Ira, J. Non-Linear Mechanics VoL 13, pp.

213-222,
Pergamon Press Ltd. 197~. Printed in Great Britain

NUMERICAL SOLUTIONS OF COUPLED BURGERS'

EQUATION

P. C. JAIN and D. N. HOLLA

Department of Mathematics, Indian Institute of Technology.Powai, Bombay400076, India

{Receit,ed I September 1977; receicedfor publication 5 April 1978)

Abstract~Two new algorithms based on cubic spline function technique are proposed for solving
Burgers"equation in one space variable and coupled Burgers' equation in two space variables. The
algorithms have been analysed for their stability and convergence.Two test examples have been
solved for illustrating the merits of the proposed numerical method. The method can be extended
for solving non-linear problems arising in mechanicsand other areas.

INTRODUCTION
For studying viscous fluid flow phenomena at high Reynolds numbers, one faces the
problem of solving coupled non-linear parabolic equations over a given domain. These
problems acquire special significance for handling turbulent flows. The law of energy
spectrum in the inertial range of a turbulent fluid motion has been studied by several
authors [1]. In 1937, Taylor and Green [23 suggested a method for explaining the
mechanism of the production of small eddies from large ones. Some authors have used
this model for getting an insight into the phenomenon of turbulence, but without much
success. Chorin [33 has commented that an attempt at solving initial value problems for
the Navier-Stokes equations is doomed to failure because of the requirement of a very
large number of mesh points and due to the accumulated errors in the integration over a
long time. It seems to be of interest to examine the possibility of evaluating the inertial
range spectrum by using a credible theory of turbulence. For this purpose, one may fall
back on the well known quasi-linear parabolic equation (known as Burgers' equation):
c~u ¢3u 1 ~2u
~t + u ~x R c~x2
which represents a one-dimensional scalar analog for isotropic turbulence, where u and R
represent velocity and Reynolds number, respectively. The solutions of this equation have
been given by several authors [4-6]. In the present paper, we have used the cubic spline
function technique for devising algorithms for solving non-linear equations of Burgers'
type. First, we consider Burgers' equation in one space variable and solve it by the
proposed algorithm; the computed solution is compared with the exact solution available
in the literature.
Recently, Chorin [3] has discussed a model of a two-dimensional turbulent flow in the
spectral space. In the present paper, we have developed an algorithm for solving the
coupled Burgers' equations in two space variables. The numerical method proposed in the
paper is of a general nature and can be used for solving nonlinear parabolic equations
arising in mechanics and other areas. We denote the discrete approximation for u(x, t)
= u(ih, nk), (i = 0, 1,2 .... ; n = 0, 1,2...) by U~'. Similarly we denote the discrete
approximation of u ( x , y , t ) and v ( x , y , t ) at the mesh point (ih, jh, nk) by UT,i and V~'3,
respectively ( i , j = O , 1 , 2 . . . N ; n - - 0 , 1 , 2 . . . ) , where h is the mesh step in x- and y-
directions and k represents the increment in time.

I. ONE-DIMENSIONAL CASE
Consider the non-linear Burgers' equation
~u ~u 1 ~2u
?t + U ~x R ~x 2 (1.1)
with appropriate initial and boundary conditions.
213
214 P. C, JAIN and D. N. HOLLA

Split equation (1.1) in the form

1 0u ~u
- u ~ , (1.2)
2 ~t vx
1 cqu I ~92u
2 ~t - R ~x 2 (1.3)

The space derivative in equation (1.2) is approximated by the first-order derivative of a

cubic spline function interpolating U 7 (i = 0, 1, 2... N) at n and n + 1/2 time levels; the
time derivative is approximated by the forward difference. Thus we can write equation
(1.2) as
(un) 1 ( Un+ 1/2 __ C n)
01rn7+1/2+(1 --Ox)rnp -- k- (1.4)

where the parameter 01 s (0, 1) and m 7 = S'.(xi), S,(x) is the cubic spline function.
We take spline relations [7]
3
m~'_ 1+ 4m," + m~'+1 = ~ (U~'+ 1 - UT_ 1), (1.5)

i-1 ..... i . . . . i+1 ~--- ~i-1 ~" (1.6)

