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Discretization Methods

in Fluid Dynamics

Supervisor:

Mayank Behl

Dr. G.Biswas

B-tech. 3rd Year

Department of Chemical Engineering Indian Institute of Technology

Indian Institute of Technology Delhi Kanpur

OUTLINE

1. Basics of PDE

2. Mathematical Overview of fluid flow

3. Need For Computational Methods

4. Basic Discretization Methods in use

5. Finite Difference Method

6. Fluid Flow Modeling

Partial differential equations (PDEs) are used to

formulate and solve problems related to any phenomena

that is distributed in space and time :

Heat flow ∂ φ ∂ φ

2

∂ φ 2

∂φ ∂φ 2

A +B +C +D +E + Fφ = G ( x, y )

Fluid flow ∂x ∂x∂y 2

∂y ∂x ∂y 2

propagation of sound

electrodynamics,

Elasticity…….

can be modeled using PDEs

Classification of PDEs

∂ 2φ ∂ 2φ ∂ 2φ ∂φ ∂φ

A 2 +B +C 2 + D +E + Fφ = G ( x , y )

∂x ∂x∂y ∂y ∂x ∂y

If any of A,B,C,D… contains Φ, Φ’ etc Non-linear PDE

+ = 0

B.V.P. ∂x 2 ∂y 2

steady Heat Transfer

=α

I.B.V.P; ∂t ∂x 2 flows

= β 2

∂t 2 ∂x 2

Boundary conditions

Dirchlet Boundary φ = φ1 (r )

condition: Given boundary temperature

Neumann Boundary ∂φ

= φ 2 (r )

condition: ∂n

Given boundary heat flux

Mixed Boundary ∂φ

aφ + b = φ3 (r )

condition: ∂n

Boundary heat flux dependent on boundary temperature

Mathematical description of flows;

Governing Equations of Fluid Dynamics

+ + =−

∂x ∂y ∂z ∂t

Δz

∂ρ

In vector notation: ∇ ⋅ [ρ u] = − Δy (x,y,z)

∂t Δx

Governing Equations of Fluid Dynamics (2)

∂

Equation of motion: ρu + ∇ ⋅ ρuu = −∇p − ∇ ⋅ τ + ρg

∂t

⎛∂ ⎞

ρ ⎜ u + u ⋅ ∇u ⎟ = −∇p + μ ∇ 2 u + ρg

⎝ ∂t ⎠

Navier-Stokes Equation

The Navier-Stokes equations

∂u ∂u ∂u ∂u 1 ∂p μ ⎛ ∂2u ∂2u ∂2u ⎞

+u +v + w = − + ⎜⎜ 2 + 2 + 2 ⎟⎟ + gx

∂t ∂x ∂y ∂z ρ ∂x ρ ⎝ ∂x ∂y ∂z ⎠

+u +v + w = − + ⎜⎜ 2 + 2 + 2 ⎟⎟ + g y

∂t ∂x ∂y ∂z ρ ∂y ρ ⎝ ∂x ∂y ∂z ⎠ PDEs)

∂w ∂w ∂w ∂w 1 ∂p μ ⎛ ∂2 w ∂2 w ∂2 w⎞ Solution???

+u +v + w = − + ⎜⎜ 2 + 2 + 2 ⎟⎟ + gz

∂t ∂x ∂y ∂z ρ ∂z ρ ⎝ ∂x ∂y ∂z ⎠

Approaches to Fluid Dynamical Problems

1. Simplifications of the governing equations

Æ AFD: Analytical Fluid Dynamic

2. Experiments on scale models

Æ EFD: Experimental Fluid Dynamics

Æ CFD Computational Fluid Dynamics

modeling and numerical methods

Need for Discretization methods

¾ In general, no analytical solution exist for non-linear models

One of the way out is to approximate the solutions using

Numerical methods

computer resources

¾Substantially more cost effective and more rapid than EFD

¾ability to study systems under hazardous conditions

Various Discretization Techniques

¾ Finite Volume Method

¾ Finite Element Method

Discretization Methods

Finite Difference Method (focused in this lecture)

1.Governing equations in differential formÆ domain with gridÆ

replacing the partial derivatives by approximations in terms of node

values of the functionsÆ one algebraic equation per grid nodeÆ linear

algebraic equation system.

