1-D Convection-Diffusion Equation

Now
Focus on a prototype equation: Burgers Equation
Representative of Navier-Stokes equations
Can understand several key numerical issues
which are directly applicable to Navier-Stokes
equations

Numerical Issues
Different discretization schemes
Space
Time

Accuracy
Stability
Solution of discrete equations

Burgers Equation
Burgers Equation

u
u u 2u
t

1-D

u
u
2u
u
2
t
x
x

Linearized

u
u
2u
c
2
t
x
x

1-D Eqn. and Exact Solution

Problem statement

ut cux uxx ;

0 x 1

B.C.: u 0, t 0, u 1, t 1
I.C.: u x, 0 0

Exact Solution

Pe cL
( Peclet Number )

e xPe 1
u x, t Pe
e 1

Pe

u
SS

time

(boundary layer)
5

Boundary Layer Behavior

Boundary layer inversely proportional to Pe

L
L2
,
T

1
Pe
c

Pe , BL

L ,
T

fluid mechanics:

Pe
L

Re

Discretization Scheme: FTCS

FTCS: Forward in time & Central in space
u
u
2u
c
2
t
x
x
n 1
i

uin 1 uin
uin1 uin1
uin1 2uin uin1

2
Note:
t
2x

t n
ct 1 n
n
n
n
u
u

2
u

i 1
i 1
i 1
i
i 1
2
x 2
x

n
i

C c
n 1
i

t
x

CFL

using finite
difference
method

C n
C n

n
ui 1 1 2 ui ui 1
2
2

FTCS: : Preliminary Look at Stability

Useful parameter: cell Peclet number or

cell Reynolds number

Pe x

cx

Similar to Re for fluid mechanics

equations, but Re is related to

momentum diffusion: Pe is more

general

FTCS: Preliminary Look at Stability

1
Consider the FDE:
C n
C n

n 1
n
ui ui 1 1 2 ui ui 1
2
2

1
n
n
2 Pe x ui 1 1 2 ui 2 Pe x uin1
2
2

1st timestep: u14 2 Pex u50 1 2 u40 2 Pex u30

1
@ t 0

oscillations/wiggles/ 2- wave

t1

1
For Pe x 3 : u
2
8
Pe x 2 : u14 0
1
4

2 Pex

1 (I.C.)

t2

FTCS: Stability Analysis

Pex 2

will yield oscillations which increase in time.

Diffusion tries
to push left

Convection tries
to push to right

10

FTCS: Stability Analysis

Grid resolution for stability:

Pe x c

x 2

or

x 2

"Resolution Condition"

grid size or resolution

requirement for BL type
of solutions (along
streamwise direction)

11

First-Order Upwind Scheme

Central difference not suitable for high cell Peclet No.
Upwinding: to suppress the oscillation for high Pe
One-sided operator along the wind direction

ui ui 1
c x for c 0
u

x ui 1 ui
c
for c 0
x

c>0

c<0

12

First-Order Upwind Scheme

Finite difference scheme:

uin1

uin 1

2 Pex

1 Pex 2 uin 1 Pe x uin1

0
no oscillations

for CD

Scheme is first-order accurate: First-Order Upwind

Good since suppresses oscillations

13

First-Order Upwind Scheme

Bad since accuracy is low

Scheme is first-order accurate: First-Order Upwind

Effective viscosity:

eff

Pex
1
2

14

First-Order Upwind Scheme

Numerical viscosity:
If

numerical exact 1

Pex 100 , then numerical

Pex
2

exact 50

for large values of Pex, the numerical

solution is independent of exact!

15

First-Order Upwind Scheme

FOU

exact

CD

Any alternative scheme which suppresses

oscillations but not too dissipative ?
16

Alternative: Higher-Order Upwind

Alternative: higher-order upwind schemes:
Second-order upwind
QUICK

17

Second-Order Upwind Scheme

Second-order upwind (SOU), or
Linear upwind difference (LUD)
c

u
u 4ui 1 3ui
c i 2
,c 0

x i
2x

u 4ui 1 3ui
c i2
,c 0

2x

c>0

18

QUICK Scheme
Quadratic Upwind Interpolation for Convective
Kinematics (Leonard, 1979)

2uin1 3uin 6ui 1 ui 2

u
c
c
,c 0
x i
6x

u 6ui 1 3ui 2ui 1

c i2
,c 0

6x

nu N
ai ui
n
x
i 1

a
i 1

0 for any scheme

c>0

19

QUICK Scheme
QUICK = CD + dissipation

ui 1 ui 1 uin1 3uin 3ui 1 ui 2

u
c
c

,c 0
x i
6x
2x

ui 1 ui 1 ui 2 3ui 1 3ui ui 1
c

,c 0

6x
2x

20

Finite Volume Method for the

Burgers Equation

21

Finite Volume Method for Burgers Equation

Equation

u
x
x x

( for steady flow)

