Advanced Computational Fluid Dynamics

January - April, 2006

DR

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

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

. . . . . . . . 5. . . . . .1 Relaxation Scheme . . . . 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . 3. . .1 Entropy Fix for Roe’s Scheme . . . . . . . 3. . . . . . .2 Stability analysis of Numerical Methods [12] . . . .DRAFT -. . . . 5. . . . . . .1 A Brief History of Numerical Methods for Hyperbolic Conservation Laws .4 Consistency of Numerical Methods . . . . . . . . .iv 3. . . . 5. . . .2 Lax-Friedrichs Method . . . . . . . . . . . . . . . . . . .DRAFT -. .4. . . . . . . . .4 Relaxation Schemes . . . . . . . . . .4. . . . . . . 5. .3 3. . . . . . . . . . . . . . . . . . . . . . . . . . . .DRAFT - . . . . . . . . . . . . . . . . 5. .3 Kinetic Flux Splitting Method . . . . . . . . . . . . . . . .4 Two-Step Lax-Wendroff Method and MacCormack Method . . . . .3 A Low Dissipation Relaxation Scheme . .DRAFT -. . . . . . . . . . . . . . . . . . . . . . . . .3 Lax-Wendroff Method . . . Stability Analysis . . . . . . .2. . . . . . . . .2 Discrete Kinetic Scheme . . . . . . . . . . .1 Flux Splitting Method . . . . . . . .4.2 Approximate Riemann Solver of Roe . 5 Upwind Methods for Scalar Conservation Laws 5. . . . . . . . . . . . . . . . . . . . . . DRAFT -. . . . .1 Fourier series in complex waveform . . . . 4. . . . . . . . . . . . . . . . . . . CONTENTS . . . . .4. . . . 4. . . . . . . . . . . . . . . . . 5. . . . .4.

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

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

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

G2.8) (2.V =       0 τyx τyy τyz u1 τyx + u2 τyy + u3 τyz − q2             G3. j =1.10) (2.2.2. The pressure.DRAFT -. u1 .12) τxy = τyx = µ τxz = τzx = µ τyz = τzy = µ DRAFT -.9) (2.4) (2.6) CP ).3) represents the heat fluxes. τij (i=1.3. temperature and the density where γ is the ratio of specific heats (γ = C V are related by the equation of state as p = ρRT where R is the gas constant and T is the temperature. ρ is the density of the fluid.5)   =   0 τzx τzy τzz u1 τzx + u2 τzy + u3 τzz − q3 (2. p is the pressure and E is the total energy (sum of internal and kinetic energies) given by 1 2 + u2 E = e + u2 2 + u3 2 1 The internal energy is defined by e= p ρ (γ − 1) (2. the expressions for which are given as follows.DRAFT -.7) (2.V   =    0 τxx τxy τxz u1 τxx + u2 τxy + u3 τxz − q1        . 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.V In the above equations. Here. u2 and u3 are the velocities.DRAFT -.3) represents the shear stresses and qi (i=1.11) (2.2.4 Governing Equations and Approximations G1.DRAFT - .

2 Euler Equations. we obtain the 1-D Euler equations as ∂U ∂G + =0 ∂t ∂x (2. EULER EQUATIONS.DRAFT -.15) (2. except close to the solid surfaces where boundary layer effects are important. They are defined for this 1-D case by 4 ∂u ∂T τ= µ and q = −k 3 ∂x ∂x (2. the equation of state becomes p = ρRT0 = ρa2 where a2 = RT0 . Then.14) Here.17) Let us now make the second assumption that the temperature is constant.DRAFT -. is the speed of sound. q3 = −k ∂x ∂y ∂z (2. called Euler equations. 3 2.DRAFT -.DRAFT - . we do not need the energy equation as the temperature gradients are zero and there is no heat transfer by DRAFT -. we shall often use the Euler equations and their further simplifications. q2 = −k . are obtained by neglecting the right hand side of the Navier-Stokes equations (2. This approximation is valid in large parts of the fluid flows around bodies.2.13) 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. The equations of inviscid compressible flows.1). T = T0 . BURGERS EQUATION AND LINEAR CONVECTION EQUATION5 q1 = −k ∂T ∂T ∂T . τ is the 1-D component of the stress tensor and q is the corresponding component of the heat flux vector. Therefore.2.16) where µ is the viscosity of the fluid and k is the thermal conductivity. 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. G =  p + ρu2  and GV =  ρE pu + ρuE uτ − q  (2. Consider the 1-D Navier Stokes equations given by ∂U ∂G ∂GV + = ∂t ∂x ∂x where      ρ ρu 0  τ U =  ρu  . Let us make the first simplifying assumption of neglecting the viscosity and heat conduction. In this course.

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 -

For the PDE which is ∂u dx ∂u +c = 0. Let us now derive the solution (2.DRAFT -.42) (2. the transformation is from u (x.37) ¯ is a constant. Therefore.36) in a mathematical way.DRAFT - .3.DRAFT -. Since the function is the same in different coordinate systems u (x.2: 3-Point Stencil not be parallel straight lines. τ ) (2. t) to (s.DRAFT -. CHARACTERISTICS AND HYPERBOLICITY9 We can write (2. LINEAR CONVECTION EQUATION. For non-linear PDES.41) DRAFT -.40) We can now write du ¯ ∂u ¯ ∂t ∂ u ¯ ∂x ∂u ∂t ∂u ∂x = + = + (since u ¯ = u) dτ ∂t ∂τ ∂x ∂τ ∂t ∂τ ∂x ∂τ From (2.38) The inverse transformation is given by x = s + cτ and t = τ (2. This suggests a transformation of coordinates from (x. we have ∂t ∂x = 1 and =c ∂τ ∂τ (2.39).34) as 1 x0 1 ¯ ct = x − x0 or t = x − or t = x − k c c c (2. t) to u ¯ (s. where k 1 They are parallel straight lines with slope .39) Therefore. let us choose = c. Its solution the linear convection equation given by ∂t ∂x dt is x = ct + x0 or x0 = x − ct.2. characteristics need c t slo pe = 1/c x Figure 2. we can sketch the characteristics in the x − t plane. t) = u ¯ (s. τ ). τ ) where s = x − cτ andτ = t (2.

10 Therefore Governing Equations and Approximations ∂u ∂u du ¯ = +c dτ ∂t ∂x (2.48) (2.43) ∂u ∂u +c = 0.26). t) = u0 (s) Using (2. c is the speed with which information propagates along the characterstics.DRAFT -.46) (2.DRAFT - .44). we get Using (2. we obtain ˜ or k ˜ = u0 (s) u ¯ (τ = 0) = u0 (s) = k Therefore u ¯ (s. 0) = u0 (x).45). we can write For a time interval t to t + ∆t.45) (2.44) (2. the foot of the characteristic can fall on the left or right side of xj depending on the sign of c. t) = u0 (x − ct) = u (x − ct. τ = 0) = u0 (s) Solving (2.51) ˜ = constant u ¯ (τ ) = k If we consider a point xj with neighbours xj −1 and xj +1 to the left and right sides of xj t+∆ t        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "       !   "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "        !  "  ! " ! " ! " ! " ! " ! " ! "             c>0                          !  "  ! " ! "  !  "  ! " ! "  !  "  ! " ! " c<0 ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! " ! "     !  "  ! " ! " ! " ! " ! "     !  "  ! " ! " ! " ! " ! "        ¢ £         ¢ £       xj−1 ∆x c∆t c∆t xj ∆x  !  "  ! " ! " ! " ! "  !  "  ! " ! " ! " ! "   !  "  ! " ! " ! " ! "   ¡    !  "  ! " ! " ! " ! "   ¡  ! " ! " ¤ ! " ¤ ¥ ! " ¥ t xj+1 Figure 2.DRAFT -. t = 0) u (x.49) (2.DRAFT -. Since the information travels a distance of δx = ct along the characteristic during a time t (from t = 0). DRAFT -. we can write u (x. and is called characteristic speed or wave speed. t) ¨ ¦ §   ¨ ©  ¦ §       !  "    ! " ! " ! " ! " ! " ! " ! " ©        !  "  ! " ! " ! " ! " ! " ! " ! " (2. Therefore But. we can see that the sign of c determines the direction of information propagation. t + ∆t) = u (x − c∆t. τ ) = u0 (s) Since u = u ¯. Therefore. u ¯ (s.3: 3-Point Stencil respectively. we obtain u (x. from (2. with information coming from the left if c > 0 and from right if c < 0.47) (2.38). Therefore ∂t ∂x du ¯ =0 dτ The initial condition is u (x.50) (2.

with g (u) = u2 ∂t ∂x 2 Consider the Burger’s equation (2. coupled with a monotonically increasing profie of the previous example.2.53) Therefore. 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.DRAFT - . This phenomenon leads to expansion waves or rarefaction waves. BURGERS EQUATION. A continuous function has no gaps or breaks at any point on its profile. SHOCK WAVES AND EXPANSION WAVES 11 2. a(u) increases. a(u) = u.DRAFT -. Shock Waves and Expansion Waves ∂u ∂g (u) 1 + = 0.4.52) Let us check the wave speed for this case. Consider an initial profile which is monotonically increasing. Therefore as u increases.4 Burgers Equation. Therefore. discontinuities are not allowed for a continuous function. Such a rule is often given by an algebraic and/or trigonometric expression. The wave speed is defined by a (u) = ∂g (u) ∂u (2. as the upper part overtake lower part (due to larger speed on the top). consider an initial profile which is monotonically decreasing. Let us now recollect the basic features of a function.DRAFT -.DRAFT -. On the right part of the profile which is monotonically decreasing. Now. u t=0 large speed t=t1 t=t 2 small speed x Figure 2. A function is rule that assigns exactly one real number to each number from a set of real numbers. DRAFT -. the gradient becomes infinite and the solution becomes multi-valued.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.

Multivalued functions are avoided on physical grounds. shock waves appear when the flows are obstructed by solid bodies. Consider the flow of a fluid over a blunt body. The appearance of such shock waves can be explained as follows. 2.12 Governing Equations and Approximations u t=0 t=t1 t=t2 multivalued unphysical solution t=t3 x Figure 2. Then.DRAFT - . Imagine. by definition. Therefore. The Subsonic flow (M < 1) Solid Body Figure 2. the function may become multi-valued after some time. which is unphysical. the density of a fluid at a point having more than one value at any given time. the solution ceases to be a function.DRAFT -. discontinuities will appear.DRAFT -. as multi-valued functions are avoided.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.DRAFT -. These discontinuities are known as shock waves.6: Subsonic flow over a blunt body DRAFT -. as shown in the following figure.5 Shock Waves in Supersonic Flows In the supersonic flows of inviscid fluid flows modeled by Euler equations. for example. Discontinuities may appear and the solution becomes multivalued.

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 -

DRAFT -.76) to obtain the unknowns and as ∂x ∂y   ∂u     dx dy −1 dφ  ∂x     ds ds   ds   =     ∂u  A B C ∂y and (2.69) for u(x. y ) = φ(s) (2.73) with two unknowns write (2. Along the boundary represented by (2. (2.71). |M | DRAFT -. y ) subject to the boundary condition u(x.71) Here.73) and (2. We can ∂x ∂y (2. NT is zero since M −1 = where N T is the transpose of the matrix N of cofactors of M .DRAFT -.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) (2.77) The solution is not possible if the determinant of the matrix. s in the arc length along the boundary. the variation of u is given by du ∂u dx ∂u dy = + (2.73) ∂u ∂u and .70) Let the boundary condition (2.76) (2.75) (2.72) can be written as du ∂u dx ∂u dy dφ = + = ds ∂x ds ∂y ds ds We now have two equations (2. whose inverse is required.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.DRAFT -.70).74) (2.69) and (2.16 PDES and Classification Let us now solve (2.72) ds ∂x ds ∂y ds Using (2.DRAFT - .

since w = constant along the characteristics. Note also that the derivatives of the solution.Second Order PDEs The determinant is zero if 17 dx ds A dy ds = 0 B (2.6.80) DRAFT -. Such curves are called characteristic curves or simply ∂u ∂u or may not exist characteristics. ∂x ∂y along the characteristics.DRAFT -.DRAFT -. y ) + C ( x.DRAFT -.78)).79) represents that curve in the (x. y ) (2. . discontinuities in solution may exist along the characteristics. y ) plane in which w is a constant with (u(x. y )) = f (w). ) 2 2 ∂x ∂x∂y ∂y ∂x ∂y The general form of a second order PDE is A(x. y.3 Second Order PDEs ∂ 2u ∂ 2u ∂2u ∂u ∂u + B ( x. u.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. y ) domain except along the characteristics can solve for ∂x ∂y (when the determinant is zero (2. y ) = D(x. 2. ∂ ∂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 - .79) We have already seen that (2. That is why we ∂u ∂u and everywhere in the (x.

84) ∂x      ∂x∂y            ∂u  0 dx dy  ∂ 2 u   d ∂y ∂y 2 ∂ 2u ∂ 2u ∂2u The equation (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 (2.86) (2. y ) domain. The zero determinant condition is A B C A dx dy 0 0 =0 (2. ∂x ∂y ∂2u ∂ 2u ∂ 2u + B + C = D (2.90) DRAFT -.87) ∴ A (dy )2 − dx 0 − B [dxdy − 0] + C (dx)2 − dy 0 = 0 Let us divide by (2. ∂x ∂x∂y ∂y except on a curve where the determinant in (2. The solution to (2.DRAFT -.88) This is the equation of the curve along which the second partial derivatives of u cannot be defined. we can obtain two more relation∂u ∂u ships by applying the chain rule to the total derivatives of and [3]. which will be the characteristic curve.DRAFT -. and 2 everywhere in the (x.81) ∂x2 ∂x∂y ∂y 2 ∂2u ∂u ∂ 2u dx + dy = d (2.84) can be solved for 2 .DRAFT -.84) is zero.85) dx dy (2.18 PDES and Classification Apart from the general form of the second order PDE.83) ∂x∂y ∂y ∂y or  2    ∂ u D    ∂x2   A B C           2      ∂ u   d ∂u    dx dy 0   = (2.89) (2.DRAFT - .88) is −(−B ) ± (−B )2 − 4AC dy = dx 2A B ± (B )2 − 4AC dy = ∴ dx 2A (2.82) 2 ∂x ∂x∂y ∂x ∂u ∂2u ∂2u dx + 2 dy = d (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.DRAFT -. The equation (2. Note that if A. B = 0 & C = − DRAFT -. the equation is hyperbolic.91) (2. when A = 0. The characteristics have tangents at each point given by (2. y ) plane.88) defines two families of complex curves.80). y ) domain satisfying (2. x − ct = k & x + ct = k are the characteristics. When the PDEs are elliptic (B 2 − 4AC < 0) the equation (2.DRAFT - .88) are called the characteristics of the PDE (2.94) ∴ 1 ∂2u ∂ 2u − =0 ∂x2 c2 ∂t2 Here.DRAFT -.88) defines one family of real curves in the (x. the equation (2. When the PDEs are parabolic (B 2 − 4AC = 0) the equation (2. This classification is similar to the classification of general second degree equations in analytical geometry. 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 2 ∂2u 2∂ u = c ∂t2 ∂x2 • Elliptic if B 2 − 4AC < 0 (2.Second Order PDEs 19 The curves in the (x.88). 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).93) (2.88) defines two families of real curves in (x. y ) plane. the equation may change from one type to another at different points in the domain. B & C are not constant. 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.90) has real solutions when B 2 − 4AC > 0 and complex roots when B 2 − 4AC < 0.DRAFT -.92) (2. Since B 2 − 4AC > 0.

