Earth 661: Analytical Methods In Mathematical Geology

Chapter 10: Solution of partial differential equations (PDEs) using Hankel transforms
E.A. Sudicky and C.J. Neville Last update: 2007/March/07 Overview Hankel transforms have kernels that are Bessel functions, and are sometimes referred to as Bessel transforms. Bessel functions are solutions of Bessels equation: x2 d2y dy + x + ( 2 x 2 2 ) y = 0 2 dx dx

where and are parameters. Solutions that are cast in terms of Bessel functions arise frequently in boundary-value problems that involve radial and cylindrical coordinates. The classic example is the problem of transient radial flow to a well. The governing equation for transient radial flow is:
2 s 1 s s S =T 2 + t r r r

If we apply the Laplace transform with respect to time and rearrange we obtain: r2 d 2s ds S 2 +r r ps s ( r , 0 ) 2 =0 dr dr T

This is the form of the Bessel equation as written above. As in case of Fourier transforms, there are a variety of Hankel transforms for semi-infinite ( r > 0 ) and bounded domains ( 0 < r < r0 ). We will consider four Hankel transforms: 1. Half-line: 0 < r < ; 2. Modified half-line: r0 r < , Type I boundary condition at r0 ; 3. Finite a) 0 r r0 , Type I boundary condition at r0 , n = 0 ; and 4. Finite b) 0 r r0 , Type III boundary condition at r0 , n = 0 .

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10.1 Hankel Transform on the half-line: r > 0, H n [

The Hankel Transform on the half-line: r > 0, Hn [ ] is defined as:

]
(10.1)

H n f ( r ) = f ( r ) rJ n ( r ) dr = f ( )
0

where n can have a value of 0, 1, 2, .

Jn is the Bessel function of first-kind, order n. An example is plotted below [J0(x)]:

Operational Property:
d 2 f 1 df n 2 H n 2 + 2 f = 2 f ( ) dr r dr r

; n = 0,1, 2,...

(10.2)

Application of this Hankel transform assumes that lim f ( r ) = 0 or lim

df = 0 , much like the r r dr Fourier transformation on the half-line. A common situation that arises is n = 0 .

Inversion Formulae:
1 Hn f ( ) = f ( r ) = f ( ) J n ( r ) dr 1 Hn f ( ) = f ( r ) = f ( ) J 0 ( r ) dr
0 0

;n>0 ;n=0

(10.3) (10.4)

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Example: Radial flow to a well with an infinitesimal diameter (Theis problem) Let us develop the Greens function by specifying instantaneous pumping at t = t ' .
S

2 s 1 s s =T 2 + + Q * ( r 0 ) ( t t ') t r r r
s T t S

or

2 s 1 s Q * ( r 0 ) ( t t ') = 0 2+ r r 2 rS r

; 0<r

(10.5)

The initial and boundary conditions are:

s ( r, 0) = 0

(10.6a) (10.6b)

s ( , t ) ,

s ( , t ) = 0 r

Applying the Hankel transform to (10.5) (we have n = 0 ): H 0 s ( r , t ) = s ( , t ) = s ( r , t ) rJ 0 ( r ) dr

0

ds s H = s ( r , t ) rJ 0 ( r ) dr = dt t t 0

; because we have transformed-out r

ds T 2 Q* 1 + s ( t t ') ( r 0 ) rJ 0 ( r ) dr = 0 dt S r 2 S 0

Making use of the fact that J 0 ( 0 ) = 1 this reduces to:

ds T 2 Q* + s ( t t ') = 0 dt S 2 S
We must also transform the initial conditions (10.6a):
s ( , 0 ) = 0

(10.7)

(10.8)

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Equation (10.7) is a linear, first-order non-homogeneous ODE. The transformed governing equation may be solved using an integrating factor approach: Letting:
T 2 S Q* ( t t ') h (t ) = 2 S a1 ( ) =
t p ( t ) = EXP a1 ( ) d T = EXP 2t S

s (t ) =

1 p ( ) h ( ) d p (t )
1 T Q* EXP 2 ( t ' ) d S 2 S T 2 EXP t S
t

Q* 1 T EXP 2t ' T 2 S S EXP 2t S Q* T T EXP 2t EXP 2t ' 2 S S S

s (t ) =

Q* T EXP ( t t ') 2 S 2 S

(10.9)

