b
)e3t-(unnin# cha(acte(istic
$e#ion 8 8n3luenced b*
5oint p
-$e#ion o3 in3luence-
c
$e#ion in3luenced b*
5oint c
$i#ht-(unnin# cha(acte(istic
x
Iyper&olic EAuations
+2>*>D.
ha(acte(istic su(3ace
"
8nitial data in the "7
5lane u5on which p
de5ends
=olume which in3luences
5oint p
=olume
in3luenced b* 5oint p
x
7
>ara&olic EAuations
6 Enly one characteristic direction$
6 <a(chin#-t*5e solutions
" "ounda(* conditions -nown
c d
8nitial data line
a $e#ion in3luenced b*
6 )oundary conditions
a b x
6 A s5eci3ication o3 the de5endent ,a(iables alon# the bounda(*. Diric!let condition
6 A specification o3 de(i,ati,es o3 the de5endent ,a(iables alon# the bounda(*. $eumann
condition
6 A mi2 o3 both Diric!let and $eumann conditions.
2.2 *he Dynamic Le,els o( ApproCimation
2.2.0 In,iscid Flow %odel: Euler EAuations
Steady in,iscid supersonic (lows
'a,e eAuation
2.2.2 >ara&oli?ed @a,ier.Stokes EAuations$ )oundary
Layer ApproCimation
+nsteady thermal conduction
)oundary.layer (lows
>ara&oli?ed ,iscous (lows
2.2.# >otential Flow %odel$ Incompressi&le Fluid Flow
%odel
Ph*sical 5ictu(e consistent with the beha,io( o3 elli5tic e9uations
>otential Flow: 'tead*> subsonic> in,iscid 3low
:low o,e( an ai(3oil
Incompressi&le Fluid Flow: the <ach numbe( 8 , V/c 0
:low o,e( a c*linde( c*linde(
Discreti?ation techniAues route map
P;:s R '*stem o3 all#eb(aic e9uations
:inite ;i33e(ence
<ethod +:;<.
:inite 1lement
<ethod +:1<.
:inite =olume
<ethod +:=<.
:ou(ie( 0
"asic de(i,ations
'5ect(al <ethod
;isc(etiDation e((o(s
&ime inte#(ation
8nitial ,alue 5(oblem
&*5es o3 solutions: 125licit
and im5licit
'tabilit* anal*sis
8te(ati,e methods
"ounda(* ,alue 5(oblem
8.=.K".=. 5(oblem
2 Finite Di((erence %ethod
2.0 )asic Concept
S to disc(etiDe the #eomet(ic domain S to de3ine a #(id
S a set o3 indices +i>C. in 7;> +i>C>-. in 3;
S #(id node ,alues
*he de(inition o( a deri,ati,e
2.2 ApproCimation o( the (irst deri,ati,e
2.2.0 *aylor series eCpansion
125ansion at 2
iT%
125ansion at 2
i-%
Lsin# e9. at both 2
iT%
and 2
i-%
*runcation error
&he :o(wa(d +:;'.> bac-wa(d +";'. and cent(al di33e(ence +;'.
9pproximations t(uncatin# the se(ies
+runcation errors
S3o( small s5acin# the leadin# te(m is the dominant one
S&he o(de( o3 a55(o2imation m, m-th o(de( accu(ac*
'econd o(de( a55(o2imation
7.7.7 Pol*nomial 3ittin#
&o 3it the 3unction an inte(5olation cu(,e and di33e(entiate itJ Piecewise linea( inte(5olation:
:;'> ";'
A 5a(abola:
A cubic 5ol*nomial and a 5ol*nomial o3 de#(ee 3ou(:
&hi(d o(de( ";'> thi(d o(de( :;' and 3ou(th o(de( ;'
2.# ApproCimation o( the second deri,ati,e
A55(o2imation 3(om 2
iT%
> 2
i
second deri,ati,e
2.3 ApproCimation o( miCed deri,ati,es
Unon-o(tho#onal coo(dinate s*stem
Ucombinin# the %; a55(o2imations
U&he o(de( o3 di33e(entiation can be chan#ed
2.K Implementation o( &oundary
conditions
2.4 Discreti?ation errors
+runcation error +the imbalance due to the t(uncation o3 &a*lo( se(ies. &he
e2act solution o3 )
h
Discreti7ation error
$elationshi5 between the truncation error and the discreti7ation error
2ic!ardson extrapolation
3o( su33icientl* small !
the e2act solution:
the e25onent p +o(de( o3 the scheme.:
A55(o2imation 3o( the disc(etiDation e((o( on #(id !&
# Finite Element %ethod
#.0
Interpolation (unction
A55(o2imation b* linea( combinations o3 basis 3unctions
+s!ape, interpolation o( trial 3unctions.
