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Exercise 11 Diffusion in 2D ADI, Thomas algorithm, OpenMP HPCSE I, Fall 2018 Diffusion Di ff usion Process that describes the spreading of a quantity of interest driven by its concentration gradient towards regions with lower density.


  1. Exercise 11 Diffusion in 2D ADI, Thomas algorithm, OpenMP HPCSE I, Fall 2018

  2. Diffusion Di ff usion Process that describes the spreading of a quantity of • interest driven by its concentration gradient towards regions with lower density. In this exercise we consider heat flow in a 2D medium • that can be described by the diffusion equation of the egion The movement of molecules from an area of high form: concentration to an area of low concentration until the concentration on both sides is equal. ∂ρ ( r , t ) = D r 2 ρ ( r , t ) ∂ t ρ ( r , t ) r = ( x, y ) is a measure for the amount of heat at position • and time t is a constant diffusion coefficient • D y ρ ( x, y, t ) = 0 ∀ t ≥ 0 and ( x, y ) / ∈ Ω Boundary Condition: • ρ = 1 ρ = 0 ⇢ 1 | x, y | < 1 / 2 ρ ( x, y, 0) = Initial Condition: • 0 otherwise ρ = 0 x

  3. Numerical Integration ρ ( n +1) − ρ ( n ) ρ ( n ) i − 1 ,j − 2 ρ ( n ) i,j + ρ ( n ) ρ ( n ) i,j − 1 − 2 ρ ( n ) i,j + ρ ( n ) " # • Explicit Euler: i +1 ,j i,j +1 i,j i,j = D + ∆ x 2 ∆ y 2 ∆ t Easy to implement • Requires few computations and often has acceptable accuracy. • Drawback: INSTABILITY. Local errors are small but numerical solution will diverge exponentially over time. • ∆ t ∼ O ( h 2 ) ∆ x ≈ ∆ y ≈ h Condition on step size for stability is very small for 2D: for we get ρ ( n +1) − ρ ( n ) ρ ( n +1) i − 1 ,j − 2 ρ ( n +1) + ρ ( n +1) ρ ( n +1) i,j − 1 − 2 ρ ( n +1) + ρ ( n +1) • Implicit Euler: " # i +1 ,j i,j +1 i,j i,j i,j i,j = D + ∆ x 2 ∆ y 2 ∆ t Always stable. • Drawback: must solve a system of linear equations with sparse matrix. • • Alternating Direction Implicit (ADI): Split one time iteration in two steps to separate “implicitness” in the x- and y- directions. • Stable method, 2 nd order of accuracy in time. • Easy to solve: Instead of solving one large set of equations with a sparse matrix, solve multiple • independent 1D systems with tridiagonal matrices.

  4. Alternating Direction Implicit ρ ( n ) ρ ( n +1 / 2) Tridiagonal systems step 1: ρ ( n +1 / 2) − ρ ( n ) ρ ( n +1 / 2) − 2 ρ ( n +1 / 2) + ρ ( n +1 / 2) ρ ( n ) i,j − 1 − 2 ρ ( n ) i,j + ρ ( n ) " # i,j i,j i − 1 ,j i,j i +1 ,j i,j +1 = D + ∆ x 2 ∆ y 2 ∆ t/ 2 ρ ( n +1 / 2) ρ ( n +1) step 2: ρ ( n +1) − ρ ( n +1 / 2) ρ ( n +1 / 2) − 2 ρ ( n +1 / 2) + ρ ( n +1 / 2) ρ ( n +1) i,j − 1 − 2 ρ ( n +1) + ρ ( n +1) " # i,j i,j i − 1 ,j i,j i +1 ,j i,j i,j +1 = D + ∆ x 2 ∆ y 2 ∆ t/ 2 Tridiagonal systems …solve tridiagonal systems with Thomas algorithm

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