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The Courant-Friedrichs-Levy (CFL) Stability Criterion

Christoph Schr Institut fr Atmosphre und Klima, ETH Zrich http://www.iac.ethz.ch/people/schaer

Schr, ETH Zrich

Interpretation of Courant number

Courant number:

! = u "t "x :
! = 1.5 !=1 ! = 0.5

x j-2 j-1 j j+1 j+2

The Courant number is the dimensionless transport per time step (in units of !x)!

Schr, ETH Zrich

CFL criterion for Leapfrog scheme

!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! Scheme:

!in +1 = !in 1 " !in+1 # !in1

with " =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Leapfrog scheme

!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! unstable |u!t/!x| > 1 stable |u!t/!x| ! 1 Scheme:

!in +1 = !in 1 " !in+1 # !in1

with " =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Upstream scheme

!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! Scheme:

!in+1 = !in " # !in " !in "1

with # =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Upstream scheme

!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! unstable u!t/!x > 1 stable 0 ! u!t/!x ! 1 Scheme:

!in+1 = !in " # !in " !in "1

with # =

u $t $x

physical domain of dependence

numerical domain of dependence

unstable u!t/!x < 0

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

Summary
Courant-Friedrichs-Levy (CFL) principle:
The physical domain of dependence must be contained in the numerical domain of dependence! Is a necessary condition for stability, but not a sufficient condition!

CFL criteria:

u !t "1 !x

valid for a large category of schemes

Generalized form:
Velocity represents the largest velocity in the system, at which information can propagate. May include advective transport and wave propagation:

c !t "1 !x
Example 1: shallow water system: gravity waves

with

c = max uadv + cgroup

cgroup = g H
cgroup = 331 ms-1 T 273.15 K

Example 2: non-hydrostatic, compressible atmosphere: sound waves

Schr, ETH Zrich