PresentationSlides

for

Chapter6
of

FundamentalsofAtmosphericModeling
2ndEdition
MarkZ.Jacobson
DepartmentofCivil&EnvironmentalEngineering
StanfordUniversity
Stanford,CA943054020
jacobson@stanford.edu
March10,2005

ODEsandPDEs
Ordinarydifferentialequation(ODE)
Equationwithoneindependentvariable
Partialdifferentialequation(PDE)
Equationwithmorethanoneindependentvariable
Order
Highestderivativeofanequation

Degree
Highestpolynomialvalueofthehighestderivative

Initialvalueproblem
Conditionsareknownatoneendofdomainbutnotother

Boundaryvalueproblem
Conditionsareknownatbothendsofdomain

ODEsandPDEs

OperatorSplittingScheme
Timeinterval1

Timeinterval2

Dynamics

Dynamics

Transport

Transport

Gaschemistry

Gaschemistry

Fig.6.1

OperatorSplitting
Operatorsplitadvectiondiffusionequations
N (uN)
N
+
K h,xx =0
t
x
x
x

(6.16.3)

N (vN)
N
+
K h,yy =0
t
y
y
y

N (wN)
N
+
K h,zz =0
t
z
z
z
Operatorsplitexternalsource/sinkterms

N
=
t

Ne,t

Rn
n=1

(6.4)

FiniteDifferenceApproximation
Replacementofcontinuousdifferentialoperator(d)withdiscretedifferenceanalog()writtenintermsofafinitenumberofvaluesalongatemporalorspatialdirection.
Examples:

dN
N

dt
t

N
N

x
x

u
u

x
x

FiniteDifferenceExample
First,replacecontinuousfunctionuxwithafinitenumberofvaluesinthexdirection.

u
ux

x
ui1 ui u i+1

ui+2

i1 i i+1
xi1 xi xi+1

xi+2

Fig.6.2

FiniteDifferenceApproximation
Second,definedifferencesofduatpointxi
> ui =ui +1 ui1 centraldifference
> ui =ui +1 ui

forwarddifference

> ui =ui ui 1

backwarddifference

Centraldifferenceapproximationtotangentslopeatxi (6.10)

u ui ui +1 ui1

=
x xi xi +1 xi1

ux

x
ui1 ui u i+1

ui+2

i1 i i+1
xi1 xi xi+1

xi+2

FiniteDifferenceApproximations
Central(AC),forward(BC),andbackward(AB)approximationstoslopeoftangent
atpointB

x
xi1 xi xi+1

Nx
x
Fig.6.3

TaylorSeriesExpansion
Taylorseriesexpansionatpointx+x

(6.11)
4
Nx 1 2 2N x 1 3 3 Nx 1
4 Nx
Nx+x =Nx +x
+ x
+ x
+ x
+...
2
3
4
x 2
6
24

Taylorseriesexpansionatpointxx

(6.12)

4N
Nx 1 2 2N x 1 3 3N x 1

4
x ...
Nxx =Nx x
+ x

x
+
x
2
3
4
x 2
6
24
x
x
x
N

x
xi1 xi xi+1

Nx
x

FiniteDifferenceApproximations
SumtheTaylorseriesexpansions

Nx+x +Nxx =2Nx +x

Rearrange
2N x

2 =
x

(6.13)

2N

2
x

4N
1

4
x +...
+
x
x2 12
x4

(6.14)

N x+x 2Nx +Nxx

x2

+O(x2 )

Truncationerror(neglect2ndordertermsandhigher)
4N
1

x ...
O(x2 ) = x2
4
12
x

(6.15)

2ndordercentraldifferenceapprox.of2ndderivative
2N x Nx+x 2Nx +Nxx
2
x
x2

(6.16)

FiniteDifferenceApproximations
SubtracttheTaylorseriesexpansions
(6.17)
3
N x 1 3 N x
Nx+x Nxx =2x
+ x
+...
3
x
3
x
Rearrange

N x N x+x N xx
=
+O(x2)
x
2x

Truncationerror

3N

1 2
x ...
O(x ) = x
6
x3
2

2ndordercentraldifferenceapprox.of1stderivative
N x Nx+x N xx Ni+1 Ni1

=
x
2x
2x

(6.18)

(6.19)

