4 Time Integration

4.1

4.1.1

Expli it Time Integration

First-Order Integration

 Wi
t

X
=
1V
i j 2NE (i)

 Wi
t
4.1.2
4.2

4.2.1

X  
F S


ij ij

+S

(116)

= R (W n )

(117)

Runge-Kutta Integration
Impli it Time Integration

Newton-Krylov Methods

 Wi
R (W n ) = 0
t
J(Wn+1;k )
Wk+1 = G(Wn+1;k )
G(Wn+1) =

where

Jij

and
4.2.2

Wn+1;k+1

(118)
(119)

i
= G
W

(120)

= Wn+1;k +
Wk+1

(121)

Generalized- Method

During the ourse of investigation, we have generalized the time-integration algorithm

by the asting it in terms of the Generalized- Method. The traditional approa hes
are still obtainable by setting three oe ients dis ussed below: f , m, and . The
Generalized- Method an be written [13[24
Mn+ an+ + Cn+ vn+ + Kn+ dn+ = Fn+
m

35

Using MPSalsa's notation (i.e., x and x_ ) and noting that d = 0 for our uids problems, we an rewrite the above equation as
Mn+ x_ n+ + Cn+ xn+ = Fn+
(122)
where the matri es and ve tors are evaluated by
n+ = (1  ) n +  n+1
f
f
n+
= (1 m ) n + m n+1
and the time steps are found by
tn+ = (1 f )tn + f tn+1
tn+ = (1 m )tn + m tn+1
Thus tn+ and tn+ are the times where the for ing fun tion (and damping matrix)
and the mass matrix are evaulated. The third oe ient, , relates x and x_ .
i
h
(123)
xn+1 = xn +
t (1 )_xn + x_ n+1
m

These oe ients an be manipulated to produ e a variety of time integration

methods as shown in Table 2.
Integration Methods
f
Newmark [39
1
2

1
HHT-(1=2  1  1) [20
1+1
WBZ-(0  1  1) [60
1
Expli it Euler
0
Impli it Euler
1
Midpoint rule
1/2
Gear's Two-step
1
Trapezoidal Rule [48[17
1
Generalized- (0  1  1) [13 1+11

m
2
1+1

0 <  1
1 3 1
2  1+1 
1 3 1
2 1+1

1 3 1 
2 1+1

1
1+1

1
1

0
1
1/2
3/2
 1

0
1
1/2
1
1/2

Various time integration algorithms derivable from

the Generalized- method oe ients.

Table 2.

To t this within MPSalsa, there are essentially three parts: generate initial predi tions for xn+ and x_ n+ , feed these ve tors into the Newton-Krylov solver, and
f

36

ba kout the solution ve tors xn+1 and x_ n+1 . The se ond step is easily ompleted
by feeding the solutions into the urrent Newton-Krylov solver, and only requires
explanation on the iterative update.
n+
n+ ), we
To get the initial predi tions for xn+ and x_ n+ (i.e., x(0)
and x_ (0)
rst need a predi tion for xn+1 (i.e., xn(0)+1). Using rst-order Euler evaluation, we an
obtain
+1 = xn +
tn x_ n
xn(0)
Using Adams-Bashforth se ond-order evaluation, we have
n
n 
(
t)2 x_ n 1
+1 = xn +
t 2 +
t
n
_
xn(0)
x
2

tn 1
2
tn 1
This is easily interpolated to tn+
n+
+1
x(0) = (1 f ) xn + f xn(0)
and the time derivative is found by
f

xn+m

_ (0) = 1

_ +  
mt
f

xn

 n+
f
x(0)

xn

During ea h Newton iteration, k, a delta hange to the solution,
x(nk+)  , is determined, and the solution is updated
n+
n+
n+
x(k+1) = x(k) +
x(k) :
(124)
The time derivative an be updated by
f


_ +  
mt x(nk++1)
(125)
xn :
f
If we write the above equation for the kth iteration and subtra t it from the (k + 1)th
iteration,
we nd the time derivative an be updated by a simple expression involving
n+

x(k) ,
m  n+
n+ 

x_ (nk++1)
x_ (nk+)  =
x(k+1) x(k)
f
t
or
 = x_ n+ + m
xn+ :
(126)
x_ (nk++1)
(k)
f
t (k)
If Eq, (126) is used to update the time derivative (as is urrently done within MPSalsa,
1/9/2001), it is possible, through error or other means, that the solution and the time
m
x(nk++1)

= 1

xn

37

derivative an be ome \unsyn hronized" su h that they do not satisfy Eq. (125), but
be ause of the Newton iterations they will satisfy Eq. (122). This is a very di ult
error to nd, and thus for safety the time derivative should be updated using Eq. (125).
On e the Newton-Krylov solver determines the solution ve tors, xn+ and x_ n+ ,
we need to ba k out the desired solutions, xn+1 and x_ n+1.
!
1 xn+
1
n
+1
xn +
x
= 1
f

xn+1


1
= 1  x_ n + 1 x_ n+


Note: x_ should be for physi s whi h you are integrating (i.e., diusion physi s x_
should be for diusion x_ diff ).
4.2.3

Operator-Splitting Methods

Operator-splitting s hemes split the operators in the governing equations and time
integrate ea h separately and sequentially to advan e to the next time step [34[61.
By onstru tion these methods are nonlinearly in onsistent be ause the dierent operators are evaluated at dierent ee tive time levels. To motivate these methods
and dene a notation for further dis ussion, we rst present a ommon rst-order
splitting method.
The lassi two-step splitting method splits the
diusion and rea tion terms and uses a sequential solution method. We onsider
the ase when the rea tion terms are integrated rst followed by the diusion terms.
Advan ing the solution from a solution at time level, n, to time level n + 1 with a
time-step size of
t takes the form
Step 1 :
Mi(_ ) + Si ( ) = 0 ;
 (x; 0) = n (x; t) on [0;
t (127)
Step 2 : Mi(_ ) + Di ( ) + Fi = 0 ;  (x; 0) =  (x;
t) on [0;
t( 128)
where the next time-step value is n+1 = (
t). In the dis ussion that follows
we denote the solution of the split-rea tion step, Eq. (127), as  = S~
tn and the
solution of the split-diusion step, Eq. (128), as  = D~
t and formally represent
the rst-order splitting method as
First-Order Splitting (FS):

38

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