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

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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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

Runge-Kutta Method for AdvectionDiffusion-Reaction Equation

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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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