2. Applied to structured grids

Finite Volume Method

1. Governing equations in integral formÆ solution domain is subdivided

into a finite number of contiguous control volumesÆ conservation

equation applied to each CV.

2. Computational node locates at the centroid of each CV.

3. Applied to any type of grids, especially complex geometries

Finite Element Method

1. Solution domain is subdivided into a finite number OF ELEMENTS,

the governing equation is solved for each element and then overall

solution is obtained by “assembly”.

2. Equations are multiplied by a weight function before integrated over

the entire domain.

3/8/2007 Indo-German Winter Academy 12

Basics aspects of Discretization methods

► Consistency

A discretization method is said to be consistent if it can be

shown that the difference between PDEs and its finite

difference (FDE) vanishes as the mesh is refined.

Truncation error (TE): Difference between the discretized

equation and the exact one

O(∆x); O(∆t)

LimmeshÆ0 (TE) 0

O(∆t/∆x)

tends to the exact solution of the differential equation as the

grid spacing tends to zero.

Basics aspects of Discretization methods

Stability : Differencing Method should not magnify the

errors that appear in the course off numerical solution

process ε n+1

i

n

≤1

ε i

Conservation:

1. The numerical scheme should on both local and

global basis respect the conservation laws.

2. Automatically satisfied for control volume method,

either individual control volume or the whole domain.

3. Errors due to non-conservation are in most cases

appreciable only on relatively coarse grids, but hard to

estimate quantitatively

Finite Difference Method

Replacing the derivatives of governing

PDE with finite, algebraic differences

quotients. It involves following steps:

φi-1,j φφi,ji,j φi+1,j

φi+1,j

geometric domain

Discretization of governing Δy

series approximation. Δx

Solution of simultaneous

algebraic equations.

Discrete grid points

Finite Difference Method:grids

Grids

Structured grid

all nodes have the same number

of elements around it

only for simple domains

Unstructured grid

for all geometries

irregular data structure

Finite Difference,

approximation of the first derivative

►Taylor Series Expansion: Any continuous differentiable

function, in the vicinity of xi , can be expressed as a Taylor

series:

⎛ ∂Φ ⎞ ( x − xi ) ⎛ ∂ 2 Φ ⎞ ( x − xi ) ( x − xi )

2 3 n

⎛ ∂ 3Φ ⎞ ⎛ ∂ nΦ ⎞

Φ ( x ) = Φ ( xi ) + ( x − xi )⎜ ⎟ + ⎜⎜ 2 ⎟⎟ + ⎜⎜ 3 ⎟⎟ + ... + ⎜⎜ n ⎟⎟ + H

⎝ ∂x ⎠ i 2! ⎝ ∂x ⎠ i 3! ⎝ ∂x ⎠ i n! ⎝ ∂x ⎠ i

⎛ ∂ 2Φ ⎞ ( xi +1 − xi )

2

⎛ ∂Φ ⎞ Φi +1 − Φi xi +1 − xi ⎛ ∂ 3Φ ⎞

⎜ ⎟ = − ⎜⎜ 2 ⎟⎟ − ⎜⎜ 3 ⎟⎟ + H

⎝ ∂x ⎠i x i +1 − x i 2 ⎝ ∂x ⎠ i 6 ⎝ ∂x ⎠ i

►Higher order derivatives are unknown and can be dropped when the

distance between grid points is small Xi+1- Xi is small

►By writing Taylor series at different nodes, x i-1, x i+1, or both

x i-1 and x i+1, we can have:

order of accuracy

⎛ ∂Φ ⎞ Φ i +1 − Φ i

⎜ ⎟ ≈ Forward Difference Scheme-FDS O(∆x)

⎝ ∂x ⎠i xi +1 − xi

⎛ ∂Φ ⎞ Φ i − Φ i −1

⎜ ⎟ ≈ Backward Difference Scheme-BDS O(∆x)

⎝ ∂x ⎠i xi − xi −1

⎛ ∂Φ ⎞ Φ i +1 − Φ i −1

⎜ ⎟ ≈ O(∆x)²

⎝ ∂x ⎠ i xi +1 − xi −1 Central Difference Scheme-CDS

Finite Difference,

approximation of the second derivative

Geometrically, the second derivative is the slope of the line

tangent to the curve representing the first derivative.

