16 views

Uploaded by Yamaneko Shin

The art of discretization

save

You are on page 1of 5

**KXGM 6104 Computational Mathematics
**

14.1 Explicit and Implicit schemes

i)

**Explicit and implicit methods are approaches used in numerical analysis for obtaining numerical
**

solutions of time-dependent ordinary and partial differential equations, as is required in computer

simulations of physical processes.

ii)

Explicit methods calculate the state of a system at a later time from the state of the system at the

current time, while implicit methods find a solution by solving an equation involving both the current

state of the system and the later one.

iii)

**It is clear that implicit methods require an extra computation, and they can be much harder to
**

implement. Implicit methods are used because many problems arising in practice are stiff, for which

the use of an explicit method requires impractically small time steps Δt to keep the error in the result

bounded (see numerical stability).

iv)

**For such problems, to achieve given accuracy, it takes much less computational time to use an implicit
**

method with larger time steps. That said, whether one should use an explicit or implicit method

depends upon the problem to be solved.

v)

**Equation of motion in fluid mechanics is frequently reduced to parabolic formulation. Boundary layer
**

equations and Parabolised Navier-Stoke (PNS) equations are examples of such formulations. In

addition, the unsteady heat conduction equation is also parabolic.

**14.2 Explicit Finite Difference
**

Unsteady heat conduction equation,

T

2T

2

t

x

Descretize by using First Order Forward for time and Second Order Difference for space,

T Ti n 1 Ti n

t

t

n

2

T Ti 1 2Ti n Ti n1

x 2

(x)2

The equation can be approximated as follows,

Ti n1 Ti n

Ti n1 2Ti n Ti n1

t

(x)2

In this equation, only uin1 is unknown and therefore it can be computed from the following,

The computed values at n+1 depend on the past history. (x) 2 . an initial condition and two boundary conditions must be specified.Ti n1 Ti n (t ) (x) 2 (Ti n1 2Ti n Ti n1 ) This method of solving is called explicit method. 2 . To start the solution. It can be proven that the solution is stable for ii) The Richardson method (CTCS) uin1 uin1 (uin1 2uin uin1 ) 2t (x) 2 t (x) 2 1 .3 Discretization of Explicit Finite Difference i) The Forward Time Central Space (FTCS) method uin1 uin (uin1 2uin uin1 ) 2 t (x) t n u in1 u in (ui 1 2uin u in1 ) 2 (x) It is of the order (t ). Note that the value of the dependent variable at time level n is known from the previous solution or given as initial data. Other example of heat transfer equations (one dimensional): i) ii) iii) iv) Pure steady conduction: 2T 0 2 x Unsteady conduction: T 2T 2 t x Unsteady conduction/convection: T 2T 2 h '(T T ) t x Unsteady conduction/convection/radiation : T 2T 2 h '(T T ) '(T4 T 4 ) t x 14.

.4 Courant-Friedrichs and Lewy (CFL) One restriction in solving the PDE using explicit method is the condition that the time step has to be smaller than the time it takes information to propagate across one step in space.5 Implicit Finite Difference In the explicit formulation. It turns out that the scheme is unconditionally unstable and therefore has no practical value. (x) 2 . Therefore. a) The accuracy of the whole solution is affected by the accuracy of the starter solution. Of course.uin 1 uin 1 2t n (ui 1 2uin uin1 ) 2 (x) It is of the order (t ) 2 . uin1 uin1 2t n (ui 1 uin1 uin1 uin1 ) (x) 2 Rearranging. only one set of data is required to generate the solution of at n . 14. Use a forward difference approximation for the time derivative and a second order central difference approximation for the spatial derivative. computer storage requirements will increase. 2 disadvantages of the method. 2t n1 2t n1 2t n n 1 (x) 2 ui 1 (x) 2 ui (x) 2 (ui 1 ui 1 ) This method is of the order of (t ) 2 . This condition is called CFL. iii) The DuFort-Frankel method uin1 uin1 uin1 uin1 n ( u 2 uin1 ) i 1 2t 2 (x) 2 For which. a one-step method can be used as a starter. the boundary condition lags behind computation by one step. The values of ui at time levels n and n 1 are required to start the computation. 14. Interestingly enough. Applying to the diffusion problem in one-dimension. (x) 2 . or from a practical point of view. 2t 1 (x) 2 The time to propagate through a distance x is proportional to (x)2 . it is unconditionally stable. Any explicit FD scheme that violates the CFL condition is necessarily unstable. With the values of ui at time levels n and n 1 specified. b) Since the solution at the unknown station requires data from 2 previous stations. either 2 sets of data must be specified. for one-step method starter solution. DuFort Frankel method can thus be used. but satisfying the CFL condition does not necessarily guarantee stability.

