Research Article
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Numerical analysis of a time relaxation finite difference method for the heat equation

Year 2023, Volume: 72 Issue: 4, 1077 - 1093, 29.12.2023
https://doi.org/10.31801/cfsuasmas.1243992

Abstract

In this study, we first consider the time-relaxation model, which consists of adding the term $\kappa \left( u-\overline{u}\right) $ to the heat equation. Then, an explicit discretization scheme for the model is introduced to find the finite difference solutions. We first obtain the solutions by using the scheme and then investigate the method’s consistency, stability, and convergence properties. We prove that the method is consistent and unconditionally stable for any given value of $r$ and appropriate values of $\kappa$ and $\delta$. As a result, the method obtained by adding the time relaxation term to the first-order finite-difference explicit method behaves like the second-order implicit method. Finally, we apply the method to some test examples.

References

  • Adams, N. A., Stolz, S., Deconvolution methods for subgrid-scale approximation in LES, in Modern Simulation Strategies for Turbulent Flow (eds. B. Geurts and R.T. Edwards), (2001), 21–41.
  • Asselin, R., Frequency filter for time integrations, Mon. Weather Rev., 100 (1972), 487–490. https://doi.org/10.1175/1520-0493(1972)100<0487:FFFTI>2.3.CO;2
  • Burden, R. L., Faires, J. D., Numerical Analysis, Brooks/Cole, Pacific Grove, 9th Edition, 2011.
  • Cibik, A., Eroglu, F. G., Kaya, S., Numerical analysis of an efficient second order time filtered backward Euler method for MHD equations, Journal of Scientific Computing, 82(2) (2020), 1–25. https://doi.org/10.48550/arXiv.1906.07922
  • Cooper, J., Introduction to Partial Differential Equations with Matlab, Birkhauser, Bosten, 1998.
  • Ervin, V. J., Layton, W., Neda, M., Numerical analysis of a higher order time relaxation model of fluids, Int. J. Numer. Anal. Model., 4 (2007), 648–670.
  • Fletcher, C. A. J., Computational Techniques for Fluid Dynamics, Springer-Verlag, Berlin, 1998.
  • Gresho, P. M., Sani, R. L., Incompressible Flow and the Finite Element Method, John Wiley & Sons, Inc, 1998.
  • Guzel, A., Layton, W., Time filters increase accuracy of the fully implicit method, BIT Numer. Math., 58(3) (2018), 301–315. DOI:10.1007/s10543-018-0695-z
  • Isik, O. R., Spin up problem and accelerating convergence to steady state, Applied Mathematical Modelling, 37(5) (2013), 3242–3253. https://doi.org/10.1016/j.apm.2012.07.033
  • Isik, O. R., Takhirov, A., Zheng, H., Second order time relaxation model for accelerating convergence to steady-state equilibrium for Navier-Stokes equations, Applied Numerical Mathematics, 119 (2017), 67–78. https://doi.org/10.1016/j.apnum.2017.03.016
  • Isik, O. R., Yuksel, G., Demir, B., Analysis of second order and unconditonally stable for BDF2-AB2 method for the Navier-Stokes Equations with nonlinear time relaxation, Numerical Methods for Partial Differential Equations, 34(6) (2018), 2060–2078. https://doi.org/10.1002/num.22276
  • Layton, W., Neda, M., Truncation of scales by time relaxation, J. Math. Anal. Appl., 325 (2007), 788–807. https://doi.org/10.1016/j.jmaa.2006.02.014
  • Layton, W., Pruett, C. D., Rebholz, L. G. Temporally regularized direct numerical simulation, Appl. Math. Comput., 216 (2010), 3728–3738. DOI:10.1016/j.amc.2010.05.031
  • Li, Y., Trenchea, C., A higher-order Robert-Asselin type time filter, J. Comput. Phys., 259 (2014), 23–32. https://doi.org/10.1016/j.jcp.2013.11.022
  • Morton, K. W., Mayers, D. F., Numerical Solution of Partial Differential Equations: An Introduction, Cambridge University Press, 1994.
  • Neda, M., Discontinuous time relaxation method for the time-dependent Navier-Stokes equations, Advance in Numerical Analysis, 2010, Article ID 419021, 21 pages, (2010). https://doi.org/10.1155/2010/419021
  • Pruett, C. D., Gatski, T. B., Grosch, C. E., Thacker, W. D., The temporally filtered Navier–Stokes equations: properties of the residual-stres, Phys. Fluids, 15 (2003), 2127–2140. https://doi.org/10.1063/1.1582858
  • Rosenau, P., Extending hydrodynamics via the regularization of the Chapman-Enskog expansion, Phys. Rev., A40(7193) (1989). https://doi.org/10.1103/PhysRevA.40.7193
  • Schochet, S., Tadmor, E., The regularized Chapman-Enskog expansion for scalar conservation laws, Arch. Ration. Mech. Anal., 119(95) (1992). https://doi.org/10.1007/BF00375117
  • Smith, G. D., Numerical Solution of Partial Differential Equations: Finite Difference Methods, Oxford University Press, 1985.
  • Stolz, S., Adams, N. A., Kleiser, L., The approximate deconvolution model for LES of compressible flows and its application to shock-turbulent boundary layer interaction, Phys. Fluids, 13(2985) (2001). https://doi.org/10.1063/1.1397277
  • Williams, P. D., A proposed modification to the Robert-Asselin time filter, Mon. Weather Re., 137(8) (2009), 2538–2546. https://doi.org/10.1175/2009MWR2724.1
  • Williams, P. D., The RAW filter: An improvement to the Robert-Asselin filter in semiimplicit integrations, Mon. Weather Rev., 139(6) (2011), 1996–2007. https://doi.org/10.1175/2010MWR3601.1
Year 2023, Volume: 72 Issue: 4, 1077 - 1093, 29.12.2023
https://doi.org/10.31801/cfsuasmas.1243992

