Numerical Analysis: Roberto Carlos Rojas Molina

Numerical analysis
ROBERTO CARLOS ROJAS MOLINA
Escuela Politécnica Nacional

Facultad de Ingeniería Mecánica
11
Property of Roberto Rojas Property of Roberto Rojas
Do not distribute or use without permission of the author
Rules & evaluation
• Ask, work, comment, criticize, etc during the class and USB
• Be punctual*
• Respect: listen to, silence (mute)
• No cell phones unless it is an emergency call, ???
• NOT CHEAT
• No postponed examinations (valid reason)
Evaluation 100 100
Class participation (attendance), homework 10 10
Project 1.5+1.5 1.5+1.5
Test1 30 30
Exam 30 30
References
• Chapra, S. & Canale, R.; Numerical methods for engineering;
7th edition; Mc Graw Hill Education; 2015
• Weber, H. & Arfken, G.; Essential mathematical methods for
physicist; Academic Press; 2003
• Ghaboussi, J. & Wu, X.; Numerical methods in computational
mechanics; CRC Press; 2017
• Akio Tomiyama, Kosuke Hayashi, Takeshi Seta, Tomohiro
Takaki, Michihisa Tsutahara
• Some classes at Kobe University: Akira Kageyama
• Any Fortran language & compiler user reference guide
• Any Python guide: numpy, sympy, scipy, pandas, matplotlib
Numerical Analysis
1. Introduction
2. Basic programming concepts
3. Some equations in Mechanical Engineering
4. Linear algebraic equations
5. Roots of equations
6. Optimization
7. Curve fitting
8. Numerical differentiation and integration
9. Ordinary differential equations
10.Partial differential equations
There
Do not are three
distribute main
or use scientific
without approaches
permission of thetoauthor
study a problem
Experimental Simulation More complicated

approach * MH4 Laboratory, Kobe University
situation
Multiscale
Do not distributemodeling: there are
or use without three scales
permission of thetoauthor
study a physical phenomenon
Microscopic Scale Mesoscopic Scale Macroscopic Scale
* This Photo by Unknown Author is licensed under CC BY-SA * This Photo by Unknown Author is licensed under CC BY-SA
Numerical methods
* MH4 Laboratory, Kobe University
Molecular Dynamics Lattice Boltzmann Discretization of Navier-

(Newton) Method Stokes equations
Introduction
• Numerical analysis: Mathematics, Computer Science,
Engineering and others that create and implement
algorithms for solving problems. NUMBERS IN A
COMPUTER
• E.g. numerical study of fluid dynamics (differential
equations): computer science (programming language)
and numerical analysis (discretization and solution
techniques)
• A computer can be viewed as a virtual laboratory
• Effect of computer hardware and techniques for
optimizing calculations
Software&tools
• Programming: Fortran (Gfortran)
• Text editor: Visual Studio Code, Notepad++
• Visualization tools: gnuplot

Compiler
• Translate programming language (Fortran) to binary code so
that the computer can understand what we want to do
(commands)
• We are going to live in the “command prompt” or terminal
Windows
Linux
Do not distribute or useWINDOWS
without permission of the author
Gfortran installation by MinGW
• Free Fortran compiler
https://sourceforge.net/projects/mingw-
w64/files/Toolchains%20targetting%20Win32/Personal%20Build
s/mingw-builds/installer/
WINDOWS
Change
Do not system
distribute pathwithout
or use to enable commands
permission at the
of the author
terminal: Gfortran
1. My computer: properties
2. Advanced system settings
3. Advanced
4. Environment variables
5. Path and then edit
6. New
LINUX permission of the author
Do not distribute or use without
Gfortran and Python installation
1. This tutorial is available at the shared folder
2. If the installation goes well, you will have this:
Text editor
• Create a new text file and rename it to ****.f90
• Write the code: programming language Fortran
• Different font colors for: functions, comments, commands, etc.
0visualizatecolorstexteditor.f90
Text editor: Visual Studio Code
• Shift+Control+p
Do not distribute or useWINDOWS
How to show file extensions
1. Explorer
2. View and then Options
3. Change folders and search
options
4. Uncheck hide extensions
Compilation: Option 1
• Open Command Prompt from Windows Start button
Compilation: Option 1 (continued)
• Go to the folder containing the code : clase.f90
• Compile the code, gfortran
• Run de compiled program
Windows
Linux
Do not distribute or useWindows
Compilation: Option 1-Problems
Do not distribute or useWindows
Compilation: Option 2
• Open Run Terminal directly from the compiler MinGW
Visualization application: ParaView
• Read files: *.vtk (special format, numbers)
• Color distribution of parameters: low (blue) and high (red)
• http://www.paraview.org/
Visualization application: gnuplot
• Plot functions and data files
• Read files: *.txt, *.dat, *.d, *.csv
• http://www.gnuplot.info/
Gnuplot folder:
scripts
screenshoots
Screen shots
Visualization
Do not distribute application:
or use without permission of the author
Graph digitizing system-GSYS
• Digitalize images for comparison
• Text files with selected format
• http://www.jcprg.org/gsys/
• Java
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Basic programming concepts
• Program: sequential instructions in a defined language [math,I/O]
• Language to tell the computer what to do [instructions]
• Interactive(short) and Script(long): *.f90 *.py (source code) [syntax]
• Structure: Red for Fortran Blue for Python
Fortran Python
main program (PROGRAM): starting point
subroutines: part of the code to perform a name() def name():
determined task and return a value. CALL name ……..
functions: part of the code to perform a name2(x) def name2(variable):
determined task and return a value with given calculation=f(variable)
arguments. name2(x) return calculation
modules: usually used to separate parts of the import module_name
code and improve readability, e.g declare
common variables. use module_name
Basic programming concepts (continued)
• Syntax errors: depends on the programming language
• Conditional and repeated instructions
• Good program (code)

• readability
• self checking code (/ 0, logarithms of negative numbers)
• represent physics
• We are going to live in the terminal so lets practice!
Why Fortran?
• Scientific and numerical computing: normally taken from a
research group
• Could be free
• Programming can be a little tedious but it gives good
understanding from the mathematical point of view
• Easy for parallelization
• *.exe file is portable
• Not good for handling text and system interface but focus on
“numerical computing”, for this better Python
• Since it is a compiled language like c, cpp, visual basic, and
so on (opposite to interpreted language like matlab,
mathematica, python, etc), its is very fast
gfortran name_of_program python3 name_of_program

