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VNUJournalofScience,EarthSciences24(2008)5765

Stabilityofspatialinterpolationfunctionsinfiniteelement
onedimensionalkinematicwaverainfallrunoffmodels
LuongTuanAnh1,*,RolfLarsson2
1

ResearchCenterforHydrologyandWaterResources,
InstituteofHydrometeorologicalandEnvironmentalSciences
2WaterResourcesEngineeringDepartment,LundUniversity,Box118,S22100Lund,Sweden
Received27May2008;receivedinrevisedform5July2008

Abstract. This paper analyzes the stability of linear, lumped, quadratic, and cubic spatial
interpolationfunctionsinfiniteelementonedimensionalkinematicwaveschemesforsimulationof
rainfallrunoff processes. Galerkins residual method transforms the kinematic wave partial
differentialequationsintoasystemofordinarydifferentialequations.Thestabilityofthissystemis
analyzedusingthedefinitionofthenormofvectorsandmatrices.Thestabilityindex,orsingularity
ofthesystem,iscomputedbytheSingularValueDecompositionalgorithm.Theoscillationofthe
solution of the finite element onedimensional kinematic wave schemes results both from the
sources,andfromthemultiplicationoperatorofoscillation.Theresultsofcomputationexperiment
and analysis show the advantage and disadvantage of different types of spatial interpolation
functionswhenFEMisappliedforrainfallrunoffmodelingbykinematicwaveequations.
Keywords:Rainfallrunoff;Kinematicwave;Spatialinterpolationfunctions;Singularvaluedecomposition;
Stabilityindex.

1.Introduction1

berelaxedbyconsideringthetotalflowtobe
the result of the flow from many small plots
drainingintoafinenetworkofsmallchannels.
Theactualphysicalflowprocessesmaybe
quite complicated, but for practical purposes
there is nothing to be gained from
introducingcomplexityintothemodels.Asa
common way of getting optimal results, the
onedimensional kinematic wave models [2,
5, 8, 11] are often selected. These can be
solved by different methods, one ofwhich is
the finite element method (FEM) which is
analyzedinthispaper.
TheFEMmodelsarenormallyderivedby
the weighted residuals method, which is

The need for tools which have capability


ofsimulatinginfluenceofspatialdistribution
of rainfall and land use change on runoff
processes initiated the development of
hydrodynamic rainfallrunoff models [1, 8].
Oneofthebasicassumptionsforsuchmodels
regardstheexistenceofacontinuouslayerof
water moving over the whole surface of the
catchments.Althoughobservationsshowthat
such conditions are rare, the assumption can

_______
*Correspondingauthor.Tel.:844917357025.
Email:tanh@vkttv.edu.vn

57

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

58

based on the principle that the solution


residuals should be orthogonal to a set of
weightingfunctions[7]:

((h) f )Wi = 0 ,

where:
(h) = f :partialdifferentialequationofh;
h ai N i :estimatedsolution;
i

Wi:setofweightingfunctions;
Ni:functionsofspatialordinate;
ai :functionsoftime.
According to Peyret and Taylor [9], the
weighted residual method is a general and
effective technique for transforming partial
differential equations (PDE) into systems of
ordinary differential equations (ODE). When
hi , ai and Ni are functions defined on a
spatialinterval(element)themethodiscalled
FEM.Thespecialcaseofweightingfunctions
Wi = N i iscalledGalerkinsresidualFEMand
it is often used for solving onedimensional
kinematicwaverainfallrunoffmodels.
The numerical solutions of the finite
element schemes for overland flow and
groundwater flow in one dimensional
kinematic wave rainfallrunoff models may
often run into problems with stability and
accuracy due to oscillation of the solution.
The scheme may be considered stable when
smalldisturbancearenotallowedtogrowin
the numerical procedure. The reasons for
oscillation of the Galerkins FEM method for
kinematic wave equations have been
discussedbyJaberandMohtar[5].
Oneimportantfactorwhichinfluencesthe
stability characteristics of the method is the
choice of spatial interpolation function. Jaber
and Mohtar [5] used linear, lumped and
upwind schemes for spatial approximation
and the enhanced explicit scheme for
temporal discretization. They analyzed the
stabilityofdifferentschemesthroughFourier