Abstract

References

  • Adams, N. A., Stolz, S., Deconvolution methods for subgrid-scale approximation in LES, in Modern Simulation Strategies for Turbulent Flow (eds. B. Geurts and R.T. Edwards), (2001), 21–41.
  • Asselin, R., Frequency filter for time integrations, Mon. Weather Rev., 100 (1972), 487–490. https://doi.org/10.1175/1520-0493(1972)100<0487:FFFTI>2.3.CO;2
  • Burden, R. L., Faires, J. D., Numerical Analysis, Brooks/Cole, Pacific Grove, 9th Edition, 2011.
  • Cibik, A., Eroglu, F. G., Kaya, S., Numerical analysis of an efficient second order time filtered backward Euler method for MHD equations, Journal of Scientific Computing, 82(2) (2020), 1–25. https://doi.org/10.48550/arXiv.1906.07922
  • Cooper, J., Introduction to Partial Differential Equations with Matlab, Birkhauser, Bosten, 1998.
  • Ervin, V. J., Layton, W., Neda, M., Numerical analysis of a higher order time relaxation model of fluids, Int. J. Numer. Anal. Model., 4 (2007), 648–670.
  • Fletcher, C. A. J., Computational Techniques for Fluid Dynamics, Springer-Verlag, Berlin, 1998.
  • Gresho, P. M., Sani, R. L., Incompressible Flow and the Finite Element Method, John Wiley & Sons, Inc, 1998.
  • Guzel, A., Layton, W., Time filters increase accuracy of the fully implicit method, BIT Numer. Math., 58(3) (2018), 301–315. DOI:10.1007/s10543-018-0695-z
  • Isik, O. R., Spin up problem and accelerating convergence to steady state, Applied Mathematical Modelling, 37(5) (2013), 3242–3253. https://doi.org/10.1016/j.apm.2012.07.033
  • Isik, O. R., Takhirov, A., Zheng, H., Second order time relaxation model for accelerating convergence to steady-state equilibrium for Navier-Stokes equations, Applied Numerical Mathematics, 119 (2017), 67–78. https://doi.org/10.1016/j.apnum.2017.03.016
  • Isik, O. R., Yuksel, G., Demir, B., Analysis of second order and unconditonally stable for BDF2-AB2 method for the Navier-Stokes Equations with nonlinear time relaxation, Numerical Methods for Partial Differential Equations, 34(6) (2018), 2060–2078. https://doi.org/10.1002/num.22276
  • Layton, W., Neda, M., Truncation of scales by time relaxation, J. Math. Anal. Appl., 325 (2007), 788–807. https://doi.org/10.1016/j.jmaa.2006.02.014
  • Layton, W., Pruett, C. D., Rebholz, L. G. Temporally regularized direct numerical simulation, Appl. Math. Comput., 216 (2010), 3728–3738. DOI:10.1016/j.amc.2010.05.031
  • Li, Y., Trenchea, C., A higher-order Robert-Asselin type time filter, J. Comput. Phys., 259 (2014), 23–32. https://doi.org/10.1016/j.jcp.2013.11.022
  • Morton, K. W., Mayers, D. F., Numerical Solution of Partial Differential Equations: An Introduction, Cambridge University Press, 1994.
  • Neda, M., Discontinuous time relaxation method for the time-dependent Navier-Stokes equations, Advance in Numerical Analysis, 2010, Article ID 419021, 21 pages, (2010). https://doi.org/10.1155/2010/419021
  • Pruett, C. D., Gatski, T. B., Grosch, C. E., Thacker, W. D., The temporally filtered Navier–Stokes equations: properties of the residual-stres, Phys. Fluids, 15 (2003), 2127–2140. https://doi.org/10.1063/1.1582858
  • Rosenau, P., Extending hydrodynamics via the regularization of the Chapman-Enskog expansion, Phys. Rev., A40(7193) (1989). https://doi.org/10.1103/PhysRevA.40.7193
  • Schochet, S., Tadmor, E., The regularized Chapman-Enskog expansion for scalar conservation laws, Arch. Ration. Mech. Anal., 119(95) (1992). https://doi.org/10.1007/BF00375117
  • Smith, G. D., Numerical Solution of Partial Differential Equations: Finite Difference Methods, Oxford University Press, 1985.
  • Stolz, S., Adams, N. A., Kleiser, L., The approximate deconvolution model for LES of compressible flows and its application to shock-turbulent boundary layer interaction, Phys. Fluids, 13(2985) (2001). https://doi.org/10.1063/1.1397277
  • Williams, P. D., A proposed modification to the Robert-Asselin time filter, Mon. Weather Re., 137(8) (2009), 2538–2546. https://doi.org/10.1175/2009MWR2724.1
  • Williams, P. D., The RAW filter: An improvement to the Robert-Asselin filter in semiimplicit integrations, Mon. Weather Rev., 139(6) (2011), 1996–2007. https://doi.org/10.1175/2010MWR3601.1
There are 24 citations in total.