We must now invert s to get s ( r , t ) using the inversion formula with n = 0 :

Q* T s ( r, t ) = EXP 2 ( t t ') J 0 ( r ) d 2 S 0 S
The above integral can be evaluated using:

(10.10)

r2 1 EXP { } J 0 ( r ) d = EXP 2 4 0
2

; >0

(10.11)

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Hence with

T ( t t ') we obtain: S
(10.12)

s ( r, t ) =

Q* 1 r 2S EXP 4 T ( t t ') 4T ( t t ' )

Equation (10.12) is the same as the solution for the Greens function for a well that is pumped for an instant that was derived using the Fourier exponential transform. To obtain the solution of the case of a well that is pumped continuously, we integrate with respect to t ' : Q s ( r, t ) = 4 T 1 r 2S EXP dt ' t t ') 4T ( t t ' ) 0 (
t

(10.13)

Using the result obtained previously: s ( r, t ) = Q W (u ) 4 T

1 u e du u r2S

(10.14)

where W ( u ) =

4Tt

As expected, we have recovered the Theis solution.

Additional information on the Hankel transform

Various properties of H 0 [

] and inversion formula are given in Churchill (1972; Table 4,

p. 436). This information is included in the appendix to the course notes on Hankel transforms. Inverse Hankel transforms on the half-line for order zero have been tabulated extensively. For example, a comprehensive list is tabulated in Oberhettinger (1972).

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10.2 Hankel Transform with Type I boundary condition at r = r0, r0 r

The Hankel Transform with Type I boundary condition at r = r0, r0 r is defined as:
H f ( r ) = f ( ) = r J 0 ( r ) Y0 ( r0 ) Yo ( r ) J 0 ( r0 ) f ( r ) dr
r0

(10.15)

where Y0 = Bessels function of second kind and zero order.

Operational Property:

d 2 f 1 df 2 H 2 + = 2 f f r dr dr

(10.16)
r = r0

Application of this transform assumes that lim f ( r ) = 0 or lim

r r

df = 0. dr

Inversion Formula:
J 0 ( r ) Y0 ( r0 ) Yo ( r ) J 0 ( r0 ) f d H f = f r = ( ) ( ) ( ) 2 2 0 J 0 ( r0 ) + Y0 ( r0 )
1

(10.17)

Useful integrals:

A useful integral sometimes encountered in working with H[ ] for Type I boundary conditions is (Gradshteyn and Ryzhik page 679 # 6.542):

J 0 ( r ) Y0 ( r0 ) Yo ( r ) J 0 ( r0 ) d = 2 2 2 J 0 ( r0 ) + Y0 ( r0 )

(10.18)

If we compare this integral with the inversion formula, we see that it is identical to the result:

1 H 1 2 = 2

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Another useful integral is:

2 J 0 ( r ) Y0 ( r0 ) Yo ( r ) J 0 ( r0 ) d = K 0 ( qr ) 2 2 2 2 K 0 ( qr0 ) 0 q + J 0 ( r0 ) + Y0 ( r0 )

(10.19)

where K 0 = modified Bessel function of 2nd-kind and zero order. If we compare this integral with the inversion formula, we see that it is identical to the result: K ( qr ) 1 H 1 2 = 0 2 K 0 ( qr0 ) q + A third useful integral is (Gradshteyn and Ryzhik page 718 6.633 # 5):
2 2 1 (r + r ' ) rr ' exp { } J 0 ( r ) J 0 ( r ' ) d = exp I0 2 4 2 0 2

(10.20)

where I 0 = modified Bessel function of 1st-kind and zero order. Finally, a useful derivative is: d 2 = J 0 ( r ) Y0 ( r0 ) Yo ( r ) J 0 ( r0 ) r0 dr r = r0 (10.21)

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Example: Response of a finite-diameter well to an instantaneous charge of water (the slug test) Cooper et al. (1967) developed a classic solution for a slug test in a well that has a finite diameter. The solution is applicable for rising or falling head conditions. The conceptual model for a falling-head test is illustrated below. In this case the water level in the well is increased suddenly and then decline back to static conditions is interpreted to estimate the transmissivity of the formation.

