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FDM: Acknowledgement
It has been a great learning experience to prepare this lecture. I would like to take this opportunity to thank my supervisors: Professor G. Biswas Professor V. Buwa Professor Ruede
Major portion of this lecture has been prepared from the lecture notes of Professor G. Biswas.
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FDM: Outline
Partial Differential Equations
Discretization Elementary Finite Difference Quotients Taylor Series Expansion Truncation Error Feature of Finite Difference Equations Explicit and Implicit Finite Difference Method Error and Stability Analysis Fluid Flow Modeling Conservative Properties Transportive Properties
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derivatives Quasilinear Equations: Important subclass of nonlinear equations. A,B,C,D,E and F may be function of or its first derivatives Homogeneous: G=0 Parabolic Equation: B2 - 4AC = 0 Elliptic Equation: B2 4AC < 0 Hyperbolic Equation: B2 4AC > 0
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in time Laplace equation and Poisson Equation are elliptic Fluid flow problems have non-linear terms called advection and convection terms in momentum and energy equations respectively Unsteady 2-D problem represented as:
The equation is parabolic in time and elliptic in space
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boundary conditions Conservation equations to be applied within the domain No. of Boundary conditions required is order of highest derivative appearing in each independent variable Unsteady equations governed by a first derivative in time require initial condition to carry out the time integration Three types of spatial boundary conditions: Dirchlet Condition Neumann Condition Mixed Boundary Condition ______________________________________________________________________________
Finite Difference Methods Shipra Agarwal, IIT Bombay
FDM: Introduction
Basic philosophy: Replace derivatives of governing equations
and y direction x and y not necessarily uniform In some cases, numerical calculations performed on transformed computational plane having uniform spacing in transformed variables but non uniform spacing in physical plane Grid points identified by indices i and j in positive x and y direction respectively
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n-order accurate
Finite Difference Methods
Truncation error
Shipra Agarwal, IIT Bombay
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Backward Difference
Central Difference
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discretization:
n: conditions at time t i: grid point in spatial dimension Truncation Error (TE) = (t, (x)2)
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[A]u = F
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FDM: Consistency
A finite difference representation of a PDE is said to be
consistent if:
higher orders, TE vanishes as the mesh is refined However, for schemes where TE is (t/x), the scheme is not consistent unless mesh is refined in a manner such that t/x0 For the Dufort-Frankel differencing scheme (1953), if t/x does not tend to zero, a parabolic PDE may end up as a hyperbolic equation
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FDM: Convergence
A solution of the algebraic equations that approximate a PDE
is convergent if the approximate solution approaches the exact solution of the PDE for each value of the independent variable as the grid spacing tends to zero
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variable, u at all x at time t from initial conditions Since the equation contains only one unknown, (i.e. u at time t+t), it can be obtained directly from known values of u at t The solution takes the form of a marching procedure in steps of time
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terms of known quantities at n and unknown quantities at (n+1) The spatial differences on RHS are expressed in terms of averages between time level n and (n+1)
at grid point
i The eq. is written at all grid points resulting in a system of algebraic equations which can be solved simultaneously for u at all i at time level (n+1)
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where r = t/(x)2 On application of eq. at all grid points from i=1 to i=k+1 , the system of eqs. with boundary conditions u=A at x=0 and u=D at x=L can be expressed in the form of Ax = C
where The resulting system of linear equations is a function of five unknowns have to be solved at (n+1) time level. The method is very time consuming. Instead we use Alternating Direction Implicit (ADI) methods ______________________________________________________________________________
Finite Difference Methods Shipra Agarwal, IIT Bombay
For each j, a tridiagonal matrix can be formed for varying i index and values from i=2 to (imax-1) at (n+1/2) can be obtained.
Step II
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Now, for each i, another tridiagonal matrix can be formed for varying j index and values from j=2 to (jmax-1) at nth level can be obtained.
Implicit Method
Advantage: Stability maintained
algorithm
Disadvantage: For a given x,
matrix manipulations involved in the algorithm Due to larger t, truncation error is also larger
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accuracy Discretization Error = A D = Truncation error + error introduced due to the treatment of boundary condition Round-off Error = = N D N=+D will be referred to as error henceforth
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and time wise distribution is exponential in t. Since the difference is linear, behavior of one term of series is same as the series
I: unit complex number k: wave number
stability
will be stable is
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wave equations
we get
nonlinear system Burgers Equation: Includes time dependent, convective and diffusive term Here u: velocity : coefficient of viscosity : any property which can be transported or diffused Neglecting viscous term, remaining equation is a simple analog of Eulers equation
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Thus, the FDE analogous to inviscid part of the integral has preserved the conservative property For the non-conservative form of inviscid Burgers equation:
unconditionally unstable:
dominated flows
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the effect of perturbation is convected only in the direction of velocity Consider model Burgers equation in conservative form and a perturbation m = in for u>0, all other =0 Using FTCS, we find the transportive property to be violated On the contrary when an upwind scheme is used,
we get, where e is known as the numerical or artificial viscosity Considering u>0 and C<1 (due to CFL condition), e is always a nonzero positive quantity (so that the algorithm can work)
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where
with
Some amount of upwind effect is necessary to maintain transportive
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FDM: References
Prof. G. Biswass Lecture Notes Wikipedia http://www.mathematik.uni-dortmund.de
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THANK YOU
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APPENDIX
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Back Substitution:
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