⎛ ∂Φ ⎞ ⎛ ∂Φ ⎞

⎜ ⎟ − ⎜ ⎟

⎛ ∂ 2Φ ⎞ ⎝ ∂x ⎠i +1 ⎝ ∂x ⎠i

⎜⎜ 2 ⎟⎟ ≈

⎝ ∂x ⎠i xi +1 − xi

Estimate the outer derivative by FDS, and estimate the inner

derivatives using BDS, we get

⎛ ∂ 2 Φ ⎞ Φ i +1 ( xi − xi −1 ) + Φ i −1 ( xi +1 − xi ) − Φ i ( xi +1 − xi −1 )

⎜⎜ 2 ⎟⎟ ≈

⎝ ∂x ⎠i (xi +1 − xi )2 (xi − xi −1 )

For equidistant spacing of the points:

⎛ ∂ 2Φ ⎞ Φ − 2Φ i + Φ i −1

⎜⎜ 2 ⎟⎟ ≈ i +1

⎝ ∂x ⎠ i (Δx )2

Higher-order approximations for the second derivative can be

derived by including more data points, such as xi-2, and xi+2, even

xi-3, and xi+3

3/8/2007 Indo-German Winter Academy 19

Discretization using Explicit Method

Consider unsteady viscous flow

∂Φ ∂ 2Φ

=α

∂t ∂x 2

Φ in +1 − Φ in Φ n i +1 − 2Φ n i + Φ n i −1

=α

Δt (Δx )2

The Only unkown

:Φin+1

Explicit method , values at time n+1 computed from values at time n

Advantages: solution algorithm is simple i.e.

- direct computation without solving system of algebraic equation

- few number of operations per time step

Requires many time

Disadvantage: steps

strong to carry

conditions on out

time the

step calculations

for stability over

a given time interval

3/8/2007 Indo-German Winter Academy 20

Implicit Method

Crank-Nicholson Method

∂u ∂ 2u

=α 2

∂t ∂x

=α

Δt 2(Δx)

2

values at time n+1 computed using the unknown values at time n+1

Second order accurate in time and space O(∆t)2,O(∆x)2

to be solved simultaneously at all the grid points as a system of

algebraic equations

Unconditionally stable

rearranging the above equation as follows….

3/8/2007 Indo-German Winter Academy 21

3/8/2007 Indo-German Winter Academy 22

Ax = C

using Thomas algorithm.

much more complex and require substantially more computer time

Alternating Direction Implicit Method

(ADI) for 2-D Flows

∂u ⎛ ∂ 2u ∂ 2u ⎞

= α ⎜⎜ 2 + 2 ⎟⎟

∂t ⎝ ∂x ∂y ⎠

Each time increment is executed into two steps:

First step

= α⎜ + ⎟

Δt / 2 ⎜ (Δx) 2

Δy 2 ⎟

⎝ ⎠

Second step

uin, +j 1 − uin, +j 1/ 2 ⎛ uin++11, j − 2uin, +j 1 + uin−+11, j uin, +j +11/ 2 − 2uin, +j 1/ 2 + uin, +j −11/ 2 ⎞

= α⎜ + ⎟

Δt / 2 ⎜ (Δx ) 2

Δy 2 ⎟

⎝ ⎠

First direction Y Second direction X

if it is applied along the dimension that is implicit. Thus on first step it is

applied along Y axis and on second step along on X axis

Implicit method

Advantages:

Stability can be maintained over larger time

steps

Disadvantages

More computation time per time step, every time

step requires solving a system of equations.

Truncation error is often large , since larger

time steps are employed.