Eliminating the space derivatives m7 and m i.+1/2 from equations (1.4)-(1.6} we get the
finite difference approximation to equation (1.2) in the form

{ l + T a [di
x~"
( U , l2 n-1 + ~hO1U,3x
r n } (U7+1/2
. . . .UT). ~_rh U i f ~" x C -'i (1.7)

where
-
(~x Ui. = gr~+ 1 -- U i.- 1, (~x2 Ui. = U i"+ i - 2 u p + g 7 _ ~

and r = k/h e.
The space derivative in equation (1.3) is approximated by the second-order derivative
of the cubic spline function S,(x) interpolating U~' (i = 0, 1.... N) at n + t/2 and n + 1 time
levels. Thus equation (1.3) can be written in the form
1
1(02M7 + 1 +(1-02)M7 +'/2) = ~(gp+1--g7 +1'2) (I.8)

where the parameter 02 e (0, 1) and M7 = S~(xO. We take the spline relations [7]

Mn+l.411~n+l ~td'n+ 1 ~ (52 U7 +1 ' (1.9)

i - 1 -- " " i "-}-'"i+1 =

Mn+l/2_l_41tAn+l/2a. lidn+l/2 6 2 n+l/2 (1.10)

i-I .... i .... i+1 h-ga~Ui

Eliminating the space derivatives M~'+1 and M7 + 1/2 from equations (1.8)-(1.10), we get
the finite difference approximation to equation (1.3) in the form

{ ( ~+ 1 rO2)~2}(U~+'R ----il/n+l/2) -=r¢$2l]~'

..~_,+1'2~ (1.11)

Equations (1.7) and (1.11) constitute the finite difference approximation to the Burgers'
equation (1.1). From equations (1.71 and (1.11), one can eliminate the intermediate value
UT+ 1/2 to get

1 + ~-)6~(U7)-1 + hO, UTa . 1+ -- a~ U7 +'

rO 2
= 1 + 6 a ax,w ° *~, - 1 + hU,~(01_l)~, ' 1+ R + -Rr // a ~ > v,". (1.12)
 Numerical solutions of coupled Burgers' equations 215

The intermediate values included in equation (1.7) have been taken as

and

1/2 = (2Vx + Vx)~ v.~..

Using the von-Neumann method, equation (1.12)is found to be unconditionally stable for
0~ and 0 z ~ (1/2, 1 ). It has an order of accuracy 0(k + hZ).

2. TWO-DIMENSIONAL CASE
We consider the solution of the coupled non-linear parabolic equations of the form
1F u (2.1)
Ot + u-~x + V~y = R \Ox z + Oy2 ] '

(2.2)
9-; + + = n +

subject to the initial conditions

u(x,y,O) = f , ( x , y ) ; (x, y) e D, (2.3)
v(x, y, O) = fz(x, y); (x, y) e D, (2.4)

and the boundary conditions

u(x, y,t) = f ( x , y, t); x, y e ~ D , t>0, (2.5)

v(x, y, t) = O(x, y, t) ; x, y e ~ D , t> 0 (2.6)

where D = {(x,y); 0 <~x,y <~ 1} and c~D is its boundary; u ( x , y , t ) and v ( x , y , t ) are the
velocity components to be determined, fl, f z , f , g are known functions which are assumed
to have sufficient smoothness for maintaining the order of accuracy of the difference
schemes to be considered.
We split equation (2.1) in the form
1 ~3u (~u
. . . . u-- (2.7)
4 cqt cqx'
1 (3u Ou
4 c~t - - v ~ , (2.8)

I ¢3u 1 OZu
4 3t -- R c~x2' (2.9)
1 0u 1 02u
4 Ot - R 0y 2" (2.10)

Applying the cubic spline technique as is the one-dimensional case, we can write the finite
difference expressions for the above four equations (2.7)-(2.10) as

U[j 2 , -a r , } .+ . rh
1 4- ~ - - 6x(Vi,j) 4- -20~hUidfx (U~o 1/4_ U~a) = _ --2- U,o6xUi..j ' (2.11)

