## The deception of unconditionally stable solvers

December 21st, 2014 by Charles XieFigure 1: Heat conduction between two objects. |

*stiff*. A stiff equation often contains one or more terms that change very rapidly in space or time. For example, a sudden change of temperature between two touching objects (Figure 1) creates what is known as a singularity in mathematics (a jump discontinuity, to be more specific). Even if the system described by the equation has many other terms that do not behave like this, one such term is enough to crash the whole solver if it is linked to other terms directly or indirectly. To avoid this breakdown, a very small time step must be used, which often makes the simulation look too slow to be useful for games.

The above problem typically occurs in what is known as the explicit method in the family of the finite-difference methods (FDMs) commonly used to solve time-dependent differential equations. There is a magic bullet for solving this problem. This method is known as the implicit method. The secret is that it introduces numerical diffusion, an unphysical mechanism that causes the errors to dissipate before they grow uncontrollably. Many unconditionally stable solvers use the implicit method, allowing the user to use a much larger time step to speed up the simulation.

There ain't no such thing as a free lunch, however. It turns out that we cannot have the advantages of both speed and accuracy at the same time (efficiency and quality are often at odd in reality, as we have all learned from life experiences). Worse, we may even be deceived by the stability of an unconditionally stable solver without questioning the validity of the predicted results. If the error does not drive the solver nuts and the visual looks fine, the result must be good, right?

Figure 2: Predicted final temperature vs. time step. |

The default FDM solver in Energy2D for simulating thermal conduction uses the implicit method as well. As a result, it never blows up no matter how large the time step is. While this provides good user experiences, you must be cautious if you are using it in serious engineering work that requires not only numerical stability but also numerical reliability (in games we normally do not care about accuracy as long as the visual looks entertaining, but engineering is a precision science). In the following, I will explain the problems using very simple simulations:

**1. Inaccurate prediction of steady states**

Figure 3. Much longer equilibration with a large time step. |

Figure 4. Accurate behavior at a small time step. |

**2. Inaccurate equilibration time**

The inaccuracy at large time steps is not limited to steady states. Figure 3 shows that the time it takes the system to reach the steady state is more than 10 times (about 1.5 hours as opposed to roughly 0.1 hours -- if you read the labels of the horizontal time axis of the graph) if we use a time step of 5 seconds as opposed to 0.05 second. The deceiving part of this is that the simulation appears to run equally quickly in both cases, which may fool your eyes until you look at the numerical outputs in the graphs.

**3. Incorrect transient behaviors**

Figure 5. Incorrect behavior at a very large time step. |

**The general advice**is to always choose a few smaller time steps to check if your results would change significantly. You can use a large time step to set up and test your model rapidly. But you should run your model at smaller time steps to validate your results.

The purpose of this article is to inform you that there are certain issues with Energy2D simulations that you must be aware if you are using it for engineering purposes. If these issues are taken care of, Energy2D can be highly accurate for conduction simulations, as illustrated by this example that demonstrates the conservation of energy of an isolated conductive system.