2/2/2016

NumericalFluidFlowandHeatTransfer(ME630A)
http://www.piazza.com/iitk.ac.in/secondsemester2016/me630a/home

ModifiedEquation,Stability
andrelatedtopics
MalayK.Das,mkdas@iitk.ac.in
SL210,7359
DepartmentofMechanicalEngineering
IndianInstituteofTechnologyKanpur

Fewimportantconcepts
1. Convergence:
as t , x 0, FDE solution PDE solution

2. Consistency:

as t , x 0, FDE PDE

3. Stability:
as t , perturbations remain bounded

Twoimportant tools:Mod.Eq.,V.NeumannStability

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

ModifiedEquation
discretization
PDE

PDE

p
p

pu
x p

1. Consistency
2. Orderoftruncationerror
3. Natureofinaccuracyinthenumerical
solution
4. Someideaaboutstability
Particularlyimportant isthelowestvalueofp

1DWaveEquation:1storderupwind
ut cu x 0, c 0

discretization
uin 1 uin
uin uin1
c
0
t
x

1. Consistent
2. TE O(t,x)

Taylorseriesexpansion
ut cu x

3. Dissipative
4. Stable <1

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

cx
1 uxx O x 2 , xt , t 2
2
ct
Courant number :
x

2/2/2016

1DWaveEquation:1storderupwind ut u x 0
ut u x

x
x 2

xx
1 1 2 uxxx ... TE 1 0
2
6

Indicatesve diffusionandpossibleinstabilityfor 1
3
1

Time

0.8

=1
numerical solution
is same as analytical

0.6

0.4
Time

=1.1
numerical solution
shows instability; round-off
error becoming unbounded
with time

-1

0.2

-2
0
0

ut cu x

10

-3
0

10

x
x 2

u
1

xx
1 1 2 uxxx ...
2
6

Artificialviscosityindicatesdissipativesolutionfor 0 1
1
=.5
numerical solution
shows dissipation

0.8
0.6

pu
PDE PDE p p
x
p

even value of pmin indicates

0.4
Time

dissipative scheme

0.2

Leadingtermoftruncation
errorisveryimportant

0
0

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

10

2/2/2016

1DWaveEquation:2ndorderupwind
uin 1 uin uin uin1

v 1
2

n
i

2uin1 uin 2

TE O t 2 , t x, x 2 ; TE 1,2 0

ModifiedEquation:
x 2
ut u x
1 2 uxxx ..uxxxx ...
6
o Theschemeis,clearly,notdissipativesincetheleading
termintheTEcontainsoddderivative
o Theschemeseemsmoreaccuratethan1st order
upwind(higherorderTE)

1DWaveEquation:2ndorderupwind
x 2
ut u x
1 2 uxxx ...uxxxx ...
6
o Dispersion,appearedas
wiggles(waves),arethe
outcomeofoddorder
derivativeintheleading
TEterm,happensin
evenorderschemes
o Oddorderschemes,on
theotherhand,show
dissipation,generated
byevenorderderivative
intheleadingTEterm

1
0.75

Time

=.5
numerical solution
shows dispersion

0.5

0.25
0
0

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

10

2/2/2016

1DWave:Whatsgoingonwiththeproblemchild

u
x

IntheMod.Eq.
u
2u
... ... 2 ...
t
x
2u
1
0 uij ui 1 ui 1
2
x
2
ui average of neighbors

u
3u
... ... 3 ...
t
x
3
u
2u

non-zero
0
x3
x 2
uij average of neighbors

Leadingtodissipation
(smoothing)

something

Leadingtodispersion
(wiggles)

Dispersionvs.instability
3
1

2
0.75

Time

Time

=.5
numerical solution
shows dispersion

0.5

0.25

-1

-2

10

-3
0

=1.1
numerical solution
shows instability; round-off
error becoming unbounded
with time

10

Bothgeneratescertaintravellingwaves
Dispersion:thewaveiscontrolled
Instability:wavegoesoutofbound,becomesnoise;
roundofferrorgrowsrapidly
Themilliondollarquestion:howtocontrolnoise?

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

Stabilityanalysis:
1DwaveEquation
with1st orderupwind

190357

u
u
c
0 solution A
t
x
uin 1 uin
u n uin1
c i
0
t
x
solution D, in an infinite precision machine
solution N , in a finite precision machine
round-off error =N D

WhatwouldbethegoverningEquationofthe
roundofferror?

Stabilityanalysis:GoverningEq.fortheroundofferror
N in 1 N in
Nin N in1
Din 1 Din
Din Din1
c
0;
c
0
t
x
t
x
n 1 in
n in1
i
c i
0
SolutionofthisFDE,with
t
x
suitableICandBC,may
in 1 providesomeideaabout
amplification factor G n
i
thebehavioroferror
stability is defined as G 1 propagation

SimplestBCisnoBC!!PeriodicBC
AndthereasonableICis??

