Fundamentals of Finite Element Method

Sumit Somani, IIT Bombay 8
th
Indo-German Winter Academy, Roorkee
Fundamentals O Finite
!ierence "ethods
Sumit Somani
IIIrd #nderGraduate, $S%
IIT Bombay
Tutor& 'ro( G( Bis)as,IIT *an+ur

Fundamental of Finite Difference Methods
Acknowledgements
th
It has been a +leasure +re+arin, this lecture
I take this o++ortunity to thank my su+er-isor 'ro(
Gautam Biswas .'roessor ,IIT *an+ur/ or his
enthusiastic su++ort( A ma0or chunk o this lecture is
ins+ired by his lecture notes( %1cer+ts rom 'ro( !r(
Atul Sharma2s .Asstt( 'roessor, IIT Bombay/ lectures
ha-e been included )ith his kind +ermission and
+rouse thanks to him or the same(

Motivation
th
These slides are a brie introduction to Finite !ierence "ethods
and the moti-ation to study and learn this method is the act that
in Fluid dynamics, thermodynamics, solid mechanics etc( a lar,e
number o dierential e3uations are ound( And to sol-e all o
them analytically is -ery diicult and at times im+ossible(
Finite !ierence "ethods +ro-ide suiciently satisactory
accurate numerical solutions to such e3uations and )ith the
-alues )e ,et rom this method )e can use them in simulation
o the +roblem or studyin, the +roblem or a +ractical +ur+ose(

Outline
$lassiication o 'artial !ierential e3uations in-ol-ed in luid mechanics
Fundamentals o !iscreti4ation(
Finite !ierence 5uotients, startin, rom Taylor6s series(
Finite !ierence e3uations rom the +oint o -ie) o their consistency and
con-er,ence(
%1+licit and Im+licit methods o discreti4ation(
%rrors and stability analysis(
Fundamentals o Fluid Flo) "odelin,& Trans+orti-e and $onser-ati-e +ro+erties(
#+)ind Scheme o !iscreti4ation .First and Second/
Artiicial 7iscosity((
th

Classification of Partial Differential Equations
"ost ,eneral orm o a e3uation(
I A,B,$,!,%, F are either constants or unctions o .1,y/ then linear e3uation

other)ise nonlinear i(e( It may contain or its deri-ati-es(
Im+ortant class o such non-linear e3uations is !uasi"inear in )hich co-eicients

may contain or its irst deri-ati-es but not its hi,her deri-ati-es(
I G89 then homogeneous other)ise nonhomogeneous
I B
:
; <A$ 8 9 then Para#olic equation
I

B
:
; <A$ = 9 then Elli$tic equation
I B
:
; <A$ > 9 then %&$er#olic equation
th

PDEs contd'''
(nstead& )avier *tokes .?S/ %3uation is elli+tic in s+ace and +arabolic in time
and in steady state they are elli+tic
In %lli+tic +roblems boundary conditions must be a++lied on all coninin, suraces(

These are Boundar& +alue Pro#lems
$onduction @eat Transer e3uation is a +arabolic e3uation here, denotes the

tem+erature and B is the thermal diusi-ity
th
A
Boundary conditions at the t)o ends and an initial condition are needed to sol-e
such e3uations
?o) let us consider its t)o dimensional counter+art i(e( #nsteady @eat conduction
in :!( S is the source term and no) )e can see it is elli+tic in s+ace and +arabolic
in time( An initial condition and t)o conditions or the e1treme ends in each s+atial
co-ordinate is re3uired to sol-e such a e3uation(
B-! e3n :-! e3n

PDEs contd'''' ,Fluid Flow E-am$le.
Fluid lo) +roblems ha-e nonlinear terms due to inertia and ener,y terms kno)n
as ad-ection and con-ection res+ecti-ely(
denotes some trans+orted +ro+erty like -elocity, tem+erature etc
u and - denote -elocity com+onents(
B is diusi-ity or momentum or heat, S is source term(
'arabolic in time and elli+tic in s+ace(
For -ery hi,h s+eeds it becomes hy+erbolic as the let hand terms dominate and
ri,ht hand terms becomes tri-ial thereore the e3uation becomes hy+erbolic in
s+ace and time(
th