As an illustration. These preferred directions are related to the characteristics of the PDEs. ∴ B 2 − 4AC = 0 − 4 · 1 · 1 = −4.96) DRAFT -. i. is significant as different types of equations represent different physical behaviour and demands different types of treatment analytically and numerically. The linear convection equation.DRAFT -. there are domains of dependence and zones of influence in the physical domains where the hyperbolic equations apply.6.4 Physical Significance of the Classification The mathematical classification introduced in the previous sections. parabolic or elliptic. the inviscid isothermal equations and the isentropic equations are all hyperbolic equations.DRAFT - . let us consider the wave equation (which describes linearized gas dynamics. B = 0 & C = 0 ∴ B 2 − 4AC = 0 − 4α · 0 = 0 Therefore the equation is parabolic. Hyperbolic PDEs Hyperbolic equations are characterized by information propagation along certain preferred directions.DRAFT -. 2. Consequently.95) Here. the nonlinear inviscid Burgers equation.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. B = 0 and C = 1. A = 1. given by 2 ∂2u 2∂ u = c ∂t2 ∂x2 (2.e. • Example 3 : Consider the Laplace equation in 2-D ∂ 2u ∂ 2u + =0 ∂x2 ∂y 2 (2. This equation is elliptic. leading to the categorization of the equations of fluid flows and heat transfer as hyperbolic.DRAFT -. the Euler equations. ∴ B 2 − 4AC < 0. acoustics)..

DRAFT -.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).8: Domain of the Solution for a Hyperbolic PDE (Wave equation) DRAFT -.DRAFT -. we obtain (dx)2 − c2 (dt)2 = 0 (2.Physical Significance of the Classification 21 As in a previous section for second order PDE.99) Therefore. we get dx = ±c or x = x0 ± ct dt (2. Figure 2. which is a typical hyperbolic partial differential equations (PDE).98) Solving the above quadratic equation. there are two real characteristics associated with the wave equation considered here. we can write the above equation as  2  ∂ u   ∂t2   0       1 0 −c2  2    d ∂u    ∂ u  dt dx 0   (2.DRAFT - . The information propagation along the characteristics is with the speed a= dx = ±c dt (2. is shown in the figure (2.100) The domain of the solution for the wave equation.DRAFT -.

DRAFT -.102) (2. The DRAFT -.DRAFT -.104) Thus.22 Parabolic PDEs PDES and Classification The parabolic equations are typically characterized by one direction information propagation. we get α(dt)2 = 0 dt = ±0 t = constant (2. there are two real but repeated roots associated with the characteristic equation for unsteady conduction equation in 1-D.101) Setting the determinant of the coefficient matrix to zero and solving for the slopes of the characteristic paths.DRAFT - . given by ∂T ∂2T =α 2 ∂t ∂x As done before. Consider the unsteady heat conduction equation in 1-D. the elliptic equations are characterized by information propagation having no preferred directions. the information propagates at infinite speed along the characteristics (lines of constant t).9).DRAFT -. Unsteady heat conduction equation. unsteady viscous Burgers equation and unsteady linear convection-diffusion equation are examples of parabolic equations. the information propagates in all directions. A typical example is the steady state heat conduction in a slab. Elliptic PDEs In contrast to the hyperbolic equations. we can write this equation as   ∂T ∂2T  ∂x2   ∂t        α 0 0  2   ∂ T   d ∂T  dx dt 0    = ∂x    0 dx dt  ∂x∂t       ∂2T   ∂T d 2 ∂t ∂t             (2. The domain of the solution for a typical parablic PDE (unsteady heat conduction equation) is shown in figure (2. Therefore.103) Thus. The speed of information propagation (from the above equations) is dx dx = = ±∞ dt ±0 (2. The characteristics are lines of constant time.

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

109) DRAFT -.10: Domain of Solution for an Elliptic PDE (steady heat conduction equation) Not all equations can be classified neatly into hyperbolic.DRAFT - . Un   G1 G2 . 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). Let us now consider the vector case for hyperbolicity. . The mathematical behaviour of the fluid flow equations may change from one point to another point in the flow domain. . elliptic or parabolic equations. Some equations show mixed behaviour. 2. .DRAFT -.DRAFT -.7 Euler equations and Hyperbolicity We have seen how a scalar equation (linear convection equation in this case) is hyperbolic. Gn      (2.108)   U =      G =     (2.DRAFT -. characterized by preferred directions of information propagation.24 PDES and Classification Figure 2. Definition of hyperbolicity for systems of PDEs Consider a system of PDEs ∂U ∂G + =0 ∂t ∂x where  U1 U2 . .

. Usually. in fluid dynamics.113) Therefore. . Therefore ∂U ∂W ∂U ∂W =R and =R (2. the system is said to be strictly hyperbolic. Note that A will be a n × n matrix. each component of which is a function of U .115) ∂t ∂t ∂x ∂x Therefore ∂W ∂W R + AR =0 (2.111) is known as the quasi-linear form. 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. R = [R1 .DRAFT - . 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.  . Linear systems and characteristic variables ∂U ∂U If A is constant. ARi = λi Ri . If we introduce a ∂t ∂x characteristic variable as W = R −1 U (2. EULER EQUATIONS AND HYPERBOLICITY 25 Here. If the eigenvectors are also distinct.2.DRAFT -.7.110) ∂U ∂U ∂G +A = 0 where A = (2.116) ∂t ∂x DRAFT -. A system of partial differential equations (2.112) (2. . · · · . . then the hyperbolic system +A = 0 is linear. . 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.DRAFT -.114) then the hyperbolic system will be completely decoupled. . G is a non-linear function of U . we can define a hyperbolic system of equations as a system with real eigenvalues and diagonalisable coefficient (flux Jacobian) matrix.111) is hyperbolic if the matrix A has real eigenvalues and a corresponding set of linearly independent eigenvectors. then so is R.  0 · · · λn (2.   λ1 · · · 0  0 ··· 0    D= . If A is a constant.  . Rn ] .DRAFT -. If the system is hyperbolic.

121) (2.117) (2.123)   A=   (3 − γ ) u γ−1    3 − 2γ 2 a2 u + γu 2 γ−1 (2.26 or Therefore ∂W ∂W + R−1 AR = =0 ∂t ∂x ∂W ∂W +D =0 ∂t ∂x PDES and Classification (2.DRAFT -.122)  2   γ−1 2 2 u u −H H − (γ − 1) u γu 2 The eigenvalues of A are λ1 = u − a.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.DRAFT - . λ2 = u and λ3 = u + a and the corresponding eigenvectors are      1 1 1   R1 =  u − a  . R2 =  u  and R3 =  u + a  1 2 H + ua H − ua u 2  (2. we can see that the 1-D Euler equations are (strictly) hyperbolic.DRAFT -.DRAFT -. DRAFT -.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  (2.124) Therefore. are multi-dimensional Euler equations.119) (2. So.

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

132) DRAFT -.128) which we denote by a simpler notation as n = fp (2.DRAFT -.130) Similarly.DRAFT -. if the phase space distribution function is known. v) d3 v (2.126) and we can calculate the number of molecules if the local number density (or the molecular distribution) is known. the average or mean speed of the molecules can be written as ∞ ∞ −∞ ∞ n (r) v = −∞ −∞ vfp (r.129) Multiplying both sides of the above equation by the mass of the molecules. 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.DRAFT - . v) d3 v (2.DRAFT -. we obtain mn = ρ = mfp = f where f = mfp (2. which has three additional coordinates as the molecular velocities apart from three physical coordinates. m.135) (2. Therefore. If we consider a phase space.131) or n v = vfp Multiplying by the mass. we can write ρu = v f (2. we obtain nm v = vmfp or ρ v = vf (2. v) dxdydz dv1 dv2 dv3 (2. v) d3 rd3 v = fp (r.133) (2.134) Denoting the average molecular velocity v by u and recognizing it as the fluid velocity.28 Therefore. known as the phase space distribution function. and identifying the density of the gas as the number of molecules multiplied by the mass of the molecules.127) where fp (r. we can write d6 N = fp (r. we can write Governing Equations and Approximations d3 N = n (r) d3 r (2. v) is the local number density in the phase space.

we have to modify the moment definitions.141) The expression for E can be evaluated as E= But.140) (2. In such a state. the gas in the system will reach thermodynamic equilibrium. But. the flows of interest always contain p ρ(γ − 1) DRAFT -. ρE = 1 2 v f 2 1 2 v f 2 29 (2. However. first let us learn about the equilibrium distribution. The velocity distribution of such a state is known as the equilibrium distribution. ρu = vf . δij is the Kronecker delta function.137) which give the macroscopic quantities as averages (also called as moments) of the molecular velocity distribution function.139) The relative velocity c is known by various names as peculiar velocity. the right expression for E is E =e+ where e= u2 p + 2ρ 2 u2 2 (2.138) 1 if i = j 0 if i = j (2. we can obtain an average for the kinetic energy as ρE = Thus. v = v1 + v2 + v3 (2. Pij = pδij − τij = ci cj f where c = v − u and qi = cci f (2. defined by δij = and 2 2 2 2 2 2 c2 = c2 1 + c2 + c3 .Kinetic Theory of Gases Similarly. Therefore. to get the right value of E. we have the expressions ρ = f . In addition to the above moments.144) is the internal energy.DRAFT -.DRAFT -. we can also derive the following additional moments for the Pressure tensor and the heat flux vector. random velocity or thermal velocity.142) (2. It is also known as Maxwellian distribution.DRAFT -. If we keep a system isolated from the surroundings and insulated (no heat transfer). and if there are no internal heat sources and external forces. Here.DRAFT - .136) (2.143) (2. all gradients are zero (the gas is at rest).

150) (2.DRAFT - . 2.147) Now that we know the expression for the Maxwellian distribution. . D=2 and for 3-D.. we need to know some basic integrals.DRAFT -. R is the gas constant.DRAFT -. Therefore. 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. For such conditions. . 1. we can write for 1 − D   1   (2.148) U =  v f 1 2 v 2 Using the Maxwellian  1   U =  v F 1 2 v 2  (2.155) DRAFT -. we consider locally Maxwellian distributions. n = 0. (2. we consider the concept of local thermal equilibrium. 2.145) 1 ρ = (2. From the definitions....DRAFT -. 1.152) vF dv −∞ ∞ −∞ v2 F dv 2 To evaluate the above. D=3. let us evaluate the moments. n = 0. . The Maxwellian distribution is defined by F =ρ where β π D 2 e−β (v−u) 2 (2. defined by the state equation β= p = ρRT (2. D=1.153) (2.146) 2RT 2P and D is the number of translational degrees of freedom. for 2-D. 2.30 Governing Equations and Approximations changes in velocity and gas properties.154) (2.151) (2.149) ∞ U1 = U2 = U3 = F = vF = v2 F = 2 F dv −∞ ∞ (2. For 1-D. when locally the gradients are very small.. 1..

if we derive U3 . we get ∞ ∞ −∞ K2 = −∞ e−x e−y dxdy = −∞ −∞ 2 2 ∞ ∞ e(x 2 +y 2 ) dxdy (2.DRAFT -.161) (2.Kinetic Theory of Gases We first need to evaluate the fundamental integral ∞ 2 ∞ e−x dx.159) (2. −∞ 31 Let (2. we get.162) DRAFT -.DRAFT -. we can derive the following expressions.160) Using these integrals. for a Maxwellian U3 = 1 p v2 F =ρ + u2 = ρE 2 2ρ 2 u2 p + where E = 2ρ 2 (2.157) Let x = r cosθ and y = r sinθ.DRAFT -.156) K= −∞ e−x dx = −∞ 2 ∞ e−y dy 2 Since definite integral is a function of limits only.DRAFT - .158) Using the above. −1 −r2 e 2 √ K= π e−x dx = 2 ∞ −∞ √ π (2. Then ∞ 2π 0 ∞ π K 2 = [θ]2 0 0 ∞ K = 0 2 e−r rdrdθ e−r rdr =π 0 2 2 K 2 = 2π · Therefore. √  √ 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 = J n − Jn (2.

166) (2. the reader is referred to the following books [4. To add internal energy contributions.169) is the average internal energy due to non-translational degrees of freedom. ∞ ∞ ρ = 0 ∞ dI −∞ ∞ d3 v f d3 v vf −∞ ∞ (2. which is difficult to solve. The molecules are in free flow except while undergoing collisions.165) v2 )f 2 (2.DRAFT -. 6]. A polyatomic gas has internal degrees of freedom contributing to vibrational and rotational energies.DRAFT -.32 But. DRAFT -. The collision term makes (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. we know that E= Governing Equations and Approximations p u2 + ρ(γ − 1) 2 (2. It has only translational degrees of freedom.170) (in the absence of external forces). For an introduction to the Kinetic Theory of Gases. The LHS represents the free flow and the RHS represents the changes in the velocity distribution due to collisions.DRAFT -. The Maxwellian is modified as I ρ β 2 −β (v−u)2 − F = e e I0 I0 π (2 + D) − γD RT where I0 = 2 (γ − 1) D (2. f ) ∂t ∂x (2. The basic equation of kinetic theory is the Boltzmann equation ∂f ∂f +v = J (f. f . we modify the definitions as follows.170) an integro-differential equation.163) This discrepancy is because we considered only a mono-atomic gas which has no internal degrees of freedom contributing to internal energy. 5. J (f. The left hand side of (2.170) represents the temporal and spatial evolution of the velocity distribution function. for Euler equations. The right hand side.DRAFT - .168) (2.164) (2. f ) represents the collision term.

8. With this model.178) can be re-written as ∂f ∂x F −f = tR (2. the velocity distribution function.8. We can re-write (2. let us consider the (2.Kinetic Theory of Gases 33 2.177) and (2. relaxes to a Maxwellian distribution.173) = O1 + O2 (2. f .174) where O1 = −v and O2 We can split (2. tR .DRAFT - .178) ∂f ∂f +v = 0 ∂t ∂x (2. To illustrate the splitting method.176) = O1 (2.179) DRAFT -.DRAFT -.174) into two steps: ∂f ∂t ∂f ∂t (2. in a small relaxation time. the Boltzmann equation becomes ∂f ∂f F −f +v = (2.172) as ∂f ∂t = −v ∂f ∂t ∂f F −f + ∂x tR (2.172).177) = O2 (2.2 Splitting Method Boltzmann equation (2.DRAFT -. F .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 2.170) is usually solved by a splitting method.DRAFT -. Gross and Krook [7] proposed a simple model for the collision term : J (f. f ) = (2.175) (2.

the distribution function instantaneously relaxes to a Maxwellian distribution. We can write (2. The Euler equations ∂ U ∂ Gi + = 0 ∂t ∂xi  (i = 1. the equation (2. If we start with an initially Maxwelian distribution.179) is the convection equation for f and equation (2.180) can be solved. the collision step becomes a relaxation step.DRAFT -.180) is the collision equation for f. we can use the approximation ∂F ∂F +v =0 ∂t ∂x as a basis for developing kinetic schemes. after the convection step.DRAFT -. Therefore.182) (2.179) can be solved exactly or numerically. 2.180) as an ODE.182) gives f = f0 e− 0 + F or f = F t − tt R +F − tt R (2.DRAFT - .187) where ρ  ρui  U = ρE DRAFT -.34 ∂f ∂t = Governing Equations and Approximations F −f tR (2.184) Therefore. in the collision step. the exact solution of the collision step drives the distribution to a Maxwellian. 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 (2.189) (2.185) ∂t ∂x Relaxation Step: f =F (2.183) − tt R +F 1−e (2. The operator splitting has resulted in two steps: (i) a convection step and (ii) a collision step. then (2. in kinetic schemes. Thus. 3)  (2. df F −f = (2.181) 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 = 0.188) (2. (2.186) Therefore. If the relaxation time is zero.180) equation (2.DRAFT -. Let us see how. In the convection step.

