44 views

Uploaded by Giannis Giorgos

save

- FDM.pptx
- Placas.pdf
- Thermo Fluid
- Numerical methods
- Algebra B AlgebraStarters
- Week1 [Compatibility Mode]
- Solution
- Cse i II III IV Syllabus 7-11-07
- Finite Time Domain
- HEC3612_Project S2 2016
- CFD
- Paper 84
- Coresub Att Maths 27 Linear Equation in Two Variables
- MIT cfd 2_29Fa11_quiz1
- 6 Finite Difference Methods
- Numerical Methods
- 1. Solving Linear Equations[1]
- Adkins Davidson
- Alg Solving Solutions
- exim
- 7-1
- 2015 Article Diophantine Equations Gaurish
- BCA Advanced
- Electronics & Communication 2006 Sem v & VI
- Analisa Numerik & Pemrograman Dalam Teknik Sipil (Univ. Pembangunan Jaya)
- maths16.pdf
- Chapter 9 Differential Equations
- ch02_1
- 45 systems of linear equations
- 16-DifferentialEquations
- 010 Chapter 2 L8
- QSG1 Alg QuickStart
- aircraft stability
- QSG5 Linear Algebra Quickstart
- aircraft stability
- 012_Chapter 2_L10
- aircraft stability
- Classpad Quick Reference.pdf
- 009_Chapter 2 _L7.pdf
- ClassPad Tutorial
- ClassPad Tutorial
- aircraft stability
- Building Stuff in Geom
- aircraft stability nptel
- aircraft stability
- 005 Chapter 1 Exercises
- 006 Chapter L4
- 054_Chapter 10_L39_(07-10-2013)
- 002 Chapter 1 L2
- 003_Chapter 1_L3.pdf
- 008 Chapter 2 L6
- 1928 - 0810
- 057_Appendix 10.2_(05-10-2013) (1).pdf
- 001_Chapter 1_L1.pdf
- 004_Chapter 1_References.pdf
- ADVANCE SEAPLANE CONCEPTUAL DESIGN ADAPTING TRIMARAN BOAT HULL CONCEPT.PDF
- NACA MODEL INVASTIGATION ON SEAPLANES IN WAVES.pdf
- FIXED_WING_DESIGN_PAPER_AE_6343 (2).pdf
- PanuklMan_eng.pdf
- 007 Chapter 2 L5

You are on page 1of 37

Kush Bhatia Dept. of Computer Science & Engg. IIT Delhi

Tutors: Prof. U. Rüde, Prof. G. Biswas

Contents

Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency, Convergence and Stability Analysis Fluid-Flow Modeling

Conservative Property

Differential Equations

Newton Cooling Model

1 Dimensional Wave Equation

Solving Differential Equations Analytical Methods: Finding Closed form Solution Numerical Methods: Approximating Numerical Solutions to Differential Equations Finite Difference Method Finite Elements Method .

Contents Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency. Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .

Finite Difference Method: Overview A finite difference method for solving differential equations involves the following steps: Grid Generation Derivative Substitution Solving System Of Algebraic Equation .

Grid Generation .

Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .Contents Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency.

Finite Difference Approximations Consider the following differential Equation: Numerical Approximation requires replacing the derivatives with Numerical approximations Use Taylor Series Expansion for the approximation .

Finite Difference Approximations The Taylor Series: On replacing 𝑥 by 𝑥 + ℎ and 𝑎 by 𝑥 Combining higher order terms .

Finite Difference Approximations P Q P1 P P2 Forward/Backward Difference Approximation Central Difference Approximation .

Finite Difference Approximations Forward Difference Approximation Backward Difference Approximation Central Difference Approximation .

Finite Difference Approximations Taylor Series Expansion for Function of 2 independent variables The Partial Derivative Approximations: Forward : Backward : Central : .

similarly by considering higher order terms in the Taylor Series. we can approximate the higher order derivatives as well Second Order Derivative: Second Order Partial Derivative: .Finite Difference Approximations As we approximated the first derivative.

Contents Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency. Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .

the following two cases may arrive: Explicit Method Implicit method Where 𝑗 denotes the spacial dimension and 𝑛 denotes the temporal dimension .Explicit & Implicit Methods On Substituting the approximations to the derivatives in the differential equation.

𝑡𝑛 . To denote the solution 𝑢(𝑥. 𝑡𝑛 ) with uniform time step size Δ𝑡 = 𝑡𝑛+1 − 𝑡𝑛 and uniform space step Δ𝑥 = 𝑥𝑖+1 − 𝑥𝑖 .Explicit & Implicit Method : Example Consider the Differential Equation: Constructing the Grid: Consider a rectangular Mesh (𝑥𝑖 . use 𝑢𝑖 ≈ 𝑢 𝑥𝑖 . 𝑡) at the required point on 𝑛 the grid. .

can determine 𝑢 at 𝑥𝑖 for time 𝑡𝑛+1 . Solutions takes the form of a “marching” in steps of time.Explicit & Implicit Method : Example Substituting the forward difference approximations in the differential equation Given that we know value of 𝑢 at all 𝑥 for time 𝑡 from initial condition. also the Explicit Euler Method of Finite Difference .