(6.20)

FiniteDifferenceApproximations
FirsttwotermsofTaylorseries
1storderforwarddifferenceapprox.of1stderivative
N x Nx+x N x Ni+1 Ni

=
x
x
x

(6.21)

1storderbackwarddifferenceapprox.of1stderivative (6.22)

N x Nx Nxx Ni Ni1

=
x
x
x

DifferencingTimeDerivative
Central,forward,backwarddifferenceapproximations (6.23)
Nt Nt+h Nth

t
2h

Nt Nt+h Nt

t
h
Nt Nt Nth

t
h

Consistency,Convergence
Convergenceoffinitedifferenceanalog
N
N
= lim
x x 0 x

(6.6)

Consistencyoffinitedifferenceanalog
N
lim T.E.
=0
x
x 0

(6.7)

Convergenceofoverallsolution

(6.8)

lim

x,t 0

Ne,x,t N f,x,t =0

Stability
Stability

lim Ne,x,t N f,x,t C

t
Conditionallystable:Stableforlimitedtimesteprange
Unconditionallystable:Stableforalltimesteps
Unconditionallyunstable:Unstableforalltimesteps
Anunconditionallyunstableschemecannotbeconvergentoverall,butindividualfinitedifferenceanalogsinanunstableschememayconvergeandmaybeconsistent.
Inotherwords,consistencyandconvergenceofindividualanalogsdonotguaranteestability.
Stabilityisguaranteedifaschemeisconvergentoverallanditsfinitedifferenceanalogsareconvergentandconsistent.

(6.9)

NumericalDiffusion,Dispersion
Numericallydiffusivescheme:
Peaksspreadartificiallyacrossgridcells
Numericallydispersive(oscillatory)scheme:
Wavesappearaheadoforbehindpeaks
Unboundedscheme:
Transportedvaluesartificiallyriseabovethelargestexistingvalueorfallbelowthesmallestexistingvalueindomain.
Nonmonotonicscheme:
Gradientsarenotpreservedduringtransport

HighOrderApproximations
FinitedifferenceapproximationofmN/xm

Orderofderivative=m
Approximationexpandedacrossqdiscretenodes
Minimumnumberofnodes=m+1
Maximumorderofapproximation=qm

Example
Orderofderivative:
Numberofnodes:
>Orderofapproximation:

m=1
q=5
qm=4

HighOrderApproximations
Gridspacingwhereq=5.Derivativeistakenatx3.

Fig.6.4
x

x 1

x2

x3

x 4

x5

Distancebetweentwonodes

xi =xi+1 xi
Approximationtothemthderivativeacrossqnodes

mN
x

(6.24)

iNi =1N1 +2N2 +...+qNq

i =1

HighOrderApproximations
Approximationtothemthderivativeacrossqnodes

mN
x

(6.24)

iNi

i =1

Taylorseriesexpansionforeachnodeaboutpointx* (6.25)
2
3
N* 1
2 N* 1
3 N*
Ni =N* +(xi x* )
+ (xi x* )
+ (xi x* )
+...
2
3
x 2
6
x
x
Combine(6.24)with(6.25)andgatherterms
mN
x

i =1

i =1

i=1

iNi = iN* +

N*
i (xi x* )
+
x

i=1

(6.26)
2
1
2 N*
i (xi x* )
2 +...
2
x

Redefine
q

i =1

N*
2N*
i Ni =B0 N* +B1
+B2
2 +...
x
x

Bn =

i=1

(6.27)
i

1
n
(xi x* )
n!

HighOrderApproximations
q

Bn =

i=1

1
n
i (xi x* )
n!

forn=0q1
(6.28)

Multiply(6.28)throughbyn!andsetmatrix
1
1
1

x x
(x2 x* )
(x3 x* )
( 1 *)
2
2
(x x )2
x
x
x
x
(
)
(
)
2
*
3
*
1 *
:
:
:

q1
q1
q1
x
x
x
x
x
x
(
)
(
)
(
)
1 *
2
*
3
*
SetBn=0foralln,exceptn=m
SetBn=1whenn=m

...
...

