Numerical Diffusion
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Numerical diffusion is a difficulty with
computer simulation Computer simulation is the process of mathematical modelling, performed on a computer, which is designed to predict the behaviour of, or the outcome of, a real-world or physical system. The reliability of some mathematical models can be dete ...
s of continua (such as
fluid In physics, a fluid is a liquid, gas, or other material that continuously deforms (''flows'') under an applied shear stress, or external force. They have zero shear modulus, or, in simpler terms, are substances which cannot resist any shear ...
s) wherein the simulated medium exhibits a higher
diffusivity Diffusivity is a rate of diffusion, a measure of the rate at which particles or heat or fluids can spread. It is measured differently for different mediums. Diffusivity may refer to: *Thermal diffusivity, diffusivity of heat *Diffusivity of mass: ...
than the true medium. This phenomenon can be particularly egregious when the system should not be diffusive at all, for example an ideal fluid acquiring some spurious viscosity in a numerical model.


Explanation

In Eulerian simulations, time and space are divided into a discrete grid and the continuous
differential equation In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, an ...
s of motion (such as the Navier–Stokes equation) are discretized into
finite-difference equation A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the ...
s. The discrete equations are in general more diffusive than the original differential equations, so that the simulated system behaves differently than the intended physical system. The amount and character of the difference depends on the system being simulated and the type of discretization that is used. Most fluid dynamics or
magnetohydrodynamic Magnetohydrodynamics (MHD; also called magneto-fluid dynamics or hydro­magnetics) is the study of the magnetic properties and behaviour of electrically conducting fluids. Examples of such magneto­fluids include plasmas, liquid metals, ...
simulations seek to reduce numerical diffusion to the minimum possible, to achieve high fidelity — but under certain circumstances diffusion is added deliberately into the system to avoid singularities. For example,
shock wave In physics, a shock wave (also spelled shockwave), or shock, is a type of propagating disturbance that moves faster than the local speed of sound in the medium. Like an ordinary wave, a shock wave carries energy and can propagate through a med ...
s in fluids and
current sheet A current sheet is an electric current that is confined to a surface, rather than being spread through a volume of space. Current sheets feature in magnetohydrodynamics (MHD), the study of the behavior of electrically conductive fluids: if the ...
s in
plasma Plasma or plasm may refer to: Science * Plasma (physics), one of the four fundamental states of matter * Plasma (mineral), a green translucent silica mineral * Quark–gluon plasma, a state of matter in quantum chromodynamics Biology * Blood pla ...
s are in some approximations infinitely thin; this can cause difficulty for numerical codes. A simple way to avoid the difficulty is to add diffusion that smooths out the shock or current sheet. Higher order numerical methods (including spectral methods) tend to have less numerical diffusion than low order methods.


Example

As an example of numerical diffusion, consider an Eulerian simulation using an explicit time-advance of a drop of green dye diffusing through water. If the water is flowing diagonally through the simulation grid, then it is impossible to move the dye in the exact direction of the flow: at each time step the simulation can at best transfer some dye in each of the vertical and horizontal directions. After a few time steps, the dye will have spread out through the grid due to this sideways transfer. This numerical effect takes the form of an extra high diffusion rate.http://www.smhi.se/polopoly_fs/1.158070!/RMK_34.pdf When numerical diffusion applies to the components of the
momentum In Newtonian mechanics, momentum (more specifically linear momentum or translational momentum) is the product of the mass and velocity of an object. It is a vector quantity, possessing a magnitude and a direction. If is an object's mass an ...
vector, it is called
numerical viscosity Numerical may refer to: * Number * Numerical digit * Numerical analysis Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distin ...
; when it applies to a magnetic field, it is called
numerical resistivity Numerical resistivity is a problem in computer simulations of ideal magnetohydrodynamics (MHD). It is a form of numerical diffusion. In near-ideal MHD systems, the magnetic field can diffuse only very slowly through the plasma or fluid of the sy ...
. Consider a Phasefield-problem with a high pressure loaded airbubble(blue) within a phase of water. Since there are no chemical or thermodynamical reactions during expansion of air in water there is no possibility to come up with another (i.e. non red or blue) phase during the simulation. These inaccuracies between single phases are based on numerical diffusion and can be decreased by
mesh A mesh is a barrier made of connected strands of metal, fiber, or other flexible or ductile materials. A mesh is similar to a web or a net in that it has many attached or woven strands. Types * A plastic mesh may be extruded, oriented, ex ...
refining.


See also

* False diffusion *
Numerical dispersion In computational mathematics, numerical dispersion is a difficulty with computer simulations of continua (such as fluids) wherein the simulated medium exhibits a higher dispersivity than the true medium. This phenomenon can be particularly egregiou ...
*
Numerical error In software engineering and mathematics, numerical error is the error in the numerical computations. Types It can be the combined effect of two kinds of error in a calculation. * the first is caused by the finite precision of computations involv ...


References

{{Reflist Numerical artefacts Numerical differential equations