Explicit & Implicit Method : Example Substituting the spatial difference on RHS by time average of n and n+1 (Crank-Nicolson Method) The unknown value 𝑢 at time 𝑛 + 1 is expressed in terms of known values at time 𝑛 and unknown values at time 𝑛 + 1. To solve this equation. we formulate it at all points 𝑥𝑖 for time 𝑡𝑛+1 to obtain a system of algebraic equations .

Explicit & Implicit Method : Example The equation can be rearranged as With 𝑟 = 𝛼 Δ𝑡 . 2 Δ𝑥 On applying equation at all points from 𝑖 = 1 𝑡𝑜 𝑘 + 1 and applying the boundary conditions. B is the coefficient Matrix and X is the Solution Vector . representation of the form B𝑋 = 𝐶 can be obtained.

Computing time per time step is small. Algorithm requires more involved process Stability can be maintained over larger values of Δ𝑡. Computing time per step is larger.Explicit Vs Implicit Methods Explicit Method Solution Algorithm is Implicit Method Setting up Solution simple to set up. Stability Constraint puts a restriction on time step given a spatial step. .

Contents Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency. Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .

The errors can be controlled by controlling the grid spacing in the chosen mesh.Errors in Discretization Numerical Solution of a differential Equation is influenced by the following sources of errors: Discretization Error = Truncation Error + Error due to treatment of Boundary Conditions Round Off Error = Numerical Error induced due to finite precision of decimals in computer memory For implicit methods. there is an additional Algebraic Error induced by introducing an iterative method for the Linear System. .

Errors in Discretization .

Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .Contents Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency.

the finite difference scheme as employed on the Newton Cooling Law is a consistent one. Example : Consider the Newton Cooling Law: The Truncation Error 𝑇ℎ is given by And we observe that Thus. .Consistency A Finite Difference Scheme is said to be consistent if the limit of the truncation error is zero as ∆𝑡 𝑜𝑟 ∆𝑥 approaches zero.

. The red line denotes the exact solution. the grid spacing is 0. value of grid spacing has been set to 1. For the blue line.25. 𝑦 0 = 1. solution approaches the exact solution of the differential equation for each value of the independent variable as grid spacing approaches zero Numerical approximation to the differential equation 𝑦 ′ = 𝑦. while for the green line.Convergence A Finite Difference scheme is said to be Convergent if the approx.

005) .01) Stable Finite Difference Scheme (Grid Size = 0.Stability Analysis Unstable Finite Difference Scheme (Grid Size = 0.

Amplification of this error at time step 𝑛 + 1 is ε𝑛+1 = 𝑔ε𝑛 . . it is required that ε𝑛+1 ≤ ε𝑛 or 𝑔 ≤ 1. For the stability of the finite difference scheme. To find the stability criteria. A Finite Difference Method Scheme Converges if it is stable and consistent and the discrete problem is uniquely solvable. one can use Von Neumann technique to determine error ε explicitly.Stability Analysis Let ε𝑛 be the error which occurs at time step 𝑛. where g = amplification factor.

𝜕𝑥 In the equation above 𝑢 refers to the velocity. Burgers Equation reduces to an analog of Eulers equation 𝜕𝜙 𝜕𝑡 + 𝜕𝜙 𝑢 𝜕𝑥 =0 .Application: Fluid Flow Modeling Burgers presented a simple non-linear equation to model fluid flow 𝜕𝜙 𝜕𝑡 𝜕𝜙 + 𝑢 𝜕𝑥 = 𝜕2 ϕ 𝑣 2 . If we neglect the viscous term. 𝑣 refers to the coefficient of viscosity and 𝜙 refers to any property which can be transported or diffused.

We say that a property is conserved in the system if the net rate of accumulation of property in the system equals the net inflow – net outflow. Inflow of property System Under Consideration Outflow of property .Conservative Property Consider the following system with a property being verified for conservation.

Conservative Property Consider the inviscid Burger Equation 𝜕𝜔 𝜕𝑡 = 𝜕 − (𝑢𝜔). . On evaluating the integral 1 𝐼2 𝐼2 𝑛+1 n Σ𝑖=𝐼1 𝜔𝑖 Δ𝑥 − Σ𝑖=𝐼 𝜔 Δ𝑥 = 𝑢𝜔 1 i Δ𝑡 1 𝐼2 Σ 𝜔Δ𝑥 Δ𝑡 𝑖=𝐼1 ∶ − 𝑢𝜔 1 𝐼2 +2 1 𝐼1 −2 Thus the conservative property has been preserved. 𝜕𝑥 Its Finite Difference analog is given by 𝑛+1 𝑛 𝜔𝑖 −𝜔𝑖 Δ𝑡 =− 𝑛 𝑛 𝑛 𝑛 𝑢𝑖+1 𝜔𝑖+1 −𝑢𝑖−1 𝜔𝑖−1 2Δ𝑥 Consider a region 𝑅 running from 𝑖 = 𝐼1 𝑡𝑜 𝑖 = 𝐼2 .

