MASSACHUSETTS INSTITUTE OF TECHNOLOGY

DEPARTMENT OF MECHANICAL ENGINEERING

CAMBRIDGE, MASSACHUSETTS 02139
2.29 NUMERICAL FLUID MECHANICS SPRING 2015

EQUATION SHEET Quiz 1

Number Representation
- Floating Number Representation: x = m be , b-1 m < b0

Truncation Errors and Error Analysis y f ( x1, x2 , x3 ,..., xn )

x 2 x 3 x n n
f ( xi 1 ) f ( xi ) x f '( xi ) f ''( xi ) f '''( xi ) ... f ( xi ) Rn
2! 3! n!
- Taylor Series:
x n 1 ( n 1)
Rn f ( )
n 1!
n
f ( x1 ,..., xn )
- The Differential Error (general error propagation) Formula: y i
i 1 xi
2
n
f 2
- The Standard Error (statistical formula): E ( s y ) i
i 1 xi

x f '( x )
- Condition Number of f(x): K p
f (x)

Roots of nonlinear equations ( xn1 xn h( xn ) f ( xn ) )

- Bisection: successive division of bracket in half, next bracket based on sign of

f (x1n1 ) f (xmid-point
n 1
)
f ( xU ) ( xL xU )
- False-Position (Regula Falsi): xr xU
f ( xL ) f ( xU )
- Fixed Point Iteration (General Method or Picard Iteration):
xn1 g ( xn ) or xn1 xn h( xn ) f ( xn )
1
- Newton Raphson: xn 1 xn f ( xn )
f '( xn )
( xn xn 1 )
- Secant Method: xn 1 xn f ( xn )
f ( xn ) f ( xn 1 )
- Order of convergence p: Defining en xn x e , the order of convergence p exists if there
en 1
exist a constant C0 such that: lim p
C
n
en

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Conservation Law for a scalar , in integral and differential forms:
d d
- dV
dt CM dV CS (v.n )dA CS q .n dA
dt CVfixed
CVfixed
s dV
Advective fluxes Other transports
(Adv.& diff. ="convection" fluxes) (diffusion, etc) Sum of sources and
sinks terms (reactions, etc)

- .( v ) . q s
t

Linear Algebraic Systems:

aik( k ) ( k 1) (k ) (k ) ( k 1)
- Gauss Elimination: reduction, mik ( k ) , aij aij mik akj , bi bi( k ) mik bk( k ) ,
akk
n

followed by a back-substitution. xk bk a (k )
kj x j akk( k )
j k 1
min( i , j )
- LU decomposition: A=LU, aij
k 1
mik ak( kj )

- Choleski Factorization: A=R*R, where R is upper triangular and R* its conjugate transpose.
- Condition number of a linear algebraic system: K ( A) A 1 A
- A banded matrix of p super-diagonals and q sub-diagonals has a bandwidth w = p + q + 1
n
n(n 1) n
n(n 1)(2n 1)
- i and i 2
i 1 2 i 1 6
- Eigendecomposition: Ax x and det(A I) 0
- Norms:
m
A 1 max aij Maximum Column Sum
1 j n
i 1
n
A
max aij Maximum Row Sum
1 i m
j 1

m n 2

A F
aij Frobenius norm or Euclidean norm
i 1 j 1
A 2 max A*A L 2 norm or spectral norm

Iterative Methods for solving linear algebraic systems: xk 1 B x k c k 0,1,2,...

- Necessary and sufficient condition for convergence:
(B) max i 1, where i eigenvalue(Bnn )
i 1... n

- Jacobis method: xk 1 -D-1 (L U) x k D-1b

- Gauss-Seidel method: xk 1 (D L)-1 U xk (D L)-1 b
- SOR Method: xk 1 (D L)1[U (1 )D]x k (D L)1 b
ri T ri
- Steepest Descent Gradient Method: xi 1 xi ri , ri b Axi
ri T Ari
- Conjugate Gradient: xi 1 xi i vi (i such that each vi are generated by orthogonalization
of residuum vectors and such that search directions are A-conjugate).

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Finite Differences PDE types (2nd order, 2D): Axx Bxy Cyy F ( x, y, , x , y )
B2 AC > 0: hyperbolic; B2 AC = 0: parabolic; B2 AC < 0: elliptic

Finite Differences Error Types and Discretization Properties ( ( ) 0 , () 0 )

x

- Consistency: ( ) x ( ) 0 when x 0
- Truncation error: x ( ) x ( ) O(x p ) for x 0
- Error equation: x ( ) x ( ) x ( ) (for linear systems)
- Stability: 1 Const. (for linear systems)
x

- Convergence: 1 x O(x p )
x

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MIT OpenCourseWare
http://ocw.mit.edu

2.29 Numerical Fluid Mechanics

Spring 2015

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