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Numerical Partial Differential Equations Notes: 10/30/2014 Goal: Further discussion of the CFL condition.

We want to obtain better accuracy. To do this, we could try higher order

interpolations. For example, we could use U

j1 , U j

N

N

N

, U j+1 to create:

p(x) = U

N

j1

(x x j )(x x j+1 )

(x j1 x j )(x j1

x j+1 ) +U

j

N

(x x j1 )(x x j+1 )

N (x x j )(x x j+1 )

j+1

(x j x j1 )(x j x j+1 ) +U

(x j+11 x j1 )(x j+1 x j )

Then our new nuermcial method would be:

n+1

U

j

n+1

U

j

n+1

U

j

= p(x j ak) = U

j1 (ak)(hak)

N

(h)(2h)

N

+ U

j

(hak)(hak)

h(h)

+ U

j+1 (hak)(ak)

N

(2h)h

=

j1 ak

U

N

2h + U j1

N

a 2 k

2h

2

2

N

+ U

j

a 2 k 2

h

2

N

U

j

ak

2h U

j+1 + a 2 k

N

2

2 U

N

j+1

2h

=

U j ak

2h (U

j+1 U j1 ) + a 2 k 2

N

N

2h 2

(U

j1 2U

j

N

N

+ U

N

j+1 )

Note that this creates the Lax-Wendroff method!

We need that stability to be such that 1 ak

h

1 for x j1 x j ak x j+1

The point of this exervise is to show a general case of what is called the CFL condition. Note in the above case, what we are essentially doing is creating a three point interpolation of the step u(x ak, h) and then simplifying it in order to get the Lax-Wendroff method.

What is the domain of dependence for the time-dependent PDE?

The mathematical domain of dependence of u(x, t) denot by D(x, t), is the set of all points in space where the initial data at t 0 may have some effect on the solution of u(x, t). Say that you have a point in the future at a particular space. Displayed below is a graphical representation of it:

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Example: For the linear advection equation u t + au x = 0 We know

Example:

For the linear advection equation

u t + au x = 0

We know hat the solution is:

u(x, t) = η 0 (x a, t)

where η 0 is the initial data. Then D(x, t) = {X aT }

Example:

u t + Au x = 0 Suppose that A has a real and distinct set of eigenvalues: λ p , p = 1, 2, 3 s

Then we wold say that the domain of dependence is:

D(x, t) = {X λ p T, p = 1, 2, 3 s

Another example: The Heat Equation:

u t = u xx , u(x, 0) = u 0 (x)

D(x, t) = (−∞, )

The analytical solution for this is:

u(x, t) =

4πt

1

−∞

2

e (x2) 2 /4t u 0 (x)dx

Infinite propogation speed. The data at any point affects the solution every- where at any small time in the future.

We need to make sure that the numerical method captures this domain of de- pendence. If we are missing any of the data that influences the solution at a later time then it won’t get a correct answer because we will be eliminating important information. Note to self, be sure to study the characteristic method of lines that she went over I am not entirely clear what is going on for it outside the use of the Lagrange interpolant.

How do we do this?

Do we use the characterics for nonhyperbolic PDEs ?

We only use the characteristic if we only need to know a discrete number of points behind you. We can assume that we would use characteristics for hyper- bolic PDEs but we would not use them fr non-hyperbolic.

What is a numerical domain of dependence? Each finite difference method D 0 (x, t) is defined as:

D 0 (x, t) = { all grid points x i at the initial point u

0 i has an affect on u

n

j

}

Lets calculate numerical domain of dependence for Lax-Wendroff method.

(1) Recall that the CFL condition is that D(x, t) D 0 (x, t) for the limit as k, h 0

that D ( x, t ) ⊂ D 0 ( x, t ) for the limit

laxwendroff.jpg

The stencil we will be using is:

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Therefore, U j n +1 depends on U 0 j − ( n +1) ,

Therefore, U

j

n+1

depends on U

0

j(n+1) ,

same as the stability condition!

,

j+(n+1)) 0 Note: our result is the

U

The CFL condition for the forward time centered space solution to the heat equation behaves in a similar manner. We take three different point for N, N-1, N+1 and propogate them base to the boundary. So this also has the same do- main of dependence of the initial value.

Another note: for the above two examples we need r to go to zero so that thedomain (our bracketed term ) will explode and take up the entire line.

In order for D 0 (x, t)

as k and h approach zero of ± 1 r = ±∞

D(x, t) in the limit as

k, h

0, we need the limit

Therefore, we also need for the limit of k,h as they approach zero, we need

the valuesin the relation zero faster than h does.

h k = to be such that h is greater than k IE k decays to

Passing the CFL condition does not guarantee that your method is stable.

If sat-

isfied, then the method might be convergent. We mainly use this to weed out the methods that aren’t stable.

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