<ehods based on de3inin# the inte(5olation 3unction on the whole domain: t(i#onomet(ic
3unctions: collocation and spectral methods loccal" defined pol"nomials:
standa(d 3inite element methods
Ene dimensional linear (unction
#.2 %ethod o( weighted residuals
3 Finite 6olume %ethod
6 3.0 Introduction
3.2 ApproCimation o( sur(ace
integrals
3.# ApproCimation o( ,olume
integrals
3.3 Interpolation practices
Linear interpolation
Luadratic +pwind Interpolation
L+IC-!
Iigher.order schemes
K.0 )asic concept
A discrete :ou(ie(
se(ies
K Spectral %ethods
:ou(ie( se(ies 3o( the de(i,ati,e:
<ethod o3 e,aluatin# the de(i,ati,e
-- /i,en f(x)> use +36. to com5ute :f J
-- om5ute the :ou(ie( coe33icient o3 df/dx J i%
q
:f (%
q
) J
-- 1,aluate the se(ies +37. to obtain df/dx at the #(id 5oints.
(
TT hi#he( de(i,ati,esJ d
(
f/dx
(
J ; %
q
:f (%
q
).
TT &he e((o( in df/dx dec(eases e25onentiall* with $ when $ is Ila(#eH.
TT &he cost o3 com5utin# :f scales with $
(
+e25ensi,eV..
&he method is made 5(actical b* a 3ast method o3 com5utin# :ou(ie( t(ans3o(m +::&.J
$ lo#
7
$.
K.2 A Fourier =alerkin method (or the wa,e
eAuation
EC
a
m
pl
e
E
r
r
o
r
9 *ime integration
Lnstead* 3lows 8nitial ,alue 5(oblem +8nitial bounda(* ,alue 5(oblem. 'tead* 3lows
"ounda(* ,alue 5(oblem
t
'olution at time tFt
tF0
time tF0
8nitial
condition
'tead* solution
"ounda(* condition
Initial ,alue pro&lem )oundary ,alue pro&lem
9.0 %ethods (or Erdinary Di((erential
EAuation EDE!
*wo.le,el methods
*wo.le,el methods
>redictor.Corrector method
%utipoint methods
9dams;<us!fort! methods
Runge.-utta methods
&he second o(de( $un#e-Mutta method
&he 3ou(th o(de( $un#e-Mutta method
Ether methods
An im5licit th(ee-le,el second o(de( scheme
M Sta&ility analysis
!ne dimensional con,ection e9uation
:inite di33e(ence e9uationJ
3o(wa(d in time> cente(ed in s5ace
L: Does a solution o( FDE con,erges to the
solution o(
>
D
E
D
a
5
5
(
o
2
i
m
a
t
e
>DE FDE
R
0
Solution o( >DE Solution o( FDE
B
Ans.: I1,en i3 we sol,e the :;1 that a55(o2imate the P;1 appropriatel"> the solution ma* not
alwa*s be the co((ect a55(o2imation the e2act solution o3 P;1.
M.0 Consistency$ sta&ility and con,ergence
Consistency
R
0
>DE FDE
Sta&ility
Con,ergence
LaCNs eAui,alence theorem
consistent
>DE FDE
Solution o( >DE
R 0
con,e(#en
t
stable
Solution o( FDE
L : linea( o5e(ato(
&(uncation e((o(
M.2 6on @eumannNs method
:ou(ie( (e5(esentation o3 the e((o( on the #(id 5oints
F*CS method (or 0D con,ection eAuation
:ou(ie( se(ies o3 the e((o(
Am5li3ication 3acto( =
W/W S %: Lnconditionall* unstable
Forward in time$ (orward in spaceupwind scheme!
:) +ou(ant :(eed(ichs> )e,e*. condition
)*CS method )ackward in time$ centered in
space!
W=W X %: Lnconditionall* stable
Sta&ility limit o( 0D di((usion eAuation
M.# IirtNs method
<at(i2
3o(m
M.3 *he matriC method
'5ect(al (adius o3 the mat(i2 > +ma2imum ei#en,alue o3 >.
< Iterati,e methods (or alge&raic
systems
Linear eAuations : matriC (orm
<.1 Direct
methods
<.1.0 =au/ elimination
9 F
9
(/
/9
//
3or*ard elimination
u55e(
t(ian#ula(
mat(i2
<ac% substitution
T &he numbe( o3 o5e(ations +3o( la(#e n. Y n
0
/ 0 +n
(
/ ( in bac- substitution.
T pivoting +not s5a(se la(#e s*stems.
