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January - April, 2006

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Dr. S.V. Raghurama Rao Assistant Professor AR & DB Centre of Excellence for Aerospace CFD Department of Aerospace Engineering Indian Institute of Science Bangalore 560012, India E-mail : raghu@aero.iisc.ernet.in

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Contents

1 Introduction 2 Compressible Fluid Flows, Their Governing Equations, Models and Approximations 2.1 Navier-Stokes Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Euler Equations, Burgers Equation and Linear Convection Equation . . . . 2.3 Linear Convection Equation, Characteristics and Hyperbolicity . . . . . . . 2.4 Burgers Equation, Shock Waves and Expansion Waves . . . . . . . . . . . 2.5 Shock Waves in Supersonic Flows . . . . . . . . . . . . . . . . . . . . . . . 2.6 Mathematical Classiﬁcation of PDEs . . . . . . . . . . . . . . . . . . . . . 2.6.1 First Order PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6.2 Characteristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6.3 Second Order PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6.4 Physical Signiﬁcance of the Classiﬁcation . . . . . . . . . . . . . . . 2.7 Euler equations and Hyperbolicity . . . . . . . . . . . . . . . . . . . . . . . 2.8 Kinetic Theory, Boltzmann Equation and its Moments as Macroscopic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8.1 B-G-K Model for the collision term . . . . . . . . . . . . . . . . . . 2.8.2 Splitting Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.9 Relaxation Systems for Non-linear Conservation Laws . . . . . . . . . . . . 2.9.1 Chapman-Enskog type expansion for the Relaxation System . . . . 2.9.2 Diagonal form of the Relaxation System . . . . . . . . . . . . . . . 2.9.3 Diagonal form as a Discrete Kinetic System . . . . . . . . . . . . . 2.9.4 Multi-dimensional Relaxation Systems . . . . . . . . . . . . . . . . 2.10 A Note on Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . 3 Analysis of Numerical Methods 3.1 Basics of Finite Diﬀerence and Finite Volume Methods 3.1.1 Upwind Method in Finite Diﬀerence Form . . . 3.1.2 Upwind Method in Finite Volume Form . . . . 3.2 Modiﬁed Partial Diﬀerential Equations . . . . . . . . . iii . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 3 3 5 7 11 12 13 14 15 17 20 24 27 33 33 35 37 39 41 43 46 47 47 47 50 54

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. . . . . . . . . . . . . . . . . . . . DRAFT -. . . . . .1 A Brief History of Numerical Methods for Hyperbolic Conservation Laws .2 Stability analysis of Numerical Methods [12] . . . . . . . . CONTENTS . . . . . . . . . . . . . . .2 Discrete Kinetic Scheme . . . . . . .1 Relaxation Scheme .iv 3. . . . . . . . . . . . . . . . . . . . .DRAFT - . . . . . .4 Relaxation Schemes . . . . . . . . . . . .DRAFT -. . . . . . . . . . . . . . . . . . . .4. .DRAFT -. . . .1 Fourier series in complex waveform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. 5 Upwind Methods for Scalar Conservation Laws 5. .4. . . . . . . . . . . . . . . . . . . . . . . . . 4. . 4. . . . . .4. . . . . . . .1 Flux Splitting Method . . 58 59 59 60 67 67 68 70 74 77 78 80 83 86 91 92 93 95 4 Central Discretization Methods for Scalar and Vector Conservation Laws 4. . . . . . . . . . . . . . 5. . . . . . . . 5.2 Approximate Riemann Solver of Roe . . .4 Two-Step Lax-Wendroﬀ Method and MacCormack Method . . . . 3. . . . . 5. . .2 Lax-Friedrichs Method . . . . . . . . . . . . . . . . . . . . 5. . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . .DRAFT -. . .3 3. . . . . . . .3 A Low Dissipation Relaxation Scheme .4 Consistency of Numerical Methods .2. . . . . . .1 Entropy Fix for Roe’s Scheme . . . . . . . . . . . . . . . . . . . . . . . .4. . . . 3.3 Lax-Wendroﬀ Method . . . . . . Stability Analysis . . . . . . . . . . . . . . . 4. . . . .3 Kinetic Flux Splitting Method . . . . . .4. 5. . . .

In the third chapter.DRAFT - .Chapter 1 Introduction Computational Fluid Dynamics (CFD) is the science and art of simulating ﬂuid ﬂows on computers. modiﬁed partial diﬀerential equations. 1 DRAFT -. Some of the numerical methods presented in later chapters depend upon deriving the equations of compressible ﬂows from Kinetic Theory of gases and as Relaxation Approximations. the basic tools required for analyzing the numerical methods consistency and stability of numerical methods. These basic derivations are also presented in this chapter. which will form the basic tools for developing and testing the algorithms presented in the later chapters.DRAFT -. The hyperbolic nature of the convection equations is described. The basic convection equations are presented in both linear and non-linear forms. order of accuracy of discrete approximations . along with the development of several intelligent algorithms for solving the governing equations of Fluid Dynamics. along with its important implications.are brieﬂy presented. It is the presence of the convection terms in the governing equations that makes the task of developing algorithms for ﬂuid ﬂows diﬃcult and challenging. CFD gradually emerged as a third dimension in the last three decades [1]. The history of the development of numerical algorithms for solving compressible ﬂuid ﬂows is an excellent example of the above process.DRAFT -. Mechanical. In the next chapter (2nd chapter). These tools help the student in understanding the algorithms presented in later chapters better. numerical dissipation and dispersion. Traditionally. including Aerospace. In this short course. due to the non-linearity. The basic convection process is presented in terms of simpler scalar equations to enhance the understanding of the convection terms. the basic governing equations of compressible ﬂuid ﬂows are described brieﬂy. some important and interesting algorithms developed in the past three decades for solving the equations of compressible ﬂuid ﬂows are presented. along with some simpliﬁcations which show the essential nature of the convection process. experimental and theoretical ﬂuid dynamics were the two dimensions of the subject of Fluid Dynamics. Civil and Chemical Engineering. The rapid growth of CFD as a design tool in several branches of engineering.DRAFT -. is due to the availability of fast computing power in the last few decades.

INTRODUCTION The fourth chapter presents the central discretization methods for the hyperbolic equations. Flux Splitting Methods. The corresponding numerical methods for vector conservation equations are presented in the next chapter. namely. the Kinetic Schemes and Relaxation Schemes. namely. The four major categories of upwind methods. DRAFT -. which were the earliest to be introduced historically. The ﬁfth chapter presents the upwind discretization methods which became more popular than the central discretization methods in the last two decades.DRAFT - . Riemann Solvers. Kinetic Schemes and Relaxation Schemes.2 CHAPTER 1.DRAFT -.DRAFT -. are presented for the scalar conservation equations in this chapter.DRAFT -. More emphasis is given to the alternative formulations of recent interest.

3) DRAFT -. G2.V and G3.V + + + = + + (2.Chapter 2 Compressible Fluid Flows. we can write the Navier-Stokes equations in the vector form as ∂U ∂G1 ∂G2 ∂G3 ∂G1.2) G1. given by 3 G1 . Their Governing Equations. G2 = p + ρu2 .DRAFT -. momentum and energy of a ﬂowing ﬂuid.1) ∂t ∂x ∂y ∂z ∂x ∂y ∂z where U is the vector of conserved variables. They describe the conservation of mass. G2 and G3 are the inviscid ﬂux vectors.1 Navier-Stokes Equations The governing equations of compressible ﬂuid ﬂows are the well-known Navier-Stokes equations.DRAFT - . given by ρu3 ρu2 ρu1 p + ρu2 ρu3 u1 ρu2 u1 1 .DRAFT -.V ∂G2. deﬁned by ρ ρu1 U = ρu2 ρu3 ρE (2.V ∂G3.V are the viscous ﬂux vectors.DRAFT -. G2 = ρu3 u2 ρu1 u2 G1 = 2 p + ρu2 ρu2 u3 ρu1 u3 3 pu2 + ρu2 E pu2 + ρu3 E pu1 + ρu1 E (2. Models and Approximations 2. In three dimensions.V .

DRAFT -.V = 0 τxx τxy τxz u1 τxx + u2 τxy + u3 τxz − q1 .3) represents the heat ﬂuxes.12) τxy = τyx = µ τxz = τzx = µ τyz = τzy = µ DRAFT -. u1 .3) represents the shear stresses and qi (i=1.DRAFT -. G2.10) (2.DRAFT - .V = 0 τyx τyy τyz u1 τyx + u2 τyy + u3 τyz − q2 G3.6) CP where γ is the ratio of speciﬁc heats (γ = CV ).4) (2. Here. temperature and the density are related by the equation of state as p = ρRT where R is the gas constant and T is the temperature.8) (2. p is the pressure and E is the total energy (sum of internal and kinetic energies) given by 1 E = e + u2 + u2 + u2 2 3 2 1 The internal energy is deﬁned by e= p ρ (γ − 1) (2.5) = 0 τzx τzy τzz u1 τzx + u2 τzy + u3 τzz − q3 (2. τij (i=1.9) (2.7) (2.11) (2.DRAFT -.2. u2 and u3 are the velocities. ρ is the density of the ﬂuid.2. τxx = 2µ τyy = 2µ τzz = 2µ ∂u1 + µbulk ∂x ∂u2 + µbulk ∂y ∂u3 + µbulk ∂z ∂u1 ∂u2 ∂u3 + + ∂x ∂y ∂z ∂u1 ∂u2 ∂u3 + + ∂x ∂y ∂z ∂u1 ∂u2 ∂u3 + + ∂x ∂y ∂z ∂u1 ∂u2 + ∂y ∂x ∂u1 ∂u3 + ∂z ∂x ∂u3 ∂u2 + ∂y ∂z (2. the expressions for which are given as follows. j=1. The pressure.4 Governing Equations and Approximations G1.3.2.V In the above equations.

14) Here.DRAFT - . 3 2. Therefore. Let us make the ﬁrst simplifying assumption of neglecting the viscosity and heat conduction.2.15) (2. In this course. q3 = −k ∂x ∂y ∂z (2.16) where µ is the viscosity of the ﬂuid and k is the thermal conductivity. The equations of inviscid compressible ﬂows. τ is the 1-D component of the stress tensor and q is the corresponding component of the heat ﬂux vector. T = T0 .DRAFT -. we shall often use the Euler equations and their further simpliﬁcations.17) Let us now make the second assumption that the temperature is constant. is the speed of sound.2 Euler Equations. BURGERS EQUATION AND LINEAR CONVECTION EQUATION5 q1 = −k ∂T ∂T ∂T . the equation of state becomes p = ρRT0 = ρa2 where a2 = RT0 . we obtain the 1-D Euler equations as ∂U ∂G + =0 ∂t ∂x (2. Since we have assumed that the ﬂuid ﬂow is isothermal. Burgers Equation and Linear Convection Equation A simpliﬁcation which is often used is the inviscid approximation in which the viscous and heat conduction eﬀects are neglected.DRAFT -. EULER EQUATIONS. q2 = −k . Then. This approximation is valid in large parts of the ﬂuid ﬂows around bodies.1). are obtained by neglecting the right hand side of the Navier-Stokes equations (2. called Euler equations.13) where µ is the coeﬃcient of viscosity and µbulk is the bulk viscosity coeﬃcient deﬁned by 2 µbulk = − µ and k is the thermal conductivity. Consider the 1-D Navier Stokes equations given by ∂U ∂G ∂GV + = ∂t ∂x ∂x where ρ ρu 0 τ U = ρu .DRAFT -. They are deﬁned for this 1-D case by 4 ∂u ∂T τ= µ and q = −k 3 ∂x ∂x (2. we do not need the energy equation as the temperature gradients are zero and there is no heat transfer by DRAFT -. except close to the solid surfaces where boundary layer eﬀects are important.2. G = p + ρu2 and GV = ρE pu + ρuE uτ − q (2.

6

Governing Equations and Approximations

conduction or convection (neglecting radiation). Therefore, we will be left with the mass and momentum conservation equations as ∂ρ ∂ (ρu) + =0 ∂t ∂x and ∂ (ρu) ∂ (p + ρu2 ) + =0 ∂t ∂x Expanding the momentum equation, we can write ρ ∂ρ ∂p ∂u ∂ (ρu) ∂u +u + + ρu +u =0 ∂t ∂t ∂x ∂x ∂x (2.18)

(2.19)

(2.20)

Using the mass conservation equation, we can simplify the above equation as ∂u ∂u 1 ∂p +u + =0 ∂t ∂x ρ ∂x (2.21)

The inviscid ﬂuid ﬂow involves two distinct phenomena, namely, the ﬂuid transport (convection) along the streamlines and the pressure (acoustic) signals traveling in all directions. To isolate the convection process from the acoustic signal propagation, let us now make the next assumption that the the pressure is constant throughout our 1-D domain and so the pressure gradient term disappears, yielding ∂u ∂u +u =0 ∂t ∂x (2.22)

This equation is known as the inviscid Burgers equation. Let us now put the above equation in conservative form as u2 ∂u ∂g (u) + = 0 where g (u) = ∂t ∂x 2 (2.23)

So, the ﬂux g (u) is a quadratic function of the conservative variable u. That is, g (u) is not a linear function of u and hence it is a non-linear equation. The non-linearity of the convection terms is one of the fundamental diﬃculties in dealing with Navier–Stokes equations. For the sake of simplicity, let us linearize the ﬂux g (u) in the above equation as g (u) = cu where c is a constant (2.24) We are doing this linearization only to study and understand the basic convection terms. When we try to solve the Euler or Navier–Stokes equations, we will use only the nonlinear equations. With the above assumption of a linear ﬂux, the inviscid Burgers equation becomes ∂u ∂u +c =0 (2.25) ∂t ∂x

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

2.3. LINEAR CONVECTION EQUATION, CHARACTERISTICS AND HYPERBOLICITY7 This is called as the linear convection equation. So, the linear convection equation represents the basic convection terms in the Navier–Stokes equations. The researchers in CFD use the numerical solution of the linear convection equation as the basic building block for developing numerical methods for Euler or Navier–Stokes equations. The Kinetic Schemes and the Relaxation Schemes, the two alternative numerical methodologies which will be presented in this course, also exploit this strategy, but in a diﬀerent manner, as the Boltzmann equation and the Discrete Boltzmann equation, without the collision term, are just linear convection equations.

2.3

Linear Convection Equation, Characteristics and Hyperbolicity

To understand the nature of the linear convection equation better, let us ﬁrst ﬁnd out its solution. The linear convection equation ∂u ∂u +c =0 ∂t ∂x (2.26)

is a ﬁrst order wave equation, also called as advection equation. It is a ﬁrst order hyperbolic partial diﬀerential equation. Hyperbolic partial diﬀerential equations are characterised by information propagation along certain preferred directions. To understand this better, let us derive the exact solution of (2.26), given the initial condition u(x, t = 0) = u0 (x) (2.27)

Let us now use the method of characteristics to ﬁnd the value of the solution, u(x, t), at a time t > 0. The method of characteristics uses special curves in the x − t plane along which the partial diﬀerential equation (PDE) becomes an ordinary diﬀerential equation (ODE). Consider a curve in the x − t plane, given by (x(t), t). The rate of change of u

t

(x(t),t)

(0,0)

x

Figure 2.1: 3-Point Stencil

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

8 along this curve is given by

Governing Equations and Approximations d u (x (t) , t). Using chain rule, we can write dt (2.28)

∂ dx ∂ d u (x (t) , t) = u (x (t)) + u (x (t) , t) dt ∂x dt ∂t which can be written simply as ∂u dx ∂u du = + dt ∂t dt ∂x

(2.29)

The right hand side of (2.29) looks similar to the left hand side of the linear convection ∂u ∂u + c . Therefore, if we choose equation (2.26), i.e., ∂t ∂x c= dx dt (2.30)

du then (2.26) becomes = 0, which is and ODE! The curve (x (t) , t), therefore, should be dt deﬁned by dx = c with x (t = 0) = xo (2.31) dt The solution of (2.31) is given by x = ct + k (2.32) where k is a constant. Using the initial condition x (t = 0) = x0 , we get x0 = k Therefore x = ct + x0 The curve x = ct + x0 is called the characteristic curve of the equation (2.34) ∂u ∂u +c =0 ∂t ∂x ∂u ∂u (2.26), or simply as the characteristic. Along the characteristic, the PDE, +c = 0, ∂t ∂x du becomes and ODE, = 0. The solution of this ODE is u = constant. Therefore, along dt the characteristic, the solution remains a constant. Thus, if we know the solution at the foot of the characteristic (at x0 ), which is the initial condition, we can get the solution anywhere on the characteristic, that is, u (x, t). Using (2.34), we can write x0 = x − ct Therefore u (x, t) = u0 (x0 ) = u0 (x − ct) (2.36) (2.35) (2.33)

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

Therefore.39) Therefore. CHARACTERISTICS AND HYPERBOLICITY9 We can write (2.DRAFT -. τ ). 1 They are parallel straight lines with slope .DRAFT -.42) (2. we can sketch the characteristics in the x − t plane.38) The inverse transformation is given by x = s + cτ and t = τ (2. This suggests a transformation of coordinates from (x.36) in a mathematical way. t) to u (s. τ ) ¯ (2. Since the function is the same ¯ in diﬀerent coordinate systems u (x.40) We can now write d¯ u ∂ u ∂t ∂ u ∂x ¯ ¯ ∂u ∂t ∂u ∂x = + = + (since u = u) ¯ dτ ∂t ∂τ ∂x ∂τ ∂t ∂τ ∂x ∂τ From (2.DRAFT - .34) as 1 x0 1 ¯ ct = x − x0 or t = x − or t = x − k c c c (2. τ ) where s = x − cτ andτ = t (2. For non-linear PDES.37) ¯ where k is a constant.3.DRAFT -. we have ∂t ∂x = 1 and =c ∂τ ∂τ (2. let us choose = c. t) = u (s.41) DRAFT -.39). For the PDE which is ∂u dx ∂u +c = 0. Its solution the linear convection equation given by ∂t ∂x dt is x = ct + x0 or x0 = x − ct.2. LINEAR CONVECTION EQUATION. t) to (s. the transformation is from u (x. Let us now derive the solution (2.2: 3-Point Stencil not be parallel straight lines. characteristics need c t slo pe = 1/c x Figure 2.

26). Therefore ∂t ∂x d¯ u =0 dτ The initial condition is u (x.DRAFT -. τ = 0) = u0 (s) ¯ Solving (2. u (s. we can write For a time interval t to t + ∆t.44).47) (2.43) ∂u ∂u +c = 0. 0) = u0 (x).45).DRAFT - ¤ ¥ ¤ ¥ " ! " ! " ! " ! c∆t c∆t xj ∆x " ! " ! c>0 c<0 " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! £ ¢ £ ¢ t .50) (2.38). DRAFT -. t = 0) u (x. and is called characteristic speed or wave speed. Therefore.45) (2.3: 3-Point Stencil respectively. τ ) = u0 (s) ¯ Since u = u. with information coming from the left if c > 0 and from right if c < 0.DRAFT -.49) (2.51) ˜ u (τ ) = k = constant ¯ If we consider a point xj with neighbours xj−1 and xj+1 to the left and right sides of xj " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! ¡ ¡ " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! xj−1 ∆x xj+1 Figure 2. we can write u (x. t) = u0 (s) Using (2. Therefore But. from (2. the foot of the characteristic can fall on the left or right side of xj depending on the sign of c.DRAFT -. t) = u0 (x − ct) = u (x − ct.46) (2. we get Using (2. Since the information travels a distance of δx = ct along the characteristic during a time t (from t = 0).44) (2. t + ∆t) = u (x − c∆t. c is the speed with which information propagates along the characterstics. we can see that the sign of c determines the direction of information propagation. t) t+∆t ¨ © ¨ © " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! § ¦ § ¦ (2.10 Therefore Governing Equations and Approximations ∂u ∂u d¯ u = +c dτ ∂t ∂x (2. we obtain ¯ u (x. we obtain ˜ ˜ u (τ = 0) = u0 (s) = k or k = u0 (s) ¯ Therefore u (s.48) (2.

53) Therefore. A continuous function has no gaps or breaks at any point on its proﬁle. consider an initial proﬁle which is monotonically decreasing.DRAFT - .4. Therefore. BURGERS EQUATION. a(u) = u. u t=0 large speed t=t1 t=t 2 small speed x Figure 2. Such a rule is often given by an algebraic and/or trigonometric expression.DRAFT -. SHOCK WAVES AND EXPANSION WAVES 11 2. Shock Waves and Expansion Waves ∂u ∂g (u) 1 + = 0. Therefore the upper parts of the proﬁle move faster than the lower parts of the proﬁle and the proﬁle expands or gets rareﬁed after some time. Consider an initial proﬁle which is monotonically increasing.DRAFT -. a(u) increases. The wave speed is deﬁned by a (u) = ∂g (u) ∂u (2. Therefore as u increases. discontinuities are not allowed for a continuous function. Now. as the upper part overtake lower part (due to larger speed on the top). the gradient becomes inﬁnite and the solution becomes multi-valued. DRAFT -. On the right part of the proﬁle which is monotonically decreasing.52) Let us check the wave speed for this case. Let us now recollect the basic features of a function. A function is rule that assigns exactly one real number to each number from a set of real numbers. coupled with a monotonically increasing proﬁe of the previous example.4 Burgers Equation. This phenomenon leads to expansion waves or rarefaction waves.4: Formation of expansion waves for Burgers Equation The larger values of u lead to larger speeds and smaller values of u lead to smaller speeds. with g (u) = u2 ∂t ∂x 2 Consider the Burger’s equation (2.DRAFT -.2.

DRAFT -. These discontinuities are known as shock waves. as multi-valued functions are avoided.DRAFT -. the function may become multi-valued after some time. as shown in the following ﬁgure.12 Governing Equations and Approximations u t=0 t=t1 t=t2 multivalued unphysical solution t=t3 x Figure 2. the density of a ﬂuid at a point having more than one value at any given time. Then. the solution ceases to be a function. Discontinuities may appear and the solution becomes multivalued. which is unphysical.DRAFT - . shock waves appear when the ﬂows are obstructed by solid bodies.DRAFT -.5 Shock Waves in Supersonic Flows In the supersonic ﬂows of inviscid ﬂuid ﬂows modeled by Euler equations. The Subsonic flow (M < 1) Solid Body Figure 2. discontinuities will appear. Multivalued functions are avoided on physical grounds.5: Shock formation to avoid multivalued unphysical solution for Burgers equation For the non-linear case and for an initial proﬁle which is monotonically decreasing. Consider the ﬂow of a ﬂuid over a blunt body. for example. by deﬁnition. Therefore.6: Subsonic ﬂow over a blunt body DRAFT -. Imagine. The appearance of such shock waves can be explained as follows. 2.

2.6. MATHEMATICAL CLASSIFICATION OF PDES

13

ﬂuid ﬂow consists of moving and colliding molecules. Some of the molecules collide with the solid body and get reﬂected. Thus, there is a change in the momenta and energy of the molecules due to their collision with the solid body. The random motion of the molecules communicates this change in momenta and energy to other regions of the ﬂow. At the macroscopic level, this can be explained as the propagation of pressure pulses. Thus, the information about the presence of the body will be propagated throughout the ﬂuid, including directly upstream of the ﬂow, by sound waves. When the incoming ﬂuid ﬂow has velocities which are smaller than the speed of the sound (i.e., the ﬂow is subsonic), then the sound waves can travel upstream and the information about the presence of the solid body will propagate upstream. This leads to the turning of the streamlines much ahead of the body, as shown in the ﬁgure (2.6). Now, consider the situation in which the ﬂuid velocities are larger than the speed of the sound (i.e., the ﬂow is supersonic). The information propagation by sound waves is

Shock Wave

Supersonic Flow (M > 1)

M<1

Solid Body

Figure 2.7: Supersonic ﬂow over a blunt body with the formation of a shock wave now not possible upstream of the ﬂow. Therefore, the sound waves tend to coalesce at a short distance ahead of the body. This coalescence forms a thin wave, known as the shock wave, as shown in the ﬁgure (2.7). The information about the presence of the solid body will not be available ahead of the shock wave and, therefore, the streamlines do not change their direction till they reach the shock wave. Behind the shock wave, the ﬂow becomes subsonic and the streamlines change their directions to suit the contours of the solid body. Thus, the shock waves are formed when the a supersonic ﬂow is obstructed by a solid body.

