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Numerical diffusion

Numerical diffusion is a mathematics topic covered in the lgStudy science library. This page brings together a partial reference excerpt, illustrations, worked examples, real-world applications and a short study plan, so you can understand Numerical diffusion rather than just read about it. In short: Numerical diffusion is a difficulty with computer simulations of continua (such as fluids) wherein the simulated medium exhibits a higher diffusivity 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.

Key takeaways

  • Numerical diffusion belongs to mathematics; place it in that map before memorising details.
  • Learn the definition first, then one example that makes the definition concrete.
  • Connect Numerical diffusion to a quantity you can measure, compute or draw — that is where exam questions come from.
  • Reproduce the core statement of Numerical diffusion from memory before moving on to harder problems.

Reference excerpt

Numerical diffusion is a difficulty with computer simulations of continua (such as fluids) wherein the simulated medium exhibits a higher diffusivity 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 equations of motion (such as the Navier–Stokes equation) are discretized into finite-difference equations. 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 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 waves in fluids and current sheets in plasmas are infinitely thin in some approximations; 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. When numerical diffusion applies to the components of the momentum vector, it is called numerical viscosity; when it applies to a magnetic field, it is called numerical resistivity.

Consider a Phasefield-problem with a high pressure loaded air bubble (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 refining.

See also False diffusion Numerical dispersion Numerical error

References

Worked examples

Example 1 — a first encounter with Numerical diffusion

Start with the simplest possible case. Write down what Numerical diffusion claims or describes in one sentence, then invent the smallest concrete situation in which that sentence is true. In mathematics, the smallest case is usually a single object, a single equation or a single measurement. Check that every symbol or term in your sentence has a meaning in that case.

Example 2 — changing one variable

Take the situation from Example 1 and change exactly one quantity: double it, halve it, or set it to zero. Predict what should happen to Numerical diffusion before you calculate. Comparing your prediction with the result is the fastest way to find out whether you understand the idea or only the words.

Example 3 — an exam-style question

Typical questions about Numerical diffusion ask you to (a) state it precisely, (b) apply it to given data, and (c) explain a limitation. Practise writing all three answers in under five minutes; the third part is what separates a full-mark answer from an average one.

Applications of Numerical diffusion

In research
Numerical diffusion appears in mathematics research whenever the underlying quantities have to be modelled precisely. Papers usually cite it as a starting assumption and then explore where it breaks down.
In technology and industry
Engineering practice reuses Numerical diffusion in design rules, simulations and safety margins. Knowing the idea lets you read a specification sheet and understand why the numbers look the way they do.
In the classroom
Numerical diffusion is common in secondary-school and first-year university syllabi. It links to neighbouring topics Numerical artifacts, Numerical differential equations, so understanding it makes those chapters shorter.
In everyday life
Look for Numerical diffusion outside the textbook — in sport, cooking, traffic, electronics or the sky above you. An example you found yourself is remembered far longer than one you were given.

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How to study Numerical diffusion in 20 minutes

  1. Read the reference excerpt below once, without taking notes.
  2. Close the page and write down what Numerical diffusion means in your own words.
  3. Compare your version with the excerpt and mark what you missed.
  4. Work through the three examples above with pen and paper.
  5. Explain Numerical diffusion out loud to somebody else — or to Teacher Smith in the lgStudy chat.

Frequently asked questions

What is Numerical diffusion in simple terms?

Numerical diffusion is a difficulty with computer simulations of continua (such as fluids) wherein the simulated medium exhibits a higher diffusivity than the true medium. This phenomenon can be particularly egregious when the system should not be diffusive at all, for example an ideal fluid acquir…

Why does Numerical diffusion matter?

Because it connects several mathematics ideas at once: it gives you a definition you can apply, a quantity you can calculate, and a way to check whether a result is plausible.

How should I study Numerical diffusion?

Read the excerpt, restate it from memory, then work through the examples and applications listed on this page. The five-step study plan above takes about twenty minutes.

What does this page cover?

It gives you a compact reference excerpt plus original lgStudy explanations, examples, applications and study material on Numerical diffusion.

Tags

  • Numerical artifacts
  • Numerical differential equations

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