MSM780 Stability – Elliptic Model Equation University of Pretoria

• This slide show accompanies the document:

MSM780_2013_Stability_vonNeumann.pdf
• This slide show accompanies the document:
MSM780_2013_Stability_ModEqn.pdf

1
MSM780 Stability – Elliptic Model Equation University of Pretoria

Elliptic model equation

φ xx + φ yy = 0
• Stability using
– Von Neumann test for stability
– Modified equation analysis

2
MSM780
.
Stability – Elliptic Model Equation University of Pretoria

Von Neumann
1  φ in−1, j + φ in+1, j φ in, j −1 + φ in, j +1 
 
Point Jacobi φ in, +j 1 =
2 ( 1
∆x + ∆y 2
2 ) 
 ∆ x 2
+
∆ y 2 


or
1
∆x 2
φ n
(
i +1, j − 2φ n +1
i, j + φ n
i −1, j +
1
∆y 2
φ n
)
i , j +1 − 2φ i, j(
n +1
+ φ n
i , j −1 = 0 )

n λt iax iby
Substitute φ =e e e
i, j

∆x 2
(
1 ia∆x
e − 2e λ∆t
+ e −ia∆x
+
1 ib∆y
∆y 2
e − 2e)λ∆t
+ e −ib∆y
=0 ( )

But e ia∆x
+e − ia∆x
= 2 cos(a∆x )

Therefore
1
∆x 2
(2 cos a ∆x − 2 e λ∆t
+
1
∆y 2
2 cos )
b ∆y − 2 e λ∆t
(
=0 )
3
MSM780
.
Stability – Elliptic Model Equation University of Pretoria

Von Neumann (cont.)

1
∆x 2
(
2 cos a ∆x − 2e λ∆t
+ )
1
∆y 2
2(cos b ∆y − 2e )
λ∆t
=0

If ∆x=∆y=∆
e λ∆t
= 1
2
(cos a∆x + cos b∆y )
For stability λ∆t
e ≤1

Always true, therefore unconditionally stable

4
MSM780
.
Stability – Elliptic Model Equation University of Pretoria

Modified equation analysis

Differential equation: u xx + u yy = 0
Algorithm:
Point Jacobi
1
∆x 2
u(n
i +1, j − 2u n +1
i, j + u n
)
i −1, j +
1
∆y 2
u(n
i , j +1 − 2u n +1
i, j + u n
)
i , j −1 = 0

Taylor series expansion in space (x-direction):

2 3 4
uin+1, j = uin, j + ∆xu x +
∆
2
x
u xx +
∆
6
x
u xxx +
∆ x
24
u xxxx + O ∆x 5 ( )
2 3 4
n n
ui −1, j = ui , j − ∆xu x +
∆x
2
u xx −
∆x
6
u xxx +
∆ x
24
u xxxx + O ∆x 5
( )
Add equations:
4
uin+1, j + uin−1, j = 2uin + ∆x 2u xx +
∆
12
x
u xxxx + O ∆x 6 ( )
MSM780
.
Stability – Elliptic Model Equation University of Pretoria

Modified equation analysis (cont.)

Point Jacobi
1
∆x 2
u(n
i +1, j − 2u n +1
i, j + u n
)
i −1, j +
1
∆y 2
u(n
i , j +1 − 2u n +1
i, j + u n
)
i , j −1 = 0

Taylor series expansion in space (y-direction):

2 3 4
n n
ui , j +1 = ui , j + ∆yu y +
∆y
2
u yy +
∆y
6
u yyy +
∆y
24
u yyyy + O ∆y 5 ( )
2 3 4
uin, j −1 = uin, j − ∆yu y +
∆
2
y
u yy −
∆
6
y
u yyy +
∆y
24
u yyyy + O ∆y 5 ( )
Add equations: n 4
ui , j +1 + uin, j −1 = 2uin + ∆y 2u yy +
∆y
12
u yyyy + O ∆y 6 ( )
Combine into algorithm:
1  2 ∆x 4
 1  2 ∆y 4

 2ui , j − 2ui , j + ∆x u xx +
2 
u xxxx  + 2  2ui , j − 2ui , j + ∆y u yy + u yyyy  = 0
∆x  12  ∆y  12 
∆x 4 ∆y 4
Modified equation: ∴ u xx + u yy =−
12
u xxxx −
12
(
u yyyy + O ∆x 4 , ∆y 4 )