The splitting method is also an inherent part in most of the Kinetic Schemes. This framework of a Relaxation System is even simpler than the previous one and is easier to deal with.190) (2.192) 2 2 u2 = u2 1 + u2 + u3 can be obtained as moments of the Boltzmann equation:   1 ∂f   ∂f vi = 0 (2.DRAFT -.194)  2 f v2 v −∞ 0 I+ I+ 2 2     1 1 ∞ ∞     vi vi d3 v  dI v f = (2.196) ∂t ∂x with the initial condition u (x.9.195) and Gj =   j 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.DRAFT -. another such a simpler framework is presented. In this section. the non-linear vector conservation laws of Fluid Dynamics were derived from a simpler linear convection equation (the Boltzmann equation). the task of solving the non-linear vector conservation equations was simplified by the use of a linear convection equation. U =  d3 v  dI f = (2. t = 0) = u0 (x) .9 Relaxation Systems for Non-linear Conservation Laws In the previous section. Consider a scalar conservation law in one dimension ∂u ∂g (u) + =0 (2.DRAFT -. Thus. 2. using the Kinetic Theory of Gases.193) + vi  2  v ∂t ∂xi I+ 2     1 1 ∞ ∞     vi vi Therefore. 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. DRAFT -.DRAFT - .191) (2.2. in which the non-linear conservation laws are linearized by a Relaxation Approximation.

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.DRAFT -. we recover the original non-linear conservation law (2.199) This initial condition avoids the development of an initial layer.197) is equivalent to solving the original conservation law (2. Jin and Xin [8] dealt with this problem of non-linearity by introducing a new variable v .200) Here. given by ∂ U ∂ G (U) + =0 ∂t ∂x (2. as the initial state is in local equilibrium [8]. λ is a positive constant and is a very small number approaching zero.202) ρ (γ − 1) 2 DRAFT -. and this can be handled easily by the method of splitting. Therefore. in the limit → 0. we obtain v = g (u).DRAFT -. defined by     ρ ρu U =  ρu  and G (U) =  p + ρu2  (2. 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.36 Governing Equations and Approximations u2 Here the flux g (u) is a non-linear function of the dependent variable u.196). We can rearrange the second equation of the above system (2. Substituting this expression in the first equation of the Relaxation System (2.DRAFT - . which is not an explicit function of the dependent variable u and provided the following system of equations.197) as ∂v ∂u = − [v − g (u)] + λ2 ∂t ∂x (2.197) 1 ∂u ∂v + λ2 = − [v − g (u)] ∂t ∂x Here.DRAFT -. p is the pressure and E is the total internal energy of the fluid.198) and as → 0.196). ∂u ∂v + ∂t ∂t = 0 (2. defined by p u2 E= + (2.201) ρE pu + ρuE where ρ is the density. 2 we recover the inviscid Burgers equation. U is the vector of conserved variables and G (U) is the flux vector. t = 0) = g (u0 (x)) (2. Consider a vector conservation law in one dimension. The source term is still non-linear.197). 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. solving the Relaxation System (2. u is the velocity. With g (u) = .

9.208) (2. let us do a Chapman-Enskog type expansion for the Relaxation System.203) are chosen in such a way that the Relaxation System is a dissipative (stable) approximation to the original non-linear conservation laws. 2.2.DRAFT - .9.203) ∂V ∂U 1 +D = − [V − G (U)] ∂t ∂x where D is a positive constant diagonal matrix.197) gives ∂u ∂v =− ∂t ∂x we can write ∂v ∂g ∂v =− +O[ ] ∂t ∂u ∂x (2.DRAFT -.204) The positive constants λ in the Relaxation System for the scalar case (2. The Relaxation System for the above vector conservation laws is given by ∂U ∂V + ∂t ∂x = 0 (2.1 Chapman-Enskog type expansion for the Relaxation System In this section. following Jin and Xin [8].205) ∂t ∂x which means that v = g (u) + O [ ] (2.206) Differentiating with respect to time. To understand this better. 2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 37 with γ being the ratio of specific heats. defined by   D1 0 0 D =  0 D2 0  0 0 D3 (2. We can rewrite the second equation of the Relaxation System (2. a Chapman-Enskog type expansion is performed for the Relaxation System.197) as ∂v ∂u v = g (u) − + λ2 (2. 3) in the Relaxation System for the vector case (2. we obtain ∂ ∂g ∂u ∂v = [g (u)] + O [ ] = +O[ ] ∂t ∂t ∂u ∂t Since the first equation of the Relaxation System (2.DRAFT -. momentum and energy conservation laws for the case of an inviscid compressible fluid flow.207) (2.209) DRAFT -.197) and Di . (i = 1. The above vector conservation laws are the Euler equations of gas dynamics and describe the mass.DRAFT -.

the Chapman–Enskog type expansion gives ∂ ∂ U ∂ G(U) + = ∂t ∂x ∂x D− ∂ G(U) ∂U 2 ∂U + O( 2 ) ∂x (2. the following condition should be satisfied.211) − ∂g ∂u 2 ∂u +O[ ] ∂x ∂g ∂u 2 + λ2 ∂u ∂x (2.203) to be dissipative.213) Substituting this expression for v in the first equation of the Relaxation System (2.217) D− ∂U DRAFT -.212) +O 2 (2. the Relaxation System provides a vanishing viscosity model to the original conservation law.214) contains a second derivative of u and hence represents a dissipation (viscous) term.DRAFT -.DRAFT -.197).38 Therefore. the following condition should be satisfied.216) For the Relaxation System (2.206). 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. 2 ∂ G (U) ≥0 (2.215) This is referred to as the sub-characteristic condition. we get v = g (u) − or v = g (u) − ∂u ∂x λ − 2 (2.205). The constant λ in the Relaxation System (2.203).210) ∂g ∂u 2 ∂u +O[ ] ∂x (2.DRAFT -.214) λ − + = ∂t ∂x ∂x ∂x ∂u The right hand side of (2.197) should be chosen in such a way that the condition (2. using (2. we get 2 ∂g ∂ ∂u ∂u ∂g (u) 2 +O 2 (2.215) is satisfied. λ ≥ 2 ∂g ∂u 2 or − λ ≤ ∂g ∂u ≤λ (2. For the vector conservation laws (2. The coefficient represents the coefficient of viscosity. For the coefficient of dissipation to be positive (then the model is stable).DRAFT - . Therefore.200) modeled by the Relaxation System (2.

  2 λ1 0 0 0  (i) Define D as D =  0 λ2 2 0 0 λ2 3 2 2 (ii) Second choice : λ2 1 = max|u − a|.226) DRAFT -.200).221) is a set of coupled hyperbolic equations. |u|.DRAFT - .2.225) (2. λ2 = max|u| and λ3 = max|u + a| 2 2 First choice : λ2 = λ2 1 = λ2 = λ3 = max [|u − a|.2 Diagonal form of the Relaxation System ∂Q ∂Q +A =H ∂t ∂x The Relaxation System (2.DRAFT -. With the first choice. we can decouple it by introducing the characteristic variables as f = R−1 Q which gives Q = Rf Therefore. i. R−1 is its inverse and Λ is a diagonal matrix with eigenvalues of A as its elements.222) where Q = u v . Euler equations. 2.223) where R is the matrix of right eigenvectors of A.197) is hyperbolic.e. A= 0 1 λ2 0 As the Relaxation System (2. |u + a|] (2.9..DRAFT -.9. therefore. Jin and Xin [8] proposed the following two choices.221) and.219) where u is the fluid velocity and a is the speed of sound.221) 0 and H = − [v − g (u)] 1 (2.DRAFT -. R−1 and Λ are given by   1 1  2 − 2λ  −λ 0 1 1   (2.218) (2. so is (2.197) can be written in matrix form as (2.224) . we can write ∂Q ∂f ∂Q ∂f =R and =R ∂t ∂t ∂x ∂x (2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 39 Based on the eigenvalues of the original conservation laws (2. we can write A = RΛR−1 and consequently Λ = R−1 AR (2. The expressions for R.220) where I is a unit matrix. the diagonal matrix D can be written as D = λ2 I (2. R −1 =  R=  and Λ = 0 λ −λ λ  1 1  2 2λ Since the Relaxation System (2.

196).223).225). the above equation can be written as ∂f ∂f +Λ = R −1 H ∂t ∂x where  u v −  2 2λ = R −1 Q =   u v + 2 2λ 1  2λ [v − g (u)]   and R−1 H =     1 [v − g (u)] − 2λ        (2.229) Thus.231) (2. It is much easier to solve the above two equations than solving (2.221).224) and (2.DRAFT -.230) using which we can recover the original variables u and v .200). which will be described in the following sections.DRAFT -. 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.DRAFT -. we obtain ∂f ∂f + R−1 AR = R −1 H ∂t ∂x Using (2. since the convection terms in them are linear.DRAFT - . In the case of vector conservation laws (2.228) (2.232) DRAFT -. we obtain two decoupled equations as ∂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 (2.227) f= f1 f2 (2. The source terms are still non-linear.196).40 Governing Equations and Approximations Substituting the above expressions in (2. we obtain the expressions u = f1 + f2 and v = λ (f2 − f1 ) (2. Using (2. (2. but these can be handled easily by the splitting method.

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. Let us introduce a new variable F as u g (u)  2 − 2λ  =  u g (u) + 2 2λ       F= F1 F2 (2.DRAFT -. 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. 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. f1 andf2 . the diagonal form of the Relaxation System (2.236) 1 where ρ is the density.DRAFT -.9. 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. I is the internal energy variable for the non-translational degrees of freedom and I0 is the corresponding average internal energy. 11]. T is the temperature.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).237) DRAFT -. 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 (2.3 Diagonal form as a Discrete Kinetic System The diagonal form of the Relaxation System can be interpreted as a discrete Boltzmann equation [9.DRAFT - . The Euler equations can be obtained as moments of the Boltzmann equation. The classical Boltzmann equation with B-G-K model in one dimension is given by ∂f ∂f 1 +ξ = [F − f ] ∂t ∂x tR (2.2. 10.9. The new variable F represents the local Maxwellian distribution.233) With these new variables.DRAFT -. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 41 2. β = 2RT . tR is the relaxation time and F is the equilibrium (Maxwellian) distribution. D is the number of translational degrees of freedom.

DRAFT -.234) by P to obtain P or ∂f ∂f 1 +Λ =P [F − f ] ∂t ∂x (2. V = P Λf and G (U) = P ΛF (2. Let us multiply the discrete Boltzmann equation (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.197).243) ∂t ∂x Using (2.42 and ∞ ∞ Governing Equations and Approximations (2. DRAFT -.244) ∂t ∂x which is the first equation of the Relaxation System (2. the above equation can be rewritten as ∂u ∂v + =0 (2.240) (2.DRAFT -. 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 . multiplying the discrete Boltzmann equation (2.240).DRAFT - . we obtain ∂ (P Λf ) ∂ (P Λ2 f ) 1 + = [P ΛF − P Λf ] (2.245) ∂t ∂x Evaluating P Λ2 f as λ2 u and using (2.DRAFT -.239) dI  1 ∂t ∂x tR −∞ 0 I + ξ2 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 .242) ∂ (P f ) ∂ (P Λf ) 1 + = [P F − P f ] (2.241) for the case of vector conservation laws. Similarly. The Relaxation System for the vector conservation laws can also be recovered by a similar procedure. The macroscopic equations are obtained from the discrete Boltzmann equation by multiplying by P and P Λ respectively.246) ∂t ∂x which is the second equation of the Relaxation System (2. In comparison with the classical Boltzmann equation.240). we get ∂v ∂u 1 + λ2 = − [v − g (u)] (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 ] (2.197).234) by P Λ.

(i = 1. 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. · · · .2. A =  2 1  1 v2 λ2 0 0 0 0 0 2 − {v2 − g2 (u)}        0      (2.251) For the multi-dimensional diagonal Relaxation System.252) DRAFT -.DRAFT -.4 Multi-dimensional Relaxation Systems ∂u ∂g1 (u) ∂g2 (u) + + =0 ∂t ∂x ∂y Consider a scalar conservation law in 2-D (2.DRAFT -. 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 . A1 =  λ2 and H = .DRAFT -.250) The matrices A1 and A2 do not commute (A1 A2 = A2 A1 ) and the above system is not diagonalizable.9.DRAFT - .9. This is true in general for the multi-dimensional Relaxation System of Jin and Xin (see [9]).249) (2.248) (2. As it is preferable to work with a diagonal form. D) λ (2. RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS 43 2.247) 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)}    0 0 0 0 0 Q =  v1  .

DRAFT -.255) Now.247). we get ∂ (P Λ1 f ) ∂ (P Λ2 ∂ (P Λ1 Λ2 f ) 1 1f ) + + = [P Λ1 F − P Λ1 f ] ∂t ∂x ∂y (2. g2 = P Λ2 F .253) (2. the above equation can be simplified to ∂u ∂v1 ∂v2 + + =0 ∂t ∂x ∂y Similarly.256) DRAFT -.257) (2.259) (2. v1 = P Λ1 f and v2 = P Λ2 f we can obtain −λ  0 P = [1 1 1] .254) (2. P Λ1 and P Λ2 .258) (2. multiplying (2. we obtain ∂ (P f ) ∂ (P Λ1 f ) ∂ (P Λ2 f ) 1 + + = [P F − P f ] ∂t ∂x ∂y Using (2. we can obtain the 2-D Relaxation System for (2. g1 = P Λ1 F .DRAFT -.256) by P Λ1 . The 2-D Boltzmann equation is ∂f ∂f 1 ∂f + Λ1 + Λ2 = [F − f ] ∂t ∂x ∂y Multiplying the above equation by P . multiplying the 2-D discrete Boltzmann equation by P .DRAFT -.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  (2.254). Λ1 = 0  u  3   u and f =   3  u 3   0 0 0 0  .44 Governing Equations and Approximations Let us consider the 2-D case for which the local Maxwellians are given by   2 1 u − g ( u ) + g ( u ) 2    3 3λ 1  3λ F1   u 1 2   F =  F2  =  + g1 (u) − g2 (u)   3 3λ  3 λ F3  u  1 1 + g1 (u) + g2 (u) 3 3λ 3λ Using the definitions u = P f = P F .