Boundar& and /nitial Conditions
C o Boundary $onditions Re3uired 8 Order o the hi,hest deri-ati-es a++earin, in

each inde+endent -ariable in the ,o-ernin, e3uations
#nsteady +roblems ,o-erned by B

st
deri-ati-e in time )ill re3uire initial condition in
order to carry out time inter,ration(
S+atial Boundary conditions can be three orms as sho)n belo) or a arbitary

domain also sho)n belo)(
th
Schematic scheme o arbitary domain
!irchlet
?eumann
"i1ed Boundary
$ondition
@ere r is the -ector denotin, +osition on the
boundary and n is the unit normal -ector to
the surace(

Discreti0ation
A closed orm mathematical e1+ression, such as a +artial dierential

e3uation, is a++ro1imated by analo,ous e1+ressions )hich +rescribe
-alues at only a inite no( o discrete +oints or -olumes in domain(
Anal&tical Solution is continuos
)umerical Solution is discrete
Basic +hiloso+hy o inite dierence methods is to re+lace deri-ati-es )ith

al,ebraic dierence 3uotients, resultin, in a system o al,ebraic
e3uations )hich can then be sol-ed(
So or the +ur+ose o studyin, inite dierence e3uations )e must deine

a )ay ho) )e are ,oin, to discreti4e our domain o calculation
An e1am+le ollo)s u+((((

th

Grid Generation
1 and y are the step size in x and y

directions respectively
They need not be same
But when x=y then calculations

become easier and computations fast.
Therefore the numerical calculations are

performed on a transformed
computational plane which has uniform
spacing in transformed-independent-
variables but has a non-uniform spacing
in the physical plane.
se of subscripts to denote a point in

grid is !uite obvious
th

1a&lor *eries E-$ansion
We ha-e re+resented the u
iDB, 0
in terms o u
i,0
and deri-ati-es o u at the same
+oint( This is a Taylor %1+ansion o u in sin,le direction o 1 alone( Similarly )e
can )rite an e1+ression or u
i-B, 0
by re+lacin, x with -x.
sing this we can get value of derivative in terms of higher derivatives

and difference between values at neighbouring points in the grid li"e
th
But for wor"ing purpose we only consider terms upto a limit otherwise
Taylor series is a infinite series and we can#t deal with infinite $ of
terms.

First Order Forward and Backward difference
As )e see in the abo-e ormula i only consider B

st
term and lea-e out other then
)e ha-e ,ot oursel-es a ormula or irst order accurate dierence re+resentation
o irst deri-ati-e o u( This is also the 2First Order Forward Difference2
For)ard because )e use iDB,0 and i,0 -alues o u to e-aluate it( I )e used u
i - B, 0
and u
i, 0
-alues then it )ould be back)ard dierence(
We re+resent the order o error .in this case/ as O.1/ because the terms o the
order o 1 )ere let out )hile e-aluatin, the deri-ati-e(
th
B
st
order accurate
Truncation %rror

Central Differences
Second Order $entral

!ierence or B
st
deri-ati-e
Second Order $entral

!ierence or :
nd
deri-ati-e
th
As We can notice )e can deri-e the second order central dierence or :
nd
deri-ati-e
by usin, or)ard dierence o the irst order deri-ati-es at i,0 and usin, back)ard
dierence or irst order deri-ati-es themsel-es( By a similar strate,y )e can e-aluate
"i1ed deri-ati-es as )ell .in this case use central dierences or both cases/
Strate,y
Formula

Finite Difference Equations ,FDEs.
The basic conce+t in sol-in, the '!% usin, this a++roach is to re+lace each
deri-ati-e term )ith its dierence element(
$onsider the unsteady B-! heat conduction&

th
#sin, FT$S . For)ard 1ime Central *+ace/ discreti4ation )e transorm abo-e

e3uation to
$onsider the unsteady B-! heat conduction&

The su+erscri+t denotes the time -ariable( I n denotes time t then nDB denotes time
tDt( Alon, )ith this there is a truncation error also there )hich )e can )rite as OE t%
&x'
(
) as we have used forward difference for time and central for space.