Integrate over control volume

uA e uA w

A A
x e
x w

E
22

Finite Volume Method for Burgers Equation

Define

F u convection coefficient mass flux per unit area

D

diffusion coefficient conductance

x

Convective and diffusive fluxes on east/west faces

Fw u w , Fe u e
Dw

, De e
xWP
xPE

23

Finite Volume Method for Burgers Equation

Central difference for diffusion terms

Fee Fww De E P Dw P W
Convective fluxes assumed known provisionally

e and w are unknowns to be determined

Central difference
First-order upwind
Second-order upwind
QUICK

24

Convective Flux: Central difference

Estimate e/w by averaging nodal values

e 12 P E
w 12 W P

uniform grid

25

Central difference
Discretized equation:

Fe
Fw

P E
W P De E P Dw P W
2
2

F
F
F
F

Dw w De e P Dw w W De e E
2
2
2
2

Nodal equation:

aPP aW W aEE

26

Central difference
Like to maintain diagonal dominance, i.e., aP=aW+aE:
add and subtract Fe Fw P

F
F
F
F

Dw w De e Fe Fw P Dw w W De e E
2
2
2
2

Discrete algebraic equation

aPP aW W aEE
Fw
2
F
aE De e
2
aP aW aE Fe Fw
aW Dw

27

Central difference
Consider grid with 5 nodes: 4 control volumes
CV1

CV2

x=0

CV3

CV5

CV4

CV6

x=1

Interior control volumes: CV3 and CV4

Fe
F
P E w W P De E P Dw P W
2
2

28

Central difference
CV1

CV2

CV3

CV5

CV4

x=0

CV6

x=1

Boundary control volumes: CV2 and CV5

Fe
P E F11 De E P D1 P 1
2
F
CV5: F66 w P W D6 6 P Dw P W
2
CV2:

D1 D6

2
2D ,
x

F1 F6 F
29

Central difference: discrete equation set

CV1

aPP aW W aEE Su

CV2

CV3

CV5

CV4

CV6

0
x=0

x=1

aP aW aE Fe Fw SP
AW

AE

CV 2

DF 2

CV 3, CV 4

DF 2

DF 2

CV 5

DF 2

SP

2D F

0
2D F

Su

2D F 1
0

2D F 6
30

First-Order Upwind (FOU)

Estimate e/w by upwinding

P , Fe 0
e
E , Fe 0

Fee p max Fe , 0 E max Fe , 0

Fww W max Fw , 0 P max Fw , 0
aPP aW W aEE

aW Dw max Fw , 0
aE De max Fe , 0
aP aW aE Fe Fw

Note : max Fe , 0 Fe max Fe , 0

31

Hybrid Scheme
Hybridize FOU and central difference schemes based on
face Peclet number

u w
Fw
Pe w

Dw w xWP

Pe w 2 : Use CD

Pe w 2 : Use FOU and neglect diffusion flux

Fw
aW max Fw , Dw
, 0

aE max Fe , De e , 0
2

32

Second-Order Upwind (SOU)

Estimate e/w by linearly extrapolating
2 upwind neighbors

3
1

2 P 2 W , if Fe 0
e 3
1

2 E 2 EE , if Fe 0

33

Second-Order Upwind (SOU)

Convective flux:

Fee 32 P 12 W Fe ,0 23 E 12 EE Fe ,0
Deferred correction approach:

Fee P 12 P W Fe ,0 E 12 E EE Fe ,0
FOU

Higher-order components

34

Second-Order Upwind (SOU)

Discrete equation:

aPP aW W aEE Su

same as FOU
aE De Fe , 0

Su 12 P W Fe , 0 12 E EE Fe , 0
aW Dw Fw , 0

35

QUICK Scheme
Estimate e/w by quadratic interpolation
using 2 upwind neighbors and 1
downwind neighbor

3
3
1

8 E 4 P 8 W , if Fe 0
e 3
3
1

E
P
4
8
8 EE , if Fe 0

36

QUICK Scheme
Convective flux:

Fee 83 E 34 P 81 W Fe , 0 34 E 83 P 81 EE Fe , 0
P 18 W 14 P 83 E Fe , 0 E 83 P 14 E 81 EE Fe , 0

37

SOU or QUICK: Boundary Treatment

Treatment of boundary control volume:
w
1

CV1

e
2

West face: flux from boundary values

East face: two options
FOU
Ghost cell to estimate value at ghostpoint W

38

Matrix Equation: A.=b

aP2 2 aE2 3 aW 2 1 b2
aP33 aE34 aW32 b3
aP4 4 aE4 5 aW4 3 b4
aP55 aE56 aW54 b5
aP2

aW3
0

aE2

aP3

aE3

aW4

aP4

aW5

u2
u1

0 b Su2
2 2
0 3 b3
.

aE4 4 b4

aP5 5 b5 Su5

u3

u4

aW 2 1

Su3

S u4

aE56

u5
u6

Matrix Equation
aP2 2 aE2 3 aW 2 1 b2
aP33 aE34 aW32 b3
aP4 4 aE4 5 aW4 3 b4
aP55 aE56 aW54 b5
aP2

aW3

aE2
aP3

aE3

aW4

aP4
aW5

0 Su2
2
3
.

aE4 4

aP5 5 Su5

Tri-diagonal matrix

aW 2 1

Su3

S u4

aE56

Closure
Spatial Discretization of 1-D
convection-diffusion equation using
FVM

41