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# Simple extensions to the non-

geomorphology

## Mattia de' Michieli Vitturi (Istituto

Nazionale di Geofisica e
Vulcanologia)
&
Ramon Arrowsmith (SESE)
Outline
•  Iconic initial forms and physical problem (Ramon)
•  Useful information about finite differences (Mattia)
o  Finite difference in general
o  Space and time order of the approximation (centered vs
forward or backward)
o  Explicit vs implicit (help explain what is stability)
o  Linear vs non linear
o  1 d vs 2 d
•  Demonstrate code and results (Mattia and Ramon)
o  base cases (quasi linear and non linear): repeat Pelletier
and Cline
o  more complex, including spatially varying k
o  short example of the result from the Etna cones with wind
effect on k
•  Introduce exercise (Ramon and Mattia)
Iconic initial form #1: volcanic cone
-SP Crater, northern Arizona, 10 m DEM from USGS National
Elevation dataset
Iconic initial form #2: fault scarp
-El Mayor Cucapah earthquake rupture (2010), Airborne laser
swath mapping 1 m DEM from UC Davis/Cicese/ASU; acquired by
NCALM and DEM processing by OpenTopography
Iconic initial form #3: impact crater
-Linne crater on the Moon, 2m photogrammetric DEM data from
LROC courtesy of Mark Robinson and LROC team
Transport - limited slope dependent sediment
flux.
Continuity of qs evaluated in two dimensions
(h is a function of x and y) thus accounting
for horizontal convergence or divergence of
flux.
t is time, k is rate constant, Sc is the
tangent of the angle of stability
Numerical  methods
•  When   we   want   to   solve   a   mathema4cal   model
with   a   computer   (we   search   for   a   “numerical
solu4on”)   we   have   to   consider   that   computers
have  a  ﬁnite  amount  of  memory.  We  have  then  to
select   a   set   of   discrete   loca4ons   in   space   and
4me  where  we  will  have  the  numerical  solu4on.
•  The   discrete   loca4ons   at   which   the   variables   are
to  be  calculated  are  deﬁned  by  the  numerical  grid
which   is   essen4ally   a   discrete   representa4on   of
the  geometric  domain  on  which  the  problem  has
to  be  solved.
Finite  diﬀerence  method
•  In   the   ﬁnite   diﬀerence   method,   at   each   grid
point   the   diﬀeren4al   equa4on   is   solved
numerically   by   replacing   the   derica4ves   with
approxima4ons  in  terms  of  the  nodal  values  of
the  func4ons:

where  hi  are  the  values  of  the  func4on  at  the
points  of  the  numerical  grid.
Discre4za4on  grid
•  For  convenience,  in  the  descrip4on  of  the
method,  we  will  use  a  uniform  1D  grid  with
spacing  Δx.  we  will  refer  to  the  points  of  the
grid  as  xi.



##     

Approxima4on  scheme
•  The  idea  behind  ﬁnite  diﬀerence  approxima4on  is
borrowed   directly   from   the   deﬁni4on   of
deriva4ve:

## (*)   Likewise   we   discre4se   the   4me   interval   in

discrete   4mes,   separated   by   a   4me   step   Δt,   and
only   compute   the   solu4on   for   4mes   tn=nΔt,   n=0,
…,N.
Finite  diﬀerences
•  We  want  to  approximate  the  exact  deriva4ve
(the  slope)  of  a  func4on  at  the  point  xi



##     

Forward  scheme



 

##     

Backward  scheme

 



##     

Central  scheme






##     

Accuracy
•  It   is   obvious   that   some   approxima4ons   are
beTer   than   others.   The   accuracy   of   the
approxima4on   depends   on   the   trunca4on
error,   i.e.   the   diﬀerence   between   the   exact
value  of  the  deriva4ve  and  the  approxima4on
we  are  using.
Accuracy:  Taylor  expansion
•  To  evaluate  the  errors,  we  can  write  the  Taylor
expansion  in  the  vicinity  of  xi:
Taylor  expansion
•  By   replacing   x   by   xi+1   and   xi-1   in   the   Taylor
expansion  we  have:
Forward  scheme
•  From  the  ﬁrst  one:

we  obtain
Backward  scheme
•  From  the  second  one:

we  obtain
Central  scheme
•  Subtrac4ng  the  second  Taylor  expansion  from
the  ﬁrst:
-­‐

