Module-III

Introduction
• Analytical solutions of partial differential equations involve closed-form expressions which give
the variation of the dependent variables continuously throughout the domain
• In contrast, numerical solutions can give answers at only discrete points in the domain, called grid
points
• For example, consider figure which shows a section of a discrete grid in the xy plane
• For convenience, let us assume that the spacing of the grid points in the x direction is uniform and
given by Δx and
that the spacing of the points in the y direction is also
uniform and given by Δy
• In general, Δx and Δy are different
• Indeed, it is not absolutely necessary that Δx or Δy be
uniform
Introduction
• Grid points are identified by an
index i  in x-direction
index j  in y-direction
• A two-dimensional flow field which is governed by the Navier-Stokes equations are partial
differential equations
• An analytical solution of these equations would provide, in principle, closed-form expressions for
u, v, p, ρ, etc., as functions of x and y, which could be used to give values of the flow-field
variables at any point in the flow, i.e., at any of the infinite number of (x,y) points in the domain
• On the other hand, if the partial derivatives in the governing equations are replaced by
approximate algebraic difference quotients, where the algebraic difference quotients are expressed
strictly in terms of the flow-field variables at two or more of the discrete grid points
• Replacing a partial derivative with a suitable algebraic difference quotient  finite difference
which can be solved only at the discrete points only
• Most common finite difference representations of derivatives are based on Taylor’s series
expansions
Introduction to finite differences
•• u
  i,j  x-component of velocity at (i,j)
• Velocity ui+1,j at point (i+1,j) can be expresses in terms of Taylor series as

Finite - Truncation
difference error
representation
• To approximate the partial derivative with the above algebraic finite-difference quotient

• In above equation, the lowest order term in the truncation error involves Δx to the first power 
finite difference expression is called first-order accurate
Introduction to finite differences
•• The
  above expression can be written as

• The symbol O(Δx)  represents terms of order Δx

• Note that the finite-difference expression in above equation uses information to the right of grid
point (i, j); that is, it uses ui+1,j, as well as ui,j

• No information to the left of (i,j) is used

 The finite difference in the above equation is called first order forward difference
Introduction to finite differences
•• Write
  Taylor series expansion for ui-1,j expanded about ui,j



• Note that the finite-difference expression in above equation uses information to the left of grid
point (i, j); that is, it uses ui-1,j, as well as ui,j

• No information to the right of (i,j) is used

 The finite difference in the above equation is called first order rearward (backward) difference
 Introduction to finite differences
•• In
  most applications in CFD, first-order accuracy is not sufficient.
• To construct a finite-difference quotient of second-order accuracy, simply subtract expression for
ui-1,j from ui+1,j .

• In the truncation error, the lowest – order terms involves (Δx) 2 which is second order accuracy 
finite difference quotient is second order central difference
Introduction to finite differences
•• Difference
  expressions for the y derivatives are obtained in exactly the same fashion

• Since Navier-Stokes equations contains second order derivatives  it is necessary to discretize

them for CFD
• Summing up the Taylor expansions given by ui-1,j and ui+1,j .


• The first term on the right hand side is a central finite difference for the second derivative with
respect to x evaluated at grid point (i,j)  second order central second difference
Introduction to finite differences
•• For
  the case of mixed derivatives, such as , appropriate finite difference quotients can be found as
follows.
• Differentiating equation for ui+1,j with respect to y,

• Differentiating equation for ui-1,j with respect to y


 Introduction to finite differences
•• Replace
  with

• Replace with


• Above equation gives the second-order central difference for the mixed derivative
Introduction to finite differences
Introduction to finite differences
• Pro’s and Con’s of higher-order accuracy are:
1. Higher-order-accurate difference quotients require more grid points, result in more computer
time required for each time wise or spatial step-a con.
2. On the other hand, a higher-order difference scheme may require a smaller number of total grid
points in a flow solution to obtain comparable overall accuracy-a pro.
3. Higher-order difference schemes may result in a "higher- quality" solution, such as captured
shock waves that are sharper and more distinct-also a pro.
Introduction to finite differences
•• What
  happens at a boundary?
• What type of differencing is possible when we have only one direction to go, namely, the direction
away from the boundary?
• Consider figure, which illustrates a portion of a boundary to a flow field, with the y axis
perpendicular to the boundary. Let grid point 1 be on the boundary, with points 2 and 3 a distance
Δy and 2Δy above the boundary, respectively.
• To construct a finite-difference approximation for at the boundary.
• It is easy to construct a forward difference as

