7/25/2016

OVERVIEW
FINITE DIFFERENCE
ACCURACY
METHODS – II
Prof. Krish Sankaran DISPERSION

STABILITY

© Prof. K. Sankaran

OVERVIEW ACCURACY
Type – I Error
ACCURACY

DISPERSION

STABILITY

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ACCURACY ACCURACY
Type – II Error Type – III Error

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ACCURACY ACCURACY
MODELLING ERROR – dependent
PHYSICAL MATHEMATICAL NUMERICAL
SYSTEM MODEL SOLUTION
Error

Round-off Total error Discretization error

error

Mesh size
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OVERVIEW DISPERSION
ACCURACY

DISPERSION Assume wave propagation in x-direction,

analytically written as,

STABILITY
where
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DISPERSION DISPERSION
FD solution Compare and
is numerical wavelength Take first 3 terms in the series expansion of
Substituting in FD equation above

where

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DISPERSION OVERVIEW
For
ACCURACY

DISPERSION
Error converges Error Caution
quadratically control by valid for
choice 1D only STABILITY

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STABILITY STABILITY
LAX EQUIVALENCE THEOREM

STABILITY is necessary and sufficient

condition for convergence of a consistent
linear FD model

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STABILITY STABILITY
A Numerical scheme is stable if a small error Define an error at time step as for one
at any stage produces a smaller cumulative independent variable
error at next stages.
Then at time step , this error amplifies as,
Otherwise it is unstable !!!

where is amplification factor

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STABILITY STABILITY
For multivariable problem becomes a For a Finite Difference scheme to be stable,
matrix

or

where is amplification matrix In case of a multivariable problem,

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STABILITY STABILITY
Consider

ICs

The CD scheme for above wave equation is

where

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STABILITY STABILITY

Conditionally stable scheme

Stability condition is given by

CFL condition

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STABILITY STABILITY
An FD scheme is stable if errors made at one von Neumann Stability Analysis
time step do not magnify as computation
continues
Decompose round off errors into Fourier
space and analyze their time evolution
ERROR ERROR ERR OR

Neutral stable Stable Unstable

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STABILITY STABILITY
For FTCS to be stable,

Forward Time, Centered Space (FTCS) scheme

EXPLICIT
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STABILITY STABILITY
To make scheme unconditionally stable all the
terms on RHS are replaced by average of
values at time-steps and

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STABILITY STABILITY
Implicit scheme will take CD at

Conditional stable Unconditional stable

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STABILITY END

© Prof. K. Sankaran © Prof. K. Sankaran

ACCURACY

© Prof. K. Sankaran