248). ∂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. It is not necessary. (2. P Λ1 Λ2 f .255).262) ∂ ∂ 1 ∂v2 + (2. however. P Λ1 Λ2 f = P Λ2 Λ1 f = λ f3 and P Λ2 f = λ (f2 + f3 ) 45 (2.258). RELAXATION SYSTEMS FOR NON-LINEAR CONSERVATION LAWS and by multiplying (2.263).9. we obtain 1 ∂ (P Λ2 f ) ∂ (P Λ2 Λ1 f ) ∂ (P Λ2 2f ) + + = [P Λ2 F − P Λ2 f ] ∂t ∂x ∂y 2 Using (2.DRAFT -. and it is sufficient to use the multi-dimensional discrete Boltzmann equation as a starting point to derive Relaxation Schemes. after some algebraic manipulation.260) (2.263) λ2 f3 + λ2 (f2 + f3 ) = [g1 (u) − v1 ] ∂t ∂x ∂y Using the definitions (2.256) by P Λ2 .261) Using theses expressions.262) and (2.266) DRAFT -. we can evaluate P Λ2 1 f .DRAFT -. 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 (2.DRAFT - . to use the above Relaxation System.2.265) ∂t ∂x ∂y which.DRAFT -. when expanded.254) in (2. leads to the following equations. 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 (2.264) This Relaxation System is different from the non-diagonalizable Relaxation System of Jin and Xin (2. The above derivation was done only to see the type of multi-dimensional Relaxation System we obtain from the multi-dimensional discrete Boltzmann equation. P Λ2 Λ1 f and P Λ2 f as 2 2 2 2 P Λ2 1 f = λ (f1 + f3 ) .

t = 0) = F (U (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. In the next chapters.DRAFT - . 2.269) (2. DRAFT -. 3) are vectors with 4 components each similar to the corresponding moments U.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. λ ≥ max (−A1 − A2 . the numerical methods for solving the compressible fluid flows are presented. (i = 1.10 A Note on Numerical Methods In the preceding sections. −A1 + 2A2 ) where A1 = ∂ G1 (U) ∂ G2 (U) and A2 = ∂U ∂U (2. While the traditional numerical methods based on Euler and Navier-Stokes equations are presented briefly. more emphasis is given in this course for alternative formulations. t = 0)) (2. y. V2 . G1 and G2 . The initial condition for f is prescribed as f (x.270) 2. 2A1 − A2 . y. 41] for details of the derivation).267) where fi and Fi for each i. along with two major alternative formulations which make the task of solving these equations simpler . based on each of the above framework. the governing equations of compressible fluid flows are presented.DRAFT -.DRAFT -.the framework of Kinetic Theory of Gases and the framework of Relaxation Systems. V1 .DRAFT -.46 Governing Equations and Approximations For 2-D Euler equations.

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

t + ∆t) = u (x − c∆t. Obviously. To do so.DRAFT -. let us see the analytical solution of the linear convection equation (3. the simplest approximation seems to be central differencing. can be written as u (x. Therefore. depending on the sign of the convection speed. depending on the sign of c. for the 3-point stencil shown in the figure (4. This discretization known as the Forward Time Centered Space discretization.48 ) 0 ) 0 CHAPTER 3. t) = u (x − ct. Therefore. t = 0) which. +1 n un − un un j j j +1 − uj −1 +c =0 (3.1: 3-Point Stencil derivative. To respect the hyperbolicity of the equation. actually leads to an unstable scheme! To understand why. ANALYSIS OF NUMERICAL METHODS 1 7 8 1 2 A B A B A B A B A B 7 8 A B C D C D C D C D C D C D C D 9 @ 2 A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ t+∆ t A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ c∆t c∆t xj−1 xj ∆x ∆x A B A B A B A B A B A B C D C D C D C D C D C D 5 A B A B A B A B A B A B C D C D C D C D C D C D % & 3 3 4 # $ 5 6 A B A B A B A B A B A B C D C D C D C D C D C D % & 3 3 4 # $ 6 A B A B A B A B A B A B C D C D C D C D C D C D C D 9 @ C D 9 @ ' C D 9 @ ' ( C D 9 @ ( t xj+1 Figure 3.3) (3. t) (3. it depends on the sign of the convection speed c. 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. j and j + 1 at the old time level. c+ is always positive and c− is always negative. let us first split the convection speed into a positive part and a negative part as c + |c| c − |c| c= + = c+ + c− (3. from the point j + 1.DRAFT - .5) 2 2 Here. the superscript n denotes the time level t and n + 1 denotes the time level t + ∆t. the information comes only from one side. the information to the point j comes from the right.DRAFT -.2) ∆t 2∆x Here. we have to introduce one sided differencing. thus leading to instability. the information to the point j comes from the left. If c is positive.DRAFT -.1).4) So.1). The analytical solution is given by u (x. the linear convection equation becomes ∂u ∂u ∂u + c+ + c− =0 (3. from the point j − 1 and if c is negative.6) ∂t ∂x ∂x DRAFT -. The FTCS discretization takes information from the wrong side also.

BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS 49 Now.DRAFT -.1. 0) = (c + |c|) where c+ ≥ 0 always 2 1 − c = min(c. the information comes only from the right. t + ∆t) = u (x − c∆t. forward differencing can be used. Since we know the exact solution of the linear convection equation. The solution of the linear convection equation is u (x.8) Now.1). and hence a backward differencing can be used.DRAFT -. we can now write u(xP ) = u(xj −1 ) + Therefore. t) (3. xj +1 ) − u(t. consider a 3-point stencil as shown in figure (4. xj ) = u(t. and therefore.DRAFT -. for the c+ term.10) DRAFT -. Using a linear interpolation between j and j − 1.DRAFT - . 0) = (c − |c|) where c− ≤ 0 always 2 (3. Thus. the upwind method x follows exact solution with the accuracy of linear interpolation. +1 n n − un un un un j j − uj −1 j +1 − uj j + c+ + c− =0 (3. u(xP ) = u(xj −1 ) + u(xj ) − u(xj −1 ) (xP − xj −1 ) (xj − xj −1 ) (3. The upwind method can also be derived in a different way. Similarly. Let us denote the foot of the characteristic by P and consider the c > 0 case first. Therefore.3.7) ∆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. xj )] Both the cases c > 0 and c < 0 can be combined using 1 c+ = max(c. 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. If c < 0. xj ) − λ[u(t. 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.9) ∆t where λ = c ∆ . for the c− term. we recover the upwind method. information comes to the point j only from the left. The foot of the characteristic falls between points j and j − 1 if c > 0 and between j and j +1 if c < 0. 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.

50 CHAPTER 3.DRAFT -. where g (u) = u2 (3. 1 ∂u ∂g (u) + = 0 .2: Piecewise Constant Approximation approximation shown in figure (3. Therefore. like a piecewise linear e b c ` a Y d e b c ` a Y d e b c ` a Y d e b c ` a Y d e b c ` a Y d e b c ` a Y d e b c ` a Y d f g f g f g f g f g e b c ` a Y d e b c ` a Y d e b c ` a Y d S U W e b c ` a Y d Q R I P G H E F S T U V W X e b c ` a Y d Q R I P G H E F T V X e b c ` a Y d e b c ` a Y d e b c ` a e e e e j−3 b c b c b c b c b c b c b c j−2 ` a ` a ` a ` a ` a ` a ` a j−1 Y Y Y Y Y Y Y Y j d j+1 d d d d d d d j+2 j+3 x e e e j−3/2 j−1/2 j+1/2 j+3/2 Figure 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.11) or ∂u c + |c| ∂u c − |c| ∂u + + =0 ∂t 2 ∂x 2 ∂x and then the upwind method becomes +1 + n n − un = un un un j −λ j − uj −1 − λ j +1 − uj j (3.2). c+ = 0. if c > 0. We can also choose more accurate approximations.1. The approximation we choose determines the order of accuracy of the disretization. ANALYSIS OF NUMERICAL METHODS Here. The simplest choice is to have a piecewise constant approximation in each cell.12) where λ± = ∆t c ± |c| ∆x 2 (3.13) 3. as shown in figure (3.14) ∂t ∂x 2 Let us now discretize our 1-D computational domain as a set of cells or finite volumes. Let us DRAFT -.DRAFT - .3) or piecewise quadratic or cubic approximations. c− = 0 and if c < 0. First. assuming that within each cell the solution has a piecewise polynomial variation.DRAFT -.DRAFT -.2 Upwind Method in Finite Volume Form Let us discretize the linear convection equation by using a Finite Volume Method (FVM). 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. linear or non-linear.

tn+1 ]. let us assume a piecewise constant approximation.15) 2 Let us now define the cell integral averages as 1 ∆x xj + 1 xj − 1 2 2 u (x) dx = u ¯j (3.1. BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ 51 ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ v x € ˆ ‰  ‰  ‰  ‰  ‰  ‰  t u ‰  ‰  … † ‰  ‰  ‰  r s ‰  ‰  ƒ „ ‰  ‰  ‰  p q ‰  ‰  ‰  ‚ ‰  ‰  ‰  h i ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‡ ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  ‰  v w x y €  ˆ … † ƒ „ ‚ ‡ t u r s p q h i w y  ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ‚ ‡ ˆ … † ƒ „ ˆ ˆ ˆ ˆ j−3 … † … † … † … † … † … † … † j−2 ƒ „ ƒ „ ƒ „ ƒ „ ƒ „ ƒ „ ƒ „ j−1 ‚ ‚ ‚ ‚ ‚ ‚ ‚ ‚ j ‡ j+1 ‡ ‡ ‡ ‡ ‡ ‡ ‡ j+2 j+3 x ˆ ˆ ˆ j−3/2 j−1/2 j+1/2 j+3/2 Figure 3.DRAFT -.DRAFT -. 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   xj + 1 xj − 1 2 2 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.3: Piecewise Linear Approximation now use the finite volume method. which starts with the integral form of the conservation equation in which the integration is over a finite volume or cell [xj − 1 .DRAFT -.DRAFT - . xj + 1 ] and a 2 2 time interval [tn . For simplicity. Completing the integrations. we obtain xj + 1 2 n+1 [u]t tn ∂g dx dt ∂x  tn+1 xj − 1 2 dx = − tn [g (x)]xj− 2 1 dt 2 xj + 1 or xj + 1 xj − 1 tn+1 2 u n+1 −u n dx = − tn g xj + 1 − g xj − 1 2 2 dt 2 or xj + 1 xj − 1 2 u n+1 dx = xj + 1 xj − 1 2 tn+1 tn+1 2 u dx − n tn g xj + 1 dt − 2 g tn xj − 1 dt 2 (3.3.16) DRAFT -.

18) g xj ± 1 dt = g u xj ± 1 g ˆj ± 1 = 2 2 2 ∆t tn ∆t tn are the time-averaged fluxes. we will obtain g ˆj + 1 2 1 = ∆t cu ¯j (t) f or c > 0 cu ¯j +1 (t) f or c < 0 dt DRAFT -.DRAFT -. we have lost the variation of u and now that we require the variation of u at the cell interfaces. we need to just make use of the existing profiles of u in each cell. t dt 2 Since g (u) = cu. Since a cell interface is shared by two cells.20) From (3. which means a piece-wise constant reconstruction of u. we can approximate the reconstructed value of u at the cell interface at xj + 1 as 2 n+1 u xj + 1 2 = u ¯n j if c > 0 u ¯n j +1 if c < 0 u ¯n j −1 if c > 0 u ¯n j if c < 0 (3.DRAFT - . to reconstruct the value of u at the cell centres. as we 2 have the cell integral averages u ¯j (equation (3.52 CHAPTER 3. to a cell-integral average u ¯j . the update formula of the finite volume method can be written as tn+1 +1 ∆xu ¯n j tn+1 = ∆xu ¯n j − tn g xj + 1 dt − 2 tn g xj − 1 dt 2 or +1 u ¯n =u ¯n j − j ∆t ˆj − 1 g ˆ 1 −g 2 ∆x j + 2 n+1 (3.17) where t t 1 1 dt (3. a continuous variable. 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. which means a piece-wise linear reconstruction of u.18) g ˆj + 1 2 1 = ∆t tn+1 tn tn+1 tn g u xj + 1 .DRAFT -.) Reconstruction of the variation of u in each cell simply means that we need to assume a profile for u in each cell. So. Referring to the figure (3.19) Similarly. A better profile is a linear profile.DRAFT -. We have to now reconstruct the value of u at xj ± 1 .2). The simplest profile is a constant value. we can write u xj − 1 2 = (3. ANALYSIS OF NUMERICAL METHODS Using the above definitions. Recollect that we have already assumed the profile shape of u in the beginning of the finite volume approximation. (Since we converted u (x).16)) only at the cell-centres xj . we have to reconstruct the variation of u.

If we take η = 1.25) Substituting the expressions for above fluxes in the update formula (3.26) c + |c| 2 u ¯n ¯n j −u j −1 + c − |c| 2 u ¯n ¯n j +1 − u j (3.21) where η takes the values between 0 and 1 (0 ≤ η ≤ 1) and represents the interpolation factor (in time). we obtain n+1 u ¯j =u ¯n j − ∆t ∆x or +1 u ¯n =u ¯n j − j +1 +1 f or c > 0 c (1 − η ) u ¯n ¯n ¯n −u ¯n j −u j −1 + cη u j j −1 n+1 n+1 n n f or c < 0 ¯j +1 − u ¯j c (1 − η ) u ¯j +1 − u ¯j + cη u If we now take η = 0.24) = (3. Therefore tn+1 tn +1 u ¯j (t) dt = (1 − η ) u ¯n ¯n ∆t j + ηu j (3. we need to make some assumption of the time variation of u within the interval [tn . To complete the integration. we used only the spatial variation of u in each cell.17).23) Similarly.DRAFT -. we can derive g ˆ 1 j− 2 +1 ¯n c (1 − η ) u ¯n f or c > 0 j + ηu j n+1 n c (1 − η ) u ¯j +1 + η u ¯j +1 f or c < 0 +1 f or c > 0 c (1 − η ) u ¯n ¯n j −1 + η u j −1 n+1 c (1 − η ) u ¯n + η u ¯ f or c < 0 j j (3. Several assumptions of this time variation are possible but let us use a simple variation of u between tn and tn+1 as u ¯j (t) = (1 − η ) u ¯j (tn ) + η u ¯j tn+1 (3.28) DRAFT -.DRAFT -.3. BASICS OF FINITE DIFFERENCE AND FINITE VOLUME METHODS 53 In our reconstruction process. tn+1 ]. we obtain g ˆj + 1 = 2 1 ∆t ∆t or g ˆj + 1 = 2 +1 c (1 − η ) u ¯n ¯n f or c > 0 j + ηu j n +1 n c (1 − η ) u ¯j +1 + η u ¯j +1 f or c < 0 (3.DRAFT -.22) Thus. then we obtain +1 u ¯n =u ¯n j − j ∆t ∆x c + |c| 2 +1 +1 u ¯n −u ¯n j j −1 + c − |c| 2 +1 +1 u ¯n ¯n j +1 − u j (3.1. then we obtain +1 u ¯n =u ¯n j − j ∆t  (1 − η ) |c| ∆x η c+ 2 ∆t ∆x  c+|c| 2 u ¯n j +1 +1 u ¯n −u ¯n j j −1 + − u ¯n j −1 c| + c−| u ¯n ¯n j +1 − u j 2 c−|c| +1 +1 u ¯n ¯n j +1 − u j 2   (3.27) 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).DRAFT - .