(6.29)

1
0!B

1
0

(xq x* ) 1!B
2
1

2
... (xq x* ) 3 = 2!B2

:
:
:

q1
q1)!Bq1
... (xq x* )
q (

2ndOrderCentralDiff.Approx.
Example
Findsecondordercentraldifferenceapprox.toN/x
Orderofderivative:
Orderofapproximation:
>Numberofnodes:

m=1
qm=2
q=3

Setmatrix

(6.32)

1
1
1 i1 0

x
0
x

i =1
2
2

x
)
0
(
x
)

i+1 0

2ndOrderCentralDiff.Approx.
Solvematrix

i =0

1
i1 =
2x

1
i+1 =
2x

Applythe'sto(6.24)

N
1N1 +2N2 +3N3 =i 1Ni1 +i Ni +i+1Ni +1
x
Substitute'stoobtaincentraldifferenceapprox.

N Ni +1Ni 1

x
2x

Table6.2(c)

1stOrderBackwardDiff.Approx.
Example
Findfirstorderbackwarddifferenceapprox.toN/x
Orderofderivative:
Orderofapproximation:
>Numberofnodes:

m=1
qm=1
q=2

Setmatrix

(6.30)

1i 1 0
1
x 0 =1

1stOrderBackwardDiff.Approx.
Solvematrix

1
i1 =
x

1
i =
x

Applythe'sto(6.24)

N
i1Ni 1 +i Ni
x
Substitute'stoobtainbackwarddifferenceapprox.

N Ni Ni1

x
x

Table6.2(a)

2ndOrderBackwardDiff.Approx.
Example

Findsecondorderbackwarddifferenceapprox.toN/x
Orderofderivative:
Orderofapproximation:
>Numberofnodes:
Setmatrix

Solve

m=1
qm=2
q=3

1
1
1i2 0
2x
=1

x
0
i1

(2x)2 (x)2 0 i 0

N Ni 2 4Ni1 +3Ni

x
2x

(6.32)

(Table6.2d)

HigherOrderApproximations
Thirdorderbackwarddifference(m=1,q=4)
Table6.2(f)
N Ni 2 6Ni1 +3Ni +2Ni +1

x
6x
Thirdorderforwarddifference(m=1,q=4)
Table6.2(g)
N 2Ni 1 3Ni +6Ni+1 Ni+2

x
6x
Fourthorderbackwarddifference(m=1,q=5)
Table6.2(i)
N Ni 3 +6Ni 2 18Ni1 +10Ni +3Ni+1

x
12x
Fourthorderforwarddifference(m=1,q=5)
Table6.2(j)
N 3Ni1 10Ni +18Ni+1 6Ni+2 +Ni+3

x
12x

FourthOrderApproximations
Discretizearoundfurthestcell
Fourthorderbackwarddiff.scheme(m=1,q=5)
Table6.2(k)
1
1
1
1i4 0
1
4x
3x
2x
x
0i3 1

2
2
2
2
0i2 = 0
(4x) (3x) (2x) (x)
(4x)3 (3x)3 (2x)3 (x)3 0 0
i1

4
4
4
4
(4x) (3x) (2x) (x)
0 i 0

N 3Ni4 +16Ni3 36Ni2 +48Ni1 25Ni

x
12x
Fourthorderforwarddifference(m=1,q=5)
Table6.2(l)
N 25Ni 48Ni+1 +36Ni+2 16Ni+3 +3Ni +4

x
12x

FourthOrderCentralDiff.Approx.
FourthordercentraldifferenceofN/x(m=1,q=5) (6.33)

1
1
2x
x

2
2
(

2x
)
(

x
)

(2x)3 (x)3

4
4
(2x) (x)

1
1
1 i2 0
0 x
2x i1 1

2
2
0 (x) (2x) i =0
3
3
0 (x)
(2x) i+1 0

4
4
0 (x) (2x) i+2 0
Table6.2(h)

N Ni 2 8Ni 1+8Ni+1 Ni+2

x
12x

FourthOrderCentralDiff.Approx.
Fourthordercentraldifferenceof2N/x2(m=2,q=5)

1
1
2x
x

2
2
(2x) (x)
(2x)3 (x)3

4
4
(2x) (x)

1
1
1 i2 0
0 x
2x i1 0

2
2
0 (x) (2x) i =2
0 (x)3 (2x)3 i+1 0

4
4
0 (x) (2x) i+2 0
Table6.2(n)