{ 1 4- ~ 2 " -' 4-203hVi'/~Y

~;(ViJ)
r " } (Ui'J
"+1:2-Ui'J
"+i/')=-rhv,.a ,:,+I/",
2"-"s-r-'°
(2.12)

Nt.M 13/4---~
216 P.C. JAINand D. N. HOLLA

{1 +
t~ --
rg0~2)6 2 t '/Tn+
, - i,j
3/d"-- g rn+
i,j
1/2 ) :
r ~2~fn+l/2
g ~x --i,j (_.1.~)

{1+(16
-
rO4~62[tun+l--un+3<4)=rfi2[Tn+3'4
"J" '"
R } i.j ~,'-i4
(2.14}

where the parameters 03 arid 04 take the values in (0, 1 ).

Similarly we can write the corresponding four steps for equation (2.2) in the form

{lq_V~.J62(vn..l_l r , , . } (V'~.+I/4-V'~.j)= - s hr l : ~.jayV~.j,

6 ; . . . . J" +shO~V~,jOy , . ,, (2.15)

1+
~t,./ ~2(u.n .}- 1 + , hO3Ui,j6,,
6 -~'--"J"
n (vn+l/2
,-i.j - - iv,nj+ l / 4 ) =
-~hLir,j6.,|~.j_ rn 7n+l -!.. (2.16)

{ (~ r02)2} n+3/a, n+t:2 r t]2V~,.+ 1 2 (2.17)

1+ - R ~;' (Vi'j - Vi'j )=R-;'-"J

{ 1 ~- (~ -- rg0~4)62} 'v.n +1
x--*,3 - - V i j
n+3/4'--~r~2vn+3:4
~x--*,3 " (2.18)
\

These eight equations (2.11 )-(2.18) represent the multi-step finite-difference formulation of
the coupled equations (2.1) and (2.2).
The intermediate values included in equations (2.11 )-(2.18) have been taken as

U~']-''4 = ("-- hU'~j6x/

1 ~ ,
/
"
Ucj, (i=O,N); ( j = 0 , 1 ..... ~).

U " ~.j
+ i..2 = 1 - ~ h V i.joy " i,,4,
Ui,,.~ ( j = 0 , N); (i=0,1,2...N),
\
U {'+3/4 = ( 1 + r O:,
"2) _,,j
l:7+1/2, (i=O,N); (j=O, 1,2 .... N)
and
l~i.j = 1-- hV'].j6y V'~.j, ( j = 0 , N); ( i = 0 , 1 .... N),

,, +
~i.j 1,2
= ( 1 - 2r 17t;~
- , . r.,~
~ /~ W,.~1;4,
~: ( i = 0 , N); ( . j = 0 , 1 , 2 .... N),

Vi"fj3:a= ( 1 + ~ r6 2) V'+''/2
-,.a , (j=O,N); (i=0,1,...N)

where 0, and 6{ are replaced at the lower boundary i = 0 by' 2A.,-A{ and A{,
respectively' • at the upper boundary i ~ N, 6x and 62 are replaced by -V,.+VT.
,-) v 2
and Vx,
respectively. We take similar expressions for 6~. and 62.
Using the von-Neumann stability method, one finds the scheme to be stable if the
parameters 0~/> 1/2 (i -" 1, 2, 3,4), it has an accuracy 0(k+h2). For illustrating the theory
we solve two test examples.
3. TEST EXAMPLES AND DISCUSSION
Example 1
Consider the Burgers' equation

eZ + b/~X-X= R- ~{~x2/ on 0.5~<x~< 1.5 and t>/0

with initial condition

1 [x + tan (x/2)]
u(x, O) = -~
 N u m e r i c a l s o l u t i o n s of coupled Burgers" e q u a t i o n s 217

and the boundary conditions

u(0.5, t ) = R - ~
'{ (0.5)+tan
{" 1}
4(R+t) ' t~>0,

u(1.5,t) = ~ 1.5+tan , t ~> 0.

