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The Courant-Friedrichs-Levy (CFL) Stability Criterion

The document discusses the Courant-Friedrichs-Levy (CFL) stability criterion for numerical modeling. It states that the CFL criterion requires that the physical domain of dependence must be contained within the numerical domain of dependence for a scheme to be stable. It then provides examples of the CFL criterion for the leapfrog and upstream schemes, showing that the transport per time step must be less than the grid spacing. Finally, it generalizes the CFL criterion to account for the maximum velocity of information propagation in a system.

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469 views7 pages

The Courant-Friedrichs-Levy (CFL) Stability Criterion

The document discusses the Courant-Friedrichs-Levy (CFL) stability criterion for numerical modeling. It states that the CFL criterion requires that the physical domain of dependence must be contained within the numerical domain of dependence for a scheme to be stable. It then provides examples of the CFL criterion for the leapfrog and upstream schemes, showing that the transport per time step must be less than the grid spacing. Finally, it generalizes the CFL criterion to account for the maximum velocity of information propagation in a system.

Uploaded by

Ghada Orabi
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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The Courant-Friedrichs-Levy (CFL) Stability Criterion


Christoph Schr Institut fr Atmosphre und Klima, ETH Zrich http://www.iac.ethz.ch/people/schaer

Schr, ETH Zrich

Interpretation of Courant number


Courant number:

! = u "t "x :
! = 1.5 !=1 ! = 0.5

x j-2 j-1 j j+1 j+2

The Courant number is the dimensionless transport per time step (in units of !x)!

Schr, ETH Zrich

CFL criterion for Leapfrog scheme


!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! Scheme:

!in +1 = !in 1 " !in+1 # !in1

with " =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Leapfrog scheme


!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! unstable |u!t/!x| > 1 stable |u!t/!x| ! 1 Scheme:

!in +1 = !in 1 " !in+1 # !in1

with " =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Upstream scheme


!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! Scheme:

!in+1 = !in " # !in " !in "1

with # =

u $t $x

physical domain of dependence

numerical domain of dependence

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

CFL criterion for Upstream scheme


!" !" + u =0 Equation: !t !x
t n+1! n! n-1! n-2! unstable u!t/!x > 1 stable 0 ! u!t/!x ! 1 Scheme:

!in+1 = !in " # !in " !in "1

with # =

u $t $x

physical domain of dependence

numerical domain of dependence

unstable u!t/!x < 0

i-3!
Schr, ETH Zrich

i-2!

i-1!

i!

i+1!

i+2!

i+3!

Summary
Courant-Friedrichs-Levy (CFL) principle:
The physical domain of dependence must be contained in the numerical domain of dependence! Is a necessary condition for stability, but not a sufficient condition!

CFL criteria:

u !t "1 !x

valid for a large category of schemes

Generalized form:
Velocity represents the largest velocity in the system, at which information can propagate. May include advective transport and wave propagation:

c !t "1 !x
Example 1: shallow water system: gravity waves

with

c = max uadv + cgroup

cgroup = g H
cgroup = 331 ms-1 T 273.15 K

Example 2: non-hydrostatic, compressible atmosphere: sound waves


Schr, ETH Zrich

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