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Computational Gas Dynamics

DR

January - April, 2010

Dr. S.V. Raghurama Rao
Associate Professor
CFD Centre
Department of Aerospace Engineering
Indian Institute of Science
Bangalore 560012, India
E-mails : (i) raghu@aero.iisc.ernet.in
(ii) svraghuramarao@yahoo.com

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Contents
1 Introduction

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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 . . . .
2.2.1 Euler equations in one dimension . . . . . . . . . . . . . . . . . . .
2.2.2 Euler equations in primitive variable form . . . . . . . . . . . . . .
2.2.3 Isentropic Euler Equations . . . . . . . . . . . . . . . . . . . . . . .
2.2.4 Isentropic Euler equations in characteristic form . . . . . . . . . . .
2.2.5 Burgers equation . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.6 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 . . . . . . . . . . . . . . . . . . . . . . . . .

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iv

CONTENTS

3 Analysis of Convection Equations
57
3.1 Linear Convection Equation and Method of Characteristics . . . . . . . . . 57
3.2 Linear Convection Equation and Travelling Waves . . . . . . . . . . . . . . 61
3.3 Linear Convection Equation with a Variable Coefficient as Convection Speed 62
3.4 Non-linear Convection Equation . . . . . . . . . . . . . . . . . . . . . . . . 64
3.5 Gradient Catastrophe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.6 Piece-wise Smooth Solutions and Discontinuities for Non-linear Convection
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.7 Weak Solutions and Integral Forms of Conservation Laws . . . . . . . . . . 77
3.8 Shock Wave Solution of a Non-linear Convection Equation and the RankineHugoniot (Jump) condition . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.9 Expansion Waves with Non-linear Convection Equations . . . . . . . . . . 86
3.10 Non-unique Solutions of Non-linear Convection Equations . . . . . . . . . . 95
3.11 Entropy Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.11.1 Entropy Condition Version - I : . . . . . . . . . . . . . . . . . . . . 98
3.11.2 Entropy Condition Version - II : . . . . . . . . . . . . . . . . . . . . 99
3.11.3 Entropy Condition Version - III : . . . . . . . . . . . . . . . . . . . 99
3.11.4 Entropy Condition Version - IV : . . . . . . . . . . . . . . . . . . . 100
4 Analysis of Numerical Methods
4.1 Basics of Finite Difference and Finite Volume Methods
4.1.1 Upwind Method in Finite Difference Form . . .
4.1.2 Upwind Method in Finite Volume Form . . . .
4.2 Modified Partial Differential Equations . . . . . . . . .
4.3 Consistency of Numerical Methods . . . . . . . . . . .
4.4 Stability Analysis . . . . . . . . . . . . . . . . . . . . .
4.4.1 Fourier series in complex waveform . . . . . . .
4.4.2 Stability analysis of Numerical Methods . . . .

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5 Central Discretization Methods for Scalar and Vector Conservation Laws123
5.1 A Brief History of Numerical Methods for Hyperbolic Conservation Laws . 123
5.2 Lax-Friedrichs Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
5.3 Lax-Wendroff Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
5.4 Two-Step Lax-Wendroff Method and MacCormack Method . . . . . . . . . 130
6 Upwind Methods for Scalar Conservation Laws
6.1 Flux Splitting Method . . . . . . . . . . . . . . .
6.2 Approximate Riemann Solver of Roe . . . . . . .
6.2.1 Entropy Fix for Roe’s Scheme . . . . . . .
6.3 Kinetic Flux Splitting Method . . . . . . . . . . .
6.4 Relaxation Schemes . . . . . . . . . . . . . . . . .

