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ةكلمملا ةيبرعلا

ةيدوعسلا

ةرازو ميلعـــــتلا

يلاـــعلا

ةعماج كلملا

دبع زيزعلا

ةيـــــلك مولـــعلا

تانـــبلل

مـــــــسق تايـــــــضايرلا

ةيمزراوخ قورف

ةرقتسم لحل

ةلداعم قفدتلا

A Stable Difference Algorithm For The Solution of Advection Equation

by

Naimah Ali Al-Malki

Supervisor

Dr. Huda Omar Bakodah

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Introduction . 1

Many mathematical models for engineering systems, particularly systems with pronounced flow- through or convective characteristics, involve the

differential group

Which is called the advection group .

However, the simplest partial differential equation containing advection group

1( ) Which is called the advection equation

.

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. 2 Finite differences method for solving advection equation

Solve problem with the finite difference method based on three steps :

1 . Dividing the solution area by mesh points .

. 2 Approximate the differential equation given using similar finite differences, which represents the relationship between the values of the solution at the mesh .

3 . Solving the equations of differences with

boundary problems or initial value problems given .

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-2 Centered- Differencing Scheme 1

Let us consider the equation

where

and

is a nonzero constant velocity with the initial condition

In the finite difference method we start with discretization the space variable

and the time variable . as follows

and

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Using centered - difference scheme yields

Where

To investigate stability of the scheme we follow Von Neumann analysis, we get the growth factor

So the formula is unstable .

.

In our case

for all ,

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-2 Upwind Method2

If we use the backward difference yields .

Using Von Neumann analysis the growth factor is

The stability condition is fulfilled for all . as long as

Which is so-called the Courant-Friedrichs-lewy (CFL) condition .

)*(

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-2 The Lax Method 3

If we replaced the term by an average

So we obtain the formula .

The stability condition is fulfilled for all

as long as .

Which is again the Courant-Friedrichs-lewy condition .

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3

. A good spatial discretization

If we use the new spatial discretization

This yields .

2( )

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In order to investigate the stability of this scheme by Von Neumann stability analysis we get

That is, the method ( ) is Stable2

.

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.4 Numerical example

.1 Example 1

Consider the nonlinear advection equation

Subject to the following conditions

With the analytic solution

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Table 1

shows the absolute error

for the upwind method and good spatial discretization eq(

.)2

Eq (

)2 Upwind Method

0.0206797 0.135379 0.1

0.0105483 0.233035 0.2

0.00921847 0.37713 0.3

0.0085155 0.446792 0.4

0.00790683 0.493141 0.5

0.00863854 0.566328 0.6

0.00712179 0.489712 0.7

0.0611446 0.435176 0.8

0.0798153 0.695396 0.9

0.111210 0.536143 1.1

Table 1

. comparison of the absolute error between upwind method and eq ( 2

), for ex.

1 with

.

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.2 Example 2

Consider the equation

Subject to the following conditions

With the analytic solution

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Table 2

shows the absolute error for this example .

Eq (

)2 Upwind Method

0.00196377 0.0680513 0.1

0.00392755 0.119927 0.2

0.00589132 0.198615 0.3

0.0078551 0.273427 0.4

0.00981887 0.33333 0.5

0.0128395 0.407076 0.6

0.00119615 0.353221 0.7

0.0860841 0.275832 0.8

0.0960722 0.52337 0.9

0.128795 0.432399 1.0

Table 2

. comparison of the absolute error between upwind method and eq ( 2

),

for ex.

with2

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.5 Conclusion

In many cases, advection equation is required to obtain the approximate solutions . For this purpose, we using some finite difference method to

approximate the solution .

The methods introduced in this paper for solving the linear and nonlinear advection equation based on finite difference method .

Deciding on the best choice of the numerical method for a given problem depend on the stability condition .

We present a numerical comparison of the two method, which show that the new discretization introduce more accurate results .

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References

1[ ] Z. David and D. paul, Applied Partial Differential Equations, Dover

Publication, Inc., Eash 31

2

nd street, Mineola, N.Y.

11501 , U.S.A.,

. 2002

2[ ] A.M. Wazwaz, Partial Differential Equations and Solitary Waves Theory,

Higher Education Press, Beijing and Springer-Verlag, Berlin Heidelberg, . 2009

3[ ] K. George and E.H. Twizell, Stable Second - Order Finite -difference

methods for linear initial – boundary – value problems, Applied Mathematics Lehers, (19

) (2 ), 2006 146-154

.

4[ ] G.D. Smith Numerical Solution of Partial Differential Equations (Finite

Difference Method), Third Edition, Oxford University Press, . 1985

5[ ] Sharaf, Amr A. and Bakodah, H.O., A good Spatial discretization in the

method of Lines, Applied Mathematics and Computation, Vol.

171-2 , pp.

1253-

, (1263 )2005

.

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