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2.29
2.29 Numerical Fluid Mechanics
Fall 2011 Lecture 21
REVIEW Lecture 20: Time-Marching Methods and ODEsIVPs
Time-Marching Methods and ODEs Initial Value Problems
Eulers method
Taylor Series Methods
Error analysis: for two time-levels, if truncation error is of O(h
n
), the global error is of O(h
n-1
)
Simple 2
nd
order methods
Heuns Predictor-Corrector and Midpoint Method (part of Runge-Kuttas methods)
To achieve higher accuracy in time: utilize information (known values of the
derivative in time, i.e. the RHS f ) at more points in time
Runge-Kutta Methods
Additional points are between t
n
and t
n+1
Multistep/Multipoint Methods: Adams Methods
Additional points are at past time steps
Practical CFD Methods
Implicit Nonlinear systems
Deferred-correction Approach
0 0
( ) or ( , ) ; with ( )
d d
t t
dt dt
= + = =
B bc B
1
1
( , )
n
n
t
n n
t
f t dt | | |
+
+
=
}
PFJL Lecture 21, 2 Numerical Fluid Mechanics
2.29
TODAY (Lecture 21): End of Time-Marching
Methods, Grid Generation and Complex Geometries
Time-Marching Methods and ODEs IVPs: End
Multistep/Multipoint Methods
Implicit Nonlinear systems
Deferred-correction Approach
Complex Geometries
Different types of grids
Choice of variable arrangements
Grid Generation
Basic concepts and structured grids
Stretched grids
Algebraic methods
General coordinate transformation
Differential equation methods
Conformal mapping methods
Unstructured grid generation
Delaunay Triangulation
Advancing Front method
PFJL Lecture 21, 3 Numerical Fluid Mechanics
2.29
References and Reading Assignments
Chapters 25 and 26 of Chapra and Canale, Numerical Methods
for Engineers, 2010/2006.
Chapter 6 (end) and Chapter 8 on Complex Geometries of J.
H. Ferziger and M. Peric, Computational Methods for Fluid
Dynamics. Springer, NY, 3
rd
edition, 2002
Chapter 6 (end) on Time-Marching Methods for ODEs of H.
Lomax, T. H. Pulliam, D.W. Zingg, Fundamentals of
Computational Fluid Dynamics (Scientific Computation).
Springer, 2003
Chapter 9 on Grid Generation of T. Cebeci, J. P. Shao, F.
Kafyeke and E. Laurendeau, Computational Fluid Dynamics for
Engineers. Springer, 2005.
Ref on Grid Generation only:
Thompson, J.F., Warsi Z.U.A. and C.W. Mastin, Numerical Grid
Generation, Foundations and Applications, North Holland, 1985
PFJL Lecture 21, 4 Numerical Fluid Mechanics
2.29
Multistep/Multipoint Methods
Additional points are at time steps at which data has already
been computed
Adams Methods: fitting a (Lagrange) polynomial to the
derivatives at a number of points in time
Explicit in time (up to t
n
): Adams-Bashforth methods
Implicit in time (up to t
n+1
): Adams-Moulton methods
Coefficients
k
s can be estimated by Taylor Tables:
Fit Taylor series so as to cancel higher-order terms
1
( , )
n
n n k
k k
k n K
f t t | | | |
+
=
= A
1
1
( , )
n
n n k
k k
k n K
f t t | | | |
+
+
=
= A
Taylor Table:
The first row (Taylor
series) + the last 5
rows (Taylor series for
each term) must sum
to zero
This can be satisfied
up to the 5
th
column
(4
th
order term)
Hence, the AM method
with 4-time levels is 4
th
order accurate
1 0 1 2
solving for the ' 9/ 24, 19/ 24, 5/ 24 and 1/ 24
k
s | | | | |
= = = =
PFJL Lecture 21, 6 Numerical Fluid Mechanics
2.29
Example of Adams Methods for
Time-Integration
(Adams-Bashforth, with ABn meaning n
th
order AB)
(Adams-Moulton, with AMn meaning n
th
order AM)
PFJL Lecture 21, 7
Numerical Fluid Mechanics
2.29
Practical Time-Integration Methods for CFD
High-resolution CFD requires large discrete state vector sizes to store the spatial
information
This means that up to two times (one on each side of the current time step) have
often been utilized (3 time-nodes):
Rewriting this equations in a way such that differences wrt. the Eulers method are
easily seen, one obtains ( = 0 for explicit schemes):
1 1 1
1 1 0 1 1
( , ) ( , ) ( , )
n n n n n
n n n
u u h f t u f t u f t u | | |
+ +
+
( = + +
1 1 1 1
1 1
(1 ) (1 2 ) ( , ) (1 ) ( , ) ( , )
n n n n n n
n n n
u u u h f t u f t u f t u u u
+ +
+
( ( + = + + + +
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Implementation of Implicit Time-Marching Methods:
Nonlinear Systems and Larger dimensions
Consider the nonlinear system (discrete in space):
For an explicit method in time, solution is straightforward
For explicit Euler:
More general, e.g. AB:
For an implicit method
For Implicit Euler:
More general:
=> a nontrivial scheme is needed to obtain
2.29
Numerical Fluid Mechanics PFJL Lecture 21, 8
0 0
( , ) ; with ( )
d
t t
dt
= =
B
1
( , ) t
n n n n
t
+
= + A B
1 1
( , ,..., , ) t
n n n n K n
t
+
= A F
1 n+
1 1 1 1
1 1 1 1
( , , ,..., , ) t or
( , , ,..., , ) 0 ; with t
n n n n n K n
n n n n K n n
t
t
+ + +
+ + +
= A
= = A
F
F F F
1 1 1
( , ) t
n n n n
t
+ + +
= + A B
Implementation of Implicit Time-Marching Methods:
Larger dimensions and Nonlinear systems
Two main options for an implicit method, either:
1. Linearize the RHS at t
n
:
Taylor Series:
where
Hence, the linearized system (for the frequent case of system not explicitly
function of t):
2. Use an iteration scheme at each time step, e.g. fixed point iteration (direct),
Newton-Raphson or secant method
Newton-Raphson:
n
Iteration often rapidly convergent since initial guess to start iteration at t close
n+1
to unknown solution at t
2.29
Numerical Fluid Mechanics PFJL Lecture 21, 9
2 n+1
( , ) = ( , ) ( ) ( ) ( ) for t t
n
n n n n n n
t t t t O t t
t
c
+ + + A s s
c
B
B B J
; i.e. [ ] (Jacobian Matrix)
n
n n
i
i j
j
c c
= =
c c
B B
J J
( ) + ( )
n n n n
d d
dt dt
( = =
B J B J
1
1 1 1 1
1 1 1
1
( ) ( , )
'( )
n n n n
r r r r r r n
r
r
x x f x t
f x
+ + + +
+ + +
| |
c
= = |
|
c
\ .
F
F