Numerical Methods for Differential Equations: Space and Time Discretization - Prof. Brian , Study notes of Meteorology

A university lecture on numerical methods for solving differential equations. Topics covered include error characteristics of nesting, space differencing using differential-difference equations and 2nd-order centered space, phase and group velocities, and time differencing methods such as euler, backward, trapezoidal, and multistage methods. The lecture also discusses adams-bashforth and runge-kutta methods.

Typology: Study notes

Pre 2010

Uploaded on 03/16/2009

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Oct. 12, 2006 ATMS 502 – CS 505 – CSE 566 Jewett
Outline for today’s class:
1. Discussion – exam 1
2. Some comments about nesting
a. Error characteristics
Interpretation of Courant number
True solution discretized on f.d. grid
b. Update frequency
Error increases as sharp gradients reach boundary
3. Space differencing
a. differential-difference equations
b. 2nd-order centered space
!
du j
dt +cuj+1"uj"1
2#x
$
%
&
'
(
) =0; uj(t)=ei kj#x"
*
2ct
( )
!
"i
#
2cu="c
2$x
eik$x"e"ik$x
( )
u %
#
=csin
&
$x
!
c2c=
"
k=csin
#
k$x; for small k$x, c2c%c1&
#
2
6
'
(
)
*
+
,
!
cg2c=
"#
"
k=
"
"
k
csin
$
%x
&
'
( )
*
+ =ccos
$
( )
(corrected)
c. 4th-order centered-space
d. Phase and group velocities (Durran figs. 2.10, 2.12)
Phase speed errors
Group velocity errors
pf3
pf4

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Oct. 12, 2006 Outline for today’s class : ATMS 502 – CS 505 – CSE 566 Jewett

1. 2. DiscussionSome comments about nesting – exam 1

a. Error characteristics • • Interpretation of Courant numberTrue solution discretized on f.d. grid

3. Space differencing^ b.^ Update frequency^ •^ Error increases as^ sharp gradients reach boundary

a. b. differential 2 nd-order centered space - difference equation s

du dt (^) j + c^ $ % & u (^) j + 21 #" (^) xu (^) j " 1 ' ( ) = 0 ; u (^) j ( t ) = ei (^) ( kj # x " * 2 c t ) !

" i # 2 c u = " 2 $ cx ( e ik $ x^ " e " ik $ x ) u % # = c^ sin $ x^ &

c 2 c =^ " k = c^ k sin$ x^ # ; for small k$x, c 2 c % c^ ' ( ) 1 &^ # 6 2 * + , !

c. 4^ c th g^^2 - c order centered^ =^ "#^ " k^ =^ "^ " k^ &^ '^ (^^ c^ sin^ % x -^ $space)^ *^ +^ =^ c^ (cos^ $)^ (corrected)

d. Phase and • • Phase speed errorsGroup velocity errors group velocities (Durran figs. 2.10, 2.12)

e. 1 st, 2nd, 3rd^ and 4th-order space differencing (Durran 2.13/2.14a)

4. “General” method time differenci^ f.^ Added explicit artificial dissipation (Durran figs. 2.15, 2.16)ng

a. b. Overview: frequency, periodSingle stage: 2-time level

" n^ +^1 $^ # t " n = % F ( " n ) + & F ( " n + 1 ), % + & = 1

• Includes methods - - Euler (or Forward) method (explicit)Backward (implicit) –

• Amplitude^ -^ Trapezoidal (implicit)

•^ A Phase^^2 =^1 +^ (^ "^2 #^ $^2 )^ '^ (^ )^1 +^ %^ $^22 &^ % t^22 & t^2 *^ +^ ,

R Rtrapezoidalforward = " R backward 1 #( $ %" t ) 12 #(^ $^ % 3 t )^2

• • All staOnly Trapezoidal is more than 1ble methods of this type are implicit!!^12 st-order.

e. Higher • General discussion-order methods

  • 3 rd-order Adams-Bashforth (AB)

!

" n^ +^1 = " n^ + ( h /12)^ $ %^ & & & # +^23165 FFF (( "(^ " " n^ n (^) #^ n ) 2 # (^) )^1 )^ ' (^ ) ) )

  • Runge-Kutta, RK3 and RK

q q q 123 === hFhFhF ((( " " " n 12^ )) ) ## (5 ( 153 / 9 )/ q 1281 ) q 2 " " " (^12) n (^) + 1 === " " " 1 n 2 +^ ++ ( 15 (( 18 / // (^3) 15)16)) q (^1) qq 32