3.
Assignment for "Refresher Course on "Computational Fluid Dynamics - Basics and Case
Studies""
1. What is the condition of stability while solving transient heat conduction equation using explicit
method? Briefly write about it.
In the context of solving the transient heat conduction equation using the explicit method (e.g.,
Forward Euler method), the stability condition refers to the requirement that the time step Δt\Delta t and
the spatial grid size Δx\Delta x must be chosen appropriately to ensure that the numerical solution does
not grow uncontrollably as the simulation progresses. This is crucial to prevent numerical instability
where the solution diverges or oscillates rather than converging to a stable solution.
Stability Condition for the Explicit Method
The stability of the explicit method is determined by the Courant-Friedrichs-Lewy (CFL) condition,
which relates the time step Δt\Delta t to the spatial step Δx\Delta x. For the 1D heat conduction equation,
the explicit method requires the following condition for stability:
αΔtΔx2≤12\frac{\alpha \Delta t}{\Delta x^2} \leq \frac{1}{2}
where:
α\alpha is the thermal diffusivity of the material,
Δt\Delta t is the time step size,
Δx\Delta x is the spatial grid spacing.
This condition is also known as the stability criterion or the CFL condition for heat conduction
problems.
Explanation of the Stability Condition:
The term αΔtΔx2\frac{\alpha \Delta t}{\Delta x^2} is often referred to as the Courant number
or Fourier number, and it controls how the solution propagates in time and space.
For stability, the CFL condition requires that the Courant number is less than or equal to 0.5.
This ensures that the time step Δt\Delta t is small enough relative to the spatial grid size Δx\Delta
x to avoid large, unstable oscillations in the solution.
Intuition Behind the Condition:
The heat conduction equation describes how thermal energy spreads across a material over time. The
explicit method computes the temperature at the next time step based on the current temperature and its
neighboring values. If the time step is too large relative to the spatial step, the numerical solution may
"overshoot" or "underdue" the actual physical behavior, leading to instability.
If the CFL condition is not satisfied (i.e., the time step is too large), the solution will become
unstable and can grow exponentially or oscillate, which is non-physical.
If the CFL condition is satisfied, the solution will be stable and will gradually approach the
correct solution over time.
Derivation of the Stability Condition:
For the 1D heat equation:
∂u∂t=α∂2u∂x2\frac{\partial u}{\partial t} = \alpha \frac{\partial^2 u}{\partial x^2}
The explicit finite difference approximation is:
uin+1−uinΔt=αui+1n−2uin+ui−1nΔx2\frac{u_i^{n+1} - u_i^n}{\Delta t} = \alpha \frac{u_{i+1}^n -
2u_i^n + u_{i-1}^n}{\Delta x^2}
Rearranging this:
uin+1=uin+αΔtΔx2(ui+1n−2uin+ui−1n)u_i^{n+1} = u_i^n + \frac{\alpha \Delta t}{\Delta x^2} \
left( u_{i+1}^n - 2u_i^n + u_{i-1}^n \right)
For stability, the von Neumann stability analysis (which involves assuming a solution of the form
uin=ξneikxiu_i^n = \xi^n e^{ikx_i}) shows that the explicit method is stable if the Courant number (i.e.,
αΔtΔx2\frac{\alpha \Delta t}{\Delta x^2}) is less than or equal to 12\frac{1}{2}.
2. What is the difference between ADE and ADI schemes?
The Alternating Direction Implicit (ADI) method and the Advection-Diffusion Equation (ADE)
schemes are both used in numerical solutions to partial differential equations (PDEs), but they are quite
different in terms of their application, formulation, and purpose. Below is a comparison to highlight the
key differences:
1. ADI (Alternating Direction Implicit) Scheme:
The ADI method is a numerical technique primarily used to solve time-dependent partial differential
equations, particularly those in multidimensional domains. It is most commonly applied to problems like
heat conduction or diffusion in multiple spatial dimensions (e.g., 2D or 3D) and is especially effective for
problems that require stable time-stepping.
Key Features of the ADI Scheme:
Implicit Method: The ADI scheme is a time-stepping method that uses implicit time-stepping
in certain directions and alternates the directions across time steps, which helps in achieving
numerical stability while solving parabolic or diffusion-type equations.
Alternating Directions: In the ADI method, the solution is computed alternately along different
coordinate axes (such as xx and yy in 2D or xx, yy, and zz in 3D). For example:
o Solve for xx-direction using implicit methods.
o Then, solve for the yy-direction using implicit methods at the same time step.
o This alternating approach reduces computational complexity compared to solving the full
implicit system in all directions simultaneously.
Multidimensional Problems: The ADI method is particularly suitable for multidimensional
PDEs, such as those describing heat conduction, diffusion, and other similar problems, where
explicit schemes would be computationally expensive or unstable.
Stability: Since it is implicit in each direction, the ADI method is unconditionally stable with
respect to time step size, allowing larger time steps compared to explicit methods.
Advantages of ADI:
Suitable for multidimensional problems.
Unconditionally stable, meaning no strict time-step restrictions.
Computationally efficient, as it alternates between directions.
Disadvantages of ADI:
More complex to implement, especially in higher dimensions.
Involves solving systems of equations at each time step.
2. ADE (Advection-Diffusion Equation) Scheme:
The ADE refers to a class of schemes designed to solve the advection-diffusion equation, which models
phenomena where a quantity is both transported (advection) and diffused (diffusion) over time.
The general form of the advection-diffusion equation is:
∂u∂t+v⋅∇u=D∇2u\frac{\partial u}{\partial t} + \mathbf{v} \cdot \nabla u = D \nabla^2 u
where:
uu is the scalar quantity (temperature, concentration, etc.),
v\mathbf{v} is the velocity field for advection,
DD is the diffusion coefficient,
∇2u\nabla^2 u is the Laplacian, representing the diffusion term.
The ADE scheme is a numerical method used to solve this equation, incorporating both advection
(transport) and diffusion processes.
Key Features of the ADE Scheme:
Advection and Diffusion: The ADE scheme focuses on solving equations that account for both
advection (the transport of quantities due to velocity fields) and diffusion (the spreading of
quantities due to random motion).
Stability Concerns: The scheme needs to handle both the convective (advection) and diffusive
terms effectively. Advection, especially at high velocities, can introduce numerical instability if
not handled carefully (leading to problems like oscillations). Diffusion tends to smooth out the
solution, reducing oscillations.
Common Numerical Schemes: ADE equations are commonly solved using methods like the
upwind scheme (for advection), central difference scheme (for diffusion), or split methods
(where advection and diffusion are handled separately).
Advantages of ADE Schemes:
Directly applicable to advection-diffusion problems, widely encountered in fluid dynamics, heat
transfer, and environmental modeling.
Multiple available schemes (e.g., upwind, Lax-Wendroff, etc.) tailored for different types of
problems (e.g., high-speed advection, or strong diffusion).
Disadvantages of ADE Schemes:
Handling both advection and diffusion together can introduce numerical challenges, especially at
high Peclet numbers (which indicate the relative importance of advection to diffusion).
Stability can be difficult to achieve for large advection velocities unless up winding or special
treatment for advection terms is used.