 of first order accuracy

• How do we obtain a result which is of second-order accuracy
• Our central difference fails us because it requires another point beneath the boundary, such as
illustrated as point 2' in Fig.
• Point 2' is outside the domain of computation, and we generally have no information about u at
this point.
Introduction to finite differences
•• In
  the early days of CFD, many solutions attempted this problem by assuming that u2, = u2 .
• This is called the reflection boundary condition.
• In most cases it does not make physical sense and is just as inaccurate, if not more so, than the
forward difference
• Ask the question again, how to find a second-order-accurate finite difference at the boundary?
• An alternative approach to the construction of finite-difference quotients-alternative to the Taylor's
series analyses polynomial approach
• Assume at the boundary shown in figure that u can be expressed by the polynomial

• Applied successively to the grid points in the figure yields at grid point 1 where y = 0

• At point 2, where y = Δy,

• At grid point 3, where y = 2 Δy

Introduction to finite differences
•• Solving
  for b,

• Returning to polynomial expression and differentiating w.r.t y,

• Above equation evaluated at y = 0, yields


• Equation is a one-sided finite-difference expression for the derivative at the boundary-called one-
sided because it uses information only on one side of the grid point at the boundary, namely,
information only above grid point 1
• This illustrates an alternative approach to the formulation of finite-difference quotients
Introduction to finite differences
•• To
  find the order of accuracy of the equation , we need to use Taylor series again
• Consider a Taylor series expansion about the point 1.

• Compare the polynomial expression with the above Taylor series expansion
• The first three terms in the polynomial expression is same as first three terms in Taylor series.
• Hence, it can be said that polynomial expression is of order three.
• In the numerator of u1, u2 and u3 can be expressed in terms of polynomial expression and is of
O(Δy)3

• Desired second-order-accurate difference quotient at the boundary.

Difference Equations
• When all the partial derivatives in a given partial differential equation are replaced by finite-
difference quotients, the resulting algebraic equation is called a difference equation, which is an
algebraic representation of the partial differential equation.

• The essence of finite-difference solutions in CFD is to use the difference quotients to replace the
partial derivatives in the governing flow equations, resulting in a system of algebraic difference
equations for the dependent variables at each grid point.

• To examine some of the basic aspects of a difference equation.

• For simplicity, choose a partial differential equation to examine which is less elaborate than the
governing flow equations.
Difference Equations
•• Consider
  the unsteady, one-dimensional heat conduction equation with constant thermal diffusivity

• Unsteady thermal conduction equation is parabolic partial differential equation

• Replace the partial derivatives with finite difference quotients and above equation has two
independent variables: i and t.
• i  running index in the x direction
• n  running index in the t direction
• Replace the time derivative with a forward difference
pattern
Difference Equations
• 
• For x-derivative in central difference pattern

• Write



Partial Difference Truncation

Differential Equation Error
Equation
Difference Equations
•• Writing
  just the difference equation