This equivalence is possible for a linear convection equation. we need to solve for the values of un and un j − 1 . and thus needing to invert a matrix (for all N values of j . This property of all the fluxes in the middle of the domain getting canceled is called the telescoping property of the fluxes. where N is the number of cells or grid points). We can see that the piecewise constant approximation with the upwinding in finite volume method yields the first order accurate upwind finite difference method. ANALYSIS OF NUMERICAL METHODS This is called as an implicit method as we need to solve an implicit equation for un+1 . and the net flux (outgoing flux minus the incoming flux) balances the rate of change of the conservative variable. known as Crank-Nicolson method.17) for all the N finite volumes or cells in our 1-D domain. Thus. leading to faster convergence. N .29) g ˆj u ¯j − ˆj u ¯j = 1 − g 1 +2 −2 ∆ x j =1 j =1 j =1 or N +1 u ¯n j j =1 N = j =1 u ¯n j− ∆t n n n n n ˆn ˆn ˆn ˆn ˆn ˆN ˆN ˆN −g ˆN g ˆ3 − g 1 + g 5 − g 3 + g 7 − g 5 + ··· + g 1 − g 3 + g 1 −2 −2 +1 −2 2 2 2 2 2 2 ∆x 2 (3. all the fluxes in the middle of the domain cancel and only the fluxes at the boundaries remain. let us sum up the general finite volume update formula (3.5.31) Thus. we get an average of both the above methods. let us substitute Taylor Series DRAFT -. Since we are solving the governing equation (say linear convection by an upwind method. To find out the truncation error.54 CHAPTER 3.30) or N +1 un j j =1 N = j =1 u ¯n j − ∆t n ˆn g ˆ 1 −g 1 2 ∆x N + 2 (3.DRAFT -. analyzing the truncation error. If we take η = 0. an implicit method will not have a stability restriction as in the explicit method and larger values of the time-step are allowed. as no matrix inversion is needed. j = 1. N N N ∆t n+1 n n n (3. The explicit method is easier to program. To understand the importance of the conservation at the discrete level. there will be some errors associated with the approximation. In this implicit method.DRAFT -.DRAFT - . 2. · · · . This is a unique property of the Finite Volume Method (FVM). The main advantage of the upwind finite volume method is that the update formula leads to a conservative discretization. 3. uj j +1 simultaneously. for example) approximately.DRAFT -. +1 n+1 +1 Note that. However. 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.2 Modified Partial Differential Equations Let us now understand the numerical methods like upwind method a little more.

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 .DRAFT - . let us expand the terms in the upwind method using Taylor series. then which equation are we solving exactly? To answer this question.DRAFT -.33) and dividing it by ∆t. (3. to recover the actual equation we are solving exactly.38) DRAFT -.33) (c + |c|) ∆t (c − |c|) ∆t and λ− = (3. The resulting equation is called as Modified Partial Differential Equation or Equivalent Differential Equation. 3 6 ∂x j ∆t j n n j ∆x3 ∂ 3 u − 6 ∂x3 n j To simplify the above equation. where λ+ = uj n+1 = u (xj .DRAFT -. but only approximately.36) n un j −1 = u (xj − ∆x) 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. t + ∆t) = uj n + ∆t ∂u ∂t n + j ∆t2 ∂ 2 u 2 ∂t2 n + j ∆t3 ∂ 3 u 6 ∂t3 n + 0(∆t4 ) (3.32) (3.37) Substituting (3.36) & (3. we have to replace the time derivatives by space derivatives for which we use the original linear convection equation itself.3.35) j n un j +1 = u (xj + ∆x) n j n un j +1 = uj n ∂u + ∆x ∂x n j ∆x2 ∂ 2 u + 2 ∂x2 ∆x3 ∂ 3 u + 6 ∂x3 + 0(∆x4 ) j (3. MODIFIED PARTIAL DIFFERENTIAL EQUATIONS 55 expansions into the numerical method. If we are not solving the linear convection equation exactly.2.35).37) in (3.34) 2 ∆x 2 ∆x The above equation is an approximation to the linear convection equation as we have discretized the derivatives. For the linear convection equation ∂u ∂u +c =0 ∂t ∂x the upwind method is n+1 − n + n un uj = un un j +1 − uj j −λ j − uj −1 − λ (3. ∂u ∂ [u] ∂ [u] ∂u +c = 0 or = −c ∂t ∂x ∂t ∂x (3.DRAFT -.

56 CHAPTER 3.39) ∂3u = −c ∂t3 Using the above formulae. 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 .42) ∆t ∆t and λ+ + λ− = c ∆x ∆x (3. we obtain ∂u ∂t n (3.DRAFT -.40) ∆t2 3 ∂ 3 u ∂u n ∆t 2 ∂ 2 u + − c c 3 j ∂t j 2 ∂x2 j 6 ∂x 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 .44) + + 0(∆ t . ANALYSIS OF NUMERICAL METHODS ∂u ∂u ∂[ ] ∂ [−c ] 2 ∂2u ∂t = −c ∂x = c2 ∂ u = ∂t2 ∂t ∂x ∂x2 (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.DRAFT -. j ∆x4 )(3.43) + j c + |c| 2 ∂u ∂x n ∂ 2u |c|∆t |c|∆x 1− 2 2 ∆x ∂x2 j j j n 4 c2 ∆t 2 ∂3u c∆x2 3 ∆x −1+ ∆ t ) (3.41) + 0(∆ t . 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 4 ∆t2 ∆x3 ∂ 3 u 3 ∆x − λ+ − λ− + c 3 ) (3.45) ∆t DRAFT -.DRAFT -.DRAFT - . we obtain n ∂ [c2 ∂ 2u ] 3 ∂x2 = −c3 ∂ u ∂x ∂x3 n (3.

then we obtain ∂ 2u ∂x2 n |c|∆x = 1 − |λ| 2 + 0(∆t2 .51) 2∆x 2 ∆x2 If we omit the last term on the right hand side.DRAFT -.DRAFT -. the upwind method has added an artificial viscosity term to the central dif|c|∆t ∂ 2u .47) What is the role of artificial viscosity? Just as the physical viscosity has the stabilizing effect on fluid flows. We can rewrite the upwind method as follows. let us consider the momentum equation of conservation laws for a fluid in expanded form.48) (3. the |c|∆x ∂2u upwind scheme has introduced an artificial viscosity term. The artificial diffusion stabilizes the FTCS method. DRAFT -. Space (FTCS) approximation to ∂t ∂x +1 un j un j +1 un − un j j +c ∆t n un j +1 − uj −1 2∆x =0 Therefore.DRAFT -.2. We know that ferencing method. the scheme is I order accurate in time and space.49) (3. artificial viscosity stabilizes the numerical methods. ∆x) ∂t ∂x (3. To understand the terms in the truncation error better.DRAFT - . and this artificial viscosity term is ∆x 2 ∂x2 FTCS is unstable. keeping the errors without growing (or damping them). +1 n n − + un un un = un j +1 − uj j − uj −1 − λ j −λ j +1 un j (3. we get the Forward Time and Centered ∂u ∂u +c = 0. there are two routes to obtain a stable scheme. ∆x2 ) j Therefore. That is ∂u ∂u +c = 0(∆t.46) The second order term on right hand side represents a viscous term. as explained in the following part.50) = un j n n un un c + |c| c − |c| j − uj −1 j +1 − uj −( )∆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 n un j +1 − uj −1 +1 un j = un j n n un j +1 − 2uj + uj −1 |c|∆t = − c∆t + ∆x (3. 1 − |λ| and the 2 ∂x2 method is first order accurate.3. Thus. Therefore. MODIFIED PARTIAL DIFFERENTIAL EQUATIONS If ∆x = constant and we drop ∆t ∂u ∂u +c ∂t ∂x n j 57 ∂3u ∂x3 term. ∂u ∂u 1 ∂p ∂ 2u +u + =ν 2 ∂t ∂x ρ ∂x ∂x (3.

52) (c + |c|) ∆t n (c − |c|) ∆t n uj − un uj +1 − un j −1 − j ∆x ∆x (3.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 .DRAFT -.54) j The right hand side of the above equation represents the local truncation error of the numerical method (upwind method here).58 CHAPTER 3. We can see that as ∆x → 0 and ∆t → 0. As an example. consider the linear convection equation ∂u ∂u +c =0 ∂t ∂x and the upwind scheme for the above equation given by +1 un = un j − j (3. Jameson.53) 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 . By adding explicit artificial viscosity to the central differencing scheme. 3. ANALYSIS OF NUMERICAL METHODS 1. the local truncation error on the right hand side completely vanishes and we recover the linear convection equation.DRAFT -. ∆x4 ) (3.3 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. 2. Thus. as there are no tuning parameters which are problem dependent. DRAFT -. because of the tuning parameters. For the first option. the upwind scheme is consistent with the linear convection equation that it approximates here. By using an upwind scheme which has an inherent (implicit) artificial viscosity.DRAFT -. But. the FTCS method is actually removing some viscosity from a II order method. it makes sense to explicitly add some viscosity to stabilize it. Smith & Turkel(1981) (AIAA-81-1259) developed such a central difference scheme with explicit artificial viscosity for Euler equations. Thus. central difference schemes are not as popular as upwind schemes. The second one is preferable. ∆x3 ) +c =− ∂t ∂x 2 ∂x2 Therefore.DRAFT - .

55) (am − ibm )eiωm x + (am + ibm )e−iωm x 2 (3.4.57) f (x) = a + m=1 cm eiωm x + c−m e−iωm x If we define c0 = a. 3.56) 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. Before studying the stability analysis.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. Therefore. We can write ∞ f (x) = m=−∞ cm eiωm x (3. it is important to know if the numerical method is stable or not.3.DRAFT -. when m = 0. let us first understand the Fourier series in complex wave form.4.58) 2Π i mx 2Π m . The complex form simplifies the algebraic manipulations and is easier to use. STABILITY ANALYSIS 59 3. which we will use in the stability analysis. DRAFT -.4 Stability Analysis While designing and using numerical methods for partial differential equations.DRAFT -. eiωm x = e L = We have used the fact that ωm = L 0 e = 1.DRAFT -.DRAFT - .

DRAFT - .4. a plane or a convex surface) a numerical method can also be unconditionally stable. Therefore.60) ∆t ∆x is conditionally stable.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.59) given by +1 n un − un un j j +1 − uj −1 j +c = 0 is unstable and the FTBS method (upwind ∆t 2∆x method) given by +1 n un − un un j j − uj −1 j +c =0 (3. with the stability condition given by 0 ≤ λ ≤ 1 where λ = c ∆t ∆x (3. n Njn+1 − Njn Njn +1 − Nj −1 +c =0 ∆t 2∆x (3.63) DRAFT -. Where are the instabilities coming from? One source of instability is any error present in the numerical method. E exactly satisfies the difference equation. A truncation error of the numerical method 2.62) Numerical solution is obtained by solving the difference equation. 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. N should satisfy the following difference equation.DRAFT -.60 CHAPTER 3. N is the numerical solution from the computer and E is the exact solution of 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. conditionally stable or unconditionally unstable. 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. There are two kinds of obvious errors in numerical approximations : 1.DRAFT -. By definition. If A is the analytical solution of the PDE. ANALYSIS OF NUMERICAL METHODS 3. E is the exact solution to the difference equation.DRAFT -. then Discretization error = A − E and Round off error = = N − E .

Here.71) DRAFT -. ωm = . the wave number is given by ωm = 2Π m L (3. 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 (3.3.4. we assume Am = Am (t). ωm is the wave number. round off error should satisfy the difference equation.62).69) where λ is the wave length. We also need temporal variation. As we go from nth time level to (n + 1)th time level.70) then y = sin(ωm x) with 2Π 2Π = 3. If we fit two sine waves in an interval L.DRAFT - . we obtain n n − n j j +1 − j −1 +c =0 (3. let us express that the random variation of with x analytically using Fourier series as (x) = Am eiωm x (3. Similarly. if we fit 3 sine waves in L. y = sin(ωm x) 2Π Therefore.DRAFT -. λ 2Π 2Π ωm = = 2. STABILITY ANALYSIS Since = N − E .67) m Since e = cos(ωm x) + isin(ωm x) the above equation represents both sine and a cosine series.68) m iωm x What is wave number? Consider a sine function y = sin( 2Πx ) λ (3. If the errors are amplified by the numerical method. ωm = L L ( ) 2 waves in an interval L.64) Using (3. Therefore. In the notation we have used. then the instability sets in.65) ∆t 2∆x Therefore. Am is the amplitude and the above equation gives the spatial variation of the error . t) = Am (t)eiωm x (3. At any given time. If we fit m L L ( ) 3 (3.DRAFT -. the errors should decrease or at most stay the same for stability.DRAFT -.66) Let the round off error at the starting of the nth iteration have an initial random distribution. (x. Therefore n+1 j n j n+1 j ≤ 1 for stability (3.

73) Therefore. we have ωm = 2L (N − 1) (N − 1) ωm = 2Π N − 1 L 2 (N − 1) 2 (3. which is n+1 j − ∆t n j +c n j +1 − n j −1 =0 2∆x (3.77) behaves in the same way as the series itself. we can assume an exponential variation for the amplitude.78) Since this equation is linear. t) = eat eiωm x (3. t) = m=1 eat eiωm x (3.79) in (3. each term of the series in (3. ANALYSIS OF NUMERICAL METHODS Now that we have understood what the wave number is.78). we get ea(t+∆t) eiωm x − ea(t) . the next question is what should be the value of m? If we have (N − 1) grid points in L. .77) in (3.eiωm x ea(t) eiωm (x+∆x) − ea(t) eiωm (x−∆x) +c =0 ∆t 2∆x DRAFT -.78).72) The largest allowable wavelength is λmax = 2L and the smallest allowable wave length is 2L 2Π λmin = 2∆x.75) Since errors tend to grow or decay quickly. Therefore. after substituting (3.77) and use (x.76) (N −1) 2 (x.DRAFT - . then ∆x = L (N − 1) (3.74) (3.77) Let us now substitute the above into the error equation.DRAFT -. Therefore. t) = m=1 (N − 1) 2 (N −1) 2 Am (t)eiωm x (3.DRAFT -. the maximum member of waves = mmax = Thus (x.62 CHAPTER 3. Am (t) = eat (3.79) Substituting (3.DRAFT -. we can omit the summation in (3. Therefore λmin = 2∆x = .

whatever the values of ∆x and ∆t may be.82) ≤ 1. 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. = |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. the FTCS scheme is unconditionally unstable. The condition for stability is ∆x n+1 j n j n+1 j n j (3.80) (3. the above condition can never be satisfied.DRAFT -. We can write u(x) = m Am eiωm x . is n+1 j n j = ea(t+∆t) eiωm x eat eiωm x n+1 j n j That is. The concept of stability is actually based on the behaviour of the solution itself. We performed the von-Neumann stability analysis based on the round-off error.DRAFT - .3. Therefore. not only on round-off error.81) ea∆t = 1 − iλ sin(ωm ∆x) c∆t where λ = .4. where Am is the amplitude of the 1 + λ2 sin2 (ωm ∆x) ≤ 1 for stability (3.DRAFT -. .83) DRAFT -. The amplification factor.DRAFT -. for simplicity. STABILITY ANALYSIS Dividing by ea(t) eiωm x .

In deriving the stability condition for a numerical method (FTCS in the previous example).87) in (3. Then.85) c∆t ∆x (3. the amplification factor is G = for stability. usually it produces oscillations in the solution.86).DRAFT - . That means. 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.DRAFT -. Therefore.DRAFT -. when we substitute (3.87) +1 n un − un un j j − uj −1 j +c =0 ∆t ∆x +1 n n un = un j − λ(uj − uj −1 ) where λ = j u(x.88) Substituting (3. t) = m eat eiωm x Since the difference eqn (3.86). t) = eat eiωm x +1 un = u(x.87) behaves like the entire expression. t) = e e (3.88) in (3. t) = m Am eiωm x and Am = eat .86) (3.86) is linear.DRAFT -. to study the stability requirements and to understand the instabilities.84) (3. expressing the solution in a Fourier series is a reasonable choice. we are assuming the solution to be periodic. u(x.64 CHAPTER 3. we can omit the summation and write u(x.89) DRAFT -. Is this assumption a reasonable one? When a numerical method is unstable. Therefore. Stability analysis for the upwind scheme : ∂u ∂u +c =0 ∂t ∂x c>0 (3. we expressed the solution using a Fourier series. 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 . t + ∆t) = ea(t+∆t) eiωm x j at iωm (x−∆x) un j −1 = u(x − ∆x. ANALYSIS OF NUMERICAL METHODS +1 An m and |G| ≤ 1 Am mth harmonic of the solution. each term in (3.

