Foundation of Computational Fluid Dynamics

Dr. S. Vengadesan
Department of Applied Mechanics
Indian Institute of Technology, Madras

Lecture – 14

(Refer Slide Time: 00:26)

My greetings to you all, we are now onto the module four this week. In this week, we
said we will look into different approximation method, which we have already done.
Then some information about finite volume, finite difference and finite element method
that also we have done. Then properties associated with numerical schemes in terms of
conservativeness, boundedness and transportiveness; then we took important topic how
to analyze a numerical scheme. We listed consistency, convergence and stability. So last
class, we explained with the help of a model equation, get a clear explanation about
consistency and convergence. And today’s class, we will particularly talk about stability
and we try to get a detailed explanation how to use or how to check stability and extent
for a particular problem. And there is a theorem, Lax equivalent theorem, which connect
all these three together. Then we will follow it with in the next class explanation with
different model equations.
(Refer Slide Time: 01:39)

We said consistency, which defines relationship between differential equation and

discrete formulation; it otherwise talks about condition on structure of the numerical
formulation. Convergence it connects the computed solution to the exact solution of the
differential equation; in other words, it puts the condition on solution of the numerical
scheme. Third aspect is the stability, which establishes the relation between computed
solution and exact solution of the discretized equations.

(Refer Slide Time: 02:19)

We take the third aspect – stability. And we mentioned last class, there are types of
errors, truncation error and rounding off error. A numerical scheme is said to be stable if
the errors do not grow in the course of simulation or calculation that is there are within
some limits specified, if you get a solution then such a scheme said to be stable. Now
how to check stability for a particular numerical scheme, there are two popular methods,
one is the matrix method, second one is the von-Neumann’s method. In matrix method,
one find out the Eigen value and based on the Eigen value, one can explain where the
scheme is stable or not. There is another method von-Neumann’s method, where Fourier
series explanation is used.

And today’s class, we particularly talk about von-Neumann’s method and how to apply
for a discretized equation. As I mentioned last class, this von-Neumann method is
particularly suitable for linear equation, but most of the equation used in for practical
simulations are non-linear in nature; locally you can linearized and apply von-Neumann
method, so there is a limitation to apply von-Neumann method for a practical non-linear
problem. However, it gives idea whether the scheme is stable or not. And here as I
mentioned, finite difference equation is expanded in Fourier series form. And just like
linear equation is one limitation, this also not applicable near boundary.

(Refer Slide Time: 04:10)

So to get explanation on von-Neumann’s stability analysis, we take a model equation, so

∂u ∂2 u
it is again one-dimensional equation, =α 2 . We have already seen this
∂t ∂x
equation, when we talked about consistency. Again we mentioned about what is FTCS,
which is forward in time central in space. So, if you write down for this forward in time,

u n+1 n
i −u i
that is forward in time equal to α uni−1 ,u i and so on, so this term is
Δt
actually central in space, because it takes point of interest i and one node on either side
i+1 and i-1, and this is evaluated at n time level. It is central in space and this is forward
in time.

Just rearrangement, we take this Δt to the other side uni also known value, because

un+ 1
it is evaluated at nth level also to the other side; only quantity to be determined is i

un+ 1
so that is rewritten and you get this term i =uni +d (..) into this. So, what is d, d is

αΔt
2
, so this Δ x 2 that is there in the denominator for the central space; and Δ t
Δx
, which is coming from the left hand side, which is because of the forward in time, and

αΔt
all are combined together we get coefficient d and it is written as . We try to
Δ x2
express all these in term of Fourier component, so for example, uni as capital

U n e I p Δ xi . So in this, where I is the imaginary number √−1 , and p is the wave

number and this decides the component. And you get expression for each of these terms,
un+ 1
i is written here; uni±1 is also given here. We substitute this into this expression
and let us see how to do.