Its exact solution is

Rx

Example 2
Consider the coupled Burgers' equations

at + + = + ay2 ) '

at + U ~ x + v - - = +

over a squared domain given by

D={(x,y); 0~<x,y~<0.5}, t~>0
with initial conditions
u(x, y, 0) = sin 7zx + cos try

v(x,y,O) = x + y
and boundary conditions
u(0, y, t) = ~OSrty} 0 ~< y ~< 0.5, t~>O,
v(O, y, t)
u(0.5, y, t) = l+cosrtY'~O~<y~<0.5, t~>O,
v(0.5, y, t) 0.5+y
u(x, O, t) = l +0 ~s ixn~n<x0}" 5 ' x t~>0,
v(x, 0, t)
u(x,O.5, t) = sin ~ x ~ 0
v(x, 0.5, t) x + 0 . 5 J ~<x~<0.5, t/>0.

These examples have been solved by the numerical methods proposed in this paper.
Table 1 gives the comparison of the computed values and the exact values of the
unknown u for example 1 at the final time of computation at R = 100 and R = 1000. On
T a b l e I. N u m e r i c a l solution of e x a m p l e I for/7 = 0.05, r = 1.5, 0~ = (J.5 and
02 = (I.5 + tR/I 2r) at t = 1.125

R = 100.0 R = 1000.0

Exact Numerical Exact Numerical

x solution solution solution solution

0.5 0.0074401 0.0074401 0.0007542 0.0007542

0.6 0.0089561 0.0089534 0.0009080 0.0009079
0.7 0.0104882 0.0104872 0.0010634 0.0010634
0.8 0.0120401 0.0120398 0.0012209 0.0012209
0.9 0.0136158 0.0136157 0.0013809 0.0013809
1.0 0.0152198 0.0152198 0.0015439 0.0015438
1.1 0.0168575 0.0168574 0.0017104 0.0017103
1.2 0.0185352 0.0185347 0.0018811 0.0018810
1.3 0.0202606 0.0202580 0.0020568 0.0020567
1.4 0.0220426 0.0220349 0.0022385 0.0022383
1.5 0.0238925 0.0238925 0.0024274 0.0024273
 6

i ,7,
~0 !¸

_.,.j
r-r

I --

Z~

>0 - >0

t~- 3

I! --

L
I
o - > 0
0
),

,.r,
7O

X ~ I1
..~

r-i
r~l i t ,
e-1

~
o
Ill
o
I \ \ L ~ ~ ~
0 o o o
N

-----....__~~_ ~ -10
0

\
A

]
o 0 0
o 0
o.J
=1

218
 N u m e r i c a l solutions of coupled Burgers' equations 219

u IO V 05

I I
05 0 05
X

F i g . 3. u-values at t = 0.625 a n d R = 50. Fig. 6. v-values at t = 0.625 a n d R = 100.

I 0 20 --

v 05 ~ - - 0.45 u ~.0 OQ

I I
05 05
X X
Fig. 4. r - v a l u e s at t = 0.625 a n d R = 50. Fig. 7. u-values at 0.625 and R = 200.

20 • 1.0

u io VO,5

I
05 0 05
X X
Fig. 5. u-values at t = 0.625 a n d R = 100. Fig. 8. Pvalues at t = 0.625 a n d R = 200.

studying Table 1, one finds that the computed results are in good agreement with the
exact solutions. Thus, the unconditionally stable scheme proposed in the paper yields
good computed results for the non-linear Burgers' equation at both low and high
Reynolds numbers. The numerical method can be extended for solving other non-linear
equations. For example 2, the variation of the unknown functions u and v with respect to
time t for R = 500 and N = 20 are shown in Figs. 1 and 2; the steady state solution is
achieved at t = 0.625. Steady state solutions for u and v are also plotted at R = 50, 100,
200, 1000 for y = 0.5, 0.15, 0.25, 0.35, 0.45 as shown in Figs. 3-10. It is found that the time
for attaining the steady state value does not depend on the Reynolds numbers. This time
220 P . C . JAIN a n d D. N. HOLLA

2.o - I0

u
1.0
h'O'05A
04

I
0 O5 0.5
X X

Fig. 9. u - v a l u e s at t = 0.625 a n d R = 1000. Fig. l 1. V a r i a t i o n of v - v a l u e s for different/7 at y = 0.4

a n d R = 500.