analysis and concluded that the lumped


scheme is the most suitable for solution of
kinematicwaveequations.
Blandford et al [2] investigated linear,
quadratic, and cubic interpolation functions
for simulation of onedimensional kinematic
wave by FEM and found that quadratic
elementsproducedthemostaccuratesolution
when the implicit interaction procedure was
usedfortemporaldiscretization.
The results of these researches and the
mathematical implication of Galerkins FEM
show that the stability and accuracy of the
finiteelementschemesdoesnotonlydepend
onthetypeofspatialinterpolationfunctions,
but also on the temporal integration of the
system of ODE occurring when FEM is
applied for overland flow kinematic wave
andgroundwaterBoussinesqequations.
In the works cited above, the numerical
schemes have been based on equidistant
spatialelements.Inpracticalapplications,itis
often necessary to use elements of different
size, where the discretization reflects the
variationofphysicalpropertiesofthechannel
or the catchments being modeled. The main
purposeofthispaperistoanalyzetheeffects
of varying size of spatial elements on the
stability of the solution. Furthermore, the
originofinstabilitywillbediscussed.
In the analysis, the numerical stability of
the various schemes will be evaluated by
investigating associated matrices using the
Singular Value Decomposition (SVD)
algorithm. The following types of spatial
interpolation functions are investigated:
linear,lumped,quadratic,andcubic.

2. Finite element schemes for one


dimensionalkinematicwaveequations
The onedimensional kinematic wave

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

equations have been used for simulation of


the rainfallrunoff process in small and
average size river basins with steep slopes.
Theyhavebeenappliedinnumerousstudies
forhydrologicaldesign,floodforecastingetc.
[2, 3, 6, 8, 11, 12]. The onedimensional
kinematic wave equations are normally
writtenintheformofthecontinuityequation:
h q
+
= r(x, t) ,
t x

(1)

and the equation of motion for (quasi)


uniformflow:

q = h

(2)

where:h:flowdepth(m); q :unitwidthflow
(m2/s); r ( x, t ) :effectiverainfallorlateralflow
(m/s); = So1 / 2 / n ; = 5/3; n : Manning
roughnesscoefficient( m1/3 /s ); S o :thesurface
orbottomslopethatequalstofrictionslopein
thecaseofkinematicwaveapproximation; x :
spatialcoordinate(m);and t :time(s).
Equations(1)and(2)arepartialdifferential
equations which have no general analytical
solution.However,withgiveninitialcondition
h(t=0)andboundaryconditionh(x=0),numerical
solutions can be found. The kinematic wave
resultsfromthechangesinflowandsinceitis
unidirectional(fromupstreamtodownstream),
onlyoneboundaryconditionisrequired.
Principles of spatial discretization for the
onedimensional kinematic wave model
using the FEM method have been presented
byRossetal[11].Thesurfaceareaoftheriver
basin is divided in the crossflow direction
into strips. Each strip is then divided into
computational elements based on the
characteristics(e.g.slope)ofthebasinsothat
eachelementisapproximatelyhomogeneous.
For each computational element, the
variables h(x,t)and q(x,t)areapproximatedin
theform:

