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3_numerical.html

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</section>
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<section id="time-integration">
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<span id="marching"></span><h3>Time Integration<a class="headerlink" href="#time-integration" title="Link to this heading"></a></h3>
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<p>Consider the initialvalue problem for passive tracer advection in a continuous velocity field</p>
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<p>Consider the initial-value problem for passive tracer advection in a continuous velocity field</p>
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<div class="math notranslate nohighlight">
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\[\frac{d\mathbf{x}}{dt} = \sigma\,\mathbf{u}(\mathbf{x},t)\,,
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\mathbf{x}(t_n)=\mathbf{x}_n\,,\]</div>
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<p>where <span class="math notranslate nohighlight">\(\sigma = \pm1\)</span> selects forward or backward integration.</p>
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<p><strong>Explicit Euler Method</strong></p>
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<p>The firstorder explicit Euler scheme advances the position by sampling the velocity at the beginning of the time step:</p>
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<p>The first-order explicit Euler scheme advances the position by sampling the velocity at the beginning of the time step:</p>
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<div class="math notranslate nohighlight">
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\[\begin{split}\mathbf{u}_n = \mathbf{u}(\mathbf{x}_n,t_n),\\
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\mathbf{x}_{n+1} = \mathbf{x}_n + \sigma\,\Delta t\,\mathbf{u}_n.\end{split}\]</div>
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<p>This method incurs a global error of order <span class="math notranslate nohighlight">\(O(\Delta t)\)</span> and requires only one velocity evaluation per step.</p>
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<p><strong>SecondOrder RungeKutta (Heun’s Method)</strong></p>
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<p>Heun’s method attains secondorder accuracy by combining predictor and corrector slopes:</p>
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<p><strong>Second-Order Runge-Kutta (Heun’s Method)</strong></p>
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<p>Heun’s method attains second-order accuracy by combining predictor and corrector slopes:</p>
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<div class="math notranslate nohighlight">
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\[\begin{split}k_1 = \sigma\,\mathbf{u}(\mathbf{x}_n,t_n),\\
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\mathbf{x}^* = \mathbf{x}_n + \Delta t\,k_1,\\
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k_2 = \sigma\,\mathbf{u}(\mathbf{x}^*,t_n + \Delta t),\\
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\mathbf{x}_{n+1} = \mathbf{x}_n + \tfrac{\Delta t}{2}\,(k_1 + k_2).\end{split}\]</div>
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<p>This scheme yields a global error of order <span class="math notranslate nohighlight">\(O(\Delta t^2)\)</span> with two velocity evaluations per step.</p>
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<p><strong>Classical FourthOrder RungeKutta (RK4)</strong></p>
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<p>The classical RK4 method achieves fourthorder accuracy via four slope evaluations at intermediate points:</p>
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<p><strong>Classical Fourth-Order Runge-Kutta (RK4)</strong></p>
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<p>The classical RK4 method achieves fourth-order accuracy via four slope evaluations at intermediate points:</p>
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<div class="math notranslate nohighlight">
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\[\begin{split}k_1 = \mathbf{u}(\mathbf{x}_n,t_n),\\
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k_2 = \mathbf{u}\!\bigl(\mathbf{x}_n + \tfrac{\Delta t}{2}k_1,\;t_n + \tfrac{\Delta t}{2}\bigr),\\
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k_3 = \mathbf{u}\!\bigl(\mathbf{x}_n + \tfrac{\Delta t}{2}k_2,\;t_n + \tfrac{\Delta t}{2}\bigr),\\
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k_4 = \mathbf{u}(\mathbf{x}_n + \Delta t\,k_3,\;t_n + \Delta t),\\
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\mathbf{x}_{n+1} = \mathbf{x}_n + \tfrac{\Delta t}{6}\,(k_1 + 2k_2 + 2k_3 + k_4).\end{split}\]</div>
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<p>This yields a global error of order <span class="math notranslate nohighlight">\(O(\Delta t^4)\)</span> with four velocity evaluations per step.</p>
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<p><strong>SixthOrder RungeKutta (RK6)</strong></p>
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<p>The sixstage scheme uses nonuniform weights to attain sixthorder accuracy:</p>
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<p><strong>Sixth-Order Runge-Kutta (RK6)</strong></p>
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<p>The six-stage scheme uses non-uniform weights to attain sixth-order accuracy:</p>
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<div class="math notranslate nohighlight">
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\[\begin{split}k_1 = \mathbf{u}(\mathbf{x}_n,t_n),\\
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k_2 = \mathbf{u}\!\bigl(\mathbf{x}_n + \tfrac{\Delta t}{3}k_1,\;t_n + \tfrac{\Delta t}{3}\bigr),\\
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k_6 = \mathbf{u}\!\bigl(\mathbf{x}_n + \Delta t(-\tfrac{3}{2}k_1 + 2k_2 - \tfrac{1}{2}k_3 + k_4),\;t_n + \Delta t\bigr),\\
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\mathbf{x}_{n+1} = \mathbf{x}_n + \Delta t\bigl(\tfrac{1}{20}k_1 + \tfrac{1}{4}k_4 + \tfrac{1}{5}k_5 + \tfrac{1}{2}k_6\bigr).\end{split}\]</div>
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<p>This scheme incurs a global error of order <span class="math notranslate nohighlight">\(O(\Delta t^6)\)</span> with six velocity evaluations.</p>
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<p>All methods assume a continuous velocity interpolation (e.g., tricubic) to supply <span class="math notranslate nohighlight">\(\mathbf{u}\)</span> at arbitrary particle positions and times.</p>
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</section>
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</section>
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<section id="ftle-computation">

_sources/3_numerical.rst.txt

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Time Integration
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~~~~~~~~~~~~~~~~~~
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Consider the initialvalue problem for passive tracer advection in a continuous velocity field
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Consider the initial-value problem for passive tracer advection in a continuous velocity field
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.. math::
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**Explicit Euler Method**
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The firstorder explicit Euler scheme advances the position by sampling the velocity at the beginning of the time step:
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The first-order explicit Euler scheme advances the position by sampling the velocity at the beginning of the time step:
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.. math::
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This method incurs a global error of order :math:`O(\Delta t)` and requires only one velocity evaluation per step.
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**SecondOrder RungeKutta (Heuns Method)**
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**Second-Order Runge-Kutta (Heun's Method)**
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Heuns method attains secondorder accuracy by combining predictor and corrector slopes:
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Heun's method attains second-order accuracy by combining predictor and corrector slopes:
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.. math::
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This scheme yields a global error of order :math:`O(\Delta t^2)` with two velocity evaluations per step.
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**Classical FourthOrder RungeKutta (RK4)**
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**Classical Fourth-Order Runge-Kutta (RK4)**
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The classical RK4 method achieves fourthorder accuracy via four slope evaluations at intermediate points:
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The classical RK4 method achieves fourth-order accuracy via four slope evaluations at intermediate points:
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.. math::
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This yields a global error of order :math:`O(\Delta t^4)` with four velocity evaluations per step.
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**SixthOrder RungeKutta (RK6)**
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**Sixth-Order Runge-Kutta (RK6)**
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The sixstage scheme uses nonuniform weights to attain sixthorder accuracy:
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The six-stage scheme uses non-uniform weights to attain sixth-order accuracy:
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.. math::
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This scheme incurs a global error of order :math:`O(\Delta t^6)` with six velocity evaluations.
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All methods assume a continuous velocity interpolation (e.g., tricubic) to supply :math:`\mathbf{u}` at arbitrary particle positions and times.
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.. _ftlefinal:
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FTLE Computation

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