Data type and variable declaration in Fortran
• Data: variables, constants or parameters, operators and
reserved words
• Reserved words:if,then,else, do, end, sin, dsin, asin, dasin,etc
• Variable declaration: local (functions, subroutine) and global
• Integer numbers: INTEGER name
• Real numbers (floating point numbers): REAL(4) name,
REAL (8) name
• Text strings: CHARACTER name
• Arrays: REAL(8), DIMENSIONS (dim1,dim2) :: name,
REAL(8) :: name(dim)
• Parameters or constants: REAL(8), PARAMETER :: name
• Logical statements: LOGICAL :: name
Double vs. single precision floating point format
• It is useful for understanding use of computer memory
Double (8bytes or 64 bits)* Single (4bytes or 32 bits)
Sign (number) 1 bit 1 bit
Exponent width (2n) 11 bit (consider 1 bit for sign) 8 bit (consider 1 bit for sign)
Significant precision 52 bit 23 bit

(Mantissa)
Approximately 253~ 15 -17 digits 224~ 6 -9 digits

significant digits
Max. and min. 211-1~ 1024 21024~ 10308 28-1~ 128 2128~ 1038
number 10-308 10-38
* 1 byte = 8 bites, example: one character is one bite 1characterbit.txt 2numbers.f90

Fortran: operators, if, loop, and others
• Operators: +,-,*,/,=,**,mod(A,B),//
• Logical expressions: true or false
• .lt. (<); .le. (<=); .gt. (>); .ge. (>=); .eq. (==); .ne. (/=)
• Logical operators: .and.; .or.
• Conditional statements: if (logical expression) then
else if
else 3writedisplay.f90
end if
• Loops: do var =exp1, exp2, exp3 4readdisplayif.f90
do while (logical expressions)
5sum.f90
• Jump to specific location: goto, continue
• Exit ends the loop and go to the line after the loop, cycle skip
the rest of the loop and go to the start of the loop stop
Fortran: I/O
• Read for input and write for output, e.g. read (unit, format)
• 3I6 : 3 integer numbers of width 6 digits
• F12.3: 1 real number of width 12 with 3 decimal digits (no
exponent)
• E10.3: 1 real number in exponent notation of width 10 and
3 decimal digits in the mantissa (exponent E)
• 2D9.5: two real numbers of width 9 with 5 decimal digits
(exponent D) 6readmatrix.f90
• A10: string with 10 characters 7readfromfile.f90
• 5X: 5 spaces 8example read from input
• /: new line 9grid
• File I/O: open (9-99, file= ‘name.dat’; ‘name.txt’; ‘name.d’;

any file, status= ‘old’; ‘new’; ’unknown’)
Python: operators, if, loop, and others
• Operators: +,-,*,/,//,=,**,%,+
• Logical expressions: true or false
• <; .<=; >; >=; ==; !=
• Logical operators: and; or
• Conditional statements: if (logical expression):
expression
elif:
else:
• Loops: for var in range(exp1, exp2, exp3):
while (logical expressions):
• Break ends the loop and go to the line after the loop,
continue skip the rest of the loop and go back to the start
Python: I/O
• Read for input and write for output, e.g. read ‘r’ and write ‘w’
• 6d : 1 integer number of width 6 digits
• 12.3f: 1 real number of width 12 with 3 decimal digits (no
exponent)
• 10.5E: 1 real number in exponent notation of width 10 and
5 decimal digits in the mantissa (exponent E)
• 10: string with 10 characters aligned left
6readmatrix.py
• >10: string with 10 characters aligned right
7readfromfile.py
• : spaces
8example read from input
• \t : tab
9grid
• File I/O name = open (‘name.dat’; ‘name.txt’; ‘name.d’; any

file, ‘r’; ‘w’)
Tips for writting good codes
• Readable: avoid jumps to other statements
• Simple: to increase performance
• Add comments: collaboration with others, and use “!” “#”. At
the beginning with name and date, and when necessary
• Test: to confirm accuracy with a benchmark problem
• Improve efficiency by testing optimization tools
• Declare all the variables: IMPLICIT NONE
• When getting “segmentation fault”, check arrays
• Parenthesis, exponentiation, multiplication, addition
• Fortran is not sensible to upper&lower cases, but Python is
Some additional tips
• Flags: indicate compiler to perform additional tasks
• gfortran –o name code.f90:
this change the name of the executable file: “name.exe”
• gfortran –c module.f90:
compiles without a executable file: module.o (compiled
code), module.mod (to include a module in a program)
• gfortran –o name code.f90 module.o
compiles and include module.o previously compiled
• Bat files in Windows or run files in Linux: save time when
executing several commands
13 Modules, subroutines Factorial&Sum
10local.bat 11run.bat 11run 12PoiseuilleflowU0.f90
Calculation speed
• FLOPS: floating point operation per second
• For a human, multiply once two floating point numbers and
check the time 1FLO
 10 3 FLOPS  1mFLOPS
1000s
• Human living only for this, he could perform:
1mFLOPS * 100 years  3* 106 FLO
• In a computer, this is easy
• Computer speed: GFLOPS (109)
• Supercomputer: TFLOPS(1012)-PFLOPS(1015) www.top500.org
• Walk ~ 1m/s, light velocity ~ 3*108: 108
• Supercomputer vs. Brain : 1018 Taken from Akira Kageyama
Tokyo
Do not distribute or Institute of Technology
use without permission of the author
Tsubame supercomputer 2.5
1442 nodes with 4264 GPUs: 2.5PFLOPS

Walk ~ 1m/s vs. light velocity ~ 3*108: 108
Brain ~ 1*10-3FLOPS vs. supercomputer : 1018
Streamlines
Do not foruse
distribute or a given velocity
without field: vtk
permission filesauthor
of the
example taken from Fox&McDonald’s Introduction to Fluid Mechanics
Paraview: plot over line

Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Fluid Mechanics & Heat transfer equations
u  0
u 1
 u  u   P    2 u  g
t 
u u u u 1   2u  2u  2u 
u v w   P    2  2  2   g
t x y z   x y z 
   u u  u  
 
 u   0 u    uu  p    
    

     0
t x t x r   x x  x 
 1 2   1 2   e  u u  u 

  e  u    e  p  u  
u   '   u     u   0
t   r x  
2  2   x  x x  x 
f
t
 c

x
1
 
f  x ,t    f  x ,t   f eq  x ,t 

Elasticity & plasticity equations
 ji  ui 2
 Fi   2
x j t
1  ui u j 
 ij  
2  x j xi 
ij  Cijkl  kl
Error analysis
• Perfect matching is IMPOSSIBLE
• Error: discrepancy between analytical, numerical and
experimental solution
• Round-off errors: finite number of digits in a computer
Chopping or rounding: 3.141592653589793238…2numbers.f90
• Truncation error: finite number of mathematical operations
in a computer
2 3 4 5 6
x x x x x Code this equation
e x  1  x       ...... and test diferent
2! 3! 4! 5! 6! approximations
• Accuracy: closed to true value

• Precision: not closed to true value but in same position
Relative error of single data
• Relative error is better for comparison or assessment of a
numerical technique
predicted  analytical Determine the

%error  100% relative error of
the previous
analitycal example
• Approximated error: for iterative methods

current  previous
%error  100%
current
• calculated until a condition is fulfilled, error in a given
range (es)
• Always look for the worst prediction
• Errors propagate and worst scenario UNSTABLE
Total error
Examples of error analysis: Poiseuille Flow
Uniform inflow at U0 2
Analytical Solution
Present method
No-slip
y
2R u/U0 1
x
No-slip Reynolds number

U 0 (2 R)
Re  0
Continuous outflow  -1 0 1
Velocity field y/R
1
u/Uo
-1
Pressure field Developed velocity profile

Do notExamples
distribute of
or error analysis:
use without Streamlines
permission of author
of the
driven cavity flows
Re = 100 Re = 100
U0
No-slip boundary
No-slip boundary
y Re = 10000 Re = 10000
x No-slip boundary
H=201, Re=100 and 1000

H=601, Re=5000 and 10000
Evolution of the secondary vortices

DoExamples of error
not distribute analysis:
or use withoutVelocity profiles
permission of author
of the
driven cavity flows
Re = 100 x/L0 Re = 1000
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
1 LBM (Hou et al.)
1 1 1
FDM (Ertuk at al.)
FDLBM FDLBM
0.8 0.8
U0
v/U0
No-slip boundary
v/U0
No-slip boundary
0.6 0.6
0 0
y/L0
y/L0
0.4 0.4
H 0.2 0.2
0 Good predictions of -1 the
0 velocity profiles -1
-1 0 1 -1 0 1
u/U0
Re = 5000 Re = 10000
y 0 0.2 0.4 0.6 0.8 1 x/L0 0 0.2 0.4 0.6 0.8 1
1 FDM (Ertuk et al.)
1 1 FDM (Ertuk at al.)
1
FDLBM FDLBM
x No-slip boundary 0.8 0.8
v/U0
v/U0
0.6 0.6
H=201, Re=100 and 1000 0 0
y/L0
y/L0
0.4 0.4
H=601, Re=5000 and 10000 0.2 0.2
0 -1 0 -1
-1 0 1 u/U0 -1 0 1
Examples
Do not distributeofor
error
useanalysis: Sedimentation
without permission of theofauthor
single particles falling through stagnant liquids
Dimensions (10, 10, 16) cm   Time step Re
Case 
[kg/m3] [Pa s] [s]
Initial position (5, 5, 12.75) cm 1 970 373x10-3 0.86 1.56x10-4 1.3
Diameter 1.5 cm (762) 2 965 212x10-3 0.86 2.73x10-4 3.7
3 962 113x10-3 0.74 3.405x10-4 10.5
Density 1120 kg/m3
4 960 58x10-3 0.64 4.14x10-4 30.1
Falling velocity [m/s] 0
-0.05
IB-FDLBM Measured
-0.1 (Present) (ten Cate et al., 2002)
Case Case
1 1
2 2
3 3
4 4
-0.15
0 1 2 3 4
Reasonable predictions of
t [s] the falling velocity
Examples
Do not distributeoforerror
use analysis: Drafting-kissing-
tumbling motion of two particles
2
2 cm 1.8
P2(0.999,7.2) 1.6
1.4
Drafting
XP [cm]
1.2
P1(1,6.8) 1
Niu et al. (2006)
0.8
D= 0.2 cm 20 s-1 Particle 1
Particle 2
0.6 IB-LBM based on Dupuis (2008)
20Dx for D 0.4 Particle 1
Nm = 360 Kissing Particle 2
Present
0.2 Particle 1
1010 kg/m3 0 Particle 2
0 1 2 3 4 5
Vorticity
t [s]
g =981 cm/s2
8 cm 8
Niu et al. (2006)
7 Particle 1
Particle 2
IB-LBM based on Dupuis (2008)
6
Tumbling
Particle 1
= 1.0x10-3 5
Particle 2
Present
YP [cm]
Particle 1
Pa·s Particle 2
-20 s-1 4
 = 1.0x103 3
kg/m3
2
 = 0.65
1
A = 0.5 0
Reasonable predictions
0 1 of the
2 particle
t [s]
3 paths
4 5
Errors in arrays: norm
Maximum
u predicted  u exact
l  max
IJ  fluid u exact
L2-norm
 u  x   u  x  
predicted exact 2
x fluid 
Error 
  u  x  
exact 2
x fluid
Examples
use analysis: Circular Couette
flows
1.5
(Re, ) = (0.038, 20) Analytical Analytical Solution (Eq. (1.23))
SRT: (Re, ) =(0.079,10)
TRT: (Re, , )=(0.079,10,0.53)
solution
1
R R
 out
u/U
uT R R
 out 0.5
U Rin R
 out
Rout Rin
0
Non-physical distortion
TRT agrees Outer Cylinder Fluid Inner Cylinder
Region Region Region
better than SRT -0.5
0 20 40 60 80 100
x
u/U 0 1
Axisymmetric
flow fields at
low Re
(Re,,) = (1.5,1,1) (0.17, 5, 0.56) (0.079, 10, 0.53) (0.038, 20, 0.51)
Examples
use analysis: Circular Couette
flow-errors at different grid resolutions
0.5 Error
0.45 +=10; A=0.5
upredicted  uexact
0.4 201x201 l  max
IJ  fluid uexact
401x401
0.35 801x801 1.5
Re
Re 0.038
0
0.3 10
Smaller error
0.25 with TRT
l
-1
10
0.2
0.15
l
10-2
0.1
SRT
0.05 TRT, =1/4
10-3 -1
0 -4 -3 -2 -1 0 1 2 3 10 100 101 102
10 10 10 10 10 10 10 10  for SRT, + for TRT
 Read the given files and calculate the norm
(maximun error) in the velocity profiles
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Linear algebraic equations
1. Gauss elimination
2. LU decomposition and matrix inversion
3. Special matrices and Gauss-Seidel
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Roots of equations
1. Bracketing methods
2. Opened method
Graphical method
• Easy and allows to identify the points
where a given a function is cero
• Low accuracy
• This result can be used as input for more
accurate methods
explicit
Try now to isolate c (implicit)
Plot the function with g=9.81m/s2,c=1,v=40m/s, t=10s,