2N

Ni 2 +16Ni1 30Ni +16Ni+1 Ni+2

2
x
12x2

AdvectionDiffusionEqn.Solutions
Speciescontinuityequationinwesteastdirection
N (uN)
N
+
K h,xx =0
t
x
x
x
CFLstabilitycriterionforadvection
h <xmin umax
Example:
xmin=5km,|umax|=20m/s>h=250s(Hydrostaticmodel)
xmin=5km,|umax|=346m/s>h=14.5s(Nonhydrostaticmodel)

Stabilitycriterionfordiffusion

2
h <xmin K max

Example:
zmin=20m,Kmax=50m2/s>h=8s(inthevertical)

(6.1)

FTCSSolution
Forwardintime,centeredinspace(FTCS)solution

(6.35)

1storderapproximationintime
UnconditionallyunstableforK=0,largeK;otherwiseconditionallystable

Ni,t Ni,th (uN)i+1,th (uN)i1,th

+
h
2x
K

Ni+1,th 2Ni,th +Ni1,th

x

=0

AdvectionDiffusionEqn.Solutions
Implicitsolution:1storderapproximationintime
Unconditionallystableforallu,K

(6.36)

Ni,t Ni,th (uN)i+1,t (uN)i1,t

Ni+1,t 2Ni,t +Ni1,t
+
K
=0
2
h
2x
x
Rearrangeandwriteintridiagonalmatrixform

Ai Ni1,t +Bi Ni,t +Di Ni+1,t =Ni,th

u
K
Ai =h
+ 2
2x x i1

(6.37)
(6.38)

2K
Bi =1+h 2
x i

u
K
Di =h
2
2x x i+1

AdvectionDiffusionEqn.Solutions
Rearrangeandwriteintridiagonalmatrixform
0
B1 D1 0
A B D
2
2 0
2
0 A3 B3 D3
0 0 A B
4
4

:
:
:
:
0 0 0
0

0
0 0 0
0 0 0
0

...
...
...
...
...
...
...

(6.39)

0 N1,t N1,th A1N0,t

0
0
0
0 N2,t N2,th

0
0
0
0 N3,t N3,th

0
0
0
0 N4,t N4,th

:
:
:
:
: :

0
BI 2 DI 2
0 NI 2,t NI 2,th

0
AI 1 BI 1 DI 1NI 1,t N I 1,th

D N

0
AI
BI NI,t NI ,th
I
I
+
1
,t

TridiagonalMatrixSolution
Matrixdecomposition:

(6.40)

D1
1 =
B1

Di
i =
Bi +Ai i 1

i=2..I

R1
1 =
B1

Ri Ai i1
i =
Bi +Ai i1

i=2..I

Matrixbacksubstitution:

NI ,t = I

(6.41)

Ni,t = i +i Ni+1,t

i=I1..1,1

TridiagonalMatrixSolution
Matrixforsolutionforperiodicboundaryconditions (6.42)
0 ...
0
0
A1 N1,t N1,th
B1 D1 0
A B D
N2,t N2,th
0
...
0
0
0
2
2

0
0
0 N3,t N3,th
0 A3 B3 D3 ...
0 0 A
N4,t N4,th
B
...
0
0
0
4
4
=

:
:
:
:
:
:
: :

:
0 0
0
0 ... BI 2 DI 2
0 N I 2,t NI 2,th

0
0 ... AI 1 BI 1 DI 1 NI 1,t NI 1,th
0 0
D
NI ,t N I,th
0
0
0
...
0
A
B
I
I
I

ValuesatnodeIareadjacenttothoseatnode1

CrankNicolsonScheme
CrankNicolsonform

(6.44)

(uN)i+1,th (uN)i1,th
Ni,t Ni,th (uN)i+1,t (uN)i1,t
+c
+(1c )

h
2x
2x

Ni+1,th 2Ni,th +Ni1,th

Ni+1,t 2Ni,t +Ni1,t
K c
+(1 c)
=0
2
2

x
x
c =CrankNicolsonparameter
=0.5>CrankNicolsonsolution(unconditionallystableallu,K)
2ndorderapproximationintime
=0.>explicit(FTCS)solution
=1>implicitsolution

