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1 Introduction
The advection-reaction equation can be described as
∂u
∇2 u + u(1 − u) = , (1)
∂t
∂2 ∂2
where u : Ω × R+ → [0, 1], Ω = [−1, 1]2 ⊂ R2 and ∇2 = ∂x2 + ∂y 2 is the laplacian differential operator
defined in R2 . With initial condition
1 , if x ≤ 0
2
u(x, 0) = u0 (x, y) = (2)
0,
otherwise
2. Discretizing the ∇2 u term using a Alternating Direction Implicit scheme – ADI – and the u(1 − u)
term explicitly;
3. Discretizing the ∇2 u term using ADI and the u(1 − u) term implicitly, then solving the resulting
non-linear systems of equations using Newton’s method.
2 Numerical Schemes
where ∆x and ∆y are the grid spacings in both cartesian axes, such that
xi = −1 + i∆x, i = 0, 1, . . . , (m − 1)
1
For the sake of making the scheme possible, we read uij = ui+(m−1)j so that dim(u) = m and rank(u) = 1.
−2Im Im 0 0 0 ... 0
Im −2Im Im 0 0 ... 0
0 Im −2Im Im 0 ... 0
1
Dy2 = 0 0 Im −2Im Im ... 0 , (9)
2
∆x
0 0 0 Im −2Im ... 0
.. .. .. .. ..
..
. . . . . .
0 0 0 0 0 ... −2Im
m×m
The Alternating Direction Implicit method (ADI) can be generalized as follows. If F1 and F2 are operators
s.t.
un+1 = F1 un + F2 un , (10)
2
In our case, we can say simply that
∆t
F1 u = u + δx2 u
2
. (12)
∆t
F2 u = u + δy2 u
2
This results in
∆t 2
n+ 12 ∆t 2
1−
2 δx uij = 1+ 2 δy unij
(13)
n+ 12
∆t 2
un+1 ∆t 2 ∆t n ∆t
1− n 2
2 δy = 1+ 2 δx uij + 2 uij − 2 (uij )
ij
To make the reactive term implicit, we apply ADI just as before; resulting in:
I − ∆t Dx2 un+ 21 = I + ∆t
2
n
2 Dy u
2
. (15)
I − ∆t D2 + I un+1 − ∆t (un+1 )2 = I + ∆t D2 un+ 12
2 y 2 2 x
Then, we solve the non-linear system in the second part of Eq. (15) using Newton’s Method. That is,
un+1 n+1
(k+1) = u(k) + d(k)
, (16)
J (G, un+1 n+1
(k) ) d(k) = −G(u(k) )
where
∆t ∆t n+1 2 ∆t 2 1
G(un+1 2 n+1
Dx un+ 2
(k) ) = I− Dy + I u(k) − (u ) − I+ (17)
2 2 2