4. Therefore. the method is unstable if λ > 1 when λ < 1 4λ(1−λ) is positive. Therefore. 2 2 DRAFT -.DRAFT - .3. 2 2 1 2 |G|max = 1 − 4λ(1 − λ) |G|max = 1 − 4λ + 4λ2 |G|max = (1 − 2λ) |G|max > 1 Therefore. STABILITY ANALYSIS Amplification factor = G = +1 ea(t+∆t) An m = = ea∆t at An e 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.DRAFT -. 1−4λ(1−λ) sin2 ( Then ωm ∆x ωm ∆x ) has a maximum for sin2 ( ) = 1. 1−4λ(1−λ) sin2 ( 2 1 2 1 2 2 |G|2 max = (1 − 2λ) > 1 ωm ∆x ωm ∆x ) has a minimum for sin2 ( ) = 0.90) |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 -.DRAFT -.

The stability condition can be c rewritten as ∆x ∆x c or ≥c ≤ 1 or c ≤ ∆x ∆t ∆t ∆t which means that the grid speed must be greater than the convection speed or ∆x ≥ c∆t (3. the method is stable if λ ≤ 1 or ∆x Thus. c ∆x ∆t = where is a positive constant such that ≤ 1.DRAFT -. based on ∆x the grid-spacing. We take. For the upwind scheme.91) which means that the numerical domain of dependence must include the physical domain of dependence (see figure (3. the stability condition fixes the time-step in the numerical method. This is the well-known CFL (Courant-Friedrichs-Lewy) condition. ANALYSIS OF NUMERICAL METHODS 2 Then. Therefore. in practice. ™ — ˜ i j ™ d — ˜ n o n o n o n o n o n o k p i j n o p q p q p q p q p q p q p q d n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q t+∆ t n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q g • n o n o n o n o n o n o k p n o p q p q p q p q p q p q p q “ ” e f e f ‘ ’ g h • – “ ” xj−1 c∆t x c∆t j ∆x ∆x n o n o n o n o n o n o k p n o p q p q p q p q p q p q e f l m e f ‘ ’ h k p q – t xj+1 Physical domain of dependence Numerical domain of dependence Figure 3.DRAFT -.DRAFT - .66 CHAPTER 3.2)). we obtained ∆t ≤ .4: 3-Point Stencil DRAFT -.DRAFT -. |G|2 max = 1 and this satisfies the condition |G|max ≤ 1 0r |G|max ≤ 1. c∆t ≤ 1.4.

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

thereby stabilizing the scheme.6) DRAFT -.DRAFT - .2 Lax-Friedrichs Method Consider a linear convection equation. 4. given by +1 n n un − un gj j j +1 − gj −1 + =0 (4. namely.1) ∂t ∂x In conservation form.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]. two of the central discretization methods. +1 un = j 1 n ∆t n uj +1 + un g n − gj j −1 − −1 2 2∆x j +1 1 n ∆t n n n gj uj +1 − 2un +1 − gj −1 + j + uj − 1 2∆x 2 (4. as it does not respect the hyperbolicity of the linear convection equation. Other relaxation schemes of interest were introduced by AregbaDriollet and Natalini [10]. Coquel and Perthame [27] and Raghurama Rao and Balakrishna [52].2) On a 3-point stencil consisting of points j − 1.DRAFT -. j and j + 1. this simple scheme is unstable for the hyperbolic equation cosidered above.3) ∆t 2∆x which can be rearranged as +1 un = un j − j ∆t n n gj +1 − gj −1 2∆x (4. In this chapter. the above equation is ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (4. There are also some other methods of interest which belong to more than one of the above categories . Some of he upwind methods for scalar and vector conservation equations will be presented separately in the next two chapters. 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 − 1.4) But. given by ∂u ∂u +c =0 (4. Lax-Friedrichs method and Lax-Wendroff method are presented.DRAFT -. In the Lax-Friedrichs [13] method.5) We can rearrange the above scheme as +1 un = un j − j (4.DRAFT -.68 Central Discretization Methods by Jin and Xin [8]. which is the simplest convection equation. the simplest scheme we can think of for the above equation is the Forward Time Centered Space (FTCS) discretization.

let us interpolate between the values of u at z x y €  z { x y … † … † … † … † … † … † ‚ ‡ €  … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ { … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ t+∆ t … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † … † … † … † … † … † … † t u | } ƒ „ | } … † … † … † t u | } ƒ „ | } xj−1 ∆x c∆t c∆t xj ∆x … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ~ … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ r s ~  … † … † … † ‚ ‡ … † ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ ‡ ˆ r s  ‚ ‡ ˆ ‡ ˆ v ‡ ˆ v w ‡ ˆ w t xj+1 Figure 4. x) = u(0. x) = u(t. x − ct) If we know the solution at t.7) Here. Therefore.DRAFT -.DRAFT -. then we can write u(t + ∆t.10) (4. 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 +1 un = un j − j ∆t n n n n n gj +1 − gj −1 + φ uj +1 − 2uj + uj −1 2∆x (4. φ represents the coefficient of artificial viscosity.4. LAX-FRIEDRICHS METHOD 69 To understand the last term in the above expression. that is. we obtain the Lax-Friedrichs scheme derived above! 2 That means. by itself is not usually preferred for solving practical problems. x − c∆t) (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. Lax-Friedrichs scheme has the maximum amount of artificial viscosity permitted by the stability condition. Any scheme can be rearranged in the above form. The Lax-Friedrichs scheme can also be obtained in a different way.2.1) To obtain the value of u at the point P .1: 3-point stencil DRAFT -. last term is an approximation for the second derivative of u and hence represents the artificial viscosity term. which is a first order accurate method. This solution is shown graphically in the following figure (4. added to the central difference term (last but one term) for stability. φ = .9) for a time increment ∆t. to find out the amount of artificial viscosity present.1) is given by u(t.DRAFT - . Lax-Friedrichs method.DRAFT -.8) If we take the coefficient of viscosity φ as the maximum value permitted by the above 1 stability condition. The exact solution of the linear convection equation (4.

un+1 (xj ) = un (xj −1 ) + +1 un = un j −1 + j +1 un = un j −1 + j +1 un = un j −1 + j +1 un = j Central Discretization Methods un (xj +1 ) − un (xj −1 ) (xP − xj −1 ) 2∆x n un j +1 − uj −1 (∆x − c∆t) 2∆x (4.17) which is obtained by central differencing the flux term and replacing the variable un j by the average value of the values at the neighbours j + 1 and j − 1.70 points j + 1 and j − 1. The Lax-Friedrichs scheme is the simplest of all the numerical methods for hyperbolic equations. To derive the DRAFT -.11) (4.15) j +1 − j −1 2 2∆x j +1 For a non-linear scalar conservation law. Note. For non-linear vector conservation equations (Euler equations) also. however. which replaced the Lax-Friedrichs scheme.14) n un c∆t j +1 − uj −1 n ∆x − un j +1 − uj −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. the LaxFriedrichs method can be applied easily as Ujn+1 = 1 n ∆t G (U n )j +1 − G (U n )j −1 Uj −1 + Ujn +1 − 2 2∆x (4.DRAFT -. 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. The non-linearity of the flux makes it different. Therefore. 4.18) where U and G (U ) represent vectors.DRAFT -.DRAFT - . Lax-Friedrichs method can still be applied without much modification.DRAFT -.12) (4.16) ∆t 1 n g (un )j +1 − g (un )j −1 uj − 1 + un j +1 − 2 2∆x (4.13) (4. 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 +1 un = j (4.3 Lax-Wendroff Method Lax and Wendroff [14] introduced a second order accurate central discretization scheme for solving hyperbolic equations.

The exact solution of the linear convection equation is given by u (t + ∆t. u (xj ) = uj and u (xj +1 ) = uj +1 (4.DRAFT -. let us expand the variable u in Taylor Series and retain the terms upto the second order. the three unknowns a. let us now use a quadratic interpolation of the values of u at the points xj −1 . xj − c∆t) (4.1). ∂u ∂ ∂u ∂2u = −c & 2 = ∂t ∂x ∂t ∂t +1 Therefore. un = un j + c∆t 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. x) = un j + ∆t ∂u ∂t n j + ∆t2 ∂ 2 u 2 ∂t2 n j + O ∆t3 (4.3.19) Let us replace time derivatives by space derivatives. ∂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 3 3 = un + uj +1 − 2un u − u + j +1 j −1 j j + uj −1 + O ∆x . which is second order accurate in both time and space. Consider a 3-point stencil as shown in the figure (4. We can also derive this method in a different way.DRAFT -. xj and xj +1 . LAX-WENDROFF METHOD 71 Lax-Wendroff scheme for the linear convection equation.DRAFT -.4.21) as a= uj +1 − uj −1 uj −1 − 2uj + uj +1 . n+1 uj = u(t + ∆t.22) (4. b and c can be evaluated using the expression (4. Considering the point xj as the origin and assuming a quadratic variation.DRAFT - . b= and c = uj 2 2∆x 2∆x (4.21) With the above three equations.20) To obtain the value of xP on the 3-point stencil.23) DRAFT -. xj ) = u (t. 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 . un j This is the Lax-Wendroff scheme. ∆t 2∆x 2∆x2 +1 Therefore.

30) DRAFT -. For non-linear scalar conservation equations.25) ∂2u ∂ ∂u ∂ ∂g (u) ∂ ∂g (u) ∂ ∂g (u) ∂u = = − =− =− 2 ∂t ∂t ∂t ∂t ∂x ∂x ∂t ∂x ∂u ∂t (4. x) = un j + ∆t j ∂u ∂t n + j ∆t2 2 ∂ 2u ∂t2 n + O ∆t3 j (4. let us replace the space derivatives by central differences.28) Let us now replace the time derivatives by space derivatives derived above to obtain +1 un j = un j − ∆t ∂g (u) ∂x n j ∆t2 ∂ + 2 ∂x ∂g (u) a (u) ∂x n + O ∆t3 j (4.DRAFT -. Consider the inviscid Burgers equation ∂u ∂ 1 + [g (u)] = 0 where g (u) = u2 ∂t ∂x 2 Therefore.DRAFT -. the Lax-Wendroff method can be derived with a little more care as follows.24) Thus. 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 n n u − 2un + u − u = un − j + uj − 1 j −1 j 2∆x j +1 2∆x2 j +1 (4.27) ∂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 +1 un = u(t + ∆t.26) (4. the exact solution of the convection equation with the above quadratic interpolation gives u (t + ∆t.DRAFT -. we can obtain ∂g (u) ∂u =− ∂t ∂x (4.29) Now. 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 (4.72 Central Discretization Methods Therefore. xj ) = = = = u (t.DRAFT - . 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.

For vector conservation laws (Euler equations) For the Burgers equation.33) ∂g = u. We can notice that the Lax-Wendroff method requires the evaluation defined by A = ∂U of the derivatives. generates wiggles near the captured shocks. LAX-WENDROFF METHOD 73 To discretize the second order space derivative. 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 +1 un = un j − j ∆t [g (uj +1 ) − g (uj −1 )] 2∆x (4.DRAFT - . an equivalent twostep Lax-Wendroff method was used in practice. and hence is computationally not efficient.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.DRAFT -. The Lax-Wendroff method. we take the mid-points between the grid points xj and xj ±1 and then use the central differencing.DRAFT -. The simplest choice is a uj + 1 2 =a uj + uj +1 2 (4. 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 (4.4. ∂G . DRAFT -. Thus.34) where U and G are conserved variable and flux vectors and A is the flux Jacobian matrix. 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. Instead.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 .DRAFT -.3. being second order accurate.

MacCormack method can also be written as ∆t n+ 1 n g un Predictor : uj 3 = un (4.40) j − j +1 − g uj ∆x ∆t n+ 1 n+ 1 n+ 1 n+ 2 g uj 3 − g uj −13 (4.39) Note that the predictor step uses a forward difference while the corrector step uses a backward difference.DRAFT - . which can be obtained replacing j by j − 1 A similar expression is used to obtain uj − 1 in the above step.35) ∂t ∂x In the predictor step. which can be interchanged.a predictor step and a corrector step. which avoids the evaluation of flux Jacobian matrices.36) 2 .4 Two-Step Lax-Wendroff Method and MacCormack Method Richtmyer and Morton [33] presented a two-step Lax-Wendroff method. In the corrector step.41) Corrector : uj 3 = uj 3 − ∆x DRAFT -. when applied to vector conservation laws.38) and the corrector step is given by +1 Corrector : un = j ∆t 1 n n+ 1 n+ 1 n+ 1 uj + uj 2 − g uj 2 − g uj −12 2 ∆x (4. 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. Consider the scalar conservation equation ∂u ∂g (u) + =0 (4. 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. the Lax-Friedrichs method is used at the mid-points between the grid points. this two-step scheme will be identical to the Lax-Wendroff scheme. a centered time and centered space (CTCS) approximation is used as +1 Corrector : un = un j − j 1 ∆t n+ 2 n+ 1 gj + 1 − gj − 12 2 2 ∆x (4.74 Central Discretization Methods 4. Another two-step method which reduces to the Lax-Wendroff scheme for a linear flux is the MacCormack method [15]. This method contains two steps .DRAFT -.DRAFT -.DRAFT -.37) For a linear flux (as in the case of linear convection equation).

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

DRAFT - .76 Central Discretization Methods DRAFT -.DRAFT -.DRAFT -.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. either in finite difference form or in finite volume form.DRAFT -. What about a situation in which the wave-speed is a variable? In the case of Burgers equation.DRAFT - . we learnt about the upwind method for the linear convection equation.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. This is OK for the linear convection equation since the wave-speed is a constant.5) DRAFT -.4) (5. the upwind finite difference method is +1 un − un j j + c+ ∆t ∂u ∂x + c− Backward−dif f erence ∂u ∂x =0 F orward−dif f erence (5. For example.DRAFT -. For a linear convection equation given by ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (5.3) (5.1) the upwind method is developed by splitting the wave-speed. c.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.Chapter 5 Upwind Methods for Scalar Conservation Laws In the third chapter.

the method of a Riemann Solver.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 challenge is to combine wave-speed splitting with the conservative form. ∂u 1 1 ∂g (u) g (u) = u2 = u u = aku where a = and k = a constant 2 2 ∂u (5.DRAFT -.8) a= (5. In such cases. so that upwinding can be done based on the separated wave-speeds. k= 1 for linear convection equation 1 for Burgers equation 2 c for linear convection equation u for Burgers equation (5. After these basic strategies for the simpler case of scalar but non-linear conservation equations. u. Therefore. UPWIND METHODS FOR SCALAR CONSERVATION LAWS We can see that the convection speed is not only a variable. But. non-linearity increases the complexity. it is the solution itself.DRAFT -. as it is well-known that only conservative formulations will capture the discontinuities correctly with the right positions on an average. the approach of Kinetic Schemes and finally the strategy of Relaxation Schemes.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. flux splitting method. 5.DRAFT -.78 CHAPTER 5.DRAFT - . namely. we need wave-speed splitting to separate the directions of information propagation. four different strategies in which this question is answered will be presented. it is better to use the conservative form of the equation. the corresponding methods for vector conservation equations (Euler equations) are presented in the next chapter.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.11) DRAFT -. which is the unknown! Thus.1 Flux Splitting Method ∂u ∂g (u) 1 + = 0 where g (u) = u2 ∂t ∂x 2 (5. ∂g (u) a= and the conserved variable. In this chapter.