=
Accuracy
•  The   terms   that   are   deleted   from   the   right   hand
sides   in   the   ﬁnite   diﬀerence   approxima4on   are
called   the   trunca'on   errors;     they   measure   the
accuracy  of  the  approxima4on  and  determine  the
rate   at   which   the   error   decreases   as   the   spacing
between  points  is  reduced.  In  par4cular,  the  ﬁrst
truncated   term   is   usually   the   principal   source   of
error.
•  Higher   order   of   approxima4ons   of   the   ﬁrst
deriva4ve   can   be   obtained   by   using   more   points
to   eliminate   more   of   the   trunca4on   error   in   the
Taylor  expansions.
Second-­‐order  deriva4ves
•  Let  consider  again  the  Taylor  expansions:

+

=
Second-­‐order  deriva4ves
•  An  alterna4ve  deriva4on  (the  second
deriva0ve  is  the  deriva0ve  of  the  deriva0ve):
 
    
Example
•  Diﬀusion  equa4on  with  variable  coeﬃcient  f:

 
    
Example
•  Diﬀusion  equa4on  with  variable  coeﬃcient  f:
Matlab  Code

with  the  ﬁnite  diﬀerence  scheme  the  ﬁrst  term  on  the
right  hand  side  can  be  approximated  by:

In  the  code:
expl_term_x(2:nx-1,:) = ( ( f(2:nx-1,:) + f(3:nx,:) ).* h_temp(3:nx,:) ...
- ( f(1:nx-2,:) + 2.0 * f(2:nx-1,:) + f(3:nx,:) ) .* h_temp(2:nx-1,:) ...
+ ( f(1:nx-2,:) + f(2:nx-1,:) ).* h_temp(1:nx-2,:) ) / ( 2.0 * delta_x^2);
•  When   considering   unsteady   problems,   we   have
to   consider   also   a   discre'za'on   in   'me   of   the
equa4on.  The  main  diﬀerence  between  the  space
and   4me   coordinate   lies   in   the   direc4on   of
inﬂuence:   whereas   the   solu4on   in   one   points   in
space   loca4on   may   inﬂuence   the   solu4on
anywhere   else,   the   solu4on   at   a   given   instant   will
aﬀect  only  the  solu4on  in  future.
•  To   be   faithful   to   this   fact,   essen4ally   all   solu4on
methods   advance   in   4me   in   a   step-­‐by-­‐step   or
“marching”  manner.
Nota4on
•  As  we  have  done  for  the  spa4al  discre4za4on,
we   introduce   a   nota4on   for   the   solu4on
corresponding  to  a  par4cular  4me  step:

is  the  solu4on  in  the  point  xi  at  the  4me  step  tn.

    


    
Finite  diﬀerences  in  4me
•  To   approximate   the   4me   deriva4ve   we   use
again   a   Taylor   series   expansion   of   h   in   the
vicinity  of  the  solu4on  at  4me  tn:
Diﬀusion  equa4on
•  When   we   subs4tute   this   approxima4on   for
the   4me   deriva4ve   in   the   1D   costant
coeﬃcient   diﬀusion   equa4on   we   obtain,   at
the  point  x=xi:

## •  In   the   right   hand   side   we   have   not   speciﬁed

the  4me  step  at  which  we  evaluate  the  terms.
hTp://arrowsmith362.asu.edu/Lectures/Hillslopes_I/
Excel  implementa4on

Explicit  scheme
•  When  the  right  hand  side  is  evaluated  using  the
values  at  the  ini4al  4me  tn,  we  have

## which  is  known  as  the  explicit  or  forward  Euler

method.


    


    
Implicit  scheme
•  When  the  right  hand  side  is  evaluated  using  the
values  at  the  ﬁnal  4me  tn+1,  we  have

## which  is  known  as  the  implicit  or  backward  Euler

method.


    


    
Cranck-­‐Nicolson
•  When  the  right  hand  side  is  evaluated  using  an
average  between  the  values  at  the  ini4al  4me  tn  and
the  values  at  the  ﬁnal  4me  tn+1    we  have

## which  is  known  as  the  Cranck-­‐Nicolson  (implicit)

method.

