Lax-Wendroff finite volume scheme derivation

The name of the pictureThe name of the pictureThe name of the pictureClash Royale CLAN TAG#URR8PPP











up vote
1
down vote

favorite












I'm trying to figure out how the finite volume version of Lax-Wendroff scheme is derived.



Here is the PDE and Lax-Wendfroff scheme:
$$u=textfunction of x,t\hatu=frac1Delta xint_x_i-1/2^x_i+1/2uthinspace dx text (the average flux through volume)$$
$$fracpartial upartial t=-fracpartial f(u)partial xrightarrow \hatu_j^n+1=hatu_j^n - fracDelta tDelta x(F_j+1/2^n-F_j-1/2^n)\
F_j+1/2=frac12thinspace (f_j+1+f_j)-frac12thinspace a^2_j+1/2fracDelta tDelta xthinspace (hatu_j+1-hatu_j)\
a_j+1/2=begincases
fracf_j+1-f_jhatu_j+1-hatu_j & if enspace hatu_j+1neq hatu_j \
f'(u_j) & if enspace hatu_j+1=hatu_j
endcases$$



I know that in a finite difference Lax-Wendroff is derived like this :



$$u_t=-cu_x rightarrow u_tt=c^2u_xx\
text taylors expansion :thinspace u(t+Delta t, x)= u+Delta tthinspace u_t + fracDelta t^22u_tt rightarrow \u^m+1_n=u^m_n-cDelta t thinspace u_x+fracc^2Delta t^22u_xx$$



I know in finite volume we are measuring the average flux of $u$, so I attempt to get the equation into the right form using $hatu$ by dividing by $Delta x$ and taking an integral with respect to x.



$$hatu_n^m+1=hatu_n^m-fraccDelta tDelta x(u(x_i+1/2,t)-u(x_i-1/2,t)+fracc^2Delta t^22Delta x^2u_x|_x_i-1/2^x_i+1/2$$



Not sure what to do though from here.



I also tried just expanding $f$ like this :
$$
f(u(x+fracDelta x2))=f(u(x))+fracDelta x2f_u u_x+(fracDelta x2)^2(f_uuu_x^2+f_u u_xx)
$$



I don't see where this is going either. I just can't find it derived after a ton of google searching. Can anyone show me or link me to a derivation?







share|cite|improve this question


























    up vote
    1
    down vote

    favorite












    I'm trying to figure out how the finite volume version of Lax-Wendroff scheme is derived.



    Here is the PDE and Lax-Wendfroff scheme:
    $$u=textfunction of x,t\hatu=frac1Delta xint_x_i-1/2^x_i+1/2uthinspace dx text (the average flux through volume)$$
    $$fracpartial upartial t=-fracpartial f(u)partial xrightarrow \hatu_j^n+1=hatu_j^n - fracDelta tDelta x(F_j+1/2^n-F_j-1/2^n)\
    F_j+1/2=frac12thinspace (f_j+1+f_j)-frac12thinspace a^2_j+1/2fracDelta tDelta xthinspace (hatu_j+1-hatu_j)\
    a_j+1/2=begincases
    fracf_j+1-f_jhatu_j+1-hatu_j & if enspace hatu_j+1neq hatu_j \
    f'(u_j) & if enspace hatu_j+1=hatu_j
    endcases$$



    I know that in a finite difference Lax-Wendroff is derived like this :



    $$u_t=-cu_x rightarrow u_tt=c^2u_xx\
    text taylors expansion :thinspace u(t+Delta t, x)= u+Delta tthinspace u_t + fracDelta t^22u_tt rightarrow \u^m+1_n=u^m_n-cDelta t thinspace u_x+fracc^2Delta t^22u_xx$$



    I know in finite volume we are measuring the average flux of $u$, so I attempt to get the equation into the right form using $hatu$ by dividing by $Delta x$ and taking an integral with respect to x.



    $$hatu_n^m+1=hatu_n^m-fraccDelta tDelta x(u(x_i+1/2,t)-u(x_i-1/2,t)+fracc^2Delta t^22Delta x^2u_x|_x_i-1/2^x_i+1/2$$



    Not sure what to do though from here.



    I also tried just expanding $f$ like this :
    $$
    f(u(x+fracDelta x2))=f(u(x))+fracDelta x2f_u u_x+(fracDelta x2)^2(f_uuu_x^2+f_u u_xx)
    $$



    I don't see where this is going either. I just can't find it derived after a ton of google searching. Can anyone show me or link me to a derivation?







    share|cite|improve this question
























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I'm trying to figure out how the finite volume version of Lax-Wendroff scheme is derived.