59

n
h(x,t) h = N i (x)hi (t);
i =1

(3)
n
q(x,t) q = N i (x)qi (t)
i =1
where: N i ( x) : space interpolation function
(shapefunctionorweightingfunction).
Itisnotedthattheexpressions(3)should
satisfy not only Equation (1) but also the
initialconditionandtheboundarycondition.
The
Galerkins
residual
method
normalizes the approximated error with
shapefunctionoverthesolutiondomain:
M dh
N i

i N i + qi
ri N i dx = 0 .(4)
dt
x

i =1

Theapproximation(3)combinedwiththe
integral (4) transforms the partial differential
Equation (1) into a system of ordinary
differentialequations,whichforeachelement
(4)takestheform:
(e)
(e)
(e) dh
A
(5)
+B q f
= 0 .
dt
For the linear scheme, the spatial
interpolationfunctionscanbedefinedas:
N1(x) = 1 y ,and N 2 (x) = y ,
where y = x / l ; l isthelengthoftheelement.
In this case, the matrices of Equation (5)
arewrittenas:
1 1 1
B (e ) =
;
2 1 1

l l
l
3 6

(e)
A =
; f = 2 r ( x, t )
l
l l


2
6 3
The lumped scheme [5] is based on the
spatial interpolation functions expressed in
theforms:
l
l

N *j 1 = 1 H s ; N *j = H s
2
2

TheheavysidefunctionH(x)isdefinedas:
H(x) = 0ifx < 0;
H(x) = 1ifx 0;
s:distancefromnodej1.
(e)

60

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

The matrices for the lumped scheme of


Equation(5)canbeestimatedintheform:
1 l 0
A (e) =

2 0 l
The matrix B (e ) and vector f ( e) remain
thesameaslinearscheme.
In the case of quadratic scheme [2], the
spatialinterpolationfunctionsare:

N1 = 1 3 y + 2 y 2 ;
N2 = 4 y 4 y2;
N3 = y + 2 y 2 .
The matrices for one element are defined
asfollowing:
l
l
2l
15 15 30
l
l
8l
;
A (e) =
15 15 15
l
2l
l
30 15 15
2
1
1
l

2
6
3
6

2
2l
2
; f ( e ) = r ( x, t )
B ( e ) =
0
3
3
3
2 1
1
l

6 3
6
2
For cubic scheme (one element, four
nodes), spatial interpolation functions can be
expressedintheforms:

N1 = 1 5.5 y + 9 y 2 4.5 y 3
N 2 = 9 y 22.5 y + 13.5 y
2

N 3 = 4.5 y + 18 y 2 13.5 y 3
N 4 = y 4.5 y 2 + 4.5 y 3
The matrices for one element are
integratedandarepresentedas:
33
3
19
8
l
l
l
105 l
560
140
1680
33
27
27
3

l
l

l
l
(e)
560
70
560
140

;
A =
27
27
33
3
l
l
140 l 560 l
70
560
19
3
33
8

l
l
l
l
140
560
105
1680

1
2
57

= 80
3
10
7

80

B(e)

57
80

7
l
8
80
3l
3


10 ; f (e) = 8 r ( x, t )
57
3l

8
80
l
1


8
2

3
10
81
80

81
0
80
3
57

10
80

For the whole domain containing the


elements,Equation(5)hastheform:
dh
A
+ Bq f = 0
(6)
dt
In the case of using lumped scheme,
matrices A; B and vector f for the domain
(strip)containingnelementscanbepresented
intheforms:

A=

l1
2

ll l2
+
2 2

l2 l3
+
2 2

l3 l4
+
2 2

l4 l5
+
2 2

l5 l6
+
0
2 2
.
.

ln2 ln1
+
2
2

ln1 ln
+
2 2

.
0

0 .

.
0

ln
2

B = 0

.
0

1
2

1
2

1
2

1
2

.
.

.
.
0

.
.
1
2

1
2

1
2

2
.
.

0
.
.

