Python案例 | 使用四阶龙格-库塔法计算Burgers方程

使用四阶龙格-库塔法计算Burgers方程

引言

Burgers方程产生于应用数学的各个领域,包括流体力学、非线性声学、气体动力学和交通流。它是一个基本的偏微分方程,可以通过删除压力梯度项从速度场的Navier-Stokes方程导出。对于黏度系数较小的情况( ν = 0.01 / π \nu = 0.01/ \pi ν=0.01/π),Burgers方程会导致经典数值方法难以解决的激波形成。在一个空间维度上,带Dirichlet边界条件的Burger方程为:
u t + u u x − ν u x x = 0 , x ∈ [ − 1 , 1 ] , t ∈ [ 0 , 1 ] u ( 0 , x ) = − s i n ( π x ) u ( t , − 1 ) = u ( t , 1 ) = 0 \begin{align*} & u_t + uu_x - \nu u_{xx} = 0 , x \in [-1,1], t \in [0,1] & \\ & u(0,x) = -sin(\pi x) & \\ & u(t,-1) = u(t,1) = 0 & \end{align*} ut+uuxνuxx=0,x[1,1],t[0,1]u(0,x)=sin(πx)u(t,1)=u(t,1)=0

求解过程

  1. 首先,定义一个函数:
    f ( u , t , d x , ν ) = − u u x + ν u x x f(u,t,dx,\nu)= -uu_x + \nu u_{xx} f(u,t,dx,ν)=uux+νuxx
def f(u, t, dx, nu=0.01/np.pi):
    return -u*dudx(u, dx) + nu*d2udx2(u, dx)
  1. 利用中心有限差分法,计算一阶导数 u x u_x ux
    f ′ ( x 0 ) ≈ f ( x 0 + △ x ) − f ( x 0 − △ x ) 2 △ x f'(x_0) \approx \frac{f(x_0+\bigtriangleup x) - f(x_0-\bigtriangleup x)}{2\bigtriangleup x} f(x0)2xf(x0+x)f(x0x)
def dudx(u, dx):
    """
    Approximate the first derivative using the centered finite difference
    formula.
    """
    first_deriv = np.zeros_like(u)

    # wrap to compute derivative at endpoints
    first_deriv[0] = (u[1] - u[-1]) / (2*dx)
    first_deriv[-1] = (u[0] - u[-2]) / (2*dx)

    # compute du/dx for all the other points
    first_deriv[1:-1] = (u[2:] - u[0:-2]) / (2*dx)

    return first_deriv
  1. 利用中心有限差分法,计算二阶导数 u x x u_{xx} uxx
    f ′ ′ ( x 0 ) ≈ f ( x 0 + △ x ) − 2 f ( x 0 ) + f ( x 0 − △ x ) △ x 2 f''(x_0) \approx \frac{f(x_0+\bigtriangleup x) - 2f(x_0) + f(x_0-\bigtriangleup x)}{\bigtriangleup x^2} f′′(x0)x2f(x0+x)2f(x0)+f(x0x)
def d2udx2(u, dx):
   """
   Approximate the second derivative using the centered finite difference
   formula.
   """
   second_deriv = np.zeros_like(u)  # 创建一个新数组second_deriv,其形状和类型与给定数组u相同,但是所有元素都被设置为 0。

   # wrap to compute second derivative at endpoints
   second_deriv[0] = (u[1] - 2*u[0] + u[-1]) / (dx**2)
   second_deriv[-1] = (u[0] - 2*u[-1] + u[-2]) / (dx**2)