Details

Primary Language English
Subjects Applied Mathematics
Journal Section Research Articles
Authors

Özgül İlhan 0000-0003-2199-1301

Osman Raşit Işık 0000-0003-1401-4553

Simge Bozkurt 0000-0002-6963-7136

Publication Date December 29, 2023
Submission Date January 29, 2023
Acceptance Date July 18, 2023
Published in Issue Year 2023 Volume: 72 Issue: 4

Cite

APA İlhan, Ö., Işık, O. R., & Bozkurt, S. (2023). Numerical analysis of a time relaxation finite difference method for the heat equation. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, 72(4), 1077-1093. https://doi.org/10.31801/cfsuasmas.1243992
AMA İlhan Ö, Işık OR, Bozkurt S. Numerical analysis of a time relaxation finite difference method for the heat equation. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. December 2023;72(4):1077-1093. doi:10.31801/cfsuasmas.1243992
Chicago İlhan, Özgül, Osman Raşit Işık, and Simge Bozkurt. “Numerical Analysis of a Time Relaxation Finite Difference Method for the Heat Equation”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 72, no. 4 (December 2023): 1077-93. https://doi.org/10.31801/cfsuasmas.1243992.
EndNote İlhan Ö, Işık OR, Bozkurt S (December 1, 2023) Numerical analysis of a time relaxation finite difference method for the heat equation. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 72 4 1077–1093.
IEEE Ö. İlhan, O. R. Işık, and S. Bozkurt, “Numerical analysis of a time relaxation finite difference method for the heat equation”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., vol. 72, no. 4, pp. 1077–1093, 2023, doi: 10.31801/cfsuasmas.1243992.
ISNAD İlhan, Özgül et al. “Numerical Analysis of a Time Relaxation Finite Difference Method for the Heat Equation”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 72/4 (December 2023), 1077-1093. https://doi.org/10.31801/cfsuasmas.1243992.
JAMA İlhan Ö, Işık OR, Bozkurt S. Numerical analysis of a time relaxation finite difference method for the heat equation. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2023;72:1077–1093.
MLA İlhan, Özgül et al. “Numerical Analysis of a Time Relaxation Finite Difference Method for the Heat Equation”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, vol. 72, no. 4, 2023, pp. 1077-93, doi:10.31801/cfsuasmas.1243992.
Vancouver İlhan Ö, Işık OR, Bozkurt S. Numerical analysis of a time relaxation finite difference method for the heat equation. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2023;72(4):1077-93.

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.

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