Lectures 8, 9 and 10.ppt

Lectures 8, 9 and 10 First Order Wave Equation INITION BOUNDARY VALUE PROBLEM (IBVP) Initial Condition: Boundary Conditions: First Order Wave Equation First Order Wave Equation First Order Wave Equation First Order Wave Equation Model Problem Model Problem Finite DifferenceSolution Discretize (0,1) into J equal intervals And (0,T) into N equal intervals Finite DifferenceSolution Finite DifferenceSolution NOTATION: approximation to vector of approximate values at time ; vector of exact values at time ; Finite DifferenceSolution For example … for ( U 0 ) Forward in Time Backward (Upwind) in Space Finite DifferenceSolution Finite DifferenceSolution Finite DifferenceSolution Finite DifferenceSolution We can write Finite DifferenceSolution Convergence Consistency Consistency Difference operator Differential operator Consistency Truncation Error Insert exact solution into difference scheme Stability The difference scheme is stable if: Stability Stability Stability Lax EquivalenceTheorem Lax EquivalenceTheorem Lax EquivalenceTheorem Consistency: Stability: for Convergence or and are constants independent of , Lax EquivalenceTheorem CFL Condition Mathematical Domain of Dependence of Set of points in where the initial or boundary data may have some effect on . Numerical Domain of Dependence of Set of points in where the initial or boundary data may have some effect on . CFL Condition CFL Condition CFL Condition Fourier Analysis Provides a systematic method for determining stability → von Neumann Stability Analysis Provides insight into discretization errors Fourier Analysis Fourier Analysis Form a basis for periodic functions in Parseval’s theorem Fourier Analysis Fourier Analysis Fourier Analysis Fourier Analysis Fourier Analysis Fourie