Numerical Methods for PDEs and Applications

Camile Fraga Delfino Kunz

31th January 2019

Advection-diffusion equation
Boundary layers: when a viscous fluid flows along a fixed impermeable wall,
or past the surface of an immersed body, an essential condition is that the ve-
locity at any point on the wall or other surface is zero. How this condition
modifies the general character of the flow depends on the viscosity. If the body
is streamline shaped, and if the viscosity is negligible, the modifying appears
to be confined within a narrow regions of the surface, these are called boundary
layers. In such layers the fluid velocity changes rapidly from zero to its main
stream value. This implies that not all the viscous terms in the equation of
motion will be negligible.

Advection-diffusion equation
∂u ∂2u ∂u
=D 2 −a + f (x)
∂t ∂x ∂x
This models the temperature u(x, t) of a fluid flowing through a pipe with
constant velocity a, a diffusion coefficient D and f (x, t) is a source term from
heating through the walls of the tube.

On the steady-state problem, that is, when u = u(x) and the temperature
doesn’t vary on time, we have the problem:
(
au0 (t) = Du00 (t) + f (x)
u(0) = α , u(1) = β
a
We can work in terms of the Pèclet number D, that is, take
D
= (inverse of Pèclet)
a
and write:
u00 (x) − u(x) = f (x)
It measures the ration of advecction velocity transport speed due to diffusion.
We should expect difficulties physically in the case where a is large relative to
D, that is,   1. The exact solution for this problem is
 ex/ − 1 
u(x) = α + x + (β − α − 1) 1/
e −1

1
Exercises - Matlab
a) Take α = 1, β = 3 and f (x) = −1 and make a plot for the exact solution
considering  = 0.5, 0.3, 0.1, 0.05.
b) For  = 0.5, use the following approximations for the advection term u0 (x)
for some h:
Ui+1 − Ui Ui − Ui−1 Ui+1 − Ui−1
1) ; 2) ; 3)
h h 2h
which method would you choose, taking into account the quality of the
approximation and/or the size of h required?
c) Choose one method from the past item and test your method for h =
1/10, 1/25, 1/100, considering the ’s from item a).
d) What is the stability condition for these methods on item c), taking into
account the Pèclet number ?

References
1 Leveque, R. J. Finite Difference Methods for Ordinary and Partial Differ-
ential Equations. SIAM, 2007.

2 Strikwerda, J. C. Finite Difference Schemes and Partial Differential Equa-

tions. SIAM, Philadelphia, 2004.