2.6

Mathematical Classiﬁcation of PDEs

We can derive several simpler equations from the Navier-Stokes equations : pure convection equation, convection-diﬀusion equation, pure diﬀusion equation and the wave

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

14

PDEs and Classiﬁcation

equations of ﬁrst order and second order. These equations, including the Navier-Stokes equations, are Partial Diﬀerential Equations (PDEs). To understand these equations better, we shall study their mathematical and physical behaviour. Let us start with the classiﬁcation of PDEs.

2.6.1

**First Order PDEs
**

∂u ∂u + B(x, y) + C(x, y)u = D(x, y) ∂x ∂y

General form of a ﬁrst order linear PDE is A(x, y) (2.54)

Let us simplify (2.54) by assuming C = D = 0. ∴ A(x, y) ∂u ∂u + B(x, y) =0 ∂x ∂y (2.55)

The above equation is a ﬁrst order homogeneous partial diﬀerential equation (PDE). Let us look for the solutions of the form u(x, y) = f (w) (2.56)

where w is some combination of x and y such that as x and y change, w remains constant. Substituting (2.56) in (2.55), we obtain A(x, y) ∂f (w) ∂w ∂f (w) ∂w + B(x, y) = 0 ∂w ∂x ∂w ∂y ∂w ∂w ∂f (w) + B(x, y) A(x, y) = 0 ∴ ∂w ∂x ∂y

(2.57)

(w) df df From the above equation, either dfdw = 0 or A dx + B dy = 0. Since we assumed that f is df a function of w only, dw need not be zero. Therefore, the only possibility for (2.57) to be true is to have

A(x, y)

∂w ∂w + B(x, y) =0 ∂x ∂y

(2.58)

Let us now seek the solutions of (2.58) such that w remains constant as x and y vary. Therefore, require ∂w ∂w dw = 0 or dx + dy = 0 (2.59) ∂x ∂y From (2.58) and (2.59) (which look alike), we get A(x, y) ∂w ∂w = −B(x, y) ∂x ∂y (2.60)

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

Characteristics and

15 ∂w ∂w dx = − dy ∂x ∂y

(2.61)

Dividing (2.61) by (2.60), we get dx dy = A(x, y) B(x, y) (2.62)

Therefore, f(w) will be constant along those lines (x, y) that satisfy (2.62). On integrating (2.62) for given A(x, y) and B(x, y), we get a functional relation between x and y, which can be taken as w. Thus, we can get f (w) = f (w(x, y)) ∴ u(x, t) = f (w) = f (w(x, y)) which will be the solution. Example: ∂u ∂u +c =0 ∂t ∂x ∴ A = 1 and B = c ∴ dx dt dx dt = gives = A B 1 c ∴ dx = c dt Integrating, we get x = c t + k where k is a constant. ∴ w = k = x − ct ∴ u(x, t) = f (w) = f (x − ct) (2.66) (2.67) (2.68) (2.65) (2.64)

(2.63)

where f is an arbitrary function which must be determined by initial conditions for the PDE, which is (2.64) in this case. In a similar way, the non-homogeneous ﬁrst order PDE, where C and D are non-zero, can also be solved [2].

2.6.2

Characteristics

∂u ∂u + B(x, y) = C(x, y, u) ∂x ∂y

Let us rewrite the general form of ﬁrst order linear PDE (2.54) as A(x, y) (2.69)

DRAFT -- DRAFT -- DRAFT -- DRAFT -- DRAFT -

77) The solution is not possible if the determinant of the matrix. y) subject to the boundary condition u(x.71) Here. s in the arc length along the boundary.16 PDES and Classiﬁcation Let us now solve (2.73) ∂u ∂u and .70) Let the boundary condition (2. whose inverse is required.69) for u(x. Along the boundary represented by (2.DRAFT - .DRAFT -.73) with two unknowns write (2.75) (2.72) ds ∂x ds ∂y ds Using (2. y) = φ(s) (2.70) be speciﬁed in the x − y plane along a boundary curve which is described in parametric form as x = x(s) and y = y(s) (2. |M | DRAFT -. NT is zero since M −1 = where N T is the transpose of the matrix N of cofactors of M . (2.76) to obtain the unknowns and as ∂x ∂y ∂u dx dy −1 dφ ∂x ds ds ds = ∂u A B C ∂y and (2.DRAFT -.76) (2.74) (2.69) and (2.71).70). the variation of u is given by du ∂u dx ∂u dy = + (2.DRAFT -.69) as ∂u dx ∂u dy dφ + = ∂x ds ∂y ds ds ∂u ∂u A+ B=C ∂x ∂y or ∂u dx dy dφ ∂x ds ds ds = ∂u A B C ∂y ∂u ∂u We can solve (2.73) and (2.72) can be written as du ∂u dx ∂u dy dφ = + = ds ∂x ds ∂y ds ds We now have two equations (2. We can ∂x ∂y (2.

y) (2. y)) = f (w). y.DRAFT -.78) or B dy dx −A = 0 ds ds ∴B dx dy = A ds ds dy B ∴ ds = dx A ds dy B ∴ = dx A ∴ dx dy = A B (2.Second Order PDEs The determinant is zero if 17 dx ds A dy ds = 0 B (2. Note also that the derivatives of the solution. Such curves are called characteristic curves or simply ∂u ∂u or may not exist characteristics. y) domain except along the characteristics can solve for ∂x ∂y (when the determinant is zero (2. y) + C(x. y) 2 = D(x. discontinuities in solution may exist along the characteristics.80) DRAFT -. u.79) We have already seen that (2.DRAFT -.6. ∂x ∂y along the characteristics.79) represents that curve in the (x.DRAFT -.3 Second Order PDEs ∂ 2u ∂ 2u ∂2u ∂u ∂u + B(x. That is why we ∂u ∂u and everywhere in the (x. 2. y) plane in which w is a constant with (u(x. ) 2 ∂x ∂x∂y ∂y ∂x ∂y The general form of a second order PDE is A(x.78)).DRAFT - . since w = constant along the characteristics. . ∂ ∂u = f (w) = ∂x ∂x ∂ ∂u = f (w) = ∂y ∂y ∂f ∂w ∂f = 0=0 ∂w ∂x ∂w ∂f ∂w ∂f = 0=0 ∂w ∂y ∂w Therefore.

DRAFT -. ∂x ∂y ∂2u ∂ 2u ∂ 2u +B +C 2 = D (2. which will be the characteristic curve.90) DRAFT -.82) 2 ∂x ∂x∂y ∂x ∂u ∂2u ∂2u dx + 2 dy = d (2.87) by (dx)2 to obtain A dy dx 2 ∴ A (dy)2 − B (dxdy) + C (dx)2 = 0 −B dy +C =0 dx (2.84) ∂x ∂x∂y = ∂u 0 dx dy ∂ 2 u d ∂y ∂y 2 ∂ 2u ∂ 2u ∂2u The equation (2.89) (2.18 PDES and Classiﬁcation Apart from the general form of the second order PDE.81) ∂x2 ∂x∂y ∂y ∂2u ∂u ∂ 2u dx + dy = d (2.DRAFT -. The solution to (2.83) ∂x∂y ∂y ∂y or 2 ∂ u D ∂x2 A B C 2 ∂ u d ∂u dx dy 0 (2.84) is zero. y) domain. The zero determinant condition is A B C A dx dy 0 0 =0 (2. ∂x ∂x∂y ∂y except on a curve where the determinant in (2. and 2 everywhere in the (x.84) can be solved for 2 .88) This is the equation of the curve along which the second partial derivatives of u cannot be deﬁned.85) dx dy (2.DRAFT -.87) ∴ A (dy)2 − dx 0 − B [dxdy − 0] + C (dx)2 − dy 0 = 0 Let us divide by (2.DRAFT - .86) (2.88) is −(−B) ± (−B)2 − 4AC dy = dx 2A B ± (B)2 − 4AC dy = ∴ dx 2A (2. we can obtain two more relation∂u ∂u ships by applying the chain rule to the total derivatives of and [3].

y) plane. the equation (2.88) deﬁnes two families of real curves in (x. the equation may change from one type to another at diﬀerent points in the domain. The second order PDEs are classiﬁed accordingly as • Hyperbolic if B 2 − 4AC > 0 • Parabolic if B 2 − 4AC = 0 When the PDEs are hyperbolic (B 2 − 4AC > 0). This classiﬁcation is similar to the classiﬁcation of general second degree equations in analytical geometry.Second Order PDEs 19 The curves in the (x.DRAFT -.DRAFT -. when A = 0.88) deﬁnes two families of complex curves.DRAFT -.DRAFT - .88) deﬁnes one family of real curves in the (x. y) domain satisfying (2. B = 0 & C = − DRAFT -. y) plane.92) (2. The characteristics have tangents at each point given by (2. x − ct = k & x + ct = k are the characteristics.88) are called the characteristics of the PDE (2. Recall that the general equation for a conic section in analytical geometry is given by ax2 + bxy + cy 2 + dx + ey = f and the conic section takes diﬀerent shapes as given below.91) • Elliptic if B 2 − 4AC < 0 ∴ 1 ∂2u ∂ 2u − 2 2 =0 ∂x2 c ∂t Here. When the PDEs are parabolic (B 2 − 4AC = 0) the equation (2. 1 c2 −1 0 ± (0)2 − 4 × 1 × ( 2 ) dt 1 c ∴ = =± dx 2×1 c dx = ±c ∴ dt ∴ x = ct + k & x = −ct + k (k = constant) ∴ A = 1. Note that if A.93) (2. Since B 2 − 4AC > 0.80).94) (2. The conic is a hyperbola if b2 − 4ac > 0 The conic is a parabola if b2 − 4ac = 0 The conic is an ellipse if b2 − 4ac < 0 • Example 1 : Consider wave equation ∂2u ∂2u = c2 2 ∂t2 ∂x (2.88). When the PDEs are elliptic (B 2 − 4AC < 0) the equation (2. the equation is hyperbolic. The equation (2. B & C are not constant.90) has real solutions when B 2 − 4AC > 0 and complex roots when B 2 − 4AC < 0.

i. leading to the categorization of the equations of ﬂuid ﬂows and heat transfer as hyperbolic. ∴ B 2 − 4AC < 0. B = 0 & C = 0 ∴ B 2 − 4AC = 0 − 4α · 0 = 0 Therefore the equation is parabolic. 2. B = 0 and C = 1. is signiﬁcant as diﬀerent types of equations represent diﬀerent physical behaviour and demands diﬀerent types of treatment analytically and numerically. there are domains of dependence and zones of inﬂuence in the physical domains where the hyperbolic equations apply. Consequently.20 • Example 2 : Consider the pure diﬀusion equation ∂2u ∂u =α 2 ∂t ∂x ∴α ∂2u ∂u = 2 ∂x ∂t PDES and Classiﬁcation ∴ A = α. As an illustration.e.. This equation is elliptic. the nonlinear inviscid Burgers equation.DRAFT -. The linear convection equation.DRAFT -.96) DRAFT -.DRAFT - .4 Physical Signiﬁcance of the Classiﬁcation The mathematical classiﬁcation introduced in the previous sections.6. parabolic or elliptic. ∴ B 2 − 4AC = 0 − 4 · 1 · 1 = −4. A = 1. let us consider the wave equation (which describes linearized gas dynamics. These preferred directions are related to the characteristics of the PDEs. Hyperbolic PDEs Hyperbolic equations are characterized by information propagation along certain preferred directions.95) Here.DRAFT -. the inviscid isothermal equations and the isentropic equations are all hyperbolic equations. • Example 3 : Consider the Laplace equation in 2-D ∂ 2u ∂ 2u + =0 ∂x2 ∂y 2 (2. given by ∂2u ∂2u = c2 2 ∂t2 ∂x (2. acoustics). the Euler equations.

DRAFT -. we obtain (dx)2 − c2 (dt)2 = 0 (2.100) The domain of the solution for the wave equation.DRAFT -. Figure 2.8).97) = ∂t ∂x∂t ∂u 0 dt dx d ∂2u ∂x ∂x2 Setting the determinant of the coeﬃcient matrix in the above equation to zero and solving for the slopes of the characteristic paths.8: Domain of the Solution for a Hyperbolic PDE (Wave equation) DRAFT -. we get dx = ±c or x = x0 ± ct dt (2.Physical Signiﬁcance of the Classiﬁcation 21 As in a previous section for second order PDE. The information propagation along the characteristics is with the speed a= dx = ±c dt (2. which is a typical hyperbolic partial diﬀerential equations (PDE).98) Solving the above quadratic equation. we can write the above equation as 2 ∂ u ∂t2 0 ∂u 1 0 −c2 2 ∂ u d dt dx 0 (2.99) Therefore. is shown in the ﬁgure (2.DRAFT - . there are two real characteristics associated with the wave equation considered here.DRAFT -.

Elliptic PDEs In contrast to the hyperbolic equations. the elliptic equations are characterized by information propagation having no preferred directions. The speed of information propagation (from the above equations) is dx dx = = ±∞ dt ±0 (2. Therefore.DRAFT -. A typical example is the steady state heat conduction in a slab. we get α(dt)2 = 0 dt = ±0 t = constant (2.DRAFT - .103) Thus. Consider the unsteady heat conduction equation in 1-D.9). given by ∂T ∂2T =α 2 ∂t ∂x As done before.DRAFT -. we can write this equation as ∂T ∂2T ∂x2 ∂t α 0 0 2 ∂T dx dt 0 ∂ T = d ∂x 0 dx dt ∂x∂t ∂2T ∂T d 2 ∂t ∂t (2. there are two real but repeated roots associated with the characteristic equation for unsteady conduction equation in 1-D. Unsteady heat conduction equation. The characteristics are lines of constant time. The domain of the solution for a typical parablic PDE (unsteady heat conduction equation) is shown in ﬁgure (2.DRAFT -. The DRAFT -. the information propagates at inﬁnite speed along the characteristics (lines of constant t).22 Parabolic PDEs PDES and Classiﬁcation The parabolic equations are typically characterized by one direction information propagation.104) Thus.102) (2.101) Setting the determinant of the coeﬃcient matrix to zero and solving for the slopes of the characteristic paths. unsteady viscous Burgers equation and unsteady linear convection-diﬀusion equation are examples of parabolic equations. the information propagates in all directions.

The domain of solution for a typical elliptic equation (steady state heat condution equation in 2-D) is shown in ﬁgure (2.DRAFT -.Physical Signiﬁcance of the Classiﬁcation 23 Figure 2.105) (2. Consider the steady heat conduction equation in 2-D. The domain of dependence and the range of inﬂuence both cover the entire space considered. DRAFT -. the roots are complex and there are no real characteristics.10).9: Domain of Solution for a Parabolic PDE (unsteady heat conduction equation) pure diﬀusion equations in steady state are elliptic equations.107) Thus.DRAFT - . the above equation can be written as 2 ∂ T 0 ∂x2 ∂T 1 0 1 ∂ 2T d ∂x dx dy 0 = ∂x∂y 0 dx dy ∂T d ∂ 2T ∂y 2 ∂y 1 (dy)2 + 1 (dx)2 = 0 or (2. we obtain √ dy = ± −1 dx (2. there are no preferred directions for information propagation.DRAFT -.106) Setting the determinant to zero and solving for the characteristics.DRAFT -. That means. given by ∂ 2T ∂2T + =0 ∂x2 ∂y 2 As done before.

Some equations show mixed behaviour. Steady Euler equations are hyperbolic for supersonic ﬂows (when Mach number is greater than unity) but are elliptic for subsonic ﬂows (when Mach number is less than unity). Un G1 G2 . . Gn (2. Let us now consider the vector case for hyperbolicity. .24 PDES and Classiﬁcation Figure 2.10: Domain of Solution for an Elliptic PDE (steady heat conduction equation) Not all equations can be classiﬁed neatly into hyperbolic.DRAFT - . Deﬁnition of hyperbolicity for systems of PDEs Consider a system of PDEs ∂U ∂G + =0 ∂t ∂x where U1 U2 .DRAFT -.109) DRAFT -.7 Euler equations and Hyperbolicity We have seen how a scalar equation (linear convection equation in this case) is hyperbolic.DRAFT -. characterized by preferred directions of information propagation. . elliptic or parabolic equations. . 2.108) U = G= (2.DRAFT -. The mathematical behaviour of the ﬂuid ﬂow equations may change from one point to another point in the ﬂow domain.

EULER EQUATIONS AND HYPERBOLICITY 25 Here. . then so is R.110) ∂U ∂U ∂G +A = 0 where A = (2. Usually. · · · . . ARi = λi Ri . U is the vector of conserved variables (also called as the ﬁeld vector) and G is the vector of ﬂuxes (called as the ﬂux vector).111) ∂t ∂x ∂U The above form of system of PDEs (2.DRAFT -. G is a non-linear function of U . then the hyperbolic system +A = 0 is linear. λ1 · · · 0 0 ··· 0 D= . then the matrix A can be diagonalised as A = RDR−1 where R is the matrix of eigenvectors and D is the matrix of eigenvalues. Let us rewrite the above system of equations in a form similar to the linear convection equation (in which the time and space derivatives are present for the same conserved variable) as ∂U ∂G ∂U + =0 ∂t ∂U ∂x or (2. in ﬂuid dynamics. Note that A will be a n×n matrix.DRAFT -. A system of partial diﬀerential equations (2.113) Therefore.111) is hyperbolic if the matrix A has real eigenvalues and a corresponding set of linearly independent eigenvectors.2. If the system is hyperbolic.115) ∂t ∂t ∂x ∂x Therefore ∂W ∂W R + AR =0 (2. Rn ] . If A is a constant. . . .112) (2. the system is said to be strictly hyperbolic. If we introduce a ∂t ∂x characteristic variable as W = R−1 U (2. . If the eigenvectors are also distinct.DRAFT - . Therefore ∂U ∂W ∂U ∂W =R and =R (2.111) is known as the quasi-linear form. .DRAFT -. we can deﬁne a hyperbolic system of equations as a system with real eigenvalues and diagonalisable coeﬃcient (ﬂux Jacobian) matrix. R = [R1 . .7. Linear systems and characteristic variables ∂U ∂U If A is constant. each component of which is a function of U .114) then the hyperbolic system will be completely decoupled. 0 · · · λn (2.116) ∂t ∂x DRAFT -.

121) (2. are multi-dimensional Euler equations.DRAFT -. So.119) (2. DRAFT -. R2 = u and R3 = u + a 1 2 H + ua H − ua u 2 (2.123) A= (3 − γ) u γ−1 3 − 2γ 2 a2 u + γu 2 γ−1 (2.118) 1-D Euler equations The 1-D Euler equations ∂U ∂U + =0 ∂t ∂x which can be written in quasi-linear form as ∂U ∂G ∂U +A = 0 where A = ∂t ∂x ∂U 0 γ−3 2 u 2 a2 u γ−2 3 u − 2 γ−1 1 0 (2. we can see that the 1-D Euler equations are (strictly) hyperbolic.26 or Therefore ∂W ∂W + R−1 AR = =0 ∂t ∂x ∂W ∂W +D =0 ∂t ∂x PDES and Classiﬁcation (2.122) 2 γ−1 2 2 u u −H H − (γ − 1) u γu 2 The eigenvalues of A are λ1 = u − a.DRAFT -.120) 1 p 1 p p 1 In terms of the total enthalpy H = h + u2 = e + + u2 = + + u2 2 ρ 2 ρ (γ − 1) ρ 2 0 1 0 γ−3 2 u (3 − γ) u γ−1 A= (2.117) (2.DRAFT -.124) Therefore.DRAFT - . λ2 = u and λ3 = u + a and the corresponding eigenvectors are 1 1 1 R1 = u − a .

pressure and velocity. say a wing of an aeroplane. Consider a small volume ∆V (∆V = ∆3 r) in the physical space (x. will be presented. drag. Therefore. These averages are also known as moments and this process of taking averages is called as taking moments. The macroscopic quantities of interest.DRAFT - . which represents the number of molecules per unit volume.Kinetic Theory of Gases 27 In this short course. To obtain these variables. The variables of interest are the ﬂuid velocities and the ﬂuid density.z). both the microscopic and the macroscopic approaches must be related. is given by n (r) = Lim∆3 r→0 ∆3 N ∆3 r (2. These averages are taken over macroscopically inﬁnitesimal but microscopically large volumes. considering the ﬂow of molecules and their collisions. Let the number of molecules in this volume be ∆3 N . the local number density. In the Kinetic Theory. solve the resulting equations. we need to solve the Euler or Navier-Stokes equations. We can also consider the ﬂuid ﬂow from a microscopic point of view. Similar to the NavierStokes equations. like density. which are obtained by applying Newton’s laws of motion to the ﬂuids. are obtained by taking statistical averages of the molecular quantities. apart from the thermodynamic variables like pressure and temperature. apart from the traditional numerical methods for solving the equations of compressible ﬂows.8 Kinetic Theory. But. alternative methodologies based on the Kinetic Theory of Gases. Neither can we know the initial conditions for all the molecules. 2. it is practically impossible to solve the large number of equations that result.125) DRAFT -. thrust and heat transfer coeﬃcients. This is the approach of the Kinetic Theory of Gases. The macroscopic variables can be obtained as statistical averages of the microscopic quantities.DRAFT -. we can apply Newton’s laws of motion to the molecules and. a better way of describing the ﬂuid ﬂow at the microscopic level is by taking statistical averages and the Kinetic Theory of Gases is based on such a strategy.DRAFT -. along with the related numerical methods known as the Relaxation Schemes. as they can be used to calculate the required design parameters like lift. the movement of the molecules is described by probabilities instead of individual paths of molecules. as there will be 1023 molecules in a mole of a gas. called as Kinetic Schemes and a relatively new strategy of converting the non-linear conservation equations into a linear set of equations known as the Relaxation Systems.y.DRAFT -. Obviously. as we are referring to the same ﬂuid ﬂow. The next two sections are devoted to the presentation of the governing equations for these two strategies. which is the subject matter of traditional CFD and some algorithms for doing so will be presented in the next chapters. Boltzmann Equation and its Moments as Macroscopic Equations Consider the ﬂow of air over a solid body. Therefore. in principle.

128) which we denote by a simpler notation as n = fp (2.DRAFT -. m. If we consider a phase space. we can write ρu = vf (2. we can calculate the number of molecules by integrating the phase space distribution function (thereby obtaining the physical number density) as ∞ ∞ −∞ ∞ n (r) = −∞ −∞ fp (r. and identifying the density of the gas as the number of molecules multiplied by the mass of the molecules.135) (2.133) (2. we can write Governing Equations and Approximations d3 N = n (r) d3 r (2.132) DRAFT -. the average or mean speed of the molecules can be written as ∞ ∞ −∞ ∞ n (r) v = −∞ −∞ vfp (r.127) where fp (r. we can write d6 N = fp (r.DRAFT - .DRAFT -.126) and we can calculate the number of molecules if the local number density (or the molecular distribution) is known. v) d3 rd3 v = fp (r.DRAFT -. if the phase space distribution function is known.131) or n v = vfp Multiplying by the mass. v) d3 v (2. v) is the local number density in the phase space. v) dxdydz dv1 dv2 dv3 (2.129) Multiplying both sides of the above equation by the mass of the molecules.28 Therefore. we obtain nm v = vmfp or ρ v = vf (2.130) Similarly. Therefore. v) d3 v (2. we obtain mn = ρ = mfp = f where f = mfp (2. known as the phase space distribution function.134) Denoting the average molecular velocity v by u and recognizing it as the ﬂuid velocity. which has three additional coordinates as the molecular velocities apart from three physical coordinates.