• The above equation is just an approximation

• Truncation error = PDE - FDE
• Note that the truncation error for the difference equation is O[Δt, (Δx)2]
• Does the difference equation reduce to the original differential equation as the number of grid
points goes to infinity, i.e., as Δx0 and Δt0?
• When the truncation error approaches zero, and hence the difference equation does indeed
approach the original differential equation.
• When this is the case, the finite difference representation of the partial differential equation is said
to be consistent.
• If the difference equation is consistent, if the numerical algorithm used to solve the difference
equation is stable, and if the boundary conditions are handled in a proper numerical fashion, then
the numerical solution of the difference equation should be an appropriate representation of the
analytical solution of the partial differential equation, at least to within the truncation error.
Round –off and Discretization errors
• Any computed solution, including sometimes an “exact” analytic solution to a PDE, may be
affected by rounding to a finite number of digits in the arithmetic operations  round-off errors
• In some types of calculations, the magnitude of the round-off error is proportional to the number
of grid points in the problem domain
• In these cases, refining the grid may decrease the truncation error but increase the round-off error
• Discretization error is the error in the solution to the PDE caused by replacing the continuous
problem by a discrete one and is defined as the difference between the exact solution of the PDE
and the exact solution of the FDE
Consistency
• Consistency deals with the extent to which the FDE’s approximate the PDE’s.
• Truncation error (T.E) = PDE – FDE
• A finite difference representation of a PDE is said to be consistent if the difference between the
PDE and its difference representation vanishes as the mesh is refined.,
i.e., limmesh0 (PDE - FDE) = limmesh0(T.E) = 0
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS

•• Consider
  again one dimensional heat conduction equation:

• Representing with a forward difference and with a central difference



• One-dimensional heat equation is a parabolic pde  lends itself to a marching solution, with
marching variable t
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
• Consider the finite-difference grid sketched in figure.
• Assume that T is known at all grid points at time level n.
• Time marching means that T at all grid points at time level n + 1 are calculated from the known values
at time level n.
• When this calculation is finished, values at time level n + 1 are known.
• Then the same procedure is used to calculate T at all grid points at time level n + 2, using the known
values at level n + 1.
• In this fashion, the solution is progressively
obtained by marching in steps of time.
• Within the time marching philosophy all
properties at level n are known and those at
level n + 1 are to be calculated
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
•• Of
  particular significance is that only one unknown appears namely
• One single equation with single unknown
• Consider the grid shown in figure
• Centering on grid point 2, difference equation can be
written as

Allows the direct calculation of

• Centering on grid point 3

• It is an example of explicit approach

• By definition, in an explicit approach each finite difference equation contains only one unknown
and therefore can be explicitly for this unknown in a straight forward manner
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
•• Difference
  equation obtained in explicit approach is only one of many different representations of
the original partial differential equation.
• Writing the spatial difference in terms of average properties between time levels n and n + 1.

• This special type of differencing employed is called Crank-Nicolson form

• The unknown is not only expressed in terms of the known quantities at time level n, namely, , ,
and , but also in terms of other unknown quantities at time level n + 1, namely, and
• In other words, above equation represents one equation with three unknowns, namely, , , and
• Above equation must be written at all interior grid points, resulting in a system of algebraic
equations from which the unknowns for all i can be solved simultaneously
• This is an example of implicit approach
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
• By definition, an implicit approach is one where the unknowns must be obtained by means of a
simultaneous solution of the difference equations applied at all the grid points arrayed at a given
time level
• Because of this need to solve large systems of simultaneous algebraic equations, implicit methods
are usually involved with the manipulations of large matrices
• Equation can be rearranged to display the unknowns on the left hand side and the known numbers
on the right-hand side
• Result is
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS

• Simplifying the nomenclature by denoting the following quantities by A, B, and Ki

EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS

•  
•  consists of properties at time level n, which are known
• Applying this equations to grids points 2 through 6
• At grid point 2:

• Because of the stipulated boundary conditions at grid points 1 and 7, T1 in Eq. is a known number

• Denoting by , where is a known number

EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
•• At
  grid point 2:
• At grid point 3:
• At grid point 4:
• At grid point 5:
• At grid point 6:
• Since the grid point 7 is on a boundary, T7 is known from the stipulated boundary condition
• Grid point 6 equation can be rearranged as