Convergence and Stability Analysis Fluid-Flow Modeling Conservative Property .Overview Introduction to Differential Equations Finite Difference Method : Overview Finite Difference Approximations Explicit and Implicit Methods Errors In Discretization Consistency.

Christoph Pflaum Numerical Simulation in Fluid Dynamics. Angermann Lecture Notes.References High Performance Computing. Michael Griebel. Zhilin Li Numerical Methods: Finite Differences. Dowd & C.Severence Finite Difference Method Basics. Peter Olver 2-D Finite Difference Methods. Simulation and Scientific Computing. Tilman Neunhoeffer . Knabner & L. P. Chris Johnson Numerical Methods for Elliptic and Parabolic Partial Differential Equations. Thomas Dornseifer. K.

Thank You .

- FDM.pptxUploaded byNhet RA
- Placas.pdfUploaded byJefferson Corredor Nieto
- Thermo FluidUploaded byLau Yeowhong
- Numerical methodsUploaded byBryan Pajarito
- Algebra B AlgebraStartersUploaded byAriyadi Wijaya
- Week1 [Compatibility Mode]Uploaded bySyahruln1
- SolutionUploaded byAashutosh Raj Timilsena
- Cse i II III IV Syllabus 7-11-07Uploaded byappuamreddy
- Finite Time DomainUploaded byvirilebuddy
- HEC3612_Project S2 2016Uploaded byKagendren Ayan
- CFDUploaded bySabrinaFuschetto
- Paper 84Uploaded byPepito Bombero
- Coresub Att Maths 27 Linear Equation in Two VariablesUploaded byempty_shake5319
- MIT cfd 2_29Fa11_quiz1Uploaded byJadTahhan
- 6 Finite Difference MethodsUploaded byVashish Ramrecha
- Numerical MethodsUploaded bySabharish Murali
- 1. Solving Linear Equations[1]Uploaded byHao Lu
- Adkins DavidsonUploaded bynhelldx
- Alg Solving SolutionsUploaded byNicolas
- eximUploaded byRavi Teju
- 7-1Uploaded bysarasmile2009
- 2015 Article Diophantine Equations GaurishUploaded byCadete Brasil
- BCA AdvancedUploaded byManasvi Mehta
- Electronics & Communication 2006 Sem v & VIUploaded byJinu Madhavan
- Analisa Numerik & Pemrograman Dalam Teknik Sipil (Univ. Pembangunan Jaya)Uploaded bykristdhany
- maths16.pdfUploaded byjhalakdutta
- Chapter 9 Differential EquationsUploaded bydilip saxena
- ch02_1Uploaded byCassey Toyu
- 45 systems of linear equationsUploaded byapi-299265916
- 16-DifferentialEquationsUploaded byakbisoi1

- 010 Chapter 2 L8Uploaded byGiannis Giorgos
- QSG1 Alg QuickStartUploaded byGiannis Giorgos
- aircraft stabilityUploaded byGiannis Giorgos
- QSG5 Linear Algebra QuickstartUploaded byGiannis Giorgos
- aircraft stabilityUploaded byGiannis Giorgos
- 012_Chapter 2_L10Uploaded byGiannis Giorgos
- aircraft stabilityUploaded byGiannis Giorgos
- Classpad Quick Reference.pdfUploaded byGiannis Giorgos
- 009_Chapter 2 _L7.pdfUploaded byGiannis Giorgos
- ClassPad TutorialUploaded byGiannis Giorgos
- ClassPad TutorialUploaded byGiannis Giorgos
- aircraft stabilityUploaded byGiannis Giorgos
- Building Stuff in GeomUploaded byGiannis Giorgos
- aircraft stability nptelUploaded byGiannis Giorgos
- aircraft stabilityUploaded byGiannis Giorgos
- 005 Chapter 1 ExercisesUploaded byGiannis Giorgos
- 006 Chapter L4Uploaded byGiannis Giorgos
- 054_Chapter 10_L39_(07-10-2013)Uploaded byGiannis Giorgos
- 002 Chapter 1 L2Uploaded byGiannis Giorgos
- 003_Chapter 1_L3.pdfUploaded byGiannis Giorgos
- 008 Chapter 2 L6Uploaded byGiannis Giorgos
- 1928 - 0810Uploaded byGiannis Giorgos
- 057_Appendix 10.2_(05-10-2013) (1).pdfUploaded byGiannis Giorgos
- 001_Chapter 1_L1.pdfUploaded byGiannis Giorgos
- 004_Chapter 1_References.pdfUploaded byGiannis Giorgos
- ADVANCE SEAPLANE CONCEPTUAL DESIGN ADAPTING TRIMARAN BOAT HULL CONCEPT.PDFUploaded byGiannis Giorgos
- NACA MODEL INVASTIGATION ON SEAPLANES IN WAVES.pdfUploaded byGiannis Giorgos
- FIXED_WING_DESIGN_PAPER_AE_6343 (2).pdfUploaded byGiannis Giorgos
- PanuklMan_eng.pdfUploaded byGiannis Giorgos
- 007 Chapter 2 L5Uploaded byGiannis Giorgos