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@@ -10,22 +10,15 @@ Lagrangian Advection
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.. _intp:
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Velocity Interpolation
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~~~~~~~~~~~~~~~~~~~~~~~
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.. _wall:
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Wall Treatment
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~~~~~~~~~~~~~~~
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.. _marching:
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Time Integration
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~~~~~~~~~~~~~~~~~~
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Consider the initial-value problem for passive tracer advection in a continuous velocity field
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In the numerical computation of the FTLE (Finite-Time Lyapunov Exponent), we first compute the *flow map* :math:`\varphi_{t_n}^{t_{n+1}}(y_n)`, which maps the initial point :math:`y_n` at time :math:`t_n` to time :math:`t_{n+1}`.
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To obtain this map, one must numerically integrate the underlying dynamical system, which is described by the ordinary differential equation (ODE)::
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.. math::
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@@ -39,10 +32,11 @@ where :math:`\sigma = \pm1` selects forward or backward integration.
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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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:align: left
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\begin{aligned}
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\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.
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\end{aligned}
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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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@@ -52,16 +46,16 @@ In an explicit :math:`s`-stage Runge–Kutta method for the initial-value proble
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.. math::
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y' = f(t,y), \quad y(t_n) = y_n
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y' = f(t,y), \quad y(t_n) = y_n.
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one advances the solution by a step :math:`h` as follows. First compute the intermediate slopes
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One advances the solution by a step :math:`h` as follows. First compute the intermediate slopes:
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.. math::
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k_i = f\Bigl(t_n + c_i\,h,\;y_n + h \sum_{j=1}^{i-1} a_{ij}\,k_j\Bigr),
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\quad i = 1,2,\dots,s
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\quad i = 1,2,\dots,s,
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and then form the new approximation by
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and then form the new approximation by:
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.. math::
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@@ -141,11 +135,32 @@ In our computation, the up symbol side is applied, in other words, ``±`` repres
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+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+
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| 1 | 0.166666666666667 | 0 | 0.0751416197912285 | -3.38770632020821 | 0.52786404500042 | 3.61803398874989 | 0 |
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+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+
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| :math:`b_i` | 0.0833333333333333 | 0 | 0 | 0 | 0.416666666666667 | 0.416666666666667 | 0.0833333333333333 |
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| :math:`\mathbf{b_i}` | 0.0833333333333333 | 0 | 0 | 0 | 0.416666666666667 | 0.416666666666667 | 0.0833333333333333 |
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+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+-------------------------------+
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.. _intp:
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Velocity Interpolation
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~~~~~~~~~~~~~~~~~~~~~~~
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.. _wall:
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Wall Treatment
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~~~~~~~~~~~~~~~
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.. _ftlefinal:
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FTLE Computation

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