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Old   August 18, 2008, 04:01
Default CFL-Free numerical methods
  #1
joy
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I want to use CFL-Free numerical methods. I did google it and come across interesting staff but still I could not understand it.

Can you explain how can we use it, is it for all type of PDEs. what is its relation to centeral methods....

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Old   August 18, 2008, 08:35
Default Re: CFL-Free numerical methods
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Jed
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Central versus upwinded is a stability issue separate from CFL. To avoid CFL, you need to use an implicit method in which case you can choose arbitrarily long time steps. Of course, if the time steps are much longer than CFL, you may not resolve temporal dynamics of the system.
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Old   August 18, 2008, 09:15
Default Re: CFL-Free numerical methods
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joy
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any good start then ?
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Old   August 18, 2008, 12:09
Default Re: CFL-Free numerical methods
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Jed
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Suppose you have an advection-diffusion equation

du/dt + a grad(u) - e div(grad(u)) = 0 in Omega u = 0 on Gamma

where a is the velocity field, e is viscosity. More generally this is written

du/dt + F(u) = 0

Discretize in time using any unconditionally stable ODE method. With backward Euler we get

G(u^{n+1}) = u^{n+1} - u^n + dt F(u^{n+1}) = 0

This is a linear (or nonlinear) system for u^{n+1}. In the general case, it will require a Newton (or Picard) iteration to solve. Let

J(u^n) = (dG/du)(u^n)

be the Jacobian (discretized Frechet derivative) and solve solve linear systems

J(u^n + v_k) v_{k+1} = -G(u^n + v_k)

starting from v_0=0 until convergence. Then

u^{n+1} = u^n + v_k

and move on to the next time step. Note that you only need one Newton step when the problem is linear, hence

u^{n+1} = u^n + v_1.
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Old   August 19, 2008, 04:39
Default Re: CFL-Free numerical methods
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joy
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Many thanks for your response and time, very much appreciated.

Am doing it now and I will see if I can get done with fortran. Just need to know then about the nature of the PDEs i.e. are we really need to confirm hyperbolicity of the equations and the Jacobian or just consider any system and solve it e.g. Euler equations.

What do you think then?

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Old   August 19, 2008, 05:31
Default Re: CFL-Free numerical methods
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Jed
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In advection dominated systems, you will need some form of upwinding to stabilize the advection term. You need to know what boundary conditions are necessary and sufficient (this is related to hyperbolicity which is a concept which is only really meaningful in the linear case).

If you are solving constrained equations (incompressible) using an iterative method, it will require extra work due to it being a saddle point problem. For incompressible Euler equations and modest to high Reynolds number Navier-Stokes, projection methods are appropriate for enforcing incompressibility.

Good luck.
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Old   August 19, 2008, 08:53
Default Re: CFL-Free numerical methods
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vadim
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CFL is related to convection/advection, so CFL free method is which has not time step limitation due to stability.

CFL free methods:

implicit treatment of convection can be stable (but handling nonlinearity is bit difficult and make method inefficient)

beter methods are semi lagrangian methods, e.g. CIP

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Old   August 20, 2008, 05:40
Default Re: CFL-Free numerical methods
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student
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what is CIP ?
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Old   August 20, 2008, 06:03
Default Re: CFL-Free numerical methods
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vadim
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check Yabe or Xiao publication in JCP
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