Chapter 9

Linear ConvectionConvectionDominated Problems

AdvectionAdvection-Diffusion Equations
Linear advection-diffusion equations
T x 2T xT x !E u 2 1 x 2J xJ xJ t xx x xx u ! 2 xt xx Pe xx 2 x C  u xC ! D x C t x xx xx 2

Nonlinear transport equations

xu xp x2u xu V u ! Q 2 xx xx xx xt xu xu xp 1 x 2 u u !  xt xx xx Re xx 2

AdvectionAdvection-Diffusion Equations
Convective transport equations
xJ xJ 1 x 2J u ! xt xx Pe xx 2
Both convection and diffusion are present Second-order diffusion term is symmetric But the first-order convective term is directional When Pe or Re becomes large, diffusion is small compared to convection For convective-dominated problems, the equation remains elliptic (or parabolic for unsteady problems), but the hyperbolic behavior due to convection may exhibit strong propagation behavior for most of the flow domain

Convective Transport Equations

xJ xJ 1 x 2J ! u xx Pe xx 2 xt J j 1  J j 1 xJ ! uj u xx 2 (x
Approximate the convective terms by central difference leads to unphysical oscillations for large Pe or Re Asymmetric (upwind) formula may improve the smoothness at the expense of accuracy How to resolve the propagation behavior in characteristic direction while maintaining the equilibrium behavior of the diffusion terms?

9.1 One-Dimensional Linear OneConvection Equation

xT xT u !0 xt xx
Pure convection

T is a passive scalar Hyperbolic equation propagation behavior Characteristic direction

\ ! x  ut ! const dx !u dt T ( x , t ) ! F ( x  ut ) ! F (\ )

Theory of Characteristics
Hyperbolic equation
\ ! x  ut T (\ ) ! const TB ( x 1, t 1 ) ! T A ( x 1  ut 1 ,0 )

Pure Convection
xT xT u !0 xt xx T ! F ( x  ut ) ! F (\ )
T(x,t) can be determined from initial conditions T(x,0) = F(x) at t = 0 t = t3 t = t2 t = t1 t=0

Wave Equation
The convective transport equation is related to the wave equation

Tt  uT x ! 0

Tt !  uT x

Ttt ! ( uT x ) t !  u(Tt ) x !  u(  uT x ) x ! u 2 T xx
Convective transport equation: Tt + uTx = 0 One characteristic: \ = x  ut Wave equation: Ttt = u2Txx Two characteristics: \ = x  ut, L = x + ut

9.1.1 FTCS Scheme

Tt  uT x ! 0 T
n1 j

n j

(T jn 1

T

(t T
n 1 j n j

u

(t n n T j 1  T j 1 2 (x
n j 1

 uL x T ! 0
n j

!0

! T  0.5 c T

T

n j 1

u( t ; c! (x

Courant number c = u(t /(x

Accuracy: Modified equation approach Unconditionally unstable !!!

Stability of FTCS Scheme

\ !G e
n j n iU j

\ jn  1 ! \ jn  0.5 c \ jn 1  \ jn1

G n  1 e iU j ! G n e iU j  0.5 c(G n e iU ( j  1 )  G n e iU ( j  1 ) ) G ! 1  0.5(e iU  e  iU ) ! 1  ic sin U

Unconditionally unstable
G ! 1  c 2 sin 2 U u 1 for all U

The propagation behavior must be carefully treated. The discretization must reflect the propagation behavior due to directional derivative!

Accuracy of FTCS Scheme

La (T ) !
n j

T jn 1  T jn (t

u

T jn 1  T jn 1   2 (x
n

!0
n

1 E ! La (T ) ! (tTt (t

. j j j n n n u (x 3 (x 5 T xxx j  Txxxxx j  . 2 (xT x j  2 (x 3! 5! n n n u( x 2 (t (t 2 n T Tttt j  Txxx j  . ! ? t  uTx Aj  Ttt j  2 6 6 (t 2 Ttt  2! (t 3 Tttt  3!

n

Note: Tt = uTx, Ttt = u2Txx, Tttt = u3Txxx

u 2 (t @ E ! La (T ) ! Txx 2
n j n j

u (x 2 u 3 (t 2  6  6

Txxx

n j

.

