Beruflich Dokumente
Kultur Dokumente
2
final
T
Space-time heat equation L := t
x2
Lu = 0 in stationary PDE
u=1 on 0 Dirichlet boundary conditions
0 1
u
x
=0 on 1 Neumann boundary conditions
u = u0 on init Dirichlet boundary conditions 0
0 init L
2.0 sec
1.5 sec
1.0 sec
0.5 sec
space
duh (t)
(
dt = R(t, uh (t))
Initial value problem on (tn , tn+1 )
uh (t ) = unh
n
R tn+1 R tn+1
Exact integration tn
duh
dt dt = un+1
h unh = tn
R(t, uh (t)) dt
t t t t
tn tn+1 tn tn+1 tn tn+1 tn tn+1
left endpoint right endpoint trapezoidal rule midpoint rule
1
For 2 the -scheme is A-stable ( numerical solution is bounded)
Time discretization t0 t1 t2 . . . tn = nt . . . T = M t
T
Accumulation of truncation errors n = 0, 1, . . . , M 1, M= t
loc p
= O(t ) glob
= M loc
= O(t
p1
)
The order of a time-stepping method (i.e., the asymptotic rate at which the
error is reduced as t 0) is not the sole indicator of accuracy
N
uni u(xi , tn )
P
FEM approximation uh (x, t) = uj (t)j (x),
j=1
du
Differential-Algebraic Equation (DAE) + Au = b MC
dt
where MC = {mij } is the mass matrix and u(t) = [u1 (t), . . . , uN (t)]T
Lumped-Galerkin MOL ML du
dt + Au = b, R(t, u) = ML1 [b Au]
p=4 u(1) = un + t
2
R(tn , un ) forward Euler / predictor
u(2) = un + t
2
R(tn + 12 t, u(1) ) backward Euler / corrector
un+1 = un + t
6
[R(tn , un ) + 2R(tn + 12 t, u(1) ) Simpson rule
t
u(1) = un + R(tn , un ), k (1) = R(tn , u(0) )
2
t
u(2) = un + R(tn + 0.5t, u(1) ) k (2) = R(tn + 0.5t, u(1) )
2
u(3) = un + tR(tn + 0.5t, u(2) ) k (3) = R(tn + 0.5t, u(2) )
t
un+1 = un + [R(tn , un )+
6
2R(tn + 0.5t, u(1) )+
2R(tn + 0.5t, u(2) )+
R(tn + t, u(3) )]
k (1) = R(tn , un )
t (1)
k (2) = R(tn + 0.5t, un + k )
2
t (2)
k (3) = R(tn + 0.5t, un + k )
2
k (4) = R(tn + 1.0t, un + tk (3) )
t (1)
un+1 = un + [k + 2k (2) + 2k (3) + k (4) ]
6
k (1) = R(tn , un )
(2)
k = R(tn + c2 t, un + t(a21 k (1) ))
k (3) = R(tn + c3 t, un + t(a31 k (1) + a32 k (2) ))
..
.
k (s) = R(tn + cs t, un + t(as1 k (1) + as2 k (2) + + as,s1 k (s1) ))
more stable and accurate than Adams methods of the same order
Explicit method: use the largest time step satisfying the stability condition
Implicit method: estimate the error and adjust the time step if necessary
u u
+v = 0, v>0
t x
2u u2 3 (t)2 4 u vx 3 u v(x)2 4 u
(1) t2 + v xt = t u
2 t3 6 t4 + 2 x2 t 6 x3 t + ...
Replace 3rd order time derivative and mixed derivatives by space derivatives
3u 3
Equations (5) and (4) imply (7) t3 = v 3 xu3 + O[t, x]
t
Reformulation in terms of the Courant number = v x yields
Remark: the CFL stability condition 1 must be satisfied for the discrete
problem to be well-posed. In the case > 1, the numerical diffusion coefficient
vx
2 (1 ) is negative, which corresponds to a backward heat equation.
2p u
Even-order derivatives x2p
2p+1 u
Odd-order derivatives x2p+1
u u vx 2 u v(x)2 3u
+v = 2 (1 + 2 2 ) 3 + . . .
t x 2 x 6 x
t
where = v x is the Courant number
vx v 2 t
= <0 v 6= 0
2 2
of the second-order term is negative for nonzero velocity
t
Modified equation for the FE/FEM scheme with = v x
u u vx 2 u v(x)2 2 3 u
+v = 2 + ...
t x 2 x 3 x3
Elimination of leading dispersion error due to space discretization
vx v 2 t
= <0 v 6= 0
2 2
of the second-order term is negative for nonzero velocity
Stabilized methods
+(v )2 u streamline diffusion
Nonoscillatory methods
+(v )2 u + (u)u shock-capturing viscosity
2u
Remark: in the one-dimensional case both terms are proportional to x2
Free parameters depending on the mesh size h and the residual R(u)
c h
= 1+|v| , (u) = c h2 R(u)
u
Consider a time-dependent PDE t + Lu = 0 in (0, T )
2 2
n
u n 2u
+ v (t)
Semi-discrete scheme un+1 = un vt x 2 x2 + O(t3 )
u u v(x)2 3 u v(x)3 4u
+v = (1 2 ) 3 (1 2 ) 4
t x 6 x 8 x
v(x)4 5u
(1 + 5 2 6 4 ) 5 + . . . , t
= v x
120 x
u u v(x)2 2 3 u v(x)3 4u
+v = 3
(1 3 2 ) 4
t x 6 x 24 x
v(x)4 15 5u
+ (1 2 + 9 4 ) 5 + . . . , t
= v x
180 2 x
the truncation error does not vanish for 2 = 1 (no unit CFL property)
2u 3u n+1
un
Substitution of u
t
= Lu, t2
= L2 u, t3
= L2 u t
+ O(t)
h i
(t)2 2 un+1 un t 2 n
Equivalent form I 6 L t = Lun + 2 L u
u u v(x)3 4u
+v = (1 2 ) 4 t
= v x
t x 24 x
v(x)4 5u
+ (1 5 2 + 4 4 ) 5 + . . .
180 x
the leading dispersion error is of higher order than that for LW/FEM