1
2
.
.

l1 r1

2
l r
l r
1 1

+ 2 2
2
2

l r
l 2 r2
+ 3 3

2
2

f =

l r l r
n 1 n 1 + n n

2
2

l n rn

= Cr

1
2

1
2

.
0

2
1
2

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

Foroverlandflow,thesystemofordinary
differential equations (6), can be written in
theform:
A

dh
+ Bq Cr = 0 ,
dt

(7)

where: C:sparsematrixcontainingthesizeof
elements;r:vectorofeffectiverainfall.
The solution of Equation (7) can be
obtained by various numerical methods, one
ofwhichisthestandardRungeKuttamethod
and Successive Linear Interpolation for
solutionofODEwithboundaries[4,10].
In order to analyze how the stability and
accuracyofthesolutionschemesdependson
the choice of spatial interpolation functions,
equation (7) has been transformed into a
systemoflinearalgebraicequations:
Ax = y ,
(8)
h
= x :unknownvector;
where:
t
y = Cr Bq :givenvectorforexplicit
temporal differential scheme and estimated
vectorforimplicitinteractiveschemeforeach
timestep.

3.Stabilityanderroranalysis
In order to evaluate the stability of
various finite element schemes, the Singular
ValueDecomposition(SVD)algorithmwillbe
applied. It will be introduced and described
below together with the definition of some
essentialvectorandmatrixconcepts:
(i)AccordingtotheSVDalgorithm[4.10],
the matrix A (mm) can be expressed in the
form:
(9)
A = UV T ,
where U, V: square orthogonal matrices
(mm), :diagonalmatrixwith ii 0 called
singularvaluesofmatrixA.
(ii)Thenormofthevectorxisdefinedas:

x = (x T x)1 / 2

(10)

61

(iii) The norm of the matrix A is defined


as the maximum coefficient of extension and
canbeexpressedas:
A = U V T U V T = = max (11)
ThephysicalimplicationofEquation(8)is
thatonevector,x,inlinearspaceistransformed
by A into another vector, y. This
transformation takes three different forms:
extension,compression,andturning.
The stability index, or singularity of the
matrix A, can be defined as the ratio of
maximumextensioncapacityovertheminimum
compressioncapacity,expressedas[4]:
U V T x

Ax

Cond( A) =

max
x x

Ax

min
x x

max
x

x
U V T x

min
x

= max ,(12)
min

where max , min : maximum and minimum


singularvaluesofArespectively.
Now,inordertostudythestabilityofthe
solution scheme, a disturbance (oscillation)
y is introduced. This results in a
corresponding disturbance (oscillation) x in
the solution. The system of linear algebraic
equations (8) with and without oscillation
becomes:
Ax = y y A x = max x (13)

A(x + x) = y + y y min x ,
where: x , y : oscillation vector of solution
andoscillationvectoroferrorsrespectively.
Thismeansthat:
x
y
Cond ( A)
(14)
x
y
The relationship (14) shows that the
stabilityofthesolutionofsystem(8)depends
on the stability index of the matrix A with a
high value of the index indicating lower
stability.Therelationship(14)alsomeansthat
the stability index (or singularity of A) may
be considered as the multiplication of
oscillationy:

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

y = Cr Bq .

(15)

The upper limit of oscillation (15) can be


estimated by applying the definition of the
normofvectorsandmatrices:
y = Cr Bq
(16)
C
B
Cr + Bq max
r + max
q
B
where: max
: maximum singular value of
C
: maximum singular value of
matrix B; max

matrixC.
Expression (16) shows that the source of
oscillation include oscillation in the source
termr(effectiverainfall)aswellasoscillation
intheadvectiontermaccumulatedduringthe
computation process. The upper limits of
these oscillations depend on the chosen
spatial interpolation function, and they are
related with the structure of the matrices B
and C respectively. These values will be
computed and the results will be discussed
below for the selected types of interpolation
functions.
The solution of the system (8) normally
requires to inverse matrix A [5, 12]. We can
show that the singularity of the (square)
matrixAhasthesamevalueasthesingularity
oftheinversematrixA1byusingEquation(9):
1

'T

A = U V .
(18)
The decompositions (9) and (18) are
'

'