Numerical Consistency: O((t, (x2)

Numerical Diffusion
La (T ) ! Tt
n j

 uT x

n j

u 2 (t  T xx 2

n j

u( x 2 u 3 ( t 3  6  6

T xxx

n j

.

Consistent with the modified (elliptic) PDE

u 2 (t La (T ) ! Tt  uT x  T xx ! 0 2 Negative diffusion leads to unstable solution! La (T ) ! Tt  uT x  E d ! 0 T xx u 2 (t ! 0 Ed  2 Need to be analyzed using the Modified Equation Approach

9.1.2 Upwind Differencing and the CFL Condition

Upwind scheme (asymmetric formula) according to the direction of propagation Backward difference when u > 0, Forward difference when u < 0.
u>0

j-1

j u < 0 j+1

n 1 n n n Tj  Tj T j  T j 1 u !0 u "0: (t (x n 1 n n n Tj  Tj T j 1  T j u !0 u 0: (t (x

Upwind Scheme
Upwind differencing
" 0 : T jn  1 ! ( 1  c )T jn  cT jn 1 c  c 0 : T jn  1 ! (1  c )T jn  cT jn 1  c c n c c n n 1 n Tj ! T j  1  ( 1  c )T j  T j1 2 2

Consistent with the original hyperbolic equation, O((t, (x), or Consistent with the parabolic equation
u( x artificial Tt  uT x  E d ! 0 ; E d T xx ! (1  c ) diffusion 2

Negative diffusion if c > 1 (CFL condition)

Stability of Upwind Scheme

Consider u > 0 (same conclusion for u < 0)
T jn 1 ! (1  c )T jn  cT jn 1  \ jn  1 ! (1  c )\ jn  c\ jn 1 G n 1 e iU j ! (1  c )G n e iU j  cG n e iU ( j 1 ) G ! 1  c  ce  iU ! 1  c  c(cosU  i sin U ) ! (1  c  c cosU )  ic sin U

Amplification factor and phase angle

G ! ( 1  c  c cos U ) 2  (  c sin U ) 2 tan 1 ?  c sin U ) /( 1  c  c cosU )A ( J ! Je  cU

Phase Plot
Amplification factor G Phase angle J /Je (phase lead or lag)
theta1=0.0001*pi; theta2=0.9999*pi; theta=theta1:0.01*(theta2-theta1):theta2; c=1.25; re=1-c+c*cos(theta); im=-c*sin(theta); amp=sqrt(re.^2+im.^2); xamp=amp.*cos(theta); yamp=amp.*sin(theta); phin=atan2(im,re); phie=-c*theta; phi=phin./phie; xphi=phi.*cos(theta); yphi=phi.*sin(theta);

Stability of Upwind Scheme

Phase plot for amplification factor

c = 1.25 unit circle c=1

0.75

c = 0.5

G ! (1  c  c cosU ) 2  (  c sin U ) 2

Stability of Upwind Scheme

Relative phase error
unit circle

phase lead
c = 0.75

phase lag
c=1 & 0.5 c = 1.25 c = 0.25

J Je

U
! J (c ,U ) ; J e !  cU

 c sin U J ! tan 1  c  c cos U

1

CFL Condition
Courant-Friedrichs-Lewy (CFL) stability condition
G ! (1  c  c cosU ) 2  ( c sin U ) 2 ! 1  2 c(1  c )(1  cosU ) e 1  1 e 1  2c (1  c )(1  cosU ) e 1 2 U 0 e 4 c(1  c ) sin e 2 0 e c(1  c ) e 1 / 2 2

Right inequality automatically satisfied Left inequality c e 1 u(t < (x A fluid particle should not travel more than one spatial step size in one time increment

CFL Condition
Courant-Friedrichs-Lewy (CFL) stability condition
c = u(t / (x e 1: within the Domain of influenece (point Q)
P n+1

j1

j+1

R: outside the domain of influence (c > 1)

9.1.3 Leap Frog and LaxLax-Wendroff Schemes

Leapfrog method central difference in space and time (CTCS)
Two independent solutions Averaging over two time levels to avoid checkerboard solution

n1 j

T

n 1 j

2 (t 2 (x T jn  1 ! T jn  1  c(T jn 1  T jn 1 )  

u

n j 1

T

n j 1

!0

Leap over Tjn in discretization (leapfrog)