   # compute d2u/dx2 for all the other points
   second_deriv[1:-1] = (u[2:] - 2*u[1:-1] + u[0:-2]) / (dx**2)

   return second_deriv
  1. 定义四阶龙格-库塔计算公式
    对一般微分方程有:
    { y ′ = f ( x , y ) y ( x 0 ) = y 0 \begin{cases} y'=f(x,y)\\ y(x_0)=y_0 \end{cases} {y=f(x,y)y(x0)=y0
    在x的取值范围内将其离散为 n n n段,定义步长,令第 n n n步对应的函数值为 y n y_n yn。于是通过一系列的推导可以得到下一步的 y n + 1 y_{n+1} yn+1值为
    y n + 1 = y n + h 6 ( K 1 + 2 K 2 + 2 K 3 + K 4 ) y_{n+1}=y_n+\frac{h}{6} (K_1+2K_2+2K_3+K_4) yn+1=yn+6h(K1+2K2+2K3+K4)
    其中
    { K 1 = f ( x n , y n ) K 2 = f ( x n + h 2 , y n + h 2 K 1 ) K 3 = f ( x n + h 2 , y n + h 2 K 2 ) K 4 = f ( x n + h , y n + h K 3 ) \begin{cases} K_1=f(x_n, y_n) \\ K_2=f(x_n+\frac{h}{2}, y_n+\frac{h}{2}K_1) \\ K_3=f(x_n+\frac{h}{2},y_n+\frac{h}{2}K_2) \\ K_4=f(x_n+h,y_n+hK_3) \end{cases} K1=f(xn,yn)K2=f(xn+2h,yn+2hK1)K3=f(xn+2h,yn+2hK2)K4=f(xn+h,yn+hK3)
def rk4(f, u, t, dx, h):
   """
   Fourth-order Runge-Kutta method for computing u at the next time step.
   """
   k1 = f(u, t, dx)
   k2 = f(u + 0.5*h*k1, t + 0.5*h, dx)
   k3 = f(u + 0.5*h*k2, t + 0.5*h, dx)
   k4 = f(u + h*k3, t + h, dx)

   return u + (h/6)*(k1 + 2*k2 + 2*k3 + k4)
  1. Burgers方程计算
    位移初始边界条件: x 0 = − 1 x_0=-1 x0=1 x N = 1 x_N=1 xN=1
    位移离散点个数: N = 512 N=512 N=512
    时间初始边界条件: t 0 = 0 t_0=0 t0=0 t K = 500 t_K=500 tK=500
    时间离散点个数: K = 500 K=500 K=500
x = np.linspace(x0, xN, N)  # evenly spaced spatial points
dx = (xN - x0) / float(N - 1)  # space between each spatial point
dt = (tK - t0) / float(K)  # space between each temporal point
h = 2e-6  # time step for runge-kutta method

u = np.zeros(shape=(K, N))
# u[0, :] = 1 + 0.5*np.exp(-(x**2))  # compute u at initial time step
u[0, :] = -np.sin(np.pi*x)

for idx in range(K-1):  # for each temporal point perform runge-kutta method
    ti = t0 + dt*idx
    U = u[idx, :]

    for step in range(1000):
        t = ti + h*step
        U = rk4(f, U, t, dx, h)

       u[idx+1, :] = U
  1. 计算结果可视化
plt.imshow(u.T, interpolation='nearest', cmap='rainbow',
          extent=[t0, tK, x0, xN], origin='lower', aspect='auto')
plt.xlabel('t')
plt.ylabel('x')
plt.colorbar()
plt.show()

在这里插入图片描述

完整代码

""" Solving the Burgers' Equation using a 4th order Runge-Kutta method """

import numpy as np
import matplotlib.pyplot as plt


def rk4(f, u, t, dx, h):
   """
   Fourth-order Runge-Kutta method for computing u at the next time step.
   """
   k1 = f(u, t, dx)
   k2 = f(u + 0.5*h*k1, t + 0.5*h, dx)
   k3 = f(u + 0.5*h*k2, t + 0.5*h, dx)
   k4 = f(u + h*k3, t + h, dx)

   return u + (h/6)*(k1 + 2*k2 + 2*k3 + k4)


def dudx(u, dx):
   """
   Approximate the first derivative using the centered finite difference
   formula.
   """
   first_deriv = np.zeros_like(u)

   # wrap to compute derivative at endpoints
   first_deriv[0] = (u[1] - u[-1]) / (2*dx)
   first_deriv[-1] = (u[0] - u[-2]) / (2*dx)

   # compute du/dx for all the other points
   first_deriv[1:-1] = (u[2:] - u[0:-2]) / (2*dx)

   return first_deriv


def d2udx2(u, dx):
   """
   Approximate the second derivative using the centered finite difference
   formula.
   """
   second_deriv = np.zeros_like(u)  # 创建一个新数组second_deriv,其形状和类型与给定数组u相同,但是所有元素都被设置为 0。

