Lecture materialsI will post here some hand-written notes or presentation slides and links to relevant reading materials. Some of the links below may require being on the NYU network, which you can do from off-campus via a proxy server as well.
For background in fluid dynamics, you may consult the book by my colleague Stephen Childress.
1. (Jan 28th) Advection-Diffusion EquationsA nice book on the subject is "Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equation" by W. H. Hundsdorfer and J. G Verwe (not available electronically) and I will base the few first lectures on this book.
Here are notes on the continuum advection-diffusion equation, and also notes on finite-difference spatial discretization in one dimension.
Note that there is a homework!
2. (Feb 4th) Spatial Discretization
We will continue the discussion of advection-diffusion
equations focusing on the analysis of convergence
(stability+accuracy) of spatial discretizations. Here are some
notes on spatial
convergence and boundary condition
Note that the first homework includes the lecture on spatial convergence, and that there is a new homework!
3. (Feb 11th) Basic Spatio-Temporal DiscretizationsWe will continue discussing advection-diffusion equations but now consider how to discretize in time and not just in space (fully discrete). Here are some lecture notes and a related homework.
4. (Wednesday Feb 20th
WWH.512) Higher Dimensions: Multigrid
Note that Monday Feb. 18th is a holiday and we will hold class
on Feb 20th. There will be no class the following week.
We will discuss how to solve the types of linear systems that arise from implicit discretizations of diffusion, notably, Poisson and Helmholtz-type equations. Here are some lecture notes on iterative methods for solving linear systems. For multigrid I will rely on these multigrid lecture notes by William L. Briggs.
4. (Feb 25th) NO CLASS (Travel)
5. (March 4th) Positivity and MonotonicityWe will discuss limiters that ensure maximum principles in advection schemes, and wrap up the discussion of generalizations to dimensions larger than one.
6. (March 11th) Temporal IntegratorsWe will finish the discussion of temporal integrators by first starting with more classical schemes and then discussing more sophisticated splitting methods.
6. (March 18th) NO CLASS (Spring Break)It is important that you start thinking about and working on your final projects. You should discuss your project with me and get it approved first.
7. (March 25th) Incompressible Navier-Stokes EquationsWe will start by reviewing the incompressible NS equations. Then we will go through a simple pseudo-spectral method for two-dimensional flow. Also take a look at mit18336_spectral_ns2d.m (2D Navier-Stokes pseudo-spectral solver on the torus) and the new homework.
8. (April 1st) Spatial Discretization of NS equations
We will learn about using projection-type methods with a
staggered or MAC
spatial discretization, see also the Documentation
for the code mit18086_navierstokes.m
(finite differences for the incompressible Navier-Stokes
equations in a box).
9. (April 8th) Projection MethodsFor temporal integration of the incompressible NS equations, we will discuss projection methods, based on a seminal paper by Brown, Minion and Cortez.
10. (April 15th) Spectral and Finite-Element MethodsWe will discuss series-expansion methods, such as pseudo-spectral methods and briefly discuss finite-element methods, based on Ch. 4 in the book "Numerical Methods for Wave Equations" by Dale Durran.
We will then discuss Adaptive Mesh Refinement (AMR), including hyperbolic, elliptic and parabolic equations, based on lecture notes by my colleague John Bell, and software used to actually implement these algorithms in real life, particularly BoxLib, OpenFOAM, PETSc, IBAMR, and GPUs.