Stability of Leapfrog Scheme

Three-level scheme
T jn 1 ! T jn1  c (T jn 1  T jn 1 ) \ jn 1 ! \ jn1  c (\ jn 1  \ jn1 )   G n 1 e iU j ! G n1 e iU j  cG n e iU j ( e iU  e  iU ) G 2  ( i 2 c sin U )G  1 ! 0 G !  ic sin U s 1  c 2 sin 2 U

Amplification factor
2 sin 2 U e 1 G ! (  c sin U ) 2  ( 1  c 2 sin 2 U ) ! 1 for all U c 2 c sin 2 U " 1 G !  c sin U s c 2 sin 2 U  1 u 1 for all U
Pick the same sign as c sinU for worst possible combination

Leapfrog Scheme
Phase plot for amplification factor

unit circle

ce1

Stability of Leapfrog Scheme

Relative phase error
 c sin U J ! tan 2 2 s 1  c sin U
1

! J ( c ,U ) ; J e ! cU

unit circle c = 0.75 c = 0.5 c=1 c = 0.25

J Je

LaxLax-Wendroff Scheme
A popular algorithm for inviscid, compressible flow Coincide with Leiths method for convective equation
n u 2 (t (t Tt $ Txx j  Ttt j !  2 2 (t (t T jn 1  T jn T jn 1  T jn 1 u 2 (t ( T jn 1  2T jn  T jn 1 )     u  !0 2 2 (x (t 2 (x T jn 1 ! T jn  0.5 c T jn 1  T jn 1  0.5 c 2 ( T jn 1  2T jn  T jn 1 )     n

T jn 1  T jn

T jn 1  T jn

u 2 (t Equivalent PDE : L( T ) ! Tt  uTx  Txx ! 0 2

Bring in Ttt = u2Txx term to cancel the anti-diffusion (negative) term in the FTCS scheme
FTCS : T jn  1 ! T jn  0.5 c T jn 1  T jn 1    numerical diffusion          W : T n 1 ! T n  0.5 c T n  T n  0.5 c 2 (T n  2T n  T n ) L j j j 1 j 1 j 1 j j1

Stability of Lax-Wendroff Scheme LaxAdd artificial diffusion to cancel the antidiffusion term in FTCS scheme
T jn  1 ! T jn  0.5 c(T jn 1  T jn 1 )  0.5 c 2 (T jn 1  2T jn  T jn 1 )     \ jn  1 ! \ jn  0.5 c(\ jn 1  \ jn1 )  0.5 c 2 (\ jn 1  2\ jn  \ jn 1 ) G n 1 e iU j ! G n e iU j  0.5 cG n e iU j (e iU  e  iU )  0.5 c 2 G n e iU j (e iU  2  e  iU ) G ! 1  ic sin U  c 2 (1  cosU ) ! (1  2c 2 sin 2 U )  ic sin U 2
Lax-Wendroff reduces real part of G

FTCS : G ! 1  ic sin U 2 2 U L  W : G ! (1  2 c sin 2 )  ic sin U

LaxLax-Wendroff Scheme
Phase plot for amplification factor
U 2 G ! ( 1  2c sin )  (  c sin U ) 2 2
2 2

c = 1.25 unit circle c=1

c = 0.75 0.25 0.5

LaxLax-Wendroff Scheme
Relative phase error
J ! tan
1

 c sin U 1  2c 2 sin 2 U 2

! J (c ,U ) ; J e ! cU

unit circle

c=1 c = 0.75 c = 0.5 c = 1.25 c = 0.25

J Je

9.1.4 Crank-Nicolson Scheme CrankImplicit method Tridiagonal system

(T jn 1 T jn 1 (t  T jn  u 0.5 LxT jn  0.5 LxT jn 1 ! 0

(t c n 1  T j 1 4

T jn 1  T jn 1 T jn 1  T jn 1 u   1 1 !0   2 2 (x 2 (x c n c n 1 c n n 1 n  T j  T j 1 ! T j 1  T j  T j 1 4 4 4
1 c/4 n+1

c/4

c/4 j1

1 j

c/4 j+1

Stability of Crank-Nicolson Scheme CrankAmplification Factor

c c c c  \ jn11  \ jn 1  \ jn11 ! \ jn1  \ jn  \ jn 1 4 4 4 4 c c c c G n  1 e iU j  e  iU  1  e iU ! G n e iU j e  iU  1  e iU 4 4 4 4 c c 1  i sin U 1  i sin U 2 ! 2 @G ! ! c c2 1  i sin U 1  sin 2 U 2 4
2 2 2

c2 1  sin 2 U  ic sin U 4 c2 1 sin 2 U 4

G !

