Math 2.0

Numerical analysis Definition

Finite volume method

Builds on Conservation lawDivergence

Definition

Let Ω⊂ℝd\Omega \subset \R^d be a bounded polygonal domain and F ⁣:ℝ→ℝdF \colon \R \to \R^d a C1C^1 flux. Consider the conservation law ut+∇⋅F(u)=0u_t + \nabla \cdot F(u) = 0, with ∇⋅\nabla \cdot the divergence. Partition Ω\Omega into polygonal control volumes KiK_i, and write eije_{ij} for the common face of KiK_i and KjK_j. Let nijn_{ij} be the unit normal of eije_{ij} pointing from KiK_i to KjK_j. A numerical flux is a function H(a,b,n)H(a, b, n) with two properties:

  1. consistency: H(a,a,n)=F(a)⋅nH(a, a, n) = F(a) \cdot n for all aa and nn;
  2. conservation: H(a,b,n)=−H(b,a,−n)H(a, b, n) = -H(b, a, -n).

Let ui(t)u_i(t) approximate the average of uu over KiK_i. The finite volume method evolves these numbers by ∣Ki∣duidt=−∑j∣eij∣ H(ui,uj,nij),\abs{K_i} \frac{d u_i}{dt} = -\sum_{j} \abs{e_{ij}} \, H(u_i, u_j, n_{ij}), where the sum runs over the neighbours KjK_j of KiK_i, and ∣⋅∣\abs{\cdot} denotes volume or area. Boundary faces use fluxes built from the boundary conditions.

Remarks

The scheme is the exact balance law ddt∫Kiu=−∫∂KiF(u)⋅n\frac{d}{dt} \int_{K_i} u = -\int_{\partial K_i} F(u) \cdot n, with the face integrals replaced by numerical fluxes. By clause 2, the flux from KiK_i to KjK_j is the negative of the flux from KjK_j to KiK_i. So ∑i∣Ki∣ui\sum_i \abs{K_i} u_i changes only through the boundary of Ω\Omega.

Example: for ut+aux=0u_t + a u_x = 0 with a>0a > 0 on cells of width Δx\Delta x, take the upwind flux H(ui,ui+1,+1)=auiH(u_i, u_{i+1}, +1) = a u_i. This gives ui′=−a(ui−ui−1)/Δxu_i' = -a (u_i - u_{i-1}) / \Delta x. Consistency holds since H(v,v,+1)=av=F(v)H(v, v, +1) = a v = F(v).

Non-example: the scheme ui′=−ui(ui+1−ui−1)/(2Δx)u_i' = -u_i (u_{i+1} - u_{i-1}) / (2 \Delta x) for Burgers' equation ut+(u2/2)x=0u_t + (u^2/2)_x = 0 is not in flux form. It has no numerical flux, so clause 2 has no meaning for it. It does not conserve ∑iui\sum_i u_i and can produce shocks with wrong speeds.

Reading path

To understand this page from the ground up, read these 9 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Conservation law concept
  2. Euclidean space object
  3. Function concept
  4. Function of several variables concept
  5. Vector-valued function concept
  6. Partial derivative concept
  7. Vector field concept
  8. Divergence concept
  9. Finite volume method definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Finite_volume_method
About this page
TagCAB1ARHH31
URIm2://CAB1ARHH31
Kinddefinition
WritingW0 stub
MSC65M08, 65N08, 35L65
DefinesFinite volume method
UsesConservation law, Divergence

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