CrankNicolsonScheme
Tridiagonalform
(6.45)
Ai Ni1,t +Bi Ni,t +Di Ni+1,t =Ei Ni1,th +Fi Ni,th +Gi Ni+1,th

u
K
Ai =ch
+ 2
2x x i1

u
K
Ei =(1 c)h
+ 2
2x x i 1

2K
Bi =1+ch 2
x i

2K
Fi =1(1c )h 2
x i

u
K
Di = ch
2
2x x i+1

u
K
Gi =1
(
2
c)h
2x x i+1

LeapfrogScheme
2ndorderapproximationintime

(6.48)

UnconditionallyunstableforallnonzeroK;conditionallystableforlinearequationswhenK=0;unstablefornonlinearequations

Ni,t Ni,t2h
2h

(uN)i+1,th (uN)i 1,th

Ni+1,th 2Ni,th +Ni1,th
+
K
=0
2
2x
x

MatsunoScheme
1storderapproximationintime
ConditionallystableforalluwhenK=0orsmall;
unconditionallyunstableforlargeK
Predictionstep
Ni,estNi,th
h

(6.49)

(uN)i +1,th (uN)i1,th

Ni +1,th 2Ni,th +Ni 1,th
+
K
=0
2
2x
x

Correctionstep
Ni,t Ni,th
h

(6.49)

(uN)i+1,est (uN)i 1,est

2x

Ni+1,est2Ni,est +Ni1,est
2

=0

HeunScheme
2ndorderapproximationintime

(6.51)

UnconditionallyunstableforalluwhenK=0andKlarge;conditionallystableforothervaluesofK

Ni,t Ni,th
h

1 (uN)i +1,est(uN)i1,est K Ni+1,est 2Ni,est+Ni1,est

+

2
2
2x
2
x

1 (uN)i+1,th (uN)i1,th K Ni+1,th 2Ni,th +Ni1,th

+

=0
2
2
2x
2
x

PredictionstepsameasfirstMatsunostep

AdamsBashforthScheme
2ndorderapproximationintime

(6.52)

UnconditionallyunstableforalluwhenK=0andKlarge;conditionallystableforothervaluesofK.

Ni,t Ni,th 3 (uN)i +1,th (uN)i1,th 3 Ni+1,th 2Ni,th +Ni1,th

+
K
2
h
2
2x
2
x
1 (uN)i+1,t2h (uN)i 1,t2h 1 Ni+1,t2h 2Ni,t2h +Ni 1,t2h

+ K
=0
2
2
2x
2
x

FourthOrderRungeKuttaScheme
Conditionallystable

k1 k2 k3 k4
Ni,t =Ni,th + + + +
6 3
3 6

(6.535)

(uN)i +1,th (uN)i1,th

Ni+1,th 2Ni,th +Ni1,th
k1 =h
+K

2
2x
x

k1
Ni,est1 =Ni,th +
2
(uthNest1)
(uth Nest1 )i1
Ni+1,est1 2Ni,est1 +Ni1,est1
i
+
1
k2 =h
+K

2
2x

i ,

est

FourthOrderRungeKuttaScheme

(uth Nest2 )
(uth Nest2 )i 1
Ni +1,est2 2Ni,est2 +Ni 1,est2
i
+
1
k3 =h
+K

2
2x

Ni,est3 =Ni,th +k3

(uth Nest3)
(uth Nest3 )i1
Ni+1,est3 2Ni,est3 +Ni1,est3
i+
1
k4 =h
+K

2
2x

ConvergenceofFourSchemes
1

10

10
st

order
nd

10

order

Error

Error
th

10

th

RungeKutta

AdamsBashforth

order

Matsuno

10

ForwardEuler

11

10

0.1

10

Timestep(s)

(KetefianandJacobson2004b)

Fig.6.5

FourthOrderinSpaceSolution
Centraldifferenceimplicitsolution
(6.56)
Ni,t Ni,th (uN)i2,t 8(uN)i1,t +8(uN)i+1,t (uN)i +2,t
+
h
12x

Ni2,t +16Ni1,t 30Ni,t +16Ni +1,t Ni+2,t

12x

=0

WriteinCrankNicolsonandpentadiagonalform

Ai Ni2,t +Bi Ni 1,t +Di Ni,t +Ei Ni+1,t +Fi Ni +2,t

=Pi Ni2,th +Qi Ni1,th +Si Ni,th +Ti Ni+1,th +Ui Ni+2,th

VariableGridSpacing,Winds
Secondordercentraldifferenceofadvectionterm

(6.57)