Consistenc&
A F!% o a '!% is said to be consistent i )e can sho) that the dierence

bet)een the '!% and its F!% -anishes as the mesh is reined .or in other )ords it
a++roaches 4ero(
th
For the schemes )here truncation error .T%/ is like OEx) or *+t) &or its
higher orders) it is obvious that as mesh tends to zero T, would tend to
zero. But schemes with T, li"e *+t-x) we have delve further. .n such
cases /0, may be consistent only if as the mesh tends to zero% t-x
also tend to 1. 2owever if t% x individually tend to 1 without t-x
tending to 1 then /0, becomes inconsitent.
$onsistency de+ends on Differencing Scheme, or e,(, !uFort-Frankel scheme

is not consistent or B! unsteady state heat conduction e3uation i(e( i )e use that
scheme then error may not tend to 4ero as the mesh tends to 4ero( In this T% is
OEt-xF but i it doesnot tend to 4ero alon,)ith mesh then it may turn a +arabolic
e3uation to a hyberbolic one(

Convergence
A solution o the al,ebraic e3uations that a++ro1imate a +artial

dierential e3uation .'!%/ is con-er,ent i the a++ro1imate
solution a++roaches the e1act solution o the '!% or each
-alue o the inde+endent -ariable as the ,rid s+acin, tends to
9( The re3uirement is
th
Where G@S is the numerical solution rom F!% and R@S is the
e1act solution o the e3uation o the '!% obtained analytically(

E-$licit and /m$licit Methods
Finally )e are ,oin, to learn to sol-e the F!% obtained rom our '!%(
There are t)o methods %1+licit H Im+licit "ethods(
%1+licit methods sim+ly says as )e kno) -alues o all the de+endent -ariables at
all 1 at a time inter-al rom the ,i-en initial conditions( Ater that )e kee+ on
+lu,,in, -alues o +re-ious inter-al to ,et the -alue at the ne1t inter-al(
In this method solution takes the orm o a Imarchin,I +rocedure in ste+s o time(
th
This e3uation contains only a sin,le unkno)n by +lu,,in, in other -alues the
unkno)n -ariable can be ound out(

/m$licit Method
$onsider the +re-ious e3uation )ith a dierent discreti4ation( Actually

discreti4ation remains the same but the terms on the R@S are re+laced )ith
tem+oral a-era,es o the nei,hbourin, terms like u
n
iDB
is re+laced by
.u
n
iDB
D u
nDB
iDB
/ J :
th
In this method the unkno)n -alue at time le-el nDB is re+resented not only in
terms o kno)n -alues o time le-el n but also in terms o unkno)n -alues( By
doin, so )e can2t obtain solution or time le-el nDB directly by sol-in, this
e3uation( We )ould ha-e to )rite such e3uations or all 1 and it )ill result into a
system o linear e3uations )hose solution )ill ,i-e us -alues at time le-el nDB
This method is Crank)icolson Method

/m$licit Method Contd'''
The e3uation can be re-)ritten as

th
Rearran,in,
terms
Where r8 3&t'-&x'
(
When this e3uation is a++lied at all ,rid +oints system o e3uations as abo-e is
obtained( $oeicient matri1 is a tri-dia,onal matri1 and )e can deri-e ad-anta,e
rom it by usin, 1homas Algorithm .BK<K/

/m$licit methods for 3 Dimensional equation
A++lyin, $rank-?icolson scheme to : ! @eat conduction e3uation )e ,et

th
)here,

$learly this e3uation has L unkno)ns
and thereore system obtained is not tri-
dia,onal
Thereore e-en )hen )e sim+liy this to a system o linear e3uations it is -ery

com+licated and time-consumin, to sol-e( We thus, use Alternatin, !irection
Im+licit .A!I/ "ethod to remo-e these diiculties

Alternating Direction /m$licit Method
In this )e s+lit the earlier obtained F!% in t)o ste+s( We break the time inter-al
bet)een n and nDB into t)o e3ual +arts by considerin, another time le-el o
nDBJ:( The e3uation is broken do)n in t)o ste+s(
th
First
Ste+
Second
Ste+
?o) our system o L unkno)ns is broken do)n into t)o systems o M unkno)ns each and
thus )e no) ha-e t)o tridia,onal matrices to sol-e )hich can be sol-ed eiciently then
beore( This method is called as alternatin, direction im+licit or A!I method(

Com$arison E-$licit and /m$licit Methods
Advantage
The al,orithm is sim+ler
Disadvantage
Re3uires many time ste+s to carry
out the calculations o-er a ,i-en time
inter-al, due to restrictions on Nt
im+osed by stability constraints(
th
Advantage
Takes lesser time or calculations o-er a
time inter-al(
Disadvantage
B/ $om+licated +ro,ram(
:/ Gar,e com+utation time in each ste+
as matri1 mani+ulations are re3d( At
eachste+ so com+uter time +er time
ste+ is lar,er than e1+licit a++roach(
M/ For lar,er Nt, truncation error is hi,h(
E-$licit Method /m$licit Method

