Numerical Linear Algebra
where the algebra stops being the arithmetic
Concept

Convection diffusion — where it appears

An equation with a transport term and a diffusion term, whose solution develops a boundary layer when the first dominates. It is the smallest problem on which the symmetric arguments in the iterative field stop applying, and the boundary layer it develops is often thinner than one grid cell.

Named by 5 essays across 2 fields — each of them below, with the objects they name alongside it.

10⁻¹110¹10²-45-35-25-15-551525s, the smallest of the three interpolation pointsrightmost pole of the reduced modelunstable above this linebalanced truncation, order 3exact, and unusablefull system's pole-3.5placements swept19unstable models4worst pole24their interpolation1.3·10⁻¹⁴balanced truncation-0.84the conditions all holdand the model cannot be run

A model that cannot be run

A stable system, reduced by matching its transfer function at three points exactly, comes back with a pole in the right half plane at four of nineteen placements — and matches at all three points to 1.3·10⁻¹⁴ while doing it. The construction did what it promised.

reduction · reduced stability 00.250.50.75100.250.50.751xuexactcentral differencesupwindthe oscillation is exact‖Ax − b‖/‖b‖ for the central answer4.6·10⁻¹⁸values outside [0, 1]16worst excursion0.52the dashed lines are 0 and 1, which the equation guaranteesno solver was involved

The stencil that is not symmetric

Past a cell Péclet number of exactly one — measured by bisection at 1.0000000000000002 — the central-difference solution of a convection–diffusion problem oscillates from point to point and leaves the interval the equation guarantees, at 16 of 31 grid points. It is the exact solution of its own linear system, to 4.6·10⁻¹⁸. No solver was involved.

iterative · convection 00.250.50.75100.51xuexact & tunedupwindcentralone of these is exacttuned, worst nodal error2.4·10⁻¹⁷upwind, worst nodal error0.14central, points outside [0, 1]16exact at every nodeand only at the nodes

The diffusion that makes the answer exact

Upwinding adds h/2 of artificial diffusion. Central differencing adds none. Add ε·ξ·Pe with ξ = coth(Pe) − 1/Pe and the computed solution is the exact one at every grid point, to 2.4·10⁻¹⁷ — at every Péclet number, on the problem it was derived from and on no other.

iterative · convection 05101520253035404510⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²angle between the flow and the grid (degrees)worst nodal errortunedcentralupwindexact, and then nottuned, on the axis2.4·10⁻¹⁷tuned, five degrees off0.0079tuned at 45°0.066upwind at 45°0.0019fifteen orders of magnitude for five degreesand the worst of the three by forty-five

Exact along one axis

The tuned diffusion makes the answer exact at every node, and in two dimensions it holds at exactly one flow angle. Five degrees off the grid the relative error goes from 1.2·10⁻¹⁴ to 6.9, and by twenty degrees the scheme is worse than the upwinding it was built to improve on.

iterative · convection worst nodal error, and nodes outside the interval the equation guarantees0°, streamline only2.39·10⁻¹⁷ · 0 outside0°, with crosswind5.25·10⁻¹⁷ · 0 outside15°, streamline only0.032 · 18 outside15°, with crosswind0.0145 · 9 outside30°, streamline only0.0571 · 50 outside30°, with crosswind0.0247 · 11 outside45°, streamline only0.0661 · 48 outside45°, with crosswind0.0281 · 0 outsidewhat the crosswind term buyserror ratio at 0°0.45error ratio at 15°2.2error ratio at 30°2.3error ratio at 45°2.3free where the scheme was exactand half the error everywhere else

The direction the diffusion does not go

Streamline diffusion adds τbbᵀ, a rank-one tensor that annihilates every direction across the flow. That is the design. The price is 18, 50 and 48 nodes where the computed solution leaves the interval the equation guarantees — and half a coefficient of crosswind diffusion halves the error at every angle while costing exactly nothing where the scheme was exact.

iterative · convection

Named alongside it

The objects these essays reach for when they reach for this one.

Artificial diffusionPeclet numberBoundary layerM matrixStreamline diffusionGrid alignmentManufactured solutionUpwind differencingUpwindingAnisotropyBalanced truncationCrosswind diffusion

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