Inordertoverifythemethodology,some
basic investigations are made for different
types of interpolation schemes in section 4.1.
In section 4.2, the effect of using elements of
various lengths is investigated. Finally, in
section4.3,theinfluenceofdifferentdisturbance
sourcesisanalyzed.
4.1.Stabilityindexofmatrix Afordifferenttypes
ofspatialinterpolationfunctions
Now we assume that the studied strip of
surface area is divided into elements of
(equal) unit length. The index of stability of
matrix A has been computed for various
numbers of elements for each type of
interpolation function. The results of the
computationsarepresentedinFig.1.
12.0
Linear
Quadratic
Cubic
Lumped

10.0

8.0

6.0

4.0

A = V U .
(17)
ApplicationofSingularValueDecomposition
ofA-1gives:
1

4.Numericalexperiments

Cond(A)

62

almost unique [10]. It means that 1 = ' ,


and:

Cond ( A) = max = Cond ( A1 ) =


min
=(

min

) /(

max

(19)

The relationships (14) and (19) show that


the stability and accuracy of solution of
system (8) are directly related with the
singularityofthehardmatrixA.

2.0

0.0
1

4
Elements

Fig.1.ThechangeofstabilityindexofmatrixA.

Thenumericalexperimentsshowthatthe
indexofstabilityisvirtuallyconstantforeach
type of interpolation scheme when the
numberofelementsistwoorhigher.Itisalso
clearthatthelumpedschemegivesthelowest
value of stability index, while linear,
quadratic and cubic schemes give 2, 3 and 4
times higher values respectively. In
conclusion, the lumped scheme has the

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

highest order of stability among the four


studiednumericalschemes.
The results of numerical experiments
presentedaboveagreewellwiththeresultsof
analytical Fourier stability analysis for
consistent (linear) and lumped schemes that
havebeenpresentedintheworkbyJaberand
Mohtar[5].
4.2.Theimpactoffiniteelementapproximations
Numerical experiments have been
conducted in order to assess the effect of
element size on stability of the four finite
element schemes: linear, lumped, quadratic
and cubic. The calculations have been made
for a strip of 1000 m length, which has been
approximated by two elements. The lengths
of the two elements have been chosen
according to three different options, with
more or less asymmetric proportions: option
1withproportions1:1,option2withproportions
1:9,andoption3withproportions1:99.
The stability index of matrix A and the
maximum extension capacity of errors of
matrices B and C have been computed and
are shown in Table 1. The results show that
the stability of the finite element one
dimensional kinematic wave schemes does
not only depend on the type of spatial
interpolationfunction,butalsoonthespatial
discretization of the surface strip considered.
For all four interpolation schemes, the lower
thestabilityis,themoredisproportionatethe
elements are. At the same time for all three
options, each with different geometric
proportions,thestabilityishigherforlumped
and linear schemes than that for quadratic
andcubicschemes.
Another conclusion is that there are two
main causes for oscillation of the solution.
One is the oscillation sources, and the other
one is the multiplication operator.

63

Furthermore,itshouldbepointedoutthatthe
efficiency of the algorithm is an important
aspect with regards to the choice of
interpolationschemeforpracticalapplications.
The linear and lumped schemes require n+1
equations,whilequadraticandcubicschemes
require 2n+1and 3n+1equationsrespectively
forsolvingaproblemwithnelements.
Table1.StabilityindexofmatrixA
andmaximumcoefficientofoscillation
Casesof