136) (2.144) is the internal energy. If we keep a system isolated from the surroundings and insulated (no heat transfer).DRAFT -. In such a state. the right expression for E is E =e+ where e= u2 p + 2ρ 2 u2 2 (2. ρu = vf . However.DRAFT - .140) (2. we can also derive the following additional moments for the Pressure tensor and the heat ﬂux vector.141) The expression for E can be evaluated as E= But. to get the right value of E. we can obtain an average for the kinetic energy as ρE = Thus.142) (2. random velocity or thermal velocity. In addition to the above moments.138) 1 if i = j 0 if i = j (2. The velocity distribution of such a state is known as the equilibrium distribution.DRAFT -. ﬁrst let us learn about the equilibrium distribution. Here. v2 = v1 + v2 + v3 1 2 3 (2.143) (2. we have the expressions ρ = f . ρE = 1 2 v f 2 1 2 v f 2 29 (2. But. the ﬂows of interest always contain p ρ(γ − 1) DRAFT -.Kinetic Theory of Gases Similarly. we have to modify the moment deﬁnitions. and if there are no internal heat sources and external forces. δij is the Kronecker delta function. the gas in the system will reach thermodynamic equilibrium. It is also known as Maxwellian distribution. Pij = pδij − τij = ci cj f where c = v − u and qi = cci f (2. Therefore.139) The relative velocity c is known by various names as peculiar velocity.DRAFT -. deﬁned by δij = and 2 2 2 c2 = c2 + c2 + c2 . all gradients are zero (the gas is at rest).137) which give the macroscopic quantities as averages (also called as moments) of the molecular velocity distribution function.

151) (2.150) (2. 2. For 1-D.DRAFT -.. 1.149) ∞ U1 = U2 = U3 = F = vF = v2 F = 2 F dv −∞ ∞ (2. D=2 and for 3-D. R is the gas constant. n = 0.. The Maxwellian distribution is deﬁned by F =ρ where β π D 2 e−β(v−u) 2 (2. D=1.. deﬁned by the state equation β= p = ρRT (2. n = 0. 1..DRAFT - .. For such conditions. for 2-D. D=3.. 2.148) U = v f 1 2 v 2 Using the Maxwellian 1 U = v F 1 2 v 2 (2. From the deﬁnitions. we can write for 1 − D 1 (2. 2. we consider locally Maxwellian distributions. when locally the gradients are very small.155) DRAFT -. .145) 1 ρ = (2.146) 2RT 2P and D is the number of translational degrees of freedom. Therefore. (2.147) Now that we know the expression for the Maxwellian distribution. Some types of integrals we encounter often are ∞ Jn = −∞ ∞ + Jn = 0 0 − Jn = −∞ xn e−x dx xn e−x dx xn e−x dx 2 2 2 n = 0. 1. we consider the concept of local thermal equilibrium.30 Governing Equations and Approximations changes in velocity and gas properties.DRAFT -.DRAFT -. let us evaluate the moments. .153) (2. we need to know some basic integrals.154) (2. .152) vF dv −∞ ∞ −∞ v2 F dv 2 To evaluate the above.

for a Maxwellian U3 = 1 p v2 F =ρ + u2 = ρE 2 2ρ 2 u2 p + where E = 2ρ 2 (2.158) Using the above.DRAFT -. −∞ 31 Let (2.161) (2. we get ∞ ∞ −∞ K2 = −∞ e−x e−y dxdy = −∞ −∞ 2 2 ∞ ∞ e(x 2 +y 2 ) dxdy (2.159) (2.162) DRAFT -.160) Using these integrals.DRAFT -.DRAFT -. we get.157) Let x = r cosθ and y = r sinθ. √ √ π + J0 = π J 0 = 2 1 + J1 = 0 J1 = 2 √ √ π π + J2 = J2 = 2 4 1 + J3 = 0 J3 = 2√ √ 3 π 3 π + J4 = J4 = 4 8 − + and Jn = Jn − Jn (2. −1 −r2 e 2 √ K= π e−x dx = 2 =π 0 ∞ −∞ √ π (2.Kinetic Theory of Gases We ﬁrst need to evaluate the fundamental integral ∞ 2 ∞ e−x dx.156) K= −∞ e−x dx = −∞ 2 ∞ e−y dy 2 Since deﬁnite integral is a function of limits only.DRAFT - . Then ∞ 2π 0 ∞ K = 0 2 e−r rdrdθ e−r rdr 0 ∞ 2 2 K 2 = [θ]2π 0 K 2 = 2π · Therefore. if we derive U3 . we can derive the following expressions.

The molecules are in free ﬂow except while undergoing collisions.163) This discrepancy is because we considered only a mono-atomic gas which has no internal degrees of freedom contributing to internal energy.170) represents the temporal and spatial evolution of the velocity distribution function.DRAFT -. A polyatomic gas has internal degrees of freedom contributing to vibrational and rotational energies. The basic equation of kinetic theory is the Boltzmann equation ∂f ∂f +v = J (f.165) v2 )f 2 (2. f ) represents the collision term. The Maxwellian is modiﬁed as ρ β 2 −β(v−u)2 −I F = e e I0 I0 π (2 + D) − γD RT where I0 = 2 (γ − 1) D (2. f ) ∂t ∂x (2. It has only translational degrees of freedom. which is diﬃcult to solve.DRAFT -. J(f. 5. The LHS represents the free ﬂow and the RHS represents the changes in the velocity distribution due to collisions. we know that E= Governing Equations and Approximations p u2 + ρ(γ − 1) 2 (2.DRAFT - .168) (2.167) ρu = 0 ∞ dI dI 0 2 v1 ρE = where v2 = + d3 v (I + −∞ 2 2 v2 + v3 Here I is the internal energy variable corresponding to non-translational degrees of freedom.170) (in the absence of external forces). f .32 But.166) (2. The right hand side.170) an integro-diﬀerential equation. For an introduction to the Kinetic Theory of Gases. we modify the deﬁnitions as follows.164) (2. The left hand side of (2.169) is the average internal energy due to non-translational degrees of freedom. for Euler equations.DRAFT -. the reader is referred to the following books [4. 6]. ∞ ∞ ρ = 0 ∞ dI −∞ ∞ d3 v f d3 v vf −∞ ∞ (2. To add internal energy contributions. DRAFT -. The collision term makes (2.

DRAFT -.170) is usually solved by a splitting method.174) into two steps: ∂f ∂t ∂f ∂t (2.172).176) = O1 (2. f .177) = O2 (2.178) can be re-written as ∂f ∂x F −f = tR (2.2 Splitting Method Boltzmann equation (2.DRAFT - .177) and (2. Gross and Krook [7] proposed a simple model for the collision term : J (f.8.171) According to the B-G-K model.1 B-G-K Model for the collision term F −f tR Bhatnagar.172) ∂t ∂x tR 2.175) (2.172) as ∂f ∂t = −v ∂f ∂t ∂f F −f + ∂x tR (2.178) ∂f ∂f +v = 0 ∂t ∂x (2. tR .8.174) where O1 = −v and O2 We can split (2.173) = O1 + O2 (2.179) DRAFT -. let us consider the (2. F . With this model. We can re-write (2. the Boltzmann equation becomes ∂f ∂f F −f +v = (2. To illustrate the splitting method.DRAFT -. f ) = (2. relaxes to a Maxwellian distribution. in a small relaxation time. the velocity distribution function.Kinetic Theory of Gases 33 2.DRAFT -.

If we start with an initially Maxwelian distribution. If the relaxation time is zero. in kinetic schemes. the equation (2.186) Therefore. after the convection step.187) where ρ ρui U = ρE DRAFT -. we can use the approximation ∂F ∂F +v =0 ∂t ∂x as a basis for developing kinetic schemes. the distribution function instantaneously relaxes to a Maxwellian distribution.181) dt tR This is a simple ODE for which the solution is given by f = (f0 − F ) e or f = f0 e If we take tR = 0.180) equation (2. 2.DRAFT -.189) (2.DRAFT - . The operator splitting has resulted in two steps: (i) a convection step and (ii) a collision step. Therefore. The Euler equations ∂U ∂Gi + = 0 ∂t ∂xi (i = 1.188) (2. then (2. We can write (2. 3) (2. the exact solution of the collision step drives the distribution to a Maxwellian.34 ∂f ∂t = Governing Equations and Approximations F −f tR (2. Let us see how. In the convection step. df F −f = (2.DRAFT -.179) is the convection equation for f and equation (2. in the collision step. Thus.180) as an ODE.182) (2.180) is the collision equation for f.180) can be solved.184) Therefore. The kinetic schemes or Boltzmann schemes are based on this split-up into a convection step and a relaxation step : Convection Step: ∂f ∂f +v =0 (2.DRAFT -.179) can be solved exactly or numerically.183) − tt R +F 1−e (2. (2. the collision step becomes a relaxation step.182) gives f = f0 e− 0 + F or f = F t − tt R +F − tt R (2.185) ∂t ∂x Relaxation Step: f =F (2.

using the Kinetic Theory of Gases. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS ρui G = δij p + ρui uj pui + ρui E E = and p u2 + ρ (γ − 1) 2 35 (2. Thus. another such a simpler framework is presented.DRAFT -.193) + vi 2 v ∂t ∂xi I+ 2 1 1 ∞ ∞ vi vi Therefore.9.196) ∂t ∂x with the initial condition u (x.9 Relaxation Systems for Non-linear Conservation Laws In the previous section. the non-linear vector conservation laws of Fluid Dynamics were derived from a simpler linear convection equation (the Boltzmann equation). t = 0) = u0 (x) .2. The splitting method is also an inherent part in most of the Kinetic Schemes.195) and Gj = vj f = 2 vj f 2 v v −∞ 0 I+ I+ 2 2 The Kinetic Schemes are based on the above connection between the Boltzmann equation and Euler equations.194) f v2 v2 −∞ 0 I+ I+ 2 2 1 1 ∞ ∞ vi vi d3 v dI (2. U = d3 v dI f = (2. 2.190) (2.192) u2 = u2 + u2 + u2 1 2 3 can be obtained as moments of the Boltzmann equation: 1 ∂f ∂f vi = 0 (2. In this section. DRAFT -.DRAFT - . in which the non-linear conservation laws are linearized by a Relaxation Approximation. This framework of a Relaxation System is even simpler than the previous one and is easier to deal with. Consider a scalar conservation law in one dimension ∂u ∂g (u) + =0 (2.DRAFT -.DRAFT -. the task of solving the non-linear vector conservation equations was simpliﬁed by the use of a linear convection equation.191) (2.

We can rearrange the second equation of the above system (2. p is the pressure and E is the total internal energy of the ﬂuid.DRAFT -.198) and as → 0. as the initial state is in local equilibrium [8]. Consider a vector conservation law in one dimension. With g (u) = . deﬁned by ρ ρu U = ρu and G (U) = p + ρu2 (2.197) as ∂v ∂u = − [v − g (u)] + λ2 ∂t ∂x (2.DRAFT -.36 Governing Equations and Approximations u2 Here the ﬂux g (u) is a non-linear function of the dependent variable u. u is the velocity.202) ρ (γ − 1) 2 DRAFT -.196). λ is a positive constant and is a very small number approaching zero. t = 0) = g (u0 (x)) (2. solving the Relaxation System (2.197). ∂u ∂v + ∂t ∂t = 0 (2. The source term is still non-linear. which is not an explicit function of the dependent variable u and provided the following system of equations. 2 we recover the inviscid Burgers equation.DRAFT - .DRAFT -.197) is equivalent to solving the original conservation law (2.196). and this can be handled easily by the method of splitting. we obtain v = g (u). Substituting this expression in the ﬁrst equation of the Relaxation System (2.200) Here. Therefore.199) This initial condition avoids the development of an initial layer.201) ρE pu + ρuE where ρ is the density. The main diﬃculty in solving this equation numerically is the non-linearity of the ﬂux g (u). The initial condition for the new variable v is given by v(x. Jin and Xin [8] dealt with this problem of non-linearity by introducing a new variable v. U is the vector of conserved variables and G (U) is the ﬂux vector. deﬁned by p u2 E= + (2. given by ∂U ∂G (U) + =0 ∂t ∂x (2. we recover the original non-linear conservation law (2. in the limit → 0.197) 1 ∂u ∂v + λ2 = − [v − g (u)] ∂t ∂x Here. It is advantageous to work with the Relaxation System instead of the original conservation law as the convection terms are not non-linear any more. The above approach of replacing the non-linear conservation law by a semi-linear Relaxation System can be easily extended to vector conservation laws and to multi-dimensions.

2.206) Diﬀerentiating with respect to time. a Chapman-Enskog type expansion is performed for the Relaxation System.209) DRAFT -.DRAFT -. 3) in the Relaxation System for the vector case (2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 37 with γ being the ratio of speciﬁc heats. momentum and energy conservation laws for the case of an inviscid compressible ﬂuid ﬂow.197) as ∂v ∂u v = g (u) − + λ2 (2.208) (2. 2.197) and Di . The Relaxation System for the above vector conservation laws is given by ∂U ∂V + ∂t ∂x = 0 (2.204) The positive constants λ in the Relaxation System for the scalar case (2.207) (2. (i = 1.9.203) ∂V ∂U 1 +D = − [V − G (U)] ∂t ∂x where D is a positive constant diagonal matrix.DRAFT -.205) ∂t ∂x which means that v = g (u) + O [ ] (2. deﬁned by D1 0 0 D = 0 D2 0 0 0 D3 (2.197) gives ∂u ∂v =− ∂t ∂x we can write ∂v ∂g ∂v =− +O[ ] ∂t ∂u ∂x (2. we obtain ∂ ∂g ∂u ∂v = [g (u)] + O [ ] = +O[ ] ∂t ∂t ∂u ∂t Since the ﬁrst equation of the Relaxation System (2.203) are chosen in such a way that the Relaxation System is a dissipative (stable) approximation to the original non-linear conservation laws.DRAFT - . The above vector conservation laws are the Euler equations of gas dynamics and describe the mass. To understand this better.9. let us do a Chapman-Enskog type expansion for the Relaxation System. We can rewrite the second equation of the Relaxation System (2. following Jin and Xin [8].1 Chapman-Enskog type expansion for the Relaxation System In this section.2.DRAFT -.

we get 2 ∂g ∂ ∂u ∂u ∂g (u) 2 +O 2 (2.216) For the Relaxation System (2. the following condition should be satisﬁed.DRAFT -.210) ∂g ∂u 2 ∂u +O[ ] ∂x (2.211) − ∂g ∂u 2 ∂u +O[ ] ∂x ∂g ∂u 2 + λ2 ∂u ∂x (2.213) Substituting this expression for v in the ﬁrst equation of the Relaxation System (2. λ ≥ 2 ∂g ∂u 2 or − λ ≤ ∂g ∂u ≤λ (2.205).212) +O 2 (2. The coeﬃcient represents the coeﬃcient of viscosity. 2 ∂G (U) ≥0 (2.203).38 Therefore.197).214) contains a second derivative of u and hence represents a dissipation (viscous) term.217) D− ∂U DRAFT -. Therefore. the following condition should be satisﬁed. we can write Governing Equations and Approximations ∂g ∂ ∂v =− {g (u) + O [ ]} + O [ ] ∂t ∂u ∂x ∂v ∂g ∂g ∂u or =− +O[ ] = − ∂t ∂u ∂u ∂x Substituting the above expression in (2.200) modeled by the Relaxation System (2. For the vector conservation laws (2.DRAFT - . For the coeﬃcient of dissipation to be positive (then the model is stable). the Chapman–Enskog type expansion gives ∂ ∂U ∂G(U) + = ∂t ∂x ∂x D− ∂G(U) ∂U 2 ∂U + O( 2 ) ∂x (2. the Relaxation System provides a vanishing viscosity model to the original conservation law.215) This is referred to as the sub-characteristic condition. using (2. we get v = g (u) − or v = g (u) − ∂u ∂x λ − 2 (2.214) λ − + = ∂t ∂x ∂x ∂x ∂u The right hand side of (2.203) to be dissipative.206).197) should be chosen in such a way that the condition (2.DRAFT -. The constant λ in the Relaxation System (2.DRAFT -.215) is satisﬁed.

2 λ1 0 0 (i) Deﬁne D as D = 0 λ2 0 2 0 0 λ2 3 (ii) Second choice : λ2 = max|u − a|. Euler equations. R−1 and Λ are given by 1 1 2 − 2λ −λ 0 1 1 (2.226) (2.200).197) can be written in matrix form as (2. |u|. so is (2. R−1 is its inverse and Λ is a diagonal matrix with eigenvalues of A as its elements.e.9. R−1 = R= and Λ = 0 λ −λ λ 1 1 2 2λ Since the Relaxation System (2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 39 Based on the eigenvalues of the original conservation laws (2. i.219) where u is the ﬂuid velocity and a is the speed of sound.224) . we can write A = RΛR−1 and consequently Λ = R−1 AR (2. A= 0 1 λ2 0 As the Relaxation System (2. Jin and Xin [8] proposed the following two choices.9.221) is a set of coupled hyperbolic equations.DRAFT -. With the ﬁrst choice.220) where I is a unit matrix.DRAFT -..218) (2. we can write ∂Q ∂f ∂Q ∂f =R and =R ∂t ∂t ∂x ∂x (2.DRAFT -.197) is hyperbolic.DRAFT - . the diagonal matrix D can be written as D = λ2 I (2. λ2 = max|u| and λ2 = max|u + a| 1 2 3 First choice : λ2 = λ2 = λ2 = λ2 = max [|u − a|.225) DRAFT -.223) where R is the matrix of right eigenvectors of A. |u + a|] 1 2 3 (2.2. 2. we can decouple it by introducing the characteristic variables as f = R−1 Q which gives Q = Rf Therefore. The expressions for R. therefore.222) where Q = u v .2 Diagonal form of the Relaxation System ∂Q ∂Q +A =H ∂t ∂x The Relaxation System (2.221) 0 and H = − [v − g (u)] 1 (2.221) and.

Using (2. It is much easier to solve the above two equations than solving (2.200).DRAFT -. since the convection terms in them are linear. which will be described in the following sections. the diagonal form of the Relaxation System leads to ∂f1 ∂f1 1 −λ = [V − G (U)] ∂t ∂x 2λ ∂f2 1 ∂f2 +λ = − [V − G (U)] ∂t ∂x 2λ where f1 and f2 are vectors with three components each for the 1-D case. we obtain the expressions u = f1 + f2 and v = λ (f2 − f1 ) (2. In the case of vector conservation laws (2. we obtain two decoupled equations as (2. the above equation can be written as ∂f ∂f +Λ = R−1 H ∂t ∂x where u 1 v − 2λ [v − g (u)] 2 2λ −1 and R−1 H = =R Q= u v 1 + [v − g (u)] − 2 2λ 2λ ∂f1 ∂f1 1 −λ = [v − g (u)] ∂t ∂x 2λ ∂f2 1 ∂f2 +λ = − [v − g (u)] ∂t ∂x 2λ Solving these two equations in the limit of → 0 is equivalent to solving the original non-linear conservation law (2.225).231) (2. The source terms are still non-linear. but these can be handled easily by the splitting method.40 Governing Equations and Approximations Substituting the above expressions in (2. (2.196).196).230) using which we can recover the original variables u and v. we obtain ∂f ∂f + R−1 AR = R−1 H ∂t ∂x Using (2.232) DRAFT -.221).223).DRAFT -.227) f= f1 f2 (2.DRAFT - .228) (2.229) Thus.DRAFT -.224) and (2.

This interpretation was used by Natalini [9] and Driollet & Natalini [10] to develop multi-dimensional Relaxation Systems which are diagonalizable and new schmes based on them. 11]. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 41 2.DRAFT -. T is the temperature.9. The 1-D local Maxwellian for such a case is given by ρ F = I0 β π 1 2 e −β(ξ−u)2 + II 0 (2. the diagonal form of the Relaxation System (2. The Euler equations can be obtained as moments of the Boltzmann equation.DRAFT -.9.234) ∂t ∂x This equation is similar to the Boltzmann equation of Kinetic Theory of Gases with a Bhatnagar-Gross-Krook (B-G-K) collision model. The moments of the distribution function lead to the macroscopic variables as ∞ ∞ u= 0 dI −∞ dξ 1 ξ ξ I+ 2 2 ∞ ∞ f = dI 0 −∞ dξ 1 ξ ξ I+ 2 2 F (2.235) where ξ is the molecular velocity (we are not using v as it has been used in the Relaxation System for the new variable).236) 1 where ρ is the density.2.3 Diagonal form as a Discrete Kinetic System The diagonal form of the Relaxation System can be interpreted as a discrete Boltzmann equation [9. D is the number of translational degrees of freedom. The classical Boltzmann equation with B-G-K model in one dimension is given by ∂f ∂f 1 +ξ = [F − f ] ∂t ∂x tR (2. I is the internal energy variable for the non-translational degrees of freedom and I0 is the corresponding average internal energy. 10. f1 andf2 . The new variable F represents the local Maxwellian distribution. β = 2RT . tR is the relaxation time and F is the equilibrium (Maxwellian) distribution.233) With these new variables.DRAFT -. except that the molecular velocities are discrete (−λ and λ) and the distribution function f correspondingly has two components.228) can be rewritten as ∂f 1 ∂f +Λ = [F − f ] (2.DRAFT - . Let us introduce a new variable F as u g (u) 2 − 2λ = u g (u) + 2 2λ F= F1 F2 (2.237) DRAFT -.

we obtain ∂ (P Λf ) ∂ (P Λ2 f ) 1 + = [P ΛF − P Λf ] (2.DRAFT -.DRAFT - . The Relaxation System for the vector conservation laws can also be recovered by a similar procedure. v = P Λf and g (u) = P ΛF where P = [1 1] for the case of scalar conservation laws and U = P f = P F .197).240) (2. multiplying the discrete Boltzmann equation (2.243) ∂t ∂x Using (2. we can see that recovering the moments are simpler for the Relaxation System and therefore the Relaxation Schemes will be simpler than the traditional Kinetic Schemes in ﬁnal expressions.234) by P Λ.197). Let us multiply the discrete Boltzmann equation (2. the above equation can be rewritten as ∂u ∂v + =0 (2.240).242) ∂ (P f ) ∂ (P Λf ) 1 + = [P F − P f ] (2. V = P Λf and G (U) = P ΛF (2.245) ∂t ∂x Evaluating P Λ2 f as λ2 u and using (2.DRAFT -. In comparison with the classical Boltzmann equation.240).244) ∂t ∂x which is the ﬁrst equation of the Relaxation System (2.238) ξ ξ 0 −∞ I+ I+ 2 2 The macroscopic equations (Euler equations in this case) are obtained as moments of the Boltzmann equation by 1 ∞ ∞ ∂f 1 ∂f ξ dξ +ξ = [F − f ] (2. The macroscopic equations are obtained from the discrete Boltzmann equation by multiplying by P and P Λ respectively. we get ∂v ∂u 1 + λ2 = − [v − g (u)] (2.42 and ∞ ∞ Governing Equations and Approximations (2.246) ∂t ∂x which is the second equation of the Relaxation System (2.239) dI 1 2 ∂t ∂x tR −∞ 0 I+ ξ 2 The corresponding expressions for the moments of the discrete Boltzmann equation are dI 0 −∞ g (u) = dξ 1 ξ 2 ∞ ∞ ξf = dI dξ 1 ξ 2 ξF u = P f = P F . Similarly.241) for the case of vector conservation laws. DRAFT -.234) by P to obtain P or ∂f ∂f 1 +Λ =P [F − f ] ∂t ∂x (2.DRAFT -.