(uN)
=a,i1(uN)i1 +a,i (uN)i +a,i+1(uN)i +1
x
Solvematrixequationtoobtaincoefficients

(6.58)

a,i1 0
1
1
1

( i xi 1) 0 (xi+1 xi ) a,i = 1
x

2
2
x x

0
x
x
(
)
(
)
i
i 1
i+1
i a,i+1 0

VariableGridSpacing,Winds
Solvematrixequationtoobtaincoefficients

(xi +1 xi )
a,i1 =
( xi xi1)(xi +1 xi1)
(xi+1 xi ) (xi xi1)
a,i =
(xi+1 xi )(xi xi 1)

xi xi1
a,i+1 =
(xi+1 xi )(xi +1 xi1)

(6.59)

VariableGridSpacing,Diffusion
Expandanalyticaldiffusionterm

(6.60)

N K N
2 N
K
=
+K 2
x x x x
x
Secondordercentraldifferenceapprox.toterms
K
a,i1Ki 1 +a,i K i +a,i +1K i+1
x

(6.61)

N
a,i1Ni1 +a,i Ni +a,i+1Ni +1
x
K

2N

2 Ki (d,i1Ni 1 +d,i Ni +d,i +1Ni+1)

VariableGridSpacing,Diffusion
Solvematrixequationtoobtaincoefficients

2
d,i1 =
(xi xi1)(xi+1 xi1)
2
d,i =
(xi +1 xi )(xi xi1)
2
d,i+1 =
(xi+1 xi )(xi+1 xi1)

(6.63)

VariableGridSpacingSolution
CrankNicolsonform(c=0.5>2ndordertime,space) (6.66)

Ni,t Ni,th
=c{[(auK )N]
+ ( u K )N ] +[(auK )N] }
i 1 [ a
i
i+1 t
h

1
(
c){[(auK )N]i 1+[(au K )N ]i +[(auK )N ]i+1}

th

Coefficientsfordiffusionterm

(6.65)

K ,i1 =(a,i1Ki 1 +a,i K i +a,i +1K i+1)a,i1 +K i d,i1

K ,i =(a,i1K i1 +a,i K i +a,i+1K i+1)a,i +Ki d,i
K ,i+1 =(a,i1Ki 1+a,i K i +a,i +1K i+1)a,i+1 +K i d,i +1
Writeintridiagonalform
Ai Ni1,t +Bi Ni,t +Di Ni+1,t =Ei Ni1,th +Fi Ni,th +Gi Ni+1,th

TwoDimensionalSolution
Advectiondiffusionequationintwodimensions
(6.67)
N (uN) (vN)
N
N
+
+
K h,xx K h,yy
=0
t
x
y
x
x y
y
Centraldifferenceapproximation
(6.68)
Ni, j,t Ni,j,th (uN)i +1, j (uN)i 1, j (vN)i, j+1 (vN)i,j 1
+
+

h
2x
2y

Ni1, j 2Ni, j +Ni+1, j

Ni, j 1 2Ni, j +Ni, j +1
K h,xx
+K h,yy
=0
2
2
x
y

Solve
Ai, j Ni 1, j,t +Bi, j Ni, j,t +Di, j Ni+1,j,t +Ei, j Ni, j1,t +Fi,j Ni, j +1,t =Ni, j,th

SemiLagrangianMethod
Concentrationatcurrenttimetandexistingnodex

(6.69)

Nx,t =Nxuh,th

Valuesattimexuh,thinterpolatedfromexistingnodes

FiniteElementMethod
Advectionequationatnodei
Ni (uN)i
+
=0
t
x
Trialfunction=seriesexpansionapproximationtoN (6.71)
=linearcombinationofbasisfunctions

N j ej (x)

Ni Ni (x) =

ej(x)=basisfunction
j =trialspace

(6.70)

FiniteElementMethod
Residualinadvectionequation

(6.73)