• Five equations for five unknowns T2, T3, T4, T5, T6

• This system of equations in matrix form can be written as
Coefficient matrix is a tridiagonal
matrix
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
•• An
  implicit approach is more involved than an explicit approach
• What happens when the governing partial differential equation is nonlinear?
• Assume that the thermal diffusivity α is a function of temperature,

 is a non-linear pde
• This has virtually no effect on the explicit approach, where a difference equation can be written as
•
• The above equation is still linear in the single unknown because α is evaluated at level n.
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
•• If
  Crank-Nicolson method is used for Eq., the right-hand-side is evaluated as an average between
time levels n and n + 1, resulting in α(T) being represented by
•  The resulting difference equation is a nonlinear algebraic equation.
• An implicit solution would therefore demand a simultaneous solution of a large system of
nonlinear equations-an exceptionally difficult task
• This is a tremendous disadvantage of an implicit approach.
• To circumvent this problem, the difference equations are usually "linearized" in an approximate
fashion.
• If in Eq. α is simply evaluated at time level n rather than an average between levels n and n + 1,
then no nonlinear algebraic terms will appear in the difference equation; the resulting difference
equation will be evaluated with α as .
EXPLICIT AND IMPLICIT APPROACHES:
DEFINITIONS AND CONTRASTS
• With the complexity of the implicit approach relative to the explicit approach in mind, the
immediate question is: Why deal with the implicit approach at all?
• Why not always use an explicit approach?
• Note that the increments Δx and Δt appear in all the above difference equations
• For the explicit approach, once Δx is chosen, then Δt is not an independent, arbitrary choice;
rather, Δt is restricted to be equal to or less than a certain value prescribed by a stability criterion
• If Δt is taken larger than the limit imposed by the stability criterion, the time-marching procedure
will quickly go unstable, and your computer program will quickly shut down due to such things as
numbers going to infinity or taking the square root of a negative number
• In many cases, Δt must be very small to maintain stability; this can result in long computer running
times to make calculations over a given interval of time
• For most implicit methods, stability can be maintained over much larger values of Δt than for a
corresponding explicit method; indeed, some implicit methods are unconditionally stable, meaning
that any value of Δt, no matter how large, will yield a stable solution
EXPLICIT AND IMPLICIT APPROACHES
ERRORS AND AN ANALYSIS OF STABILITY
•• Explicit
  methods are numerically unstable if the increment in marching direction (Δt) exceeds
prescribed value
• Choose the heat conduction equation,

• For the difference representation of this equation, choose the explicit form given as

• How does the given calculation go unstable?

• The answer dependent upon the concept of numerical errors that are generated throughout the
course of a given calculation and, more to the point, the way that these errors are propagated from
one marching step to the next.
• If a given numerical error is amplified in going from one step to the next, then the calculation will
become unstable;
• If the error does not grow, and especially if it decreases from one step to another, then the
calculation usually has a stable behavior.
ERRORS AND AN ANALYSIS OF STABILITY
•• The
  numerical solution of the above equation is influenced by two sources of error:
• Discretization error, the difference between the exact analytical solution of the partial differential
equation and the exact (round-off-free) solution of the corresponding difference equation
• Round-off error, the numerical error introduced after a repetitive number of calculations in which
the computer is constantly rounding the numbers to some significant figure
• Let
• A = analytical solution of partial differential equation
• D = exact solution of difference equation
• N = numerical solution from a real computer with finite accuracy
• Discretization error = A - D
• Round-off error = ε = N – D
N = D + ε

ERRORS AND AN ANALYSIS OF STABILITY
•• By
  definition, D is the exact solution of the difference equation, hence it exactly satisfies the
difference equation


• Error ε also satisfies the difference equation
• Consider aspects of the stability of the difference equation
• If errors εi are already present at some stage of the solution of this equation ( as they always are in
any real computer solution),
• Then the solution will be stable if the εi’s shrink, or at best stay the same, as the solution
progresses from step n to n + 1
• If the εi’s grow larger during the progression of the solution from steps n to n + 1, then the solution
is unstable.
ERRORS AND AN ANALYSIS OF STABILITY
•• For
  a solution to be stable,
• The round-off error can be plotted versus x at any given time step
• Assume that the length of the domain on which the equation is being solved is denoted by L
• For convenience later place the origin at the midpoint of the domain; hence the left boundary is
located at - L /2 and the right boundary is at + L /2
• Note that ε = 0 at x = -L/2 and L /2, because there are specified boundary values at both ends of the
domain, and hence no error is introduced -- the boundary values are always fed in as exact, known
numbers.
ERRORS AND AN ANALYSIS OF STABILITY
•• At
  any given time, the random variation of ε with x can be expressed analytically by a Fourier
series as follows:

