Numerical Methods for PDEs
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1 Numerical Methods for PDEs Hyperbolic PDEs: Coupled system/noliear coservatio laws/a oliear Lax-Wedroff scheme (Lecture 18, Week 6 Markus Schmuck Departmet of Mathematics ad Maxwell Istitute for Mathematical Scieces Heriot-Watt Uiversity, Ediburgh Ediburgh, February 19, 015 1/ 11
2 Outlie 1 Coupled system of equatios Noliear coservatio laws 3 Noliear coservatio laws: The Lax-Wedroff scheme / 11
3 Wave Equatio as Coupled Advectio Equatios We ca decouple the wave equatio u tt = a u xx as a pair of coupled first order equatios { u t + av x = 0 (CAE v t + au x = 0, which is supplemeted with the physical iitial coditios u(x, 0 ad v(x, 0. Check this: Differetiate the first equatio with respect to t, the secod with respect to x, the elimiate v xt Vector form of (CAE: u t + Au x = 0, where u = ( u v ( 0 a, A = a 0 3/ 11
4 Lax-Wedroff scheme (LW for (CAE Basic idea: Iclude dissipatio by a Taylor expasio i time up to d order ad use the relatio ( m ( t u = a m x u, such that u(x, t + k = u + ku t + 1 k u tt + O(k 3, (x,t = u Aku x + 1 A k u xx + O(k 3, (x,t u Ak D x h u + 1 A k δ x h u. This suggests the followig explicit scheme w +1 j = w j 1 P(w j+1 w j P (w j+1 w j + w j 1 ( ( w u where w =, P = k z v h A. For I the uit matrix (LW w +1 j = (I P w j 1 P(I Pw j P(I + Pw j 1. 4/ 11
5 Noliear coservatio laws So far: Liear hyperbolic problems May real problems: Require oliear equatios, e.g. fluid ad gas flow Noliear (AE: u t + a(uu x = 0 which icludes the Burgers equatio (BE u t + u u x = 0. Properties of (BE: Top moves faster tha the tail o either side ad evetually overtakes the tail formatio of a shock 5/ 11
6 u fastest faster steepes shock slow x flow directio This figure shows a flow i positive x-directio, i.e., a(u > 0. Coservatio law (CL: The umerical approximatio of u t + a(uu x = 0 leads ofte to ustable results. Rewritig it as follows (CL u t + a(uu x = 0 rearrage u t + (F (u = 0 x improves properties of associated umerical shemes where d F F(u = a(u, sice du x = df u du x. Example: Burgers equatio: a(u = u F (u = 1/u 6/ 11
7 Noliear (CL: A Lax-Wedroff scheme Goal: Exted the Lax-Wedroff method to oliear coservatio laws (NLCL u t + [F (u] x = 0. Idea: Apply the same strategy as for the advectio equatio: Step 1: Use a trucated Taylor series for u(x, t + k, i.e., u(x, t + k [u + k u t + 1 ] k u tt. (x,t Step : Replace the time derivatives by space derivatives, that is, u t = [F (u] x u tt = t ( [F (u] x = x ([F (u] t = ( F (u u t x = ( ( F (u[ F (u] x = F (u x x x F (u. 7/ 11
8 Step 3: Defiig leads to [ ] Q(u = F (u x F (u, so that u tt = x Q(u. u(x j, t +1 [ u k x F (u + 1 k ] x Q(u. (x j,t Step 4: Approximate x-derivatives by cetral differeces: x F (u F (w j+1 F (w j 1 = F j+1 F (xj,t h h x Q(u Q Q j+ 1 j 1, (xj,t h where we applied a spacig of h/ w.r.t. Q. j 1, 8/ 11
9 We have also used the otatio Q = F (w j+ 1 j+ 1 x F (u so x Q(u (xj,t (xj+ 1,t ( F F (w j+1 Fj j+ 1 h 1 { ( ( } h F (w F j+ 1 j+1 F j F (w F j 1 j Fj 1. Sice we do ot have values for u at half-iteger poits x j+ 1, we further approximate ad similarly for F (w. j 1 F (w 1 ( F (w j+ 1 j + F (wj+1 9/ 11
10 Step 5: Isertig these fidigs ito [ ] gives ( = wj Fj+1 F j 1 (NLW w +1 j a j 1 k h [ Fj Fj 1 ] } [ ] + {a k F h j+ 1 j+1 F j [ ] where a = 1 j+ 1 F (wj + F (wj+1 F (w. j+ 1 Remark: The (NLW scheme reduces to the liear (LW for F (u = au, a = cost, i.e. whe F = a. Check: w +1 j = wj k h [ ] } a awj awj 1 ( awj+1 aw j 1 + k h { [ ] a awj+1 aw j = wj p ( wj+1 w j 1 + p ( wj+1 w j + wj 1, p = ak h which is the formula derived earlier. 10/ 11
11 Stability of (NLW I the liear scheme we have stability oly for p 1. I the oliear scheme, F (u plays the role of a, so we should require that F (w j k h 1 for all m. For safety we replace 1 by = 0.9 ad require k = 0.9h max j F (w j Note that k will vary from step to step. 11/ 11
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