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112               4.  Numerical  Methods  for  Model  Parabolic  and  Elliptic  Equations



                                       J
                                6 j  =                                    (4.4.31a)
                                     iPjl
         and  Aj,  B j ,  Cj  are  2 x 2  matrices  defined  as  follows

                         1    0              (*3)j  ( S l ) j
                An  =     ,  -hi     A , =         -h  •j+i   l<j<J-l
                                              -1


                        (83)J  (Sl)j          (S3)j  (82)j
                A ,  =                                       l<j<J,
                          1     0               0    0

                        0    0
                 Cj  =      -hj+i    0  <  j  <  J  -  1.                (4.4.31b)
                        1


            Note  that,  as  in  the  Crank-Nicolson  method,  the  implicit  nature  of  the
         method  has  again  generated  a  tridiagonal  matrix,  but  the  entries  are  2 x 2
         blocks  rather  than  scalars.
            The  solution  of  Eq.  (4.4.29)  by the  block-elimination  method  consists  of  two
         sweeps.  In  the  forward  sweep  we  compute  Tj,  Aj,  and  Wj  from  the  recursion
         formulas  given  by

                                AQ  =  A 0 ,                             (4.4.32a)
                           rjAj-i     Bj,                                (4.4.32b)
                                                    l<j<J
                                A3  =  Aj r,-c                           (4.4.32c)
                                            jV?'-i>
                                   =  r 0 ,                              (4.4.33a)
                                w 0
                                      r  r w
                                Wj    j~ j j-u       1<3<J.              (4.4.33b)
         Here  fj  has the  same  structure  as  Bj,  that  is,

                                          (711 )j  (712 )j
                                   r,-      0     0

         and  although  the  second  row  of  Aj,  has  the  same  structure  as  the  second  row
         of  A
             3>
                                         (a n)j  (ai 2)j
                                   {              h
                                   3  =          ~ J+i
                                            1
                                                  2
         for  generality  we write  it  as

                                        ["(an)j  (ai 2)j
                                   do  =
                                   -\7
                                        [(<*2l)j  («22)j
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