Ni (x)
Ni (x) Ni
Ni Ni (x)
Ni (x)
Ri (x) =
+u

+u
=
+u
0

x t
x t
x
t

Minimizeresidual
Forceitsweightedaveragetozerooverdomain

x Ri (x)ei (x)dx =0
ei(x)=weightfunction
ei(x)=ej(x)>Galerkinmethodofweightedresiduals
ei(x)ej(x)>PetrovGalerkintechnique

(6.72)

FiniteElementMethod
Substitute
Ni (x)
Ni (x)
Ri (x) =
+u
t
x

N jej (x)

Ni (x) =

x Ri (x)ei (x)dx =0

into
toobtain

(6.74)

Ni (x)
Ni (x)
+u
ei (x)dx

x
x t

=
N j ej (x) +u
N j ej (x)ei (x)dx
x
x t
j

N j

ej (x)ei (x)dx +u

t x

dej (x)

ei (x)dx =0
Nj
x dx

FiniteElementMethod
Taketimedifferenceof(6.74)overthreenodes

(6.75)

Ni1,t Ni1,th xi
Ni,t Ni,th xi +1
xi 1 ei1(x)ei (x)dx +
xi 1 ei (x)ei (x)dx
h
h

Ni+1,t Ni+1,th xi +1
+
xi ei +1(x)ei (x)dx
h
xi de (x)
xi +1 de (x)

1
i
ei (x)dx +Ni,t
ei (x)dx
Ni 1,t
dx
xi 1
xi 1 dx

=0
+u

xi+1 de (x)
i+1 e (x)dx
+Ni+1,t

i
dx
xi

FiniteElementMethod
Definebasisfunctionsaschapeaufunctions

x xi 1
x x
i1
i
xi +1x
ei (x) =
xi+1 xi
0

Solveeachintegral
xi

(6.76)

xi 1 x xi
xi x xi +1
all other cases

(6.77)

xi x x x x

x xi1
i
i

1
ei1(x)ei (x)dx =
x x x x dx =
6
xi 1
xi1 i
i1 i
i1

FiniteElementMethod
Substituteintegralsolutionsbackinto(6.75)

(6.78)

(Ni1,t Ni1,th)xi +(Ni,t Ni,th )2(xi+1 +xi ) +(Ni+1,t Ni+1,th)xi +1

6h

Ni+1,t Ni1,t
+u
=0
2

Solvewithtridiagonalmatrixsolution>
4thorderinspace,2ndorderintime

TestswithaFiniteElementMethod
PreservationofaGaussianpeakduringfiniteelementtransportafter
eightrevolutionsaroundacirculargridwhenuh/x=0.02
1200

1000

800

600
Concentration(generic)

Concentration

400

200

200

10

15

20

25

30

Gridcellnumber

Fig.6.8

TestswithaFiniteElementMethod
PreservationofaGaussianpeakduringfiniteelementtransportafter
eightrevolutionsaroundacirculargridwhenuh/x=0.6
1200

1000

800

600

Concentration(generic)

Concentration

400

200

200

400

10

Gridcellnumber

15

20

25

30

Fig.6.8

PseudospectralMethod
Advectionequation

(6.87)

N
N
+u
=0
t
x
RepresentsolutionwithinfiniteFourierseries

N(x,t) =

(6.88)

ak(t)eik2x L

k=0

Fort=0,integratebothsidesof(6.88)from0xL

1 L
ak (0) =
N (x,0)eik2x L dx
L 0

(6.89)

PseudospectralMethod
Truncateinfiniteseries

N(x,t) =

(6.90)

ak(t)eik2x L

k=0

Centraltimedifferenceapproximationof(6.90)
(6.91)
K
K

N
1

ak,teik2x L
ak,t2heik2x L
t 2h

k=0

k=0

Partialderivativeof(6.90)withrespecttospace

N
=
x

k=0

ik2ak,th ik2x L
e
L

(6.92)

PseudospectralMethod
Substitute(6.91)and(6.92)into(6.87)

1
2h

(ak,t ak,t2h)e

k=0

ik2x L

(6.93)
K

=u

k=0

ik2ak,th ik2x L
e
L

SeparateintoKequations>solve
ak,t ak,t2h
uik2ak,th
=
2h
L

(6.94)

TraitsofaGoodAdvectionScheme

Fig6.9

Bounded
Nonoscillatory
Monotonic

Finalshapeaftersixrotationsarounda2Dgrid.Walcek(2000)