2 c 1  sin 2 U  c 2 sin 2 U 1  c sin 2 U 4 4 ! !1 2 2 c c 1  sin 2 U 1  sin 2 U 4 4

Unconditionally stable (neutrally stable) but may produce oscillatory solutions

9.1.5 Linear Convection of a Truncated Sine Wave

Pure convection propagation problem
t=0
sin( 10Tx ), 0 e x e 0.1 T ( x ,0 ) ! 0 0.1 e x e 1 ,

t = 8.0

u( t c! ! 0.8 (x

Upwind Scheme: c = 0.8

LaxLax-Wendroff Scheme: c = 0.8

CrankCrank-Nicolson Scheme: c = 0.8

Pure Convection

Hyperbolic equation
Truncation error determined by the modified equation approach

Pure Convection

Truncation error determined by the modified equation approach

9.2 Numerical Dissipation and Dispersion

Use Table 9.1 truncation error from modified equation approach Truncation error leading term
2T x 2 x x 3 x T x3 x
equivalent to artificial (numerical) dissipation equivalent to numerical dispersion

Hyperbolic equations contain no dissipation a good approximation for some physical processes such as propagation of ocean waves

Dissipation and Dispersion

Physical diffusion or dissipation
xT xT x 2T u E !0 2 xt xx xx

Physical dispersion
xT xT x 3T u F !0 3 xt xx xx

Numerical methods often lead to

Amplitude Reduction  non - physical dissipation Phase Lead or Lag  artificial dispersion

Wave Propagation
Consider the propagation of a plane wave subjected to dissipation and dispersion

T ! Rl Tamp e

 p( m )t

im ?x  q ( m ) t A

Real part

Linear convection equation: p(m) = 0, q(m) = u No attenuation or dispersion Dissipative wave: p(m) > 0 Dispersive wave: q(m){ u

Linear Convective Equation

T ! Tamp e  p ( m ) t e im?x  q ( m ) t A Tt ! ( p  imq )Tamp e  p ( m ) t e im ?x  q ( m ) t A !  ( p  imq )T Tx ! ( im )Tamp e  p ( m ) t e im ?x q ( m ) t A ! imT Txx ! ( im ) 2 Tamp e  p ( m ) t e im ?x  q ( m ) t A !  m 2T Txxx ! ( im ) Tamp e
3  p( m )t im ?x  q ( m ) t A

!  im T
3

Consider linear progressive wave

Tt  uT x ! 0  ( p  imq )T  u( im T ) ! ? p  im ( u  q )AT ! 0 p ( m ) ! 0 real part: amplitude q ( m ) ! u imaginary part: propagation speed

Linear Burgers Equation

Tt  uT x  ET xx ! 0  ( p  imq )T  u( im T )  E (  m T ) ! 0
2

? p  Em
(m ) ! E m 2 p q ( m ) ! u

 im ( u  q ) T ! 0
Attenuation: amplitude reduction No phase change

q(m) = u, propagation speed remains the same, no wave dispersion p(m) > 0, exponential decay in amplitude Long wave small m, very little decay Short wave large m, strong damping / decay Distortion of wave profile

Linear Burgers Equation

Attenuation without dispersion
p(m) = 0.1 q(m) = 1

time t

Linear KdV Equation

Korteweg de Vries equation
Tt  uT x  FT xxx ! 0  ( p  imq )T  u( im T )  F (  im T ) ! 0
3

? p  im(u  F m

 q) T ! 0

p (m ) ! 0 No attenuation q( m ) ! u  F m 2 Phase lag of phase lead

Long wave small m, negligible phase difference Short wave large m, more significant phase change Wave distortion different propagation speed for short and long waves

Linear KdV Equation

Korteweg de Vries (KdV) equation
u=1 u = 0.9

u = 1.1

time t

AdvectionAdvection-Diffusion Equation
Convective transport equation
p=0 q=1

p = 0.1, q = 0.9

p = 0.1, q = 1.1 time t

AdvectionAdvection-Diffusion Equation
2 2 2 2 T ! A1 exp(Em 1 ) cos x  ( u1  Fm 1 )t  A2 exp(Em 2 ) cos x  ( u 2  Fm 2 )t

