Von Neumann Analysis: Refresh Numerical Science | Any Help Appreciated

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SUMMARY

The discussion focuses on Von Neumann analysis in numerical science, specifically addressing the stability of the convection equation using the Euler forward method. The user presents the equation \(\frac{∂u}{∂t}+a ∇ u =0\) and explores the implications of the growth factor \(|G| \leq 1\) for stability. Key insights include the relationship between the diffusion term and stability conditions, particularly that \(\beta \geq \frac{a}{2}\) leads to \(\beta = \frac{a}{2}\). The user seeks clarification on simplifying the final step of the derivation, suggesting the use of Taylor series for further analysis.

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  • Understanding of Von Neumann stability analysis
  • Familiarity with numerical methods, particularly the Euler forward method
  • Knowledge of Taylor series expansions
  • Basic concepts of partial differential equations (PDEs)
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  • Learn about the implications of the Euler forward method in numerical simulations
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Numerical analysts, computational scientists, and students in applied mathematics looking to deepen their understanding of stability in numerical methods and the application of Von Neumann analysis.

liquidFuzz
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I'm trying to refresh some numerical science stuff. Von Neumann analysis, if I take a slimmed down equation, convection. [tex]\frac{∂u}{∂t}+a ∇ u =0[/tex] If I'm using Euler forward, [tex]\frac{u^{n+1}-u^n}{\Delta t}+\frac{a}{2h} \left( u_{j+1}^n -u_{j-1}^n \right) =0[/tex] For [itex]\hat{u}^n = G^n\hat{u}^0[/itex] a growth factor [itex]|G|\leq1[/itex] is sufficient. This gives, [tex]\frac{u^{n+1}-u^n}{\Delta t} + \beta h \left( \frac{u_{j+1}^n-2u_j^n + u_{j-1}^n}{h^2} \right)[/tex] With the smallest possible diffusion but still stable, [itex]\beta \geq \frac{a}{2}[/itex] becomes [itex]\beta = \frac{a}{2}[/itex]. If this is plugged into the equation, [tex]\frac{u^{n+1}-u^n}{\Delta t} + \frac{a}{2h} \left( {u_{j+1}^n-2u_j^n + u_{j-1}^n} \right)[/tex] Now, according to some old notes I have the result is, [tex]\frac{u^{n+1}-u^n}{\Delta t} + \frac{1}{h} \left( {au_j^n -a u_{j-1}^n} \right)[/tex] Well this is somewhat vague for me. Specially the last step where the defraction term is finalised.

Any pointers of help would be appreciated, specially that last step.
 
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I faintly remember that sometimes you could simplify things using a Taylor series going forward in j and a taylor series going backwards in j, then subtracting (or adding) one from the other. At least something along those lines. Considering the j-1 term remained, I'd consider doing the taylor series over the j+1 term (eq1) and the j term (eq2) and then multiplying eq2 by a factor of 2 and then adding (or subtracting) eq1 from eq2 and see what happens. You can probably ignore higher order terms which are negligible (or your only looking at a first order scheme).
 
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