21) DRAFT -.18) (ak u ¯)j if aj > 0 (ak u ¯)j +1 if aj +1 < 0 (5. we obtain the first order flux split upwind scheme for a scalar conservation equation as +1 + + − − un − un gj − gj gj j j −1 +1 − gj + + =0 ∆t ∆x ∆x n n n n (5.16) To derive a finite volume method based on flux splitting. we can write u ¯n+1 j = u ¯n j − gj + 1 = 2 which becomes (5.12) (5.DRAFT - .DRAFT -.14) + + − − ∂u gj − gj −1 gj +1 − gj + + =0 (5.DRAFT -.19) which can be written as ¯ gj + 1 = a + k u 2 j + a− k u ¯ j +1 + − = gj + gj +1 (5.15) ∂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.13) and now the flux derivatives are separated based on positive and negative wave-speeds.5. let us consider the integral formulation as xj + 1 tn+1 ∂u ∂g (u) 2 + dxdt = 0 (5. 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. 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.DRAFT -.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. we can derive ¯ gj − 1 = a + k u 2 j −1 + a− k u ¯ j + − = gj − 1 + gj (5.20) Similarly.1. FLUX SPLITTING METHOD Therefore.

without losing the accuracy. Godunov proposed to solve the Riemann problem exactly at the cell interfaces.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]. Such upwind methods are known as exact Riemann solvers. at the cell interfaces there is always a discontinuity in the solution and hence a Riemann problem exists at each cell interface.DRAFT -.27) Integrating the above equation over a finite volume (or equivalently a cell). which simplifies the procedure.26) Since we are assuming piecewise polynomial variation within each cell. UPWIND METHODS FOR SCALAR CONSERVATION LAWS and the update formula for the first order upwind finite volume method becomes +1 u ¯n =u ¯n j − j ∆t n n g 1 − gj 1 −2 ∆x j + 2 (5.24) where + − + gj gj + 1 = gj +1 2 and + − gj − 1 = gj − 1 + gj 2 5.DRAFT -. In this section. t = 0) = ulef t for x < 0 uright for x > 0 (5.DRAFT - . we obtain ∆t n n g 1 − gj (5.80 CHAPTER 5. he proposed to solve a Riemann problem.22) (5. Roe [18] proposed to solve an approximate Riemann problem at the cell interfaces.23) (5.DRAFT -. Consider the scalar conservation equation ∂u ∂g (u) + =0 ∂t ∂x (5.28) 1 −2 ∆x j + 2 In obtaining the conservative fluxes 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. the approximate Riemann solver of Roe is presented for scalar conservation equations. A Riemann problem for the equation ∂u ∂g (u) + =0 ∂t ∂x is the problem with the initial condition u (x.29) 2 uright for x > xj + 1 ∂t ∂x +1 = un un j − j 2 DRAFT -.25) (5. At the edge of each finite volume or cell interface.

30) ∂g (u) (5. 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 (5.5. The above condition does not distinguish between a left-moving and right-moving discontinuity. we should connect both somehow.DRAFT - . obviously. Let us now select a ˆ such that both these conditions are satisfied. More importantly. Therefore. aj + 1 is actually the speed of a discontinuity. the approximate Riemann problem should get reduced to the actual Riemann problem.32) where a ˆ is now linear and hence the equation is easier to solve and let a ˆ be a function of both left and right states as a = a (ulef t . a ˆ (ulef t .DRAFT -.a 2 DRAFT -.35) Since this is the Rankine-Hugoniot condition. can be written as The second condition at the cell interface j + 1 2 gj +1 − gj =a ˆj + 1 2 uj +1 − uj or gj +1 − gj = a ˆj + 1 (uj +1 − uj ) 2 (5.DRAFT -. gj + 1 . uright ) = u if ulef t = uright = u 2. The second condition actually comes from the conservation condition G (U ) = AU for the vector conservation laws. let us split the speed of the discontinuity into two parts . 1. More importantly. using the quasilinear form of the equation.DRAFT -. the above condition does not give us an interface flux. modified for this scalar case for flux and conservative variable differences here.2.31) ∂u is the wave-speed. APPROXIMATE RIEMANN SOLVER OF ROE or.33) Since we have replaced the nonlinear a by a linear a ˆ. ∆g = a ˆ∆u The first condition is a simple consistency condition such that when the left and right states are the same. 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.34) (5. Let us now put two conditions on a ˆ. the second condition is actually the Rankine-Hugoniot condition or the jump condition across a discontinuity. uright ) (5.

39) and ˆ+ (uj +1 − uj ) gj +1 − gj + 1 = a j+ 1 2 2 (5. we get a− 2gj + 1 = (gj + gj +1 ) + (uj +1 − uj )(ˆ −a ˆ+ ) j+ 1 j+ 1 2 2 2 or Here 1 1 − gj + 1 = (gj + gj +1 ) + (ˆ ˆ+ aj + 1 − a 1 )(uj +1 − uj ) j+ 2 2 2 2 2 1 (ˆ a 1 ± |aj + 1 |) a ˆ± 1 = j+ 2 2 2 j+ 2 1 1 1 1 a ˆ− ˆ+ a ˆj + 1 − |a ˆj + 1 | − a ˆj + 1 − |a ˆ 1| 1 − a 1 = j+ 2 j+ 2 2 2 2 2 2 2 2 j+ 2 a ˆ− −a ˆ+ = −|aj + 1 | j+ 1 j+ 1 2 2 2 (5.42) (5.DRAFT -.40) Subtracting the equation (5.43) DRAFT -. we can rewrite the second condition as gj + 1 − gj = s− (uj +1 − uj ) 2 (5. as shown in the figure above.36) Then.39).DRAFT - .41) (5.40) from (5. s = s+ + s− = s + |s| s − |s| + 2 2 (5.82 CHAPTER 5.DRAFT -.38) and gj +1 − gj + 1 = s+ (uj +1 − uj ) 2 Since we denoted the wave speed by the speed of the discontinuity. UPWIND METHODS FOR SCALAR CONSERVATION LAWS s − s s+            ‹  Ž ‰ Š ‹ Œ  Ž ‰ Š Œ 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. we can write ˆ− gj + 1 − gj = a (uj +1 − uj ) j+ 1 2 2 (5.37) (5.DRAFT -.

44) 1 1 (gj + gj +1 ) − |a ˆ 1 | (uj +1 − uj ) 2 2 j+ 2 1 1 (gj −1 + gj ) − |a ˆ 1 | (uj − uj −1 ) 2 2 j− 2 Similarly. Therefore. Let us now. Thus. the first condition is also satisfied. Near sonic points. a residual dissipation is usually introduced at the sonic points.45) Now that we have an expression for the interface fluxes. 1 (5. as the numerical diffusion vanishes. For the Burgers equation a ˆj + 1 = 2 1 2 1 2 uj − 2 uj gj +1 − gj = 2 = uj +1 − uj uj +1 − uj 1 2 (uj +1 − uj ) (uj +1 + uj ) 1 = (uj + uj +1 ) uj +1 − uj 2 (5. To correct this behaviour. Comparing with the actual expression we derived before.DRAFT -.DRAFT - . the numerical diffusion varies linearly with the 2 wave-speed in Roe’s scheme. we have obtained an update formula for the approximate Riemann solver which satisfies the second condition. we can obtain gj − 1 = 2 (5.1 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. APPROXIMATE RIEMANN SOLVER OF ROE gj + 1 = 2 83 (5. DRAFT -.5. αj + 1 represents 2 the coefficient of numerical diffusion.47) a ˆj + 1 = (uj + uj +1 ) 2 2 When uj = uj +1 = u.46) Therefore. the above expression gives a ˆj + 1 = u.2. Let us now verify whether the wave speed so obtained satisfies the first condition. Roe’s scheme produces an unphysical expansion shock instead of capturing an expansion fan. we are left with only central discretization. let us find out the right value of the interface wave speed. derive such a numerical dissipation fix. Therefore. This residual dissipation prevents the scheme from producing an expansion shock and the expansion fan is captured well because of its presence.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. as the numerical diffusion also goes to zero! Such points where the wave-speed changes sign are called sonic points. we can see that αj + 1 = |aj + 1 | (5.DRAFT -. which is the wave speed of 2 the original conservation law for the Burgers equation. This creates a problem as the wave-speed goes to zero. and thus the numerical method does not respect the hyperbolicity.2.49) 2 2 where aj + 1 is the wave-speed.DRAFT -. Therefore. called as the entropy fix. 5.

1: Entropy Fix for Roe’s Scheme be forced to be of width δ on the wave-speed axis. Since the variation of dissipation with respect to the wave-speed is linear outside this region. α as δ . the simplest way of doing this is to force a quadratic variation. Let us keep the residual dissipation in 1 the axis representing the coefficient of numerical diffusion. instead of letting the dissipation go to zero.52) (5.54) (5. 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.50) where a is the wave-speed.DRAFT -. Therefore α (−a) = α (a) or 1 1 k1 (−a)2 + k2 (−a) + δ = k1 a2 + k2 (a) + δ 2 2 (5.DRAFT -. by choosing the dissipation versus wave-speed curve to be a parabola instead of straight lines. as shown in the figure (5. we can write α = k1 a2 + k2 a + k3 (5. 1 Since the residual diffusion is δ . k2 and k3 are constants and α is the coefficient of diffusion. 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.53) DRAFT -.84 CHAPTER 5. k1 . we require a symmetrical variation of α with respect to a. 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) (5.1) below.DRAFT - .DRAFT -. Assuming a parabolic 2 variation.

DRAFT -. 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. the equation of the parabola becomes 1 α = k1 a2 + δ 2 85 (5.5.55) (5.2.DRAFT - .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. Therefore α (a = δ ) = a and α (a = −δ ) = a (5.DRAFT -.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.DRAFT -.DRAFT -.58) and (5. the equation of the parabola becomes α= or α= a2 + δ 2 2δ (5. APPROXIMATE RIEMANN SOLVER OF ROE which gives k2 = 0 Therefore.56) Let us now connect this parabola to the linear variation that we are starting back at a = |δ |.60) (5.61) 1 2 1 a + δ 2δ 2 Thus.59) Both the above equations lead to Therefore.

The Maxwellian (equilibrium) distribution is selected in such a way that we can get the right moments. Let us consider the 1-D case. v is the molecular velocity and F is the Maxwellian distribution function.DRAFT -. the Maxwellian is given by √ 2 β F = u √ e−β (v−c) (5. √ u 2 β F = u √ e−β (v− 2 ) (5.65) and g (u) = vf = vf dv = vF = −∞ −∞ vF dv (5.70) dt tR DRAFT -. To recover the linear convection equation.86 CHAPTER 5. given by the following mathematical expression. as long as the Maxwellian (equilibrium) distribution is suitably defined.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.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.63) ∂t ∂x tR Here. The Boltzmann equation with the B-G-K model is ∂f F −f ∂f +v = (5. UPWIND METHODS FOR SCALAR CONSERVATION LAWS 5.64) π The moments are u= f = −∞ ∞ ∞ f dv = F = −∞ ∞ F dv ∞ (5. as there is no energy equation (no pressure or temperature). f is the molecular velocity distribution function. which determines the shape of the equilibrium distribution.DRAFT - .68) This approach is valid for recovering any scalar conservation law. ∂f F −f ∂f +v = ∂t ∂x tR where f = −∞ ∞ (5. The Burgers equation can be recovered as a moment of the above Boltzmann equation. β just plays the role of a constant.DRAFT -.67) f dv (5. leading to the following two steps as : Collision Step : F −f df = (5.DRAFT -.66) Note that β does not have any physical significance here.

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 (5.75) ∂f ∂ (v + + v − ) f + =0 ∂t ∂x ∂f ∂ (v + f ) ∂ (v − f ) + + =0 (5. First. j + 1] as (v + f )j − (v + f )j −1 (v − f )j +1 − (v − f )j ∂f + + =0 ∂t ∆x ∆x (5. Let us now apply an upwind method to the above linear convection equation of the convection step.DRAFT -. we can now introduce upwind differencing on a 3-point stencil of points [j − 1.73) ∂t ∂x Therefore. j. KINETIC FLUX SPLITTING METHOD Convection Step : 87 ∂f ∂f +v =0 (5. Thus.3. This constitutes one time-step. Let us now split the molecular velocity into a positive part and a negative part as v = v+ + v− = Therefore. we have two steps : Relaxation Step : f =F (5. we obtain v + |v | v − |v | + 2 2 (5. as v changes only due to molecular collisions (the model we have used in Kinetic Theory is just free flow with collisions.DRAFT - .77) Using a simple explicit Euler time-stepping to discretize the transient term and using an explicit discretization of the space terms. This simplifies the collision step to a relaxation step. 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. the free flow being represented by the above equation).71) ∂t ∂x To simplify further. thereby forcing instantaneous relaxation.5.78) DRAFT -. let us rewrite the above equation in conservative form as ∂ (vf ) ∂f + =0 ∂t ∂x (5.72) Convection step : ∂f ∂f +v =0 (5.DRAFT -. Taking moments of the resulting scheme will yield an upwind scheme for the scalar conservation equation.74) Note that molecular velocity v is not a function of the space coordinate x.DRAFT -. we take the relaxation time tR in the collision step to be zero.76) ∂t ∂x ∂x Since we have separated the wave speed (v in this case) into positive and negative parts.

Let us evaluate the split fluxes.DRAFT -. ∞ (5.87) To evaluate this integral.79) − v+F n j −1 + v−F n j +1 − v−F n j (5.82) 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 (5.88 or CHAPTER 5. let us use the substitution w= β v− u 2 (5.DRAFT -.81) − v+F n j −1 + v−F n j +1 − v−F n j (5. f = F = u and vf = g .83) where g± = v±F are the split fluxes.85) or g+ = 0 ∞ vF dv (5.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. the above equation becomes +1 un = un j − j ∆t ∆x − − + + gj − gj −1 + gj +1 − gj n n n n (5. the above equation becomes fjn+1 = fjn − fjn+1 = Fjn − ∆t ∆x v+F n j (5. Therefore.DRAFT -.88) DRAFT -.84) g+ = v+F = −∞ v + |v | F dv 2 (5. 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.86) since v is positive.

therefore dz = −2wdw As w → 0. I1 = −s ∞ we−w dw 2 2 (5.DRAFT -. 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 1 1 s2 I1 = − [ez ]− 0 2 2 1 1 −s2 I1 = − e − e0 2 2 DRAFT -.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.DRAFT -.5. The limits are : As v → ∞ As v → −∞ As v → 0 w→∞ w → −∞ √ u β w → −s where s = 2 Therefore or √ u −w 2 1 β ∞ w √ + √ dw g = u√ e π −s β 2 β √ ∞ u β 1 ∞ −w 2 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.3.DRAFT - . Let us use the change of variable as z = −w2 .DRAFT -. z → 0. KINETIC FLUX SPLITTING METHOD Therefore v= and 89 w √ β + u 2 1 dv = √ dw β since u is the mean the molecular velocity.

