Computational Fluid Dynamics:

Principles and Applications

Second Edition
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 Computational Fluid Dynamics:
Principles and Applications
Second Edition

J. Blazek

CFD Consulting and Analysis,

St Augustin, Germany

2005

ELSEVIER

A m s t e r d a m ~ B o s t o n 9H e i d e l b e r g ~ L o n d o n ~ N e w Y o r k
O x f o r d ~ Paris ~ S a n D i e g o ~ San F r a n c i s c o ~ S i n g a p o r e ~ S y d n e y ~ T o k y o
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Contents

Acknowledgements xi

List of Symbols xiii

Abbreviations xix

1 Introduction 1

2 Governing Equations 5
2.1 T h e F l o w a n d its M a t h e m a t i c a l D e s c r i p t i o n ............ 5
2.2 Conservation Laws . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.1 The Continuity Equation . . . . . . . . . . . . . . . . . . 8
2.2.2 The Momentum Equation . . . . . . . . . . . . . . . . . . 8
2.2.3 The Energy Equation . . . . . . . . . . . . . . . . . . . . 10
2.3 Viscous Stresses . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.4 C o m p l e t e S y s t e m of t h e N a v i e r - S t o k e s E q u a t i o n s ......... 16
2.4.1 F o r m u l a t i o n for a P e r f e c t G a s . . . . . . . . . . . . . . . . 18
2.4.2 F o r m u l a t i o n for a R e a l G a s . . . . . . . . . . . . . . . . . 19
2.4.3 S i m p l i f i c a t i o n s to t h e N a v i e r - S t o k e s E q u a t i o n s . . . . . . 22
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

3 Principles of Solution of the Governing Equations 29

3.1 Spatial Discretisation . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.1.1 F i n i t e Difference M e t h o d . . . . . . . . . . . . . . . . . . 36
3.1.2 Finite Volume Method . . . . . . . . . . . . . . . . . . . . 37
3.1.3 Finite Element Method . . . . . . . . . . . . . . . . . . . 39
3.1.4 Other Discretisation Methods . . . . . . . . . . . . . . . . 40
3.1.5 Central and Upwind Schemes . . . . . . . . . . . . . . . . 41
3.2 Temporal Discretisation . . . . . . . . . . . . . . . . . . . . . . . 45
3.2.1 Explicit Schemes . . . . . . . . . . . . . . . . . . . . . . . 46
3.2.2 Implicit Schemes . . . . . . . . . . . . . . . . . . . . . . . 49
3.3 Turbulence Modelling . . . . . . . . . . . . . . . . . . . . . . . . 53
3.4 I n i t i a l a n d B o u n d a r y C o n d i t i o n s . . . . . . . . . . . . . . . . . . 56
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
vi

Structured Finite Volume Schemes 77

4.1 G e o m e t r i c a l Q u a n t i t i e s of a C o n t r o l V o l u m e . . . . . . . . . . . . 81
4.1.1 Two-Dimensional Case . . . . . . . . . . . . . . . . . . . . 81
4.1.2 Three-Dimensional Case . . . . . . . . . . . . . . . . . . . 82
4.2 General Discretisation Methodologies . . . . . . . . . . . . . . . . 85
4.2.1 Cell-Centred Scheme . . . . . . . . . . . . . . . . . . . . . 85
4.2.2 C e l l - V e r t e x Scheme: O v e r l a p p i n g C o n t r o l V o l u m e s .... 87
4.2.3 C e l l - V e r t e x Scheme: D u a l C o n t r o l V o l u m e s . . . . . . . . 90
4.2.4 Cell-Centred versus Cell-Vertex Schemes . . . . . . . . . . 93
4.3 D i s c r e t i s a t i o n of t h e C o n v e c t i v e F l u x e s . . . . . . . . . . . . . . . 95
4.3.1 C e n t r a l S c h e m e w i t h Artificial D i s s i p a t i o n . . . . . . . . . 97
4.3.2 Flux-Vector Splitting Schemes . . . . . . . . . . . . . . . 100
4.3.3 Flux-Difference Splitting Schemes ............. 108
4.3.4 Total Variation Diminishing Schemes ............ 111
4.3.5 Limiter Functions . . . . . . . . . . . . . . . . . . . . . . 112
4.4 D i s c r e t i s a t i o n of t h e V i s c o u s F l u x e s . . . . . . . . . . . . . . . . 118
4.4.1 Cell-Centred Scheme . . . . . . . . . . . . . . . . ..... 120
4.4.2 Cell-Vertex Scheme . . . . . . . . . . . . . . . . . . . . . . 121
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

Unstructured Finite Volume Schemes 131

5.1 G e o m e t r i c a l Q u a n t i t i e s of a C o n t r o l V o l u m e . . . . . . . . . . . . 136
5.1.1 Two-Dimensional Case . . . . . . . . . . . . . . . . . . . . 136
5.1.2 Three-Dimensional Case . . . . . . . . . . . . . . . . . . . 138
5.2 General Discretisation Methodologies . . . . . . . . . . . . . . . . 141
5.2.1 Cell-Centred Scheme . . . . . . . . . . . . . . . . . . . . . 142
5.2.2 Median-Dual Cell-Vertex Scheme . . . . . . . . . . . . . . 145
5.2.3 Cell-Centred versus Median-Dual Scheme . . . . . . . . . 149
5.3 D i s c r e t i s a t i o n of t h e C o n v e c t i v e F l u x e s . . . . . . . . . . . . . . . 153
5.3.1 C e n t r a l S c h e m e s w i t h Artificial D i s s i p a t i o n . . . . . . . . 153
5.3.2 Upwind Schemes . . . . . . . . . . . . . . . . . . . . . . . 157
5.3.3 Solution Reconstruction . . . . . . . . . . . . . . . . . . . 157
5.3.4 E v a l u a t i o n of t h e G r a d i e n t s . . . . . . . . . . . . . . . . . 163
5.3.5 Limiter Functions . . . . . . . . . . . . . . . . . . . . . . 168
5.4 D i s c r e t i s a t i o n of t h e V i s c o u s F l u x e s . . . . . . . . . . . . . . . . 172
5.4.1 Element-Based Gradients . . . . . . . . . . . . . . . . . . 172
5.4.2 A v e r a g e of G r a d i e n t s . . . . . . . . . . . . . . . . . . . . . 174
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177

Temporal Discretisation 183

6.1 Explicit Time-Stepping Schemes . . . . . . . . . . . . . . . . . . 184
6.1.1 Multistage Schemes (Runge-Kutta) ............. 184
6.1.2 Hybrid Multistage Schemes . . . . . . . . . . . . . . . . . 186
6.1.3 T r e a t m e n t of t h e S o u r c e T e r m . . . . . . . . . . . . . . . 187
6.1.4 D e t e r m i n a t i o n of t h e M a x i m u m T i m e S t e p . . . . . . . . 188
6.2 Implicit Time-Stepping Schemes . . . . . . . . . . . . . . . . . . 192
 vii

6.2.1 M a t r i x F o r m of t h e I m p l i c i t O p e r a t o r . . . . . . . . . . . 193
6.2.2 E v a l u a t i o n of t h e F l u x J a c o b i a n . . . . . . . . . . . . . . 197
6.2.3 ADI Scheme . . . . . . . . . . . . . . . . . . . . . . . . . 201
6.2.4 LU-SGS Scheme . . . . . . . . . . . . . . . . . . . . . . . 204
6.2.5 Newton-Krylov Method . . . . . . . . . . . . . . . . . . . 210
6.3 M e t h o d o l o g i e s for U n s t e a d y F l o w s . . . . . . . . . . . . . . . . . 214
6.3.1 D u a l T i m e - S t e p p i n g for E x p l i c i t M u l t i s t a g e S c h e m e s . . . 215
6.3.2 D u a l T i m e - S t e p p i n g for I m p l i c i t S c h e m e s ......... 217
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218

7 Turbulence Modelling 227

7.1 Basic E q u a t i o n s of T u r b u l e n c e . . . . . . . . . . . . . . . . . . . 230
7.1.1 Reynolds Averaging . . . . . . . . . . . . . . . . . . . . . 231
7.1.2 Favre (Mass) Averaging . . . . . . . . . . . . . . . . . . . 232
7.1.3 Reynolds-Averaged Navier-Stokes Equations ........ 233
7.1.4 Favre- and Reynolds-Averaged Navier-Stokes Equations . 234
7.1.5 Eddy-Viscosity Hypothesis . . . . . . . . . . . . . . . . . 235
7.1.6 Non-Linear Eddy Viscosity . . . . . . . . . . . . . . . . . 237
7.1.7 Reynolds-Stress Transport Equation ............ 238
7.2 F i r s t - O r d e r C l o s u r e s . . . . . . . . . . . . . . . . . . . . . . . . . 240
7.2.1 Spalart-Allmaras One-Equation Model ........... 240
7.2.2 K-c Two-Equation Model . . . . . . . . . . . . . . . . . . 243
7.2.3 S S T T w o - E q u a t i o n M o d e l of M e n t e r . . . . . . . . . . . . 247
7.3 L a r g e - E d d y S i m u l a t i o n . . . . . . . . . . . . . . . . . . . . . . . . 250
7.3.1 Spatial Filtering . . . . . . . . . . . . . . . . . . . . . . . 251
7.3.2 Filtered Governing Equations . . . . . . . . . . . . . . . . 252
7.3.3 Subgrid-Scale Modelling . . . . . . . . . . . . . . . . . . . 254
7.3.4 Wall Models . . . . . . . . . . . . . . . . . . . . . . . . . 257
7.3.5 Detached Eddy Simulation . . . . . . . . . . . . . . . . . 258
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259

8 Boundary Conditions 271

8.1 C o n c e p t of D u m m y Cells . . . . . . . . . . . . . . . . . . . . . . 272
8.2 Solid W a l l . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
8.2.1 Inviscid Flow . . . . . . . . . . . . . . . . . . . . . . . . . 274
8.2.2 V i s c o u s F l o w . . . . . . . . . . . . . . . . . . . . . . . . . 279
8.3 Farfield . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
8.3.1 C o n c e p t of C h a r a c t e r i s t i c V a r i a b l e s . . . . . . . . . . . . . 281
8.3.2 M o d i f i c a t i o n s for L i f t i n g B o d i e s . . . . . . . . . . . . . . . 283
8.4 Inlet/Outlet Boundary . . . . . . . . . . . . . . . . . . . . . . . . 287
8.5 Injection Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . 289
8.6 Symmetry Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
8.7 Coordinate Cut . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
8.8 Periodic Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . 292
8.9 Interface Between Grid Blocks . . . . . . . . . . . . . . . . . . . 295
8.10 F l o w G r a d i e n t s a t B o u n d a r i e s of U n s t r u c t u r e d G r i d s . . . . . . . 298
viii

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299

9 A c c e l e r a t i o n Techniques 303
9.1 Local T i m e - S t e p p i n g . . . . . . . . . . . . . . . . . . . . . . . . . 304
9.2 Enthalpy Damping . . . . . . . . . . . . . . . . . . . . . . . . . . 305
9.3 Residual Smoothing . . . . . . . . . . . . . . . . . . . . . . . . . 306
9.3.1 C e n t r a l IRS on S t r u c t u r e d G r i d s . . . . . . . . . . . . . . 306
9.3.2 C e n t r a l IRS on U n s t r u c t u r e d G r i d s . . . . . . . . . . . . . 309
9.3.3 U p w i n d IRS on S t r u c t u r e d G r i d s . . . . . . . . . . . . . . 309
9.4 Multigrid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
9.4.1 Basic M u l t i g r i d Cycle . . . . . . . . . . . . . . . . . . . . 313
9.4.2 Multigrid Strategies . . . . . . . . . . . . . . . . . . . . . 315
9.4.3 I m p l e m e n t a t i o n on S t r u c t u r e d G r i d s . . . . . . . . . . . . 316
9.4.4 I m p l e m e n t a t i o n on U n s t r u c t u r e d G r i d s . . . . . . . . . . 322
9.5 P r e c o n d i t i o n i n g for Low M a c h N u m b e r s . . . . . . . . . . . . . . 327
9.5.1 D e r i v a t i o n of P r e c o n d i t i o n e d E q u a t i o n s . . . . . . . . . . 328
9.5.2 Implementation . . . . . . . . . . . . . . . . . . . . . . . . 330
9.5.3 F o r m of t h e M a t r i c e s . . . . . . . . . . . . . . . . . . . . . 331
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342

10 C o n s i s t e n c y , A c c u r a c y a n d S t a b i l i t y 351
10.1 C o n s i s t e n c y R e q u i r e m e n t s . . . . . . . . . . . . . . . . . . . . . . 352
10.2 A c c u r a c y of D i s c r e t i s a t i o n . . . . . . . . . . . . . . . . . . . . . . 353
10.3 Von N e u m a n n S t a b i l i t y Analysis . . . . . . . . . . . . . . . . . . 354
10.3.1 Fourier S y m b o l a n d A m p l i f i c a t i o n F a c t o r . . . . . . . . . 354
10.3.2 C o n v e c t i o n M o d e l E q u a t i o n . . . . . . . . . . . . . . . . . 355
10.3.3 Convection-Diffusion M o d e l E q u a t i o n . . . . . . . . . . . 356
10.3.4 Explicit T i m e - S t e p p i n g . . . . . . . . . . . . . . . . . . . 357
10.3.5 I m p li c i t T i m e - S t e p p i n g . . . . . . . . . . . . . . . . . . . 363
10.3.6 D e r i v a t i o n of t h e C F L C o n d i t i o n . . . . . . . . . . . . . . 367
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370

11 P r i n c i p l e s of Grid Generation 373

11.1 S t r u c t u r e d G r i d s . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
11.1.1 C-, H-, a n d O - G r i d T o p o l o g y . . . . . . . . . . . . . . . . 377
11.1.2 Algebraic G r i d G e n e r a t i o n . . . . . . . . . . . . . . . . . . 379
11.1.3 Elliptic G r i d G e n e r a t i o n . . . . . . . . . . . . . . . . . . . 383
11.1.4 H y p e r b o l i c G r i d G e n e r a t i o n . . . . . . . . . . . . . . . . . 385
11.2 U n s t r u c t u r e d G r i d s . . . . . . . . . . . . . . . . . . . . . . . . . . 388
11.2.1 D e l a u n a y T r i a n g u l a t i o n . . . . . . . . . . . . . . . . . . . 389
11.2.2 A d v a n c i n g - F r o n t M e t h o d . . . . . . . . . . . . . . . . . . 394
11.2.3 G e n e r a t i o n of A n i s o t r o p i c G r i d s . . . . . . . . . . . . . . 395
11.2.4 M i x e d - E l e m e n t / H y b r i d G r i d s . . . . . . . . . . . . . . . . 400
11.2.5 A s s e s s m e n t a n d I m p r o v e m e n t of G r i d Q u a l i t y . . . . . . . 402
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
 ix

12 D e s c r i p t i o n o f t h e S o u r c e C o d e s 415
12.1 P r o g r a m s for Stability Analysis . . . . . . . . . . . . . . . . . . . 417
12.2 S t r u c t u r e d 1-D Grid G e n e r a t o r . . . . . . . . . . . . . . . . . . . 417
12.3 S t r u c t u r e d 2-D Grid G e n e r a t o r s . . . . . . . . . . . . . . . . . . . 418
12.4 S t r u c t u r e d to U n s t r u c t u r e d Grid C o n v e r t e r . . . . . . . . . . . . 419
12.5 Quasi 1-D Euler Solver . . . . . . . . . . . . . . . . . . . . . . . . 419
12.6 S t r u c t u r e d 2-D E u l e r / N a v i e r - S t o k e s Solver . . . . . . . . . . . . 420
12.7 U n s t r u c t u r e d 2-D E u l e r / N a v i e r - S t o k e s Solver . . . . . . . . . . . 421
12.8 Visualisation Tool . . . . . . . . . . . . . . . . . . . . . . . . . . 423
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423

A Appendix 427
A.1 Governing E q u a t i o n s in Differential Form . . . . . . . . . . . . . 427
A.2 Quasilinear F o r m of t h e Euler E q u a t i o n s . . . . . . . . . . . . . . 433
A.3 M a t h e m a t i c a l C h a r a c t e r of t h e Governing E q u a t i o n s . . . . . . . 434
A.3.1 Hyperbolic E q u a t i o n s . . . . . . . . . . . . . . . . . . . . 434
A.3.2 Parabolic E q u a t i o n s . . . . . . . . . . . . . . . . . . . . . 436
A.3.3 Elliptic E q u a t i o n s . . . . . . . . . . . . . . . . . . . . . . 436
A.4 Navier-Stokes E q u a t i o n s in R o t a t i n g F r a m e of Reference . . . . . 438
A.5 Navier-Stokes E q u a t i o n s F o r m u l a t e d for Moving Grids . . . . . . 441
A.6 T h i n Shear Layer A p p r o x i m a t i o n . . . . . . . . . . . . . . . . . . 445
A.7 P a r a b o l i s e d Navier-Stokes E q u a t i o n s . . . . . . . . . . . . . . . . 447
A.8 A x i s y m m e t r i c F o r m of the Navier-Stokes E q u a t i o n s . . . . . . . . 448
A.9 Convective F l u x J a c o b i a n . . . . . . . . . . . . . . . . . . . . . . 450
A.10 Viscous F l u x J a c o b i a n . . . . . . . . . . . . . . . . . . . . . . . . 452
A.11 T r a n s f o r m a t i o n from Conservative to C h a r a c t e r i s t i c Variables . . 455
A.12 G M R E S A l g o r i t h m . . . . . . . . . . . . . . . . . . . . . . . . . . 458
A.13 Tensor N o t a t i o n . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463

Index 465
This Page Intentionally Left Blank
Acknowledgements
First of all, I would like to thank my father for the initial motivation to start this
project, as well as for his continuous help with the text and especially with the
drawings. Further, I wish to thank my former colleagues Norbert Kroll, Cord
Rossow, Jose Longo, Rolf Radespiel and others from the Institute of Design
Aerodynamics at the DLR in Braunschweig, Germany for the opportunity to
learn a lot about CFD and for the stimulating atmosphere. I also gratefully
acknowledge the help of Olaf Brodersen from the DLR in Brauschweig and of
Dimitri Mavriplis from the University of Wyoming, who kindly provided several
pictures of surface grids of transport aircraft configurations.

xi
This Page Intentionally Left Blank
List of Symbols

Ac Jacobian of convective fluxes

Av Jacobian of viscous fluxes
b constant depth of control volume in two dimensions
C speed of sound
Cp specific heat coefficient at constant pressure
Cv specific heat coefficient at constant volume
C vector of characteristic variables
Cm molar concentration of species m (= PYrn/Wm)
Cs Smagorinsky constant
d distance
D diagonal part of implicit operator
D artificial dissipation
Dm effective binary diffusivity of species m
e internal energy per unit mass
E total energy per unit mass
f Fourier symbol of the time-stepping operator
f~ vector of external volume forces
F flux vector
F flux tensor
g amplification factor
g grid velocity
h enthalpy
Ah local grid (cell) size
H total (stagnation) enthalpy
H Hessian matrix (matrix of second derivatives)
I imaginary unit (I = v/-2-1)
[ identity matrix

xiii
xiv

n
m

I unit tensor
interpolation operator
restriction operator
prolongation operator
J system matrix (implicit operator)
j-1 inverse of determinant of coordinate transformation Jacobian
k thermal conductivity coefficient
K turbulent kinetic energy
K~,Kb forward and backward reaction rate constants
1T turbulent length scale
L strictly lower part of implicit operator
L~j components of Leonard stress tensor
M Mach number
M mass matrix
n unit normal vector (outward pointing) of control volume face
n x ~ Try ~ n z components of the unit normal vector in x - , y - , z-direction
N number of grid points, cells, or control volumes
NA number of adjacent control volumes
NF number of control volume faces
P static pressure
P production term of kinetic turbulent energy
P transformation matrix from primitive to conservative variables
PL, PR left and right preconditioning matrix (Krylov-subspace methods)
Pr Prandtl number
Oh heat flux due to radiation, chemical reactions, etc.
Q source term
r position vector (Cartesian coordinates); residual (GMRES)
rij vector from point i to point j
R specific gas constant
R~ universal gas constant (= 8314.34 J/kg-mole K)
R residual, right-hand side
R* smoothed residual
7~ rotation matrix
Re Reynolds number
8m rate of change of species m due to chemical reactions
S face vector (= ~ AS)
 XV

Sij components of strain-rate tensor

Sz, Sy, Sz Cartesian components of the face vector
dS surface element
AS length / area of a face of a control volume
t time
tT turbulent time scale
At time step
T static temperature
T matrix of right eigenvectors
matrix of left eigenvectors
lt~ V~ W Cartesian velocity components
it 7- skin friction velocity (= x/Tw/p)
U general (scalar) flow variable
U strictly upper part of implicit operator
U vector of general flow variables
V velocity vector with the components u, v, and w
V contravariant velocity
w~ contravariant velocity relative to grid motion
vt contravariant velocity of a face of the control volume

curl ff curlof~(-V• Ow Ov Ou Ow Ov Ou ] )
Oy Oz ' Oz Ox ' Ox Oy
(- Ou Ov Ow )
div divergence o f g -V.g- ~xx + ~ +

Wm molecular weight of species m

W vector of conservative variables ( - [p, pu, pv, pw, pE ]T )
_.+
w~ vector of primitive variables (= [p, u, v, w, T] T )
x, y, z Cartesian coordinate system
Ax cell size in x-direction
y+ non-dimensional wall coordinate (-= p yu~ /#~ )
Y~ mass fraction of species m
Z Fourier symbol of the spatial operator
O~ angle of attack, inlet angle
C~m coefficient of the Runge-Kutta scheme (in stage m)
parameter to control time accuracy of an implicit scheme
blending coefficient (in stage m of the Runge-Kutta scheme)
7 ratio of specific heat coefficients at constant pressure and volume
 xvi

F circulation
r preconditioning matrix (low Mach-number flow)
5~j Kronecker symbol
rate of turbulent energy dissipation
smoothing coefficient (implicit residual smoothing); parameter
g thermal diffusivity coefficient
A second viscosity coefficient
A~ eigenvalue of convective flux Jacobian
_

A~ diagonal matrix of eigenvalues of convective flux Jacobian

spectral radius of convective flux Jacobian
spectral radius of viscous flux Jacobian
# dynamic viscosity coefficient
l] kinematic viscosity coefficient (= #/p)
curvilinear coordinate system
P density
(7 Courant-Friedrichs-Lewy (CFL) number
(7* CFL number due to residual smoothing
7" viscous stress
7"w wall shear stress
m

7" viscous stress tensor (normal and shear stresses)

"rij components of viscous stress tensor
components of Favre-averaged Reynolds stress tensor
components of Reynolds stress tensor
components of subgrid-scale stress tensor
components of Favre-filtered subgrid-scale stress tensor
components of subgrid-scale Reynolds stress tensor
02 rate of dissipation per unit turbulent kinetic energy (=e/K)
T pressure sensor
ft control volume
ftij components of rotation-rate tensor
Oft boundary of a control volume
limiter function

VU gradient of scalar U = Ox' Oy' Oz

(02UO2UO2U)
V2U Laplace of scalarU = Ox2 + ~ +
 xvii

IIuII2 2-norm of vector 57 ( - V/57 57 )

Subscripts

C convective part
C related to convection
D diffusive part
i,j,k nodal point index
I,J,K index of a control volume
L laminar; left
m index of control volume face; species
R right
T turbulent
V viscous part
V related to volume
W wall
x~y~z components in the x-, y-, z-direction
(X) at infinity (farfield)

Superscripts

I,J,K direction in computational space

n previous time level
n+l new time level
T transpose
N

Favre averaged mean value; Favre-filtered value (LES)

fluctuating part of Favre decomposition; subgrid scale (LES)
Reynolds averaged mean value; filtered value (LES)
fluctuating part of Reynolds decomposition; subgrid scale (LES)
This Page Intentionally Left Blank
Abbreviations

AIAA American Institute of Aeronautics and Astronautics

AGARD Advisory Group for Aerospace Research and Development
(NATO)
ARC Aeronautical Research Council, UK
ASME The American Society of Mechanical Engineers
CERCA Centre de Recherche en Calcul Applique (Centre for Research on
Computation and its Applications), Montreal, Canada
CERFACS Centre Europeen de Recherche et de Formation Avancee en
Calcul Scientifique (European Centre for Research and Advanced
Training in Scientific Computation), France
DFVLR (now DLR) Deutsche Forschungs- und Versuchsanstalt fiir Luft-
und Raumfahrt (German Aerospace Research Establishment)
DLR Deutsches Zentrum fiir Luft- und Raumfahrt
(German Aerospace Center)
ERCOFTAC European Research Community on Flow, Turbulence
and Combustion
ESA European Space Agency
FFA Flygtekniska FSrsSksanstalten (The Aeronautical Research
Institute of Sweden)
GAMM Gesellschaft fiir Angewandte Mathematik und Mechanik
(German Society of Applied Mathematics and Mechanics)
ICASE Institute for Computer Applications in Science and Engineering,
NASA Langley Research Center, Hampton, VA, USA
INRIA Institut National de Recherche en Informatique et en Automatique
(The French National Institute for Research in Computer Science
and Control)
ISABE International Society for Air Breathing Engines

xix
XX

MAE Department of Mechanical and Aerospace Engineering,

Princeton University, Princeton, USA
NACA (now NASA) The National Advisory Committee for Aero-
nautics, USA
NASA National Aeronautics and Space Administration, USA
NLR Nationaal Lucht en Ruimtevaartlaboratorium (National
Aerospace Laboratory), The Netherlands
ONERA Ottice National d'Etudes et de Recherches Aerospatiales
(National Institute for Aerospace Studies and Research),
France
SIAM Society of Industrial and Applied Mathematics, USA
VKI Yon Karman Institute for Fluid Dynamics, Belgium
ZAMM Zeitschrift fiir angewandte Mathematik und Mechanik
(Journal of Applied Mathematics and Mechanics), Germany
ZFW Zeitschrift fiir Flugwissenschaften und Weltraumforschung
(Journal of Aeronautics and Space Research), Germany
1D one dimension
1-D one-dimensional
2D two dimensions
2-D two-dimensional
3D three dimensions
3-D three-dimensional
Chapter 1

Introduction

The history of the Computational Fluid Dynamics, or CFD for short, started in
the early 1970's. Around that time, it became an acronym for the combination
of physics, numerical mathematics, and, to some extent, computer sciences all
employed to simulate fluid flows. The beginning of CFD was triggered by the
availability of increasingly more powerful mainframes and the advances in CFD
are still tightly coupled to the evolution of the computer technology. Among
the first applications of the CFD methods was the simulation of transonic flows
based on the solution of the non-linear potential equation. With the begin-
ning of the 1980's, the solution of first two-dimensional (2-D) and later also
three-dimensional (3-D) Euler equations became feasible. Thanks to the rapidly
increasing speed of supercomputers, and due to the development of a variety
of numerical acceleration techniques like multigrid, it was possible to compute
inviscid flows past complete aircraft configurations or inside of turbomachines.
With the mid 1980's, the focus started to shift to the significantly more de-
manding simulations of viscous flows governed by the Navier-Stokes equations.
Together with this, a variety of turbulence models evolved with different degree
of numerical complexity and accuracy. The leading edge in turbulence mod-
elling is represented by the Direct Numerical Simulation (DNS) and the Large
Eddy Simulation (LES).
With the advances of the numerical methodologies, particularly of the im-
plicit schemes, the solution of flow problems which require real gas modelling
became also feasible by the end of 1980's. Among the first large scale applica-
tion, 3-D hypersonic flow past re-entry vehicles, like the European HERMES
shuttle, was computed using equilibrium and later non-equilibrium chemistry
models. Many research activities were and still are devoted to the numerical
simulation of combustion and particularly to flame modelling. These efforts are
very important for the development of low emission gas turbines and engines.
Also, the modelling of steam and in particular of condensing steam became a
key for the design of efficient steam turbines.
Due to the steadily increasing demands on the complexity and the fidelity of
flow simulations, grid generation methods became more and more sophisticated.
2 Chapter I. Introduction

The development started first with relatively simple structured meshes, con-
structed either by algebraic methods or by using partial differential equations.
But with the increasing geometrical complexity of the configurations, the grids
had to be divided into a number of topologically simpler blocks (multiblock ap-
proach). The next logical step was to allow for non-matching interfaces between
the grid blocks in order to relieve the constraints imposed on the grid genera-
tion in a single block. Finally, solution methodologies were introduced which can
deal with grids overlapping each other (Chimera technique). This allowed, for
example, to simulate the flow past the complete Space Shuttle vehicle with the
external tank and boosters attached. However, the generation of a structured,
multiblock grid for a complicated geometry may still take weeks to accomplish.
Therefore, the research also focused on the development of unstructured grid
generators and flow solvers, which promise significantly reduced setup times,
with only a minor user intervention. Another very important feature of the
unstructured methodology is the possibility of solution based grid adaptation.
The first unstructured grids consisted exclusively of isotropic tetrahedra, which
was fully sufficient for inviscid flows governed by the Euler equations. However,
the solution of the Navier-Stokes equations requires for higher Reynolds num-
bers grids, which are highly stretched in the shear layers. Although such grids
can also be constructed from tetrahedral elements, it is advisable to use prisms
or hexahedra in the viscous flow regions and tetrahedra outside. This improves
not only the solution accuracy, but it also saves the number of elements, faces
and edges. Thus, the memory and run-time requirements of the simulation are
significantly reduced.
Nowadays, CFD methodologies are routinely employed in the fields of air-
craft, turbomachinery, car, and ship design. Furthermore, CFD is also applied
in meteorology, oceanography, astrophysics, biology, oil recovery, and in archi-
tecture. Many numerical techniques developed for CFD are also used in the
solution of the Maxwell equations or in aeroacoustics. Hence, CFD is becom-
ing an increasingly important design tool in engineering, and also a substantial
research tool in various sciences. Due to the advances in numerical solution
methods and in the computer technology, geometrically and physically complex
cases can be run even on PC's or on PC clusters. Large scale simulations of
viscous flows on grids consisting of dozens of millions of elements can be ac-
complished within only a few hours on today's supercomputers. However, it
would be completely wrong to think that CFD represents a mature technology
now, like for example the finite element methods in solid mechanics. No, there
are still many open questions like turbulence and combustion modelling, heat
transfer, efficient solution techniques for viscous flows, robust but accurate dis-
cretisation methods, etc. The coupling between CFD and other disciplines (like
the solid mechanics) requires further research as well. Quite new opportunities
also arise in the design optimisation by using CFD.
The objective of this book is to provide university students with a solid foun-
dation for understanding the numerical methods employed in today's CFD and
to familiarise them with modern CFD codes by hands-on experience. The book
is also intended for engineers and scientists starting to work in the field of CFD,
 or who are applying CFD codes. The mathematics used is always connected
to the underlying physics to facilitate the understanding of the matter. The
text can serve as a reference handbook too. Each chapter contains an extensive
bibliography, which may form the basis for further studies.
CFD methods are concerned with the solution of equations of fluid motion
as well as with the interaction of the fluid with solid bodies. The equations
governing the motion of an inviscid fluid (Euler equations) and of viscous fluid
(Navier-Stokes equations) are derived in Chapter 2. Additional thermodynamic
relations for a perfect gas as well as for a real gas are also discussed. Chapter
3 deals with the principles of solution of the governing equations. The most
important methodologies are briefly described and the corresponding references
are included. Chapter 3 can be used together with Chapter 2 to get acquainted
with the fundamental principles of CFD.
A series of different schemes was developed for the spatial discretisation of
the Euler and the Navier-Stokes equations. A unique feature of the present
book is that it deals with both the structured (Chapter 4) as well as with the
unstructured finite volume schemes (Chapter 5), because of their broad ap-
plication possibilities, especially for the treatment of complex flow problems
routinely encountered in an industrial environment. The attention is particu-
larly devoted to the definition of the various types of control volumes together
with spatial discretisation methodologies for convective and viscous fluxes. The
3-D finite volume formulations of the most popular central and upwind schemes
are presented in detail.
The methodologies for the temporal discretisation of the governing equations
can be divided into two classes. One class comprises explicit time-stepping
schemes (Section 6.1), and the other one consists of implicit schemes (Section
6.2). In order to provide a more complete overview, recently developed solution
methods based on the Newton-iteration as well as standard techniques like the
explicit Runge-Kutta schemes are discussed.
Two qualitatively different types of viscous fluid flows are encountered in
general: laminar and turbulent. The solution of the Navier-Stokes equations
does not raise any fundamental difficulties in the case of laminar flows. However,
the simulation of turbulent flows continues to present a significant challenge as
before. A relatively simple way of modelling the turbulence is offered by the so-
called Reynolds-averaged Navier-Stokes equations. On the other hand, Reynolds
stress models or LES enable considerably more accurate predictions of turbulent
flows. In Chapter 7, various well-proven and widely applied turbulence models
of varying level of complexity are presented in detail.
In order to account for the specific features of a particular problem, and to
obtain an unique solution of the governing equations, it is necessary to specify
appropriate boundary conditions. Basically, there are two types of boundary
conditions: physical and numerical. Chapter 8 deals with both types for different
situations like solid walls, inlet, outlet, injection and farfield. Symmetry planes,
periodic and block boundaries are treated as well.
In order to reduce the computer time required to solve the governing equa-
tions for complex flow problems, it is quite essential to employ numerical accel-
4 Chapter 1. Introduction

eration technique. Chapter 9 deals extensively, among others, with approaches

like the implicit residual smoothing and multigrid. Another important tech-
nique which is also described in Chapter 9 is preconditioning. It allows to use
the same numerical scheme for flows, where the Mach number varies between
nearly zero and transonic or higher values.
Each discretisation of the governing equations introduces a certain error -
the discretisation error. Several consistency requirements have to be fulfilled
by the discretisation scheme in order to ensure that the solution of the discre-
tised equations closely approximates the solution of the original equations. This
problem is addressed in the first two parts of Chapter 10. Before a particular
numericM solution method is implemented, it is important to know, at least
approximately, how the method will influence the stability and the convergence
behaviour of the CFD code. It was frequently confirmed that the Von Neumann
stability analysis can provide a good assessment of the properties of a numerical
scheme. Therefore, the third part of Chapter 10 deals with stability analysis for
various model equations.
One of the challenging tasks in CFD is the generation of structured or un-
structured body-fitted grids around complex geometries. The grid is used to
discretise the governing equations in space. The accuracy of the flow solution is
therefore tightly coupled to the quality of the grid. In Chapter 11, the most im-
portant methodologies for the generation of structured as well as unstructured
grids are discussed in depth.
In order to demonstrate the practical aspects of different numerical solution
methodologies, various source codes are provided on the accompanying CD-
ROM. Contained are the sources of quasi 1-D Euler, as well as of 2-D Euler and
N avier-Stokes structured and unstructured flow solvers. Furthermore, source
codes of 2-D structured algebraic and elliptic grid generators are included to-
gether with a converter from structured to unstructured grids. Furthermore,
two programs are provided to conduct the linear stability analysis of explicit
and implicit time-stepping schemes. The source codes are completed by a set
of worked out examples including the grids, the input files and the results. The
CD-ROM also contains the source code of a visualisation tool with an easy-to-
use GUI. Chapter 12 describes the contents of the CD-ROM and the capabilities
of the particular programs.
The present book is finalised by the Appendix and the Index. The Appendix
contains the governing equations presented in a differential form as well as their
characteristic properties. Formulations of the governing equations in rotating
frame of reference and for moving grids are discussed along with some simplified
forms. Furthermore, Jacobian and transformation matrices from conservative
to characteristic variables are presented for two and three dimensions. The
GMRES conjugate gradient method for the solution of linear equations systems
is described next. The Appendix closes with the explanation of the tensor
notation.
Chapter 2

Governing Equations

2.1 T h e Flow and its M a t h e m a t i c a l D e s c r i p t i o n

Before we begin with the derivation of the basic equations describing the be-
haviour of the fluid, it may be convenient to clarify what the term 'fluid dy-
namics' stands for. It is, in fact, the investigation of the interactive motion
of a large number of individual particles. These are in our case molecules or
atoms. That means, we assume the density of the fluid is high enough, so that
it can be approximated as a continuum. It implies that even an infinitesimally
small (in the sense of differential calculus) element of the fluid still contains a
sufficient number of particles, for which we can specify mean velocity and mean
kinetic energy. In this way, we are able to define velocity, pressure, temperature,
density and other important quantities at each point of the fluid.
The derivation of the principal equations of fluid dynamics is based on the
fact that the dynamical behaviour of a fluid is determined by the following
conservation laws, namely:

1. the conservation of mass,

2. the conservation of momentum, and

3. the conservation of energy.

The conservation of a certain flow quantity means that its total variation in-
side an arbitrary volume can be expressed as the net effect of the amount of
the quantity being transported across the boundary, of any internal forces and
sources, and of external forces acting on the volume. The amount of the quan-
tity crossing the boundary is called flux. The flux can be in general decomposed
into two different parts: one due to the convective transport and the other one
due to the molecular motion present in the fluid at rest. This second contribu-
tion is of a diffusive nature - it is proportional to the gradient of the quantity
considered, and hence it will vanish for a homogeneous distribution.
6 Chapter 2. Governing Equations

The discussion of the conservation laws leads us quite naturally to the idea of
dividing the flow field into a number of volumes and to concentrate on the mod-
elling of the behaviour of the fluid in one such finite region. For this purpose,
we define the so-called finite control volume and try to develop a mathematical
description of its physical properties.

Finite control volume

Consider a general flow field as represented by streamlines in Fig. 2.1. An

arbitrary finite region of the flow, bounded by the closed surface 0 ~ and fixed
in space, defines the control volume ~. We also introduce a surface element dS
and its associated, outward pointing unit normal vector g.

F i g u r e 2.1: Definition of a finite control volume (fixed in space).

The conservation law applied to an exemplary scalar quantity per unit volume
U says that its variation in time within ~, i.e.,

0/aUd~2
Ot
is equal to the sum of the contributions due to the convective flux- amount
of the quantity U entering the control volume through the boundary with the
velocity g
P

- i V(g. g) dS,
Jo
further due to the diffusive flux- expressed by the generalised Fick's gradient
2.1. The Flow and its Mathematical Description 7

law

L f~
, p IV(U/p). dS,
where ~ is the thermal diffusivity coefficient, and finally due to the volume as
well as surface sources, Qv, Q s, i.e.,

fa Qvda +/oa(4s. dS.

After summing up the above contributions, we obtain the following general form
of the conservation law for the scalar quantity U

O /~ u dFt + foOta [U(~. g) - nfl (VU* . g)J dS

= Qvd +
/o (Qs.
f~
)dS, (2.1)

where U* denotes the quantity U per unit mass, i.e., U/p.

It is important to note that if the conserved quantity would be a vector
instead of a scalar, the above Equation (2.1) would be formally still valid. But
in difference, the convective and the diffusive flux would become tensors instead
of v e c t o r s - F c the convective flux tensor and F D the diffusive flux tensor. The
volume sources would be a vector Qv, and the surface sources would change
into a tensor Q s. We can therefore write the conservation law for a general
vector quantity U as

0--t U df~ + [ ( F c - FD) . g] dS - Qydft + (Qs " ~) a s . (2.2)

f2

The integral formulation of the conservation law, as given by the Equations

(2.1) or (2.2), has two very important and desirable properties"

1. if there are no volume sources present, the variation of U depends solely

on the flux across the boundary 0f~ and n o t on any flux inside the control
volume ft;

2. this particular form remain valid in the presence of discontinuities in the

flow field like shocks or contact discontinuities [1].

Because of its generality and its desirable properties, it is not surprising that the
majority of the CFD codes today is based on the integral form of the governing
equations.
In the following section, we shall utilise the above integral form in order to
derive the corresponding expressions for the three conservation laws of the fluid
dynamics.
8 Chapter 2. Governing Equations

2.2 Conservation Laws

2.2.1 The Continuity Equation
If we restrict our attention to single-phase fluids, the law of mass conservation
expresses the fact that mass cannot be created in such a fluid system, nor it can
disappear. There is also no diffusive flux contribution to the continuity equation,
since for a fluid at rest, any variation of mass would imply a displacement of
the fluid particles.
In order to derive the continuity equation, consider the model of a finite
control volume fixed in space, as sketched in Fig. 2.1. At a point on the control
surface, the flow velocity is ~, the unit normal vector is g, and dS denotes an
elemental surface area. The conserved quantity in this case is the density p. For
t h e time rate of change of the total mass inside the finite volume gt we have

o--7 pda .

The mass flow of a fluid through some surface fixed in space equals to the
product of (density) x (surface area) x (velocity component perpendicular to
the surface). Therefore, the contribution from the convective flux across each
surface element dS becomes
p (~. ~) d S .
Since by convection g always points out of the control volume, we speak of
inflow if the product (~7. ~) is negative, and of outflow if it is positive and hence
the mass leaves the control volume.
As stated above, there are no volume or surface sources present. Thus, by
taking into account the general formulation of Eq. (2.1), we can write

os
O-t pdf~ + /o f~
p (~. ~) dS - O . (2.3)

This represents the integral form of the continuity equation - the conservation
law of mass.

2.2.2 The Momentum Equation

We may start the derivation of the m o m e n t u m equation by recalling the partic-
ular form of Newton's second law which states that the variation of m o m e n t u m
is caused by the net force acting on an mass element. For the m o m e n t u m of an
infinitesimally small portion of the control volume f~ (see Fig. 2.1) we have

trYda.

The variation in time of momentum within the control volume equals

2.2. Conservation Laws 9

Hence, the conserved quantity is here the product of the density and the velocity,
i.e.,
p ~ - [pu, pv, pw ]T.
The convective flux tensor, which describes the transfer of m o m e n t u m across
the boundary of the control volume, consists in the Cartesian coordinate system
of the following three components

x - c o m p o n e n t 9 pu
y - c o m p o n e n t 9 pv
z-component" pw ~.

The contribution of the convective flux tensor to the conservation of m o m e n t u m

is then given by
P

- dS.

The diffusive flux is zero since there is no diffusion of m o m e n t u m possible for a

fluid at rest. Thus, the remaining question is now, what are the forces the fluid
element is exposed to? We can identify two kinds of forces acting on the control
volume:

1. External volume or body forces, which act directly on the mass of the
volume. These are for example gravitational, buoyancy, Coriolis or cen-
trifugal forces. In some cases, there can be electromagnetic forces present
as well.

2. Surface forces, which act directly on the surface of the control volume.
They result from only two sources:

(a) the pressure distribution, imposed by the outside fluid surrounding

the volume,
(b) the shear and normal stresses, resulting from the friction between the
fluid and the surface of the volume.

From the above, we can see that the body force per unit volume, further denoted
as Pfe, corresponds to the volume sources in Eq. (2.2). Thus, the contribution
of the body (external) force to the momentum conservation is

The surface sources consist then of two parts - of an isotropic pressure compo-
nent and of a viscous stress tensor g, i.e.,

Qs - -pI + (2.4)

with I being the unit tensor (for tensors see, e.g., [2]). The effect of the surface
sources on the control volume is sketched in Fig. 2.2. In Section 2.3, we shall
10 Chapter 2. GoverningEquations

F i g u r e 2.2: Surface forces acting on a surface element of the control volume.

elaborate the form of the stress tensor in more detail, and in particular show
how the normal and the shear stresses are connected to the flow velocity.
Hence, if we now sum up all the above contributions according to the general
conservation law (EQ. (2.2)), we finally obtain the expression

for the momentum conservation inside an arbitrary control volume gt which is

fixed in space.

2.2.3 The Energy Equation

The underlying principle that we will apply in the derivation of the energy
equation, is the first law of thermodynamics. Applied to the control volume
displayed in Fig. 2.1, it states that any changes in time of the total energy
inside the volume are caused by the rate of work of forces acting on the volume
and by the net heat flux into it. The total energy per unit mass E of a fluid
is obtained by adding its internal energy per unit mass, e, to its kinetic energy
per unit mass 1~12/2. Thus, we can write for the total energy

~_~V2~ U2 -}-V2 -}-W2

E-e+ -=e+ 2 " (2.6)
2.2. Conservation Laws 11

The conserved quantity is in this case the total energy per unit volume, i.e., pE.
Its variation in time within the volume f~ can be expressed as

0j; ~Eda.
Following the discussion in course of the derivation of the general conservation
law (Eq. (2.1)), we can readily specify the contribution of the convective flux as

- ~o~ pE (~. ~) dS.

In contrast to the continuity and the momentum equation, there is now a diffu-
sive flux. As we already stated, it is proportional to the gradient of the conserved
quantity per unit mass (Fick's law). Since the diffusive flux FD is defined for a
fluid at rest, only the internal energy becomes effective and we obtain

FD -- - ~ p ~ X7e. (2.7)

In the above, ~ / - cp/cv is the ratio of specific heat coefficients, and ~ denotes
the thermal diffusivity coefficient. The diffusion flux represents one part of the
heat flux into the control volume, namely the diffusion of heat due to molecular
thermal c o n d u c t i o n - heat transfer due to temperature gradients. Therefore,
Equation (2.7) is in general written in the form of Fourier's law of heat conduc-
tion, i.e.,
F. - -kVT (2.s)
with k standing for the thermal conductivity coefficient and T for the absolute
static temperature.
The other part of the net heat flux into the finite control volume consists
of volumetric heating due to the absorption or emission of radiation, or due to
chemical reactions. We will denote the heat sources - the time rate of heat
t r a n s f e r p e r unit mass - as Oh- Together with the rate of work done by the body
forces f~, which we have introduced for the m o m e n t u m equation, it completes
the volume sources
Qv - p f e " ~ + qh . (2.9)
The last contribution to the conservation of energy, which we have yet to deter-
mine, are the surface sources Qs. They correspond to the time rate of work done
by the pressure as well as the shear and normal stresses on the fluid element
(see Fig. 2.2), i.e.,
Qs - -Y+ ~ - ~. (2.10)
Sorting now all the above contributions and terms, we obtain for the energy
conservation equation the expression

O--t pE df~ +
/o pE (g. if)dS -
/o k (VT-if)dS (2.11)
12 Chapter2. Governing Equations

The energy equation (2.11) is usually written in a slightly different form. For
that purpose, we will utilise the following general relation between the total
enthalpy, the total energy and the pressure

H = h + Ig12 - E + p- . (2.12)
2 p

When we now gather the convective (pE~) and the pressure term ( y ) in the
energy conservation law (2.11), and apply the formula (2.12), we can finally
write the energy equation in the form

O--t pE d~ + pH (g. ~) dS - k ( V T . g) dS

+ /~ (pfe . g + ~lh)d~ + J~o~(~ . g) . g dS. (2.13)

Herewith, we have derived integral formulations of the three conservation

laws: the conservation of mass (2.3), of m o m e n t u m (2.5), and of energy (2.13).
In the next section, we shall work out the formulation of the normal and the
shear stresses in more detail.
2.3. Viscous Stresses 13

2.3 V i s c o u s Stresses
The viscous stresses, which originate from the friction between the fluid and
the surface of an element, are described by the stress tensor ~. In Cartesian

xz]
coordinates its general form is given by

~- 7yx TyV ~-yz (2.14)

7-zx 7-zy 7-zz
The notation Tij m e a n s by convention that the particular stress component af-
fects a plane perpendicular to the /-axis, in the direction of the j-axis. The
components Txx, Tyy, and Tzz represent the normal stresses, the other compo-
nents of ~ stand for the shear stresses, respectively. Figure 2.3 shows the stresses
for a quadrilateral fluid element. One can notice that the normal stresses (Fig.
2.3a) try to displace the faces of the element in three mutually perpendicular
directions, whereas the shear stresses (Fig. 2.3b) try to shear the element.
You may ask now, how the viscous stresses are evaluated. First of all, they
depend on the dynamical properties of the medium. For fluids like air or water,
Isaac Newton stated that the shear stress is proportional to the velocity gradient.
Therefore, medium of such a type is designated as Newtonian fluid. On the
other hand, fluids like for example melted plastic or blood behave in a different
manner - they are non-Newtonian fluids. But, for the vast majority of practical
problems, where the fluid can be assumed to be Newtonian, the components of
the viscous stress tensor are defined by the relations [3], [4]

Ou Ov Ow ) Ou
7-zx

Ou Ov Ow ) Ov
- a Ux + N + -5-iz + 2,

Ou Ov Ow ) Ow
7zz + 2# Oz
(2.15)
~-xy

Ou Ow )
Tx z -- 7-zx
-, N+- x

Ov Ow )
T y z - - 7-zy
-, -5;z + N

in which A represents the second viscosity coefficient, and # denotes the dynamic
viscosity coefficient. For convenience, we can also define the so-cMled kinematic
14 Chapter 2. GoverningEquations

F i g u r e 2.3: Normal (a) and shear (b) stresses acting on a finite fluid element.
2.3. Viscous Stresses 15

viscosity coefficient, which is given by the formula

u=p/p. (2.16)

The expressions in Eq. (2.15) were derived by the Englishman George Stokes in
the middle of the 19th century. The terms #(Ou/Ox), etc. in the normal stresses
represent the rate of linear dilatation- a change in shape. On the other hand,
the term (I div g) in Eq. (2.15) represents volumetric dilatation - the rate of
change in volume, which is in essence a change of the density.
In order to close the expressions for the normal stresses, Stokes introduced
the hypothesis [5] that
2
A+Sp-0. (2.17)

The above relation (2.17) is termed the bulk viscosity. Bulk viscosity represents
the property, which is responsible for energy dissipation in a fluid of uniform
temperature during a change in volume at finite rate.
With the exception of extremely high temperatures or pressures, there is so
far no experimental evidence that Stokes's hypothesis in Eq. (2.17) does not
hold (see discussion in Ref. [6]). It is therefore generally used to eliminate /~
from Eq. (2.15). Hence, we obtain for the normal viscous stresses

7-x~- 2# Ox
ldiv )
3

2. Or 1 div ~) (2 18)

Ow 1 div ~)
- 0-V-g

It should be noted that the expressions for the normal stresses in Eq. (2.18)
simplify for an incompressible fluid (constant density) because of divg = 0
(continuity equation).
What remains to be determined are the viscosity coefficient # and the ther-
mal conductivity coefficient k as functions of the state of the fluid. This can
be done within the framework of continuum mechanics only on the basis of
empirical assumptions. We shall return to this problem in the next section.
16 Chapter 2. Governing Equations

2.4 Complete S y s t e m of the Navier-Stokes

Equations

In the previous sections, we have separately derived the conservation laws of

mass, momentum and energy. Now, we can collect them into one system of
equations in order to obtain a better overview of the various terms involved. For
this purpose, we go back to the general conservation law for a vector quantity,
which is expressed in Equation (2.2). For reasons to be explained later, we will
introduce two flux vectors, namely Fc and Fv. The first one, F~, is related to
the convective transport of quantities in the fluid. It is usually termed vector of
convective fluxes, although for the momentum and the energy equation it also
includes the pressure terms p~ (Eq. (2.5)) and p (~.~) (Eq. (2.11)), respectively.
The second flux vector - denoted the vector of viscous fluxes Fv, contains the
viscous stresses as well as the heat diffusion. Additionally, let us define a source
term Q, which comprises all volume sources due to body forces and volumetric
heating. With all this in mind and conducting the scalar product with the unit
normal vector g, we can cast Eq. (2.2) together with Equations (2.3), (2.5) and
(2.13) into

-~ W d~ + (fie - fly) d S - Q d~ . (2.19)

The vector of the so-called conservative variables W consists in three dimensions

of the following five components

P
pu
pv . (2.20)
pw
pE

For the vector of convective fluxes we obtain

pV
p u V + nxp
p v V + nyp (2.21)
p w V + nzp
pHV

with the contravariant velocity V - the velocity normal to the surface element
d S - being defined as the scalar product of the velocity vector and the unit
normal vector, i.e.,

V - g. ~ - nxu + n~v + n z w . (2.22)

2.4. Complete System of the Navier-Stokes Equations 17

The total enthalpy H in Eq. (2.21) is given by the formula (2.12). For the vector
of viscous fluxes we have with Eq. (2.14)

0
nxTzx + nyTxy -F nzvxz
Fv -- n~Tyx + ny~yy + nzTyz , (2.23)
nxTzx + nyT-zy + nzWzz
nxO~ + nyOy + nzOz

where

~X --uTxx + vT~y + WTxz + k OT

....
Ox
OT
0 v - - u T y x + VTyy + w~-vz + k ~--Z. (2.24)
ycl

OT
0~ -UVzx + VVzy + WVz~ + k 0--~

are terms describing the work of the viscous stresses and of the heat conduction
in the fluid, respectively. Finally, the source term reads

0
pf~,x
- RA,~ . (2.25)
pf~,z

In the case of a Newtonian fluid, i.e., if the relations Eq. (2.15) for the viscous
stresses are valid, the above system of equations (Eqs. (2.19)-(2.25)) is called
the Navier-Stokes equations. They describe the exchange (flux) of mass, mo-
mentum and energy through the boundary 0 n of a control volume gt, which is
fixed in space (see Fig. 2.1). We have derived the Navier-Stokes equations in in-
tegral formulation, in accordance with the conservation laws. Applying Gauss's
theorem, Equation (2.19) can be re-written in differential form [7]. Since the
differential form is often found in literature, it is for completeness included in
the Appendix (A.1).
In some instances, for example in turbomachinery applications or geophysics,
the control volume is rotating (usually steadily) about some axis. In such a case,
the Navier-Stokes equations are transformed into a rotating frame of reference.
As a consequence, the source term Q has to be extended by the effects due
to the Coriolis and the centrifugal force [8]. The resulting form of the Navier-
Stokes equations may be found in the Appendix (A.4). In other cases, the
control volume can be subject to translation or deformation. This happens,
for instance, when fluid-structure interaction is investigated. Then, the Navier-
Stokes equations (2.19) have to be extended by a term, which describes the
relative motion of the surface element dS with respect to the fixed coordinate
system [9]. Additionally, the so-called Geometric Conservation Law (GCL) has
18 Chapter 2. Governing Equations

to be fulfilled [10]-[12]. We present the appropriate formulation in Section (A.5)

of the Appendix.
The Navier-Stokes equations represent in three dimensions a system of five
equations for the five conservative variables p, pu, pv, pw, and pE. But they
contain seven unknown flow field variables, namely: p, u, v, w, E, p, and
T. Therefore, we have to supply two additional equations, which have to be
thermodynamic relations between the state variables. For example, the pressure
expressed as a function of the density and temperature, and the internal energy
or the enthalpy given as a function of the pressure and temperature. Beyond
this, we have to provide the viscosity coefficient p and the thermal conductivity
coefficient k as functions of the state of the fluid, in order to close the entire
system of equations. Clearly, the relationships depend on the kind of fluid
being considered. In the following, we shall therefore show methods of closing
the equations for two commonly encountered situations.

2.4.1 Formulation for a Perfect Gas

In pure aerodynamics, it is generally reasonable to assume that the working fluid
behaves like a calorically perfect gas, for which the equation of state assumes
the form [13], [14]
p = pRT, (2.26)
where R denotes the specific gas constant. The enthalpy results from

h = (2.27)

It is convenient to express the pressure in terms of the conservative variables. For

that purpose, we have to combine Equation (2.12), relating the total enthalpy
to the total energy, together with the equation of state (2.26). Substituting
expression (2.27) for the enthalpy and using the definitions

R = - , - (2.28)
Cv

we finally obtain for the pressure

u2 + v 2 + w2]
P-(7-1lp E- 2 " (2.29)

The temperature is then calculated with the aid of the relationship Eq. (2.26).
The coefficient of the dynamic viscosity p is, for a perfect gas, strongly depen-
dent on temperature but only weakly dependent on pressure. The so-called
Sutherland formula is frequently used. The result for air is (in SI units)

1.45 T 3/2
P - T + 110 " 10-6' (2.30)

where the temperature T is in degree Kelvin (K). Thus, at T = 288 K one

obtains p = 1.78.10 -5 kg/ms. The temperature dependence of the thermal
2.4. Complete System of the Navier-Stokes Equations 19

conductivity coefficient k resembles that of # in the case of gases. By contrast,

k is virtually constant in the case of liquids. For this reason, the relationship

k - CppPr (2.31)

is generally used for air. In addition, it is commonly assumed that the Prandtl
number Pr is constant in the entire flow field. For air, the Prandtl number
takes the value Pr - 0 . 7 2 .

2.4.2 Formulation for a R e a l G a s

The matter becomes more complicated when one has to deal with a real gas.
The reason is that now we have to model a thermodynamic process and chem-
ical reactions in addition to the fluid dynamics. Examples for a real gas flow
are the simulation of combustion, the hypersonic flow past a re-entry vehicle,
or the flow in a steam turbine. In principle, two different methods can be pur-
sued to solve the problem. The first methodology is applicable in cases, where
the gas is in chemical and in thermodynamical equilibrium. This implies that
there is a unique equation of state. Then, the governing equations (2.19) re-
main unchanged. Only the values of pressure, temperature, viscosity, etc. are
interpolated from lookup tables using curve fits [15]-[17]. But in practice, the
gas is more often in chemical and/or thermodynamical non-equilibrium and has
to be treated correspondingly.
Let us for illustration consider a gas mixture consisting of N different species.
For a finite Damk6hler number, which is defined as the ratio of flow-residence
time to chemical-reaction time, we have to include finite-rate chemistry into our
model. It has to describe the generation/destruction of species due to chemi-
cal reactions. In what follows, we will furthermore assume that the temporal
and the spatial scales of fluid dynamics and of chemical reactions are much
larger compared to those of thermodynamics. Thus, we suppose the gas is ther-
modynamically in equilibrium but chemically in non-equilibrium. In order to
simulate the behaviour of such a gas mixture, the Navier-Stokes equations have
to be augmented by (N-l) additional transport equations for the N species
[18]-[23]. Hence, we obtain formally the same system like Eq. (2.19), but now
with the vectors of the conservative variables W, the flux vectors Fc and Fv, as
well as with the source term Q extended by (N-l) species equations. Recalling
the expressions (2.20) to (2.25), the vector of the conservative variables reads
now
P
pu
pv
pw
W- pE (2.32)
pYi

-PYN- 1 -
20 Chapter 2. Governing Equations

The convective and the viscous flux vectors transform into

- pV 1 " 0

p u V + nxp | nx'rxx + nyTxy + nzTxz

p v V + nvp "[ n~Ty~ + nyTyy + nzry~
p w V + nzp | nxTzx + nyTzy -'k nzrzz
F~- pHV |, Fv- nzOx + n y ~ y + nztOz , (2.33)
nxff2x,1 + nyff2y,1 + nzOz,1

- flYN-1V .J .nx6Px,N_l + ny f2y,Y_l + nz gPz,y_l

where
OT N O ym
O x -- uTxx + vzxy + wT"xz + k-~x + p E hm Dm 0-----~
m----1

__ k OT N O ym
Oy UTyx + v "ryv + w "ryz + Oy + p E hmD m O-"y-
m=l

N
OT
Oz - UTzz + VTzy + W'rzz + k ~ + p E h m D m ~ (2.34)
Oz
~ j /..,
m=l
Oz m - pDm OYm
' OX
oY~
62y,m- pDm 0-----~

6pz -- pDm OYm

~m OZ "

Finally, the source term now becomes

Pf~,v
PL,z
Q- (2.35)
P L " ~ + Oh
kl

kN-1

In the above expressions Eqs. (2.32)-(2.35), Ym denotes the mass fraction, hm

the enthalpy, and Dm the effective binary diffusivity of species m, respectively.
Furthermore, Sm is the rate of change of species m due to chemical reactions.
Note that the total density p of the mixture is equal to the sum of the densities of
the species PYm. Therefore, since the total density is regarded as an independent
quantity, there are only (N-l) independent densities PYm left. The remaining
2.4. Complete System of the Navier-Stokes Equations 21

mass fraction YN is obtained from

N-1
YN - 1 - ~ Ym. (2.36)
m=l

In order to find an expression for the pressure p, we first assume that the
individual species behave like ideal gases, i.e.,

RU
- PYre T, (2.37)

with Ru denoting the universal gas constant and Wm being the molecular weight,
respectively. Together with Dalton's law,

p- pro, (2.3s)
m--1

we can write
N
p - pR T Ym (2.39)
m--1 wm "

It is important to notice that because the gas is in thermodynamical equilib-

rium, all species possess the same temperature T. The temperature has to be
calculated iteratively from the expression [21], [24]

e- ~1 Ym h~],m + Cp,mdT p.
P (2.40)
~_ ef

The internal energy of the gas mixture e is obtained from Eq. (2.6). The quanti-
ties h~ Cp,m, and Tref in Eq. (2.40) denote the heat of formation, the specific
heat at constant pressure, and the reference temperature of the m-th species,
respectively. Values of the above quantities as well as of the thermal conductiv-
ity k and of the dynamic viscosity # of the species are determined from curve
fits [19], [21], [23].
The last part, which remains to be modelled, is the chemical source term sm
in Eq. (2.35). The rate equations for a set of NR elementary reactions involving
N species can be written in the general form

N N
t Kit tt
E r'lmCm r E r'lmOm for l--1,2,...,NR. (2.41)
m=l KD~ m = l

t and ~Im
In the above Eq. (2.41), ~Zm " are the stoichiometric coefficients for species
m in the l-th forward and backward reaction, respectively. Furthermore, r
stands for the molar concentration of species m (Gin - pYm/Wm), and finally
Kfl and KbZ, respectively, denote the forward and the backward reaction rate
22 Chapter 2. Governing Equations

constants for t h e / - t h reaction step. They are given by the empirical Arrhenius
formulae

K I - A I T BI e x p ( - E / / R U T )
(2.42)
Kb = Ab T Bb exp(--Eb/RUT),

where A f and Ab are the Arrhenius coefficients, E I and Eb represent the acti-
vation energies, and B f as well as Bb are constants, respectively. The rate of
change of molar concentration of species m by t h e / - t h reaction is given by

Clm - - (lllUrn l ~n -- Kbl Cn In . (2.43)

n=l n=l

Hence, together with Eq. (2.43) we can calculate the total rate of change of
species m from
NR
-wm (2.44)
l=1
More details can be found in the references cited above. A detailed overview of
the equations governing a chemically reacting flow, together with the Jacobian
matrices of the fluxes and their eigenvalues, can also be found in [24].
Another practical example of real gas is the simulation of steam or, which
is more demanding, of wet steam in turbomachinery applications [25]-[32]. In
the later case, where the steam is mixed with water droplets, so that we speak
of multiphase flow, it is either possible to solve an additional set of transport
equations, or to trace the water droplets along a number of streamlines. These
simulations have very important applications in the design of modern steam
turbine cascades. The analysis of flow past turbine blades can for instance help
to understand the occurrence of supercritical shocks by condensation and of
flow instabilities, responsible for an additional dynamic load on the bladings
and resulting in a loss of the efficiency.

2.4.3 Simplifications to the Navier-Stokes Equations

In the following, we shall consider three common simplifications to the Navier-
Stokes equations (2.19). We shall restrict our attention here to the physical
reasoning behind each of the approximations. The equations for the first two
simplified forms of the Navier-Stokes equations are provided in the Appendix.

Thin Shear Layer A p p r o x i m a t i o n

When simulating flows around bodies for high Reynolds numbers (i.e., when the
boundary layer is thin with respect to a characteristic dimension), the Navier-
Stokes equations (2.19) can be simplified. One necessary condition is that there
is no large area of separated boundary layer. It can then be anticipated that
2.4. Complete System of the Navier-Stokes Equations 23

Figure 2.4: Representation of a thin boundary layer.

only the gradients of the flow quantities in the normal direction to the surface
of the body (q-direction in Fig. 2.4) contribute to the viscous stresses [33],
[34]. On the other hand, the gradients in the other coordinate directions (~ in
Fig. 2.4) are neglected in the evaluation of the shear stress tensor (Eqs. (2.14,
2.15)). We speak here of the so-called Thin Shear Layer (TSL) approximation
of the Navier-Stokes equations. The motivation for the TSL modification is
that the numerical evaluation of the viscous terms becomes computationally
less expensive, but, within the assumptions, the solution remains sufficiently
accurate. The TSL approximation can also be justified from a practical point
of view. In the case of high Reynolds number flows, the grid has to be very fine
in the wall normal direction in order to resolve the boundary layer properly.
Because of the limited computer memory and speed, much coarser grid has
to be generated in the other directions. This in turn results in significantly
lower numerical accuracy of the gradient evaluation compared to the normal
direction. The TSL equations are for completeness presented in the Appendix
(A.6). Due to the fact that secondary flow (e.g., like in a blade row) cannot be
resolved appropriately, the TSL simplification is usually applied only in external
aerodynamics.

Parabolised Navier-Stokes Equations

In cases, where the following three conditions are fulfilled:

9 the flow is steady (i.e. OW/Ot=O),

9 the fluid moves predominantly in one main direction (e.g., there must be
no boundary layer separation),

9 the cross-flow components are negligible,

24 Chapter 2. Governing Equations

F i g u r e 2.5: Internal flow in a d u c t - parabolised Navier-Stokes equations.

the governing equations (2.19)) can be simplified to a form called the Parabolised
Navier-Stokes (PNS) equations [8], [35]-[37]. The above conditions allow us to
set the derivatives of u, v, and w with respect to the streamwise direction
to zero in the viscous stress terms (Eq. (2.15)). Furthermore, the components
of the viscous stress tensor T, of the work performed by it (~. ~), and of the
heat conduction k V T in the streamwise direction are dropped from the viscous
flux vector in Eq. (2.23). The continuity equation, as well as the convective
fluxes (Eq. (2.21)) remain unchanged. For details, the reader is referred to the
Appendix (A.7). Considering the situation sketched in Fig. 2.5, where the main
flow direction coincides with the x coordinate, it can be shown that the PNS
approximation leads to a mixed set of parabolic / elliptic equations. Namely, the
momentum equation in the flow direction becomes parabolic together with the
energy equation, and hence they can be solved by marching in the x-direction.
The momentum equations in the y- and in the z-direction are elliptic and they
have to be solved iteratively in each x-plane. Thus, the main benefit of the
PNS approach is in the largely reduced complexity of the flow solution - from
a complete 3-D field to a sequence of 2-D problems. A typical application of
the parabolised Navier-Stokes equations is the calculation of internal flows in
ducts and in pipes, and also the simulation of steady supersonic flows using the
space-marching method [38]-[41].

Euler Equations
As we have seen, the Navier-Stokes equations describe the behaviour of a viscous
fluid. In many instances, it is a valid approximation to neglect the viscous
effects completely, like for example for high Reynolds-number flows, where the
2.4. Complete System of the Navier-Stokes Equations 25

boundary layer is very thin compared to the dimensions of the body. In such
cases, we can simply omit the vector of viscous fluxes, F~, from the Equations
(2.19). Thus, we are left with

N waa+ y as- Qaa. (2.45)

f~
The remaining terms are given by the same relations (2.20)-(2.22) and Eq.
(2.25) as before. This simplified form of the governing equations is called the
mulet equations. They describe the pure convection of flow quantities in an
inviscid fluid. If the mulet equations are formulated in conservative way (like
above), they allow for accurate representation of such important phenomena
like shocks, expansion waves and vortices over delta wings (with sharp leading
edges). Furthermore, the mulet equations served in the past - and still do
- as the basis for the development of discretisation methods and boundary
conditions.
However, it should be noted that today, due to the computational power
of even personal computers and due to the increased demands on the quality
of the simulations, the mulet equations are only relatively seldom employed for
flow computations.
26 Chapter 2. Governing Equations

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[16] Schmatz, M.A.: Hypersonic Three-Dimensional Navier-Stokes Calcula-

tions for Equilibrium Gas. AIAA Paper 89-2183, 1989.
[17] Mundt, Ch.; Keraus, R.; Fischer, J.: New, Accurate, Vectorized Approxi-
mations of State Surfaces for the Thermodynamic and Transport Proper-
ties of Equilibrium Air. ZFW, 15 (1991), Springer Verlag, pp. 179-184.

[18] Bussing, T.R.A; Murman, E.M.: Finite-Volume Method for the Calcula-
tion of Compressible Chemically Reacting Flows. AIAA Journal, 26 (1988),
pp. 1070-1078.

[19] Molvik, G.A.; Merkle, C.L.: A Set of Strongly Coupled, Upwind Algo-
rithms for Computing Flows in Chemical Non-equilibrium. AIAA Paper
89-0199, 1989.

[20] Slomski, J.F.; Anderson, J.D.; Gorski, J.J.: Effectiveness of Multi-

grid in Accelerating Convergence of Multidimensional Flows in Chemical
Nonequilibrium. AIAA Paper 90-1575, 1990.

[21] Shuen, J.S.; Liou, M.S.; van Leer, B.: Inviscid Flux-Splitting Algorithms
for Real Gases with Non-equilibrium Chemistry. J. Computational Physics
90 (1990), pp. 371-395.

[22] Li, C.P.: Computational Aspects of Chemically Reacting Flows. AIAA

Paper 91-1574, 1991.

[23] Shuen, J.-S.; Chen, K.-H.; Choi, Y.: A Coupled Implicit Method for Chem-
ical Non-equilibrium Flows at All Speeds. J. Computational Physics, 106
(1993), pp. 306-318.
[24] Yu, S.-T.; Chang, S.-C.; Jorgenson, P.C.E.; Park, S.-J.; Lai, M.-C.: Basic
Equations of Chemically Reactive Flow for Computational Fluid Dynam-
ics. AIAA Paper 98-1051, 1998.

[25] Bakhtar, F.; Tochai, M.T.M.: An Investigation of Two-Dimensional

Flows of Nucleating and Wet Stream by the Time-Marching Method. Int.
J. Heat and Fluid Flow 2 (1980), pp. 5-18.

[26] Young, J.B.; Snoeck, J.: Aerothermodynamics of Low Pressure Steam

Turbines and Condensers. Eds. Moore, M.J.; Sieverding, C.H.; Springer
Verlag, N.Y., 1987, pp. 87-133.

[27] Bakhtar, F.; So, K.S.: A Study of Nucleating Flow of Steam in a Cascade
of Supersonic Blading by the Time-Marching Method. Int. J. Heat and
Fluid Flow 12 (1991), pp. 54-62.

[28] Young, J.B.: Two-Dimensional Non-Equilibrium Wet-Steam Calculations

for Nozzles and Turbine Cascades. Trans. ASME, J. Turbomachinery, 114
(1992), pp. 569-579.
28 Chapter 2. Governing Equations

[29] White, A.J.; Young, J.B.: Time-Marching Method for the Prediction of
Two-Dimensional, Unsteady Flows of Condensing Steam. AIAA J. Propul-
sion and Power, 9 (1993), pp. 579-587.
[30] Liberson, A.; Kosolapov, Y.; Rieger, N.; Hesler, S.: Calculation of
3-D Condensing Flows in Nozzles and Turbine Stages. EPRI Nucleation
Workshop, Rochester, N.Y., October 24-26, 1995.
[31] Bakhtar, F.; Mahpeykar, M.R.; Abbas, K.K.: An Investigation of Nu-
cleating Flows of Steam in a Cascade of Turbine Blading- Theoretical
Treatment. Transaction of the ASME 117 (1995), pp. 138-144.

[32] White, A.J.; Young, J.B.; Wakers, P.T.: Experimental Validation of Con-
densing Flow Theory for a Stationary Cascade of Steam Turbine Blades.
Phil. Trans. R. Soc., London, A 354 (1996), pp. 59-88.
[33] Steger, J.L.: Implicit Finite Difference Simulation of Flows About Two-
Dimensional Arbitrary Geometries. AIAA Journal, 17 (1978), pp. 679-686.
[34] Pulliam, T.H.; Steger, J.L.: Implicit Finite Difference Simulations of
Three-Dimensional Compressible Flows. AIAA Journal, 18 (1980), pp.
159-167.
[35] Patankar, S.V.; Spalding, D.B.: A Calculation Procedure for Heat, Mass
and Momentum Transfer in Three-Dimensional Parabolic Flows. Int. J.
Heat Mass Transfer, 15 (1972), pp. 1787-1806.
[36] Aslan, A.R.; Grundmann, R.: Computation of Three-Dimensional Sub-
sonic Flows in Ducts Using the PNS Approach. ZFW, 14 (1990), Springer
Verlag, pp. 373-380.
[37] Kirtley, K.R.; Lakshminarayana, B.:
A Multiple Pass Space-Marching
Method for Three-Dimensional Incompressible Viscous Flow. ZFW, 16
(1992), Springer Verlag, pp. 49-59.
[3s] Hollenb~ick, D.M.; Blom, G.A.:
Application of a Parabolized Navier-Stokes
Code to an HSCT Configuration and Comparison to Wind Tunnel Test
Data. AIAA Paper 93-3537, 1993.

[39] Krishnan, R.R.; Eidson, T.M.: An Efficient, Parallel Space-Marching Eu-

ler Solver for HSCT Research. AIAA Paper 95-1749, 1995.

[40] Nakahashi, K.; Saitoh, E.: Space-Marching Method on Unstructured grid

for Supersonic Flows with Embedded Subsonic Regions. AIAA Paper 96-
0418, 1996.
[41] Yamaleev, N.K.; Ballmann, J.: Space-Marching Method for Calculating
Steady Supersonic Flows on a Grid Adapted to the Solution. J. Computa-
tional Physics, 146 (1998), pp. 436-463.
Chapter 3

Principles of Solution of the

Governing Equations

In the previous chapter, we obtained the complete system of the Navier-Stokes/

Euler equations. We introduced additional thermodynamic relations for a per-
fect gas, and we also defined additional transport equations for a chemically
reacting gas. Hence, we are now ready to solve the whole system of governing
equations for the flow variables. As you can imagine, there exists a vast number
of solution methodologies. If we do not consider analytical methods, which are
applicable only to simplified flow problems, nearly all solution strategies follow
the same path. First of all, the space where the flow is to be c o m p u t e d - the
physical space, is divided into a large number of geometrical elements called
grid cells. This process is termed grid generation (some authors use the term
mesh with identical meaning). It can also be viewed as placing first grid points
(also called nodes or vertices) in the physical space and then connecting them
by straight lines- grid lines. A two-dimensional (2-D) grid consists normally of
triangles and/or of quadrilaterals. In three dimensions (3D), it is usually built
of tetrahedra, hexahedra, prisms, or pyramids. The most important require-
ments placed on a grid generation tool are that there must be no holes between
the grid cells but also that the grid cells do not overlap. Additionally, the grid
should be smooth, i.e., there should be no abrupt changes in the volume of the
grid cells or in the stretching ratio, and the elements should be as regular as
possible. Furthermore, if the grid consists of quadrilaterals or of hexahedra,
there should be no large kinks in the grid lines. Otherwise, numerical errors
would increase significantly.
On one hand, the grid can be generated to follow closely the boundaries of
the physical space, in which case we speak of body-fitted grid (Fig. 3.1a). The
main advantage of this approach is that the flow can be resolved very accurately
at the boundaries, which is essential in the case of shear layers along solid bodies.
The price to be paid is a high degree of complexity of the grid generation tools,
especially in the case of "real-life" geometries. On the other hand, the so-called

29
30 Chapter 3. Principles of Solution of the Governing Equations

Cartesian grids [1], [2], where the edges of the grid cells are oriented parallel to
the Cartesian coordinates, can be generated very easily. Their advantage is that
the evaluation of the fluxes in Eq. (2.19) is much more simple then for body-
fitted grids. But when considering Fig. 3.1b it becomes clear that a general
and accurate treatment of the boundaries is difficult to accomplish [3]. Because
of this serious disadvantage, the body-fitted approach is preferred, particularly
in the industrial environment, where the geometrical complexity of simulated
configurations is usually very high.
Nowadays, the overwhelming number of numerical methods for the solution
of the Euler- and the Navier-Stokes equations employ a separate discretisation in
space and in t i m e - the so-called method of lines [4]. Herewith, dependent on the
particular algorithm chosen, the grid is used either to construct control volumes
and to evaluate the flux integrals, or to approximate the spatial derivatives of
the flow quantities. In a further step, the resulting time-dependent equations
are advanced in time, starting from a known initial solution, with the aid of a
suitable method. Another possibility, when the flow variables do not change in
time, is to find the steady-state solution of the governing equations by means
of an iterative process.
The way we derived the governing equations (2.19), the continuity equa-
tion (2.3) contains a time derivative of the density. Since the density, as an
independent variable, is used to calculate the pressure (Eq. (2.29)), there is a
coupling between the time evolution of the density and of the pressure in the
momentum equations. Solution methods employing discretisations of the gov-
erning equations (2.19) are for this reason called density-based schemes. The
problem with this formulation is that for an incompressible fluid the pressure
is no longer driven by any independent variable, because the time derivative of
the density disappears from the continuity equation. Another difficulty arises
from the growing disparity between acoustic and convective wave speeds with
decreasing Mach number, which renders the governing equations increasingly
stiff and hence hard to solve [5]. Basically, three approaches were developed to
cope with the problem. The first possibility is to solve a Poisson equation in
pressure, which can be derived from the momentum equations [6]-[8]. These
methods are denoted as pressure-based. The second approach, called the artifi-
cial compressibility method, is based on the idea to substitute time derivative of
the pressure for that of the density in the continuity equation [9], [10]. In this
way, velocity and pressure field are directly coupled. The third solution, and
the most general one, is based on preconditioning of the governing equations
[11]-[19]. This methodology allows it to employ the same numerical scheme for
very low as well as high Mach number flows. We shall discuss this approach
more extensively in Section 9.5.
In the following, we shall learn more about the very basic principles of var-
ious solution methodologies for the numerical approximation of the governing
equations in space and in time, for the turbulence modelling, and also for the
boundary treatment.
 31

Figure 3.1" Body-fitted (a) and Cartesian grid (b) near a solid body (shown
here in two dimensions).
32 Chapter 3. Principles of Solution of the Governing Equations

3.1 Spatial Discretisation

Let us at the beginning turn our attention to the first step - the spatial dis-
cretisation of the Navier-Stokes equations, i.e., the numerical approximation of
the convective and viscous fluxes, as well as of the source term. Many different
methodologies were devised for this purpose in the past and the development
still continues. In order to sort them, we can at first divide the spatial discreti-
sation schemes into the following three main categories: finite difference, finite
volume, and finite element. All these methods rely on some kind of grid in order
to discretise the governing equations (2.19). Basically, there exist two different
types of grids:

9 Structured grids (Fig. 3.2) - e a c h grid point (vertex, node) is uniquely

identified by the indices i, j, k and the corresponding Cartesian coordi-
nates xi,j,k, Yi,j,k, and zi,j,k. The grid cells are quadrilaterals in 2D and
hexahedra in 3D. If the grid is body-fitted like in Fig. 3.1a, we speak also
of curvilinear grid.

9 Unstructured grids (Fig. 3.3) - grid cells as well as grid points have no par-
ticular ordering, i.e., neighbouring cells or grid points cannot be directly
identified by their indices (e.g., cell 6 adjacent to cell 119). In the past, the
grid cells were triangles in 2D and tetrahedra in 3D. Today, unstructured
grids usually consist of a mix of quadrilaterals and triangles in 2D and of
hexahedra, tetrahedra, prisms and pyramids in 3D, in order to resolve the
boundary layers properly. Therefore, we speak in this case of hybrid or of
mixed grids.

The main advantage of structured grids follows from the property that the
indices i, j, k represent a linear address s p a c e - also called the computational
space, since it directly corresponds to how the flow variables are stored in the
computer memory. This property allows it to access the neighbours of a grid
point very quickly and easily, just by adding or subtracting an integer value to
or from the corresponding index (e.g., like (i§ (k-3), e t c . - see Fig. 3.2). As
one can imagine, the evaluation of gradients, fluxes, and also the treatment of
boundary conditions is greatly simplified by this feature. The same holds for
the implementation of an implicit scheme, because of the well-ordered, banded
flux Jacobian matrix. But there is also a disadvantage. This is the generation of
structured grids for complex geometries. As sketched in Fig. 3.4, one possibility
is to divide the physical space into a number of topologically simpler parts -
blocks - which can be more easily meshed. We therefore speak of multiblock
approach [20]-[24]. Of course, the complexity of the flow solver is increased,
since special logic is required to exchange physical quantities or fluxes between
the blocks. Additional flexibility is added, if the grid points at both sides of
an interface can be placed independently of each other, i.e., if the grid lines are
allowed not to meet at a block boundary (like inside C or F in Fig. 3.4). Those
grid points, which are located only on one side of a block interface are called
hanging nodes. The advantage of this approach is quite o b v i o u s - the number
3.1. SpatialDiscretisation 33

(b)

i-l,j i,j dL
i+l,j
Ir

J(q)

l i,j-1

Figure 3.2: Structured, body-fitted grid approach (in two dimensions)" (a)
shows the physical space; (b) shows the computational space; ~, ~ represent a
curvilinear coordinate system.
34 Chapter 3. Principles of Solution of the Governing Equations

F i g u r e 3.3: Unstructured, mixed grid approach in two dimensions; numbers

mark the individual cells.

of grid lines can be chosen separately for each block as required. The price
paid for the enhanced flexibility is an increased overhead for the conservative
treatment of the hanging nodes [25], [26]. The multiblock methodology also
offers interesting possibilities with respect to the implementation of the flow
solver on a parallel computer by means of domain decomposition. However, very
long times (often weeks or months) are still required for the grid generation in
the case of complex configurations.
Another methodology, related to block structured grids, represents the so-
called Chimera technique [27]-[32]. The basic idea here is to generate first the
grids separately around each geometrical entity in the domain. After that, the
grids are combined together in such a way that they overlap each other where
they meet. The situation is depicted in Fig. 3.5 for a simple configuration. The
crucial operation is an accurate transfer of quantities between the different grids
at the overlapping region. Therefore, the extension of the overlap is adjusted
accordingly to the required interpolation order. The advantage of the Chimera
technique over the multiblock approach is the possibility to generate the partic-
ular grids completely independent of each other, without having to take care of
the interface between the grids. On the other hand, the problem of the Chimera
technique is that the conservation properties of the governing equations are not
satisfied through the overlapping region.
The second type of grids are the unstructured grids. They offer the largest
flexibility in the treatment of complex geometries [33]. The main advantage of
the unstructured grids is based on the fact that triangular (in 2D) or tetrahedral
grids (in 3D) can be in principle generated automatically, independent of the
complexity of the domain. In practice, it is of course still necessary to set some
3.1. SpatialDiscretisation 35

F i g u r e 3.4: Structured, multiblock grid with conforming/non-conforming

inter-block interfaces; thick lines represent block boundaries.

parameters appropriately, in order to obtain a good quality grid. Furthermore,

in order to resolve the boundary layers accurately, it is advisable to employ
in 2D rectangular and in 3D prismatic or hexahedral elements near solid walls
[34]-[41]. Another benefit of such mixed grids is the reduction of the number
of grid cells, edges, faces and possibly also of grid points. One should keep in
mind though that the generation of mixed grids is not trivial for geometrically
demanding cases. Nevertheless, the time required to built an unstructured,
mixed grid for a complex configuration is still significantly lower than what is
necessary for a multiblock structured grid. Since the geometrical fidelity of the
flow simulations is nowadays rapidly increasing, the ability to generate grids fast
and with minimum user interaction becomes more and more important. This is
particularly true in industrial environment. Further advantage of unstructured
grids is that solution dependent grid refinement and coarsening can be handled
in a relatively native and seamless manner. To mention also the disadvantages
of unstructured methods, one of them is the necessity to employ sophisticated
data structures within the flow solver. Such data structures work with indi-
rect addressing, which, depending on the computer hardware, leads to more or
less reduced computational efficiency. The memory requirements are in general
higher as compared to the structured schemes, too. But despite all difficulties,
the capability to handle geometrically complex problems in short turn-around
times still weights much more. From this point, it is not surprising that for
example nearly all vendors of commercial CFD software switched over to un-
structured flow solvers. A detailed review of various methodologies for spatial
and temporal discretisation on unstructured grids appeared recently in [42].
Having generated the grid, the next question is how to actually discretise
the governing equations. As we already said, we can basically choose between
36 Chapter 3. Principles of Solution of the Governing Equations

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Illlllllllllllllllllllllllllllllllllllllllllllllllllllllllllllll

Illilliilillllllllillli~Yl[SdilllliilJHHiGmllllllllllllllllllillll
Ilinlllllliilllillllil~l~ll~[itillimi~Yl~ll~llllllllnlllllllllllll
Illillllllllllllllill[l[I]~[EJliiiJ[~lJ]lSi~lilllllllllllllllllll
INNNNININNNNNNNNNNINIm~I~r I
unnnuuunuuuunnnunnn~p~
unnnnunuunnnnnnnnn~u~n~a
ununnnnnunnnunnnnw~n~@p~4
nmmmmmmmmmmmnmnmm~m~mi~Ap,~
nmmmmmmmmmmmmmmmm~mm~ 82
Ulllllnnlllnlnnlllpi~ll][~i~~
NNNNNNNNNNNNNNNNI~~ I
InmmmmmmmmmmmmmmwmxN[~I [ ~
Illlllnlnlnnnnnl[lUllml
Nmmmmmmmmmmmnmmmlnulmmm nlnlmnnNnmmmmmmnmmmnmnml
Imnlnmmmmmlmmmnnlnmlmmlul||lllU!
ummmmnmmmmmmnmnm~nn~mm~,~Iiiil~
umnmnnumnmmnnmnmmx~an I [ % ~
nmmmmmmmmmmmnnnm~m~r nmmmmmmmmlmlmU
nmmmnnmmmmmmmmmmmm~ai$_~'~]
UlnUUllUlUlnlUlnl~iUl~$1~ 1 ~l~mUlUlUlnununulunnn
i l l l n u l u n u m m n m n l m ~ u~~ . ~ n ~n~
.~
Immmmmmmmmmmmmnmmm~6u~l~
Nmmumnmmnmnmmmmmmm~m~mNK~
Nmmmmnmmmmmmmmmmmmmma~m~
Nmmmmmmnmnmmmmnmmmmmnm~mw~l

Nmmmmmmmmnmmmmmmmmmmmmm~n~,nmuummw~am~mmmmnnnmmmmmnmmmmnmnmmmu
Nmmmmmmmmmmmmmnmmmmmmmmmm~mxmnlmm~mmu~mmmnmmmmmmmmmmmmmmnmmmnmu
Nmmmmmmmmmnmmnmmmmmmmmmmmmmm~x~xn~mmnmmmmnmmmmmmmmmnmmmmmmmmmmm
Nmmmmmmmmmmmmmmmmmmmmmmmmmmmmnmmmmmmmmmmmmmmmmmmmmmmmmmmmmmmmmmu
Nmmmmmmmmmmmmmmmmmmmmmmmmmmmmnmmmmmmmmmmnmnmmmmmmmmmmnmmmnmmmnmu

F i g u r e 3.5: Illustration of the Chimera technique (2-D example).

three methodologies: finite differences, finite volumes, and finite elements. We

want to discuss all of them briefly in the next subsections.

3.1.1 Finite Difference Method

The finite difference method was among the first approaches applied to the nu-
merical solution of differential equations. It was first utilised by Euler, probably
in 1768. The finite difference method is directly applied to the differential form
of the governing equations. The principle is to employ a Taylor series expan-
sion for the discretisation of the derivatives of the flow variables. Let us for
illustration consider the following example.
Suppose we would like to compute the first derivative of a scalar function
U(x) at some point x0. If we develop now U(xo + Ax) as a Taylor series in x,
we obtain

u(~0 + ~ ) = u(~0) + ~ 0 ~ xo + 2 Ox2 zo + ... (a 1)

With this, the first derivative of U can be approximated as

ov [ V(zo + zxz) - V(zo)

0~ .~o = zx~ + O(A~). (a.2)

The above approximation is of first order, since the truncation error (abbrevi-
ated as O(Ax)), which is proportional to the largest term of the remainder, goes
to zero with the first power of Ax (for a discussion on the order of accuracy see
Chapter 10). The same procedure can be applied to derive more accurate finite
difference formulae and to obtain approximations to higher-order derivatives.
3.1. SpatiM Discretisation 37

An important advantage of the finite difference methodology is its simplicity.

Another advantage is the possibility to easily obtain high-order approximations,
and hence to achieve high-order accuracy of the spatial discretisation. On the
other hand, because the method requires a structured grid, the range of appli-
cation is clearly restricted. Furthermore, the finite difference method cannot
be directly applied in body-fitted (curvilinear) coordinates, but the governing
equations have to be first transformed into a Cartesian coordinate s y s t e m -
or in other w o r d s - from the physical to the computational space (Fig. 3.2).
The problem herewith is that the Jacobian of coordinate transformation ap-
pears in the flow equations (see, e.g., Appendix A.1). This Jacobian has to be
consistently discretised in order to avoid the introduction of additional numer-
ical errors. Thus, the finite difference method can be applied only to rather
simple geometries. Nowadays, it is sometimes utilised for the direct numerical
simulation of turbulence (DNS), but it is only very rarely used for industrial ap-
plications. More details to the finite difference method can be found for example
in [43], or in textbooks on the solution of partial differential equations.

3.1.2 Finite Volume Method

The finite volume method directly utilises the conservation l a w s - the inte-
gral formulation of the Navier-Stokes/Euler equations. It was first employed
by McDonald [44] for the simulation of 2-D inviscid flows. The finite volume
method discretises the governing equations by first dividing the physical space
into a number of arbitrary polyhedral control volumes. The surface integral on
the right-hand side of Equation (2.19) is then approximated by the sum of the
fluxes crossing the individual faces of the control volume. The accuracy of the
spatial discretisation depends on the particular scheme with which the fluxes
are evaluated.
There are several possibilities of defining the shape and position of the control
volume with respect to the grid. Two basic approaches can be distinguished:

Cell-centred scheme (Fig. 3.6a) - here the flow quantities are stored at the
centroids of the grid cells. Thus, the control volumes are identical to the
grid cells.

Cell-vertex scheme (Fig. 3.6b) - here the flow variables are stored at the
grid points. The control volume can then either be the union of all cells
sharing the grid point, or some volume centred around the grid point. In
the former case we speak of overlapping control volumes, in the second
case of dual control volumes.