and determine the roots in a given interval m [0:50 kg]
g=9.81m/s2,m=70,v=40m/s, t=10s
f(y) = sin 2x + cos 10x [0:pi]

Bisection method
• Function changes sign
• Guess that contains the root
• Reduce width of the bracket
• Halve the increment and
check where the prediction is
• Run until convergence
Code the method

False-point method
• Bisection: inefficient since f
magnitude is not considered
• Intersection with x is an
improved prediction
• Replace xu or xl with xr Code the method
• Check the sign of f(xl)*f(xr)

• Run until convergence
Roots of equations
1. Bracketing methods
2. Opened method
Introduction
• Bracketing methods are convergent, need interval
• Opened methods require only a single starting value or two
values that do not necessarily including the root. Sometimes,
these diverge. However, when these converge, it is very fast
Newton-Raphson method
• Initial guess and a tangent to the x-axis
• The intersection with x-axis is the estimated root
Code the method

Example
Briefly explanation Maxima

Poor convergence
• Inflection points and oscillation
• Multiple roots
Secant method
• Derivative is an issue
• Derivative can be approximated by a backward FD
Secant method-continued
• May diverge
• Fast convergence
Modification
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Optimization
1. One-dimensional unconstrained optimization
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Curve fitting
1. Least-squares regression
2. Interpolation
3. Fourier approximation
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
Introduction-derivation
 Derivative
 First derivative: slope

 Second derivative: curvature
Introduction-integration
 Integral  What functions?
Continuous function
Discrete function
 Summation Zero order
f (x) f (x)
a b x a x
b
D n=6 D n=5
Integration
Integration-trapezoidal rule
 First order polynomial (line)  Slope straight line equation
y1  mx  B
 Exact for linear functions

 Multiple applications
improve the solution
Integration-trapezoidal
Do not distribute rule-multiple
applications
 Interval: equal width
Integration-Simpson‘s
Do not distribute or use without1/3 rule-multiple
permission of the author
applications
 Higher-order polynomial
 3 points: limits and midway
 Second order polynomial
a b
y2  Ax 2  Bx  C
n=2
n: even
Do notExample:
distributeFlow past
or use a circular
without cylinderof(bluff
permission the author
body), drag and lift coefficient
Fluid in motion: pressure and shear stress
Differential force (vector)
Area vector or
scalar? x-axis
y-axis
Area?
In 2D circle
dA=dS*span
dS=rd
dA=Dd/2*span
Given values:
projected : fluid density
V: freestream velocity
A projected: depends on
projected the body shape
Briefly explanation Paraview and file.vtk
Flows
Do not past a circular
distribute cylinder
or use without at a wide range
permission of the of
author
Re: IBFDLBM
50D
Uniform inflow
at U0
(20D,20D)
40D
Cylinder
40Dx for D
y Nm = 126
x Continuous outflow
102 0.4
Measured (Wieselsberger, 1922) Measured (Roshko, 1954)
FDM (Lei et al., 2000) Measured (Schewe, 1983)
FDM (Matsumiya et al., 1993) FDM (Lei et al., 2000)
IB-FDLBM (Present) 0.3 FDM (Matsumiya et al., 1993)
1 IB-FDLBM (Present)
10
CD St 0.2
100
0.1
10-1 -1 0 1
10 100 101 102 103 104 105 10 102 103 104 105
High  (High  Re Low  (Low  High  (High  Re Low  (Low 
Streamlines
Do not of flows
distribute or past a permission
use without stationary circular
of the author
cylinder at different Re
Re = 100 Re = 100000
Re = 20
Re = 40
A Pair of stationary Vortex shedding Irregular vortex
vortices shedding
Flow patterns are in good agreement with

experimental and numerical patterns
Shear stress in flow past a circular cylinder
n
v

v cos()
u
u sin()
t
ut= u sin()-v cos()

Derivation
Discretization
 Space and time are continuous
 Infinite  finite (discretize)
Continuous
Discrete
Time 1 Time 2
1D
space space
Time 1 Time 2
2D
space space
Taylor expansion
f  xi   2 f  xi  Dx 2  3 f  xi  Dx3
f  xi  Dx   f  xi   Dx    ....
x x 2
2 x 3
6
Constant f  xi  Dx   f  xi  Zero order
Line f  xi  First order

f  xi  Dx   f  xi   Dx
x
Capture f  xi   2 f  xi  Dx 2 Second
curvature f  xi  Dx   f  xi   Dx  order
x x 2 2
Basic finite difference schemes
 Discretization of space and time
xi  iDx ,t n  nDt f ( xi ,t n )  f in f ( xi ,t n 1 )  fin 1 f ( xi 1 ,t n )  f in1
 Difference approximation of derivative using Taylor expansion
1 
f xi  Dx ,t n
   n
 f xi ,t 
f n
x i
 2 f n Dx 2  3 f n Dx3
Dx  2
x i 2
 3
x i 6
 O Dx 4  
2 
f xi  Dx ,t n    n
 f xi ,t 
f n
x i
 2 f n Dx 2  3 f n Dx 3
Dx  2
x i 2
 3
x i 6
 O Dx 4   f(x)
f n f in1  fin f n fin  fin1

