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CE 7751 ME 7751 Graduate Course Spring 2007

5. Time Discretization
Replace partial differential operators for the time derivative with difference expressions. Time derivative is parabolic in time, i.e. in only depends on in m (with m 0 ). There is no relationship to values in + m .

2D space-time problem: Values at in can be obtained directly from values in 1

At t=0 initial conditions are required Boundary conditions at xo and

x1 are required for every timestep Specification of initial conditions

The algebraic formulations for the time derivative can be obtained from a Taylor series (analogous to the first order derivative in space):

or

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CE 7751 ME 7751 Graduate Course Spring 2007

Neglecting terms of second order (t2) and higher the algebraic formulations read:

(a) or

(b)

Both difference formulations are identical, however gradient (a) is calculated at instant t; gradient (b) is calculated at instant t+t. (a) is solved with an explicit method (b) is solved with an implicit method explicit Euler method. implicit Euler method.

Both approximations (a) and (b) have a truncation error proportional to t2 hence they are both first order accurate.

5.1

Explicit Time Discretization Methods

If t is calculated at instant tn, then the derivatives x for convection and


n

2 x 2 for diffusion also need to be calculated at instant tn.


n

At tn (usually called current or actual time-step) the values in are known. The resulting algebraic formulation has only 1 unknown: in +1 . Explicit Euler Method: E.g. algebraic formulation of the 1D unsteady convectiondiffusion equation, using central schemes for both convection and diffusion and formulation (a) for the time derivative:

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CE 7751 ME 7751 Graduate Course Spring 2007

All values are known and in +1 can be obtained directly. Important numbers used for stability analysis:

Courant number : c =

Ut x
t x 2

Diffusion number : d =

Explicit methods are not necessarily stable, which means that the time-step t

cannot be chosen arbitrarily. Explicit methods are conditionally stable in time.


There are two criteria than can be taken to analyse whether a solution using an

explicit time scheme is expected to be stable or not: o Courant criterion:

c<1 d < 0.5 and c < 2d

o von Neumann criteria:

There are also second and third order explicit time discretization methods available: o 2nd order Leap-Frog Method, which is the equivalent to the central scheme for the spatial derivative. o 2nd and 3rd order predictor corrector methods like Adams-Bashforth or Runge-Kutta

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CE 7751 ME 7751 Graduate Course Spring 2007

5.2

Implicit Time Discretization Methods If t is calculated at instant tn+1, then the derivatives x
n +1

for convection and

2 x 2

n +1

for diffusion also need to be calculated at instant tn+1.

At tn+1 (new time-step) the values in+1 are unknown.


+1 n +1 The resulting algebraic formulation has now more unknowns: in +1 , in +1 , i 1 .

Implicit Euler Method: E.g. algebraic formulation of the 1D unsteady convectiondiffusion equation, using central schemes for both convection and diffusion and formulation (a) for the time derivative:

3 unknowns in one equation, which means that no direct solution is possible a formulation at each point in the domain leads to a full set of equations greater effort to solve but in principle no restrictions regarding the time-step t

Implicit methods are unconditionally stable in time. There are also second order implicit time discretization methods available: o 2nd order Crank-Nicholson is the implicit equivalent to the Leap-Frog method o 2nd order three-time level method, which uses a quadratic backward approximation in time.

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CE 7751 ME 7751 Graduate Course Spring 2007

5.3

Implicit or Explicit Time Discretization Methods? Implicit Explicit

in +1 can be computed directly from known


values No solution of linear equation system Easy to program Easy to implement on a HPC Little numerical effort per time-step (CPUtime and memory) Only conditionally stable

in+1 cannot be computed directly from


known values Solution of linear equation system necessary More difficult to program More difficult to implement on a HPC Higher numerical effort per time step (CPU-time and memory) Unconditionally stable; higher numerical effort may be compensated by larger timesteps

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