt is lattice speed, Δx and Δt are the lattice spacing and time step, respectively.

The evolution equation of present LB model reads

where τ is the dimensionless relaxation time, fi(x, t) is the distribution function associated with ci at position x and time t. is the equilibrium distribution function, and is defined by

where ωi (i = 0, 1, 2) are the weight coefficients, and can be given by ω0 = 2/3, ω1 = ω2 = 1/6. cs is related to lattice speed through .

It should be noted that discrete velocity ci and weight coefficient ωi should satisfy some isotropic constraints,

Based on Eq. (10), it can be shown that the equilibrium distribution function satisfies the following relations,

Similar to the LB model for (convection) diffusion equation,[2936] the scalar variable ϕ can be computed by

In the implementation of present LB model, the evolution equation (8) still consists of two steps:

(i) Collision: ,

(ii) Propagation: ,

where is the post-collision distribution function.

We now perform a detailed Chapman-Enskog analysis to derive converted linear diffusion from present LB model. In the Chapman-Enskog analysis, the distribution function, the time and space derivatives can be expended as

where ε is a small expansion parameter.

Using Eqs. (9), (12) and (13a), we have

Applying Taylor expansion to Eq. (8), one can obtain

where with D1i = t1 + ci1x. Substituting Eq. (13) into Eq. (15) and retaining terms up to O(ε2), we can derive

With the aid of Eq. (17), we can rewrite Eq. (18) as

Summing Eqs. (17) and (19) over i, and using Eqs. (10) and (14), one can obtain

In addition, based on Eqs. (10) and (17), we can get the following equation,

Substituting Eq. (22) into Eq. (21), we have

Combining Eqs. (20) and (23), and taking

the linear diffusion equation (5) can be recovered exactly.

Finally, we would like to point out that, after computing ϕ with present LB model, we also need to adopt Eq. (4) to calculate velocity u, and for this reason, some other special methods are also needed to compute xϕ. Actually in previous studies, the term xϕ is usually calculated by the traditional nonlocal FD schemes (e.g., Ref. [46]). However in the framework of LB method, it can also be computed by the non-equilibrium part of the distribution function with a second-order convergence rate.[3536,47] If we multiply ε on both sides of Eq. (22), and utilize the relation , one can derive an expression for computing xϕ,

where Eq. (10) has been used to obtain above equation.

To ensure that the results of ϕ, xϕ and u are more accurate, we consider the following initialization of distribution function,

The initial value of equilibrium distribution function can be directly obtained through the initial condition (6), while the non-equilibrium part is unknown, and must be determined before performing any simulations. Based on Eq. (14), the initial value of non-equilibrium part can be evaluated by

where Eqs. (9), (16), and (20) have been used. Actually, once the initial condition of ϕ is given, one can determine xϕ|t = 0, and also the initial value of distribution function fi. In addition, it should be noted that the term can not be neglected in the initialization since it is not equal to zero, and also plays an important role in the computation of the term xϕ and velocity u.

In summary, we developed a Cole-Hopf transformation based LB model for Burgers’ equation and the algorithm can be found in the Appendix.

3 Numerical Results and Discussion

In this section, we conducted several numerical tests to validate present LB model, and to evaluate the accuracy of present model, the following global relative error (GRE) is adopted,

where u(xi,t) and u*(xi, t) represent the numerical and analytical solutions, and the summation is taken over all grid points.

With above initial and boundary conditions, the solution of Eq. (5) can be obtained,[15]

where the Fourier coefficients are given by

Then from Eq. (4), one can also obtain the exact Fourier solution to Eq. (1),

In our simulations, the computational domain is fixed to be [0,2], and the half bounce-back scheme is adopted for Neumann boundary conditions.[33,4748]

We first carried out some simulations under different diffusion coefficients, and presented the result in Fig. 1. As seen from this figure, the numerical results agree well with the corresponding analytical solutions. Then we also conducted a comparison between present LB model and some existing numerical methods, which are fully implicit finite-difference method (IFDM),[6] Douglas finite-difference method (DFDM),[8] B-spline finite element method (BFEM),[12] local discontinuous Galerkin method (LDG),[18] a mixed finite difference and boundary element method (BEM)[49] and Adomian's decomposition method (ADM).[50] Based on the results listed in Tables 1 and 2, one can find that all numerical results are very close to the exact solutions, while the present model seems more accurate, especially for the case with a large diffusion coefficient.

Fig. 1 Numerical and analytical solutions at different time ((a) ν = 1.0, (b) ν = 0.01; solid lines: analytical results, symbols: numerical results).
Table 1

A comparison between present LB model and some existing numerical methods (ν = 1.0).

.
Table 2

A comparison between present LB model and some existing numerical methods (ν = 0.01).

.

Similarly, with the help of Cole-Hopf transformation, we can also derive the exact solution to Eq. (1),

Then the initial and boundary conditions of the linear diffusion problem can be given by

In the following simulations, σ is set to be 2, and the periodic boundary condition is adopted.We first performed some simulations, and presented the results in Fig. 2 where Δx = 0.01, T = 1.0, and ν is varied from 1.0 to 1.0 × 10−6. From this figure, it is clear that the numerical results are in agreement with the exact solutions. Then a comparison between present LB model and the traditional one[38] is also conducted, and the results are shown in Table 3 where Δx = 0.025, T = 1.0, and ν is varied from 1.0 to 1.0 × 10−3. From this table, one can find that the present LB model is more accurate than the traditional one in solving the Burgers’ equation. Finally, to test the convergence rate of present LB model, we also carried out some simulations, and measured the GREs under different lattice sizes. Based on the results shown in Fig. 3 where ν = 1.0 (1/τ = 0.8) and ν = 0.01 (1/τ = 1.97), we can conclude that the present LB model has a second-order convergence rate in space.

Fig. 2 Numerical and analytical solutions under different diffusion coefficients ((a) ν = 1.0, (b) ν = 1.0 × 10−2, (c) ν = 1.0 × 10−4, (d) ν = 1.0 × 10−6; solid lines: analytical results, symbols: numerical results).
Fig. 3 GREs of present LB model for Example 2 (Δx = 1/10, 1/20, 1/25, 1/40, 1/50, 1/80, 1/100), the slope of the inserted line is 2.0, which indicates the present LB model has a second-order convergence rate.
Table 3

GREs of two LB models for Example 2 (Δx = 0.01, T = 1.0).

.
4 Conclusions

In this paper, a new Cole-Hopf transformation based LB model is proposed for Burgers’ equation. Compared to some available LB models, the present LB model is more accurate since the difficulty and error caused by nonlinear convection term can be avoided. On the other hand, the present LB model is also more efficient since a linear equilibrium distribution function is adopted. In addition, the numerical results also show that the present LB model has a second-order convergence rate in space.

In the next work, we would consider the Cole-Hopf transformation based LB models for two and three-dimensional Burgers’ equations.

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