Lecture 8: Stability Analysis

Diffusion on Unstructured Meshes

 Last Time…

z Completed unsteady scheme discussion

» Properties of implicit scheme
» Crank Nicholson scheme and its properties
z Truncation error analysis
» Mean value approximations are second-order
accurate
» Implicit scheme is first-order accurate
 This Time…

z Von Neumann stability analysis

» Apply to explicit scheme and establish stability
limits
z Diffusion on orthogonal unstructured meshes
» What changes with respect to Cartesian?
 Von Neumann Stability Analysis

z For steady problems:

» Can we obtain a solution using an iterative
scheme?
z For unsteady problems
» Will the numerical solution be bounded in time if the
original problem yields a bounded solution in time?
z Note analogy between iteration and time-stepping!
 Stability of Explicit Scheme

z Explicit scheme in 1D:

 Error Definition

z Consider “exact solution” of the discrete equation, Φ.

» This is the solution to infinite precision
z Numerical solution to machine precision is φ
z Error:
z Substitute into discrete equation:

z But Φ satisfies discrete equation exactly.

 Error Equation

z Therefore error satisfies:

z Now expand error in Fourier series

 Amplification Factor

z σm may be complex
z Amplification factor:

z Since problem is linear, let’s look at the behavior of a

single term:
 Amplification Factor (cont’d)

z Substitute into discrete equation

z Divide through by

to yield
 Amplification Factor (cont’d)

z Substitute for the coefficients aP , a0P and anb

(assuming uniform mesh) to yield:

z Define

so that
 Amplification Factor (cont’d)

z Thus

Γ∆t
r=
ρ∆x 2

z For a stable scheme:

 Amplification Factor (cont’d)

z For stability
1 − 4r sin 2 β ≤ 1
Or
−1 ≤ 1 − 4r sin 2 β ≤ 1
i.e,
−2 ≤ −4r sin 2 β ≤ 0 or 0 ≤ 4r sin 2 β ≤ 2

z Since
1
0 ≤ sin 2 β ≤ 1 0 ≤ 4r ≤ 2 or 0 ≤ r ≤
2
 Stability Limits

z In 1D, the stability limit therefore is:

z In 2D, expand the error as:

z Assuming ∆x = ∆y
 Summary

z Von Neumann stability analysis yields the same limit

heuristically derived by requiring all-positive
coefficients for the explicit scheme
z However, the stability limits derived from stability
analysis are more rigorous
z Similar analysis for implicit scheme reveals that it is
unconditionally stable
z The Crank-Nicholson scheme can be shown to be
unconditionally stable
» Can yield oscillatory solutions because of the
negative coefficient, but wiggles die down
 Diffusion on Unstructured Meshes

z Recall unstructured mesh:

» Each node connected to
arbitrary number of
neighbors
z First we will look at
“orthogonal” meshes made up
of convex polyhedra
z Then we will look at “non-
orthogonal” unstructured
meshes
 Diffusion on Orthogonal Meshes

z Consider mesh of convex polyhedra

z Mesh is considered orthogonal if line joining cell
centroids is perpendicular to face
z This admittedly constrains how “unstructured” a mesh
can get
Orthogonal Mesh
 2D Steady Diffusion

z Governing equation:
z Here

z Integrate over control volume

around C0

z Apply Divergence theorem

 Finite Volume Scheme

z Sum over faces of cell

z Linearize source term
z Here

z Instead of using global (x,y) system

use local (ξ,η) orthogonal coordinates
 Profile Assumption

z Outward-pointing face area vector

z Face flux

z Note how only ξ direction component survives

z Make linear profile assumption between centroids to
find
Final Discrete Equation

z Cell C0 is connected
to face neighbors (nb)
z Did not worry about
shape of cell
z Need convex polyedra
or centroid may fall
outside cell
z Exactly the same
derivation in 3D
 Discussion

z Scheme is fully conservative, just like on Cartesian

meshes, regardless of mesh size
z Think of Jf as belonging to the face f rather than to
either cell. Flux leaving C0 enters C1.
z Since in the absence of a source term, we
are guaranteed boundedness by face neighbors
z Scarborough criterion satisfied in the equality in the
absence of source terms – must look to Dirichlet and
mixed bc to satisfy inequality
 Discussion (cont’d)

z All other procedures carry over from Cartesian

meshes
» Source linearization
» Interpolation of Γf
» Under-relaxation
z Can use Gauss-Seidel to solve since there is no
assumption of structure in it
 Closure

In this lecture, we
z Looked at how to do a von Neumann stability analysis
» Applied it to the explicit time-stepping scheme
» Found that the limit is the same as the one we
derived heuristically
z Started looking at diffusion on unstructured meshes
» Started looking first at orthogonal meshes
» Found that structure of discrete equation is very
similar to the Cartesian case