Numerical stability of unsteady stream-function vorticity calculations

The stability of a numerical solution of the Navier-Stokes equations is usually approached by con- sidering the numerical stability of a discretized advection-diffusion equation for either a velocity component, or in the case of two-dimensional flow, the vorticity. Stability restrictions for discretized advection-diffusion equations are a very serious constraint, particularly when a mesh is refined in an explicit scheme, so an accurate understanding of the numerical stability of a discretization procedure is often of equal or greater practical importance than concerns with accuracy. The stream-function vorticity formulation provides two equations, one an advection-diffusion equation for vorticity and the other a Poisson equation between the vorticity and the stream-function. These two equations are usually not coupled when considering numerical stability. The relation between the stream-function and the vorticity is linear and so has, in principle, an exact inverse. This allows an algebraic method to link the interior and the boundary vorticity into a single iteration scheme. In this work, we derive a global time-iteration matrix for the combined system. When applied to a model problem, this matrix formulation shows differences between the numerical stability of the full system equations and that of the discretized advection-diffusion equation alone. It also gives an indication of how the wall vorticity discretization affects stability. Despite the added algebraic complexity, it is straightforward to use MATLAB to carry out all the matrix operations. Copyright © 2003 John Wiley & Sons, Ltd

Finite differences for the convection-diffusion equation: on stability and boundary conditions

The solution of convection-diffusion problems is a challenging task for numerical methods because of the nature of the governing equation, which includes a non-dissipative component and a dissipative component. Once the convection-diffusion equation is discretised, it is usual to observe oscillations in the computed solution regardless of whether these might be expected in the original physical situation. Mostly these oscillations are the result of numerical instability. This thesis centres on this fundamental difficulty: the numerical stability of finite difference discretisation of a convection-diffusion equation. The existence of an exact evolution operator for the constant coefficient convection diffusion problem is the framework we use to derive new finite difference schemes in one and two dimensions and also, when a high-order scheme is considered, to derive numerical boundary conditions. The influence of numerical boundary conditions on the stability of a general scheme is one of the main themes. The stability analysis is done mostly by using the von Neumann method and the matrix method. The Godunov-Ryabenkii theory is also applied to the one dimensional case. In two dimensions we deduce different forms of second-order (Lax-Wendroff) schemes and third-order (Quickest) schemes. We apply some of those schemes to a Navier-Stokes problem by running experiments to illustrate the practical stability region, showing how results from a simpler case presented in previous chapters carry over to the more complex case

Finite differences for the convection-diffusion equation

The solution of convection-diffusion problems is a challenging task for numerical methods because of the nature of the governing equation, which includes a non-dissipative component and a dissipative component. Once the convection-diffusion equation is discretised, it is usual to observe oscillations in the computed solution regardless of whether these might be expected in the original physical situation. Mostly these oscillations are the result of numerical instability. This thesis centres on this fundamental difficulty: the numerical stability of finite difference discretisation of a convection-diffusion equation. The existence of an exact evolution operator for the constant coefficient convection diffusion problem is the framework we use to derive new finite difference schemes in one and two dimensions and also, when a high-order scheme is considered, to derive numerical boundary conditions. The influence of numerical boundary conditions on the stability of a general scheme is one of the main themes. The stability analysis is done mostly by using the von Neumann method and the matrix method. The Godunov-Ryabenkii theory is also applied to the one dimensional case. In two dimensions we deduce different forms of second-order (Lax-Wendroff) schemes and third-order (Quickest) schemes. We apply some of those schemes to a Navier-Stokes problem by running experiments to illustrate the practical stability region, showing how results from a simpler case presented in previous chapters carry over to the more complex case.</p