Governing equation for the head in the aquifer

h ' T 2 h ' 1 h ' + =0 t S r 2 r r

; rs r

(10.22)

where: T = Kb S = Ssb with: T = transmissivity; S = storativity; K = aquifer hydraulic conductivity; Ss = specific storage; and b = aquifer thickness.

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The boundary and initial conditions for the aquifer are:

h ' ( rs , t ) = h ( t ) h ' ( , t ) = 0 h ' ( r, 0) = 0

; inner boundary condition at well (or h ' ( , t ) = 0 ) r ; outside boundary condition ; initial conditions

(10.23a) (10.23b) (10.23c)

where h(t) = head in well with respect to datum (static water level). Governing equation for the water level in the well Total Inflow = change in water stored in wellbore 2 rs K h ' h ' dh b = 2 rsT = rc2 r r = rs r r = rs dt (10.24)

h ( 0) = H 0

(10.25)

Applying the Hankel transform for rs r and Type I boundary condition to the governing equation for flow in the aquifer (10.22):
h ' ( , t ) = r J 0 ( r ) Y0 ( rs ) Yo ( r ) J 0 ( rs ) h ' ( r , t ) dr
rs

yields: dh ' T 2 2T + h '+ h (t ) = 0 S dt S We must also apply H [ (10.26)

] to initial conditions (10.23a):

(10.27)

H h ' ( r, 0 ) = h ' ( , 0 ) = 0

To facilitate deriving a solution for the head in the well, h ( t ) , we will also take the Laplace transform of the head in the well: h ' ( , p ) = h ' ( , t ) e pt dt
0

(10.28)

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This results in:

ph ' h ' ( , 0 )
or
h' =

0 from (9.11)

T 2T h =0 + 2 h '+ S S
(10.29)

2T 1 h T S p + 2 S

Applying the inverse Hankel transform to h ' ( , p ) : h ' ( r , p ) = ( , r ) h ' ( , p ) d

0

(10.30)

J 0 ( r ) Y0 ( rs ) Yo ( r ) J 0 ( rs ) where ( , r ) = 2 2 J 0 ( rs ) + Y0 ( rs )

Substituting (10.29) into (10.30) yields: h ' ( r, p ) = 2T h ( , r ) d T 2 S 0 p+ a S 2 d = h ( , r ) 2 q + a2 0

(10.31)

where q 2 =

pS . T

To simplify matters, let us make use of the integral (10.19):

( , r ) q
0

+a

d =

K 0 ( qr ) K 0 ( qrs )

Hence: h ' ( r, p ) = h K 0 ( qr ) K 0 ( qrs ) (10.32)

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We now have a relation between the Laplace-transformed head in the aquifer and the Laplacetransformed head in the well. Let us now return to the equation for the well (10.12) and take its Laplace transform:

2 rsT

= H 0 from (9.10) dh ' = rc2 ph rc2 h ( 0 ) dr r = r

s

or

h=

H 0 2rsT h ' + p rc2 p r r = r

(10.33)

In equation (10.33), we need the gradient K ( qr ) dh ' = q 1 s h dr r = r K 0 ( qrs )

s

h ' at r = rs . We can get it from (10.32): r (10.34)

Here we made use of the derivative

K 0 ( qr ) = qK1 ( qr ) r

(10.35)

Substituting (10.34) into (10.33) yields: h= K ( qr ) H 0 2rsT 2 q 1 s h p rc p K 0 ( qrs )

h= H0 p 2rsT K1 ( qrs ) q rc2 p K 0 ( qrs )
rs K 0 ( qrs )

or

1+

SH 0 T

2r 2 S q rs qK 0 ( qrs ) + s2 K1 ( qrs ) rc (10.36)

h=

rs K 0 ( qrs ) SH 0 T q rs qK 0 ( qrs ) + 2 K1 ( qrs )

where =

rs2 S . rc2

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Equation (10.36) is the Laplace transformed solution for the head in the well, which must now be inverted: h = h ( t ) = L1 rs K 0 ( qrs ) SH 0 1 L T rs qK 0 ( qrs ) + 2 K1 ( qrs ) q pS ]: T (10.37)