A1 = 1, A2 = 0.6, u1 = 1, u2 = 0.6, m1 = 1, m2 = 2, E = 0, F = 0

Dissipation and dispersion

A1 = 1, A2 = 0.6, u1 = 1, u2 = 0.6, m1 = 1, m2 = 2, E = 0.02, F = 0.05

9.2.1 Fourier Analysis

Fourier representation of the initial profile
t  uT x ! 0 T g T ( x ,0 ) ! f ( x ) ! Tm e imx m ! g g Exact : T ! f ( x  ut ) ! Tm e im ( x  ut ) m ! g g Numerical : T ( x , t ) ! Tm e  p ( m ) t e im ?x q ( m ) t A m ! g
For linear problems, each Fourier component can be treated independently Superposition implied Exact solution: p = 0, q = u (no dissipation or dispersion)

Amplitude Ratio
Fourier components
Gm ! T ( x j , t n  (t ) T ( x j,t n ) ! Tm e
 p ( m )( t n  (t )  p( m ) tn

e e

im x j  q ( m )( t n  (t ) im x j  q ( m ) t n

_ _

Tm e

Gm ! T
n j1 n j

T jn 1 T
n j

!e

_p ( m )  imq ( m )a t (

Compared to Von Neumann Analysis

Tm e

 p ( m ) tn

im x j  (x  q ( m ) tn

a
G!

Tm e

 p ( m ) tn

im x j  q ( m ) tn

T jn  1 T jn

G n  1 e iU j ! n iU j G e

! e im(x ! e iU ( ! m(x )

Fourier Analysis
Amplification factor and phase angle
Gm ! e !e
_p ( m )  imq ( m )a t (  p ( m ) (t

_ ?mq ( m )(t A i sin?mq ( m )(t Aa cos

! e  p ( m ) (t e iq ( m ) (t ! e  p ( m ) (t G m m ! mq ( m )(t J Exact : J exact ! mu (t ! mc(x

Identical to the phase plots obtained from the Von Neumann Analysis

Upwind Scheme
Amplification factor
T jn  1 ! ( 1  c )T jn  cT jn 1  Gm ! T jn  1 T
n j

! 1c c

T jn 1  T jn
U = m(x

! 1  c  ce  iU ! 1  c  ce i (  m(x ) ! ?1  c  c cos( m (x )A ic sin( m (x )

The same as Von Neumann analysis
G m ! e  p ( m ) (t !

_  c  c cos(m(x )a2  c 2 sin 2 (m(x ) 1

2

m (x ! 1  4 c(1  c ) sin e1 2

ce1

Upwind Scheme
Phase angle
u( t Exact solution : J e !  mu (t !  mc (x (3 c ! ) (x  c sin( m (x ) 1 Numerical : J m !  mq ( m )(t ! tan 1  c?  cos( m (x )A 1 J m  mq ( m )(t q( m ) 1  c sin( m (x ) 1 ! ! ! tan Je  mu (t u cm (x 1  c?1  cos( m (x )A

Large m (wave number) short wave

Jm q 0 e c 0.5 , J ! u 1 , q u e .5 e c 1, J m ! q " 1 , q " u 0 u Je

Phase lag Phase lead

9.2.2 Modified Equation Approach

Truncation error
E ! ET xx
n j n j

 F T xxx

n j

 K T xxxx

n j

 H T xxxxx

n j

.

(m ) ! E m 2  K m 4  . p q( m ) ! u  F m 2  H m 4  .

Numerical diffusion Numerical dispersion

(T ) ! 0 L Differential equation Algebraic equation L a (T ) ! 0 L (T ) ! R { 0 Residual But La (T ) ! E n (T ) { 0 Truncation error j

Modified Equation Approach

Original error analysis
a (T ) ! L(T )  E n (T ) L j n L (T ) ! La (T )  E j (T ) ! 0
exact solution ? (unknown)

Modified equation approach

La (T ) ! L(T )  E (T ) ! 0 approximate solution

Expand La(T) in Taylor series for approximate (not exact) solution More accurate since the exact solution is not available La(T) is a differential equation with infinite number of terms The modified equation L(T) + E(T) is the differential equation that the algebraic equation would solve if sufficient boundary conditions were available

Upwind Scheme
Original Error Analysis
(t (x La (T ) ! L(T )  E n (T ) ! E n (T ) { 0 j j E (T ) ! La (T ) !
n j

La (T ) !