the coefficient matrix is diagonal. Rearranging the equation again. When these equations are put in a matrix form. 1 2 3 4 5 u1n1 1 2 u2n1 u3n1 u2n u2n1 1 2 u3n1 u4n1 u3n u3n1 1 2 u4n1 u5n1 u4n The system is a set of linear system of equations which can be solved simultaneously. there are 3 unknowns against 1 known value. The computation of the unknowns would require a set of coupled finite difference equations. resulting in a set of algebraic equations. t n1 t n1 t n1 u 1 2 u u uin 2 i 1 2 i 1 2 i 1 (x) (x) (x) Let t and rearranging. 0 u2 u2n u1n1 1 2 u3 u3n 1 2 n n 1 0 1 2 u4 u4 u5 . which are found by writing FDE for all the grid points.uin1 uin u n1 2uin1 uin11 i1 t (x) 2 In the above equation. 1 2 u2n1 u3n1 u2n u1n1 u2n1 1 2 u3n1 u4n1 u3n u3n1 1 2 u4n1 u4nu5n1 Forming a matrix. (x) 2 uin11 1 2 uin11 uin11 uin Say there are 5 nodes on the rod where node 1 and 5 are the boundaries and abiding the prescribed boundary condition. This finite difference equation is written for all grid points at the advanced time level. expanding equation (3) at each of the internal nodes. u1 and u5 are known values at the boundaries.

It can be widely found in the internet.The matrix can be solved by using many methods that solve for simultaneous equations. Using the explicit method. The best option is to adopt tridag subroutine that can be found in Numerical Recipes. 2 u uin1 uin t t 2 2 It is of the order (t ) 2 . ui 2 n 1 uin1 ui 2 u n1 2uin1 uin11 i1 t (x) 2 2 Addition of the 2 equations will result in equation (5) above.6 Discretization of Implicit Finite Difference i) The Laasonen method The simple formulation of implicit as derived before is known as the Laasonen method. uin1 uin u n1 2uin1 uin11 i 1 t (x) 2 ii) The Crank-Nicolson method This formulation averages the diffusion term using central differencing at time levels n and n 1 . . In terms of the grid points. The method can be thought of as the addition of the two time step computations. while at the right hand side. is the average of the diffusion term t at the same point. The uin1 uin 1 u n1 2uin1uin11 uin1 2uin uin1 i1 t 2 (x) 2 (x) 2 Note that on the left side of the equation is a central difference of step t . This method is unconditionally stable and is of order of (t ) 2 . n 1 uin u n 2uin uin1 i1 t (x) 2 2 While using the implicit method. the left side can be interpreted as the central difference u representation of at the point considered. 14. second order scheme. discretized equation is as follows. Applying the formulation to all grid points as in Section 2 would lead to a set of linear algebraic equations. (x) 2 .

