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Shanghai Jiao Tong University Example: 1D convection-diffusion equation

Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

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Page 1: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Example: 1D convection-diffusion equation

Page 2: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Discretized convection-diffusion equation

Page 3: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityExact solution of the difference scheme

Page 4: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityNumerical behavior of the difference scheme

Page 5: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityEvaluation of the central difference scheme

Page 6: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityEvaluation of the upwind difference scheme

Page 7: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Finite Element Method

Page 8: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityFinite Element Method

Page 9: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D minimization problem

Page 10: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D minimization problem

Page 11: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Du Bois Reymond lemma

Page 12: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 13: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

2D Poisson equation

Page 14: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

2D Poisson equation

Page 15: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Rayleigh-Ritz method

Page 16: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 17: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Poor choice of the basis functions

Page 18: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Finite Element Method

Page 19: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Finite Element Method

Page 20: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 21: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 22: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Existence of a minimization problem

Page 23: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 24: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityLeast-squares method

Page 25: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Weighted residual method

Page 26: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation

Page 27: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University2D Poisson equation

Page 28: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University2D Poisson equation

Page 29: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of 1D finite elements

Page 30: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of 1D finite elements

Page 31: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of 1D finite elements

Page 32: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of triangular finite elements

Page 33: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of triangular finite elements

Page 34: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of triangular finite elements

Page 35: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConstruction of tetrahedral finite elements

Page 36: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityCoordinate and element transformations

Page 37: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityCoordinate and element transformations

Page 38: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityCoordinate and element transformations

Page 39: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityCoordinate and element transformations

Page 40: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Construction of qudarilateral finite elements

Page 41: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Construction of qudarilateral finite elements

Page 42: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Construction of hexahedral finite elements

Page 43: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Finite elements matrix assembly

Page 44: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D Poisson equation/linear element

Page 45: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D Poisson equation/linear element

Page 46: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D Poisson equation/linear element

Page 47: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D Poisson equation/quadratic element

Page 48: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityNumerical integration for finite element

Page 49: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityStorage of space matrices

Page 50: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Discretization in Time

Page 51: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityIBV problems

Page 52: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversitySpace-time discretization

Page 53: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityStandard time-stepping schemes

Page 54: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Properties of time-stepping schemes

Page 55: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Explicit vs. implicit time discretization

Page 56: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D convection-diffusion equation

Page 57: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D convection-diffusion equation

Page 58: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

1D convection-diffusion equation

Page 59: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Fractional-step ɵ-scheme

Page 60: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityPredictor-corrector and multipoint methods

Page 61: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityAdams methods

Page 62: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityAdams methods

Page 63: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityRunge-Kutta methods

Page 64: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityRunge-Kutta methods

Page 65: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Automatic time step control

Page 66: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityAutomatic time step control

Page 67: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityPractical implementation

Page 68: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Evolutionary PID controller

Page 69: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Pseudo time-stepping

Page 70: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Properties of numerical methods

Page 71: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Properties of numerical methods

Page 72: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConsistency

Page 73: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University

Stability

Page 74: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityMatrix method for stability analysis

Page 75: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityMatrix method for stability analysis

Page 76: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityVon Neumann’s stability anaylsis

Page 77: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityVon Neumann’s stability anaylsis

Page 78: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D pure convection equation

Page 79: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D pure convection equation

Page 80: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong University1D pure convection equation

Page 81: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversitySpectral analysis of numerical errors

Page 82: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConvergency

Page 83: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityConservation

Page 84: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityDiscrete conservation

Page 85: Example: 1D convection-diffusion equation · Discretized convection-diffusion equation. ... Exact solution of the difference scheme. Shanghai Jiao Tong University ... Shanghai Jiao

Shanghai Jiao Tong UniversityBoundedness