Errors
A 8 analytical solution o the '!%
! 8 e1act solution o the F!%
? 8 numerical solution rom a real com+uter )ith inite accuracy(
!iscreti4ation %rror 8 A ; ! 8 Truncation %rror D error introduced

due to treatment o boundary condition
Round-o error 8 4 8 ? ; !
Round-o error is the numerical error introduced by a real

com+uter )hile com+utation due to inite accuracy(
Thus ? 8 ! D 4
th

*ta#ilit& Anal&sis
$onsider the F!% o the one dimensional heat e3uation&

th
?umerical soln
? 8 ! D 4
satisies this
e3n(
%1act Solution ! also satisies the F!%
Subtractin, these t)o ,i-es this( We can
no) see error also satisies the e3uation(
We say that the solution is stable i error shrinks or remains same as )e
+ro,ress in time( I error ma,niies )ith time solution is unstable( So the
condition or stability is 8>

*ta#ilit& Anal&sis contd'''
I )e assume distribution o error alon, 1-a1is to be ,i-en as Fourier Series in 1 and

the time-)ise distribution is e1+onential in t( Since the dierence is linear in the
e3uation, the beha-ior o the term o series is the same as the series itsel thus )e
could consider &
th
Substitutin, this in the e3uation studied beore, )e ,et

This is called Am+liication actor or G or a stable solution it must less
than or e3ual to B( So )hen )e sol-e the ine3uality o G bein, =8B )e ,et
This result is called stability condition or the solution and it must be satisied to obtain
a stable solution( Such a analysis usin, Fourier series is called as the +on )eumann
sta#lit& anal&sis(

*ta#lit& of h&#er#olic and elli$tic equations
In Fluid-lo) +roblems )e )ould encounter a lar,e no o second order )a-e

e3uations like this(
th
We can re-)rite this as
)ith
We ha-e done by breakin, the second- order e3uation in t)o irst -order e3uation
by introducin, ne) 3uantities and then mer,in, these e3uations to )rite a ne)
e3uation in matri1 orm( As )e can see that the e3uation that )e considered )as a
hyberbolic one( Similarly )e can re ; )rite amous %uler e3uations that )e
encounter so re3uently in Fluid ; lo) +roblems in a system o irst order- e3uation(
In ne1t slide )e do stability analysis on a irst order )a-e e3uation similar to
e3uations o our system o e3uations(

*ta#lit& of h&#er#olic and elli$tic equations
A++lyin, 7on-?eumann Stability analysis to the irst order )a-e e3uation

th
'!%
$onsider s+atial deri-ati-e in
central orm
$onsider
For)ard dierence
or time deri-ati-e
We ,et this F!%
When )e once a,ain a++ly stablitity analysis as beore )e ,et am+liication actor as
$ is called $ourant2s number( It should be less than B or solution to be stable( This
condition is called Courant-Friedrichs-"e)y condition ,enerally reered to as the CF"
condititon

Fluid 4 Flow modelling
Fluid lo) +roblems are com+le1 as they orm non-linear system(
For this )e )ould consider a model e3uation named as Bur,ers %3uations

because it has con-ecti-e, diusi-e and time-de+endent terms(
th
@ere 5 is the coeicient o diusi-ity, u is the -elocity and 6 is any +ro+erty that can be
trans+orted and diused( I -iscous term .diusi-e term/ on R@S is ne,lected the
remainin, e3uation is a sim+le analo, o %uler2s e3uation( For in-iscid lo) R@S is 9(
A F!% is called conservative i it +reser-es the inte,ral conser-ati-e
relations($onsider the ollo)in, -orticity trans+ort e3uation(
@ere, 5 is the diusi-e term, 7 is the luid
-elocity, 7 is the vorticity% 8 is the nabla or
differential operator

Conservative Pro$ert& , contd'''.
Inte,ratin, o-er i1ed re,ion )e inally ,et 9

th
This im+lies that the time rate o accumulation o O in 9 e3uals net ad-ecti-e lu1
rate o O across A
9
into 9 and net diusi-e lu1 rate o O across A
9
into 9 ( This
relation needs to be +reser-ed by F!% to be conser-ati-e( $onsider the conser-ati-e
orm o Bur,er e3n i(e(
Its F!% analo,
%-aluatin, the inte,ral o-er a re,ion 9 bet)een i 8 I
B
and i 8 I
:
as
We ,et
8