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 (5.96) g− = −∞ ve−β (v− 2 ) dv u (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 (5.91) 1 2 I1 = − e−s 2 Let us now evaluate the second integral. A+ = 2 2 Similarly.94) (5. ∞ Therefore I2 = −s ∞ e−w dw 2 2 (5.DRAFT -.DRAFT -.93) √ π π I2 = + erf (s) 2 2 or √ π I2 = [1 + erf (s)] 2 Therefore. 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. we can evaluate the negative split flux 0 (5.DRAFT -.97) DRAFT -.DRAFT - .95) 1 + erf (s) 1 2 and B = e−s g = u2 .90 CHAPTER 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 (5.4 Relaxation Schemes ∂u ∂g (u) 1 + = 0 where g (u) = u2 ∂t ∂x 2 Consider the Burgers equation (5.DRAFT - .107) DRAFT -.DRAFT -.106) Λ= (5.103) ∂u 1 ∂v + λ2 = [v − g (u)] where → 0 (5. 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.DRAFT -.4.102) The Relaxation System of Jin and Xin for the above conservation law is given by ∂u ∂v + =0 ∂t ∂x (5.105) f= (5.DRAFT -. RELAXATION SCHEMES as u g − = gA− − √ B 2 πβ A− = Note that here 1 − erf (s) 2 β 91 (5.5.99) (5.104) ∂t ∂x Equivalently.98) where (5.101) 5.

j + 1 = f2. uj + 1 and vj + 1 .92 and CHAPTER 5.116) 2 2 2 2λ 2 2λ We now have two equations with two unknowns.1 Relaxation Scheme ∂u ∂v + =0 ∂t ∂x Let us now take the Relaxation System (5. Solving these 2 2 two equations.112) − g un − un + un = − vj 1 j j − j+ 1 2 2 ∆t ∆x Since the Relaxation System has two characteristic variables f1 and f2 which travel with the frozen characteristic speeds −λ and λ.110) ∂t ∂x Thus.DRAFT -.108) 5. we have to solve two convection equations. upwinding will be applied to these two characteristic variables.113) (5. one with a source term.DRAFT -.DRAFT -.j + 1 = f1. based on the characteristic speeds. The update formulae are +1 un − un 1 j j n n vj (5.115) and f2.4.109) ∂v ∂u 1 + λ2 = − [v − g (u)] (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 + v j + 1 = uj − v j (5. we obtain uj + 1 = 2 1 1 (uj + uj +1 ) − (vj +1 − vj ) 2 2λ (5.j +1 for the characteristic speed − λ 2 (5. 1 1  2 u − 2λ g (u)  =  1 1 u + g (u) 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.111) + 1 − v 1 = 0 +2 j− 2 ∆t ∆x and n+1 n vj − vj λ2 1 n (5.117) DRAFT -. namely. Therefore f1.114) (5.DRAFT - .

123) Let us now apply a splitting method for the discrete Boltzmann equation. we can also develop a Relaxation Scheme by upwind differencing the Discrete Boltzmann equation directly.124) dt and a Convection Step as ∂f ∂f +Λ =0 (5. obtaining a Relaxation Step as 1 df = [F − f ] (5. t = 0)}.121) The diagonal form of the Relaxation System for the above equation is the discrete Boltzmann equation. For the value of .122) ∂t ∂x where F is the Maxwellian defined by F1 F2  u g (u) −  2λ  = 2  u g (u) + 2 2λ  F = (5.DRAFT -. we obtain +1 un = un j − j ∆t λ∆t n n n n vj u − 2un +1 − vj −1 + j + uj − 1 2∆x 2∆x j +1 (5.119) and n+1 n vj = vj − λ∆t n ∆t n λ2 ∆t n n n uj +1 − un vj +1 − 2vj + vj v j − g un j −1 + −1 − j 2∆x 2∆x (5. RELAXATION SCHEMES and 93 λ 1 (5. Alternatively.4.118) 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 .2 Discrete Kinetic Scheme ∂u ∂g (u) 1 + = 0 with g (u) = u2 ∂t ∂x 2 Consider the 1-D Burgers equation (5.DRAFT - . Substituting the above into the update equation. 5.5.4. Jin and Xin used = 10−8 and this value is recommended for use.DRAFT -.125) ∂t ∂x DRAFT -.120) We can use the initial condition v (x. t = 0) = g {u (x. given by ∂f ∂f 1 +Λ = [F − f ] (5.DRAFT -. Such a Discrete Kinetic Scheme is presented in the next section. experiments have shown that any small value such that ≤ 10−4 will work.

DRAFT -.j − 2 ∆x 2. λ.j + 1 = h2.j 2.j − 1 = h1.126) ∂f2 ∂h2 + = 0 where h2 = λf2 (5.j − 2 ∆x 1.j as wave speed is λ and information comes from left 2 Similarly.DRAFT - .j 2. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Let us now simplify the Relaxation Step further by assuming = 0 (instantaneous relaxation). we just have to solve the two linear convection equations of the above Relaxation System ∂f1 ∂h1 + = 0 where h1 = −λf1 ∂t ∂x and (5.130) (5.j 1. the upwind relaxed scheme leads to a central differencing of the fluxes plus a numerical dissipation term.DRAFT -.128) (5.94 CHAPTER 5.j Let us now check what is obtained by such an Upwind Relaxation Scheme for the Burgers equation.j + 2 We can obtain upwind fluxes in the above two equations by using h1. The conserved variable can be obtained as a moment as +1 ¯n+1 + f ¯n+1 u ¯n =f (5. h1.j as wave speed is − λ and information comes from right 2 h2.j +1 (5. we obtain +1 n n ¯n+1 + f ¯n+1 − ∆t hn − hn =f u ¯n 1.j −1 1. By substituting the upwind fluxes in the update formulae.j + 1 = h1.132) (5.136) ∆t λ∆t n n n gj u ¯j +1 − 2¯ un ¯n (5. obtaining f = F as the Relaxation Step.j +1 as wave speed is − λ and information comes from right 2 (5.j 2.137) +1 − gj −1 + j +u j −1 2∆x 2∆x Therefore.129) (5.j 1. Therefore.DRAFT -.134) j 1.j + 2 ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 2.j j ∆x 1.j − 1 = h2. +1 u ¯n =u ¯n j − j or DRAFT -.135) or +1 u ¯n =u ¯n j − j ∆t −λ ∆x n n u ¯n gj u ¯n gj j +1 +1 j − − + 2 2λ 2 2λ +λ n n u ¯n gj u ¯n gj j j −1 −1 + − − 2 2λ 2 2λ (5.j + h2.133) h2. The finite volume method applied to the above equations leads to ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 1. Let us now apply upwinding to the above two equations.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.j − h2. with the coefficient of numerical dissipation being proportional to the parameter introduced in the Relaxation System.j 2.127) ∂t ∂x with the constraints f1 = F1 and f2 = F2 .131) (5.

139) (5.142) where The cell-integral averages are defined by 1 ¯ f 1.j + h1.j +1 ] − d1.j = ∆x and 1 ¯ f 2.138) and (5.DRAFT -.j + 1 2 2 (5.j + 1 = α1.j + 1 is the diffusive flux added to the central differences represented by the first 2 two terms on the right hand side.j 2 2 2 (5. Recently. without numerical dissipation).j 1.5. like Roe’s scheme.j 2.j + 1 = 2 1 [h1.146) DRAFT -.144) xj − 1 2 We can define the fluxes at the cell interfaces as h1.j + 1 f 1.145) where d1. RELAXATION SCHEMES 95 5.DRAFT - .DRAFT -.j = ∆x xj + 1 2 f1 dx (5.3 A Low Dissipation Relaxation Scheme The Relaxation Schemes are more dissipative than the approximate Riemann solver of Roe (which can capture steady discontinuities exactly.140) (5.j 1.141) (5.j 2. 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 ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 1.143) xj − 1 2 xj + 1 2 f2 dx (5.j + 2 h1 = −λf1 .4. The general form of the diffusive flux is 1 ¯ ¯ d1. h2 = λf2 and ∆x = xj + 1 − xj − 1 2 2 (5.j +1 − f1.j − 2 ∆x 2. Raghurama Rao and Balakrishna [52] developed a low dissipation Relaxation Scheme which can capture steady discontinuities exactly.DRAFT -.j + 2 and ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 2.j − 2 ∆x 1.4. That low dissipation Relaxation Scheme. named An Accurate Shock Capturing Algorithm with a Relaxation System (ASCARS) is described below.

j +1 ∆t ¯n − f ¯n 1 α f 2. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Similarly. 2 2 2 +1 un = un j − j ∆t n g n − gj −1 2∆x j +1 (5. α1. is to fix the coefficients of the numerical dissipation α1.j + f2.j ± 1 = αj ± 1 .j −1 2∆x 2.DRAFT -.j ¯n ¯n ¯n + λ∆t f f 2.j 2∆x 1.DRAFT -.151) + − ∆t α 1 un − un j 2∆x j + 2 j +1 ∆t n αj − 1 un j − uj −1 2 2∆x DRAFT -. ASCARS.j . h2.j 2∆x + − ∆t ¯n ¯n 1 f −f α 2.j −1 2∆x 1. 2 2 The basic idea of the new scheme.j + 2 1.150) ∆t ¯n ¯n 1 f −f α 1.j + h2. the following update formula.j +1 ∆t ¯n − f ¯n 1 α f 1.DRAFT -.j + 1 = α2. we keep these coefficients open.j ¯n + λ∆t f ¯n ¯n f 1.j + 2 2. we obtain.j + 1 and α2.j ± 1 and α2.j +1 − f1. With this aim.j − 2 1.j + 1 f 2.j ± 1 = α2.96 CHAPTER 5.j + 1 = 2 1 [h2. without fixing their values.j 2 2 2 (5.j 1.j −1 2.j (5. and substitute them in the flux expressions to obtain the update formulae as ¯n+1 = f 1.147) and 1 ¯ ¯ d2.DRAFT - .j 2∆x 2.j −1 2∆x + − and ¯n+1 = f 2.j +1 ] − d2.j + 1 are the coefficients of numerical diffusion.j − 2 2.j (5. after using the simplified relaxation step fj = Fj and the simplification α1.j ± 1 in such a way that the resulting scheme satisfies the Rankine2 2 Hugoniot (jump) condition for the original non-linear conservation law.148) Here.j +1 − f2.j +1 − f2.j + 1 2 2 (5.149) +1 n+1 n+1 n n Since un = f1 j .

assume that there is a shock located between the grid points xj and xj +1 . To derive such fluxes satisfying the Rankine-Hugoniot condition.DRAFT -.158) with the Rankine-Hugoniot condition for ± the shock moving to the right (5.160) and left (5.158) and − gj + 1 − gj = −αj [uj +1 − uj ] +1 2 2 Let us now compare the fluxes in (5.152) where gj + 1 = 2 1 1 [gj + gj +1 ] − αj + 1 [uj +1 − uj ] 2 2 2 (5. we can rewrite the expression (5.155) where ± αj = +1 2 2 Therefore.153) (5. RELAXATION SCHEMES which can be rewritten as +1 un = un j − j 97 ∆t n n g 1 − gj 1 −2 ∆x j + 2 (5. moving with a speed sj + 1 .158) with the fluxes that satisfy RankineHugoniot condition.157) and (5. we can fix the coefficients αj as +1 2 + − αj = s+ and αj = −s− +1 +1 j+ 1 j+ 1 2 2 2 2 (5. the expression for the flux can be split into the following two parts : + [uj +1 − uj ] gj +1 − gj + 1 = αj +1 2 2 αj + 1 ± |αj + 1 | 2 2 (5.154) and 1 1 [gj −1 + gj ] − αj − 1 [uj − uj −1 ] 2 2 2 2 With a little algebraic manipulation.DRAFT -.161).157) (5.DRAFT -.5. we split the shock speed into a positive part s+ j+ 1 j+ 1 2 2 s± = j+ 1 2 sj + 1 ± |sj + 1 | 2 2 2 (5.159) The Rankine-Hugoniot condition (∆g = s∆u) for the above two cases are given by (see [53]) gj +1 − gj + 1 = s+ [uj +1 − uj ] (5.161) Comparing the expressions (5.162) DRAFT -.153) as gj − 1 = − +gj + 1 − gj + αj [uj +1 − uj ] = 0 +1 2 2 + −gj +1 + gj + 1 + αj [uj +1 − uj ] +1 2 2 (5.DRAFT - .157) and (5.4.160) j+ 1 2 2 and [uj +1 − uj ] gj + 1 − gj = s− j+ 1 2 2 (5.156) (5. To distinguish the shock moving to the right from the shock moving to the 2 and a negative part s− where left.

j +1 − f1.j 2 2 2 1 h2.j + 2 h1 = −λf1 .j + h1.j − 2 ∆x 1.j +1 ] − d1.166) and sj − 1 = 2  gj − gj −1   if uj = uj −1   uj − uj −1     ∂g |j if uj = uj −1 ∂u (5.98 CHAPTER 5. the new Relaxation Scheme which satisfies the Rankine-Hugoniot condition is given by the following algorithm.j + 2 ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 2.163) Similarly.j + h2. 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. defining the shock speed s by s= we obtain  gj +1 − gj   if uj = uj +1   uj +1 − uj     ∂g |j if uj = uj +1 ∂u ∂g ∂u (5.j 1.j +1 ] − d2.j +1 − f2.j − 2 ∆x 2.j 2.j + 1 = [h2.167) Therefore.164) For the scalar conservation law.DRAFT -.j + 1 f 2.j + 1 = [h1. we can obtain the expression for the other coefficient of numerical diffusion as αj − 1 = |sj − 1 | 2 2 (5.DRAFT - .DRAFT -.j 2. h2 = λf2 .j + 1 2 2 2 1 ¯ ¯ d1.j + 1 f 1. ¯n+1 = f ¯n − ∆t hn 1 − hn 1 f 1.j + 1 = α2. ∆x = xj + 1 − xj − 1 2 2 1 h1.j 2 2 2 DRAFT -.j + 1 2 2 2 1 ¯ ¯ d2.j + 1 = α1.j 1.165) sj + 1 = 2 (5.DRAFT -.

is equivalent to the approximate Riemann solver of Roe.DRAFT -.DRAFT -. in the final analysis.j 2. as well as the linearisation.j 99 αj + 1 2 (5.5.DRAFT - . The coefficient of numerical dissipation.4. DRAFT -. RELAXATION SCHEMES  g −g j +1 j  | if u ¯j = u ¯j +1  | u ¯ − u ¯ j +1 j = ∂g   ¯j = u ¯j +1 | |j if u ∂u  g − g j j −1   | | if u ¯j = u ¯ j −1 u ¯ − u ¯ j j − 1 = ∂g   ¯j = u ¯ j −1 | |j if u ∂u ¯n+1 + f ¯n+1 u ¯n+1 = f j 1. Note that this is the entropy fix of Harten (see [35] for details). This happens near the sonic points where the wave-speed changes sign. 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.168) αj − 1 2 This low dissipation Relaxation Scheme (ASCARS) for a scalar conservation law. 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. as done to the Roe’s scheme by an entropy fix. Since zero dissipation leads to the violation of the entropy condition. though the implementation is different.DRAFT -.

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

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

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