We need the following inverse from Carslaw and Jaeger (1979) [recall that q 2 = 8T rs K 0 ( qrs ) Tt 2 du L1 = 2 exp 2 u rs S u ( u ) rs qK 0 ( qrs ) + 2 K1 ( qrs ) q S 0 where ( u ) = uJ 0 ( u ) 2 J1 ( u ) + uY0 ( u ) 2 Y1 ( u ) . Hence we obtain:
h (t ) = 8 H 0

2 2

u exp r S
0 2 s

Tt

du u ( u )

(10.38)

The above is the solution derived by Cooper et al, 1967. They give type curves based on (10.38). S , where is the water density, is the compressibility of water and g is If we let = gb the gravitational constant, then equation (10.38) applies for a pulse-type shut-in test (Bredehoeft and Papadopulos, 1980).

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Alternative solution approach using the Laplace transform

It should be noted that we could have solved the slug-test problem using only the Laplace transform. For example, applying the Laplace transform to (10.22) yields:
ph ' T d 2 h ' 1 dh ' + =0 S dr 2 r dr

or

d 2 h ' 1 dh ' 2 + q h '=0 dr 2 r dr pS and h ' = L h ( r , t ) . T

where q 2 =

The Laplace-transformed governing equation is a second-order ODE that has the following general solution:
h ' = AI 0 ( qr ) + BK 0 ( qr )

where: I0 = modified Bessel function I of order zero; and K0 = modified Bessel function K of order zero. Now, since h ' ( , p ) = 0 , I 0 ( qr ) as r , we have A = 0 . Therefore:
h ' ( rs , p ) = h ( p ) yields B =

h K 0 ( qrs )

The final Laplace-transform solution becomes: h'=h K 0 ( qr ) as before. K 0 ( qrs )

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10.3 Finite transform in the interval 0 < r r0 with Type I boundary condition at r = r0, n = 0 case
The finite transform in the interval 0 < r r0 with Type I boundary condition at r = r0, and n = 0 is defined as:
H0 j f ( r ) = f ( j ) = f ( r ) rJ 0 ( j r ) dr
0 r0

; j = 1, 2,..., discrete

(10.39)

Operational Property:
d 2 f 1 df 2 H0 j 2 + = j f ( j ) + j J1 ( j r0 ) f r dr dr
r 0

r = r0

(10.40)

Application of this transform assumes that lim f ( r ) = finite .

Inversion Formula:

2 H 01 j f ( j ) = f ( r ) = 2 ro

f ( ) J ( r ) J ( r)

j j =1
2 1 0

; 0 < r r0

(10.41)

j 0

where j are the roots of J 0 ( r0 ) = 0 , j = 1, 2,..., (is a Fourier-Bessel series).

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10.4 Finite Hankel transform in the interval 0 r r0 with Type III boundary condition at r = r0, n = 0 case
The finite Hankel transform in the interval 0 r r0 with Type III boundary condition at r = r0, and n = 0 is defined as:
H f ( r ) = f ( j ) = f ( r ) rJ 0 ( j r ) dr
* 0j 0

r0

; j = 1, 2,...

(10.42)

Operational Property:
2 1 df * d f + = j2 f + j J 0 ( j r0 ) hf H0 j 2 r dr dr

r = r0

df dr

r = r0

; with h 0

(10.43)

It should be noted that if h = 0 , then 1 = 0, J 0 ( 0 ) = 1 and the first term in the inversion formula

( j = 1)

will be

f ( 0) . If we set h = 0, then you pick up the 2nd-type boundary condition. 2 r0

Inversion Formula:

*1 0j

2 f ( j ) = f ( r ) = 2 r0

j =1

j2 f ( j ) J 0 ( j r )
2 j

2 + h2 J 0 ( j r0 )

(10.44)

where j are the positive roots of hJ 0 ( r ) J1 ( r ) = 0 , j = 1, 2,... .

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