Class XIII Class XIII

• Previous Class
• Solution to problem 2.6
– Vector Systems Have an Amplification Matrix
• Stability and Convergence Are Controlled by Magnitudes
of Eigenvalues • Omit Sections 4.1.8 and 4.1.10
• In ‘Simple’ Systems, Amplification Matrix Is Diagonalized
by Eigenvectors of Convective Fluxes
• Block Tridiagonal Matrix • Homework Due Wed. Feb 18
– Matrix Partitioned into Sub-Matrices – Problem 4.3 on web
– Solved by Thomas Algorithm – Be careful – there will probably be questions
• Identical to Scalar Except
– Division Replaced by Matrix Inverse
– Multiplication Is Not Commutative
• Today: Stability with Artificial Dissipation
– Limits on artificial dissipation

γ − 1 2 1 da
Stability with Artificial Dissipation Stability at High Wave Number Limit d 21 = u
3 2 a dx
∂Q ∂E a4 ref ∆x ∂ 4Q G = K1−1K2
Equation + = H − ε4  0 0 0 
∂t ∂x 8 ∂x 4
D = d 21 d 22 d 23  K1 = I − D n ∆t 1 da
 d 22 = − (γ − 1)u
a4ref ∆x 3  ∂ 4Q    
n n
 a dx
∂ n n   ∂E  ( )
I + θ∆t  ∂x A − D   ∆Q = -∆t  ∂x − H  − ε 4



  0 0 0  K 2 = 1 − 2ε 4σ ref I
     8 4 
  ∂x   1 da
ShortHand Notation K1G = K 2 Qin +1 = GQin
( )
G = 1 − 2ε 4σ ref K1−1 d 23 = − (γ − 1)
a dx
 1 0 0 
 ε  ∆t   d 21∆t 1 d 23∆t 
K 2 = 1 − 4 σ ref (1 − C )2  I +(1 − θ )∆t Dn −i (1 − θ ) S A  K 1−1=   Inverse
Result:  2  ∆x   (1 + ν 3 )[1 − d 22∆t ] [1 − d22∆t ] [1 − d22∆t ] Matrix
K1 = I − D nθ∆t + iS
θ ∆t n
A  0 0 1 
∆x 1 − 2ε 4σ ref
G = K1−1K2 Eigenvalues λ1 = λ3 = 1 − 2ε 4σ ref λ2 =
Special Case: Euler Implicit θ = 1 u∆t ∆a
1 + (γ − 1)
∆x a
High Wave Number Limit: Pi: S = 0; C = -1
Eigenvalues 1, 3 System Requires Dissipation to Be Stable
n
K1 = I − D ∆t (
K 2 = 1 − 2ε 4σ ref I ) Diagonal Matrix 0 ≤ ε 4σ ref ≤ 1 Too Much Dissipation Makes Solution Unstable

High Wave Number Stability—Eigenvalue 3 Reference Velocity for Artificial Dissipation

1 − 2ε 4σ ref 1 da 1 ai +1 − ai −1 γ − 1 ai +1 − ai −1 ∂Q ∂E a4ref ∆x 3 ∂ 4Q
λ2 = = β≡ + = H −ε4 σ ref = a ref ∆t / ∆x
u∆t ∆a a dx ai 2∆x 2 2ai
1 + (γ − 1) ∂t ∂x 8 ∂x 4
∆x a
λ1 = λ3 = 1 − 2ε 4σ ref 1 − 2ε 4σ ref Pick One of Several Characteristic Velocities:
λ2 =
1 + 2βσ u
σ ref = u∆t / ∆x for aref = u
Only (2,2) Term Affects Stability
σ ref = (u + c )∆t / ∆x for a ref = u + c
dE
= H − ε4
(u + c )∆x 3 d 4Q
Stability Depends on Sign of β
dx 8 dx 4
σ ref = (u − c )∆t / ∆x for a ref = u − c
dE ∆x 4 d 4 Q
Diverging Nozzle: β Is a Sink σ ref = 1 for a ref = ∆x / ∆t − H = −ε 4
dx 8∆t dx 4

Converging Nozzle: β Is a Source 0 ≤ ε 4 ≤ 1 for aref = ∆x / ∆t 1

0 ≤ ε4 ≤ a ref = u + c
σ ref

1
 Reference Velocity for Artificial Dissipation Convenient Simplification
∂Q ∂E a4 ref ∆x 3 ∂ 4Q σ ref = a ref ∆t / ∆x n θ∆t
+ = H − ε4 K1 = I − D θ∆t + iS An For Euler Implicit, K1 Is Often Diagonal
∂t ∂x 8 ∂x 4 ∆x
1
Stability Limit: 0 ≤ ε4 ≤
σ ref G −1 = K 2 −1K1 Eigenvalues of Inverse Matrix
Must Be Greater than Zero

dE ∆x 4 d 4 Q
σ ref = 1 for aref = ∆x / ∆t 0 ≤ ε4 ≤ 1 − H = −ε 4
dx 8∆t dx 4

Can pick same value of epsilon and use for all values of CFL,
BUT: Solution now depends upon size of time step

dE
= H − ε4
(u + c )∆x 3 d 4Q Omit Section 4.1.8
σ ref = (u + c )∆t / ∆x for a ref = u + c dx 8 dx 4
Solution is independent of time step,
BUT: stability now depends on CFL—must change epsilon to
ensure convergence