- MA6351 UNIT-I PARTIAL DIFF.EQNS.pdfUploaded bysatheeshsep24
- A cubic spline collocation method for solving Bratu’s ProblemUploaded byAlexander Decker
- gpposyUploaded bynadiapn
- cfdpreUploaded byHüseyin Cihan Kurtuluş
- jntuk_m_tech_r13_cad&cam_syllabus.pdfUploaded byLohitha Polisetty
- c17-6Uploaded byVinay Gupta
- Ch05_SolvingSymbolically.pdfUploaded byDavid Capital
- aa865-23-11-14Uploaded byXeher Rox
- Improvement of the Resolution of an Instrument by Numerical Solution of an Integral EquationUploaded byNarinder Singh Johal
- Numerical Solution of Laplace Equation 001Uploaded byBahlul Abbani
- MIT2_29S15_Lecture2Uploaded byIhab Omar
- Cortes Lid Driven cavityUploaded byluis_rcm161405
- CoopUploaded bymesfin Demise
- The Lattice Boltzmann EquationUploaded byjvleon
- tmpF295Uploaded byFrontiers
- NONLINEAR Bisection Method Example: f(x) = x^3+x^2-3x-3=0Uploaded bySherylDinglasanFenol
- ETIKA-PROFESI-PENGERTIANNYAUploaded byCyahid Cllw Fhun
- Material Balance vs Reservoir SimulationUploaded bypampizzle
- 10.1.1.80.2373 Nonlinear Equations MethodsUploaded byepiceno
- Numerical Methods Lecture Notes(8 Files Merged)Uploaded bytayyabashfaq
- MIT2_29F11_lect_20Uploaded bycostpop
- A Numerical Method for Combustion ChemistryUploaded bylclout
- hw01.pdfUploaded bysvb12691
- Chapter 10Uploaded byHaseeb Nawaz
- A 0515Uploaded byGurjant Singh
- Pome 2002 ,Hessian,Maximum EntropyUploaded bym0105053257
- SPE-178274-MSUploaded byMayra Ruiz Jaramillo
- mathmatics lesson plan yr 9Uploaded byapi-296883216
- Revised TE Prod.syllabus_Jan. 2018Uploaded bySantosh Sangle
- Ecos02 Part AUploaded bybecool1234

- MA6351 UNIT-I PARTIAL DIFF.EQNS.pdfUploaded bysatheeshsep24
- A cubic spline collocation method for solving Bratu’s ProblemUploaded byAlexander Decker
- gpposyUploaded bynadiapn
- cfdpreUploaded byHüseyin Cihan Kurtuluş
- jntuk_m_tech_r13_cad&cam_syllabus.pdfUploaded byLohitha Polisetty
- c17-6Uploaded byVinay Gupta
- Ch05_SolvingSymbolically.pdfUploaded byDavid Capital
- aa865-23-11-14Uploaded byXeher Rox
- Improvement of the Resolution of an Instrument by Numerical Solution of an Integral EquationUploaded byNarinder Singh Johal
- Numerical Solution of Laplace Equation 001Uploaded byBahlul Abbani
- MIT2_29S15_Lecture2Uploaded byIhab Omar
- Cortes Lid Driven cavityUploaded byluis_rcm161405
- CoopUploaded bymesfin Demise
- The Lattice Boltzmann EquationUploaded byjvleon
- tmpF295Uploaded byFrontiers
- NONLINEAR Bisection Method Example: f(x) = x^3+x^2-3x-3=0Uploaded bySherylDinglasanFenol
- ETIKA-PROFESI-PENGERTIANNYAUploaded byCyahid Cllw Fhun
- Material Balance vs Reservoir SimulationUploaded bypampizzle
- 10.1.1.80.2373 Nonlinear Equations MethodsUploaded byepiceno
- Numerical Methods Lecture Notes(8 Files Merged)Uploaded bytayyabashfaq
- MIT2_29F11_lect_20Uploaded bycostpop
- A Numerical Method for Combustion ChemistryUploaded bylclout
- hw01.pdfUploaded bysvb12691
- Chapter 10Uploaded byHaseeb Nawaz
- A 0515Uploaded byGurjant Singh
- Pome 2002 ,Hessian,Maximum EntropyUploaded bym0105053257
- SPE-178274-MSUploaded byMayra Ruiz Jaramillo
- mathmatics lesson plan yr 9Uploaded byapi-296883216
- Revised TE Prod.syllabus_Jan. 2018Uploaded bySantosh Sangle
- Ecos02 Part AUploaded bybecool1234
- Topic7-ContactStressesAndDeformations(1)Uploaded byYamaneko Shin
- Mid Term 2013Uploaded byYamaneko Shin
- Power CyclesUploaded byYamaneko Shin
- Mechanical Behaviour of Material PrefaceUploaded byYamaneko Shin
- Mid Term 2013Uploaded byYamaneko Shin
- Notes1Uploaded byYamaneko Shin
- Mid-Term 2013 SolutionUploaded byYamaneko Shin
- Android TutorialUploaded byYamaneko Shin
- ANSYS Fluent Users GuideUploaded byYamaneko Shin
- IntroUploaded byYamaneko Shin
- 07-meshUploaded byYamaneko Shin
- Revision for Final Examination 2015-2016Uploaded byYamaneko Shin
- 14.03.18 Verification Letter-shinUploaded byYamaneko Shin
- export_2015-10-15 13-41-06Uploaded byYamaneko Shin
- ch15Uploaded byYamaneko Shin
- An Online Residential Cooling Load Calculation ProgramUploaded byYamaneko Shin
- Lecture 10Uploaded byYamaneko Shin
- Application of on-Campus Accommodation for Session 2014Uploaded byYamaneko Shin
- Desicant Enhanced Evaporative Air Conditioning (DEVap)_Evaluation of a New Concept in Ultra Efficient Air ConditioningUploaded byYamaneko Shin
- Hertz.pdfUploaded byYamaneko Shin
- Assignment 1Uploaded byYamaneko Shin
- Lecture 11Uploaded byYamaneko Shin
- UMLib Guide 2012Uploaded byYamaneko Shin
- Heat 4e Chap08 LectureUploaded byYamaneko Shin
- A Review of Active Solar Cooling TechnologiesUploaded byYamaneko Shin
- WP-57 Fundamental Principles of Air Conditioners for Information TechnologyUploaded byYamaneko Shin
- Answers to Selected Exercises Fhmt 7eUploaded byYamaneko Shin
- energies-07-00804Uploaded byYamaneko Shin
- Renewable Energy in Malaysia_ Strategies and DevelopmentUploaded byYamaneko Shin