  ODx    ODx  i-1 i i+1
x i Dx x i Dx
1 Forward (downwind) 2 Backward (Upwind)
f n f in1  f in1
  O Dx 2   2 f n
x 2

f in1  2 f in  fin1
Dx 2
 
 O Dx 2
x i 2Dx i
1 - 2 Centered 1 + 2 Centered
High-accuracy
Do not distribute or use differentiation formulas
first derivative-forward scheme
High-accuracy
forward schemes
High-accuracy
backward schemes
High-accuracy
centered schemes
Example
5
Example
Example
Taylor expansion: multivariable
 For a two-dimensional function f(u,v)
f f
f  ui 1 ,vi 1   f  ui ,vi    ui 1  ui    vi 1  vi 
u v
1  2 f 2 f 2 f 2
  2  ui 1  ui   2  ui 1  ui  vi 1  vi   2  vi 1  vi    ....
2
2 !  u uv v 
Partial derivatives
 For a two-dimensional function f(x,y)
 Mixed partial derivative

Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
9. Ordinary differential equations (Section taken from Prof. Tomiyama)
Initial value problem of ODE
 Standard form of initial value problem of ODE
df t 
 F  f t , t  I.C. (Initial Condition) f 0   f 0
dt
2
df f d f
Ex.1:   , f  0   f 0
Ex. 2:   2
f , f  0   f 0
, f '  0   f ' 0
dt  dt 2
t df
 f1  f , f 2  f ' 
f  f e
0 
dt
df1
 f2 d  f1   0 1   f1 
:time constant dt  2
dt  f   0  f 
relaxation time df 2  2   2
  f12
f
f0=5,=1 dt
df
 Af , f 0   f 0
dt
time
Discretization in 1D
f n+1i-1 f n+1i f n+1i+1

tn+1
f ni-1 f ni f ni+1
tn
x1 xi-1 xi xi+1 ximax
i=1 i = imax
Explicit and Implicit Euler Methods
 Discretization of time
   
f t n  f nDt   f n , f t n 1  f t n  Dt  f n 1 
 Forward, backward and centered differences for a derivative
f t  Dt   f t  
n n n n 1
n n df d 2
f Dt 2
df f  f n
dt
Dt  2
2
 ...  Forward
dt dt Dt
  
n n
df d2 f Dt 2
n n
f t  Dt  f t  Dt  2  ... df n
f n  f n1
dt dt 2  Backward
dn Dt
df n
f n 1  f n 1
 Centered
dt 2Dt
f(t)
n n 1
df df
f n 1 n
 f  Dt f n 1  f n  Dt
dt dt
n-1 n n+1
Explicit Euler Implicit Euler
Euler method (pseudo code)
 Ex.: df f fn
  , f (0)  f 0 Explicit Euler: f n1  f n  Dt
dt  
INPUT PARAMETERS tau, f0, dt, tend
f=f0
t=0.d0 Numerical stability
do n = 1, tend  Dt  n
n 1
t=t+dt f  1   f  rf n
f=f-(f/tau)*dt   
write(*,*) t,f r 1
end do  f n  rn f 0
Unstable
stop  Dt  2 FAIL
IMPORTANT: Know-How
Dt in explicit method must be less than the time constant!
Round-off Error
 Limitation of the digit numbers  computer
n 1 n fn If   1, Dt  0.000001
f  f  Dt

f n 1  0.999999 f n
n 1
If CPU can handle only 5 digits, 0.9999991, then f  f n
round-off
Mathematically Dt0 makes FDE solution converge to exact
solution
In reality, too small Dt results in increasing errors
Error
Dt
Other schemes for time derivation 1
 Euler type  1 Euler
f n 1  f n   F n  1    F n 1  Dt   0 Backward Euler  impl.
  1 / 2 Trapezoidal
 4th order Runge-Kutta n  n k1Dt n Dt 

k1  F k2  F  f  ,t  
 2 2 
n 1 k1  2k2  2k3  k4  k2 Dt n Dt 
f  f  n
Dt k3  F  n
f  ,t  
6  2 2 
 2nd order Runge-Kutta 

k4  F f n  k3Dt ,t n 1 
 
1
Dt
Ff n 
n
f  f 
2 n
2
  n  
1
f n 1  f n  Dt  F  f 2 
  
Other schemes for time derivation 2
 Adams-Bashforth (coefficients calculated using Runge-Kutta)
f n 1 n
 n
 f  55F  59 F n 1
 37 F n2
 9F n 3
 Dt
24
 Predictor-corrector method
f *  f n  F n Dt : explicit solution (predictor)

