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.
There will be no class on Wed Nov. 26th (day before Thanksgiving), and also on Dec. 10th (Legislative Day).
1. (Sept 3rd) 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. (Sep 10th and 17th) 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. (Sept 17th and 24th) 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. Here are some additional notes about the difference between MOL and space-time schemes.
4. (Oct 1st) Temporal IntegratorsWe will finish the discussion of temporal integrators by first starting with more classical schemes such as Runge Kutta and multistep, and then discussing more general splitting methods. There is a homework relating to implicit time stepping schemes.
5. (Oct 8th, 15th and 22nd) High-Resolution
We will discuss limiters that ensure positivity and
monotonicity (maximum principles) in advection schemes,
based on an algebraic flux-limiting construction.
We will review again the difference between MOL and space-time schemes. We will then discuss the basic elements for building high-resolution advection schemes from a more geometric/PDE perspective. My notes use a number of sources but the best source is chapters 6 and 10 in the book "Finite Volume Methods for Hyperbolic Problems" by Randall J. Leveque. I only cover 1D basics in class -- if you really want to understand how to do this in 2D and 3D choose it as a final project, either based on the book by Leveque or perhaps this article describing (and extending) the BDS algorithm by May, Nonaka, Almgren, and Bell.
There is a makeup homework in which the second problem asks you to look at Lax-Wendroff for advection-diffusion.
6. (Oct 29th) Multigrid
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
notes by William L. Briggs.
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. (?) 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. (?) 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. (?) Projection MethodsFor temporal integration of the incompressible NS equations, we will discuss projection methods, based on a seminal paper by Brown, Minion and Cortez.
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.