We shall discuss the advantages and disadvantages of cell-centred and cell-vertex

formulations in both chapters on spatial discretisation.
The main advantage of the finite volume method is that the spatial discreti-
sation is carried out directly in the physical space. Thus, there are no problems
with any transformation between the physical and the computational coordi-
nate system, like in the case of the finite difference method. Compared to the
38 Chapter 3. Principles of Solution of the Governing Equations

F i g u r e 3.6: Control volume of cell-centred (a) and cell-vertex (b) scheme (dual
control volume).

finite differences, one further advantage of the finite volume method is that it is
very flexible- it can be rather easily implemented on structured as well as on
unstructured grids. This renders the finite volume method particularly suitable
for the treatment of flows in complex geometries.
Since the finite volume method is based on the direct discretisation of the
conservation laws, mass, momentum and energy are also conserved by the nu-
merical scheme. This leads to another important feature of the method, namely
the ability to compute weak solutions of the governing equations correctly. How-
ever, one additional condition has to be fulfilled in the case of the Euler equa-
tions. This is known as the entropy condition. It is necessary because of the
non-uniqueness of the weak solutions. The entropy condition prevents the occur-
rence of unphysical features like expansion shocks, which violate the second law
of thermodynamics (decrease of the entropy). As a further consequence of the
conservative discretisation, the Rankine-Hugoniot relations, which must hold
across a solution discontinuity (such as a shockwave or a contact discontinuity),
are satisfied directly.
It is interesting to note that under certain conditions, the finite volume
method can be shown to be equivalent to the finite difference method, or to a
low-order finite element method. Because of its attractive properties, the finite
volume method is nowadays very popular and in wide use. It will be presented
in the following chapters.
3.1. Spatial Discretisation 39

3.1.3 Finite E l e m e n t M e t h o d

The finite element method was originally employed for structural analysis only.
It was first introduced by Turner et al. [45] in 1956. About ten years later,
researchers started to use the finite element method also for the numerical solu-
tion of field equations in continuous media. However, only with the beginning
of the 90's, did the finite element method gain popularity in the solution of the
Euler and the Navier-Stokes equations. A good introduction into the classical
finite element methodology can be found in [46]. Applications to flow problems
are described in [47], [48], and more recently in [49].
The finite element method, as it is in general applied to the solution of
the Euler/Navier-Stokes equations, starts with a subdivision of the physical
space into triangular (in 2-D) or into tetrahedral (in 3-D) elements. Thus, an
unstructured grid has to be generated. Depending on the element type and the
required accuracy, a certain number of points at the boundaries and/or inside an
element is specified, where the solution of the flow problem has to be found. The
total number of points multiplied with the number of unknowns determines the
number of degrees of freedom. Furthermore, the so-cMled shape functions have
to be defined, which represent the variation of the solution inside an element. In
practical implementations, linear elements are usually employed, which use the
grid nodes exclusively. The shape functions are then linear distributions, whose
value is zero outside the corresponding element. This results in a second-order
accurate representation of the solution on smooth grids.
Within the finite element method, it is necessary to transform the governing
equations from the differential into an equivalent integral form. This can be
accomplished in two different ways. The first one is based on the variational
principle, i.e., a physical solution is sought, for which a certain functional pos-
sesses an extremum. The second possibility is known as the method of weighted
residuals or the weak formulation. Here, it is required that the weighted average
of the residuals is identically zero over the physical domain. The residuals can be
viewed as the errors of the approximation of the solution. The weak formulation
has the same advantage as the finite volume discretisation of the conservation
l a w s - it allows the treatment of discontinuous solutions such as shocks. There-
fore, the weak formulation is preferred over the variational methodology.
The finite element method is attractive because of its integral formulation
and the use of unstructured grids, which are both preferable for flows in or
around complex geometries. The method is also particularly suitable for the
treatment of non-Newtonian fluids. The finite element method has a very rigor-
ous mathematical foundation, particularly for elliptic and parabolic problems.
Although it can be shown in certain cases that the method is mathematically
equivalent to the finite volume discretisation, the numerical effort is noticeably
higher. This may explain why the finite volume method became more popular.
However, both methods are sometimes combined - particularly on unstructured
grids. So for example, the treatment of the boundaries and the discretisation of
the viscous fluxes is usually "borrowed" from the finite element method.
40 Chapter 3. Principles of Solution of the Governing Equations

3.1.4 Other Discretisation Methods

There are few other numerical schemes which are only seldom used in practice,
but which are, in certain situations, superior to the methods discussed above.
Two particular approaches should be mentioned here briefly.

Spectral Element Method

The first such example is the Spectral Element Method [50]-[53]. The spectral
element method combines the geometrical flexibility of the finite element tech-
nique with the high-order spatial accuracy (e.g., 10th-order) and the rapid con-
vergence rate of the spectral schemes [54]. The method is based on a high-order
polynomial representation of the solution (usually Lagrangian interpolants),
combined with a standard Galerkin finite element method, or the method of
weighted residuals. The spectral element method is appropriate either for a
particular problem in which high-order regularity is guaranteed, or for which
high-order regularity is not the exception, like in incompressible fluid mechanics.
It is especially suitable for vortical flows. The advantage of the spectral element
method is primarily its non-diffusive, non-dispersive approximation of the con-
vection operator, and its good approximation of convection-diffusion boundary
layers. The method can treat geometrically and physically complex problems,
supposed the condition of high-order regularity is fulfilled. Apart from the
rather narrow range of applications, the principal disadvantage of the spectral
element method is its very high numerical effort as compared for example to
the finite volume method.

Gridless M e t h o d
Another discretisation scheme, which gained recently some interest, is the so-
called Gridless Method [55]-[57]. This method employs only clouds of points
for the spatial discretisation. It does not require that the points are connected
to form a grid as in conventional structured or unstructured grid schemes. The
gridless method is based on the differential form of the governing equations,
written in the Cartesian coordinate system. Gradients of the flow variables
are determined by a least-squares reconstruction, using a specified number of
neighbours surrounding the particular point. The gridless method is neither a
finite difference nor a finite volume or a finite element approach since coordinate
transformations, face areas or volumes do not have to be computed. It can be
viewed as a mix between the finite difference and the finite element method.
The principal advantages of the gridless method are its flexibility in solving
flows about complex configurations (similar to unstructured methods), and the
possibility to locate or cluster the points (or the clouds of points) where it is ap-
propriate. For example, it would be easily possible to select only the neighbours
in the characteristic directions when computing gradients. However, there is
one unresolved problem. Although the gridless method solves the conservation
law form of the Euler or the Navier-Stokes equations, it is not clear whether
conservation of mass, momentum and energy is really ensured.
3.1. Spatial Discretisation 41

Whichever spatial discretisation scheme we might select, it is important to

ensure that the scheme is consistent, i.e., that it converges to the solution of the
d i s c r e t i s e d equations, when the grid is sufficiently refined. It is therefore very
important to check how much the solution changes, if the grid is refined (e.g.,
if we would double the number of grid points). If the solution improves only
marginally, we speak of grid converged solution. Another rather self-evident
requirement is that the discretisation scheme possesses the order of accuracy,
which is appropriate for the flow problem being solved. This rule is sometimes
given up in favour of faster convergence, particularly in industrial environment
(bad solution is better than no solution). This is of course a very dangerous
practice. We shall return to the question of accuracy, stability and consistency
later in Chapter 10.

3.1.5 Central and Upwind Schemes

So far, we discussed only the basic choices which exist for the spatial discreti-
sation. But within each of the above three main methods - finite difference,
finite volume and finite element - various numerical schemes exist to perform
the spatial discretisation. In this context, it is convenient to differentiate be-
tween the discretisation of the convective and the viscous fluxes (Fc and Fv in
Eq. (2.19), respectively). Because of the physical nature of the viscous fluxes,
the only reasonable way is to employ central differences (central averaging) for
their discretisation. Thus, their discretisation on structured grids is straight-
forward. On unstructured triangular or tetrahedral grids, the viscous fluxes are
best approximated using the Galerkin finite element methodology, even in the
case of a finite volume scheme [58]. The situation becomes more complicated
for unstructured mixed grids, where a modified averaging of gradients is more
appropriate [59]-[63].
However, the real variety is found in the discretisation of the convective
fluxes. In order to classify the individual methodologies, we will restrict our
attention to schemes developed for the finite volume method, although most
of the concepts are also directly applicable to the finite difference or the finite
element method.

Central Schemes

To the first category we may count schemes, which are based solely on central
difference formulae or on central averaging, respectively. These are denoted as
central schemes. The principle is to average the conservative variables to the
left and to the right in order to evaluate the flux at a side of the control volume.
Since the central schemes cannot recognise and suppress an odd-even decoupling
of the solution (i.e., the generation of two independent solutions of the discre-
t i s e d equations), the so-called artificial dissipation (because of its similarity to
the viscous terms) has to be added for stabilisation. The most widely known im-
plementation is due to Jameson et al. [64]. On structured grids, it is based on a
blend of 2nd- and 4th-differences scaled by the maximum eigenvalue of the con-
42 Chapter 3. Principles of Solution of the Governing Equations

vective flux Jacobian. A combination of an undivided Laplacian and biharmonic

operator is employed on unstructured grids [65]. The scheme can be improved
remarkably using different scaling factors for each equation. This approach is
known as the matrix dissipation scheme [66]. It should be mentioned that on un-
structured, mixed element grids the explicit Runge-Kutta time-stepping scheme
can become unstable, when combined with the conventional central scheme [67].

Upwind Schemes
On the other hand, there are more advanced spatial discretisation schemes,
which are constructed by considering the physical properties of the Euler equa-
tions. Because they distinguish between upstream and downstream influences
(wave propagation directions), they are termed upwind schemes. They can be
roughly divided into four main groups:

9 flux-vector splitting,
9 flux-difference splitting,
9 total variation diminishing (TVD), and
9 fluctuation-splitting schemes.
Each of these is described briefly in the following subsections.

Flux-Vector Splitting Schemes

One class of the flux-vector splitting schemes decomposes the vector of the con-
vective fluxes into two parts according to the sign of certain characteristic vari-
ables, which are in general similar to but not identical to the eigenvalues of the
convective flux Jacobian. The two parts of the flux vector are then discretised
by upwind biased differences. The very first flux-vector splitting schemes of
this type were developed in the beginning of the 1980's by Steger and Warming
[68] and by Van Leer [69], respectively. A second class of flux-vector splitting
schemes decompose the flux vector into a convective and a pressure (an acoustic)
part. This idea is utilised by schemes like AUSM (Advection Upstream Split-
ting Method) of Lion et al. [70], [71], or the CUSP scheme (Convective Upwind
Split Pressure) of Jameson [72], [73], respectively. Further similar approaches
are the Low-Diffusion Flux-Splitting Scheme (LDFSS) introduced by Edwards
[74], or the Mach number-based Advection Pressure Splitting (MAPS) scheme
of Rossow [75], [76]. The second group of flux-vector splitting schemes gained
recently larger popularity particularly because of their improved resolution of
shear layers, but only a moderate computational effort. An advantage of the
flux-vector splitting schemes is also that they can be quite easily extended to
real gas flows, as opposed to flux-difference splitting or TVD schemes. We shall
return to real gas simulations further below.
3.1. Spatial Discretisation 43

Flux-Difference Splitting Schemes

The second group - flux-difference splitting s c h e m e s - is based on the solution

of the locally one-dimensional Euler equations for discontinuous states at an
interface. This corresponds to the Riemann (shock tube) problem. The values
on either side of the interface are generally termed as the left and right state.
The idea to solve the Riemann problem at the interface between two control vol-
umes was first introduced by Godunov [77] back in 1959. In order to reduce the
numerical effort required for an exact solution of the Riemann problem, approx-
imate Riemann solvers were developed, e.g., by Osher et al. [78] and Roe [79].
Roe's solver is often used today because of its excellent resolution of boundary
layers and a crisp representation of shocks. It can be easily implemented on
structured as well as on unstructured grids [80].

TVD Schemes

The idea of TVD schemes was first introduced by Harten [81] in 1983. The
TVD schemes are based on a concept aimed at preventing the generation of
new extrema in the flow solution. The principal conditions for a TVD scheme
are t h a t maxima must be non-increasing, minima non-decreasing, and no new
local extrema may be created. Such a scheme is called monotonicity preserving.
Thus, a discretisation methodology with TVD properties allows it to resolve a
shock wave without any spurious oscillations of the solution. The TVD schemes
are in general implemented as an average of the convective fluxes combined with
an additional dissipation term. The dissipation term can either depend on the
sign of the characteristic speeds or not. In the first case, we speak of an upwind
TVD scheme [82], in the second case of a symmetric TVD scheme [83]. The ex-
perience shows that the upwind TVD scheme should be preferred since it offers
a better shock and boundary layer resolution than the symmetric TVD scheme.
The disadvantage of the TVD schemes is that they cannot be easily extended
to higher than second-order spatial accuracy. This limitation can be overcome
using the ENO (Essentially Non-Oscillatory) discretisation schemes [84]-[89].

Fluctuation-Splitting Schemes

The last group - the fluctuation-splitting s c h e m e s - provides for true multidi-

mensional upwinding. The aim is to resolve accurately also those flow features
which are not aligned with the grid. This is a significant advantage over all above
upwind schemes, which split the equations according only to the orientation of
the grid cells. Within the fluctuation-splitting methodology, the flow variables
are associated with the grid nodes. Intermediate residuals are computed as flux
balances over the grid cells, which consists of triangles in 2D and of tetrahedra
in 3D. The cell-based residuals are then distributed in an upwind-biased man-
ner to the nodes. After that, the solution is updated using the nodal values. In
the case of systems of equations (Euler or Navier-Stokes), the cell-based resid-
44 Chapter 3. Principles of Solution of the Governing Equations

uals have to be decomposed into scalar waves. Since the decomposition is not
unique in 2D and in 3D, several approaches were developed in the past. The
variety reaches from the wave model of Roe [90], [91] over the algebraic scheme
of Sidilkover [92] to the most advanced characteristic decomposition method
[93]-[96]. Despite the above mentioned advantage over the dimensionally split
Riemann, TVD, etc. solvers, the fluctuation-splitting approaches are so far used
only in research codes. This can be attributed to the complexity and the high
numerical effort, as well as to convergence problems.

Central versus Upwind Schemes

You may ask now, what are the benefits and the drawbacks of the individ-
ual spatial discretisation methods. Generally speaking, central schemes require
lower numerical effort, and hence less CPU time per evaluation, as compared to
upwind schemes. On the other hand, upwind schemes are able to capture dis-
continuities much more accurately than central schemes. Furthermore, because
of their lower numerical diffusion, the upwind schemes can resolve boundary
layers using less grid points. Particularly, Roe's flux-difference splitting scheme
and the CUSP flux-vector splitting scheme allow a very accurate computation of
boundary layers. The negative side of the upwind schemes emerges for second-
or higher-order spatial accuracy. The problem is that the so-called limiter func-
tions (or simply limiters) have to be employed in order to prevent the generation
of spurious oscillations near strong discontinuities. Limiters are known to stall
the convergence of an iteration scheme, because of their accidental switching
in smooth flow regions. A remedy was suggested by Venkatakrishnan [97]-[99],
which works satisfactorily for most practical cases. However, small wiggles in
the solution must be taken into account. Another disadvantage of the limiter
functions is that they require high computational effort, particularly on unstruc-
tured grids.

U p w i n d S c h e m e s for R e a l G a s F l o w s
With respect to real gas simulations, and in particular to chemically reacting
flows, several extensions of the upwind discretisation schemes were presented.
For the case of fluids in thermodynamic and chemical equilibrium, modifications
of the Van Leer flux-vector splitting [69] and of Roe's approximate Riemann
solver [79] were described in Refs. [100]-[102]. Formulations of the both upwind
methods for the more complex case of flows with non-equilibrium chemistry
and thermodynamics were provided in [103]-[108] and in the references cited
therein. In particular, the articles [102], [106] and [107], respectively, give a good
overview of the methodologies employed for the upwind discretisation schemes.
Recently, a summary of the governing equations together with Jacobian and
transformation matrices, which may be required by an upwind scheme, was
presented in Ref. [109] for the case of chemically reacting flows.
3.2. Temporal Discretisation 45

3.2 Temporal Discretisation

As already mentioned at the beginning of this chapter, the prevailing number of
numerical schemes for the solution of the Euler and the Navier-Stokes equations
applies the method of lines, i.e., a separate discretisation in space and in time.
This approach offers the largest flexibility, since different levels of approximation
can be easily selected for the convective and the viscous fluxes, as well as for the
time integration - just as required by the problem solved. Therefore, we shall
follow this methodology here. For the discussion of other methods, where time
and space discretisations are coupled, the reader is referred to Ref. [43].
When the method of lines is applied to the governing equations (2.19), it
leads, written down for each control volume, to a system of coupled ordinary
differential equations in time
_ ...,

d(~MW)
= -R. (3.3)
dt
For clarity, we omitted any cell indices. In Eq. (3.3), ft denotes volume of
the control volume and R stands for the complete spatial (finite volume) dis-
cretisation including the source t e r m - the so-called residual. The residual is a
non-linear function of the conservative variables W. Finally, M represents what
is termed the mass matrix. For a cell-vertex scheme, it relates the average value
of W in the control volume to the point values at the associated interior node
and the neighbouring nodes [110], [111]. In the case of a cell-centred scheme, the
mass matrix can be substituted by an identity matrix, without compromising
the temporal accuracy of the scheme. The same holds for a cell-vertex scheme
applied on a u n i f o r m grid, since then the nodes coincide with the centroids of
the control volumes. The mass matrix is a function of the grid only and couples
the system of differential equations (3.3). For steady-state cases, where time
accuracy is not a concern, the mass matrix can be "lumped", i.e., replaced by
the identity matrix. In this way, the expensive inversion of M can be avoided
and the system (3.3) is decoupled. In this respect, it is important to realise that
at the steady-state, the solution accuracy is determined solely by the approxi-
mation order of the residual. Thus, the mass matrix becomes important only
for cell-vertex schemes applied to unsteady flows.
If we assume a static grid, we may take the volume ft and the mass matrix
outside the time derivative. Then, we can approximate the time derivative by
the following non-linear scheme [43]

f~M A W n _ ~ ~n+l 1 -- ~ ~n + AW n-1 (3.4)

At 1+ w 1+ w (1 + w)At

with
(3.5)
being the solution correction. The superscripts n and (n + 1) denote the time
levels (n means the current one). Furthermore, At represents the time step.
46 Chapter 3. Principles of Solution of the Governing Equations

The scheme in Eq. (3.4) is 2nd-order accurate in time if the condition

1
/3 = w + ~ (3.6)

is fulfilled, otherwise the time accuracy is reduced to 1st-order. Depending on

the settings of the parameters/3 and w, we can obtain either explicit (/3 = 0) or
implicit time-stepping schemes. We shall discuss this two main classes briefly
in the following paragraphs, and in more detail later in Chapter 6.

3.2.1 Explicit Schemes

A basic explicit time-integration scheme is obtained by setting/3 = 0 and w = 0
in Eq. (3.4). In this case, the time derivative is approximated by a forward
difference and the residual is evaluated at the current time level only (based on
known flow quantities), i.e.,

Al/~n = ___At/~n (3.7)

f~
where the mass matrix was lumped. This represents a single-stage scheme,
because a new solution I~ n+l results from only one evaluation of the residual.
The scheme Eq. (3.7) is of no practical value, since it is stable only if combined
with a first-order upwind spatial discretisation.
Very popular are multistage time-stepping schemes (Runge-Kutta schemes),
where the solution is advanced in several stages [64] and the residual is evaluated
at intermediate states. Coefficients are used to weight the residual at each stage.
The coefficients can be optimised in order to expand the stability region and
to improve the damping properties of the scheme and hence its convergence
and robustness [64], [112], [113]. Also, depending on the stage coefficients and
the number of stages, a multistage scheme can be extended to 2nd- or higher-
order accuracy in time. Special Runge-Kutta schemes were also designed to
preserve the properties of the TVD and ENO spatial discretisation methods,
while maximising the allowable time step [114].
Explicit multistage time-stepping schemes can be employed in connection
with any spatial discretisation scheme. They can be easily implemented on
serial, vector, as well as on parallel computers. Explicit schemes are numerically
cheap, and they require only a small amount of computer memory. On the
other hand, the maximum permissible time step is severely restricted because
of stability limitations. Particularly for viscous flows and highly stretched grid
cells, the convergence to steady state slows down considerably. Furthermore, in
the case of stiff equation systems (e.g., real gas simulation, turbulence models),
or of stiff source terms, it can take extremely long to achieve the steady state.
Or even worse, an explicit scheme may become unstable or lead to spurious
steady solutions [115].
If we are interested in steady-state solutions only, we can select from (or
combine) several convergence acceleration methodologies. The first, and very
common, technique is local time-stepping. The idea is to advance the solution
3.2. Temporal Discretisation 47

in each control volume with the maximum allowable time step. As a result,
the convergence to the steady state is considerably accelerated. However, the
transient solutions are no longer temporally accurate. Another approach is the
so-called characteristic time-stepping. Here, not only locally varying time steps
are used, but also each equation (continuity, momentum and energy equation) is
integrated with its own time step. The potential of this concept was presented
for 2-D Euler equations in Ref. [116]. A further acceleration technique, which is
similar to the characteristic time-stepping is Jacobi preconditioning [117]-[119].
It is basically a point-implicit Jacobi relaxation, which is carried out at each
stage of a Runge-Kutta scheme. Jacobi preconditioning can be seen as a time-
stepping in which all wave components (eigenvalues of the flux Jacobian) are
scaled to have the same effective speed. It also adds an implicit component to
the basic explicit scheme.
Another very popular acceleration method is aimed at increasing the maxi-
mum possible time step by introducing a certain amount of implicitness in the
explicit scheme. It is termed implicit residual smoothing or residual averaging
[120], [121]. On a structured grid, the method requires the solution of a tridiag-
onal matrix for each conservative variable. In the case of unstructured grids, the
matrix is usually inverted by means of Jacobi iteration. The standard implicit
residual smoothing allows an increase of the time step by a factor of 2-3. Several
other implicit residual smoothing techniques were developed. For example the
upwind implicit residual smoothing methodology [122], which was designed to be
employed together with an upwind spatial discretisation. In comparison to the
standard technique, it allows for significantly larger time steps and it also im-
proves the robustness of the time-stepping process [123]. One further method is
the implicit-explicit residual smoothing [124], [125], which is intended to improve
the damping properties of the time discretisation at larger time steps.
The last and probably the most important convergence acceleration tech-
nique, which should be mentioned here, is the multigrid method. It was devel-
oped in the 1960's in Russia by Fedorenko [126] and Bakhvalov [127]. They
applied multigrid for the solution of elliptic boundary-value problems. The
methodology was further advanced and promoted by Brandt [128], [129]. The
idea of multigrid is based on the observation that iterative schemes usually elim-
inate high-frequency errors in the solution (i.e., oscillations between the control
volumes) very effectively. On the other hand, they perform quite poor in re-
ducing low-frequency (i.e., global) solution errors. Therefore, after advancing
the solution on a given grid, it is transferred to a coarser grid, where the low-
frequency errors become partly high-frequency ones and where they are again
effectively damped by an iterative solver. The procedure is repeated recursively
on a sequence of progressively coarser grids, where each multigrid level helps
to annihilate a certain bandwidth of error frequencies. After the coarsest grid
is reached, the solution corrections are successively collected and interpolated
back to the initial fine grid, where the solution is then updated. This com-
plete multigrid cycle is repeated until the solution changes less than a given
threshold. In order to accelerate the convergence even further, it is possible
to start the multigrid process on a coarse grid, carry out a number of cycles
48 Chapter 3. Principles of Solution of the Governing Equations

0 CL 0.40
CL
...~-
/
i .s
0.35
-1 /I. /

/
Explicit multi-stage scheme: 0.30
I| I~I //
R 'tl ,~ II II /"
-2 ~'~ I/I/ll t single grid
~-~1 v II ill !l ill,///(i I "~ multigrid (5 levels)
0.25
I*l I I
I ~ll-- '~. o~
ii o, \ ~*~. 0.20
.
/I "~l II

-4 I? II %"l,~ viA.., ,~
%, 0%
"" ,*X^
.
0.15
"el

0.1o
-5

, , i i l I i I , I , , , , I , , , , I , , , A I a i I

200 400 600 800 1000 1200

Iterations

F i g u r e 3.7: Convergence history for an inviscid transonic flow past NACA

0012 airfoil; R - density residual, CL -- lift coefficient.

and then to transfer the solution to a finer grid, where the multigrid cycles are
performed again. The procedure is then successively repeated until the finest
grid is reached. This methodology is known as Full Multigrid (FMG) [129].
As already mentioned, the multigrid method was originally developed for
the solution of elliptic boundary-value problems (Poisson equation), where it is
very efficient. Jameson first proposed to employ multigrid also for the solution
of the Euler equations [120], [130]. The approach was based on the so-called
Full Approximation Storage (FAS) scheme [129], where multigrid is directly
applied to the non-linear governing equations. Nowadays, multigrid represents a
standard acceleration technique for the solution of the Navier-Stokes equations.
Examples of implementations can be found in Refs. [131]-[136] for structured
grids, and in Refs. [137]-[146] for unstructured grids. Although not as fast
as in the case of elliptic differential equations, it was often demonstrated that
multigrid can accelerate the solution of the Euler or the Navier-Stokes equations
by a factor between 5 and 10. An example for transonic flow is shown in Fig.
3.7. Recent research also revealed that faster convergence can be achieved if
the governing equations are decomposed into hyperbolic and elliptic parts [147].
We shall return to the multigrid methodology again in Section 9.4.
3.2. Temporal Discretisation 49

3.2.2 Implicit Schemes

A family of implicit time integration schemes is obtained from Eq. (3.4) by

setting/3 ~= 0. Very popular for the simulation of unsteady flows is the 3-point
implicit backward-difference scheme with/3 = 1 and ca - 1/2, which is 2nd-order
accurate in time. In this case, the scheme is mostly employed within the so-
called dual time-stepping approach [148]-[150], [110], [111], where a steady-state
problem is solved in pseudo-time at each physical time step.
For the solution of stationary flow problems, a scheme with ca - 0 is more
suitable, since it requires less computer memory. Herewith, if we linearise the
residual /~n-F1 in Eq. (3.4) about the current time level, we obtain the scheme

+ A w - 9 (a.s)

The term OR/OW is denoted as the flux Jacobian. It constitutes a large sparse
matrix. The expression enclosed in parenthesis on the left-hand side of Eq.
(3.8) is also referred to as the implicit operator. As already discussed above,
the mass matrix hT/can be replaced by the identity matrix, without influencing
the steady state solution. The parameter/3 in Eq. (3.8) is generally set to 1,
which results in a 1st-order accurate temporal discretisation. A 2nd-order time
accurate scheme is obtained for/3 = 1/2. However, this is not advised since the
scheme with/3 = 1 is much more robust, and the time accuracy plays no role
for steady problems anyway.
The principal advantage of implicit schemes as compared to explicit ones is
that significantly larger time steps can be used, without hampering the stability
of the time integration process. In fact, for At ~ cc the scheme (3.8) trans-
forms into standard Newton's method, which exhibits quadratic convergence.
However, the condition for quadratic convergence is that the flux Jacobian con-
tains the complete linearisation of the residual. Another important advantage
of implicit schemes is their superior robustness and convergence speed in the
case of stiff equation systems and/or source terms, which are often encountered
in real gas simulations, turbulence modelling, or in the case of highly stretched
grids (high Reynolds number flows). On the other hand, the faster (in terms of
time steps or iterations) and the more robust an implicit scheme is, the higher
is usually the computational effort per time step or iteration. Therefore, an
explicit scheme accelerated by multigrid can be equally or even more efficient.
Furthermore, implicit schemes are significantly more difficult to vectorise or to
parallelise than their explicit counterparts.
Written down for each control volume, the implicit scheme in Eq. (3.8) rep-
resents a large system of linear equations, which has to be solved for the update
A W n at each time step At. This task can be accomplished using either a direct
or an iterative method.
The direct methods are based on the exact inversion of the left-hand side
of Eq. (3.8) using either the Gaussian elimination or some direct sparse ma-
trix method [151], [152]. Although quadratic convergence was demonstrated
50 Chapter 3. Principles of Solution of the Governing Equations

on structured [153]-[156] as well as on unstructured grids [157], direct methods

are not an option for 3-D problems because they require an excessively high
computational effort and a huge amount of computer memory.
Thus, the only practical method for larger grids or 3-D problems are itera-
tive methods. Here, the linear system is solved for A W n at each time step using
some iterative matrix inversion methodology. In order to reduce the memory
requirements and also to increase the diagonal dominance, the flux J acobian
OR/OW is mostly based on linearisation of a lst-order accurate spatial discreti-
sation of the right-hand side. The two main consequences of this approximation
are that the quadratic convergence of Newton's scheme cannot be achieved and
that the maximum time step becomes limited. On the other hand, the numerical
effort of an iteration step is significantly reduced, which leads to a numerically
highly efficient scheme.
In the case of structured grids, iterative methods like the Alternating Direc-
tion Implicit (ADI) scheme [158]-[161], the (line) Jacobi or the Gauss-Seidel
relaxation scheme [162]-[166], and particularly the Lower- Upper Symmetric
Gauss-Seidel (LU-SGS; also referenced to as L U - S S O R - Lower-Upper Sym-
metric Successive Overrelaxation) scheme [167]-[171] are mainly employed. All
these methods are based on splitting of the implicit operator into a sum or prod-
uct of parts, which can be each inverted more easily. Because of the associated
factorisation error (the difference with respect to the original matrix) and also
the simplification of the flux Jacobian, it does not pay off to solve the linear
system very accurately. In fact, only one iteration is carried out at each time
step of the ADI and the LU-SGS method.
Implicit iterative methods for unstructured grids are in the most cases based
on the Gauss-Seidel relaxation scheme [172]-[175]. In order to improve the
convergence, it is possible to use the red-black Gauss-Seidel methodology. Its
extension to unstructured grids was demonstrated in Refs. [176]-[178]. A partic-
ularly interesting possibility is also offered by an implementation of the LU-SGS
scheme on unstructured grids [18], [179], [180], because of its very low memory
requirements and numerical effort.
Because of the success of the line-implicit methods on structured grids, a
few attempts were made to adopt this methodology on unstructured grids [181],
[182]. The approach was to construct continuous lines such that each grid point
or each grid cell (in the case of a cell-centred scheme) is visited only o n c e - the
so-called Hamiltonian tour [183]. The lines were oriented primarily in coordi-
nate directions, but they were folded at the boundaries and where necessary
(therefore they were nicknamed "snakes"). A tri-diagonal solver was then em-
ployed to invert the left-hand side of Eq. (3.8). Later on, it was recognised that
folding the lines can slow down the convergence. To overcome this, each line was
broken up into multiple linelets [184]. However, the performance on a vector
computer was rather poor. The idea of linelets was also employed to improve
the convergence of an explicit scheme on highly stretched viscous unstructured
grids using an implicit solver in the direction across the boundary layer [145].
More sophisticated iterative techniques, which treat the linear equation sys-
tem in a more global way, are the so-called Krylov subspace methods. Their de-
3.2. Temporal Discretisation 51

velopment was triggered by the introduction of an efficient iterative scheme for

solving large, sparse linear s y s t e m s - namely the conjugate gradient method by
Hestenes and Stiefel [185]. The original conjugate gradient method is restricted
to Hermitian positive definite matrices only, but for an n • n matrix it converges
in at most n iterations. Since then, a variety of Krylov subspace methods was
proposed for the solution of arbitrary non-singular matrices, as they occur in
CFD applications. For example, there are methods like the Conjugate Gradient
Squared (CGS)[186], the Bi-Conjugate Gradient Stabilised (Bi-CGSTAB)[187],
or the Transpose-Free Q u a s i - M i n i m u m Residual (TFQMR) [188] scheme.
However, the most widely employed method is the Generalised M i n i m a l
Residual (GMRES) scheme developed by Saad and Schultz [189]. If we rewrite
the implicit scheme in Eq. (3.8) as

JAW n - -R n , (3.9)

then J represents a large, sparse, and non-symmetric matrix (the left-hand side).
Starting from an initial guess AW0, the GMRES(m) method seeks a solution
A W n in the form A W n = A W ~ + ~Tm, where ~Tm belongs to the Krylov subspace

icon - span{ r'0, J ~0, j2 ~0, " " , j m - 1 r'0 }

(3.10)
r-'o - J A W ~ + R n ,

such that the residual IIJ A W n +/~11 becomes a minimum. The parameter m
specifies the dimension of the Krylov subspace, or in other words the number
of search directions (]i r'0). Since all directions have to be stored, m is usu-
ally chosen between 10 and 40, the higher number being necessary for poorly
conditioned matrices (which arise in the simulation of turbulent flows, real gas,
etc.). GMRES has to be restarted, if no convergence is achieved within m sub-
iterations. The GMRES method requires significantly more memory than, e.g.,
Bi-CGSTAB or TFQMR, but it is more robust, smoothly converging and usu-
ally also faster. A very detailed comparison of the various methodologies can
be found in Ref. [190].
Nevertheless, as with other conjugate gradient methods, preconditioning is
absolutely essential for CFD problems. Here, we solve
(/hLJ) A I ~ n -- --PL/~n , or J PR (/ff)R xA~rn) -- _/~n (3.11)

instead of the system in Eq. (3.9). The matrices /hL and /hR denote left and
right preconditioners, respectively. The preconditioner should approximate J - 1
as close as possible, in order to cluster the eigenvalues near unity. On the
other hand, it should be of course easy to invert. One particularly efficient
preconditioner is the Incomplete Lower Upper factorisation method [191] with
zero fill-in (ILU(0)). For the discussion of different preconditioning techniques
in connection with GMRES the reader is referred to [97], [192]-[195].
Since the GMRES method requires a considerable amount of computer mem-
ory for storing the search directions and possibly also the preconditioning ma-
trix, it is a good idea to circumvent an explicit formation and storage of the flux
52 Chapter 3. Principles of Solution of the Governing Equations

Jacobian OR/OW. This is offered by the so-called matrix-free approach. The

idea is based on the observation that GMRES (and some other Krylov subspace
methods) employs only matrix vector products of the form

OR A ~ n
OW
which can be simply approximated by finite-differences as

OR__, A ~ n _-- R ( W -}- s A W n) - R ( W ) , (3.12)

OW e
thus requiring only residual evaluations. The parameter c has to be chosen
with some care, in order to minimise the numerical error (see, e.g., [196] or
[197]). Another, and even more important, advantage of the matrix-free ap-
proach is that (numerically) accurate linearisation of a high-order residual R n
can be easily utilised in the implicit scheme. Hence, the quadratic convergence
of Newton's scheme can be achieved at moderate costs. In this case we speak of
Newton-grylov approach [197]-[201], [110]. Practical experience indicates that
from all Krylov subspace methods, GMRES is best suited for the matrix-free im-
plementation [202]. An interesting possibility is to utilise the LU-SGS scheme
as a preconditioner for the matrix-free GMRES method. Since the LU-SGS
scheme also does not require an explicit storage of the flux Jacobian, the mem-
ory requirements can be even further reduced. The computational efficiency of
this approach was recently demonstrated for 3-D inviscid and laminar flows on
unstructured grids [203].
The convergence of an implicit scheme can also be enhanced by using multi-
grid. There are basically two possible ways. First, we can employ multigrid
inside an implicit s c h e m e - as a solver for the linear equation system (3.9)
arising at each time step, or as a preconditioner for one of the conjugate gra-
dient methods [204], [205]. Second, the implicit scheme itself can serve as a
smoother within the FAS multigrid method, which is applied directly to the
governing equations [206]-[209], [178]. Some investigations show that at least
for purely aerodynamic problems, rather "simple" implicit schemes (like Gauss-
Seidel) combined with multigrid result in computationally more efficient solvers
(in terms of the CPU time) than, e.g., GMRES [178], [198].
3.3. Turbulence Modelling 53

3.3 Turbulence Modelling

The solution of the governing equations (2.19) does not raise any fundamental
difficulties in the case of inviscid or laminar flows. The simulation of turbulent
flows, however, presents a significant problem. Despite the performance of mod-
ern supercomputers, a direct simulation of turbulence by the time-dependent
Navier-Stokes equations (2.19), called the Direct Numerical Simulation (DNS),
is still possible only for rather simple flow cases at low Reynolds numbers (Re).
The restrictions of the DNS become quite obvious when recalling that the num-
ber of grid points needed for sufficient spatial resolution scales as Re 9/4 and the
CPU-time as Re 3. This does not mean that DNS is completely useless. It is
an important tool for understanding the turbulent structures and the laminar-
turbulent transition. DNS also plays a vital role in the development and cali-
bration of new or improved turbulence models. However, in engineering appli-
cations, the effects of turbulence can be taken into account only approximately,
using models of various complexities.
The first level of approximation is reached for the Large-Eddy Simulation
(LES) approach. The development of LES is founded on the observation that the
small scales of turbulent motion posses a more universal character than the large
scales, which transport the turbulent energy. Thus, the idea is to resolve only
the large eddies accurately and to approximate the effects of the small scales by
relatively simple subgrid-scale models. Since LES requires significantly less grid
points than DNS, the investigation of turbulent flows at much higher Reynolds
numbers becomes feasible. But because LES is inherently three-dimensional and
unsteady, it still remains computationally very demanding. Thus, LES is still
far away from becoming an engineering tool. However, LES is well suited for
detailed studies of complex flow physics including massively separated unsteady
flows, large scale mixing (e.g., fuel and oxidiser), aerodynamic noise, or for
the investigation of flow control strategies. LES is also very promising for more
accurate computations of flows in combustion chambers or engines, heat transfer
and of rotating flows. An overview of research activities in LES was recently
published in [210].
The next level of approximation is represented by the so-called Reynolds-
Averaged Navier-Stokes equations (RANS). This approach, which was presented
by Reynolds in 1895, is based on the decomposition of the flow variables into
mean and fluctuating parts, followed by time or ensemble averaging [211] (see
also [212], [213]). In cases where the density is not constant, it is advisable
to apply the density (mass) weighted or Favre decomposition [214], [215] to
the velocity components. Otherwise, the averaged governing equations would
become considerably more complicated due to additional correlations involving
density fluctuations. It is common to assume that Morkovin's hypothesis [216]
is valid, which states that the turbulence structure of boundary layers and wakes
is not notably influenced by density fluctuations for Mach numbers below 5.
By inserting the decomposed variables into the Navier-Stokes equations
(2.19) and averaging, we obtain formally the same equations for the mean vari-
ables with the exception of two additional terms. The tensor of the viscous
54 Chapter 3. Principles of Solution of the Governing Equations

stresses is extended by one t e r m - the Reynolds-stress tensor [211]

=R
Tij = --p--"v i"'~"
vj , (3.13)

where vi" , vj" denote the density-weighted fluctuating parts of the velocity com-
ponents u, v, w; - a n d ~ stand for ensemble and density weighted averaging,
respectively. The Reynolds-stress tensor represents the transport of mean mo-
mentum due to turbulent fluctuations. Furthermore, the diffusive heat flux k V T
in the energy equation (cf. Eq. (2.8)) is enhanced by the so-called turbulent heat-
flux vector [43]
fiT _ _ ~ ht~-~,,. (3.14)

Thus, we can see that the solution of the Reynolds-averaged Navier-Stokes equa-
tions requires the modelling of the Reynolds stresses (3.13) and of the turbulent
heat flux (3.14). The advantages of this approach are that considerably coarser
grids can be used as compared to LES, and that stationary mean solution can
be assumed (at least for attached or moderately separated flows). Clearly, both
features significantly reduce the computational effort in comparison to LES or
even DNS. Therefore, the RANS approach is very popular in engineering appli-
cations. Of course, because of the averaging procedure, no detailed information
can be obtained about the turbulent structures.
A large variety of turbulence models was devised to close the RANS equa-
tions and the research still continues. The models can be divided into first- and
second-order closures, respectively.
The most complex, but also the most flexible, are second-order closure mod-
els. The Reynolds-Stress Transport (RST) model, which was first proposed by
Rotta [217], solves modelled transport equations for the Reynolds-stress tensor.
The partial differential equations for the six stress components have to be closed
by one additional relation. Usually, an equation for the turbulent dissipation
rate is employed. The RST models are able to account for strong nonlocal and
history effects. Furthermore, they are able to capture the influence of streamline
curvature or system rotation on the turbulent flow.
Closely related to the RST approach are the Algebraic Reynolds-Stress (ARS)
models. They can be viewed as a combination of lower level models and the
RST approach. The ARS models employ only two transport equations, mostly
for the turbulent kinetic energy and the dissipation rate. The components of
the Reynolds-stress tensor are related to the transport quantities by non-linear
algebraic equations [218]. The ARS approach is capable of predicting rotational
turbulent flows and secondary flows in channels with accuracy similar to the
RST models. Detailed overviews of the RST and ARS models can be found in
[219], [220].
Because of numerical problems with the RST and ARS models, which are
primarily caused by the stiffness of the RST and the non-linearity of the ARS
equations, first-order closures are more widely used in practice. In these mod-
els, the Reynolds stresses are expressed by means of a single scalar value, the
so-called turbulent eddy viscosity. This approach is based on the eddy viscosity
3.3. Turbulence Modelling 55

hypothesis of Boussinesq [221], [222], which assumes a linear relationship be-

tween the turbulent shear stress and the mean strain rate, similar to laminar
flow. Herewith, the dynamic viscosity # in the viscous stress tensor (2.15) or
in the governing equations (2.19) is replaced by the sum of a laminar and a
turbulent component
# = #L + #T. (3.15)
As described earlier, the laminar viscosity is computed, for example, with the
aid of the Sutherland formula (2.30). In analogy, the turbulent heat-flux vector
(3.14) is modelled as
- vT, (3.16)

where kT denotes the turbulent thermal conductivity coefficient. Hence, the

thermal conductivity coefficient in Eq. (2.24) is evaluated as

k- (PL "T) . (3.17)

The turbulent Prandtl number is in general assumed to be constant in the flow

field (PrT = 0.9 for air). The coefficient of the turbulent eddy viscosity #T has
to be determined with the aid of a turbulence model. The limitations of the
eddy viscosity approach are given by the assumption of equilibrium between
the turbulence and the mean strain field, and by the independence on system
rotation. The accuracy of the eddy-viscosity based models can be significantly
improved either by using correction terms [223], [224], or by employing non-
linear eddy viscosity approaches [225]-[227].
The first-order closures can be categorised into zero-, one-, and multiple-
equation models, corresponding to the number of transport equations they
utilise. Within the zero-equation or, as they are also denoted, algebraic models,
the turbulent eddy viscosity is calculated from empirical relations, which employ
only local mean flow variables. Therefore, no history effects can be simulated,
which prevents a reliable prediction of separated flows. The most popular al-
gebraic model, which is still in use for some applications, was developed by
Baldwin and Lomax [228].
History effects are taken into account by the one- and two-equation mod-
els, where the convection and the diffusion of turbulence is modelled by trans-
port equations. The most widely used one-equation turbulence model is due to
Spalart and Allmaras [229], which is based on an eddy-viscosity like variable.
The model is numerically very stable and easy to implement on structured as
well as on unstructured grids.
In the case of the two-equation models, practically all approaches employ
the transport equation for the turbulent kinetic energy. Among a large number
of two-equation models, the K - c model of Launder and Spalding [230] and the
K - w model of Wilcox [231] are most often used in engineering applications.
They offer a reasonable compromise between computational effort and accuracy.
An interesting comparison between the Spalart-Allmaras model and various two-
equation turbulence models was recently published in [232].
56 Chapter 3. Principles of Solution of the Governing Equations

3.4 Initial and B o u n d a r y Conditions

Regardless of the numerical methodology chosen to solve the governing equa-
tions (2.19), we have to specify suitable initial and boundary conditions. The
initial conditions determine the state of the fluid at the time t = 0, or at the
first step of an iterative scheme. Clearly, the better (the closer to the solution)
the initial guess will be, the faster the final solution will be obtained. Moreover,
the probability of breakdown of the numerical solution process will be reduced
correspondingly. Therefore, it is important that the initial solution satisfies at
least the governing equations and the additional thermodynamic relations. A
common practice in external aerodynamics consists of prescribing freestream
values of pressure, density and velocity components (given as Mach number,
angle of attack and sideslip angle) in the whole flow field. In turbomachinery,
it is important to specify the flow directions in the complete domain to one's
best knowledge. The same holds also for the pressure field. It is therefore quite
worthwhile to employ lower-order approximations (like potential methods) to
generate a physically meaningful initial guess.
Any numerical flow simulation considers only a certain part of the physical
domain. The truncation of the computational domain creates artificial bound-
aries, where values of the physical quantities have to be specified. Examples
are the farfield boundary in external aerodynamics; the inlet, outlet and the
periodic boundary in the case of internal flows; and finally the symmetry plane.
The main problem when constructing such boundary conditions is of course
that the solution on the truncated domain should stay as close as possible to a
solution which would be obtained for the whole physical domain. In the case
of the farfield, inlet and outlet boundaries, characteristic boundary conditions
[233]-[235] are often used in order to suppress the generation of non-physical
disturbances in the flow field. But despite this, the farfield or the inlet and
outlet boundaries may still not be placed too close to the object under consid-
eration (wing, blade, etc.). Otherwise, the accuracy of the solution would be
reduced. For external flows, when a lifting body is considered, it is possible to
correct the flow variables at the farfield boundary using a single vortex centred
at the airfoil or the wing [235]-[237]. In this way, the distance between the
body and the farfield boundary can be significantly reduced without impairing
the solution accuracy, or improving the accuracy for a given outer boundary
position [160], [237], [238]. For internal flow problems, formulations for the in-
let and outlet boundaries based on linearised Euler equations and Fourier series
expansion of the perturbations were developed [239]-[241]. These formulations
allow for a very close placement of the inlet and outlet boundaries to a blade
without influencing the solution.
A different type of boundary condition is found when the surface of a body is
exposed to the fluid. In the case of inviscid flow governed by the Euler equations
(2.45), the appropriate boundary condition is to require the flow to be tangential
to the surface, i.e.,
~. ~ - 0 at the surface.
3.4. Initial and Boundary Conditions 57

By contrast, for the Navier-Stokes equations no relative velocity between the

surface and the fluid immediately at the surface is a s s u m e d - the so-called noslip
boundary condition

u = v= w = 0 at the surface.

The treatment of wails becomes more involved in cases, where, e.g., a specified
wall temperature distribution has to be met, or when the heat radiation has to
be taken into account (see, e.g., [242], [243]).
Furthermore, boundary conditions have to be defined for surfaces where
different fluids (e.g., air and water) meet together [244]-[247]. But apart from
the physical boundary conditions and those imposed by truncating the flow
domain, there can be boundaries generated by the numerical solution method
itself. These are for example coordinate cuts and block or zonal boundaries
[20]-[26].
The correct implementation of boundary condition is the crucial point of
every flow solver. Not only the accuracy of the solution depends strongly on
a proper physical and numerical treatment of the boundaries, but also the ro-
bustness and the convergence speed are considerably influenced. More details
of various important boundary conditions are presented in Chapter 8.
58 Chapter 3. Principles of Solution of the Governing Equations

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[225] Shih, T.H.; Zhu, J.; Liou, W.W.; Chen, K.-H.; Liu, N.-S.; Lumley, J.:
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[227] Abdel Gawad, A.F.; Abdel Latif, O.E.; Ragab, S.A.; Shabaka, I.M.: Tur-
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Lifting Solutions to the Euler Equations. AIAA Journal, 24 (1986), pp.
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76 Chapter 3. Principles of Solution of the Governing Equations
Chapter 4

Structured Finite Volume

Schemes

As we already mentioned in the introduction to Chapter 3, the overwhelming

number of numerical schemes for the solution of the Euler- and the Navier-Stokes
equations employs the method of lines, i.e., a separate discretisation in space
and in time. By consequence, it allows us to use numerical approximations of
different accuracy for the spatial and temporal derivatives, as it may be required
by the problem to be solved. Thus, we gain a lot of flexibility by this approach.
For this reason, we shall follow the method of lines here. A detailed discussion
of numerical methods based on coupled space and time discretisation, like the
Lax-Wendroff family of schemes (e.g., explicit MacCormack predictor-corrector
scheme, implicit Lerat's scheme, etc.), may be found, e.g., in Ref. [1].
A general, structured, finite volume scheme is naturally based on the conser-
vation laws, which are expressed by the Navier-Stokes (2.19) or the Euler (2.45)
equations. In a pre-processing step, the physical space is subdivided into a num-
ber of grid cells - quadrilaterals in 2D, hexahedra in 3D. The grid generation is
done in such a way that:

9 the domain is completely covered by the grid,

9 there is no free space left between the grid cells,

9 the grid cells do not overlap each other.

The resulting structured grid is uniquely described by the coordinates z, y, z of

the grid points (corners of the grid cells) and indices in the computational space
(see Fig. 3.2), let us call them i, j, k. Based on the grid, control volumes are
defined in order to evaluate the integrals of the convective and viscous fluxes
as well as of the source term. For simplicity, let us suppose that a particular
control volume does not change in time (otherwise please refer to Appendix
A.5). Then, the time derivative of the conservative variables W can be cast in

77
78 Chapter 4. Structured Finite Volume Schemes

the form
OW
Ot
Herewith, Eq. (2.19) becomes

OW
(4.1)
Ot

The surface integral on the right-hand side of Equation (4.1) is approximated by

a sum of the fluxes crossing the faces of the control volume. This approximation
is called spatial discretisation. It is usually supposed that the flux is constant
along the individual face and that it is evaluated at the midpoint of the face.
The source term is generally assumed to be constant inside the control volume.
However, in cases where the source term becomes dominant, it is advisable to
evaluate Q as the weighted sum of values from the neighbouring control volumes
(see [2] and the references cited therein). If we consider a particular volume
~-~I,J,K, &S displayed in Fig. 4.1b, we obtain from Eq. (4.1)

d Wz,j,K = 1 E ( F c - Fv)m t ~ m - (Q~)I,J,K 9 (4.2)

dt ~-~I,J,K m--1

In the above expression, the indices in capital letters (I, J, K) reference the
control volume in the computational space (cf. Section 3.1). As we shall see later,
the control volume does not necessarily coincide with the grid. Furthermore,
NF denotes the number of control volume faces (which is NF -- 4 in 2D and
NF -- 6 in 3D). The variable ASm stands for the area of the face m. The term
in square brackets on the right-hand side of Eq. (4.2) is also generally termed
the residual. It is denoted here by RI,J,K. Hence, we can abbreviate Eq. (4.2)
as
dWI,J,K 1
= (a.3)
dt ~I,J,K
When we write down the relationship in Equation (4.3) for all control volumes
~I,J,K, we obtain a system of ordinary differential equations of first order. The
equations are hyperbolic in time. That means, we have to advance them in
time by starting from a known initial solution. We have also to provide suitable
boundary conditions for the viscous and the inviscid fluxes, as they are described
in Chapter 8.
When solving the system of discretised governing equations (4.3) numeri-
cally, the first question is how do we define the control volumes and where do
we locate the flow variables with respect to the computational grid. In the
framework of structured finite volume schemes, three basic strategies are avail-
able"

9 Cell-centred s c h e m e - control volumes are identical with the grid cells and
the flow variables are associated with their centroids (Fig. 4.3).
 79

F i g u r e 4.1" Control volume (f/) and associated face unit normal vectors (nm)
for a structured grid in: (a) two dimensions, (b) three dimensions. In case
(a), the unit normal vectors g2 and g4 are associated with the /-coordinate
(direction) in computational space, nl and n3 with the j-coordinate. In case
(b), the unit normal vectors gl and ?~2 a r e associated with the/-coordinate, n5
and n6 with the j-coordinate, and n3, n4 with the k-coordinate, respectively.
80 Chapter 4. Structured Finite Volume Schemes

9 Cell-vertex scheme with overlapping control v o l u m e s - flow quantities are

assigned to the grid points (vertices, nodes) and the control volumes are
defined as the union of all grid cells having the respective vertex in common
(4 cells in 2D, 8 cells in 3D - see Fig. 4.4). This means that the control
volumes associated with two neighbouring grid points overlap each other.

9 Cell-vertex scheme with dual control v o l u m e s - flow variables are again

stored at the grid vertices, but the control volumes are now created by con-
necting the midpoints of the cells having the respective vertex in common
(Fig. 4.5). In this way, the grid points are surrounded by their correspond-
ing control volumes which do not overlap.

All three methodologies will be outlined in Section 4.2, which is devoted to

general concepts of discretisation schemes. It should be mentioned at this point
that the cell-vertex scheme with overlapping control volumes is only seldom used
today. Nevertheless, it is included here for completeness.
It is important to notice that in our case all flow variables, i.e., the conser-
vative variables (p, pu, pv, pw and pE) and the dependent variables (p, T, c,
etc.), are associated with the s a m e l o c a t i o n - with the cell centre or with the
grid node. This approach is known as the co-located grid scheme. By contrast,
many older pressure-based methods (cf. Section 3.1) use the so-called staggered
grid scheme, where the pressure and the velocity components are stored at dif-
ferent locations in order to suppress oscillations of the solution which arise from
central differencing.
A wide range of choices exists with respect to the evaluation of the convective
fluxes. The basic problem is that we have to know their values at all NF faces
of a control volume, but the flow variables are not directly available there. This
means, we have to interpolate either the fluxes or the flow variables to the faces
of the control volumes. In principle, this can be done in one of two ways:

9 by arithmetic averaging like in central discretisation schemes;

9 by some biased interpolation like in upwind discretisation schemes, which

take care of the characteristics of the flow equations.

Besides the description, we shall treat aspects such as accuracy, range of appli-
cability and numerical effort of the most widely used discretisation schemes for
the convective fluxes in Section 4.3.
A commonly applied methodology for the evaluation of the viscous fluxes
at a face of the control volume is based on arithmetic averaging of the flow
quantities. In contrast to the flow variables, the calculation of the velocity and
the temperature gradients in Equations (2.15) and (2.24) is more involved. We
shall present appropriate procedures in Section 4.4.
 4.1. Geometrical Quantities of a Control Volume 81

4.1 Geometrical Quantities of a Control Volume

Before we t u r n our attention to the discretisation methodologies, it is instructive
to consider the calculation of geometrical quantities of the control volume ~tI,g,K
- its volume, the unit normal vector ?~m (defined as outward facing) and the
area ASm of a face m. The normal vector and the face area are also denoted as
the metrics of the control volume. In the following, we shall consider the 2-D
and the 3-D case separately for a general quadrilateral or hexahedral control
volume, respectively.

4.1.1 Two-Dimensional Case

In general, we consider flow in a plane as a special case of a 3-D problem, where

the solution is symmetric with respect to one coordinate direction (e.g., to the
z-direction). Because of the symmetry and in order to obtain correct physical
units for volume, pressure, etc., we set the depth of all grid cells and control
volumes equal to a constant value b. The volume of a control volume results
then in two dimensions from the product of its area with the depth b. The area
of a quadrilateral can be exactly calculated by the formula of Gauss. Hence, for
a control volume like t h a t displayed in Fig. 4.1a, we get after some algebra
b
~ I , J -- -~ [(Xl -- X3)(Y2 -- Y4) -}- (X4 -- X2)(Yl -- Y3)]" (4.4)

In the above, we have assumed t h a t the control volume is located in the x-

y-plane and t h a t the z-coordinate is the s y m m e t r y axis. Since the depth b
is arbitrary, we may set b - 1 for convenience. In two dimensions, the faces
of a control volume are given by straight lines and therefore the unit normal
vector is constant along them. When we integrate the fluxes according to the
approximation of Eq. (4.2), we have to evaluate the product of the area of a
face A S and the corresponding unit normal vector g - the face vector

- (4.5)
Because of the symmetry, the z-component of the face vectors (and of the unit
normal vector) is zero. It is therefore dropped from the expressions. The face
vectors of the control volume from Fig. 4.1a are given by the relations

S1 -- b[ Y2 - Yl
Xl x2 -

$2 - b[ Y3 - Y2
x2 - x3 1 (4.6)
S-~3- b[ Y4 - Y3
x3 - x4
]
$4 - b[ Yl - y4
x4 - Xl
]
82 Chapter 4. Structured Finite Volume Schemes

The unit normal vector at face m is then obtained from Eq. (4.5) as

s~
~ = As~ (4.7)

with
AS =I I= +S ,m
In practice, only the face vectors $1 and_, S'4 are computed and stored for each
control volume ~'~I,J- The face vectors $2 as well as Sa are taken (with reversed
signs to become outward facing) from the appropriate neighbouring control vol-
umes in order to save memory and to reduce the number of point operations.

4.1.2 Three-Dimensional Case

As opposed to the previous 2-D case, the calculation of face vectors and volumes
poses some problems in three dimensions. The main reason for this is that,
in general, the four vertices of the face of a control volume may not lie in a
plane. Then, the normal vector is no longer constant on the face (Fig. 4.2). In

F i g u r e 4.2: Face of a control volume with varying normal vector in 3D.

order to overcome this difficulty, we could decompose all six faces of the control
volume into two or more triangles each. The volume itself could then be built of
tetrahedra. Performing this subdivision in an appropriate manner would lead to
a discretisation scheme which is at least first-order accurate on arbitrary grids
[3]. Of course, the numerical effort would be increased substantially, because the
fluxes would have to be integrated over each partial triangle separately. Hence,
4.1. Geometrical Quantities of a Control Volume 83

the number of point operations would be at least doubled. However, in [3], [4]
it is shown that for reasonably smooth grids, where the control volume faces
approach parallelograms, the decomposition into triangles does not noticeably
improve the solution accuracy. Therefore, we shall employ a simplified treatment
of the quadrilateral faces in the following considerations, which is based on an
a v e r a g e d normal vector.
A face vector S of an hexahedral control volume, like that rendered in Fig.
4.1b, is most conveniently computed using the same Gauss's formula as em-
ployed in 2D for the area of a quadrilateral. Thus, e.g., for the face m - 1
(points 1, 5, 8 and 4 in Fig. 4.1b) we first define the differences

Z~XA ~ X8 -- X l , AXB -- X 5 -- X4 ,

A y A -- Y8 -- Yl , A y B -- Y5 -- Y4 , (4.8)

AZA -- z8 -- Zl , AZB -- z5 -- z 4 .

The face vector S 1 - - ~ I / X S 1 results then from

--, 1 [ AZA /kyB - /kyA /kZB

S1 -- -~ [ A X A A Z B -- A Z A A X B ] . (4.9)
A y A A X B -- A X A A y B

The five remaining face vectors are calculated in a similar manner. It is again
very convenient to store only three of the six the face vectors (e.g., $1, $3, and
$5) for each control volume f~I,d,K. The remaining face vectors $2, $4 as well
as Ss are obtained (with reversed signs to become outward facing) from the
appropriate neighbouring control volumes. The above expressions in Eq. (4.8)
and (4.9) deliver an average face vector. The approximation becomes exact
when the face approaches a parallelogram, i.e., when the vertices of the face lie
all in one plane. The unit normal vector is obtained from Eq. (4.7) with

as - V/sx + + (4.10)
Various, more or less accurate formulae are available for the calculation
of the volume of a general hexahedron (see, e.g., [1]). One approach, which
performed very well in various applications, is based on the divergence theorem
[5]. This relates the volume integral of the divergence of some vector quantity
to its surface integral. The key idea is to use the location in space of some point
of the control volume f~, let us call it ~ - [rx, r v, rz] T, as the vector quantity.
Herewith, the divergence theorem reads

/u div(~ df~ - Js
f~
(~'" ~) d S . (4.11)
We can easily evaluate the left-hand side of Eq. (4.11) which gives us the volume
84 Chapter 4. Structured Finite Volume Schemes

of ~ that we are looking for

div(~ da - ~ x + -~y + -~z dft

=3f~. (4.12)

If we assume now the unit normal vector is constant on all faces of the control
volume, we can solve the surface integral on the right-hand side of Eq. (4.11) as
follows
m----6
~o (~'. ~) dS ,~ E (r'mid" n)m ASm . (4.13)
m--1

In Eq. (4.13), ~mid,m denotes the midpoint of the control volume face m. For
example,
1

where the vectors r'l, r'5, r's, and ~4 correspond to the vertices 1, 5, 8, and 4
of the face m = l in Fig. 4.lb. Similar relations hold for the midpoints of the
remaining faces. The area ASm of the face m in Eq. (4.13) is obtained from Eq.
(4.10). Combining Equations (4.12) and (4.13) together, and inserting the face
vector S for the product ?~mA~m, we have finally the relationship
m--6

~I,J,K 1 E
= -5 (s S) m (4.14)
m--1

for the volume of the control volume ~"~I,J,K.

The origin of the coordinate system can be in principle moved to any place
without affecting the volume calculation in Eq. (4.14). This leads us to the
advice to locate the origin in one vertex of the control volume (e.g., point 1 in
Fig. 4.1b), in order to achieve a better scaling of the numerical values. Thus, we
may replace ~" in the above expressions (4.11)-(4.14) by a transformed vector
~* which is defined as
r'* -- ~'-- rorigin 9

It is important to note that the volume computed with aid of Eq. (4.14) is
exact for a control volume with planar faces.
4.2. General Discretisation Methodologies 85

4.2 General Discretisation Methodologies

In the introduction to Chapter 4, we already mentioned the three approaches for
the definition of the control volume and for the location of the flow variables.
Here, we shall present all three in more detail. We shall also discuss their
advantages and shortcomings.

4.2.1 Cell-Centred Scheme

We speak of a cell-centred scheme if the control volumes are identical with the
grid cells and if the flow variables are located at the centroids of the grid cells
as indicated in Fig. 4.3. When we evaluate the discretised flow equations (4.2),
we have to supply the convective and the viscous fluxes at the faces of a cell [6].
They can be approximated in one of the three following ways:

1. by the average of fluxes computed from values at the centroids of the grid
cells to the left and to the right of the cell face, but using the same face
vector (generally applied only to the convective fluxes);

2. by using an average of variables associated with the centroids of the grid

cells to the left and to the right of the cell face;

3. by computing the fluxes from flow quantities interpolated separately to the

left and to the right side of the cell face (employed only for the convective
fluxes).

F i g u r e 4.3: Control volume of a cell-centred scheme (in two dimensions).

86 Chapter 4. Structured Finite Volume Schemes

Thus, taking the cell face ~I+l/2,J in Fig. 4.3 as an example, the first approach
average of fluxes - reads in two dimensions

1 [/Y~(I/~//,j)+ Fc(W/_~_l,y)] ASI+I/2, J (4.15)

with ASI+I/2,j computed from Eqs. (4.6) and (4.7).

The second possible approach - average of variables - can be formulated as
follows
(F ,"~S)I+l/2,J ~ F(~/V/+I/2,J) AS/+I/2,J , (4.16)
where the conservative/dependent variables at the face nI+l/2,J of the control
volume are defined as the arithmetic average of values at the two adjacent cells,
i.e.,
W-.i + ~/ 2 , j - 1 (~.T,,j _~_WI+I,J)
-~ (4.17)

The flux vector F in Eq. (4.16) stands either for the convective or for the viscous
fluxes.
The third methodology starts with an interpolation of flow quantities (being
mostly velocity components, pressure, density and total enthalpy) separately to
both sides of the cell face. The interpolated quantities - termed the left and the
right state (see the begin of Section 4.3) - differ in general between both sides.
The fluxes through the cell face are then evaluated from the difference of the
left and right state using some non-linear function. Hence,

where
-- ,n,erp ( , 0, l J, 0, j, ) (4.19)

represent the interpolated states. Of course, similar relations like (4.15)-(4.19)

hold also for the other cell faces.
The same approximations are employed in three dimensions. For example,
at the cell face n1+I/2,y,K (e.g., identical to n2 in Fig. 4.1b) the average of fluxes
in Eq. (4.15) becomes

(gc AS)I+I/2,J,K ~ -2 Fc(~rI,J,K) -~-Fc(~/'I+I,j,K) ASI+I/2,J, K

with AS~+~/2,J,K being defined correspondingly to Equations (4.8) and (4.9).
The average of variables reads similarly to Eq. (4.16) as

(F AS)I+I/2,J,K ~ F(WI+I/2,J,K) ASI+I/2,J,K (4.21)

with
--" I/2,j, K -- -~
WI+ 1 (~TI,j, K Jr- ~TI+I,J,K) (4.22)
4.2. General Discretisation Methodologies 87

The way over the interpolation of the flow variables results similarly to Eq.
(4.18) in
(Fc z~S)I+I/2,J,K "~ fFlux (UL, UR, ASI+I/2,J,K) , (4.23)

where UL and UR are the interpolated values at the cell face.

The last term in the discretised flow equations (4.2) which remains to be
evaluated is the source term Q. As we already stated in the introduction, the
source term is usually supposed to be constant inside the control volume. For
this reason, it is calculated using the flow variables from the corresponding cell
centre. Hence, we may define

(QQ)I,J,K -- Q(WI,J,K) QI,J,K. (4.24)

Using the above relations, the fluxes through the faces can be computed
and the numerical integration over the boundary of f~I,J,K may be performed
according to (4.2). In other words, the complete residual RI,J,K is obtained. In
Sections 4.3 and 4.4, we shall learn more about the details of the evaluation of
the convective and viscous fluxes.

4.2.2 Cell-Vertex Scheme: Overlapping Control Volumes

In a cell-vertex scheme, all flow variables are associated with the nodes of the
computational grid. Within the approach based on overlapping control volumes,
the grid cells still represent the control volumes, just as in the case of the cell-
centred scheme. The difference is that now the residuals computed for the
control volumes have to be distributed to the grid points [4], [7], [8]. The
situation is sketched in Fig. 4.4.
Let us consider the control volume ~I,J in Fig. 4.4, which is defined by the
nodes
(i, j) (i + l, j) (i + 1,j + 1) (i,j + 1).
Note that the point (i, j) is located at the lower left corner of Fti,g. The convec-
tive fluxes, e.g., for the face ASI,j_I/2, which is given by the points (i,j) and
(i + l, j), are approximated as

(Fc AS)I,J-1/2 ~ Yc(~/rI,J-1/2) A S I , J - 1 / 2 " (4.25)

The variables at the midpoint of the face are evaluated using an arithmetic
average of the variables at the nodes defining the face, i.e.,

Wi,J-1/2 - -~

The face area ASI,J_I/2 is computed from the relations (4.6) and (4.7).
The approach remains the same in three dimensions. For example, for the
face associated with the normal vector n3 in Fig. 4.1b, the averaged variables
read
1
WI,J,K_ I /2 -- -~ [l/~/rl-~-~r2 Jr- ~r5 -t- l/~r6/J (4.27)
88 Chapter 4. Structured Finite Volume Schemes

F i g u r e 4.4: Overlapping control volumes of a cell-vertex scheme (2-D); arrows

represent distribution of the residuals from cell centres to the common node i, j.

If we assume the edge 1-2 being oriented in the/-direction, edge 1-5 in the j-
direction, edge 1-4 in the k-direction, and if we finally associate the point (i, j, k)
with the corner 1 in Fig. 4.1b, the average in Eq. (4.27) can also be written as

(4.28)

The convective flux is then again obtained from

(a.29)
where the face area ASI,J,K-]/2 results from the formulae (4.8) and (4.9). The
viscous fluxes are normally computed employing the same approach as for the
dual control-volume scheme [9], [10], which results in a more compact scheme
(i.e., one which involves fewer nodal values).
Summing up all face contributions given by relations (4.25), (4.26) and
==)

(4.28), (4.29), respectively, we obtain intermediate residuals RI,J,K for all grid
cells. In order to relate the cell-based to the node-based residuals, a further
approximation is made using a residual distribution formula. It is basically a
function, which evaluates the unknown node-based residual from a weighted
sum of all cells having the particular grid node in common. The following dis-
tribution formulae were devised:

9 volume weighted sum due to Ni [7];

9 non-weighted sum due to Hall [8];

9 characteristic (upwind) weighting procedure of Rossow [11], [12].

4.2. General Discretisation Methodologies 89

Theoretical investigations of the truncation error [4] suggest that Ni's scheme
is more accurate than Hall's approach. However, in practice Ni's distribution
formula leads to problems in places, where the grid is strongly distorted and
stretched. For example, strong oscillations of the pressure field near the trail-
ing edge of an airfoil were observed when using O-grids [13], [4]. Furthermore,
convergence could only be achieved when the numerical viscosity was increased
considerably. The underlying idea of the upwind weighting procedure [11], [12]
is quite similar to that of the fluctuation-splitting schemes [14]-[17] (cf. Subsec-
tion 3.1.5), but the implementation is numerically much simpler. Basically, the
residuals are sent only upstream in the characteristic direction.
Of the three approaches, Hall's distribution scheme proved to be the most
robust. In Hall's scheme, the residual at a particular node results from a simple
sum of all intermediate residuals RI,J,K, which cells share the node. Thus, in
the 2-D case rendered in Fig. 4.4, we get

Ri,j - RI,j Jr- RI-1,J -~- RI-1,J-1 Jr R I , J - 1 . (4.30)

In three dimensions, in total eight cell-based residuals have to be summed up in

the same way. A close inspection of (4.30) reveals that Rid is just the net flux
through the boundary of the supercell

~i,j = ~I,J Jr ~I-1,J + ~I-1,J-1 + ~ I , J - 1 , (4.31)

due to the fact that the fluxes across the inner faces cancel each other. The
supercell also represents the "total" control volume, centred at the point (i, j).
In the 3-D case, the total volume consists of the cells

~i,j,k = ~I,J,K -Jr ~I-1,J,K -~- ~I-1,J-1,K -}- ~I,J-1,K

(4.32)
-~- ~I,J,K-1 + ~-~I-1,J,K-1 Jr ~I-1,J-1,K-1 -'~ ~ I , J - 1 , K - 1 .
As it can be seen from Fig. 4.4, the control volumes overlap by at least one cell,
which gave the scheme its name.
The source term is calculated using the flow variables from the corresponding
grid node, i.e.,
(Q~)i,j,k - Q(Wi,j,k) ~i,j,k. (4.33)
With the above definitions, the time-stepping scheme in Eq. (4.2) becomes

d W~,j,k 1
- ~ R~,j,k. (4.34)
dt f~,j,k

This represents a system of ordinary differential equations, which has to be

solved in each grid point (i, j, k) in the same way as for the cell-centred scheme.
Note that the total volume (4.31) or (4.32), respectively, is utilised in Eq. (4.34).
90 Chapter 4. Structured Finite Volume Schemes

4.2.3 Cell-Vertex Scheme: Dual Control Volumes

In this scheme, the control volumes are centred around the particular grid node
(vertex), where all flow variables are stored I18], [19]. As depicted in Fig. 4.5, in
the 2-D case the dual control volumes are constructed by joining the midpoints
of the four cells which share the node. In three dimensions, the centroids of
eight cells have to be connected in order to form the faces of the control volume.
Another possibility would be to join one cell centroid to the edge midpoint (in
two dimensions) and then to the neighbouring cell centroid again [20]. Thus,
the face of the control volume would consist of two parts with different normal
vectors, as it is common for unstructured grids (see next Chapter). However,
in the case of structured grids, such a definition of the control volume is jus-
tified only at boundaries, where the surface discretisation would be otherwise
changed. This is demonstrated in Fig. 4.6. Significant advantages with respect
to accuracy in the interior field cannot be expected from the second approach on
reasonably smooth grids. Therefore, in what follows, the simpler definition of
the dual control volume will be employed. The boundary treatment is discussed
in Chapter 8.
When we evaluate the discretised flow Equations (4.2), we have to compute
the convective and the viscous fluxes at the faces of the control volume. This
can be done according to one of the following three approaches:

1. by the average of fluxes computed from values at the nodes to the left
and to the right of the face of the control volume, but using the same face
vector (generally applied only to the convective fluxes);

2. by using an average of variables stored at the nodes to the left and to the
right of the face;

3. by computing the fluxes from flow quantities interpolated separately to

the left and to the right side of the face (employed only for the convective
fluxes).
Thus, for example at the cell face ni+l/U,j in Fig. 4.5 the first approach- average
of fluxes - reads in two dimensions

1 [Fc(Wi,j)+ Fc(Wi+i,j)] ASi+I/2,j (4.35)

with AS~+,/2,y being computed according to Eq. (4.6) and (4.7), respectively,
from the known coordinates of the cell centroids.
The second possible approach - average of variables - can be formulated as
follows
(F A~)i+l/2,j ~ F(Wi+l/2,j) A~i+l/2,j , (4.36)
where the conservative (or the dependent) variables at the face ni+l/2,j of the
control volume result from arithmetic averaging of values at the two neighbour-
ing nodes. Hence,
Wi~_l/2,j - ~ ,J
4.2. General Discretisation Methodologies 91

Figure 4.5: Dual control volume of a cell-vertex scheme in two dimensions.

Figure 4.6: Definition of the dual control volume at a boundary (2D). Upper
part: by connecting edge midpoints. Lower part: by connecting edge midpoints
and the central node at the boundary.
92 Chapter 4. Structured Finite Volume Schemes

The flux vector F in Eq. (4.36) represents either the convective or the viscous
fluxes.
The third methodology utilises an interpolation of flow quantities (being
mostly velocity components, pressure, density and total enthalpy) separately to
both sides of the face. The interpolated quantities - termed the left and the
right state (see the begin of Section 4.3) - differ in general between both sides.
The fluxes through the face of the control volume are then evaluated from the
difference of the left and right state using some non-linear function. Thus,

(Fc A~)i+l/2,j ~-~fFlux (UL, UR, A~i+l/2,j) , (4.as)

where
UL-- f lnterp ( "'', Vi-l,j,
- . ... )
Vi,j,
(4.39)
U R - f Interp "", Ui,j, gi-t-l,j, *'"
stand for the interpolated states. Of course, similar relations like (4.35)-(4.39)
apply in the same way to other faces of the control volume.
The same approximations are employed in three dimensions. For example,
at the cell face ~i+l/2,j,k (e.g., identical to ~2 in Fig. 4.1b) the average of fluxes
in Eq. (4.35) becomes

(Fc AS)i+l/2,j,k ~ ~1 [Fc(Wi,j,k )+ Fc(Wi+1,j,k) A~i+l/2,j,k , (4.40)

where AS~+I/2,j,k is obtained from the Equations (4.8) and (4.9). The average
of the flow variables results similarly to Eq. (4.36) in

(F nS) i+l/2,j,k ~ F(Wi+l/2,j,k) '/~i+l/2,j,k (4.41)

with
-~
WiT1/2,j, k - ~l (i~/i,j,k _V i~/i+l,j,k ) (4.42)

Finally, the interpolation of the flow variables leads correspondingly to Eq.

(4.38) to
(#c AS)i_V1/2,j,k ~-~fFlux (UL, UR, ASi+l/2,j,k) , (4.43)

where UL and UR denote the interpolated values at the face. A detailed de-
scription of several possible approaches will be presented in Section 4.3 for the
convective and in Section 4.4 for the viscous fluxes.
The last term in the discretised flow Equations (4.2) to be evaluated is
the source term Q. As already stated in the introduction, the source term is
mostly supposed to be constant inside the control volume. For this reason, it
is computed using the flow variables from the corresponding grid point. Hence,
we may define
(09)i,j,k -- 0(l~i,j,k) 9i,j,k. (4.44)
4.2. General Discretisation Methodologies 93

Using the above relations, the fluxes through the faces can be computed
and the numerical integration over the boundary of f~i,j,k can be carried out
according to Eq. (4.2). In this way, we obtain the complete residual Ri,j,k
including the source term. The change in time of the conservative variables
follows then for each grid point from

d Wi,j,k = _ 1 _ ~ / ~ i , j , k 9 (4.45)
dt ~i,j,k
Suitable solution methods will be presented later in Chapter 6.

4.2.4 Cell-Centred versus Cell-Vertex Schemes

In the preceding three subsections, both the cell-centred and the cell-vertex
discretisation methodologies were outlined. The following paragraphs compare
the three schemes and give an overview of the, at times controversial, debate
about their relative merits.
First, let us consider the accuracy of the discretisations. It follows from
the discussion in [4], [21] that the cell-vertex scheme (either with overlapping
or dual control volumes) can be made first-order accurate on distorted grids.
On Cartesian or on smooth grids (i.e., where the volumes between adjacent
cells vary only moderately and which are only slightly skewed), the cell-vertex
scheme is second- or higher-order accurate [22], depending on the flux evaluation
scheme. In the opposite, the discretisation error of a cell-centred scheme depends
strongly on the smoothness of the grid. For example, for an arrangement of the
cells sketched in Fig. 4.7, an averaging does not provide the correct value at the
midpoint of a face even for a linearly varying function. The consequence is that
on a grid with slope discontinuity the discretisation error will not be reduced
even when the grid is infinitely refined. As demonstrated in [4], such zero-order
errors manifest themselves as oscillations or kinks in isolines, whereas a cell-
vertex scheme experiences no problems in the same situation. Nevertheless, on
Cartesian or on sufficiently smooth grids, the cell-centred scheme can also reach
second- or higher-order accuracy. A further analysis of the discretisation errors
were presented in [23]-[26].
Second, let us compare the three methods and their characteristics at bound-
aries. It is mainly at the solid wall boundary where the cell-vertex scheme with
dual control volumes faces difficulties. Recalling Fig. 4.6 again, it is apparent
that only about one half of the control volume is left at the boundary. The
integration of fluxes around the faces results in a residual located i n s i d e - ide-
ally in the c e n t r o i d - of the control volume. But, the residual is associated
with the n o d e residing directly at the wall. This mismatch leads to increased
discretisation error in comparison to the cell-centred scheme. The definition
of the dual control volume causes also problems at sharp corners (like trailing
edges), which show up as unphysical peaks in pressure or density. Further com-
plications arise, e.g., at coordinate cuts or at periodic boundaries (see Chapter
8), where the fluxes from both parts of the control volume have to be summed
94 Chapter 4. Structured Finite Volume Schemes

F i g u r e 4.7: Cell-centred flux balance on a skewed grid; cross denotes the

midpoint of the cell face.

up correctly. All cell-vertex schemes also require additional logic, in order to

assure a consistent solution at boundary points shared by multiple grid blocks.
No such problems appear for cell-centred schemes.
The cell-vertex scheme with overlapping control volumes has an advantage
over the dual volume scheme in the treatment of wall boundaries, but it cannot
be combined with the popular upwind discretisation methods like TVD, AUSM,
or CUSP. The discretisation involves more points than those of the cell-centred
and the dual control-volume schemes (27 instead of 7 in 3D), which leads to
smearing of discontinuities and memory overhead in the case of an implicit time
discretisation.
The last main difference between the cell-centred and the cell-vertex schemes
appears for unsteady flow problems. As mentioned earlier in Section 3.2, the
cell-vertex schemes require at least an approximate treatment of the mass matrix
[27], [28]. On the contrary, the mass matrix can be completely discarded in the
case of a cell-centred scheme, because the residual is naturally associated with
the centroid of the control volume.
In summary, the cell-vertex scheme with dual control volumes and the cell-
centred scheme are numerically very similar in the interior of a stationary flow
field. The main differences occur on distorted grids, in the boundary treatment
and for unsteady flows. In the last two cases, the cell-centred approach shows
advantages over the cell-vertex schemes, which result in a more straightforward
implementation in a flow solver.
4.3. Discretisation of the Convective Fluxes 95

4.3 Discretisation of the Convective Fluxes

In the previous sections, we discussed the spatial discretisation methodologies in
general. In this part, we shall learn more about the details, how the convective
fluxes can be approximated.
As we could already see in Subsection 3.1.5, in the framework of the finite
volume approach, we have basically the choice between:

9 central,
9 flux-vector splitting,
9 flux-difference splitting,
9 total variation diminishing (TVD), and
9 fluctuation-splitting

schemes. In order to keep the amount of material bounded, we will restrict

ourselves to the most important and popular methods. We will omit any de-
tailed description of all possible modifications to the basic schemes, but instead
reference the relevant literature.
Before we start to present the various discretisation schemes in detail, we
should explain what is meant by the designations left and right state, as well
as by stencil or computational molecule, respectively.
Certain cell-centred and dual control-volume schemes require an interpola-
tion of flow variables to the faces of the control volume. The situation is sketched
in Fig. 4.8 for a grid in the/-direction. One possibility, which is employed by the

F i g u r e 4.8: Left and right state at cell face I + 1 / 2 , resp. i+1/2. Upper part:
cell-centred scheme; lower part: cell-vertex scheme with dual control volumes.
Circles denote nodes, rectangles represent cell-centroids.
96 Chapter 4. Structured Finite Volume Schemes

central scheme (see next subsection), consists of linear interpolation using the
same number of values to the left and to the right of the face. In other words, the
interpolation is centred at the face. Discretisations based on the characteristics
of the Euler equations - upwind schemes - separately interpolate flow variables
from the left and the right side of the face using non-symmetric formulae. The
two values, named the left and the r i g h t s t a t e , are then utilised to compute
the convective flux through the face (see Eqs. (4.18), (4.23), (4.38), or (4.43)).
The interpolation formulae are almost exclusively (with the exception of TVD
schemes) based on Van Leer's MUSCL (Monotone Upstream-Centred Schemes
for Conservation Laws) approach [29]. They read for a general flow variable U
s
UR -- UI+I - -~ [(1 + s + (1 -- k)A+] UI+I
s
(4.46)
UL - UI + ~ [(l + k)A+ + ( 1 - k)A_] UI.

The forward (A+) and the backward (A_) difference operators are defined as

A+UI = UI+I - V i
(4.47)
A - UI = UI - U I - 1 .

The indices are shifted as appropriate. The above relationships remain valid for
a cell-vertex scheme with dual control volumes, if the node index i is substituted
for I. The parameter c can be set equal to zero to obtain a first-order accu-
rate upwind discretisation. The parameter k determines the spatial accuracy
of the interpolation. For c = 1 and k = - 1 , the above interpolation formulae
(4.46) give a fully one-sided interpolation of the flow variables, which results
in a second-order accurate upwind approximation on uniformly spaced grid.
The case k - 0 corresponds to a second-order accurate, upwind-biased linear
interpolation. Furthermore, by setting t~ = 1/3, we obtain a three-point inter-
polation formula which constitutes (in a finite volume f r a m e w o r k - cf. Ref. [30],
[48]) a second-order upwind-biased scheme with lower truncation error than the
= - 1 and ~ = 0 schemes. Finally, if we specify k = 1, the MUSCL approach
reduces to a purely central scheme - the average of variables. The schemes with
- 0 and k - 1/3 are the most often used ones in practice.
The MUSCL interpolation (4.46) has to be enhanced by the so-called limiter
function or limiter, if the flow region contains strong gradients. The purpose of
the limiter is to suppress non-physical oscillation of the solution. Limiters will
be discussed further in Subsection 4.3.5.

S t e n c i l or c o m p u t a t i o n a l m o l e c u l e stands for the union of those cell-

centroids or grid points, which are involved in the computation of the residual,
the gradient, etc. For example, if we average the fluxes at the faces of the control
volume according to the Equations (4.15), (4.20), or (4.35), (4.40), respectively,
we obtain in two dimensions a 5-point stencil, consisting of the cells/points

(I,J) ( I + 1, J) ( I , J + 1) (I- 1, J) ( I , J - 1).

4.3. Discretisation of the Convective Fluxes 97

(a) (b)
I,J+l I, J, K+I

I, J+l, K

I-1, J, K
I-1, J I+l,J /
I,J
I+1, J, K

I, J-l, K
I,J-1 I, J, K-1

Figure 4.9: Stencil (computational molecule) of the central discretisation

scheme; (a) in 2-D, (b) in 3-D space.

In three dimensions, a 7-point stencil results, which involves the cells/points

(I,J,K) (I+ 1, J , K ) ( I , J + 1,K) ( I - 1, J , K )

(I,J-1,K) (I,J,K-1) (I,J,K+I).

Both stencils are displayed in Fig. 4.9. Note that on a Cartesian grid this
corresponds to the second-order accurate central-difference approximation of
the first derivatives in i-, j-, and k-direction. Thus, a finite difference scheme,
applied to the differential form of the governing equations and using the central
differences, would deliver the same result.

4.3.1 Central S c h e m e with Artificial D i s s i p a t i o n

The central scheme with artificial dissipation is very simple compared to other
discretisation methods. It is easy to implement with either the cell-centred
scheme or with both cell-vertex schemes. For these reasons the scheme became
very wide-spread.
The basic idea of the central scheme is to compute the convective fluxes at
a face of the control volume from the arithmetic average of the conservative
variables on both sides of the face. Since this would allow for odd-even decou-
pling of the solution (generation of two independent solutions of the discretised
equations) and for overshoots at shocks, artificial dissipation (which is similar
to the viscous fluxes) has to be added for stability. The scheme was first imple-
mented for the Euler equations by Jameson et al. [6]. Because of the names of
the authors, it is also abbreviated as the JST scheme.
98 Chapter 4. Structured Finite Volume Schemes

The central scheme is generally less accurate in the resolution of disconti-

nuities and boundary layers than, let say, the upwind schemes. However, it is
computationally considerably cheaper. Therefore, attempts were made to im-
prove the accuracy of the scheme, while still keeping the numerical effort low.
For example, improvements were devised to reduce the amount of the artifi-
cial dissipation in boundary layers [31], [32], or to enhance the shock resolution
[33]-[35]. Another idea, followed in [35], is to utilise the Jacobian matrix of the
convective fluxes, in order to scale the dissipation independently for each con-
servation equation. This successful approach is known as the matrix dissipation
scheme. It can be viewed as a compromise between the original scalar scheme
and the upwind schemes. The basic scheme also employs a single, pressure-
based sensor to switch from second- to first-order accuracy at discontinuities to
prevent non-physical oscillations of the flow variables. In [36], Jameson devel-
oped a concept called the SLIP (Symmetric Limited Positive) scheme, where a
limiter is applied separately for each conservation equation. A brief description
of the previous approaches and comparisons for inviscid and viscous 2-D flows
was presented in [37].

Scalar Dissipation Scheme

The convective fluxes (Eq. (2.21)) through a face of the control volume are
approximated using the average of variables, according to the Equations (4.16),
(4.21), (4.36), or (4.41), respectively. Artificial dissipation is then added to
the central fluxes for stability [6], [38]. Thus, the total convective flux at face
(I + 1/2, J, K) reads

(Fc AS)I+I/2,J,K '~ Fc(~T/+l/2,J, K) A S I + I / 2 , J , K - - fiI+l/2,J,K, (4.48)

where the flow variables are averaged as (see also Fig. 4.8)

1 (~/rI,J,K @ ~rI+l , J, K) 9
W I + I / 2 , j , K -- -~ (4.49)

In the case of the cell-vertex scheme with dual control volumes, node indices
( i , j , k ) would be used instead. For simplicity, ( I + 1//2, J, K)will be abbreviated
as (I + 1/2) hereafter. The artificial dissipation flux consists of a blend of
adaptive second- and fourth-order differences, which result from the sum of
first- and third-order difference operators

(2)
DI+1/2 - AI+I/2 rLei+l/=
-
( ~fI+l ~/I)
(4.50)
_ "~I+1/2
.(4) (W'/+2 - 3~"~7I+1 -Jr- 3W"I - ~"1-1)]

From Eq. (4.50) we can see that the scheme possesses a compact 9-point stencil
in two dimensions and a 13-point stencil in three dimensions.
The dissipation is scaled by the sum of the spectral radii of the convective
flux Jacobians in all coordinate directions
^I
/~f+1/2 -- (Ac)I+1/2 + (/~J)I+1/2 + (/~cK)I+l/2 9 (4.51)
4.3. Discretisation of the Convective Fluxes 99

The spectral radius at the cell face (I + 1/2), e.g., in/-direction (represented
by the superscript I), results from the average

^,
(At)i+1/2 - ~1 [(ac)i
^1 + (Ac)I+I
^' ] . (4.52)

It is evaluated using the formula

s - (IVI + c ) A S , (4.53)
where V stand8 for the contravariant velocity (2.22) and c for the speed of sound,
respectively.
A pressure-based sensor is used to switch off the fourth-order differences at
shocks, where they would lead to strong oscillation of the solution. The sensor
also switches off the second-order differences in smooth parts of the flow field,
in order to reduce the dissipation to the lowest possible level. Herewith, the
coefficients e(2) and e(4) in Eq. (4.50) are defined as

e~l/2 - - k (2) max(T/, TI+I)

_(4) [ (k(4).(2)
t i + l / 2 -- m a x O, - ~I+1/2)
] (4.54)

with the pressure sensor given by

TI -- ]PI+I -- 2px + PI-11 . (4.55)

191+1 + 2p~ + P I - 1

Typical values of the parameters are k (2) - 1/2 and 1/128 < k (4) _< 1/64.
In order to reduce the amount of artificial dissipation across a viscous shear
layer, we can re-define the scaling factors in Eq. (4.50) as follows [31], [32]

s ___ 1 [ ( r i^iAc)i _~_(~)I Ac)i+l

^I ]
_ 1
~kjS+I/2 - [(r + (r (4.56)

= ~ (r A~ )K + (r Ac )K+I 9

These are then employed instead of Eq. (4.51). The directionally dependent
coefficients r are given by the relations

CJ- 1 +max A---~ ' A---{ (4.57)

cK_ 1+max X~
- -
' X~
_ _ .
100 Chapter 4. Structured Finite Volume Schemes

The parameter a is usually set equal to 1//2 or 2/3. This formulation decreases
the scaling of the dissipation terms in the direction along the shorter side of a
control volume, whose longer side is aligned with the flow.

Matrix Dissipation Scheme

In order to improve the accuracy by reducing the numerical dissipation, the

preceding JST scheme can be modified to become more like an upwind scheme.
The idea is to use a matrix - the convective flux Jacobian - instead of the scalar
value/~s to scale the dissipation terms [35]. In this way, each equation is scaled
properly by the corresponding eigenvalue. Hence, the Eq. (4.50) becomes

(4.58)
_ "I+1/2
.(4) ( ~ r I + 2 -- 3 ~ r , + l ~- 3 W , -- WI- 1 )] 9

The scaling matrix corresponds to the convective flux Jacobian (A~ - OF~/OW)
diagonalised with absolute values of the eigenvalues

]2~cl -- T IAc AS] ~-1. (4.59)

The matrices of right (T) and left (~p-1) eigenvectors as well as the diagonal
matrix of the eigenvalues A~ can be found in the Appendix A.11. The eigenvalues
must be limited at stagnation points and sonic lines to prevent the dissipation
from becoming zero. An efficient way of computing the product of IA~I with W
is provided in [35]. It should be noted that by setting c (2) - 1/2 and c(4) - 0,
we obtain a first-order accurate, fully upwind scheme.
As it was already stated before, the idea here was to develop a scheme which
accuracy is close to that of upwind schemes, but which is still computationally
only slightly more expensive (about 15-20%) than the scalar dissipation ap-
proach. Results of comparisons with flux-vector splitting schemes (CUSP and
AUSM) were recently reported in [37].

4.3.2 Flux-Vector Splitting Schemes

The flux-vector splitting methods can be viewed as the first level of upwind
schemes, since they account only for the direction of wave propagation. The
flux-vector splitting schemes decompose the vector of the convective fluxes into
two parts - either according to the sign of certain characteristic variables, or
into a convective and a pressure part. The well-known Van Leer's flux-vector
splitting scheme [39] belongs to the first category based on characteristic de-
composition. The second approach is followed by more recent methods like the
Advection Upstream Splitting Method (AUSM) of Liou et al. [40], [41], or the
Convective Upwind Split Pressure (CUSP) scheme of Jameson [42], [43], respec-
tively. Further similar approaches are the Low-Diffusion Flux-Splitting Scheme
(LDFSS) introduced by Edwards [44], or the Mach number-based Advection
Pressure Splitting (MAPS) scheme of Rossow [45], [46].
4.3. Discretisation of the Convective Fluxes 101

The flux-vector splitting schemes can be implemented only in the framework

of the cell-centred scheme (Subsection 4.2.1), or the cell-vertex scheme with dual
control volumes (Subsection 4.2.3). Their advantage can be seen in only a mod-
erately increased numerical effort but a much better resolution of shocks and
boundary layers, as compared to the central scheme with scalar artificial dissi-
pation. However, the matrix dissipation scheme (Eq. (4.58)), can also produce
results of comparable accuracy [37]. Because of certain numerical difficulties,
many modifications to the basic schemes (particularly to AUSM) were devised
by various researchers and the development still continues. In the following, we
shall present the basics of the Van Leer, AUSM and CUSP schemes, give some
hints with respect to the most important modifications, and provide references
to the corresponding literature.