n 1 F n  F  f * , t n1 
f  f  n
Dt : implicit solution (corrector)
2
Other examples
 25_4 y (0)  4
d2y dy y '(0)  0
2
 0.6  8 y  0
dx dx x[0 : 5]
Solution Dx  0.5
dy
z
dx y new
y old
 Dx  z old
dz
 0.6 z  8 y  0 z new  z old  Dx  8 y old  0.6 z old 
dx
y0  4
z0  0
Other examples
Other examples
Solution
dx x new
x old
 Dt  v old
v
dt Dt
dv v new
v old
  cv  kx 
old old
m  cv  kx  0 m
dt
x 0  1[m]
v 0  0[m / s ]
Other examples
 2D damped oscillator
x 0  1[m]
dx dy
u v y 0  1[m]
dt dt
du dv u 0  1[m / s]
m    cu  kx  m    cv  ky 
dt dt v 0  0[m / s ]
m  1[kg ]
c  0.25[ Ns / m]
k  1[ N / m]
Other examples Solution
E  Ekinetic  E potential
1 1 2
E  mV (t )  kx (t )
2
2 2
Numerical Analysis
1. Introduction
6. Optimization
7. Curve fitting
9. Ordinary differential equations (Section taken from Prof. Tomiyama)
Partial differential equations
 Order
f 2 f
5f 5f
t t 2
 Linear or non-linear
2 f 2 f 2 f 2 f
 2 S   f 2
x 2
y x 2 y 2
Types of partial differential equations
 General form of 2nd order linear PDE
2 f 2 f 2 f f f
A 2 B  C 2  a  b  cf  g  0
x xy y x y
B 2  AC  0 Elliptic
B 2  AC  0 Parabolic
B 2  AC  0 Hyperbolic
Typical equations
Diffusion equation
f 2 f : diffusion coefficient [m2/s] Parabolic
 2
t x
Wave equation
2 f  2
f c: phase velocity [m/s] Hyperbolic
c 2
0
t 2
x 2
Poisson equation
Laplace equation
2 f 2 f Elliptic
 2 S S: source & sink
x 2
y
Examples of 2 nd order PDF
 Advection-diffusion equation
f f 2 f f
u   2  S  u   f   2 f   S
t x x t
Advection f  u f  0 f f f f
u v w  0 Hyperbolic
eq. t x t x y z
f  2
f f  2 f 2 f 2 f 
Diffusion  2  2  2  2  Parabolic
eq . t x t  x y z 
Poisson d2 f 2 f 2 f 2 f Elliptic
S  2  2 S
eq. dx 2
x 2
y z
Navier- u u  2
u 1 P
u  2  Parabolic
Stokes eq. t x x  x Hyperbolic
Elliptic
Advection-diffusion equation
Discretization
Do not distribute orofuse
partial differential
without equations
permission of the by
author
finite difference method
 Using the following functions
f  iDx   f  xi  , f ( xi ,t n )  f i n , f ( xi , y j ,t n )  f ijn , f ( xi , y j , zk ,t n )  f ijkn
 Write down FDE:
f 2 f Time: centered, space: centered
 2 Time: backward, space: centered
t x
f f f Time: forward, space: upwind (u,v >0)
u v 0 Time: forward, space: upwind (u>0, v <0)
t x y
2 f 2 2 f
2
u 2
0 Time: centered, space: centered
t x
2 f 2 f 2 f
 2  2  S ( x, y, z ) Space: centered and solve for f
x 2
y z ijk
Solution
f i n 1  fi n 1  fi n1  2 fi n  fi n1  f i n 1  f i n  fi n11  2 fi n 1  f i n11 
     
2Dt  Dx 2
 Dt  D x 2

f ijn 1  fijn f ijn  f i n1 j f ijn  fijn1
 u v
Dt Dx Dy
f ijn 1  fijn f ijn  f i n1 j f ijn1  f ijn
 u v
Dt Dx Dy
f i n 1  2 f i n  fi n 1 f n
 2 f n
 f n
 u 2 i 1 i i 1
Dt 2 Dx 2
1  fi 1 jk  fi 1 jk f1 j 1k  fij 1k fijk 1  fijk 1 
fijk  2 2 2  2
 2
 2 
2( x  Dy  Dz )  Dx Dy Dz 
 Sijk
Elliptic equations
 Relevant phenomena: potential and steady diffusion problems,
e.g. potential flow, electric potential, steady state T&C profiles
 Basic form:
d2 f
2
S
dx
2 f 2 f 2 f
 2  2 S 2 f  S
x 2
y z
div grad f  S
S=0  Laplace equation S≠0  Poisson equation

Boundary value problem (boundary conditions)
 PDE in space
 Types of boundary conditions:
 Dirichlet condition (B.C. of first kind)  specify the values of f
 Neumann condition (B.C. of second kind)  specify f / n
 Robin condition (Mixed B.C.)  specify af  bf / n
 Types of boundary value problem
Dirichlet Pr. Neumann Pr. Mixed Pr.

Example-elliptic equation: 1D Poisson equation
 Problem d2 f
2
 (0  x  L)
dx
 Dirichlet condition: f =1 at x=0 x=0 x=L

i=1 i=imax
 Neumann condition: df  0 at x=L
dx
f i 1  2 f i  f i 1 fi max  fi max 1
 FDE  i f1  1
Dx 2
This is a system of linear equations

with imax equations
1D Poisson equation-solution
f1  1
f1 2 f2 f3  2Dx2
f2 2 f3 f4  3Dx2
... ... ...  ...
fi1 2 fi fi1  i Dx2
... ... ...  ...
fi max3 2 fi max2 fi max1  i max2Dx2
fi max2 2 fi max1 fi max  i max1Dx2
fi max  fi max1
imax equations
imax unknows ( fi )
1D Poisson equation-solution-linear system
1   f1   1 
1 2 1   f    Dx2 
  2   2 
 1 2 1   f3   3Dx  2
    
 ... ... ...   ...   ... 
 1 2 1   fi    iDx2 
    
 ... ... ...   ...   ... 
 1 2 1   fi max2  i max2Dx2 
    
 1 2 1  fi max1   i max1Dx 
2
 1 f   f 
  i max   i max1 
This matrix is imax x imax
This can be large
Sparse matrix
Example 27.1
 Problem sketch and conditions  2T
 h(Ta  T )  0
x 2
L  10m
Ta  20C
TBC1 TBC2
T1  40C
T2  200C
h '  0.01m2
T1 T2 T3 T4
1
2  i 1
T  2Ti  Ti 1   h ' Ta  Ti 0 Discretization
Dx
Valid for all interior nodes.
Ti 1   2  h ' Dx  Ti  Ti 1  h ' Dx Ta  0
2 2
First and last terms are BC
Solution Ex. 27.1
Linear system
Temperature
distribution
Parabolic equations
 Relevant phenomena: diffusion, heat conduction, viscous flow
 Basic form:
f 2 f
 2
t x
f  2 f 2 f 2 f  f
  2  2  2    2 f
t t
 x y z 
f
  div grad f
t
 Conditions for obtaining solution f (r,t):
 Initial conditions: f (r,0)
 Boundary conditions
 Steady state solution of parabolic eq.= solution of elliptic eq.
Do notExample-parabolic equation:
distribute or use without heat equation
(diffusion)
 Problem f  t , x  2 f
  2 (0  x  L)
t x
 Dirichlet condition: f =1 at x=0 x=0 x=L

i=1 i=imax
 Neumann condition: f  0 at x=L f
t 1
 Initial condition: f 0i=2:imax =0
 FDE x
f i n 1  fi n f i n1  2 f i n  f i n1

