1-D Convection-Diffusion Equation
Now
Focus on a prototype equation: Burgers Equation
Representative of Navier-Stokes equations
Can understand several key numerical issues
which are directly applicable to Navier-Stokes
equations
Numerical Issues
Different discretization schemes
Space
Time
Accuracy
Stability
Solution of discrete equations
Burgers Equation
Burgers Equation
u
u u 2u
t
1-D
u
u
2u
u
2
t
x
x
Linearized
u
u
2u
c
2
t
x
x
1-D Eqn. and Exact Solution
Problem statement
ut cux uxx ;
0 x 1
B.C.: u 0, t 0, u 1, t 1
I.C.: u x, 0 0
Exact Solution
Pe cL
( Peclet Number )
e xPe 1
u x, t Pe
e 1
Pe
u
SS
time
(boundary layer)
5
Boundary Layer Behavior
Boundary layer inversely proportional to Pe
L
L2
,
T
1
Pe
c
Pe , BL
L ,
T
fluid mechanics:
Pe
L
Re
Discretization Scheme: FTCS
FTCS: Forward in time & Central in space
u
u
2u
c
2
t
x
x
n 1
i
uin 1 uin
uin1 uin1
uin1 2uin uin1
2
Note:
t
2x
t n
ct 1 n
n
n
n
u
u
2
u
i 1
i 1
i 1
i
i 1
2
x 2
x
n
i
C c
n 1
i
t
x
CFL
using finite
difference
method
C n
C n
n
ui 1 1 2 ui ui 1
2
2
FTCS: : Preliminary Look at Stability
Useful parameter: cell Peclet number or
cell Reynolds number
Pe x
cx
Similar to Re for fluid mechanics
equations, but Re is related to
momentum diffusion: Pe is more
general
FTCS: Preliminary Look at Stability
1
Consider the FDE:
C n
C n
n 1
n
ui ui 1 1 2 ui ui 1
2
2
1
n
n
2 Pe x ui 1 1 2 ui 2 Pe x uin1
2
2
1st timestep: u14 2 Pex u50 1 2 u40 2 Pex u30
1
@ t 0
oscillations/wiggles/ 2- wave
t1
1
For Pe x 3 : u
2
8
Pe x 2 : u14 0
1
4
2 Pex
1 (I.C.)
t2
FTCS: Stability Analysis
Pex 2
will yield oscillations which increase in time.
Diffusion tries
to push left
Convection tries
to push to right
10
FTCS: Stability Analysis
Grid resolution for stability:
Pe x c
x 2
or
x 2
"Resolution Condition"
grid size or resolution
requirement for BL type
of solutions (along
streamwise direction)
11
First-Order Upwind Scheme
Central difference not suitable for high cell Peclet No.
Upwinding: to suppress the oscillation for high Pe
One-sided operator along the wind direction
ui ui 1
c x for c 0
u
x ui 1 ui
c
for c 0
x
c>0
c<0
12
First-Order Upwind Scheme
Finite difference scheme:
uin1
uin 1
2 Pex
1 Pex 2 uin 1 Pe x uin1
0
no oscillations
for CD
Scheme is first-order accurate: First-Order Upwind
Good since suppresses oscillations
13
First-Order Upwind Scheme
Bad since accuracy is low
Scheme is first-order accurate: First-Order Upwind
Effective viscosity:
eff
Pex
1
2
14
First-Order Upwind Scheme
Numerical viscosity:
If
numerical exact 1
Pex 100 , then numerical
Pex
2
exact 50
for large values of Pex, the numerical
solution is independent of exact!
15
First-Order Upwind Scheme
FOU
exact
CD
Any alternative scheme which suppresses
oscillations but not too dissipative ?
