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Numerical Methods for Partial Differential Equations

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We will discuss Harten's sufficient conditions for a numerical method (including ... http://locus.siam.org/fulltext/SINUM/volume-21/0721062.pdf ... – PowerPoint PPT presentation

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Title: Numerical Methods for Partial Differential Equations

1
Numerical Methods for Partial Differential
Equations
• CAAM 452
• Spring 2005
• Lecture 12
• Instructor Tim Warburton

2
Godunov Scheme Summary
• To complete this scheme we now specify how to
compute the slopes.
• Standard formulae

3
With Limiting
Minmod slope limiterMonotonized
central-difference limiter (MC limiter)
4
Today
• More limiters
• Flux limiting function formulation.
• We will discuss Hartens sufficient conditions
for a numerical method (including limiter) to be
TVD
• Sweby TVD diagrams for flux limiting functions.
• Extension to systems of linear PDEs
• Extension to nonlinear PDEs

5
Flux Formulation with Piecewise Linear
Reconstruction
• Last time we showed how the ansatz of a piecewise
linear reconstruction and Godunovs method
allowed us to compute the time averaged flux
contribution at each end of the Ith cell

Notice we can obtain the i-1/2 flux by setting
i-gti-1 in the i1/2 flux formula (i.e. the flux
formula is continuous at the cell boundary)
6
cont
• Using this notation the scheme becomes
• This is known as the flux formulation with
piecewise reconstruction.

7
cont
• So far we have assumed ugt0 but we can generalize
this for ult0 using the same approach as before
• To simplify this we write it as

8
cont
• By writing the time interval averaged flux
function in this way
• We are philosophically moving away from a local
cell reconstruction approach towards controlling
the flux contribution from jumps in the averages
between elements.

9
Flux Limiters
• The idea is limit the flux of q between cells
and you will subsequently limit spurious growth
in the cell averages near discontinuities
• A general approach is to multiply the jump in
cell averages by a limiting function

10
cont
• The theta ratio can be thought of as a smoothness
indicator near the cell interface at x_i-1/2.
• If the data is smooth we expect the ratio to be
approximately 1 (except at extrema)
• Near a discontinuity we expect the ratio to be
far away from 1.
• The flux limiting function, phi, will range
between 0 and 2. The smaller it is, the more
limiting is applied to a jump in cell averages.
Above 1 it is being used to steepen the effective
reconstruction.

11
cont
• Using this formulation we can recover the methods
we have seen before and some new limiters

12
cont
• Using this notation we can write down the scheme
in terms of the flux limiter function (
)

ugt0
Limited downwindcell interface fluxcontribution
Limited upwind cell interfaceflux contribution
Upwind schemeflux contibution
ult0
13
Hartens Theorem
• Theorem Consider a general method of the form
• for one time step, where the coefficients C and
D are arbitrary values (which in particular may
depend on qbar in some way).
• Then provided
that the following conditions are satisfied

14
Sweby Diagramshttp//locus.siam.org/fulltext/SINU
M/volume-21/0721062.pdf
• We need to express the flux limited scheme
• In the form
• And then satisfying the Harten conditions will
guarantee the method is TVD.
• An appropriate choice (which we can work with) is

15
cont
• In this case since the D coefficients are zero
and the Harten TVD conditions reduce to
• This will hold if
• We can summarize this in terms of the minmod
function
• See LeVeque p 116-118 for details

16
cont
i.e. any flux limiting function must
satisfy to be TVD. Graphically, the shaded
region is the TVD region Clearly non
of these linear limiters generate a TVD scheme.
Fromm
Beam-Warming
2
1
Lax-Wendroff
1
2
3
17
cont
• To guarantee second order accuracy and avoid
excessive compression of solutions, Sweby
suggested the following reduced portion of the
TVD region as a suitable range for the flux
limiting function

2
1
1
2
3
http//locus.siam.org/fulltext/SINUM/volume-21/072
1062.pdf
18
Minmod Flux Limiter on Sweby Diagram
2
1
1
2
3
It is apparent that the minmod flux limiter
applies the maximum possible limiting allowed
within the second order TVD region. (i.e. it will
be rather dissipative and smear out
discontinuities somewhat as seen on the right
hand side figure).
19
Superbee Flux Limiter on Sweby Diagram
2
1
1
2
3
The Superbee limiter applies the minimum limiting
and maximum steepeningpossible to remain TVD. It
is known to suffer from excessive sharpening
ofslopes as a result. On the right we show what
happens to a smooth sine wave after 20
periods. Notice the flattening of the peaks and
the steepening of the slopes.
20
MC Flux Limiter on Sweby Diagram
2
1
1
2
3
The MC limiter transitions from upwind (thetalt0)
to Fromm (at theta1/3) then switches to a
constant(at theta3). This is a compromise
between Superbee and minmod
21
van Leer Flux Limiter
The van Leer limiter charts a careful compromise
path throughthe Sweby TVD region.
22
Summary of Some Flux Limiting Functions
Linear non-TVD limiters
Nonlinear second orderTVD limiters
23
Implementation
• For ugt0 the scheme looks like
• We can easily achieve this in matlab

24
Matlab Version
This is a sample Matlab implementation of a
piecewise linear reconstructed Godunov approach
with a selection of flux limiters. Available
du/caam452/CodeSnippets/fluxlimiter.m With the
initial condition supplied by http//www.caam.ri
ce.edu/caam452/CodeSnippets/fluxlimiterexact.m
25
Homework 4
• Q1) Using N80,160,320,640,1280 estimate the
solution order of accuracy of the
• flux limited scheme
• with flux limiting functions
• i. Fromm
• ii. minmod
• iii. MC
• using initial conditions
• i. sin(pix)
• ii. sin(pix) (abs(x-.5)lt.25)
• on the periodic interval -1,1).
• Use the fluxlimiter.m Matlab code from the web
page.
and minmod.m
• Measure error both using the maxmimum norm, l2
norm and finally the
• maximum norm with data points near the
discontinuity excluded.
• Use error plots and tables with discussion to

26
Homework 4 cont
• Q2a) Invent your own 2nd order TVD flux limiter
function (i.e. a function with range contained in
the Sweby TVD region)
• Q2b) Modify sweby.m to plot your flux limiter
function and compare with the limiter functions