Dt Dx 2
Dt
fi n 1
 fi  d  f
n n
i 1  2 fi  f
n n
i 1  d 2
Diffusion number
Dx
d<½
B.C.: f 1
1
n
f n
i max  f n
i max 1 stable
Example 27.1
 Problem sketch, conditions, assumptions and discretization
 2T
 h(Ta  T )  0
x 2
L  10m
Ta  20C
T1  40C
T2  200C
h  0.01m 2
T  2T
 2  h(Ta  T )  0 Steady state solution
t x
Dt
Ti n 1
 Ti  2 Ti n1  2Ti n  Ti n1   Dt * h * Ta  Ti n 
n
Dx
Solution Ex. 27.1
 Temperature distribution in steady state
Example-parabolic
Do not distribute or use equation: 2D heat diffusion
in a plate
 Problem
T   2T  2T 
  2  2 
t  x y 
T Example of boundary
0 condition
y
T
T T   BiT
0   BiT x
x x Ti max  Ti max 1
  BiTi max 1
Dx
Bi  5 Ti max  Ti max 1  DxBiTi max 1
T 1
2D heat diffusion
Do not distribute in a plate-temperature
distribution
Hyperbolic equations
 Relevant phenomena: all kind of waves sound, light, water
wave
 Basic form:  2 f  2
f
 c 2
0
t 2
x 2
2 f 2 f
2
2 f 2 f  2 f
c  2  2  2   0  c  f 0
2 2
t 2
 x y z  t 2
2 f
 c 2
div grad f  0
t 2
 Conditions for obtaining solution f (r,t):

 Two initial conditions: f (r,0) and f
t r ,0
 Boundary conditions
Example-hyperbolic
Do not distribute equation:
or use without advection
equation
 General form and discretization

 u    0
t
  
u v 0
t x y
    
 u  v 
t  x y 
n
ijn 1  ijn    
 u  v 
Dt  x y 
Example-hyperbolic
Do not distribute equation:
or use without advection
equation in one dimension
 2  2
      
      0
2
u  u  u
t 2
x 2
 t x  t x 
 
u 0
t x
in 1  in in  in1
 u First order upwind scheme
Dt Dx
n 1 Dt n Dt n
i  i  u
n
i  u i 1
Dx Dx
Dt n
n 1
i  i  un
Dx
  i   i 1 
n
CFL (Courant-Friedrich-Levy) number
in 1  in  c  in  in1  u Dt c<1
c
Dx stable
Finite difference schemes for advection
 First order upwind scheme f f  xI , y J   f  xI  m , y J 
  ODx 
 Second order u.s. x Dx
f 3 f  xI , y J   4 f  xI  m , y J   f  xI  2 m , y J 
  ODx 2 
x 2Dx
 Third order u.s.
f f  xI  2 m , y J   6 f  xI  m , y J   3 f  xI , y J   2 f  xI  m , y J 
  ODx 3 
x 6Dx
m  1,u  0; m  1,u  0
 Fourth order central difference scheme
f  f  xI  2 , y J   8 f  xI 1 , y J   8 f  xI 1 , y J   f  xI  2 , y J 
  O Dx 4 
x 12Dx
 WENO fifth order (homework)

Advection-diffusion equation
Do notParallel computation
distribute withpermission
or use without OpenMp (shared
of the author
memory)
• Compilation with Openmp
gfortran code.f90 -fopenmp
• Enable Openmp in the main program
!$ use omp_lib
!$ call omp_set_num_threads(l)
• Put tags in the code
!$ omp parallel private (m)
!$ omp do
do m = 1, mmax
f (m)  f old (m)  Dt A(m)  C (m)  F (m)old !$ omp end do
end do !$ omp end parallel

Equations of fluid motion&discretization
u 1
u  0  u  u   P   2 u  g
t 
u u u u 1   2u  2u  2u 
u v w   P    2  2  2   g
t x y z   x y z 
D n 1

uijn 1  uin11j

vijn 1  vijn11
0
u  u
n
ij
n
i 1 j
 ij  0 
u n
u  
n
u  0
ij
Dx Dy x
u  u
n
i 1 j
n
ij
n
ij
uijn1  uijn u n
u n
y P n1
i 1 j  P n1
ij
 u n
i 1 j  2u n
ij  u n
i 1 j u n
ij 1  2u n
ij  u n
ij 1

 uij
n x
 vC
n
    
Dt Dx Dy Dx  Dx 2
Dy 2
 
Pij+1
( j +1 ) ui-1j+1 uij+1
vij vi+1j
Staggered mesh
Pij Pi+1j
(j) ui-1j
uij
vij-1 vi+1j-1
(i) ( i +1 )
134
Elliptic equation solvers
 Linear equation system
 Iterative methods
 Point Jacobi method
 Gauss-Seidel method
 SOR method
 ICCG (Incomplete conjugate gradient)
 ILUCR (Incomplete LU conjugate residual)
 BiCGStab (Bi-conjugate conjugate gradient stabilize)
Point Jacobi method
 Poisson equation
d2 f f i 1  2 f i  fi 1
S   Si
dx 2
Dx 2
 Iterative process: the m+1-th value is a function of the m-th

value 1 m
fi   fi 1  fi m1  Dx 2 Si 
m 1
2
 The iteration process finishes (convergence) if the maximum
error is less than the admissible error
max fi m 1  f i m  
 This method is very slow
Gauss-Seidel method
d2 f f i 1  2 f i  fi 1
S   Si
dx 2
Dx 2

value 1 m
fi   fi 1  fi m11  Dx 2 Si 
m 1
2
max fi m 1  f i m  
 This method is slow
Successive over-relaxation SOR method
d2 f f i 1  2 f i  fi 1
S   Si
dx 2
Dx 2

value 1
 f   f i m1  f i m11  2 fi m  Dx 2 Si 
2
fi m 1  fi m   f  : relaxation factor around 1.7

max fi m 1  fi m  
 This method is faster
Equations
Do not distribute orofuse
motion for permission
without incompressible
of the author
Newtonian fluid
Mass conservation   u  0 Continuity
Momentum u 1 1
 u  u   P    g
conservation t  
Viscous stress tensor for incompressible fluid
 u j ui 2   u j ui 
ij      ij   u   ij   u ij     
 xi x j 3   xi x j 
u 1  2
 u u   P   u  g Navier-Stokes
t   equations
u v w
  0 In Cartesian
x y z
coordinates
u u u u 1    2u 2u  2u 
u v w   P   2  2  2   g for u(u,v,w)
t x y z    x y z 
Discretization of the fluid equations
jmax Pij+1 Pi+1j+1
j +1 ui-1j+1
vij uij+1 vi+1j
Dy
Pij Pi+1j
j j ui-1j
uij
vij-1 vi+1j-1
2 i i +1
1 Staggered mesh
1 2 i Dx imax
n 1