<.1.2 L+ decomposition
'olution o3
9x , ?
+0.
:acto(iDation into lowe( +L. and u55e( +@. t(ian#ula( mat(ices
9 , L@
+%. 8nto two sta#es:
@ x , y
+7.
L y , ?
+3.
<.1.# *ridiagonal
matriC
*homas algorithm 0 &(idia#onal <at(i2 Al#o(ithm +&;<A.
T the numbe( o3 o5e(ations Y n +cf n
0
,/auZ elimination.
Iterati,e methods : )asic concept
<at(i2 (e5(esentation o3 the al#eb(aic e9uation
9 u , Q +%.
A3te( n ite(ations a55(o2imate solution u
n
, (esidual r
n
:
r
n
, Q ; 9 u
n
+7.
&he con,e(#ence e((o(:
e
n
, u 4 u
n
+3.
$elation between the e((o( and the (esidual:
9 e
n
, r
n
+4.
&he 5u(5ose: to d(i,e r
n
to De(o. e
n
R0
8te(ati,e scheme
Iterati,e procedure
9 u , ?
8 u
n'/
, $ u
n
' <
+5.
!b,ious 5(o5e(t* at con,e(#ence : u
n'/
,
u
n
9 , 8 4 $, < , ?
+6.
<o(e #ene(all*>
9 , 8 4 $, < , ? +7.
: pre;conditioning matrix
An alte(nati,e to +5.: -8 u
n
8 (u
n'/
4 u
n
) , < 4 (8 4$) u
n
+8.
o(
8 d
n
, r
n
d
n
, u
n'/
4 u
n
& correction
<.0 Oaco&i$ =au/.Seidel$ SER
method
Poisson e9uation
u , f
+u
i'/,A
4( u
i,A
' u
i;/,A
.'+u
i,A'/
4( u
i,A
' u
i,A;/
.,f
i,A
!
(
<.0.0 Oaco&i method
<.0.# SER method
<.0.2 =au/.Seidel method
<.0.3 SLER
method
<.0.K Red.)lack SER method
<.0.K Pe&ra line SER method
<.0.4 Incomplete L+ decomposition : StoneQs
method
8dea : an a55(o2imate )L 3acto(iDation as the ite(ation mat(i2 8 8
, L@ , 9 ' $
Strongl" implicit procedure +'tone.
$ +non-De(o elements on dia#onals co((es5ondin# to all non-De(o dia#. o3 L@ .
$ u Y 1
uB
NA
C a + u
A
' u
N
4 u
P
., uB
'1
C a + u
'
' u
1
4 u
P
.
a 6 /
<.0.9 ADI method
1lli5tic 5(oblem R 5a(abolic 5(oblem
t(a5eDoidal (ule in time and ;' in s5ace
at time ste5
n'/
altern
ating
directi
on
implic
it
+A;8.
metho
d
&he last te(m Y D++dt.
0
.
splitting o( approximate factori7ation
methods
<.2 ConFugate =radient C=! method
Non-linea( sol,e(s Newton-li-e methods
#lobal methods descent method
<inimiDation 5(oblem
Steepest descents
Conjugate gradient method
with p
/
and p
(
conCu#ate
c
o
n
d
i
t
i
o
n
n
umber o3 9
9: positive definite
preconditioning
>
;/
9>
;/
>p,>
;/
Q
<.# %ulti =rid method
Spectral ,iew o( errors
Fourier
modes
R
e
st
ri
ct
io
n
Interpolation
Coarse grid
scheme
6.cycle$ '.cycle R F%6 scheme
<.3 @on.linear eAuations and their
solution
<.3.0 @ewtonNs method
linea(iDation
new estimate
"
"
,
f(
x)
x
0
o
x
/
x
@ewtonNs method
'*stem o3 non-linea( e9uations
linea(iDation
<at(i2 o3 the s*stem: the Nacobian
&he s*stem o3 e9uations
<.3.2 Ether techniAues
icard iteration a55(oach
NewtonGs method
<.K ECamples
*ransonic (low o,er an air(oil
00 Incompressi&le @a,ier Stokes @S!
eAuations
00.0.1 Incompressi&le (luid
8ncom5(essible 3luid 3low om5(essible 3luid
3low
8a 6 0.0
8a 5 0.0
densit* ,a(iation d C 8a
(
<ach numbe( 8a , +v/c.
v : ,elocit*>
c : sound
s5eed
e2.
8a 6 0.0
c
ai(
+/0/.0!a, 000E.
Y 010 m/s, v 6 /00 m/s + 0F0 %m/! .>
c
wate(
Y /000 m/s, v 6 000 m/s.