Artificial Dissipation Evaluated at New Time Level 1 1

CFL = 1

4 n +1 CFL = 5
∂Q ∂En +1 ν 3∆x 2 ∂ 3Q ε 4 σ ref ∆x  ∂ 4Q  CFL = 1
+ − = H n +1 −   CFL = 10

Amplification Factor
 ∂x 4 
Amplification Factor
∂t ∂x 4 ∂t∂x 2 8 ∆t   K1G = K 2
0.5 u∆t 0.5
(u + c )∆t
 ν3 ε4 2 ∆t ∆x
K 1 = 1 + (1 − C ) + σ ef (1 − C ) I − D∆t + iS A ∆x
 2 2  ∆x CFL = 5

CFL = 10
 ν3  Artificial Dissipation CFL = 100

K 2 = 1 + (1 − C )I Coefficient Moves 0 0

CFL = 100

 2  from K2 to K1
0 1 2
Fourier Wavenumber, Phi
3 0 1 2
Fourier Wavenumber, Phi
3

Eigenvalues
1
1 1 Amplification factors
λ1 = λ3 = λ2 = CFL = 1 for 1D Euler equations
1 + 2ε 4σ ref 1 + 2ε 4σ ref + 2 βσ u
Amplification Factor

(u − c )∆t Euler implicit

Probably Best to Scale AD by: 0.5
∆x Central differencing
No Upper
Limit on ε 4 σ ref = (u + c )∆t / ∆x for a ref = u + c CFL = 5
M = 0.1,
CFL = 10
da/a = 0.,
Since there is no stability limit and this CFL = 100
No artificial dissipation.
0
AD does not depend on time step 0 1 2 3
Fourier Wavenumber, Phi

CFL Values for M = 0.1

CFL = 1 1
1
CFL = 5

u∆t (u + c )∆t (u − c )∆t

Amplification Factor
Amplification Factor

CFL = 10
CFL = 1
“CFL”
∆x ∆x ∆x (u + c )∆t
0.5
u∆t 0.5

∆x ∆x
0.091 1 0.810
1 CFL = 5
CFL = 100 CFL = 10
0.455 5 4.09 CFL = 100
5 0
0 1 2 3
0
0 1 2 3
Fourier Wavenumber, Phi Fourier Wavenumber, Phi

0.909 10 8.18
10

9.09 100 81.8 1 Amplification factors

100
CFL = 1
Amplification Factor

Converging Nozzle
In Absence of Source and AD, CFL Values (u − c )∆t
Are Identical to their Scalar Counterparts 0.5
∆x Euler implicit
Central differencing
CFL = 5

Smallest CFL Controls Convergence CFL = 10

M = 0.1,
CFL = 100 da/a = -0.1,
0
0 1 2
Fourier Wavenumber, Phi
3 No artificial dissipation.

2
 Optimum Rates of Convergence
1 1
ε=0

(u + c )∆t Explicit Schemes Have Max Allowable CFL

Amplification Factor

Amplification Factor
ε = 1.25 ε = 1.25
∆x Lax-Wendroff -- CFL < 1
0.5
u∆t ε = 0.25 0.5 RK-4 -- CFL < 2.828
∆x Fastest Convergence Generally Occurs Close to Limit
ε = 0.5 ε=0
ε = 0.25
ε = 0.5 Vector Systems Have Multiple CFL’s—Necessarily Not Near Optimum
0 0
0 1 2 3 0 1 2 3
Fourier Wavenumber, Phi Fourier Wavenumber, Phi
Implicit Schemes Have Unbounded Time Steps
Increases in CFL Always Lead to Faster Convergence
1
ε = 1.25 Amplification factors
Set CFL to Large Number to Get Fastest
Convergence for Vector or Scalar
Amplification Factor

Artificial Dissipation
(u − c )∆t Presence of Source Term Can Lead to Finite Optimum CFL Even for Implicit
0.5
∆x Euler implicit
Multi-Dimensional Systems Are Seldom Fully Implicit
ε=0 Central differencing
ε = 0.25
M = 0.1, An Optimal CFL Exists
ε = 0.5
da/a = 0, Look at Scalar Equation with Variable ‘a’
0
0 1 2 3
Fourier Wavenumber, Phi

Local Time Stepping

n
∂u ∂u  ∂   ∂u 
+ a(x ) = c 1 + a(x )∆t ∆u = −a( x )∆t  − c∆t
∂t ∂x  ∂x   ∂x 
Convergence depends on CFL a (x )∆t
CFL depends on a
CFL =
∆x
Convergence is different at each grid point a ∆t
CFL = i
∆x
ALTERNATIVE
a ∆t
Use a different time step at each grid point CFL = i i = const = C1
∆x
 ∂    ∂u  n 
1 + ai ∆ti  ∆u = − ∆t i a i  − c 
 ∂x    ∂x  
Looks Exactly Like
  ∂u  n  a Constant
Result  ∂  Coefficient
1 + C1∆x  ∆u = − ∆t i a i   − c 
 ∂x    ∂x   Equation