1.1.8.2. Discretising the Euler Equations¶
Using a Central Difference formula for a vector function:
Simply replaced scalar u with vector \(\mathbf{F}\)
In all our schemes, similarly replace the scalar derivative:
By the Jacobian matrix:
1.1.8.2.1. Lax-Friedrichs¶
FTCS n to n+1, with spatial average for u at n
1.1.8.2.2. Lax-Wendroff¶
Taylor at n+1,
First derivative - replace du/dt with -dF/dx and then CS at i
- Second derivative - replace d/dt (du/dt) with d/dt(-dF/dx),
then replace d/dx (-dF/dt) with d/dx(A dF/dx)
then outer derivative is CS at i+0.5 and CS at i-0.5
inner derivative is CS at i+0.5 and i-0.5
Jacobian is average at i+0.5 and i-0.5
e.g.
Note that \(\mathbf{A}\) has 9 entries and so evaluating it is expensive
Plus we have Matrix-Vector multiplication - thus this method is expensive.
1.1.8.2.3. Richtmyer¶
Step 1: Predictor - Lax-Friedrichs: FTCS n to n+1/2, at i=i+1/2, with spatial average for u at n):
Step 2 (Corrector - Leapfrog: FTCS n to n+1)
1.1.8.2.4. MacCormack¶
Step 1 (Predictor - FTFS, n to n+1, with \(\Delta t\)):
Step 2 (Corrector - FTBS, n+1/2 to n+1, with \(\Delta t/2\)):