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

Letslookforadispersionwave,wewillconsider
aneigenmode ofsuchwave
2

in exp amt cos

Phasevelocity

x ct exp amt cos km x mt

wavenumber

frequency

in exp amt exp i km x mt exp bmt exp ikm x

bm am im

TheICisreallynotthatimportant,sinceweare
primarilyinterestedabouttheamplification(or
growth)factor

in exp bmt exp ikm x

in1 exp bmt exp ikm x x exp ikm x in
in 1 in
t

in in1
x

in 1
0 n 1 exp ikm x 0
i

G 1 exp i ; =km x,

G 1 cos sin
2

1 2 2 2 2 1 cos

ct
x

G 1 requires 0 1

1 2 1 1 cos 1 4 1 sin 2

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

=km x

1.5

2x

2
, m 1, 2,3...
m

0.5

wavelength distance
0

Amplificationfactorfor1storderupwindasa
functionofwavenumber

ModifiedEquation,StabilityandRelated
Topics:1DwaveEquation
1. Applied theModifiedEquationapproach
andVonNeumannanalysis
2. Numericalsolutioncouldbedissipativeor
dispersive basedonthenatureoftruncation
error(primarilytheleadingterm)
3. Stabilityconditionmaybederivedvia Von
Neumannanalysis.Forinstance,for1st
orderupwindscheme,stabilitycondition
(CFLcriterion)for1DwaveFDE: 0 1

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

1DTransientHeatConduction
ut u xx

Forexplicitdiscretization

t
x 2

x 2
1
x 4 2 r
1
ut u xx
r u xxxx
r
u xxxxxx ...
2
6
3
6 120

Forimplicitdiscretization
x 2
1
x 4 2 r
1
ut u xx
r

xxxx

u xxxxxx ...
2
6
3
6 120

Inbothcases,TE O(t,x)

CrankNicolsonscheme
x 2
ut u xx
u xxxx O t 2 , x 4 u xxxxxx
12

TE O(t2,x2)

CombinedschemeA
uin 1 uin
n 1
n
m u xx 1 m u xx ;0 m 1
t

CombinedschemeB

Excepttwospecific
valuesofm,
TE O(t,x2)
n 1

uin 1 uin
uin uin 1
m
u xx
1 m
t
t

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

2/2/2016

1DTransientHeatConduction:summary
1.
2.
3.
4.

Consistent
Ingeneral,TE
O t or t 2 , x 2
Dissipative
Explicitschememaybeunstableforr>1/6,
butwearenotsureyet,untilwedothe
VonNeumannanalysis

Ingeneral,discretizeddiffusionEquationsare
characterizedby:
Mod. Eq : PDE p
p

pu
; pmin even
x p

VonNeumannstabilityanalysis:1D
diffusion(unsteadyheatconduction)
Equation
u 2u

solution A
t x 2
uin 1 uin uin1 2uin uin1

t
x 2
solution D, in an infinite precision machine
solution N , in a finite precision machine
round-off error =N D

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

10

2/2/2016

Stabilityanalysis
in 1 in
t

in1 2 in in1
x 2
Crank:19162006

in1
in1
Nicolson:191768
G 1 r n 2 n

i
i
exp ikm x exp ikm x
1
G 1 2r
2

1 2r 1 cos 1 4r sin 2
G 1 1 1 4r sin 2

G 1 requires r

1 r

1
2

1
2

KnownasVon
Neumanncriterion

r=.7

|G|

1.5

1. Explicitschemeis
conditionally
stable

r=0

r=.5
0.5

r=.2
0

3. Forexplicit scheme,timestep isseverely

restricted
4. Explicitschememaybeavoidedwhenusing
averyfinegrid

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

11

2/2/2016

ModifiedEquationandstability:pointstoremember
1. Manytoolsareavailable,wehavediscussed(partially)only
two
2. Deducedstabilityconditionsareapproximate
3. Inaconvectiondiffusionproblem,discretizationofthe
convectivetermiscritical,diffusiontermisusuallywell
behaved.TimestepmustconformtobothCFLandVN
criterion,andisseverelyrestrictedinwallboundedflows
4. Implicitworksfastwhenonlysteadysolutionisrequired,
explicitandCNareusefulfortransientcases(thisisonly
suggestive,reversecanalsobeargued)
5. Foranyschemetowork,dissipationanddispersionneedsto
becontrolledusingappropriategridsize,and/orhybridization
6. Appropriatechoiceofnumericalschemerequires
understandingofphysicalproblem,donotblindlypickup
higherorderschemes

Malay K. Das
Associate Professor
Department of Mechanical Engineering
IIT Kanpur, mkdas@iitk.ac.in, SL-210

12