The Lax-Wendroff Technique

Introduction
What a kind of techniques is it ?
The Lax-Wendroff techniques is an explicit, finite-difference method particularly suited to marching solutions.

A brief review on the marching problems

Hyperbolic and parabolic partial differential equations

Introduction
An example of hyperbolic equations
The time-marching solution of an invicid flow using the unsteady Euler equations (2D). Continuity
u v = +u + +v x t x y y

(6.1)

x momentum y momentum

u u v 1 p = u +v + x t y x

(6.2)

v v v 1 p = u + v + x t y y
e e e p u p v = + u + + x t y x y

(6.3) (6.4)

Energy

Procedure
Predict the the value of the variables at next time step based on a Taylor series expansion. Choose density for purposes of illustration

t + t i, j

(t ) 2 + = + t + 2 t t i , j i , j 2
t 2 t i, j

(6.5)

Procedure
Analogous Taylor series are written for all the other dependent variables.
uit,+jt 2u (t ) 2 u = uit, j + t + 2 + t t i , j i , j 2
t t

(6.6)

vit,+jt

v (t ) 2 v = vit, j + t + 2 + t t i , j i , j 2
t 2

(6.7)

t + t i, j

e (t ) 2 e = e + t + 2 + t t i , j i , j 2
t 2 t i, j

(6.8)

Procedure
it,+jt
(t ) 2 = it, j + t + 2 + t t i , j i , j 2
t 2 t

A number for (/t) is obtained from the continuity equation, Eq. (6.1) The spatial derivative are given by second-order central differences
t = ( i , j t i , j
t

uit+1, j uit1, j 2x 2y

+ uit, j

it+1, j it1, j
2x 2y
(6.9)

+ it, j

vit+1, j vit1, j

+ uit, j

it+1, j it1, j

Procedure

t + t i, j

(t ) 2 = + t + 2 + t t i , j i , j 2
t 2 t i, j

Differentiate Eq. (6.1) with respect to time

2 v 2 v v 2 u 2u u 2 + +v + + + +u + = 2 yt y t yt y t xt x t xt x t t
The mixed derivative is found by differentiating Eq.(6.2) with respect to x

2u u v 1 2 p 1 p u u u 2 + + = u 2 + + v 2 x x xy y x x x x xt
2 2 2

Procedure
2u u v 1 2 p 1 p u u u 2 + + = u 2 + + v 2 x x xy y x x x x xt
2 2 2

Second-order, centered finite-difference quotients at time t

uit+1, j 2uit, j + uit1, j uit+1, j uit1, j 2 u = uit, j +( ) 2 xt (x) 2x i , j

2

+ vit, j

uit+1, j +1 + uit1, j 1 uit1, j +1 + uit+1, j 1 4(x)(y)

uit, j +1 uit, j 1 vit+1, j vit1, j 2y 2x

t t t t t t t 1 pi +1, j 2 pi , j + pi 1, j 1 pi +1, j pi 1, j i +1, j i 1, j + t t 2 2 i , j (x) ( i , j ) 2x 2x

Procedure
2 v 2 v v 2 u 2u u 2 + +v + + + +u + = 2 yt y t yt y t xt x t xt x t t
A number for 2/ (xt) is found by differentiating Eq.(6.1) with respect to x and replacing all derivatives on the right side with second-order central differences, analogous to the form of 2u/ (xt). A number for 2v/ (yt) is found by differentiating Eq.(6.3) with respect to x with respect to x and replacing all derivatives on the right side with second-order central differences. A number for 2/ (yt) is found by differentiating Eq.(6.1) with respect to y and replacing all derivatives on the right side with second-order central differences.

Procedure
2 v 2 v v 2 u 2u u 2 + +v + + + +u + = 2 yt y t yt y t xt x t xt x t t
The remaining derivatives are first spatial derivatives, namely, u/x, v/y,,/x,and /y,replaced by second-order central differences
t ui +1, j + ui 1, j u = 2x x i , j

The other remaining derivatives are first time derivatives, /t, u/t, and v/t. /t has already been obtained from (6.9) u/t, and v/t can be obtained, analogous to the form of /t

Procedure
it,+jt
(t ) 2 = it, j + t + 2 + t t i , j i , j 2
t 2 t

We now have known values at time t for all three terms on the right side of the above equation. This allows the calculation of density at time t+t. Repeat the above procedures to find the remaining flow-field variables at grid point (i,j) at time t+t.

The essence of the Lax-Wendroff method

Obtain explicitly the flow-field variables at grid point (i,j) at time t+t from the known flow-field variables at grid points (i,j), (I+1,j), (I-1,j), and (i,j+1) at time t.

Discussion on the technique

It has second order accuracy in both space and time. The idea is straightforward, but algebra is lengthy. Most of the lengthy algebra is associated with the second time derivative in Eqs. (6.6) to (6.8).
uit,+jt 2u (t ) 2 u t = ui , j + t + 2 + t t i , j i , j 2
t t

(6.6)

vit,+jt

2 v (t ) 2 v t = vi , j + t + 2 + t t i , j i , j 2
t

(6.7)

eit,+jt

2 e (t ) 2 e t + = ei , j + t + 2 t 2 t i , j i , j
t

(6.8)

Much of this algebra can be cut by MacCormacks techniques