uijn 1  uin11j

vijn 1  vijn11
0

 u n
 u n
u n
ij  0
D u xn   ijn i 1nj
u  0
ij
Dx Dy ui 1 j  uij n
ij
uijn1  uijn n u
n
u n
y P n1
i 1 j  P n1
ij
 u n
 i1 j  2u n
ij  u n
i 1 j u n
ij 1  2u n
ij  u n
ij 1

 uij  vC
n
x
    
Dt Dx Dy Dx 
 Dx 2
Dy 2

Simplified Marker & Cell Method (SMAC)
uijn 1  uin11j vijn 1  vijn11
  0    un 1
Dx Dy
n1 n1
Dt Pi 1 j  P
uijn1   ij
 Fxijn Solution of parabolic
 Dx
equation
n1 n1
Dt P  P Dt n1 Dt n
n1
vij   ij 1 ij n1
 Fyij  u   P  F ,
n n

u   P  F n
 Dy  
Dt u  un1  u
u   P P  P n1
 P n

  un1    u    u  0    u    u
 Solution of
 2P    u Poissons’ equation
Dt
Pn1  Pn P Dt Update
n 1
 
u  u  u  u  P

SimplifiedorMarker
Do not distribute & Cellpermission
use without Method (SMAC)
of the author
(continued)
Dt n
 Solution of parabolic equation u    P  F n

Dt Pi1 j  Pij 
n n n n
D t P P
uij    Fxijn , vij  
ij 1 ij
 Fyijn
 Dx  Dy
 uij  ui 1 j vij  vij 1
 Computation of divu Dij   0
Dx Dy

 Solution of Poisson’s equation  P    u 2
Dt
Pi 1 j  2Pij  Pi 1 j Pij 1  2Pij  Pij 1  
  Dij
Dx 2
Dy 2
Dt
Dt
 Update Pij  Pij Pij , u  u  P
n1 n n 1

Dt Pi1 j Pij Dt Pij 1 Pij
uij  uij 
n1
, vij  vij 
n1
 Dx  Dy
Boundary conditions
Velocity B.C. Pressure B.C.
No-slip wall Inflow Continuous outflow
v1j v2j v1j v2j normal
u1 j  0 u1 j  uin
j u1j
j
u1j
j
Pimax-1 j Pimax j
Pimax j  0
v1 j  v2 j v1 j  2vin  v2 j
1 2 1 2 imax-1 imax
Slip wall Continuous outflow Other B.C.

v1j v2j normal
u1 j  0 vimax-1j vimaxj
j
u1j
j
uimax-2j uimax-1j uimaxj
j P1 j  P2 j
v1 j  v2 j uimax j  uimax1 j
P1 j P2 j
1 2 imax-1 imax vimax j  vimax1 j 1 2

Example
No-slip B.C. u=v=0
jmax
Inflow Dy Outflow
u=uin Pout=0
=const
v=0
2
1
1 2 Dx imax
No-slip B.C. u=v=0

Numerical Analysis: Roberto Carlos Rojas Molina

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Numerical Analysis: Roberto Carlos Rojas Molina

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Numerical analysis

ROBERTO CARLOS ROJAS MOLINA

Escuela Politécnica Nacional

Experimental Simulation More complicated

Molecular Dynamics Lattice Boltzmann Discretization of Navier-

• Visualization tools: gnuplot

• Compile the code, gfortran

• Run de compiled program

• Good program (code)

gfortran name_of_program python3 name_of_program

Sign (number) 1 bit 1 bit

Significant precision 52 bit 23 bit

Approximately 253~ 15 -17 digits 224~ 6 -9 digits

* 1 byte = 8 bites, example: one character is one bite 1characterbit.txt 2numbers.f90

• A10: string with 10 characters 7readfromfile.f90

• 5X: 5 spaces 8example read from input

• /: new line 9grid

• File I/O: open (9-99, file= ‘name.dat’; ‘name.txt’; ‘name.d’;

• File I/O name = open (‘name.dat’; ‘name.txt’; ‘name.d’; any

1442 nodes with 4264 GPUs: 2.5PFLOPS

Paraview: plot over line

 1 2   1 2   e  u u  u 

• Accuracy: closed to true value

predicted  analytical Determine the

• Approximated error: for iterative methods

No-slip Reynolds number

Pressure field Developed velocity profile

H=201, Re=100 and 1000

Evolution of the secondary vortices

Plot the function with g=9.81m/s2,c=1,v=40m/s, t=10s,

f(y) = sin 2x + cos 10x [0:pi]

Code the method

• Replace xu or xl with xr Code the method

• Check the sign of f(xl)*f(xr)

Code the method

Briefly explanation Maxima

 First derivative: slope

 Exact for linear functions

Flow patterns are in good agreement with

ut= u sin()-v cos()

Constant f  xi  Dx   f  xi  Zero order

Line f  xi  First order

f n f in1  fin f n fin  fin1

 Mixed partial derivative

f n+1i-1 f n+1i f n+1i+1

 4th order Runge-Kutta n  n k1Dt n Dt 

 2nd order Runge-Kutta 

 Adams-Bashforth (coefficients calculated using Runge-Kutta)

f *  f n  F n Dt : explicit solution (predictor)

S=0  Laplace equation S≠0  Poisson equation

Dirichlet Pr. Neumann Pr. Mixed Pr.

 Dirichlet condition: f =1 at x=0 x=0 x=L

This is a system of linear equations

 Dirichlet condition: f =1 at x=0 x=0 x=L

 Conditions for obtaining solution f (r,t):

 WENO fifth order (homework)

end do !$ omp end parallel

 Iterative process: the m+1-th value is a function of the m-th

 Iterative process: the m+1-th value is a function of the m-th

 Iterative process: the m+1-th value is a function of the m-th

 The iteration process finishes (convergence) if the maximum

Slip wall Continuous outflow Other B.C.

1 2 imax-1 imax vimax j  vimax1 j 1 2