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Diffusion Problem

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Abstract

In this chapter, we discuss the fundamentals of how to cast a PDE into finite difference form. More specifically, the reader will learn how to discretize the diffusion equation, and learn why some discretizations work and some do not. This will be the opportunity to introduce concepts such as numerical stability, convergence, and consistency. It will be explained how to check whether a discretization is stable and consistent, and the reader will learn about explicit and implicit schemes, the rudiments of elliptic solvers, and the concept of numerical dissipation or artificial damping inherent in our discretizations.

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Notes

  1. 1.

    Only wavenumbers for which \(\lambda =0\) have a growth factor \(|G|=1\). However, all wavenumbers are present in any solution. Hence, the growth factor is in general less than unity.

  2. 2.

    It is not important how fast each of them go to zero.

  3. 3.

    For a given grid size, \(2\Delta x\) is the so-called Nüquist wavelength. Thus, wavelengths smaller than \(2\Delta x\) remain unresolved.

  4. 4.

    As a corollary, we note that this proves that the truly implicit scheme (4.64), which follows from (4.65) by letting \(\gamma =1\), is indeed unconditionally stable.

  5. 5.

    This is also commonly referred to as the mesh or grid size.

  6. 6.

    These are oscillations in which the frequency equals the inertial frequency f.

References

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Correspondence to Lars Petter Røed .

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Røed, L.P. (2019). Diffusion Problem. In: Atmospheres and Oceans on Computers. Springer Textbooks in Earth Sciences, Geography and Environment. Springer, Cham. https://doi.org/10.1007/978-3-319-93864-6_4

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