Overall, a more involved procedure

Error and Stability analysis

Numerical solution is influenced by following:

Discretization errors or Truncation errors:

Analytical Solution (A) – exact Finite Difference Solution (D)

=A–D

Computational Round-Off Error (e)

ε=Numerical Solution (N) – exact Finite Difference Solution (D)

N=D+ε

By definition, N,D follow the Discretized Equation

Thus, ε should also follow the equation:

ε in +1 − ε in ε n i +1 − 2ε n i + ε n i −1

=α

Δt (Δx )2

Errors and Stability Analysis

(Cont.)

Substituting the value

of εm(x,t) in the F.D.E.,

Stability: Differencing Method should not magnify the errors that

appear in the course off numerical solution process

ε in +1

For stability: n

≤1

εi

assuming error distribution follows Fourier series in space domain and

exponential in time

ε ( x, t ) = ε at ∑ ε

ik m x

criteria

α (Δt ) 1

≤

(Δx) 2

2

Fluid Flow Modeling Using

Finite Difference Method

Nonlinear Fluid Flow equations involve:

time dependent multiple variables

Convective terms

Diffusive terms

Sample fluid flow equation : Burger’s Equation

∂u ∂ζ ⎛ ∂ 2ζ ⎞

+u = ν ⎜⎜ 2 ⎟⎟

∂t ∂x ⎝ ∂x ⎠

+u =0

∂t ∂x

Properties of Fluid Flow Equations

Effect of Finite Difference method on properties of

fluid flow equations

relation of continuum in finite difference representation.

It depends on the form of continuum equation being

discretized.

∂ζ ∂

Conservative form: = − (uζ )

∂t ∂x

∂ζ ∂ζ

Non-conservative form: = −u

∂t ∂x

3/8/2007 Indo-German Winter Academy 31

Integrating the

CONSERVATIVE FORM

ζ in +1 − ζ in (uζ ) n i +1 − (uζ ) n i −1

∫ Δt

Δx = α ∫

2Δx

Δx

I2 I2 I2

∑ζ

i = I1

i

n +1

Δx − ∑ ζ Δx

i = I1

i

n

∑ i +1 i +1 i −1 i −1 )

(u n

ζ

i = I1

n

− u n

ζ n

=

Δt 2

= (uζ ) I1 −1 / 2 − (uζ ) I 2 +1 / 2

I1 I2

3/8/2007 Indo-German Winter Academy 32

Week Conservative Form in Fluid Flow

fluid flow modeling. Navier Stokes in week conservative form:

+ + + =− + ⎜⎜ 2 + 2 + 2 ⎟⎟ + gx

∂t ∂x ∂y ∂z ρ ∂x ρ ⎝ ∂x ∂y ∂z ⎠

+ + + =− + ⎜⎜ 2 + 2 + 2 ⎟⎟ + g y

∂t ∂x ∂y ∂z ρ ∂y ρ ⎝ ∂x ∂y ∂z ⎠

+ + + =− + ⎜⎜ 2 + 2 + 2 ⎟⎟ + gz

∂t ∂x ∂y ∂z ρ ∂z ρ ⎝ ∂x ∂y ∂z ⎠

Discretizing Fluid Flow equations using

Upwind Scheme

Upwind Scheme of discretization is necessary for convection

dominated flows ∂ζ ∂ζ

= −u

∂t ∂x

Backward Differencing Scheme for u>0

ζ in +1 − ζ in uζ n i − uζ n i −1

=−

Δt Δx

ζ in +1 − ζ in uζ n i +1 − uζ n i

=−

Δt Δx

Why use Upwind scheme

Upwind Scheme of discretization is necessary for convection

dominated flows for obtaining numerically stable results

give unconditionally Unstable Results

Violates

ζ in +1 − ζ in uζ n i +1 − uζ n i −1

CDS: + =0 Von Neumann

Δtn 2Δxn Stability

ζ i − ζ i uζ i +1 − uζ i

n +1 n

FDS: + = 0, u > 0 Criteria

Δt Δx

Why use Upwind scheme

For unsteady, convection-diffusion eqn.