(i = 1. A1 = λ2 0 0 .2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 43 2. This is true in general for the multi-dimensional Relaxation System of Jin and Xin (see [9]).4 Multi-dimensional Relaxation Systems ∂u ∂g1 (u) ∂g2 (u) + + =0 ∂t ∂x ∂y Consider a scalar conservation law in 2-D (2. A2 = 0 0 0 and H = 1 1 v2 λ2 0 0 0 0 0 2 − {v2 − g2 (u)} 0 (2.249) (2.252) DRAFT -.DRAFT -.DRAFT - . As it is preferable to work with a diagonal form. · · · .DRAFT -. Driollet and Natalini [10] generalize the discrete Boltzmann equation in 1-D to multi-dimensions to obtain a multi-dimensional Relaxation System as ∂f 1 ∂f + = [F − f ] Λk ∂t k=1 ∂xk D (2. the local Maxwellians are deﬁned by [10] FD+1 1 1 = u+ D λ D gk (u) k=1 1 Fi = − gi (u) + FD+1 .9.247) The Relaxation System given by Jin and Xin [8] for the above equation is ∂u ∂v1 ∂v2 + + = 0 ∂t ∂x ∂y ∂v1 1 ∂u + λ2 = − [v1 − g1 (u)] 1 ∂t ∂x 1 ∂u ∂v2 + λ2 = − [v2 − g2 (u)] 2 ∂t ∂y We can write the above Relaxation System in matrix form as ∂Q ∂Q ∂Q + A1 + A2 =H ∂t ∂x ∂y where u 0 0 1 0 1 0 1 − {v1 − g1 (u)} Q = v1 .DRAFT -.251) For the multi-dimensional diagonal Relaxation System. D) λ (2.250) The matrices A1 and A2 do not commute (A1 A2 = A2 A1 ) and the above system is not diagonalizable.248) (2.9.

DRAFT -. we obtain ∂ (P f ) ∂ (P Λ1 f ) ∂ (P Λ2 f ) 1 + + = [P F − P f ] ∂t ∂x ∂y Using (2.DRAFT -. multiplying (2. we get ∂ (P Λ1 f ) ∂ (P Λ2 f ) ∂ (P Λ1 Λ2 f ) 1 1 + + = [P Λ1 F − P Λ1 f ] ∂t ∂x ∂y (2.253) (2.256) by P Λ1 .254) (2. The 2-D Boltzmann equation is ∂f ∂f 1 ∂f + Λ1 + Λ2 = [F − f ] ∂t ∂x ∂y Multiplying the above equation by P . v1 = P Λ1 f and v2 = P Λ2 f we can obtain −λ 0 P = [1 1 1] .254). the above equation can be simpliﬁed to ∂u ∂v1 ∂v2 + + =0 ∂t ∂x ∂y Similarly.DRAFT - . 0 λ 2 − v1 + 3λ 1 + v1 − 3λ 1 + v1 + 3λ 0 0 0 Λ2 = 0 −λ 0 0 0 λ 1 v2 3λ 2 v2 3λ 1 v2 3λ (2.256) DRAFT -.44 Governing Equations and Approximations Let us consider the 2-D case for which the local Maxwellians are given by 2 1 u − g1 (u) + g2 (u) 3 3λ 3λ F1 u 1 2 F = F2 = + g1 (u) − g2 (u) 3 3λ 3λ F3 u 1 1 + g1 (u) + g2 (u) 3 3λ 3λ Using the deﬁnitions u = P f = P F .247).258) (2. Λ1 = 0 u 3 u and f = 3 u 3 0 0 0 0 . P Λ1 and P Λ2 . we can obtain the 2-D Relaxation System for (2.257) (2. multiplying the 2-D discrete Boltzmann equation by P .259) (2. g2 = P Λ2 F .DRAFT -. g1 = P Λ1 F .255) Now.

The above derivation was done only to see the type of multi-dimensional Relaxation System we obtain from the multi-dimensional discrete Boltzmann equation. leads to the following equations.262) and (2. however.255).254) in (2. P Λ2 Λ1 f and P Λ2 f as 2 1 P Λ2 f = λ2 (f1 + f3 ) . we obtain the 2-D Relaxation System as ∂u ∂v1 ∂v2 + + =0 ∂t ∂x ∂y λ ∂ 1 ∂v1 λ ∂ + [2 (λu + v1 + v2 ) − 3v1 ] + [λu + v1 + v2 ] = [g1 (u) − v1 ] ∂t 3 ∂x 3 ∂y λ ∂ 1 ∂v2 λ ∂ + [λu + v1 + v2 ] + [2 (λu + v1 + v2 ) − 3v2 ] = [g2 (u) − v2 ] ∂t 3 ∂x 3 ∂y (2.266) DRAFT -.256) by P Λ2 . RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS and by multiplying (2. when expanded.DRAFT - . ∂f1 ∂f1 1 −λ = [F1 − f1 ] ∂t ∂x ∂f2 ∂f2 1 −λ = [F2 − f2 ] ∂t ∂y ∂f3 ∂f3 ∂f3 1 +λ +λ = [F3 − f3 ] ∂t ∂x ∂y (2. and it is suﬃcient to use the multi-dimensional discrete Boltzmann equation as a starting point to derive Relaxation Schemes.DRAFT -.263). It is not necessary. (2.263) λ2 f3 + λ2 (f2 + f3 ) = [g1 (u) − v1 ] ∂t ∂x ∂y Using the deﬁnitions (2. after some algebraic manipulation.260) (2.262) ∂ ∂ 1 ∂v2 + (2.DRAFT -.DRAFT -. to use the above Relaxation System. P Λ1 Λ2 f = P Λ2 Λ1 f = λ2 f3 and P Λ2 f = λ2 (f2 + f3 ) 1 2 Using theses expressions. For the 2-D cases presented in this report the following equation is used as a starting point ∂f ∂f 1 ∂f + Λ1 + Λ2 = [F − f ] (2. the above two equations get simpliﬁed to ∂v1 1 ∂ ∂ + λ2 (f1 + f3 ) + λ2 f3 = [g1 (u) − v1 ] ∂t ∂x ∂y 45 (2.264) This Relaxation System is diﬀerent from the non-diagonalizable Relaxation System of Jin and Xin (2. we can evaluate P Λ2 f .261) (2. P Λ1 Λ2 f .2.248).258). we obtain 1 ∂ (P Λ2 f ) ∂ (P Λ2 Λ1 f ) ∂ (P Λ2 f ) 2 + + = [P Λ2 F − P Λ2 f ] ∂t ∂x ∂y Using (2.265) ∂t ∂x ∂y which.9.

the framework of Kinetic Theory of Gases and the framework of Relaxation Systems. t = 0) = F (U (x. more emphasis is given in this course for alternative formulations. the numerical methods for solving the compressible ﬂuid ﬂows are presented. y. y.268) The Chapman–Enskog type analysis for the above multi–dimensional Relaxation System to be a dissipative approximation to the original conservation laws leads to the following condition (see [10. G1 and G2 . t = 0)) (2. 2A1 − A2 . The initial condition for f is prescribed as f (x. the expanded form of the discrete Boltzmann equation is given by ∂f1 ∂f1 1 −λ = [F1 − f1 ] ∂t ∂x ∂f2 ∂f2 1 −λ = [F2 − f2 ] ∂t ∂y ∂f3 ∂f3 1 ∂f3 +λ +λ = [F3 − f3 ] ∂t ∂x ∂y (2.DRAFT -.267) where fi and Fi for each i. V2 . the governing equations of compressible ﬂuid ﬂows are presented. −A1 + 2A2 ) where A1 = ∂G1 (U) ∂G2 (U) and A2 = ∂U ∂U (2.46 Governing Equations and Approximations For 2-D Euler equations. 2. based on each of the above framework. (i = 1.DRAFT -.DRAFT - .269) (2. While the traditional numerical methods based on Euler and Navier-Stokes equations are presented brieﬂy.DRAFT -.10 A Note on Numerical Methods In the preceding sections. DRAFT -. along with two major alternative formulations which make the task of solving these equations simpler . 41] for details of the derivation).270) 2. In the next chapters. V1 . 3) are vectors with 4 components each similar to the corresponding moments U. λ ≥ max (−A1 − A2 .

1). 3. numerical dispersion and order of accuracy.Chapter 3 Analysis of Numerical Methods Several numerical methods for scalar and vector conservation equations of compressible ﬂows will be presented in the next chapters. For the space 47 DRAFT -. 3.DRAFT - . followed by the discussion on numerical dissipation.DRAFT -.DRAFT -.1. First. with the example of a simple linear convection equation. We discretize the time derivative using forward diﬀerencing since we will be marching forward in time for the solution of the convection equations. the basics of Finite Diﬀerence Method (FDM) and the Finite Volume Method (FVM) are presented. the concepts of consistency and stability of a numerical method are brieﬂy introduced.1 Basics of Finite Diﬀerence and Finite Volume Methods In this course. To understand them better.1) Let us discretize the above hyperbolic equation on a three point stencil shown in the ﬁgure (3. which is the most popular method used in compressible ﬂuid ﬂow simulations.1 Upwind Method in Finite Diﬀerence Form Consider a linear convection equation ∂u ∂u +c =0 ∂t ∂x (3. illustrated by the analysis of Modiﬁed Partial Diﬀerential Equations (MPDE).DRAFT -. Then. concentrating mostly on the Finite Volume Method. the basic analysis of numerical methods is presented in this chapter. we shall limit ourselves the application of Finite Diﬀerence Method (FDM) and Finite Volume Method to the typical scalar and vector conservation equations.

from the point j + 1. for the 3-point stencil shown in the ﬁgure (4.DRAFT -. t) = u (x − ct. t) (3.4) (3. depending on the sign of c.3) So. the simplest approximation seems to be central diﬀerencing.DRAFT -. depending on the sign of the convection speed. Therefore. the information to the point j comes from the left. un+1 − un un − un j j j+1 j−1 +c =0 (3. we have to introduce one sided diﬀerencing. the solution at the new time level can be found by tracing the foot of the characteristic on the line connecting the points j − 1. actually leads to an unstable scheme! To understand why. This discretization known as the Forward Time Centered Space discretization. it depends on the sign of the convection speed c. from the point j − 1 and if c is negative. t + ∆t) = u (x − c∆t.2) ∆t 2∆x Here. let us see the analytical solution of the linear convection equation (3. Obviously. c+ is always positive and c− is always negative.DRAFT -. the superscript n denotes the time level t and n + 1 denotes the time level t + ∆t. j and j + 1 at the old time level. the information to the point j comes from the right.1). let us ﬁrst split the convection speed into a positive part and a negative part as c + |c| c − |c| c= + = c+ + c− (3.1). ANALYSIS OF NUMERICAL METHODS t+∆t xj−1 xj+1 Figure 3. can be written as u (x.48 0 ) 0 ) CHAPTER 3. t = 0) which. The FTCS discretization takes information from the wrong side also.1: 3-Point Stencil derivative. the linear convection equation becomes ∂u ∂u ∂u + c+ + c− =0 (3. If c is positive. To do so. To respect the hyperbolicity of the equation. thus leading to instability.5) 2 2 Here.6) ∂t ∂x ∂x DRAFT -.DRAFT - ' ( ' ( @ 9 @ 9 @ 9 D C D C D C c∆t c∆t xj ∆x ∆x 5 6 5 6 D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C B A B A B A $ # $ # B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A 4 3 4 3 3 3 1 2 1 2 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 @ 9 D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C D C B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A 8 7 8 7 B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A & % & % t . Therefore. The analytical solution is given by u (x. the information comes only from one side.

the information comes only from the right. If c < 0. for the c+ term. information comes to the point j only from the left. un+1 − un un − un un − un j j j−1 j+1 j j + c+ + c− =0 (3.DRAFT -. xj ) − λ[u(t.DRAFT -. Let us denote the foot of the characteristic by P and consider the c > 0 case ﬁrst. The foot of the characteristic falls between points j and j −1 if c > 0 and between j and j +1 if c < 0.10) DRAFT -. t + ∆t) = u (x − c∆t. xj ) = u(t. Similarly. Since we know the exact solution of the linear convection equation. The solution of the linear convection equation is u (x. the upwind method follows exact solution with the accuracy of linear interpolation.7) ∆t ∆x ∆x The above method is a Finite Diﬀerence Method (FDM) as we have used the ﬁnite differences for the derivatives in a partial diﬀerential equation. then we need to interpolate the foot of the characteristic between the points j and j + 1 which will lead to u(xj ) − u(xj−1 ) (∆x − c∆t) ∆x (u(xj ) − u(xj−1 )) = u(xj−1 ) + (u(xj ) − u(xj−1 ) − c∆t ∆x ∆t [u(xj ) − u(xj−1 )] = u(xj ) − c ∆x = u(xj ) − λ[u(xj ) − u(xj−1 )] u(t + ∆t. we can now write u(xP ) = u(xj−1 ) + Therefore.1.DRAFT -. for the c− term.8) Now.1). u(xP ) = u(xj−1 ) + u(xj ) − u(xj−1 ) (xP − xj−1 ) (xj − xj−1 ) (3. we recover the upwind method.3.DRAFT - . Using a linear interpolation between j and j − 1.9) ∆t where λ = c ∆x . t) (3. consider a 3-point stencil as shown in ﬁgure (4. The upwind method can also be derived in a diﬀerent way. forward diﬀerencing can be used. and therefore. Thus. Therefore. 0) = (c + |c|) where c+ ≥ 0 always 2 1 − c = min(c. 0) = (c − |c|) where c− ≤ 0 always 2 (3. xj )] Both the cases c > 0 and c < 0 can be combined using 1 c+ = max(c. and hence a backward diﬀerencing can be used. Such a discretization where we go up the wind and take the information is called upwind diﬀerencing and the resulting scheme is an upwind scheme. we can use it to trace the foot of the characteristic on the 3-point stencil and use a linear interpolation between the grid points. BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS 49 Now. xj+1 ) − u(t.

Let us DRAFT -. First.12) (3.11) or ∂u c + |c| ∂u c − |c| ∂u + + =0 ∂t 2 ∂x 2 ∂x and then the upwind method becomes un+1 = un − λ+ un − un − λ− un − un j j j−1 j+1 j j where λ± = ∆t c ± |c| ∆x 2 (3.2).14) ∂t ∂x 2 Let us now discretize our 1-D computational domain as a set of cells or ﬁnite volumes. We can also choose more accurate approximations. as shown in ﬁgure (3.3) or piecewise quadratic or cubic approximations.2: Piecewise Constant Approximation approximation shown in ﬁgure (3.13) 3. The simplest choice is to have a piecewise constant approximation in each cell. linear or non-linear. The approximation we choose determines the order of accuracy of the disretization.DRAFT - d d d d d d Y Y Y Y Y Y a ` a ` a ` j−3 c b c b c b c b c b c b d Y j−2 a ` a ` a ` a ` j+1 d j−1 Y j j+2 j+3 j+3/2 W X W X U V U V d d d d d d S T S T F E F E Y Y Y Y Y Y H G H G a ` a ` a ` a ` a ` a ` a ` P I P I c b c b c b c b c b c b c b c b x .50 CHAPTER 3. let us write the linear convection equation in conservative form so that the FVM we shall derive now is equally applicable to any conservative convection equation. 1 ∂u ∂g (u) + = 0 . where g (u) = u2 (3. like a piecewise linear g f g f g f g f g f d d d d d d d d Y Y Y Y Y Y Y Y a ` a ` a ` a ` a ` a ` a ` a ` c b c b c b c b c b c b c b c b e R Q R Q e e e e e e e e e e e e e e e e e e e e e j−3/2 j−1/2 j+1/2 Figure 3.DRAFT -. c+ = 0. if c > 0. ANALYSIS OF NUMERICAL METHODS Here.2 Upwind Method in Finite Volume Form Let us discretize the linear convection equation by using a Finite Volume Method (FVM).DRAFT -. Therefore.1. c− = 0 and if c < 0. we can write c = c+ + c− 1 1 or c = (c + |c|) + (c − |c|) 2 2 ∂u ∂u +c =0 ∂t ∂x becomes ∂u ∂u ∂u + c+ + c− =0 ∂t ∂x ∂x (3.DRAFT -. assuming that within each cell the solution has a piecewise polynomial variation.

For simplicity. The integral form of the scalar conservation equation we have chosen (linear convection equation) is tn+1 dt tn xj+ 1 xj− 1 2 2 dx ∂u ∂g + =0 ∂t ∂x which can be written as xj+ 1 2 tn+1 tn xj− 1 2 ∂u dt ∂t tn+1 dx = − tn Note the changing of the order of time and space integrations in the left hand side so that a simple integration can be performed easily. BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS 51 j−3/2 j−1/2 j+1/2 Figure 3. xj+ 1 ] and a 2 2 time interval [tn .DRAFT -.3. let us assume a piecewise constant approximation. which starts with the integral form of the conservation equation in which the integration is over a ﬁnite volume or cell [xj− 1 .15) (3.DRAFT - j−3 j−2 j+1 j−1 j j+2 j+3 x j+3/2 xj+ 1 xj− 1 2 2 ∂g dx dt ∂x xj+ 1 2 tn+1 g tn x y x y v w v w i h i h q p q p s r s r u t u t dt xj− 1 dt 2 (3.16) . we obtain xj+ 1 2 n+1 [u]tn t tn+1 xj− 1 2 dx = − tn [g (x)]xj− 2 dt 1 2 or xj+ 1 xj− 1 tn+1 2 u n+1 −u n dx = − tn g xj+ 1 − g xj− 1 2 2 or xj+ 1 xj− 1 2 u n+1 dx = xj+ 1 xj− 1 2 tn+1 2 u dx − n tn g xj+ 1 dt − 2 2 Let us now deﬁne the cell integral averages as 1 ∆x xj+ 1 xj− 1 2 2 u (x) dx = uj ¯ DRAFT -.3: Piecewise Linear Approximation now use the ﬁnite volume method.DRAFT -.1.DRAFT -. Completing the integrations. tn+1 ].

(Since ¯ we converted u (x).18) g xj± 1 dt = g u xj± 1 gj± 1 = ˆ 2 2 2 ∆t tn ∆t tn are the time-averaged ﬂuxes.18) gj+ 1 ˆ 2 1 = ∆t tn+1 tn g u xj+ 1 . as we 2 have the cell integral averages uj (equation (3. we have to reconstruct the variation of u. a continuous variable. A better proﬁle is a linear proﬁle. Referring to the ﬁgure (3.DRAFT - . we have lost the ¯ variation of u and now that we require the variation of u at the cell interfaces.DRAFT -.DRAFT -. we need to just make use of the existing proﬁles of u in each cell.52 CHAPTER 3. we can approximate the reconstructed value of u at the cell interface at xj+ 1 as 2 u xj+ 1 2 = un if c > 0 ¯j un if c < 0 ¯j+1 un if c > 0 ¯j−1 un if c < 0 ¯j (3. we will obtain gj+ 1 ˆ 2 1 = ∆t tn+1 tn c uj (t) f or c > 0 ¯ c uj+1 (t) f or c < 0 ¯ dt DRAFT -. We have to now reconstruct the value of u at xj± 1 . Since a cell interface is shared by two cells. which means a piece-wise constant reconstruction of u. it is reasonable to use both the left and right state values of the interface (which means left and right cell centroid values or the cell-integral values) to reconstruct u. to a cell-integral average uj . the update formula of the ﬁnite volume method can be written as tn+1 tn+1 ∆x¯n+1 uj or = ∆x¯n uj − tn g xj+ 1 dt − 2 tn g xj− 1 dt 2 un+1 = un − ¯j ¯j where n+1 ∆t ˆ g 1 − gj− 1 ˆ 2 ∆x j+ 2 n+1 (3.DRAFT -.17) t t 1 1 dt (3. we can write u xj− 1 2 = (3. The simplest proﬁle is a constant value. t dt 2 Since g (u) = cu.19) Similarly. Recollect that we have already assumed the proﬁle shape of u in the beginning of the ﬁnite volume approximation.16)) only at the cell-centres xj . So. which means a piece-wise linear reconstruction of u.2).20) From (3. ANALYSIS OF NUMERICAL METHODS Using the above deﬁnitions. to reconstruct the value of u at the cell centres.) Reconstruction of the variation of u in each cell simply means that we need to assume a proﬁle for u in each cell.

Therefore tn+1 tn uj (t) dt = (1 − η) un + η¯n+1 ∆t ¯ ¯j uj (3.1.22) Thus.17). tn+1 ].27) This is called as an explicit method as the value of u at the new time level (n + 1) is explicitly calculated from the values of u at the old time level (n).23) Similarly.21) where η takes the values between 0 and 1 (0 ≤ η ≤ 1) and represents the interpolation factor (in time). we can derive g ˆ 1 j− 2 uj c (1 − η) un + η¯n+1 f or c > 0 ¯j n c (1 − η) uj+1 + η¯n+1 f or c < 0 ¯ uj+1 c (1 − η) un + η¯n+1 f or c > 0 ¯j−1 uj−1 c (1 − η) un + η¯n+1 f or c < 0 ¯j uj (3. we obtain uj = un − ¯n+1 ¯j or un+1 = un − ¯j ¯j ∆t ∆x c (1 − η) un − un ¯j ¯j−1 + cη un+1 − un+1 f or c > 0 ¯j ¯j−1 n+1 n n ¯ ¯j c (1 − η) uj+1 − uj + cη uj+1 − un+1 f or c < 0 ¯ ¯ c+|c| 2 If we now take η = 0.DRAFT -. If we take η = 1.25) Substituting the expressions for above ﬂuxes in the update formula (3. BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS 53 In our reconstruction process.DRAFT -.DRAFT -. Several assumptions of this time variation are possible but let us use a simple variation of u between tn and tn+1 as uj (t) = (1 − η) uj (tn ) + η¯j tn+1 ¯ ¯ u (3.3. we need to make some assumption of the time variation of u within the interval [tn . we obtain gj+ 1 = ˆ 2 1 ∆t ∆t or gj+ 1 = ˆ 2 c (1 − η) un + η¯n+1 f or c > 0 ¯j uj n c (1 − η) uj+1 + η¯n+1 f or c < 0 ¯ uj+1 (3. To complete the integration. we used only the spatial variation of u in each cell.24) = (3. then we obtain un+1 = un − ¯j ¯j ∆t ∆x c + |c| 2 un − un ¯j ¯j−1 + c − |c| 2 un − un ¯j+1 ¯j ∆t (1 − η) ∆x η c+|c| 2 un ¯j un+1 − un+1 + ¯j ¯j−1 − un ¯j−1 + c−|c| un − un ¯j+1 ¯j 2 c−|c| un+1 − un+1 ¯j+1 ¯j 2 (3.DRAFT - .26) (3. then we obtain un+1 = un − ¯j ¯j ∆t ∆x c + |c| 2 un+1 − un+1 + ¯j ¯j−1 c − |c| 2 un+1 − un+1 ¯j+1 ¯j (3.28) DRAFT -.

an implicit method will not have a stability restriction as in the explicit method and larger values of the time-step are allowed. let us substitute Taylor Series DRAFT -. This equivalence is possible for a linear convection equation.5.17) for all the N ﬁnite volumes or cells in our 1-D domain. ANALYSIS OF NUMERICAL METHODS This is called as an implicit method as we need to solve an implicit equation for un+1 .2 Modiﬁed Partial Diﬀerential Equations Let us now understand the numerical methods like upwind method a little more. To understand the importance of the conservation at the discrete level. If we take η = 0.31) Thus. 3.30) or N N un+1 j j=1 = j=1 un − ¯j ∆t n ˆ1 g 1 − gn ˆ 2 ∆x N + 2 (3. j = 1. and the net ﬂux (outgoing ﬂux minus the incoming ﬂux) balances the rate of change of the conservative variable. un+1 and un+1 j−1 j j+1 simultaneously.DRAFT -. leading to faster convergence. This is a unique property of the Finite Volume Method (FVM). we get an average of both the above methods.29) g n 1 − gj− 1 ˆ uj − ¯ ˆn uj = ¯ 2 ∆x j=1 j+ 2 j=1 j=1 or N N un+1 ¯j j=1 = j=1 un − ¯j ∆t n ˆ1 ˆ5 ˆ3 ˆ7 ˆ5 ˆn ˆn ˆn ˆn g 3 − g n + g n − g n + g n − g n + · · · + gN − 1 − gN − 3 + gN + 1 − gN − 1 ˆ 2 2 2 2 2 2 2 2 2 ∆x 2 (3. The main advantage of the upwind ﬁnite volume method is that the update formula leads to a conservative discretization.DRAFT -. N N N ∆t n+1 n (3. N . analyzing the truncation error.DRAFT - . However. Thus. Note that. To ﬁnd out the truncation error. there will be some errors associated with the approximation. This property of all the ﬂuxes in the middle of the domain getting canceled is called the telescoping property of the ﬂuxes. 2. where N is the number of cells or grid points). as no matrix inversion is needed. · · · . the ﬁnite volume method preserves conservation at the discrete level and hence the positions of the discontinuities like the shocks or contact discontinuities are automatically captured correctly on an average. The explicit method is easier to program. let us sum up the general ﬁnite volume update formula (3. we need to solve for the values of un+1 . known as Crank-Nicolson method. and thus needing to invert a matrix (for all N values of j. all the ﬂuxes in the middle of the domain cancel and only the ﬂuxes at the boundaries remain. Since we are solving the governing equation (say linear convection by an upwind method.DRAFT -.54 CHAPTER 3. We can see that the piecewise constant approximation with the upwinding in ﬁnite volume method yields the ﬁrst order accurate upwind ﬁnite diﬀerence method. In this implicit method. for example) approximately.