Van Leer's Scheme

Van Leer's flux-vector splitting scheme [39] is based on characteristic decom-

position of the convective fluxes. An extension of the approach to body-fitted
grids was presented in [47], [48].
The convective flux is split into a positive and a negative part, i.e.,

/~c - F + +/~c-, (4.60)

according to the Mach number normal to the face of the control volume (e.g.,
at ( I + 1 / 2 ) - see Fig. 4.8)

(Mn)I+I/2-(VI-- C I+1/2
, (4.61)

where V represents the contravariant velocity (2.22) and c the speed of sound,
respectively. In the case of the cell-vertex scheme with dual control volumes,
the cell indices have to be replaced by node indices.
The values of the flow variables p, u, v, w, and p, respectively, have to be
interpolated first to the faces of the control volume correspondingly to Eq. (4.19)
or Eq. (4.39). Then, the positive fluxes are computed with the left state and the
negative fluxes with the right state. The advection Mach number (Mn)I+l/2 is
obtained from the relation [39]

(Mn)I+l/2 - M+L -~- M ~ , (4.62)

where the split Mach numbers are defined as

ML if ML ~ +1

M+ - 1
-~(ML + I) 2 if [ML[ < 1 (4.63)

0 if ML <_ --1,
102 Chapter 4. Structured Finite Volume Schemes

and
0 if MR ~_ +1

1 ( M R - 1) 2 if [MR] < 1 (4.64)

MR if MR _ - 1 .
The Mach numbers ML and MR are evaluated using the left and right state,
respectively, i.e.,
ML- VL , MR- VR . (4.65)
CL CR
In the case of IMn] < 1 (subsonic flow), the positive and the negative flux
parts are given by
+
fmass
fmass
• [nx(-V :1=2c)l.y + u]
r: = • [ny(-V :t=2c)/V + v]
/mass . (4.66)
+
fmass [nz(-V :l=2c)/V + w]
•
fenergy
The mass and energy flux components are defined as

+ (ML + 1) 2
f m a s s - +pLCL

(MR -- 1)2
fmass -- --pRCR (4.67)

u 2 + v2 + w2 _ V 2
fe~ergy + { [(')' -- 1)V -+- 2c] 2
= fmass 2(72 - 1) + 2 / L/R
For supersonic flow, i.e., for IMnl >_ 1, the fluxes are evaluated from

/~c+ -- Pc Fc--0 if Mn _~ +1
(4.68)
/~+-0 /~--/~c if Mn _< - 1 .
The evaluation of the left and right state follows generally the MUSCL ap-
proach [29], which is given by Eqs. (4.46). The higher order schemes k = - 1 ,
= 0 and k = 1/3, respectively, require a limiter if the flow field contains
discontinuities like shocks. More details are provided in Subsection 4.3.5.
The flux-vector splitting scheme of Van Leer performs very well in the case
of the Euler equations. But several investigations [49], [50], carried out with the
Navier-Stokes equations revealed that splitting errors in the momentum and
the energy equations smear the boundary layers and also lead to inaccurate
stagnation and wall temperatures. A modification to the momentum flux in
the direction normal to the boundary layer was therefore suggested in Ref.
[51]. A similar remedy for the energy flux was proposed in Ref. [52]. Both
modifications together remove the splitting errors, and hence they improve the
solution accuracy considerably [53].
4.3. Discretisation of the Convective Fluxes 103

AUSM

The Advection Upstream Splitting Method (AUSM) was introduced by Liou

and Steffen [40], and Liou [54]. It was subsequently modified by Wada and Liou
[55] and renamed as AUSMD/V. Finally, an improved version termed AUSM +
was presented by Liou [41], [56].
The underlying idea of the approach is based on the observation that the
vector of convective fluxes (2.21) consists of two physically distinct parts, namely
the convective and the pressure part

p 0
-, pu n~p
F~- V pv + nyp . (4.69)
pw op
pH

The first term in Eq. (4.69) represents scalar quantities, which are convected
by the contravariant velocity V. By contrast, the pressure term is governed by
the acoustic wave speed. The idea now is to discretise the convective term in
purely upwind manner by taking either the left or the right state, depending on
the sign of V (even for subsonic flow). On the other hand, the pressure term
includes both states in the subsonic case. It becomes fully upwind only for a
supersonic flow.
Following the basic AUSM from [40], we introduce an advection Mach num-
ber (Mn)I+1/2 from Eq. (4.61). Herewith, we can recast the convective flux at
the face ( I + 1 / 2 ) , or (i+1/2) of the control volume, respectively, into

pc 0
pcu nxp
(Fc)i+1/2 --(Mn)I+l/2 pcv + nyp (4.70)
pcw op
pert L/ R I--k1~2
where
(')L if MI+1/2 >_ 0
( ' ) L / R -- (4.71)
(')R otherwise.

Similar to Van Leer's flux-vector splitting scheme, the advection Mach number
is evaluated as a sum of the left and right split Mach numbers according to the
relations (4.62) and (4.63)-(4.65). The computation of the left and right state
(flow quantities: p, u, v, w, p, H) is based again on a separate interpolation
to the faces of the control volume according to Eq. (4.19) or Eq. (4.39). The
interpolation follows the MUSCL methodology [29], as it is given in Eq. (4.46).
All higher-order MUSCL schemes (k = - 1 , k = 0, and k = 1/3) require a
limiter, if the flow field contains strong gradients like shocks. Please refer to
Subsection 4.3.5 for more details.
104 Chapter 4. Structured Finite Volume Schemes

The pressure at the face (I+1/2) of the control volume is obtained from the
splitting [40]
PI+1/2 -- P+L q- PR (4.72)
with the split pressures given by [39]

PL if M L ~_ + 1

P+ - 4(ML + 1 ) 2 ( 2 - ML) if [M l< 1 (4.73)

0 if M L <_ --1,

and
0 if MR ~_ + 1

PR -- 4(MR -- 1)2(2 + M R ) if [MR[ < 1 (4.74)

PR if M R <_ - 1 .
It is also possible to use the following lower-order expansion for IML/R[ < 1

• PL/R
PL/R -- 2 (1 i M L / R ) . (a.75)

It should be noted that we can write AUSM also in the form

pc pc
pcu pcu
-" ) i + l / 2 = 51(Mn)I+ 1/2
( Fc flcv + flcv
pcw pcw
pcH L pcH R

pc pc
1 pcu pcu
2 I(Mn)I+l/2] pcv - pcv (4.76)
pcw pcw
pcH pcH L

0
nx(p + +
+ n (pL++
nz(P + + PR)
0

The first term on the right-hand side of the above Eq. (4.76) represents a Mach
number-weighted average of the left and right state - similar to the average of
fluxes Eq. (4.15), (4.20) or Eq. (4.35), (4.40), respectively. The second term has
a dissipative character. It is scaled by the scalar value I(Mn)I+I/2].
4.3. Discretisation of the Convective Fluxes 105

AUSM proved to deliver a crisp resolution of strong shocks and accurate

results for boundary layers. However, the original AUSM [40], [54] was found
to generate local pressure oscillations at shocks and in cases where the flow is
aligned with the grid [57]. In [57], [58] it was therefore suggested to switch at
shocks to Van Leer's scheme. When the advection Mach number (Mn)I+I/2
tends to zero, the dissipation term in Eq. (4.76) will approach zero as well.
Thus, any disturbances cannot be damped by the scheme. In order to solve the
flow alignment problem, it was proposed in [57] to modify the scaling of the
dissipation term as follows

[(M~)I+1/2 b if I(Mn)i+l/21 >

](Mn)I+l/2[ -- 2 (~2 (4.77)
(Mn)I+l/2 -}-
if I(Mn)I+U21 < 5,
25
where 5 is a small value (0 < 5 _< 0.5). Hence, there will always be a sufficient
amount of numerical dissipation. In order to retain the accuracy of AUSM for
boundary layers, the parameter 5 could be reduced in the wall normal direction
using the same idea as given for the central scheme by Eq. (4.57).
Further improvements of the basic AUSM, with respect to better behaviour
in the vicinity of shocks, was presented in [41], [56] as AUSM +. The modifica-
tions consist of new Mach and pressure splittings, which replace the relations
(4.63), (4.64)and (4.73), (4.74), respectively.

C U S P Scheme
The concept of the Convective Upwind Split Pressure (CUSP) scheme is quite
similar to that of AUSM. However, the CUSP approach has the advantage to be
formulated as an average of fluxes (but without weighting like within AUSM)
minus a dissipation term. This feature is crucial for the implementation in an
explicit, hybrid multistage scheme. Furthermore, because of the different scaling
factors as compared to AUSM, the CUSP scheme behaves more favourably in
the case of flow alignment. The CUSP scheme was introduced by Jameson
[42], [59], [60], and subsequently modified by Tatsumi et al. [43], [61]. It can
be implemented either within the cell-centred or the (cell-vertex) dual control-
volume type of spatial discretisation.
The convective fluxes (Eq. (2.21)) through a face of the control volume are
approximated using the arithmetic average of fluxes according to the Equations
(4.15), (4.20), (4.35), or (4.40), respectively. The dissipation term is then sub-
tracted from the central fluxes for stabilisation. Thus, the total convective fluxes
at the face ( i + 1/2) read

(Fc)i+l/2- ~ -- . (4.78)

In the case of the dual control-volume discretisation, (i+1/2) would apply in-
stead. The dissipation term, which is composed of a linear combination of the
106 Chapter 4. Structured Finite Volume Schemes

differences of the state and the flux vector, can be expressed as

P P
pu pu
D--I + I / 2 -- -~
1 (a* c) I+1 /2 pv - - pv
pw pw
pC n PC L
(4.r9)
pV pV
1 p u V + nxp p u V + nxp
+ ~ ~I+1/2 p v V + nyp - p v V + nyp .
p w V + nzp p w V + nzp
pHV R pHV L

There are two choices for the term r in Eq. (4.79). Either, r is set equal to
the total energy E, or it is set to the total enthalpy H. In the first case we
speak of the E-CUSP scheme [62], the second choice is consequently called the
H-CUSP scheme. The formulation with r = H preserves the total enthalpy [43]
and is therefore suitable for inviscid flows. The left (L) and right (R) state is
evaluated similarly to the MUSCL approach [29], using the limited interpolation
(4.118)-(4.121). The two factors c~*c and/3 in Eq. (4.79) are defined as

IV] if ~ - 0

- ( 1 +/3)A- if/~ > 0 and 0 < Mn < 1

OL*C (4.80)
+(1-/~)A + if/~<0and -l<Mn<O

0 if IMp[ > 1

and
+max 0, V - A - if0_<Mn<l

V+A +) (4.81)
-max 0, V - A + if - l < M n <0

sign(Mn) if IMnl _> 1

with Mn - V/c. The contravariant velocity V in the above formulae (4.80) and
(4.81) is computed from the arithmetic mean of the velocity components, i.e.,
1
gi+l/2 = ~ [(it/Jr- Ui+l)nx nt- ( v i -1- Vi+l)ny nt- ( w I Jr- Wi+l)nz]. (4.82)

The speed of sound c in the evaluation of Mn is also obtained from arithmetically

averaged quantities.
The positive and negative eigenvalues A + and A- in Eqs. (4.80), (4.81) are
those of the so-called Roe matrix [63], which will be discussed in the Subsection
4.3. Discretisation of the Convective Fluxes 107

4.3.3. The eigenvalues are given by [60]

A • = 3' + 1 19 4- 7 - 119 + --, (4.83)

27 27 7
where V denotes the contravariant velocity, 7 is the ratio of specific heat coef-
ficients and ~ stands for the speed of sound. The flow variables in Eq. (4.83),
which have to be evaluated at the faces of the control volumes, are obtained
using the so-called Roe averages [63]
ur x / ~ + unvZPn
UI+I/2 -- ~-~ +

v v +VRv
VI+l/2 ---

WI+l,/2 --
(4.84)
HL v/--~ + HR ~ p R
HI+l~ 2 -

CIq-1/2- ~ ( - y - 1) ( H -
2 J I+1/2

1~rI+1/2 -- UI+1/2 nx + v I + 1 / 2 ny q- WI+1/2 nz .

The factors c~*c and/3 are defined such that full upwinding of the convective
fluxes results for supersonic flow, i.e., c~*c = 0 and fl = sign(Mn). On the
other hand, in subsonic flow (when /3 = 0) the dissipation is scaled by IvI.
This is a desirable property for the computation of viscous layers. In cases of
large aspect ratio cells, explicit time-stepping schemes usually require increased
numerical dissipation in the direction of the longer cell side in order to stay
robust. This can be accomplished by employing ratios of the spectral radii
similar to Eq. (4.57). More details can be found in Ref. [37], which also contains
comparisons between the CUSP scheme and the scalar as well as the matrix
artificial dissipation (Subsection 4.3.1) scheme.
The implementation of the CUSP scheme can be considerably simplified
by replacing the Roe averages from Eq. (4.84) by arithmetic averages and the
eigenvalues from Eq. (4.83) by A + = V + c. Introducing the definition
a*c = ac - fl V, (4.85)
the factors of the modified scheme read [60], [43]

/ ,M I

25
if IMn] > 5

iflM~ ] < 6,
(4.s6)
108 Chapter 4. Structured Finite Volume Schemes

and
max (0, 2Mn - 1 ) if0<Mn<l

/~= min(0,2Mn+l) if - l < M n < 0 (4.s7)

sign(Mn) if [Mn] >_ 1.

The contravariant velocity in Mn -- V / c is still computed as indicated in Eq.

(4.82). The parameter 5 in Eq. (4.86) is intended to prevent the dissipation
from disappearing at stagnation points, but this does not seem to be always
necessary. The above simplifications lead to a computationally very efficient
scheme, however the shock resolution is slightly reduced as compared to the
original formulation with Roe averages.

4.3.3 Flux-Difference Splitting Schemes

The flux-difference splitting schemes evaluate the convective fluxes at a face of

the control volume from the (in general discontinuous) left and right state by
solving the Riemann (shock tube) problem. The idea was first introduced by
Godunov [64]. In contrast to the flux-vector splitting schemes, the flux-difference
splitting considers not only the direction of wave (information) propagation,
but also the waves themselves. In order to reduce the computational effort of
Godunov's scheme for the exact solution of the Riemann problem, approximate
Riemann solvers were developed, e.g., by Osher et al. [65] and by Roe [63]. In
particular, Roe's method is applied quite often because of its high accuracy in
boundary layer flows and good resolution of shocks. Therefore, the Roe solver
shall be presented in more detail in the following subsection.

Roe Upwind Scheme

Roe's approximate Riemann solver can be implemented either in the framework

of the cell-centred scheme or the dual control-volume scheme. It is based on
the decomposition of the flux difference over a face of the control volume into
a sum of wave contributions, while ensuring the conservation properties of the
Euler equations. On the face (1+1/2) or (i+1/2), respectively, the difference is
expressed as [63]

(Fc)R -- (Fc)L -- (ARoe)I+l/2 (WR - W L ) . (4.ss)

In the above Eq. (4.88), fi, Ro~ denotes the so-called Roe matrix, and L or R the
left and right state (see Fig. 4.8), respectively. The Roe matrix is identical to
the convective flux Jacobian Ac (see Appendix A.9), where the flow variables
are replaced by the so-called Roe-averaged variables. The flux difference in Eq.
(4.88) is exact, if the Roe's averages are computed from the left and the right
4.3. Discretisation of the Convective Fluxes 109

state by the following formulae [63], [66]

-- v/pLpR

N
ULg - ~ + URg - ~

vL ~ + vR g - ~
~_j b

WLg~ + ~Rg-~
__

(4.89)
~v~ + HR4~
H=
~+v~

- I(7-1)(/~- ~/2)

- (mx + vny + @nz

~2 _ (t2 + ~;2 + @2.

We can make the decomposition into waves in Roe's scheme clearer when
we insert the diagonalisation of the Roe matrix, i.e., fi~Ro~ -- TAcT -1, into the
Eq. (4.88)
(F~)R -- (F~)L -- TA~ (CR -- CL) . (4.90)
The matrix of left (~-1) and right (T) eigenvectors, as well as the diagonal
matrix of eigenvalues (Ac) are evaluated using Roe's averaging (4.89). In the
above Eq. (4.90), the characteristic variables C represent the wave amplitudes,
the eigenvalues Ac are the associated wave speeds of the approximate Riemann
problem, and finally the right eigenvectors are the waves themselves.
Following from the previous discussion, the convective fluxes are evaluated
at the faces of a control volume faces according to the formula [63]

(4.91)

The product of IARoel and the difference of the left and right state can be
efficiently evaluated as follows

bARo~I(WR-WL) --IAFll + IAF2,3,4I + IAF51, (4.92)

where
1

[AYlI - 1 9 - OI ( A p - ~~ (4.93)
@ - ~nz
[-I - ~9
110 Chapter 4. Structured Finite Volume Schemes

1A#2,3,41 191 (4.94)

r
0
Au- AVn~
+ ~ Av- AV%
Aw- AVnz
( t A t + ~Av + goAw - V A V
1

gt + ~nx
- v + Cny . (4.95)
282 @ + ~nz
H+~V
The jump condition is defined as A(.) = ( ' ) R - (')L and the Roe-averaged
variables are given in Eq. (4.89), respectively.
The left and the right state are determined using the MUSCL scheme [29],
which is given in Eq. (4.46). All higher-order schemes (s = - 1 , ~ = 0, and
= 1/3) have to be supplemented by limiters (Subsection 4.3.5), if the flow
field contains any discontinuities.
Because of the formulation in Eq. (4.88), Roe's approximate Riemann solver
will produce an unphysical expansion shock in the case of stationary expansion,
for which ( F c ) L - (F~)R but WL ~: WR. Furthermore, the so-called "carbuncle
phenomenon" may occur, where a perturbation grows ahead of a strong bow
shock along the stagnation line [67], [68]. See also the discussion in Ref. [69].
The underlying difficulty is that the original scheme does not recognise the
sonic point. In order to solve this problem, the modulus of the eigenvalues
]A~I = IV • E] is modified using Harten's entropy correction [70], [71]

IA~]- / ]A~I
A~ + 52
25
if A~ I > 5

if At] <_ 5,
(4.96)

where 5 is a small value, which can be conveniently set equal to some fraction
(e.g., 1/10) of the local speed of sound. In order to prevent the linear waves
IA#2,3,41 from disappearing for I)--+ 0 (e.g., at stagnation points or for grid-
aligned flow), the above modification can also be applied to IVI.
A clear disadvantage of the Roe solver as compared to the central scheme or
to the flux-vector splitting schemes shows up for a real gas simulation. Namely,
the Roe matrix and averaging have to be changed correspondingly, which may
become quite complicated. The reader may find examples of formulations for
equilibrium as well as non-equilibrium real gas flows in [72]-[75] and in the
references cited therein. An implementation of Roe's scheme for arbitrary com-
pressible and incompressible fluids was recently described in Ref. [76].
4.3. Discretisation of the Convective Fluxes 111

4.3.4 Total Variation Diminishing Schemes

The idea of Total Variation Diminishing (TVD) schemes was first pursued by
Harten [77]. The TVD schemes are based on a concept aimed at preventing the
generation of new extrema in the flow solution. The principal condition for a
TVD scheme is that the total variation of the solution, defined as

TV - E IUI+1 - UII (4.97)

I
for a scalar conservation equation, decreases in time. This implies that ma-
xima in the solution must be non-increasing and minima non-decreasing. Hence
no new local extrema may be created during the time evolution. Thus, a dis-
cretisation methodology with TVD properties allows it to resolve strong shock
waves accurately, without any spurious oscillations of the solution, as they are
for example generated by the central scheme with scalar or matrix artificial
dissipation (Subsection 4.3.1).
The TVD schemes are implemented as an average of the convective fluxes
combined with an additional dissipation term (flux-limited dissipation), which
complies with the TVD conditions [77], [78]. If the dissipation term depends
on the sign of the characteristic speeds, we speak of a symmetric TVD scheme
[79], [80], otherwise of an upwind TVD scheme [81]-[85]. Experience shows
that the upwind TVD scheme offers higher accuracy than the symmetric TVD
scheme [86]. The upwind TVD scheme is particularly suitable for the simulation
of supersonic and hypersonic flow fields [87]. It is also capable of accurate
resolution of boundary layers [53], especially if the modification described in
Ref. [88] is applied.

Upwind TVD Scheme

In this framework, the convective fluxes through the face ( I + 1 / 2 ) of the control
volume (see Fig. 4.8) can be expressed as
1[ 1
(gc)I+l/2 -- -~ (/~c)I+l nt- (Fc)I @ -~ TI+1/2~)I+1/2 9 (4.98)

In the case of the cell-vertex scheme with dual control volumes (Subsection
4.2.3), the indices would read (i+1/2), (i+1), etc. The matrix T contains the
right eigenvectors of the Jacobian Ac - OFc/OW. The entries of the matrix can
be found in the Appendix A.11. In Equation (4.98), the term O takes account
of the direction of the characteristic speeds. It controls the upwind direction of
the difference operator. T h e / - t h component of the vector O is defined as (cf.
[84])

_ 51 ~(Ai+l/2) (lI/i+l -~- /Ill) _ @ (Ai+l/2 -Jr- X.I+I/2)

l~i_t_l/2 __ 1 ACII+I/2, (4.99)

where A1 represents the individual eigenvalues of the diagonal matrix Ac (see

Appendix A.11), and ~ the limiter function (Eq. (4.122)), respectively. Fur-
112 Chapter 4. Structured Finite Volume Schemes

thermore,

( ~ I + 11- ~ i ) if ACI+I/2
' r 0
~//-I-1/2 :
1 ACI+I/2 (4.100)
0 if ACI+I/2
l --0,

and finally AC z are the elements of the difference of characteristic variables,

i.e.,
nCi+l/2 Ti-_4_11/2(]/~r/+l- ~rI)
- - (4.101)

with 2~-1 being the matrix of left eigenvectors. The so-called entropy correction
of Harten [70], [71], i.e.,

Jzl if IZl > 51

r - z + 51 (4.102)
if [z[ ~ 51
251
prevents the value @(z) from vanishing for Izl--, 0. The parameter ~1 is best
formulated as function of the velocity components and the speed of sound [84]

(~1)I+1/2 -- (~ (lui+1/21 § lvi+1/21 § IWi+l/2l § ci+112), (4.103)

where 0.05 < 5 < 0.5. Values of the primitive variables at the face (I+1/2) are
obtained either from Roe's (4.89) or from simple arithmetic averaging of the
states at I and (I+1). The limiter function ~, which prevents the generation of
spurious solutions near strong gradients, will be presented in the next subsection.
It should be stressed that the above upwind TVD scheme does not employ the
MUSCL approach to achieve higher order accuracy.
One can show that the upwind TVD method is precisely of first-order in
space when the limiter function ~ in Eqs. (4.99), (4.100) is set equal to zero
[89], which happens at discontinuities. Otherwise, the upwind TVD scheme, as
presented above, is second-order accurate in smooth flow regions.

4.3.5 Limiter F u n c t i o n s
Second- and higher-order upwind spatial discretisations require the use of so-
called limiters or limiter functions in order to prevent the generation of oscil-
lations and spurious solutions in regions with large gradients (e.g., at shocks).
Hence, what we are looking for is at least a monotonicity preserving scheme.
This means that maxima in the flow field must be non-increasing, minima non-
decreasing, and no new local extrema may be created during the time evolution.
Or in other words, if the initial data is monotone then the solution has to remain
monotone. The rather stringent conditions for monotonicity preserving schemes
(or the more rigorous ones for TVD schemes) are often given up in favour of the
Local Extremum Diminishing (LED) conditions [60]. Here, a local extremum
contained only w i t h i n the stencil has to decrease.
4.3. Discretisation of the Convective Fluxes 113

1.4
I

1.2

.~ 1.0

0.8

0.6

0.4

0 0.25 0.5 0.75 1

chord

F i g u r e 4.10: Comparison of inviscid transonic flow computation with and

without limiter. NACA 0012 airfoil, Mo~ = 0.85, a = 1~

However, due to Godunov's theorem there is no possibility for a higher-order

linear scheme (such as the MUSCL approach) to be monotonicity preserving [90].
It is therefore necessary to employ non-linear limiter functions in order to con-
struct a monotonicity preserving or a TVD discretisation. This is demonstrated
in Fig. 4.10, where the upwind TVD scheme of Eq. (4.98) was used with and
without a limiter to compute 2-D transonic flow past the NACA 0012 airfoil. It
can be clearly seen that without limiter, the solution exhibits large oscillations
in the neighbourhood of the shocks on the upper and the lower side of the air-
foil. On the other hand, the limited and the unlimited solutions become nearly
identical away from the shocks.
The purpose of a limiter is to reduce the slopes (i.e., ( U x + l - UI)/Ax)
used to interpolate a flow variable to the face of a control volume in order to
constrain the solution variations. At strong discontinuities, the limiter has to
reduce the slopes to zero to prevent the generation of new extrema. This implies
for the MUSCL approach as well as for the TVD schemes that the (monotone)
first-order upwind scheme (c = 0 in Eq. (4.46)) is recovered in the immediate
vicinity of large gradients. The last requirement to be imposed on a limiter
is quite obvious - the original unlimited discretisation has to be obtained in
smooth flow regions, in order to keep the amount of numerical dissipation as
114 Chapter 4. Structured Finite Volume Schemes

U U
/ /
/ / /
( /
L R

m m m | ~ m m | m .~
m m m m ,~ mm m m m ,~

I-1 I I+1 1+2 x I-1 I I+1 1+2 x

F i g u r e 4.11: Comparison of direct (left) and limited (right) interpolation to

the cell faces. Thick lines denote slopes AU/Ax, bars represent values at cell
centres.

low as possible. The effect of a limiter on the interpolation of the left and right
states is sketched in Fig. 4.11. The example shows the slope reduction at the
local minimum at I and the change of the slope at the cells (I+1), (I+2) to
achieve a monotone solution. It is important to realise that a difference between
the left and right state at a face may (and generally will) still be present.
In the following, we shall describe four different limiter functions, which
are well-established and proven in practice. We shall consider limiters for the
second-order MUSCL, for the CUSP and for the upwind TVD scheme.

L i m i t e r F u n c t i o n s for M U S C L I n t e r p o l a t i o n

Van Leer's MUSCL approach [29] is turned into a monotonicity preserving

scheme by employing a limiter function to reduce the differences A+Uz and
A_UI in Eq. (4.47) when necessary. Introducing slope limiters ~+, the MUSCL
interpolation formulae in Eq. (4.46) are modified as follows (see also Fig. 4.8)

UR = UI+I - ~
1 [(1 + k)0++ 1/2 A _ + (1 - k)~/+3/2A+] UI+~
(4.104)
UL -- UI 1
+ -4 [(l+k)O/+ 1/2AT +(1 - k)0 +_ 1/2 A_] UI,

The parameter e in Eq. (4.46) was set equal to unity. The slope limiters are
functions of the ratios of the consecutive solution variations, i.e., (I)~+1/2 =
4.3. Discretisation of the Convective Fluxes 115

•
9 (r1+1/2) , with the definitions [1]

UI+2 -- UI+I
7.+
1+1/2 --
Ui+~ - V i
(4.105)
Vi - Vi-1
r1+1/2 = U1+1 - Ui ' etc.

If we substitute now r L for r;_l/2 and r R for ri-+3/2 , thus

a i + l -- UI A_
-- ~ VI+l
~'R -- VI+2 - VI+ 1 At
(4.106)
Vi+ 1 - VI A+
rL-UI_UI_I =A_ UI,

we can write Eq. (4.104) in the form

1
UR -- V i + l - -~ [(1 + &)rR <b(1/rR) + (1 -- &)O(rR)] (VI+2 - VI+l)
(4.107)
1
uL - UI + ~ [(1 + s g;(1/rL) + (1 -- s (UI -- UI-1).

The above relationships Eq. (4.107) can be simplified if we consider only slope
limiters with the symmetry property

q)(r) = ~ ( 1 / r ) . (4.108)

With this definition, the limited MUSCL interpolation Eq. (4.104) becomes [91]
1
UR -- UI+I - -~IJ~R (UI+2 - U I + I )
(4.109)
1
UL -- Ui -t--~L (UI - U I - 1 )

with the l i m i t e r f u n c t i o n defined as

1
~ 5 / R -- ~[(1 + ~)rc/R + (1 -- ~)]<bL/R. (4.110)

Different formulations of the slope limiter (I) in Eq. (4.110) are now possible,
which can be tailored to specific values of ~ to give the most accurate but stable
and monotonicity preserving MUSCL scheme.

MUSCL scheme with ~ - 0

One particularly suitable combination for the second-order, upwind-biased sche-
me with ~ - 0 is [92]
2r
(I)(r)- r2 + 1" (4.111)
116 C h a p t e r 4. Structured Finite Volume Schemes

In this case, the function ~ ( r ) corresponds to the Van Albada limiter [93]

r2+r
9 (r) - 1 + r 2 ' (4.112)

and we obtain with Eq. (4.109) the following expressions for the left and right
state
1
UR - U i + l - ~ 5R
(4.113)
1
u L - u~ + ~ hL .

The function 5 is formally identical for both states. It reads

5 = a(b2 + ~) + b(a2 + c)
(4.114)
a 2 + b2 + 2e

The coefficients a and b are defined for the left and right state as

aR - A + U I + I , bR -- A _ U I + I , (4.115)
aL -- A + U I , bL -- A _ UI

and the difference operators A• are given by Eq. (4.47). The additional pa-
rameter ~ in Eq. (4.114) prevents the activation of the limiter in smooth flow
regions due to small-scale oscillations [92]. This is sometimes necessary in order
to achieve a fully converged steady-state solution. The parameter c is conve-
niently set proportional to the local grid scale, in 3D for example to ~t 1/3 [92],
[94]. Additional scaling of the parameter c is required if the particular state
variable U is given in physical units. It can be shown that the relations in
Eq. (4.113) are identical to the original (unlimited) MUSCL scheme (4.46) with
- 0 for smoothly varying flow. Thus, the accuracy of the solution is not
influenced. On the other hand, the function 5 becomes zero at local extrema,
reducing the accuracy to first order as desired.

MUSCL scheme with k = 1//3

Another limiter function was devised for the three-point, second-order accurate
upwind-biased MUSCL scheme with k - 1/3. Here, the slope limiter is given
by
3r
(I)(r) - 2r 2 _ r + 2" (4.116)

In this case, the function ~ ( r ) corresponds to the limiter of Hemker and Koren
[95]. Following the same way as in the previous case, we obtain formulae for the
left and right state at the face ( I + 1 / 2 ) which are identical to Eq. (4.113), but
now with [92]
5 - (2a2 + e)b + (b2 + 2e)a (4.117)
2a 2 + 2 b 2 - a b + 3 e "
The definitions of the coefficients a, b, and of the parameter e are retained.
4.3. Discretisation of the Convective Fluxes 117

L i m i t e r for C U S P S c h e m e
In the framework of the CUSP scheme (Subsection 4.a.2), the left (L) and right
(R) states are evaluated to second-order accuracy according to [43]
1
UR -- UI+I - -~L (AUI+3/2, A U I _ I / 2 )
(4.118)
1
UL -- UI + -~L (AUI+3/2, A U I - 1 / 2 ) ,

where
/kUI_I/2= UI - UI_I
(4.119)
AUI+3/2 - UI+2 - UI+I .
In the above Eqs. (4.118) and (4.119), U represents a dependent variable and
L() the limited average
1
L ( A 1 , /k2) -- ~ ~I/(nl, A 2 ) ( n 1 nt- A2) , (4.120)

respectively. The limiter itself is defined as

A1 __ A2 a
9 (A1, A2) = 1 - , (4.121)
ILXll + ILX l
where a is a positive coefficient which is usually set equal to two. The constant
e is required to prevent division by zero (e.g., e = 10-2~ If A1 and A2 happen
to have opposite sign but the same magnitude, the limiter becomes 9 = 0. This
means that we obtain only a first-order accurate approximation for the left and
the right state.
It should be mentioned that it is also possible to employ the MUSCL scheme
with t~ = 0 and the Van Albada limiter from Eqs. (4.113)-(4.115) instead of the
above relations.

L i m i t e r for T V D S c h e m e
In comparison to the previous cases, the limiter here acts not on the conservative
or the primitive variables, but on the characteristic variables C. One particularly
suitable limiter function is given by [84]

~l I ___ AClI 1/2ACJ+I/2 -~-IACII 1/ 2ACI+I/21

- -
1 (4.122)
ACII_I/2 nt- A C / + I / 2 -~-e

where t h e AC//+1/2 represents the difference of the characteristic variables at

face ( I + 1 / 2 ) of the control volume (Eq. (4.101)). The positive constant e
10 -20 in the denominator prevents division by zero. In regions with high gra-
dients, the limiter function becomes zero, which leads with Eq. (4.99) and Eq.
(4.98) to first-order accurate upwind scheme. The upwind TVD scheme in Eq.
(4.98) retains second-order accuracy in areas with smoothly varying flow vari-
ables, where ~ - C ~ - C//_I .
118 Chapter 4. Structured Finite Volume Schemes

4.4 Discretisation of the Viscous Fluxes

The control volume for the viscous fluxes is generally chosen to be the same as
for the convective fluxes in order to obtain a consistent spatial discretisation.
An exception is made only in the case of the cell-vertex scheme with overlapping
control volumes (Subsection 4.2.2), where the dual control volume (Subsection
4.2.3) is employed instead, primarily due to stability reasons [96]-[98]. The
viscous fluxes Fv in the discretised governing equations (4.2) are, similar to
Eqs. (4.17), (4.22), (4.37), (4.42), evaluated from variables averaged at the faces
of the control volume. This is in line with the elliptic nature of the viscous fluxes.
Thus, values of the velocity components (u, v, w), the dynamic viscosity #, and
of the heat conduction coefficient k, which are required for the computation of
the viscous terms (2.23), (2.24) and of the stresses (2.15), are simply averaged
at a face. In the case of the cell-centred scheme (Figs. 4.3 and 4.8), the values
at the face ( I + 1 / 2 ) of the control volume result from

1 (UI
g i + l /2 -- -~ + UI+1), (4.123)

where U is any of the above flow variables. The same holds in the case of both
cell-vertex schemes for the face (i+1/2) - s e e Figs. 4.5 and 4.8, respectively.
The remaining task is the evaluation of the first derivatives (gradients) of the
velocity components in Eq. (2.15) and of the temperature in Eq. (2.24). This
can be accomplished in one of two ways, i.e., by using

9 finite differences, or

9 Green's theorem.

The first approach applies a local transformation from Cartesian coordinates

(x, y, z) to the curvilinear coordinates (~, 7, (), e.g.,

ou ou o~ ou on ou o(
: ~ t _-a-;_-a--:, etc. (4.124)
Ox O~ Ox &7 0x aq ax

The derivatives U(, Un and Ur are obtained from finite difference approxima-
tions. More details can be found in Refs. [96]-[98]. See Appendix A.1 for the
derivatives of the coordinates and for the Jacobian of the transformation.
Here, we prefer the second approach, which is more in line with the finite
volume methodology treated in this book. However, it requires the construction
of an additional control volume for the computation of the derivatives. This
will be discussed below for the cell-centred and the cell-vertex scheme.
Once we obtained the values of the flow variables and of the first derivatives
at the faces of the control volume, we can sum up the contributions due to the
viscous fluxes according to Eq. (4.2). By adding the sum of the contributions
to the inviscid fluxes, we completed the spatial discretisation, and we can thus
integrate the approximated governing equations in time.
4.4. Discretisation of the Viscous Fluxes 119

F i g u r e 4.12: Auxiliary control volume f~' (filled) for evaluation of first deriva-
tives in two dimensions: (a) cell-centred scheme; (b) cell-vertex scheme. The
diamond symbol denotes location where first derivatives are to be evaluated.
120 Chapter 4. Structured Finite Volume Schemes

4.4.1 Cell-Centred Scheme

In order to apply Green's theorem, which relates the volume integral of the
first derivative to the surface integral of U, we have to define a suitable control
volume first. Since we need the derivatives at the midpoints of the faces for the
summation in Eq. (4.2), we construct an auxiliary control volume centred at
the face b~ connecting the midpoints of the edges defining adjacent grid cells
[31], [19], [98] as shown in Fig. 4.12a. In order to evaluate the first derivative
at the face (I+1/2) - marked by a diamond symbol in Fig. 4 . 1 2 a - we have to
integrate the corresponding flow variable U over the boundary of the auxiliary
control volume (denoted by the superscript ' in the following). Thus, e.g., for
the derivative in the x-direction

OU _ 1 ~o U dS" ~ 1 ~NF Um S',m (4.125)

Ox - ~--; a' -~ m--1 '

where NF stands for the number of faces (NF -- 4 in 2D and NF -- 6 in 3D).

The volume f~' and the components of the face vector S- ' " - [Sx,
!
m, ' I T
Sz, ] ,
respectively, are computed as already presented in Section 4.1. The face values
Um are obtained either directly as cell-centred values (i.e., Ui,j and Ui+l,y on
the left and the right face), or by averaging like on the upper and the lower face,
e.g., at J + l / 2

U~i,J+l/2 __ "41(UI, J + UI+I,J -~- Hi,J+1 + U I + I , J + I ) , etc. (4.126)

We can apply the same approach in three dimensions, where again four cell-
centred values can be utilised for the averaging. Hence,

1
UmI,J+I/2,K -- -- (UI,J,K -~- UI+I,J,K -~- U I , J + I , K -~- U I + I , J + I , K )
4
(4.127)
UmI,J-}-I/2,K-}-I/2 __-- 1 (UI,j, K -~ UI ~J ~K + I + UI JT1,K + U I , J + I , K + I ) ,

The above scheme is quite compact, with the computational stencil extend-
ing over only nine cells in two dimensions and over 15 in three dimensions. It
should be noted that this approach for computing the first derivatives cannot
suppress the generation of two types of spurious modes (decoupled solutions
at neighbouring cell centres) [99], [19]: the chequer-board mode, arising from
the form of the integral around the control volume, and a pair of corrugated
or washboard modes, arising from the averaging of values in neighbouring cells.
However, there are generally no difficulties with this in practice. A more seri-
ous problem would occur, if the gradients would be first evaluated for each cell
(similar to the convective fluxes) and then averaged at the cell faces. Although
this approach may appear more attractive than the current methodology, it is
not recommended since it leads to strong odd-even decoupling.
4.4. Discretisation of the Viscous Fluxes 121

A disadvantage of above scheme is a loss of accuracy if the grid is not uni-

form [98], [99]. Namely, for arbitrarily stretched grids the approximation of the
derivatives becomes inconsistent (the centroid of the auxiliary control volume
does no longer correspond to the face centre). Thus, the viscous fluxes are dis-
cretised with second-order accuracy only for moderately and smoothly stretched
grids.
Finally, it should be noted that the TSL approximation of the Navier-Stokes
equations (Subsection 2.4.3) can easily be realised by omitting the appropriate
contributions when computing the gradients. For example, if the boundary
layer would be oriented along the/-direction in Fig. 4.126, contributions from
the left (I, J) and the right side (I + 1, J) of the auxiliary control volume would
be dropped.

4.4.2 Cell-Vertex Scheme

As already mentioned, both types of cell-vertex schemes resort to the dual con-
trol volume (Subsection 4.2.3) for the discretisation of the viscous fluxes. Hence,
the question is how to evaluate the first derivatives at the faces of this control
volume. Considering Fig. 4.12b, one possible alternative is to calculate the gra-
dients at the cell centres first by integrating over the grid cells, which yields
first-order accuracy on arbitrarily stretched grids. In a next step, the cell-based
gradients are averaged at the faces of the control volume ~ like in Refs. [31],
[100]. However, this approach cannot prevent an odd-even decoupling of the
solution.
Another possibility, similar to the cell-centred scheme, is to construct an
auxiliary control volume around the face by connecting the midpoints of the
edges defining adjacent grid cells [101], [102]. This is depicted in Fig. 4.12b.
The evaluation of the first differences proceeds along the same lines as dis-
cussed for the cell-centred scheme, with averaged quantities where necessary. It
should be noted that this approach is formally identical to the finite difference
approximation [96]-[98]. This scheme leads to first-order accurate discretisation
of the viscous fluxes on arbitrarily stretched grids and to second-order accuracy
on smooth grids [96], [98]. Another positive feature is that the computational
stencil is confined to only nine nodes in two dimensions and to 15 nodes in three
dimensions.
Finally, one further approach should be mentioned, where a more complex in-
tegration path was chosen, with averaging incorporating all neighbouring nodes
[20]. A serious disadvantage of this scheme is that it encompasses a 25-point
stencil even in two dimensions, which adds in general more numerical diffusion
than compact stencils. Furthermore, if an implicit scheme would be envisioned
for the time integration, the bandwidth of the flux Jacobian would become pro-
hibitively large. A detailed discussion of various methodologies for the gradient
evaluation can also be found in Ref. [103].
122 Chapter 4. Structured Finite Volume Schemes

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Report No. 92-64, 1992.

[70] Harten, A.; Lax, P.D.; Van Leer, B.: On Upstream Differencing and
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[71] Harten, A.; Hyman, J.M.: Self Adjusting Grid Methods for One-
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[72] Vinokur, M.: Flux Yacobian Matrices and Generalized Roe Average for an
Equilibrium Real Gas. NASA CR-177512, 1988.

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Roe Average for an Equilibrium Real Gas. J. Computational Physics, 89
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[74] Grossman, B.; Cinnella, P.: Flux-Split Algorithms for Flows with Non-
equilibrium Chemistry and Vibrational Relaxation. J. Computational
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[75] Shuen, J.-S.; Liou, M.-S.; Van Leer, B.: Inviscid Flux-Splitting Algo-
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Parallel Computations of Flows of Arbitrary Fluids for All Regimes of
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[78] Jameson, A.; Lax, P.D.: Conditions for the Construction of Multi-Point
Total Variation Diminishing Difference Schemes. MAE Report 1650,
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[79] Davis, S.F.: TVD Finite Difference Schemes and Artificial Viscosity.
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[80] Yee, H.C.: Construction of Implicit and Explicit Symmetric TVD Schemes
and Their Applications. J. Computational Physics, 68 (1987), pp. 151-179.

[81] Yee, H.C.; Kutler, P.: Application of Second-Order Accurate Total Varia-
tion Diminishing (TVD) Schemes to the Euler Equations in General Ge-
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[82] Yee, H.C.: Upwind and Symmetric Shock-Capturing Schemes. NASA TM-
89464, 1987.

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Capturing Schemes for Inviscid and Viscous Hypersonic Flows. NASA
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the Solution of the Two- and Three-Dimensional Euler Equations. 12th
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Verlag, Basel, Switzerland, 1992.
[91] Spekreijse, S.P." Multigrid Solution of the Steady Euler Equations. Ph.D.
Dissertation, Centrum voor Wiskunde en Informatica, Amsterdam, The
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[92] Venkatakrishnan, V.: Preconditioned Conjugate Gradient Methods for
the Compressible Navier-Stokes Equations. AIAA Journal, 29 (1991), pp.
1092-1110.

[93] Van Albada, G.D.; Van Leer, B.; Roberts, W.W.: A Comparative Study
of Computational Methods in Cosmic Gas Dynamics. Astronomy and As-
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Steady State Solutions. AIAA Paper 93-0880, 1993.

[95] Hemker, P.W.; Koren, B.: Multigrid, Defect Correction and Upwind
Schemes for the Steady Navier-Stokes Equations. Synopsis, HERMES Hy-
personic Research Program Meeting, Stuttgart, Germany, 1987.

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for Viscous and Turbulent Transonic Flows Computed with Cell-Vertex
Method. Proc. 4th Copper Mountain Conference on Multigrid Methods,
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tions. Int. J. Numerical Methods in Fluids, 8 (1988), pp. 317-326.
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Equations Based on Partial Flux Splitting. Int. J. Numerical Methods in
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109 (1993), pp. 1-15.
This Page Intentionally Left Blank
Chapter 5

Unstructured Finite
Volume Schemes

As we already noted in the introduction to Chapter 3, the vast majority of

numerical schemes for the solution of the Euler- and the Navier-Stokes equations
employs the method of lines, i.e., a separate discretisation in space and in time.
The main advantage of this approach is that it allows us to select numerical
approximations of different accuracy for the spatial and temporal derivatives.
This offers a significantly larger flexibility as compared to methods based on
coupled space and time discretisation, like the Lax-Wendroff family of schemes
(e.g., explicit MacCormack predictor-corrector scheme, implicit Lerat's scheme,
etc. - details may be found, e.g., in Ref. [1]). Because of the popularity of the
method of lines, we shall follow this approach here.

The finite volume schemes, which are discussed in this chapter, are based
on the conservation laws, as they are represented by the Navier-Stokes (2.19)
or by the Euler equations (2.45). In a pre-processing step, the physical domain
is first subdivided into a number of elements (grid cells). In two dimensions,
the elements are triangles, sometimes combined with quadrilaterals. In three
dimensions, tetrahedra are most often employed [2]-[7]. However, an increasing
number of flow solvers uses a mix of tetrahedra, prisms, pyramids, and in some
cases also hexahedra (Fig. 5.1) for the simulation of high Reynolds number
viscous flows [8]-[16]. Unstructured grids composed of various cell types are
referred to as mixed grids. Examples are provided in Figs. 3.3 and 5.2. The
designation 'mixed grids' should not be confused with the term hybrid grids,
which means combined structured-unstructured grids (e.g., [17]-[19]).

131
132 Chapter 5. Unstructured Finite Volume Schemes

tetrahedron pyramid

prism hexahedron

F i g u r e 5.1: Elements used for the generation of 3-D unstructured grids.

F i g u r e 5.2: Planar cut through a 3-D unstructured mixed grid around a com-
pressor blade. Grid was generated using CENTAUR T M [20], [21]. Note the
layers of quadrilateral faces around the surface which is due to the prisms. Ir-
regularity of the tetrahedral grid is caused by the planar cut.
 133

The grid generation has to be done in a way that preserves the conservation
properties of the governing equations, namely:

9 the physical domain has to be completely covered by the grid,

9 there must be no free space left between the elements,

9 the elements may not overlap.

In addition to fulfilling the above requirements, the grid should be smooth, i.e.,
there should be no large differences in the volumes or in the stretching ratio of
adjacent grid cells and the elements should be as regular as possible. Otherwise,
the numerical errors could spoil the solution accuracy completely [22], [23].
Based on the grid, suitable control volumes are defined in order to evaluate
the integrals of the convective and viscous fluxes as well as of the source term.
For simplicity, let us assume that a particular control volume does not change in
time (otherwise see Appendix A.5). Then, the time derivative of the conservative
variables W can be cast in the form

OW
O---Y
Herewith, Eq. (2.19) becomes

The surface integral on the right-hand side of Equation (5.1) is approximated by

a sum of the fluxes crossing the faces of the control volume. This approximation
is called spatial discretisation. It is usually supposed that the flux is constant
along the individual face and that it is evaluated at the midpoint of the face.
This treatment is sufficient for a second-order accurate scheme. The source term
is generally assumed to be constant inside the control volume. However, in cases
where the source term becomes dominant, it is advisable to evaluate Q as the
weighted sum of values from the neighbouring control volumes (see [24] and the
references cited therein). If we consider a particular volume f~I, we obtain from
Eq. (5.1)

dt = f~i ~ (#~-fiv)mAS~ - (Qa)i . (5.2)

rr~=l

In the above expression, the index I in capital letters references the control
volume, since in general it does not necessarily coincide with the grid, as we
shall see later. Furthermore, NF denotes the number of the faces of the control
volume t~i, and the variable ASm stands for the area of the face m, respectively.
The number of faces NF depends of course on the cell-type but also on the
type of the control volume. In general, the number of faces changes between
the control volumes as well, which is one of the main differences as compared
to structured grids. However, numerical procedures and data structures were
134 Chapter 5. Unstructured Finite Volume Schemes

developed which avoid the a priori knowledge of NF. We shall return to this
point in later sections.
The term in square brackets on the right-hand side of Eq. (5.2) is usually
denoted as the residual. Thus, we may abbreviate Eq. (5.2) as

dW~ 1
= (5.3)
dt ~i

Writing down the relationship in Equation (5.3) for all control volumes ~I, we
obtain a system of ordinary differential equations of first order. The equations
are hyperbolic in time, that means we have to advance them in time starting
from a known initial solution. We have also to provide appropriate bound-
ary conditions for the viscous and the inviscid fluxes, as they are described in
Chapter 8.
When numerically solving the system of discretised governing equations
(5.3), the first question is how to define the control volumes and where to locate
the flow variables with respect to the grid points. In the framework of finite
volume schemes, three basic strategies can be pursued:

9 Cell-centred scheme [25], [26], [2], [16]- control volumes are identical with
the grid cells and the flow variables are associated with their centroids
(Fig. 5.6).

9 Cell-vertex scheme with overlapping control volumes [27], [28] - flow quan-
tities are assigned to the grid vertex and the control volumes are defined
as the union of all grid cells having the respective node in common. This
means that the control volumes associated with two neighbouring vertices
overlap each other.

9 Cell-vertex scheme with median-dual control volumes [29]-[33], [13], [15] -

flow variables are again stored at the grid vertices, but the control volumes
are now created by connecting the centroids of the surrounding elements,
face-centroids and edge-midpoints (Figs. 5.7, 5.8). In this way, the grid
points are encapsulated by their corresponding control volumes - repre-
senting a dual g r i d - which do not overlap.

Because the cell-vertex scheme with overlapping control volumes is no longer

used, we shall concentrate here on the cell-centred and on the median-dual
scheme. Both methodologies will be discussed in detail in Section 5.2.
It is important to notice that in our case all flow variables, i.e., the conser-
vative variables (p, pu, pv, pw and pE) and the dependent variables (p, T, c,
etc.), are associated with the s a m e l o c a t i o n - with the cell centre or with the
grid point. This approach is known as the co-located grid scheme. By contrast,
many older (structured) pressure-based methods (cf. Section 3.1) use the so-
called staggered grid scheme, where the pressure and the velocity components
are stored at different locations in order to suppress oscillations of the solution
which arise from central differencing.
 135

Many choices exist with respect to the evaluation of the convective fluxes.
The basic problem is that we have to know their values at all NF faces of a con-
trol volume, but the flow variables are not directly available there. This means,
we have to interpolate either the fluxes or the flow variables to the faces of the
control volume. The interpolation of flow variables is known as reconstruction
of the solution from values inside the control volumes (see Subsection 5.3.3). In
principle, the interpolation can be conducted in one of two ways:

9 by arithmetic averaging like in central discretisation schemes;

9 by some biased interpolation like in upwind discretisation schemes, which

take care of the characteristics of the flow equations.

Besides the description, we shall treat aspects such as accuracy, range of appli-
cability and numerical effort of the most widely used discretisation schemes for
the convective fluxes in Section 5.3.
A commonly applied methodology for the evaluation of the viscous fluxes
at a face of the control volume is based on arithmetic averaging of the flow
quantities. More involved is the calculation of the velocity and the temperature
gradients in Equations (2.15) and (2.24), particularly in the case of mixed grids.
We shall present the complete procedure in Section 5.4.
136 Chapter 5. Unstructured Finite Volume Schemes

5.1 Geometrical Quantities of a Control Volume

Before we start to discuss the discretisation methodologies applied to the convec-
tive and viscous fluxes, it is important to consider the evaluation of geometrical
quantities of the control volume ~ I -- its volume, the unit normal vector nm
(defined as outward facing) and the area ASm of a face m, as well as the cen-
troid of an element. The normal vector and the face area are also denoted as
the metrics of the control volume. In the following, we shall consider the 2-D
and the 3-D case separately.

5.1.1 Two-Dimensional Case

Generally, we think of the flow in a plane as being a special case of a 3-D problem,
where the solution is symmetric with respect to one coordinate direction (e.g.,
to the z-direction). Because of the symmetry and in order to obtain correct
physical units for volume, pressure, etc., we set the depth of all grid cells and
control volumes equal to a constant value b. The volume of a control volume
results then in 2D from the product of its area with the depth b. Since the depth
b is arbitrary, we may set b = 1 for convenience. In the following discussion,
we restrict ourselves to triangular and quadrilateral elements. Even though the
control volume of a median-dual scheme can have a rather complex shape, it
can always be decomposed into triangles and/or quadrilaterals.

Triangular element
The area of a general triangle can be most conveniently and exactly calculated
by the formula of Gauss. Thus, using a node numbering in accordance with Fig.
5.3a, the volume results from
b
-- ~ [ ( X l -- X2)(Yl -~- Y2)
+ - + (5.4)

-~ (X3 -- Xl)(Y3 -~- Y l ) ] "

The nodes have to be numbered in the anti-clockwise direction in order to obtain

a positive value for the volume.

Quadrilateral element
The area of a general quadrilateral can be exactly calculated by Gauss' formula,
which leads, after some algebra, to the expression

b
-- ~ [(Xl -- X3)(Y2 -- Y4) -~ (X4 -- X2)(Yl -- Y3)] , (5.5)

where the nodes are numbered according to Fig. 5.3b in the anti-clockwise di-
rection. In the above, we assumed that the control volume is located in the
x-y-plane and that the z-coordinate represents the symmetry axis.
5.1. Geometrical Quantities of a Control Volume 137

(a) (b)

3
4

C
m

v w

1 2

F i g u r e 5.3: Numbering of nodes and face vector of: (a) triangular element,
(b) quadrilateral element. C denotes the centre of the element.

The edges of a control volume are given by straight lines in 2D and therefore
the unit normal vector is constant along them. When we integrate the fluxes
according to the approximation of Eq. (5.2), we have to evaluate the product
of the area of a face AS and the corresponding unit normal vector ~ which is
the face vector S. Considering Fig. 5.3, the outward pointing face vector, e.g.,
at the side 2-3 is given by

$23 - - ?~23 AS23 - - b Y~ - Y~ ] . (5.6)

X2 -- X3

Because of the symmetry, the z-component of the face vectors (and of the unit
normal vector) is zero. It is therefore omitted in Eq. (5.6). The unit normal
vector can be obtained from Eq. (5.6) with

(5.7)

where Sx, Sy denote the Cartesian components of the face vector.

Element Centre
The centre of the triangle from Fig. 5.3a is defined as

1
r5 - ~ (~1 + ~2 + ~3) (5.s)

with rl/2/3 representing the Cartesian coordinates of the nodes. The centre of
a quadrilateral element can be computed by the formula given in Ref. [34]. For
138 Chapter 5. Unstructured Finite Volume Schemes

this purpose, the quadrilateral is decomposed into two triangles which share two
points. With the node numbering according to Fig. 5.3b, and 1 and 3 being the
common nodes, the relation reads

-~ ~123 r'c,123 ~- ~134 rc,134 (5.9)

re -- ~ 123 -~- ~134 "

The volumes of the two triangles ~123 and ~'~134 are evaluated using Eq. (5.4),
and their centroids r'c are obtained from Eq. (5.8).

5.1.2 Three-Dimensional Case

As opposed to the previous 2-D case, the computation of face vectors and vol-
umes poses in 3D some problems for elements or control volumes with quadri-
lateral faces. The main reason for this is that, in general, the four vertices of a
quadrilateral face of a control volume may not lie in a plane. Then, the normal
vector is no longer constant on such face (see Fig. 4.2). In order to overcome
this difficulty, we could decompose each quadrilateral face into two or even more
triangles. However, the gain in accuracy is hardly noticeable for a second-order
scheme on a smooth grid. The additional effort can only be j u s t i f i e d - and in
fact it becomes n e c e s s a r y - for a third- and higher order spatial discretisations.
Therefore, we shall apply a simplified treatment of the quadrilateral faces in the
following considerations, which is based on an averaged normal vector.

T r i a n g u l a r face

The face vector S can be exactly computed for a triangular face using Gauss'
formula. Defining the nodes according to Fig. 5.4a, we obtain for the edge
differences of the triangle 1-2-3

A X y A -~ (Xl -- X2)(Yl -~- Y2), AyZA : (Yl -- Y2)(Zl -~- Z2),

AxyB = (x2 -- x3)(Y2 + Y3), AyzB -- (Y2 -- Y3)(z2 + z3),

Axyc = (x3 - Xl)(Y3 + Yl), tyzc -- (Y3 -- Yl)(Z3 -~- Zl),
(5.10)
AZXA -~ (Zl -- Z2)(Xl -~ X2),
AzxB = (z2 - z 3 ) ( x 2 + x3),
fZXc -- (Z 3 -- Zl)(X3 -~- Xl).

The outward pointing face vector S = g A S results then from

1 [ AyzA + AyzB + Ayzc 1

S- -~ [ AZXA -~- AZX B ~t_ A Z X c ] . (5.11)
AxyA + AxyB + Axyc
5.1. Geometrical Quantities of a Control Volume 139

(a) (b)
3 S

2 1 2

F i g u r e 5.4: Numbering of nodes and face vector of: (a) tetrahedral element,
(b) hexahedral element.

Q u a d r i l a t e r a l face
-+

The averaged face vector S of a quadrilateral face, like that rendered in Fig.
5.4b, is most conveniently computed using the same Gauss' formula as employed
in 2-D for the area of a quadrilateral. Thus, for the face given by the nodes 5,
6, 7 and 8 in Fig. 5.4b, we first define the differences

AXA ~ x8 -- X6 , AXB ~ X7 -- X5 ,

/'kYA -- Y8 -- Y6 , /kYB -- Y7 -- Y5 , (5.12)

AZA -- Z 8 -- Z6, A ZB ~ z7 ~ z5 .

Then, we obtain the outward pointing face vector S - g A S from the relation

-~ 1 [ AZA AyB -- AyA AZB ]

S -- -~ [ AXA AZB -- AZA AXB J . (5.13)
AyA AXB -- AXA AyB
The approximation becomes exact when the face approaches a parallelogram,
i.e., when the vertices of the face lie all in one plane.
The unit normal vector is obtained in both cases from g - S / A S with

As- v/S + + Sz , (5.14)

where Sx, Sy and S~ denote the Cartesian components of the face vector given
by Eq. (5.11) or Eq. (5.13), respectively.
140 Chapter 5. Unstructured Finite Volume Schemes

Volume
As we already stated in the case of 3-D structured finite volume schemes, a very
convenient approach for the computation of volumes is based on the divergence
theorem [35]. The discussion in Subsection 4.1.2 led finally to the expression

1 NF
f~ - ~ E (~" S)m (5.15)
m--1

for the volume, where NF denotes the number of the faces of the control volume,
(r'~)m the centre of the face m of the control volume, and Sm the face vector
(outward directed) of the face m, respectively. The formula (5.15) is directly
applicable on unstructured grids. It is exact for a volume with triangular faces,
or a volume with planar quadrilateral faces.

Cell Centroid
The previously mentioned median-dual type of control volume requires the
knowledge of the centroid of the grid cell. The centroid of a general volume
is defined as
lfa
r~- ~ ~'d~t. (5.16)

According to the derivation in Ref. [34], the relation in Eq. (5.16) can be dis-
cretised as
NF

-~ m--1 (5.17)
r c -~- NF

4 ~ (~'~. g)mASm
m=l

where the centre of a face m, i.e., (~c)m is obtained from Eq. (5.8) for a triangular
face, or from Eq. (5.9) for a quadrilateral face. As we can note, the denominator
in Eq. (5.17) is identical to f~/3 from Eq. (5.15).
5.2. General Discretisation Methodologies 141

5.2 General D i s c r e t i s a t i o n M e t h o d o l o g i e s
We already mentioned at the beginning of this chapter that there are two pop-
ular approaches for the definition of the control volume and for the location
of the flow variables. These are the cell-centred scheme and the median-dual
scheme. We shall present both in more detail in this section.
However, before we start, let us say a few words about the basic data struc-
ture which is needed for an unstructured flow solver. In fact, a flexible but in
terms of memory and operation count efficient data structure is the crucial point
of any unstructured scheme. You can say that the structure which is missing
in the grid has to be provided inside the solver. At least the following data is
required:

9 coordinates of the grid nodes (vertices),

9 pointers from elements to grid nodes,
9 pointers from faces of elements located on a boundary to grid nodes.

Further data structures, which are required by the discretisation schemes, can
be generated from this information. In order to illustrate how the above data
could possibly be stored, let us consider for example the tetrahedron in Fig.
5.4a. If we further assume that the face 1-2-4 is on a boundary (wall, inlet,
farfield, etc.), we could employ the format:

# nodes (x, y, z)"

Pl.x Pl.y Pl.z
P2.x P 2 . y P2.z
P3.x P3.y P3.z
P4.x P 4 . y P4.z
. . .

# tetrahedra-
. . ,

P1 P2 P3 P4
. . .

# boundaries"

type Pl P4 P2

A similar format is also utilised by the 2-D unstructured code provided on the
accompanying CD-ROM.
It is important to realise the following two points related to the boundaries
of the computational domain. First, it is more convenient to store boundary
faces than just the nodes. This can be understood by considering the situation
depicted in Fig. 5.5. The problem is that node P1 is shared by three, nodes P2
and P3 by two boundaries of possibly physically different types. Therefore, it
can become very cumbersome to apply the correct boundary conditions. On the
contrary, a face can belong to only o n e boundary, like P1-P2-P4 to boundary 1.
142 Chapter 5. Unstructured Finite Volume Schemes

F i g u r e 5.5" Three boundaries which meet at one c o r n e r - ambiguity of grid

points with respect to boundary type.

The second point concerns the numbering of the nodes of the boundary faces.
This has to be done in a consistent w a y - e.g., anti-clockwise when viewed from
outside the flow d o m a i n - in order to have all face vectors (Eqs. (5.6), (5.11) or
(5.13)) either pointing outward or inward.

5.2.1 Cell-Centred Scheme

We speak of a cell-centred scheme if the control volumes are identical with the
grid cells and if the flow variables are associated with their centroids, as it is
sketched in Fig. 5.6. When we evaluate the discretised flow equations (5.2), we
have to supply the convective and the viscous fluxes at the midpoints of the faces
of the control volume, which is sufficient for a second-order accurate discreti-
sation on smooth grids (averaged normal vector is employed for quadrilateral
faces). The fluxes can be approximated in one of three ways:

1. by the average of fluxes computed from values at the centroids of the grid
cells to the left and to the right of the cell face, but using the same unit
normal vector (generally applied only to the convective fluxes);

2. by using an average of variables associated with the centroids of the grid

cells adjacent to the left and to the right side of the cell face;

3. by computing the fluxes from flow quantities reconstructed separately on

both sides of the cell face from values in the surrounding cells (employed
only for the convective fluxes).
5.2. General Discretisation Methodologies 143

F i g u r e 5.6: Control volume of a cell-centred scheme (in 2D). Grid nodes are
represented by circles, cell centres by rectangles (C).

Thus, considering for example the cell face with the unit normal vector fi01 in
Fig. 5.6, the first approach - average of fluxes - reads in two dimensions

(#c AS)01 ~ ~ Fc(W0, n01)~-Fc(Wl, ?~01) AS01 (5.18)

with the face area AS01 computed from Eqs. (5.6) and (5.7).
The second approach - average of variables - can be formulated as follows

(# AS)01 ~'~#(~/r01, ?~01)AS01, (5.19)

where the conservative/dependent variables at the face with the unit normal
vector fi01 are defined as the arithmetic average of values at the two adjacent
cells. Thus,

The flux vector F in Eq. (5.19) represents either the convective or the viscous
fluxes.
The third methodology starts with an interpolation of flow quantities (usu-
ally velocity components, pressure, density and total enthalpy) separately to
both sides of the cell face. The reconstructed quantities - termed the left and
the right state (see Subsection 5.3.3) - differ in general. The fluxes through the
cell face are then evaluated from the difference of the left and right state using
an appropriate non-linear function. Hence,

(#c AS)o I ~ fFlux (UL,UR, ASOl) , (5.21)

144 Chapter 5. Unstructured Finite Volume Schemes

where
(
UL--IR~ ...,U2, Uo,... )
(5.22)
, U1, Uo, - - - )
represent the reconstructed states.
Of course, similar relations hold for the other control volume faces as well.
The above approximations can be employed in the same way in three dimen-
sions. The face vector S is then evaluated using the formulae (5.11) or (5.13),
respectively.
As we already stated in the introduction to this section, the basic data
structure which describes the elements has to be extended in an appropriate
way to support the discretisation methodology. It is obvious from the previous
discussion that numerical operations are carried out using mainly the faces of the
elements (control volumes) together with values at the centres of the adjacent
cells. It is therefore quite natural to employ a face-based data structure for the
spatial discretisation. Such data structure stores for each particular face in the
grid (see Fig. 5.6):

9 pointers to the two cells which share the respective f a c e - this allows us
to access the flow variables associated with the two cells (Co, C1);

9 the face vector (S01 = g01AS01) - must point consistently either outwards
or inwards;

9 two vectors from the centroid each cell to the midpoint of the face M01,
i.e., (C0-M01), (el-M01) - required for an accurate interpolation of flow
variables to the face. This is not necessary for purely tetrahedral grids,
where a simple extrapolation formula can be used [26], [2] (eft Eq. (5.44)).

Hence, the integration of the fluxes (e.g., according to Eq. (5.19)) would be
implemented as a loop over all (i.e., internal and boundary) faces contained in
the grid:

DO face = 1, nfaces
I = pointer_to_left_cell( face )
J = pointer_to_right_cell( face )
(# As),

ENDDO

After the loop is completed and the source term QI~I is added, we obtain the
final residuals (R) in all cells. A less efficient approach would be to loop over
5.2. General Discretisation Methodologies 145

elements because the face vectors would have to be stored twice and the fluxes
would be computed twice (with the exception of the boundaries). Furthermore,
because we use exactly the same face vector Sig in order to to evaluate the
partial fluxes into the volumes f~I and f~g, the conservation properties of the
governing equations are automatically retained.

5.2.2 Median-Dual Cell-Vertex Scheme

Within the cell-vertex scheme, the flow variables are associated with the grid
nodes (vertices). Median-dual control volumes are formed by connecting the
centroids, face- and edge-midpoints of all cells sharing the particular node. This
is depicted in Fig. 5.7a for a tetrahedron and in Fig. 5.7b for a hexahedron. The
definition of a median-dual control volume results in a polyhedral hull around
each grid node, as it is sketched in Fig. 5.8 for a 2-D mixed grid. This polyhedra
can be viewed as a dual grid - hence the name of the scheme. It is interesting
to note that the median-dual finite volume discretisation is equivalent to the
Galerkin finite element scheme with linear elements (see, e.g., [36]).
In order to evaluate the discretised flow equations (5.2), we have to integrate
the convective and viscous fluxes over the surface of the control volume. Hence,
we would have to compute the fluxes for each partial face (e.g., F1-M13-F2-C in
Fig. 5.7a) separately. However, this is only required for a third- or higher-order
accurate discretisations [37], [38]. In the case of a second-order scheme, which
is most frequently employed, we may assume the flow variables to be constant
for all faces grouped around a particular edge. The fluxes are then evaluated at
the midpoint of the edge using the variables and the gradients from both nodes.
This approach allows us to define a mean unit normal vector and a total face
area associated with each edge. Thus referring to Fig. 5.8, the mean normal
vector, e.g., for the edge Po-P1 becomes

n0i - ~L + nR, (5.23)

and the total face area is given by: AS01 -= /kSL -+- ASR. The same applies
also in 3D, where the mean normal vector results from a sum over all partial
faces having the particular edge-midpoint in common, as it is rendered in Fig.
5.9. The face vector (S - g AS) is computed in 2D from Eq. (5.6). In three
dimensions, where the partial faces are always quadrilaterals, we can either
divide them into triangles and use Eq. (5.11), or we can employ a simplified
treatment due to Eq. (5.13), which is sufficient for smooth grids. The element
centroids and the face centres are obtained by the formulae (5.17), (5.8), or
(5.9), respectively.
The fluxes can then be evaluated according to one of the three following
methodologies:

1. by the average of fluxes computed from values at both nodes of an edge,

but using the same mean unit normal vector (generally applied only to
the convective fluxes);
146 Chapter 5. Unstructured Finite Volume Schemes

F i g u r e 5.7: Partial control volume and faces (shaded) of a median-dual scheme

for tetrahedron (a) and hexahedron (b). P denotes grid nodes, C cell-centroids
(Eq. (5.17)), F face-centroids (Eq. (5.8) or (5.9)), and i stands for edge-
midpoints. Shaded area represents one part of the control volume face assigned
to edge P1-P3 or P1-P5, respectively.
5.2. General Discretisation hiethodologies 147

F i g u r e 5.8: Control volume of a median-dual scheme (in 2D). C1, C2, etc.
denote cell centres; P1, P2, etc. represent grid nodes. Face area associated with
the edge Po-P1 is rendered by a bold line.

F i g u r e 5.9: Total face area and mean unit normal vector associated with the
edge ij of the 3-D median-dual cell-vertex scheme.
148 Chapter 5. Unstructured Finite Volume Schemes

2. by using an average of variables stored at the two nodes of an edge;

3. by computing the fluxes from flow quantities reconstructed separately on

both sides of the face of the control volume from values at the surrounding
nodes (employed only for the convective fluxes).

The computation of fluxes follows formally the same approaches as for the cell-
centred scheme. Thus, the formulae (5.18)-(5.22) are applicable also in the case
of the median-dual scheme. If we utilise the above approach which associates
each edge with a mean unit normal, the most efficient methodology is to employ
an edge-based data structure for the spatial discretisation. The edge-based data
structure stores for each particular edge in the grid (cf. Fig. 5.9):

9 pointers to the two nodes which define the e d g e - this allows us to access
the flow variables associated with the two control volumes ~i and ~j;

9 the face vector (Sij - g i j A S i j ) - must point consistently either outwards

or inwards;

9 the edge vector from node i to node j - required for the interpolation of
flow variables to the face (solution reconstruction). Alternatively, the edge
vector can be computed on the fly from coordinates of the nodes. This
is not required for the standard central scheme with artificial dissipation
(Subsection 5.3.1).

With this, the integration of the fluxes (e.g., according to Eq. (5.19)) would be
implemented as a loop over all edges in the grid:

DO edge = 1, hedges
i - pointer_toAeft_node( edge )
j = pointer_to_right_node( edge )

- + (f
R5 - R5 - (f
ENDDO

After the loop is completed and the source term Qi~i is added, we obtain
the final residuals (R) in all nodes. This approach is significantly more efficient
than summing up the fluxes over each control volume separately, because we
store each mean face vector only once and we also visit each edge only once
instead of twice. Furthermore, since we use exactly the same mean face vector
Sij in order to to evaluate the partial fluxes into the volumes Qi and ~tj, the
mass, momentum and energy remain exactly conserved.
5.2. General Discretisation Methodologies 149

5.2.3 Cell-Centred versus Median-Dual Scheme

The relative advantages and disadvantages of the cell-centred and the median-
dual scheme are the subject of controversial debates. The main reason is the
lack of fair comparisons of the two methodologies with respect to accuracy, com-
putational time and memory for realistic configurations. Our intention here is
to collect the most important arguments for and against each of the approaches
regarding:

9 accuracy,

9 computational work,

9 memory requirements, and

9 flexibility.

This should lead to a greater understanding of the problems inherent to each

scheme and should be of help in selecting the most suitable scheme for the
intended applications.

Accuracy
A cell-centred scheme on a triangular/tetrahedral grid leads to about twice/six
times as many control volumes and hence degrees of freedom as a median-dual
scheme [36]. On typical mixed grids, which consist of tetrahedra and prisms, a
cell-centred scheme gives roughly three times more unknowns than a median-
dual scheme. This suggests that cell-centred schemes are more accurate than
cell-vertex discretisations on an identical grid. However, the residual of a cell-
centred scheme results from a much smaller number of fluxes as compared to a
median-dual scheme (three versus approximately seven on a tetrahedral grid),
which may impair the accuracy. Thus, there is no clear evidence about which
scheme might be superior.
The median-duM scheme suffers from a particular problem on stretched tri-
angular and tetrahedral grids. Consider, for example, Fig. 5.10, which shows a
tessellation composed of right triangles, as it is often employed near solid walls
for viscous flows. We can see in Fig. 5.10a that the face ASij becomes highly
skewed with respect to the edge ij. However, spatial discretisation schemes
mostly assume fluxes to be orthogonal to a face (especially Riemann solvers).
Thus, an error is introduced which is particularly significant for a first-order
scheme [38]. The situation can be improved using the so-called containment-
dual control volume [39]. As depicted in Fig. 5.11, the containment-dual ap-
proach employs the centres of the minimum spanning circles/spheres instead
of the cell centroids to define the faces. This leads to control volumes identi-
cal to those on quadrilateral grids (Fig. 5.10b). Notice that there is no face
area associated with diagonal edges like ij ~. An additional effort is required
for pre-processing, but the solution accuracy can be improved noticeably [40].
Of course, another possibility is to employ directly quadrilateral or hexahedral
150 Chapter 5. Unstructured Finite Volume Schemes

Figure 5.10: Comparison of median-dual (a) and containment-dual (b) control

volumes for a stretched right-angle triangulation.
5.2. General Discretisation Methodologies 151

(a) (b) (c)

containment circle

F i g u r e 5.11: Part of containment dual (dashed line) in the case of acute (a)
and obtuse (c) triangles [40]. The containment circle is the smallest circle which
contains the triangle. For obtuse triangles, it is centred on the longest edge.

cells within the boundary layers. Further discussion of grid-induced errors can
be found in Ref. [22] and [23].

Another problem inherent to the median-dual scheme is the discretisation

at boundaries of the physical domain. W h a t happens is that there is only
about one half of the control volume left at the boundary (cf. Fig. 4.6). The
integration of fluxes around the faces results in a residual located i n s i d e - ideally
at the c e n t r e - of the control volume. However, the residual is associated
with the n o d e , residing directly on the boundary. This mismatch leads to
increased discretisation error in comparison to the cell-centred scheme, which
is particularly undesirable on solid walls. The definition of the dual control
volume causes also problems at sharp corners (like trailing edges), which show
up as unphysical peaks in pressure or density. Further complications arise at
periodic boundaries (see Chapter 8.8), where the fluxes from both parts of the
control volume have to be summed up correctly.

The mismatch between the centroid of the control volume and the node
where the residual is stored has also a further implication for the median-dual
scheme. It arises as the mass matrix in the case of unsteady flows. We discussed
this point already at the beginning of Section 3.2. The advantage of the cell-
centred scheme is that the mass matrix can be eliminated from the equations,
without compromising the solution accuracy. By contrast, the median-dual
scheme requires a special treatment of the mass matrix [41], [42].
152 Chapter 5. Unstructured Finite Volume Schemes

Computational W o r k
In order to judge the computational effort required for both schemes, we have
to consider primarily the integration of the fluxes. We know from the previous
discussion that the cell-centred scheme uses a loop over cell faces whereas the
median-dual scheme loops over the edges. Since the evaluation of the fluxes at
an interface is quite similar for both schemes, the ratio of the number of cell
faces to the number of edges gives the ratio of the computational work. Thus,
on a tetrahedral grid, where the number cell faces (if counted only once for every
two cells) is approximately two times larger than the number of edges, the cell-
centred scheme is computationally twice as much expensive as the median-dual
scheme on an identical grid [36]. The cell-centred approach becomes however
more competitive on mixed grids containing prismatic elements. Apart from
boundary treatment, both methods are computationally equivalent on hexahe-
dral grids, where the number of faces equals the number of edges.

Memory Requirements
Considering the memory requirements, the cell-centred scheme has to store
about six times more flow variables on tetrahedral and about three times more
variables on usual mixed grids as compared to the median-dual scheme. Fur-
thermore, as we saw, both schemes require to store two integers and three reals
(pointers and face vector) per cell face or edge, respectively. Additionally, the
cell-centred scheme has to keep two vectors to the face-midpoint - 6 reals -
per cell face in memory. On the contrary, the median-dual scheme can work
with the node coordinates only, which are considerably fewer values. Thus in
summary, the cell-centred scheme needs, on average, more than twice as much
computer memory as the median-dual method.

Grid Generation/Adaptation
One significant advantage of the cell-centred scheme appears in the case of non-
conforming cell interfaces, like those at the letter "F" in Fig. 3.4. In contrast to
the median-dual methodology, no special and expensive procedure is required
for the computation of the fluxes at the interface. This allows for an increased
flexibility in the grid generation and also in the grid adaptation.
5.3. Discretisation of the Convective Fluxes 153

5.3 D i s c r e t i s a t i o n of t h e C o n v e c t i v e F l u x e s
In the previous sections, we considered general issues of possible spatial discreti-
sation methodologies including the necessary data structures. In what follows,
we shall learn more about the details, how the evaluation of the convective fluxes
can be implemented.
As we could already see in Subsection 3.1.5, in the framework of the finite
volume approach, we have basically the choice between:

9 central,

9 flux-vector splitting,

9 flux-difference splitting,

9 total variation diminishing (TVD), and

9 fluctuation-splitting

schemes. First of all, we shall present the central discretisation on unstructured

grids at some length, since it differs considerably from that on structured grids.
On the contrary, the basics of the upwind schemes are identical on structured
and unstructured grids. Hence, the details can be found in Sections 4.3.2-4.3.4.
However, what is new on unstructured grids is the solution reconstruction, which
is required in order to obtain the values of the flow variables at a face of the
control volume. Therefore, we shall discuss the common approaches in some
detail in Subsection 5.3.3. Because of space limitations, we will not treat the
fluctuation-splitting approach here, which is still in research status. The reader
is referred to Subsection 3.1.5 for the bibliography related to fluctuation-splitting
schemes.

5.3.1 Central S c h e m e s w i t h Artificial D i s s i p a t i o n

The basic idea of the central scheme is to compute the convective fluxes at a face
of the control volume from the arithmetic average of the conservative variables
on both sides of the face according to Eq. (5.20). Since this would lead to
odd-even decoupling of the solution (generation of two independent solutions
of the discretised equations) and wiggles at shocks, artificial dissipation has to
be added for stability. The artificial dissipation is based on a blend of second-
and fourth-order differences. The scheme was first implemented for the Euler
equations on structured grids by Jameson et al. [43]. Because of the names of
the authors, it is also abbreviated as the JST scheme.
The implementation of the JST scheme on unstructured grids utilises the
Laplacian operator for the second-order differences and the Laplacian of Lapla-
cian for the fourth-order differences [44], [27]. In order to reduce the compu-
tational cost, pseudo-Laplacians are employed instead of true Laplacians. For
this purpose~ a 2-D formulation was proposed first in [45] and then improved
in [46]. Later on, the scheme was extended to 3D in [2]. It makes use of a
154 Chapter 5. Unstructured Finite Volume S c h e m e s

distance-weighting procedure. In this way, the scheme leads to a vanishing

pseudo-Laplacian for a linearly varying function on any grid. Applied to a
general scalar quantity U in cell I, the pseudo-Laplacian assumes the form
NA
L(UI) - E Oij ( U j - UI) , (5.24)
J=l

where N A stands for the number of adjacent control volumes. The cell indices
have to be substituted by node indices (i, j) in the case of the median-dual
scheme. The sum in Eq. (5.24) is best evaluated using either a loop over faces
(cell-centred scheme) or a loop over edges (median-dual scheme) similar to the
flux computation. The geometrical weights 0 are defined as

OIJ- 1 + AOIj (5.25)

and result from the solution of an optimisation problem [2]. The optimisation
problem is solved by means of Lagrange multipliers. Herewith, the geometrical
weights are obtained from the expression

i~IJ -- )~x,I(XJ -- X I ) + A y , I ( y j - y1) + )~z,I(Zj - z I ) , (5.26)

where x, y, z are the Cartesian coordinates of the cell centroids (nodes in the
case of the median-dual scheme). The Lagrange multipliers A are computed for
each cell (node) and follow from [2]
R x a l l + Ry a12 + R z h i 3
,~x --
d

Rx a21 + Ry a22 + R z a23 (5.27)

Ay= d

R x a31 + R y a32 + R z a33

AZ z

with the coefficients

all -- Iyy Iz z - 12yz

a12 - I~zIy~ - I~Iz~

a13 - IxyIyz - IxzIyy

a21 - I~zI~z - IxyIz~

a22 - I ~ I z z - 12x z
(5.2s)
a23 - I~yI~ - I~xI~,z

a31 - - I x y l y z -- I x z I y y

a32 - I~I~ - I~Iy~

a33 - IxxIyy - 12xy

5.3. Discretisation of the Convective Fluxes 155

Written for a cell I, the first-order moments read

NA
R~,I - ~ ( x ~ - x i )
J-:l
NA
R y , I -- ~ - ~ ( Y J -- Y I ) (5.29)
J=l
NA
Rz,i - ~ (z~ - z i ) .
J=l

Furthermore, the second-order moments are given by

NA
Ixx,I -- ~ - ~ ( x j -- x i ) 2
J--1
NA
I~,, - ~(y~ - yi) ~
J--1

N A

Izz,I - - ~--~(ZJ - - ZI) 2

J=l
(5.3o/
NA
Ixy,I -- ~ - ~ ( X j -- X l ) ( y J -- YI)
J--1
NA
Ixz,I -- ~-~(XJ -- XI)(ZJ -- ZI)
J--1
NA
I~z,, - ~ ( y ~ - y,l(z~ - z i ) .
J=l

The geometrical weights (5.25) can lead to a non-positive approximation of the

Laplacian and hence to a lost of stability on severely distorted grids. Therefore,
clipping the weights to the range (0, 2) was suggested in [45]. However, this
measure impairs the accuracy of the discretisation. See also the discussion in
Ref. [12] for further details.
The fourth-order differences are evaluated as the Laplacian of the Laplacian,
i.e., L(U) is substituted for U in Eq. (5.24). Hence, the final form of the artificial
dissipation term for a cell I is
NA

J=l
(5.31)
NA
'~IJ
J=l
156 Chapter 5. Unstructured Finite Volume Schemes

With the artificial dissipation term added, the system of equations in Eq. (5.2)
becomes

•I dWldt - - (Fc - F v ) m i ~ m 2r- 5 1 -gr-Q, l a i , (5.32)

m--1
where NF denotes the number of the faces of the control volume (which may
differ from the number of adjacent control volumes, e.g., if a quadrilateral face
is divided into two triangles).
The second- and the fourth-order terms in Eq. (5.31) are scaled by the spec-
tral radius of the convective flux Jacobian. According to Ref. [28], the spectral
radius for cell I can be evaluated as
NF
( i c ) I - E (IVml + era) A S m , (5.33)
m=l
where Vm represents the contravariant velocity (2.22) and Cm the speed of sound,
respectively. Both quantities are computed from flow variables averaged at the
face. The spectral radius at the face of the control volume is obtained from

(ic)IJ 1 [(/itc) I + (/ire)j] 9

-- -~ (5.34)

A pressure-based sensor is used to switch off the fourth-order differences at

shocks and the second-order differences in smooth portions of the flow field.
Herewith, the coefficients '~IJ .(4) in Eq. (5.31) are defined as
.(u) and ~IJ

e(2)
IJ
_ k(2) m a x ( T / T j)
(5.35)
(4)
IJ - max O,
[ (k(4)- .(2)]
'-I J )

with the pressure sensor given by

NA
E OlJ (PJ -- PI)
J--1
W I -- NA (5.36)
+ pi)
J=l

Typical values of the parameters are k (2) - 1//2 and 1/128 < k (4) _< 1/64.
As we already discussed in Subsection 4.3.1, the accuracy of the above central
scheme can be improved when we substitute a matrix [47] for the spectral radius
(Ac)IJ in Eq. (5.31). The implementation of this so-called matrix dissipation
scheme on unstructured grids proceeds in the same way as on structured grids,
with the scaling matrix defined as in Eq. (4.59). Application of the matrix
dissipation scheme to 3-D mixed grids is discussed, e.g., in Ref. [48].
It is important to note that for elements other than triangles/tetrahedra,
the popular explicit Runge-Kutta type of temporal discretisation experiences
5.3. Discretisation of the Convective Fluxes 157

severe stability problems when it is coupled to the central scheme [49]. The
reason is the representation of the fourth-order differences by the Laplacian of
the Laplacian. A remedy is to employ a difference of the left and the right state
(cf. Section 4.3) for the approximation of the fourth-order differences [49], i.e.,

NA NA

- - - E - .

J=l J--1

This approach leads on quadrilateral/hexahedral grids to the same stencil as the

corresponding structured scheme. The left and right state are computed using,
e.g., the linear reconstruction described below in Subsection 5.3.3.

5.3.2 Upwind Schemes

Upwind schemes seem to have gained, at least for the moment, much more
popularity on unstructured grids than the above central scheme. In fact, the
flux-difference splitting scheme of Roe [50] is the most widely employed ap-
proach on unstructured grids. It is the considerably more accurate resolution of
boundary layers and the lower sensitivity to grid distortions in comparison to
the central scheme, which explains the attractiveness of Roe's scheme. However,
the price to be paid for the improved performance is the higher computational
effort, which becomes quite significant if a limiter has to be used to suppress
oscillations of the solution (Subsection 5.3.5).
Any of the upwind schemes presented in Section 4.3 for structured grids are
applicable to unstructured grids without modifications to the basic methodology.
Only the computation of the left and right state (Eq. (5.22)), which is denoted
as solution reconstruction, as well as the evaluation of the limiting function
require new formulations. For this reason, only the solution reconstruction and
the limiters are discussed here. For details on the various upwind methods, the
reader is referred to Subsections 4.3.2-4.3.4. An example for the implementation
of Roe's scheme on unstructured grids using the median-dual approach can be
found, e.g., in Ref. [33].

5.3.3 Solution Reconstruction

As we saw in Subsections 4.3.2-4.3.4, upwind schemes require flow states to be

specified on the left and the right side of a control volume face. The same holds
also for the modified artificial dissipation scheme in Eq. (5.37).
As a first approach, we can assume that the solution is constant inside each
control volume. The left and right state are then simply the flow variables
computed for the left and the right control volume. For example, in the case of
the median-dual scheme (Fig. 5.9) we would set

uL=u
(5.3s)
u.=uj
158 Chapter 5. Unstructured Finite Volume S c h e m e s

with U representing some scalar flow variable. This leads to a spatial discretisa-
tion which is only first-order accurate. For viscous flows, a first-order accurate
solution is too diffusive and leads to an excessive growth of shear layers. There-
fore, methods with higher spatial accuracy are a must for the computation of
viscous flows.
We can achieve second- and higher-order accuracy if we assume the solution
changes over the control volume. For second-order accurate methods, which are
the most commonly employed higher-order methods, the solution is assumed
to vary in a linear fashion over the control volume. In order to compute the
left and right state, a reconstruction of the assumed solution variation becomes
necessary. In what follows, we shall discuss the most popular approaches for
the reconstruction of linear and quadratic variations. The interested reader is
referred to [38] for a comparison of various linear reconstruction techniques.

R e c o n s t r u c t i o n Based on M U S C L Approach
One possibility to achieve second-order accuracy consists of the extension of the
MUSCL approach [51] to unstructured grids. When applied to the median-dual
scheme, the method generates for each edge ij two "phantom" nodes i / and j/
[52]-[56]. These phantom nodes are located at the endpoints of the line obtained
by extending the edge ij by its length in both directions as sketched in Fig. 5.12.
After the solution is interpolated from the surrounding elements (gray coloured
in Fig. 5.12) to the phantom nodes, we can evaluate the left and right state
using the MUSCL formulae Eq. (4.46). Hence,

1
UR -- Uj - ~ [(1 + k)A_ + (1 - k)A+] Uj
(5.39)
1
UL -- Ui + -~ [(1 + k)A+ + (1 - s Ui

with forward (A+) and the backward (A_) difference operators defined as

a+v,= - v,
(5.40)
A + uj = uj, - uj a_uj=uj-u,.

The MUSCL interpolation (5.39) has to be enhanced by a limiter function (ac-

cording to Subsection 4.3.5) in the case of strong discontinuities. A disadvan-
tage of this methodology is the necessity to store for each edge the elements
which contain the phantom nodes. A further conceptual disadvantage is that
no unique gradient is reconstructed for a control volume. Furthermore, difficul-
ties can arise at boundaries, where one of the phantom points lies outside the
physical domain.
5.3. Discretisation of the Convective Fluxes 159

F i g u r e 5.12: Evaluation of the left and right state based on interpolation from
elements in the direction of an edge ij (median-dual scheme in 2D).

F i g u r e 5.13: Linear reconstruction for the cell-centred (a) and the median-dual
(b) scheme in 2D.
160 Chapter 5. Unstructured Finite Volume Schemes

P i e c e w i s e Linear R e c o n s t r u c t i o n

Barth and Jespersen presented in [30] a reconstruction method, which is closely

related to the finite element schemes. Here, it is assumed that the solution is
piecewise linearly distributed over the control volume. Then, we can find the
left and right state for a cell-centred scheme from the relations

U L -- U I --I- "t.~I ( V U I . r*L )

(5.41)
u R - uj + r
where VUI is the gradient of U (= [OU/Ox, OU/Oy, OU/Oz]T) at the cell centre I
and 9 denotes a limiter function (cf. Subsection 5.3.5), respectively. The vectors
r~L and r'R point from the cell-centroid to the face-midpoint, as indicated in Fig.
5.13a.
The same approach applies to the median-dual scheme [30], i.e.,
1

(5.42)
1
u, - uj - -i% (vuj . .

According to Fig. 5.9 or Fig. 5.13b,

r-~j - r-~ - r~ (5.43)

represents the vector from node i to node j.

It can be easily seen that the method of Barth and Jespersen corresponds
to a Taylor-series expansion around the neighbouring centres/nodes of the face,
where only the linear term is retained. The linear reconstruction is formally
second-order accurate on regular grids [38]. The scheme reconstructs a linear
function exactly on any grid, provided the gradient VU is evaluated without
an error. The linear reconstruction is likely the most popular one among the
reconstruction methods.
The above scheme requires the computation of gradients at cell centres or
at nodes, respectively. This can be accomplished either by the Green-Gauss
or the least-squares approach, which are presented below in Subsection 5.3.4.
Furthermore, the implementation of the limiter function on unstructured grids
is described in detail in Subsection 5.3.5.

L i n e a r R e c o n s t r u c t i o n B a s e d on N o d a l W e i g h t i n g P r o c e d u r e

It was demonstrated by Frink [26] that for the cell-centred scheme the linear
reconstruction (5.41) does not require an explicit evaluation of the gradient on
purely triangular or tetrahedral grids. The reason are two invariant geometric
features of these elements. First, a line from a node through the cell-centroid will
always intersect the midpoint of the opposing face. Second, the distance from
the cell-centroid to the face-midpoint is one-fourth (one-third for a triangle) of
5.3. Discretisation of the Convective Fluxes 161

the distance from the face-midpoint to the opposite node. Thus, the gradient
at the cell centre can be approximated by a simple finite difference [26]. For
example, if we were to reconstruct the solution at the face-midpoint F3 in Fig.
5.7a, the formulae (5.41) would become

UL/R -- Uc + ---( + U2 + U4) - U3] (5.44)

with Uc being the value at the cell-centroid, U1, U2, etc. denoting the nodal
values, and finally 9 standing for a limiter, respectively.
Two different ways were devised by Frink in order to determine the nodal
values. The first approach is based on inverse distance weighting. Here, the
contribution to a node from the surrounding cells is inverse proportional to the
distance from the node to the cell-centroid [26], [57], i.e.,

NA NA
Ui - (~-~ OijUj) / (~-~ Oij) , (5.45)
J=l J=l

with the weights 0ij = 1 / r i j . The distance is computed from

= v/(xj - + - + (zj - (5.46)

The subscripts J and i refer to the cell-centroid and to the node, respectively.
The above methodology leads to a reconstruction which is less than second-
order accurate, however, Frink pointed out that no limiter is needed at least
for inviscid flows [26], which reduces the computational effort significantly.
The second approach is based on work of Holmes et al. [45] and Rausch et
al. [46] in 2D. It was later extended to 3D by Frink [2]. Here, the weights Oij
in Eq. (5.45) are defined such that the nodal values are computed exactly if the
variation is linear. This leads to the same constraints as for the computation
of the pseudo Laplacian (5.24). Consequently, the weights are also the same
and follow from the Equations (5.25)-(5.30). The coordinates xi, yI, zx of the
cell-centroids are just replaced by the node coordinates xi, yi, zi. The scheme is
formally second-order accurate because the nodal values are computed exactly
for a linear function. In order to assure positivity on distorted grids, the weights
have to be restricted to the range (0, 2) [45]. Unfortunately, this reduces the
accuracy of the reconstruction. Frink et al. [4] also recently reported some
anomalous behaviour of the reconstruction for the Navier-Stokes equations.