   # wrap to compute second derivative at endpoints
   second_deriv[0] = (u[1] - 2*u[0] + u[-1]) / (dx**2)
   second_deriv[-1] = (u[0] - 2*u[-1] + u[-2]) / (dx**2)

   # compute d2u/dx2 for all the other points
   second_deriv[1:-1] = (u[2:] - 2*u[1:-1] + u[0:-2]) / (dx**2)

   return second_deriv


def f(u, t, dx, nu=0.01/np.pi):
   return -u*dudx(u, dx) + nu*d2udx2(u, dx)


def make_square_axis(ax):
   ax.set_aspect(1 / ax.get_data_ratio())


def burgers(x0, xN, N, t0, tK, K):
   x = np.linspace(x0, xN, N)  # evenly spaced spatial points
   dx = (xN - x0) / float(N - 1)  # space between each spatial point
   dt = (tK - t0) / float(K)  # space between each temporal point
   h = 2e-6  # time step for runge-kutta method

   u = np.zeros(shape=(K, N))
   # u[0, :] = 1 + 0.5*np.exp(-(x**2))  # compute u at initial time step
   u[0, :] = -np.sin(np.pi*x)

   for idx in range(K-1):  # for each temporal point perform runge-kutta method
       ti = t0 + dt*idx
       U = u[idx, :]

       for step in range(1000):
           t = ti + h*step
           U = rk4(f, U, t, dx, h)

       u[idx+1, :] = U

   # plt.imshow(u, extent=[x0, xN, t0, tK])
   plt.imshow(u.T, interpolation='nearest', cmap='rainbow',
              extent=[t0, tK, x0, xN], origin='lower', aspect='auto')
   plt.xlabel('t')
   plt.ylabel('x')
   plt.colorbar()
   plt.show()


if __name__ == '__main__':
   # burgers(-10, 10, 1024, 0, 50, 500)
   burgers(-1, 1, 512, 0, 1, 500)
  • 3
    点赞
  • 9
    收藏
    觉得还不错? 一键收藏
  • 0
    评论
龙格-库塔是求解微分方程数值解的一种常用方四阶龙格-库塔是其中的一种,它的步骤比较多。下面,我会提供一个MATLAB程序,用来实现四阶龙格-库塔求解微分方程组。 1. 首先,我们需要定义一些变量和初始值,包括: - h: 步长,即每次迭代的步幅; - t0: 初始时间; - tn: 结束时间; - y0: 初始状态向量,即微分方程的初值。 代码: h = 0.01; t0 = 0; tn = 10; y0 = [1;0;0;1]; 2. 接下来,我们需要定义一个求导函数,即微分方程的右侧。在这个例子中,我们使用的是下面这个微分方程: y1' = y2 y2' = -y1 y3' = y4 y4' = -y3 代码: function dydt = derivative(t,y) dydt = [y(2); -y(1); y(4); -y(3)]; 3. 然后,我们就可以开始用四阶龙格-库塔求解微分方程组了。具体步骤如下: - 定义初始值; - 定义一个空的数组来存储解; - 定义一个循环,每次迭代计算下一个解; - 在每次迭代中,使用四阶龙格-库塔计算下一个解,并将其存储到数组中。 代码: % Define initial values t = t0; y = y0; i = 1; results(i,:) = y'; % Loop over time steps while t < tn % Calculate next solution using RK4 k1 = h * derivative(t,y); k2 = h * derivative(t+h/2, y+k1/2); k3 = h * derivative(t+h/2, y+k2/2); k4 = h * derivative(t+h, y+k3); y = y + (k1 + 2*k2 + 2*k3 + k4) / 6; t = t + h; i = i + 1; results(i,:) = y'; end 4. 最后,我们可以画出结果。在这个例子中,我们只有4个状态变量,因此可以在4个子图中分别画出它们的时间演化曲线。 代码: % Plot results figure; for i = 1:4 subplot(2,2,i); plot(0:h:tn, results(:,i)); title(['y', num2str(i)]); end 到此为止,我们就完成了一个简单的四阶龙格-库塔求解微分方程组的MATLAB程序。
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值