I.O -- io

V
0.5

03

I
O5 0 0.5
X X

Fig. 12. V a r i a t i o n of u - v a l u e s for different 11 at y = 0.4

Fig. 10. r - v a l u e s at t = 0.625 a n d R = 1000. a n d R = 500.

turns out to be t = 0.625. By varying the time step and mesh size, this value of time
remains almost the same. The steady state solutions are attained at this time at Reynolds
numbers up to I000. We could not compute the solutions at higher Reynolds numbers
due to the restriction on the availability of the computer time. It is expected that the
method would work at higher Reynolds numbers, and the time for attaining the steady
state solutions, if they exist, is likely to vary with higher values of the Reynolds numbers.
Tables 2(a) and (b) give the values of u and v at some typical mesh points at R = 50 and
500 by taking different number of mesh points in D. It is found that the computed values
converge as the mesh size is refined. By examining Figs. 11 and 12, one observes that the
velocity components u and v at R = 500 fluctuate widely when the mesh is taken to be
crude. As the mesh is refined to h = 0.0125, we get almost smooth curves for u and v. It
may be remarked that these wide fluctuations take place at points which are near the
upper boundary of the domain. If one takes R = 50, the steady state solutions with
reasonable accuracy are obtained by taking a crude mesh (N = l0 and r = 5). As one goes
to higher Reynolds numbers 100 ~< R ~< 1000, the crude mesh yields fluctuating values of
u and v. In other words, we can get satisfactory computed results by the proposed method
provided we refine the mesh as the Reynolds number is increased. Thus, the cubic spline
function technique can also be used for solving non-linear problems without making use
of quasi-linearization.
Rubin and Graves [8] have used the spline function technique and quasi-linearization
for the numerical solution of Burgers' equation in one space vari~ible at low Reynolds
numbers. The system of the resultant algebraic equations turns out to be of block-
tridiagonal form and, therefore, the inversion for the implicit time discretization is
 Numerical solutions of coupled Burgers" equations . 22 I

Table 2(a). Numerical solution of velocity components u and v. for example 2 for R = 50. h = 0.5N, t)j. 0 3
= 0.5 and 0,, 0~ = t).5+R 112rl at t = I).625

U 1_~

Typical mesh N =5and N = 10and N=20and N =5and N = 10and N=20and

points r = 1.25 r = 5.0 r = 20.0 r = 1.25 r = 5.0 r = 20.0

(0.1, 0.1) 0.78200 0.97327 0.97258 0.14684 0.09902 0.09773

(0.3, 0.11 1.07316 1.16375 1.16214 0.25964 0.15171 0.14039
(0.2, 0.2) 0.86024 0.86247 0.86281 0.12061 0.16850 0.16660
(0.4, 0.2) 0.93768 0.98636 0.96483 0.04222 0.19683 0.17397
(0.1, 0.3) 0.69443 0.66303 0.66318 0.31804 0.26356 0.26294
(0.3.0.3) 0.81963 0.77106 0.77030 0.34123 0.22905 0.22463
(0.2,0.4) 0.57214 0.58079 0.58070 0.31440 0.32764 0.32402
t0.4, 0.4) 0.72168 0.75516 0.74435 0.22204 0.33215 0.31822

Table 2(b). Numerical solution of velocity components u and v, for example 2 for R = 5/X1, h = 0.5N, 0~, 03
= I).5, 02, 0~ = 11.5+ R,q 12r) at t = I).625

