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Model Equation First-Order Upwind Scheme

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129 views

Model Equation First-Order Upwind Scheme

Uploaded by

Cedric Stokes
Copyright
© © All Rights Reserved
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Upwind scheme

In computational physics, upwind schemes denote a class of numerical discretization methods for solving
hyperbolic partial differential equations. Upwind schemes use an adaptive or solution-sensitive finite difference
stencil to numerically simulate the direction of propagation of information in a flow field. The upwind schemes
attempt to discretize hyperbolic partial differential equations by using differencing biased in the direction
determined by the sign of the characteristic speeds. Historically, the origin of upwind methods can be traced
back to the work of Courant, Isaacson, and Rees who proposed the CIR method.[1]

Contents
Model equation
First-order upwind scheme
Compact form
Stability
Second-order upwind scheme
Third-order upwind scheme
See also
References

Model equation
To illustrate the method, consider the following one-dimensional linear advection equation

which describes a wave propagating along the -axis with a velocity . This equation is also a mathematical
model for one-dimensional linear advection. Consider a typical grid point in the domain. In a one-
dimensional domain, there are only two directions associated with point – left (towards negative infinity) and
right (towards positive infinity). If is positive, the travelling wave solution of the equation above propagates
towards the right, the left side of is called upwind side and the right side is the downwind side. Similarly, if
is negative the travelling wave solution propagates towards the left, the left side is called downwind side and
right side is the upwind side. If the finite difference scheme for the spatial derivative, contains more
points in the upwind side, the scheme is called an upwind-biased or simply an upwind scheme.

First-order upwind scheme


The simplest upwind scheme possible is the first-order upwind scheme. It is given by[2]
A simulation of a first-order upwind scheme in
which a = sin(t).

Compact form

Defining

and

the two conditional equations (1) and (2) can be combined and written in a compact form as

Equation (3) is a general way of writing any upwind-type schemes.

Stability

The upwind scheme is stable if the following Courant–Friedrichs–Lewy condition (CFL) is satisfied.[3]

A Taylor series analysis of the upwind scheme discussed above will show that it is first-order accurate in space
and time. Modified wavenumber analysis shows that the first-order upwind scheme introduces severe
numerical diffusion/dissipation in the solution where large gradients exist due to necessity of high
wavenumbers to represent sharp gradients.

Second-order upwind scheme


The spatial accuracy of the first-order upwind scheme can be improved by including 3 data points instead of
just 2, which offers a more accurate finite difference stencil for the approximation of spatial derivative. For the
second-order upwind scheme, becomes the 3-point backward difference in equation (3) and is defined as

and is the 3-point forward difference, defined as

This scheme is less diffusive compared to the first-order accurate scheme and is called linear upwind
differencing (LUD) scheme.

Third-order upwind scheme


For the third-order upwind scheme, in equation (3) is defined as

and is defined as

This scheme is less diffusive compared to the second-order accurate scheme. However, it is known to
introduce slight dispersive errors in the region where the gradient is high.

See also
Finite difference method
Upwind differencing scheme for convection
Godunov's scheme

References
1. Courant, Richard; Isaacson, E; Rees, M. (1952). "On the Solution of Nonlinear Hyperbolic
Differential Equations by Finite Differences". Comm. Pure Appl. Math. 5 (3): 243..255.
doi:10.1002/cpa.3160050303 (https://doi.org/10.1002%2Fcpa.3160050303).
2. Patankar, S. V. (1980). Numerical Heat Transfer and Fluid Flow. Taylor & Francis. ISBN 978-0-
89116-522-4.
3. Hirsch, C. (1990). Numerical Computation of Internal and External Flows. John Wiley & Sons.
ISBN 978-0-471-92452-4.

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