Lecture 5: Overview of Numerical Methods (Cont'd)

Lecture 5: Overview of Numerical
Methods (contd)
Last time
Examined important classes of partial differential

equations and understood their behavior
Saw how this knowledge would apply to the general

scalar transport equation
Started an overview of numerical methods including

mesh terminology, finite difference, finite volume and
finite element methods
This time
We will continue the overview and examine
Accuracy, consistency, stability and convergence of a

numerical scheme
Solution of Linear Equations
Linear equation set has two important characteristics

Matrix is sparse, may be banded
Coefficients are provisional for non-linear problems
Two different approaches
Direct methods
Iterative methods
Approach defines path to solution
Final answer only determined by discretization
Direct Methods
All discretization schemes lead to
Here is solution vector [1 , 2 ,, N]T.
Can invert:
Inversion is O(N3 ) operation. Other more efficient

methods exist.
Take advantage of band structure if it exists
Take advantage of sparsity
5
Direct Methods (contd)
Large storage and operation count

For N grid points, must store NxN matrix
Only store non-zero entries and fill pattern
For non-linear problems, A is provisional and is usually updated

as a part of an outer loop
Not worth solving system too exactly
As a result, direct methods not usually preferred in CFD today
Iterative Methods
Guess and correct philosophy
Gauss-Seidel scheme is typical:

Visit each grid point
Update using
Sweep repeatedly through grid points until convergence
criterion is met
In each sweep, points already visited have new values; points
not yet visited have old values
Iterative Methods (contd)
Jacobi scheme is similar to Gauss-Seidel scheme but does not

use latest available values
All values are updated simultaneously at end of sweep.
Iterative are not guaranteed to converge to a solution unless

Scarborough criterion is satisfied
Scarborough Criterion
Scarborough criterion states that convergence of an iterative

scheme is guaranteed if:
This means that coefficient matrix must be diagonally dominant
Gauss-Seidel Scheme
No need to store coefficient matrix
Operation count per sweep scales as O(N)
However, convergence, even when guaranteed, is slow for large

meshes
Will examine alternatives later in course
10
Accuracy
While looking at finite difference methods, we wrote:

Secondorder
truncation
error
Halving grid size reduces error by factor of four for second-order

scheme
Cannot say what absolute error is truncation error only gives

rate of decrease
11
Accuracy
Order of discretization scheme is n if truncation error is O(xn )
When more than one term is involved, the order of the

discretization scheme is that of the lowest order term.
Accuracy is a property of the discretization scheme, not the path

to solution
12
Consistency
A discretization scheme is consistent if the truncation error

vanishes as x ->0
Does not always happen: What if truncation error is O(x/t) ?
Consistency is a property of the discretization scheme, not the

path to solution
13
Convergence
Two uses of the term

Convergence to a mesh-independent solution through mesh
refinement
Convergence of an iterative scheme to a final unchanging
answer (or one meeting convergence criterion)
We will usually use the latter meaning
14
Stability
Property of the path to solution
Typically used to characterize iterative schemes
Depending on the characteristics of the coefficient matrix, errors

may either be damped or may grow during iteration
An iterative scheme is unstable if it fails to produce a solution to

the discrete equation set
15
Stability
Also possible to speak of the stability of unsteady

schemes
Unstable: when solving a time-dependent problem,
the solution blows up
Von-Neumann (and other) stability analyses determine
whether linear systems stable under various
iteration/time-stepping schemes
For non-linear/coupled problems, stability analysis is
difficult and not much used
Take guidance from linear analysis in appropriate
parameter range; intuition
16
Closure
This time we completed an overview of the numerical

discretization and solution process
Domain discretization
Discretization of governing equations
Solution of linear algebraic set
Properties of discretization and path to solution
Accuracy, consistency, convergence, stability
Next time, we will start looking at finite volume discretization of

diffusion equation
17

Lecture 5: Overview of Numerical Methods (Cont'd)

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Lecture 5: Overview of Numerical Methods (Cont'd)

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Lecture 5: Overview of Numerical

Examined important classes of partial differential

Saw how this knowledge would apply to the general

Started an overview of numerical methods including

Accuracy, consistency, stability and convergence of a

Solution of Linear Equations

Linear equation set has two important characteristics

All discretization schemes lead to

Here is solution vector [1 , 2 ,, N]T.

Inversion is O(N3 ) operation. Other more efficient

Direct Methods (contd)

Large storage and operation count

For non-linear problems, A is provisional and is usually updated

As a result, direct methods not usually preferred in CFD today

Guess and correct philosophy

Gauss-Seidel scheme is typical:

Iterative Methods (contd)

Jacobi scheme is similar to Gauss-Seidel scheme but does not

Iterative are not guaranteed to converge to a solution unless

Scarborough criterion states that convergence of an iterative

This means that coefficient matrix must be diagonally dominant

No need to store coefficient matrix

Operation count per sweep scales as O(N)

However, convergence, even when guaranteed, is slow for large

Will examine alternatives later in course

While looking at finite difference methods, we wrote:

Halving grid size reduces error by factor of four for second-order

Cannot say what absolute error is truncation error only gives

Order of discretization scheme is n if truncation error is O(xn )

When more than one term is involved, the order of the

Accuracy is a property of the discretization scheme, not the path

A discretization scheme is consistent if the truncation error

Does not always happen: What if truncation error is O(x/t) ?

Consistency is a property of the discretization scheme, not the

Two uses of the term

We will usually use the latter meaning

Property of the path to solution

Typically used to characterize iterative schemes

Depending on the characteristics of the coefficient matrix, errors

An iterative scheme is unstable if it fails to produce a solution to

Also possible to speak of the stability of unsteady

This time we completed an overview of the numerical

Next time, we will start looking at finite volume discretization of

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