- Topic7-ContactStressesAndDeformations(1)Uploaded byYamaneko Shin
- Mid Term 2013Uploaded byYamaneko Shin
- Power CyclesUploaded byYamaneko Shin
- Mechanical Behaviour of Material PrefaceUploaded byYamaneko Shin
- Mid Term 2013Uploaded byYamaneko Shin
- Notes1Uploaded byYamaneko Shin
- Mid-Term 2013 SolutionUploaded byYamaneko Shin
- Android TutorialUploaded byYamaneko Shin
- ANSYS Fluent Users GuideUploaded byYamaneko Shin
- IntroUploaded byYamaneko Shin
- 07-meshUploaded byYamaneko Shin
- Revision for Final Examination 2015-2016Uploaded byYamaneko Shin
- 14.03.18 Verification Letter-shinUploaded byYamaneko Shin
- export_2015-10-15 13-41-06Uploaded byYamaneko Shin
- ch15Uploaded byYamaneko Shin
- An Online Residential Cooling Load Calculation ProgramUploaded byYamaneko Shin
- Lecture 10Uploaded byYamaneko Shin
- Application of on-Campus Accommodation for Session 2014Uploaded byYamaneko Shin
- Desicant Enhanced Evaporative Air Conditioning (DEVap)_Evaluation of a New Concept in Ultra Efficient Air ConditioningUploaded byYamaneko Shin
- Hertz.pdfUploaded byYamaneko Shin
- Assignment 1Uploaded byYamaneko Shin
- Lecture 11Uploaded byYamaneko Shin
- UMLib Guide 2012Uploaded byYamaneko Shin
- Heat 4e Chap08 LectureUploaded byYamaneko Shin
- A Review of Active Solar Cooling TechnologiesUploaded byYamaneko Shin
- WP-57 Fundamental Principles of Air Conditioners for Information TechnologyUploaded byYamaneko Shin
- Answers to Selected Exercises Fhmt 7eUploaded byYamaneko Shin
- energies-07-00804Uploaded byYamaneko Shin
- Renewable Energy in Malaysia_ Strategies and DevelopmentUploaded byYamaneko Shin