• Above equation represents both a sine and a cosine series, since

• km is called the wave number
• Real part represents error
• Wavelength λ is the interval over x encompassing one complete wavelength
• A form of this sine function is

• In wave number notation, the above equation written as

ERRORS AND AN ANALYSIS OF STABILITY
•• Comparing
  the above equations

• m  relates the number of waves that are fitted

inside a given interval
• Consider an interval along the x axis of length L
• If one sine wave is completely fitted within this interval,
its wavelength is λ = L, as shown in Fig
• For this case, since λ = L, then km is given by km = 2π/L
• Examine the case of two sine waves fitted within the interval L
• The wavelength of the new sine waves is λ = L/2
• where now km = 2π/(L/2) = (2n/L)2
• If three waves were fitted within the interval L,
then km = (2n/L)3,
ERRORS AND AN ANALYSIS OF STABILITY
•• Wave
  number for various sine waves of different wavelengths can be written as

• m =1, 2, 3, …
• The higher the wave number for a given L, the more waves fitted inside the interval
• In regard to a practical numerical solution which involves only a finite number of grid points,
there is a constraint imposed on the number of terms in Eq
• Consider Fig., which shows the interval L over which the numerical calculations are being made
• The largest allowable wavelength is λmax = L; this is the wavelength for the first term in above Eq.
and corresponds to m = 1
• In turn, the smallest possible wavelength is that having all three zeros of the sine ( or cosine)
function going through three adjacent grid points
• Hence, the smallest allowable wavelength is λmin= 2Δx
ERRORS AND AN ANALYSIS OF STABILITY
•• If
  there are N + I grid points distributed over the interval L, then there are N intervals between
these grid points, and hence Δx = L/N
• With λmin= 2L/N,

• Hence for a grid with N+1 grid points

• Above equation gives the spatial variation at a given time level n

• For assessment of numerical stability, variation of ε with time should be studied
• Assuming the amplitude Am is a function of time

• a  constant
• Just one term of the series
ERRORS AND AN ANALYSIS OF STABILITY
• Substituting
  into
Finite Volume Methods
Finite Volume Method
• The Finite Volume Method (FVM) is the technique by which the integral formulation of the
conservation laws is discretized directly in the physical space
• The reason behind the appeal to the FVM lies in its generality, its conceptual simplicity and its
ease of implementation for arbitrary grids, structured as well as unstructured
• FVM is based on cell-averaged values
• This distinguishes the FVM from the finite difference and finite element methods, where the main
numerical quantities are the local function values at the mesh points
• Once a grid has been generated, the FVM consists in associating a local finite volume, also called
control volume, to each mesh point and applying the integral conservation law to this local
volume
• An essential advantage of the FVM is connected to the very important concept of conservative
discretization  through the direct discretization of the integral form of the conservation laws
Basis of the Finite Volume Method
• The finite volume method has been introduced in the field of numerical fluid dynamics
independently by Mc Donald (1971) and MacCormack and Paullay (1972) for the solution of two-
dimensional, time-dependent Euler equations and extended by Rizzi and Inouye (1973) to three-
dimensional flows
• The strength of the FVM is its direct connection to the physical flow properties
• The basis of the method relies on the direct discretization of the integral form of the conservation
law
• This distinguishes the FVM significantly from the finite difference method, since the latter
discretizes the differential form of the conservation laws
• The FVM requires setting up the following steps:
• Subdivide the mesh, obtained from the space discretization, into finite (small) volumes, one
control volume being associated to each mesh point.
• Apply the integral conservation law to each of these finite volumes
Conditions on Finite Volume Selections
• Due to its generality the finite volume
method can handle any type of mesh,
structured as well as unstructured
• Moreover, an additional degree of
freedom appears through the way we
relate the control volumes to the grid
Conditions on Finite Volume Selections
• The following constraints on the choice of the ΩJ volumes for a consistent finite volume method
have to be satisfied:
(i) Their sum should cover the entire domain ΩJ .
(ii) The subdomains ΩJ are allowed to overlap with the conditions that each part of the surface Γ J
appears as part of an even number of different subdomains such that the overall integral conservation
law holds for any combination of adjacent subdomains.
(iii) Fluxes along a cell surface have to be computed by formulas independent of the cell in which
they are considered.
• Requirement (iii) ensures that the conservative property is satisfied, since the flux contributions of
internal boundaries will cancel when the contributions of the associated finite volumes are added
Conditions on Finite Volume Selections
• The cells 1,2,3,4 have no common sides and their sum does not cover the whole volume
• In addition, the sides are not common to two volumes
• The cells 5,6,7 overlap, but have no common surfaces. Hence the conservative property will not be
satisfied
Definition of the Finite Volume Discretization
•• General
  form of conservation equation is given as

