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Burgers equation using FFT

See notes of Hannes Uecker, Example 3.6.

ut+f(u)x=νuxx,f(u)=12u2u_t + f(u)_x = \nu u_{xx}, \qquad f(u) = \frac{1}{2} u^2

with periodic boundaries and initial condition

u(x,0)=1/cosh⁡(4(x−π))u(x,0) = 1/\cosh(4(x-\pi))

Take Fourier transform

u^t+ikf^=−νk2u^,f^=(u22)^\hat{u}_t + i k \hat{f} = -\nu k^2 \hat u, \qquad \hat{f} = \widehat{ \left(\frac{u^2}{2}\right) }

Semi-implicit scheme: forward Euler for non-linear term and backward Euler for viscous term

u^n+1−u^nΔt+ikf^n=−νk2u^n+1u^n+1=u^n−(ikΔt)f^n1+νk2Δt\begin{align} \frac{\hat{u}^{n+1} - \hat{u}^n}{\Delta t} + i k \hat{f}^n &= - \nu k^2 \hat{u}^{n+1} \\ \hat{u}^{n+1} &= \frac{\hat{u}^n - (i k \Delta t) \hat{f}^n}{1 + \nu k^2 \Delta t} \end{align}
<Figure size 1200x1000 with 1 Axes>

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