tJ t~

Typical mesh N = 10and N =20and N=40and N = 10and N=20and N=40and

points r = 5 r = 20.0 r = 80.0 r = 5.0 r = 20.0 r = 80.0

(0.05, 0.1) 0.70290 0.95435 0.95479 -0.11177 0.09843 0.09468

(0.15, 0.1) 0.75954 0.95691 0.96066 -0.12880 0.10177 0.08612
(03, 0.1) 1.03780 0.95616 0.96852 -0.25386 0.13287 0.07712
(0.4, 0.11 1.02202 0.95895 0.96849 0.33166 0.18693 0.07855
(0.1,0.2) 0.79536 0.84257 0.84104 0.22765 0.18503 0.17828
(0.2, 0.2) 0.83338 0.86399 0.86866 0.27094 0.18169 0.16202
(0.35, 0.21 0.77431 0.87750 0.89158 -0.11377 0.21068 0.14469
(0.1, 0.3) 0.63127 0.67667 0.67792 0.31462 0.26560 0.26094
(0.3, 0.3) 0.78637 0.76876 0.77254 0.40238 0.25142 0.21542
(0.4, 0.3) 0.86110 0.79202 0.79670 0.47241 0.28368 0.20110
(0.05, 0.4) 0.31619 0.41825 0.42468 0.22558 0.36276 0.3587(/
(0.15, 0.4) 0.44135 0.54408 0.54543 0.18416 0.32084 0.31360
(0.2, 0.41 0.58494 0.58778 0.58564 0.41766 0.30927 0.29776

accomplished with an efficient algorithm. For the Burgers' equation in two space
variables, they have proposed a spline alternating direction implicit (SADI) method for
solving the problem at low Reynolds numbers. An extension of this method for solving
coupled Burgers' equations gives rise to a complicated numerical scheme which is less
efficient compared to the method proposed in the present paper, which is applicable at
both low and high Reynolds numbers.

Acknowledgements The authors wish to express their gratitude to the Department of Atomic Energy,
Government of India. for the financial support in the preparation of this paper. One of the authors (D. N. Holla)
is grateful to the Council of Scientific and Industrial Research for the award of a Research Fellowship for
undertaking this research work.

REFERENCES
I. G. K. Batchelor, Theory qfHomogeneous Turbulence. Cambridge University Press (19601.
2. G. I. Taylor and A. E. Green, Mechanism of the production of small eddies from large ones. Proc. R. Soc.
A.158, 499 (1937).
3. A. J. Chorin, On the convergence of discrete approximations to the Navier-Stokes equations. Maths Comput.
23, 341 (1969).
4. E. Hopf, A Mathematical example displaying features of turbulence. Communs pure appl. Math. l, 303 (19481.
5. E. Hopf, The partial differential equation u, + uu x = • ux~. Communs pure appl. Math. 3, 201 (1950).
6. E. R. Benton, Solutions of illustrating the decay of dissipation layers in Burgers" non-linear diffusion equation.
Physics Fluids 10, 2113 (19671.
7. J. H. Ahlberg, E. N. Nilson and J. L. Walsh, The Theory of Splines and their Applications. Academic Press,
New York (19671.
8. S. G. Rubin & R. A. Graves, Viscous flow solution with a cubic spline approximation. Comput. Fluids 3, 1
(19751.
222 P.C. JAIN and D. N. HoLLA

R~sum~:
On propose deux nouveaux algorithmes bases sur une
technique de fonction cubique pour r6soudre l'equation de
Burgers dans l'espace ~ une dimension et des ~quations de
Burgers coupl~es dans l'espace ~ deux dimensions. On
analyse la s t a b i l i t ~ et la convergence de ces algorithmes.
On r6soud deux exemples test pour i l l u s t r e r le bien-fond6
de la m~thode num~rique propos6e. La m~thode peut ~tre
~tendue pour r~soudre des problemes non lin6aires
appraissant en m~canique et dans d'autres domaines.

Zusammenfassung:

Zwei neue Algorithmen fur die Losung der Burgerschen

Gleichung in einer Raumvariablen und gekoppelter Burger-
scher Gleichungen in zwei Raumvariablenwerden vorgeschla-
gen. Die Algorithmen wurden auf ihre S t a b i l i t a t und
Konvergenz hin untersucht. Zwei Testbeispiele werden
behandelt, um die Vorzuge der vorgeschlagenen numerischen
Methode zu i l l u s t r i e r e n . Die Methode kann zur Losung
nichtlinearer Probleme der Mechanik und anderer Gebiete
erweitert werden.