Piecewise Quadratic Reconstruction

In order to achieve higher than second-order accuracy with a polynomial recon-
struction, we have to keep further terms in the truncated Taylor-series expansion
around the neighbouring cell-centres/nodes of the face. Based on the work of
Barth and Frederickson [58], Barth developed the concept of k-exact reconstruc-
tion scheme [59], i.e., a reconstruction exact for a polynomial of degree k. The
162 Chapter 5. Unstructured Finite Volume Schemes

polynomial in Barth's method is defined in a way which guarantees the conserva-

tion of the mean, or in other words, the average of the reconstruction polynomial
is equal to the mean solution in the control volume. This property assures the
conservation of mass, momentum, and energy during the reconstruction. The
method was implemented for k - 3 in a median-dual scheme. The coefficients
of the polynomial were computed using a least-squares approach. Similar ideas
were followed for the cell-centred scheme by Mitchell and Walters [60], and by
Mitchell [61]. However, these methods require a prohibitively high numerical
effort and a complex data structure which prevented their widespread use.
Delanaye and Essers [62] and Delanaye [63] developed a particular form of
the quadratic reconstruction for cell-centred schemes, which is computationally
more efficient than the method of Barth. The left and right state are approxi-
mated using Taylor series truncated after the quadratic term [62], [63]

1
UL -~ UI -Jr-~,,1 ( V U I " rL ) -~ ~I,2 (~LT/~I ~L)
(5.47)
V R -- Uj + II~J,1 ( V U j "
1~
~'R) + 2 J,2 (~.T H j ~..)

In the above Eq. (5.47), HI denotes the Hessian matrix, i.e.,

0L u u V
HI-- 2 2 02zg , (5.48)

OzV OzV O zV,

evaluated at the cell-centroid I. The variables ~I/I, 1 and ~I,2 represent two
different limiter functions for the linear and the quadratic term [62], respectively.
The quadratic reconstruction method is third-order accurate on regular grids
and at least second-order accurate on arbitrary grids due to cancellation of error
terms [63]. Necessary conditions for achieving these properties are, however,
that the gradient VU in Eq. (5.47) is evaluated at least with second-order and
the Hessian with first-order accuracy. This is accomplished by combining Green-
Gauss gradient evaluation with least-squares based approximation of the second
derivatives [62], [63], which leads to a numerically efficient scheme. But the
memory and the CPU-time overheads are still quite significant in comparison
to the linear reconstruction. The method utilises a fixed stencil composed of
face and node neighbours. The stencil is shown in Fig. 5.14 together with the
integration path employed for the Green-Gauss gradient computation. In order
to determine all coefficients of the quadratic polynomial, at least six (ten in 3D)
values must be provided by the stencil. To maintain the accuracy provided by
the quadratic reconstruction, it is necessary to consider a linear variation of the
solution over the face instead of a constant value. This implies that the solution
must be reconstructed at two p o i n t s - the so-called Gauss quadrature points
(cf. Fig. 5.14) - of a 2-D face (at three points of a triangular face) and that the
fluxes have to be integrated in a piecewise manner over the face of the control
volume [37].
5.3. Discretisation of the Convective Fluxes 163

F i g u r e 5.14: Stencil of the quadratic reconstruction method due to Delanaye

[62], [63] in 2D (filled rectangles). Dashed line represents the integration path
of the Green-Gauss gradient evaluation (control volume gtt). Crosses denote the
quadrature points for integration of the fluxes.

5.3.4 E v a l u a t i o n of t h e G r a d i e n t s
An open point, which remains from the discussion of the piecewise linear and the
quadratic reconstruction, is the determination of the gradient. Gradients of the
velocity components and the temperature are also required for the evaluation
of the viscous fluxes (Section 5.4). Two approaches will be presented in the
following: the first is based on the Green-Gauss theorem, and the second utilises
the least-squares method.

Green-Gauss Approach
This method approximates the gradient of some scalar function U as the surface
integral of the product of U with an outward-pointing unit normal vector over
some control volume gt~, i.e.,

V U ~ -1
~ ~oa, UgdS. (5.49)

Median-Dual Scheme
Barth and Jespersen [30] derived a particular discretisation of the Green-Gauss
approach from the Galerkin finite element method. Later on, the discretisation
was extended to 3D by Barth [64]. Barth and Jespersen applied Eq. (5.49) to
the region formed by the union of the elements meeting at a node. They proved
164 Chapter 5. Unstructured Finite Volume Schemes

that the approach can be formulated such that it becomes compatible with the
edge-based data structure. However, this works only for the median-dual scheme
on triangular/tetrahedral grids. The resulting formula reads

vii + uj) jAS j. (5.50)

j=l
Here, fY in Eq. (5.49) equals to the volume of the median-dual control volume
f~. The summation extends over all NF edges incident to node i. Furthermore,
~ij denotes the average unit normal vector according to Eq. (5.23), and ASij is
the total face area, respectively. The same formula (5.50) is applicable in two or
in three dimensions. It is important to mention that the summation has to be
changed at boundaries in order to obtain a consistent approximation [65] (see
also Section 8.10).

Cell-Centred Scheme

We can use the Green-Gauss method in the cell-centred scheme as well. Hence,
the gradient at some cell-centroid I can be obtained from

~ g i ~ -~ -~(gI -Jr g j ) ~ I j A S l j , (5.51)

J--1
where the summation extends over all faces of the cell with the volume gt. In Eq.
(5.51), nlj denotes the unit normal vector and A S I j the face area, respectively.

Mixed Grids

The main attractiveness of the Green-Gauss gradient evaluation by Eq. (5.50)

or (5.51) is its similarity to the computation of the fluxes (e.g., EQ. (5.19)). This
means that no additional data structures are needed for the reconstruction of
gradients. The main disadvantage is that the approximation in Eq. (5.50) or
Eq. (5.51), respectively, fails on mixed grids. It was demonstrated in [49] that
the gradient can become highly inaccurate, particularly where different element
types meet. We can solve the problem in the case of the median-dual scheme
when we keep the volume gtI in Eq. (5.49) identical to the union of all cells
incident to node i. Referring to the situation sketched in Fig. 5.8, the gradient
results then in 2D from

1
1 (uj + uj+ ) jAsj (5.52)
j=l
with i = 0, the number of outer faces No = 6 (given by the points P1-P6), and
j + l - 1 for j - 6. Furthermore, gy and ASj stand for the unit normal vector
and the area of the outer cell faces. In 3D, we can use

1
1 (Vj,1 + Vj,2 2t- Uj 3 ) n j A S j , (5.53)
j=l
-5
5.3. Discretisation of the Convective Fluxes 165

when we assume all faces are t r i a n g l e s - either naturally or by decomposition 9

The same remedy can be also employed for the cell-centred scheme. The surface
of the control volume gY is then defined by the centroids of the distant-one and
distant-two neighbouring cells [62], [63], as it is rendered in Fig. 5.14. The
gradient is computed correspondingly to Eq. (5.52) or (5.53) with cell instead
of node indices.
The clear disadvantage of such a cell-based approach is the necessity of an ad-
ditional data structure, which provides a link between the central node/centroid
and the outer faces of ~ . Thus, the approach is no longer grid-transparent (i.e.,
independent of the cell information) and an efficient gather-scatter loop is no
longer possible. This renders the least-squares technique, which is described
below, more attractive on mixed grids.
Using the edge-/face-based implementation (5.50) or (5.51) on triangular
or tetrahedral grids, and the cell-based methodology (5.52) or (5.53) on mixed
grids, the Green-Gauss approach is at least first-order accurate [63]. It is also
consistent, i.e., the gradient of a linear function is computed to roundoff error.
First-order accuracy is sufficient for the linear reconstruction. Second-order
accuracy on arbitrary grids, which is required for the quadratic reconstruction,
can be achieved by subtracting an estimate of the truncation error from the
first-order approximation of the gradient [63].

Least-Squares Approach
The evaluation of gradients by the least-squares approach was first introduced
by Barth [64], [36]. In order to illustrate the method, let us consider the median-
dual scheme. Herewith, the least-squares approach is based upon the use of a
first-order Taylor series approximation for each edge which is incident to the
central node i. The change of the solution along an edge ij can be computed
from
= uj - (5.54)

where r]j is given by Eq. (5.43) and represents the vector from node i to node
j (see Fig. 5.9 or Fig. 5.13b). When we apply the relation (5.54) to all edges
incident to node i, we obtain the following over-constrained system of linear
equations

Axil Ayil AZil 01 (U1 - Ui) -

Axi2 Ayi2 Azi2 o2(u2 -
9

9
.

Ax,zj Ay~y Azij

.

.
.

.
[ o.u l
o uI
OzUJ
oj ( u j -
(5.55)

AXiNA AYiNA AZiNA. ONA (UNA -

with A(.)ij - ( . ) j - (')i and Om(') -- O(.)/Om. Further, NA denotes the number
of adjacent nodes j connected to i by an edge and 0j stands for some weighting
coefficient. The weights can depend on the geometry and/or on the solution
166 Chapter 5. Unstructured Finite Volume Schemes

(see, e.g., [40]). However, in practice 0j is usually set to unity. For convenience,
we abbreviate the above system (5.55) as
_ --~

A 2 - b. (5.56)
Solving Eq. (5.56) for the gradient vector Z requires the inversion of the
_

matrix A. To prevent problems with ill-conditioning (particularly on stretched

grids), Anderson and Bonhaus suggested to decompose A into the product of an
orthogonal matrix Q and an upper triangular matrix R using the Gram-Schmidt
process [66]. Their approach was recently extended to 3D in [49]. Hence, the
solution to Eq. (5.56) immediately follows from
:~__ /~- 1(~T~. (5.57)

Using a lower case letter with double subscripts to denote a matrix element, we _

may write the Gram-Schmidt orthogonalisation of the matrix A - [all, ~2, d3]
as Q - [ q l , q'2, q'3], where
1
ql -- - - a l
rll

q~2 - d2 al (5.5s)
r22 rll
1 [ r23_~ (r13 r12 r23) dl]
q3 -- (~3 a2 -- --- 9
r33 1"22 7"11 rll r22
The entries in the upper triangular matrix R are obtained from
NA
rll - -

I1 NA
j=l

7.12 -- j~I AXij Ayij

rll

~ NA

j=l
(5.59)
NA
1
r13 -- E
/-11 j-1
AxijAzij

r23 --
1
r22 (~ Ay~jAzij
j--1
NA
r12 E AxijAzij
rll j=l
)
NA
r33 --

I j=l
+
5.3. Discretisation of the Convective Fluxes 167

Using Eqs. (5.57)-(5.59), the gradient at node i follows from the weighted sum
of the edge differences
NA
- - e , ( u , - (5.60)
j=l

with the vector of weights u~ij defined as

r12
(~ij,1 - - - (~ij,2 +/~ c~ij,3
rll
-~ r23 (5.61)
wij -- (~ij,2 (~ij,3
r22

olij ,3

The terms in the above Equation (5.61) are given by

Axij
(~ij,1 z r21

1( r12/kxij~ (5.62)
olij,2 -- r2--~ Ayij - rll J

1 ( r23 )
(~ij,3 -- r~-~ Aziy r22 Ayij +/~Axiy ,

where
/~ __ r12r23 - r13r22 (5.63)
?~11/'22
The formulation of the least-squares approach remains formally the same for a
cell-centred scheme, only the nodes have to be substituted by cell-centroids. An
example may be found in Ref. [16].
The least-squares method is first-order accurate on general grids [63]. It is
also consistent, i.e., the gradient of a linear function is computed to roundoff er-
ror, regardless of the type of the elements. Therefore, the method is particularly
suited to mixed grids. The computational costs are comparable to those of the
Green-Gauss approach, since only a vector-scalar multiplication (Eq. (5.60)) is
needed within a single loop over faces/edges. However, we have to pre-compute _

and store the six entries (Eq. (5.59)) of the upper triangular matrix R at each
node. A detailed investigation in Ref. [67] revealed that the weighting coeffi-
cient Oj in Eqs. (5.55), (5.60) has to be set equal to the inverse of the distance
between the nodes i and j (similar to 0/g in Eq. (5.45)), in order to obtain an
accurate approximation for the gradient of a n o n - l i n e a r function on a highly
stretched and additionally curved grid. However, this does not help in the case
of the cell-centred scheme on triangular (tetrahedral) grids [67].
Experience also shows that the least-squares approach requires some atten-
tion in the case of the median-dual scheme, if prismatic or hexahedral cells are
employed on a viscous wall. Consider Fig. 5.15 and assume that we want to
168 Chapter 5. Unstructured Finite Volume Schemes

(a) (b)

F i g u r e 5.15: Virtual edges (dashed lines) used for the computation of gradients
at node i [49]. Shown for prismatic (a) and hexahedral cell (b) on boundary
(shaded).

compute the gradients of the velocity components at node i. It may become

obvious that only the contribution from the edge ij is useful, since at other
nodes connected to i by an edge u = v = w = 0. To increase the support of the
stencil, we can insert the so-called virtual edges [49], as they are rendered by the
dashed lines in Fig. 5.15. The virtual edges help to improve the accuracy and
the robustness of the discretisation scheme considerably. It should be stressed
that they are employed only for the gradient reconstruction but not for the flux
computation.

5.3.5 Limiter Functions

Second- and higher-order upwind spatial discretisations require the use of so-
called limiters or limiter functions in order to prevent the generation of oscil-
lations and spurious solutions in regions with large gradients (e.g., at shocks).
Hence, what we want to achieve is at least a monotonicity preserving scheme.
This means that maxima in the flow field must be non-increasing, minima non-
decreasing, and no new local extrema may be created during the time evolution.
We discussed this point in Subsection 4.3.5 for the case of structured upwind
discretisation schemes.
On unstructured grids, the purpose of a limiter is to reduce the gradients
used to reconstruct the left and right state at the face of the control volume.
The limiter function must be zero at strong discontinuities, in order to obtain
a first-order upwind scheme which guarantees monotonicity. Setting the limiter
to zero leads to the constant reconstruction of Eq. (5.38). Of course, the original
5.3. Discretisation of the Convective Fluxes 169

unlimited reconstruction has to be retained in smooth flow regions, in order to

keep the amount of numerical dissipation as low as possible. In the following, we
shall describe two widely used limiter functions - namely the limiters of Barth
and Jespersen [30], and of Venkatakrishnan [68], [69].

Limiter of Barth and Jespersen

The first implementation of a limiter function on unstructured grids was pre-

sented in Ref. [30]. In the case of the median-dual scheme, it is defined at the
node i as
min 1, U m A2
~x-U~) if A 2 > 0

ffQ - mini Vmin - U i ) if A2 < 0 (5.64)

min 1, A2

1 if A2 = 0
with the abbreviations

A2 - ~I ( V U i .r~j
~ )

Umax- max(U~, maxjUj) (5.65)

g m i n -- min (Ui, mini Uj).

In Equations (5.64) and (5.65), mini or maxj means the minimum or maximum
value of all direct neighbours j of node i (i.e., all nodes connected to i by an
edge). Furthermore, the edge vector r-~j, which is shown in Fig. 5.9 or in Fig.
5.13b, is defined according to Eq. (5.43). Finally, Uj denotes a scalar quantity
at some neighbouring node j. Similar formulae to those above hold for the
cell-centred scheme with cell instead of node indices and with

A2 -- VUI. KL, (5.66)

where ~L denotes the vector from the cell-centroid to the midpoint of the corre-
sponding cell face. In order to avoid division by a very small value of A2 in Eq.
(5.64), it is better to modify A2 as Sign(A2)(IA21 +w), where w is approximately
the machine accuracy [68].
Barth's limiter enforces a monotone solution. However, it is rather dissi-
pative and it tends to smear discontinuities. A further problem presents the
activation of the limiter due to numerical noise in smooth flow regions. This
usually prevents the full convergence to steady state [68], [38]. Therefore, the
limiter function due to Venkatakrishnan became more popular.
170 Chapter 5. Unstructured Finite Volume Schemes

Venkatakrishnan's limiter
Venkatakrishnan's limiter [68], [69] is widely used because of its superior con-
vergence properties. The limiter reduces the reconstructed gradient V U at the
vertex i by the factor

1 [ (A12max --[-s @ 2n2Al,max ]

if A2 > 0
X-~max
[A1, ...... ---[-
' -2A
X-ff
2 nt- t l,ma x A2 + e2

~i = mini 1,min + )A2 -~- (5.67)

if A2 < 0
~2 A21,min -~- 2A 2 nt- A 1,minA2 -}- ([2

1 if A2 = 0

where
A 1,max = Umax -- Ui
(5.68)
nl,min : Vmin - Vi.
In the above Eq. (5.68), Umax and Umin stand for the minimum/maximum values
of all surrounding nodes j and including the node i itself. Definitions of Umax,
Umin and A2 are given in Eq. (5.65). The parameter e2 is intended to control
the amount of limiting. Setting e2 to zero results in full limiting, but this may
stall the convergence. Contrary to that, if e2 is set to a large value, the limiter
function will return a value of about unity. Hence, there will be no limiting at
all and wiggles could occur in the solution. In practice, it was found that s
should be proportional to a local length scale, i.e.,

d = (K 3, (5.69)

where K is a constant of O(1) and Ah is for example the cube-root of the

volume (square-root of the area in 2D) of the control volume. It is important
to notice that the limiter function (5.67) must be defined with non-dimensional
quantities. The influence of the coefficient K in Eq. (5.69) on the resolution of a
shock is demonstrated in Fig. 5.16. It can be seen that the fully limited (K - 0)
and the solution for K = 5 are identical. However, the explicit time-stepping
scheme converged only about three orders of magnitude for K - 0, whereas for
K -- 5 it converged to machine zero (Fig. 5.17). Figure 5.16 also shows that
the solution becomes gradually unlimited with increasing values of K. This
manifests itself as an increasing overshoot at the shock.
The computational effort for the evaluation of one of the above limiter func-
tions is relatively high. Two loops over edges (faces in the case of the cell-centred
scheme) and one loop over nodes (cells) are necessary in order to compute Urea•
Umin as well as the limiter 9 itself. Furthermore, Umax, Umin and 9 have to be
stored node-(cell-)wise, separately for each flow variable.
5.3. Discretisation of the Convective Fluxes 171
%
1.5 --
%%
%
/jA
1.4-

1.3-

f?
1.2-

9-

E
1.1 - // /
/
c
e-
1.O-
-_ //
o
m

0.9-
-

_
/
0.8 -

0.7 -

v
0.6-

F i g u r e 5.16" Effect of the constant K in Venkatakrishnan's limiter, given by

Eq. (5.67), on the solution for an inviscid flow past a circular arc.

0.0

-0.5

m
m -1.0
"10
.m

.e -1.5

C
m -2.0
"o
.m -2.5
m
E K=O
o -3.0
C

o
E
L
-3.5
o
r
K=5, 20, 50
.j~ -4.0
unlimited

-4.5

-5.0
500 1000 1500 2000
Iterations

F i g u r e 5.17: Effect of the constant K in Venkatakrishnan's limiter on the

convergence for an inviscid flow past a circular arc.
172 Chapter 5. Unstructured Finite Volume Schemes

5.4 D i s c r e t i s a t i o n of t h e V i s c o u s F l u x e s
In order to evaluate the diffusive fluxes Fv in Eq. (5.2), flow quantities and
their first derivatives have to be known at the faces of the control volumes. The
control volume for the viscous fluxes is conveniently chosen to be the same as
for the convective fluxes in order to obtain a consistent spatial discretisation
and to simplify the data structure. Because of the elliptic nature of the viscous
fluxes, values of the velocity components (u, v, w), the dynamic viscosity #, and
of the heat conduction coefficient k, which are required for the computation of
the viscous terms (2.23), (2.24) and of the stresses (2.15), are simply averaged
at a face. Thus, in the case of the cell-centred scheme (Fig. 5.13a), the values
at the face I J of the control volume result from

Ulj---~l(u, + (5.r0)
where U is any of the above flow variables. A similar expression holds in the
case of the median-dual scheme for the face ij - see Fig. 5.13b.
The remaining task is the evaluation of the first derivatives (gradients) of
the velocity components in Eq. (2.15) and of temperature in Eq. (2.24). This
can be accomplished in one of two ways, i.e., by using

9 element-based gradients, or

9 average of gradients.

In the following, we shall learn more about both approaches.

5.4.1 Element-Based Gradients

A common feature of this type of gradient computation is the necessity to store
either information about the grid elements or some coefficients related to the ge-
ometry of the elements. Hence, we have to extend the data structure beyond the
face-/edge-based formulation presented earlier for the convective fluxes. Below,
we discuss three well-established methods for the cell-centred and the median-
dual discretisation.

Face-Centred Control Volume

One possible way of evaluating the gradients at a face of the control volume
is to define an auxiliary control volume centred at the face and to employ the
Green-Gauss theorem. We already discussed this approach in Section 4.4 in
the framework of the structured finite volume discretisation. For example, in
the case of the median-dual scheme we can compute the gradient at the edge-
midpoint as the volume average of gradients for all elements which share the
edge [70]. The element-based gradients are evaluated according to Eq. (5.49)
by looping over all grid cells and accumulating the gradients at the edges. The
values of U at the cell-faces are obtained by averaging the nodal values, in a
5.4. Discretisation of the Viscous Fluxes 173

manner similar to Eq. (5.53). This approach is relatively costly in terms of the
memory and the number of operations. However, it can be implemented for any
mix of grid elements.

Approximate Galerkin Finite Element Approach

Another methodology, which is applicable to the median-dual scheme, was de-
rived from the Galerkin finite element method [31]. Basically speaking, the
approach transforms the integration of gradients over the surface of the con-
trol volume into an evaluation of the Hessian matrix (second derivatives) at the
central node. The viscous terms then follow the differential form of the Navier-
Stokes equations in Cartesian coordinates (Eq. (A.4) with ~ = x, ~ = y, ~ - z
and j - 1 __ 1), which contains terms such as

ax(p axu), etc.

with Om(') = O ( . ) / O m . Hence, no further integration of the viscous fluxes over

the faces of the control volume is required.
The original scheme was formulated for purely triangular/tetrahedral grids.
It employs a union of all elements that contain the particular node. In order
to simplify the implementation, the dynamic viscosity coefficient is averaged
from the nodal values, which is a difference to the Galerkin method. Then, the
second derivatives can be evaluated at node i as follows [71]

Ox( o v) o v) Oz( o u) ]
Oz(OU)
o ( OzU) o ( OzU) Oz( OzU)
]
(5.71)

9t--; %~ %y %z ~ 9
j-- 1 OLzx OLzY OLzz ij

The volume fY contains all tetrahedra which share the node i. The coefficient
matrix ~ in Eq. (5.71) is symmetric about the diagonal [71], i.e., C~xy = C~yz,
C~xz = C~zx, and o~yz = O~zy, respectively. Thus, it is necessary to store only six
coefficients for each edge. The coefficients are given by [71]

_ (5.72)
e
~e ~

where n, k denote the x, y, z subscripts, and (S~)k, (SJ)n represent components

of the outer face vectors S~, SJ displayed in Fig. 5.18. The summation is carried
out over all tetrahedra (with particular volumes Fte) which share the edge ij. If
the grid is stationary, the coefficients can be computed in a pre-processing step.
A desirable feature is that the same edge-based data structure can be employed
as for the convective fluxes.
174 C h a p t e r 5. Unstructured Finite Volume Schemes

The disadvantage of this approach is however that the full viscous terms are
retained only on triangular or tetrahedral grids. For elements like prisms or
hexahedra, this technique simplifies to a TSL-like approximation of the Navier-
Stokes equations in all three coordinate directions [8]. An extension to non-
simplex elements which conserves the full viscous terms was presented in [72].
But the efficient edge-based data structure can then no longer be used since the
extended stencil involves nodes not connected by an edge to point i.

Average of Nodal Values

This scheme is intended for the cell-centred type of control volume and purely
tetrahedral grids. It employs a modified version [4] of the stencil introduced in
[61] to evaluate the gradients at the cell faces. The approach is based on an
average of the values at the three nodes which define the cell face, combined
with the quantities at the cell centroids. The first derivatives at a cell face result
from the solution of the linear system of equations [4]

xj - xi y y - y1 z y - z1 O~U

1 1 1
~(X2 -~- X3) -- Xi ~(Y2 -~- Y3) -- Yl ~(Z2 ~- Z3) -- Z1 ~yU

1 1 1
(Xl + - (yi + - + - 0zU

(5.73)
vj -

=
I (U2 + Ua) - U~

I ( U 1 -~- g3) - U2

Referring to Fig. 5.19, the subscripts I, J denote the cell-centroids, and the
subscripts 1, 2, 3 stand for the nodes P1, P2 and P3, respectively. Flow variables
at the nodes can be determined either from the inverse-distance weighting (Eq.
(5.45)) or by the pseudo-Laplacian weighting [2] (similar to nq. (5.24)).

5.4.2 A v e r a g e of G r a d i e n t s
Since we already computed the gradients inside each control volume (e.g., using
the piecewise linear reconstruction, Eq. (5.41) or (5.42)), it would be tempting
to evaluate the gradient at the face-midpoint by the simple average [73]

VUIj 1 [VUI + VUj]

- -~ (5.74)

This approach is particularly attractive, because it requires only the basic face-
or edge-based data structure and no additional storage. However, as it was
pointed out, e.g., in Ref. [71], it leads to a wide stencil with an unfavourable
5.4. Discretisation of the Viscous Fluxes 175

F i g u r e 5.18: Viscous terms at node i: tetrahedron with volume f4 and the

triangular faces involved in the computation of coefficients associated with the
edge ij [71].

P1

P2

F i g u r e 5.19: Cell-centred scheme: stencil for the computation of gradients on

tetrahedral grids [4]. Cross denotes location where the gradients are evaluated
in order to compute the viscous fluxes (face-midpoint P1P2P3).
176 Chapter 5. Unstructured Finite Volume Schemes

distribution of the weights [49]. Furthermore, it was demonstrated in [49] that

the stencil allows for the decoupling of the solution on quadrilateral or hexahe-
dral grids.
The properties of the method can be improved, and particularly the decou-
pling can be prevented, by using the directional derivative along the connection
between the cell-centroids (in the case of the cell-centred scheme), i.e.,

ou) uj - Uz , (5.75)
-'~ Ia glJ
where ~IJ represents the distance between the both cell-centroids I and J
(dashed line in Fig. 5.19). A similar expression holds also for the median-dual
scheme with r~y according to Eq. (5.43). With the definition of the unit vector
rig along the line connecting I and J,

rij '
rig -- ~Ig (5.76)

the modified average may be written as [74], [75]

VUIJ -- V U I j - ['~-UIj" t l J - - -~ Ig

where VUIJ is given by Eq. (5.74). The modification leads to strongly coupled
stencils on tetrahedral as well as on prismatic or hexahedral grids [49]. The
modified approach is also still compatible with the face-/edge-based data struc-
ture and requires no additional storage. It is therefore more attractive than the
element-based methodology, provided the gradients inside control volumes are
utilised for the convective fluxes anyway.
Bibliography 177

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182 Chapter 5. Unstructured Finite Volume Schemes

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Chapter 6

Temporal Discretisation

The application of the method of lines, i.e., the separate spatial and temporal
discretisation of the governing equations (2.19), leads, written down for each
control volume, to a system of coupled ordinary differential equations in time

d(~MW)i
= -R,. (6.1)
dt
In Eq. (6.1), ft represents the volume, R the residual, M the mass matrix, and
the index I denotes the particular control volume. The system (6.1) has to be
integrated in time - either to obtain a steady-state solution (RI - 0), or to
reproduce the time history of an unsteady flow.
We briefly discussed the aspects of the solution of the equation system (6.1)
in Section 3.2. We saw that the various explicit and implicit methods can be
derived from a basic non-linear scheme. It reads for a stationary grid

( ~ M ) I Al/~r~ __ ~ /~+1 -~ + ~ W ~ (~ M ) I A I / ~ _ 1 ,
1 --/~ R~ (6.2)
At1 1 +w 1 +w l+w At1
where
- (6.a)
stands for the update (correction) of the solution. The superscripts n and ( n + l )
denote the time levels. Hence, W n means the flow solution at the present
time t. Consequently, 1~ n+l represents the solution at the time (t + At). The
parameters/3 and w determine the discretisation type (explicit or implicit) and
also the temporal accuracy. For example, the condition expressed by Eq. (3.6)
must be fulfilled to achieve second-order temporal accuracy.
In the following sections, we shall consider the most popular explicit and
implicit time-stepping methods in some detail. We shall also present how the
maximum allowable time step can be evaluated for a particular scheme. Fur-
thermore, we shall discuss the issues of the appropriate implementations on
structured as well as on unstructured grids. Finally, the last section will be
devoted to time-accurate solutions of unsteady flow problems.

183
184 Chapter 6. Temporal Discretisation

6.1 Explicit Time-Stepping Schemes

An explicit scheme starts from a known solution W n and employs the corre-
sponding residual R n in order to obtain a new solution at time (t + At). In
other words, the new solution I/Vn+l depends solely on values already known.
This fact makes the explicit schemes very simple and easy to implement.
As we discussed it in Subsection 3.2.1, a basic explicit scheme can be derived
from Eq. (6.2) by setting/~ - 0 and w - 0. This results in

MI AI~p -- Ati ~ (6.4)

ftz
which is termed the forward Euler approximation. The mass matrix M can be
lumped (i.e., substituted by the identity matrix) for steady problems or for the
cell-centred discretisation.
The by far most popular and widespread explicit method is the multi-
stage (Runge-Kutta) time-stepping scheme and its variant the hybrid multistage
scheme. Therefore, we shall describe both methods below.

6.1.1 Multistage Schemes (Runge-Kutta)

The concept of explicit multistage schemes was first presented by Jameson et
al. [1]. The multistage scheme advances the solution in a number of steps -
so-called stages- which can be viewed as a sequence of updates according to
Eq. (6.4). Applied to the discretised governing equations (6.1), where the mass
matrix was lumped, an m-stage scheme reads

~/(1) __ ~/r(O) AtI f~(O)

-- C~l--~-/ I

Ate/~(1) (6.5)

rf+ 1 _ ~/(m) AtI /~(m-1)

I
In the above expressions (6.5), ak represents the stage coefficients. Furthermore,
the denotation/~k) means that the residual is evaluated with the solution I~ (k)
from the k-th stage.
Unlike in the classical Runge-Kutta schemes, only the zeroth solution and
the newest residual are stored here in order to reduce the memory requirements.
The stage coefficients can be tuned to increase the maximum time step and to
improve the stability for a particular spatial discretisation [2]-[4]. For consis-
tency, it is only required that OZm = 1. A consequence of the modification to the
Runge-Kutta scheme is that second-order time accuracy can be realised only if
C~m-1 = 1//2. Otherwise, the multistage scheme is first-order accurate in time.
6.1. Explicit Time-Stepping Schemes 185

[l first-order scheme [[ second-order scheme ......

stages 3 4 5 3 4 5
a 1.5 2.0 2.5 0.69 0.92 1.15
al 0.1481 0.0833 0.0533 0.1918 0.1084 0.0695
a2 0.4000 0.2069 0.1263 0.4929 0.2602 0.1602
OL3 1.0000 0.4265 0.2375 1.0000 0.5052 0.2898
OL4 1.0000 0.4414 1.0000 0.5060
(~5 1.0000 ...... 1:0060 ,,,

T a b l e 6.1: Multistage scheme: optimised stage coefficients (a) and CFL num-
bers (a) for first- and second-order upwind spatial discretisations.

IIcentrlschome
36 Ik1storderupwind
20 2nd-order upwind
a = 1.0
stage a /3 a /~ a /3
1 0.2500 1.00 0.2742 1.00 0.2742 1.00
2 0.1667 0.00 0.2067 0.00 0.2067 0.00
3 0.3750 0.56 0.5020 0.56 0.5020 0.56
4 0.5000 0.00 0.5142 0.00 0.5142 0.00
5 1.0000 0.44 1.0000 0.44 1.0000 0.44

T a b l e 6.2: Hybrid multistage scheme: optimised stage (c~) and blending (/3)
coefficients, as well as CFL numbers (a) for central and upwind spatial discreti-
sations. Note the identical coefficients for the lst- and the 2nd-order upwind
scheme but the different CFL numbers.

The above multistage approach (6.5) is particularly suitable for upwind spa-
tim discretisation on structured as well as unstructured grids. Central discretisa-
tion schemes perform more efficiently with the hybrid multistage methodology,
which will be described next. Sets of optimised stage coefficients for first- and
second-order upwind schemes are presented in Table 6.1 for three- to five-stage
schemes [2]. Practical experience shows that the coefficients for the first-order
scheme should be preferred in cases, where the flow field contains strong shocks,
regardless of the order of the spatial discretisation. This can be explained by the
fact that every higher-order scheme switches to first order at shocks to prevent
oscillations of the solution. However, the residuals at strong shocks influence
the convergence to steady state most significantly.
The main disadvantage of every explicit scheme is that the time step (At) is
severely restricted by the characteristics of the governing equations as well as by
the grid geometry. We shall discuss the computation of the maximum allowable
time step in Subsection 6.1.4. Theoretical aspects of the determination of the
time step and the so-called CFL number will be considered in Section 10.3 on
stability analysis.
186 Chapter 6. Temporal Discretisation

6.1.2 Hybrid Multistage Schemes

The computational work of an explicit multistage scheme (6.5), applied to the
system (6.1), can be substantially reduced if the viscous fluxes and the dissipa-
tion are not re-evaluated at each stage. Additionally, the dissipation terms from
different stages can be blended to increase the stability of the scheme. Methods
of this type were devised by Martinelli [5] and by Mavriplis et al. [6]. They
are known as hybrid multistage schemes. Provided the stage coefficients are
carefully optimised, the hybrid schemes are as robust as the basic multistage
schemes.
Let us for illustration consider a popular 5-stage hybrid scheme, where the
dissipative terms are evaluated at odd s t a g e s - generally denoted as the (5,3)-
scheme. First, we split the spatial discretisation into two parts, i.e.,

R, - (6.6)

The first part, Rc, contains the central discretisation of the convective fluxes,
which can be either the average of variables or the average of fluxes. It also
includes the source term. The second part, Rd, is composed of the viscous
fluxes and the numerical dissipation. For example, in the case of the central
scheme with artificial dissipation (Subsections 4.3.1 or 5.3.1) we would set

NF

k--1
NF

k
k=l

where Way represents the arithmetic average of flow variables from the left and
the right side of face k.
With the residual split according to Eq. (6.6), the (5,3)-scheme can be for-
mulated as
~(o) _

_ _ ],

Ate

(6.7)

I
6.1. Explicit Time-Stepping Schemes 187

where
/~(d2 ' ~ At3/~(2) + (1-/~3)/~ (~
(6.8)
/ ~ ( 4 , 2 ) /~5/~(4) + (1 --/35)/~ (2'0) .
The stage coefficients am and the blending coefficients ~m in the above relations
(6.7), (6.8) are given in Table 6.2 for central and upwind schemes. Both sets of
coefficients are particularly optimised for the multigrid method (Section 9.4).
We shall discuss the properties of the above hybrid multistage scheme later in
Section 10.3.
It should be mentioned that it is also popular to evaluate the dissipation
term Rd in the first two stages only, without any blending. A well-known (5,2)-
scheme, which is often employed with the central spatial discretisation, uses the
stage coefficients of Table 6.2. However, the (5,2)-scheme is less suitable for
viscous flows and multigrid than the above (5,3)-scheme.

6.1.3 T r e a t m e n t of t h e S o u r c e T e r m
There are certain cases in which the source term Q in Eq. (4.2) or (5.2) becomes
dominant. Such situation is often encountered when chemistry or turbulence
models are employed. The problem is that a large source term changes the flow
variables rapidly in space and in time. The changes due to a strong source
term happen at much smaller time scales than those of the flow equations. This
increases the stiffness of the governing equations significantly. The stiffness is
defined as the ratio of the largest to the smallest eigenvalue of the Jacobian
matrix OR/OW. The stiffness can also be viewed as the ratio of the largest to
the smallest time scale.
When we apply one of the above explicit multistage schemes (or any other
purely explicit scheme) to a stiff system of equations, we will have to reduce
the time step considerably in order to stabilise the time integration. Hence,
the convergence to the steady state will become very slow. More seriously, an
explicit scheme can even fail to find the correct solution [7]. A remedy suggested
by Curtiss et al. [8] is to treat the source term in an implicit way. In order to
demonstrate the approach, we rewrite the basic explicit scheme in Eq. (6.4) as
follows (cf. Eq. (4.2)or (5.2))

~ I / ~ / . ~ __ _
AtI
[
E(#:
k=l
_ #vn) k A S k _ a/(~+ 1 ] (6.9)

where the source term is now evaluated at the new time level ( n + l ) . For
simplicity, the mass matrix was omitted from Eq. (6.9). Since the value of the
source term at the time ( n + l ) is unknown, we have to approximate it. For this
purpose, we linearise the source term about the current time level n, resulting
in
aQ
~nd-1 ~ ~n -F ~ A~/n 9 (6.10)
OW
188 Chapter 6. Temporal Discretisation

If we insert Eq. (6.10) into Eq. (6.9) and rearrange the terms, we obtain the
following relation [9], [10]

( )i1 AW~='-' ftI1 [(/~Q)~ _ ~tz(~] , (6.11)

where i represents the identity matrix. The formulation (6.11) is called point
implicit because the term in square brackets on the left-hand s i d e - the implicit
operator - depends only on values in the control volume ftI itself. A com-
parison with Eq. (6.9) reveals that the scalar time step At changed now to a
matrix. Thus, each flow equation becomes scaled by an individual parameter,
corresponding to the associated eigenvalue. In this way, the disparity between
the time scales is offset and the time step restriction due to the source term is
alleviated.
When we apply the above point-implicit approach to the multistage scheme
in Eq. (6.5), we obtain for the k-th stage

l/~r/(k)_ l/~/(0) __ [(/:~Q)Sk-1) (6.12)

with RQ defined in Eq. (6.9). A similar expression holds also for the hybrid
multistage scheme in Eq. (6.7). The interested reader may find a detailed in-
vestigation of the influence of the source term on stability in Refs. [11]-[13].
A more elaborate approach is to treat the stiff source term by means of
an semi-implicit Runge-Kutta scheme, originally suggested by Rosenbrock [14].
The scheme is numerically more stable than the approach in Eq. (6.12), however
it requires the inversion of a large system of linear equations at each stage.
Details of the semi-implicit Runge-Kutta scheme and applications can be found
in Refs. [15]-[18].

6.1.4 D e t e r m i n a t i o n of the M a x i m u m Time Step

Every explicit time-stepping scheme remains stable only up to a certain value of
the time step At. To be stable, a time-stepping scheme has to fulfil the so-called
Courant-Friedrichs-Lewy (CFL) condition [19]. It states that the domain of
dependence of the numerical method has to include the domain of dependence of
the partial differential equation. The CFL condition means for the basic explicit
scheme (6.4) that the time step should be equal to or smaller than the time
required to transport information across the stencil of the spatial discretisation
scheme. Hence, in 1D the condition for the time step would read for the linear
convection equation
Ax
A t - a iAcl , (6.13)

where Ax/IAc I represents the time necessary to propagate information over the
cell size Ax with the velocity A~. The velocity A~ corresponds to the maximum
6.1. Explicit Time-Stepping Schemes 189

eigenvalue of the convective flux J acobian. The positive coefficient a denotes

the CFL number. The magnitude of the CFL number depends on the type and
the parameters of the time-stepping scheme, as well as on the form of the spatial
discretisation scheme. We shall investigate the dependency of a in Section 10.3
for two model problems. Tables 6.1 and 6.2 list the CFL numbers for various
multistage schemes and discretisations.
The maximum time step can be determined for linear model equations with
the aid of Von Neumann stability analysis (Section 10.3). However, the max-
imum time step can be calculated only approximately in multiple dimensions
and for non-linear governing equations. In the following, we will present rela-
tions for the estimation of the time step on structured and unstructured grids,
and for inviscid as well as for viscous flows.

Time Step on Structured Grids

Euler Equations

On a structured grid, the time step At can be determined for a control volume
f t / f r o m the approximate relation [20]-[22]

Ati -- cr (~ic q- ~t J q- ~cK) I . (6.14)

The CFL number a is given for multistage schemes in Table 6.1 and for hybrid
schemes in Table 6.2. The spectral radii of the convective flux Jacobians (A.9)
read for the three grid directions

A/ - (Iv.?~II q - c ) A S I

(6.15)

Xc - +

The normal vectors and face areas in Eq. (6.15) are obtained by averaging the
corresponding values from the two opposite sides of the control volume in the
respective direction. For example, if a dual control volume (Subsection 4.2.3)
would be oriented as sketched in Fig. 4.1b, we would use in t h e / - d i r e c t i o n

-4 1 1
?~i,j,k -- ~(?~1 -- ?~2), A S I i , j , k -- ~(AS1 q- AS2). (6.16)

Similar expressions hold for the J- and K-direction.

With Eq. (6.14), we obtain a local time step, which is valid for one control
volume only. If we are interested in a steady state solution, we may use the
local time step to accelerate the convergence (of. Section 9.1). However, if time
accuracy is important, we have to employ one global time step for all volumes,
i.e.,
At - mini (Ati), (6.17)
190 Chapter6. Temporal Discretisation

where the minimum over all control volumes is taken.

Navier-Stokes Equations
For viscous flows, the spectral radii of the viscous flux Jacobians (A.10) have to
be included in the computation of At. They can severely limit the maximum
time step in boundary layers. The time step can be evaluated from [5], [21], [22]

At1 - fti . (6.18)

(A t + A~ + A ~ ) , + C(A~ + A~ + A g ) ,

The constant which multiplies the viscous spectral radii is usually set as C = 4
for central spatial discretisations, C = 2 for first-order upwind and C = 1
for second-order upwind discretisations. If we assume that an eddy-viscosity
turbulence model is employed, the viscous spectral radii are given by [21], [22]

A / = max , Ft (6.19)

and similarly for the other directions. In Equation (6.19), PL denotes the lami-
nar and PT the turbulent dynamic viscosity coefficient, respectively. Further-
more, PrL and PrT are the laminar and the turbulent Prandtl numbers. The
CFL numbers in Tables 6.1 and 6.2 apply also for viscous flows. Particularly
efficient for viscous flows is the (5,3) hybrid scheme from Eq. (6.7).

Time Step on Unstructured Grids

Several approaches were suggested for the estimation of the maximum time step
on unstructured grids. We shall present two different approaches below.

Method 1
One proven method, which closely follows the implementation on structured
grids, reads [6]
zxt - + , (6.20)

where/~c a n d / ~ represent a sum of the convective and viscous spectral radii

over all faces of the control volume. As on structured grids, 1 _< C _< 4 is usually
used. In the case of the cell-centred scheme, the spectral radii are defined as [6]
NF

J--1
(6.21)

max
3 PlJ' PlJ ~ j

The values of the flow variables at the faces of the control volume are obtained
by arithmetic averaging.
6.1. Explicit Time-Stepping Schemes 191

Method 2
The spectral radii predicted by Eq. (6.21) are too large, particularly on mixed
element grids. This leads to a smaller time step than required for the stability.
The implementation in Ref. [23] offers a more accurate estimation of the time
step, namely

A t I -- (7 (Ax _[_ Ay _[_ s _[_ C ( s x _+_s _1_s (6.22)

with the convective spectral radii

ix- ( ~ + ~)~:
(6.23)
X z - ( ~1 + ~) ~ z

and with the viscous spectral radii (eddy-viscosity turbulence model assumed)

A~ - max , ~ + a '

The variables A S x, A S y and A S z, respectively, represent projections of the

control volume on the y-z-, x-z- and the x-y-plane. They are given by the
formulae
1 NF
A s x - ~ ~-~ISxlJ
J--1
1 NF
As~- ~ ~ Is~l~ (6.25)
J=l
1 NF
J
J--1
where Sx, Sy and Sz denote the x-, y- and the z-component of the face vector
S-~.AS.
The CFL numbers stay in general the same as on structured grids. Thus, the
values collected in Tables 6.1 and 6.2 still apply. Furthermore, the convergence
to steady state can also be accelerated by local time stepping, in the same way
as on the structured grids. A global time step, necessary for simulating unsteady
flows, can be obtained from Eq. (6.17) as before.
192 Chapter 6. Temporal Discretisation

6.2 Implicit Time-Stepping Schemes

Various implicit time integration schemes can be obtained by setting /3 r 0
in Eq. (6.2). An implicit scheme with w = 0 was found to be best suited for
the solution of stationary flow problems (for unsteady flows see Section 6.3).
Herewith, Eq. (6.2) simplifies to

-(1 - ~) R ~ . (6.26)
Ati
As we can see, the implicit formulation leads to a set of non-linear equations
for the unknown flow variables at the time (t+At). The solution of Eq. (6.26)
requires the evaluation of the residual at the new time level, i.e., /~n+i. Since
we do not know l~ n+l, this cannot be done directly. However, we can linearise
the residual/~n+l in Eq. (6.26) about the current time level, i.e.,

/ ~ + I " ~ R-~
~+ ( 0~/ ~ ) I
AI~n, (6.27)

where the term OR/OW is referred to as the flux Yacobian. We should mention
that the flux Jacobian is often derived from a rather crude approximation to
the spatial discretisation represented by R n. For example, in the case of higher-
order upwind discretisations, it is quite common to base the flux Jacobian solely
on a first-order upwind scheme. However, for best efficiency and robustness,
the flux Jacobian should still reflect the most important features of the spatial
discretisation.
If we substitute now the linearisation in Eq. (6.27) for/~n+l into Eq. (6.26),
we obtain the following implicit scheme

Ate -~ A -- - R ~ , (6.28)

The term in square brackets on the left-hand side of Eq. (6.28) is referred to as
the implicit operator or the system matrix. Consequently, the right-hand side
of Eq. (6.28) is called the explicit operator. It is only the explicit operator that
determines the spatial accuracy of the solution.
The implicit operator constitutes a large, sparse, and non-symmetric block
matrix with dimensions equal to the total number of cells (cell-centred scheme)
or grid points (cell-vertex scheme). Below we will discuss further the form of the
implicit operator for structured as well as for unstructured grids. As we already
saw in Section 3.2, the mass matrix M can be replaced by the identity matrix,
without influencing the steady state solution. The parameter ~ in Eq. (6.28) is
generally set to 1, which results in a 1st-order accurate temporal discretisation.
A 2nd-order time accurate scheme is obtained for ~ - 1/2. However, this is not
recommended since the scheme with ~ - 1 is much more robust, and the time
accuracy is of no importance for steady problems.
6.2. Implicit Time-Stepping Schemes 193

In the case of stiff governing equations, the source term has to be included
in the implicit operator. This happens quite naturally with the linearisation of
the residual in Eq. (6.27), which leads to a formulation identical to Eq. (6.10).
As demonstrated in Ref. [12], the above implicit scheme (6.28) remains stable
for any time step if the eigenvalues of OQ/OW are all negative or zero.
The solution of the linear equation system (6.28) requires the inversion of
the implicit operator, i.e., the inversion of a very large matrix. In principle, this
can be done in two ways. The first one consists of a direct matrix inversion,
using either the Gaussian elimination or some direct sparse matrix method [24],
[25]. However, because of the excessive amount of memory and the very high
computational effort, this approach is not suited for practical problems [26].
The second possibility of inverting the implicit operator represent iterative
methods. We mentioned the most widely used ones in Subsection 3.2.2. Iterative
methods can be divided roughly into two groups. The first one consists of
approaches which decompose the implicit operator into several p a r t s - a process
called factorisation. The factors are constructed in such a way that they can be
more easily inverted than the original implicit operator. To the second group
belong schemes, which employ a Krylov-subspace method for the inversion of
the implicit operator. In this case, the implicit time-stepping scheme (6.28) is
usually turned into Newton's method by setting At --+ co. The scheme is then
named Newton-Krylov method.
In the following, we shall discuss first the matrix structure of the implicit
operator. Then, we shall investigate the possibilities of computing the flux
Jacobian OR/OW in Eq. (6.28). Finally, we shall present the three most popular
iterative methods in detail.

6.2.1 Matrix Form of the Implicit Operator

Referring to Eq. (6.27), we can write the linearisation of the residual/~n+l in

the form

~n+l ~ ~nzr- E - ~ [(~c-'~v)m /~

m=l
(6.29)

OW
with NF being the number of faces of the control volume ft (cf. Eq. (4.2) or
(5.2)). Thus, the flux Jacobian reads

OR_.-"= EN~ O(Fc)mow_.ASm - E OW-"m ASm OW-~ . (6.30)

OW m=l m=l

It should be stressed that the flux Jacobian has to be conceived as an operator

which acts on the update A W. As stated above, the convective and viscous
fluxes in Eq. (6.30) do not necessarily have to be identical to the fluxes in the
explicit operator.
194 Chapter 6. Temporal Discretisation

Because of the significant differences between the implicit operators on struc-

tured and unstructured grids, we shall treat each case separately.

Implicit Operator on Structured Grids

In order to derive the form of the system matrix in Eq. (6.28), let us consider
the 1-D grid in Fig. 6.1. Let us further assume that the cell-vertex scheme with
dual control volumes (Subsection 4.2.3) and a simple average of fluxes are used
for the spatial discretisation (cf. Fig. 4.8). In the absence of viscous fluxes, the
residual is given by

Ri --(Fc)i+l/2 A~i+i/2 § (Fc)i-1/2 ASi-1/2 - ~iQi. (6.31)

Furthermore, the derivative of the convective fluxes at the face m - i + 1/2 in

Eq. (6.30) can be expressed as follows

- 0I/V {12 [ffc(~/./~_i)+/~c(~/n)] }

O(Fc)i+l/2_OOW
(6.32)

_ 1_ [ ( a c ) i + l § (Ac)i] ,
2
_

where Ac denotes the convective flux Jacobian (Section A.9). Hence, according
to Sqs. (6.29), (6.31), and (6.32), the residual at (t+At) is approximated as

/:~?+1~ R? § ~1 [(-~c)i+1A~r/~l § (Ac)i Awn] ASiTI/2

1 ~ -
§ ~ [(Ac)i-1 nwn-1 § (A~)i AI~/~] ASi-1/2 (6.33)

o(a Q )
OW
Finally, for ~ - 1 and a lumped mass matrix we can derive from Eq. (6.26) the
implicit scheme

{~i 1
~//f § ~ [(2~c)iASi+I/2 + (Ac)i ASi-1/2]
--+

1
--
O(a~Q~_____~)
0~/.
+ ~
[(A~)~+I AS~+/2]
1
(6.34)

§ 21 [(~z~c)i-1ASi-1/2] / " "

AW n - _R n '
2

where/7 stands for the identity matrix. It should be noted that the unit normal
_

vector in each matrix Ac is evaluated at the same side of the control volume
as the associated area AS. As we can see, the implicit operator involves the
same 3-point stencil (nodes i - 1, i, and i § 1) as the spatial discretisation. In
6.2. Implicit Time-Stepping Schemes 195

stencil implicit operator

L D U
0 8x8
m

i-1 i i+l
DU ...
LDU
LDU
LDU :
: LDU
9 LDU
grid LDU
0 ... LD
1 2 3 4 5 6 7 8

F i g u r e 6.1" 1-D structured grid and the associated implicit operator matrix
for a 3-point stencil.

stencil I i,j+l
-nnnn 9

i - l , j .~ i,j ~. i+l,j mmm

mmm
mmm
9
9
9
mmmm 9
mmm 9
mmm 9
mm 9
9 mm 9

I i,j-1 9
9
9
mmm
mmm
mmm
9
9
9
9 mmm 9
9 mmm 9
9 mmmm 9
9 mm 9
9 mm 9
9 mmm 9
9 mmm 9
9 mum 9
grid (8x4 points) 9
9
mmm
mmm
9
9
9 mmm 9
9 mm 9
9 mm
9 mmm
9 mmm
9 mum
9 mmmm
9 mmi
9 nnmn
9 u m

1 i ~ 8

F i g u r e 6.2" 2-D structured grid (left) and the associated implicit operator
matrix for a 5-point stencil (right). Nonzero block matrices displayed as filled
rectangles.
196 Chapter 6. Temporal Discretisation

order to visualise the system matrix, we denote all terms in the implicit operator
associated with the central node i as D, i.e.,

D -
~i +
1 + - 0(a Q )
OW
with the downwind node (i + 1) as U, i.e.,
1
U -- ~ (Ac)i+l ASi+I/2,
and with the upwind node ( i - 1) as L, i.e.,
1
L -- ~ ( n c ) i _ 1 ASi_I/2,

respectively. Writing down Eq. (6.34) for all eight nodes of the grid in Fig. 6.1,
we obtain the 8x 8 block-tridiagonal matrix displayed on the right side of Fig.
6.1. Each of the blocks L, D, and U represents a 3 x 3 matrix in 1D (because of
the three conservation equations).
The same ideas carry over to multiple dimensions. For example, if the spatial
discretisation in 2D would involve the 5-point stencil sketched in Fig. 6.2, we
would obtain a block-pentadiagonal matrix. This is shown on the right side of
Fig. 6.2. The nodes were ordered such that the /-index runs faster than the
j-index (corresponds to mat(i, j) in FORTRAN). It should be noted that the
second off-diagonal is at the distance of eight elements from the main diagonal
(the total number of nodes in /-direction). Finally, the system matrix would
become block-septadiagonal in 3D, if we would employ the 7-point stencil of
Fig. 4.9b for the spatial discretisation.
In summary, we can state that the system matrix always possesses a regular,
sparse and banded form for structured grids. It should be further mentioned
that the term _

(gtM)I/Ati (6.35)
in Eq. (6.28), which is always located on the main diagonal, can cause difficulties.
Namely, if the time step becomes large, some iterative matrix inversion schemes
(e.g., Gauss-Seidel) may fail due to reduced diagonal dominance of the implicit
operator.

Implicit Operator on U n s t r u c t u r e d Grids

The appearance of the system matrix changes completely when we proceed from
structured to unstructured grids. This can be demonstrated with the aid of a
small unstructured grid sketched in Fig. 6.3. We want assume that the spatial
discretisation is given by the cell-centred scheme presented in Subsection 5.2.1,
which uses flow values only from the nearest neighbours (e.g., like a first-order
upwind scheme- see Subsections 5.3.2 and 5.3.3). Thus, for example, the stencil
for cell 2 includes the cells 18, 10, and 13. The resulting system matrix is
displayed on the right side of Fig. 6.3. It is obvious that since the grid cells
6.2. Implicit Time-Stepping Schemes 197

(nodes in the case of a median-dual scheme) are in general numbered in an

arbitrary order, no regular pattern can be expected for the matrix. Only the
main diagonal, which contains at least the expression (6.35) and possibly the
derivative of the source term, is always present.
The quasi-random distribution of nonzero elements in the system matrix
is undesirable. It slows down the convergence of iterative inversion methods
like Gauss-Seidel. Furthermore, preconditioning techniques for Krylov-subspace
methods like ILU (Incomplete Lower-Upper) factorisation scheme cannot be
used efficiently. Therefore, strategies were developed where the cells (nodes)
are renumbered such that the bandwidth of the system matrix is considerably
reduced, i.e., the nonzero elements are clustered close to the main diagonal.
The best-known renumbering strategy is the Reverse-Cuthill-McKee (RCM) al-
gorithm [27], [28]. Figure 6.4 shows the resulting cell numbering and the system
matrix when the RCM algorithm is applied to the example grid of Fig. 6.3. As
we can see, the bandwidth of the matrix is significantly reduced and the matrix
obtains a more regular structure.
Several other renumbering strategies were developed in order to minimise
cache misses or to allow for vectorisation of the numerical scheme. An overview
can be found, e.g., in Ref. [29].

6.2.2 Evaluation of the Flux Jacobian

Depending on the type of the underlying spatial discretisation scheme, an ana-

lytical evaluation of the flux Jacobian OR/OW in Eq. (6.28) may become very
complex if not impossible. In order to make the concepts more clear, we shall
derive the flux Jacobian for inviscid flows and then discuss the extension to the
Navier-Stokes equations.

Central S c h e m e

The flux Jacobian is most easily formulated in the case of the central spatial
discretisation. As we already saw for the example in Fig. 6.1, 0/~/0I~ consists of
the convective flux Jacobians (cf. Eq. (6.34)), which can be derived analytically
(see Section A.9). Artificial viscosity is usually included in a simplified form,
without the non-linear pressure sensor (Eq. (4.55)). We shall return to this
point below in Subsection 6.2.3.

F l u x - V e c t o r Splitting S c h e m e

The evaluation of the flux J acobian becomes more involved when one of the
flux-vector splitting schemes (Subsection 4.3.2) is used as the basis for its deriva-
tion. Let us, for illustration, consider the scheme due to Steger and Warming
[30]. Previous investigations [31] revealed that the Steger-Warming splitting is
preferable over, e.g., the Van Leer's flux-vector splitting scheme (Eq. (4.60)) for
various upwind discretisations of the implicit operator.
198 Chapter 6. Temporal Discretisation

9 9
9 9 9 9
9 9 9 9
9 mm 9
9 9 9
9 9 9
9 9
9 9 9
9 m 9
9 9 9 m
9 9 9
15 9 mm
mm mm
11 9 m
9
9
9
m
9 []
mm 9
mm 9
9 9 9 9
9 9 9 9
9 mm 9

F i g u r e 6.3: 2-D unstructured grid (left) and the associated implicit operator
matrix for a nearest neighbour stencil (right). Nonzero block matrices displayed
as filled rectangles.

mm
mmmm
mm 9
m m m
m m m m
m m m m
9 9 mm
mm 9 9
9 9 9
m m m
mm 9 mm
9 9 mm
9 m mm
17 m mm
9 mm 9
mm m n
mm 9
9 9
13 9 mm
9 mn

F i g u r e 6.4: Reduced bandwidth (from 18 to 5) of the implicit operator from

Fig. 6.3 with reverse-Cuthill-McKee ordering. Nonzero block matrices displayed
as filled rectangles.
6.2. Implicit Time-Stepping Schemes 199

The basic idea of the Steger-Warming flux-vector splitting scheme is to divide

the convective fluxes into a positive and a negative part, i.e.,

ffc -- if+ +/5c- (6.36)

with the fluxes defined as

fc:t: _ ~ S i w ~ r _ (~/~4-~-1) ~r. (6.37)

In Eq. (6.37), A~w denotes the positive/negative Steger-Warming flux-splitting

Jacobian. Furthermore, T represents the matrix of right eigenvectors, ~ - 1 the
matrix of left eigenvectors, and /~+ stands for the diagonal matrix of posi-
tive/negative eigenvalues, respectively (cf. Section A.11). The eigenvalue ma-
trices are defined as [30]
A+ - 1(.~ c :k /~cl) (6.38)
2
where Ac is given by Eq. (A.84).
Using the splitting defined in Eq. (6.36), we obtain for the product of the
flux Jacobian with the update A W ~ in Eq. (6.29)

-'
ORI
NF [ O(Fc-t-AS)m A -' n
-. A~/n - Z
OW m=l
L OWL,m
~ WZ,~ + O(r(AS)m
OWR,m
]
m . (6.39)

In the above Eq. (6.39) , AW~, m and A W R,mn denote the updates of the left and
right state at the face m, respectively. On structured grids, the left and right
state can be evaluated by the MUSCL approach (Eq. (4.46)). On unstructured
grids, the reconstruction methods discussed in Subsection 5.3.3 can be applied.
However, the stencil becomes wider with increasing accuracy, which leads to
larger bandwidth of the system matrix. Therefore, and in order to reduce the
numerical complexity, only first-order accurate approximation is usually em-
ployed in Eq. (6.39). As a compromise, we could reconstruct the left and right
state with higher accuracy but retain the stencil of the first-order scheme for
the evaluation of the derivatives [32].
To proceed with the discussion on the evaluation of the derivatives 0ff~/0I~ z
in Eq. (6.39), let us consider, e.g., the positive flux at face m

o(f/As)m o
OWL,m OWL,m
which becomes with Eqs. (6.37), (6.38)

o(FSAs)., +
OWL,m 2
(6.40)
ASm
@ 2
EO~fL,m
]
O(Ac)L,m + a (A~)L,m[ ~
200 Chapter 6. Temporal Discretisation

An expression similar to Eq. (6.40) can also be found for the negative flux. As
we can see, the first term in Eq. (6.40) consists of convective flux Jacobians (see
Section A.9) and thus presents no difficulty. However, the second term involves
derivatives of matrix elements. Although it is possible to obtain the derivatives
analytically either by hand calculation or by using a symbolic algebra package,
this will produce a large, computationally inefficient code [33]. Alternatively, it
_

is possible to assume the matrix Ac is locally constant so that the second term
in Eq. (6.40) can be neglected. However, depending on the type of the implicit
scheme, this may severely restrict the CFL number [34].
Other approaches that we could use to compute the derivatives 0 / ~ / 0 1 ~ in
Eq. (6.39) would be the automatic differentiation of the source code (e.g., using
ADIFOR [35]) or the finite-difference method (see, e.g., [26], [33]). Herewith,
the derivative of the i-th component of a vector F with respect to the j - t h
component of a dependent variable X can be approximated as

f (2 + hjeJ) -
(6.41)
oqxj. hj

where ~'J denotes the j - t h standard basis vector. Dennis and Schnabel [36]
suggested a stepsize hj of the form

hj - ~ max{lxjl , t y p x j } sign(xj) (6.42)

with e being the machine accuracy and typ xj a typical size of xj.
The reader is also referred to [37] and [3sl for hints on efficient numerical
evaluation of Jacobian matrices.

Flux-Difference Splitting Scheme

In the case of the flux-difference splitting scheme due to Roe (Subsection 4.3.3,
Eq. (4.91)), we can write the product of the flux Jacobian with the update in
Eq. (6.29) as

ORI/~,rn
NF ASm {
E - -~n
OW m--1
2
--*n

OWR,m

Similar to flux-vector splitting, the expression (6.43) contains convective flux

Jacobians as well as derivatives of the Roe matrix ARoe. The derivatives were
presented in [34]. Since the corresponding formulae are very complex (see also
Ref. [33]), it is a better idea to evaluate the term OFc/OW numerically, as
6.2. Implicit T i m e - S t e p p i n g Schemes 201

discussed above. However, we can also simplify Eq. (6.43) by assuming locally
constant Roe matrices [39]

ASm
ORI A~/r n ~,~
Ol~ 2
(2~c)L'm A ~ / r f 'm -~- (Ac)R 'mA~/r~ 'm
~"t---1 (6.44)

- b Ro l 7"rt n ~7Yt -
/:~

In contrast to the Steger-Warming flux-vector splitting scheme, the above ap-

proximate linearisation (6.44) degrades the performance of the implicit scheme
only slightly [34].

Viscous Flows

For the Navier-Stokes equations, we have to account also for the viscous fluxes
in the implicit operator. The derivative O F v / O W , i.e., the viscous flux Jacobian
in Eq. (6.30) is in general not straightforward to obtain. Additional complexity
arises due to the fact that the viscous flux vector contains derivatives of flow
variables. For this reason, we have either to evaluate the viscous flux Jacobian
by finite differences (Eq. (6.41)), or we have to use a simplified formulation.
In the case of the TSL approximation of the Navier-Stokes equations (cf.
Subsection 2.4.3 and Section A.6), it is possible to find the viscous flux Jaco-
bian analytically by assuming locally constant dynamic viscosity and thermal
conductivity coefficients. Then, according to the discussion in Appendix A.10,
the term related to the viscous fluxes in Eq. (6.29) becomes

O ( F v A ~ ) m A~/rn ~ [(Av)Rm A ~ / n (6.45)

In above Eq. (6.45), A v stands for the viscous flux Jacobian given by Eq. (A.71)
or Eq. (A.75) but without the spatial operators 0r (eft Eq. (A.74) and (A.79)).
The J acobians are evaluated using either the left or the right state for all vari-
ables except for the dynamic viscosity, which is determined from an arithmetic
average. It should be mentioned that Eq. (6.45) leads to a second-order central
difference approximation in the implicit operator, supposed the left and right
state are computed with first-order accuracy.

6.2.3 ADI Scheme

The Alternating Direction Implicit (ADI) scheme was one of the first iterative
implicit schemes [40]. The ADI scheme can be implemented on structured grids
only. It is based on an approximate splitting (or, in other words, factorisation)
of the implicit operator in Eq. (6.28) into two (in 2D) or three (in 3D) factors.
Each factor contains the linearisation of the convective and viscous fluxes for
one particular direction in the computational space. In 3D, this leads to the
202 Chapter 6. Temporal Discretisation

}
formulation [40], [41]

0[(r/-
At + "
OW OW
-+

{ ~-~~ 0[( ~J -- ib-~J)ts J] 0[(F J - #J)AsJ]j_I/2 }

At + _~ j+l/2 _~_ -,

OW OW
(6.46)

{2 _ i

At
+
0[(/~ K - - FvK)ASK]k+I/2+ (~[(/~c-K FvK)ASK]k_I/2
OW
- -

OW

OW

For clarity, the node indices i , j , k were omitted from Eq. (6.46) where not
required. Furthermore, the superscripts I, J, K in Eq. (6.46) mark the flux
vector or of the face area associated with certain coordinate in the computational
space. For example , AS~+I/2,j, * k corresponds to AS2 in Fig. 4.1b. By replacing
the node indices by cell indices, the scheme in Eq. (6.46) can be applied to a
cell-centred discretisation.
The derivatives of the convective and viscous fluxes in Eq. (6.46) can be
evaluated as discussed in the previous subsection. The ADI method is tradi-
tionally coupled to the central scheme with artificial dissipation. In such a case,
a formulation similar to that in Eq. (6.34) holds for each factor (of course, the
linearisation of the source term is included in one factor only). In order to ob-
tain a robust and efficient scheme, it is necessary to include a linearisation of the
artificial dissipation terms in the implicit operator [42]-[44]. The linearisation
is in general simplified b y t r e a t i n g the spectral radii and the dissipation coeffi-
cients as independent of W. Hence, according to Eq. (4.48) the factor, e.g., in
t h e / - d i r e c t i o n becomes

+
0[(g / - - #I)nsI]i+ll2 + (~[(/~/ - - #I)tsI]i_ll2
At OW OW

O(DIMASI)i+I/2 O(DIMASI)ow'i-1/2}
OW

with the implicit artificial dissipation term JST scheme, (cf. Eq. (4.50))

O(DIM)i+I/2
-~ n~/rn ~ Ai+l/2 (tiM)i+1~2 1 - -

OW (6.47)
- -
,(s(4)~ (A~/~//~_2 3AW/~_1-}-3A~r/n -- n~/~/rn_l)]
- -
6.2. Implicit Time-Stepping Schemes 203

The implicit dissipation terms in other directions are defined in similar way.
It is also possible to retain only the second-order differences in the implicit
operator [43], [44]. This reduces the matrix for each of the factors from block-
pentadiagonal to block-tridiagonal form (as sketched in Fig. 6.1). However, as
pointed out in Ref. [44], this restricts the stability of the scheme.
The inversion of the implicit operator in Eq. (6.46) proceeds in three steps
(two steps in 2D), i.e.,

(D I + L I + UI)/~/~.?-(1) __ _/:~n

(D J + L J + UJ)AW(2) - A~/r(1) (6.48)

(D K + L K + u K ) A w ~ - AI~(2),

where D represents the diagonal, L the lower-diagonal and U the upper-diagonal

terms, respectively. Each step requires the inversion of a block-tridiagonal or a
block-pentadiagonal matrix (if ,(4)~IM > 0 in Eq. (6.47)). This is done by a direct
solution method. In order to reduce the numerical effort, Pulliam and Chaussee
[45] suggested a diagonalised form of the ADI scheme. Herewith, the block
matrices (composed of convective and viscous flux Jacobians) are transformed
into diagonal matrices. Hence, only non-block tri- or pentadiagonal matrices
have to be inverted, which results in significant savings of computational work
and memory [43]. Although the diagonalisation is strictly valid only for Euler
equations, it can be employed for viscous flows as well [43]. The linearisation of
the viscous fluxes (e.g., like in Eq. (6.45)) is then either omitted in the implicit
operator, or it can be approximated by the viscous eigenvalue (Eq. (6.19)).
The splitting of the implicit operator introduces what is called the factorisa-
tion error. It is the difference between the implicit operator of the base scheme
in Eq. (6.28) and the factorised operator. In the case of the ADI scheme, this
error term is scaled by the factor (At) N, where N denotes the number of space
dimensions. This term causes the ADI scheme to loose its unconditional stabil-
ity in 3D [46]. However, the stability is improved if the fourth-order differences
of the artificial viscosity are included in the implicit operator [44]. In fact, the
ADI scheme was successfully used for the solution of various 3-D problems [43],
[47]. An interesting implementation of the ADI scheme on multiblock grids,
which treats the block boundaries implicitly, was presented by Rosenfeld et al.
[48].
The time step At can be computed in the same way as presented in Subsec-
tion 6.1.4, using Eq. (6.14). The optimal CFL number varies between 20 and
50 depending on the flow case.
204 Chapter 6. Temporal Discretisation

6.2.4 LU-SGS Scheme

The implicit Lower-Upper Symmetric Gauss-Seidel (LU-SGS) scheme, which is
also called the Lower-Upper Symmetric Successive Overrelaxation (LU-SSOR)
scheme, became widely-used because of its low numerical complexity and mod-
est memory requirements, which are both comparable to an explicit multistage
scheme. Furthermore, the LU-SGS scheme can be implemented easily on vec-
tor and parallel computers. It can also be used on structured as well as on
unstructured grids.
The LU-SGS scheme has its origins in the work of Jameson and Turkel [49],
who considered decompositions of the implicit operator into lower and upper di-
agonally dominant factors. The LU-SGS method itself was introduced by Yoon
and Jameson [50]-[52] as a relaxation method for solving the unfactored im-
plicit scheme in Eq. (6.28). It was further developed and applied to 3-D viscous
flow fields by Rieger and Jameson [53]. Since then, various researchers applied
the LU-SGS scheme to viscous flows on structured [54]-[61] and on unstruc-
tured grids [62]-[66]. The LU-SGS approach is often used for the simulation of
chemically reacting flows [67]-[71].
The LU-SGS scheme employs a simplification of the first-order accurate flux-
vector splitting approach due to Steger and Warming (see Subsection 6.2.2) for
the linearisation of the convective fluxes in Eq. (6.29). The linearisation is
always kept the same regardless of the discretisation of the explicit operator.
The LU-SGS scheme is further based on the factorisation of the implicit operator
in Eq. (6.28) into the following three parts

(D + L ) D -1 (D + U ) A I ~ n -- - / ~ 7 . (6.49)

The factors are constructed such that L consists only of terms in the strictly
lower triangular matrix, U of terms in the strictly upper triangular matrix and
D of diagonal terms. It is important to remark that the number of factors
remains always the same independent of the number of space dimensions.
The system matrix of the LU-SGS scheme (Eq. (6.49)) can be inverted in
two s t e p s - a forward and a backward sweep, i.e.,

( D + L ) AI/~(1) - --/~7
(6.50)
(D + U)/kI/V n -- D/kl/V(1)

with ~rn+l __ ~/rn + A~/rn. The operators L, D, and U and also the inver-
sion procedure differ on structured and unstructured grids in some respects.
Therefore, we shall discuss below each case separately.
6.2. Implicit Time-Stepping Schemes 205

L U - S G S on S t r u c t u r e d G r i d s
On structured grids, the operators are defined as (see [50]-[52], and [68], [55])

L - (;-~- -~- ~Z~v)i-1 AS/-1/2 -+- ( 2~+ -~- ; v ) j - 1 / ~ s J _ 1/2

+ (A+ + Av)k_ 1AS~-112

U- ;-- -- ; v ) i + l A~[+1/2 -~- ( ; - -- ; v ) j + l A~jJ1/2

nt-(;- -- t~v)k+l AS~+I/2 (6.51)

D- At nc (/~- - nv) AS/-1/2 nc (2~- - 2~v) ASJ_ 1/2

- Sk_l/2 -~- (A + -Jr- 1/2

O(aQ)
no_(2~+ ~_ ~Z~v) ASJ_v1/2 _~_(;-t- nt_2~v) AS~+I/2
OW
For better readability, only those node indices (or cell indices in the case of
a cell-centred scheme) are shown in Eq. (6.51), which differ from i,j,k. The
superscripts i, j, k at AS indicate the direction in the computational space.
The unit normal vectors in the positive/negative flux Jacobians fi~+ and in the
viscous flux Jacobians fi~v are evaluated at the same side of the control volume
like the associated face areas AS. Note that the unit normal vectors are assumed
to point outwards of the control volume. In contrast, in various references it is
supposed that the unit normal vectors from opposite sides of the control volume
point in the same direction.
The viscous flux Jacobians in Eq. (6.51) are either computed numerically,
or are replaced by their TSL approximation, corresponding to Eq. (6.45). It
is possible to apply the TSL approximation in all computational coordinates,
regardless of the actual orientation of the boundary layer(s). A further simplifi-
cation consists of substituting the viscous flux Jacobians by the viscous spectral
radii (Eq. (6.19)), i.e., fitvAS ~ Xv, as suggested in [63].
The split convective flux Jacobians fi~+ are constructed in such a way that
the eigenvalues of the (+) matrices are all non-negative, and of the ( - ) matrices
are all non-positive. In general, the matrices are defined as [49]

i• i is • - (6.52)

where fi~c stands for the convective flux Jacobian (Section A.9) and/kc repre-
sents the spectral radius of the convective flux Jacobian (given by Eq. (4.53) or
Eq. (6.15)), respectively. Note the similarity between the above approximation
206 Chapter 6. Temporal Discretisation

(6.52) and Eq. (6.40), when the derivatives of Ac are neglected. The factor w
in Eq. (6.52) represents an overrelaxation parameter. It also determines the
amount of implicit dissipation and hence influences the convergence properties
of the scheme. The factor can be chosen in the range 1 < w <_ 2. Higher val-
ues of w increase the stability of the LU-SGS scheme, but may slow down the
convergence to steady state. The definition of the Jacobians .~+ in Eq. (6.52)
ensures a diagonally dominant system matrix, which is very important for the
efficiency and robustness of the iterative inversion procedure (6.50).
The splitting according to Eq. (6.52) together with averaged face vectors
allow a simplified evaluation of the diagonal operator D

D w
h-7 + +X r
(6.53)
O(nQ)
..., o

OW

The spectral radii of the convective flux Jacobians/~c are given in Eq. (6.15).
The face areas and normal vectors are averaged in the respective I-, J-, or
K-direction according to Eq. (6.16). As we shall see immediately, this ap-
proximation helps to reduce the operation count and the memory requirements
significantly.
A distinguishing feature of the LU-SGS method is how the forward and the
backward sweep in Eq. (6.50) are carried out. In 2D, the sweeps are accom-
plished along diagonal lines (i + j) = const, in computational space. This is
depicted in Fig. 6.5 for the forward sweep (first line of Eq. (6.50)). In this way,
the off-diagonal terms involved in the L and the U operator become known from
the previous part of a sweep (denoted by crosses in Fig. 6.5). In 3D, the implicit
operator is inverted on i § j + k = const, planes, as sketched in Fig. 6.6. Hence,
the LU-SGS scheme can be written as

DA~(1) _ _/~n _ L/kp~(1)

i,j,k -- i ,j,k
(6.54)
D AI~j ,,
k - D A I ~ i (1)
,j,k
- U AI~ ~

As we can see from Eq. (6.54), the only term which needs to be inverted is
the diagonal term D. Thus, the LU-SGS methodology transforms the inversion
of a sparse banded matrix into the inversion of a block-diagonal matrix. Fur-
thermore, if the viscous flux Jacobians in Eq. (6.53) are approximated by the
viscous spectral radii, the operator D becomes a diagonal matrix (except for the
source term). Hence, the LU-SGS scheme requires a very small computational
effort as compared to other implicit schemes (e.g., the ADI scheme discussed
previously). Furthermore, the inversion of the diagonal operator can be carried
out independently for each node (cell) of the diagonal plane, which makes the
scheme easy to vectorise. The indices of the nodes/cells on the diagonal planes
can be obtained with the following pseudo-code [72]:
6.2. Implicit Time-Stepping Schemes 207

forward sweep

sweeping direction
I

/
J

IIIIII 9 .IL

F i g u r e 6.5: Sweeping direction of the LU-SGS scheme in computational space:

9 denotes where the operator D is currently inverted (line i § j = const.); x
denotes the already updated values of L.

J
l

,/

F i g u r e 6.6: Diagonal plane of sweep in computational space for the implicit

LU-SGS scheme in 3D.
208 Chapter 6. Temporal Discretisation

DO plane = 1, nplanes
D O k = 1, kmax
DO j = 1, jmax
D O i = 1, imax
IF (i+j+k = plane+2) store indices
ENDDO
ENDDO
ENDDO
ENDDO

The number of diagonal planes is: nplanes = imax + j m a x + k m a x - 2. Obvi-

ously, the above code can be optimised for higher computational efficiency.
In order to avoid explicit evaluation and storage of the convective flux Ja-
cobians in L and U, the products .~• n can be substituted by Taylor series
expansion of the fluxes [53]. Using Eq. (6.52), we can write

(A+AS) n 1 (AF~ A'3 + rAlAi/~n ) (6.55)

with the update of the convective fluxes

A~ -- /~cn+l -- /~c" (6.56)

The simplification given by Eq. (6.55) is possible due to the sweeping along
diagonal planes, s i n c e / ~ + 1 is then known. This leads to a further significant
decrease of the numerical effort of the LU-SGS scheme.
The time step At can be computed in the same way as presented in Sub-
section 6.1.4, using Eq. (6.14). However, it should be noted that the implicit
LU-SGS scheme in Eq. (6.49) represents an approximate Newton iteration in
the case of At--, cc as stated by Rieger and Jameson [53]. Thus in general, CFL
numbers of the order of 104 to 106 are used in practice for stationary flows.
The convergence is then controlled by the overrelaxation parameter w. For the
simulation of unsteady flows, we may employ the formulation presented below
in Section 6.3. Another possibility is to use the modified version of the LU-SGS
scheme described in Ref. [73].

LU-SGS on Unstructured Grids

Here, the operators read for a median-dual scheme [63]-[65]

L
jeL(i)

C _____
jev(i) (6.57)

D- Ati + -~(fkc)i + E ( f ~ v ) i A S i j - -, 9
j=l OW
6.2. Implicit Time-Stepping Schemes 209

In Eq. (6.57), L(i), and U(i) denote the nearest neighbours of node i which
belong to the lower (upper) matrix, ASij represents the face area associated
with the edge ij (see Fig. 5.9), and NF stands for the number of faces of the
control volume f~i, respectively. The spectral radius of the convective fluxes
(Ac)i is computed by Eq. (6.21). The viscous flux Jacobian Av can be again
approximated by its spectral radius [63]. In this case, the diagonal operator
becomes
D - ~~- ~ [ + -~
~ (/~c)~ + ( / ~ ) ~ - o(~Q~) , (6.58)

where (/~)i is evaluated according to Eq. (6.21). Formulae similar to Eq. (6.57)
and (6.58) can be obtained in the case of the cell-centred scheme. The major
difference is that the summation in the L and the U operator is conducted over
faces of the cell instead of incident edges.
The sets L(i) and U(i) in Eq. (6.57) should fulfil the same function as the
diagonal planes on structured grids. For this reason, it is necessary to arrange
the nodes (cells)into layers such that [63]:

9 nodes i (cells I) of a current layer have connections to layers with previ-

ously updated flow variables -otherwise the LU-SGS scheme degenerates
to a Jacobi iteration,

9 nodes (cells) in a layer are not connected to each other - otherwise the
scheme could not be vectorised.

The layers can be generated for the median-dual scheme with a procedure de-
scribed in Ref. [63]. Approaches for the cell-centred scheme were suggested in
[74], [75].
An appropriate definition of the sets L(i) and U(i) allows for the following
two-step inversion procedure [63]-[65]

D AI~ ( 1 ) - - R ~ - E 5 1))jiSij Jr-(/-~)jli~/~ r(1)]

jCL(i)
(6.59)
D A ~ n -- D Aiz~z(1) 1 )j/Affzjn]
j~v(i)
where the viscous Jacobians were approximated by their spectral radii and where
the positive/negative Jacobians were linearised according to Eq. (6.55). Further-
more, the factor (r'A)j is defined as

(6.60)
+

with ~) - ~ 112 being the length of the edge ij.

210 Chapter 6. Temporal Discretisation

The time step can be computed in the same way as for the explicit scheme
(EQ. (6.20)). However, the viscous eigenvalue should be omitted, since the
viscous terms are already contained in the implicit operator and hence do not
reduce the time step as in the case of an explicit scheme. The CFL number
can be chosen in the range from 104 to 106 for steady flows. The convergence
speed and the robustness of the LU-SGS scheme can then be tuned using the
overrelaxation parameter w.

6.2.5 Newton-Krylov Method

First of all, let us rewrite the implicit scheme given by Eq. (6.28) as
_ ---, ..~

JAW n - -R n , (6.61)

where J represents the implicit operator (system matrix). As we already saw,

J constitutes a large, sparse, and generally non-symmetric matrix. In the pre-
vious subsections, we discussed two methods that decompose J into several
factors which can be each more easily inverted than J itself. However, due to
the factorisation error (and approximate linearisation of/~n+l), only a linear
convergence to steady state can be achieved. In order to obtain the quadratic
convergence of Newton's method for the solution of non-linear equations, four
conditions must be fulfilled:

9 the linearisation of the residual must be exact,

9 J must be accurately inverted,

9 the time step has to be At ~ c~,

9 initial solution must be, in some sense, close to the final solution.

Obviously, the main obstacles that have to be overcome are the linearisation
and the inversion of the full system matrix.
A particularly suitable class of iterative techniques for the solution of large
linear equation systems are the so-called Krylov-subspace methods. Several were
proposed for the inversion of matrices which arise in CFD. Examples are the
Conjugate Gradient Squared (CGS) method [76], the Bi-Conjugate Gradient
Stabilised (Bi-CGSTAB)scheme [77], or the Transpose-Free Quasi-Minimum
Residual (TFQMR) approach [78]. However, the most successful Krylov sub-
space method became the Generalised Minimal Residual (GMRES) technique,
which was originally suggested by Shad and Schulz [79], [80]. Since then, the
GMRES method was improved and augmented by several researchers [81]-[84].
Because of its popularity, we shall focus on the GMRES approach in the fol-
lowing. Nevertheless, most of what we shall discuss also applies to the other
Krylov subspace methods.
6.2. Implicit Time-Stepping Schemes 211

GMRES Method
As we mentioned in Subsection 3.2.2 (see also Appendix A.12), the GMRES
method minimises the norm of the global residual, i.e., IIJ A W n + R n II over a set
of rn orthonormal vectors (search directions), which span the Krylov subspace
/Cm given by Eq. (3.10). The GMRES algorithm can be summarised as follows:

1. guess a starting solution W~ and evaluate the initial residual vector

r-'o- J A W~ + R n,

2. generate the m search directions (by Gram-Schmidt orthogonalisation),

3. solve the minimisation problem,

4. form an approximate solution of Eq. (6.61) as A W n - AW~ + ~m.

Since the memory requirements increase linearly with the number of search
directions, rn is restricted to values between 10 and 40 in practice. This might
not be sufficient for a converged solution A W n. Thus, the GMRES method has
to be restarted, i.e., we set A W g - A W ~, compute 5"0 and proceed with step
2. As pointed out in Ref. [85], instead of working with a constant number of
search directions, m should be reduced if the norm of the global residual drops
below a specified tolerance. In this way, a large number of operations can be
saved in later stages of the Newton iteration.

C o m p u t a t i o n of t h e F l u x J a c o b i a n
GMRES and other Krylov subspace methods allow us to circumvent an explicit
computation and storage of the flux Jacobian OR/OW. The idea is based on
the observation that the methods rely only on matrix-vector products of the
form J A W n and do not need the matrix J explicitly. The product of the
flux Jacobian with the solution update can be approximated by a simple finite
difference as
OR A W n ~ R ( w + h zxw - R(w
(6.62)
0fir h
which requires only two evaluations of the residual. The stepsize h has to be
chosen with some care, in order to minimise the numerical error [36]. One
particularly suitable formulation reads [86]

where e denotes the machine accuracy, d the scalar product W n . A W n, IAWnl is

the vector A W n with all elements set to their absolute values, and finally typ U
represents a typical size of U. Apart from saving memory and operations, there
is an even more important advantage of the finite-difference approximation.
Namely, numerically accurate linearisation of a high-order residual R n (includ-
ing boundary conditions, limiters, source terms, etc.) can be easily achieved.
212 Chapter 6. Temporal Discretisation

Thus, the quadratic convergence of Newton's scheme can be realised at mod-

erate costs. For this reason, we speak of such a scheme as of Newton-Krylov
approach [86]-[88].

Preconditioning
The efficiency of Krylov-subspace methods depends strongly on a good precon-
ditioner. Its purpose is to cluster the eigenvalues of the system matrix J around
unity. Thus, instead of Equation (6.61), the left- or right-preconditioned system
according to Eq. (3.11) is solved. Using Eqs. (6.61) and (6.62) together with
the condition At ~ c~, the Newton-Krylov method becomes

1~L R ( W n -~ h A W n) - R ( W n)
: --PL Rn (6.64)

with left preconditioning, and

R ( W ~ + hPR AW*) - R ( W ~) ~ R n

/15R1 t ~?'n -- t ~ r *

in the case of right preconditioning, respectively. The main difference between

the two preconditioning methodologies is that left preconditioning scales the
residual R n whereas right preconditioning does not. This has to be kept in
mind when the convergence of the Krylov method is monitored.
Obviously, the preconditioner should be as close as possible to the inverse
of the system matrix ([~L,R ~ j - l ) . But on the other hand, it should be
invertible with low numerical effort. Therefore, we have to find an optimal
tradeoff between the convergence speed of the Krylov method and the time
spend for inverting the preconditioning matrix. One of the most successful
preconditioners is the Incomplete Lower Upper factorisation method [89], [90]
with varying level of fill-in (mostly with zero, designated as ILU(0)). The ILU
preconditioner is especially efficient in the case of viscous, turbulent flows, i.e.,
for stiff equations [91]. In order to obtain a good performance on unstructured
grids, it is necessary to reorder the elements of the system matrix such that the
bandwidth is reduced. We already discussed the RCM renumbering strategy
[27], [28] in Section 6.2.1.
A serious disadvantage of the ILU preconditioning scheme is that elements
of the matrix J have to be computed (see Subsection 6.2.2) and stored. There-
fore, some authors suggested to employ the LU-SGS scheme as a preconditioner
[92], [93]. Hence, when Eq. (6.62) is applied, the formation and storage of J
is completely avoided. However, it was demonstrated in Ref. [91] on behalf of
several 2-D cases that the GMRES method with LU-SGS is inferior to GMRES
combined with ILU(0) in terms of the CPU-time. Nevertheless, the LU-SGS
scheme (best when coupled with multigrid) still represents an attractive alter-
native, particularly in 3D.
6.2. Implicit Time-Stepping Schemes 213

Start-Up Problem
The time step of the implicit Newton-Krylov method is infinitely large. However,
it is advisable to use small time steps at the beginning of the Newton iteration
process. The reason is that the flow solution is in general far from the steady
state at the beginning of the solution process, i.e., the root of the nonlinear
equation
R(w) - o,

and this may cause a breakdown of the Newton iteration. One possible remedy
is the so-called Switched Evolution Relaxation (SER) technique [94]. Here, the
term gt/At is retained in Eq. (6.61). The time step is evaluated in the same way
as presented for the explicit scheme (Eq. (6.14) or Eq. (6.20) without the viscous
eigenvalue). The CFL number a is increased starting from a small initial value
correspondingly to the reduction of the 2-norm of the residual, i.e.,

0 "n+l -- (7 n 11/~-1112~ (6.66)

IIR II2
Hence, the convergence of the iteration procedure (6.61) will be at first linear,
but it approaches the quadratic convergence of Newton's method for large CFL
numbers. A further effect of the time term is the increased diagonal dominance
of J (inverse proportional to ~ / A t ) , which will help to stabilise the iteration.
In Ref. [88], it was suggested to clip crn+~ in Eq. (6.66) such that it increases
by maximum factor of two and decreases less than factor of ten.
A further approach which can be used to overcome the start-up problems
of Newton's method consist of grid sequencing, where the initiM solution is ob-
tained on a sequence of coarser grids and interpolated onto finer grids. Another
possibility is to use a numerically cheap but robust iteration scheme for the
initial guess. For example, we could start with a multigrid scheme driven by the
LU-SGS method and then 8witch to GMRES with LU-SGS as preconditioner.
This might be particularly interesting for viscous turbulent flows, where the
convergence of a multigrid scheme usually slows down after the initial phase.
However, the globM flow 8olution i8 then Mready close to the steady state.
214 Chapter 6. Temporal Discretisation

6.3 Methodologies for Unsteady Flows

The simulation of unsteady flow phenomena is becoming increasingly impor-
tant in many engineering disciplines. Examples are the interaction between
stationary and rotating parts in turbomachinery, piston engines, fluid-structure
interaction, helicopter aerodynamics, aeroacoustics, DNS or LES of turbulent
flows, detonations, etc. Clearly, the simulation has to be conducted efficiently
and with accuracy adequate for the problem being solved.
Explicit schemes represent the best choice for certain unsteady applications
when the time scales are comparable to the spatial scales over the eigenvalue, i.e.,
when the CFL number dictated by the physics is of the order of unity. This is for
example the case in aeroacoustics, DNS, and LES. For such applications, explicit
Runge-Kutta schemes are quite popular. Since the global physical phenomena
evolve much slower than the solution changes locally in these applications, it is
necessary to integrate over a long period of physical time. In order to do this
accurately, the temporal resolution of the explicit scheme has to be of 3rd or
higher order. This requires the use of Runge-Kutta methods different to that
we presented in Section 6.1 (see, e.g., [95], [96]).
In other cases, where the physical time scales are large in comparison to the
spatial scales divided by the eigenvalue (e.g., flutter, rotor-stator interaction,
etc.), the CFL number can be chosen in the order of several hundreds or even
thousands without impairing the accuracy of the simulation. Obviously, in such
cases an implicit scheme is more appropriate. In the following, we shall discuss
a particular technique known as the dual time-stepping approach, which is very
often employed for unsteady flows.
The dual time-stepping approach is based on the second-order time accurate
version of the basic non-linear scheme in Eq. (6.2). For this purpose we set/~ = 1
and w = 1/2 in Eq. (6.2). Hence, we obtain

3(f~.M)?+ll/~r? +1 - 4 ( f ~ / ~ ) y W -"
? + (aJ~)i n-l~/-?-i
__ _ _ / ~ + 1 , (6.67)
2At

where At denotes the global physical time step and M the mass matrix, re-
spectively. Equation (6.67) constitutes a 3-point backward-difference (backward
Euler) approximation of the time derivative in Eq. (6.1). In order to solve the
system of non-linear equations given by Eq. (6.67), we can use either Newton's
method or a time-stepping methodology. The latter can be written as

at* -- - R e ( W * ) ' (6.68)

where I~* is the approximation to ~ n + l and t* denotes a pseudo-time variable.

Note that there is no mass matrix in the time derivative. The u n s t e a d y residual
is defined as

nl(gJ*) - nI(W*) + (6.69)

6.3. Methodologies for Unsteady Flows 215

All terms which are constant during the time-stepping in Eq. (6.68) are gathered
in a source term, i.e.,

Q I - --~ 2-~-t (~J~)~-Iw} ~-1 (6.70)

In the case of moving and/or deforming grids, the new size of the control volume,
i.e., ~n+l in Eq. (6.68) has to satisfy the Geometry Conservation Law (see
Appendix A.5 for details and references).
The stationary solution of Eq. (6.68) corresponds to the flow variables at
the new time level, i.e., IY* - IY n+l. S i n c e / ~ - 0 at steady state in pseudo
time, Equation (6.67) is fulfilled. Any of the previously presented explicit or
implicit time-marching schemes can be employed for the solution of the system
of equations (6.68) in the pseudo time. In the following, we shall discuss the
implementation of the dual time-stepping approach for explicit multistage and
implicit schemes.