• U  scalar quantity and Q  volume sources

• The integral conservation law is applied to each control volume Ω J , associated to mesh point J ,
defining hereby the discretized equation for the unknowns UJ attached to that same vertex or cell

• The advantage of this method, especially in absence of sources terms, is that the fluxes are
calculated only on two-dimensional surfaces instead of in the three-dimensional space
• Above Equation is replaced by its discrete form, where the volume integrals are expressed as the
averaged values over the cell and where the surface integral is replaced by a sum over all the
bounding faces of the considered volume J :

• This is the general formulation of the finite volume method and the user has to define, for a
selected ΩJ, how to estimate the volume and cell face areas of the control volume J and how to
approximate the fluxes at the faces
Definition of the Finite Volume Discretization
• Equation shows several interesting features which distinguish the interpretation of finite volume
methods from the finite difference and finite element approaches:
1. The coordinates of point J , that is the precise location of the variable UJ inside the control
volume ΩJ , do not appear explicitly. Consequently, UJ is not necessarily attached to a fixed
point inside the control volume and can be considered as an average value of the flow variable
U over the control cell. The first term of equation represents therefore the time rate of change of
the averaged flow variable over the selected finite volume
2. The mesh coordinates appear only in the determination of the cell volume and side areas. Hence,
referring to Figure, and considering for instance the control cell ABCD around point 1, only the
coordinates of A,B,C,D will be needed
3. In absence of source terms, the finite volume formulation expresses that the variation of the
average value U over a time interval t is equal to the sum of the fluxes exchanged between
neighboring cells. For stationary flows, the numerical solution is obtained as a result of the
balance of all the fluxes entering or leaving the control volume
4. The finite volume method also allows a natural introduction of boundary conditions, for instance
at solid walls where certain normal components are zero. For instance, for the mass conservation
equation, F =ρv and at a solid boundary F· dS =0. Hence, the corresponding contribution to
equation would vanish.
General Formulation of a Numerical Scheme
•• If
  the integral form of the conservation law is integrated from t = n Δt to (n+1) Δt for a control
volume ΩJ associated to a node or cell J , we obtain

• Introducing the cell-averaged conservative variable and source at time n Δt, the cell- and time-
averaged sources , together with the numerical flux over each side, defined by
General Formulation of a Numerical Scheme
•• The
  conservative discretization takes the form

• This is an exact relation for the time evolution of the space averaged conservative variables over
cell J
• The absence of a time index on the balance of fluxes and on the source term is meant to indicate
that one can choose between n for an explicit scheme and (n+1) for an implicit scheme.
• A general numerical scheme can then be defined as a system of ordinary differential equations in
time by

• The right-hand side defines the residual RJ as the balance of fluxes over a cell J plus the source
term contribution