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Runge-Kutta Method For

The document discusses Runge-Kutta methods for solving partial differential equations describing advection, diffusion, and reaction processes. It introduces the governing PDE and describes how Runge-Kutta methods can be used to convert it to a system of ODEs by discretizing spatial derivatives. Explicit and implicit Runge-Kutta methods are discussed. Stability properties of different methods are analyzed, and numerical results are presented to demonstrate oscillations in solutions with different parameters and methods.

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Christian Silva
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1K views

Runge-Kutta Method For

The document discusses Runge-Kutta methods for solving partial differential equations describing advection, diffusion, and reaction processes. It introduces the governing PDE and describes how Runge-Kutta methods can be used to convert it to a system of ODEs by discretizing spatial derivatives. Explicit and implicit Runge-Kutta methods are discussed. Stability properties of different methods are analyzed, and numerical results are presented to demonstrate oscillations in solutions with different parameters and methods.

Uploaded by

Christian Silva
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Jie, Liu CASA Seminar September 17 2oo8

I.
II. III.

Introduction
Runge-Kutta Methods for ODE Systems Stability Analysis for the AdvectionDiffusion-Reaction Equation

IV.
V.

Numerical Results
Conclusions
Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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The parameter a is advection velocity


is diffusion coefficient is source term coefficient Reaction term is logistic growth

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Arise in many chemical and biological settings.


In hydrology , equations of this type model the transport and fate of adsorbing contaminants and microbe-nutrient systems in groundwater. In chemistry , this equation can stimulate the air pollution in environmental cases.

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Pollutant Transport-Chemistry Models

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Chemo-Taxis Problems from Mathematical Biology Like bacterial growth, tumor growth

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method Semi-discrete system Discretization of spatial operator like x and xx First discretizing the spatial operators on a chosen space grid, then PDE is converted into a system of ODEs. Then we use time integration method to obtain the fully discrete numerical solution

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Time Integral Method:

quadrature rule
General formula of Runge-Kutta Method:

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Explicit if
The internal approximations can be computed one after another from an explicit relation

Implicit if else The must be retrieved from a system of linear or nonlinear algebraic relation, usually by a Newton type iteration.

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method is often represented as Butcher-array

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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classical fourth-order explicit here p=s

the 2-stage Gauss method of order four Its costly but better, because of the superior stability properties.

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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The equation is like The logistic equation (sometimes called the Verhulst model or logistic growth curve) is a model of population growth. illustrate the effects of oscillations on problems Here I use 4th Order Explicit Runge-Kutta Method Let And the result is like

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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By Richardson extrapolate

With different step size here ratio=10 P=4.426

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Lets introduce the scalar, complex test equation

Let and application of rk equation to this test equation, we get , R is the stability
function and here the function is to be

And z, b, A are the coefficients for butcher array


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The stability function of an explicit method with p=s4 is given by the polynomial

The stability regions S for the stability function of degree s=1,2,3,4

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A-stable means the stability regions S contains the left half-plane The exponential function also satisfies

L-stable is A-stable additional Gauss Method are A-stable and even L-stable

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For the advection problem The step size restrictions is called CFL conditions Which formulated in Courant number

S=1 1st Upwind 2nd central 3rd upwindbiased 4th central 1.00 0.00 0.00 0.00 S=2 1.00 0.00 0.87 0.00 S=3 1.25 1.73 1.62 1.26 S=4 1.39 2.82 1.74 2.05

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Maximal Value
S=1 2nd central 4th central 0.5 0.37 S=2 0.5 0.37

f for stability
S=3 0.62 0.47 S=4 0.69 0.52

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Give value of numerical parameters: omega = 1 Nt=100, Nx=50, final time=1

We compare different initial value and different epsilon Red line for initial value Black line for explicit method Pink circle for implicit method

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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For initial value

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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Implicit method has much better stability properties.


The choices of numerical parameters are very important , for stability restrictions of advection, diffusion have special conditions. Sufficiently fine grid can eliminate the troublesome oscillations. But very expensive.

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Thank you very much for you time and bye


!!

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