6.3.1 Dual Time-Stepping for Explicit

Multistage Schemes
Jameson [97] first implemented the dual-time methodology using an explicit
multistage scheme accelerated by local time-stepping and multigrid. The signif-
icant advantage of this approach is that the physical time step is not restricted
as usual in explicit methods. It can be chosen based solely on the flow physics.
On the other hand, additional storage is needed only for the source term Q*,
which makes the approach very attractive. An m-stage explicit scheme for the
solution of the pseudo-time problem (6.68) reads

2,(~ =

aT+
~/(2) __ ~r/(0) Ol2/~t~ -~* ~(1) (6.71)
~'~7+1 Re( )

--',
(wi)l+l __ ~r/(0)~__ -~,
RI (~/(m-1)) ,

where 1 denotes the actual and (1 + 1) the new pseudo-time level, respectively.
The time-marching process is started either with (I~z*)t - I~n or with a value
extrapolated from previous physical time steps, e.g., [98]
_~ __. 31/~Zn _ 4I~n-1 + l~ n-2
(W;)Z- wn + 2 " (6.72)

It is continued until (lYe) z+l approximates 1 ~ +1 with sufficient accuracy (usu-

ally when the residual R I was reduced by two or three orders of magnitude).
216 Chapter 6. Temporal Discretisation

After that, the next physical time step is conducted. The pseudo time step
At* is computed in the same way that we saw in Subsection 6.1.4.
Arnone et al. [98] pointed out that the multistage scheme (6.71) becomes
unstable when the physical time step At is of the order of the pseudo time step
At* or smaller. Melson et al. [99] demonstrated that the instability is caused
by the term

2At
in Eq. (6.69), which becomes significant for small At. They suggested an implicit
treatment of this term. Thus, we have to modify the multistage scheme in Eq.
(6.71) such that the k-th stage becomes [99]

l~(k)_lTv(o) akAt~[ 3 j ~ n + ] -1

(6.73)
9 [/~i(~r(k-1))~t_ ~ . 3~ (~2t7/)?+ll/~I(~ - ~} ]

The same methodology can also be applied to a hybrid multistage scheme (see
Subsection 6.1.2). The above formulation (6.73) is stable for any physical time
step At [99].
In the case of cell-centred schemes, the mass matrix 57/n+1 in Eq. (6.73) can
be lumped (substituted by the identity matrix) without reducing the solution
accuracy. In this way, the term

in Eq. (6.73) is turned into a scalar value. However, we have to account for the
mass matrix in the case of a cell-vertex spatial discretisation scheme. Other-
wise, the multistage scheme will be unstable for small physical time steps. In
order to circumvent the expensive inversion of 2f'/~+1, Venkatakrishnan [100]
and Venkatakrishnan and Mavriplis [101] suggested the following modification
to Eq. (6.73)

--*(k) -
~[/r(iO) O~kAt} [ +
I
3 ]-1
(6.74)
3 a~+l~ ~/.}k_1)

The parameter/~ can now be utilised to stabilise the time-stepping scheme. In

practice, choosing/~- 2 was found sufficient [100], [101].
The dual time-stepping approach, where the solution in pseudo time is ob-
tained by an explicit multistage scheme, is widely used. The highest compu-
tational efficiency results when the multistage scheme is accelerated by local
time-stepping (in t*) and multigrid. The reason is that the multigrid scheme
6.3. Methodologies for Unsteady Flows 217

converges quickly (in few cycles) to the stationary solution of Eq. (6.68). Exam-
ples of applications on structured grids can be found in Refs. [97]-[99] as well as
in [102]-[104]. Implementations of the methodology on unstructured grids were
described, e.g., in [100], [101] and [105].

6.3.2 Dual Time-Stepping for Implicit Schemes

The implementation of an implicit scheme for the solution of Eq. (6.68) in pseudo
time t* proceeds in the same way as outlined in Section 6.2. First of all, we
formulate Eq. (6.68) as an nonlinear implicit scheme, i.e.,

0 (~+1 -~ * )l-t-1
Or* W] ) - -(R~ (6.75)

with (1 + 1) being the new pseudo-time level. Note again the absence of 57/in
the time derivative. The unsteady residual, which is defined in Eq. (6.69), can
be linearised in pseudo time as follows

-, OR* ~,,
(R*)/+1 ~-~ (/~*)l nt- _~ A (6.76)
OW*
where AI~* - (~r,)l+l _ (~r,)l and the flux Jacobian is defined as

OR* = OR + 3 (aYi)
(6.77)
ow. ow
If we insert the above linearisation into Eq. (6.75), we obtain the unfactored
implicit scheme [106]

~/+ ~ (ft2~)~ +1 + ~-~ AI/V* - _(/~})z. (6.78)

Any of the methodologies presented in Section 6.2 can be employed for the
solution of the system (6.78). A detailed discussion of time-accurate implicit
methods can be found in [107]. For recent examples of implementations, the
reader is referred to, e.g., [106] and [108].
218 Chapter 6. Temporal Discretisation

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This Page Intentionally Left Blank
Chapter 7

Turbulence Modelling

The outstanding feature of a turbulent flow, in the opposite to a laminar flow,

is that the molecules move in a chaotic fashion along complex irregular paths.
The strong chaotic motion causes the various layers of the fluid to mix together
intensely. Because of the increased momentum and energy exchange between
the molecules and solid walls, turbulent flow leads at the same conditions to
higher skin friction and heat transfer as compared to laminar flow.
Although the chaotic fluctuations of the flow variables are of deterministic
nature, the simulation of turbulent flows still continues to present a significant
problem. Despite the performance of modern supercomputers, a direct sim-
ulation of turbulence by the time-dependent Navier-Stokes equations (2.19) -
known as the Direct Numerical Simulation ( D I S ) [1]-[10]- is applicable only
to relatively simple flow problems at low Reynolds numbers (Re) in the order
of 104 - 105. A more widespread utilisation of the DNS is prevented by the
fact that the number of grid points needed for sufficient spatial resolution scales
as Re 9/4 and the CPU-time as Re 3. Therefore, we are forced to account for
the effects of turbulence in an approximate manner. For this purpose, a large
variety of turbulence models was developed and the research still goes on. There
are five principal classes of turbulence models:
9 algebraic,

9 one-equation,

9 multiple-equation,

9 second-order closures (Reynolds-stress models),

9 Large-Eddy Simulation (LES).
The first tree models belong to the so-called first-order closures. They are based
mostly on the eddy-viscosity hypothesis of Boussinesq [11], [12], but for certain
applications also on non-linear eddy-viscosity formulations. An overview of the
classes of turbulence models, which are sorted according to their decreasing level
of complexity, is displayed in Fig. 7.1.

227
228 Chapter 7. 7tlrbulence Modelling

F i g u r e 7.1: Hierarchy of turbulence models. Abbreviations:

DNS - Direct Numerical Simulation

LES -- Large-Eddy Simulation
RANS = Reynolds-Averaged Navier-Stokes equations
lst-order = first-order closures
2nd-order = second-order closures
R S T - Reynolds-Stress ~IYansport models
ARS = Algebraic Reynolds-Stress models
0-, 1-, 2-Eq. - zero- (algebraic), one-, two-equations models.
 229

One should be aware of the fact t h a t there is no single turbulence model,

which can predict reliably all kinds of turbulent flows. Each of the models has its
strengths and weaknesses. For example, if a particular model works perfectly in
the case of attached boundary layers, it may fail completely for separated flows.
Thus, it is important always to ask whether the model includes all the significant
features of the flow being investigated. Another point which should be taken
into consideration is the computational effort versus the accuracy required by
the particular application. We mean by this that in many cases a numerically
inexpensive turbulence model can predict some global measures with the same
accuracy as a more complex model.
In the following, we first introduce the basic equations of turbulence as they
result from time and mass averaging of the governing equations. Then, we
present the Boussinesq's and the non-linear eddy-viscosity approaches. After
that, we briefly discuss the Reynolds-stress transport equation, which forms the
basis of the algebraic and differential Reynolds-stress models. In Section 7.2,
we present few wide-spread one- and two-equation first-order closures. Finally,
we discuss LES and related approaches in some detail because of the growing
number of engineering applications.
230 Chapter 7. Turbulence Modelling

7.1 Basic Equations of Turbulence

First of all, let us rewrite the governing equations (2.19) in differential form
(see Appendix A.1), since this is used very often in literature on turbulence
modelling. Furthermore, it allows for a compact and clear notation. However,
we will also provide examples of turbulence equations in integral form.
In the case of a compressible Newtonian fluid, the Navier-Stokes equations
read in the absence of source terms in coordinate invariant formulation as

Op 0
+ =-(pv~)- o
0--[ ~xi " "

0 0 019 O~-ij (7.1)

-~(pv~) + -~ (p~j~)= Ox~ ~ Ox,
0
0-~
0
(pE) + ~ (pvjH)
uxj
_ 0 0(0 ) .
(v~j) + ~xj k ~
In above Eq. (7.1), vi denotes a velocity component (~ = Iv1, v2, v3]T), and xi
stands for a coordinate direction, respectively. An explanation of the compact
tensor notation can be found in Appendix A.13.
The components of the viscous stress tensor vii in Eq. (7.1) are defined as

OXk v~3
~xk~j, (7.2)
where we utilised the Stokes's hypothesis (Eq. (2.17)). In Cartesian coordi-
nates, Eq. (7.2) is equivalent to Eq. (2.15). The second term in Eq. (7.2), i.e.,
OVk/OXk, which corresponds to the divergence of the velocity, disappears for
incompressible flows. The components of the strain-rate tensor are given by

l(0v~ 0~,~ (7.3)

In this connection, let us also define the rotation-rate tensor (antisymmetric

part of the velocity gradient tensor) with the following components

l(Ovi Ovj) (7.4)

fhj - ~ Oxj Ox~ "

The total energy E and the total enthalpy H in Eq. (7.1) are obtained from
the formulae
1 1
E - e + -~vivi, H - h + -~vivi (7.5)

which correspond in Cartesian coordinate system to Eq. (2.6) and Eq. (2.12),
respectively.
7.1. Basic Equations of Turbulence 231

For incompressible flows, we can reduce Eq. (7.1) to the form

~Vi
=0
Oxi
Ovi Ovi= 1 0 p
O---t+ vj Oxj - p Ox--7+ •V2vi (7.6)

OT OT
+ - kVzT
0-7

with t~ - #/p being the kinematic viscosity coefficient and V 2 denoting the
Laplace operator. In the absence of buoyancy effects, the equation for the
temperature T becomes decoupled from the mass conservation and momentum
equations.

7.1.1 Reynolds Averaging

The first approach for the approximate treatment of turbulent flows was pre-
sented by Reynolds in 1895. The methodology is based on the decomposition
of the flow variables into a mean and a fluctuating part. The governing equa-
tions (7.1) are then solved for the mean values, which are the most interesting
for engineering applications. Thus, considering first incompressible flows, the
velocity components and the pressure in Eq. (7.1) are substituted by [13]
-- I -- pl
vi-vi+v i, p p+ , (7.7)

where the mean value is denoted by an overbar and the turbulent fluctuations
by a prime. The mean values are obtained by an averaging procedure. There
are three different forms of the Reynolds averaging:

1. Time averaging- appropriate for stationary turbulence (statistically steady

turbulence)
~i- lira 1 ft+T
T-.co -T Jt vi dr. (7.8)

As a consequence, the mean value ~ does not vary in time, but only in
space. The situation is sketched in Fig. 7.2. In practice, T -~ ~ means
that the time interval T should be large as compared to the typical time-
scale of the turbulent fluctuations.

2. Spatial averaging- appropriate for homogeneous turbulence

a-+co -~ vi dt~ (7.9)

with Ft being a control volume. In this case, ~ is uniform in space, but it

is allowed to vary in time.
232 Chapter 7. Turbulence Modelling

V ~ I I

i _- time
t t+T

F i g u r e 7.2: Reynolds averaging - illustration of turbulent velocity fluctuations

v ~ and statistical mean value ~.

3. Ensemble averaging- appropriate for general turbulence

N
~i = lim 1 V TM Vi. (7.10)
m--1

Here, the mean value vi still remains a function of time and of space
coordinates.
For all three approaches, the average of the fluctuating part is zero, i.e., vi! - - 0 .
However, it can be easily seen that viv
~ i~ 7/=O. The same is true for vivj,
t ~ if both
turbulent velocity components are correlated.
In cases where the turbulent flow is both stationary and homogeneous, all
three averaging forms are equivalent. This is called the ergodic hypothesis.

7.1.2 Favre ( M a s s ) A v e r a g i n g
In cases where the density is not constant, it is advisable to apply the den-
sity (mass) weighted or Favre decomposition [14], [15] to certain quantities in
Eq. (7.1) instead of Reynolds averaging. Otherwise, the averaged governing
equations would become considerably more complicated due to additional cor-
relations involving density fluctuations. The most convenient way is to employ
Reynolds averaging for density and pressure, and Favre averaging for other
variables such as velocity, internal energy, enthalpy and temperature. Favre av-
eraged quantities, for example the velocity components, are obtained from the
relation [14], [15]
1 1 ft+T
~i -- -
- ~ ~ [J t
~ Tlim pvi dt (7.11)

where ~ denotes the Reynolds-averaged density. Hence, the Favre decomposition

reads
~ - ~ + C, (7.12)
7.1. Basic Equations of Turbulence 233

where vi represents the mean value and v i" the fluctuating part of the velocity vi
Again, the average of the fluctuating part is zero, i.e., v i" - O. Furthermore, the
average of the product of two fluctuating quantities is not zero, if the quantities
are correlated. Hence, for example, v-I1_,
i v i 7~ 0 and in general v'i~v"j r 0.
The following relationships can be derived for a mix between Favre and
Reynolds averaging
--- 1~ I--7
p v i -- p v i , p v i -- O, but v i 7(= 0. (7.13)

These relations will be utilised in later subsections.

7.1.3 Reynolds-Averaged Navier-Stokes Equations

If we apply either the time averaging Eq. (7.8) or the ensemble averaging Eq.
(7.10) to the incompressible Navier-Stokes equations (7.6), we obtain the fol-
lowing relations for the mass and momentum conservation

=0
cOxi
(7.14)
OVi O-~i _
P-o-i- + p~j Ox~ - -Ox--7+- xj - .

These are known as the R e y n o l d s - A v e r a g e d N a v i e r - S t o k e s e q u a t i o n s (RANS).

The equations (7.14) are formally identical to the Navier-Stokes equations (7.6)
with the exception of the additional term

(7.15)

which constitutes the so-called R e y n o l d s - s t r e s s t e n s o r . It represents the transfer

of momentum due to turbulent fluctuations. The laminar viscous stresses are
evaluated according to Eqs. (7.2) and (7.3) using Reynolds-averaged velocity
components, i.e.,
_ -- " O-~j )
(7.16)
The Reynolds-stress tensor consists in 3D of the nine components

1 1 /
PViV j -- PV2V 1f p(V~)2 , 3I
PV2V 9 (7.17)
! I 1 I
PV3V 1 PV3V~ P(V3) 2

However, since v i/ and v ji in the correlations can be interchanged, the Reynolds-

stress tensor contains only six independent components. The sum of the normal
stresses divided by density defines the t u r b u l e n t k i n e t i c e n e r g y , i.e.,

K--~vivi--~ (v~) 2 + ( v ~ ) 2 + ( v ~ ) 2 . (7.18)

234 Chapter 7. Turbulence Modelling

As we can see, the fundamental problem of turbulence modelling based on the

Reynolds-averaged Navier-Stokes equations is to find six additional relations in
order to close the equations (7.14). We shall introduce the basic methodologies
in the Subsections 7.1.5-7.1.7.

7.1.4 Favre- and Reynolds-Averaged Navier-Stokes

Equations
In turbulence modelling, it is quite common to assume that Morkovin's hypothe-
sis [16] is valid. It states that the turbulent structure of a boundary layer is not
notably influenced by density fluctuations if p~ << 7. This is generally true for
wall-bounded flows up to a Mach number of about five. However, in the case of
hypersonic flows or for compressible free shear layers, density fluctuations have
to be taken into account. The same holds also for flows with combustion or
with significant heat transfer.
Application of the Reynolds averaging (Eq. (7.8) or (7.10)) to density and
pressure, and of the Favre averaging Eq. (7.11) to the remaining flow variables
in the compressible Navier-Stokes equations (7.1) yields [17]

0
~ (-f~)- o
0-7

--or(-~~ ) + -~j (-f ~J~ ) =-~Ox~ + ~ ~j- - -f v~ ~j )

(7.19)
0 ~ 0 ~ 0 OT - "h~---~" ~'-St
O-~(~E) + F~xj ( ~ j H ) - ~ k-~x j - pv~ + ~jv~ - -~v~ K

0 .tU~..,

These are the Favre- and Reynolds-Averaged Navier-Stokes equations. Similarly

to the Reynolds averaging, the viscous stress tensor in the momentum (and
energy) equation is extended by the Favre-averaged Reynolds-stress tensor, i.e.,

~ - -~-,, ,,
u9i " u j .
(7.20)

Its form is similar to Eq. (7.17) with Favre instead of Reynolds averaging. The
components of the laminar (molecular) viscous stress tensor ~ij are evaluated
by Eq. (7.2) using Favre-averaged velocity components.
If we employ the definition of the Favre-averaged turbulent kinetic energy,
i.e.,
1 _.~U~_., (7.21)

we can express the total energy in Eq. (7.19) as

1 1 .~U~_., 1 ~
~/~ - p~ + ~ p ~ i ~ + ~ p'vi '% - p~ + ~ ~O~Oi + ~ K . (7.22)
7.1. Basic E q u a t i o n s of T u r b u l e n c e 235

The total enthalpy is defined as

- - 1 1 .,TL., 1
--fill - -p h + -~-fi v i v i + -~-fi "ui "ui - --f [~ + -~ p v i v i + -fir (7.23)

The individual parts of the Favre- and Reynolds-averaged Navier-Stokes

equations (7.19) have the following physical meaning [17]"

~x~ - molecular diffusion of heat

0
~-5')
"h - turbulent transport of heat

0 ('rijv~') molecular diffusion of /~

Oxj

Ox--~ (-fi v}' K ) - turbulent transport of K

, )

0
Oxj (viTij) - work done by the molecular stresses

0
- work done by the Favre-averaged Reynolds stresses

The molecular diffusion and turbulent transport of/~ are very often neglected.
This is a valid approximation for transonic and supersonic flows. In order to
close the Favre- and Reynolds-averaged equations (7.19), we also have to supply
six components of the Favre-averaged Reynolds-stress tensor (Eq. (7.20)) and
three components of the turbulent heat-flux vector. We shall discuss the three
basic approaches in the next subsections.

7.1.5 Eddy-Viscosity Hypothesis

One of the most significant contributions to turbulence modelling was presented
in 1877 by Boussinesq [11], [12]. His idea is based on the observation that the
momentum transfer in a turbulent flow is dominated by the mixing caused by
large energetic turbulent eddies. The Boussinesq hypothesis assumes that the
turbulent shear stress depends linearly on the mean rate of strain, as in a laminar
flow. The proportionality factor is the eddy viscosity. The Boussinesq hypothesis
for Reynolds averaged incompressible flow (Eq. (7.14)) can be written as

- 2
7-iR -- - - [ V ~ V ~ -- 2 p T S i j - ~pKbij, (7.24)

where Sij denotes the Reynolds-averaged strain-rate tensor (Eq. (7.3), cf. also
Eq. (7.16)), K is the turbulent kinetic energy ( K - (1/2) viv ' i' ), and #T stands
for the eddy viscosity. Unlike the molecular viscosity #, the eddy viscosity #T
represents no physical characteristic of the fluid, but it is a function of the local
flow conditions. Additionally, #T is also strongly affected by flow history effects.
236 C h a p t e r 7. Turbulence Modelling

In the case of the compressible Favre- and Reynolds-averaged Navier-Stokes

equations (7.19), the Boussinesq eddy-viscosity hypothesis reads

OXk.~3-- pKh~3, (7.25)

where Siy a n d / ( are the Favre-averaged strain rate and turbulent kinetic energy,
respectively. Note the similarity to Eq. (7.2). The term ( 2 / 3 ) p K h i j in Eqs.
(7.24) and (7.25) is required in order to obtain the proper trace of TiR or ~-iF.
This means that we must have

wff----2pK or 7~F----2~/~

in the case of Sii -- 0 (continuity equation) or Sii - 0, in order to fulfil the

relations Eq. (7.18) or (7.21) for the turbulent kinetic energy. However, the term
( 2 / 3 ) p K ~ i j is often neglected, particularly in connection with simpler turbulence
models (like algebraic ones).
The approximation, which is commonly used for the modelling of the tur-
bulent heat-flux vector, is based on the classical Reynolds analogy [18]. Hence,
we may write
_ .,,__v OT (7.26)
p v j l~ -- --kT Oxj

with the turbulent t h e r m a l conductivity coeJficient kT being defined as

#T (7.27)
kT -- Cp P r T "

In Equation (7.27), Cp denotes the specific heat coefficient at constant pressure

and P r T is the turbulent Prandtl number. The turbulent Prandtl number is in
general assumed to be constant over the flow field ( P r T -- 0.9 for air).
By applying the eddy-viscosity approach to the Reynolds- (and Favre-) aver-
aged form of the governing equations (2.19) or Eq. (7.1), the dynamic viscosity
coefficient # in the viscous stress tensor Eq. (2.15) or Eq. (7.2) is simply replaced
by the sum of a laminar and a turbulent component, i.e.,

- ~L + ~T. (7.28)

The laminar viscosity PL is computed, for example, with the aid of the Suther-
land formula (2.30). Furthermore, according to the Reynolds analogy given by
Eq. (7.26), the thermal conductivity coefficient k in EQ. (2.24) or Eq. (7.2) is
evaluated as
k - k n + k T - Cp
(/AL
/AT)
-~r L + -~r T .
(7.29)

The eddy-viscosity concept of Boussinesq is, at least from the engineering

point of view, very attractive since it requires "only" the determination of/AT
(the turbulent kinetic energy K needed for the term ( 2 / 3 ) p K 6 ~ j in Eq. (7.24)
or (7.25) is either obtained as a by-product of the turbulence model or is sim-
ply omitted). Once we know the eddy viscosity/AT, we can easily extend the
7.1. Basic Equations of Turbulence 237

Navier-Stokes equations (2.19) or (7.1) to the simulation of turbulent flows by

introducing averaged flow variables and by adding PT to the laminar viscos-
ity. Therefore, Boussinesq's approach became the basis for a large variety of
first-order turbulence closures. However, there are applications for which the
Boussinesq hypothesis is no longer valid (see, e.g., [17] p. 214 or [19] p. 111):

9 flows with sudden change of mean strain rate,

9 flows with significant streamline curvature,

9 flows with rotation and stratification,

9 secondary flows in ducts and in turbomachinery,

9 flows with boundary layer separation and reattachment.

The limitations of the eddy-viscosity approach are caused by the assumption

of equilibrium between the turbulence and the mean strain field, as well as by
the independence on system rotation. The results can be notably improved by
using appropriate correction terms in the turbulence models [20], [21]. Further
increased accuracy of predictions can be achieved through the application of
non-linear eddy-viscosity models which are described next.

7.1.6 Non-Linear Eddy Viscosity

In order to remove the restrictions imposed by the assumption of equilibrium
between the turbulence and the mean strain rate, Lumley [22], [23] proposed to
extend the linear Boussinesq approach by higher-order products of strain and
rotation tensors. This can viewed as a Taylor series expansion. Following the
idea of Lumley, numerous non-linear eddy-viscosity models were proposed, see,
for example, Refs. [24]-[29].
In the following, we shall present one recent approach proposed by Shih
et al. [25]. It includes up to third-order terms in the general eddy-viscosity
formulation and is particularly suited to swirling flows. As already pointed out
in [19], p. 194, cubic terms are essential for high accuracy. The Reynolds stresses
~-iR can be expressed as [25], [30] (eft Eq. (7.24))

p v~v} - 2_pKSij - C1 pK2 2 Si~ - C 3 pK3

3 ~ --~
pK 4
- - C4 - 7 [(-Sik )2 -~kj -- aik (Skj) 2] (7.30)

pK 4 [-~ 1
+ C5-~--- ik-Skm~mj -- -~kZSlm-~mkSij + I~Si~
238 Chapter 7. Turbulence Modelling

with Sij, f~j according to Eqs. (7.3) and (7.4). Furthermore,

z~- ~l[Skk-S u - (Skk) 2] s~j*

(7.31)
- 1 -
S~j- S~j - 5Skk~.
The values of the turbulent kinetic energy K and the dissipation rate e are
obtained from low-Reynolds K-e turbulence model (cf. Subsection 7.2.2). The
factors C1 to C5 in Eq. (7.30) are provided in Refs. [25], [30].
In comparison to the linear eddy-viscosity approach, the non-linear models
are computationally only slightly more expensive, but they offer a substantially
improved prediction capabilities for complex turbulent flows.

7.1.7 Reynolds-Stress Transport Equation

It is possible to derive exact equations for the Reynolds stresses by taking the
time average (second-order moment)

v~'N(~j) + vj' N ( ~ ) - o , (7.32)

where N(vi) denotes the Navier-Stokes operator, i.e.,

Ovi Ovi Op
N(~) - P-K + pv,~- + #V2vi . (7.33)
oxj

Using the average Eq. (7.32) together with Eq. (7.33), we obtain the following
Reynolds-stress transport equation [31]

0~ 0~ oc~j~ ~~ (7a4)
O---t-+ Vk-~xk = Pij + Ilij - eij Oxk ~- # V r~j

for incompressible flow. The formulation for compressible flows can be found
in Ref. [17], p. 179, or in [32], [33]. The production of the turbulent kinetic
energy Pij, the pressure-strain term IIij, the dissipation-rate term eij, and the
third-order diffusion t e r m Vii k in Eq. (7.34) are defined as

Oxk

(7.35)
o~ Ov}
eij -- 2# OXk Oxk

Cijk _
Pvi'UjVk
. t . l ~ , + p ' v ' iS j k + p ' vj' 6ik
7.1. Basic Equations of Turbulence 239

In Eq. (7.35), S~j denotes the fluctuating part of the strain-rate tensor. The first
part of Cijk, the triple velocity term, represents transport driven by fluctuating
convection, the two other parts are the pressure transport terms (pressure-
velocity correlations), respectively.
As we can see, the exact Reynolds-stress equation contains new unknown
higher-order correlations (e.g., v~v~v~k). Therefore, Equation (7.34) can be closed
only by using empirical models. This is caused by the non-linear nature of
the Navier-Stokes equations. The second-order closures- the Reynolds-stress
models- provide the necessary framework for solving Eq. (7.34). Examples of
implementations can be found, e.g., in Refs. [34]-[36].
240 Chapter 7. Turbulence Modelling

7.2 First-Order Closures

The first-order closures represent the easiest way to approximate the Reynolds
stresses in the Reynolds-/Favre-averaged Navier-Stokes equations. They are
based on Boussinesq or non-linear eddy-viscosity models, which we discussed
in the Subsections 7.1.5 and 7.1.6, respectively. Consequently, the task of an
associated turbulence model is to compute the eddy viscosity PT.
From the large variety of first-order closure models, we selected three widely-
used approaches which represent the current state-of-the-art. All three models
can be implemented easily on structured as well as on unstructured grids. First,
we shall discuss the one-equation model due to Spalart and Allmaras. Second,
we shall present the well-known K-~ two-equation model. Finally, we shall
consider the K-w SST (Shear-Stress Transport) two-equation model proposed
by Menter. A detailed comparison of this turbulence models for various cases
can be found in [37].
In the following, the density and the velocity components should be un-
derstood as Reynolds-/Favre-averaged, although the corresponding notation is
omitted for convenience.

7.2.1 Spalart-Allmaras One-Equation Model

The Spalart-Allmaras one-equation turbulence model [38] employs transport
equation for an eddy-viscosity variable ~. It was developed based on empiricism,
dimensional analysis and Galilean invariance. It was calibrated using results for
2-D mixing layers, wakes and flat-plate boundary layers. The Spalart-Allmaras
model also allows for reasonably accurate predictions of turbulent flows with ad-
verse pressure gradients. Furthermore, it is capable of smooth transition from
laminar to turbulent flow at user specified locations. The Spalart-Allmaras
model has several favourable numerical features. It is "local" which means that
the equation at one point does not depend on the solution at other points.
Therefore, it can be readily implemented on structured multi-block or on un-
structured grids. It is also robust, converges fast to steady-state and requires
only moderate grid resolution in the near-wall region.

Differential Form
The Spalart-Allmaras turbulence model can be written in tensor notation as
follows [38]

(Ol] (0 (l/Vj) - Cbl(1 -- ft2)S1]

0-7 +
+- 1{o (.L + 1 § Cb20xj Oxj (7.36)

[C lf Cbl ft2] ( d
2 2
7.2. First-Order Closures 241

The terms on the right-hand side represent eddy-viscosity production, conser-

vative diffusion, non-conservative diffusion, near-wall turbulence destruction,
transition damping of production, and transition source of turbulence. Further-
m o r e , Y L - - #L/P denotes the laminar kinematic viscosity and d is the distance
to the closest wall (for the computation of wall distances see Ref. [39]). The
turbulent eddy viscosity in Eq. (7.28) and (7.29) is obtained from

#T - - f v l P 1/ . (7.37)
The production term is evaluated with the following formulae

P
- - f v 3 S nt- t~2d~ fv2 ,

X3
fvl = X3 + Cv31, fv2 -
(
1+ ~
X )_3 , (7.38)

(1 -{- Xfvl)(1 -- f v 2 ) b'

fv3-- , X---
max(x, 0.001) /]L

In Equation (7.38), S stands for the magnitude of the mean rotation rate, i.e.,

where ftij is given by Eq. (7.4). Note that S differs from its original definition
in [38]. The modification was suggested by Spalart in order to prevent S from
reaching zero (eft Ref. [40], p. 155).
The terms controlling the destruction of the eddy viscosity read

()6at- C63 ) 1/6

(7.39)
/./
g -- r + Cw2(r 6 - r),
S u2d2
Functions used for modelling the laminar-turbulent transition are given by

ftl - gt Ctl exp ( - C t 2 ua2 (d2 + g2d2t))

AU 2
(7.40)
ft2 -- Gt3 exp(-Ct4 X2), gt - min[0.1, IlzX~ll~/(~, ZXx,)],
where wt represents the vorticity at the wall at the trip point (position has to
be specified by the user), IIAgll2 denotes the 2-norm of the difference between
the velocity at the trip point and the current field point, dt is the distance to
the nearest trip point, and Axt stands for the spacing along the wall at the trip
point.
242 Chapter 7. Turbulence Modelling

Finally, the various constants in Eqs. (7.36)-(7.40) are defined as

Cbl = 0.1355, Cb2 = 0.622,

Cvl -- 7.1, Cv2 = 5, a = 2/3, a = 0.41,

C w l : C b l / t ~ 2 --~ (1 + Cb2)/a , Cw2 = 0.3, c~3 = 2,

Ctl = l, Ct2=2, Ct3=1.3, Ct4=0.5.

In order to account for non-equilibrium effects on the production term, it was
recently proposed to express Cb, as a function of the strain rate [41].
As pointed out in [38], it is convenient to substitute the non-conservative
diffusion term in Eq. (7.36), i.e.,

+ +
- ~ Oxj Oxj
by the following expression

1+Cb2
a
0 [
Oxj (L'L + ~)
0~~j] -- -C,
b2(~L' a +/9)
V2/9" (7.42)

In this way, difficulties with the discretisation of the term (O/9/Oxj) 2 are cir-
cumvented.

Integral Form
The Spalart-Allmaras turbulence model (Eq. (7.36)) reads after the transforma-
tion into the finite-volume framework as follows

oj. f.
-~ /9 dO + (Fc,T -- F,,T) dS - i. QT dO, (7.43)

where ft represents the control volume, cgft its surface, and dS is a surface
element of ft. The convective flux is defined as

Fc,T =/gV (?.44)

with V being the contravariant velocity (see Eq. (2.22)). The convective flux
is in general discretised using a first-order upwind scheme. The viscous flux is
given by
F.,T - nzT~T + nyTyT + nzTTz, (7.45)

where n~, ny, and nz are the components of the unit normal vector. The normal
viscous stresses read

TxT _ 1 (/]L -~-/9)019 T __ 1 (/]L -~-/9)0/9

(7.46)
1 (UL +/9) 0/9
7.2. First-Order Closures 243

Finally, the source term in Eq. (7.43) becomes

QT- COl(1 -- f t 2) $ P + ~ Ox ,] + -~y + -~z

(7.47)
~2 ft2 -~ + ftlllAvll 22 "

Alternatively, the non-conservative diffusion can be formulated as suggested by

Eq. (7.42). The model constants are provided in Eq. (7.41).

Initial and Boundary Conditions

The initial value of P is usually taken as P = 0.1 P L . The same value is also
specified at inflow boundaries. At outflow boundaries, ~ is simply extrapolated
from the interior of the computational domain. At solid walls, it is appropriate
to set # = 0 and hence PT ~ 0.

7.2.2 K-s Two-Equation Model

The K-s turbulence model is the most widely employed two-equation eddy-
viscosity model. It is based on the solution of equations for the turbulent kinetic
energy K and the turbulent dissipation rate s. The historic roots of the K-s
model reach to the work of Chou [42]. During the 1970's, various formulations of
the model were proposed. The most important contributions were due to Jones
and Launder [43], [44], Launder and Sharma [45] as well as due to Launder and
Spalding [46].
The K-s turbulence model requires addition of the so-called damping func-
tions in order to stay valid through the viscous sublayer to the wall. The aim
of the damping functions is to assure proper limiting behaviour of K and s at
the wall, i.e.,
c 2_Xu
K~y2 and K ~ y2 for y - - . 0 , (7.48)

where y represents the coordinate normal to the wall. Further, it can be shown
that the Reynolds shear stress behaves like (see, e.g., [17] pp. 138-139)

~.iR~y3 for y~0, icy. (7.49)

The K-s models with damping functions are also denoted as low Reynolds
number models. The most widely used formulations of the damping functions
were proposed by Jones and Launder [43], Launder and Sharma [45], Lam and
Bremhorst [47], and by Chien [48]. The reader may find a comparison of seven
different low Reynolds number K-s models in Ref. [49].
The K-s turbulence model is more difficult to solve numerically than the
previously discussed Spalart-Allmaras model (Subsection 7.2.1). Particularly,
244 C h a p t e r 7. Turbulence Modelling

the damping functions lead to turbulence equations with stiff source terms.
This, and the necessary high grid resolution nearby walls (in order to resolve
the viscous sublayer), requires the utilisation of at least point-implicit or better
full-implicit time-stepping schemes. Reference [50] contains useful hints on the
explicit time discretisation of the K-e equations. Examples of implementations
of the K-e model on structured as well as on unstructured grids can be found,
e.g., in [51]-[59]. Finally, it is important to note that the accuracy of the K-e
model degrades for flows with adverse pressure gradient [49], [17].

Differential Form

A low Reynolds number K-e model can be written as

OpK 0 0
+ 7ij S~j - pe
0--7- + - xj ( p v j g ) - O'K

O----t--~ ~ ~ #L -~- --0"6 OXj J -~-Celfe 1-~TijFsij (7.50)

- c~2L2 p (~*K)2 + r

The terms on the right-hand side represent conservative diffusion, eddy-viscosity

production and dissipation, respectively. Furthermore, r denotes the so-called
explicit wall term. The Favre-averaged turbulent stresses ~'~ are given by Eq.
(7.25) and the strain-rate tensor S~j follows from Eq. (7.3). The turbulent eddy
viscosity in Eq. (7.28) and (7.29) results from
K2
uT - c~f, p ~, . (7.51)

The turbulent kinetic energy is also employed for the evaluation of the eddy
viscosity according to Eq. (7.24) or Eq. (7.25). The quantity e* is related to the
turbulent dissipation rate e by

e = e~ + e*. (7.52)

The term ew is the value of the dissipation rate at the wall. The definition
in Eq. (7.52) greatly simplifies the application of wall-boundary conditions (see
further below).
The constants, the near-wall damping functions as well as the wall term
differ between the various K-e models. Here, we choose the Launder-Sharma
model because it gives good results for a wide range of applications [49]. For
the Launder-Sharma model, the constants and the turbulent Prandtl number
are given by [45]

Ctt = 0.09, Gel--= 1.44, C ~ 2 - 1.92,

(7.53)
a K = l.0 , cre=l.3, P r T = 0.9.
7.2. First-OrderClosures 245

Furthermore, the near-wall damping functions read

-3.4 )
f/~- exp (1 + 0.02 ReT)2
(7.54)
fel=l
f~2 -- 1 -- 0.3 exp (R@)
with ReT = pK2/(~*pL) being the turbulent Reynolds number.
Finally, the explicit wall term r and the value ~ are defined as

qSe--2#T#-'-~L(O2Vs)
2 p and cw = , (7.55)
p Oyn /

where vs stands for the velocity parallel to the wall, and Yn represents the
coordinate normal to the wall. In order to avoid an explicit knowledge of the
wall distance and orientation, it is common to compute the wall term and s~
from the following Cartesian tensor form [60], [57]

r ( 02Vi ) 2 and c~ = , (7.56)

p OxjOxk P

instead of Eq. (7.55).

Integral Form
Written in time-dependent integral form for a control volume gt with a surface
element dS, the low Reynolds number K-e turbulence model reads

0-7 w~ da + (~,~ - F~,~) dS - Q~ d a . (7.57)

f~

The vector of the conservative variables takes the form

lgZT- [p:
pK 1" (7.58)
The vector of the convective fluxes is defined

Fc,T --
[pKV]
pe* V '
(7.59)

where V denotes the contravariant velocity (see Eq. (2.22)). The vector of the
viscous fluxes is given by

Fv, T - (7.60)
n~rL + n y ~ + nz~L
246 Chapter 7. Turbulence Modelling

with the normal turbulent viscous stresses

~-;~ - ( " L + " ~:

~ ) ~Ox '
(7.61)

r ~ Ox '

In Eq. (7.60), nx, ny, nz represent the components of the outward-facing unit
normal vector of the surface 0~. The source term is evaluated from

- ~'* , (7.62)
( C ~ f ~ P - C~2f~2 pe*)-~ + r

where P denotes the production term of the turbulent kinetic energy. It is

defined as

P - C ~Ou + ~-~~
F Ov
+ ~-~Ow
Oz
(7.63)
Or Ow )
~ +~ +~[z ~ + ~ +~(z N + N
with the Favre-averaged turbulent stresses TiF given by Eq. (7.25). The con-
stants, the near-wall damping functions as well as the wall term follow for the
Launder-Sharma model from the definitions in Eqs. (7.52)-(7.56). The turbulent
eddy viscosity #T is obtained from Eq. (7.51).

Initial and Boundary Conditions

The simplest approach is to initialise K and ~* with their freestream values. A
better alternative consists of prescribing profiles for K and s* near solid walls.
The profiles can be obtained from analogy to turbulent flat-plate boundary layer
[51]. However, this requires the knowledge of wall distances which may not be
readily available like it is the case on unstructured grids.
The proper boundary conditions at solid walls are K = 0 and s* = 0,
provided the transformation in Eq. (7.52) is utilised. This also implies ~T - - 0
at walls. At inflow boundaries, K and e* can be computed from relations for
the turbulent intensity and length scale, i.e.,

-
~/2K~
,
m ~c3/2

(lT)~ - ' ' ~ ' " ~ (7.64)

where we assumed s ~ - s o . In turbomachinery, (1T)c~ is chosen between 10 -3

and 10 -2 times the mean radial blade spacing [61]. The values of K and E* are
extrapolated from the interior at outflow boundaries.
7.2. First-Order Closures 247

Wall f u n c t i o n s

As we already noted, the low Reynolds number models require very fine grids
at walls. The standard condition is that the first node (or cell centroid) should
be located at the distance y+ < 1 from the wall. In order to reduce the the
stiffness of the turbulence equations and to save a number of grid points/cells,
coarser grids with 10 < y+ < 100 are often employed. In such a case, the
K-e model Eq. (7.50) or Eq. (7.57) is applied without the damping functions
( f , - f~l - fe2 - 1; e~ - 0) and the wall term (r - 0). We speak here of
a high Reynolds number turbulence model. Apparently, the distance between
the first node (cell centroid) and the wall has to be bridged by the so-called
wall functions. The wall functions deliver the values of K and e* at the node
(cell centroid) adjacent to the wall. The turbulence equations are not solved
at the wall itself and at the first layer of nodes (cells). Various formulation of
the wall functions are used, in general based on the logarithmic wall-law. One
example is the function of Spalding [62], which models the viscous sublayer,
the transition region as well as the logarithmic layer. Implementations of high
Reynolds number models were described, e.g., in [63]-[67] or [58].
The application of the wall functions leads (provided the grid is not too
coarse) to reasonably accurate results for attached boundary layers. It also al-
lows the utilisation of purely explicit time-stepping schemes. However, the use
of wall functions becomes highly questionable for separated flows.

7.2.3 SST T w o - E q u a t i o n M o d e l of M e n t e r
The K-~ Shear Stress Transport (SST) turbulence model of Menter [68], [69]
merges the K-aJ model of Wilcox [70], [17] with a high Reynolds number K-
e model (transformed into the K-w formulation). The SST model seeks to
combine the positive features of both models. Therefore, the K-aJ approach is
employed in the sublayer of the boundary layer. The reason is that the K-co
model needs no damping function. This leads, for similar accuracy, to signifi-
cantly higher numerical stability in comparison to the K-e model. Furthermore,
the K-w model is also utilised in logarithmic part of the boundary layer, where
it is superior to the K-e approach in adverse pressure flows and in compressible
flows. On the other hand, the K-e model is employed in the wake region of the
boundary layer because the K-c0 model is strongly sensitive to the freestream
value of co [71]. The K-e approach is also used in free shear layers since it
represents a fair compromise in accuracy for wakes, jets, and mixing layers.
One distinct feature of the SST turbulence model is the modified turbulent
eddy-viscosity function. The purpose is to improve the accuracy of prediction of
flows with strong adverse pressure gradients and of pressure-induced boundary
layer separation. The modification accounts for the transport of the turbulent
shear stress. It is based on the observation of Bradshaw that the principal shear
stress is proportional to the turbulent kinetic energy.
A certain disadvantage of the SST model is that distances to the nearest
248 Chapter 7. Turbulence Modelling

wall have to be known explicitly. This requires special provisions on multiblock

structured or on unstructured grids. See, e.g., Ref. [39] for the computation of
wall distances. Examples for applications of the SST turbulence model can be
found in [72]-[74].

Differential Form

The transport equations for the turbulent kinetic energy and the specific dissi-
pation of turbulence read in differential form [68]

OpK 0 0 OK
0---~ + ~ (pvj K ) - (~ + ~~) + w~Fsij --/3* p w K
uxj

Opw 0 0 + C~p F (7.65)

(~ + ~~) -~ # T Tij Sij
0-7 + -5~j (pv j ~ ) -

-- ~ p w 2 + 2(1 -- fl) paw2 OK Ow

w Oxj Oxj "

The terms on the right-hand side of Eq. (7.65) represent conservative diffusion,
eddy-viscosity production and dissipation, respectively. Furthermore, the last
term in the w-equation describes the cross diffusion. The Favre-averaged tur-
bulent stresses T~F are given by Eq. (7.25) and the strain-rate tensor Sij follows
from EQ. (7.3). The turbulent eddy viscosity in EQ. (7.28) and (7.29) is obtained
from [68]
alpK (7.66)
ltT- max(alw, f211curl~7112) "
This definition of the turbulent viscosity guarantees that in an adverse pressure
gradient boundary layer, where the production of K is larger than its dissipation
w (hence alw < [[curl 6112), Bradshaw's assumption, i.e., T = a l p K (shear stress
proportional to turbulent kinetic energy) is satisfied.
The function fl in Eq. (7.65), which blends the model coefficients of the K-w
model in boundary layers with the transformed K-s model in free-shear layers
and freestream zones, is defined as

f l - tanh(arg~)

argl -- min max

[ 0.09wd'
500 )4 2K 1
pwd 2 ' CDKwd 2 '
,767,
where d stands for the distance to the nearest wall and CD~:~ is the positive
part of the cross-diffusion term in Eq. (7.65), i.e.,

w Oxj Oxj '

lo o) (7.68)
7.2. First-Order Closures 249

The auxiliary function f2 in Eq. (7.66) is given by

f2- tanh(arg~)

ar g2 - max ( 2v~
0.09cod '
~5 o o )p L
pcod 2
. (7.69)

The model constants are as follows

al - 0.31, ~* - 0.09, ~ - 0.41. (7.70)

Finally, the coefficients of the SST turbulence model ~, Cw, OK, and aw are
obtained by blending the coefficients of the K-co model, denoted as r with
those of the transformed K-s model (r The corresponding relation reads

r flr + (1 - fl)r 9 (7.71)

The coefficients of the inner model (K-co) are given by

CrK1 - - 0 . 8 5 , awl -- 0.5, /~1 - - 0 . 0 7 5 ,

(7.72)
c~1 - 91/9" - ~ 1 ~ / ~ -~ - 0.533.

The coefficients of the outer model (K-s) are defined as

O'K2 - - 1.0, aw2 -- 0.856, ~2 -- 0.0828,

(7.73)
c~2 - ;h/Z* - a~2~2/v~ - 0.440.

The integral formulation of the SST turbulence model corresponds, in prin-

ciple, to that of the K-s model from Subsection 7.2.2. Therefore, it is not
repeated here.

Boundary Conditions
The boundary conditions for the kinetic turbulent energy and the specific dis-
sipation at solid walls are

6pL
K - 0 and co - 10 p~x (dl)2 (7.74)

with dl being the distance of the first node (cell centroid) from the wall. The
grid has to be refined such that y+ < 3.
For the inflow boundaries, the following freestream values are recommended

cdoc - - C1 Ilve~l]2 (PT) -- (PL)o~10 -C2 K ~ - (PT)o~ C0~, (7.75)

L ' o~ ' - Po~

where L denotes the length of the computational domain, 1 _< C1 _< 10 and
2 < C2 _< 5, respectively. The values of K and co are extrapolated from the
interior at outflow boundaries.
250 Chapter 7. Turbulence Modelling

7.3 Large-Eddy Simulation

The Large-Eddy Simulation (LES) methodology was employed already in 1963
by Smagorinsky in meteorology [75] (circulation of the atmosphere). The first
engineering application of LES (turbulent channel flow) was presented by Dear-
dorff in 1970 [76]. His method was later extended and improved by Schumann
[77]. During 1980's, the research focus in the simulation of turbulence shifted
from LES to Direct Numerical Simulation (DNS). However, some important
work was still conducted, e.g., by Bardina et al. [78], Moin and Kim [79]. The
interest in LES returned back at the beginning of 1990's [80]-[86]. Nowadays,
LES is increasingly employed for physically and geometrically complex flows
of engineering relevance like, e.g., in combustion chambers. Examples can be
found in Refs. [87]-[98]. Certainly, this trend is supported by the availability
of low-cost, highly powerful computers. Additionally, today's engineers are also
often faced with flow problems, for which the standard turbulence models fail.
Furthermore, in certain cases the mean flow frequencies are in the same order
as the turbulent fluctuations. Hence, the time averaging looses its sense and we
have to employ either LES or DNS.
LES is based on the observation that the small turbulent structures are more
universal in character than the large eddies. Therefore, the idea is to compute
the contributions of the large, energy-carrying structures to momentum and
energy transfer and to model the effects of the small structures, which are not
resolved by the numerical scheme. Due to the more homogeneous and universal
character of the small scales, we may expect that the so called subgrid-scale
models can be kept much simpler than the turbulence models for the RANS
equations.
LES represents a 3-D, time-dependent solution of the governing equations. In
comparison to turbulence modelling based on the RANS equations, LES requires
high grid resolution also in the streamwise (50 < x + _< 150) and in the cross-
flow direction (15 _< z + < 40). However, LES is computationally considerably
cheaper than DNS. The number of grid points (cells) required to resolve the
outer layer is proportional to Re ~ [99]. The resolution has to be increased like
Re 1"s in the viscous sublayer. Thus, if compared to Re 9/4 required by DNS, LES
can be applied at Reynolds numbers at least one order of magnitude higher. In
order to further reduce the requirements on grid resolution, LES can be used in
conjunction with approximate wall models (Subsection 7.3.4), or coupled with a
RANS model (Subsection 7.3.5). Both approaches allow for LES of engineering
problems at reasonable computational costs.
An accurate resolution of high wave-number turbulent fluctuations requires
spatial discretisation schemes with corresponding properties in the wave-number
space (cf., e.g., [100] or [101]). Therefore, spectral methods are often employed.
However, spectral methods are applicable only to geometrically simple domains
with (quasi-)periodic boundaries. This is the reason why finite difference or
finite volume spatial discretisations are becoming increasingly popular. Central
differencing schemes proved to be more suitable than upwind schemes. The
reason is that upwind schemes (regardless of the order of accuracy) dissipate
7.3. Large-Eddy Simulation 251

too much energy over a significant portion of the turbulent spectra due to the
inherent numerical damping [102], [103]. A discussion of numerical errors of
spectral and finite difference methods can be found in [104].
The implementation of LES methods on unstructured grids [105]-[109] rep-
resents a particular challenge. However, it allows for the treatment of highly
complex geometries, moving boundaries or for dynamic grid adaptation. The
research topic consists of the development of numerically efficient, high-order
spatial discretisation on mixed-element grids.
An introduction to LES can be found in Ref. [19], pp. 269-336, and in [110]-
[112] or [90]. An overview of the present state of LES was given in [113].

7.3.1 Spatial Filtering

LES is based on a spatial filtering operation, which decomposes any flow variable
U into a filtered (large-scale, resolved) part U and into a sub-filter (unresolved)
part U' i.e.
u-~+u' (7.76)
The filtered variable at the location r0 in space is defined as

u(~0, t) -
/o u(~, t) a(~0, ~,/x) d~,
where f~ denotes the entire flow domain, G represents the filter function, and
(7.77)

is the position vector, respectively. The filter function determines the structure
and size of the small scales. The filter function depends on the difference r'0 -
and on the filter width A - ( A 1 A 2 A3)1/3 , with Ai being the filter width in
the i-th spatial coordinate. The following filter functions are the mostly used
ones (see Fig. 7.3)"
1. the tophat filter"
G- [ 1/A3 if I ( x 0 ) i - xil _< Ai/2
(77s)
[ 0 otherwise.

2. The sharp Fourier cut-off filter:

3 sin -V-[(x0)i - x i ]
l--it
G (7.79)
H I(xo) -
@

i=1

3. The Gaussian filter:

G - ~ exp A2 . (7.s0)

The tophat and the Gaussian filter smooth the large-scale fluctuations as well
as the small scales below the filter width. The cut-off filter affects only the
scales below the cut-off wave-number. In practice, the Gaussian filter is always
employed in conjunction with a sharp Fourier cut-off. Filters suitable for grids
with varying cell sizes were proposed in Refs. [114], [115].
252 Chapter 7. Turbulence Modelling

(a) (b) (c)

G G G

- 512 +A/2
X
-A +A x -A +A x

F i g u r e 7.3: LES filter functions in physical space: tophat (a), cut-off (b),
G aussian (c).

7.3.2 Filtered G o v e r n i n g E q u a t i o n s
The spatial filtering, defined by Eq. (7.76) and Eq. (7.77), has to be applied to
the Navier-Stokes equations in order to remove the small turbulent scales. The
filter width A as well as the filter function are considered as free parameters.
In fact, the governing equations are usually not explicitly filtered. Instead, the
grid as well as the discretisation errors are assumed to define the filter G. For
the discussion of explicit filtering see Refs. [116], [117].
Because of the differing treatment, we shall distinguish in the following be-
tween compressible (7.1) and incompressible (7.6) formulation of the Navier-
Stokes equations.

Incompressible Navier-Stokes Equations

For an incompressible flow of a Newtonian fluid, the filtered governing equations

(7.6) take the form

=0
Oxi
(7.Sl)
0v~ 0 1 ~ ~-V2v ~ 0r~
o--7 + ~ ( ~ J ) - p o~ Oxj
where u denotes the kinematic viscosity coefficient. The equations (7.81) de-
scribe the temporal and spatial evolution of the large, energy-carrying scales of
motion. The non-linearity of the convective term leads to the appearance of the
so-called subgrid-scale stress (SGS) tensor

~-~ - v~vj - v~vj , (7.82)

7.3. Large-Eddy Simulation 253

which describes the effects of the unresolved scales. The SGS tensor has to be
modelled (see Subsection 7.3.3) in order to close the equations.
The SGS tensor can be decomposed into three parts [118], namely
~ - L~j + C~ + ~ . (7.83)
The individual parts have the following physical meaning:
Lij = vivj - vivj (7.84)
is the so-called Leonard stress term and represents the interactions between
large-scale eddies which produce small-scale turbulence. This term only can be
evaluated explicitly from the filtered velocity field vi. Further, the cross-stress
term

describes interactions between large- and small-scale eddies. Finally,

7-i~R -- ViV
' j' (7.86)

is the so-called S G S Reynolds-stress tensor. It reflects interactions between the

small-scale structures. The above decomposition (7.83) is no longer used mainly
because Lij and Cij are not invariant with respect to Galilean transformation 1.

Compressible Navier-Stokes Equations

If LES is to be applied to compressible flows, we have to apply Favre averaging
(Subsection 7.1.2) together with the spatial filtering to the Equations (7.1).
Otherwise, the filtered Navier-Stokes equations would contain products between
density and other variables like velocity or temperature. Thus, the velocity
components, the energy and the temperature in Eq. (7.1) is decomposed as
u = 5 + u". (7.87)
The filtered variable at the location r'0 in space is given by

r2(e0, t) - OU_p_- _lps p(e, t) u(e, t) a(e0 , e, Zx) de, (7.88)

where the overbar denotes the filtering in Eq. (7.77). The Favre-filtered Navier-
Stokes equations (7.1)read [1111, [113]

0~ + 0 ( ~ j ) - 0
Ot

O-f~ O(-~j~) t o~ O~j= Or~sF 0

ot ~ Oxj Ox~ o~j Oxj ~ ~ ( ~ - ~j) (7.89)

o-f~ +
Ot Oxj + ~ + ~Skk - ~ j - - -
1Galilean invariance means that all frames of reference which are translating uniformly
with respect to each other are equivalent.
254 Chapter 7. Turbulence Modelling

with the terms

0
A- ~ [~(v~ - ~j~)] - divergence of subgrid-scale heat flux

0
B- ~ [~j - ~j] - divergence of SGS heat diffusion

C-- [PSkk--P~kk] - - SGS pressure-dilatation

79- [crijSij - ~ijSij] - SGS viscous dissipation

and

(7.90)

k OT OT
q-5-- oj-- Oxj
In the above equations (7.89)-(7.90), e denotes internal energy per unit mass,
Sij is the Favre-filtered strain-rate tensor, and T~Sg - ~ ( v ~ - vivj) represents
the Favre-averaged subgrid-scale stress. Furthermore, #, #B, and k stand for
the molecular viscosity, the bulk viscosity, and for the thermal conductivity,
respectively. Finally,/5, /2B, and k are the corresponding values at the filtered
N

temperature T.
The right-hand side of Eq. (7.89) contains terms which have to be modelled.
In the momentum equation, the SGS stresses 7i~F are approximated, but the
second term, i.e., (aij -5ij) is usually neglected. In the energy equation, term
A can be expressed through the SGS stresses [119], term B can be neglected,
and terms C, 7P can be modelled as proposed in [120].

7.3.3 Subgrid-Scale Modelling

The main task of a subgrid-scale model is to simulate energy transfer between
the large and the subgrid scales. On the average, the energy is transported
from the large scales to the small ones (turbulent cascade process). Therefore,
a subgrid-scale model has to provide means of adequate energy dissipation.
However, in some instances the energy also flows from small to large scales -
a process called backscatter. Thus, the model should account for this effect as
well. Backscatter models are discussed, e.g., in [121].
Various subgrid-scale models were proposed in the past and the research
still continues. The models can be divided into two basic classes. The first
7.3. Large-Eddy Simulation 255

one consists of approaches which model the SGS tensor ~-i~ explicitly. A nec-
essary condition is then that the numerical dissipation caused by the spatial
discretisation scheme must be much lower than the subgrid-scale dissipation.
The majority of explicit SGS models is based on the eddy-viscosity concept,
which is explained next. Furthermore, we shall present the Smagorinsky model,
which forms the basis of all subgrid-scale models. We shall also briefly discuss
the basics of the so-called dynamic subgrid-scale models. A comparison of six
different explicit subgrid-scale models was presented recently in [122].
The second class of subgrid-scale models consists of approaches where the
SGS stresses are modeled implicitly by an appropriate discretisation of the con-
vective fluxes (thus 7-i~ is omitted). These models are referred to as Monoton-
ically Integrated LES (MILES). The methodology was first presented by Boris
et al. [123] and recently advocated by Grinstein and Fureby [124], [125]. The
condition in this case is that the numerical dissipation correctly models the
subgrid-scale dissipation. This is not quite easy to achieve, as the investiga-
tions in Ref. [126] and [127] prove. Nevertheless, MILES was applied with some
success to a variety of flow problems [128]-[134].

Eddy-Viscosity Models
These explicit models are able to represent the global dissipative effects of the
small scales, but they cannot reproduce the local details of the energy exchange.
In the case of incompressible flows, the eddy-viscosity models relate the SGS
stresses to the large-scale strain-rate Sij as follows

z'i~ - ~~-z'fr -- --2uT-Sij . (7.91)

The strain-rate Sij is obtained from Eq. (7.3) by using filtered velocity compo-
nents. The eddy viscosity uT is in general evaluated from algebraic relations in
order to save numerical costs. The isotropic part of the SGS stresses (~-~sk) can
either be added to the filtered pressure [135], modelled [136] or neglected.
Relation similar to Eq. (7.91) applies also in the case of compressible Navier-
Stokes equations. The components of the Favre-averaged SGS stress tensor are
approximated as

3 Tfk - --2plZTgij --~ 3 Oxk v~3" (7.92)

The components of the strain-rate tensor Sij are given in Eq. (7.90).

Smagorinsky SGS Model

The Smagorinsky model [75] is based on the equilibrium hypothesis which im-
plies that the small scales dissipate entirely and instantaneously all the energy
they receive from the large scales. The algebraic model assumes the form

UT --(CsA)21SI, (7.93)
256 C h a p t e r 7. Turbulence Mode111ng

where IS I - (2S~jSij) 1/2 is the magnitude of the strain-rate tensor and Cs

denotes the Smagorinsky constant. The theoretical value found by Lilly [137]
is (78 - 0.18. However, the Smagorinsky constant depends on the type of the
flow. For example, in shear flows Cs has to be reduced to approximately 0.1.
The filter width A in Eq. (7.93) is usually chosen to be twice the average grid
size, i.e., A -- 2 (Axl Ax2 Ax3) 1/3.
In order to account for the reduced growth of the small scales near walls,
the value of the eddy viscosity YT has to be reduced. Thus, the Smagorinsky
model Eq. (7.93) is modified according to Van Driest damping as

liT--[CsA(1 - e- y+/25) ] 2_IS], (7.94)

where y+ represents the dimensionless wall distance (for the computation of

wall distances see, e.g., Ref. [39]).
The Smagorinsky model is numerically cheap and easy to implement. How-
ever, it has several serious disadvantages:

9 it is too dissipative in laminar regions with mean shear;

9 it requires special provisions near walls and at laminar-turbulent transi-

tion;

9 the parameter Cs is not uniquely defined;

9 the process of energy backscatter is not modelled.

Because of these shortcomings, various other approaches were proposed (see,

e.g., [111]). Very popular are the following dynamic models.

D y n a m i c SGS Models
The dynamic SGS models employ the same relation as the Smagorinsky model
(Eq. (7.93)) for the evaluation of the eddy viscosity UT in Eq. (7.91) or (7.92).
The difference is that the Smagorinsky constant (adjusted a priori) is replaced
by a parameter, which evolves dynamically in space and in time. Hence,

(7.95)

The parameter Cd is computed based on the energy content of the smallest scale
of the turbulence. For this purpose, Germano et al. [138] proposed to employ
a second filter - the so-called test filter /~. The width of the test filter has to
be larger than that of the filter A applied to the governing equations (usually
z~ = 2A). The application of the test filter to the filtered equations leads to the
so-called subtest-scale stresses 7"~ST

Ti~T -- vi~v-j - ~i~j . (7.96)

7.3. Large-Eddy Simulation 257

The subtest-scale stresses are related to the SGS stresses T~ (Eq. (7.83)) via
the Germano identity [139]

(7.97)

where L/j denotes the Leonard stresses associated with the test filter. It rep-
resents the contribution to the Reynolds stresses by the scales whose length is
intermediate between the filter width A and the test filter width/~.
If we express the subtest-scale and SGS stresses in Eq. (7.97) using the
eddy-viscosity approach Eq. (7.91) together with Eq. (7.95), we obtain

Lij - ~ L k k -- --2Cd Mij (7.98)

with
M~j - s j - [A21~I~j] ~ . (7.99)
The notation []A means that the whole term enclosed in the square brackets
is test-filtered. The parameter Cd can be derived from Eq. (7.98) by using the
least-squares minimisation of Lilly [140]. This leads to

Ca(e, t) - 1 Lij Mij . (7.100)

2 Mmn Mmn
The above formulation (7.100) is mathematically inconsistent since the parame-
ter Cd was taken outside the test filter in Eq. (7.98). In practice, the numerator
and denominator in Eq. (7.100) are therefore ensemble-averaged in the homo-
geneous directions, i.e.,

1 {LijMij)
C d ( ~ , t) -- 2 (Mmn Mmn} " (7.101)

Improved dynamic SGS models were proposed, e.g., by Ghosal et al. [141],
Carati et al. [142], Piomelli and Liu [143], and Held [90].

7.3.4 Wall Models

The computational costs of LES of wall-bounded flows at high Reynolds num-
bers (Re > 106) are still too high for engineering purposes. The reason is the
excessively large number of grid points (cells) required to resolve the wall layer
appropriately. In order to reduce the costs, it is possible to model the wall layer
by specifying a correlation between the velocity in the outer flow and the stress
at the wall. This approach is quite similar to using wall functions in RANS sim-
ulations. The basic assumption is that there is only a weak interaction between
the near-wall and the outer region, which is supported by the investigations in
[144] and [145].
Earlier implementations of the wall models were based on the assumption
that the dynamics of the wall layer are universal and hence they can be ap-
proximated by a generalised law-of-the-wall. Basically, the models utilised the
258 Chapter 7. Turbulence Modelling

logarithmic law (see [77] and [146]-[148]). Balaras et al. [149] proposed recently
a new zonal approach. Within the two-layer model, the filtered Navier-Stokes
equations (7.81) are solved up to the first grid point above the wall. From this
point to the wall 2-D boundary layer equation are solved on a refined embedded
grid. The solution on the embedded grid is then used to prescribe the wall shear
stress as a boundary condition for the LES. The zonal approach of Balaras et al.
[149] allows it to place the first point in a region 20 < y+ < 100, which leads to
significantly reduced grid size and hence computational time. The methodology
was applied with success to turbulent flows in a plane channel, square duct and
rotating channel. Later on, it was also employed for the LES of separated flows
with encouraging results [150]-[153].

7.3.5 Detached Eddy Simulation

Even though the above wall models help to reduce the number of grid points
(cells) considerably, LES still remains too costly for complex engineering con-
figurations. For this reason, Spalart recently suggested another approach, the
so-called Detached Eddy Simulation (DES), which is aimed at the simulation of
high Reynolds-number massively separated flows [154], [155]. The methodology
represents a hybrid between the RANS and LES. The idea is to employ highly
stretched grids together with a RANS turbulence model (mostly the Spalart-
Allmaras model from Subsection 7.2.1 or Menter's SST model from Subsection
7.2.3) to resolve the attached boundary layer(s), and to use LES outside the wall
region together with an isotropic grid to capture the detached 3-D eddies. Thus,
DES tries to combine the strengths of both methods in a single framework.
The implementation of DES for the Spalart-Allmaras turbulence model con-
sists of replacing the wall distance d in the formulae (7.36) and (7.38)-(7.40) by
the DES length scale
1 = min(d, CDES A). (7.102)
The length scale is dependent on the largest dimension of the control volume,
i.e., A = max(Ax, Ay, Az). The constant C D E S depends to some extent on
the type of the flow. For a homogeneous turbulence, the value C D E S : 0.65
was found optimal [156]. On the other hand, CDES = 0.1 was recommended
for transonic and supersonic jets [157]. The definition of the length scale 1 in
Eq. (7.102) makes sure that within the boundary layer, where d < CDES A and
hence 1 = d, the original RANS model is recovered. On the other hand, outside
the boundary layer 1 = CDES A and the Spalart-Allmaras model serves as a one-
equation SGS model for the LES (cf. Eq. (7.91) and (7.24)). When integrating
the governing equations in time, the global time step has to be adjusted such as
to resolve the time scales of the detached eddies. This usually means that the
time step would by far exceed the stability margin of an explicit scheme for the
boundary layer region. It is therefore more efficient to employ a time-accurate
implicit scheme, such as the dual time-stepping approach described in Section
6.3. More details regarding the DES methodology and examples of simulations
can be found in the above references or in [158]-[161].
Bibliography 259

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Chapter 8

Boundary Conditions

Any numerical simulation can consider only a part of the real physical domain
or of the system. The truncation of the domain leads to artificial boundaries,
where we have to prescribe values of certain physical quantities. Furthermore,
walls which are exposed to the flow represent natural boundaries of the physical
domain. The numerical treatment of the boundary conditions requires a partic-
ular care. An improper implementation can result in an inaccurate simulation
of the real system. Additionally, the stability and the convergence speed of the
solution scheme can be negatively influenced.
The following types of boundary conditions are in general encountered in
the numerical solution of the Euler and the Navier-Stokes equations:

9 solid wall,

9 farfield in external flows,

9 inflow and outflow in internal flows,

9 injection boundary,

9 symmetry,

9 coordinate cut and periodic boundary,

9 boundary between blocks.

The numerical treatment of these boundary conditions is described in detail in

the following sections. For literature on further boundary conditions like heat
radiation on walls or like free surfaces, the reader is referred to Section 3.4.

271
272 Chapter 8. Boundary Conditions

8.1 Concept of D u m m y Cells

Before we proceed with the discussion of the boundary conditions, we should
mention the concept of dummy cells or dummy points. This approach is very
popular on structured grids. However, dummy cells offer some advantages also
on unstructured grids. The dummy cells are additional layers of grid cells or
points outside the physical domain. This is sketched in Fig. 8.1 for the case
of a 2-D structured grid. As we can see, the whole computational domain is
surrounded by two layers of dummy cells (denoted by dashed line). The dummy
cells (points) are usually not generated as the grid inside the domain (except
on interfaces between grid blocks). Rather, the cells are only virtual, although
geometrical quantities like volumes or face vectors are associated with them.
The purpose of the dummy cells is to simplify the computation of the fluxes,
gradients, dissipation, etc. along the boundaries. This is achieved by the pos-
sibility to extend the stencil of the spatial discretisation scheme beyond the
physical boundaries. As we can see in Fig. 8.1, the same discretisation scheme
can be employed at the boundaries as inside the physical domain. Thus, we can
solve the governing equations in the same way for all "physical" grid points.
This makes the discretisation schemes much easier to implement. Furthermore,
all grid points of a structured grid can be accessed in a single loop, which is
of significant advantage particularly on vector computers. The condition is of
course that the dummy cells (points) contain appropriate values of the conser-
vative variables as well as of the geometrical quantities. Clearly, the number of

F i g u r e 8.1: Two layers of dummy cells (dashed line) around the computational
domain (thick line) in 2D. Filled circles represent the standard stencil of a 2nd-
order cell-vertex (dual) scheme, filled rectangles outline the stencil of a 2nd-order
cell-centred scheme (see Section 4.3).
8.1. Concept of Dummy Cells 273

dummy cell layers must be such that the part of the stencil outside the physical
domain is completely covered. The conservative variables in the dummy cells
(points) are obtained from boundary conditions. The geometrical quantities
are usually taken from the corresponding control volume at the boundary. In
the case of boundaries between multiple grid blocks (like in Fig. 3.4), all flow
variables and the geometry are transferred from the neighbouring block.
The grey-shaded dummy cells (and the associated points) in Fig. 8.1 repre-
sent a certain problem, since it is not quite clear how to set their values if there
is no adjacent grid block. Their values are not required by the standard cross-
type discretisation stencil. However, the cells (points) are important for the
computation of gradients (viscous fluxes - see Section 4.4), or for the transfer
operators within multigrid (Section 9.4). The simplest way to solve the problem
is to average the values from the adjacent "regular" dummy cells, as indicated
in Fig. 8.1 by arrows. However, this does not work satisfactorily for wall or sym-
metry boundaries. In these cases, it is better to extend the physical boundary
into the dummy cell layers (see the structured 2-D code on the CD-ROM).
274 Chapter 8. Boundary Conditions

8.2 Solid Wall

8.2.1 Inviscid Flow
In the case of an inviscid flow, the fluid slips over the surface. Since there is
no friction force, the velocity vector must be tangent to the surface. This is
equivalent to the condition that there is no flow normal to the surface, i.e.,

g. g - 0 at the surface, (8.1)

where ff denotes the unit normal vector at the surface. Hence, the contravariant
velocity V (Eq. (2.22)) is zero at the wall. Consequently, the vector of convective
fluxes Eq. (2.21) reduces to the pressure term alone, i.e,

0
-~ nx Pw
(Fc)w - ny Pw (8.2)

with p~ being the wall pressure.

Structured Cell-Centred Scheme

Within the cell-centred scheme, the pressure is evaluated at the centroid of the
cell. However, p~ in Eq. (8.2) is required at the face of the boundary cell. We
can obtain the wall pressure most easily by extrapolation from the interior of
the domain. Considering Fig. 8.2, we could simply set pw - p2. Higher accuracy
is achieved by using either a two-point

Pw - ~1(3p2 - P 3 ) (8.3)

or a three-point extrapolation formula

1
p~ - ~ (15p2 - 10p3 -~- 3p4). (8.4)

In order to account for grid stretching, distances to the wall could be employed
instead of the constant coefficients [1].
The above extrapolation formulae (8.3), (8.4) do not account for the grid
and the surface geometry. An alternative a p p r o a c h - the so-called normal-
m o m e n t u m relation- was developed by Rizzi [2]. It is based on the fact that the
wall represents a streamline in inviscid flow. Differentiation of the zero-normal-
flow condition in Eq. (8.1) along the surface streamline, and the substitution of
the result into the momentum equation yields

Equation (8.5) relates the density, the velocity and the wall geometry to the nor-
mal derivative of the pressure. It was demonstrated that the normal-momentum
8.2. Solid WaN 275

F i g u r e 8.2: Solid wall boundary condition for the cell-centred scheme. Dummy
cells are denoted as 0 and 1. Location, where the convective fluxes Eq. (8.2) are
evaluated, is marked by a diamond.

F i g u r e 8.3: Solid wall boundary condition for the structured, cell-vertex dual
control-volume scheme. Dummy points are denoted as (i, 0) and (i, 1). Lo-
cations, where the convective fluxes Eq. (8.2) are evaluated, are marked by
diamonds. Compare also to the sketch in Fig. 4.6.
276 Chapter 8. Boundary Conditions

relation gives very accurate results [1]. However, problems can arise with the
numerical solution of the normal-momentum relation in the case of complex ge-
ometries. Detailed description of the implementation and accuracy comparisons
can be found in Ref. [1].
The values of the conservative variables in the dummy cells can be obtained
by linear extrapolation from the interior, i.e.,

w -2w2-w3
(8.6)
Wo-3W2-2W3.

The indices in Eq. (8.6) correspond to Fig. 8.2. If the dummy cells are to be
utilised within the spatial discretisation scheme (e.g., for the evaluation of the
dissipation operator), it is important that the calculation of the convective fluxes
is compatible to Eq. (8.2).

Structured Cell-Vertex Scheme

The implementation of the boundary condition Eq. (8.1) is straightforward for
the cell-vertex discretisation scheme with overlapping control volumes (Subsec-
tion 4.2.2). The convective fluxes at the wall faces are computed according to
Eq. (8.2). The wall pressure p~ is obtained by averaging the nodal values as
indicated in Eq. (4.26) for a 2-D, or in Eq. (4.27) for a 3-D case. The distri-
bution formula (Eq. (4.30) in 2D) accounts now for only two (four in 3D) cells
(compare Fig. 4.4 to Fig. 8.3).
Several different ways can be followed in the case of the cell-vertex scheme
with dual control volumes (Subsection 4.2.3). One approach is to apply the
condition in Eq. (8.2) separately for each face of the control volume which is on
the wall. Thus, according to Fig. 8.3, we can write

0 0
(nx)i-l,2 (Pw)i-1/4,2 (nx)i,2 (Pw)i+1/4,2
(Fc,w)i,2 -- (ny)i-l,2 (Pw)i-1/4,2 + (ny)i,2 (Pw)i+1/4,2 9 (8.7)
(nz)i-l,2 (Pw)i-1/4,2 (nz)i,2 (Pw)i+1/4,2
0 0

The pressures (P~)i-1/4,2 and (P~)i+1/4,2 in Eq. (8.7) can be obtained by linear
interpolation, e.g.,

1
(Pw)i+l/4,2 -- -~ [3(pw)i,2 + (Pw)i+l,2] . (8.8)
The corresponding 3-D formula will be presented further below in the subsection
on unstructured grids.
Another possible implementation employs the condition in Eq. (8.2) directly
in the respective wall node (i.e., node (i,2) in Fig. 8.3). The wall pressure
p~ is simply set equal to pi,2. The unit normal vector is computed as the
average of the normal vectors of all wall facets which share the node (i, 2). This
8.2. Solid Wall 277

approach requires a correction of the velocity vector. After the solution update
by the time-stepping scheme, the velocity vector at the wall is projected onto
the tangential plane [3], [4], i.e.,
-

(8.9)

with nay being the averaged unit normal vector. In this way, the flow will
become tangential to the wall.
In order to assign values to the dummy points, it is sufficient to extrapolate
the conservative variables (Eq. (2.20)) from the interior field by using a relation
similar to Eq. (8.6).

Unstructured Cell-Centred Scheme

The wall boundary condition in Eq. (8.1) can be implemented for a cell-centred
unstructured scheme in a way similar to that on structured grids. If the bound-
ary cell is a quadrilateral, hexahedron or a prism (with triangular face on the
wall), the pressure can be extrapolated to the wall by using Eq. (8.3). The neigh-
bouring cell (number 3 in Fig. 8.2) is known from the face-based data structure
described in Subsection 5.2.1. For the case of a triangular or tetrahedral cell,
in Ref. [5] and [6] it was suggested to employ one layer of dummy cells. The
velocity components in the dummy cells were obtained by reflecting the velocity
vectors in the boundary cells at the wall. For example, in the dummy cell 1 in
Fig. 8.2, the velocity would become

V~l -- v~ - 2 V2 ~, (8.10)

where V2 - u 2 n x + v 2 n y + w 2 n z is the contravariant velocity and g - [nz, ny, nz] T

stands for the wall unit-normal vector. The pressure and density in the dummy
cells were set equal to the values in the corresponding boundary cell (this implies
p~ - P2)-

Unstructured Median-Dual Scheme

The boundary condition Eq. (8.1) requires more attention in the case of the
median-dual unstructured discretisation scheme. The situation is shown in Fig.
8.4 for the 2-D and in Fig. 8.5 for the 3-D case. The convective fluxes in
Eq. (8.2) are computed separately at each face of the control volume which is
located on the wall. This is identical to the first approach discussed above for
the structured cell-vertex scheme with dual control volumes. For quadrilateral
elements (like 1-3-4-5 in Fig. 8.4), the pressure is interpolated correspondingly
to Eq. (8.8). In the case of hexahedra, prisms or pyramids, where the face of the
control volume is a quadrilateral (like face 1-4-5-6 in Fig. 8.5), the interpolation
formula reads
1
Pw -- --~ (9pl + 3p4 -t- 3p6 ~- P5). (8.11)

If the boundary elements are tetrahedra or prisms (or triangles in 2-D), the
pressure at the wall face should be evaluated like in the finite element method
278 Chapter 8. Boundary Conditions

F i g u r e 8.4: Solid wall boundary condition for the 2-D unstructured, dual-
control volume mixed-grid scheme. Locations, where the convective fluxes Eq.
(8.2) are evaluated, are marked by diamonds.

F i g u r e 8.5: Solid wall boundary condition for the 3-D unstructured, mixed-
grid scheme. Locations, where the convective fluxes Eq. (8.2) are evaluated, are
marked by diamonds.
8.2. Solid Wall 279

[7]. At the wall segment 1-2 in Fig. 8.4 for example, the pressure at the face
1-2" would be computed as

1
Pw -- ~ ( 5 p l -~- P2). (8.12)

In the case of a tetrahedra with, e.g., the wall face 1-2-3 in Fig. 8.5, the pressure
is evaluated as
1
Pw -- ~ ( 6 p l ~- P2 Jr- P3). (8.13)

It should be stressed that this finite-element type interpolation is important for

an accurate flow solution [7].

8.2.2 Viscous Flow

For a viscous fluid which passes a solid wall, the relative velocity between the
surface and the fluid directly at the surface is assumed to be zero. Therefore,
we speak of noslip boundary condition. In the case of a stationary wall surface,
the Cartesian velocity components become

u - v - w - 0 at the surface. (8.14)

There are two basic consequences of the noslip condition. First, we do not need
to solve the momentum equations on the wall. This fact is utilised in the cell-
vertex scheme. Second, the convective fluxes through the~noslip wall are given
again by Eq. (8.2), and the terms in Eq. (2.24) simplify to (9 - k V T . Hence, the
wall pressure in the convective fluxes is obtained in the same way as described
above for the inviscid flow. However, the dummy cells (points) are treated in a
different way.

Cell-Centred Scheme

The implementation of the noslip boundary condition in Eq. (8.14) can be sim-
plified by the utilisation of dummy cells. In the case of an adiabatic wall (no
heat flux through the wall), we can set (see Fig. 8.2)

Pl--P2, E1 - E 2
(8.15)
Ul m QU2 , V l m __V2 , Wl m QW2

and likewise for the cells 0 and 3. The approach is applicable to both, structured
and unstructured schemes (el. Ref. [6]).
If the wall temperature is given, the velocity components are still reversed as
in Eq. (8.15). The temperature in the dummy cells is linearly extrapolated from
the interior field by using the specified wall temperature. Since the pressure
gradient normal to the wall is zero, the pressure in the boundary element is
prescribed also in the dummy cells (i.e., p0 = pl = p2). The density and the
total energy in the dummy cells are evaluated from the interpolated values.
280 Chapter 8. Boundary Conditions

Cell-Vertex Scheme
Since the momentum equations need not to be solved, there is no contribution
from the convective fluxes (Eq. (8.2)) at the wall. The viscous fluxes in Eq.
(2.23) contribute only the temperature gradient normal to the wall to the energy
equation. For an adiabatic wall, V T w . ~ is zero. Hence, we do not have to
compute any convective or viscous fluxes through the wall. The residuals of the
momentum equations should be set to zero, in order to prevent the generation
of nonzero velocity components at the wall nodes.
In the case of a prescribed wall temperature, we can directly set the total
energy at the wall (e.g., node (i, 2) in Fig. 8.3) using (perfect gas assumed)
cp
(pE)i,2 - - - Pi,2 T ~ , (8.16)
7
where Tw denotes the given wall temperature. The residuals of the momen-
t u m and of the energy equation have to be zeroed out. The same strategy is
applicable also to unstructured schemes.
Another approach for non-adiabatic walls, which seems to be more robust
for some applications, does not solve the governing equations at the wall at all.
Both, the density and the energy are directly specified

Pi,3 and (pE)i,2 - Pi,3 (8.17)

Pi,2 = T ~ R 7 "

The relations in Eq. (8.17) assume that there is no pressure gradient normal to
the wall (therefore pi,2 - pi,3). Since all conservative variables are prescribed,
the residuals of all equations should be set to zero at (i, 2). This technique can
be utilised on unstructured grids as well. However, the extrapolation of the
pressure requires additional operations on triangular or tetrahedral grids.
If the wall is adiabatic, the values in the dummy points are obtained as
follows
Pi,1 -- Pi,3 , Ei,1 -- Ei,3 (8.18)
Ui,1 -- --Ui,3 ~ Vi,1 ~ --Vi,3 ~ Wi,1 ~ --Wi,3 9

The same applies to the nodes 0 and 4. If the wall temperature is given, the
temperature in the dummy points is extrapolated from the interior, i.e.,

Ti,1 - 2 T w - Ti,3 and Ti,o - 3 T w - 2Ti,3 (8.19)

with the indices according to Fig. 8.3. The velocity components are again re-
versed as in Eq. (8.18). The density and energy are computed with the inter-
polated temperature value and with the pressure pi,3.
8.3. Farfield 281

8.3 Farfield
The numerical simulation of external flows past airfoils, wings, cars and other
configurations has to be conducted within a bounded domain. For this rea-
son, artificial farfield boundary conditions become necessary. The numerical
implementation of the farfield boundary conditions has to fulfil two basic re-
quirements. First, the truncation of the domain should have no notable effects
on the flow solution as compared to the infinite domain. Second, any outgoing
disturbances must not be reflected back into the flow field [9]. Due to their
elliptic nature, sub- and transonic flow problems are particularly sensitive to
the farfield boundary conditions. An inadequate implementation can lead to
a significant slow down of convergence to the steady state. Furthermore, the
accuracy of the solution is likely to be negatively influenced. Various methodolo-
gies were developed, which are capable of absorbing the outgoing waves at the
artificial boundaries [10]-[15]. An review of different non-reflecting boundary
conditions can be found in [16].
In the following two subsections, we shall discuss the concept of characteristic
variables as it was described by Whitfield and Janus [12]. We shall also present
an extension of the farfield boundary conditions for lifting bodies.

8.3.1 Concept of Characteristic Variables

Depending on the sign of the eigenvalues of the convective flux Jacobians (Ap-
pendix A.11, Eq. (A.84) or (A.88)), the information is transported out of or
into the computational domain along the characteristics. For example, in the
case of subsonic inflow there are four incoming characteristics (in 3D) and one
outgoing (As in Eq. (A.88)). The situation reverses for subsonic outflow. Ac-
cording to the one-dimensional theory of Kreiss [17], the number of conditions
to be imposed from outside at the boundary should be equal to the number
of i n c o m i n g characteristics. The remaining conditions should be determined
from the solution inside the domain.
The approach of Whitfield and Janus [12] is based on the characteristic form
of the Euler equations (2.45) normal to the boundary. The methodology was
found to perform very well on structured and unstructured grids in a large
variety of flow cases. It can be applied not only to farfield boundaries but also
to inviscid solid walls (Subsection 8.2.1).
The two basic flow situations at the farfield boundary are sketched in Fig.
8.6. The flow can either enter or it can leave the domain. Therefore, depending
on the local Mach number, four different types of farfield boundary conditions
have to be treated:
9 supersonic inflow,

9 supersonic outflow,

9 subsonic inflow, and

9 subsonic outflow.
282 Chapter 8. Boundary Conditions

(a) (b)
Flow
Boundary surface Flow

a b~ d d -q ~__b......
O . . . . . . . .

n n
A
Boundary surface v

F i g u r e 8.6: Farfield boundary: inflow (a) and outflow (b) situation. Position
a is outside, b on the boundary, and position d is inside the physical domain.
The unit normal vector ~ - [nz, ny, nz] T points out of the domain.

Supersonic Inflow
For supersonic inflow, all eigenvalues have the same sign. Since the flow is
entering the physical domain, the conservative variables on the boundary (point
b in Fig. 8.6) are determined by freestream values only. Thus,

wb- (8.20)
The values Wa are specified based on the given Mach number Moo and on two
flow angles (angle of attack, side-slip angle).

Supersonic Outflow
In this case, all eigenvalues have also the same sign. However, the flow leaves
now the physical domain and all conservative variables at the boundary must
be determined from the solution inside the domain. This can be accomplished
simply by setting
W b - Wd. (8.21)

Subsonic Inflow
Here, four characteristics enter and one leaves the physical domain. Therefore,
four characteristic variables are prescribed based on the freestream values. One
characteristic variable is extrapolated from the interior of the physical domain.
8.3. Fart~eld 283

This leads to the following set of boundary conditions [12]

1
P b - -~{Pa + Pd -- Poeo[?'tx(Ua -- Ud) -~- ny(Va -- Vd) + nz(Wa -- Wd)] }

P b - Pa + ( P b - Pa)/C 2

U b - - Ua -- n x ( p a --Pb)/(pOCO)
(8.22)

V b -- V a -- n y (Pa -- Pb) / (POCO)

Wb = Wa -- n z ( P a - - P b ) / / ( P O C O ) ,

where P0 and co represent a reference state. The reference state is normally set
equal to the state at the interior point (point d in Fig. 8.6). The values in point
a are determined from the freestream state.

Subsonic Outflow
In the case of subsonic outflow, four flow variables (density and the three ve-
locity components) have to be extrapolated from the interior of the physical
domain. The remaining fifth variable (pressure) must be specified externally.
The primitive variables at the farfield boundary are obtained from [12]

Pb -- Pa

Pb - Pd --l- (Pb - - P a l ) / C 2

(8.23)

= + (Pd -- Pb) / (Polo)

Wb -~- Wd + n z ( P d -- Pb)//(POCO)

with Pa being the prescribed static pressure.

Physical properties in the dummy cells can be obtained by linear extrapola-
tion from the states b and d.

8.3.2 Modifications for Lifting Bodies

The above characteristic farfield boundary conditions assume zero circulation,
which is not correct for a lifting body in sub- or transonic flow. For this reason,
the farfield boundary has to be located very far away from the body. Otherwise,
the flow solution will be inaccurate. The distance to the farfield can be signif-
icantly shortened (by one order of magnitude), if the freestream flow includes
the effect of a single vortex (horse-shoe vortex in 3D). The vortex is assumed to
be centred at the lifting body. The strength of the vortex is proportional to the
lift produced by the body. In the following, we shall present implementations
of the vortex correction in 2D and in 3D.
284 Chapter 8. Boundary Conditions

V o r t e x C o r r e c t i o n in 2D
The approach, which we want to describe here, was suggested by Usab and
Murman [18]. The components of the corrected freestream velocity are given
by the expressions (compressible flow assumed)

u~ - u~ +
(r v/l-ML) 27r d 1 - M 2 sin2(O - a)
sin 0

(8.24)
/ "

v ~ - vc~ - 27r d cos 0

1 - M 2 sin 2 (0 - a)

with F being the circulation, (d, 0) the polar coordinates of the farfield point, a
the angle of attack, and M ~ denoting the freestream Mach number, respectively.
The circulation is obtained from
1
V = ~ll~lJ~ aCL (8.25)

by using the theorem of Kutta-Joukowsky. In Equation (8.25), a represents

the chord length of the airfoil and CL is the lift coefficient evaluated by the
integration of the surface pressure. The polar coordinates in Eq. (8.24) are
computed as
d = V/(X- Xref) 2 + ( y - yre/) 2
(8.26)
O--tan(Y-Y~2),
X -- Xref

where Xr~I and y~f are the coordinates of the reference point (location of the
vortex - e.g., at 1/4 chord).
The modified freestream pressure p ~ is given by

(s.2w)

with 11~7~112 - (u~) 2 + (v~) 2. The corrected freestream density is obtained

from the equation of the state

( P~

The corrected quantities u ~* , v~,

* p~* , and p ~ are inserted into Eq. (8.22) or
Eq. (8.23) instead of u~, v~, p~, and Pa.
The above vortex correction Eqs. (8.24)-(8.28) is strictly valid for subsonic
flow only. However, the modification of the freestream conditions proved to be
helpful in transonic flow as well. This is demonstrated in Fig. 8.7, where the
dependence of the lift coefficient on the distance to the farfield boundary was
8.3. Fartield 285

0.36

- s ~ " -- - -- -- --
_

0.34
S
4r
/
/
0.32 /
.J
/
o
I
0.30
I

0.28 = with vortex correction

- -~ - without vortex correction

0.26

.... t .... I, = ~ , I,,, = I, ~, , I

20 40 60 80 100

distance to farfield

F i g u r e 8.7: Effects of distance to the farfield boundary and of single vortex on

the lift coefficient. NACA 0012 airfoil, M ~ - 0 . 8 , a - 1.25 ~

investigated. The farfield radius was set to 5, 20, 50, and 99 chords. As we can
see, simulations without the vortex correction experiences a strong dependence
on the farfield distance. On the contrary, simulations with the vortex remain
sufficiently accurate up to a distance of about 20 chords. This leads to a sig-
nificant reduction of the number of grid cells/points. It was demonstrated in
Ref. [19] that by using higher-order terms in the vortex correction, the farfield
boundary can be placed only about 5 chords away without loss of accuracy.

V o r t e x C o r r e c t i o n in 3D

The effect of a wing on the farfield boundary can be approximated by a horse-

shoe vortex. In the case of compressible flow, the modified freestream velocity
components can be obtained from [20], [21]

FZ 2
u~-u~ + -~A

F [ z+l z-1 x~ 2 ]

w~ w~ +
F Y Y ]
(z + l) 2 + y2 B - (z-/)2 + y2 c
286 Chapter 8. Boundary Conditions

where F denotes the circulation, (x, y, z) the Cartesian coordinates of the farfield
point, and 1 stands for the half span, respectively. Furthermore, in Eq. (8.29)
it was assumed that the flow is in the positive x-direction with the wing being
oriented along the z-axis. The terms .4, B and C in Eq. (8.29) read

z+l z-1
A ~

B=I+~ (s.3o)

C=IH-~

The abbreviations are given by

r = x 2 + 32(z + / ) 2 + y2/F2

r = x 2 + #2(z - l) 2 + y2132 (8.31)

#- vii -

with M ~ being the freestream Mach number. The circulation F is calculated

using Eq. (8.25), where a represents the mean chord. The corrected values of
pressure (p~) and of density (p~) are obtained from the formulae (8.27) and
(8.28), respectively. The quantities ua, va, w~, Pc, and p~ in Eq. (8.22) or Eq.
(8.23) are replaced by their corrected values u ~ , v~, woo, p ~ , and p ~ .
The expressions for the corrected velocity components v ~ and w ~ in Eq.
(8.29) becomes infinite at locations, where the vortex lines cross the outflow
boundary. These are the points

z = +l, y = O,
z= -1, y = O,

and x = Xfarf. In order to avoid the numerical singularity, in Ref. [21] it was
suggested to constrain the values of

( z + / ) 2 +y2 and
(z - / ) 2 +y2

in Eq. (8.29) to the 1/4 wingspan, i.e., 1/2. This measure reduces the corrections
to the velocities v ~ and w ~ within the distance 1/2 around the vortex lines
z = 1 and z = -1.
The numerical results presented in [21] indicate a reduced sensitivity of the
lift and drag coefficient with respect to the farfield distance, if the vortex correc-
tion in Eq. (8.29) is applied. It was found that a distance of 7.1 to the farfield
boundary is sufficient for accurate results.
8.4. Inlet~OutletBoundary 287

8.4 Inlet/Outlet Boundary

Various approaches were devised for the implementation of numerical inlet, and
in particular, of outlet (also named open) boundary conditions for the Navier-
Stokes equations [22]-[26]. Here, we will concentrate on methodologies, which
were developed for turbomachinery applications. Suitable non-reflecting inlet
and outlet boundary conditions were described, e.g., in [27]-[301. Giles [31], and
Hirsch and Verhoff [32] suggested non-reflecting boundary conditions for the
Euler equations, which are intended for domains with a short distance between
the body and the inlet or the outlet plane.
In certain cases, the inlet and outlet boundary are additionally periodic with
respect to the velocity as well as the pressure and temperature gradient. This
type of flow is encountered, for example, in the simulation of heat exchangers
[33]. The implementation of periodic inlet and outlet boundary conditions was
presented in [34]-[36] for LES in channels.