T jn 1  T jn

u

T jn  T jn 1 

!0

T jn  1  T j n
n j

1 ! (tTt (t

(t (t 2  Ttt 2!
n j

u
n j

T j n  T jn 1  (x
n j

(t 3  Tttt 3!
n j

.
n j

u  ( xT x (x ! ? t  uT x A j T
n

(x 2  T xx 2!
n j

(x 3  T xxx 3!
n j

(x 4  T xxxx 4!
n j

(t  Ttt 2

u( x  Txx 2

(t 2  Tttt 6

. j u( x 2  Txxx 6
n

n j

.

Convert to pure spatial derivatives

u 2 (t u(x @ E ! La (T ) ! 2  2 T xx
n j n j

u(x 2 u 3 (t 2  6  6

T xxx

n j

.

Upwind Scheme
Modified Equation Approach
(t (x (t u(x (t 2 u(x 2 La (T ) ! Tt  uT x  Ttt  T xx  Tttt  T xxx  . ! 0 2 2 6 6 La (T ) ! T jn  1  T jn u T jn  T jn 1  !0 (u " 0 )

Infinite series
(t (t 2 u (x u (x 2 Tt !  uT x  Ttt  T xx  Tttt  T xxx  . 2 2 6 6 (t (t 2 u (x u( x 2 Ttttt  Txxxt  . Ttt !  uT xt  Tttt  T xxt  6 6 2 2 NOTE : Ttt ! u 2 Txx But Ttt ! infinite series

How do we find Txt , Tttt , Txxt , etc. ?

Upwind Scheme
Modified Equation : La (T ) ! L(T )  E (T ) ! 0 (t (t 2 u( x u( x 2 La (T ) ! Tt  uT x  Ttt  T xx  Tttt  T xxx  . ! 0     2 2 6          6          L( T ) { 0
E ( T )  infinite series

Eliminate pure and mixed time derivatives in La(T) = 0

(1) ( 2) ( 3) (4 ) (5 ) (6 ) (t (t 2 u( x u( x 2 La (T ) ! 0 ! Tt  uT x  Ttt  T xx  Tttt  T xxx  . 2 2 6 6 xLa (T ) (t (t 2 u( x u( x 2 ! 0 ! Ttt  uTtx  Tttt  Ttxx  Ttttt  Ttxxx  . xt 2 2 6 6 2 xLa (T ) u( x u( x 2 (t (t T xxx  Ttttx  T xxxx  . ! 0 ! Ttx  uT xx  Tttx  2 2 6 6 xx 2 x La (T ) u( x (t Tttxx  . ! 0 ! Tttt  uTttx  Ttttt  2 2 2 xt 2 x La (T ) u( x (t Ttxxx  . ! 0 ! Tttx  uTtxx  Ttttx  2 2 x xx t x 2 La (T ) u( x (t Txxxx  . ! 0 ! Ttxx  uT xxx  Tttxx  2 2 2 xx

Upwind Scheme
Eliminate pure and mixed time derivatives in La(T) = 0
coefficient ( 1) (t v ( 2) 2 u (t v ( 3) 2 (t 2 v (4 ) 12 u(t 2  v (5 ) 3 u 2 (t 2 u(x(t 3  4 v (6 )  1 u Tt 1 Tx u Ttt (t 2 (t  2 Ttx 0  u (t 2 u (t 2 T xx u(x  2 0 u 2 (t 2 Tttt (t 2 6 (t 2  4 0 (t 2 12 Tttx 0 0 u(t 2 4 u(t 2 12 u(t 2  3 Ttxx 0 u(x(t 4 0 0 u 2 (t 2  3 2 2 u (t u(x(t  3 4 0 T xxx u (x 2 6 0 u 2 (x(t  4 0 0 u 3 (t 2 u 2 (x(t 3  4 u(x 2 ( 2c 2  3c  1) 6

u (x ( c  1) 2

Modified equation

u( x u(x 2 (c  1)T xx  (1  c )(1  2c )T xxx  . ! 0 Tt  uT x      2       6           

L (T ) E (T )