    


    
Accuracy
•  As  we  have  done  for  the  discre4za4on  schemes  in
space,   it   is   possible   to   study   the   accuracy   of   the
discre4za4on   in   4me   with   the   implicit,   explicit
and  Cranck-­‐Nicolson  schemes.
•  When   we   advance   in   4me   the   solu4on,   we   are
integra4ng   the   equa4on.   We   integrate   the
deriva4ve  with  respect  to  the  4me  to  obtain  the
solu4on   at   the   new   4me   step.   This   analogy   with
the   integral   help   us   to   give   a   geometric
interpreta4on   of   the   3   schemes   and   their
accuracy.
Accuracy
Explicit     Implicit     C-­‐N

## O(Δt)     O(Δt)       O(Δt2)

Stability
•  All   methods   we   have   seen   produce   good
solu4ons  if  Δt  is  small.  However,  the  behavior
of   methods   for   large   4me   step   size   is   more
important   because,   par4cularly   in   the
diﬀusion  problem  we  are  studying,  the  goal  is
oeen   to   compute   the   slow   long   term   behavior
of   the   solu4on.   This   raises   the   issue   of
stability.
Stability
•  A  method  is  called  stable,  if  the  errors  contained
in  the  numerical  solu4on  are  not  ampliﬁed  during
the   solu4on   process,   but   eventually   reduced.   A
stable   method   produce   a   bounded   solu4on   when
the   solu4on   of   the   underlying   diﬀeren4al
equa4on  is  also  bounded.
•  The  explicit  method  is  condi4onally  stable:  small
steps  are  always  required!
•  The  implicit  methods  are  incondi4onally  stables!
Example
•  Let  consider  the  following  erosion  model:

## •  We   discre4ze   the   equa4on   with   the   ﬁnite

diﬀerence  method

## and   then   we   apply   the   implict   and   explicit

scheme  trying  to  understand  why  one  method  is
stable  and  the  other  is  unstable.
Example

Explicit   Implicit

## Unstable  for  large  Δt Stable  for  any  Δt

Linear  vs  Non-­‐linear
•  When   dealing   with   non-­‐linear   problem   the
diﬃcul4es   of   the   implementa4on   of   the
implicit   scheme   become   more   evident.   While
there  are  no  diﬃcul4es  in  connec4on  with  an
explicit   formula4on,   an   implicit   formula4on
generally   necessitates   the   use   of   itera4ve
schemes  like  Newton’s  method  to  converge  to
hn+1.
Example
•  Let  consider  the  following  erosion  model:

Explicit   Implicit
2D  vs  1D
•  To  solve  the  2D  equa4on,  in  the  MATLAB  code  it
is   applied   an   alterna0ng   direc0on   implicit   (ADI)
scheme.   The   main   idea   of   the   ADI   method   is   to
proceed   in   two   stages,   trea4ng   only   one
deriva4ve  at  each  stage.  First  a  half-­‐step  is  taken
implicitly   in   the   direc4on   x   and   explicitly   in   the
direc4on   y   followed   by   a   half-­‐step   is   taken
implicitly   in   the   direc4on   y   and   explicitly   in   the
direc4on   x.   In   this   way   we   introduce   an   error   in
the  solu4on,  but  generally  the  order  of  the  error
is  smaller  than  the  other  errors  of  the  numerical
scheme.
El Mayor Cucupah original forms
n= 100

## El Mayor Cucupah at a morphologic age of 10 m2 (probably

equivalent to 10 kyr at k = 1m2/kyr which is a typical k for fault
scarps and lake shorelines in the Basin and Range)
n= 1

## El Mayor Cucupah at a morphologic age of 10 m2 (probably

equivalent to 10 kyr at k = 1m2/kyr which is a typical k for fault
scarps and lake shorelines in the Basin and Range)
Etna  2004-­‐2007
variable  k  in  space
Introduce exercise (Ramon)
•  Things to do
o  Explore varying n--could use some help to find accurate
delta_t
o  Explore varying boundary condition
o  Explore other initial conditions--explore eroding the El Mayor
Cucupah scarp.
o  Explore variable k (Mattia explain how to make k matrix)
•  A few points on running the code:
o  Change things inside the run_non_linear.m script only. Make sure all the
other functions and data are in the same directory.
o  When you first run it, it pauses to show you the initial condition. You need
to go to the command line and type something.
o  You will have to experiment with the delta_t so it runs ok and not too long,
but accurately enough.
o  If you get a WARNING about angle too small, you need to increase the Sc
to be larger than the steepest angle in the model (35 or so for the cinder
cone and 75 for El Mayor); should be fixed now.
o  When the script is done, it wants you to click somewhere so it can label
the plot with the enne value.