Subsonic Inlet

A common procedure consists of the specification of the total pressure, total

temperature, and of two flow angles. One characteristic variable has to be
interpolated from the interior of the flow domain. One possibility is to employ
the outgoing Riemann invariant [30], which is defined as

2 Cd
n- - (s.32)
~-1'

where the index d denotes the state inside the domain (cf. Fig. 8.6a). The
Riemann invariant is used to determine either the absolute velocity or the the
speed of sound at the boundary. In practice, it was found that selecting the
speed of sound leads to a more stable scheme, particularly for low Mach-number
flows. Therefore, we set

-R-(7 -1) {l+cosOi[(~/-1) c~ "7-1} (8.33)

Cb= (~/_ 1)COS2 0 + 2 ( ' 7 - 1)(7~-) 2 2

with 0 being the flow angle relative to the boundary, and co denoting the stag-
nation speed of sound. Hence,

ve. n (8.34)
cos0 - I dll

and
cg - c~ + 7 - 1 2
2 II dll2, (8.35)
where Ilgdll2 denotes the total velocity at the interior point d (Fig. 8.6a). The
unit normal vector g in Eq. (8.34) was assumed to point out of the domain.
288 Chapter 8. Boundary Conditions

Quantities like the static temperature, pressure, density, or the absolute

velocity at the boundary are evaluated as follows

= To t 4 )

( Tb) ~'/(~-1)
Pb -- PO ~oo
(8.36)
Pb
P b - RTb

where To and p0 are the given values of total temperature and pressure, R and Cp
represent the specific gas constant and the heat coefficient at constant pressure,
respectively. The velocity components at the inlet are obtained by decomposing
II bll2 according to the two (one in 2D) prescribed flow angles.
Subsonic Outlet
In turbomachinery, the static pressure is usually prescribed at the outlet. The
subsonic outlet boundary can be treated in a way quite similar to the outflow
condition in Eq. (8.23). Only the ambient pressure Pa is replaced here by the
given static exit pressure.

Flow variables in the dummy cells (points) can be obtained by linearly ex-
trapolating the states at the boundary and at the interior point d.
8.5. Injection B o u n d a r y 289

8.5 Injection Boundary

The injection velocity and other flow variables are computed from the given
mass flow rate rh and the injection temperature Tinj. We will assume here that
the mass is injected perpendicular to the boundary. The convective fluxes are
evaluated using Eq. (2.21) with the contravariant velocity V set equal to the
injection velocity, i.e.,
rh
y- v~j = . (8.37)
Pinj
Velocity components are evaluated using the face normal vector as

v ~ - - ~ y~j (8.38)
(see Fig. 8.8). The density Piny in Eq. (8.37) is a function of Tinj and of the
pressure at the boundary Pb. Hence, in the case of perfect gas we have
Pb
. (8.39)
Pinj = R Tinj

For the cell-centred scheme sketched in Fig. 8.8a, Pb can be set identical to the
pressure in the boundary cell, i.e., Pb -- P2. The median-dual cell-vertex scheme
requires an interpolation of Pb from the points defining the particular face area
(i.e., from (i, 2) and (i + 1, 2) in Fig. 8.8b). Formulae like (8.8), (8.11)-(8.13) can
be utilised for this purpose. Values in the dummy cells (points) are obtained by
0-th order or by linear extrapolation from the interior.

(a) (b)

Figure 8.8: Injection boundary condition for the structured, cell-centred (a)
and the cell-vertex dual control-volume scheme (b). Dummy cells (points) are
denoted as 1 and 0. Locations, where the convective fluxes are evaluated, are
marked by diamonds.
290 Chapter 8. Boundary Conditions

8.6 Symmetry Plane

If the flow is to be symmetrical with respect to a line or a plane, the first con-
dition which must be met is that there is no flux across the boundary. This is
equivalent to the requirement that the velocity normal to the symmetry bound-
ary is zero. Furthermore, the following gradients have to vanish:
• gradient of a scalar quantity normal to the boundary,
• gradient of the tangential velocity normal to the boundary,
• gradient of the normal velocity along the boundary (since v· ii == 0).
We can write these conditions as
ii· VU == 0
n· v·t ==0 (8.40)
f·V(v·ii)==O,
where U stands for a scalar variable and f denotes a vector tangential to the
symmetry boundary.

Cell-Centred Scheme
The implementation of the symmetry boundary condition can be largely sim-
plified by employing dummy cells. The flow variables in the dummy cells are
obtained using the concept of reflected cells. This means that scalar quantities
like density or pressure in the dummy cells are set equal to the values in the
opposite interior cells, Le.,

(8.41)

The notation corresponds to that in Fig. 8.2. The velocity components are
reflected with respect to the boundary as indicated in Eq. (8.10). The normal
gradient of the normal velocity in the dummy cell equals to that in the opposite
interior cell, but it has a reversed sign.

Cell-Vertex Scheme (Dual Control Volume)

Two different approaches can be followed. One possibility is to construct the
missing half of the control volume by mirroring the grid on the boundary. The
fluxes and the gradients are then evaluated like in the interior using reflected
flow variables (see above). The second methodology computes the fluxes for the
halved control volume (but not across the boundary). The components of the
residual normal to the symmetry plane are then zeroed out. It is also necessary
to correct normal vectors of those faces of the control volume, which touch the
boundary (like at point 2* in Fig. 8.4). The modification consists of removing
all components of the face vector, which are normal to the symmetry plane.
The gradients have also to be corrected according to Eq. (8.40).
8.7. Coordinate Cut 291

8.7 C o o r d i n a t e Cut
This type of boundary condition is encountered only in the case of structured
grids. The coordinate cut represents an artificial, not a physical, boundary. It
is a line (plane in 3D) composed of grid points with different computational
coordinate(s) but the same physical location. This means that the grid is folded
such that it touches itself. As we shall see in Subsection 11.1.1, the coordinate
cut appears for the so-called C- (Fig. 11.5) or O-grid topology (Fig. 11.9). The
flow variables and their gradients have to stay continuous across the cut.
The best way to implement the cut boundary condition is to employ dummy
cells (points). The situation is sketched in Fig. 8.9. As we can see, the dummy
layers here are not virtual, but they coincide with the grid on the opposite side
of the cut. Hence, the values of physical quantities in the dummy cells (cell-
centred scheme), or in the dummy points (cell-vertex scheme), are obtained
directly from the opposite cells (points). In the case of the cell-centred scheme,
the fluxes across the faces of the boundary cell (shaded in Fig. 8.9a) are evaluated
exactly like in the interior field.
The cut boundary can be treated in two different ways for the cell-vertex
scheme. One possibility is to generate a complete control volume at the cut
(the second part is denoted by a dashed line in Fig. 8.9b). Using the dummy
points, the fluxes can be calculated in the same way as inside the domain. If
the implementation is done correctly, the flow quantities at the points 2 (upper
grid part) and 5 (lower part) will be equal. The second approach is to integrate
the fluxes separately for each half of the control volume. The residuals at the
points 2 and 5 in Fig. 8.9b are then added. It is important that the partial
control volumes at the points 2 and 5 are summed up as well.

(a) (b)

F i g u r e 8.9: Coordinate cut (thick line): cell-centred scheme (a), dual control-
volume scheme (b). Dummy cells (points) are numbered as 0 and 1.
292 C h a p t e r 8. Boundary Conditions

8.8 Periodic Boundaries

There are certain practical applications where the flow field is periodic with
respect to one or multiple coordinate directions. In such a case, it is sufficient
to simulate the flow only within one of the repeating regions. The correct in-
teraction with the remaining physical domain is enforced via periodic boundary
conditions.
We can distinguish between two basic types of periodic boundaries. The first
one covers translational periodicity. This means that one periodic boundary can
be transformed into the other boundary by pure coordinate translation. The
second type represents periodic boundaries, which were generated by coordinate
rotation. Thus, we speak of rotational periodicity.
In the following, we shall describe the implementation of the periodic bound-
ary conditions for the cell-centred and the cell-vertex scheme. We shall also
consider the case of rotational periodicity. Further details of the treatment of
periodic boundaries can be found in Refs. [37], [38].

Cell-Centred Scheme
The utilisation of the dummy-cells concept enables a simple implementation of
the periodic boundary condition. Let us consider the example from turboma-
chinery in Fig. 8.10. The configuration is periodic in the vertical direction. The
shaded cells 1 and 2 are located on the lower and the upper periodic boundary,
respectively. Due to the periodicity condition, the first dummy-cell layer cor-
responds to the boundary cells at the opposite periodic boundary. The second
dummy-cell layer communicates with the second layer of the physical cells and
so on. Hence, all scalar quantities (density, pressure, etc.) in the dummy cells
are obtained directly from the corresponding physical cells, i.e,
UI' = U1 and U2, = U2. (8.42)
The same relations hold also for the vector quantities (velocity, gradients) in
the case of translational periodicity. Rotational-periodic boundaries require a
correction of the vector variables. This will be discussed further below.

C e l l - V e r t e x S c h e m e (Dual C o n t r o l Volume)
This situation is sketched in Fig. 8.11. One approach for the treatment of
periodic boundaries consists of the integration of the fluxes around the faces of
the shaded control volumes. The residuals at the points 1 and 2 in Fig. 8.11 are
then summed in order to obtain the complete net flux. Thus,
R 1 , s u m -----/~1 +/~2' and /~2,s u m -- /~2 -~- /:~1' 9 (8.43)
The partial control volumes at the points 1 and 2 (shaded in Fig. 8.11) have
to be added up as well. In the case of translational periodicity, the_.residuals_.
from the opposite boundary remain unchanged, i.e., R1, - R1 and R2, = R2.
This results in R l , sum - R2, sum. Rotationally periodic boundaries require a
transformation of the momentum equations before Eq. (8.43) can be applied.
8.8. Periodic Boundaries 293

.
----- ---,
3 ' :,

Figure 8.10: Periodic boundaries (thick lines) in the case of 2-D un-
/structured, cell-centred scheme. Dummy cells (dashed line) are denoted by
the (primed) numbers of the corresponding physical cells.

Figure 8.11: Periodic boundaries (thick lines) in the case of 2-D un-
/structured, cell-vertex scheme with dual control volumes. The "dummy" parts
of the control volumes (dashed line) are denoted by the (primed) numbers of
the corresponding control volumes at the opposite boundary. The same holds
also for the dummy points 3' and 4'.
294 C h a p t e r 8. Boundary Conditions

boundary A

%%%

.....--

boundary B

F i g u r e 8.12: Rotationally periodic boundaries (A and B). The rotational axis

is assumed to coincide with the x-axis.

Rotational Periodicity
The rotational periodicity condition is based on a rotation of the coordinate
system. Therefore, all vector quantities like velocity or gradients of scalars have
to be transformed accordingly. Scalar quantities like pressure or density, which
are invariant with respect to coordinate rotation, remain unchanged. If we
assume the rotational axis is parallel to the x-axis (see Fig. 8.12), the rotation
matrix becomes

~=
[1 0 0]
0 cosr sine , (8.44)
0 -sine cosr
where the angle r between the periodic boundaries A and B is positive in the
clockwise direction. Hence, for example, the velocity vector transformed from
boundary A to B (cells 1', 2' in Fig. 8.10 and points 1'-4' in Fig. 8.11) reads

- (s.45)

It is easy to show that the x-component of gA (i.e., UA) is not changed by the
rotation. Thus, uB -- UA. The gradients of all flow quantities are transformed
in similar way.
As stated above, in the case of the cell-vertex scheme the residuals of the
momentum equations must be corrected before the summation in Eq. (8.43) can
take place. The application of the rotation matrix Eq. (8.44) leads to

/~u,v,w
B, ~.~ -- -- -'u,v,~
RB + ~ fi~'~'~
~ ~A 9
(8.46)

The superscript u,v,w in Eq. (8.46) denotes the three momentum equations.
8.9. Interface Between Grid Blocks 295

8.9 Interface Between Grid Blocks

During the discussion of the spatial discretisation with structured grids in Sec-
tion 3.1, it became evident that it is usually not possible to generate a single
grid inside a geometrically complex domain (see Fig. 3.4). We mentioned two
possible methodologies how to solve the problem. The first one was the multi-
block approach and the second one was the Chimera technique. In the following,
we shall describe the basic implementation issues of the multiblock approach.
For more throughout discussion, the reader is referred to Refs. [39]-[45]. A very
helpful introduction to the multiblock methodology was presented in [46]. De-
tails of the Chimera technique, which is not treated here, can be found in Refs.
[47]-[51].
Within the multiblock technique, the physical domain is split into a certain
number of virtual parts. Consequently, the computational domain becomes also
divided into the same number of blocks. In a general case, the physical solution
in a particular block will depend on the flow in one or multiple neighbouring
blocks. Therefore, we have to provide a data structure which allows for an
efficient exchange of information between the blocks. The structure is also re-
quired for communication, if different processors are used to solve the governing
equations in the grid blocks.
The first part of the data structure consists of the numbering of the block
boundaries. One particular numbering scheme is displayed in Fig. 8.13. The
numbering strategy in Fig. 8.13 can be summarised as follows:

boundary 1: i = IBEG
boundary 2: i = IEND
boundary 3: j = JBEG
boundary 4: j = JEND
boundary 5: k= KBEG
boundary 6: k= KEND.

It is important that all blocks employ the same numbering scheme. The indices
i, j, k of the grid points in the computational space are defined in the ranges

IBEG < i < 1END

JBEG < j < JEND
KBEG < k < KEND.
_ _ w

The cell indices I, J, K, which are required by the cell-centred scheme are defined
in a similar way. Since the multiblock approach is usually implemented using
dummy cells/points, the physical cells/points will have a certain offset from the
start or the end of each range (see Fig. 8.1).
The boundary of each block is divided into a number of non-overlapping
patches. This allows the specification of different boundary conditions on the
same block boundary. The situation is depicted in Fig. 8.14. For a unique iden-
tification of each patch it is necessary to store the number of the corresponding
block and the number of the block boundary. Furthermore, the origin, the height
296 Chapter 8. Boundary Conditions

KEND

JEND

"j
KBEG
IBEG IEND

F i g u r e 8.13: Numbering of the sides of the computational space and of the

block boundaries.

F i g u r e 8.14: Coordinates of a boundary patch in computational space. The

patch has its own local coordinate system 11, 12.
8.9. Interface Between Grid Blocks 297

F i g u r e 8.15: Exchange of flow variables (in shaded regions A', B') between
two blocks A and B. Dummy layers are denoted by a dashed line.

and the width of the patch must be stored. For this purpose, the coordinates
L1BEG, L 1 E N D , L 2 B E G and L 2 E N D are used in Fig. 8.14. It is suggested
to orient the coordinate system of the patch according to the cyclic directions.
This means, that if we consider the/-coordinate, j and k will be the first and
the second cyclic direction. In the case of the j-coordinate, the cyclic directions
will become k and i, respectively. Therefore, since the patch in Fig. 8.14 is on
the j = J B E G boundary, the/1-coordinate is oriented in the k-direction and 12
in the/-direction. The application of the cyclic directions allows for a unique
definition of the orientation of each patch.
The remaining part of the data structure makes sure that data can be ex-
changed between those patches, which represent interfaces between the blocks
(we assume here that the blocks communicate only across their faces). For this
purpose, it is required to extend the above patch data structure by the num-
bers of the adjacent block and patch. It is furthermore necessary to code the
orientation of the communicating patches with respect to each other.
The exchange of flow quantities between two blocks is sketched in Fig. 8.15.
The procedure consists of two steps. In the first step, variables from the part of
the domain, which is overlapped by the dummy layers of the adjacent patch are
written to the own dummy cells/points or to a temporary storage (A' and B' in
Fig. 8.15). This is done for all blocks. In the second step, the data in A' and B'
is exchanged between both blocks. This means that A' is written to the dummy
layers of block B and B' to the dummy layers of block A. If the two patches
have a different orientation, the data must be transformed accordingly. In cases
where the grid lines do not match at the block interface, further operations are
required as described, e.g., in [52], [53].
298 Chapter 8. Boundary Conditions

8.10 Flow Gradients at Boundaries

of Unstructured Grids
We already stated in Subsection 5.3.4 that the evaluation of the flow gradients
requires some care in the case of the median-dual scheme. If the gradients are
calculated on triangular or tetrahedral grids using the Green-Gauss approach
in Eq. (5.50), the contributions from the boundaries of the domain (except at
symmetry or periodic boundaries) must be evaluated similar to Eq. (8.12) or Eq.
(8.13), instead of the arithmetic average. Otherwise, the gradient will not be
accurate. Considering the notation in Fig. 8.4, the contribution to the boundary
node 1 reads
_1 (5u + AS12
6 2
where AS12 is the length of the boundary face between node 1 and 2 (therefore
halved). Corresponding to Eq. (8.13), the contribution of the triangular face
1-2-3 to node 1 in Fig. 8.5 becomes

_ iS12______~3
1 (6u + u2 + 3
8
with AS123/3 being the grey area in the triangle 1-2-3. On mixed grids, it is
more appropriate to employ the least squares approach with virtual edges [8]
(see Fig. 5.15).
The cell-centred scheme requires no special provisions at symmetry or peri-
odic boundaries. The implementation is identical to that discussed for the fluxes
in Section 8.6 or 8.8. This holds also for the median-dual scheme, if the gradi-
ents are evaluated using the least-squares approach. The only additional work
required is to set certain gradients to zero as described previously in Section 8.6
(cf. Eq. (8.40)).
If the Green-Gauss approach is employed within the median-dual scheme
(i.e., if Eq. (5.50) is applied), it is necessary to correct normal vectors of those
faces of the control volume, which touch the boundary (like at point 2* in Fig.
8.4). This is done by setting all components of the face vector to zero, which are
normal to the symmetry plane. Finally, the gradients are corrected as discussed
in Section 8.6. At periodic boundaries, the gradients and the volumes from both
sides of the boundary have to be summed up as presented in Section 8.8 for the
fluxes (Eq. (8.43)). In the case of rotational periodicity, the gradients needs to
be transformed by applying the rotation matrix in Eq. (8.44).
Bibliography 299

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Boundary Conditions for Euler Equations. ICASE Report No. 97-25, 1997.

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tion Using a Multiple-Grid Method. AIAA Paper 83-1946, 1983.

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Inverse Transonic Euler Equations. AIAA Paper 85-1530, 1985.

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[24] Baum, M.; Poinsot, T.; Thevenin, D.: Accurate Boundary Conditions for
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[25] Griffiths, D.F.: The 'No Boundary Condition' Outflow Boundary Condi-
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Work?. Int. J. Numerical Methods in Fluids, 24 (1997), pp. 413-417.

[27] Rudy, D.H.; Strikwerda, J.C.: A Nonreflective Outflow Boundary Condi-

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[28] Yokota, J.W.; Caughey, D.A.: An L-U Implicit Multigrid Algorithm for the
Three-Dimensional Euler Equations. AIAA Paper 87-0453, 1987.

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grid Scheme for the Three-Dimensional Navier-Stokes Equations. AIAA
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culations. AIAA Paper 89-1942, 1989.
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Internal and Cascade Flow Computations. AIAA Paper 89-1943, 1989.
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Heat Transfer in Ducts Having Streamwise-Periodic Variations of Cross-
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compressible dans un dcoulement de canal plan. ONERA, note technique
1988-5, 1988.
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Turbulent Fluid Flows. PhD Thesis, No. 1958, l~cole Polytechnique F~de~rale
de Lausanne, D@artement de G~nie M~canique, Switzerland, 1999, pp.
136-137.
[36] Lenormand, E.; Sagaut, P.; Phuoc, L.T.; Comte, P.: Subgrid-Scale Models
for Large-Eddy Simulations of Compressible Wall Bounded Flows. AIAA
Journal, 38 (2000), pp. 1340-1350.
[37] Chung, H.-T.; Baek, J.-H.: Influence of Trailing-Edge Grid Structure on
Navier-Stokes Computation of Turbomachinery Cascade Flow. Int. J. Nu-
merical Methods in Fluids, 15 (1992), pp. 883-894.
[38] Segal, G.; Vuik, K.; Kassels, K.: On the Implementation of Symmetric and
Antisymmetric Periodic Boundary Conditions for Incompressible Flow. Int.
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[39] Rossow, C.-C.: Efficient Computation of Inviscid Flow Fields Around Com-
plex Configurations Using a Multiblock Multigrid Method. Communications
in Applied Numerical Methods, 8 (1992), pp. 735-747.
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Grids Around Complex Configurations in Computational Fluid Dynamics.
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Multiblock Grids for Compressible Flow Simulation. Communications in
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AIAA Journal, 32 (1994), pp. 1808-1814.
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Block Structured Algorithms with Applications to I-D Advection-Diffusion
Problems. Computers & Fluids, 24 (1995), pp. 41-54.
[45] Enander, R.; Sterner, E.: Analysis of Internal Boundary Conditions and
Communication Strategies for Multigrid Multiblock Methods. Report No.
191, Dept. Sci. Computing, Uppsala University, Sweden, Jan. 1997.
[46] Rizzi, A.; Eliasson, P.; Lindbtad, I.; Hirsch, C.; Lacor, C.; Haeuser, J.: The
Engineering of Multiblock/Multigrid Software for Navier-Stokes Flows on
Structured Meshes. Computers & Fluids, 22 (1993), pp. 341-367.

[47] Benek, J.A.; Buning, P.G.; Steger, J.L.: A 3-D Chimera Grid Embedding
Technique. AIAA Paper 85-1523, 1985.
[48] Buning, P.G.; Chu, I.T.; Obayashi, S.; Rizk, Y.M.; Steger, J.L.: Numerical
Simulation of the Integrated Space Shuttle Vehicle in Ascent. AIAA Paper
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Solution of Partial Differential Equations. J. Computational Physics, 90
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[50] Pearce, D.G.; et al.: Development of a Large Scale Chimera Grid System
for the Space Shuttle Launch Vehicle. AIAA Paper 93-0533, 1993.
[51] Kao, H.-J.; Liou, M.-S.; Chow, C.-Y.: Grid Adaptation using Chimera
Composite Overlapping Meshes. AIAA Journal, 32 (1994), pp. 942-949.
[52] Rai, M.M.: A Conservative Treatment of Zonal Boundaries for Euler Equa-
tion Calculations. J. Computational Physics, 62 (1986), pp. 472-503.
[53] Kassies, A.; Tognaccini, R.: Boundary Conditions for Euler Equations at
Internal Block Faces of Multi-Block Domains Using Local Grid Refinement.
AIAA Paper 90-1590, 1990.
Chapter 9

Acceleration Techniques

Various methodologies were developed in order to accelerate the solution of the

governing equations (2.19) for stationary problems. The acceleration techniques
are applicable also to the inner iteration of the dual-time stepping scheme (Sec-
tion 6.3). The following methods will be discussed in this Chapter:

1. local time-stepping,

2. enthalpy damping,

3. residual smoothing,

4. multigrid,

5. low Mach-number preconditioning.

The local time-stepping, enthalpy damping, and the preconditioning are based
on a modification of the system of the ordinary differential equations (6.1), while
the two remaining techniques are improvements of the solution process. With
the exception of the residual smoothing, all methods can be applied to both
the explicit (Section 6.1) and the implicit (Section 6.2) time-stepping schemes.
Residual smoothing was developed especially for the explicit multistage schemes
(Subsections 6.1.1, 6.1.2). An overview of several acceleration techniques can
be found in Refs. [1] and [2].

303
304 Chapter 9. Acceleration Techniques

9.1 Local Time-Stepping

In this case, the discretised governing equations (6.1) are integrated using the
largest possible time step for each control volume. The local time step AtI is
calculated according to one of the formulae (6.14), (6.18), (6.20), or (6.22). As a
result, the convergence to the steady state is considerably accelerated, however
the transient solution is no longer temporally accurate. The efficiency of the
local time-stepping is demonstrated in Fig. 9.1 for an inviscid subsonic flow past
a wing. The flow is driven to the steady state by an explicit multistage scheme
(Subsection 6.1.1). It is apparent that using a global time step (i.e., a time step
identical for all control volumes) results in an unnecessarily slow convergence
towards the steady state. Even larger savings in terms of the CPU-time are
usually achieved for stationary viscous flows.

1.22 -

1.19 -

1.16 -

0
0,..
= 1.13 -
O
U

o,.

1.10

1.07
...... ~ ...... local time-stepping
," global time-stepping

1.04 I l I l I I I l I

O.Oe+O0 2.0e+03 4.0e+03 6.0e+03 8.0e+03 1.0e+04

CPU-time [s]

F i g u r e 9.1: Comparison of convergence histories of the lift coefficient with and

without local time-stepping for an inviscid subsonic flow on an unstructured
grid.
9.2. Enthalpy Damping 305

9.2 Enthalpy Damping

In certain cases, the total enthalpy H (Eq. (2.12)) is constant in the whole flow
field. This situation occurs, for example, for external flows governed by the
Euler equations in absence of heat sources and external forces. We can take
advantage of this fact in order to reduce the computational effort.
The first possibility would be to prescribe the value of the total enthalpy in
the flow domain. In consequence, the energy equation can be omitted from the
Euler equations (2.45). This saves memory and CPU time.
A different m e t h o d o l o g y - the so-called enthalpy damping- was suggested
by Jameson for the solution of the potential flow equation [3]. It employs the
difference between the total enthalpy H and its freestream value Hcr to define
an additional forcing term. With this, the convergence to the steady state can
be considerably accelerated. The application of the enthalpy damping to the
Euler equations (2.45) results in the following modification [4]

Ot W dR + Fc dS - (Q - QED) dR, (9.1)

where the forcing term QED is given by

p(U-U )
-. pu(H -
QED -- O pv(H- . (9.2)
pw(H -
p(H-H )

The damping factor 0 is a small constant, which has to determined empirically.

The spatial discretisation scheme, and particularly the artificial dissipation has
to be implemented in such a way that H - H ~ is a valid solution of the
discretised equations. Then, the addition of the source term QED does not
alter the final steady state.
The enthalpy damping is conducted as an additional step after each update of
the flow solution. For example, in the case of the explicit m-stage time-stepping
scheme (Subsection 6.1.1 or 6.1.2), the damping step reads

1/~}~ + 1 __ 1 l~(m ) (9.3)

1 + ~(H~ m ) - H ~ )

with the exception of the energy equation which becomes

(pE)~+l - l [1( p+ E~) ~ m ) - o p ~ m ) ] (9.4)

In Eq. (9.3), l~ (m) denotes the final solution of the m-stage explicit time-
stepping scheme. Numerical experiments in Ref. [1], which were conducted
for a transonic flow past the NACA 0012 airfoil ( M ~ - 0.8, c~ - 1.25~ con-
firmed that the number of time steps to reach the steady state can be reduced
by about factor of two.
306 Chapter 9. Acceleration Techniques

9.3 Residual S m o o t h i n g
The maximum CFL number and the convergence properties of the explicit multi-
stage time-stepping scheme (Subsections 6.1.1 and 6.1.2) can be influenced by
optimising the stage coeKicients [5]-[7]. Jameson and Baker [8] introduced the
residual smoothing technique with the aim to lend the explicit scheme an im-
plicit character and hence to increase the maximum allowable CFL number.
A further purpose of the residual smoothing is a better damping of the high-
frequency error components of the residual. This is of particular importance for
a successful application of the multigrid method.
The residual smoothing can be implemented in explicit, implicit or in mixed
manner [9], [10], respectively. The residual smoothing is usually applied in each
stage of the explicit time-stepping scheme (Eqs. (6.5), (6.7)). The previously
computed residuals/~(k) are replaced by the smoothed residuals/~* before the
solution I/V(k) is updated. In the following, we shall discuss the implementation
of the popular Implicit Residual Smoothing (IRS) on structured as well as on
unstructured grids.

9.3.1 Central IRS on Structured Grids

The standard formulation of the implicit residual smoothing reads in 3D

--s K -Jr- (1 + ~s K -- s K = RI,J,K

* * * "-'~.
--s -Jr- (1 + 2cJ)R~,j,K -- s -- RI,J,K (9.5)

__gK 1~*** ,~ K xg*** __ s -~**

I~I,J,K_ 1 + (1 + ze )1%i,d, K ,J,K+I - - R I , J , K ,

where R*I,J,K, RI,j,K,

** and RI**,j,K
* denote the smoothed residuals in I-, J-, and
K-direction, respectively. The parameters eI, eJ, and cK stand for the smooth-
ing coefficients in the three computational coordinates. The implicit operator in
Eq. (9.5) resembles second-order central difference. The term Central Implicit
Residual Smoothing (CIRS) is therefore used. The implicit system in Eq. (9.5)
is solved by the Thomas algorithm for the inversion of tridiagonal matrices.
The smoothing coefficients are usually defined as functions of spectral radii
of the convective flux Jacobians [11]. The purpose is to apply only as much
smoothing in each coordinate direction as it is necessary for stability and good
error damping. A suitable formula for 2D was suggested in [12]

el - max { 1~[ ( _ ~ l + ~1r ) 2 -1 1 ,0 }

(9.6)

eJ - m a x ~ -a l+~/r -1 ,0 .
9.3. Residual Smoothing 307

Here, (7*/(7 denotes the ratio of the CFL numbers of the smoothed and un-
smoothed scheme. The variable r stands for the ratio of the convective spectral
radii (Eq. (4.53)), i.e., r - ~tJ/A/. The parameter ffJ ~ 0.125 ensures linear
stability of the smoothing operation.
In 3D, the smoothing coefficients can be evaluated using an expression similar
to Eq. (9.6)[12]

e1 -
max
{1[(_~
~ 1 +
1
f f ~ ( r J I -t- r K I )
)2 110}
{1[(_~ 1 )2]} (9.7)
eJ - m a x ~ l + ~ ( r K J + r I J) -1 ,0

{1[(~ 1 )2 ] }
e K -- max ~ 1 + q~(z"IK -t- r JK) - 1 , 0 ,

where
rJI " J " I I,.KI " K "I
_ Ac/nc, _ A c/Ac

etc. The typical value of the parameter ffJ is 0.0625.

The maximum of the ratio of the CFL numbers or*/or depends on the value
of the smoothing coefficient and on the type of the spatial discretisation scheme.
In the case of the central scheme (Subsection 4.3.1), the ratio is given by

-- _< v/1 + 4e.

O-~

O"
(9.8)
In practice, value of a*/cr ~ 2 can be reached (e = 0.8). Higher ratios reduce
the damping of the time-stepping scheme. There is no such simple condition like
(9.8) for the upwind spatial discretisation since the maximum of ~r*/cr depends
also on the stage coefficients. But normally, the CFL number (see Tables 6.1
and 6.2) can be raised by about factor two for inviscid and up to factor five
for viscous flows (using the hybrid scheme from Table 6.2). Figures 9.2 and 9.3
demonstrate the effect of the central IRS on the convergence for an inviscid and
viscous flow on structured grids. The comparison is done in terms of the CPU
time, in order to account for the additional numerical effort due to the IRS. As
we can see, the solution time can be significantly reduced especially for a viscous
flow. Even larger savings can be however realised when the IRS is employed
together with multigrid (Section 9.4).
The limitation of the time step due to the viscous spectral radius /1iv in
Eq. (6.18) can be offset with the aid of the implicit residual smoothing. The
maximum time step is calculated according to the formula (6.14) without/itv. In
flow regions where the viscous spectral radius dominates, smoothing is carried
out using higher coefficients cI, eJ, eK. Smoothing coefficients based on the
308 Chapter 9. Acceleration Techniques

v without IRS
c, with central IRS

A
m

v
O)
O

I I I I I I I I I I I I I I

0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0

CPU time [s]

F i g u r e 9.2: Comparison of convergence histories with and without IRS for an

inviscid transonic flow on structured grid.

without IRS
o with central IRS
0

-1-

-2-
O~
o
m

-3-

-4-

-5 I I I i I I I I I I l I I i

0.0 400.0 800.0 1200.0 1600.0 2000.0 2400.0 2800.0

CPU time [s]

F i g u r e 9.3: Comparison of convergence histories with and without IRS for a

viscous subsonic flow on structured grid.
9.3. Residual Smoothing 309

viscous spectral radii can be computed from [12], [13]

I C (~_~~_.) ~ AI
%- s + X~ + A~

J C ( - - ~ X~
%-
) A+JXJ + s (9.9)

~v - X / + XJ + X ~ '

where the constant C ~ 5/4. The maximum of the coefficients from Eqs. (9.7)
and (9.9) is then taken as the resulting smoothing coefficient.

9.3.2 Central IRS on Unstructured Grids

CIRS is implemented on unstructured grids by applying the Laplacian operator
(see Eq. (5.24)) to the residual. Thus, the smoothed residual R I in a control
volume I is obtained from the implicit relation [14]

NA
/~r + E e (/~r - / ~ ) ) - / ~ I . (9.10)
J=l

The sum includes all NA adjacent control volumes. The relation (9.10) is solved
for R I using Jacobi iteration. Useful values of the smoothing coefficient are
0.5 _< e _< 0.8. With these values of c it is possible to increase the CFL number
(and hence the time step) two to five times. Due to the diagonal dominance of
the matrix, the Jacobi iteration converges in about two steps.

9.3.3 Upwind IRS on Structured Grids

The previously discussed CIRS method works satisfactorily for subsonic and
transonic flows. It is also helpful in viscous dominated regions. However, CIRS
exhibits poor error-damping characteristics in conjunction with upwind spatial
discretisation schemes. Furthermore, the robustness of a multistage scheme
accelerated by CIRS suffers in the case of strong shocks. Therefore, the so-
called Upwind Implicit Residual Smoothing (UIRS) method was developed [15],
[16], which is particularly suited for high Mach-number flows.
By contrast to CIRS, the UIRS methodology takes the sign of the convective
eigenvalues Ac into account. The idea is to smooth the residuals only in the
direction of the characteristic of the Euler equations (i.e., dx/dt - coast. - Ac).
This approach prevents unphysical influences on the upstream residuals. The
UIRS method requires transformation of the residuals into the characteristic
variables (cf. Appendix A.11). In this way, each component of the residual
vector can be smoothed independently according to the sign of the corresponding
310 Chapter 9. Acceleration Techniques

eigenvalue. For the /-th component of the residual, the implicit operator is
defined in 1D as [15], [16]

-s (1 + f.I)(R*)Il --(R~)l/ if A~>O

(9.11)
(1 + eX)(R*)} - s = (Re)Z/ if A~ < 0,

where R c denotes the residual transformed into characteristic variables, i.e.,

/:~c __ ~,--1.~. (9.12)

The smoothed residuals R* are obtained by the solution of a tridiagonal (bidi-

agonal if A[ does not change its sign) equation system using the Thomas algo-
rithm. Afterwards, the residuals R* are transformed back into the conservative
variables and the solution can be updated.
The most desirable feature of UIRS is that it leads to very favourable damp-
ing properties of the multistage scheme, particularly in connection with an up-
wind spatial discretisation. The ability to damp solution errors remains or even
improves for high smoothing coefficients. It was demonstrated for 1-D Euler
equations that values like e - 500 and a* - 1000 result in a stable and very
fast explicit multistage scheme [15], [16] (see also in a n a l y s i s / r e s t a g e on the
CD-ROM). However, the problem is the implementation of UIRS in multiple
dimensions. Since the convective flux Jacobians cannot be diagonalised simulta-
neously in all coordinate directions (see Appendix A.11), the transformation Eq.
(9.12) and the smoothing Eq. (9.11) have to be carried out separately for each
computational coordinate. The effect of the coordinate splitting is a reduced
maximum smoothing coefficient to 2 < c < 6. Despite this, the convergence to
the steady state is strongly accelerated as compared to CIRS [17], [16]. The
largest improvements in terms of convergence speed and robustness occur in
combination with multigrid [18], [16].
The smoothing coefficients in multiple dimensions are scaled by the eigen-
values. For example, in 2D the following formula can be employed

eI - e . m i n ~jj,1 ] (9.13)
eJ -- e . min ~/-/, 1 .

The relation between the CFL number of the smoothed scheme and the coeffi-
cient e reads
O'*
1 + Ce. (9.14)
~T
The constant C depends on the kind of the spatial discretisation. In the case of
the central scheme C - 1. For the lst- or 2nd-order upwind scheme the value
is C - 2.
9.3. Residual Smoothing 311

In order to circumvent the numerical effort of the transformation to the

characteristic variables, a simplified version of the UIRS method was suggested
[17], [18], [16]. Written in the/-direction it reads

- -
E1 R-~,
e_ 1 nc- (1 -J- EI)/-~7 -~-/~I if M I > 1

-- E1 R--~$
e _ l + (1 + 2EI)/~r - E I / - ~ + I - RI
--~ if {MZl _< 1 (9.15)

(1 nc E I ) / ~ -- EI /I~I_t-
1-'* -- /~I if M I <-1.

The Mach number M is based on velocity projected into the direction of the
particular computational coordinate (here: I). Due to the low operation count,
the simplified UIRS is especially suitable for 3-D flow problems. In Ref. [16] it
was demonstrated that the CPU time needed to reach the steady state can be
halved as compared to CIRS (hypersonic flow past a blunt cylinder, Moo = 8).
312 Chapter 9. Acceleration Techniques

9.4 Multigrid
The multigrid methodology is a very powerful acceleration technique (cf. Fig.
3.7). It is based on the solution of the governing equations on a series of suc-
cessively coarser grids. The solution updates from the coarse grid are then
combined and added to the solution on the finest grid. The technique was origi-
nally developed by Brandt [19] for elliptic partial differential equations and later
applied to the Euler equations by Jameson [20]-[22]. After that, the multigrid
scheme was employed to solve the Navier-Stokes equations [11]-[13], [23]-[31].
The multigrid method can be implemented for both the explicit and the implicit
time-stepping schemes [32]-[36]. The goal of the current research is the signif-
icant improvement of the efficiency of multigrid for hyperbolic flow problems
[37]-[40].
The basic idea of the multigrid scheme is to employ coarse grids in order
to drive the solution on the finest grid faster to steady-state. Two effects are
utilised for this purpose:

1. larger time steps can be employed on the coarser grids (owing to a larger
control volume) in conjunction with a reduced numerical effort. Since the
work for determining a new solution is distributed mainly over the coarser
grids, a more rapid convergence and a reduction of the computing time
results.

. The majority of the explicit and implicit time-stepping and iterative sche-
mes reduces efficiently mainly the high-frequency components of the solu-
tion error (see Section 10.3). The low-frequency components are usually
only hardly damped. This results in a slow convergence to the steady
state, after the initial phase (where the largest errors are eliminated) is
over. The multigrid scheme helps at this point - the low-frequency compo-
nents on the finest grid becomes high-frequency components on the coarser
grids and are successively damped. As a result, the entire error is very
quickly reduced, and the convergence is significantly accelerated.

Thus, as we can see, the success of the multigrid scheme depends heavily on
good damping of the high-frequency error components by the time-stepping or
iterative scheme.
An alternative to the geometrical multigrid is provided by the Algebraic
Multigrid (AMG) method [41]-[48]. The AMG technique was developed for
implicit schemes, where it operates directly on the system matrix (the left-hand
side operator). The basic idea of AMG is to apply a coarsening matrix in
order to reduce the dimension of the implicit operator and hence the number of
equations. The reduced system, which represents a coarse level, is then solved
to obtain the correction of the fine-level solution. The coarsening matrix is
constructed such that the equations with the strongest coupling (i.e., the largest
off-diagonals in the system matrix) are added together. Thus, the generation of
coarse levels is governed solely by the physics of the flow problem and not by the
grid. Therefore, the advantage of AMG is that no coarse grid topology has to be
9.4. Multigrid 313

constructed or stored, which is particularly beneficial on complex unstructured

grids.

9.4.1 Basic Multigrid Cycle

Before the geometric multigrid scheme can be applied, the coarser grids have to
be generated. The standard way is to coarsen the grid evenly in all coordinate
directions. However, Mulder [49] proposed an approach called semicoarsening.
Here, the grid is coarsened only in one direction, which is changed from one
coarse level to another. The semicoarsening methodology is especially suited for
flow problems, where the governing equations are stiff in one spatial direction.
An example is the direction normal to the wall in boundary layers. Applications
of semicoarsening to the Navier-Stokes equations were reported, e.g., in Refs.
[26], [50], [51].
The discretised governing equations on the fine grid read in accordance with
the relationship (6.1)
d ~ 1
.dt Wh
. . . ~h Rh . (9.16)

In the following, the finest grid will be denoted by subscript h in reference to

the spacing of the grid lines (characteristic dimension of the control volume on
unstructured grids). Starting from a known solution l ~ , a new solution W~ +1
is obtained after one time step with some suitable iterative scheme. A new
r e s i d u a l / ~ + 1 is evaluated with this solution. In order to improve the solution
l ~ +1 using a coarse grid, the following three steps are carried out:

1. T r a n s f e r of t h e S o l u t i o n a n d R e s i d u a l s to t h e C o a r s e r G r i d
The solution is transferred to the coarse grid by means of the interpolation

~r2(h) __ . ~ h ~ + 1 , (9.17)

where the subscript 2h denotes the coarse grid 1 and /*~h is the interpolation
operator. The residuals have to be transferred to the coarse grid as well, so that
their low-frequency error components can be smoothed. A conservative transfer
operator is employed for this purpose. This means that when the control volume
size increases, the value of the residual must increase by the same amount.
The residuals of the fine grid are also required in order to retain the solution
accuracy of the fine grid on the coarse grid. For this purpose, a source term,
the so-called forcing function [19], [22], is formed as the difference between the
residual transferred from the fine grid and the residual computed using the
initial solution W(h ) (Eq. (9.17)) on the coarse grid, i.e,

-~ __ i 2 h ~ n + l ~0) (9.18)
(QF) h h
1The notation 2h must not be understood in a strictly geometric sense. On unstructured
grids, the ratio of the characteristic dimensions of the control volumes on the fine and the
coarse grid will usually differ from two. The same holds also for semicoarsening.
314 Chapter 9. Acceleration Techniques

Here, I~ h represents the restriction operator which transfers residuals from the
fine to the coarse grid. This type of multigrid scheme is known as the Full Ap-
proximation Storage (FAS) method [19]. The FAS method is particularly suited
for non-linear equations because the nonlinearities in the system are carried
down to the coarse levels through the re-discretisation.

2. C a l c u l a t i o n of a N e w S o l u t i o n on t h e C o a r s e G r i d
The solution is evaluated on the coarse grid in the same way as on the fine grid.
The forcing function in Eq. (9.18) is added to the residual of the coarse grid,
i.e.,
(RF)2h -- R2h + (QF)2h. (9.19)
Hence, the time-stepping scheme can be written in the form

d w 2 h - --1--~(RF)2h -- R2h + ((~g)Uh 9 (9.20)

dt ~'~2h ~-~2h
In the case of the explicit multistage scheme (Subsection 6.1.1), this results in
-~ At2h [~(k- 1) ]
ffz(k) -- W(h ) -- ak F~Uh + ((~Y)2hj , k - 1,-.., m (9.21)
" 2h ~r~2 h

in accordance with Eq. (6.5). It has to be noted that during the first iteration
(stage in Eq. (9.21)), (RF)2h is identical to the residual transferred from the
fine grid (i.e., (RF)2h -- I~hR~ +a from Eq. (9.18)). This guarantees that the
solution on the coarse grid depends on the residual of the fine grid and thus
retains the accuracy of the fine grid.
An important question is the accuracy of the spatial discretisation scheme
on coarse grids. Since the coarse grids do not influence the accuracy of the
fine-grid solution, first-order schemes are sufficient. The advantages of first-
order accurate discretisation on coarse grids are the increased robustness, better
damping properties, and lower numerical effort in comparison to higher-order
schemes.

3. S o l u t i o n I n t e r p o l a t i o n f r o m t h e C o a r s e t o t h e F i n e G r i d
After one or several time steps (iterations) were carried out on the coarse grid,
the correction with respect to the i n i t i a l - interpolated - solution (Eq. (9.17))
is computed. This so-called coarse grid correction is given by

5I~2h -- I ~ + 1 - I~ (~ 9 (9.22)

The coarse-grid correction is interpolated to the fine grid in order to improve

the solution there. Hence, the new solution on the fine grid reads

where Ihh is denoted as the prolongation operator.

9.4. Multigrid 315

9.4.2 Multigrid Strategies

The basic multigrid scheme described above consists of one coarse grid only. If
multiple coarse grids are present, steps 1 and 2 are repeated until the coarsest
grid is reached. It is important to realize that the forcing function on the
coarse grids is formed from the restricted c o r r e c t e d residual of Eq. (9.19)).
For example, on the coarse grid 4h, the forcing function is obtained from

(QF)4h--' -- '4h~-t~FJ2ht, n~4 - 1 ~ 0 h) _ i4h [/~1 _~_((~F)2h] --/~). (9.24)

In this way, the residual of the finest grid controls the accuracy of the solution
on all coarse grids. After a given number of time steps on the coarsest grid,
step 3 can be successively repeated until the finest grid is reached again. This
procedure is known as a saw-tooth or V-cycle (see Fig. 9.4a). However, it is
also possible to conduct more cycles on the coarse grids. This strategy, termed
the W-cycle, is displayed in Fig. 9.4b. It is employed particularly frequently
for transonic flows. In the case of supersonic and hypersonic flows, the V-cycle
proved to be more efficient.

Number of T i m e S t e p s
The optimum number of time steps before the restriction and after the pro-
longation depends on the type of the time-stepping scheme. In the case of the
explicit multistage scheme (Subsection 6.1.1 or 6.1.2), it is common to carry out
only one time step before the restriction of residuals and no time step after the
prolongation. However, the robustness of the multigrid scheme can be improved
by smoothing the coarse grid corrections (Eq. (9.22)) before adding them to the
fine grid solution I/V~+1 (Eq. (9.23)). The same central implicit smoothing (with
constant coefficients) as described in Section 9.3 is utilised.
The other popular time-stepping method, the implicit LU-SGS scheme (see
Subsection 6.2.4), requires two iterations before the restriction for the best
multigrid efficiency [34]. The number of time steps after the prolongation de-
pends on the spatial discretisation. In the case of the central scheme (Subsec-
tion 4.3.1), no time step is necessary [34]-[36], but the solution correction can
be smoothed. On the contrary, one time step should carried out after the pro-
longation if an upwind spatial discretisation is used. This (2,1)- strategy proved
to be an optimum with respect to robustness and computing time for various
flow conditions [35], [36].

Starting Grid
It should be pointed out that in practice the multigrid scheme is not started
directly from the finest grid. Instead, several multigrid cycles are executed from
one of the coarse grids. The approximate solution is interpolated to the next
finer grid (using the same operator as for the prolongation), few more cycles are
performed, the solution is again interpolated to the next finer grid and so on,
until the finest grid is reached. In this way, a good starting solution is obtained
316 C h a p t e r 9. Acceleration Tech n i q u es

(a) V-cycle (b) W-cycle

) 2h~

4h

8hn

F i g u r e 9.4: Types of multigrid cycles. 9 denotes time steps before restriction;

o represents time steps after prolongation.

on the finest grid with only a moderate numerical effort. This very efficient
procedure is termed the Full M u l t i g r i d (FMG) method [19].

Accuracy of Transfer Operators

The restriction (9.18) and the prolongation (9.23) operator must fulfil certain
accuracy requirements, namely [52]

mR + mp > mE, (9.25)

where m R and m p denote the degree plus 1 of the polynomial, which is exactly
interpolated by the restriction and the prolongation operator, respectively. For
example, m R or m R are equal to two in the case of linear interpolation. Fur-
thermore, m E represents the order of the governing equations. Thus, m E -- 1
for the Euler equations, and m E ----2 in the case of the Navier-Stokes equations.
If the condition (9.25) is violated, the additional errors introduced by the re-
striction and/or prolongation will disturb the fine-grid solution. Hence, such
multigrid scheme will converge only slowly or it will even diverge.

9.4.3 Implementation on Structured Grids

The implementation of multigrid on structured grids is straightforward since
the coarse grids can be easily generated by deleting every second grid line in the
respective coordinate direction. The spacing of the grid lines is therefore 2h, 4h,
etc. This guarantees that the numerical effort on the coarse grids stays low as
compared to the finest grid. Several representative examples are provided in
Refs. [11]-[13], [20]-[22], [26], [321-[36].
9.4. Multigrid 317

1
A m A m , A m A m A h
II
W m W m w I w m w

X . ~ IL I
W m W m W

w i w -Tll

F i g u r e 9.5: Representation of a fine (h) and of two coarse (2h, 4h) 1-D grids.
Circles denote grid points, rectangles represent cell centres.

As we can conclude from Fig. 9.5, the operators for the solution interpolation,
the restriction of residuals and the prolongation of corrections have to be defined
differently for cell-centred and node-centred (cell-vertex) schemes. For example,
two successive grids have every second grid point in common. On the contrary,
the cell centres are always at different locations. Therefore, we shall discuss
the standard forms of the transfer operators separately for the cell-centred and
node-centred (identical to cell-vertex) finite-volume schemes.
Apart from the symmetrical, purely geometrically defined restriction and
prolongation operators, which will be presented next, upwind-biased forms were
suggested in [16], Chapter 4. Upwind restriction and prolongation, which ac-
count both for the characteristics of the flow equations, improve the robustness
of the multigrid ~cheme for hypersonic flows. In order to save space, we shall
discuss the implementation of an upwind prolongation operator for the node-
centred spatial discretisation only.

T r a n s f e r O p e r a t o r s for t h e C e l l - C e n t r e d S c h e m e
The solution is transfered from the fine to the coarse grid by using a volume
weighted interpolation. In 2D, Eq. (9.17) becomes (see Fig. 9.6a)

[1~'7(0) ( W-~hn+l )I,J~"~I,J + (l/~r~+x)I+l,J~I+l,j Jr-(l/~r~+l)I,J+l~I,J+l

~,'" 2h )I,J -- ~I,J -~ ~'~I+l,J + ~'-~I,J+l -[- ~ I + l , J + l
( ' ~ - t - 1 )I+ 1, J-l--1~ I--t-1, J--l-1
-t- . (9.26)
~'~I,J Jr- ~~I+l,J Jr- ~-~I,J+l -Jr-~ I + l , J + l
Similar transfer operator is employed in 3D, where the summation is over the
eight fine-grid control volumes, which form one coarse-grid cell.
The restriction operator is defined as a sum of the residuals from all cells
which are contained in one coarse-grid control volume. Hence, in 2D we have
(el. Fig. 9.6a)

(I~hR~+l)I,J --(R~+I)I,j--~-(R~+I)I+I,j-JF(R~+I)I,J+I--~-(R~+I)I+I,J+I (9.27)

and likewise in 3D. Those residuals/~+1 in Eq. (9.27), which are located outside
the physical domain, have to be set to zero.
318 Chapter 9. Acceleration Techniques

(a) (b)

I,J+l I+1, J+l I, J+l I+l, J+l

D D i i
/ /
[]
/
V] m m
I,J I+l,J I,J I+l,J
,9 , ;~

(c)
lw

I-1, J I,J
[] D
X"
n
(I, J)h

/ I
L
E]
I-l, J-1 I,J-1

A 9

F i g u r e 9.6: Solution interpolation and residual restriction (a), prolongation of

coarse-grid correction (b, c) for a structured cell-centred scheme in 2D. Filled
circle = grid point; filled rectangle = cell centre to which it is interpolated;
rectangle = cell centre f r o m which it is interpolated; thick line = coarse grid;
thin line = fine grid.
9.4. Multigrid 319

The prolongation of the coarse-grid correction Eq. (9.23) can be conducted

in two different ways. First, a zeroth-order prolongation operator results, if
5W2h is equally distributed to all surrounding cell centres as indicated in Fig.
9.6b. Thus, for instance

(w2)i,j+ 1 - ~I V' V~h+ ~ ' ) i , j + l -[- (a~:h), ,a , ~tr (9.28)

The second possibility, which leads to a faster convergence of the multigrid

scheme, consists of two steps. In a first step, 5W2h is interpolated to the grid
nodes like for the cell-vertex scheme (see below). In a second step, the nodal val-
ues are averaged to obtain the value in the centre of the fine-grid cell. Referring
to Fig. 9.6c, the following final relationship can be derived

1
(I~a~),,, - ~ [9(51/V2h)i,a + 3(6W2h)i 1,J
(9.29)
+3 (aW2h)x,j-i + (~w2h)~-~,j-1 .

The corresponding expression in 3D can be found by a similar procedure. It

reads
1[
+9(SW2h)/,j_x,~ + 9(SW2h)/,j,~_~
(9.30)
+3(Sw2h)~_~,j_1,~ + 3(SW2h)~-~,j,K-1

+ 3(SW2h)I,g-l,g-1
~
+ ((~W2h)I-1,J-1,K-1
] 9

T r a n s f e r O p e r a t o r s for t h e C e l l - V e r t e x S c h e m e
Because of the common nodes between the fine and coarse grid, the solution
can be transfered simply by injection, i.e.,

""'f2h
(0) )i,j,k -- ( ~ + l ) i , j , k (9.31)

The standard central restriction operator represents a linear interpolation from

the nodes of all four (eight in 3D) fine-grid cells, which resemble one coarse-grid
cell. According to Fig. 9.7, the restricted residual is computed in 2D as

(I h2hRh-~n+l)i,j __ (/~+l)i,j
1[
+ 2 (/~+l)i_l,j q_ (/~+ 1)i+l,j
-~-(/:~-t-1)i,j_ 1 -~-(/~+l)i,j+l j
(9.32)
1 [ -+n+l)i-l,j-1 q- (/~+l)i+l,j-1
Jr- -~ (R h

-~-(/~-t-1)i_i,j_t_ 1 -~ (/~+l)i+l,j+l ] 9
320 Chapter 9. Acceleration Techniques

(a) (b)
1/4 1/2 1/4 1/4 1/2 1/4
-( )--
) )i,j+l ( l~i,j+ 1 q

--( ).-
i-l, ~ . , ~ i,

) ()i, i,j-1
-( )-
1/4 1/2 1/4 1/4 112 1/4

F i g u r e 9.7: Interpolation factors in the case of the restriction (a) and the
prolongation (b) for a structured cell-vertex scheme in 2D. Filled circle = point
to which it is interpolated; circle = point f r o m which it is interpolated; thick
line = coarse grid; thin line = fine grid. Point (i, j) is common to both grids.

In 3D, the fine-grid residuals are collected as follows

1
(I~hR~+l)i,j,k -- (R~+l)i,j,k -~- ~,A-~- ~1 nt- 18 C (9.33)

with the factors

,A- (R~+1)i+1 + (/~+1)i_1 qt_ (/:~q-1)j+l
-ql-(/l~nt-1)j--1 + (1:~'-k1)k+1 "[- (R-~n+l
h )k-1

/~-- (/~+l)i+l,j+l -~-(R-'n+l

h )i-l,j+l + (/~+l)i+l,j-1 + (/~+1)i-l,j-1
--~-(/~+l)i+l,k+l nt- (/~+l)i_l,k+ 1 nL-(R~+l)i+l,k_ 1 -~ (/~q-1)i_l,k_ 1
_Jc_(/~'+l)j+l,k+l _.}_(/:~+l)j_l,k+l @ (/~+l)j+l,k_l _Jr_(/~+l)j_l,k_l (9.a4)

C - (R~T1)i+l,j+l,k+l -~- (R~T1)i_l,j+l,k+l

-~-(R~+l)i_l,j-l,k+l Jr-(R~+l)i+l,j-l,k+l
-~-(R~+l)i+l,j+l,k-1 Jr-(R~+l)i-l,j+l,k-1
-~-(R~+l )i_l,j_l,k_ 1 -~- (R~+l )i+l,j_l,k_ 1 .
In the above Eq. (9.34), only those indices are shown which are different from
9.4. Multigrid 321

F i g u r e 9.8: Upwind prolongation in 2D. Points A, B, C, D are common to

the coarse (thick line) and the fine grid. Points e, f, e ~, if, g belong the fine
grid (thin line) only.

i, j, k. It should be noted that the r e s i d u a l s /~+1 must be set to zero at all

physical boundary and dummy points b e f o r e the restriction.
The prolongation of the coarse-grid correction can be implemented as a loop
over the points of the coarse grid. Within the loop, the values (SW2h)~,j,k are
distributed to the fine-grid points using the same weights as for the restriction
(cf. Fig. 9.7b). The particular contributions are summed up in order to obtain
the complete transfered correction at each point of the fine grid.

Upwind Prolongation (Cell-Vertex Scheme)

In principle, upwind prolongation can be formulated either in characteristic or in
conservative variables. A particularly efficient implementation in conservative
variables was proposed in [16]. The methodology employs upwind-biased inter-
polation of the corrections in Eq. (9.23) according to the Mach number and the
velocity direction. The numerical effort is very low, nevertheless the robustness
of the multigrid scheme can be significantly improved for high Mach-number
flows [16].
The interpolation of the solution corrections 5W2h to the finer grid is ac-
complished in two steps. In the first step, the corrections at the points A, B,
C, and D (see Fig. 9.8), which are common to both grids, are transferred di-
rectly to the finer grid. In the second step, the corrections are interpolated to
the points e, f, e ~, f ' and g, which are contained only on the finer grid. The
interpolation depends on the sign and the absolute value of the Mach number
at the corresponding point. The Mach number in this case is calculated using
322 C h a p t e r 9. Acceleration Techniques

the contravariant velocity. Thus, for example, at the point e the formula

Me - n " Ve . (9.35)
c
is employed. The normal vector g in Eq. (9.35) can be obtained either by
averaging the face vectors of the control volume (in the direction A - B ) , or
by normalising the vector from point A to point B. Then, the correction is
transferred to point e according to the rule

(51~2h)A if Me > 1

(Ihh(~P~/r2h)e-- ~l[((~/'2h)A + (5~r2h)B] if [Me[ _< 1 (9.36)

(SW2h)B if M~ < - 1

The same procedure applies also to the points f to ft. The upwinding helps to
match the information exchange between the grids better to the real physics.
The interpolation to the point g is more difficult. In Ref. [16], the values at the
surrounding points A to D were simply averaged

(Ihh(~I/~r2h)g- -~l[(51~2h)A + (5IY2h)B + (51/V2h)C + (8IY2h)D] . (9.37)

However, some sort of upwind weighted interpolation would be more appropri-

ate. The upwind prolongation can be implemented in similar way also in 3D.
Despite the simplification, encouraging results were obtained in a number of
test cases [16].

9.4.4 Implementation on Unstructured Grids

As compared to the structured grids, the construction of the coarse grids is
much more involved in the case of unstructured grids. The problem is how to
construct an uniformly coarsened grid from a set of elements (grid cells) which
have no particular ordering. Additionally, the ratio of the cell volumes of the
coarse to the fine grid has to stay within a certain margins (about 4 in 2D
and 8 in 3D). One possibility how to solve this problem is to apply the AMG
methodology [41]-[48], which we briefly discussed at the beginning of Section
9.4. However, the geometric multigrid is still more widely used. Therefore, we
shall concentrate here on this approach.
Three main methods for the generation of coarse grids can be identified:
9 nonnested-grids approach,
9 topological methods, and
9 agglomeration of control volumes.

Reviews of the above methods were presented in Refs. [53] and [54].
9.4. Multigrid 323

The standard restriction and prolongation operators are based on purely

geometrically defined interpolation. Leclerq and Stoumet [55] suggested upwind
transfer operators, which are particularly promising for flows with strong shocks.
Their upwind restriction/prolongation is based on the transformation of the
residuals/corrections into the characteristic variables. After an upwind-biased
interpolation, the restricted/prolongated values are transformed back into the
physical variables. Numerically much less expensive upwind multigrid method
was presented in Ref. [16] (see also Subsection 9.4.3, Eq. (9.36)).

Nonnested Grids
The most obvious idea is to generate a sequence of completely independent,
increasingly coarser grids [56]-[61]. It is not necessary that the grids contain
any common nodes. Therefore, we speak of nonnested grids. However, it is
important that the main geometrical features (leading and trailing edge, fuselage
nose, etc.) are retained on all coarse grids. This is not easy to accomplish,
particularly in the case of a geometrically complex configuration. Multigrid
based on nonnested grids is hardly used today.

Topological Methods
One particular approach applies graph-based algorithms in order to remove
certain nodes from the fine grid. The remaining nodes are then re-triangulated
[62], [63]. On the contrary to the nonnested-grids approach, the interpolation
between the grids becomes easier, since the successive grids contain common
nodes. However, the method inherits the drawback of the nonnested grids with
respect to geometry conformance.
A further topological method employs grid refinement [64], [29], [65]. The
technique starts from a coarse grid and generates finer grids by element division.
The methodology can be applied either over the whole physical domain or only
locally (e.g., at boundary layers). The disadvantage of this approach is that
the quality of the finest grid strongly depends on the initial coarse grid and the
refinement procedure. The problem can be partially cured by edge swapping
[66], [67].
Another idea for the generation of coarse grids is based on edge collapsing
[68]. It was initially developed for inviscid flows on tetrahedral grids. The edge-
collapsing method was further extended to viscous flows on mixed-element grids
in [691.

Agglomeration Multigrid M e t h o d
A very efficient methodology for unstructured grids is the so-called agglomera-
tion multigrid. It was first presented by Lallemand [70], Lallemand et al. [71]
and by Koobus et al. [72]. Later on, the agglomeration multigrid was adopted
by various authors [73]-[77], [31]. The method generates a coarse grid by fusing
the control volumes of the finer grid with their neighbours. The resulting
324 Chapter 9. Acceleration Techniques

coarse grids consist of successively larger, irregularly shaped polyhedral cells.

This is depicted in Fig. 9.9. As we can see, the agglomeration technique retains
the full discretisation of the boundary surfaces. This represents a significant ad-
vantage over all previously discussed unstructured multigrid methods. However,
it should be mentioned that up to now, implementations of the agglomeration
multigrid were based mostly on the median-dual cell-vertex scheme (Subsection
5.2.2). The application of the agglomeration multigrid to a cell-centred scheme
(Subsection 5.2.1) was described in [73].

Generation of Coarse Grids by Volume Agglomeration

The volume agglomeration for a node-centred scheme proceeds in the following
steps:

1. build a list of the so-called seed points. Seed points are grid points selected
to agglomerate the surrounding control volumes. The list of seed points
can contain either those points which form an approximate maximal in-
dependent set [75], or simply all points of the current grid level.

2. Loop over all seed points.

If the seed point is unagglomerated, agglomerate all its nearest neighbours

(connected by an edge), which were not already agglomerated.

Check the coarsening ratio (i.e., how many fine-grid control volumes are
contained within a coarse-grid volume). If the ratio is less than four (eight
in 3D), the neighbours of the already agglomerated nearest neighbours
are added (if not associated with another seed point), until the optimum
coarsening ratio is achieved. In Ref. [27], it was proposed to agglomerate
those distance-two neighbours first, which are connected to at least two
(three in 3D) agglomerated nearest neighbours.

5. If there are still seed points in the list, goto step 2.

6. Eliminate singletons. These are single control volumes which could not be
agglomerated, because there were no unagglomerated neighbours. A sin-
gleton can be eliminated by agglomeration with such neighbouring control
volume, which has the smallest coarsening ratio. This leads to coarse-grid
levels with a more regular distribution of control-volume areas [31].

The above procedure is repeated until all coarse grids are generated.

The volume agglomeration has to start from the boundary in order to pre-
serve grid isotropy. In 3D, user intervention may be required to prescribe the
agglomeration direction depending on the shape of the boundary. To overcome
this difficulty, Okamoto et al. [77] proposed another algorithm denoted as global
coarsening. The method employs a global partitioning scheme, which is based
on edge colouring. The partitioning scheme is used to generate an independent
9.4. Multigrid 325

F i g u r e 9.9: Generation of coarse grids by the agglomeration multigrid (median-

dual scheme) in 2D. The sequence shows the finest grid and three coarse grids
(top to bottom).
326 Chapter 9. Acceleration Techniques

set of edges. In a second step, all control volumes, which share an edge of the in-
dependent set, are agglomerated. The procedure is repeated until the prescribed
coarsening ratio is achieved. The method does not require the specification of
an initial seed point or agglomeration direction. It can also treat any type of
grid cells.

Problems of Agglomeration Multigrid

The implementation of agglomeration multigrid presents little difficulty for in-
viscid flows. The Euler equations are in general discretised as fluxes over indi-
vidual control-volume faces. In this respect, it does not matter how complex is
the shape of the control volume (in fact, averaged face vectors are used). Fur-
thermore, a first-order accurate spatial scheme requires the knowledge of flow
quantities in the neighbouring control volumes only. This information is readily
available on the coarse grids.
In the case of viscous flows, the discretisation of the diffusive fluxes on arbi-
trary shaped control volumes is no longer straightforward. The problem is the
evaluation of gradients at face midpoints (see the discussion in [31]). Another,
and even more serious, difficulty is related to the required accuracy of the pro-
longation operator. The inequality in Eq. (9.25) suggests m p -- 2, since the
common restriction operator (sum of residuals) leads to m R ---- 1 only. However,
the construction of a linear interpolation is not easy on the coarse grids.
In order to circumvent the construction of a first-order accurate prolongation
operator, Mavriplis [53] proposed to use constant prolongation (i.e., all points of
the fine grid contained within an agglomerated coarse-grid volume get the same
solution correction) and a scaling of the viscous fluxes. However, this approach
does not lead to optimal multigrid efficiency.
Haselbacher [31] suggested to retain the fine-grid discretisation of the viscous
fluxes also on the coarse grids and to enforce the boundary conditions like on
the finest grid. Moreover, he proposed a piecewise linear prolongation operator.
For a scalar quantity U, it can be written as

(9.38)

The gradient (VhU2h)i in Eq. (9.38) is calculated by using the linear least-
squares reconstruction described in Subsection 5.3.4, Eq. (5.55). The values of
the limiter function ~i are evaluated according to the Barth-Jespersen limiter
function presented in Subsection 5.3.5.
9.5. Preconditioning for Low Mach Numbers 327

9.5 P r e c o n d i t i o n i n g for Low M a c h N u m b e r s

In the low subsonic Mach number regime, when the magnitude of the flow
velocity becomes small in comparison with the acoustic speed, the convective
terms of the governing equations (2.19) become stiff. We can demonstrate this
with the following example. In the 3-D case, we have the five eigenvalues
(Ac)1,2,3 = V (convective modes)
(Ac)4,5 - V + c (acoustic modes), (9.39)
where V denotes the contravariant velocity and c the speed of sound. The
stiffness of the governing equations (when marching in time) is determined by
the characteristic condition number. This number is defined as the ratio of the
largest to the smallest eigenvalue
I(A~)maxl _ IVI + c M + 1 (9.40)
CN-I(A ) nl- IvI = M "
The allowable local time step is limited by the fastest wave, i.e, by (Ac)4. During
one time step, the slowest wave moves only over a fraction of the cell width:
Am~nAt ~ (Am~n/Amax)h = h/CN. Thus, a large conditionnumber CN (i.e.,
for M ~ 0) reduces the efficiency of wave p r o p a g a t i o n - it slows down the
convergence to steady state [78]. Furthermore, it was demonstrated in [79], [80]
that schemes for c o m p r e s s i b l e flows have an amount of artificial dissipation
which does not scale correctly for Mach numbers approaching zero. Thus, the
accuracy of such spatial discretisation suffers at low Mach numbers [81].
If the velocity in the entire flow field is low (M < 0.2), then the compre-
ssibility effects can be neglected and the incompressible equations can be utilised.
The incompressible Navier-Stokes equations can be solved by the well-known
pressure-based schemes [82]. The other possibility is the application of the ar-
tificial compressibility (or pseudo-compressibility) method [83]-[89]. However,
there are flow cases like:
9 high-speed flows with large embedded regions of low velocity. An example
is the subsonic flow upstream of a strongly converging nozzle.
9 Low-speed flows which are compressible due to density changes induced
by heat sources. This occurs for surface heat transfer or volumetric heat
addition (combustion simulation).
9 Problems, where compressible and incompressible flow at varying Mach
numbers occur side by side - we speak of all-speed flows. Such situa-
tion arises, for instance, in propulsion, for high-lift configurations and in
V/STOL manoeuvring.
Such cases require the application of the compressible governing equations. In
order to solve them efficiently and accurately at low Mach numbers, precondi-
tioning can be employed. The advantage of preconditioning is that it enables a
solution method, which is applicable at all Math numbers. In the following, we
shall derive the preconditioned governing equations.
328 Chapter 9. Acceleration Techniques

9.5.1 Derivation of P r e c o n d i t i o n e d Equations

We demonstrate preconditioning with the aid of I-D Euler equations. They can
be written in differential form as

ow OF~
0---/- + ~ - 0, (9.41)

where I~ - [p, pu, pE]T is the vector of conservative variables and/~c denotes
the convective fluxes. In order to see the effect of preconditioning on the spectral
radii (important for the computation of the time step) and on the convective
flux Jacobian (important for upwind dissipation), the Euler equations (9.41) are
rewritten in the quasilinear form

OW OW
0--7- + 7t~ Ox = 0 (9.42)

with Ac - OFc/OW being the convective flux Jacobian (cf. Appendix A.2).
The idea behind low Mach-number preconditioning is to transform the gov-
erning equations (9.41) such that the new equations have more favourable prop-
erties at low Mach numbers (i.e. below M ..~ 0.2). First of all, we want to
equalise the convective eigenvalues in order to bound the condition number (see
Eq. (9.40)) and thus to remove the stiffness at M ~ 0. We further want to
change the scaling of the numerical dissipation in order to improve the accu-
racy. Finally, we want to couple the pressure and the velocity as it is done in the
pressure-based schemes. The transformation replaces the conservative variables
W by a different set of flow variables. Various choices are possible [90], but the
most often used are the pressure, the velocity components and the temperature.
Transforming the quasilinear form in Eq. (9.42) into the new variables Wp, we
obtain
- ow~ ow~
P Ot + f i ~ p Ox = 0. (9.43)

In the above Eq. (9.43), P - OW/OWp represents the transformation matrix

from the new variables Wp into the conservative variables W. Introducing a
new flux Jacobian
OF~
Ac,p - Ac P = ~ , (9.44)
ow,
we can write Eq. (9.43) as

ow, ow,
P Ot +/tc,p Ox = o. (9.45)

If we now replace t5 in front of the time derivative by a suitable preconditioning

matrix F (to be specified later), the preconditioned Eq. (9.45) reads

- ow~ ow~
F Ot +fl~'p Ox = 0 ' (9.46)
9.5. Preconditioning for L o w M a c h N u m b e r s 329

or equivalently
0%
Ot ~- P - l ffic'P Ox = O. (9.47)

It is now possible to solve Eq. (9.47) in the new variables W p using any standard
spatial and temporal discretisation scheme. Another possibility is to transform
the preconditioned equations (9.47) back into the conservative variables W. We
have

o-T + r- Ac, Ox = 0, (9.48)

where / 5 - 1 __ O ~ p / O I ~ r is the transformation matrix from the conservative

variables. Equation (9.48) can be for convenience written as

OW
~Ot -~ p F _ l ~ c p '/ 5 _ 1 0Ox
W = 0, (9.49)

or

OW - - OW
0---( + P F - ~fit ~ O x = 0. (9.50)

The term P F -1 in Eq. (9.49) and (9.50) is called the c o n s e r v a t i v e v a r i a b l e

preconditioning matrix.
We can see now that the preconditioned equations in the conservative vari-
ables (9.49), (9.50) have the following features:

9 Spatial derivatives are multiplied by P P -1.

9 Unsteady equations are different from the original form in Eq. (9.42) and
hence the solution is no longer time accurate.

9 Stationary solution (i.e. O W / O t - 0) remains unchanged.

9 Eigenvalues and eigenvectors of the preconditioned system correspond to

those of the matrix P F-lfi~ c - P F-1Ac,p t5-1 and hence are different
from those of the original system in Eq. (9.41).

The main task is now to find a suitable set of variables Wp and the matrix
F such that the convective eigenvalues of the preconditioned system (9.50) are
equalised as close as possible. But it is also important that the matrices remain
defined for M -+ 0. Furthermore, it is desirable that the preconditioned system
converts into the original system for higher Mach numbers.
Before we present the transformation and preconditioning matrices in Sub-
section 9.5.3, we shall discuss the implementation of the low Mach number
preconditioning in a flow solver.
330 Chapter 9. Acceleration Techniques

9.5.2 Implementation
Since we solve the governing equations in their integral form, we have to write
Eq. (9.50) as

oc9s 1~
a d~ t+ P r-1 ~ ~ ( F ~ - F v ) d S - P F - l s (9.51)

It is important to note that Eq. (9.51) is not conservative for unsteady flows.
Therefore, the dual time-stepping approach (see Section 6.3) has to be employed
in order to obtain a time-accurate solution.
The solution of the preconditioned governing equations (9.51) using an ex-
plicit multistage scheme (described in Section 6.1) proceeds according to the
following steps:
1. Compute a new time step based on the spectral radii of the matrix P F - lilac.

2. Evaluate artificial dissipation using the spectral radii (e.g., JST scheme)
or the eigenvalues and eigenvectors of the preconditioned flux Jacobian
(e.g., Roe upwind scheme). The dissipation can be formulated either in
the conservative or in the primitive variables [90].
3. Compute the convective fluxes (either without change or based on the new
..+

variables Wp).

4. Sum up the dissipative and convective fluxes. Depending on the formu-

lation of the artificial dissipation, either the whole residual or just the
convective terms are multiplied by the conservative variable precondition-
ing matrix, i.e. by P F -1.

5. Multiply the residual by ak At/V.

6. Carry out the implicit residual smoothing (optionally).

7. Subtract the residuals from the old conservative variables 1~ (~ in oder to

obtain the new conservative variables I/V~+1.

8. Update the boundary conditions (note that all boundary conditions which
are based on the characteristic variables - like inflow, outflow, farfield -
need to be changed).
Similar procedure is followed for an implicit scheme, only the steps 5. and 6.
are omitted and the conservative variables are updated in a different way (cf.
Section 6.2). It should also be noted that the preconditioning has to be included
in the implicit operator since the Jacobian is P F-lfi~.
The preconditioned scalar dissipation scheme (JST) takes the form (see Eq.
(4.50))
-.
DI+1/2 - A"sI + I / 2 (:rP-") I+ -,/2 r[q-+,/2 ( i.'r,,+l -
(9.52)
--s (W,+2- a14/1+1+ 3~xI - W/-1)] 9
9.5. Preconditioning for Low Mach Numbers 331

Note that the term F P -1 is required if the complete residual is later multiplied
by P F -1, since the spectral radius /~s already contains the preconditioning
matrix (thus it is different from Eq. (4.53)). It is also possible to combine/5-1
and W into Wp in Eq. (9.52). Then, we can formulate the preconditioned scalar
dissipation scheme in primitive variables as

De+l~2 - A1+1/2 e~1/2 I+l - ~ , )

(9.53)
-- ,(4)
'~1-t-1/2 (~"p,I-t-2 -- 3~'rp , 1 - t - 1 --t- 3~/"p , I --
~/P~'rp,I_ 1 ) ] 9

It is important to realize that in this case only the convective fluxes are multi-
plied by F -1 and the complete residual then by/5. The nonconservative form
in Eq. (9.53) is somewhat simpler than the relation (9.52), however there are
problems with the accuracy for internal flows or for flows containing shocks.
The preconditioned Roe upwind scheme can be written as (cf. Eq. (4.91))
-

1 [/~c(l~R)§ Fc(I~L)
(9.54)
-- (FP-J)I+I/2 IfiiRoelI+l/2 (I/VR - I~L)] ,
where IfilRoel - Tc,p [~-~,plTc,
---p1 . The left (T- -c,1p ) and right (r~c,p) eigenvectors, as
well as the eigenvalues (~-c,p) are those of the matrix P F-lfi,~ _ p F-1 Tic, p .~--1.
Values of the flow variables at (I + 1/2) are obtained by Roe's averaging given
in Eq. (4.89), and the whole residual is multiplied by P P -1. Again, the precon-
ditioned Roe scheme in Eq. (9.54) can be formulated in the primitive variables
Wp leading us to

-, - 1 [l~c(l~pR)+/~c(I~p,L)
(9.55)
-- ~1+1/2 ]fi~Ro~,plI+l/2 (I~p,R -- I/Vp, L)] 9
The eigenvalues and eigenvectors which compose ARo~,p are now determined by
the matrix F-l~ic,p (cf. Eq. (9.47)). The eigenvalues of F-1tic,; are identical
to the eigenvalues of P F-1A~, i.e. to A~,p, but the eigenvectors are different.
Thus, the Roe matrix in Eq. (9.55) is composed as IfiiRoe, p l - Tp I/k~,pl 2Pp 1. It
should be mentioned that also in this case the residual has to be multiplied by
P F -1 in order to obtain conservative variables.

9.5.3 F o r m of t h e M a t r i c e s
Among the various choices for the primitive variables Wp, the form

wp- [;, v, T] (9.56)

appears most often. Therefore, we shall restrict the further discussion to this
particular form of Wp. In the following, we will present the transformation and
the preconditioning matrices together with the eigenvalues and the left and right
eigenvectors for a general fluid, as well as a perfect gas.
332 C h a p t e r 9. Acceleration Techniques

T r a n s f o r m a t i o n matrices
For a general fluid, the transformation matrix from the conservative into the
primitive variables 15-1 _ O t V p / O I ~ is given by [91]

p h T + p T ( H -- q2) PT U PT V PT W PT
al al al al al

u 1
- 0 0 0
P P

p-1 v 1
-- 0 - 0 0 (9.57)
P P

w 0 0 -1 0
P P
1 - pp ( H - q2) _ php pp u pp v pp w pp
al al al al al
with
q~ _ I1~112 - u~ + v2 + w ~
(9.58)
al -- p p p h T + pT(1 -- p h p ) .
The transformation matrix from the primitive into the conservative variables
P - Ol~/Ol~p reads [91]

Pp 0 0 0 PT -

pp u p 0 0 pT U

p- pp v 0 p 0 PT V (9.59)

pp w 0 0 p PT w

.ppH- 1 - php pu pv pw pTH + phT.

Derivatives of the density and of the enthalpy with respect to the pressure and
the temperature in Eqs. (9.57)-(9.59) can be written in the form
pp -- p OLp

RT -- --p O~T
(9.60)
1 --O~TT
hp :
P
h T - - Cp,

w h e r e O~p and OLT are the compressibility coefficients at constant pressure and
temperature, respectively. The speed of sound can be computed from

c2 = p h T . (9.61)
al
9.5. Preconditioning for Love Mach Numbers 333

In the case of a perfect gas (see Subsection 2.4.1), the compressibility co-
efficients in Eq. (9.60) become O~p - 1/p and C~T -- 1 / T . In this case, the
transformation matrix from the conservative into the primitive variables t5-1 _
O W p / O W from Eq. (9.57) can be cast into
q2
(~/- 1)-~- (1 - 7 ) u (1 - ~/)v ( 1 - 7)w 7-1

u 1
- 0 0 0
P P
p-1 v 1
0 0 0 (9.62)
P P
W
0 0
P
1 [Tq 2 ] 7u 7v 7w

The transformation matrix from the primitive into the conservative variables
P - OW/OWp reads for a perfect gas

P 0 0 0 P-
p T
pu pu
p 0 0
p T

p __ P~ o p o
p T (9.63)

w o o p pw
p T

pE pq2
pu pv pw
p 2T_

with q2 as defined in Eq. (9.58).

Preconditioning matrices
The construction of a preconditioning matrix is relatively easy in the case of the
Euler equations. The formulation proposed by van Leer at al. [92] achieves the
lowest attainable condition number. The methodology was discussed in detail
in [79]. However, the preconditioning of the Navier-Stokes equations is more
involved. The reason is that the viscous terms lead to complex wave speeds,
which makes the preconditioned system difficult to analyse. The most recog-
nised preconditioners for viscous flows were proposed by Choi and Merkle [93],
[94], Turkel [90], [95]-[97], Lee and van Leer [98], [99] and Lee [80], Jorgenson
and Pletcher [100], and by Weiss and Smith [101], [45], respectively. Examples
334 Chapter 9. Acceleration Techniques

of applications can be found in Refs. [91], [102]-[109].

Weiss and Smith Preconditioner

The preconditioning matrix F due to Weiss and Smith [101], [45] has, in the
case of a general fluid, a form identical to /5 in Eq. (9.59) with pp replaced
by a suitable preconditioning parameter 0. The same holds also for the inverse
of the preconditioning matrix, i.e., ~-1 which resembles/5-1 from Eq. (9.57).
Consequently, the parameter al from Eq. (9.58) is changed into

at1 - pO hT + pT(1 -- php). (9.64)

In the case of a perfect gas, the preconditioning matrix F can be written as

0 0 0 0 P
T
pu
Ou p 0 0
T
pv
F- Ov 0 p 0 (9.65)
T
pw
Ow 0 0 p
T
pq2
OH- 1 pu pv pw 2T

where 0 is again the preconditioning parameter, which will be defined later. The
inverse of the preconditioning matrix is given by
c2
--a2u --a2v --a2w a2

u 1
- 0 0 0
P P

v 0 -1 0 0 (9.66)
P P

w 0 0
P
a3 [1 - O(H - q 2 ) ] -Oa3u -Oa3v --Oa3w ~a3

with the abbreviations

a 2 - ( V - 1)r

( ' 7 - 1)r
a3-- (9.67)

1
r 0c2-(7 -1)"
9.5. Preconditioning for Low Mach Numbers 335

Several choices exist for the preconditioning parameter 0 in Equations (9.64)-

(9.67). One definition, which is based on a reference velocity u~ was provided
in Ref. [45]. It reads for a general fluid

1 PT
0- u~ phT ' (9.68)

or, correspondingly for a perfect gas,

1 1
0 - u--~+ ('y - 1)c 5" (9.69)

The reference velocity ur in Eq. (9.68) or Eq. (9.69) is obtained from the relation

ur-min max Ilg 112, A h ' A h ' e ~ , , (9.70)

where Ah is a measure of the control volume size, the quantity Ap stands for the
pressure difference between the adjacent control volumes and e is a small number
(~ 10-3). As we can see from the definition in Eq. (9.70), the reference velocity
is bounded by the local transport velocity. The terms ~,/Ah and ~ / A h become
important in boundary layers with dominant diffusion or heat conduction. The
pressure term is intended to prevent ur from vanishing at stagnation points. In
the case that ur - c, f' becomes identical to 15 and f,-1 is converted i n t o / 5 - 1 .
Hence, the preconditioning is turned off for a supersonic flow as intended.
Another possibility, which was devised for a perfect gas, is to set [104]

1 1
0- /3~RT = ~c 2" (9.71)

The parameter/3 in Eq. (9.71) is defined as

9- M]
1 + ( 7 - 1)Mr2 (9.72)

with the reference Mach number given by

M 2 - max [min(M 2, 1), Mmin

2 ] , (9.73)

and M being the local Mach number (M 2 - I]g I~/c2). According to Ref.
[104], parameter Mini2 n - K M ~ and K ~ 3 (others choose K - 1 or even
K - 0.15; the exact value seems to depend on the number of control volumes in
the stagnation region or inside the boundary layer). As it can be easily verified,
when M > 1 the parameter/3 equals to 1/y and the matrix F becomes identical
to/5. It should be mentioned that both definitions of 0 in Eq. (9.69) and in Eq.
(9.71) are equivalent. Hence, the reference Mach number could be determined
as Mr - u,./c with the help of Eq. (9.70).
336 Chapter 9. Acceleration Techniques

Eigenvalues of the Preconditioned System

The matrix of the eigenvalues of the preconditioned system Eq. (9.49), i.e,
P F - 1.~c - P F - l~c,p/5-1 is given by

V 0 0 0 0

0 V 0 0 0

0 0 V 0 0
Ac,p -
(9.74)
0 0 0 (a4 + 1) V + c ~ 0
2
0 0 0 0 (a4 + 1) V - c'
2
where V - ~. g represents the contravariant velocity, and

Ct -- ~1 v / V 2 ( a 4 - 1) 2 + 4a5 (9.75)

denotes the modified speed of sound. The parameters a4 and a5 in Eq. (9.74)
and Eq. (9.75) read in the general case

al
a4 -- a---~
(9.76)
phT
a 5 ~- a[ '

where al is defined in Eq. (9.58) and a r in Eq. (9.64). In the case of a perfect gas
and the definition of the preconditioning parameter ~ according to Eq. (9.69),
the parameters become a4 - r and a5 - r 2, with r given by Eq. (9.67). When
using the second definition of 0 from Eq. (9.71), the parameters in Eq. (9.76)
simplify to a4 - M 2 and a5 - M2c 2, respectively. As we can see, c' ~ (V/2)v/5
for IMI ~ 0 and hence the eigenvalues become equalised as intended. In this
way, the stiffness represented by the condition number Eq. (9.40) is reduced
(the condition number is CN ,z 2.6) and the convergence of the time-stepping or
iterative solution process is dramatically enhanced. On the other hand, a4 - 1
and c' - c for IMI > 1, and thus the eigenvalues of Ac are recovered.
Based on Eq. (9.74), the spectral radius of the preconditioned system be-
comes
Acp, _ [(a4 1+) 2 ,V] + c ' 1 AS (9.77)

with AS denoting the face area. This expression is employed to compute the
time step in Eq. (6.14), (6.18), (6.20) or (6.22). It also replaces the spectral
radius in Eq. (4.53) in the case of the central artificial dissipation (see also Eqs.
(5.33), (9.52), (9.53)).
9.5. P r e c o n d i t i o n i n g for L o w M a c h N u m b e r s 337

Eigenvectors of the Preconditioned System

The left and right eigenvectors of the convective flux Jacobian (cf. Section A.11)
will be changed by the preconditioning. This is of importance for spatial discreti-
sations based on characteristic variables like Roe's upwind scheme (Subsection
4.3.3), or the upwind TVD scheme presented in the Subsection 4.3.4.
The matrix of the left eigenvectors of the preconditioned new flux Jacobian
in Eq. (9.47) can be written as [91]
F - l f i , c,p

- PT n x 0 a6nz a6ny a6nx"

ar cI cI T

PT n y a6nz 0 a6nx a6ny

cp cI T

PT n z a6ny a6nx a6nz

0 (9.78)
C! CI T

1 a6nx a6ny a6nz

-~ + ar
2c' 2c' 2c' 0

1 a6 n x a6 n y a6 n z
. -~ - - a 7 0
2c' 2c' 2c' _

The matrix of the right eigenvectors of F -12~c,p multiplied by F, as indicated in

Eq. (9.55), is given by the formula [91]

-asnx --ashy

-asu nx - a s u n y - C'nz
a[
P Tp -- p h T -asv nx + c'nz - a s v ny

-asw nx - Ctlty -as w lty --~ Ct n x

all -- alonx a12 -- alony

(9.79)
--asnz 1 1

- a s u n z + Ctny u + (a9 + c')n~ u + (a9 - c') n x

- - a s v n z -- c ' n x v + (a9 + c')ny v + (a9 - c') n~

-asw nz w + (a9 + c')n~ w + (a9 - c') n z

a13 -- alonz H + (a9 + c') V H + (a9 - c') V

where air is defined in Eq. (9.64). Further parameters in the above Eqs. (9.78)
338 C h a p t e r 9. Acceleration Techniques

and (9.79) read

a6 -- p a 5

V(a - 1)
a7 --
4d
fiT T
a8
P
1
a9 - - - ~ Y ( a 4 - 1) (9.80)

a l 0 - a s H + T hT

- c'( nz -

al3- Ct(ul-ty - Vftx)

with a4, a5 defined in Eq. (9.76) and c' in Eq. (9.75), respectively.
The eigenvectors Tc,p and To, --1p of the matrix P F 1jlc _ p ~ - 1Ji~,p/5-1,
which are required for the preconditioned Roe scheme formulated in the conser-
vative variables (see Eq. (9.54)), can be obtained by a modification of the above
eigenvectors Eqs. (9.78) and (9.79). It can be shown that the columns of the
right-eigenvector matrix of P F -1Ac are composed of/sZ, where Z are the right
eigenvectors of F -lfitc,p. Hence, the matrices of the right and left eigenvectors
of P F -lilac can be expressed as

T~,p - P T p
(9.81)
--1 = ~ p l .~-1 .
Tc,p

Inserting the above relations (9.81) into the formula for the preconditioned Roe
scheme in the conservative variables Eq. (9.54), we obtain

(Pc) 1 + 1 / 2 - 1 [/~c(I~R)+/~(Is
(9.82)
-- (F TpIic,plTp 1/~-1)1+1/2 (~r R -- ~rL) ]

with P Tp give, by nq. (9.79) and ~=,p--iby Uq. (9.78), respectively.

An example of the application of the preconditioned finite-volume scheme
from Eq. (9.51) with F according to Eq. (9.65) to airfoil flow is presented in Figs.
9.10-9.12. As we can observe, both the central scheme as well as Roe's upwind
scheme fail to deliver the correct solution for an inflow Mach number of 0.01.
The schemes without preconditioning cannot predict the pressure distribution
and hence the lift coefficient (CL -- 0.323 and 0.324 versus the correct 0.352). As
demonstrated in Fig. 9.12, preconditioning helps to obtain the correct solution
( C L -- 0.353), and it also significantly accelerates the convergence.
9.5. Preconditioning for Low Mach Numbers 339

-- 13.0
0 t\ .......... convergence
- 11.0
lift

- 9.0
-1
- 7.0

- 5.0
.i,..
-2 - I:
4)
- 3.0 "~
...,.

,.,., .1.o g
-3 - F_
- -1.0 --

9 -3.0

-4 -5.0

- -7.0

"5 ' i ' I I ! I I I I I -9.0

0 500 1000 1500 2000 25t)0
iteration

1.50 --
Euler solver
1.25 -
9 exact solution

1.00

0.75
9 e
0.50

~"
!
0.25

0.00

-0.25
b
-0.50

-0.75

-1.00 , , I I I I I"' ' I ! ' '[' " ! ' 'i' '" I I

-0.05 0.10 0.25 0.40 0.55 0.70 0.85 1.00

x/L

F i g u r e 9.10: Inviscid 2-D flow around symmetric Joukowsky airfoil (10% thick-
ness). Structured grid, Mc~ = 10 -2, a = 3~ central spatial discretisation,
explicit multistage time-stepping scheme, no preconditioning. Shown are the
convergence history (top), and comparison of the pressure coefficient with the
exact potential solution (bottom).
340 Chapter 9. Acceleration Techniques

0 I -I 13.0
convergence 11.0
lift

9.0

- 7.0

- 5.0
- Ir
q)
~" - 3.0 "5
~,' r
O~
o - 1.0 o
- .=_
- -1.0 ""

9- 3 . 0

' - -5.0

t1! 0 500
, , ' ,

1000
iteration
1500 2000
- -7.0

" -9.0

2500

1.50 :
Euler solver
1,25 - 9 9 exact solution

1.00 -

0.75 -

0.50 -
Q.
o, 0,25 -

0.00 -

-0.25 -

-0.50 -

-0.75 -

-1.00 I i I i i i I I I li I I

-0,05 0.10 0.25 0.40 0.55 0.70 0.85 1.00

x/L

F i g u r e 9.11: Inviscid 2-D flow around symmetric Joukowsky airfoil (10% thick-
ness). Structured grid, M ~ = 10 -2, ol : 3 ~ 2nd-order Roe's upwind discretisa-
tion, explicit multistage time-stepping scheme, no preconditioning. Shown are
the convergence history (top), and comparison of the pressure coefficient with
the exact potential solution (bottom).
9.5. Preconditioning for Low Mach Numbers 341

-- 0 . 4 0
o- L

- 0.35

\ - 0.30
,i-,
- C
A ._o
m 0
.,..
- 0.25 q=
O) 0
0
o 0
- .=_
- 0.20
[]

-4
- 0.15
convergence
lift

-5 , .... , , , , I i I i I l I I I II , 0.10

0 100 200 300 400 500 600 700 800 900

iteration

1.50 ---

Euler solver
1.25 -
9 exact solution

1.00 -

0.75 -

0.50 -

Q.
o 0 . 2 5 -,

0.00 -

-0.25 - l

-0.50 -

-0.75 -

-1.00 , i I i I | I | I i ' I i I i I

-0.05 0.10 0.25 0.40 0.55 0.70 0.85 1.00

x/L

F i g u r e 9.12" Inviscid 2-D flow around symmetric Joukowsky airfoil (10% thick-
ness). Structured grid, M ~ = 10 -2, a -- 3 ~ central spatial discretisation,
explicit multistage time-stepping scheme, Weiss-Smith preconditioning. Shown
are the convergence history (top), and comparison of the pressure coefficient
with the exact potential solution (bottom).
342 Chapter 9. Acceleration Techniques

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[87] Shi, J.; Toro, E.F.: A Riemann-Problem-Based Approach for Steady In-
compressible Flows. Int. J. Num. Meth. Heat Fluid Flow, 6 (1996), pp.
81-93.