00.0.0 Dynamic similitude
$e*nolds numbe(
[
u
l
u
l
2e ,
\
F
]
e2.
u : ,elocit* scale> l : len#th scale> v : -inematic ,iscosit*
@ , /0 m/s, L , / m, v , 0./G
St, 2e C /0
G
. @ , 0./ m/s, L ,
/00 m, 2e C /0
G
.
00.2 *he pressure >oisson eAuation method
/o,e(nin# e9uations
Na,ie(-'to-es e9uations
125licit 1ule( method
P(essu(e Poisson e9uation
00.# *he proFection method
A s*stem o3 two com5onent e9uations
&he 5(essu(e R a 5(oCection 3unction
&he 5(oCection ste5 +"&'.
Poisson e9uation with the Neumann bounda(* condition :
00.3 Implicit >ressure.Correction method
&he momentum e9uations +im5licit method.
Duter iteration +ite(ations within one time ste5.:
<odi3ication o3 the 5(essu(e 3ield
&he +tentati,e. ,elocit* at node P
:o( con,enience>
&he disc(etiDed continuit* e9uation
&he +3inal. co((ected ,elocities and
5(essu(e :
;isc(ete Poisson e9uation 3o( the 5(essu(e :
P(essu(e-co((ection
&he (elation between the ,elocit* and 5(essu(e
co((ections :
P(essu(e-co((ection e9uation :
ommon 5(acticeJ ne#lect un-nowns CuH
SI%>LE algorithm
mo(e #entle wa* R
Implicit >ressure.Correction method
A55(o2imate uH b* a wei#hted mean o3
the nei#hbou( ,alues
A55(o2imate YuH b* :
Ne#lect YuH in the 3i(st co((ection ste5.
&he second co((ection to the ,elocit* uHH
:
&he second 5(essu(e co((ection e9uation:
A55(o2imate (elation between uH and pH : 1ssentiall* an ite(ati,e method 3o(
5(essu(e- co((ection e9uation
with the last te(m t(eated
e25licitl*J
Implicit >ressure.Correction method
>ISE algorithm
&he coe33icient in the 5(essu(e-
co((ection e9uation 9 R 9 ' ...
And the last te(m disa55ea(s.
SI%>LEC algorithm
P(essu(e-co((ection with the last te(m ne#lected.
i
pH R co((ect the ,elocit* 3ield to obtain u
m
.
&he new 5(essu(e 3ield is calculated
3(om
i
5(essu(e e9uation usin# C u
m
instead o3 C u
mB
i
SI%>LER algorithm +Patan-a(
%980.
&he '8<P)1 al#o(ithm does not con,e(#e (a5idl* due to the ne#lect o3 CuH in the
5(essu(e- co((ection e9uation.8t has been 3ound b* t(ial and e((o( that con,e(#ence can be
im5(o,ed i3 :
'8<P)1> '8<P)1$ and P8'! do not need unde(-(ela2ation o3 the 5(essu(e-
co((ection. An o5timum (elation between the unde(-(ela2ation 3acto(s 3o( v and p :
&he ,elocities a(e co((ected b*
i.e.> CuH is ne#lected. "* assumin# that the 3inal 5(essu(e co((ection is
a
p
pH : "* ma-in# use o3 co((ection e9uation> e25(ession 3o( a
p
:
83 we use the a55(o2imation used in '8<P)1> the e9uation (educes to :
8n the absence o3 an* cont(ibution 3(om sou(ce te(ms> i3 a stead* solution is sou#ht>
a
p
,
%
;
a
v
which has been 3ound nea(l* o5timum and *ields almost the same con,e(#ence (ate as
'8<P)1 method.
00.K Ether methods
00.K.0 Stream(unction.,orticity methods
Stream function
Minematic e9uation
=o(ticit* t(ans5o(t e9uation
-N' e9uations ha,e been (e5laced b* a set o3 two P;1s.
-A 5(oblem : the bounda(* conditions> es5eciall* in com5le2 #eomet(ies.
00.K Ether methods
-&he ,alues o3 the st(eam3unction at bounda(ies.
-=o(ticit* at the bounda(* is not -nown in ad,ance.
-=o(ticit* is sin#ula( at sha(5 co(ne(s.
00.K.2 Arti(icial compressi&ility methods
A(ti3icial continuit* e9uation
beta : an a(ti3icial com5(essibilit* 5a(amete(
&he 5seudo-sound s5eed:
should be much much 3aste( than the ,o(ticit* s5(eadsRc(ite(ion on the lowest ,alue o3 beta.
&*5ical ,alues a(e in the (an#e between 0.% and %0. !b,iousl*>
should be small.
02 Some remarks on incompressi&le (lows