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You are on page 1of 28

Further topics

and time Integration

Tefa Kaisara

CASA Seminar

29 November, 2006

Short review Further topics Time Integration

Outline

1 Short review

ENO/WENO

2 Further topics

Subcell resolution

Other building blocks

3 Time Integration

TVD Runge-Kutta methods

TVD multistep methods

Lax-Wendroff procedure

Short review Further topics Time Integration

Outline

1 Short review

ENO/WENO

2 Further topics

Subcell resolution

Other building blocks

3 Time Integration

TVD Runge-Kutta methods

TVD multistep methods

Lax-Wendroff procedure

Short review Further topics Time Integration

ENO/WENO

Class of piecewise smooth functions,v (x)

Fixed stencil,S(i) = {Ii−r , ..., Ii+s }, approximation may lead to

oscillations near the discontinuity

Adaptive stencil; left shift r

Short review Further topics Time Integration

ENO/WENO

ENO Procedure

Compute the divided differences, using the cell averages.

For cell Ii start with the two-point stencil S̃(i) = {xi− 1 , xi+ 1 }.

2 2

difference measure.

Repeat previous step until a k-th order stencil is obtained.

Use reconstruction method to compute the approximation to v (x)

considered covering 2k − 1 cells, but only one stencil is used to

reconstruct.

Short review Further topics Time Integration

ENO/WENO

candidate stencils

v (xi+ 1 ) :

2

(r )

X

k−1

vi+ 1 = crj v̄i−r +j r = 0, . . . , k − 1 (1.1)

2

j=0

(r )

I WENO takes a convex combination of the vi+ 1 ’s.

2

Short review Further topics Time Integration

Outline

1 Short review

ENO/WENO

2 Further topics

Subcell resolution

Other building blocks

3 Time Integration

TVD Runge-Kutta methods

TVD multistep methods

Lax-Wendroff procedure

Short review Further topics Time Integration

Subcell resolution

shocked cell Ii , find the location of discontinuity inside Ii , say xs

Use neighbouring reconstructions Pi−1 (x) and Pi+1 (x)

Require that the cell average v̄i is preserved:

Z xs Z xi + 12

Pi−1 (x)dx + Pi+1 (x)dx = ∆xi v̄i

xi − 12 xs

Short review Further topics Time Integration

Examples

rational functions

trigonometric polynomials

exponential functions

radial functions

idea

Find suitable smooth indicators similar to Newton divided difference

for the polynomial case.

Short review Further topics Time Integration

Outline

1 Short review

ENO/WENO

2 Further topics

Subcell resolution

Other building blocks

TVD Runge-Kutta methods

TVD multistep methods

Lax-Wendroff procedure

Short review Further topics Time Integration

Consider,

system of ODEs

ut = L(u)

resulting from spatial approximation to PDE;

ut = −f (u)x

Construction

Assume: First order Euler forward time stepping

u n+1 = u n + ∆tL(u n )

I For higher order in time Runge-Kutta methods,

Short review Further topics Time Integration

X

i−1

u (i)

= αik u k + ∆tβik L(u (k ) ) , i = 1, . . . , m (3.2)

k=0

n

u (0) = u ,u(m)

= u n+1

αik

∆t replaced by ∆t

βik

Consistency;

X

i−1

αik = 1.

k =0

Short review Further topics Time Integration

Lemma

The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1)

αik

c = min

i,k βik

Short review Further topics Time Integration

Optimal schemes

Second order TVD Runge-Kutta

u (1) = u n + ∆tL(u n )

1 n 1 (1) 1

u n+1 = u + u + ∆tL(u (1) )

2 2 2

with CFL c = 1.