study
B
Option1 max

max

Option2

Option3

0.866

Lum Quad
Cubic
ped ratic
0.866 1.29 1.67

404.5

404.5 334.2 198.7

Linear

Cond(A) 3.73
B
0.866

max

2.00 5.83
0.866 1.29

max

452.8 618.5 355.8

452.8

8.13
1.67

Cond(A) 14.6
B
0.866

max

10.0 41.2
0.866 1.29

63.1
1.67

max

495.0

495.0 680.3 391.3

Cond(A) 149.6

100.0 448.8 688.6

4.3. The upper limit of oscillation sources for


differenttypesofspatialinterpolationfunctions
Iftheoscillationoccurringatagiventime
step are supposed to be equal for different
types of spatial functions, then the upper
limit of source of oscillation will be related
with the maximum singular values of
matrices B and C. The structure of these
matrices is depended on the type of
interpolation functions. The maximum
singular values of B and C for unit elements
of equal length have been computedand are
presentedinTable2.
The results show that for advection
oscillation, both the linear and the lumped
schemes give values that are nearly
independent of the number of elements,
whilethequadraticandcubicschemesexhibit

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

64

increasing values for increasing number of


elements (see Fig. 2). The experiment also
shows that linear and lumped schemes have
the same source of oscillation. They can also
control the advection oscillation better than
quadratic and cubic ones. However, the
oscillation of effective rainfall component is
better controlled by quadratic and cubic
schemesthanbylumpedandlinearones.
Table2.Maximumcoefficientsofsourceofoscillation
Numberof Para
Lum Quad
Linear
Cubic
elements meters
ped ratic
B
1
1.0
1.16 1.55
1.0
max
C

max

0.500

0.500 0.667 0.375


0.866 1.29

B
max

0.866

C
max

0.809

0.809 0.689 0.398

B
max

1.0

1.0

C
max

0.901

0.901 0.689 0.398

B
max

0.951

0.951 1.34

C
max

0.940

0.940 0.689 0.398

B
max

1.0

1.0

C
max

0.960

0.960 0.689 0.398

B
max

0.975

0.975 1.35

C
max

0.971

0.971 0.689 0.398

B
max

1.0

1.0

C
max

0.978

0.978 0.689 0.398

2
3

6
7

1.33

1.35

1.35

1.67
1.71
1.73
1.74
1.75
1.75

Max. extension capacity

2.0

1.5

1.0

Lumped/Linear

0.5

Quadratic
Cubic
0.0
1

4
Elements

Fig.2.Thechangeofmaximumextensioncapacity
ofmatrixB.

5.Conclusions
This paper analyses the sources and
causes of oscillation of solutions for finite
element one dimensional rainfallrunoff
models when different types of spatial
interpolation functions is applied for
overland flow kinematic wave simulation. It
doessobyapplyingthedefinitionofnormof
vectors and matrices and the Singular Value
Decomposition(SVD)algorithm.
Thestructureofmatrix A,whichcontains
sizes of the finite elements, is related to the
typeofspatialinterpolationfunctionwhichis
applied. From the above presented results
and discussions, itcan be concludedthat the
stability index or singularity of matrix A can
beconsideredasaneffectofmultiplicationof
oscillation occurring during computation
process. It will affect the stability and
accuracyofthesolutionoffiniteelementone
dimensional kinematic wave schemes, and it
is actually one of the main causes of
oscillationofsolutions.
The results of computation experiment
show the advantage and disadvantage of
different types of spatial interpolation
functions when FEM is applied for rainfall
runoff kinematic wave models. If the reason
for growing oscillation is seen as the most
important criterion for assessing stability of
numerical schemes, the lumped and linear
schemes have higher order of stability than
the quadratic and cubic schemes. However,
whenthelumpedschemeisused,thematrix
A becomes a diagonal matrix and then the
algorithmismoreefficientthanallotherthree
typesofschemes.
The results also show that the finite
element onedimensional kinematic wave
schemes can be improved by choosing the
most suitable spatial interpolation function
fordecreasingthesingularityofmatrixAand

LuongTuanAnh,RolfLarsson/VNUJournalofScience,EarthSciences24(2008)5765

minimizethesourceofoscillation.Thespatial
interpolationfunctionsofhigherorderdonot
always give improved results when finite
element method is used for kinematic wave
rainfallrunoffmodels.

[6]

[7]

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