(3.DRAFT - . The resulting equation is called as Modiﬁed Partial Diﬀerential Equation or Equivalent Diﬀerential Equation.33) and dividing it by ∆t. where λ+ = uj n+1 = u (xj .37) Substituting (3. but only approximately.35) j un = un (xj + ∆x) j+1 un j+1 n = uj ∂u + ∆x ∂x n j ∆x2 ∂ 2 u + 2 ∂x2 n j ∆x3 ∂ 3 u + 6 ∂x3 n + 0(∆x4 ) j (3. For the linear convection equation ∂u ∂u +c =0 ∂t ∂x the upwind method is n+1 − un − un uj = un − λ+ un − un j+1 j j j j−1 − λ (3.DRAFT -. 3 j 6 ∂x ∆t j n n j ∆x3 ∂ 3 u − 6 ∂x3 n j To simplify the above equation.38) DRAFT -. then which equation are we solving exactly? To answer this question. MODIFIED PARTIAL DIFFERENTIAL EQUATIONS 55 expansions into the numerical method.34) 2 ∆x 2 ∆x The above equation is an approximation to the linear convection equation as we have discretized the derivatives.DRAFT -. we have to replace the time derivatives by space derivatives for which we use the original linear convection equation itself. let us expand the terms in the upwind method using Taylor series. we get ∂u n ∆t + ∂t j 2 λ− + − ∆x ∆t ∆t2 ∂ 2u + ∂t2 j 6 ∆x2 ∂u n − ∂x j 2 n ∂3u ∂t3 ∂ 2u ∂x2 λ+ ∂u n ∆x2 ∂ 2 u = − ∆x + ∆t ∂x j 2 ∂x2 j n n 3 3 4 ∆x ∂ u ∆x ) − + 0(∆t3 . to recover the actual equation we are solving exactly.DRAFT -. ∂u ∂[u] ∂[u] ∂u +c = 0 or = −c ∂t ∂x ∂t ∂x (3.35).32) (3.33) (c + |c|) ∆t (c − |c|) ∆t and λ− = (3.36) & (3.2. t + ∆t) = uj n + ∆t ∂u ∂t n + j ∆t2 ∂ 2 u 2 ∂t2 n + j ∆t3 ∂ 3 u 6 ∂t3 n + 0(∆t4 ) (3.3. If we are not solving the linear convection equation exactly.37) in (3.36) un = un (xj − ∆x) j−1 un j−1 = uj n ∂u − ∆x ∂x n j ∆x2 ∂ 2 u + 2 ∂x2 n j ∆x3 ∂ 3 u − 6 ∂x3 n + 0(∆x4 ) j (3.

DRAFT -.DRAFT -. 6 ∆x2 ∂x3 j ∆t + ∂u ∂x = c − |c| n n Therefore ∂u ∂u +c ∂t ∂x n j = |c|∆x 1 − |λ| 2 ∂2u ∂x2 n + j c∆x2 2 λ −1 6 ∂3u ∂x3 n + 0(∆t3 . we obtain ∂u ∂t n (3.45) ∆t DRAFT -.41) + 0(∆t3 .40) ∆t2 3 ∂ 3 u ∂u n ∆t 2 ∂ 2 u + − c c ∂t j 2 ∂x2 j 6 ∂x3 j n n + 2 2 λ ∆x3 ∂u ∆x ∂ u = − − ∆x + ∆t ∂x j 2 ∂x2 nj 6 n − 2 ∆x3 λ ∆x ∂ 2 u ∂u − + − − ∆x ∆t ∂x j 2 ∂x2 j 6 ∂u ∂t n j ∂ 3u ∂x3 ∂3u ∂x3 n j n + 0(∆t3 .39) ∂3u = −c ∂t3 Using the above formulae.DRAFT - .56 CHAPTER 3. ANALYSIS OF NUMERICAL METHODS ∂u ∂u ∂[ ] ∂[−c ] 2 ∂2u ∂x = c2 ∂ u = ∂t = −c ∂t2 ∂t ∂x ∂x2 (3.DRAFT -. j ∆x4 ) ∆t n ∂u λ+ + ∆x ∆t ∂x n j ∂u λ− + ∆x ∆t ∂x + ∆x2 ∂ 2 u = λ −λ −c 2 2∆t ∂x2 j j n ∆t2 ∆x3 ∂ 3 u ∆x4 − λ+ − λ− + c 3 ) (3.43) + j c + |c| 2 ∂u ∂x n ∂ 2u |c|∆t |c|∆x 1− 2 2 ∆x ∂x2 j j j n c2 ∆t 2 ∂3u c∆x2 ∆x4 −1+ ∆t ) (3. 6 6∆t ∂x3 j ∆t + − 2 ∆t n c + |c| λ+ ∆x = ∆t 2 − λ c − |c| ∆x = ∆t 2 From the above two equations we get λ+ − λ− = |c| Therefore.44) + + 0(∆t3 . we obtain n ∂[c2 ∂ 2u ] 3 ∂x2 = −c3 ∂ u ∂x ∂x3 n (3. j ∆x4 )(3.42) ∆t ∆t and λ+ + λ− = c ∆x ∆x (3.

51) 2 2∆x 2 ∆x If we omit the last term on the right hand side. Space (FTCS) approximation to ∂t ∂x un j un+1 − un j j +c ∆t un − un j+1 j−1 2∆x =0 un − un j+1 j−1 Therefore. there are two routes to obtain a stable scheme. keeping the errors without growing (or damping them). let us consider the momentum equation of conservation laws for a ﬂuid in expanded form. ∆x2 ) j Therefore.48) (3. DRAFT -. then we obtain ∂ 2u ∂x2 n |c|∆x = 1 − |λ| 2 + 0(∆t2 . the |c|∆x ∂2u upwind scheme has introduced an artiﬁcial viscosity term. The artiﬁcial diﬀusion stabilizes the FTCS method.3. 1 − |λ| and the 2 ∂x2 method is ﬁrst order accurate. the upwind method has added an artiﬁcial viscosity term to the central dif|c|∆t ∂ 2u . the scheme is I order accurate in time and space.47) What is the role of artiﬁcial viscosity? Just as the physical viscosity has the stabilizing eﬀect on ﬂuid ﬂows.50) un+1 j = un j un − un un − un c + |c| c − |c| j j−1 j+1 j −( )∆t −( )∆t 2 ∆x 2 ∆x n n n n n c∆t uj+1 − uj−1 |c|∆t uj+1 − 2uj + uj−1 − + 2 ∆x 2 ∆x un+1 j un+1 j = un j un − 2un + un j+1 j j−1 |c|∆t = − c∆t + ∆x (3.DRAFT -. we get the Forward Time and Centered ∂u ∂u +c = 0. That is ∂u ∂u +c = 0(∆t. Thus.49) (3. We can rewrite the upwind method as follows. We know that ferencing method. as explained in the following part.DRAFT - . ∆x) ∂t ∂x (3.2. and this artiﬁcial viscosity term is ∆x 2 ∂x2 FTCS is unstable. − un − un un+1 = un − λ+ un − un j+1 j j j−1 − λ j j (3. To understand the terms in the truncation error better. ∂u ∂u 1 ∂p ∂ 2u +u + =ν 2 ∂t ∂x ρ ∂x ∂x (3.46) The second order term on right hand side represents a viscous term. Therefore.DRAFT -.DRAFT -. artiﬁcial viscosity stabilizes the numerical methods. MODIFIED PARTIAL DIFFERENTIAL EQUATIONS If ∆x = constant and we drop ∆t ∂u ∂u +c ∂t ∂x n j 57 ∂3u ∂x3 term.

Thus.58 CHAPTER 3. 3. The second one is preferable. the FTCS method is actually removing some viscosity from a II order method. because of the tuning parameters.the tuning parameters come in while answering the question How much artiﬁcial viscosity is to be added? The MPDE for FTCS method is ∂u ∂u c2 ∆t ∂ 2 u + 0(∆t3 . 2. it makes sense to explicitly add some viscosity to stabilize it. DRAFT -. the upwind scheme is consistent with the linear convection equation that it approximates here.53) (3. ∆x3 ) +c =− ∂t ∂x 2 ∂x2 Therefore. ∆x4 ) (3. But. For the ﬁrst option.DRAFT - .52) We have seen in the previous section that the Modiﬁed Partial Diﬀerential Equation (MPDE) for the above upwind scheme is given by ∂u ∂u +c ∂t ∂x n j = |c|∆x 1 − |λ| 2 ∂2u ∂x2 n + j c∆x2 2 λ −1 6 ∂3u ∂x3 n + 0(∆t3 . central diﬀerence schemes are not as popular as upwind schemes. We can see that as ∆x → 0 and ∆t → 0. Thus. the local truncation error on the right hand side completely vanishes and we recover the linear convection equation. By using an upwind scheme which has an inherent (implicit) artiﬁcial viscosity. consider the linear convection equation ∂u ∂u +c =0 ∂t ∂x and the upwind scheme for the above equation given by un+1 = un − j j (c + |c|) ∆t n (c − |c|) ∆t n uj − un − uj+1 − un j−1 j ∆x ∆x (3. ANALYSIS OF NUMERICAL METHODS 1.DRAFT -. Jameson.DRAFT -. As an example.DRAFT -. Smith & Turkel(1981) (AIAA-81-1259) developed such a central diﬀerence scheme with explicit artiﬁcial viscosity for Euler equations. as there are no tuning parameters which are problem dependent. By adding explicit artiﬁcial viscosity to the central diﬀerencing scheme.3 Consistency of Numerical Methods A numerical method is said to be consistent to the equation it approximates if the local truncation error vanishes when the grid-spacing and the time-step go to zero.54) j The right hand side of the above equation represents the local truncation error of the numerical method (upwind method here).

We can write ∞ f (x) = m=−∞ cm eiωm x (3. let us ﬁrst understand the Fourier series in complex wave form. Before studying the stability analysis.57) f (x) = a + m=1 cm eiωm x + c−m e−iωm x If we deﬁne c0 = a.3.55) (am − ibm )eiωm x + (am + ibm )e−iωm x 2 (3.1 Let Fourier series in complex waveform ∞ f (x) = a + m=1 am cos(ωm x) + bm sin(ωm x) From eiwm x = cos (wm x) + i sin (wm x) and e−iwm x = cos (wm x) − i sin (wm x) we can write cos(ωm x) = and sin(ωm x) = Therefore am cos(ωm x) + bm sin(ωm x) = am = 1 iωm x 1 iωm x e + e−iωm x + bm e − e−iωm x 2 2i 1 iωm x e + e−iωm x 2 1 iωm x e − e−iωm x 2i (3.4. Therefore.DRAFT -.DRAFT -.56) am cos(ωm x) + bm sin(ωm x) = cm eiωm x + c−m e−iωm x where cm = (am − ibm ) 2 & c−m = ∞ (am + ibm ) 2 (3.58) 2Π i mx 2Π m . when m = 0. The complex form simpliﬁes the algebraic manipulations and is easier to use. DRAFT -. STABILITY ANALYSIS 59 3. eiωm x = e L = We have used the fact that ωm = L 0 e = 1.DRAFT - . which we will use in the stability analysis.4 Stability Analysis While designing and using numerical methods for partial diﬀerential equations. 3. it is important to know if the numerical method is stable or not.4.DRAFT -.

60 CHAPTER 3. N should satisfy the following diﬀerence equation. with the stability condition given by 0 ≤ λ ≤ 1 where λ = c ∆t ∆x (3.61) What is meant by stability and how do we ﬁnd stability conditions for numerical methods? Just like a solid body having diﬀerent possible states of stability (a ball on concave surface. Where are the instabilities coming from? One source of instability is any error present in the numerical method. a plane or a convex surface) a numerical method can also be unconditionally stable. E exactly satisﬁes the diﬀerence equation.62) Numerical solution is obtained by solving the diﬀerence equation.63) DRAFT -.DRAFT -.4. A truncation error of the numerical method 2. N is the numerical solution from the computer and E is the exact solution of the diﬀerence equation. then Discretization error = A − E and Round oﬀ error = = N − E.60) ∆t ∆x is conditionally stable.DRAFT -. E is the exact solution to the diﬀerence equation.2 Stability analysis of Numerical Methods [12] ∂u ∂u +c = 0 f or c > 0 ∂t ∂x We know that FTCS method for LCE (3. A round-oﬀ error Truncation error or the Discretization error is the diﬀerence between the exact analytical solution of the PDE and the exact (round-oﬀ-free) solution of the corresponding diﬀerence equation.DRAFT -.DRAFT - . If A is the analytical solution of the PDE. ANALYSIS OF NUMERICAL METHODS 3. conditionally stable or unconditionally unstable. Therefore. n n Njn+1 − Njn Nj+1 − Nj−1 +c =0 ∆t 2∆x (3.59) given by un+1 − un un − un j j−1 j+1 j +c = 0 is unstable and the FTBS method (upwind ∆t 2∆x method) given by un+1 − un un − un j j j−1 j +c =0 (3. Therefore. There are two kinds of obvious errors in numerical approximations : 1. By deﬁnition. Let us consider FTCS case which leads to n+1 n n n Ej − Ej Ej+1 − Ej−1 +c =0 ∆t 2∆x (3.

Therefore.4. we assume Am = Am (t).DRAFT -.64) Using (3. ωm = . Therefore n+1 j n j n+1 j ≤ 1 for stability (3. round oﬀ error should satisfy the diﬀerence equation. let us express that the random variation of with x analytically using Fourier series as (x) = Am eiωm x (3. λ 2Π 2Π ωm = = 2. we obtain n n − n j j+1 − j−1 +c =0 (3.3. Similarly. and N = E + n+1 (Ej + n+1 j n − Ej − ∆t n j) 61 +c n (Ej+1 + n j+1 n − Ej−1 − 2∆x n j−1 ) =0 (3.DRAFT - .68) m iωm x What is wave number? Consider a sine function y = sin( 2Πx ) λ (3.DRAFT -.62). ωm is the wave number. At any given time. STABILITY ANALYSIS Since = N − E. the errors should decrease or at most stay the same for stability. If the errors are ampliﬁed by the numerical method.69) where λ is the wave length. Here. If we ﬁt m L L ( ) 3 (3. We also need temporal variation.DRAFT -. Am is the amplitude and the above equation gives the spatial variation of the error . if we ﬁt 3 sine waves in L. If we ﬁt two sine waves in an interval L. y = sin(ωm x) 2Π Therefore.70) then y = sin(ωm x) with 2Π 2Π = 3. t) = Am (t)eiωm x (3. As we go from nth time level to (n + 1)th time level.71) DRAFT -. then the instability sets in.65) ∆t 2∆x Therefore. (x. In the notation we have used. ωm = L L ( ) 2 waves in an interval L.67) m Since e = cos(ωm x) + isin(ωm x) the above equation represents both sine and a cosine series.66) Let the round oﬀ error at the starting of the nth iteration have an initial random distribution. the wave number is given by ωm = 2Π m L (3.

each term of the series in (3.77) in (3.eiωm x ea(t) eiωm (x+∆x) − ea(t) eiωm (x−∆x) +c =0 ∆t 2∆x DRAFT -.76) (N −1) 2 (x. Am (t) = eat (3.DRAFT -.78).72) The largest allowable wavelength is λmax = 2L and the smallest allowable wave length is 2L 2Π λmin = 2∆x. the next question is what should be the value of m? If we have (N − 1) grid points in L.78) Since this equation is linear.62 CHAPTER 3.77) Let us now substitute the above into the error equation. we can assume an exponential variation for the amplitude.78). Therefore. we can omit the summation in (3. we have ωm = 2L (N − 1) (N − 1) ωm = 2Π N − 1 L 2 (N − 1) 2 (3. .79) in (3.79) Substituting (3. we get ea(t+∆t) eiωm x − ea(t) . the maximum member of waves = mmax = Thus (x.DRAFT -. which is n+1 j − ∆t n j +c n j+1 − n j−1 =0 2∆x (3.75) Since errors tend to grow or decay quickly.DRAFT - . Therefore. t) = eat eiωm x (3.73) Therefore. Therefore λmin = 2∆x = . t) = m=1 eat eiωm x (3. t) = m=1 (N − 1) 2 (N −1) 2 Am (t)eiωm x (3.77) behaves in the same way as the series itself. then ∆x = L (N − 1) (3.77) and use (x.DRAFT -.74) (3. after substituting (3. ANALYSIS OF NUMERICAL METHODS Now that we have understood what the wave number is.

STABILITY ANALYSIS Dividing by ea(t) eiωm x .DRAFT -. the FTCS scheme is unconditionally unstable.3. We can write u(x) = m Am eiωm x . = |ea(∆t) | ≤1 n+1 j n j |ea(∆t) | ≤ 1 1 − iλsin(ωm ∆x) ≤ 1 12 + λ2 sin2 (ωm ∆x) ≤ 1 Hence Since sin2 (φ) is always positive. We performed the von-Neumann stability analysis based on the round-oﬀ error. is n+1 j n j = ea(t+∆t) eiωm x eat eiωm x n+1 j n j That is. The condition for stability is ∆x n+1 j n j n+1 j n j (3. not only on round-oﬀ error. whatever the values of ∆x and ∆t may be.DRAFT -. where Am is the amplitude of the 1 + λ2 sin2 (ωm ∆x) ≤ 1 for stability (3. The concept of stability is actually based on the behaviour of the solution itself. the above condition can never be satisﬁed.DRAFT - .82) ≤ 1.83) DRAFT -. Therefore.4.81) ea∆t = 1 − iλ sin(ωm ∆x) c∆t where λ = . .80) (3. we obtain eiωm ∆x − e−iωm ∆x ea∆t − 1 +c =0 ∆t 2∆x ea∆t = 1 − But eiωm ∆x − e−iωm ∆x = 2 i sin(ωm ∆x) Therefore ea∆t = 1 − c∆t 2 i sin(ωm ∆x) 2∆x c∆t iωm ∆x e − e−iωm ∆x 2∆x 63 (3. The ampliﬁcation factor.DRAFT -. for simplicity.

Stability analysis for the upwind scheme : ∂u ∂u +c =0 ∂t ∂x c>0 (3.DRAFT -.89) (3. t) = eat eiωm x un+1 = u(x. u(x. ANALYSIS OF NUMERICAL METHODS An+1 m and |G| ≤ 1 Am mth harmonic of the solution. we expressed the solution using a Fourier series. t + ∆t) = ea(t+∆t) eiωm x j un = u(x − ∆x.84) (3.DRAFT -.DRAFT - .85) c∆t ∆x (3.64 CHAPTER 3. Then.88) in (3. the ampliﬁcation factor is G = for stability.88) DRAFT -. t) = m eat eiωm x Since the diﬀerence eqn (3.87) behaves like the entire expression. Therefore. we get eat ea∆t eiωm x − eat eiωm x eat eiωm x − eat eiωm x e−iωm ∆x +c =0 ∆t ∆x Dividing by eat eiωm x . each term in (3.86). expressing the solution in a Fourier series is a reasonable choice.86).87) un+1 − un un − un j j j−1 j +c =0 ∆t ∆x un+1 = un − λ(un − un ) where λ = j j j−1 j u(x.86) is linear. we obtain 1 − e−iωm ∆x ea∆t − 1 +c =0 ∆t ∆x ea∆t = 1 − λ(1 − e−iωm ∆x ) ea∆t = 1 − λ(1 − cos(ωm ∆x) + i sin(ωm ∆x)) (3.86) (3.87) in (3. usually it produces oscillations in the solution. t) = m Am eiωm x and Am = eat .DRAFT -. we can omit the summation and write u(x. Therefore. In deriving the stability condition for a numerical method (FTCS in the previous example). to study the stability requirements and to understand the instabilities. t) = eat eiωm (x−∆x) j−1 Substituting (3. we are assuming the solution to be periodic. Is this assumption a reasonable one? When a numerical method is unstable. when we substitute (3. That means.

3. 1−4λ(1−λ) sin2 ( 2 1 2 1 2 |G|2 = (1 − 2λ)2 > 1 max ωm ∆x ωm ∆x ) has a minimum for sin2 ( ) = 0.DRAFT - . Therefore.DRAFT -. STABILITY ANALYSIS Ampliﬁcation factor = G = ea(t+∆t) An+1 m = = ea∆t An eat m 65 G = 1 − λ + λ cos(ωm ∆x) − iλ sin(ωm ∆x) |G| = 1 − λ + λ cos(ωm ∆x) + λ sin(ωm ∆x) 2 2 1 2 (3. the method is unstable if λ > 1 when λ < 1 4λ(1−λ) is positive. Therefore. 1−4λ(1−λ) sin2 ( Then ωm ∆x ωm ∆x ) has a maximum for sin2 ( ) = 1. 2 2 DRAFT -.90) |G| = 1 + λ2 − 2λ2 cos(ωm ∆x) − 2λ + 2λ cos(ωm ∆x) + λ2 (cos2 (ωm ∆x) + sin2 (ωm ∆x)) |G| = 1 + λ2 + λ cos(ωm ∆x)(−2λ + 2) − 2λ + λ2 |G| = 1 + 2λ2 − 2λ + λ(2 − 2λ)(1 − 2 sin2 ( θ Because cos(θ) = 1 − 2 sin2 ( ) 2 |G| = 1 + 2λ2 − 2λ + λ(2 − 2λ) − 2λ(2 − 2λ) sin2 ( ωm ∆x |G| = 1 − 4λ sin ( )(1 − λ) 2 ωm ∆x = 1 and sin2 ( ) =0 2 min 2 1 2 1 2 1 2 ωm x ) 2 1 2 ωm ∆x ) 2 1 2 sin2 ( ωm ∆x ) 2 max when λ > 1 4λ(1−λ) is negative.DRAFT -.4. 2 2 1 2 |G|max = 1 − 4λ(1 − λ) |G|max = 1 − 4λ + 4λ2 |G|max = (1 − 2λ) |G|max > 1 Therefore.DRAFT -.