Third order TVD R-K

u (1) = u n + ∆tL(u n )

3 n 1 (1) 1

u (2) = u + u + ∆tL(u (1) )

4 4 4

1 n 2 (2) 2

u n+1 = u + u + ∆tL(u (2) )

3 3 3

Fourth order TVD Runge-Kutta method does not exist with for

positive αik and βik

Short review Further topics Time Integration

Consider

αik ≥ 0 and βik negative

introduce an adjoint operator L̃

it approximates the same spatial derivatives as L

TVD for first order Euler, backward in time:

u n+1 = u n − ∆t L̃u n

Short review Further topics Time Integration

Lemma

The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1)

αik

c = min

i,k |βik |

Short review Further topics Time Integration

1

u (1) = un + ∆tL(u n )

2

u (2) = u − ∆t L̃(u n ) + u + ∆tLu (1)

1600 25193600 1600 7873

u (3) = u − ∆t L̃(u n ) + u − ∆t L̃(u (1) )

2500000 5000000 20000000 20000

23619 (2) 7873

+ u + ∆tL(u (2) )

32000 10000

u n+1 = u + ∆tL(u n ) + u + ∆tL(u (1) ) + u

5 10 30000 6 30000

1 1

+ u (3) + ∆tL(u (3) )

3 6

Short review Further topics Time Integration

Example

Burgers’ equation

1 2

ut + u =0

2 x

1, x ≤0

u(x, 0) =

−0.5, x > 0

Monotone flux h: Godunov flux

Time discretization

TVD R-K method :Optimal 2nd order

Non-TVD R-K

u (1) = u n − 20∆tL(u n )

41 (1) 1

u n+1 = un + u − ∆tL(u (1) )

40 40

Short review Further topics Time Integration

conclusion

It is much safer to use TVD Runge-Kutta Method for solving

hyperbolic problem.

Short review Further topics Time Integration

Construction

Similar to Runge-kutta Methods

General From

X

m−1

u n+1 = (αk u n−k + ∆tβk L(u n−k )) (3.3)

k =0

βk

∆t replaced by ∆t

αk

Consistency;

X

m

αk = 1.

k =0

Short review Further topics Time Integration

Lemma

The multi-step method (3.3) is TVD under the CFL coefficient (3.1)

αk

c = min

k βk

provided; αk ≥ 0 and βk ≥ 0

Short review Further topics Time Integration

Examples

(m=2) three step , second order scheme, TVD with c=0.5

3 n 3 1

u n+1 =u + ∆tL(u n ) + u n−2 (3.4)

4 2 4

(m=4) five step,third order scheme, TVD with c=0.5

25 n 25 7 n−4 5

u n+1 = u + ∆tL(u n ) + u + ∆tL(u n−4 )

32 16 32 16

positive αk and βk

Short review Further topics Time Integration

Lemma

The multi-step method (3.3) is TVD under the CFL coefficient (3.1)

αk

c = min

k |βk |

provided; αk ≥ 0 and , L is replaced by L̃ for βk negative.

storage requirement is much bigger that Runge-Kutta methods

Short review Further topics Time Integration

Lax-Wendroff procedure

Idea

Taylor series expansion in time:

∆t 2

u(x, t + ∆t) = u(x, t) + ut (x, t)∆t + utt (x, t) + ... (3.5)

2

Illustration

ut = −f (u)x

Replace time derivatives by the spatial derivatives

Short review Further topics Time Integration

Lax-Wendroff procedure

utt (x, t) = 2f 0 (u(x, t))f 00 (u(x, t))(ux (x, t))2 + (f 0 (u(x, t)))2 uxx (x, t)

(3.6)

Discretize the spatial derivatives of u(x, t) by ENO/WENO

Integrate the pde

ut (x, t) + fx (u(x, t)) = 0

over the region [xi− 1 , xi+ 1 ] × [t n , t n+1 ] to obtain

2 2

Z t n+1 Z t n+1 !

1

ūin+1 = ūin − f (u(xi+ 1 , t)) dt − f (u(xi− 1 , t)) dt

∆xi tn

2

tn

2

(3.7)

Discretize time using suitable Gaussian quadrature

Z n+1 X

1 t

f (u(xi+ 1 , t)) dt ≈ ωα f (u(xi+ 1 , t n + βα ∆t))

∆t t n 2

α

2

Short review Further topics Time Integration

Lax-Wendroff procedure

2

±

f (u(xi+ 1 , t n + βα ∆t)) ≈ h(u(xi+ 1,t

n

+ βα ∆t)

2 2

± n

u(xi+ 1,t + βα ∆t) (3.8)

2

± n n

to u(xi+ 1 , t ) and its spacial derivatives at t .

2

Short review Further topics Time Integration

Lax-Wendroff procedure

limitations

Algebra is very complicated for multi dimensional systems

difficult to prove stability properties for higher order methods

Short review Further topics Time Integration

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