A pulse advects at constant positive speed obeying
PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Numerical and computational mathematics · Numerical and computational mathematics
Error, Chance and the Machine, Ch Partial differential equations: stability, convergence and solvers
Problem
A pulse advects at constant positive speed c obeying ut+cux=0. Instead of the upwind (backward-difference) scheme, someone builds a "downwind" scheme by differencing forwards in space: Δtujn+1−ujn+cΔxuj+1n−ujn=0. Let C=cΔt/Δx be the Courant number, and treat u as a smooth function so that Taylor expansion about (xj,tn) is valid.
((a)) By Taylor-expanding both sides, dividing by Δt, and eliminating the leading time derivatives using the relation utt=c2uxx (obtained by differentiating ut=−cux), show that the scheme's modified equation is ut+cux=Dnumuxx+O(Δx2,Δt2),Dnum=−21cΔx(1+C).
((b)) Evaluate Dnum for c=2.0ms−1, Δx=0.1m and C=0.5.
((c)) State what the sign of Dnum implies for the behaviour of the scheme at every Courant number C>0, however fine the grid.