Conservative $ro$ert& contd'''
By lookin, at +re-ious e3uation )e can clearly say that the rate o accumulation o
7
i
in is e3ual to net ad-ecti-e lu1 rate across the boundary runnin, rom i 8 I 9
B

and i 8 I
:

I )e consider the non- conser-ati-e orm o the Bur,er2s e3uation

th
The inte,ral as beore comes out to be this time,
This doesnot satisies the inte,ral Gauss -di-er,ence +ro+erty i(e( the
conser-ati-e +ro+erty o the continuum( Thereore this orm o Bur,ers e3uation is
not conser-ati-e(

($wind and 1rans$ortive $ro$ert&
7on ?eumann6s stability analysis a++lied to normal discreti4ation o the Bur,er6s

e3uation indicates unconditional instability, thus ($wind *cheme o discreti4ation
is used( In this or)ard dierence or s+atial deri-ati-e is re+laced by a back)ard
one or u>9 and or)ard dierence is used is u=9("oreo-er u+)ind bias retains
the trans+orti-e +ro+erty o the lo) e3uation(
th
Transportive Property
An F!% o a lo) e3uation is said to +ossess this +ro+erty i the eect o a +erturbation
is con-ected or ad-ected only in the direction o the -elocity( Re,ular ormulation o
the F!% -iolates this +ro+erty(
%3uation
B

1rans$ortive $ro$ert& contd'''
$onsider a +erturbation 4
m
= : in 6. /or u ; 1 and time level n% 4
m
is : and
all other 4 is 1 i.e. <erturbation is only at the m
th
space location.
=ow chec"ing the upwind scheme for down-stream location &m>?'%

which comes out to be acceptable.
th
At +oint m 8>
This also means that +erturbation is bein,
carried out(
An u+stream +oint .m-B/ station
?o +erturbation as e1+ected(
This sho)s that u+)ind scheme kee+s the lo) unidirectional i(e the eect o
+erturbation is in direction o -elocity only(

$onsiderin, taylor e1+ansion o 6 in terms of t and substituting it into

upwind scheme e!uation ? we get
th
Or
Which can be
re-)ritten as
Where 5
e
is, .,i-en alon,side/ and $ is $ourant2s number,
)hen )e ha-e considered u > 9 .acc( To u+)ind scheme )e
used and $ = B accordin, to $FG condition 5
e
is al)ays > 9
thereore it beha-es as artiicial -iscosity(

Artificial +iscosit& contd'''
For steady state )here 6 deri-ati-e )rt t is 9,

th
For a :-! con-ecti-e diusi-e e3uation )ith -iscous diusion in both directions i )e
ollo) the same analysis as beore )e )ould obtain
Where,
As )e obser-e that to maintain the trans+orti-e +ro+erty o the solution u+)ind
scheme is essential but it also lead to some amount o inaccuracy due to alse
diusion( One o the +lausible im+ro-ements is the usa,e o hi,her-order u+)ind
method o dierencin,(

*econd Order ($wind Differencing
Accordin, to the second order u+)ind dierencin, . a++lied only in conser-ati-e

orm/
th
Where,
and,
Finally or both u
R

and u
G
> 9

*econd Order u$wind differencing contd'''
When )e a++ly this dierencin, scheme to the second term o the unsteady 1-
direction momentum e3uation )e ,et
th
I )e introduce a actor @ )hich )ould e1+ress )ei,hted a-era,e o central and
u+)ind dierncin, )e )ould ,et this,
Where 9 = @ = B( For n 8 9 it becomed central is s+ace and @ 8 B it becomes ully
u+)ind( We can increase the accuracy as )e like by suitable ad0ustment o @(

5eferences
'ro( Gautam Bis)as2s notes
Wiki+edia
'ro( Atul Sharma2s course slides
P(W Anderson I$om+utational Fluid

!ynamicsI
th

th
Thank Qou
For your kind attention
And Welcome to any 5uestions, $omments or
Su,,estions(

th
%1tra Slides

1homas Algorithm
th
It is a ast method to sol-e a tri-dia,onal matri1( I the matri1 is like this(
We can con-ert it into ro)-echelon orm .in this case a u++er trian,ular matri1(We
modiy the elements like ,i-en belo)(