16
Alternative: Higher-Order Upwind
Alternative: higher-order upwind schemes:
Second-order upwind
QUICK
17
Second-Order Upwind Scheme
Second-order upwind (SOU), or
Linear upwind difference (LUD)
c
u
u 4ui 1 3ui
c i 2
,c 0
x i
2x
u 4ui 1 3ui
c i2
,c 0
2x
c>0
18
QUICK Scheme
Quadratic Upwind Interpolation for Convective
Kinematics (Leonard, 1979)
2uin1 3uin 6ui 1 ui 2
u
c
c
,c 0
x i
6x
u 6ui 1 3ui 2ui 1
c i2
,c 0
6x
nu N
ai ui
n
x
i 1
a
i 1
0 for any scheme
c>0
19
QUICK Scheme
QUICK = CD + dissipation
ui 1 ui 1 uin1 3uin 3ui 1 ui 2
u
c
c
,c 0
x i
6x
2x
ui 1 ui 1 ui 2 3ui 1 3ui ui 1
c
,c 0
6x
2x
20
Finite Volume Method for the
Burgers Equation
21
Finite Volume Method for Burgers Equation
Equation
u
x
x x
( for steady flow)
Integrate over control volume
uA e uA w
A A
x e
x w
E
22
Finite Volume Method for Burgers Equation
Define
F u convection coefficient mass flux per unit area
D
diffusion coefficient conductance
x
Convective and diffusive fluxes on east/west faces
Fw u w , Fe u e
Dw
, De e
xWP
xPE
23
Finite Volume Method for Burgers Equation
Central difference for diffusion terms
Fee Fww De E P Dw P W
Convective fluxes assumed known provisionally
e and w are unknowns to be determined
Central difference
First-order upwind
Second-order upwind
QUICK
24
Convective Flux: Central difference
Estimate e/w by averaging nodal values
e 12 P E
w 12 W P
uniform grid
25
Central difference
Discretized equation:
Fe
Fw
P E
W P De E P Dw P W
2
2
F
F
F
F
Dw w De e P Dw w W De e E
2
2
2
2
Nodal equation:
aPP aW W aEE
26
Central difference
Like to maintain diagonal dominance, i.e., aP=aW+aE:
add and subtract Fe Fw P
F
F
F
F
Dw w De e Fe Fw P Dw w W De e E
2
2
2
2
Discrete algebraic equation
aPP aW W aEE
Fw
2
F
aE De e
2
aP aW aE Fe Fw
aW Dw
27
Central difference
Consider grid with 5 nodes: 4 control volumes
CV1
CV2
x=0
CV3
CV5
CV4
CV6
x=1
Interior control volumes: CV3 and CV4
Fe
F
P E w W P De E P Dw P W
2
2
28
Central difference
CV1
CV2
CV3
CV5
CV4
x=0
CV6
x=1
Boundary control volumes: CV2 and CV5
Fe
P E F11 De E P D1 P 1
2
F
CV5: F66 w P W D6 6 P Dw P W
2
CV2:
D1 D6
2
2D ,
x
F1 F6 F
29
Central difference: discrete equation set
CV1
aPP aW W aEE Su
CV2
CV3
CV5
CV4
CV6
0
x=0
x=1
aP aW aE Fe Fw SP
AW
AE
CV 2
DF 2
CV 3, CV 4
DF 2
DF 2
CV 5
DF 2
SP
2D F
0
2D F
Su
2D F 1
0
2D F 6
30
First-Order Upwind (FOU)
Estimate e/w by upwinding
P , Fe 0
e
E , Fe 0
Fee p max Fe , 0 E max Fe , 0
Fww W max Fw , 0 P max Fw , 0
aPP aW W aEE
aW Dw max Fw , 0
aE De max Fe , 0
aP aW aE Fe Fw
Note : max Fe , 0 Fe max Fe , 0
31
Hybrid Scheme
Hybridize FOU and central difference schemes based on
face Peclet number
u w
Fw
Pe w
Dw w xWP
Pe w 2 : Use CD
Pe w 2 : Use FOU and neglect diffusion flux
Fw
aW max Fw , Dw
, 0
aE max Fe , De e , 0
2
32
Second-Order Upwind (SOU)
Estimate e/w by linearly extrapolating
2 upwind neighbors
3
1
2 P 2 W , if Fe 0
e 3
1
2 E 2 EE , if Fe 0
33
Second-Order Upwind (SOU)
Convective flux:
Fee 32 P 12 W Fe ,0 23 E 12 EE Fe ,0
Deferred correction approach:
Fee P 12 P W Fe ,0 E 12 E EE Fe ,0
FOU
Higher-order components
34
Second-Order Upwind (SOU)
Discrete equation:
aPP aW W aEE Su
same as FOU
aE De Fe , 0
Su 12 P W Fe , 0 12 E EE Fe , 0
aW Dw Fw , 0
35
QUICK Scheme
Estimate e/w by quadratic interpolation
using 2 upwind neighbors and 1
downwind neighbor
3
3
1
8 E 4 P 8 W , if Fe 0
e 3
3
1
E
P
4
8
8 EE , if Fe 0
36
QUICK Scheme
Convective flux:
Fee 83 E 34 P 81 W Fe , 0 34 E 83 P 81 EE Fe , 0
P 18 W 14 P 83 E Fe , 0 E 83 P 14 E 81 EE Fe , 0
37
SOU or QUICK: Boundary Treatment
Treatment of boundary control volume:
w
1
CV1
e
2
West face: flux from boundary values
East face: two options
FOU
Ghost cell to estimate value at ghostpoint W
38
Matrix Equation: A.=b
aP2 2 aE2 3 aW 2 1 b2
aP33 aE34 aW32 b3
aP4 4 aE4 5 aW4 3 b4
aP55 aE56 aW54 b5
aP2
aW3
0
aE2
aP3
aE3
aW4
aP4
aW5
u2
u1
0 b Su2
2 2
0 3 b3
.
aE4 4 b4
aP5 5 b5 Su5
u3
u4
aW 2 1
Su3
S u4
aE56
u5
u6
Matrix Equation
aP2 2 aE2 3 aW 2 1 b2
aP33 aE34 aW32 b3
aP4 4 aE4 5 aW4 3 b4
aP55 aE56 aW54 b5
aP2
aW3
aE2
aP3
aE3
aW4
aP4
aW5
0 Su2
2
3
.
aE4 4
aP5 5 Su5
Tri-diagonal matrix
aW 2 1
Su3
S u4
aE56
Closure
Spatial Discretization of 1-D
convection-diffusion equation using
FVM
41