[88] Liu, C.; Zheng, X.; Sung, C.H.: Preconditioned Multigrid Methods for
Unsteady Incompressible Flows. J. Computational Physics, 139 (1998),
pp. 35-57.

[89] Briley, W.R.; Taylor, L.K.; Whitfield, D.L.: High-resolution viscous flow
simulations at arbitrary Mach number. J. Computational Physics, 184
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[90] Turkel, E.; Radespiel, R.; Kroll, N.: Assessment of Preconditioning Meth-
ods for Multidimensional Aerodynamics. Computers & Fluids, 26 (1997),
pp. 613-634.

[91] Mulas, M.; Chibbaro, S.; Delussu, G.; Di Piazza, I.; Talice, M.: Efficient
Parallel Computations of Flows of Arbitrary Fluids for All Regimes of
Reynolds, Mach and Grashof Numbers. Int. J. Num. Meth. for Heat &
Fluid Flow, 12 (2002), pp. 637-657.

[92] Van Leer, B.; Lee, W.T.; Roe, P.: Characteristic Time-Stepping or Local
Preconditioning of the Euler Equations. AIAA Paper 91-1552, 1991.

[93] Choi, Y.H.; Merkle, C.L.: Time-Derivative Preconditioning for Viscous

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[94] Choi, Y.H.; Merkle, C.L.: The Application of Preconditioning in Viscous

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[95] Turkel, E.: A Review of Preconditioning Methods for Fluid Dynamics.

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[99] Lee, D.; van Leer, B.; Lynn, J.F.: A Local Navier-Stokes Preconditioner
for All Mach and Cell Reynolds Numbers. AIAA Paper 97-2024, 1997.
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[100] Jorgenson, P.C.; Pletcher, R.H.: An Implicit Numerical Scheme for the
Simulation of Internal Viscous Flow on Unstructured Grids. Computers
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[102] Godfrey, A.G.; Wakers, R.W.; van Leer, B.: Preconditioning for the
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350 Chapter 9. Acceleration Techniques
Chapter 10

Consistency Accuracy and

Stability
Within the finite-volume methodology, the surface integral in the Navier-Stokes
equations (2.19) is approximated for each control volume by some appropri-
ate method. We considered various possible spatial discretisations in Chapters
4 and 5. The approximation of the convective and viscous fluxes across the
boundaries of the control volume means that the discretised equations differ
from the governing equations, which we seek to solve. This difference causes
a certain spatial d i s c r e t i s a t i o n error. The error is influenced by the numerical
scheme applied for the evaluation of the integrals and by the resolution of the
discretisation. Therefore, the important question is whether and how fast the
solution of the discretised equations converges to the exact solution of the gov-
erning equations with increasingly finer grid. We shall discuss this question in
the next two sections on the consistency and accuracy.
The solution of the time-dependent governing equations (2.19) requires also
the discretisation of the time derivative of the conservative variables. We de-
scribed several temporal discretisation methods in Chapter 6. We mentioned
that each of the schemes has a specific order of accuracy and that there are
certain limitations on the maximum size of the time step. These limitations
can be assessed by means of the von Neumann stability analysis, which will be
presented in Section 10.3. In this section, we shall also investigate the ability of
the explicit multistage time-stepping scheme and of a generic implicit scheme
to damp errors of the discrete solution in time. The damping properties decide
about the convergence speed and the robustness of a particular scheme. They
are also very important for the success or failure of the multigrid acceleration
(presented in Section 9.4).

351
352 Chapter 10. Consistency, Accuracy and StabiBty

10.1 Consistency Requirements

A discretisation scheme is called consistent, if the discretised equations converge
to the given differential equations for both the time step and grid size tending to
zero. A consistent scheme gives us the security that we really solve the governing
equations and nothing else. This is quoted in Ref. [1] as "solving the equations
right" and it is called verification. Verification should not be confused with the
term validation. Validation means" do we solve "the right equations"? Thus
verification tries to quantify the n u m e r i c a l errors and uncover programming
bugs, whereas validation deals with the m o d e l l i n g errors. For an exhaustive
discussion and recommendations see the guidelines presented in Ref. [2].
The consistency of a numerical scheme can be checked by expanding the
function values into Taylor series. The developments are then inserted back into
the discretised equations. If we subtract the differential equations, we obtain
terms which represent the numerical e r r o r - the so-called truncation error. For
a consistent scheme, the truncation error should go to zero with decreasing time
step and grid size.
We will now illustrate this concept on a simple example. Let us consider the
following 1-D scalar equation
OU OU
0--t- + -~x - 0. (10.1)

A very simple but valid discretisation scheme would be

g n + 1 _ U/n U n _ Un_l
+ = 0, (10.2)
At Ax
where n denotes the time level and i the node index, respectively. Expanding
the solution U~ +1 around the time level n gives

U n + l -- ~ -l- A t (ON'nOt/i-~- ( At
2 ) 2 . ( 02g~nOt
/i2-~- ... (10.3)

where (...) represents the higher-order terms. The Taylor series for the solution
un_l reads (cf. Eq. (3.1))

(ON) n (z~x)2 (02U) n

Un_l - Un - ix -~-x i + \ Ox 2 i + ... (10.4)
If we substitute Eq. (10.3) and (10.4) into the discretised equation (10.2), we
obtain
(ON OS~n - At (02U) n ~ (02U~n
--K + ox ] i - 2 \ ot 2 i + Ox2 ] i + ' " (10.5)
A comparison with the differential equation (10.1) shows that the terms on the
right-hand side of Eq. (10.5) represent the truncation error, which is of the order
O(At, Ax). The numerical scheme (10.2) is consistent, since the truncation error
vanishes for At ~ 0, Ax ~ 0.
10.2. Accuracy of Discretisation 353

10.2 Accuracy of Discretisation

The accuracy of a discretisation scheme is connected to its truncation error.
If, for instance, the leading term of the truncation error is proportional to Ax,
we speak of first-order accurate spatial scheme. If the leading term behaves
like (Ax) 2, the scheme is second-order accurate, and so on. Thus the example
scheme Eq. (10.2) is 1st-order accurate in space and in time (Eq. (10.5)). This
leads us to the condition that the numerical scheme must be at least lst-order
accurate in order to be consistent. Otherwise, the truncation error cannot be
reduced by decreasing the values of At and Ax.
The question is now, how can we assess the truncation error in practice.
Certainly, the expansion into the Taylor series is not adequate for complex
numerical schemes with non-linear switches, limiters, etc. The following are the
possible ways of error estimation [1]:

9 additional solution(s) on different grid(s) - grid refinement or coarsening,

unrelated grid(s);

9 additional solution(s) on the same g r i d - higher- or lower-order accurate

discretisation;

9 solution of an auxiliary partial-differential equation on the same grid;

9 algebraic evaluations on the same grid.

The most common approach is to solve the governing equations on a series

of grids with different cell sizes. If we happen to know the exact solution, we
can easily quantify the error for each grid. The rate by which the truncation
error decreases determines the accuracy of the discretisation. For example, if we
halve the grid size in all coordinate directions and the error drops by a factor of
four, the scheme is 2nd-order accurate. However, the exact physical solution is
quite often not known. In such a case, the order of accuracy can be estimated
using the formula [3]
f3-f2
In ( f 2 - fl )
P -- ln(r) ' (10.6)

where p denotes the accuracy, r the refinement (coarsening) ratio and f the
numerical solution, respectively. Index 1 denotes the finest grid and index 3 the
coarsest grid. If the coarsening ratio is not constant between the grids, a more
general relation can be found in Ref. [1].
Besides the estimation of the truncation error, varying the grid resolution
is also used to obtain what is called grid converged solution. This is achieved
if the solution does not change (within a certain tolerance) with further grid
refinement. In this connection, we speak of grid convergence studies. Although
grid convergence studies can be very time consuming, it is recommended always
to check if the solution is grid converged.
354 Chapter 10. Consistency, Accuracy and Stability

10.3 Von N e u m a n n Stability Analysis

Before a new discretisation method is implemented, it is important to know, at
least approximately, how the method will influence the stability and the conver-
gence behaviour of the numerical scheme. It was already frequently confirmed
that the von Neumann method of stability analysis can deliver reliable assess-
ment of the properties of a solution scheme. The methodology was developed
at Los Alamos during the Second World War. However, it was briefly described
first in 1947 by Cranck and Nicholson [4]. Later, it was also published in Ref.
[5]. A very helpful introduction to the von Neumann stability analysis can be
found in [6].
Von Neumann stability analysis is applicable to discretised linear partial
differential equations under the assumption of periodic boundary conditions. It
is based on the decomposition of the solution into a Fourier series. On the one
hand, this allows the investigation of the stability of a solution scheme. On
the other hand, the behaviour of the solution across the frequency spectrum
can be examined in detail. Precisely this is of fundamental importance for the
estimation of the convergence properties and robustness of a scheme, since the
individual components (Fourier modes) of the solution error have to be reduced
(damped) as quickly as possible. Therefore, we speak of the damping properties
of a solution scheme.
Because the von Neumann analysis is limited to linear problems, the Euler
or the Navier-Stokes equations have to be substituted with a suitable model
equation. Two often employed 1-D model problems will be presented further
below. The first one describes pure convection of a disturbance, which models
the behaviour of the Euler equations. The second model equation contains
additionally a diffusion term in order to simulate the behaviour of the Navier-
Stokes equations.

10.3.1 Fourier Symbol and Amplification Factor

Before we proceed with the model problems, let us examine the von Neumann
analysis for a general 1-D scalar linear equation. After the spatial discretisation
of the fluxes, we obtain a system of ordinary differential equations in time (cf.
Eq. (4.3))
At ~Ui --A---~Ri, (10.7)

where Ui denotes a scalar variable at point i, Ri stands for the residual, and
Ax represents the grid size. Assuming periodic boundary conditions, we can
expand the solution U in Eq. (10.7) into a finite Fourier series [6]-[8]
N
Ui - E Uk e 'pk(iax) (10.8)
k---N

with the point index i running from 0 to N (xi = iAx), Pk being the wave
number and I the imaginary unit. Due to the linearity of the model equation,
10.3. Von N e u m a n n Stability Analysis 355

it is sufficient to consider only an individual (/-th) Fourier mode, i.e.,

~f e Ipl(i/xx) (10.9)

since the entire influence can be obtained by superposition. If we now insert the
Fourier mode Eq. (10.9) into the discretised model equation (10.7), we get

d(
At-~ U elpl
(,A~)) At
- - --Ax Ri -
At
Ax z
U.eX,r (10.10)

with the definition of the phase angle: 9 = p l A x . The complex function z in

Eq. (10.10) represents the so-called Fourier symbol of the spatial operator. Its
form depends on the discretisation type (central, upwind) and on the order of
accuracy.
An explicit or implicit time-stepping scheme used to solve Eq. (10.7) will
be linearly stable, if the amplitude of any harmonic (U) does not grow in time.
This means that the amplitude of the new solution must be equal or smaller
than the amplitude of the previous solution. Hence, the amplification factor is
defined as
~/-n+ 1
g- 5 . (10.11)

If we introduce the time-stepping operator f , we can write the amplification

factor in the general form as
g = 1 - fz. (10.12)
The time-stepping scheme will be linearly stable if Igl ~ 1. In cases, where
the spatial and temporal discretisations are separated (method of lines), the
domain of stability depends on the time-stepping scheme (f), but not on the
spatial discretisation (z). The Fourier symbol of the spatial operator z must lie
within the domain of stability for all phase angles (I). We speak of good damping
properties if Igl is well below unity. This means that the perturbations of the
numerical solution are rapidly damped in time. Consequently, the time-stepping
scheme converges faster to the steady-state solution than for Igl --~ 1.

10.3.2 Convection Model Equation

In this case, the scalar linear model equation reads
OU OU
Ot + A-~x - 0. (10.13)

The convection velocity A (also the eigenvalue) is assumed to be constant and

positive. In the following, we shall consider different spatial discretisation
schemes applied to Eq. (10.7) and their corresponding Fourier symbols.

Central Scheme with Artificial Dissipation

According to Eqs. (4.48)-(4.50), the residual R~ in Eq. (10.7) takes the form
A
R i -- ~ - ( U i + I - U i _ l ) -~- A((4)(Ui+2 - 4Ui+1 -+- 6 U i - 4U~_1 + U~-2) (10.14)
356 Chapter 10. Consistency, A c c u r a c y and Stabifity

with e (4) denoting the dissipation coefficient. In order to simplify the analysis,
only the 4th-order differences were retained in Eq. (10.14). The Fourier symbol
of the spatial operator is obtained according to Eq. (10.10) by inserting the
harmonic Eq. (10.9)into Eq. (10.14)

z - A[Isin 9 + 4e(4) (1 - cos O)2] . (10.15)

Upwind Scheme
Using the 1st-order upwind scheme (see Eq. (4.46)), the residual Ri becomes

R i "-- A ( U i - U i _ l ) (10.16)

and the associated Fourier symbol reads

z - A[I sin 9 + (1 - cos ~ ) ] . (10.17)

In the case of the 2nd-order upwind spatial discretisation, the residual in

Eq. (10.7) is given by

A (3U/-
R i -- -~ 4U/_ 1 + U/-2) 9 (10.18)

The corresponding Fourier symbols z of the spatial operator appears as

z -~ A [ I s i n O ( 2 - cos O ) + (1 - cos (I))2]. (10.19)

10.3.3 Convection-Diffusion Model Equation

The combined convection-diffusion model equation can be written in the form

OU OU 02U
ot + ATx - ~' Ox 2 ' (10.20)
where v represent the viscosity coefficient. The diffusion term 0 2 U / O x 2 is nor-
mally approximated by 2nd-order central differences. Thus,

02U h v (Ui+ 2Ui -]- U i _ l ) (10.21)

-bTx2 1-
with
Y
A~ = Ax (10.22)

being the viscous eigenvalue.

The Fourier symbol of the spatial operator is now composed of the convective
and the diffusive part, i.e.,
z = Zc - Zv, (10.23)
where
Zv = 2Av(cOs (I)- 1) (10.24)
10.3. Von Neumann Stability Analysis 357

and Zc corresponds to one of the forms presented in Eq. (10.15), (10.17), or

(10.19), respectively.
As we can conclude from Eq. (10.24), the diffusion term changes only the
real part of the Fourier symbol. This is typical for any kind of diffusion or
artificial dissipation (el. Eq. (10.15)). Furthermore, we can see from Eq. (10.17)
or (10.19) that the upwind discretisation of the convective term also causes
the Fourier symbol to have a real part ( 1 - cos (I)). Therefore, we speak of
upwind dissipation. Only the central discretisation of the convective term adds
no numerical dissipation, since the Fourier symbol is given by (I sin (I)). However,
the central scheme allows for the unwanted odd-even decoupling of the solution.

10.3.4 Explicit Time-Stepping

The application of an m-stage explicit time-stepping scheme to the discretised

model problem Eq. (10.7) can be described in the following way (see Subsection
6.1.1)

At R}k_l)
U (k) - U (~ - a k ~ , k - 1,..., m (10.25)

where aa denote the stage coefficients. If we substitute the variable U by its

Fourier representation Eq. (10.8) and the residual by the Fourier symbol z,
Equation (10.25) transforms to

~(o) = ~

~r(k) __ ~r(0) _ Ozk ~At Z ~r(k-1) , k = 1,..-,m (10.26)

r)(m).

The amplification factor of the above m-stage explicit scheme is given by Eq.
(10.12). Based on Eq. (10.26) it can be shown that the Fourier symbol of the
time-stepping operator f resumes the form [9]

f - -~z am-am-lain ~ z

(10.27)
( Z~~_Xt )rn-11
-]- . . . . (--1)mo~10~2 9 9 9Ctm Z ,

provided the convective and the dissipative part of z are evaluated at each stage
(so-called (m, m)-scheme). The derivation of f becomes more involved for the
hybrid multistage schemes (Subsection 6.1.2). In the case of the (5,3)-scheme
358 Chapter 10. Consistency, Accuracy and Stability

(Eq. (6.7)), the Fourier symbol of the time-stepping operator reads [10]
At
f - ~xx { ~ - ~ 4 ( z i + ~zR)(1- ~zi)
-~~(1 - ~lZ,)(z~ + & z R ) [ ~ ( z , + &zR)z, - &zR] (10.2s)

with
zR---~xReal(z)
At and z I - ~ xAt
x Imag(z) (10.29)

representing the real and the imaginary part of z. The stage coefficients ak and
the blending coefficients/3k are shown in Table 6.2.
The time step At can be determined with the aid of the Courant-Friedrichs-
Lewy (CFL) condition [11]. The following formula can be found for the convec-
tion model equation (10.13)
Ax
A t - o- tA-Z (~0.30)
The parameter a in Eq. (10.30) denotes the CFL number. Its magnitude de-
pends on the type and on the stage coefficients of the time-stepping scheme.
The derivation of Eq. (10.30) is presented in Subsection 10.3.6. In the case of
the convection-diffusion model equation (10.20), the relation

Ax
At=a (10.31)
IAI + CA~

holds for the time step. The factor C in Eq. (10.31) varies with the spatial dis-
cretisation. For the central scheme Eq. (10.15), C - 4 results in good damping.
In the case of the Ist-order upwind scheme Eq. (10.17), C - 2 guarantees that
the Fourier symbol of z - z c - Z v (Eq. (10.23)) remains bounded by Z c . In fact,
the Fourier symbol with the diffusion term is identical to the Fourier symbol of
Zc for @- ;r, regardless of the ratio A~/]A[. The same situation is encountered
for the 2nd-order upwind scheme Eq. (10.19) if one sets C - I.

Examples of Fourier Symbols and Amplification Factors

In the following, we shall consider a few applications of the von Neumann stabil-
ity analysis to the convection and the mixed convection-diffusion model prob-
lems. The left-hand side of the figures below shows the locus of the Fourier
symbol of the spatial operator z (thick line) together with the isolines of the
magnitude of the amplification factor Igl. The boundary of the stability region
is represented by Ig] = 1. The behaviour of Igl with respect to the phase angle (I)
is displayed on the right-hand side. This allows the assessment of the damping
properties.
Fourier symbols and damping of upwind discretisation schemes are displayed
in Fig. 10.1 for the convection model equation. In both cases, a 3-stage scheme is
employed with optimised coefficients (Table 6.1). The behaviour of the lst-order
10.3. Von Neumann Stability Analysis 359

(a) 3- 1
Igl = 1
0.9
0.8
0.7
1
0.6 =
_~ 0.s:. _

0.4 ::
-1
0.3 ::
0.2i
-2
Oli
-3

-5
i , , , i

-4
| , , i i

-3
i i , i ,

-2
| L i t ,

-1
i . . . .

0
| , , , , |

1
"o--
0 05 1 15 2 25 3
Real(z) phaseangle

(b) 3- 1.4
1.3
2
1.2
1.1
1
0.9
0.8
0.7
0.6
~ I , , , i | . . . . I , , i , | . . . . .
I IS , , , I , , i i I i i , ,
~ 1, 2 2,5 ;
,

"36 . . . . - ; ' ' ' -4 "3 -2 -1 . . . .

Real(z) phase angle

(c) 3 1
0.9
0.8
0.7
0.6 ~-

0.3

/ \
o1~ \/ \
n~ .... i .... i .... i,,,
"3-5 . . . . . .-4
. . . . . . . . -3 -'2 . . . . . .-1
........ 0 "0 0.5 1 1.5 2 2.5 3
Real(z) phase angle

F i g u r e 10.1: Convection model equation - Fourier symbol of the spatial op-

erator (z) and the magnitude of the amplification factor (]g]) in the case of the
explicit (3,3)-scheme:
(a) lst-order upwind discretisation; a = 1.5; stage coefficients: 0.1481, 0.4, 1.0
(b) like above but a = 2.5
(c) 2nd-order upwind; a = 0.69; stage coefficients: 0.1918, 0.4929, 1.0.
360 Chapter 10. Consistency, Accuracy and Stabifity

upwind scheme Eq. (10.16) is shown in Fig. 10.16 and 10.1b. As we can see, the
locus of the Fourier symbol passes all three minima of Igl (small circular areas
on the isoplot). This leads to very low magnitude of the amplification factor
for a phase angle 9 > ~/2, which is particularly important for an efficient
multigrid scheme (~ _> ~//2 on coarse grid corresponds to 9 < ~//2 on fine grid).
We can also observe that the damping properties are poor for (I) < ~/2. This
behaviour is typical for the multistage schemes. It explains their low asymptotic
convergence rate, which can be best improved by multigrid. It should be noted
that the range 0 _< 9 < ~ represents the first half of the locus on the left-hand
side.
The next diagram (Fig. 10.1b), demonstrates what happens, if the CFL-
number a is increased too much. As expected, the Fourier symbol extends
behind the stability boundary. Consequently, the magnitude of g becomes larger
than unity (dashed line). This means that the solution errors are amplified for
the corresponding phase angles (frequencies). Such a time-stepping scheme will
clearly diverge. Part (c) of Fig. 10.1 shows the properties of the 2nd-order
upwind scheme Eq. (10.18). In principle, the behaviour is similar to that of the
1st-order upwind scheme.
The following plots in Fig. 10.2 display the loci of the Fourier symbols and
the damping properties of the hybrid (5,3)-scheme (Subsection 6.1.2) applied to
the convection model equation (10.13). The spatial discretisation utilises the
central scheme with artificial dissipation (Eq. (10.14)). In order to demonstrate
the influence of the dissipation coefficient e (4), its value is varied from 1/16 (Fig.
10.26) to 1/256 (Fig. 10.2c). We can conclude from the results that the locus is
contracted along the real axis with decreasing amount of artificial dissipation.
This effect is caused by down-sizing the term (1 - c o s ~)2 in Eq. (10.15). More
important is the fact that the damping properties deteriorate with reduced
artificial dissipation. This means in practice that the convergence speed and
the robustness of the scheme will degrade with lower dissipation level.
The properties of the hybrid (5,3)-scheme employed to solve the convection-
diffusion equation (10.20) are investigated next. At first, the scheme is coupled
to the 1st-order upwind spatial discretisation Eq. (10.16). In Fig. 10.3, compari-
son is made between the cases Av - 0 (pure convection) and Av/A - 2 (denoted
by dashed line). As we can see, the locus of the Fourier symbol is contracted
along the imaginary axis due to the influence of the diffusion term z~, which has
only a real component. The extension of the Fourier symbol along the real axis
is kept, if the time step is computed according to Eq. (10.31) with C - 2. The
damping of the scheme remains on about the same favourable level as for pure
convection. This is caused by the optimised, flat minimum of Igl in the region
surrounded by the locus of zc (right-hand side of Fig. 10.3).
The behaviour of the hybrid (5,3)-scheme with central discretisation (Eq.
(10.14)) is displayed in Fig. 10.4. The dissipation coefficient was set to ~(4) =
1/64 and the ratio of the eigenvalues to A~/A - 2, respectively. We can observe
that the locus of the Fourier symbol changes its form completely as compared
to the convection equation. In the limit case A~ ~ c~, the locus would degrade
to a line. Therefore, it is important that the time-stepping is optimised to have
10.3. Von Neumann Stability Analysis 361

(a) s 1
4 0.9
3 0.8
2 0.7
,~, 1 o.61
0 -~ 0.5 !
0.4
-2 0.3
-3 0.2
-4 0.1

-5.9.........
-8 . ~ ;. ' " .6 ' ". 5 ........
4 -3 .............
-2 -1 0~'~ ~ 0:5 ~ . . . . 1 5, , , , i
2 .... ! ....
2.5 ~
Real(z) phase angle

5 1
(b) 4 0.9
3 0.8
2 0.7
~, 1 0.6
~o -~ o.5
_E -1 0.4
-2 -2 0.3
-3
0"2 I
-4 0.1
.R 1,1,1[lllLil||lll,l|lll,,l|l,,I .... I I1,1,l .... i , i i , , I , , | L I A | i I i
:~
. . . .

v-9 -8 -7 -6 -5 -4 "3 -2 -1 0 1 ~ o'.s 1 . . . . 1:5 2 2.5

Real(z) phase angle

(c) s 1
4 0.9
3 0.8
2! 0.7
,-, 1 0.6
N
v
o ~_ 0.5
E
"" "1 0.4
-2 0.3
-3 0.2
-4 0.1

-5.9~....-~"-'~ . . . .-8
. . . . . . . . .-s
. . . . . . . . . -4
. . . . . . . . . -3
.. -2 -1 ~ .... l
Real(z) phase angle

F i g u r e 10.2: Convection model equation - Fourier symbol of the spatial op-

erator (z) and the magnitude of the amplification factor (]g[) in the case of
the explicit (5,3)-scheme with central spatial discretisation, cr - 3.6, stage and
blending coefficients from Table 6.2:
(~) ~(4)_ 1/1~
(b) ~ ( 4 ) _ 1//64
(c) ~(4)_ 1/25~.
362 Chapter 10. Consistency, Accuracy and Stability

4 1 -.~ convection
0.9

: y 11.7

~" i 0.6
"~ -~ 0.5
E
- - 0.4

11.2
I1.1
g
-o -7
........ - ;'"';'- .............
-4 -3 - ~'"'~,- .... 6 .......
1 ~ 0.5 1 1.5 2 2.5 3
Real(z) phase angle

F i g u r e 10.3: Convection-diffusion model e q u a t i o n - Fourier symbol of the

spatial operator (z) and the magnitude of the amplification factor (Igl) in the
case of the explicit (5,3)-scheme with lst-order upwind spatial discretisation,
cr = 2.0, stage and blending coefficients from Table 6.2.

5- 1~ convection
4 0.9 " " "
3 0.8
2 0.7
~, 1 0.6
o _~ o.5
E -1 0.4
-2 0.3
-3 0.2! '",,,,,,,, ,-'"
-4 0.1 -" . . . . . . . . . . . . . . . . . . .
, , , , , i , i | , l : , J , l , , , , 1 , , , ,I,
-5 -9
" ..................................................
-8 -7 -6 -5 -4 -3 -2 -1 0 1 0 ' {}:5' 1 1.5 2 2.5 3
Real(z) phase angle

F i g u r e 10.4: Convection-diffusion model e q u a t i o n - Fourier symbol of the

spatial operator (z) and the magnitude of the amplification factor (Igl)in the
case of the explicit (5,3)-scheme with central spatial discretisation, (7 - 3.6,
c (4) - 1/64, stage and blending coefficients from Table 6.2.
10.3. Yon N e u m a n n S t a b i l i t y A n a l y s i s 363

a shallow minimum of ]g] along the real axis. It should be mentioned that the
time step was evaluated with Eq. (10.31) and C = 4.
Further examples related to the von Neumann stability analysis can be found
in the Refs. [9], and [12]-[18]. Program for the linear analysis of explicit multi-
stage schemes (with implicit residual smoothing) is provided on the CD-ROM.

10.3.5 Implicit Time-Stepping

According to Eq. (6.28) in Section 6.2, a general implicit scheme for the inte-
gration of the model equations can be formulated as

ZXx (oR) AU n -- --I~ n . (10.32)

We can rewrite the flux Jacobian O R / O U as a sum of two difference operators

- one for the convection and one for the diffusion term in Eq. (10.20), i.e.,

A X +/3 [ ( D Ix ) ~ - ( D ~)~]~
I } / k U n -- - R in. (10.33)

The convection difference-operator can take various forms. For instance, in the
case of the central scheme with artificial dissipation it becomes (of. Eq. (6.47))

I A
(Dz)cAU n - - -~ ( A g / n + l - Ag?_l)-t- AeI(AUin+l - 2 A U n + Agn_l), (10.34)

where CI denotes the implicit dissipation coefficient. We do not include here

the 4th-differences, since those are only seldom used in practice (because of
high numerical effort). The lst- or the 2nd-order upwind scheme in the implicit
operator leads to
I AU ~ - A(AU? - z~U?_I) ,
(D~)r (10.35)
or
( D Ix)~ AU~ - -~(3dlU?
A - 4 A U g _ l ) + AU?_2) , (10.36)

respectively. The diffusion difference-operator is usually of central type

(DIx)v AU n -- ~-~(AVn+l -- 2AU n + AUn_l). (10.37)

The discretisation of the explicit operator can be conducted accordingly to one

of the relations (10.14), (10.16), or (10.18).
If we insert the Fourier mode Eq. (10.9) into the implicit scheme Eq. (10.33),
we obtain
-~ + 8 z ~ A ~ r~ - - - z E g n , (10.38)

where z ~ I Z vI denotes the Fourier symbol of the flux Jacobian and z E - -

Z c --

z~ - z~E represents the Fourier symbol of the explicit operator. The forms of
364 Chapter 10. Consistency, Accuracy and Stability

the Fourier symbols correspond to those derived in Sections 10.3.2 and 10.3.3.
The amplification factor results with Eq. (10.12) as

ZE
x~ + ~ zI] .
g-- 1-- [A (10.39)

Thus, the Fourier symbol of the time-stepping operator is f - 1/[...]. A quick

inspection of Eq. (10.39) reveals that for At --, co, 3 - 1 and z I - z E, the
amplification factor will be zero for phase angles (I) > 0. This situation occurs
for the Newton scheme (see Subsection 6.2.5), if the flux Jacobian is exact. This
explains the very fast convergence of the exact Newton's method.

Examples of Amplification Factors

In the following, we shall investigate the damping properties of a few implicit
schemes with varying discretisations of the explicit and the implicit operator.
For further discussion, the interested reader is referred to Ref. [19], which con-
tains yon Neumann analysis of the popular LU-SGS scheme in 2D (single grid
and multigrid). A program for the analysis of implicit schemes is also provided
on the accompanying CD-ROM.
In the first example, we consider a scheme which applies central spatial dis-
cretisation to the explicit (Eq. (10.14)) and the implicit operator (Eq. (10.34)).
This is similar to the standard ADI scheme as presented in Subsection 6.2.3.
We want to investigate the influence of parameter settings within the implicit
operator on the amplification factor. Three exemplary results are compared in
Fig. 10.5. The first curve (solid line) was generated with fl = 1 and eI -- 1/20.
The value of c/ was chosen such that Igl -- 0 at (I) = 7r. The following formulae
can be used to compute cI

el_ 1( Ax ) (10.40)
4r 4[AiAt 9

The second curve (dashed line) demonstrates that the artificial dissipation has
to be included in the implicit operator. For r __ 0, the scheme becomes unstable
at high frequencies ((I) --, 7r). The last curve (dash-dotted) shows the magnitude
of g for fl = 1/2, i.e., for second-order accuracy in time. As we can see, the
damping properties are much worser than for fl - 1. Therefore, this value
should be preferred. Unsteady flows are more efficiently solved by the dual-time
stepping described in Section 6.3.2.
The effect of increasing CFL number is illustrated in Fig. 10.6. First-order
upwind scheme (nqs. (10.16) and (10.35)) is employed on both sides. The
damping is very good due to the similarity between the explicit and the implicit
operator. This confirms our remark with respect to Newton's scheme.
In the next diagram (Fig. 10.7), we compare the amplification factors for
two different discretisations of the implicit operator (the left-hand side - LHS).
The explicit operator is in both cases discretised using 2nd-order upwind scheme
10.3. Von Neumann Stability Analysis 365

1 ................. I

0.9 ~.., I
"\. I
0.8 \. f
\'\ I

0.7 J3 = 1.0, e'= 1/20 "\,, /I

__r-~ 13= 1.0, ~'= 0 "\,/
......... j,

0.4
F\ // '\\

0.2 L:- ~,,,, / \

0.1 \ ~-~---~~- -----.-- ~" "~

00 0.5 1 1.5 2 2.5 3

phase angle

F i g u r e 10.5: Convection model equation - magnitude of the amplification

factor (Igl) in the case of an implicit scheme. Explicit and implicit operators
discretised using central scheme, cr - 20, e (4) - 1/64.

100
a=lO
a = 100
a = 1000

10 "1
\
\

01 \
O1
o
\ " ---.
10 -2 .....

"\
\,\
"~.
~'~-.,....~ .~.
10 3

0.5 1 1.5 2 2.5 3

phase angle

F i g u r e 10.6: Convection model equation - magnitude of the amplification

factor (Igl) in the case of an implicit scheme. Explicit and implicit operators
discretised using lst-order upwind scheme,/3 = 1.0. Note the logarithmic scaling
of the y-axis.
366 Chapter 10. Consistency, Accuracy and Stability

0.9 .I..__ ....

0.8
/

0.7 /I
0.6 f ////
7
/
-~ 0.5 ~ I \ \ .-
0.4
...... 2nd-order upwind on LHS
0.3
0.2
0.1

00 0.5 1 1.5 2 2.5 3

phase angle

F i g u r e 10.7: Convection model equation - magnitude of the amplification

factor (Igl) in the case of an implicit scheme. Explicit operator discretised using
2nd-order upwind scheme, a - 10,/~ -- 1.0.

1.8 i
t
I

J
f
f
1.6 J
/
/
1.4 /
/

1.2 /
/

1 /
viscous term on LHS
/// no viscous term on LHS
0,8

0.6

0.4

0.2

O0 0.5 1 1.5 2 2.5 3

phase angle

F i g u r e 10.8: Convection-diffusion model equation - magnitude of the amplifi-

cation factor (]g]) in the case of an implicit scheme. Explicit and implicit oper-
ators discretised using 2nd-order upwind scheme, a - 10,/3 = 1.0, A v / A - 2.
10.3. Von Neumann Stability Analysis 367

Eq. (10.18). It is evident that the exact representation of the explicit operator
on the LHS leads to significantly better damping properties and thus to faster
convergence. This observation was often confirmed in practice. The damping
properties of a mixed lst-/2nd-order discretisation can be improved by increased
overrelaxation as demonstrated for the LU-SGS scheme [19], [20].
The last example in Fig. 10.8 deals with the convection-diffusion model equa-
tion (10.20). We want to compare two cases. In the first one, the discretisation
of the diffusion term is also contained in the implicit operator (solid line). We
can observe that the damping properties are very favourable - similar to those
found for the convection model problem. However, if the diffusion term is re-
moved from the implicit operator (dashed line in Fig. 10.8, the scheme becomes
unstable, even at this low ratio of viscous to convective eigenvalue (Av/A = 2).
Therefore, the viscous fluxes should be always included in the approximation of
the flux Jacobian to obtain a robust scheme.
In summary, we can state that the implicit operator should include at least
the most important features of the spatial discretisation and of the physical
problem. Rather crude approximations of the flux Jacobian OR/OW can easily
lead to an unstable scheme. Therefore, it is very important to find a reasonable
compromise between the numerical effort and the accuracy of the numerical flux
Jacobian.
A comparison to the results of the explicit multistage scheme reveals that
the damping properties of a properly designed implicit scheme are significantly
better. This is especially true for the damping at low phase angles (frequencies).
Therefore, we can expect faster asymptotic convergence rates from an implicit
scheme as compared to a multistage scheme.

10.3.6 Derivation of the CFL Condition

Every explicit time-stepping scheme remains stable only up to a certain value

of the time step At. The necessary, but not sufficient, condition for stability
of a time-stepping scheme was formulated by Courant, Friedrichs and Lewy
[11]. The so-called CFL condition states that the domain of dependence of
the numerical scheme has to include the domain of dependence of the partial
differential equation. In order to clarify this statement, let us consider the x-
t diagram in Fig. 10.9. The domain of dependence of the convection model
equation (10.13) is given by the characteristic dx/dt - A. This means that any
information is carried with this speed across the domain. Consequently, the
exact solution at the time (to + At) is equal to the solution at the time to but
at the space coordinate x* = x~ - AAt. In order to simulate the behaviour of
the exact solution correctly, the stencil of the spatial discretisation must enclose
the point x*. Thus, at least the point xi-1 has to be included (if A > 0). The
domain of dependence of such a numerical scheme is represented by the shaded
area in Fig. 10.9. Hence, we can formulate the condition

Ax
A At<_Ax or At< A " (10.41)
368 Chapter 10. Consistency, Accuracy and Stability

F i g u r e 10.9: Domain of dependence of an explicit time-stepping scheme

(shaded area) versus domain of dependence of the convective equation (thick
line).

This leads us to the CFL condition

At
(r = [hi ~xx -< I. (10.42)
Of course, the explicit multistage scheme allows for CFL-numbers a > 1, since
the new solution at the time (to + At) is obtained in more than one step.
Based on the above arguments, we can easily show that an implicit scheme
like in Eq. (10.32) always fulfils the CFL condition, since the numerical domain
of dependence extends over all grid points.

C F L C o n d i t i o n by von N e u m a n n A n a l y s i s
The CFL condition in Eq. (10.42) can be also derived by the von Neumann
stability analysis. Let us consider for this purpose the convection model equation
(10.13) discretised using the lst-order upwind scheme Eq. (10.16) and a one-
stage explicit scheme. The domain of dependence of this numerical scheme
corresponds to the shaded region in Fig. 10.9. According to Eq. (10.12), we
obtain the amplification factor g from the relationship
At
g- 1 z, (10.43)

since the Fourier symbol of the time-stepping operator reduces to f = At/Ax.

If we substitute Eq. (10.17) for z in Eq. (10.43), the amplification factor will
read
g=l-~x xAtA[Isino+(1-cos@)] . (10.44)
10.3. Von Neumann Stability Analysis 369

Thus, the amplitude of g is given by (we assume A > 0)

zxt(zxt)
Igl2-2 xx A 1-1 (1-cos(I))+l. (10.45)

It is easy to show t h a t the m a x i m u m of Igl 2 occurs at a phase angle 9 - 7r. If

we set (I) - 7r in Eq. (10.45), we obtain

Ig((I) - 7r)l 2 - 4 ~ x A ~--~xA - 1 + 1. (10.46)

In order for the time-stepping scheme to be stable, it must hold t h a t Igl 2 < 1.
This condition can only be fulfilled if

At
A--~A < 1 (10.47)

and hence
Ax
At < A " (10.48)

This corresponds exactly to Eq. (10.41).

It is important to note t h a t the CFL condition (10.42) is n o t sufficient
(however necessary) to guarantee stability of the numerical scheme. Therefore,
the von N e u m a n n analysis should be carried out as well.
370 Chapter 10. Consistency, Accuracy and Stability

Bibliography
[1] Roache, P.J.: Quantification of Uncertainty in Computational Fluid Dy-
namics. Annu. Rev. Fluid Mech., 29 (1997), pp. 123-160.
[2] AIAA: Guide for the Verification and Validation of Computational Fluid
Dynamics Simulations. AIAA G-077-1998, 1998.
[3] De Vahl, D.G.: Natural Convection of Air in a Square Cavity: A Bench
Mark Numerical Solution. Int. J. Num. Meth. Fluids, 3 (1983), pp. 249-264.

[4] Cranck, J.; Nicholson, P.: A Practical Method for Numerical Evaluation of
Solutions of Partial Differential Equations of the Heat Conduction Type.
Proc. Cambridge Philosophical Soc., 43 (1947), pp. 50-67.
[5] Charney, J.G.; Fjortoft, R.; von Neumann, J.: Numerical Integration of the
Barotropic Vorticity Equation. Tellus, 2 (1950), pp. 237-254.
[6] Hirsch, C.: Numerical Computation of Internal and External Flows. Vol.
1, John Wiley and Sons, 1988.
[7] Roache, P.J.: Computational Fluid Dynamics. Hermosa Publishers, Albu-
querque, USA, 1972.
[8] Roache, P.J.: Fundamentals of Computational Fluid Dynamics. Hermosa
Publishers, Albuquerque, USA, 1998.
[9] Kroll, N.; Jain, R.K.: Solution of Two-Dimensional Euler Equations -
Experience with a Finite Volume Code. DLR Research Report, No. 87-41,
1987.
[10] Radespiel, R.; Swanson, R.C.: Progress with Multigrid Schemes for Hyper-
sonic Flow Problems. ICASE Report No. 91-89, 1991; also J. Computa-
tional Physics, 116 (1995), pp. 103-122.
[11] Courant, R.; Friedrichs, K.O.; Lewy, H" Uber die partiellen Differenzen-
gleichungen der mathematischen Physik. Math. Ann., 100 (1928), pp. 32-74.
Transl.: On the Partial Difference Equations of Mathematical Physics. IBM
Journal, 11 (1967), pp. 215-234.
[12] Jameson, A.: Multigrid Algorithms for Compressible Calculations. Multi-
grid Methods II, Lecture Notes in Mathematics No. 1228, Springer Verlag,
New York, 1985.
[13] Van Leer, B.; Tai, C.-H.; Powell, K.G.: Design of Optimally Smoothing
Multi-Stage Schemes for the Euler Equations. AIAA Paper 89-1933, 1989.

[14] L5tstedt, P.; Gustafsson, B.: Fourier Analysis of Multigrid Methods for
General Systems of PDE. Report No. 129/1990, Dept. Scientific Comput-
ing, Uppsala University, Sweden, 1990.
Bibliography 371

[15] Blazek, J.; Kroll, N.; Radespiel, R.; Rossow, C.-C.: Upwind Implicit Resid-
ual Smoothing Method for Multi-Stage Schemes. AIAA Paper 91-1533,
1991.
[16] Blazek, J.: Methods to Accelerate the Solution of the Euler- and the Navier-
Stokes Equations for Steady-State Super- and Hypersonic Flows. Transla-
tion of DLR Research Report, No. 94-35, ESA-TT-1331, 1995.
[17] Tai, C.-H.; Sheu, J.-H.; van Leer, B.: Optimal Multistage Schemes for
Euler Equations with Residual Smoothing. AIAA Journal, 33 (1995), pp.
1008-1016.
[18] Tai, C.-H.; Sheu, J.-H.; Tzeng, P.-Y.: Improvement of Explicit Multistage
Schemes for Central Spatial Discretization. AIAA Journal, 34 (1996), pp.
185-188.
[19] Blazek, J.: Investigations of the Implicit L U-SSOR Scheme. DLR Research
Report, No. 93-51, 1993.
[20] Blazek, J.: A Multigrid L U-SSOR Scheme for the Solution of Hypersonic
Flow Problems. AIAA Paper 94-0062, 1994.
372 Chapter 10. Consistency, Accuracy and Stability
Chapter 11

Principles of Grid
Generation

Prior to the numerical solution of the governing equations, we have to discretise

the surfaces of all boundaries and to generate a volume grid inside the flow
domain. As we discussed at the beginning of Chapter 3 (in Section 3.1), basically
we can choose between:

9 structured, and

9 unstructured

grids. An example of structured grid for a civil aircraft [1], [2] is presented in
Fig. 11.1 and 11.2. For comparison, an unstructured surface and volume grid
for a similar configuration [3]-[6] is displayed in Fig. 11.3 and 11.4.
The structured as well as the unstructured grids have their specific advan-
tages and shortcomings, which we mentioned in Section 3.1. However, regardless
of the grid type, the main bottleneck is currently the quality of data being im-
ported from a CAD (Computer Aided Design) system into the grid generation
program. The surface description is usually transfered via a standard format like
IGES [7]. A direct transfer of CAD native data is rather rate [8]. The experi-
ence shows that this process can impair the accuracy of the data. Furthermore,
the surface representation in the CAD system itself is often imprecise. This
leads mostly to gaps, overlaps or discontinuities between neighbouring surface
patches. Such errors have to be eliminated before the surfaces can be discretised.
We speak in this respect of "CAD repair" [9], [10].
In the following, we shall present the basic methodologies applied for the
generation of structured (Section 11.1) as well as of unstructured grids (Section
11.2). Due to the restricted space, we can provide here only a brief descrip-
tion. We refer the reader to Ref. [11] or [12] for a deeper discussion of surface
modelling, structured and unstructured surface and volume grid generation. A
review of the development of grid generation can be found in Ref. [13].

373
374 Chapter 11. Principles of Grid Generation

Figure 11.1: Structured surface and volume grid of a wing-body configuration.

(Courtesy O. Brodersen, DLR, Germany).

Figure 11.2: Structured surface and volume grid of a wing-body configuration

- detail of the pylon and the engine nacelle. (Courtesy O. Brodersen, DLR,
Germany).
 375

Figure 11.3: Unstructured surface grid of a wing-body configuration. (Cour-

tesy D. Mavriplis, University of Wyoming, USA).

Figure 11.4: Unstructured grid of a wing-body configuration - detail of the

slats and rough-cut through the volume grid. (Courtesy D. Mavriplis, University
of Wyoming, USA).
376 Chapter 11. Principles of Grid Generation

11.1 S t r u c t u r e d Grids
The distinguishing feature of structured grids is that the grid points in the
physical space are mapped in an unique way onto a continuous set of three
integers i, j, k (one for each coordinate direction). The set of integers defines
what is called the computational space (see Fig. 3.2). The coordinates ~, U, ~ in
the computational space are related to i, j, k as follows

~--i/imax, i - - 0 , 1, 2, . . . , imax
U= j/jmax, j -- 0, 1, 2, . . . , jmax (11.1)
r k=0,1,2,.-.,kmax

This mapping implies that 0 < ~ < 1, 0 < ~ < 1, and 0 < ~ < 1. Neighbouring
grid points can be connected to form cubes in the computational and hexahedra
(quadrilaterals in 2D) in the physical space. Structured grid generation systems
discretise the boundary surfaces of the flow domain using quadrilaterals - termed
the surface g r i d - and fill the interior with hexahedra. The grid inside the
domain is named the volume grid.
The generation of a structured grid starts by distributing grid points along
boundary curves (boundaries of surface patches). The usual procedure is to
place the nodes more dense in regions with high curvature. Using the point
distribution on boundary curves, the surface grid can be generated. Based on
the surface grids which enclose the physical domain, we can finally construct
the volume grid. Thus, the common problem is how to generate a grid inside
the domain based on known boundary discretisation. This can be solved by two
different approaches:

9 algebraic grid generation, or

9 grid generation using partial differential equations (PDE's).

The application of PDE's requires a valid initial grid (surface or volume), which
is mostly generated algebraically. Two different types of PDE's are common:

9 elliptic equations, and

9 hyperbolic equations.

The algebraic grid generation (Subsection 11.1.2) employs a direct functional

description of the coordinate transformation between the computational and
the physical space. The most widely used algebraic technique is the so-called
Transfinite Interpolation (TFI). Given the point distribution on all boundaries,
it generates the grid points inside the physical domain by interpolation. Particu-
lar formulations of the TFI method allow for angle and grid spacing control at
the boundaries.
The methodology based on elliptic PDE's (Subsection 11.1.3) is the most
popular one. It allows the user to prescribe the angle between a grid line and
boundary and to control the grid spacing and the expansion ratio near surfaces.
11.1. Structured Grids 377

Elliptic grid generation also guarantees a smooth grid in the entire domain.
Thus, high quality, boundary orthogonal grids can be generated. The downside
of the elliptic method is a much longer computing time as compared to alge-
braic or hyperbolic grid generation approaches. The method also suffers from
numerical difficulties.
Hyperbolic PDE's can also be utilised for the grid generation (Subsection
11.1.4). This technique generates the volume grid by marching between two sur-
faces in the direction of one particular computational coordinate. The marching
procedure is explicit, i.e., based on a known surface point distribution a new
layer is generated. A natural restriction of the hyperbolic grid generation is
that the shape of the outer grid boundary cannot be fully controlled. However,
this may represent no real problem like in the case of external flows. The hy-
perbolic grid generation can provide approximate grid orthogonality over the
entire domain. It is also computationally inexpensive.

11.1.1 C-, H-, and O-Grid Topology

Before we can start to generate any grid, we have to think about its topology.
This means, we have to decide how many grid blocks are necessary and how the
blocks should be ordered with respect to each other (by the way, this work may
take weeks to months in the case of a complex geometry). For each grid block,
we have to assign boundaries (or their parts) in the computational domain to
particular boundaries in the physical space (e.g., solid wall, farfield, etc.). The
appearance of the grid in the physical space will depend strongly on this assign-
ment. In practice, three standard single-block grid topologies are established.
They are named as the C-, H-, or the O-grid topology because in a plane view
the grid lines resemble the corresponding capital letter. A grid in 3D can be
described as a combination of two topologies. For example, the grid around a
wing usually consists of a C-grid in the flow direction (cf. Fig. 11.2) and of an
O-grid (or an H-grid) in the spanwise direction. In this case, we speak of a
C-O-grid. In the following, we shall discuss all three topologies in more detail.

C-Grid Topology

In the case of the C-topology the aerodynamic body is enclosed by one family
of grid lines, which also form the wake region (if present). The situation is
sketched in Fig. 11.5. As we can see, the lines ~ - const, start at the farfield
(~ - 0), follow the wake, pass the trailing edge (node b), wrap in clockwise
direction round the body, and finally continue to the farfield again (~ - 1). The
other family of grid lines (~ - const.) emanates in the normal direction from the
body and the wake. The part (segment) a-b of the grid line r / - 0 represents
a coordinate cut. This means that the segment a-b in the physical space is
mapped onto two segments in the computational space, namely a _< ~ _< b and
b' < ~ <_ a'. Hence, the nodes on the upper (b'-a') and the lower part (a-b) of
the cut are kept separately in the computer memory. The appropriate boundary
condition was presented in Section 8.7.
378 Chapter 11. Principles of Grid Generation

(a) physical space (b) computational space

Figure 11.5: C-grid topology in 2D.

Figure 11.6: Partial view of a C-grid around NACA 0012 airfoil.

11.1. Structured Grids 379

H - G r i d Topology
The H-grid topology is quite often employed in turbomachinery for grid genera-
tion in the bladed flowpath. The topology is displayed in Fig. 11.7. As one can
observe, the surface of the aerodynamic body is described here by two different
grid lines, i.e., 71 = 0 and r / = 1. On the contrary to the C-grid, one family of
grid lines (7 - const.) closely follows the streamlines (inlet located at ~ = 0,
outlet at ~ = 1).
At the first sight, there is no obvious coordinate cut. However, in turbo-
machinery the segments a-b and e - f are periodic (rotationally periodic in 3D)
to each other. The same is true for the segments c-d and g-h. This type of
boundary condition is treated in Section 8.8. Figure 11.8 shows an example of
a non-orthogonal H-grid between turbine blades.

O - G r i d Topology
We can see from the rendering of the O-topology in Fig. 11.9 that one family of
grid lines (U = const.) forms closed curves around the aerodynamic body. The
second family of grid lines (~ = const.) is spanned in radial direction between
the body and the outer boundary (farfield in this case). The complete boundary
line ~ = 0 represents the contour of the body (from a to at). The coordinate
cut is defined by the boundaries ~ = 0 (nodes a-c) and ~ = 1 (nodes a'-c') in
the computational space. The example in Fig. 11.10 shows a standard O-grid
used to simulate inviscid flow past an airfoil. A disadvantage of the O-topology
is the poor grid quality at a sharp trailing edge.

11.1.2 Algebraic Grid Generation

The most widely used algebraic technique for surface or volume grid generation
from prescribed boundary point distribution is the Transfinite Interpolation
(TFI) method. It was first described by Gordon and Hall in 1973 [14]. The TFI
scheme utilises I-D univariate interpolations in each of the coordinate directions
in the computational space. The general form of the univariate interpolation
functions reads
L P

n
i = 1 n--0
M Q VJ, r
t ~ - E E fl}n(~7) (11.2)
j = 1 m--0 (~?~m

k=l /=0

In Eq. (11.2), U, V, and W denote the univariate interpolation functions in

the ~-, ~-, and ~-direction, respectively. Furthermore, a~(~), fl~n(~), y~(~) are
the blending functions, and ~" stands for the position of a grid point in the
380 Chapter 11. Principles of Grid Generation

(a) physical space (b) computational space

Figure 11.7" H-grid topology in 2D.

Figure 11.8: Partial view of an H-grid between turbine blades (dotted line).
11.1. Structured Grids 381

(a) physical space (b) computational space

Figure 11.9: O-grid topology in 2D.

Figure 11.10: Partial view an O-grid around NACA 0012 airfoil.

382 Chapter 11. Principles of Grid Generation

physical space. In order to evaluate the interpolation functions, positions K and

derivatives 0 n f / 0 ~ n, etc. have to be specified. Since we already discretised the
boundary curves or surfaces, we can insert these values into Eq. (11.2). With U,
V, W known, we can generate the grid inside the domain by using the Boolean
sum of the interpolation functions, i.e.,

~'- U | V | W - U + V + W- UV- UW- VW + UVW. (11.3)

The approach in Eq. (11.3) guarantees that in 2D all four boundary curves and
in 3D all six boundary faces are matched. The tensor products in Eq. (11.3) are
evaluated as follows
L M Q P omn~(~i, ?]J, ~)
Ulfr -- E E E E OLn~ ? O~m O~n
i = 1 j = 1 m=O n=O

L N R P oln~(~i ~], ~k)

U W -- E E E E n ")'k
OZi l , n
0r l O~
i = l k = l /--0 n--0
(11.4)
M N R Q 01mr'(~, ~k)

- ~j % 0(0vm
j = l k = l /=0 m = 0
L M N R Q P olmn~(~i, ?~j, ~k)
EEEE E E
i--1 j = l k = l /=0 m = 0 n = 0
O~lO?~mO~n

More details on Boolean operators and tensor products related to grid generation
can be found in [15] or [16].
Various types of interpolation functions can be employed - linear, Lagrangian,
Hermite, spline, etc. The most widespread method is the linear TFI. It is ob-
tained by setting L = M = N = 2 and P = Q = R = 0 in Eqs. (11.2) and
(11.4). With this, the volume grid can be generated based solely on the given
point distribution on the six bounding surfaces (we set ~1 = 0, ~2 = 1, and
similarly for ~j and ~k). The blending functions of the linear T F I read [17]
~0(~)_ 1 - ~, ~0(~) _

z 0(~) - 1 - ~, z~ - (11.5)
~0(r _ 1 - r ~o(r _ r

The linear T F I is computationally very efficient. An example of algebraically

generated grid using the linear T F I is shown in Fig. 11.8.
The Hermite T F I with cubic blending functions allows it to prescribe addi-
tionally the slopes of the grid lines at the boundaries. The Hermite T F I results
if we use L = M = N = 2 and P = Q = R = 1 in Eq. (11.2) and Eq. (11.4).
However, it is also possible to mix linear and Hermite interpolations in different
computational coordinates. A description of the Hermite T F I and further ex-
tensions to the T F I technique (e.g., grid spacing control) can be found in Ref.
[12], Chapter 3.
11.1. Structured Grids 383

11.1.3 Elliptic Grid Generation

Grid generation methods based on elliptic PDE's are known to produce grids
with smoothly varying cell sizes and slopes of the grid lines. Furthermore, el-
liptic grid generation methods offer the possibility to control the orthogonality
and the spacing near boundaries, which is particularly important for the simu-
lation of viscous flows. Elliptic PDE's in grid generation were introduced first
by Thompson et al. [18] in 1974. A detailed description of the numerical im-
plementation in 2D was presented, e.g., in [19] and [20].
In 3D, the system of Poisson equations for the unknown Cartesian coordi-
nates K - Ix, y, z] T of the grid points can be written as

02~ 02~' 02~

c~11b-~ + o~22-=-~ + o~a3 0~.-5--
0~7~

+ 2 ~12 0~0~ + a13 0~0~

02K)
_qL 0 Z 2 3 0 ~ ] 0 ~ " --
(11.6)
1 (0K OK OK)
+ o N +n N
where P, Q and R denote the control functions. The metric coefficients a are
given by the relations

O~11

0~ 0~ .

0Z33 - - 0~ " 07] " -- "

(11.7)

c~12 - 0~ " 0r/ 0~

N
OL13 - - 0~ " 07] " -- 0~
o~
o~)(o~
In Eq. (11.7), the terms in brackets represent scalar products. The inverse of
the determinant of the coordinate transformation Jacobian ( j - l ) is evaluated
according to Eq. (A.13). It should be noted that by setting P = Q = R = 0, Eq.
(11.6) reduces to the Laplace equation. The inherent smoothing properties of
the Laplace equation can be utilised to improve the quality of an algebraically
generated grid. However, the point distribution in the interior field cannot be
controlled.
384 Chapter 11. Principlesof Grid Generation

Elliptic equations for the generation of 2-D or surface grids are easily derived
from Eq. (11.6) by omitting the derivatives with respect to the ~-direction. We
obtain
02x 02x 02x 1 p_~
Ox Ox)
0/11 ~ - - 20/12 (~(~?~ -~- 0/22 (9?"--~ --- j2 + Q
(11.8)
02y 02y 02y 1 p~__~. ~
0/11 ~ - ~ -- 20/12 0~0~?~ + 0/22 0~?---"
~ --- j2 + Q "

The metric coefficients in Eq. (11.8) become

0/11 -- ~ -~-

Ox Ox Oy Oy
0/12 = O~ (9?7 at- Oq~ OT] (11.9)

0/22 -- ~-~ -~-

and the inverse of the determinant of the coordinate transformation Jacobian

j - 1 is defined by Eq. (A. 19).
The generation of a boundary orthogonal grid requires the specification of
appropriate boundary conditions during the solution of Eq. (11.6) or Eq. (11.8).
Basically, we can apply either Neumann or Dirichlet conditions. Neumann
boundary conditions allow it to prescribe directly the intersection angle between
a grid line and the boundary. In this case, the control functions are not required
(P = Q = R = 0). However, the point distribution on the boundary and the
spacing cannot be controlled. In fact, the boundary nodes will be automatically
redistributed to match the given grid line skewness. Hence, the approach is not
suited for viscous wall boundaries. More details on the Neumann conditions in
elliptic grid generation are provided, e.g., in Ref. [12], Chapter 6.
Dirichlet boundary conditions are used in cases where the positions of the
boundary points have to stay fixed. The control functions are then employed to
achieve the desired intersection angles and spacing. The effects of the control
functions on the grid are presented in Fig. 11.11 for the 2-D case. As we can
see, negative values of P in Eq. (11.8) cause the lines ~ = const, to rotate to the
left since the boundary nodes remain fixed. On the other hand, Q < 0 shifts
the lines ~ = const, nearer to the boundary. The values of the control functions
are computed first at the respective boundaries from the difference between the
prescribed and the actual skewness and grid spacing. Then, the boundary values
of P, Q and R are interpolated in the interior of the domain and the system
Eq. (11.6) or Eq. (11.8) is solved. The procedure is repeated until the required
grid properties are achieved. This approach based on Dirichlet conditions was
developed in 2D by Sorenson [19] and by Thomas and Middlecoff [21]. Later it
was extended to 3D by Sorenson [22] and Thompson [23].
11.1. S t r u c t u r e d Grids 385

F i g u r e 11.11: Effects of the control functions in 2-D elliptic grid generation

at ~ = const, boundary. P controls the skewness and Q the spacing of the grid.

The elliptic equations (11.6) or (11.8) are usually discretised using second-
order central finite differences. The resulting set of linear algebraic equations
can be solved by any standard technique, e.g., by the Gauss-Seidel relaxation
scheme accelerated by multigrid. The values of the control functions are updated
in an outer iteration. In order to increase the robustness of the procedure, it is
advisable to carry out several iterations with the Laplace equations (P = Q =
R = 0), in order to smooth the initial (usually algebraic) grid [24].
The effect of the elliptic equations is demonstrated in Fig. 11.12. The grid
around an airfoil is generated first by using the TFI methodology from the
previous subsection. The result is shown at the top of Fig. 11.12. The algebraic
grid is then smoothed by the Laplace equation, i.e., Eq. (11.8) with P = Q = 0
is employed. As we can see, the Laplace smoothing improves the grid around
the leading edge of the airfoil. However, the spacing of the grid normal to the
surface cannot be controlled. This is only possible with the aid of the control
functions P(~, r/) and Q(~, r/), as it is presented at the bottom of Fig. 11.12. The
control functions also ensure that the grid lines are orthogonal to the surface of
the airfoil. Further examples of elliptically generated grids are shown in Figs.
11.1, 11.2 and 11.6, respectively.

11.1.4 Hyperbolic Grid Generation

Hyperbolic PDE's are suitable for grid generation in cases where the shape of
the outer boundary need not to be exactly controlled. In order to generate
the grid, an initial point distribution has to be prescribed. Then, the grid is
build by marching a given distance in the normal direction from a previous
386 Chapter 11. Principles of Grid Generation

Figure 11.12: Sequence of grids generated for the same airfoil (top to bottom):
algebraically by TFI, by the Laplace equation (P = Q = 0), and by the elliptic
equation (11.8).
11.1. Structured Grids 387

to a new layer of grid points. The application of hyperbolic PDE's for grid
generation was proposed by Starius [25], and by Steger and Chaussee [26]. A
recent discussion of the hyperbolic grid generation methodology can be found in
Ref. [12], Chapter 5. Various extensions and improvements of the scheme were
described in Refs. [27]-[32].
The hyperbolic equations for the generation of a volume grid read

=0
o{ o<

9 (11.10)
ov or

where ~"= Ix, y, z] T denotes the Cartesian coordinates of the grid points, ~, r/,
stand for the computational coordinates (Eq. (11.1)), and ft is the user-specified
cell volume. Furthermore, we assumed in Eq. (11.10) that the surface ~ = const.
represents the initial state. The first two relations in Eq. (11.10) represent
orthogonality conditions (~ = const, and 7/ = const, orthogonal to ~ = const.
plane). The last relation in Eq. (11.10) guarantees that the cell volume becomes
equal to f~. This opens the possibility to control the spacing between the grid
layers.
The 2-D formulation of the hyperbolic equations can be written as

Ox Ox Oy Oy
=0
o~ ov o~ ov
(11.11)
Ox Oy Oy Ox
0~ 0~ 0~ 0~
where f~ denotes now the prescribed cell area. The initial point distribution is
given here on the curve 7/= 0.
The hyperbolic grid generation equations (11.10) or (11.11) are discretised
with respect to the ~ and ~ coordinate (in 3D) or the ~ coordinate (in 2D)
using second-order central differences. The marching in the ~-direction (Eq.
(11.10)) or in the r/-direction (Eq. (11.11)) is carried out by a first-order implicit
scheme (ADI s c h e m e - see Subsection 6.2.3). In this way, the marching step
can be selected based only on the desired grid spacing. The implicit operator is
inverted using a standard tridiagonal solver. Artificial dissipation terms (second
differences) have to be added to the discretised equations in order to stabilise
the marching procedure. The solution of the hyperbolic equations (11.10) or
(11.11) is faster and usually also easier than that of the elliptic system from the
previous subsection.
388 Chapter 11. Principles of Grid Generation

11.2 Unstructured Grids

Unstructured grids are typically composed of triangles in 2D and of tetrahedra
in 3D. However, nowadays it becomes increasingly popular to build unstruc-
tured grids from various element types. For example, hexahedra or prisms are
employed to discretise boundary layers. The rest of the flow domain is then
filled with tetrahedra. Pyramids are used as transitional elements between the
hexahedra or the prisms and the tetrahedra. Hence the name mixed element
grids. The advantages of structured hexahedral grids are the preserved accu-
racy in the wall normal direction for highly stretched viscous grids as well as the
reduced number of elements, edges and faces as compared to a tetrahedral grid.
On the other hand, the desirable feature of unstructured tetrahedral grids is
the capability to discretise complex geometries (like in Figs. 11.3, 11.4) fast and
with a minimum user intervention. Mixed grids seek to combine the advantages
of both approaches.
In the case of unstructured grids, nodes and grid cells are quasi randomly
ordered, i.e., neighbouring cells or grid points cannot be directly identified by
their indices (cf. Fig. 3.3). This leads to tremendous geometric flexibility of
unstructured grids, since the grid does not need to conform to any predetermined
topology. Furthermore, adaptation of the grid to the physical solution - grid
refinement or coarsening- is much easier to accomplish on unstructured than
on structured grids.
Unstructured grid generation methodologies for CFD applications are mostly
based on either an

9 Delaunay, or

9 advancing-front
method. Both approaches can also be combined together. Depending on the
base methodology, we speak either of advancing-front Delaunay [33] or of frontal
Delaunay schemes [34]-[36]. Besides the both standard techniques, there are also
rather new and interesting methods like the so-called bubble packing algorithm
[37]-[39]. Here, we shall describe only the basic features of the Delaunay and
the advancing-front method. A survey of both approaches is contained, e.g., in
Refs. [40], [41] and [12].
The Delaunay approach refers primarily to a particular way of connecting
grid points to form triangles in 2D and tetrahedra in 3D. The most important
feature of the Delaunay triangulation is that the circumcircle (or the circum-
sphere in 3D) of any triangle (tetrahedron) contains no other grid point. The
consequence of the empty circumcircle criterion is that in 2D the minimum an-
gle is maximised for all triangles (max-rain triangulation). Thus, a high grid
regularity can be achieved.
The idea of the advancing-front method is to generate the grid sequentially
element by element starting from a known boundary discretisation (surface
grid). The open surfaces of the elements constitute the front. New triangles
(tetrahedra) are constructed by placing points ahead of the front. In this way,
11.2. Unstructured Grids 389

the front moves through the domain until all cavities are filled. The point
placement is controlled by the so-called background grid. The advancing-front
approach offers the advantages of smooth point distribution and implicitly as-
sured boundary integrity. However, it is slower than the Delaunay method.

11.2.1 Delaunay Triangulation

The Delaunay triangulation is based on a methodology proposed by Dirichlet

in 1850 for the unique subdivision of space into a set of packed convex regions
[42]. Given a set of points, each region represents the space around the particular
point, which is closer to that point than to any other. The regions form polygons
(polyhedra in 3D) which are known as the Dirichlet tessellation or the Voronoj
diagram [43]. If we connect point pairs which share some segment (face) of
the Voronoj diagram by straight lines, we obtain the Delaunay triangulation
[44]. The triangulation defines a set of triangles (tetrahedra in aS), which cover
the convex hull of the points. This is displayed in Fig. 11.13. The Delaunay
triangulation is the dual of the Voronoj diagram. The nodes of the Voronoj
polygons are in 2D the centres of circumcircles of the triangles. In 3D, the nodes
represent the centres of circumspheres of the tetrahedra. This implies that the
circumcircle of every triangle (circumsphere of every tetrahedron) contains no
point from the set in its interior.
As we already stated, the Delaunay method constitutes a particular way of
connecting grid points. The positions of the points must be determined by some
other technique. Therefore, one popular approach for the construction of a De-

D 9

. . . . tl

F i g u r e 11.13: The Delaunay triangulation (left) and the Voronoj diagram (left
as dashed line, right as solid line).
390 Chapter 11. Principles of Grid Generation

(a) (b)
A A
/
v w

IL

F i g u r e 11.14: Possibilities for initial Delaunay grid in 2D: triangulation of

boundary nodes (a); quadrilateral divided into two triangles (b).

launay grid is to insert sequentially nodes into an initial triangulation. The grid
is then locally retriangulated in order to fulfil the empty circumcircle (circum-
sphere) criterion. The incremental point-insertion strategy can be described by
the following steps:

1. discretise the boundaries of the physical domain.

2. Generate an initial Delaunay grid which covers all boundary nodes. This
can be either a triangulation of the boundary nodes itself (Fig. ll.14a)
or a surrounding quadrilateral (hexahedron in 3D), which is decomposed
into triangles (tetrahedra) as displayed in Fig. ll.14b.

3. If not already done, insert all boundary nodes into the initial triangulation
using a Delaunay-conforming technique.

4. Build a list of all triangles (tetrahedra) in the grid which violate some size
or quality measure. Order the list to start with the worst element.

5. Place a new point at the circumcentre [45]-[47] (see Fig. 11.15) or at

the Voronoj segment [48], [49] of the first element in the list and locally
retriangulate the grid. Check each new element and add it to the list if
not in accordance with the size/quality measure.

6. If there are still elements in the list, go to step 5.

7. Delete elements outside of the domain and recover the boundaries.

8. Check the grid quality (Subsection 11.2.5). Smooth the grid and/or swap
edges if necessary.
11.2. Unstructured Grids 391

Alternatively, boundary recovery (step 7) can be carried out after the step 3.
As we can see, the core task of the Delaunay-grid generation is the insertion
of a new point into a valid triangulation (steps 3 and 5). Several algorithms
were proposed for this purpose. The most popular approaches are due to Green
and Sibson [50], Bowyer [51], and Watson [52]. We shall describe Watson's
algorithm further below.
In order to accomplish the steps 4 and 5, we have to assess the elements
with respect to some appropriate measure. This can be either the quality of the
element (minimum angle, aspect ratio - see [53], [54]), or the size (volume, edge
length) of the element. The quality of an element can be assessed directly from
its geometry. However, the size measure has to be formulated as a function of
the spatial position within the domain. Several approaches are possible:

9 specification of an analytical function (e.g., size is proportional to distance

from the body);

9 interpolation of size distribution from boundaries using the initial trian-

gulation (see, e.g., [12], Chapter 1, pp. 17-20);

9 interpolation on background grid based on quadtree (octree in 3D) struc-

ture [55]-[59];

9 specification of sources (point, line, etc.) inside the domain (see, e.g., [12],
Chapter 1, pp. 20-22).

Furthermore, the points can be placed with the aid of the advancing-front tech-
nique [34]-[36].

Watson's Algorithm
The point insertion and retriangulation method of Watson consists of the fol-
lowing steps [52]:

1. locate the element which contains the inserted point P (Fig. 11.15).

2. Find all elements whose circumcircle (circumsphere in 3D) is intersected

by point P. This situation is sketched on the left-hand side of Fig. 11.16.

3. Delete all intersected elements from the triangulation.

4. Form new elements by connecting the points on the boundary of the convex
cavity to the point P (right-hand side of Fig. 11.16).

Data structure, which particularly suitable for the algorithm of Watson,

results when we store for each element:

9 indices of the forming nodes;

9 pointers to neighbours which share a common face with the element;

9 circumcentre and radius of the circumcircle (circumsphere).

392 Chapter 11. Principles of Grid Generation

F i g u r e 11.15: Insertion of new node P into valid Delaunay triangulation. The

node is located at the centre of circumcircle.

F i g u r e 11.16: Watson algorithm: deletion of invalid triangles (left) and retri-

angulation of the convex cavity (right).
11.2. Unstructured Grids 393

This data structure allows for an efficient search of intersected elements in the
step 2. We start the search with the neighbours of the element which contains
the inserted point. Then, we proceed to the neighbours of these neighbours
and so on. We stop the search in a particular direction, if the circumcircle
(circumsphere) of the element is not intersected. The geometrical properties
of the Delaunay triangulation make sure that the neighbours of this element
are not intersected. It is also guaranteed that all elements being involved are
localised by this simple strategy [52], [60]. The numerical effort of Watson's
algorithm is of the order of N log(N), where N is the number of grid points.
This results in a very fast grid generation methodology.

Constrained Delaunay Triangulation

The Delaunay triangulation does not automatically take care of prescribed edges
and faces, like those on the boundaries of the physical domain. This is the pur-
pose of the so-called constrained Delaunay triangulation [61]. The restoration
of boundary edges in 2D is sketched in Fig. 11.17. Depending on the situation,
either edge swapping or retriangulation is required. The constrained Delau-
nay triangulation leads in 2D always to a valid grid. However, this cannot be
guaranteed in 3D. The recovery of the boundary discretisation in 3D has to
be conducted in two s t e p s - first for boundary edges and second for bound-
ary faces [41]. In some cases, additional points (so-called Steiner points) have
to be inserted on the boundaries [62]-[64]. Otherwise, the cavity cannot be
re-tetrahedralised. After the boundary edges (and faces) are recovered, the
elements outside of the flow domain can be deleted.

Figure 11.17: Insertion of missing boundary edge: by edge swapping (a); by

deleting intersected triangles and retriangulating the cavity (b). Swapped or
deleted edges are represented by dashed lines, new edges by thick solid lines.
The triangles outside of the domain (dash-dotted line) are removed.
394 Chapter 11. Principles of Grid Generation

11.2.2 Advancing-Front Method

The advancing-front methodology was introduced first by Peraire et al. [65],
[66], and by Lhhner et al. [67] by the end of the 1980's. The individual steps of
this grid generation scheme can be summarised as follows:

1. discretise the boundaries of the physical domain (generate surface grids).

2. Generate a list of edges (faces in 3D) which represent the front. Initially,
these are the boundary edges (faces). Sort the list in the order of increasing
edge (face) size [40]. This strategy helps to generate smoothly varying
elements.

3. Select the first edge (face) of the list and place a new point P0 in the
normal direction above the centre of the front edge (face). The situation
is displayed in Fig. 11.18. The distance d into the domain is governed by
the local values of the size-distribution function (see, e.g., [41]).

4. Define a circle (sphere) with radius r centred at the point P0. The radius
r depends on the local grid size.

5. Determine all points which are located within the circle (sphere).

. If there are no intersected points, generate a new element with the point
P0. Otherwise, order the intersected points with respect to their distance
to P0 (i.e., P1, P2, P3). Form elements with the points and accept the first
one which does not intersect any other element and satisfies given quality
measure(s).

. Delete the current front edge (face) and add the newly formed edges (faces)
to the list. Sort the list again.

8. Continue with step 3 until the list is empty.

9. Check the quality of the grid (see Subsection 11.2.5). Smooth the grid
and/or swap edges if required.

Different stages of the advancing-front process are shown in Fig. ll.19a-d for
an exemplary 2-D configuration.
The distribution of the element size in the domain is mostly governed by the
point density on the boundaries. Additionally, the distance d in step 3 can be
controlled by placing sources of various t y p e - point, line, cylinder, etc. - inside
the domain (see, e.g., [12], Chapter 1, pp. 20-22). The local element size can
be obtained from a background grid based on the quadtree (octree in 3D) data
structure [55]-[59]. Another possibility is to interpolate the sizes by employing
the Delaunay triangulation of the boundary nodes [34]-[36], [68], or to use a
Cartesian background grid [69]. The quadtree (octree) data structure can also
be used to search efficiently for nearby points (step 5) as well as to check for
possible intersections between the elements. A simple test for the intersection
11.2. Unstructured Grids 395

Figure 11.18: Insertion of a new node P0 in the 2-D advancing-front method.

The active edge is denoted by a thick line.

between fronts based on spring analogy was devised in [70] and [3]. A detailed
comparison of different search algorithms can be found, e.g., in [71].
The advantages of the advancing-front method as compared to the Delaunay
triangulation scheme are the implicitly retained boundary discretisation and
the better control over element size and grid smoothness. Furthermore, the
Delaunay approach is less robust (more sensitive to round-off errors) than the
advancing-front method. However, the point searching and intersection checking
algorithms require significant numerical effort. Today, a combination between
the advancing-front and the Delaunay methodology is often employed in CFD,
particularly in 3D [33]-[36], [72].

11.2.3 G e n e r a t i o n of A n i s o t r o p i c Grids
In the preceding Subsections 11.2.1 and 11.2.2, we described two methodolo-
gies for the generation of isotropie triangular or tetrahedral elements. This is
appropriate for the simulation of inviscid flows. However, an accurate solution
of the Reynolds-averaged Navier-Stokes equations requires high spatial resolu-
tion in the direction across boundary layers and wakes. Thus, in the case of
high Reynolds-number flows, isotropic grid would result in an excessively large
number of elements. Clearly, we have to employ anisotropie, high aspect-ratio
elements in the viscous flow regions. Basically, we can utilise quadrilaterals
(hexahedra or prisms in 3D), which allow quite naturally for stretching. This
leads to mixed-element grids which are very popular today (see next subsec-
tion). Of course, it is possible to decompose the hexahedra or prisms in order
to obtain a purely tetrahedral grid. On the other hand, we can generate di-
396 Chapter 11. Principles of Grid Generation

(a) (b)

(c) (d)

Figure 11.19: Different stages of grid generated using the advancing-front

technique. The actual front is represented by a thick solid line.
11.2. Unstructured Grids 397

F i g u r e 11.20: High aspect-ratio elements: obtuse triangle (a), right-angle

triangle (b), and right-angle tetrahedron (c).

rectly stretched triangular (tetrahedral) grids. In any case, the grid generation
scheme should prevent the creation of obtuse triangles (tetrahedra) of the form
sketched in Fig. l l.20a. It was demonstrated in [73] that such elements lead to
an exceedingly high truncation error of the spatial discretisation. Therefore, it
is advised to generate right-angle elements like those displayed in Fig. l l.20b
and 11.20c. However, depending on the type of the control volume, right-angle
elements may also induce discretisation errors [74], [75] (eft Subsection 5.2.3).

Stretched Delaunay triangulation

The generation of stretched triangular (tetrahedral) elements requires the defini-
tion of the magnitude and the direction of the stretching in the physical domain.
Background grid has to be used for this purpose in the case of stretched Delau-
nay triangulation. The same point insertion techniques can be employed as for
the generation of isotropic Delaunay grids. However, the circumcircle (circum-
sphere) criterion is replaced by a condition of empty circumellipse (cirumellip-
soid). The ellipse (ellipsoid) is oriented in the local direction of the stretching
vector and the magnitude of stretching is reflected by the ratio of the axes
[76]-[78].

Advancing-Layers Method
The specification of the stretching vector in the anisotropic Delaunay trian-
gulation is quite involved for geometrically complex domains. Therefore, the
so-called advancing-layers method proposed by Pirzadeh [79], [80], [3], [4] and
others [81], [82], is more widely utilised. The advancing-layers method is similar
398 Chapter 11. Principles of Grid Generation

to the hyperbolic structured grid generation technique (Subsection 11.1.4). It

can also be considered as a modified advancing-front technique.
The generation of stretched triangular (tetrahedral) grids by the advancing-
layers approach proceeds according to the following steps (see Fig. 11.21):

1. triangulate all boundary surfaces.

2. Compute approximate normal vectors at the boundary nodes.

3. Place grid points along the surface normals and form layers of quadrilateral
(prismatic in 3D) elements of increasing thickness.

4. Decompose each quadrilateral (prism) into two triangles (three tetrahe-

dra). The connectivity pattern requires particular attention in 3D.

5. Continue growing each stack of elements until the front intersects either
itself or another front, or until the cell aspect-ratio becomes close to unity.

The rest of the flow domain is then filled with isotropic tetrahedra. Usually,
the advancing-front methodology is employed, which starts from the surface
represented by the last layer of boundary cells. Figure 11.4 shows an example
of a grid generated using the above procedure.
In principle, two options exist for the evaluation of the normal vectors at
the boundary nodes (step 2). First, if the bounding surfaces are described by

(a) (b)

~r

(d)
(c)

F i g u r e 11.21: Steps of the advancing-layer method: computation of boundary

normals (a), generation of a new layer and subdivision of the elements (b),
finished stretched grid (c), generation of isotropic elements in the rest of the
domain (d).
11.2. Unstructured Grids 399

analytical functions like NURBS (Non-Uniform Rational B-Splines) [83], the

normal derivatives are easily calculated. A grid generation method of this type
was described in Ref. [84]. However, care has to be taken at patch interfaces
(e.g., like at trailing edges).
The second, more widespread approach, is to use the surface triangulation.
This can be done quite easily in 2D, where it is sufficient to average the normals
of the boundary edges which join at the particular node. However, such simple
averaging is not appropriate in 3D. The reason is that the boundary node can be
shared by any number of triangular faces. Hence, the normal vector can become
biased depending on the triangulation. The problem is particularly severe at
sharp corners and bends. The necessary condition for an optimal normal vector
is given by the so-called visibility criterion [85], [86]. It states that a point
placed along the normal direction has to be equally visible from all triangular
faces sharing the boundary node. Various procedures based on the visibility
criterion were devised for the construction of the normal vectors. For details
see, e.g., Refs. [85]-[88], [3]. The normal vectors are smoothed, in order to
prevent abrupt changes of the marching direction and crossing of the grid lines.
In general, weighted Laplacian type smoothing is employed [86], [87], i.e.,

(1-w) ~ t~ij
gj l "
_~ -- w ~(o) + E j 1/Ir~j l
ni (11.12)

In above Eq. (11.12), gi and gi (~ denote the new and the initial node-normals,
respectively. Furthermore, gj represents the normal vectors at the adjacent
nodes and Irqj} is the distance between the nodes i and j. The weighting factor
w depends on the surface curvature. It takes small values in concave regions
and large values in convex ones. The smoothing is applied separately for each
layer. A common procedure is to use the initial node-normals for the first few
layers and then to smooth increasingly the normal vector. The reason is that a
boundary orthogonal grid helps to reduce the discretisation error.
The size of the marching step is calculated based on a user-specified thickness
of the first layer and on stretching rate in the normal direction. Hence, for
example, the spacing can be obtained from [3]

Ank - An0 [1 + a(1 + b)k-1] k-1 , (11.13)

where A n k represents the spacing of the k-th layer, An0 is the given first-
layer thickness, and 0.04 < a _< 0.2 and 0 <_ b < 0.07 stand for the stretching
parameters. The marching step Ank can be additionally modified at convex
and concave corners [88]. It is also possible to increase A n k in the direction of
growing boundary layer to keep y+ constant.
Each stage of the advancing-layers algorithm generates in 2D a layer of
quadrilaterals and in 3D a layer of prisms. Whereas the quadrilaterals can be
easily divided into two triangles (along the shortest diagonal), the decomposition
of prisms into three tetrahedra requires some care. The point is that faces
between the prisms have to be divided in the same way. An integer based
400 Chapter 11. Principles of Grid Generation

approach for the consistent decomposition of prisms was suggested in [3]. A

simpler scheme was presented in [89]. A further decomposition methodology
was reported in [90].

Combined Advancing-Normal/Delaunay Method

A further possibility for the generation of stretched triangular (tetrahedral) grids
is offered by a modified advancing-front method (called here advancing-normal
point placement) combined with the Delaunay triangulation. Corresponding ap-
proach was proposed by Mfiller [91] for 2-D grids. Marcum [92], [93] as well
as Sharov and Nakahashi [88] developed 3-D versions of the algorithm. The
procedure starts with the volume triangulation of the boundary nodes. The
triangulation is employed as a background grid. It also serves as an efficient
search structure. The boundaries can be recovered [88], but it is not necessary
at this stage [92], [93]. Next, points are inserted in regions of the stretched
grid using techniques similar to the advancing-layers method. The background
triangulation is utilised for determination of nearby fronts and for intersection
checking. In the last stage, the inflated surface is employed as a new boundary
for the generation of isotropic elements by any standard Delaunay technique.

S t r e t c h e d Surface Grids

In regions, where the flow exhibits a strong directionality, anisotropic grids

can substantially reduce the number of triangular faces and hence volume ele-
ments without impairing the solution accuracy (see Fig. 11.22). For example,
a simulation with RANS does not require high grid resolution in the spanwise
direction of a wing or a blade. The same holds for a fuselage in the axial di-
rection. Savings in the number of surface triangles between factor 2 and 6 were
reported in [94], [95]. However, as demonstrated in Fig. 11.22, it is important
to orient the surface elements properly, particularly in areas of high curvature.
Otherwise, the true surface contour becomes poorly represented and the flow
solution will be falsified. Stretched surface grids can be generated by any of the
above methodologies for anisotropic grids (for a general discussion of surface
grid generation see, e.g., [8], [96]). The stretching ratio and orientation is usu-
ally specified through a line source. Another possibility consists of generating
first an isotropic grid in parametric coordinates. Then, the grid is transformed
into the physical space by using stretching functions.

11.2.4 Mixed-Element/Hybrid Grids

Nowadays, it becomes increasingly popular to discretise the flow domain by
using grids, which consist of different elements (prisms, tetrahedra, pyramids,
etc.). Such grids are referred to as mixed grids or mixed-element grids. Another
idea is to compose the grid of structured and unstructured zones [97]-[104]. In
this case we speak of hybrid grids. It should be noted that some authors use
the term "hybrid grids", but in reality they mean mixed grids. The motivation
11.2. Unstructured Grids 401

F i g u r e 11.22: Unstructured surface grid at leading edge: isotropic with no

specific orientation (top); stretched and oriented in spanwise direction (bottom).

behind the use of either the mixed or the hybrid grids is to employ the best
suitable elements or grid topology in each flow region. The goals are to increase
the accuracy of the simulation and to reduce the computational costs. However,
the constraint is that the generation of such grid has to proceed in largely
automatic way. It has also to be sufficiently fast.
Hybrid grids are relatively seldom employed in practice. The problem is that
two different flow solvers are n e e d e d - one structured and one unstructured,
which have to be coupled. The effort required not only to write, but primarily
to update and to maintain two codes is significant. It is therefore necessary to
develop a special data and program structure. The classical application of hybrid
grids consists of the discretisation of the near-wall regions using structured grids
(hexahedral or possibly semi-structured prismatic grids), which allow for an
easier implementation of higher-order spatial schemes, implicit methods [105],
or multigrid [106], [107]. The rest of the domain is filled with an unstructured
grid, which offers considerable advantages in geometrically complex areas. The
idea of hybrid grids can also be utilised in the case of rotor-stator interaction,
like encountered in turbomachinery. Here, the interface between the structured
grids around the rotor and the stator consists of a slice of unstructured grid
(similar to the idea in [108]). The unstructured grid is re-generated with each
rotor movement. In this way, the accuracy and the conservation properties of
the discretisation scheme are retained across the interface.
402 Chapter 11. Principles of Grid Generation

Mixed grids may offer a larger flexibility than the hybrid grids, especially for
complex geometries. Mixed grids can also be more easily generated and refined.
However, the challenge is to develop data structures and numerical schemes
for the flow solver, which can handle varying element types in a seamless and
efficient way. We discussed some of the associated problems in Chapter 5.
In the following, we briefly present methodologies for the generation of mixed
prismatic/tetrahedral and prismatic/Cartesian grids.

Mixed Prismatic/Tetrahedral Grids

A method for the generation of grids consisting of prismatic elements in the
near-wall region and of tetrahedral elements elsewhere was initially developed
by Nakahashi [109]-[111]. The methodology was further pursued by Kallinderis
[112], [113], and by Connell and Braaten [89]. The generation of the prismatic
cells is conducted using the same techniques as described previously for the
advancing-layer or the advancing-normal approach, respectively. The tetrahedra
are grown directly from the last layer of prisms. In cases where one of the
quadrilateral faces of a prism remained exposed, pyramid is used as transition
element to the tetrahedra.

Mixed Prismatic/Cartesian Grids

Cartesian grids are composed of squares (cubes in 3D), which are aligned with
the Cartesian coordinate axes. Cartesian grids can be generated easily and with
low computational effort even for geometrically complex domains. However, the
weakness of the Cartesian methods is the accuracy of the flow solution at solid
boundaries, which are either curved or not oriented in the Cartesian coordinates.
This problem become especially serious in the case of RANS simulations, where
highly stretched and boundary orthogonal cells are required. Therefore, various
authors, e.g., Melton et al. [114], Karman [115], Smith and Leschziner [116],
Wang et al. [117], Delanaye et al. [118], and Hitzel et al. [119] proposed to insert
body-conforming quadrilaterals (prisms) near wall surfaces. It is possible to
create a continuous interface between the inner layers and the outer Cartesian
grid by using pyramids and tetrahedra as transitional elements. On the other
hand, the grid generation procedure can be simplified by allowing for hanging
nodes and lines. This situation is displayed in Fig. 11.23. If correctly treated,
the interchange of fluxes at the interface can be kept conservative [118], [120].

11.2.5 A s s e s s m e n t and I m p r o v e m e n t of Grid Q u a l i t y

The quality of the grid strongly influences the accuracy of the simulation. This
is particularly true for unstructured grids. We mentioned this problem in var-
ious places of Chapter 5 (e.g., in Subsection 5.3.3 on solution reconstruction).
Therefore, it is important that the resulting grid consists of elements which are
as regular as possible. Furthermore, the cell size (and stretching in viscous re-
gions) should vary smoothly over the domain. Of course, the grid should also
11.2. Unstructured Grids 403

F i g u r e 11.23: Mixed Cartesian/quadrilateral grid near boundary surface.

be fine enough to resolve the relevant flow features.

Figure 11.24 shows the shapes of tetrahedra, which should be avoided in
the grid: obtuse elements (see also Fig. ll.20a), slivers (elements with four
nearly co-planar points), needles and wedges. The only exception are wedge-
like stretched tetrahedra in viscous regions. They can only be avoided by using
prisms. However, since the largest gradient of the flow is in the wall-normal
direction (short side of the wedge), the numerical error is not disturbing.
Beyond the element angles [93], the following parameters can be employed
for tetrahedral grids as quality measures [121], [12] (number means value for an
equilateral tetrahedron):

1. radius of circumscribed sphere / radius of inscribed sphere = 3.0

2. maximum edge length / radius of inscribed sphere = 4.8990

3. radius of circumscribed sphere / maximum edge length = 0.6125

4. maximum edge length / minimum edge length = 1.0

5. (average element edge length)3/volume = 8.4797

6. (volume)4/(sum of areas of all triangular faces) 3 = 4.585E-4.

In order to improve the grid quality, the edge swapping algorithm due to
Lawson [122], [123] can be used. Edge swapping is particularly suitable for
removing sliver elements from the grid [36].
404 Chapter 11. Principles of Grid Generation

(a) obtuse (b) sliver (c) needle (d) wedge

F i g u r e 11.24: Undesirable shapes of tetrahedral elements.

Grid Smoothing
Another technique, which is used quite often in order to improve the grid reg-
ularity, is smoothing. Here, the grid nodes are moved by using an approximate
Laplacian operator
~d NA
~.?+1 __ r-~n_~_~ ~ ( ~j _ ~i), (11.14)
3=1
where NA denotes the number of nodes adjacent to i and w is the relaxation
factor (0.5-1.0 in the interior, 0.25 at points adjacent to the boundaries, 0.0 at
the boundary nodes - cf. Ref. [36]). The relation in nq. (11.14) has to be solved
iteratively. The point Gauss-Seidel scheme was preferred in [35] over the point
Jacobi scheme because of the better control over negative volumes.
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[82] Marchant, M.J.; Weatherill, N.P.: Unstructured Grid Generation for Vis-
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N.P. et al. (eds.), Pineridge Press, 1994, pp. 151-162.
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[83] Piegl, L.; Tiller, W.: The NURBS Book. 2nd edition, Springer, 1997.
[84] Whitmire, J.B.; Dollar, T.W.: Prismatic Grid Generation for NURBS
Bounded Triangulations. AIAA Paper 98-0219, 1998.
[85] Kallinderis, Y.; Ward, S.: Prismatic Grid Generation with an Efficient
Algebraic Method for Aircraft Configurations. AIAA Paper 92-2721, 1992.
[86] Kallinderis, Y.; Ward, S.: Prismatic Grid Generation for 3-D Complex
Geometries. AIAA Journal, 31 (1993), pp. 1850-1856.
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AIAA Journal, 34 (1996), pp. 291-298.
[88] Sharov, D.; Nakahashi, K.: Hybrid Prismatic/Tetrahedral Grid Genera-
tion for Viscous Flow Applications. AIAA Paper 96-2000, 1996; also AIAA
Journal, 36 (1998), pp. 157-162.
[89] Connell, S.D.; Braaten, M.E.: Semistructured Mesh Generation for Three-
Dimensional Navier-Stokes Calculations. AIAA Journal, 33 (1995), pp.
1017-1024.
[90] Dompierre, J.; Labb5, P.; Vallet, M.-G.; Camarero, R.:How to Subdivide
Pyramids, Prisms and Hexahedra into Tetrahedra. Report CERCA R99-
78, 1999; also 8th Int. Meshing Roundtable, Lake Tahoe, CA, 1999.
[91] Miiller, J.D.:Quality Estimates and Stretched Meshes Based on Delaunay
Triangulations. AIAA Journal, 32 (1994), pp. 2372-2379.
[92] Marcum, D.L.: Generation of Unstructured Grids for Viscous Flow Appli-
cations. AIAA Paper 95-0212, 1995.
[93] Marcum, D.L.; Gaither, J.A.: Mixed Element Type Unstructured Grid
Generation for Viscous Flow Applications. AIAA Paper 99-3252, 1999.
[94] McMorris, H.; Kallinderis, Y.: A Combined Octree-Advancing Front
Method for Tetrahedra and Anisotropic Surface Meshes. AIAA Paper 96-
2442, 1996.
[95] McMorris, H.; Kallinderis, Y.:Octree-Advancing Front Method for Gene-
ration of Unstructured Surface and Volume Meshes. AIAA Journal, 35
(1997), pp. 976-984.
[96] Chen, H.; Bishop, J.:Delaunay Triangulation for Curved Surfaces. Proc.
6th Internat. Meshing Roundtable '97, October 13-15, 1997, Park City,
Utah, USA, pp. 115-127.
[97] Nakahashi, K.: FDM-FEM Zonal Approach for Computations of Com-
pressible Viscous Flows. Lecture Notes in Physics, 264 (1986), Springer
Verlag, pp. 494-498.
412 Chapter 11. Principles of Grid Generation

[98] Nakahashi, K.; Obayashi, S.: FDM-FEM Zonal Approach for Viscous
Flow Computations over Multiple Bodies. AIAA Paper 87-0604, 1987.