(Refer Slide Time: 06:48)

So, you also define θ =p Δ x , which is referred as phase angle. So, you can rewrite
un+ 1
that expression as i =U n+1 e I θ i , similarly for other term. We substitute these into
the original finite difference equation, which is written for one-dimensional diffusion
equation that is what is shown here. we observed that eI θi appear both on left hand
side as well as on terms on the right hand side. So, you can cancel some of the common
terms and then rearrange, it is purely arithmetic. Once we do that then we get final
expression as U n+ 1=U n [1+ d (e I θ −2+e−I θ )] . we know eI θ expressed in terms of

e I θ−e− I θ
cos θ or cos θ can be expressed in terms of exponential form as . So,
2
if you substitute explanation for cos θ and e in these two and rearranging then you get
U n+ 1=U n [ 1+ 2 d(cos θ −1)] . What you observe is U n+ 1 is related to Un times
some quantity, and this is actually the error quantity and which you know will be used
for doing the von-Neumann’s stability analysis.

(Refer Slide Time: 08:42)

So, if you write the bracket terms, which is [1+2 d (cos θ−1)] , and this is what is
known as a amplification factor. And the usual symbol is G, so U n+ 1=GU n , so the if
the error needs to be contained then for stable solution modulus of G needs to be less
than or equal to 1; in other words, [1+2 d (cos θ−1)] and modulus of that terms needs
to be less than or equal to 1. So, you can understand how to obtain on this limit value for
θ or value for d. We know maximum
value of cos θ and we know d definition, so if we follow that you get a condition d
should be less than or equal to half and we just put the definition of d here again, where

αΔt
d is related to .
Δ x2

This α is a coefficient, diffusion coefficient, which is coming from the equation

itself, so we do not have a much choice on α . Whereas Δ t and Δ x are coming
from discretization and that we have a control. So, you can adjust Δt and Δx in
such a way the d is less than or equal to one by two or half, in order for this scheme that
you have chosen that is forward in time and central in space for that model equation, and
solution to be stable. One has to satisfy the condition d is less than or equal to half.

(Refer Slide Time: 10:47)

We will try to get explanation of the G graphically, so we know the expression and we
work out different values of G for different values of d. And G = 1 is in the blue color;
and here we have not marked modulus of G, so you get -ve sign here. And as you can see
this black line is for the value d = 0.6; and we put the condition d≤0.5 , so this is
above that condition. And you can see here, for this range of θ , it exceeds that
condition that G should be within one. Whereas if you take d = 0.5 that is the limit that
we set, d≤0.5 that is the limit is 0.5. We can observe here, that is marked by this red
color line, and it just touches G equal to one limiting line and then other points are well
within that limiting
line. Similarly, for other values of d, they are well within the limiting line, hence the
scheme that we are chosen is stable for the particular that we have considered.

(Refer Slide Time: 12:25)

Let us explain this von-Neumann’s stability analysis. For another equation – two-
dimensional equation; we write down the equation again, but including two dimension

∂2 u ∂2 u
that is the second dimension. So it is
∂u
∂t
=α( +
∂ x2 ∂ y2 ) . We apply again forward in

time central in space scheme to this two-dimensional equation, and we get final
expression as shown here. So, forward in time is on the left hand side, so n+1 and n
appears; and on the right hand side, we have central in space, now applied for x-direction
as well as in y-direction. So, the first term in the bracket this term is for second
derivative in the x-direction, you can observe ui−1 , j , ui , j ,u i+1 , j , but all at nth level.
Then second term in the parenthesis, this is for second derivative in the y-direction, but
again central in space, so you can observe, u is taken from nodal location i,j-1, u at (i,j), u
at (i, j+1), again it is evaluated nth level.

un+ 1
We rewrite this equation, we are interested only in the term i, j , all other terms are
known from nth time level. Hence we rewrite this equation by keeping the unknown on
the left hand side, and taking all other terms to the other side. So for example, this Δt
is taken from denominator on left hand side to the other side; then uni , j is also taken, it
becomes positive. So, each term, for example, the first term, first set for second
 αΔt αΔt
derivative in the x-direction, as d x ; similarly, is named as dy .
Δ x2 Δ y2
So, you get finally, expression as shown here. let us apply when von-Neumann’s
stability analysis to this final discretized equation, following the same procedure as we
did for one-dimensional equation.

