APPLICATIONS OF NONLINEAR SYSTEMS - FLOW IN PIPE NETWORKS

Pipe networks are used for water distribution systems and a variety of other Civil Engineering
applications. Interconnected pipes form a network, however the governing
equations are nonlinear. Consider the pipe network shown below:

1 Q13 3 Q34 4

Qin=1 Qout=1
5 Q23 6
Q12 Q24

Conservation of matter requires that the inflows and outflows balance at each node. Note that we
have arbitrarily assumed a flow direction in each pipe. A negative answer for the flow rate in any
particular pipe would indicate that the assumed direction was incorrect. Applying conservation at
nodes 1, 2, and 3 produce the following three equations:

1 Q 13 Q 12 = 0

Q 12 Q 23 Q 24 = 0
Q + Q Q = 0
13 23 34

Note that applying the conservation equation at node 4 would be of no benefit because that
equation would not be linearly independent of the other three.

A second principle of pipe flow analysis is that the energy loss around any closed loop must be
zero. We will introduce a friction factor, K, to quantify the energy loss in the pipe. The Darcy-
Weisbach formula for pipe friction gives this loss as:

8 fL
K=
2 gD 5

where f is a friction factor based on the pipe material,

L is the length of the pipe,
D is the diameter of the pipe, and
g is the acceleration of gravity.

The energy loss is quantified by KQ 2, thus introducing the nonlinearity into the analysis. For the
pipe system shown, K13 = 31.7, K12 = 96.8, K23 = 9.7, K34 = 31.7, and K24 = 442.0.

Writing the energy loss for loops 5 and 6 gives the required two additional equations:

K 13 Q13
2
+ K 12 Q12
2
+ K 23 Q 23
2
=0

K 23 Q 23 K 34 Q34 + K 24 Q 24 = 0
2 2 2

Note that the energy loss terms were introduced algebraically, carrying a plus sign if the pipe
flow direction coincided with the assumed loop flow direction and a minus sign if not.

6
First, we will rewrite these five equations in the required standard form:

f 1 (Q12 , Q13 , Q 23 , Q 24 , Q34 ) = Q13 Q12 + 1 = 0

f (Q , Q , Q , Q , Q ) = Q Q Q = 0
2 12 13 23 24 34 12 23 24

f 3 (Q12 , Q13 , Q 23 , Q 24 , Q34 ) = Q13 + Q 23 Q34 = 0

f (Q , Q , Q , Q , Q ) = K Q 2 + K Q 2 + K Q 2 = 0
4 12 13 23 24 34 13 13 12 12 23 23
f 5 (Q12 , Q13 , Q 23 , Q 24 , Q34 ) = K 23 Q 23
2
K 34 Q34
2
+ K 24 Q 24
2
=0

We can now form the Jacobian:

f 1 f 1 f 1 f 1 f 1
Q Q13 Q 23 Q 24 Q34
12
f 2 f 2 f 2 f 2 f 2
Q Q13 Q 23 Q 24 Q34
12
f f 3 f 3 f 3 f 3
[K ] = 3
Q12 Q13 Q 23 Q 24 Q34
f f 4 f 4 f 4 f 4
4
Q12 Q13 Q 23 Q 24 Q34
f 5 f 5 f 5 f 5 f 5

Q12 Q13 Q 23 Q 24 Q34

or, evaluating the partial derivatives:

1 1 0 0 0
1 0 1 1 0

[K ] = 0 1 1 0 1

12 Q12
2 K 2 K 13 Q13 2 K 23 Q 23 0 0
2 K 23 Q 23 2 K 34 Q 34
0 0 2 K 24 Q 24

where this [K] is based on the following form for {Q}:

Q12
Q
13
{Q} = Q 23
Q
24
Q34

We will now implement the Newton-Raphson solution using the following starting values for Q:

0.5
0.5

{Qi }= 0.4
0.1

0.9

7
Evaluating {F}:

0.5 0.5 + 1 0
0.5 0.4 0.1
0
{Fi }= 0.5 + 0.4 0.9 = 0
(31.7)(0.5)(0.5) + (96.8)(0.5)(0.5) + (9.7)(0.4)(0.4) 17.827

(9.7)(0.4)(0.4) (31.7)(0.9)(0.9) + (442.0)(0.1)(0.1) 22.809

Evaluating [K]:

1 1 0 0 0
1 0 1 1 0

[K ] = 0 1 1 0 1

2(96.8)(0.5) 2(31.7)(0.5) 2(9.7)(0.4) 0 0
2(9.7)(0.4) 2(442.0)(0.1) 2(31.7)(0.9)
0 0

1 1 0 0 0
1 0 1 1 0

[K ] = 0 1 1 0 1

96.8 31.7 7.76 0 0
0 7.76 88.4 57.06
0

Inverting [K] gives:

0.254586 0.032952 0.0212700.007360 0.000373

0.745414 0.032952 0.021270 0.007360 0.000373

[K ]
1
= 0.130713

0.545665 0.352213 0.006987 0.006173

0.385300 0.421833 0.373483 0.000373 0.006545
0.614700 0.578617 0.626517 0.000373 0.006545

We can now solve for Qi+1:

{Qi +1 } = [K 1 ]{Fi }+ {Qi }

0.254586 0.032952 0.021270 0.007360 0.000373 0 0.5

0.745414 0.032952
0.021270 0.007360 0.000373 0 0.5

= 0.130713 0.545665 0.352213 0.006987 0.006173 0 + 0.4

0.385300 0.421833 0.373483 0.000373 0.006545 17.827 0.1

0.614700 0.578617 0.626517 0.000373 0.006545 22.809 0.9

or

8
 0.377293 Q12
0.622707 Q
13
{Qi +1 } = 0.134643 = Q23
0.242650 Q
24
0.757350 Q34

These new Qi+1 values are then used as Qi for the next iteration. After four iterations the
solution converges to:

0.362004 Q12
0.637996 Q
13
{Q} = 0.149850 = Q23
0.212154 Q
24
0.787846 Q34