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Stability Analysis: X J E) T T, X (F

Von Neumann analysis is used to analyze the stability of numerical schemes by substituting dependent variables into the difference equation and determining if errors remain bounded as time increases. For explicit methods, stability requires the time step to satisfy Δt ≤ (Δx)^2/(2D) to prevent amplification of errors at each time step. An example shows the solution becoming unbounded when this condition is violated. Implicit methods are unconditionally stable since the amplification factor is always less than or equal to 1 regardless of time step size.

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Gerson Yol P
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44 views7 pages

Stability Analysis: X J E) T T, X (F

Von Neumann analysis is used to analyze the stability of numerical schemes by substituting dependent variables into the difference equation and determining if errors remain bounded as time increases. For explicit methods, stability requires the time step to satisfy Δt ≤ (Δx)^2/(2D) to prevent amplification of errors at each time step. An example shows the solution becoming unbounded when this condition is violated. Implicit methods are unconditionally stable since the amplification factor is always less than or equal to 1 regardless of time step size.

Uploaded by

Gerson Yol P
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Stability Analysis

Von Neumann (harmonic) Analysis apply Fourier series to analyze


stability of the numerical scheme
Substitute for all dependent variables in original difference equation and
find criterion as to whether it remains bounded as t large.
f (x, t )
( t )e j x
time

Where is a positive constant and j

space

Stability Analysis
For = 0, Explicit Method
Cn
2C n
i
D i 1
x2

Cn
i 1

Cn 1 Cn
i
i
t

Substitute, rearrange and simplify,


A

(t
t)
( t)

1 4 sin 2

x
2

Where A is defined as the Amplification Factor and

If |A| 1, means the error term will be amplified as time


increasesnumerical scheme will be unstable.

D t
x2

Stability Analysis
Requirement,
1 4 sin 2

Furthermore, must guard against unbounded amplification for all


sin 2

Thus,
1 4

1
max

or
0

1
2

D t
x2

Necessary and sufficient condition for stability!

Stability Analysis
Example of stable and unstable explicit formulation
t

T
PDE Domain
B.C.
C(0,t)=100

2C
x2

C
t

B.C.
C(1,t)=100

C(x,t)
0

I.C.
C(x,0)=0

Case 1: D = 1, x = 0.2, t = 0.01

Stability Analysis
Example of stable and unstable explicit formulation
Cn 1
i
where
Cn 1
i

Cn
1 2 Cn
i 1
i
1
, then
4
Cn
2C n C n
i 1
i
i 1
4

time
step,n
0
1
2
3
4
5
6

Cn
i 1

t
T
PDE Domain
B.C.
C(0,t)=100

C
t

I.C.
C(x,0)=0

1
0
100
100
100
100
100
100

x2

B.C.
C(1,t)=100
C(x,t)

space
0

2C

2
0
0
25
38
45
51
56

3
0
0
0
6
14
22
29

4
0
0
0
6
14
22
29

5
0
0
25
38
45
51
56

0
100
100
100
100
100
100

Stability Analysis
Example of stable and unstable explicit formulation
Case 2: D = 1, x = 0.2, t = 0.04
t

Cn 1
i
where
Cn 1
i

Cn
1 2 Cn
i 1
i
1, then
Cn
Cn
i 1
i

Cn
i 1

T
PDE Domain
B.C.
C(0,t)=100

Cn
i 1

x2

C
t

B.C.
C(1,t)=100
C(x,t)

I.C.
C(x,0)=0

0
time
step,n
0
1
2
3
4
5
6

2C

space
0

1
0
100
100
100
100
100
100

2
0
0
100
0
200
-100
400

3
0
0
0
100
0
200
-100

4
0
0
0
100
0
200
-100

5
0
0
100
0
200
-100
400

0
100
100
100
100
100
100

Conclusion: Whenever using explicit method, the time interval should be


determined by gridsize and diffusion constant.

Stability Analysis
For = 1, Implicit Method
C n 1 2C n 1 C n 1
i
i 1
D i 1
x2

Cn 1 Cn
i
i
t

Substitute, rearrange and simplify,


A

(t
t)
( t)

1
1 4 sin 2

x
2

Since |A| 1, for all , the procedure is unconditionally stable.


If sin2(y) = 1,
1
A
1 4

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