(Refer Slide Time: 15:12)

So consider the Fourier component of uni , j=U n , this capital U is for wave and

eI pΔ x i and e I p Δ y j . we have additional term, when you compare the 1-D situation,
so one term is for x-direction, the second term is for y-direction. We extend this for all
un+ 1
other terms in that equation. For example, i, j is written as shown here. Similarly, for

uni±1, j±1 is also written as shown here. As we did in one-dimensional case, we define I
is actually √ −1 ; p and q are wave numbers respectively in x and y direction. We
define θ =p Δ x , ϕ =q Δ y . So, with this definitions, and expression for individual
term, now we substitute in the final discretized equation and we get expression as shown
here.

You can identify or recognize the left hand side, for example, U n+ 1 e I ( θ i+ϕ j) is for
un+ 1
i, j . Similarly, all other terms are independently written in this final expression as
shown here. We will apply von-
Neumann’s stability analysis to this equation; in other words, we rearrange and then find
out amplification factor, limit for amplification factor and get idea on the stability
condition.

(Refer Slide Time: 17:29)

We rewrite again that expression, cancelling all the common terms from left hand side as
well as right hand side, finally, you get expression as shown here as capital U n+ 1
which is related at n+1 level it is related to same variable at nth level in this way. Once
again we can express exponential in terms of cos θ , so cos θ is used and for ϕ
also again cos θ , cos ϕ is used, so after this substitution and rearrangement, you
get expression as shown here, which is in terms of cos θ and cos ϕ . just like we did
in the one-dimensional situation, here also we have a condition for the terms which are
written within this bracket.
(Refer Slide Time: 18:30)

That is what is known as amplification factor, which is given as

G=1+2 d x (cos θ−1)+2 d y (cos ϕ −1) . So, for stable solution, condition is modulus of
G should be less than or equal to 1. We can manipulate arithmetically and then first
condition is always satisfied. The second condition is satisfied based on this condition

1 1
that d x +d y ≤ . So if you recall in one-dimensional, we got d≤ ; now in two-
2 2

1
dimensional, d x +d y ≤ . So, you can imagine, if you extend this procedure for three-
2

1
dimensional, then it will become d x +d y + d z≤ , so whenever you have such a
2
summed up condition that is d x +d y , which is summed up limiting condition then
there is a restriction.

αΔt
So you recall d is defined as , so similarly when it comes to two-dimensional
Δ x2

α Δt αΔt 1
dx = , d y= , and you have a summed condition d x +d y ≤ . So,
Δ x2 Δ y2 2
whenever you have such summed condition, it is becoming the restrictive, now it
becomes more restrictive in the case of three-dimensional where you have a summed up

1
condition for all the three directions together, so d x +d y ≤ . And you known Δ t is
2
one parameter you can control and Δx and Δy , Δz are spatial distribution in
respective direction that is another three parameter that you have to control, and together
you have to satisfy this condition. For that particular
scheme, that you have chosen for that particular equation that you are explaining and
error to be or calculation to be stable.

(Refer Slide Time: 21:10)

You can try it out, try taking the same model equation, we explained with forward in
time and central in space consistency as well as stability. You can try the same model
equation either in one d form or 2D form, and try it different other scheme that is
backward in time sorry backward in time is difficult, you can forward in time forward in
space or forward in time backward in space and so on. And try other model equation
again for consistency and stability with different discretization scheme.

For example, try 1D equation, we have consider only the diffusion, you can actually

∂u ∂u ∂2 u
include convection also as given here =−a + α 2 . This particular equation
∂t ∂x ∂x
specifically is called Berger’s equation, this is Navier-Stokes equation without pressure
term such a equation called Berger’s equation. And there is a convection term, but this is
linearized, so in the usual in the original convection term instead of a, there will be u the

∂u
function variable itself u will be there. For the sake of understanding consistency
∂x
and stability it is linearized, so you get a, a is some other coefficient, which is not related
to the function variable u itself. So, such a equation is called Berger’s equation. You can
take other model equation and try with one of these schemes, understand consistency and
stability.
So, in today’s class, we have particularly talked about stability, explained stability. See
you again with another important topic next class.