      Here is the PDE and Lax-Wendfroff scheme:
      $$u=textfunction of x,t\hatu=frac1Delta xint_x_i-1/2^x_i+1/2uthinspace dx text (the average flux through volume)$$
      $$fracpartial upartial t=-fracpartial f(u)partial xrightarrow \hatu_j^n+1=hatu_j^n - fracDelta tDelta x(F_j+1/2^n-F_j-1/2^n)\
      F_j+1/2=frac12thinspace (f_j+1+f_j)-frac12thinspace a^2_j+1/2fracDelta tDelta xthinspace (hatu_j+1-hatu_j)\
      a_j+1/2=begincases
      fracf_j+1-f_jhatu_j+1-hatu_j & if enspace hatu_j+1neq hatu_j \
      f'(u_j) & if enspace hatu_j+1=hatu_j
      endcases$$



      I know that in a finite difference Lax-Wendroff is derived like this :



      $$u_t=-cu_x rightarrow u_tt=c^2u_xx\
      text taylors expansion :thinspace u(t+Delta t, x)= u+Delta tthinspace u_t + fracDelta t^22u_tt rightarrow \u^m+1_n=u^m_n-cDelta t thinspace u_x+fracc^2Delta t^22u_xx$$



      I know in finite volume we are measuring the average flux of $u$, so I attempt to get the equation into the right form using $hatu$ by dividing by $Delta x$ and taking an integral with respect to x.



      $$hatu_n^m+1=hatu_n^m-fraccDelta tDelta x(u(x_i+1/2,t)-u(x_i-1/2,t)+fracc^2Delta t^22Delta x^2u_x|_x_i-1/2^x_i+1/2$$



      Not sure what to do though from here.



      I also tried just expanding $f$ like this :
      $$
      f(u(x+fracDelta x2))=f(u(x))+fracDelta x2f_u u_x+(fracDelta x2)^2(f_uuu_x^2+f_u u_xx)
      $$



      I don't see where this is going either. I just can't find it derived after a ton of google searching. Can anyone show me or link me to a derivation?







      share|cite|improve this question














      I'm trying to figure out how the finite volume version of Lax-Wendroff scheme is derived.



      Here is the PDE and Lax-Wendfroff scheme:
      $$u=textfunction of x,t\hatu=frac1Delta xint_x_i-1/2^x_i+1/2uthinspace dx text (the average flux through volume)$$
      $$fracpartial upartial t=-fracpartial f(u)partial xrightarrow \hatu_j^n+1=hatu_j^n - fracDelta tDelta x(F_j+1/2^n-F_j-1/2^n)\
      F_j+1/2=frac12thinspace (f_j+1+f_j)-frac12thinspace a^2_j+1/2fracDelta tDelta xthinspace (hatu_j+1-hatu_j)\
      a_j+1/2=begincases
      fracf_j+1-f_jhatu_j+1-hatu_j & if enspace hatu_j+1neq hatu_j \
      f'(u_j) & if enspace hatu_j+1=hatu_j
      endcases$$



      I know that in a finite difference Lax-Wendroff is derived like this :



      $$u_t=-cu_x rightarrow u_tt=c^2u_xx\
      text taylors expansion :thinspace u(t+Delta t, x)= u+Delta tthinspace u_t + fracDelta t^22u_tt rightarrow \u^m+1_n=u^m_n-cDelta t thinspace u_x+fracc^2Delta t^22u_xx$$



      I know in finite volume we are measuring the average flux of $u$, so I attempt to get the equation into the right form using $hatu$ by dividing by $Delta x$ and taking an integral with respect to x.



      $$hatu_n^m+1=hatu_n^m-fraccDelta tDelta x(u(x_i+1/2,t)-u(x_i-1/2,t)+fracc^2Delta t^22Delta x^2u_x|_x_i-1/2^x_i+1/2$$



      Not sure what to do though from here.



      I also tried just expanding $f$ like this :
      $$
      f(u(x+fracDelta x2))=f(u(x))+fracDelta x2f_u u_x+(fracDelta x2)^2(f_uuu_x^2+f_u u_xx)
      $$



      I don't see where this is going either. I just can't find it derived after a ton of google searching. Can anyone show me or link me to a derivation?









      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Aug 18 at 5:50

























      asked Aug 18 at 5:44









      Frank

      628




      628

























          active

          oldest

          votes











          Your Answer




          StackExchange.ifUsing("editor", function ()
          return StackExchange.using("mathjaxEditing", function ()
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          );
          );
          , "mathjax-editing");

          StackExchange.ready(function()
          var channelOptions =
          tags: "".split(" "),
          id: "69"
          ;
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function()
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled)
          StackExchange.using("snippets", function()
          createEditor();
          );

          else
          createEditor();

          );

          function createEditor()
          StackExchange.prepareEditor(
          heartbeatType: 'answer',
          convertImagesToLinks: true,
          noModals: false,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          );



          );








           

          draft saved


          draft discarded


















          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2886452%2flax-wendroff-finite-volume-scheme-derivation%23new-answer', 'question_page');

          );

          Post as a guest



































          active

          oldest

          votes













          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes










           

          draft saved


          draft discarded


























           


          draft saved


          draft discarded














          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2886452%2flax-wendroff-finite-volume-scheme-derivation%23new-answer', 'question_page');

          );

          Post as a guest













































































          這個網誌中的熱門文章

          How to combine Bézier curves to a surface?

          Mutual Information Always Non-negative

          Why am i infinitely getting the same tweet with the Twitter Search API?