[99] Nakahashi, K.; Obayashi, S.: Viscous Flow Computations Using a Com-
posite Grid. AIAA Paper 87-1128, 1987.

[100] Weatherill, N.P.: Mixed Structured-Unstructured Meshes for Aerodynamic

Flow Simulations. Aeronautical Journal, 94 (1990), pp. 111-123.

[101] Shaw, J.A.; Georgala, J.M.; Peace, A.J.; Childs, P.N.: The Construc-
tion, Application and Interpretation of Three-Dimensional Hybrid Meshes.
Proc. 3rd Int. Conf. Num. Grid Generation in Comput. Fluid Dynamics
an Related Fields, Barcelona, Spain. Arcilla, A.S. et al. (eds.), North-
Holland, 1991.

[102] Michal, T.; Johnson, J.: A Hybrid Structured/Unstructured Grid Multi-

Block Flow Solver for Distributed Parallel Processing. AIAA Paper 97-
1895, 1997.

[103] Shaw, J.A.; Peace, A.J.: Simulating Three-Dimensional Aeronautical

Flows on Mixed Block-Structured/Semi-Unstructured/Unstructured Grids.
Technical Memorandum 428, Aircraft Research Association, Bedford,
1998.

[104] Blazek, J.: Comparison of Two Conservative Coupling Algorithms for

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[105] Pandya, S.A.; Hafez, M.M.: A Semi-Implicit Finite-Volume Scheme for

the Solution of Euler Equations on 3-D Prismatic Grids. AIAA Paper
93-3431, 1993.

[106] Parthasarathy, V.; Kallinderis, Y.; Nakajima, K.: Hybrid Adaption

Method and Directional Viscous Multigrid with Prismatic Tetrahedral
Meshes. AIAA Paper 95-0670, 1995.

[107] Parthasarathy, V.; Kallinderis, Y.: Directional Viscous Multigrid Using

Adaptive Prismatic Meshes. AIAA Journal, 33 (1995), pp. 69-78.

[108] Kao, K.H.; Liou, M.S.: Direct Replacement of Arbitrary Grid-Overlapping

by Nonstructured Grid. AIAA Paper 95-0346, 1995.

[109] Nakahashi, K.: Computations of Three-Dimensional Navier-Stokes Equa-

tions by Using a Prismatic Mesh. Proc. 6th NAL Symposium on Aircraft
Computational Aerodynamics, Tokyo, Japan, June 1988.

[110] Nakahashi, K.: A Finite-Element Method on Prismatic Elements for the

Three-Dimensional Navier-Stokes Equations. Lecture Notes in Physics,
323 (1989), Springer Verlag, pp. 434-438.
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[111] Nakahashi, K.: Marching Grid Generation for External Viscous Flow
Problems. Trans. Japan Society of Aerospace Sciences, 35 (1992), pp. 88-
102.
[112] Kallinderis, Y.: A New Finite-Volume Navier-Stokes Scheme on Three-
Dimensional Semi-Structured Prismatic Elements. AIAA Paper 92-2697,
1992.
[113] Kallinderis, Y.: Adaptive Hybrid Prismatic/Tetrahedral Grids. Int. J. Nu-
merical Methods in Fluids, 20 (1995), pp. 1023-1037.
[114] Melton, J.E.; Pandya, S.A; Steger, J.L.: 3-D Euler Flow Solutions Using
Unstructured Cartesian and Prismatic Grids. AIAA Paper 93-0331, 1993.

[115] Karman, S.L.: SPLITFLOW: A 3-D Unstructured Cartesian/Prismatic

Grid CFD Code for Complex Geometries. AIAA Paper 95-0343, 1995.

[116] Smith, R.J.; Leschziner, M.A.: Automatic Grid Generation for Complex
Geometries. Aeronautical Journal, 100 (1996), pp. 7-14.

[117] Wang, Z.J.; Hufford, G.S.; Przekwas, A.J.: Adaptive Cartesian/Adaptive

Prism (ACAP) Grid Generation for Complex Geometries. AIAA Paper
97-0860, 1997.
[118] Delanaye, M.; Aftosmis, M.; Berger, M.J.; Liu, Y.; Pulliam, T.H.: Au-
tomatic Hybrid-Cartesian Grid Generation for High-Reynolds Number
Flows around Complex Geometries. AIAA Paper 99-0777, 1999.

[119] Hitzel, S.M.; Tremel, U.; Deister, F.; Rieger, H.: Complex Configuration
Meshing - An Industrial View and Approach. AIAA Paper 2003-4130,
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Equation Calculations. J. Computational Physics, 62 (1986), pp. 472-503.

[121] Parthasarathy, V.N.; Graichen, C.M.; Hathaway, A.F.: A Comparison of

Tetrahedron Quality Measures. Finite Elements in Analysis and Design,
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Aided Geometric Design, 3 (1986), pp. 231-246.
This Page Intentionally Left Blank
Chapter 12

Description of the Source

Codes

The accompanying CD-ROM contains the source codes of several 1-D and 2-D
flow solvers and grid generators. Provided are also input datasets and grids
for various 1-D and 2-D examples of flow cases. Furthermore, there are two
programs for the von Neumann stability analysis of explicit and implicit time-
stepping schemes. Finally, a graphical tool is provided for the visualisation and
printing of the results. In total, the CD-ROM comprises more than 60 MBytes
of source codes and data.
The aim of the software is to demonstrate how to translate the theoretical
principles of the computational fluid dynamics, which were presented in the
previous chapters, into a computer code. The programs should be conceived as
a basis for further experimentation and enhancements. The source codes are
provided under the terms of the GNU General Public License, which means that
they may be freely copied and re-distributed free of charge. See the file LICENSE
in one of the directories for more details.
The source codes of the flow solvers and grid generators are written in stan-
dard FORTRAN-77 language with the exception of REAL*8 statements and
few inline comments (! ...). However, this presents in general no problem to
recent FORTRAN-77 or even FORTRAN-90 compilers. The programs do not
contain any system calls or references to external libraries. The source codes are
kept as simple as possible, but still flexible enough. No a t t e m p t s were made to
optimise for the execution speed or the memory. Where applicable, vectors of
major variables (conservative variables, coordinates, metrics, residuals, etc.) are
dimensioned in the main program main. f and then passed to the subroutines
via parameter lists. The same holds also for the "dummy" vector alum, which is
employed to store temporary variables. This means that the dimensions of the
problem are to be set only in the main program, which has then to be recom-
piled. With a few exceptions, the source codes are organised in such a way that
there is just one subroutine or function per file.

415
416 Chapter 12. Description of the Source Codes

All grid, solution and convergence files are stored in a plain ASCII format.
The convergence and the solution files are written out in a form suitable for
visualisation with the program Vis2D, which is also contained on the CD-ROM.
The format of the convergence and solution files is always the same - there is one
column for each variable. The names of the variables are given in the header.
In the case of the solution files generated by the unstructured flow solver, the
indices of the nodes of each element are stored after the coordinates and the
flow quantities. The first column represents node 1, the second one node 2, etc.
The file format is described in detail in the documentation of Vis2D. Because of
its simple form, the format can be easily adapted for other visualisation tools if
necessary.
The directory structure on the CD-ROM consists of two highest-level direc-
tories m s w i n and unix. Both directories contain the same data, but in the first
case formatted for MS Windows 1, and in the second case for UNIX (also Linux
and Mac OS X). The CD-ROM itself is formatted according to the ISO-9660 file
system with Rock Ridge and Joliet extensions. The format is fully compatible
to UNIX, Linux, Windows and Mac OS X operating systems.
Within either the main mswin or u n i x directory, you will find the following
subdirectories:

9 a n a l y s i s - yon Neumann stability analysis of 1-D model equations

9 graphics- visualisation tool with GUI

9 gridld- 1-D grid generation (Laval nozzle)

9 g r i d 2 d s - 2-D structured grid generation for external and internal flows

9 g r i d 2 d u - conversion of 2-D structured into unstructured triangular grids

9 s t r u c t l d - solution of quasi 1-D Euler equations (nozzle flow); demon-

stration of the multigrid method

9 s t r u c t 2 d - solution of 2-D Euler / Navier-Stokes equations on structured

grids

9 u n s t r 2 d - solution of 2-D Euler / Navier-Stokes equations on unstructured

triangular grids.

The contents of the above subdirectories is further explained in the sections

below. In general, the subdirectory of each simulation code contains a README
file (always in the same place as the sources). It describes the particular files,
how to compile and to run the application, and how the results are stored.
Additionally, the READMEfile explains the meaning of the main variables and of
the input parameters. In the case of the flow solvers (i.e., s t r u c t l d , s t r u c t 2 d
and u n s t r 2 d ) , the READMEfile shows also the call tree. The subdirectory of each
flow solver contains the directory run, where you can find input files, grids,
solutions, and graphics for the various demonstration cases.
1where applicable, names are registered trademarks of their respective owners
12.1. P r o g r a m s for S t a b i l i t y Analysis 417

The last remark concerns the convergence history. The convergence of all
flow solvers provided here is measured as the 2-norm of the difference of the
density variable from two consecutive time steps, i.e.,

[IApI[2 - E ( p ~ + 1 __ p~)2. (12.1)

I=1

The summation is carried out over all N control volumes. It is convenient to

normalise the convergence measure in Eq. (12.1) with its value from the first
iteration. The programs store the normalised convergence history directly in
logarithmic scale.

12.1 Programs for Stability Analysis

The directory mswin\analysis or unix/analysis contains two programs for
the von Neumann stability analysis (Section 10.3) of linear 1-D model equa-
tions. The first program computes the Fourier symbol and the magnitude of
the amplification factor for the explicit multistage time-stepping scheme (Sub-
section 6.1.1) and the hybrid scheme (Subsection 6.1.2). The source code is
provided in the subdirectory restage. The second program analyses the damp-
ing properties of a general implicit scheme (Section 6.2). It is contained in the
subdirectory i m p l i c i t . Both programs can deal with either the 1-D convection
or the 1-D convection-diffusion model equation (Subsections 10.3.2 and 10.3.3).
The spatial discretisation can be conducted either by the central scheme with ar-
tificial dissipation, by the lst-order upwind, or by the 2nd-order upwind scheme,
respectively. The same schemes can be also applied to the implicit operator.
In the case of the explicit scheme, the effect of the (central or upwind) implicit
residual smoothing (Section 9.3) can be investigated as well.

12.2 Structured 1-D Grid Generator

The directory m s w i n \ g r i d l d or u n i x / g r i d l d contains a program for the gener-
ation of 1-D structured grids. Each grid node is associated with a certain area.
The area distribution along the x-axis corresponds to the Laval nozzle. The
area of the nozzle is evaluated using the relation

A ( x ) - 1 + ~I(A 1 --
1 ) { 1 + cos for O <_ x <_ x t ~
Xthr
(12.2)
l(A2-
A ( x ) - 1 + -~ 1){ 1 - cos
1 -
-

Xthr
for X t h r < X ~ 1,

where X t h r denotes the location of the throat. The length of the nozzle is
supposed to be one. Furthermore, in Eq. (12.2) A1 represents the inlet area and
A2 the outlet area (see the sketch in Fig. 12.1). The area of the throat results
418 Chapter 12. Description of the Source Codes

A2
A1
A i+1/2
flow

ib2 imax

control
volume

F i g u r e 12.1: Grid and control volume for the 1-D Euler solver; points i = 1
and i = imax are dummy points.

from Eq. (12.2) to A* ( x = Xthr) = 1. The grid generated by this program serves
as an input to the quasi 1-D Euler solver from Section 12.5.

12.3 Structured 2-D Grid Generators

The directory mswin\grid2ds or unix/grid2ds contains three programs for
the generation of 2-D structured grids for external and internal flows. The first
program, which source code is provided in the subdirectory cgrid, generates a
C-type grid (see Subsection II.I.I) around an airfoil. An example can be seen
in Fig. 11.6. The initialgrid is generated algebraically by using the linear TFI
method Eq. (11.5). Afterwards, ellipticPDE's (Subsection 11.1.3) are employed
to produce boundary-orthogonal grid with specified wall spacing. The airfoil
contour is approximated by a B4zier sp|ine (see Refs. [I],[2] for an introduction
to B4zier splines).
The second program is intended for the generation of an algebraic grid inside
a channel with circular bump. The source code can be found in the subdirectory
channel.
The next program, which is located in the subdirectory hgrid, generates an
H-type grid (Subsection Ii.I.I) for a cascade. An example of grid created by
the program is presented in Fig. 11.8. The linear TFI technique (Eq. (11.5)) for
algebraic grid generation is employed in this case. The contour of the blade is
described again by a B~zier spline.
The programs c g r i d and h g r i d rely on the library provided in the subdirec-
tory srccom. The library contains routines for spline interpolation, linear TFI,
12.4. Structured to Unstructured Grid Converter 419

elliptic grid generation and grid stretching.

12.4 S t r u c t u r e d to U n s t r u c t u r e d Grid
Converter
The directory mswin\grid2du or unix/grid2du contains a program for the con-
version of 2-D structured grids into unstructured triangular grids. The program
divides each quadrilateral of the structured grid into two triangles by connecting
the diagonal nodes with the shortest distance. The triangulated grids can be
used as an input for the unstructured flow solver in Section 12.7.

12.5 Quasi 1-D Euler Solver

The directory m s w i n \ s t r u c t l d or u n i x / s t r u c t l d contains a program for the
solution of quasi 1-D Euler equations. The equations govern the inviscid flow in
a nozzle or a tube. They can be written in conservative, differential form as [3]

ow
0---t- + - ~ x -- (~" (12.3)

The vectors of conservative variables, convective fluxes, and the source term
read

I~- puA
pEA
1 [ uA] [0]
, ff~- (pu 2 + p ) A
pHuA
, Q,- pdA/dx
0
, (12.4)

where A denotes the nozzle area. The total enthalpy H is given by the formula
(2.12), and the pressure results according to Eq. (2.29) from

p-(7-1)p (E-~) . (12.5)

The governing equations (12.3) are discretised on a structured grid using

the dual control-volume methodology. A sketch of the grid and of the control
volume is displayed in Fig. 12.1. Three different schemes are employed for the
spatial discretisation:

9 Central scheme with scalar artificial dissipation (Subsection 4.3.1)

9 CUSP flux-vector splitting scheme (Subsection 4.3.2)

9 Roe's flux-difference splitting scheme (subsection 4.3.3).

The discretised equations are advanced in time using the explicit multistage
scheme (Subsection 6.1.1 or 6.1.2). The program uses local time-stepping (Sec-
tion 9.1) and the central implicit residual smoothing technique (Subsection
420 Chapter 12. Description of the Source Codes

9.3.1) for convergence acceleration. The source code can be found in the subdi-
rectory src, the input files and the results in the subdirectory run.
A second version of the flow solver employs the multigrid method from Sec-
tion 9.4 for convergence acceleration. The spatial and temporal discretisation
schemes are otherwise the same as above. The multigrid scheme uses the FAS
formulation for the solution on coarse grids and FMG to initiate the flow on the
finest grid. The source code is contained in the subdirectory srcmg, exemplary
input files can be found in the subdirectory runmg.
The boundary conditions at the inlet and the outlet are implemented in
characteristic variables as presented in Section 8.4. The concept of dummy
points, described in Section 8.1, is utilised for this purpose (see Fig. 12.1).

12.6 Structured 2-D Euler/Navier-Stokes Solver

The directory m s w i n \ s t r u c t 2 d or u n i x / s t r u c t 2 d contains a program for the so-
lution of 2-D Euler and Navier-Stokes equations on structured body-fitted grids.
The spatial discretisation is based on the cell-centred finite-volume approach de-
scribed in Subsection 4.2.1. It employs the central discretisation scheme with
scalar artificial dissipation (Subsection 4.3.1), as well as Roe's upwind scheme
presented in Subsection 4.3.3. The governing equations are integrated in time
using an explicit multistage scheme (Subsection 6.1.1 or 6.1.2), accelerated by
local time-stepping (Section 9.1) and the central implicit residual smoothing
(Subsection 9.3.1). The gradients of the velocity components and of the tem-
perature are computed using the dual control-volume approach described in
Subsection 4.4.1. In order to keep the code easy to understand, no turbulence
model is implemented. The source code of the flow solver is provided in the
subdirectory src.
The program utilises the concept of dummy cells (Section 8.1) for the treat-
ment of the boundary conditions. Two layers of dummy cells are employed. A
sketch of the grid in the computational domain is displayed in Fig. 12.2 (cf.
Fig. 8.1). The program can deal only with single-block grids. However, it is
very flexible with respect to the specification and the type of the boundary
conditions. The following eight boundary types are provided:

9 Coordinate cut

9 Farfield (optionally with vortex correction)

9 Inflow

9 Outflow

9 Injection

9 Line periodic

9 Solid wall
12.7. Unstructured 2-D Euler/Navier-Stokes Solver 421

9 Symmetry.

The implementation of the above boundary conditions closely follows the dis-
cussion in Chapter 8.
The four boundaries in the computational space can be divided into an
arbitrary number of segments. Each of the segments can be associated with a
different boundary condition. This approach is quite similar to the description
of block interfaces presented in Section 8.9. In fact, the program could be
relatively easily extended to multiblock grids. Definitions of the segments are
stored separately from the grid in the topology file (extension . top).
The definition of the face vectors SI and SJ (i.e., g . AS) employed in the
solver can be seen in Fig. 12.3. The face vectors are associated with the left and
the bottom face of the control volume VOL(I,J) (corresponds to fti,j). They
point outwards of the control volume. The face vectors of the remaining two
sides of the control volume are obtained as - S I ( I + l , J ) and - S J ( I , J + I ) . In
this way, we have to store only two face vectors for each control volume.

12.7 Unstructured 2-D Euler/Navier-Stokes

Solver
The directory mswin\unstr2d or unix/unstr2d contains a program for the solu-
tion of 2-D Euler and Navier-Stokes equations on unstructured triangular grids.
The median-dual cell-vertex scheme described in Subsection 5.2.2 is utilised for
the spatial discretisation. The computation of the convective and viscous fluxes,
as well as of the gradients employs an edge-based data structure. The source
code can be found in the subdirectory src.
The convective fluxes are evaluated according to Roe's flux-difference split-
ting scheme (Subsection 4.3.3 and 5.3.2. The solution at the faces of the control
volume is obtained by piecewise linear reconstruction of the left and right states
as given by Eq. (5.42). The gradients of the flow variables are computed with
the Green-Gauss approach (Eqs. (5.49), (5.50)). The reconstructed solution
is limited using Venkatakrishnan's limiter described in Subsection 5.3.5 (Eq.
(5.67)). The gradients at the faces of the control volume, which are required for
the evaluation of the viscous fluxes, are obtained by the methodology presented
in Subsection 5.4.2. The discretised governing equations are integrated in time
using the explicit multistage scheme (Subsection 6.1.1 or 6.1.2), enhanced by
local time-stepping (Section 9.1) and the central implicit residual smoothing
(Subsection 9.3.2).
The same boundary conditions as described previously for the structured
flow solver (except the injection and the coordinate cut) are included. The data
structure is such that each boundary face could have a different boundary con-
dition. The implementation of the farfield, inlet and outlet boundary conditions
employs the concept of dummy nodes (with one layer). All logical data related
to the boundary conditions is stored together with the grid coordinates and the
node indices in one file (extension .ugr).
422 Chapter 12. Description of the Source Codes

|
. . . . . r . . . . . i. . . . .

JM
JL . . . . ...i . . . . . .i

J2 . . . . 9...i . . . . . 4
!
!

|
|
|
. . . . . 1" . . . .
i

| i
|
| |
!
_ ...i . . . . . . . . .J . . . . . .i
- - - i- i i
i i i
i ! !
. . . . --.i . . . . .
| | |

| | |
- - "l . . . . --i . . . . . 1
i i i I I I i i i i
i i i I I i i i
. . . . . ~. . . . . -~ . . . . . L . . . . 2 . . . .
i i i / . . . . . . . 1. . . . . •i - - !| |
i i i i | ! | i | |
i i i i ! | ! ! !
i i i i i i i i |

0 1 2 Q 12 IL IM

Figure 12.2: Grid in the computational space for the structured 2-D Euler/
Navier-Stokes solver. There are two layers of dummy cells at each boundary
(dashed line). Numbers in circles denote the sides of the computational domain.

i,j+l i+l,j+l

I,J / I+l,J
SI(I,J) I I

VOL(I,J)

i,j I I / i+l,j

SJ(I,J)

F i g u r e 12.3: Control volume and face vectors for the structured 2-D Euler/
Navier-Stokes solver. Indices (I, J) denote the cell, indices (i, j) represent the
grid node.
12.8. Visualisation Tool 423

12.8 Visualisation Tool

All results of the flow solvers, grid generators and of the stability analysis can
be graphically postprocessed using the Vis2D software, which can be found in
the directory msw•177 or u n i x / g r a p h i c s . The visualisation tool is
controlled via a self-explanatory Graphical User Interface (GUI). It enables the
display of x-y-diagrams like of the Mach-number distribution in Fig. 12.4. As
demonstrated in Fig. 12.5, a second y-axis can be utilised, for example, to
render the convergence data. Vis2D also allows the user to plot structured
and unstructured (triangular) grids (Fig. 12.6). Furthermore, contour lines can
be displayed in various forms, for example flooded as in Fig. 12.7. It is also
possible to plot vector variables, as it is shown in Fig. 12.8 for the velocity
field. The number of variables in Vis2D is free, as it is the number of zones
(i.e., the number of curves and grids). Individual zones can be switched on or
off, translated, and also animated (particularly interesting for unsteady flows).
Values of the displayed variables can be probed in various ways. More about
the capabilities, the use and about the file format of Vis2D can be found in the
subdirectory doc.
The source code of Vis2D is located in the subdirectory src. It is written in
ANSI C and uses the Motif (R) widget set together with the X Window System
( X l l ) for the GUI. Both libraries are standard on UNIX systems. X l l is also
the standard graphics library on Linux, and Motif is normally included with the
distribution. Otherwise, it can be downloaded for free 2. If you intend to compile
Vis2D for Mac OS X, you will have to install the X l l SDK from Developer Tools
CD first, and then also to download and install Motif. Alternatively, compiled
versions of Vis2D for Linux and Mac OS X are provided in the subdirectory
bin. They are already statically linked with the libraries, so that only the X l l
system needs to be installed and running. The installation on MS Windows
requires an X l l emulation 3 together with the Motif library.

Bibliography
[1] Farin, G.E.: Curves and Surfaces for Computer Aided Geometric Design -
A Practical Guide. 3rd ed., Academic Press, Boston, 1993.

[2] Hoschek, J., Lasser, D.: Fundamentals of Computer Aided Geometric De-
sign. Wellesley, A.K. Peters Ltd., MA, 1993.

[3] Shapiro, A.H.: The Dynamics and Thermodynamics of Compressible Fluid

Flow. Ronald Press, New York, 1953.

2http://www.opengroup.org/openmotif/downloads.html or http://www.motifzone.net
3see, e.g., http://cygwin.com
424 Chapter 12. Description of the Source Codes

F i g u r e 12.4: Rendering of the Mach-number distribution over an airfoil (ori-

ented in the x-direction) in Vis2D.

F i g u r e 12.5: Demonstration of the use of second y-axis in Vis2D for the display
of convergence data.
Bibliography 425

Figure 12.6: Example of an unstructured triangular grid rendered by Vis2D.

Figure 12.7: Mach-number distribution around an airfoil plotted as iso-

contours by Vis2D.
426 Chapter 12. Description of the Source Codes

Figure 12.8: Vis2D window showing Mach-number contours overlaid by veloc-

ity vectors.
Appendix A

A.1 Governing Equations in Differential Form

Supposed the convective and viscous fluxes are continuous, the governing equa-
tions (2.19) can be transformed from integral to differential form by first apply-
ing Gauss's theorem. This leads to

:11,

where Fc and Fv denote the tensors of the convective and viscous fluxes, re-
spectively. Equation (A.1) can then be written for an arbitrary control volume
ft in the differential form as

OW (~c ) Q :A.2)
Ot + V " -F~ - .
In order to account for arbitrary body-fitted grids, we introduce a mapping
function between the Cartesian (x, y, z) and a curvilinear (~, 7, r coordinate
system (el. Fig. 3.2)

~=~(x,y,z,t)
v=v(z,y,z,t) (A.3)
r =r
With this, the differential form of the three-dimensional Navier-Stokes equations
(A.2) transforms into

(~W* OFc 1 (~Fc 2 0Fc,3 OqFv,1 O f v 2 OFv 3 (~.

0----7 + 0~' + 077' + 0--~= 0---~ + Ori' + 0r + " (A.4)
The vector of the conservative variables is now given by

P
pu
~ , _ j-1 pv . (A.5)
pw
pE

427
428 Appendix A. Appendix

The vectors of the convective fluxes follow from the relationships

pV1 p 89
pVlu + ~ p pV2u + ~TxP
gc,1 - - j-1 pV1 v + ~yp , Fc,2 - j-1 pV2v + ~TyP ,
pV1 w + ~zP pV2w + 71zp
pV1H pV2H
(A.6)
p 89
pV3u + r
Pc,3 -- J - 1 p V3v + 6,p ,
pV3w + (zP
pV3H

and the vectors of the viscous fluxes are defined as

0

Fv,1 = j - 1 G ~ + ~y~yy + Gryz ,

G ~-z~+ ~rz~ + G T-z~

0
TIx Txx -~ T]y Txy -71-TIz Tx z
Fv,2 - j - 1 ~lx'ryx + ~TyTyy + 71zTyz , (A.7)
?']x T"zx --1- ?']y T"zy --[- ~ z T z z
?']xOx + T l y O y "1- T I z ~ z

0
r + Cy~~, + r
Fv,3-- j - 1

Finally, the source term transforms to

0
pf~,x
(~, j-1 flfe,y 9 (A.8)
Pf~,z

where fe represents the vector of the external body forces.

The contravariant velocities in the ~, 7/, ~ coordinate directions for a station-
ary grid are given by the formulae

yl = ~ u + ~,V + ~zW
I12 = ~7~u + 7?yv + ~?zW (A.9)
v3=C~u + 6 v + r
A.1. Governing Equations in Differential Form 429

The components of the viscous stress tensor and of the thermal fluxes read

Ov

- 2U-S;z + A ( + + )
(OuO )

(A.10)

7-vz-hv-# -~z+

OT
(~x -- UTxx @ VTxy -Jr- WTxz -~- k
Ox
OT
Oy -- u'ryx + W-yv + wZyz + k Oy

OT
O z - UWzx + v%~ + Wrzz + k 0--~"

In the above Eq. (A.10), k stands for the thermal conductivity coefficient, # for
the coefficient of the dynamic viscosity, and A denotes the second viscosity co-
efficient (A = - ( 2 / 3 ) # according to Stokes's hypothesis). The diffusive thermal
fluxes can also be written in the following modified form

OT # Oc2
Ox ( 3 ' - 1)Pr Ox

OT # Oc2
k O--y = ( ~ / - 1)Pr Oy (A.11)

k O T __ # Oc2
Oz ( ~ / - 1)Pr Oz

with c representing the speed of sound and P r the Prandtl number. The deriva-
tives of the velocity components u, v, w and the temperature T in Cartesian
coordinates x, y, z can be expressed with the aid of the chain rule as derivatives
of ~, r/and ~. For example,

Ou Ou Ou Ou

(A.12)
Ou On Ou Ou
etc.
430 Appendix A. Appendix

The inverse of the determinant of the coordinate transformation Jacobian

0(~, r], ~)/O(x, y, z) is defined as
j-l__ Ox Oy Oz Ox Oy Oz Ox Oy Oz
0~ 0~ 0r o~o~ o~ or o~ o~
(A.13)
Ox Oy Oz Ox Oy Oz Ox Oy Oz
o~ or o~
Finally, the metric terms are specified through the relations
Oy Oz Oy Oz )
~x-J Or]O~ O~Or]
( Oz Ox Oz Ox)
~Y - J Or] O~ Or Or]
( Ox Oy Ox Oy)

( OyOz OyOz)
r]z- J 0r 0~ 0~ 0r
(o o ozox) (A.14)

r]z- J
(oxo o o )
0~ 0~ 0~ 0~
( Oy Oz Oz Oy)
~x - J O~ Or] 0~ 077
( Oz Ox Ox Oz)
~Y = J O~ Or] O~ Or]
( Ox Oy Oy Ox )
r - J O~ Or] O~ Or] "

It is important to see how the above metric terms from Eqs. (A.13), (A.14)
are related to geometrical quantities like the volume or the face vectors. Let us
for this purpose consider a 2-D structured grid, as it is sketched in Fig. A.1. We
want further assume that the ~-coordinate corresponds to the/-direction, and
the r]-coordinate to the j-direction, respectively. Then, the derivatives of the
Cartesian coordinates with respect to the curvilinear coordinates in Eq. (A.14)
can be approximated at point (i, j) as
1
[(Xi,j "-~ Xi+l,j) - (Xi,j -Jr-Xi-l,j)]
__-- 1 ( X i + l , j -- X i - - l , j )
(i + 1 / 2 ) - ( i - 1/2) 2
(A.15)
12 [(Yi,j --~ Yi+l,j) --(Yi,j "-~ Yi-l,j)] --_1 (Yi+l,j -- Yi-l,j)
(i + 1 / 2 ) - ( i - 1/2) 2
A.1. Governing Equations in Differential Form 431

F i g u r e A . I : Geometrical representation of the metric terms in two dimensions.

and
1
[(Xi,j "-~ Xi,j+l ) - (Xi,j -t- Xi,j-1)]
_ 1 (xi,j+l - xi,j-1)
(j + 1/2) - ( j - 1/2) 2
(A.16)
1
Oy
_- ! (y ,j _
(j + 1/2) - ( j - 1/2) 2

Thus, using the above approximations of Eqs. (A.15) and (A.16), the formulae
in Eq. (A.14) become
Oy
~x- J ' - ~ ' ~ J S I

Ox

(A.17)
Oy

Ox
~?y -- J - ~ ,~ J S J ,

where ~I _ [S~ ' SI] y T denotes the average face vector in/-direction, and SJ -

( S Jx, Syg ) T the vector in j-direction, respectively (cf. Fig. A.1). The relationships
in Eq. (A.17) can also be expressed in the form
r
~J _ j - 1 | r/x
(A.18)
~ 1' LUy
432 Appendix A. Appendix

From the above we can see that the metric terms correspond to the components
of the face vectors in the finite volume scheme, divided by the determinant of
the coordinate transformation Jacobian J.
The question is now, what is the geometrical interpretation of j - l ? Using
Eq. (A. 13) which reads in two dimensions as

j - 1 = Ox Oy Ox Oy (A.19)
o~ o,7 orion'
and inserting the expressions Eq. (A.17) for the metric terms into Eq. (A.19),
it can be shown that
j-1 =2f~- 1~,. (A.20)

The volumes ft and f~* (with constant depth b=l) are displayed in Fig. A.1.
They are defined by the points (i+1/2, j), (i, j + l / 2 ) , (i-1/2, j), (i, j - l / 2 ) in the
case of f~, and by the grid nodes (i, j-l), (i+1, j), (i, j + l ) , (i-1, j) in the case
of ft*, respectively. It should be noted that on a rectangular grid j - 1 equals to
the dual control volume which was presented in Subsection 4.2.3.
The same derivations for the metric terms as above can be conducted in three
dimensions. The results are shown in Fig. A.2. The inverse of the determinant
of the transformation Jacobian ( j - i ) equals to twice the volume defined by the
grid nodes (i, j, k-l/2), (i+1/2, j, k), (i, j, k + l / 2 ) , (i-1/2, j, k), (i, j-l/2, k),
and (i, j + l / 2 , k). On a rectangular grid, this again corresponds exactly to the
dual control volume of Subsection 4.2.3.

F i g u r e A.2: Geometrical representation of the metric terms in three dimen-

sions.
A.2. Quasilinear Form of the Euler Equations 433

A.2 Quasilinear Form of the Euler Equations

This particular form is instructive in understanding the mathematical properties
of the governing equations. It is also useful in the development and analysis of
numerical schemes.
The quasilinear form is derived from the governing equations in differential
formulation (A.4). We will consider here only the Euler equations, i.e.,

OW* OFc 1 OFc 2 OFc,3

O----~ + 0{' + 0 7 / + 0---~- - = 0 ' (1.21)

where I/V* - J - 1 I ~ and the convective fluxes ffc,1/2/a are defined in Eq. (A.6).
The linearisation replaces the spatial derivatives of the fluxes by derivatives of
the conservative variables. For example,

OFc,1 OFc,10W
: (A.22)

The effect is that the spatial derivatives are now linear functions of the conserved
variables. Using the definition of the convective flux Jacobian from Eq. (A.65),
we obtain the quasilinear form of the Euler equations

j - 10W 0W 0W (~W
- - ~ -+-Ac, l - ~ -~-A c , 2 ~ -+-Ac,3W - 0. (A.23)

The Jacobian A~,~ is given by the formula (A.68) (or Eq. (A.66) in 2D) with
(n~, ny, n~) replaced by J - ~ ( ~ , ~y, ~z). The convective flux Jacobians Ac,2 and
A~,3 are defined in a similar way with derivatives of 7/and (, respectively. The
eigenvalues of the Jacobians determine the speed and the direction of propaga-
tion of waves (with convective and acoustic modes) through the flow domain.
Therefore, the eigenvalues determine the time step of explicit time-stepping
schemes. The eigenvalues and eigenvectors of the Jacobians also play an impor-
tant role in upwind spatial discretisation schemes, where the stencil is biased in
the direction of the wave propagation.
434 Appendix A. Appendix

A.3 M a t h e m a t i c a l Character of the Governing

Equations
The mathematical character of the partial differential equations (PDE's) is best
explained through the classical example of the quasi-linear second-order equa-
tion
02U 02U 02U
a + b OxOy + - d, (A.24)
where U represents a general scalar function. The coefficients a, b, c and d may
be non-linear functions of the coordinates, of U and of its first derivatives, but
not of the second derivatives of U. Depending on the sign of the discriminant
function (b2 - 4 a c ) , three different classes of PDE's can be defined [1], [2].
Namely, if the discriminant is positive the equation is said to be hyperbolic,
whereas if (b2 - 4ac) < 0 it becomes elliptic. Finally, if (b2 - 4ac) is zero the
PDE is denoted as parabolic.
The Navier-Stokes equations cannot be characterised in such an easy way.
In fact, they are in general a mixture of all three classes, depending on the
flow conditions and on the geometry of the problem. Nevertheless, it is worth-
while to illustrate the physical behaviour of hyperbolic, parabolic and elliptic
PDE's which must be considered for proper mathematical formulation of solu-
tion methods in fluid dynamics.

A.3.1 Hyperbolic Equations

If the Equation (A.24) is of hyperbolic type, it has two real characteristics. The
situation is sketched in Fig. A.3. It is known from the theory that the informa-
tion at point P influences only the region between the advancing characteristics.
On the other hand, point P receives information only from the part of the do-
main between the characteristics AP and B P. Furthermore, the solution at
point P depends only on that part of the boundary which is intercepted by and
included within the two characteristic lines through point P, i.e., the interval
AB. For example, point P obtains no information from point C, since P is
not enclosed within the characteristics propagating from C. Therefore, we need
to specify conditions at only one part of the boundary in order to determine
the solution in a given region. Hence, the hyperbolic equations represent an
initial-value problem.
In fluid dynamics, the following are examples of flows which are governed by
hyperbolic partial differential equations:
1. Steady, inviscid supersonic flow:
If the flow is two-dimensional, the behaviour is like that already discussed
above. For a 3-D flow, there are characteristic surfaces in the (x, y, z)
space. The point P influences then the volume enclosed within the ad-
vancing (downstream) characteristic surface. The characteristic surface
corresponds to the Mach cone in the case of the linearised potential equa-
tion.
A.3. Mathematical Character of the Governing Equations 435

F i g u r e A.3: Domain of dependence and influence of a hyperbolic PDE with

two characteristics per point [3].

F i g u r e A.4: Domain of influence of a parabolic PDE [3].

436 Appendix A. Appendix

2. Unsteady flow:
The governing equations are in this case hyperbolic in time. Of course,
the equations can be of different type in space. Hence, it then does not
matter whether the flow is locally subsonic or supersonic. Because of the
(partial) hyperbolic nature, it is necessary to specify an initial solution
which is then advanced in time.

A.3.2 Parabolic Equations

In this case, Equation (A.24) has only one real characteristic. Fig. A.4 shows
the characteristic together with the domain of influence. For parabolic equa-
tions, information at point P influences the entire region on one side of the
characteristic (BP in the sketch) and hence also the points C and D. On the
other hand, the solution at point A is completely independent of that at point
P. Hence, the information is transfered in one direction only, like for hyperbolic
PDE's. Furthermore, as we can see from Fig. A.4, for example the solution at
point D depends on conditions along the whole characteristic BP as well as on
those prescribed at the boundary segment BC. Thus, the parabolic equations
represent a mixed initial- and boundary-value problem.
One particular form of the simplified governing equations, namely the so-
called Parabolised Navier-Stokes (PNS) equations (see Subsection 2.4.3) exhibit
the described parabolic-type behaviour. In this case, the viscous stress terms
involving the derivatives with respect to the streamwise direction are ignored in
the governing equations. The solution of the PNS equations is started from some
prescribed (initial) data at the inlet boundary. The simulation then proceeds
by marching downstream. Each streamwise station represents a plane (line in
2-D) which is perpendicular to the main flow direction and which is coupled in
an explicit way to one or two upstream planes. In each plane, the equations
have to be solved iteratively.
A further simplification of the Navier-Stokes equations for the case of high
Reynolds numbers leads to the well-known boundary layer equations. These
are also of parabolic type and they can be solved by a similar explicit space-
marching procedure.

A.3.3 Elliptic Equations

Finally, if Eq. (A.24) is of elliptic type, it has two complex characteristics.
It is known from the theory that the information at some point P influences
all other regions of the domain. On the other hand, the solution at point P
depends on the whole surrounding domain. The situation is sketched in Fig.
A.5. This implies that the solution at point P is influenced by the entire closed
boundary (A, B, C). Therefore, the elliptic PDE's represent a boundary-value
problem, where the solution at point P must be carried out simultaneously
with the solution at all other points in the domain. This is in strong contrast
to the space or time marching procedures applied to parabolic and hyperbolic
equations. In terms of Fig. A.5, boundary conditions must be prescribed over
A.3. Mathematical Character of the Governing Equations 437

P depending on and influencing the whole region

F i g u r e A.5: Domain of influence and dependence of an elliptic PDE [3].

the entire boundary (A, B, C). The boundary conditions can assume one of the
two following forms:

1. Specification of the d e p e n d e n t variables along the boundary. This type

of boundary condition is called the Dirichlet condition.

2. Specification of the derivatives of the dependent variables along the

boundary. This type of boundary condition is named the Neumann con-
dition.

In fluid dynamics, the steady subsonic/incompressible inviscid flow is for

example governed by elliptic equations. Hence, for such flows physical bound-
ary conditions must be applied to a surface which completely surrounds the
simulated flow field.
438 Appendix A. Appendix

A.4 Navier-Stokes Equations in Rotating Frame

of Reference
In some instances, for example in turbomachinery applications, for propellers or
in geophysics, the computational domain is steadily rotating about some axis.
In such case, it is convenient to transform the Navier-Stokes equations into a
rotating frame of reference. Let us consider the situation which is depicted in
Fig. A.6. Here, a point P rotates with the constant angular velocity ~ around a
fixed axis. For the sake of simplicity, we assume that the rotation axis coincides
with the x-coordinate axis. Thus, the angular velocity has the components
- [wl, 0, 0] T. The absolute velocity Va results from the sum of the relative
velocity vr and the entrainment velocity ~Ye,i.e.,
Va -v-'~ + ge - g r + 5 • ~'. (A.25)

If we re-write the Navier-Stokes equations (2.19) in the relative frame of

reference, we have to account for the effects due to the Coriolis force as well as
due to the centrifugal force. The Coriolis force per unit mass is defined as

fco~ - - 2 (~ x g~). (A.26)

The centrifugal force per unit mass is given by

Len -- --~ X (~ X r-~ --5d21 ~n, (A.27)

where ~'n denotes the position vector perpendicular to the rotation axis. In con-
sequence, the source term Q in Eq. (2.25) has to be extended by the sum of the
Coriolis and the centrifugal forces for the momentum equations. Furthermore,
the energy equation has to be modified because of the centrifugal force (the
Coriolis force does not contribute to the energy balance). Only the continuity
equation remains unchanged since the mass balance is invariant to a system
rotation. Hence, the Navier-Stokes equations formulated in a relative frame of
reference, which rotates with constant angular velocity about the x-axis, reads

The vector of the conservativevariables W consistsof the following components

P
pu
I~- pv , (A.29)
pw
pE
where p, u, v, w, E denote the density, the Cartesian velocity components in the
relative frame, and the relative total energy per unit mass, respectively. The
relative total energy is given by
E c -4- [Vr [2 I?~e12 ?~2 ~_ v 2 ~_ w 2 ~d2 1rn 12
- = e + - (A.30)
2 2 2 2
A.4. Navier-Stokes Equations in Rotating Frame of Reference 439

Vr relative (rotating)
flame of reference

rn .1/.I "/~
absolute flame
of reference 1~otational
r axis

t
.I
.i
./
1
t
./

Y ~ I / / x

F i g u r e A.6: Absolute and rotating frame of reference. The rotational axis

coincides with the x-axis.

with [~'n[2 - y2 + z 2. The vector of the convective fluxes Fc is defined as

pV
puV + nzp
Fc - pvV + nyp (A.31)
pwV + nzp
pIV

with p being the static pressure, and nx, ny, nz representing the components
of the outward pointing unit normal vector of the surface 0~, respectively.
Furthermore,

I -h~ =H- I nl
2 2 2
(A.32)

V ~ TtxU -~- TtyV -~ ? l z W ,

where I stands for the rothalpy, H for the relative total enthalpy, and V for the
contravariant velocity, respectively. The rothalpy represents the total energy
content in a steadily rotating frame of reference.
The vector of the viscous fluxes Fv retains the same form as presented in
Eq. (2.23). Also the components of the viscous stress tensor remain formally
as given by Eq. (2.15). However, the source term Q is extended by the Coriolis
440 Appendix A. Appendix

and the centrifugal force to

0
Pf~,x
(~- peal (yea1 + 2W) -/- Pfe,y (A.33)
p Wl (Z Wl -- 2V) -~- Pfe,z
+ Oh

with Pfe being the body force per unit volume (in addition to Coriolis and
centrifugal forces), and qh being the time rate of heat transfer per unit mass,
respectively.
The transformed governing equations (A.28) are closed using thermodynamic
relations between the state variables. In the case of a perfect gas, the pressure
is computed from the formula

u2 + v2 + w2 - w 2 I~nl2] (A.34)
p- ( 7 - 1)p E - 2 '

where V denotes the ratio of the specific heat coefficients. Additionally, the
viscosity and the thermal conductivity coefficients have to be supplied as a
function of the state of the fluid.
A.5. Navier-Stokes Equations Formulated for Moving Grids 441

A.5 Navier-Stokes Equations Formulated

for Moving Grids
In certain cases, for instance where the fluid-structure interaction is investigated
or where a store separation is simulated, it is necessary to solve the governing
equations on a moving and possibly also a deforming grid. The two most pop-
ular methodologies used to tackle such problems, are the Arbitrary Lagrangian
Eulerian (ALE) formulation [4]-[6] and the dynamic grids [7]. Both approaches
are closely related and lead to the same modified form of the governing equations
which accounts for the relative motion of the grid with respect to the fluid.
Written in the time-dependent integral form for a moving and/or deforming
control volume f~ with a surface element dS, the Navier-Stokes equations (2.19)
read

The vector of the conservative variables W has the following components

P
-, pu
W- pv , (A.36)
pw
pE

where p, u, v, w, E denote the density, the Cartesian velocity components and

the total energy per unit mass, respectively. The vector of the convective fluxes
f M becomes on dynamic grids

/FM _ / ~ _ Vtl~ (A.37)

..+

with F~ given by Eq. (2.21) and Vt being the contravariant velocity of the face
of the control volume. Hence,
Ox Oy Oz
Vt - g - g - n ~ - ~ + ny O7 + n~ 0-7' (A.38)

where j represents the grid velocity, and nx, ny, nz denote the components of
the outward facing unit normal vector of the surface Oft, respectively. Using
Eq. (2.21), the convective fluxes/FM can be written in the form

pVr
puVr + nxp
-Fy - pvVr + nyp , (A.39)
pwV~ + nzp
pHV~ + Vtp

where H stands for the total enthalpy and p for the static pressure, respectively.
Furthermore, V~ represents the contravariant velocity relative to the motion of
the grid, i.e.,
V,. = nxU + nyv + n~w - Vt = V - Vt. (A.40)
442 Appendix A. Appendix

The vector of the viscous fluxes Fv and the source term Q retain the same
forms as already presented in Eq. (2.23) and Eq. (2.25), respectively. The same
holds also for the components of the viscous stress tensor Eq. (2.15). On the
other hand, the Jacobian of the convective fluxes (Section A.9), its eigenvalues
(Eq. (A.84) or (A.88)) and hence the spectral radii are changed due to the grid
motion (Y is replaced by Vr in Eq. (4.53), (5.33) or (9.77)).
It was first pointed out by Thomas and Lombard [8] that besides the conser-
vation of mass, momentum and energy, the so-called G e o m e t r i c C o n s e r v a t i o n
L a w (GCL) must be satisfied in order to avoid errors induced by a deformation
of the control volumes [7], [9]-[11]. The GCL results from the requirement that
the computation of the control volumes or of the grid velocities must be per-
formed in such a way that the resulting numerical scheme preserves the state of
a uniform flow, independently of the deformation of the grid [11]. The GCL is
derived from the continuity equation. The equation for the mass conservation
(2.3), formulated for moving grids, reads

0--~ p da +
/o p ( V - Vt) d S -- O . (A.41)

The above Eq. (A.41) must hold also for the case of a uniform fluid velocity
(and hence V) and a constant density. Assuming that the control volume is
always closed, the integral over the contravariant velocity V is zero. Herewith,
we obtain the integral form of the GCL

0/o /;
-~ da - Vt d S - O. (1.42)

As we can see, the GCL relates the change of the control volume to the motion
of its faces. It is obvious that the GCL is automatically satisfied for such
moving grids, where the shapes of the control volumes do not change in time.
It is essential that the GCL in Eq. (A.42) is temporally discretised using the
same scheme as it is applied to the governing equations (A.35) in order to
obtain a self-consistent solution method. Furthermore, the GCL has to be
solved concurrently with the fluid equations. We shall demonstrate this on two
exemplary temporal discretisations.

Explicit Time-Stepping Scheme

Let us begin with a basic explicit time-stepping scheme (forward Euler) given
in Eq. (6.4). With this particular temporal discretisation, Eq. (A.42) becomes

~n+l _ ~ = ( # . ~) d S dr. (A.43)

Jt

Since the faces of the control volume ~ consist of convex facets, the total change
of the volume in Eq. (A.43) is equal to the sum of local changes at each facet. If
we consider now one particular facet m of the control volume, like it is sketched
in Fig. A.7, we can formulate the local GCL as
A.5. Navier-Stokes Equations Formulated for Moving Grids 443

F i g u r e A.7: Movement of a triangular facet m of the control volume between

the time levels n and n + 1.

= _ _ At [(y. )as] /r~ (A.44)

Under the assumption the grid motion is linear in time and in space, the term
Af~m in Eq. (A.44) represents the volume ABCA'B'C' in Fig. A.7 swept out by
the facet during At. Since the local change of the control volume is known (in
general with a certain approximation in 3D), we can compute Vt AS, which is
needed for the evaluation of the convective fluxes TTM in Eq. (A.35), directly
from Eq. (A.44). The normal vector in Eq. (A.44) is defined as the arithmetic
average of the normals at t and t + At, i.e.,

(~, AS)n+ll2
m -_- ~1 [(/~ n s ) n q - 1 q - (/~ n S ) ~ n ] . (A.45)

It is used for the computation of the convective as well as the viscous fluxes in
Eq. (A.35).
When we employ the explicit multistage scheme from Section 6.1.1 for the
temporal discretisation of Eq. (A.35), the flow solution at a stage k will be given
by the relation

w(k)-w(~ ~~nq-1
~tn akAt [ NF
~"~nq-1 ~ (tiM _ / ~ ) m ASn~+1/2 - (~fY'
], (A.46)
m=l

where NF denotes the number of facets 1 of the control volume ft. The convective
and viscous fluxes as well as the source term are functions of the solution from
1note t h a t the n u m b e r of facets m a y be different from the n u m b e r of faces; this is especially
the case for the median-dual scheme on u n s t r u c t u r e d grids.
444 Appendix A. Appendix

the previous stage l/~z(k-1). Furthermore, the grid velocity is obtained from

[(g" ?~)AS]am+l/2 : ~'~n+l _ ~ nm

C~kAt ' (A.47)

in order to be consistent with the multistage scheme Eq. (A.46). Finally, the
normal vector is computed by Eq. (A.45).

Implicit Time-Stepping Scheme

Let us consider the 3-point backward Euler scheme from Eq. (6.67) for the second
example of temporal discretisation. Omitting the index I, the right-hand side
of Eq. (6.67) becomes on a moving grid
NF
~n+l __ E (~cM -- Fv)m z~sn+l - (~-~n+l , (A.48)
m=l

The convective and viscous fluxes as well as the source term are in this case
functions of the new solution IY n+l. The grid velocity is computed in line with
the time integration scheme from

[ ( j - g ) AS] n+* = 3a~+1 - 4gtn + a~-* (A.49)

2At
The normal vector, which is required for the evaluation of the convective and
the viscous fluxes, has to be computed by extrapolation from two previous time
levels
(~AS)n+I _ 3 (~ AS)~n+I/2 1 (gAS)n_~/e , (A.50)

where the terms at the levels (n + 1/2) and ( n - 1/2) are obtained from Eq.
(A.45). The definitions in Eq. (A.49) and (A.50) make sure that the tempo-
ral discretisation remains of second order on a moving grid (compare to the
conditions given in Ref. [12]).

Wall Boundary Conditions

As we discussed in Section 8.2, the first condition is that there is no flow normal
to the wall. For a moving boundary, this translates to Vr - 0. When applied to
Eq. (A.39), only the terms gp~ and Vt Pw remain in (~M)~. The wall pressure
p~ is obtained in the same way as presented in Subsection 8.2, the wall velocity
is given by Eq. (A.47) or (A.49), respectively. The second condition, which arises
in the case of viscous flows, states that the fluid moves with the wall velocity,
i.e., v~ - g~. This effects the extrapolation into the dummy cells discussed in
Subsection 8.2.2.
More details on the numerical implementation of the governing equations
for moving and/or deforming grids and on the discretisation of the GCL can be
found in the above cited references and also, e.g., in [12]-[20]. A very detailed
description of schemes for unstructured grids was presented in Refs. [15], [20].
A.6. Thin Shear Layer Approximation 445

A.6 Thin Shear Layer Approximation

In the case of high Reynolds numbers, the flow is influenced by the viscous
stresses only in a narrow region around the body. It is then reasonable to
assume that the gradients in the wall normal direction dominate, and hence
that the gradients in the other direction(s) can be neglected [21], [22]. We
speak in such case of the so-called Thin Shear Layer (TSL) approximation of
the Navier-Stokes equations.
Let us consider for illustration the differential form of the Navier-Stokes
equations formulated for a general curvilinear grid (A.4). If we further assume
that, as rendered in Fig. 2.4, the wall is located at r] = const., all derivatives in
the streamwise (0/0~) and in the cross-flow direction (0/0~) are omitted from
the diffusive terms. The 3-D TSL Navier-Stokes equations in differential form
then appear as follows in the curvilinear coordinate system (~, r], ~)

OW* OFc 1 OFc,2 OFt,3 O f v,2 ~ .

0----~ + 0~' + 0r] + 0---~-= 0---~ + " (A.51)

The vectors of the conservative variables (W*), of the convective fluxes (Fc,1/2/3),
and of the diffusive flux (Fv,2), respectively, are given by the relationships (A.5)-
(A.7). Furthermore, the source term (Q*) also remains in the form given by Eq.
(A.8). However, the components of the viscous stress tensor (Eq. (A.10)) and
of the thermal fluxes transform to
Ou ( Ou Ov Ow )

Ov ( o~~~ ~~~ ~z~~

~ - 2.~ N + ~ + +
o~ ( o~ Ov o~)

Tx y - - 7"y x - - p l-]y - ~ + r]x

~xz-~z~-, ~zN+~ N
( ov
ryz - Tzy - It r]z-~ + r]y

OT
~)x - - U T x x @ V T x y -'~ W T x z nt- k r]x Or]

OT
0 v - UTyx + VTVV + WTyz + k r]v Or]

OT
O z - UTzx + VTzy + Wrzz + k r]z Or] "
446 Appendix A. Appendix

In the above formulae (A.52), the partial derivatives with respect to the Carte-
sian coordinates were approximated as
Ou Ou
Ox N
Ou Ou
~~% (A.53)
Ox ~
Ou Ou
etc.
Oy --~ '
in accordance with the TSL assumption.
A. 7. Parabolised Navier-Stokes Equations 447

A.7 Parabolised Navier-Stokes Equations

In certain cases, where the following three conditions are met"

9 the flow is steady (i.e., OW/Ot=O),

9 the fluid moves predominantly in one main direction (there must be no

boundary layer separation),

9 the cross-flow components are negligible,

the Navier-Stokes equations (2.19) can be simplified to a form called the Parabo-
lised Navier-Stokes (PNS) equations [23]. Then, the derivatives of the velocity
components and of the temperature with respect to the streamwise direction
can be dropped from the viscous stress terms. Furthermore, the components in
the streamwise direction of the viscous stress tensor ~ and of its work (~. g) can
be neglected in the viscous flux vector in Eq. (2.23).
In order to demonstrate the PNS approach, let us consider the differential
form of the Navier-Stokes equations written for a general curvilinear grid as
given by Eq. (A.4). Let us also assume that the streamwise direction corresponds
to the coordinate ~ and the cross-flow directions to the coordinates ~ and ~,
respectively. Then, the differential form of the 3-D PNS equations reads in a
curvilinear coordinate system (~, ~, ~)

OW* OFc 1 OFc 2 O F c , 3 OFv,2 OFv 3 ~ ,

O-----i- + O~' + Or]' + 0----(- = O----~-
+ 0r + " (A.54)

Hence, the viscous flux in the streamwise direction (Fv,1) was assumed to be
zero. The partial derivatives of the Cartesian velocity components and of the
temperature, which appear in the viscous stress tensor and in the thermal fluxes
(A.10), are approximated as

Ou Ou Ou
~ r]~ + ~x
Ox N or
Ou Ou Ou
(A.55)
oy N
On Ou On
~z etc.
Oz N + ~z
within the PNS approach instead of using the exact formulae (A.12). The
definition of the conservative variables (A.5), the relations for the convective
fluxes (A.6), for the two remaining viscous fluxes (A.7), as well as for the source
term (A.8) remain all unchanged.
448 Appendix A. A p p e n d i x

A.8 Axisymmetric Form of the N a v i e r - S t o k e s

Equations
In cases where flow is simulated around cylindrical bodies or inside cylindrical
cavities, it can often be assumed that it is symmetrical with respect to the
longitudinal axis. This means that there is no swirl, and also that the derivatives
of the flow quantities in the circumferential direction are zero. Under these
conditions, one momentum equation can be dropped from the Navier-Stokes
equations (2.19). Thus, the governing equations are reduced from three to two
dimensions, which leads to a substantially reduced computational effort.
The axisymmetric form of the Navier-Stokes equations reads

O / a l~ dgt + ~o (Fc - Fv) r dS - o/'a (~ df~ , (1.56)

a

where r is the coordinate in the radial direction. The vector of the conservative
variables consists of the four components

l~- pu (A.57)
pv
pE
with u, v being here the velocity components in the axial and the radial direction,
respectively. The vector of the convective fluxes is given by

-. p u V + n~p (A.58)
Fc - p v V + nrp '
pHV
where nx is the unit normal vector in the axial direction, nr in the radial direc-
tion, and the contravariant velocity V = n z u + nrv. The vector of the viscous
fluxes is defined as

I ~
p~ _ nxTzx + n~Tzr (A.59)
nx Trx ~- nr 7rr '
nxOz + nrOr
where
OT
~9~ = u T ~ + w ' ~ + k Ox
(A.60)
OT
e ~ - u r ~ + v r ~ + k Or
are the terms describing the work of the viscous stresses and of the heat con-
duction in the fluid. Finally, the source term reads

-~
Q- r
1
i 010
p-O~'OO " (A.61)
A.8. A x i s y m m e t r i c Form o f the Navier-Stokes E q u a t i o n s 449

The components of the viscous stress tensor are given by the relations

2#
TX x z 9 . g + 2p Ou
3 Ox

2# 9 . ~ + 2~ Ov
7-rr
3 Or
(A.62)
2#
7-00- 9 . ~ + 2~ ~-
3 r

~ -~ - ,
Ou
-SVr+ Ux
Ov )
with the divergence of the velocity

Ou 10(rv) Ou Ov V
v.~-~x~ = ~Ox
+ (A.63)
r Or -~r + - 'F
The boundary conditions at the symmetry line read

pv -- 0

(A.64)
Ou OvOT
= - ---" = O.
Or Or Or

It should be noted t h a t the volume 9t is the product of the area of the control
volume and an average radius r. Thus as we can see, the axisymmetric equations
(A.56) are like the 2-D Navier-Stokes equations, except for the multiplication
by the radius, the additional source term ( p - T o o ) / r , and the changed definition
of V 9~7.
450 Appendix A. Appendix

A.9 Convective Flux Jacobian

The convective flux Jacobian represents the gradient of the convective fluxes
with respect to the conservative variables, i.e.,

OF~
fi-c = 0 I ~ ' (A.65)

where Fc is given by Eq. (2.21).

2-D F o r m u l a t i o n
The Jacobian matrix of the convective fluxes takes in two dimensions the fol-
lowing form [24]

fi, c - -
I -Vt
nxr - uV V - Vt -
n~ a3nxu nyu -
ny a2nxv
0 1
a2nx
(A.66)
nyr - vV nxV - a2nyU V - Vt - a3nyv a2ny .'
V(r - al) nxal - a2uV nyal - a2vV ",/V - Vt

where
al=VE-r
a2=,7-1

a3 = ~ - 2 (A.67)
V = nxu + nyV

r -
1 +

and nx, n y denote the Cartesian components of the unit normal vector ~ (Fig.
2.1). Furthermore, V stands for the ratio of specific heat coefficients and V
represents the contravariant velocity. The contravariant velocity of the face of
the control volume (Vt- see EQ. (A.38)) is set to zero for stationary grids.

3-D F o r m u l a t i o n
The expression for the convective flux Jacobian reads in three dimensions [24]

-Y t nx Try
nxr - uV V - Vt - a3nxu nyU - a2nxv
AC nyr - vV nxv - a2nyU V - Vt - a3nyV
nzr - wY nxW - a2nzU nyW - a2nzV
V(r - al) nxal - a2uV nyal - a2vV
(A.68)
nz 0
n z U -- a 2 n x W a2nx
n z V -- a 2 n y w a2ny
V - Vt - a3nzW a2nz
nzal - a2wV vV - Vt
A.9. Convective Flux 3acobian 451

with the abbreviations

a2=~'- 1
a3 = ~ / - 2 (A.69)
V =nxu+nyv+nzW
r - - 51( ' 7 - 1 ) ( u 2 + V2 + W 2 ).

In the above relations (A.68) and (A.69), respectively, nx, ny, and nz denote
the Cartesian components of the unit normal vector g (see Fig. 2.1). In the case
of stationary grids, we have to set Vt = 0.
452 A p p e n d i x A. A p p e n d i x

A.10 Viscous Flux Jacobian

The viscous flux Jacobian represents the gradient of the viscous fluxes with
respect to the conservative variables, i.e.,

0F~
A v - 0I,V' (A.70)

where Fv is given by Eq. (2.23). In the following, we shall consider for simplic-
ity the Thin Shear Layer (TSL) approximation of the Navier-Stokes equations
only (cf. Subsection 2.4.3 and Section A.6). Furthermore, it is assumed that
the dynamic viscosity and the thermal conductivity coefficients are frozen with
respect to changes of the conservative variables and in space.

2-D F o r m u l a t i o n
The 2-D viscous flux Jacobian reads in curvilinear coordinates for the TSL
approximation [24]

0 0 0 0

Av-~
#

I 521 al0r
531 a20r
b41 b42
a20r -1)
a30r -1)
b43
0
0
a4Oc(p -1)

where J represents the determinant of the coordinate transformation J acobian

(A.71)

correspondingly to Eq. (A.13). The coefficients a and b are given by

521 -- -alOr - a20r

531 -- -a20r - a3Oc,(v/p)

541 - a40r [(u 2 + v 2 ) / f l - E / p ] - a l 0 r

2a20r - a30r

542 - - a 4 O o ( u / p ) - 521
(A.72)
b43 - - a 4 0 r - b31

al - ( 4 / 3 ) r + r

a2 - (1/3)r
a3 - r + (4/3)r

a4 - ( 7 / P r ) ( r + r .

In the above relations, # stands for the dynamic viscosity coefficient, 7 for the
ratio of specific heat coefficients and P r denotes the Prandtl number, respec-
tively.
A.IO. Viscous Flux Jacobian 453

The terms 0~() - 0 ( ) / 0 r must be conceived as operators. Let us consider for

illustration the t e r m alOr -1) in Eq. (A.71). Within m a n y implicit schemes,
the viscous flux Jacobian Av is multiplied by the change of the conservative
variables A I ~ - I/Vn+l - 1~ n. Hence, the complete term would read

[J-l#alOr -- A22 AW2. (A.73)

If we discretise now the above term on structured grid using backward differ-
ences, we obtain at the mid-point ( i + 1 / 2 )

P ~+1 P i
[A22 AW2]i+1/2 = JLll/2 #i+1/2 (al)i+1/2 9 (A.74)

Jacobian matrices for specific coordinate directions result if we set ~b - ~ or

- r/, respectively 9

3-D F o r m u l a t i o n

The 3-D viscous flux Jacobian takes in curvilinear coordinates the following
form for the TSL approximation [24]

0 0 0 0 0
# 521 alOr -1) a20r -1) a30r -1) 0
Av-j b31 a20r a40r a50r -1) 0 , (A.75)
541 a30~(f1-1) a50~(f1-1) a60r 0
b51 b52 b53 b54 aTOr -1)

where
521 -- -alOr - a20r - a30r

b31 - -a20r - a40r - a50r

541 - - -a30r - a50r - a60r

551- a70r [(u 2 + v 2 + w 2 ) / p - E / p ] -
alOO(u2/p) - a40r - a60r (A.76)
2a20r - 2a3Oo(uw/p) - 2a5Oo(vw/p)

b52 - -a70r - 521

b53 - -a70r - b31
554 - - --a70r -- 541
454 Appendix A. Appendix

and
al- (4/3)~ + ~ + r 2

a2 --(1/3)r

a3--(1/3)r

a5 -- (1/3)r (A.77)

a4- r 4-(4/3)r 2 4- r

+ +

a 7 - (7/Pr) (r 4- r +r .

Again, the terms 0~() - 0 ( ) / 0 r have to be treated as operators. Jacobian

matrices for specific coordinate directions are obtained by setting ~ - ~ or
- ~ or r - (, respectively.
In the case of a finite volume discretisation, the metric terms ~ , r and r
can be transformed into the components of the face vector S - g A S according
to Eq. (A.17). Furthermore, the determinant of the Jacobian of the coordinate
transformation J is replaced by the inverse of the volume formed around the
face of the control volume as indicated by Fig. A.1 and by Eq. (A.20). Thus,
if we repeat the example of Eq. (A.73) for a finite volume scheme, the product
j - 1al in Eq. (A.72) will read

j - l a l - -~: $2+S . (A.78)

It should be noted that the face area was included in Eq. (A.78) to reflect the
multiplication of the viscous fluxes with AS when the residual is c o m p u t e d - Fv
itself contains only the components of the unit normal vector. The discretisation
at the mid-point (i+ 1/2) then becomes

[A22 AW2] i+1/2

= ~+1/2 5S~ + S ~ P i+l P i

where we assumed A r - 1 due to the definition of ~I and SJ (see Fig. A.1 and
Equations (A.15), (A.16)).
A.11. Transformation from Conservative to Characteristic Variables 455

A.11 Transformation from Conservative

to Characteristic Variables
The convective flux Jacobian (Section A.9) has real eigenvalues and a complete
set of eigenvectors. Therefore, the Jacobians can be diagonalised [25] as

fi~ - T A ~ T -1 , (A.80)

where T-1 denotes the matrix of the left eigenvectors, T of the right eigenvectors
and Ar represents the diagonal matrix of the eigenvalues, respectively. The
__+ ._+

transformation from conservative (W) to characteristic variables (C) reads for

an arbitrary variation 5 (like Ot or V)

(~0 -- ~['-1~51/V. (A.81)

The diagonglisation of the convective flux Jacobian can be viewed as a de-
composition into different waves. The right eigenvectors represent the waves,
the characteristic variables are the wave amplitudes, and finally the eigenvalues
are the associated wave speeds. In the context of the diagonalisation that will
be presented below, we differentiate between two types of waves. First, there
are convective or linear waves, which are connected to eigenvalues of the type
Ac - ~7. ~. Second, there are acoustic waves which are related to eigenvalues of
the type Ac - g. g + c. It should be noted that the diagonalisation cannot be
conducted simultaneously in multiple spatial directions [26]. This is the reason
why the flux-difference splitting and the TVD schemes employ only I-D wave
decomposition. Only the fluctuation-splitting schemes (see Subsection 3.1.5)
use an a p p r o x i m a t e multidimensional decomposition.

2-D Formulation
The matrix of the left eigenvectors of Ac appears as follows in two dimensions
[24]
(1 - r -2) a l u c -2
~ - 1 __ --(nxU- n y V ) p -1 rtyP -1
a2(r - cV) a 2 ( n x c - alu)
a2(r + cV) -a2(nxC + alu)
(A.82)
al v c - 2
- n x p -1
--ale-21
0
a2(nyc-alv) ala2
-a2(nyc+alv) ala2
The matrix of the right eigenvectors assumes the form [24]

I 1 0
T- ~p a~(~a3 a3
+ ~x~) aa(~- ~) 1 (A.83)
-~xP a3(~ + %~) a~(~ - n ~ )
r ~ P(%~ - ~x~) a3(a4 + ~V) a3(a4 - ~Y)
456 Appendix A. Appendix

The diagonal matrix contains the real eigenvalues

A1 0 0 0
/~ _

I0
0
0
The following definitions apply in the above relationships
A2
0
0
0
A3 0
0 A4
0
(A.84)

a~ - 3 , - 1

a2 --
p~v~
a3 z
P

r c2
a4 --
3/-1 (A.85)
V --nxUff-nyV

r - ~ 1( 7 - 1 ) ( u 2 + v 2)

A1- A2 - V- Vt
A3-V-Vtq-c
A4-V-Vt-c.

Furthermore, 7 denotes the ratio of specific heat coefficients, c the speed of

sound, 7 / - [nx, ny] T the unit normal vector, and V the contravariant velocity,
respectively. Finally, Vt represents the contravariant velocity of the face of the
control volume as given by Eq. (A.38). In the case of stationary grids, Vt has
to be set to zero.

3-D F o r m u l a t i o n
The matrix of the left eigenvectors of Ac becomes in three dimensions [24]

n x a 5 -- (nzV -- n y w ) p -1 nxaluc -2 nxalVc -2 + nzp -1

n y a 5 -- ( n x w -- n z U ) p - 1 n y a l u c - 2 -- n z p - 1 nyalV c-2
n z a 5 -- ( n y u - - n x v ) p - 1 n z a l U C - 2 + n y p -1 n z a l v c - 2 -- n x p - 1
a~(r - cy) -a~(al~ - n~c) -a~(al~ - ~ c )
a~(r + cV) -a~(alu + n ~ ) -a~(a~ + n~)

nxalW c - 2 -- n y p - 1 --nxalC -2
nyalW C - 2 -- n x p - 1 --nyalC -2
-2
nzalW c --nzalC -2 .
- - a 2 ( a l w - nzC) ala2
- - a 2 ( a l w + nzC) ala2
(A.86)
A. 11. Transformation from Conservative to Characteristic Variables 457

The matrix of the right eigenvectors reads [24}

Ttx ny nz
nxU n y U - nzp nzU § nyp
n x V ~ rtz,O nyV n z V -- l'txfl
n x W - nyp nyW + nzp nzW
n~a6 + p ( n z V - nyw) nya6 + p(n~w - nzU) nza6 + p ( n y u - n~v)

a3 a3
a3(~ + ~ ) a~(~- ~ )
a~(~ + ~ ) a3(~- ~ )
a3(~ + ~zC) a3(~ - ~z~)
a3(a4 + ~Y) a3(an - ~V)
(A.87)
The diagonal matrix contains the real eigenvalues
A1 0 0 0 0
_ 0 A2 0 0 0
A~ - 0 0 A3 0 0 . (A.88)
0 0 0 A4 0
0 0 0 0 A5
The following abbreviations were used
al - ~ / - 1
1
a2 =
pc v/2
P
a3 =cv/- ~
r 2
a4 --
7-1
r
a5 - 1 c2 (A.89)
r
a6 =
'7-1
V -nxU fl- n y V -F n z W

r - ~1( ~ - 1 ) ( ~ ~,+ v 2 + w 2 )
A1 - A 2 - A3 - V - Vt
A4-V-Vt §
As-V-Vt-c.
In the above relations Eqs. (A.86)-(A.89), 7 denotes the ratio of specific heat
coefficients, c the speed of sound, g - [nx, ny, nz] T the unit normal vector, and V
the contravariant velocity, respectively. Finally, Vt represents the contravariant
velocity of the face of the control volume as given by Eq. (A.38). In the case of
stationary grids, Vt has to be set to zero.
458 A p p e n d i x A. A p p e n d i x

A.12 G M R E S Algorithm
Consider the system of linear equations
q --~

A ~ - b. (A.90)

We are looking for an approximate solution of the form

: g - x~o + 5', (A.91)

where x0 represents an initial guess and 2' is a member of the Krylov subspace

ZC/Cm, KTm - span {r'o, A~'o, AUr'o, . . . , Arrz--lr~o} (A.92)

with r'0 - b - Ax0, and m being the dimension of/C. The parameter m is also
termed the number of search directions. The Generalised Minimal Residual
(GMRES) algorithm [27] determines 2' in such a way that the 2-norm of the
residual, i.e., --~

II b - A(aT0 + z-) I (A.93)

is minimised. In the following, we present the particular steps of the GMRES
algorithm.

1. C o m p u t a t i o n of t h e o r t h o n o r m a l basis of/Cm
We employ the modified Gram-Schmidt procedure

r~o - ~ - A~0
vq - ~o/ I ~o

DO j - 1, m
-...,

~y+l - Agj
DO/- 1,j
h~,j - Vj+ l 9v i

Oj+ ~ - ~j+ 1 - h~,j g~

ENDDO
h,+l,, - II ~,+1 II
..+

v-~+l - ~j+l/hj+l,j
ENDDO

where hi,j denotes the coefficients of the upper Hessenberg matrix (i - line,
j - column). However, the matrix is extended by the dements hj+l,j. There-
fore, the dimensions becomes (m + 1) x m.
A.12. G M R E S Algorithm 459

2. G e n e r a t i o n of t h e u p p e r H e s s e n b e r g m a t r i x

The matrix has the following almost triangular form

- (m+l) xm
h1,1 hl,2 .-- hi,m-1 hl,m
h2,1 h2,2 -'- h2,m-1 h2,rn
9

0 h3,2 ". .
H;- 9 (A.94)
0 ". hm_l,m_ 1 hm- l~m

9 . o
9 9 "" hm,m- 1 h IYt ~Trt

0 0 ... 0 h m + l,rn _

It is used further below to formulate and solve the minimisation problem for
the residual (Eq. (A.93)).

3. M i n i m i s a t i o n of t h e r e s i d u a l

The correction of the start solution x0 is defined as [27]

m

Z -- yjvj (A.95)
j=l

where yj are the components of the vector

- - [ Y l , Y2, 9 1 4 9y m ] T 9 (A.96)

Furthermore, it can be shown that

AV~ - Vm+IH~ (A.97)

with
Vrn-- [Vl, v2, 9149149
V~rn] (A.98)
being a matrix with gj as columns 9 Let us introduce the notation

e'-[ F0 I I , 0 , ' " , 0 ] T , (A.99)

where ~' has ( r e + l ) elements. Using the definition of Eq. (A.99), we observe
that F0 - b ' - AS0 - I?m+l~'. Hence, we obtain for the residual Eq. (1.93)

=ll Fo - g l
(A.IO0)
-H* y)
460 Appendix A. Appendix

We employed the orthonormality of lgm+1 in the last step (this means v-~T. gj - 0
for i ~- j and v-~T. ,Tj - 1 for i - j). Therefore, the problem of the minimisation
of the residual can be simplified as

min
~'~tgm
II 6 - . (Wo + z-3 II- min tl g - / - } * ff II 9
~ E ~ '~
(A.101)

The solution of the minimisation problem can be obtained with the aid of the
Q-R algorithm which is described next.

4. Q - R a l g o r i t h m
Let us define/~m - Q- m H-*m with

(0rn de__f/ ~ m / ~ m _ l , , " 1I)1 (A,102)

being the product of the Givens rotation matrices

(m+l) x (m+l)
/j-1
(A.103)
-sj cj _
Im_j

In Eq. (A.103), Ij denotes the identity matrix of dimension j. Further, cj and

s, + s ,2 _ 1) represent the sine/cosine of the rotation angle. The rotations
_ _
are chosen such that H~n is transformed into an upper triangular matrix Rm
which has the dimensions (rn + 1) x m and which last line contains only zeros.
Since QmQm
-T - - i, we can write in Eq. (A.101)

--*
II H~ff II - II -T U~y) II
(A.104)
=ll ff-RmVll,
where g - (~mg
_ denotes the transformation of the vector g (Eq. (A.99)). The
last line of Rm consists of zeros, _ therefore only the term gm+l is nonzero in the
row ( r e + l ) of the vector ( ~ - Rm if). If we denote the first m-components of
( j - / ~ m g) as pj (j - 1, . . . , m), then the norm in Eq. (A.104) becomes

I m
IIg -- gm+l + EP~ 9 (A.105)
j=l

If we choose the components yj of ff in such a way that pj2 _ 0 for a l l j -

1, . . . , rn, we obtain for the minimisation problem in Eq. (A.101)

rain II g - / ~ m ~Y] l - [gm+ll 9 (A.106)

~E~ m
A.12. GMRES Algorithm 461

The components yj results from the solution of the following system of linear
equations

RI,1 "'" Rl,rn- 1 Rl,m Yl gl

9 9 . . .

. . . .

9
(A.107)
". Rm- 1,m- 1 . R m - 1,m Ym- 1 gm-
0 9' ' 0 Rm,m Ym gm

by back-substitution. The solution of the system of equations (A.90) is then

obtained with the known yj from Eq. (A.95).
It is important to remark that

~'m II- I[ b - A(2o + z~ II

(A.108)
=llg-Rmfll
= Ig +ll.

This means that the actual residual can be easily determined as Igm+ll.
462 A p p e n d i x A. Appendix

A.13 Tensor N o t a t i o n
Expressions like coordinate (xi) or velocity components (vi) represent first-order
tensors. They have three components and thus correspond to vectors. Hence,

Xi -- [Xl, X2, X3] -- IX, y, Z] --

(A.109)
Vi -- [Vl,V2,V3] -- [U,V,W] -- ?~.

[VlVlVlVlV]
Second-order tensors consist of nine components and can be written as 3•
matrices, e.g.,

vivj - V2Vl v2v2 v2v3 9 (A.110)

V3Vl V3V2 V3V3

Similarly, the tensor of viscous stresses ~ - ~-ij reads

7"11 T12 T13 ]

Tij -- 7"21 7"22 7"23 (A.111)
7"31 7"32 7"33

The Kronecker symbol 5ij is a special second-order tensor. It corresponds to a

3• identity matrix. Thus, the relation holds
/

_ ~ 1 if i - j
(A.112)
[0 if i ~ j .

The last important rule is the so-called E i n s t e i n s u m m a t i o n convention. It

states that whenever two identical indices occur in an expression, it means a
sum over all three coordinate directions. With this, the scalar product between
the vectors g and g can be expressed as

UiVi -- UlVl -~- U 2 V 2 -~- U 3 V 3 -- U" V. (A.113)

Furthermore, the divergence of the vector g becomes in tensor notation

Ov~ _ OVl + Ov2 + Ov3 = V-. . g . (A.114)

Oxi - Oxl ~ Ox3
Bibliography 463

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464 Appendix A. Appendix

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Index

ADI: Alternating Direction Implicit, Boussinesq hypothesis, 54, 235

50, 201,387 Bradshaw's assumption, 248
Advancing-front Delaunay, 388 Bubble packing method, 388
Advancing-front method, 388, 394 Bulk viscosity, 15
Advancing-layers method, 397
Advancing-normal point placement, Carbuncle phenomenon, 110
400 Cartesian grids, 30, 402
Agglomeration multigrid, 323 Cell-centred scheme, 37, 78, 85, 134,
ALE: Arbitrary Lagrangian Eulerian, 142
441 Cell-vertex scheme, 37, 80, 87, 90,
Algebraic grid generation, 376, 379 134, 145
Algebraic models, 55 Central scheme, 41, 97, 153
All-speed flow, 327 Centrifugal force, 438
AMG: Algebraic Multigrid, 312,322 CFL condition, 188, 358, 367, 368
Amplification factor, 355 CFL number, 185, 189, 358, 367
Approximate Riemann solver, 43, 108 CGS: Conjugate Gradient Squared,
Arrhenius formulae, 22 51,210
ARS: Algebraic Reynolds Stress, 54 Characteristic boundary conditions,
Artificial compressibility method, 30, 56
327 Characteristic time-stepping, 47
Artificial dissipation, 41, 97, 153 Characteristic variables, 42, 109, 112,
AUSM: Advection Upstream Split- 117, 281,455
ting Method, 42, 100, 103 Characteristics of PDE's, 434
Average of fluxes, 85, 90, 142, 145 Chimera technique, 34, 295
Average of variables, 85, 90, 142, Circulation, 284
148 CIRS: Central Implicit Residual
Axisymmetric form, 448 Smoothing, 306
Co-located grid scheme, 80, 134
Background grid, 389 Coarse grid correction, 314
Backscatter, 254 Computational molecule, 95
Backward Euler, 214, 444 Computational space, 32, 376
Baldwin-Lomax model, 55 Condition number, 327
Bi-CGSTAB: Bi-Conjugate Gradient Conjugate gradient method, 51,210
Stabilised, 51,210 Conservation laws, 5
Body-fitted grid, 29 Conservative variable precondition-
Boundary conditions, 56 ing matrix, 329
Boundary value problem, 436 Conservative variables, 16, 80

465
466 Index

Consistency, 351,352 Dual control volumes, 37, 80, 90,

Constrained Delaunay triangulation, 145
393 Dual time-stepping approach, 49, 214
Containment-dual control volume, 149 Dummy cells, 272
Continuum, 5 Dummy points, 272
Contravariant velocity, 16, 441 Dynamic SGS models, 256
Control functions, 383 Dynamic viscosity coefficient, 13
Control volume, 81, 82, 136, 138
Convective flux Jacobian, 189, 194, E-CUSP scheme, 106
197, 200,203,205,206, 433, Eddy viscosity, 55, 227, 235
450 Edge collapsing, 323
Convective flux tensor, 7 Eigenvalue, 107, 109, 110, 336, 456,
Convective fluxes, 6, 16, 95, 153 457
Coordinate cut, 291, 377, 379 Eigenvector, 109, 111,337, 455-457
Coriolis force, 438 Einstein summation convention, 462
Curvilinear grid, 32 Elliptic equation, 436
CUSP: Convective Upwind Split Elliptic grid generation, 376, 383
Pressure, 42, 100, 105 ENO: Essentially Non-Oscillatory, 43
Cyclic directions, 297 Ensemble averaging, 232
Enthalpy, 18
Dalton's law, 21 Enthalpy damping, 305
DamkShler number, 19 Entropy condition, 38
Damping functions, 243, 245 Entropy correction, 110, 112
Damping properties, 354 Equation of state, 18
Decoupling, 97, 120, 176 Ergodic hypothesis, 232
Degrees of freedom, 39 Euler equations, 25
Delaunay method, 388, 389 Explicit operator, 192
Density (mass) weighted decompo- Explicit scheme, 184
sition, 53, 232 Explicit time-stepping scheme, 46
Density-based schemes, 30 External body forces, 9, 428
Dependent variables, 80 External volume forces, 9
DES: Detached Eddy Simulation, 258
Determinant of J acobian of coordi- Face vector, 81-83, 137-139
nate transformation, 430 Factored scheme, 193
Differential form, 427 Factorisation error, 50, 203
Diffusive flux, 6 Farfield, 281
Diffusive flux tensor, 7 FAS: Full Approximation Storage,
Dilatation, 15 48, 314
Direct methods, 49, 193 Favre (mass) averaging, 53, 232
Dirichlet condition, 384, 437 Favre decomposition, 53, 232
Dirichlet tessellation, 389 Fick's law, 7, 11
Discretisation accuracy, 353 Finite control volume, 6
Discretisation error, 351 Finite difference method, 32, 36
DNS: Direct Numerical Simulation, Finite element method, 32, 39
53, 227 Finite volume method, 32, 37
Domain decomposition, 34 First-order closures, 54, 227, 240
Index 467

Fluctuation-splitting scheme, 42, 43 IGES: Initial Graphics Exchange

Fluid dynamics, 5 Specification, 373
Flux, 5 ILU: Incomplete Lower Upper, 51,
Flux Jacobian, 32, 42, 47, 49, 192, 212
193, 197 Implicit operator, 49, 192, 193, 312
Flux-difference splitting scheme, 42, Implicit scheme, 192
43, 108 Implicit time-stepping scheme, 46,
Flux-vector splitting scheme, 42, 100 49
FMG: Full Multigrid, 48, 316 Implicit-explicit residual smoothing,
Forcing function, 313 47
Forward Euler, 184, 442 Incremental point insertion, 390
Fourier symbol, 355 Inflow, 8
Fourier's law, 11 Initial value problem, 434
Frontal Delaunay, 388 Injection boundary, 289
Inlet boundary, 287
Gauss quadrature points, 162 Integral formulation, 7
Gauss's theorem, 427 Internal energy, 10
Gaussian filter, 251 Interpolation operator, 313
GCL: Geometric Conservation Law, IRS: Implicit Residual Smoothing,
18, 215, 442 47, 306
Germano identity, 257 Iterative methods, 50, 193
Global coarsening, 324
Global time stepping, 189 Jacobi preconditioning, 47
GMRES: Generalised Minimal Jacobian coordinate transformation,
Residual, 51,210, 458 37
Green-Gauss gradient computation, Jacobian matrix, 450, 452
163, 298 J ST scheme, 98
Grid cells, 29
Grid converged solution, 41,353 K-w model, 55
Grid generation, 29 K-c model, 55, 243
Grid lines, 29 Kinematic eddy viscosity, 231
Grid nodes, 29 Kinematic viscosity coefficient, 15
Grid points, 29 Kronecker symbol, 462
Grid refinement, 323 Krylov subspace, 50, 210
Grid smoothing, 404
Grid velocity, 441 Laplace equation, 383, 385
Grid vertices, 29 Laplacian operator, 154, 404
Gridless Method, 40 LDFSS: Low-Diffusion Flux-Splitting
Scheme, 42, 100
H-CUSP scheme, 106 Least-squares gradient computation,
Hanging nodes, 32 165
High Reynolds number model, 247 Left state, 43, 86, 92, 95, 143
Horse-shoe vortex, 283, 285 Left/right preconditioning, 51,212
Hybrid grids, 32, 131,400 LES: Large-Eddy Simulation, 53,250
Hyperbolic equation, 434 Lifting body, 283
Hyperbolic grid generation, 376, 385 Limiter, 44, 96, 112, 168
468 Index

Limiter for CUSP scheme, 117 MUSCL: Monotone Upstream-

Limiter for TVD scheme, 117 Centred Schemes for
Limiter function, 44, 96, 112, 115, Conservation Laws, 96, 114,
168 158
Line-implicit methods, 50
Linear reconstruction, 160 Navier-Stokes equations, 17
Linear TFI, 382 Neumann condition, 384, 437
Linelets, 50 Newton-Krylov method, 52, 193, 210,
Local time-stepping, 46, 189 212
Low Reynolds number model, 243 Newtonian fluid, 13
LU-SGS: Lower-Upper Symmetric Non-linear eddy viscosity, 55, 237
Gauss-Seidel, 50, 204 Nonnested grids, 323
LU-SSOR: Lower-Upper Symmetric Normal-momentum relation, 274
Successive Overrelaxation, Noslip boundary condition, 57, 279
50, 204 NURBS: Non-Uniform Rational B-
Lumped mass matrix, 45, 184, 192 Splines, 399
MAPS: Mach Number-Based Advec-
Order of accuracy, 36, 353
tion Pressure Splitting, 42,
Outflow, 8
100
Outlet boundary, 287
Mass matrix, 45, 151,183, 192,214,
Overlapping control volumes, 37, 80,
216
87, 134
Matrix dissipation scheme, 42, 100,
Overrelaxation parameter, 206, 208,
156
210
Matrix-free approach, 52, 211
Max-min triangulation, 388
Median-dual control volume, 134, 145 Parabolic equation, 436
Mesh, 29 Perfect gas, 18
Method of lines, 30, 45, 77, 131,183 Periodic boundary, 292, 379
Method of weighted residuals, 39 Phase angle, 355
Metric terms, 430 Physical space, 29
Metrics, 81, 136 Piecewise linear prolongation, 326
MILES: Monotonically Integrated PNS: Parabolised Navier-Stokes, 24,
LES, 255 436, 447
Mixed grids, 32, 131,388, 400 Point implicit, 188
Monotonicity preserving scheme, 43, Prandtl number, 19, 55, 236, 429
112, 168 Preconditioning, 30, 327
Morkovin's hypothesis, 53, 234 Preconditioning matrix, 328, 333
Moving grid, 441 Preconditioning parameter, 334, 335
Multiblock approach, 32, 295 Pressure sensor, 99
Multigrid cycle, 47 Pressure-based schemes, 30, 327
Multigrid level, 47 Prolongation operator, 314
Multigrid method, 47, 312 Pseudo-Laplacian, 154
Multiphase flow, 22
Multistage scheme, 184 Quadratic reconstruction, 161
Multistage time-stepping scheme, 46 Quasilinear form, 433
Index 469

RANS: Reynolds-Averaged Navier- Smooth grid, 29, 133

Stokes, 53, 233 Solid wall, 274
RCM: Reverse Cuthill-McKee, 197, Solution reconstruction, 142,148, 153,
212 157, 163
Real gas, 19, 44 Solution update, 183
Reconstruction, 135, 142, 148, 153, Source term, 78, 133, 187, 192
157, 163 Spalart-Allmaras model, 55, 240
Reflected cells, 290 Spatial averaging, 231
Residual, 45, 78, 134, 183 Spatial discretisation, 32, 78, 133
Residual averaging, 47 Spectral Element Method, 40
Residual distribution, 88 Spectral radius, 99, 156, 189-191,
Residual smoothing, 47, 306 336, 442
Restriction operator, 314 SST turbulence model, 247
Reynolds averaging, 53, 231 Stability, 351
Reynolds-stress tensor, 54, 233, 234 Stability analysis, 354
Right state, 43, 86, 92, 95, 143 Staggered grid scheme, 80, 134
Roe average, 107, 109 Steger-Warming flux-vector splitting,
Roe matrix, 106, 108 197
Roe upwind scheme, 43, 108 Steiner point, 393
Rotating frame of reference, 17, 438 Stencil, 95
Rotation-rate tensor, 230 Stiffness, 187, 192
Rotational periodicity, 292, 294 Stokes's hypothesis, 429
Rothalpy, 439 Strain-rate tensor, 230
Rotor-stator interaction, 401 Structured grids, 32, 376
RST: Reynolds-Stress Transport, 54, Structured scheme, 77
238 Subgrid-scale model, 53, 250, 254
Runge-Kutta time-stepping scheme, Surface forces, 9
46, 184 Surface grid, 376
Surface grid generation, 400
Scalar dissipation scheme, 98 Sutherland formula, 18
Search directions, 51,211 Switched Evolution Relaxation, 213
Second viscosity coefficient, 13 Symmetric TVD scheme, 43, 111
Second-order closures, 54, 227 Symmetry boundary, 290
Seed points, 324 System matrix, 192, 312
Semi-implicit Runge-Kutta, 188
Semicoarsening, 313 Tensor notation, 230, 462
SGS: Subgrid-Scale stress, 252 TFI: Transfinite Interpolation, 376,
Shape functions, 39 379
Sharp Fourier cut-off filter, 251 TFQMR: Transpose-Free Quasi-Mini-
Single-stage time-stepping scheme, mum Residual, 51,210
46 Thermal conductivity coefficient, 11
Singletons, 324 Thermal diffusivity coefficient, 7, 11
SLIP: Symmetric Limited Positive, Time averaging, 231
98 Time step, 188
Slope limiter, 114, 115 Time-stepping operator, 355
Smagorinsky SGS model, 255 Tophat filter, 251
470 Index

Total energy, 10, 438 Viscous stresses, 13

Total enthalpy, 12, 439 Visibility criterion, 399
Translational periodicity, 292 Volume agglomeration, 324
Truncation error, 36, 352 Volume grid, 376
TSL: Thin Shear Layer, 23, 121,201, Von Neumann stability analysis, 354
445 Voronoj diagram, 389
Turbulence modelling, 53, 227 Vortex correction, 284, 285
Turbulent dissipation rate, 238
Turbulent eddy viscosity, 55, 235 W-Cycle, 315
Turbulent heat-flux vector, 54, 235, Wall functions, 247
236 Weak formulation, 39
Turbulent kinetic energy, 233, 234 Weak solutions, 38
Turbulent Prandtl number, 55, 236
Turbulent thermal conductivity co-
efficient, 55, 236
TVD: Total Variation Diminishing,
42, 43, 111
Two-equation models, 243

UIRS: Upwind Implicit Residual

Smoothing, 47, 309
Unit normal vector, 6, 16, 79, 81-
83, 136, 137, 139, 143, 147,
246, 439, 441
Unsteady flows, 49, 214
Unstructured grids, 32, 34, 388
Unstructured scheme, 131
Upwind prolongation, 317, 321,323
Upwind restriction, 317, 323
Upwind scheme, 42, 80, 94, 96, 100,
108, 111, 157
Upwind TVD scheme, 43, 111

V-Cycle, 315
Validation, 352
Van Albada limiter, 113, 116
Van Leer's flux-vector splitting, 101
Variational principle, 39
Vector of convective fluxes, 16
Vector of viscous fluxes, 16
Verification, 352
Virtual edges, 168
Viscous flux Jacobian, 190, 201,203,
205, 206, 209, 452
Viscous fluxes, 16, 118, 172
Viscous stress tensor, 9, 230