LaxLax-Wendroff Scheme
Truncation error (original equation)
1 u u 2 (t n n 1 n n n La (T ) ! Tj  Tj  T j  1  T j 1  T j 1  2T jn  T jn 1  2 (x (t 2 (x 2 n n n 1 (t 2 (t 3 Ttt j  Tttt j  . ! (tTt j  2! 3! (t

2u  ( xT x 2 (x

n j

(x 3 T xxx  3!
n j

n j

.
n

2 u 2 (t x 2 ( T xx  2 2 (x 2!
n

(x 4 T xxxx  4!

n (t T ! ? t  uT x Aj  Ttt j 2 n (t 3 u 2 (t(x 2  Ttttt j  T xxxx 24 24 ! L(T )  E n (T ) ! E n (T ) j j

. j n u 2 (t (t 2  T xx j  Tttt 2 6
n j

n j

u( x 2  T xxx 6

n j

.

LaxLax-Wendroff Scheme
Modified Equation Approach
(t (t 2 (t 3 u 2 (t(x 2 u(x 2 u 2 (t Txxxx  . ! 0 Ttttt  Txxx  Tttt  Txx  ( 1) La ! Tt  uTx  Ttt  24 24 6 6 2 2 xLa u(x 2 u 2 (t (t (t 2 Ttxxx  . ! 0 Ttttt  Ttxx  ! Ttt  uTtx  Tttt  ( 2) 6 6 2 2 xt u 2 (t u(x 2 xLa (t (t 2 Txxx  Ttttx  Txxxx  . ! 0 ! Ttx  uTxx  Tttx  ( 3) 2 2 6 6 xx u 2 (t x 2 La (t Tttxx  . ! 0 ! Tttt  uTttx  Ttttt  (4) 2 2 x t2 x 2 La (t u 2 (t Ttxxx  . ! 0 ! Tttx  uTtxx  Ttttx  (5 ) xtxx 2 2 x 2 La (t u 2 (t ! Ttxx  uTxxx  Tttxx  Txxxx  . ! 0 (6 ) 2 2 x x2 x 3 La ! Ttttt  uTtttx  . ! 0 (7 ) x t3 x 3 La ! Ttttx  uTttxx  . ! 0 (8 ) x t 2x x x 3 La ! Tttxx  uTtxxx  . ! 0 (9 ) x tx x 2 x 3 La ! Ttxxx  uTxxxx  . ! 0 ( 10 ) x x3

LaxLax-Wendroff Scheme
Eliminate pure and mixed time derivatives in La(T) = 0
coefficient (1) (t v (2) 2 u(t v ( 3) 2 (t 2 v (4 ) 12 u(t 2  v (5 ) 3 u 2 (t 2 v (6 ) 12  0 v (7 ) u(t 3 v (8 ) 12 2 3 u (t  v (9 ) 12 u(t(x 2 u 3 (t 3 12  12 v (10 ) 1 u 0 0 0 0 0 0 u(x 2 (1  c 2 ) 6 0 0 0 Tt 1 Tx u Ttt (t 2 (t  2 Ttx 0  u(t 2 u(t 2  T xx u 2 (t 2 0 u 2 (t 2 Tttt (t 2 6 (t 2  4 0 (t 2 12 Tttx 0 0 u(t 2 4 u(t 2 12 u(t 2  3 Ttxx 0 u 2 (t 2 4 0 0  u (t 3 u 2 (t 2 12
2 2

T xxx u(x 2 6 0  u 3 (t 2 4 0 0 u 3 (t 2 12

Ttttt (t 3 24 (t 3  12 0 (t 3 24 0 0 0

Ttttx 0 0 u(t 3 12 0  u(t 6 0 0 u(t 3 12

3

Tttxx 0 0 0  u 2 (t 3 24 

Ttxxx 0 u(t(x 2 12 0 0 u (t 6 0 0 0  u (t 12
3 3 3 3

Txxxx  u 2 (t(x 2 24 0 u 2 (t(x 2 12 0 0  u 4 (t 3 24 0 0 0 u 2 (t(x 2 u 4 (t 3  12 12 uc(x 3 (1  c 2 ) 8

0 u 2 (t 3 24 0 u 2 (t 3 12 u 2 (t 3  12

u(t(x 2 u 3 (t 3 12  12

Modified equation

uc(x 3 u(x 2 2 (1  c )T xxx  (1  c 2 )T xxxx  . ! 0 Tt  uT x      6       8       

L(T ) E (T )