This is the well-known CFL (Courant-Friedrichs-Lewy) condition. c ∆x ∆t = where is a positive constant such that ≤ 1. we obtained ∆t ≤ .4.2)). based on ∆x the grid-spacing. in practice. |G|2 = 1 and this satisﬁes the condition |G|2 ≤ 1 0r |G|max ≤ 1. For the upwind scheme.DRAFT -. max max c∆t ≤ 1. CHAPTER 3. the stability condition ﬁxes the time-step in the numerical method. The stability condition can be c rewritten as ∆x ∆x c or ≥c ≤ 1 or c ≤ ∆x ∆t ∆t ∆t 66 which means that the grid speed must be greater than the convection speed or which means that the numerical domain of dependence must include the physical domain of dependence (see ﬁgure (3.DRAFT -.91) .4: 3-Point Stencil Numerical domain of dependence Physical domain of dependence c∆t x c∆t j ∆x ∆x ∆x ≥ c∆t xj+1 t+∆t t (3.DRAFT k h f e m l f e q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n h g f e f e q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n g q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n q p q p q p q p q p q p q p o n p k o n o n o n o n o n o n d q p q p q p q p q p q p q p o n j i p k o n o n o n o n o n o n d j i Then. ANALYSIS OF NUMERICAL METHODS xj−1 Figure 3. We take.DRAFT -.DRAFT -. the method is stable if λ ≤ 1 or ∆x Thus. Therefore.

Chapter 4 Central Discretization Methods for Scalar and Vector Conservation Laws 4. the Peculiar Velocity based Upwind (PVU) method of Raghurama Rao and Deshpande [25] and the Gas-Kinetic Scheme or BGK scheme of Prendergast and Kun Xu [26]. The important central discretization methods are . central discretization methods were the ﬁrst to be used for solving hyperbolic equations. which was followed by several Kinetic Schemes .1 A Brief History of Numerical Methods for Hyperbolic Conservation Laws Historically. Lax-Wendroﬀ method [14]. The Beam Scheme of Sanders and Prendergast [20] was the ﬁrst Kinetic Scheme (also the ﬁrst Kinetic Flux Vector Splitting scheme). the Kinetic Flux Vector Splitting (KFVS) method of Deshpande [23].DRAFT -.DRAFT - . which were developed in the 80s became more popular than the central discretization methods. the Kinetic Scheme of Perthame [24]. • Flux Vector Splitting Methods. The upwind methods. The upwind methods for solving Euler equations can be broadly classiﬁed as • Riemann Solvers (Exact or Approximate).DRAFT -.Lax-Friedrichs method [13]. • Kinetic theory based Methods (Kinetic Schemes) and • Relaxation Schemes The Godunov method [17] is the earliest developed Riemann Solver. The Flux Diﬀerence Splitting methods of Roe [18] and Osher [19] belong to the category of Approximate Riemann Solvers. The Relaxation Schemes were ﬁrst introduced 67 DRAFT -. MacCormack method [15] and Jameson-Schmidt-Turkel method [16]. the Kinetic Numerical Method of Rietz [22].DRAFT -.the Equilibrium Flux Method of Pullin [21].

2 Lax-Friedrichs Method Consider a linear convection equation. this simple scheme is unstable for the hyperbolic equation cosidered above. Coquel and Perthame [27] and Raghurama Rao and Balakrishna [52].DRAFT -.DRAFT -. the ﬁrst term on the right hand side of the above expression is replaced by an average of the values of the dependent variable u at the points j + 1 and j − 1. In the Lax-Friedrichs [13] method.3) ∆t 2∆x which can be rearranged as un+1 = un − j j ∆t n n gj+1 − gj−1 2∆x (4.DRAFT -. two of the central discretization methods.2) On a 3-point stencil consisting of points j − 1. the above equation is ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (4. the simplest scheme we can think of for the above equation is the Forward Time Centered Space (FTCS) discretization. given by n n un+1 − un gj+1 − gj−1 j j + =0 (4. Other relaxation schemes of interest were introduced by AregbaDriollet and Natalini [10]. Lax-Friedrichs method and Lax-Wendroﬀ method are presented.6) DRAFT -. Some of he upwind methods for scalar and vector conservation equations will be presented separately in the next two chapters. j and j + 1. un+1 = j 1 n ∆t n uj+1 + un − g n − gj−1 j−1 2 2∆x j+1 1 ∆t n n gj+1 − gj−1 + un − 2un + un j j−1 2∆x 2 j+1 (4. 4.the Adevective Upstream Splitting Method (AUSM) of Meng Sing Liou [28] and the Hybrid Upwind Splitting (HUS) method of Coquel and Liou [29] and the Convective Upwind Split Pressure (CUSP) method of Jameson [30]. thereby stabilizing the scheme. given by ∂u ∂u +c =0 (4.DRAFT - .68 Central Discretization Methods by Jin and Xin [8]. There are also some other methods of interest which belong to more than one of the above categories . which is the simplest convection equation.5) We can rearrange the above scheme as un+1 = un − j j (4. In this chapter.1) ∂t ∂x In conservation form.4) But. namely. as it does not respect the hyperbolicity of the linear convection equation.

1) is given by u(t. Lax-Friedrichs method.9) for a time increment ∆t. then we can write u(t + ∆t. x − c∆t) (4. x) = u(t. Any scheme can be rearranged in the above form.8) If we take the coeﬃcient of viscosity φ as the maximum value permitted by the above 1 stability condition.2. Lax-Friedrichs scheme has the maximum amount of artiﬁcial viscosity permitted by the stability condition. we obtain the Lax-Friedrichs scheme derived above! 2 That means. The Lax-Friedrichs scheme can also be obtained in a diﬀerent way. x − ct) If we know the solution at t.DRAFT -. to ﬁnd out the amount of artiﬁcial viscosity present. that is.10) (4. The von Neumann stability analysis of such a general scheme gives the condition λ2 1 c∆t ≤ φ ≤ where λ = 2 2 ∆x (4. Therefore. LAX-FRIEDRICHS METHOD 69 To understand the last term in the above expression. x) = u(0. The exact solution of the linear convection equation (4.1: 3-point stencil DRAFT -. last term is an approximation for the second derivative of u and hence represents the artiﬁcial viscosity term. let us interpolate between the values of u at t+∆t z { z { y x y x xj−1 ∆x xj+1 Figure 4.DRAFT - v w v w c∆t c∆t xj ∆x ~ ~ s r s r } | } | } | } | u t u t t .4. This solution is shown graphically in the following ﬁgure (4.DRAFT -.DRAFT -. added to the central diﬀerence term (last but one term) for stability. φ = . φ represents the coeﬃcient of artiﬁcial viscosity. let us write any general scheme for the linear convection equation in a way such that central diﬀerencing of the ﬂuxes is supplemented by an artiﬁcial viscosity term as un+1 = un − j j ∆t n n gj+1 − gj−1 + φ un − 2un + un j+1 j j−1 2∆x (4. by itself is not usually preferred for solving practical problems.7) Here.1) To obtain the value of u at the point P . which is a ﬁrst order accurate method.

18) where U and G (U ) represent vectors.DRAFT - . For non-linear vector conservation equations (Euler equations) also.DRAFT -.14) un − un c∆t j−1 j+1 ∆x − un − un j+1 j−1 2∆x 2∆x c∆t n 1 n uj+1 − un uj+1 − un j−1 − j−1 2 2∆x 1 n c∆t n uj−1 + un u − un (4. Lax-Friedrichs method can still be applied without much modiﬁcation. Consider the 1-D Burgers equation u2 ∂u ∂g (u) + = 0 where g (u) = ∂t ∂x 2 The Lax-Friedrichs method for the above Burgers equation is given by un+1 = j ∆t 1 n g (un )j+1 − g (un )j−1 uj−1 + un j+1 − 2 2∆x (4.DRAFT -.15) j+1 − j−1 2 2∆x j+1 For a non-linear scalar conservation law. The non-linearity of the ﬂux makes it diﬀerent. however. that the interpretation of exact solution with a linear interpolation between the points j − 1 and j + 1 will not now lead to the same scheme.11) (4. un+1 (xj ) = un (xj−1 ) + un+1 = un + j−1 j un+1 = un + j−1 j un+1 = un + j−1 j un+1 = j Central Discretization Methods un (xj+1 ) − un (xj−1 ) (xP − xj−1 ) 2∆x un − un j+1 j−1 (∆x − c∆t) 2∆x (4.17) (4.16) which is obtained by central diﬀerencing the ﬂux term and replacing the variable un by j the average value of the values at the neighbours j + 1 and j − 1. which replaced the Lax-Friedrichs scheme. Therefore. The Lax-Friedrichs scheme is the simplest of all the numerical methods for hyperbolic equations.3 Lax-Wendroﬀ Method Lax and Wendroﬀ [14] introduced a second order accurate central discretization scheme for solving hyperbolic equations. To derive the DRAFT -. Note.12) (4.DRAFT -. 4.70 points j + 1 and j − 1. the LaxFriedrichs method can be applied easily as Ujn+1 = 1 n ∆t n G (U n )j+1 − G (U n )j−1 Uj−1 + Uj+1 − 2 2∆x (4.13) (4.

20) To obtain the value of xP on the 3-point stencil. xj − c∆t) (4. n+1 uj = u(t + ∆t.21) as a= uj+1 − uj−1 uj−1 − 2uj + uj+1 . xj and xj+1 .DRAFT -. we can write u (x) = a (x − xj )2 + b (x − xj ) + c We know the value of u at the three points of the stencil as u (xj−1 ) = uj−1 . Considering the point xj as the origin and assuming a quadratic variation. the three unknowns a. u (xj ) = uj and u (xj+1 ) = uj+1 (4.DRAFT - . ∂u (uj+1 − uj−1 ) = + 0(∆x2 ) ∂x 2∆x ∂2u (uj+1 − 2uj + uj−1 ) = + 0(∆x2 ) 2 ∂x ∆x2 c∆t c2 ∆t2 = un + uj+1 − 2un + uj−1 + O ∆x3 . b and c can be evaluated using the expression (4.3.21) With the above three equations.1). let us expand the variable u in Taylor Series and retain the terms upto the second order. Consider a 3-point stencil as shown in the ﬁgure (4. un+1 j This is the Lax-Wendroﬀ scheme. xj ) = u (t. ∆t3 uj+1 − uj−1 + j j 2∆x 2∆x2 Therefore. x) = un + ∆t j ∂u ∂t n j + ∆t2 ∂ 2 u 2 ∂t2 n j + O ∆t3 (4. We can also derive this method in a diﬀerent way.4. un+1 = un + c∆t j j ∂u ∂t ∂ = −c ∂t ∂u −c ∂t =c 2∂ u ∂x2 2 ∂u ∆t2 ∂ 2 u + O ∆t3 + c2 ∂x 2 ∂x2 Let us use 2nd order central diﬀerences for the derivatives.DRAFT -. ∂u ∂ ∂u ∂2u = −c & 2 = ∂t ∂x ∂t ∂t Therefore. b= and c = uj 2 2∆x 2∆x (4.23) DRAFT -. which is second order accurate in both time and space.19) Let us replace time derivatives by space derivatives. The exact solution of the linear convection equation is given by u (t + ∆t. let us now use a quadratic interpolation of the values of u at the points xj−1 .22) (4.DRAFT -. LAX-WENDROFF METHOD 71 Lax-Wendroﬀ scheme for the linear convection equation.

the exact solution of the convection equation with the above quadratic interpolation gives u (t + ∆t.25) ∂2u ∂ ∂u ∂ ∂g (u) ∂ ∂g (u) ∂ ∂g (u) ∂u = = − =− =− 2 ∂t ∂t ∂t ∂t ∂x ∂x ∂t ∂x ∂u ∂t (4. let us replace the space derivatives by central diﬀerences.30) DRAFT -. Consider the inviscid Burgers equation ∂u ∂ 1 + [g (u)] = 0 where g (u) = u2 ∂t ∂x 2 Therefore.24) Thus.72 Central Discretization Methods Therefore. For non-linear scalar conservation equations.DRAFT - .DRAFT -.27) ∂2u ∂ ∂g (u) ∂g (u) ∂ ∂g (u) ∂g (u) or 2 = − − = a (u) where a (u) = ∂t ∂x ∂u ∂x ∂x ∂x ∂x Let us now use Taylor Series expansion to obtain un+1 = u(t + ∆t. the Lax-Wendroﬀ method can be derived with a little more care as follows. we have obtained the Lax-Wendroﬀ method by tracing the foot of the characteristic with a quadratic interpolation! The Lax-Wendroﬀ method has the least amount of artiﬁcial viscosity allowed by the stability condition. xj − c∆t) un (xP ) a (xj − c∆t − xj )2 + b (xj − c∆t − xj ) + c a (c∆t)2 − b (c∆t) + c c2 ∆t2 n c∆t n u − 2un + un + uj+1 − un = un − j j−1 j−1 j 2∆x 2∆x2 j+1 (4. x) = un + ∆t j j ∂u ∂t n + j ∆t2 2 ∂ 2u ∂t2 n + O ∆t3 j (4.29) Now.28) Let us now replace the time derivatives by space derivatives derived above to obtain un+1 j = un j − ∆t ∂g (u) ∂x n j ∆t2 ∂ + 2 ∂x ∂g (u) a (u) ∂x n + O ∆t3 j (4. xj ) = = = = u (t.DRAFT -.DRAFT -. we can obtain ∂g (u) ∂u =− ∂t ∂x (4. The ﬁrst order space derivative on the right hand side is simple to deal with and we can use ∂g (u) g (uj+1 ) − g (uj−1 ) = ∂x ∆x (4.26) (4.

DRAFT -. we take the mid-points between the grid points xj and xj±1 and then use the central diﬀerencing. The simplest choice is a uj+ 1 2 =a uj + uj+1 2 (4. Thus. LAX-WENDROFF METHOD 73 To discretize the second order space derivative.32) ∆t2 a uj+ 1 {g (uj+1 ) − g (uj )} − a uj− 1 {g (uj ) − g (uj−1 )} + 2 2 2∆x2 We now have to evaluate the wave speed a (u) at mid-points between the grid points xj and xj±1 .31) Using the above central diﬀerences for the space derivatives. The Lax-Wendroﬀ method does not have suﬃcient numerical dissipation to capture the expansion waves at sonic points (where the wave speed changes sign) correctly and is usually supplemented with a dose of artiﬁcial viscosity.4.34) where U and G are conserved variable and ﬂux vectors and A is the ﬂux Jacobian matrix.DRAFT -. being second order accurate. DRAFT -. For vector conservation laws (Euler equations) For the Burgers equation.3. a (u) = ∂u the Lax-Wendroﬀ method can be derived in a similar way as Ujn+1 = Ujn − ∆t [G (Uj+1 ) − G (Uj−1 )] 2∆x ∆t2 + A Uj+ 1 {G (Uj+1 ) − G (Uj )} − A Uj− 1 {G (Uj ) − G (Uj−1 )} 2 2 2∆x2 (4. we have a uj+ 1 2 ∂ ∂x a (u) ∂g (u) ∂x = a uj+ 1 2 ∂g (u) ∂x 1 j+ 2 − a uj− 1 2 ∂g (u) ∂x 1 j− 2 = ∆x g (uj+1 ) − g (uj ) − a uj− 1 2 ∆x ∆x g (uj ) − g (uj−1 ) ∆x (4. The Lax-Wendroﬀ method. and hence is computationally not eﬃcient. ∂G . We can notice that the Lax-Wendroﬀ method requires the evaluation deﬁned by A = ∂U of the derivatives.33) ∂g = u. Instead.DRAFT -. an equivalent twostep Lax-Wendroﬀ method was used in practice.DRAFT - . generates wiggles near the captured shocks. which does not require the evaluation of Jacobians and is also simpler in multi-dimensions. we obtain the Lax-Wendroﬀ method for the non-linear scalar conservation equation as un+1 = un − j j ∆t [g (uj+1 ) − g (uj−1 )] 2∆x (4.

In the corrector step.DRAFT -. the Lax-Friedrichs method is used at the mid-points between the grid points.DRAFT -. a centered time and centered space (CTCS) approximation is used as Corrector : un+1 = un − j j 1 ∆t n+ 2 n+ 1 gj+ 1 − gj− 12 2 2 ∆x (4.DRAFT -. obtaining 2 Predictor : uj+ 1 = 2 n+ 1 1 n ∆t n uj+1 + un g un j j+1 − g uj 2 2∆x n+ 1 2 (4. which can be obtained by substituting the predictor step expressions in the corrector step. which avoids the evaluation of ﬂux Jacobian matrices.4 Two-Step Lax-Wendroﬀ Method and MacCormack Method Richtmyer and Morton [33] presented a two-step Lax-Wendroﬀ method.40) j j+1 − g uj ∆x ∆t n+ 1 n+ 1 n+ 1 n+ 2 g uj 3 − g uj−13 (4. which can be interchanged.35) ∂t ∂x In the predictor step. Consider the scalar conservation equation ∂u ∂g (u) + =0 (4. this two-step scheme will be identical to the Lax-Wendroﬀ scheme. This method contains two steps .a predictor step and a corrector step.39) Note that the predictor step uses a forward diﬀerence while the corrector step uses a backward diﬀerence. which can be obtained replacing j by j − 1 in the above step.41) Corrector : uj 3 = uj 3 − ∆x DRAFT -. when applied to vector conservation laws.36) 2 A similar expression is used to obtain uj− 1 . in which the predictor step is given by Predictor : u 1 n+ 2 j = un − j ∆t n g un j+1 − g uj ∆x (4. Another two-step method which reduces to the Lax-Wendroﬀ scheme for a linear ﬂux is the MacCormack method [15].37) For a linear ﬂux (as in the case of linear convection equation).DRAFT - .74 Central Discretization Methods 4. MacCormack method can also be written as ∆t n+ 1 n g un Predictor : uj 3 = un − (4.38) and the corrector step is given by Corrector : un+1 = j ∆t 1 n n+ 1 n+ 1 n+ 1 uj + uj 2 − g uj 2 − g uj−12 2 ∆x (4.

In the non-linear case.4. Because of these reasons.DRAFT -. Another central diﬀerence scheme which became popular is the scheme of Jameson. all the three methods are diﬀerent. TWO-STEP LAX-WENDROFF METHOD AND MACCORMACK METHOD 75 1 n n+ 2 (4. which has higher order artiﬁcial viscosity controlled by tuning parameters and Runge-Kutta time stepping for stability. which were introduced later.DRAFT -. Upwind diﬀerence schemes will be presented in the next chapters. The two-step Lax-Wendroﬀ method and MacCormack method do not need the evaluation of the ﬂux Jacobian matrices. when applied to vector conservation laws. became more popular. un+1 = j DRAFT -. Schmidt and Turkel [16].DRAFT -. these tuning parameters are problem dependent and are not universal.4.DRAFT - . the upwind methods.42) uj + uj 3 2 This method will also be identical to Lax-Wendroﬀ method for a linear ﬂux. But.

DRAFT -.DRAFT -.DRAFT - .76 Central Discretization Methods DRAFT -.DRAFT -.

into a positive part and c + |c| c − |c| a negative part as c = c+ + c− = + and using upwind discretization based 2 2 on these split wave-speeds.DRAFT - . What about a situation in which the wave-speed is a variable? In the case of Burgers equation. either in ﬁnite diﬀerence form or in ﬁnite volume form.DRAFT -. we learnt about the upwind method for the linear convection equation.Chapter 5 Upwind Methods for Scalar Conservation Laws In the third chapter.DRAFT -. This is OK for the linear convection equation since the wave-speed is a constant. the upwind ﬁnite diﬀerence method is un+1 − un j j + c+ ∆t ∂u ∂x + c− Backward−dif f erence ∂u ∂x =0 F orward−dif f erence (5.DRAFT -. c.5) DRAFT -. 1 g (u) = u2 2 the wave-speed is given by ∂g (u) =u ∂u and the non-conservative form of the equation is a= ∂u ∂u +u =0 ∂t ∂x 77 (5.4) (5.1) the upwind method is developed by splitting the wave-speed.3) (5. For example. For a linear convection equation given by ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (5.2) Note that the wave-speed c is taken out of the space diﬀerentiation term and the discretization is done with the non-conservative form of the equation.

four diﬀerent strategies in which this question is answered will be presented. the corresponding methods for vector conservation equations (Euler equations) are presented in the next chapter. ﬂux splitting method. Therefore.6) Consider the 1-D Burgers equation Let us rewrite the expression for the ﬂux in such a way that it contains the wave speed. In such cases.8) a= (5.78 CHAPTER 5. ∂u 1 1 ∂g (u) g (u) = u2 = u u = aku where a = and k = a constant 2 2 ∂u (5.11) DRAFT -.1 Flux Splitting Method ∂u ∂g (u) 1 + = 0 where g (u) = u2 ∂t ∂x 2 (5. k= 1 for linear convection equation 1 for Burgers equation 2 c for linear convection equation u for Burgers equation (5.DRAFT -. In this chapter. non-linearity increases the complexity. 5. u. we need wave-speed splitting to separate the directions of information propagation. namely.DRAFT - .7) The ﬂux now contains the wave-speed explicitly and the constant k is introduced such that we can tackle both Burgers equation and linear convection equation together in the same conservative discretization. so that upwinding can be done based on the separated wave-speeds. the approach of Kinetic Schemes and ﬁnally the strategy of Relaxation Schemes. But. it is better to use the conservative form of the equation. which is the unknown! Thus.9) We can now introduce wave-speed splitting as a = a+ + a− = a + |a| a − |a| + 2 2 (5.10) and introduce it in the deﬁnition of the ﬂux in conservative form as g (u) = aku = a+ + a− ku (5. the method of a Riemann Solver.DRAFT -. the challenge is to combine wave-speed splitting with the conservative form. UPWIND METHODS FOR SCALAR CONSERVATION LAWS We can see that the convection speed is not only a variable.DRAFT -. After these basic strategies for the simpler case of scalar but non-linear conservation equations. ∂g (u) a= and the conserved variable. it is the solution itself. as it is well-known that only conservative formulations will capture the discontinuities correctly with the right positions on an average.

DRAFT -.15) ∂t ∆x ∆x If we now discretize the transient term (time derivative of u) by forward diﬀerencing and use an explicit discretization for the space discretiztaion. we can derive u gj− 1 = a+ k¯ 2 j−1 + a− k¯ u j + − = gj−1 + gj (5. FLUX SPLITTING METHOD Therefore. we can write un+1 j = un − ¯ ¯j gj+ 1 = 2 which becomes (5.20) Similarly.5. the ﬂux now splits into two parts as g (u) = a+ ku + a− ku = g + + g − The scalar conservation equation now becomes ∂u ∂g + ∂g − + + =0 ∂t ∂x ∂x 79 (5. we obtain the ﬁrst order ﬂux split upwind scheme for a scalar conservation equation as + + − − un+1 − un gj − gj−1 gj+1 − gj j j + + =0 ∆t ∆x ∆x n n n n (5.16) To derive a ﬁnite volume method based on ﬂux splitting.DRAFT - .18) (ak¯)j if aj > 0 u (ak¯)j+1 if aj+1 < 0 u (5. let us consider the integral formulation as xj+ 1 tn+1 ∂u ∂g (u) 2 + dxdt = 0 (5.13) and now the ﬂux derivatives are separated based on positive and negative wave-speeds.19) which can be written as u gj+ 1 = a+ k¯ 2 j + a− k¯ u j+1 + − = gj + gj+1 (5.21) DRAFT -.DRAFT -. We can now introduce upwind diﬀerencing to obtain an upwind ﬂux splitting ﬁnite diﬀerence scheme as ∂u + ∂t or ∂g + ∂x + Backward−dif f erence ∂g − ∂x =0 F orward−dif f erence (5.17) ∂t ∂x tn x 1 j− 2 ∆t n n g 1 − gj− 1 2 ∆x j+ 2 To evaluate the ﬂuxes at the cell interfaces in an upwind way.14) + + − − ∂u gj − gj−1 gj+1 − gj + + =0 (5.1.DRAFT -.12) (5.