1homas Algorithm ,contd'''.
th
And the constant column matri1 as belo)(

d
B
and c
B
remains the same( For,et all the b
is
and )e ha-e ,ot out ro)-echelon
orm( ?o) )e can ind 1
?
easily(
Other -alues can be ound by back-substitution( And )e are done( It is hi,hly ast
and eicient method(

th
Difference A$$ro-imations for derivatives

th
Difference A$$ro-imations for mi-ed $artial derivatives

Fundamentals of Finite Element Method

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Fundamentals of Finite Element Method

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Sumit Somani, IIT Bombay 8

$lassiication o 'artial !ierential e3uations in-ol-ed in luid mechanics

Finite !ierence 5uotients, startin, rom Taylor6s series(

%1+licit and Im+licit methods o discreti4ation(

%rrors and stability analysis(

Fundamentals o Fluid Flo) "odelin,& Trans+orti-e and $onser-ati-e +ro+erties(

#+)ind Scheme o !iscreti4ation .First and Second/

"ost ,eneral orm o a e3uation(

I A,B,$,!,%, F are either constants or unctions o .1,y/ then linear e3uation

Im+ortant class o such non-linear e3uations is !uasi"inear in )hich co-eicients

I G89 then homogeneous other)ise nonhomogeneous

In %lli+tic +roblems boundary conditions must be a++lied on all coninin, suraces(

$onduction @eat Transer e3uation is a +arabolic e3uation here, denotes the

denotes some trans+orted +ro+erty like -elocity, tem+erature etc

u and - denote -elocity com+onents(

B is diusi-ity or momentum or heat, S is source term(

'arabolic in time and elli+tic in s+ace(

C o Boundary $onditions Re3uired 8 Order o the hi,hest deri-ati-es a++earin, in

#nsteady +roblems ,o-erned by B

S+atial Boundary conditions can be three orms as sho)n belo) or a arbitary

A closed orm mathematical e1+ression, such as a +artial dierential

Anal&tical Solution is continuos

)umerical Solution is discrete

Basic +hiloso+hy o inite dierence methods is to re+lace deri-ati-es )ith

So or the +ur+ose o studyin, inite dierence e3uations )e must deine

An e1am+le ollo)s u+((((

1 and y are the step size in x and y

They need not be same

But when x=y then calculations

Therefore the numerical calculations are

se of subscripts to denote a point in

sing this we can get value of derivative in terms of higher derivatives

As )e see in the abo-e ormula i only consider B

Second Order $entral

Second Order $entral

$onsider the unsteady B-! heat conduction&

#sin, FT$S . For)ard 1ime Central *+ace/ discreti4ation )e transorm abo-e

$onsider the unsteady B-! heat conduction&

A F!% o a '!% is said to be consistent i )e can sho) that the dierence

$onsistency de+ends on Differencing Scheme, or e,(, !uFort-Frankel scheme

A solution o the al,ebraic e3uations that a++ro1imate a +artial

There are t)o methods %1+licit H Im+licit "ethods(

$onsider the +re-ious e3uation )ith a dierent discreti4ation( Actually

This method is Crank)icolson Method

The e3uation can be re-)ritten as

A++lyin, $rank-?icolson scheme to : ! @eat conduction e3uation )e ,et

Thereore e-en )hen )e sim+liy this to a system o linear e3uations it is -ery

A 8 analytical solution o the '!%

! 8 e1act solution o the F!%

? 8 numerical solution rom a real com+uter )ith inite accuracy(

!iscreti4ation %rror 8 A ; ! 8 Truncation %rror D error introduced

Round-o error is the numerical error introduced by a real

$onsider the F!% o the one dimensional heat e3uation&

I )e assume distribution o error alon, 1-a1is to be ,i-en as Fourier Series in 1 and

Substitutin, this in the e3uation studied beore, )e ,et

In Fluid-lo) +roblems )e )ould encounter a lar,e no o second order )a-e

A++lyin, 7on-?eumann Stability analysis to the irst order )a-e e3uation

Fluid lo) +roblems are com+le1 as they orm non-linear system(

For this )e )ould consider a model e3uation named as Bur,ers %3uations

Inte,ratin, o-er i1ed re,ion )e inally ,et 9

I )e consider the non- conser-ati-e orm o the Bur,er2s e3uation

7on ?eumann6s stability analysis a++lied to normal discreti4ation o the Bur,er6s

=ow chec"ing the upwind scheme for down-stream location &m>?'%

$onsiderin, taylor e1+ansion o 6 in terms of t and substituting it into