ζ n +1

−ζ uζ − uζ

n n n

ζ − 2ζ + ζ

n n n

=ν

i +1 i −1

i

+

i i +1 i i −1

Δt 2Δx Δx 2

CDS:

∂ζ ⎛ ⎛ u Δt ⎞ ⎞

2

+ uζ = ⎜ν − ⎜ ⎟ ⎟ζ

∂t ⎝ 2 ⎠⎠

x xx

⎝

⎛ ⎛ u Δt ⎞ ⎞

2

⎜ν − ⎜ ⎟⎟ ≥ 0

⎝ ⎝ 2 ⎠⎠

⎛ 1 u Δt ⎞ uΔx ⎞

ν ⎜1 − ⎛⎜ ⎟ ⎟≥0 ⎛ uΔx ⎞

⎝ 2 ⎝ Δx ⎠ ν ⎠ Re = ⎜ ⎟

⎝ ν ⎠

Δx

ν ⎛⎜1 − C * Re ⎞⎟ ≥ 0

1

⎝ 2 ⎠ CELL Reynold’s No.

2

Re ≤

C

3/8/2007 Indo-German Winter Academy 36

Upwind Scheme and Transportive Property

∂ζ ∂

= − (u ζ )

∂t ∂x

ζ in+1 − ζ in uζ n i − uζ n i −1

using upwind scheme (u > 0) ⇒ =−

Δt Δx

let a perturbati on δ in ζ occurs at m th location

• Then for at a downstream location (m + 1)

ζ mn ++11 − ζ mn +1

0 − uδ uδ

=−

=+ At (m+1) location

Δt Δx Δx

which follows the rationale for the transport ive proprerty

• At (m) location

ζ mn +1 − ζ mnuδ − 0 uδ At (m) location

=−

=−

Δt Δx Δx

perturbati on being transport ed out of the region

• At (m - 1) location

ζ mn +−11 − ζ mn −1

0−0 At (m-1) location

=−

=0

Δt Δx

no perturbation carried upstream

Problems of Using Forward Time Central Space method (FTCS)

At (m - 1) location

ζ mn −+11 − ζ mn −1 uδ − 0 uδ

=− =− ≠0

Δt 2Δx 2Δx

of information.

Upwind Method and Artificial Viscosity(1/2)

∂u ∂ζ ⎛ ∂ 2ζ ⎞

+u = ν ⎜⎜ 2 ⎟⎟

∂t ∂x ⎝ ∂x ⎠

ζ in +1 − ζ in uζ n i − uζ n i −1

=−

Δt Δx

ζ in +1 − ζ in uζ n i +1 − uζ n i

=−

Δt Δx

Upwind Method and Artificial Viscosity (2/2)

<1

Upwind Differencing Method

Advantages and Limitations

equations

upwind scheme (as indicated by Taylor Series expansion), the whole

system is more realistically modeled using Upwind Differencing Scheme.

inaccuracy. v >0

e

Second Upwind Differencing Scheme

Let us consider

where

Considering momentum equation ζ ≡u

weighted average of central and upwind differencing

Here 0<η<1

For η=0, above equation becomes centered in space

For η=1, above equation follows full upwind

Hence, η brings about an upwind bias in the difference quotient

Accuracy of the differencing scheme can be adjusted using η value

the conservative and transportive property

Summary

Finite Difference methods discretizes the differential form of governing

equation using Taylor Series expansion.

The partial derivatives of governing PDE are replaced with finite,

algebraic differences quotients at the corresponding nodes.

Leads to linear algebraic equation system, with one algebraic equation

per grid node.

Best Suited for Structured Grids only.

Flow equation properties can be maintained using simple schemes

like upwind differencing.

approach for solving Fluid Flow problems as compared to

experimental methods

Summary

Finite Difference Approach

FD Approaches Can Be Divided Into Various

Categories Depending Upon Type of PDE Being

Solved:

1.Elliptic PDE: Algebraic System, Gauss Siedel

2.One-dimensional Parabolic PDE

A) Explicit

B) Implicit

3. Two-dimensional Parabolic PDE

ADI Method

3/8/2007 Indo-German Winter Academy 46

Acknowledgement

This lecture has been inspired by the

study material provided by Prof. G.Biswas

References

Chapra and Canale, “Numerical Methods for

Engineers”,4th Ed., Tata McGraw-Hill.

Fluid Machines”, Tata McGraw-Hill

Thank you !

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