DRAFT - .DRAFT -.25) (5. we obtain ∆t n n g 1 − gj− 1 (5.80 CHAPTER 5. Godunov proposed to solve the Riemann problem exactly at the cell interfaces.27) Integrating the above equation over a ﬁnite volume (or equivalently a cell).26) Since we are assuming piecewise polynomial variation within each cell.DRAFT -.28) 2 ∆x j+ 2 In obtaining the conservative ﬂuxes at the cell interfaces. Such upwind methods are known as exact Riemann solvers. Roe [18] proposed to solve an approximate Riemann problem at the cell interfaces. we have to solve the Riemann problem ulef t for x < xj+ 1 ∂u ∂g (u) 2 + = 0 with uj+ 1 = (5. In this section. UPWIND METHODS FOR SCALAR CONSERVATION LAWS and the update formula for the ﬁrst order upwind ﬁnite volume method becomes un+1 = un − ¯j ¯j where + − gj+ 1 = gj + gj+1 2 ∆t n n g 1 − gj− 1 2 ∆x j+ 2 (5. he proposed to solve a Riemann problem. A Riemann problem for the equation ∂u ∂g (u) + =0 ∂t ∂x is the problem with the initial condition u (x. without losing the accuracy. Consider the scalar conservation equation ∂u ∂g (u) + =0 ∂t ∂x (5.29) 2 uright for x > xj+ 1 ∂t ∂x un+1 = un − j j 2 DRAFT -.23) (5.24) and + − gj− 1 = gj−1 + gj 2 5.2 Approximate Riemann Solver of Roe An original innovative idea of tackling the problem of designing an upwind method for the non-linear scalar conservation equations using a conservative formulation was given by Godunov [17]. which simpliﬁes the procedure. the approximate Riemann solver of Roe is presented for scalar conservation equations. at the cell interfaces there is always a discontinuity in the solution and hence a Riemann problem exists at each cell interface. At the edge of each ﬁnite volume or cell interface.DRAFT -. t = 0) = ulef t for x < 0 uright for x > 0 (5.22) (5.

Let us now select a such that both these conditions are satisﬁed. More importantly.DRAFT -.DRAFT - . the approximate Riemann problem should get reduced to the actual Riemann problem. the above condition does not give us an interface ﬂux. ˆ 1.35) Since this is the Rankine-Hugoniot condition. aj+ 1 is actually the speed of a discontinuity. uright ) = u if ulef t = uright = u ˆ 2. ∆g = a∆u ˆ The ﬁrst condition is a simple consistency condition such that when the left and right states are the same.33) Since we have replaced the nonlinear a by a linear a. the Riemann problem ∂u ∂u +a = 0 with uj+ 1 = 2 ∂t ∂x where ulef t for x < xj+ 1 2 uright for x > xj+ 1 2 81 (5. 2 which we can denote by s. Let us now put two conditions on a. Therefore. the second condition is actually the Rankine-Hugoniot condition or the jump condition across a discontinuity. a (ulef t .34) (5. ˆ The second condition at the cell interface j + 1 can be written as 2 gj+1 − gj = aj+ 1 ˆ 2 uj+1 − uj or gj+1 − gj = aj+ 1 (uj+1 − uj ) ˆ 2 (5.30) ∂g (u) (5. APPROXIMATE RIEMANN SOLVER OF ROE or.DRAFT -. The above condition does not distinguish between a left-moving and right-moving discontinuity.31) ∂u is the wave-speed.2. let us split the speed of the discontinuity into two parts . More importantly.32) where a is now linear and hence the equation is easier to solve and let a be a function of ˆ ˆ both left and right states as a = a (ulef t . we should connect both ˆ somehow. using the quasilinear form of the equation. Let us now replace the above Riemann problem by an approximate Riemann problem a= ∂u ∂u +a ˆ = 0 with uj+ 1 = 2 ∂t ∂x ulef t for x < xj+ 1 2 uright for x > xj+ 1 2 (5. The second condition actually comes from the conservation condition G (U ) = AU for the vector conservation laws.5.DRAFT -. uright ) (5. obviously. gj+ 1 . modiﬁed for this scalar case for ﬂux and conservative variable diﬀerences here.a 2 DRAFT -.

UPWIND METHODS FOR SCALAR CONSERVATION LAWS s − s s+ j−1 j−1/2 j j+1/2 j+1 positive one representing the right-moving discontinuity and a negative one representing the left-moving discontinuity. as shown in the ﬁgure above.DRAFT - (5.41) (5.43) . we can rewrite the second condition as gj+ 1 − gj = s− (uj+1 − uj ) 2 and gj+1 − gj+ 1 = s+ (uj+1 − uj ) 2 Since we denoted the wave speed by the speed of the discontinuity. we can write ˆj+ gj+ 1 − gj = a− 1 (uj+1 − uj ) 2 2 and ˆj+ gj+1 − gj+ 1 = a+ 1 (uj+1 − uj ) 2 2 Subtracting the equation (5.37) (5.DRAFT -.39) (5.40) from (5.82 CHAPTER 5.DRAFT -.DRAFT -.42) (5. s = s+ + s− = s + |s| s − |s| + 2 2 (5.39).38) (5. we get aj+ 2gj+ 1 = (gj + gj+1 ) + (uj+1 − uj )(ˆ− 1 − a+ 1 ) ˆj+ 2 2 2 or Here 1 1 gj+ 1 = (gj + gj+1 ) + (ˆ− 1 − a+ 1 )(uj+1 − uj ) ˆj+ a 2 2 2 2 j+ 2 1 a a± 1 = (ˆj+ 1 ± |aj+ 1 |) ˆj+ 2 2 2 2 1 1 1 1 a− 1 − a+ 1 = aj+ 1 − |ˆj+ 1 | − aj+ 1 − |ˆj+ 1 | ˆj+ ˆj+ ˆ a ˆ a 2 2 2 2 2 2 2 2 2 2 a− 1 − a+ 1 = −|aj+ 1 | ˆj+ ˆj+ 2 2 2 DRAFT -.36) Then.40) (5.

Let us now. APPROXIMATE RIEMANN SOLVER OF ROE gj+ 1 = 2 83 (5. we can obtain gj− 1 = 2 (5. DRAFT -.DRAFT -. 1 (5. Let us now verify whether the wave speed so obtained satisﬁes the ﬁrst condition.47) aj+ 1 = (uj + uj+1 ) ˆ 2 2 When uj = uj+1 = u.5. called as the entropy ﬁx. Therefore. let us ﬁnd out the right value of the interface wave speed. the numerical diﬀusion varies linearly with the 2 wave-speed in Roe’s scheme.48) The ﬁrst term on the right hand side leads to the central discretization and the second term on the right hand side leads to the dissipation part. This creates a problem as the wave-speed goes to zero. we have obtained an update formula for the approximate Riemann solver which satisﬁes the second condition.2. which is the wave speed of ˆ 2 the original conservation law for the Burgers equation.DRAFT -.2.49) 2 2 where aj+ 1 is the wave-speed. Therefore. Roe’s scheme produces an unphysical expansion shock instead of capturing an expansion fan. the ﬁrst condition is also satisﬁed. Near sonic points. we can see that αj+ 1 = |aj+ 1 | (5.DRAFT - .1 Entropy Fix for Roe’s Scheme 1 1 (gj + gj+1 ) − αj+ 1 (uj+1 − uj ) 2 2 2 Let us now rewrite the expression for the interface ﬂux for Roe’s scheme as gj+ 1 = 2 (5. Therefore. derive such a numerical dissipation ﬁx. αj+ 1 represents 2 the coeﬃcient of numerical diﬀusion. Comparing with the actual expression we derived before. Thus.44) 1 1 (gj + gj+1 ) − |ˆj+ 1 | (uj+1 − uj ) a 2 2 2 1 1 (gj−1 + gj ) − |ˆj− 1 | (uj − uj−1 ) a 2 2 2 Similarly. 5. To correct this behaviour. and thus the numerical method does not respect the hyperbolicity. we are left with only central discretization. For the Burgers equation aj+ 1 = ˆ 2 1 1 2 uj − 2 u2 gj+1 − gj j = 2 = uj+1 − uj uj+1 − uj 1 2 (uj+1 − uj ) (uj+1 + uj ) 1 = (uj + uj+1 ) uj+1 − uj 2 (5. as the numerical diﬀusion also goes to zero! Such points where the wave-speed changes sign are called sonic points.DRAFT -. the above expression gives aj+ 1 = u.46) Therefore. a residual dissipation is usually introduced at the sonic points. This residual dissipation prevents the scheme from producing an expansion shock and the expansion fan is captured well because of its presence.45) Now that we have an expression for the interface ﬂuxes. as the numerical diﬀusion vanishes.

53) DRAFT -.DRAFT -.1: Entropy Fix for Roe’s Scheme be forced to be of width δ on the wave-speed axis. Assuming a parabolic 2 variation.84 CHAPTER 5. Let us keep the residual dissipation in 1 the axis representing the coeﬃcient of numerical diﬀusion. as shown in the ﬁgure (5. Therefore α (−a) = α (a) or 1 1 k1 (−a)2 + k2 (−a) + δ = k1 a2 + k2 (a) + δ 2 2 (5. k2 and k3 are constants and α is the coeﬃcient of diﬀusion. 1 Since the residual diﬀusion is δ.DRAFT - .52) (5.54) (5. k1 . we can write α = k1 a2 + k2 a + k3 (5.DRAFT -. instead of letting the dissipation go to zero.1) below. Let us select the width of the small region in which the residual dissipation is to αj+1/2 δ δ/2 −δ δ aj+1/2 Figure 5.51) (5. the simplest way of doing this is to force a quadratic variation.50) where a is the wave-speed. we have the condition 2 1 α (a = 0) = δ 2 Therefore 1 k3 = δ 2 and the equation of the parabola becomes 1 α = k1 a2 + k2 a + δ 2 Now.DRAFT -. we require a symmetrical variation of α with respect to a. by choosing the dissipation versus wave-speed curve to be a parabola instead of straight lines. α as δ. Since the variation of dissipation with respect to the wave-speed is linear outside this region. UPWIND METHODS FOR SCALAR CONSERVATION LAWS The basic idea is to select a small region near the sonic points and force a residual dissipation in this region.

58) and (5. the equation of the parabola becomes 1 α = k1 a2 + δ 2 85 (5.DRAFT - . APPROXIMATE RIEMANN SOLVER OF ROE which gives k2 = 0 Therefore.62) The value of δ has to be ﬁxed by numerical experimentation so that the unphysical expansion shock given by Roe’s scheme is removed and the expansion fan is captured correctly.60) (5.2.DRAFT -.5. the equation of the parabola becomes α= or α= a2 + δ 2 2δ (5.DRAFT -.61) 1 2 1 a + δ 2δ 2 Thus.57) Therefore 1 k1 (−δ)2 + δ = δ 2 1 k1 (+δ)2 + δ = δ 2 1 k1 δ 2 = δ 2 or k1 = 1 2δ (5. Therefore α (a = δ) = a and α (a = −δ) = a (5.55) (5.59) Both the above equations lead to Therefore.56) Let us now connect this parabola to the linear variation that we are starting back at a = |δ|. we ﬁx the values of the numerical dissipation as a2 + δ 2 for aj+ 1 < δ 2 = 2δ α 1 = |a 1 | for a 1 ≥ δ j+ j+ j+ 2 2 2 αj+ 1 2 (5. DRAFT -.DRAFT -.

67) f dv (5. as long as the Maxwellian (equilibrium) distribution is suitably deﬁned.DRAFT -.69) π We now use the splitting method to separate the linear convection term on the left hand side of the Boltzmann equation with the B-G-K model from the non-linear source term on the right hand side. which determines the shape of the equilibrium distribution.63) ∂t ∂x tR Here. the Maxwellian is given by √ 2 β F = u √ e−β(v−c) (5. The Boltzmann equation with the B-G-K model is ∂f F −f ∂f +v = (5. The Maxwellian (equilibrium) distribution is selected in such a way that we can get the right moments.70) dt tR DRAFT -.65) and g (u) = vf = vf dv = vF = −∞ −∞ vF dv (5.DRAFT - . β just plays the role of a constant. as there is no energy equation (no pressure or temperature). v is the molecular velocity and F is the Maxwellian distribution function.66) Note that β does not have any physical signiﬁcance here.DRAFT -. leading to the following two steps as : Collision Step : F −f df = (5. given by the following mathematical expression. √ u 2 β F = u √ e−β (v− 2 ) (5.3 Kinetic Flux Splitting Method A Kinetic Scheme for Burgers equation can be constructed from a Boltzmann equation with a B-G-K model and a suitably selected Maxwellian (equilibrium distribution) such that we get the right moments.68) This approach is valid for recovering any scalar conservation law. f is the molecular velocity distribution function. Let us consider the 1-D case. To recover the linear convection equation.86 CHAPTER 5.64) π The moments are u= f = −∞ ∞ ∞ f dv = F = −∞ ∞ F dv ∞ (5.DRAFT -. ∂f F −f ∂f +v = ∂t ∂x tR where f = −∞ ∞ (5. UPWIND METHODS FOR SCALAR CONSERVATION LAWS 5. The Burgers equation can be recovered as a moment of the above Boltzmann equation.

77) Using a simple explicit Euler time-stepping to discretize the transient term and using an explicit discretization of the space terms.71) ∂t ∂x To simplify further. j + 1] as (v + f )j − (v + f )j−1 (v − f )j+1 − (v − f )j ∂f + + =0 ∂t ∆x ∆x (5.5. we take the relaxation time tR in the collision step to be zero.72) Convection step : ∂f ∂f +v =0 (5.73) ∂t ∂x Therefore. all we have to do is to take the initial distribution function as a Maxwellian and then solve the above linear convection equation by an upwind method for a time-step ∆t. we obtain fjn+1 − fjn (v + f )j − (v + f )j−1 (v − f )j+1 − (v − f )j + + =0 ∆t ∆x ∆x n n n n (5. thereby forcing instantaneous relaxation.78) DRAFT -.DRAFT -.DRAFT -. Let us now split the molecular velocity into a positive part and a negative part as v = v+ + v− = Therefore.3.DRAFT - .76) ∂t ∂x ∂x Since we have separated the wave speed (v in this case) into positive and negative parts.74) Note that molecular velocity v is not a function of the space coordinate x. we obtain v + |v| v − |v| + 2 2 (5. we can now introduce upwind diﬀerencing on a 3-point stencil of points [j − 1. Thus. let us rewrite the above equation in conservative form as ∂ (vf ) ∂f + =0 ∂t ∂x (5. Let us now apply an upwind method to the above linear convection equation of the convection step. as v changes only due to molecular collisions (the model we have used in Kinetic Theory is just free ﬂow with collisions. the free ﬂow being represented by the above equation).75) ∂f ∂ (v + + v − ) f + =0 ∂t ∂x ∂f ∂ (v + f ) ∂ (v − f ) + + =0 (5. This constitutes one time-step. First. KINETIC FLUX SPLITTING METHOD Convection Step : 87 ∂f ∂f +v =0 (5. This simpliﬁes the collision step to a relaxation step. j. we have two steps : Relaxation Step : f =F (5. Taking moments of the resulting scheme will yield an upwind scheme for the scalar conservation equation.DRAFT -.

let us use the substitution w= β v− u 2 (5.88 or CHAPTER 5.88) DRAFT -.82) By deﬁnition.80) Let us now take moments of the above upwind scheme so that we obtain an upwind scheme for the scalar conservation equation considered as fjn+1 = Fjn − or fjn+1 = Fjn − ∆t ∆x v+F n j ∆t ∆x v+F n j − v+F n j−1 + v−F n j+1 − v−F n j (5.86) since v is positive. the above equation becomes fjn+1 = fjn − fjn+1 = Fjn − ∆t ∆x v+F n j (5.84) g+ = v+F = −∞ v + |v| F dv 2 (5.85) or g+ = 0 ∞ vF dv (5.83) (5. ∞ ∆t ∆x − − + + gj − gj−1 + gj+1 − gj n n n n (5. f = F = u and vf = g.79) − v+F n j−1 + v−F n j+1 − v−F n j (5.87) To evaluate this integral.DRAFT -. Therefore ∞ g = 0 + √ u 2 β vu √ e−β (v− 2 ) dv π ∞ 0 or √ β g = u√ π + ve−β (v− 2 ) dv u 2 (5.81) − v+F n j−1 + v−F n j+1 − v−F n j (5.DRAFT - .DRAFT -. Let us evaluate the split ﬂuxes.DRAFT -. Therefore. the above equation becomes un+1 = un − j j where g± = v±F are the split ﬂuxes. UPWIND METHODS FOR SCALAR CONSERVATION LAWS ∆t n n n n v + f j − v + f j−1 + v − f j+1 − v − f j ∆x n n Since we have fj = Fj from the Relaxation Step.

90) 2 0 −s −s I1 = 0 we−w dw + I1 = we−w dw 1 2 − we−w dw 2 0 where we have used the table of integrals supplied in the ﬁrst chapter.3. as w → s z → −s2 I1 = 1 − 2 −s 0 1 2 2wdwe−w 2 2 1 1 −s z e dz I1 = − 2 2 0 2 1 1 I1 = − [ez ]−s 0 2 2 1 1 −s2 I1 = − e − e0 2 2 DRAFT -. Let us use the change of variable as z = −w2 . The limits are : As v → ∞ As v → −∞ As v → 0 w→∞ w → −∞ √ u β w → −s where s = 2 Therefore or √ u −w2 1 β ∞ w √ + √ dw g = u√ e π −s β 2 β √ ∞ u β 1 ∞ −w2 2 + we dw + √ e−w dw g = u√ π β −s 2 β −s + ∞ (5.89) Let us now evaluate the integrals in the above equation. I1 = −s ∞ we−w dw 2 2 (5. therefore dz = −2wdw As w → 0.5.DRAFT -. KINETIC FLUX SPLITTING METHOD Therefore v= and 89 w √ β + u 2 1 dv = √ dw β since u is the mean the molecular velocity. z → 0.DRAFT - .DRAFT -.DRAFT -.

DRAFT -. we can evaluate the negative split ﬂux 0 (5.90 CHAPTER 5.93) √ π π I2 = + erf (s) 2 2 or √ π I2 = [1 + erf (s)] 2 Therefore.94) (5.92) 2 0 −s −s 0 I2 = 0 e−w dw + √ π − 2 s e−w dw e−w dw 2 I2 = I2 = √ π 2 + e−z dz where z = −w 2 0 Let us now use the deﬁnition of the error function 2 erf (s) = √ π Therefore √ s 0 e−w dw 2 (5. UPWIND METHODS FOR SCALAR CONSERVATION LAWS I1 = 1 1 −s2 − e −1 2 2 1 1 2 1 I1 = − e−s + 2 2 2 (5.91) 1 2 I1 = − e−s 2 Let us now evaluate the second integral. A+ = 2 2 Similarly. the split ﬂux expression becomes √ β 1 −s2 u π + g = u√ e + √ {1 + erf (s)} π 2β 2 β2 or where u g + = gA+ + √ B 2 πβ (5.DRAFT - .96) g− = −∞ ve−β (v− 2 ) dv u (5.DRAFT -. ∞ Therefore I2 = −s ∞ e−w dw 2 2 (5.95) 1 + erf (s) 1 2 and B = e−s g = u2 .97) DRAFT -.DRAFT -.

106) Λ= (5.104) ∂t ∂x Equivalently. RELAXATION SCHEMES as u g − = gA− − √ B 2 πβ A− = Note that here 1 − erf (s) 2 β 91 (5.DRAFT -.5.4 Relaxation Schemes ∂u ∂g (u) 1 + = 0 where g (u) = u2 ∂t ∂x 2 Consider the Burgers equation (5.DRAFT - .4.102) The Relaxation System of Jin and Xin for the above conservation law is given by ∂u ∂v + =0 ∂t ∂x (5.DRAFT -.99) (5.100) 1 1 g = u2 and s = u 2 2 Both the split ﬂuxes can be written as u g ± = gA± ± √ B 2 πβ (5.101) 5.103) ∂u 1 ∂v + λ2 = [v − g (u)] where → 0 (5.DRAFT -.105) f= (5.107) DRAFT -. the diagonal form of the above Relaxation System leads to the discrete Boltzmann equation as (see chapter 1) ∂f ∂f F −f +Λ = with ∂t ∂x where f1 f2 1 1 2 u − 2λ v = 1 1 u+ v 2 2λ −λ 0 0 λ →0 (5.98) where (5.

j for the characteristic speed λ 2 Therefore and 1 1 1 1 uj+ 1 − vj+ 1 = uj+1 − vj+1 2 2 2 2λ 2 2λ 1 1 1 1 uj+ 1 + vj+ 1 = uj − vj (5.DRAFT -.116) 2 2 2 2λ 2 2λ We now have two equations with two unknowns.117) DRAFT -.108) 5. upwinding will be applied to these two characteristic variables. based on the characteristic speeds. we have to solve two convection equations.DRAFT -.109) ∂v ∂u 1 + λ2 = − [v − g (u)] (5. Therefore f1. one with a source term. 1 1 2 u − 2λ g (u) = 1 1 u + g (u) 2 2λ (5.115) and f2.j+1 for the characteristic speed − λ 2 (5.j+ 1 = f2. Solving these 2 2 two equations.92 and CHAPTER 5.114) (5. The update formulae are un+1 − un 1 j j n n vj+ 1 − vj− 1 = 0 (5.1 Relaxation Scheme ∂u ∂v + =0 ∂t ∂x Let us now take the Relaxation System (5. uj+ 1 and vj+ 1 . namely.DRAFT -.110) ∂t ∂x Thus.DRAFT - .111) + 2 2 ∆t ∆x and n+1 n vj − vj λ2 1 n (5.j+ 1 = f1.113) (5.4.112) + un 1 − un 1 = − vj − g un j j− 2 j+ 2 ∆t ∆x Since the Relaxation System has two characteristic variables f1 and f2 which travel with the frozen characteristic speeds −λ and λ. we obtain uj+ 1 = 2 1 1 (uj + uj+1 ) − (vj+1 − vj ) 2 2λ (5. UPWIND METHODS FOR SCALAR CONSERVATION LAWS F = F1 F2 We can use any of the above relaxation systems as a starting point to develop an upwind scheme for the Burgers equation.

obtaining a Relaxation Step as 1 df = [F − f ] (5.120) We can use the initial condition v (x.119) λ∆t n ∆t n λ2 ∆t n n n uj+1 − un + vj+1 − 2vj + vj−1 − v j − g un j−1 j 2∆x 2∆x (5. t = 0)}.124) dt and a Convection Step as ∂f ∂f +Λ =0 (5. Substituting the above into the update equation.125) ∂t ∂x DRAFT -. Jin and Xin used = 10−8 and this value is recommended for use. 5.123) Let us now apply a splitting method for the discrete Boltzmann equation.122) ∂t ∂x where F is the Maxwellian deﬁned by F1 F2 u g (u) − 2λ = 2 u g (u) + 2 2λ F = (5. we obtain un+1 = un − j j and n+1 n vj = vj − ∆t λ∆t n n n vj+1 − vj−1 + u − 2un + un j j−1 2∆x 2∆x j+1 (5. RELAXATION SCHEMES and 93 λ 1 (5. experiments have shown that any small value such that ≤ 10−4 will work.DRAFT - . we can also develop a Relaxation Scheme by upwind diﬀerencing the Discrete Boltzmann equation directly.121) The diagonal form of the Relaxation System for the above equation is the discrete Boltzmann equation. Alternatively. For the value of .2 Discrete Kinetic Scheme ∂u ∂g (u) 1 + = 0 with g (u) = u2 ∂t ∂x 2 Consider the 1-D Burgers equation (5.DRAFT -.4.4.5.118) vj+ 1 = − (uj+1 − uj ) + (vj + vj+1 ) 2 2 2 The expressions for uj− 1 and vj− 1 can be obtained from the above expressions by substi2 2 tuting j − 1 for j. given by ∂f ∂f 1 +Λ = [F − f ] (5. Such a Discrete Kinetic Scheme is presented in the next section.DRAFT -. t = 0) = g {u (x.DRAFT -.

j − ¯j 1.130) (5. Therefore.j+ 1 = h2.j − 1 − h 1.j− 1 = h1.j+ 1 = h1.133) h2.DRAFT -. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Let us now simplify the Relaxation Step further by assuming = 0 (instantaneous relaxation).j 2.j + f2.DRAFT -. we obtain ¯n+1 ¯n+1 ∆t hn − hn + hn − hn un+1 = f1. the upwind relaxed scheme leads to a central diﬀerencing of the ﬂuxes plus a numerical dissipation term.j 2.128) (5. The conserved variable can be obtained as a moment as ¯n+1 ¯n+1 un+1 = f1.j as wave speed is λ and information comes from left 2 Similarly.j − h 1 − h 2.j as wave speed is − λ and information comes from right 2 h2. obtaining f = F as the Relaxation Step.j− 1 2 ∆x 2.131) (5. The ﬁnite volume method applied to the above equations leads to ∆t n n ¯n+1 ¯n h f1.j+1 as wave speed is − λ and information comes from right 2 (5. Let us now apply upwinding to the above two equations. with the coeﬃcient of numerical dissipation being proportional to the parameter introduced in the Relaxation System.137) 2∆x 2∆x Therefore. λ.134) Let us now check what is obtained by such an Upwind Relaxation Scheme for the Burgers equation.j− 1 = h2.j+ 2 We can obtain upwind ﬂuxes in the above two equations by using h1. we just have to solve the two linear convection equations of the above Relaxation System ∂f1 ∂h1 + = 0 where h1 = −λf1 ∂t ∂x and (5.j+1 or un+1 = un − ¯j ¯j or ∆t −λ ∆x n n un ¯j+1 gj+1 un gj ¯j − − + 2 2λ 2 2λ (5.126) ∂f2 ∂h2 + = 0 where h2 = λf2 (5.DRAFT -.j−1 ∆x 1. By substituting the upwind ﬂuxes in the update formulae.132) (5.j+ 2 ∆t n n ¯n+1 ¯n f2.127) ∂t ∂x with the constraints f1 = F1 and f2 = F2 .135) +λ n n un gj ¯j un ¯j−1 gj−1 + − − 2 2λ 2 2λ (5.DRAFT - .j = f1.136) ∆t λ∆t n n n gj+1 − gj−1 + uj+1 − 2¯n + un ¯ uj ¯j−1 (5.j− 1 2 ∆x 1. un+1 = un − ¯j ¯j DRAFT -.129) (5.j ¯j (5. h1.j + f2.j = f2.j−1 as wave speed is λ and information comes from left 2 The above scheme is the simpler Upwind Relaxation Scheme obtained as the Discrete Kinetic Scheme.94 CHAPTER 5.

