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Lecture 22:
Higher-Order Schemes (Contd)
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Last Time
We were looking steady and unsteady convection:
Looked at Lax-Wendroff scheme and the
consequences of dispersion
Started looking at higher-order schemes for the steady
convection operator
Upwind-weighted schemes
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This Time
We will
Complete looking at upwind-weighted schemes
Look at how to stabilize unstable higher-order
schemes
Look at implementation issues
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Second-Order Schemes
Taylor series about P
Truncate Taylor series after second term:
Gradient must be written to at least O(Ax)
Fromm Scheme: write gradient as central difference
Beam-Warming: write gradient as backward difference
Truncation error : O(Ax
2
)
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Gradient Term in Beam-Warming Scheme
Second-order scheme:
Write gradient as:
Combining:
Truncation error : O(Ax)
Basis of Beam-Warming
scheme
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Beam-Warming Scheme Model Equation
Start with
Integrate over CV, use explicit scheme
Use face values based on:
Rearrange to obtain
( )
0
0 0 0
3 1
2 0
2 2
P P
P W WW
u
t x
| |
| | |

| |
+ + =
|
A A
\ .
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BW Model Equation (Contd)
Main steps
For time term, expand |
P
in terms of |
0
P
Expand |
0
W
and |
0
WW
in terms of |
0
P
Substitute in discrete BW equation to obtain:
We would like to get this into the form:
(1)
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BW Model Equation (Contd)
Hint
Want to eliminate |
tt
in favor of u
2
|
xx
in Eq. (1)
Differentiate Eq (1) wrt x
Also differentiate Eq. (1) wrt t
Manipulate to get rid of |
tt
in Eq. (1)
End result:
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Stabilized Beam-Warming Scheme
Start with
Use face values based for convective term
Second order artificial diffusion term
Rearrange to obtain
Second-order
artificial
diffusion term
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Time Marching with Beam-Warming
Scheme
We see the usual dispersive behavior smooth
profiles are convected relatively well, but square
profile picks up wiggles
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Discussion
First-order UDS is dissipative
CDS is dispersive
unconditionally unstable in conjunction with explicit
stepping
Other symmetric schemes are also dispersive and
unconditionally unstable when used with explicit time
stepping schemes
Higher-order upwind-weighted schemes must be
stabilized if used with explicit stepping schemes
Also dispersive
Must do something to control wiggles
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Added Dissipation Schemes
We saw that the artificial dissipation in the UDS
scheme stabilized it when used with explicit time
stepping
Some researchers have added an explicit diffusion
term to mimic this effect.
Want to keep truncation error O(Ax
2
) if using second-
order schemes.
Add to original PDE an extra fourth-order diffusion
term:
4
3
4
(constant) x
x
| c
A
c
Note that artificial term is O(Ax
3
)
preserves O(Ax
2
) error
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Added-Dissipation Schemes
Corresponding face value for CDS is
Near shocks and discontinuities, need to add more
dissipation. Usually a second-order dissipation term is
necessary:
2
2
2
(constant) x
x
| c
A
c
Destroys second-order
accuracy of scheme
reduces to first-order near
shocks
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Added-Dissipation Schemes
Corresponding face value for CDS is:
How to detect shocks to turn on second-order
dissipation?
How to choose c
(2)
and c
(4)
?
From second-order
dissipation term O(Ax)
From fourth-order
dissipation term
O(Ax
2
)
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Implementation Issues
Higher order schemes lead to loss of diagonal
dominance
Easiest way to implement higher order schemes is by
deferred corrections
Any higher-order scheme can be written as
Put starred terms in b
Coefficient matrix contains upwind coefficients
( )
( )
,
*
HO
*
,
HO e
Upwind HO Upwind
HO e P P
| | | |
| | | |
= +
= +
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Implementation (Contd)
For QUICK scheme, for example, the face convective
flux is given by:
Need to iterate just like in non-linear problems
Upwind
QUICK - Upwind
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Discrete Equation
Here
Note extra flow
rate term in a
P
* * * *
, , , , c P e ho e w ho w n ho n s ho s
b S V F F F F | | | | = A A + A A + A
Higher-order contribution
needs iteration
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Closure
In this lecture, we looked at
how to stabilize higher order schemes if using an
explicit scheme (Beam Warming, for example)
added dissipation schemes as a way of stabilizing
explicit schemes
Implementation issues