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5. Time Discretization
Replace partial differential operators for the time derivative with difference expressions. Time derivative is parabolic in time, i.e. in only depends on in m (with m 0 ). There is no relationship to values in + m .
The algebraic formulations for the time derivative can be obtained from a Taylor series (analogous to the first order derivative in space):
or
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Neglecting terms of second order (t2) and higher the algebraic formulations read:
(a) or
(b)
Both difference formulations are identical, however gradient (a) is calculated at instant t; gradient (b) is calculated at instant t+t. (a) is solved with an explicit method (b) is solved with an implicit method explicit Euler method. implicit Euler method.
Both approximations (a) and (b) have a truncation error proportional to t2 hence they are both first order accurate.
5.1
At tn (usually called current or actual time-step) the values in are known. The resulting algebraic formulation has only 1 unknown: in +1 . Explicit Euler Method: E.g. algebraic formulation of the 1D unsteady convectiondiffusion equation, using central schemes for both convection and diffusion and formulation (a) for the time derivative:
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All values are known and in +1 can be obtained directly. Important numbers used for stability analysis:
Courant number : c =
Ut x
t x 2
Diffusion number : d =
Explicit methods are not necessarily stable, which means that the time-step t
There are also second and third order explicit time discretization methods available: o 2nd order Leap-Frog Method, which is the equivalent to the central scheme for the spatial derivative. o 2nd and 3rd order predictor corrector methods like Adams-Bashforth or Runge-Kutta
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5.2
Implicit Time Discretization Methods If t is calculated at instant tn+1, then the derivatives x
n +1
2 x 2
n +1
Implicit Euler Method: E.g. algebraic formulation of the 1D unsteady convectiondiffusion equation, using central schemes for both convection and diffusion and formulation (a) for the time derivative:
3 unknowns in one equation, which means that no direct solution is possible a formulation at each point in the domain leads to a full set of equations greater effort to solve but in principle no restrictions regarding the time-step t
Implicit methods are unconditionally stable in time. There are also second order implicit time discretization methods available: o 2nd order Crank-Nicholson is the implicit equivalent to the Leap-Frog method o 2nd order three-time level method, which uses a quadratic backward approximation in time.
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5.3
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