140) (5.j = ∆x and 1 ¯ f2.j+1 − f1. That low dissipation Relaxation Scheme. without numerical dissipation).146) DRAFT -.j − h 1 − h 1.4.DRAFT - .j− 1 2 ∆x 1.j = f2.j− 2 2 ∆x h1 = −λf1 . like Roe’s scheme.139) (5.144) xj− 1 2 We can deﬁne the ﬂuxes at the cell interfaces as h1.DRAFT -. The general form of the diﬀusive ﬂux is 1 ¯ ¯ d1.j 2 2 2 (5.j+ 2 and ∆t n ¯n+1 ¯n f2.5. Recently.4.142) where The cell-integral averages are deﬁned by 1 ¯ f1. RELAXATION SCHEMES 95 5. named An Accurate Shock Capturing Algorithm with a Relaxation System (ASCARS) is described below.j+ 1 = 2 1 [h1.j+ 1 = α1.j+ 1 2 2 (5.145) where d1.j+1 ] − d1.138) and (5.j+ 1 f1.143) xj− 1 2 xj+ 1 2 f2 dx (5. The two equations of the convection step are ∂f1 ∂f1 −λ =0 ∂t ∂x ∂f2 ∂f2 +λ =0 ∂t ∂x which can be integrated over the ﬁnite volume to obtain ∆t n n ¯n+1 ¯n f1.DRAFT -.141) (5.j − h2. Raghurama Rao and Balakrishna [52] developed a low dissipation Relaxation Scheme which can capture steady discontinuities exactly.j+ 1 is the diﬀusive ﬂux added to the central diﬀerences represented by the ﬁrst 2 two terms on the right hand side. h2 = λf2 and ∆x = xj+ 1 − xj− 1 2 2 (5.DRAFT -.j = f1.j = ∆x xj+ 1 2 f1 dx (5.j + h1.j+ 1 − hn 1 2.3 A Low Dissipation Relaxation Scheme The Relaxation Schemes are more dissipative than the approximate Riemann solver of Roe (which can capture steady discontinuities exactly.

j± 1 and α2. ASCARS.j 2 2 2 (5.j α 2∆x 2. we keep these coeﬃcients open.j + 2∆x + − ∆t ¯ ¯n 1 fn − f2.j (5. h2.j (5.j+ 1 = α2. and substitute them in the ﬂux expressions to obtain the update formulae as ¯n+1 f1.DRAFT -.j+1 − f2.j = λ∆t ¯n ¯n ¯n f1. 2 2 2 un+1 = un − j j + − ∆t n g n − gj−1 2∆x j+1 (5.j+1 − f2.j + f2.j+ 1 and α2.j + h2.j−1 2∆x 2.j− 2 2.j+ 1 2 2 (5.DRAFT - .96 CHAPTER 5.j+1 ] − d2.j+ 1 are the coeﬃcients of numerical diﬀusion. the following update formula.148) Here. without ﬁxing their values.DRAFT -.DRAFT -.j α 2∆x 1. With this aim.150) ∆t ¯ ¯n 1 fn − f1.j− 2 1.j+ 1 = 2 1 [h2. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Similarly. we obtain.j+ 2 2.j+1 ∆t ¯ ¯n 1 α f n − f2.j± 1 in such a way that the resulting scheme satisﬁes the Rankine2 2 Hugoniot (jump) condition for the original non-linear conservation law.j = λ∆t ¯n ¯n ¯n f2.j + f1. 2 2 The basic idea of the new scheme.j−1 f2.j+1 − f1.j+1 ∆t ¯ ¯n 1 α f n − f1.j+ 2 1.j .147) and 1 ¯ ¯ d2.j± 1 = αj± 1 .151) ∆t α 1 un − un j 2∆x j+ 2 j+1 ∆t αj− 1 un − un j j−1 2 2∆x DRAFT -. after using the simpliﬁed relaxation step fjn = Fjn j and the simpliﬁcation α1.j−1 2∆x 1.j−1 2∆x + − and ¯n+1 f2.j± 1 = α2.j+ 1 f2. is to ﬁx the coeﬃcients of the numerical dissipation α1. α1.149) n+1 n+1 Since un+1 = f1.

155) where ± αj+ 1 = 2 2 Therefore.159) The Rankine-Hugoniot condition (∆g = s∆u) for the above two cases are given by (see [53]) gj+1 − gj+ 1 = s+ 1 [uj+1 − uj ] (5.153) as gj− 1 = − +gj+ 1 − gj + αj+ 1 [uj+1 − uj ] = 0 2 2 + −gj+1 + gj+ 1 + αj+ 1 [uj+1 − uj ] 2 2 (5. RELAXATION SCHEMES which can be rewritten as un+1 = un − j j where gj+ 1 = 2 97 ∆t n n g 1 − gj− 1 2 ∆x j+ 2 (5. the expression for the ﬂux can be split into the following two parts : + gj+1 − gj+ 1 = αj+ 1 [uj+1 − uj ] 2 2 αj+ 1 ± |αj+ 1 | 2 2 (5.157) (5.160) and left (5.154) and 1 1 [gj−1 + gj ] − αj− 1 [uj − uj−1 ] 2 2 2 2 With a little algebraic manipulation. assume that there is a shock located between the grid points xj and xj+1 . moving with a speed sj+ 1 .5.153) (5.160) j+ 2 2 and gj+ 1 − gj = s− 1 [uj+1 − uj ] j+ 2 2 (5.158) and − gj+ 1 − gj = −αj+ 1 [uj+1 − uj ] 2 2 Let us now compare the ﬂuxes in (5.161). To distinguish the shock moving to the right from the shock moving to the 2 left.DRAFT -.DRAFT -.157) and (5.162) DRAFT -. we split the shock speed into a positive part s+ 1 and a negative part s− 1 where j+ j+ 2 2 s± 1 = j+ 2 sj+ 1 ± |sj+ 1 | 2 2 2 (5.156) (5.4.161) Comparing the expressions (5.DRAFT - . we can rewrite the expression (5. we can ﬁx the coeﬃcients αj+ 1 as 2 + − αj+ 1 = s+ 1 and αj+ 1 = −s− 1 j+ j+ 2 2 2 2 (5.152) 1 1 [gj + gj+1 ] − αj+ 1 [uj+1 − uj ] 2 2 2 (5.158) with the ﬂuxes that satisfy RankineHugoniot condition.158) with the Rankine-Hugoniot condition for ± the shock moving to the right (5.157) and (5. To derive such ﬂuxes satisfying the Rankine-Hugoniot condition.DRAFT -.

j+ 1 f2.j+ 1 2 2 2 1 ¯ ¯ d1.DRAFT -.164) For the scalar conservation law.j 2 2 2 DRAFT -.j+ 1 = [h2.j+1 ] − d1. UPWIND METHODS FOR SCALAR CONSERVATION LAWS from which we can obtain the expression for the coeﬃcient of numerical diﬀusion as αj+ 1 = |sj+ 1 | 2 2 (5.DRAFT -.98 CHAPTER 5.DRAFT -.j− 1 2 ∆x 2.j + h1. the new Relaxation Scheme which satisﬁes the Rankine-Hugoniot condition is given by the following algorithm.j+ 2 h1 = −λf1 .j− 1 2 ∆x 1.166) and sj− 1 = 2 gj − gj−1 if uj = uj−1 u −u j j−1 ∂g |j if uj = uj−1 ∂u (5.j − 1 − h 2.j+ 1 2 2 2 1 ¯ ¯ d2.165) sj+ 1 = 2 (5. deﬁning the shock speed s by s= we obtain gj+1 − gj if uj = uj+1 u −u j+1 j ∂g |j if uj = uj+1 ∂u ∂g ∂u (5. ∆x = xj+ 1 − xj− 1 2 2 1 h1.j = f1.j+ 1 f1.j+1 ] − d2.167) Therefore.j = f2. we can obtain the expression for the other coeﬃcient of numerical diﬀusion as αj− 1 = |sj− 1 | 2 2 (5.j+1 − f2.j+ 1 = α2. h2 = λf2 .j+1 − f1.163) Similarly.j+ 1 = [h1.j+ 2 ∆t n n ¯n+1 ¯n h f2.j 2 2 2 1 h2.j − h 1 − h 1.j+ 1 = α1.j + h2. ∆t n n ¯n+1 ¯n f1.DRAFT - .

j 2.DRAFT -. DRAFT -. in the ﬁnal analysis. as well as the linearisation. as done to the Roe’s scheme by an entropy ﬁx. is equivalent to the approximate Riemann solver of Roe. RELAXATION SCHEMES g −g j | j+1 | if uj = uj+1 ¯ ¯ uj+1 − uj ¯ ¯ = ∂g ¯ ¯ | |j if uj = uj+1 ∂u gj − gj−1 | | if uj = uj−1 ¯ ¯ uj − uj−1 ¯ ¯ = ∂g ¯ ¯ | |j if uj = uj−1 ∂un+1 ¯ + f n+1 ¯ un+1 = f ¯ j 1.j 99 αj+ 1 2 (5.4. αj± 1 is linearly proportional to the numerical wave-speed and thus the dissipation 2 goes to zero when the wave-speed goes to zero. Since zero dissipation leads to the violation of the entropy condition. Note that this is the entropy ﬁx of Harten (see [35] for details).DRAFT - . though the implementation is diﬀerent.DRAFT -.168) αj− 1 2 This low dissipation Relaxation Scheme (ASCARS) for a scalar conservation law. This happens near the sonic points where the wave-speed changes sign.5. we modify the coeﬃcient of numerical diﬀusion by forcing a quadratic variation instead of a linear variation and by keeping a residual dissipation near the sonic points.DRAFT -. The coeﬃcient of numerical dissipation.

DRAFT -. UPWIND METHODS FOR SCALAR CONSERVATION LAWS DRAFT -.DRAFT - .100 CHAPTER 5.DRAFT -.DRAFT -.

1965. Cambridge University Press. 148. J. A Discrete Kinetic Approximation of Entropy Solutions to Multidimensional Scalar Conservation Laws.G. Vincenti and C.J. 1999. 6.DRAFT -. [4] W. E. Natalini.. Rareﬁed Gas Dynamics. [5] M. Aregba-Driollet and R. Modern Compressible Flows : MacGraw-Hill. Xin. SIAM Journal of Numerical Analysis. [9] R. Gombosi. 101 DRAFT -. pp. 48. pp. Plenum Press.. 1973–2004. Hoﬀmann. 511-???. [6] T. 1998. Recent mathematical results on hyperbolic relaxation problems. 2001. I. Longman. 2000. John Wiley. [11] R.I. 1994. Small amplitude processes in charged and neutral one-component systems. 1995. Natalini. The Relaxation Schemes for Systems of Conservation Laws in Arbitrary Space Dimensions. [3] J.F.H. Communications in Pure and Applied Mathematics. Kogan. With Historical Perspective. 37.Bibliography [1] Anderson.N.P. [8] S.DRAFT - . Natalini. pp. [10] D.P. Bhatnagar. Numerical Methods for Scientists and Engineers. no. Journal of Diﬀerential Equations. Cambridge University Press. Krook. 94. New York. Introduction to Physical Gas Dynamics. Riley.L. 1998. A model for collision processes in gases. Gaskinetic Theory. Gross and M.DRAFT -. New York. Marcel Dekker Inc. 1990. vol. pp. Mathematical Methods for Physics and Engineering. Analysis of systems of conservation laws. Jin and Z. Discrete Kinetic Schemes for Multidimensional Systems of Conservation Laws. Physical Review. Kruger. M.D. 235–276. Bence. Harlow. 292–317. 1954. vol.D. vol. Hobson and S. [2] K. Pitman Research Notes in Mathematics Series. [7] P.DRAFT -. 1965.

47. Journal of Computational Physics. McGraw-Hill.W. The Possible Relation of the 3-KILOPARSEC Arm to Explosions in the Galactic Nucleus. Roe. Raghurama Rao and S. Communications in Pure and Applied Mathematics. 217-237.DRAFT -. [14] P. 6. [20] R. Schmidt and E. Approximate Riemann Solvers. 7. 43. 271-306. Rietz.S. Astrophysical Journal. A Diﬀerence Scheme for Numerical Computation of Discontinuous Solutions of Hydrodynamic Equations.M. 1960.DRAFT -. AIAA-81-1259. Prendergast. 188. JPRS 7226. 489-500.M. Math. [24] B. Wendroﬀ. AIAA-81-1259. [19] S. Deshpande. pp. Godunov.102 BIBLIOGRAPHY [12] John D. 108. 3.159-193. Solomon. English translation in U. 415. Joint Publications Research Service.H. Communications in Pure and Applied Mathematics. pp. 1974. Anderson. AIAA Paper no. Boltzmann Type Schemes for Gas Dynamics and Entropy Property.K. 1982. [16] A. SIAM Journal of Numerical Analysis. Direct Simulation Methods for Compressible Inviscid Ideal Gas Flow. [13] P. 357-372. Numerical Solution of Euler Equations by Finite Volume Methods Using Runge-Kutta Time Stepping Schemes. Perthame. pp. 1995. AIAA-69-0354. 34. Schemes. 4. W. 1981. 1981. [18] P. 1405. Journal of Computational Physics. 231. pp. 27. The eﬀect of Viscosity in Hypervelocity Impact Cretaring. [17] S. Pullin.DRAFT -. [23] S. 13. 1991. [21] D.H. 1969. Weak solutions of nonlinear hyperbolic equations and their numerical computation. Vol. Journal of Computational Physics. Parameter Vectors and Diﬀerence Schemes. Osher and F. AIAA-1986-0275. 1995. Sanders and K. Kinetic Theory based New Upwind Methods for Inviscid Compressible Flows. Upwind Diﬀerence Schemes fo Hyperbolic Systems of Equations. 42. Peculiar Veclocity based Upwind Method for Inviscid Compressible Flows. Turkel. 339-374.D Lax. Deshpande. [25] S. Sbornik. AIAA Paper No.L. 1954. Systems of conservation laws. MacCormack.D. [15] R. pp. 1980. AIAA Paper no. Jameson. AIAA Paper no. pp. [22] R. Lax and B. One Dimentional Compressible Gas Dynamic Calculations Using the Boltzmann Equation.DRAFT - . DRAFT -. Mathematics of Computation. Computational Fluid Dynamics Journal.D. 38. Computational Fluid Dynamics : The basics with applications. New York.V. 1959.

Hirsch. SIAM Journal of Numerical Analysis. pp. Laney. 35. [36] S. John Wiley & Sons. vol. 109. pp. Journal of Computational Physics. John Wiley & Sons. Godlewski and P. 1993. [28] Meng Sing Liou and C. Jin. [29] F.DRAFT -. 1996. Hirsch. [32] C.BIBLIOGRAPHY 103 [26] K.DRAFT -. Kinetic Flux Splitting Schemes. Springer–Verlag. 1993. Cambridge University Press. [33] R. 1995. Riemann Solvers and Numerical Methods for Fluid Dynamics : A Practical Introduction. 1998. Chechester. vol. Analysis and Design of Upwind Schemes for Gas Dynamics II : Artiﬁcial Diﬀusion and Discrete Shock Structure.H. Coquel and B. Computational Gasdynamics. [31] C. [37] E.) M. Springer. 1990. Numerical Approximations of hyperbolic Systems of Conservation Laws. A New Flux Splitting Scheme. Morton. 6. Numerical Hydrodynamics from Gas-Kinetic Theory.D. Oshima.F.W. 107. John Wiley and Sons.J. (eds. v. [27] F. Numerical Computation of Internal and External Flows. Vol. Jameson. Steﬀen.23-39. Runge–Kutta Methods for Hyperbolic Conservation Laws with Stiﬀ Relaxation Terms.DRAFT - . 18. Prendergast and Kun Xu. A contribution to the great Riemann solver debate. International Journal of Computational Fluid Dynamics. 555-574. Journal of Computational Physics. [30] A.M. 1995. Coquel and Meng Sing Liou. 122. 1994. 2223-2249. 1998. Numerical Computation of Internal and External Flows. John Wiley & Sons. 2nd Edition. Richtmyer and K. [34] E. Hafez and K. Applied Mathematics Series 118. Raviart.M. International Journal of Numerical Methods in Fluids. 53. Icomp-95-2. 171-218. Vol. 2: Computational Methods for Inviscid and Viscous Flows. 2nd edition. Hybrid Upwind Splitting (HUS) by a ﬁeld-by-ﬁeld decomposition. NASA TM-106843. Perthame. 1988. 1967. New York. [39] S. pp. Deshpande. Computational Fluid Dynamics Review 1995 : A state-of-the-art reference to the latest developments in CFD. 1999. DRAFT -. [38] Quirk.A. pp. Toro. [35] Culbert B. Diﬀerence Methods for Initial Value Problems. 1: Fundamentals of Numerical Discretization. Relaxation of energy and approximate Riemann solvers for general pressure laws in ﬂuid dynamics. Journal of Computational Physics.DRAFT -. 51–67. pp. 1995. 1995.

[45] S. Subba Rao and S. SIAM Journal of Numerical Analysis. Raghurama Rao. Bangalore. ”Least Squares Kinetic Upwind Method for Inviscid Compressible Flows”. Edited by O. July 2002 . Raghurama Rao. India. 1968.V.K.V.V. Department of Aerospace Engineering. Australia (accepted for presentation and proceedings to be published by Springer). On the Construction and Comparison of Diﬀerence Schemes. 1998. Leveque. in Computational Methods for Astrophysical Fluid Flow. Australia (accepted for presentation and the full paper to be published by Springer). Balasubramanyam. Balasubramanyam and S. [49] R. Raghuramarao and Sachin Khosla. An Unsplit Relaxation Scheme for Hyperbolic Conservation Laws. pp. A New Grid–Free Upwind Relaxation Scheme for Compressible Flows. India. in preparation. July 2002. A Class of Approximate Riemann Solvers and Their Relation to Relaxation Schemes. DRAFT -. A New Unsplit Relaxation Scheme for Hyperbolic Conservation Laws. Method of Interpolation with a Relaxation Approximation for Conservation Laws (MIRACL). Sydney. 5. Sydney.V. [48] M.DRAFT - . 506-571. of Aerospace Engg. Mihalas. J. Fluid Mechanics Report No: 2001 FM 07. Department of Aerospace Engineering.Sc.DRAFT -.J. Indian Institute of Science.V. pp. Balasubramanyam and S. A New Grid Free Relaxation Scheme for Conservation Laws. Mueller. A New Grid Free Relaxation Scheme for Euler Equations. 27th Saas-Fee Advanced Course Lecture Notes. Leveque ad M. AIAA paper. [43] S. May 27-31 2002. 95-1735. Ghosh and S.M. Strang.DRAFT -. Isfahan. Raghurama Rao and Sachin Khosla. Springer-Verlag. Journal of Computational Physics. R. [46] S. 1995. 172. M. E. D. A New Grid Free Relaxation Scheme for Euler Equations. Leveque. [44] S.and E. [42] A. Bangalore. Dept. Steiner and A. Indian Institute of Science.(Engg. IISc. Pelanti. [41] S. Iran. Nonlinear Conservation Laws and Finite Volume Methods for Astrophysical Fluid Flow. 2nd International Conference on Computational Fluid Dynamics. 2002. Deshpande. [50] G. Raghurama Rao. Raghurama Rao. Fluid Mechanics report. 2nd International Conference on Computational Fluid Dynamics. Dorﬁ. No. Gautschy. 572-59. 2001.DRAFT -. Balasubramanyam and S. Proceedings of the Ninth Asian Congress of Fluid Mechanics.V.V. Bangalore. [47] S.) thesis. 2002.104 BIBLIOGRAPHY [40] R..

V. Flux Vector Splitting of the Inviscid Gas Dynamics Equations with Applications to Finite Diﬀerence Methods. 2004. 2003. Kinetic Flux Vector Splitting for Navier–Stokes equatons based on Chapman–Enskog distribution. 1997. [52] S. 1982. vol. Bangalore. AIAA Paper No.BIBLIOGRAPHY 105 [51] B.L. [57] B. Warming.DRAFT -. 40. Balasubramanian S.DRAFT -. D. S. Vol. . Lecture Notes in Physics. Deshpande. Deshpande. Indian Institute of Science. S. Bangalore.DRAFT - . 507-512. Raghurama Rao and S.M. [55] Meng-Sing Liou and Steﬀen. Raghurama Rao and K. pp. 170. Fluid Mechanics Report No. [54] Dominic Denver John Chander. Department of Aerospace Engineering. India.C. .V. Journal of Computational Physics. Journal of Computational Physics.H. 2nd edition. 2004 FM ??. India. 1981. A One Point Shock Capturing Kinetic Scheme for Hyperbolic Conservation Laws. 1997. van Leer. 97 FM 9. Fluid Mechanics reports.V. Flux Vector Splitting for the Euler Equations. DRAFT -. 263-293. Taylor & Francis. pp. [53] J.DRAFT -. Anderson and R.M. pp. Raghurama Rao R. Pletcher. An Accurate Shock Capturing Algorithm with a Relaxation System for Hyperbolic Conservation Laws. [56] J. Balakrishna. Tannehil. vol.F. Indian Institute of Science. Computational Fluid Mechanics and Heat Transfer. A New Flux Splitting Method.A. AIAA2003-4145. Manoj Kumar. Department of Aerospace Engineering. Steger and F. .

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