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. . . . . . 157 . . . . . . . . . .3 Burgers equation: . . . . 188 . . . .4. . . . . . . . . . .3. . . . . .3 Relaxation Scheme . .2. . . . . . . .2 Flux Vector Splitting for Euler Equations: . . . .1. . . . . . . . . . . . . . . . . . . 7. . 7.DRAFT -. . .3 Roe averages with the use of a parameter vector . 181 . . . .1. . . . . 159 . . . . . . . . . . . . . . 159 . . . . . . . . . 7. . . . .1 Some features of Euler equations . . . . . . .1 Flux Splitting for Linear Convection Equation . . . . . . . . . . . . . . 158 . .1 Homogeneity Property . . . . . . . . . . 149 A Low Dissipation Relaxation Scheme .3. . . . . .4 Kinetic Flux Vector Splitting Method for Euler Equations . .3. . .6 Solution of the Approximate Riemann Problem . . 197 DRAFT -. . . . . . . . . . . . .5 Wave strengths . . . 169 . . . . . . . 161 . . . . . . . . . . . . 7. . . . . . 169 . . . . .DRAFT -. . .2 Flux Vector Splitting . . .1 Projection of the solution onto the eigenvector space 7. . 157 . . . 7. . .4 Euler Equations: . . 148 Discrete Kinetic Scheme . . . . . . . .4. . .DRAFT - . . . .DRAFT -. . . . . . . . . . . . . . . 172 . 7. . . .3. . . . . . 7.3 Approximate Riemann Solver or Roe . 7. . 7. . . . . 7. . . .4. 7. . . . . . . . 162 . . . . . . . . . 185 . . . . . . . 157 . . . . . . . .CONTENTS v 6. . . . . . . . . 7. . . . . . . . . . . . . . . . . . . . . . . . . . .2 Linear Convection Equation: . . . .2 6. . . . . .2. . . . . . . . 7. . . . .3. 7.4 Properties of the Roe Linearization . . . . . 151 7 Upwind Methods for Vector Conservation Laws 7. . . .1.1 6.3. . . . 193 . . . . .1. . . . . . . . . . . 161 . . . . . .2 Roe’s Approximate Riemann Solver .

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CONTENTS

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

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

2

Introduction

briefly presented. These tools help the student in understanding the algorithms presented
in later chapters better.
The fourth chapter presents the central discretization methods for the hyperbolic equations, which were the earliest to be introduced historically. The fifth chapter presents the
upwind discretization methods which became more popular than the central discretization
methods in the last two decades. The four major categories of upwind methods, namely,
Riemann Solvers, Flux Splitting Methods, Kinetic Schemes and Relaxation Schemes, are
presented for the scalar conservation equations in this chapter. More emphasis is given to
the alternative formulations of recent interest, namely, the Kinetic Schemes and Relaxation Schemes. The corresponding numerical methods for vector conservation equations
are presented in the next chapter.

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

Chapter 2
Compressible Fluid Flows, Their
Governing Equations, Models and
Approximations
2.1

Navier-Stokes Equations

The governing equations of compressible fluid flows are the well-known Navier-Stokes
equations. They describe the conservation of mass, momentum and energy of a flowing
fluid. In three dimensions, we can write the Navier-Stokes equations in the vector form
as
∂G1 ∂G2 ∂G3
∂G1,V
∂G2,V
∂G3,V
∂U
+
+
+
=
+
+
(2.1)
∂t
∂x
∂y
∂z
∂x
∂y
∂z
where U is the vector of conserved variables, also known as the vector of state variables,
defined by


ρ
 ρu1 



ρu
(2.2)
U =
2


 ρu3 
ρE
G1 , G2 and G3 are the inviscid flux vectors, given by





ρu3
ρu2
ρu1



 p + ρu21 
ρu3 u1
ρu2 u1





2




ρu
p
+
ρu
ρu
u
;
G
=
;
G
=
G1 = 
3 u2
1 2
2
2
2










p + ρu23
ρu2 u3
ρu1 u3
pu2 + ρu3 E
pu2 + ρu2 E
pu1 + ρu1 E

G1,V , G2,V and G3,V are the viscous flux vectors, given by






(2.3)

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u1 .3) represents the heat flux vector.3) represents the shear stress tensor and qi (i=1.2.10) + ∂y ∂x   ∂u1 ∂u3 + (2.2.3.DRAFT -.4 Governing Equations and Approximations G1.   ∂u1 ∂u1 ∂u2 ∂u3 + µbulk + + (2.8) ∂y ∂x ∂y ∂z   ∂u1 ∂u2 ∂u3 ∂u3 + µbulk + + (2. p is the pressure and E is the total energy (sum of internal and kinetic energies) given by 1 E = e + u21 + u22 + u23 2 The internal energy is defined by e= p ρ (γ − 1) (2. u2 and u3 are the components of the velocity in x.V =      0 τyx τyy τyz u1 τyx + u2 τyy + u3 τyz − q2 0 τzx τzy τzz u1 τzx + u2 τzy + u3 τzz − q3   =               (2. G2. the expressions for which are as follows.DRAFT -.5) (2.2. ρ is the density of the fluid.DRAFT -. temperature and the density are related by the equation of state as p = ρRT where R is the gas constant per unit mass.9) τzz = 2µ ∂z ∂x ∂y ∂z   ∂u1 ∂u2 τxy = τyx = µ (2. R = 217 J/(Kg · K)) and T is the temperature.7) τxx = 2µ ∂x ∂x ∂y ∂z   ∂u2 ∂u1 ∂u2 ∂u3 τyy = 2µ + µbulk + + (2.11) τxz = τzx = µ ∂z ∂x DRAFT -.6) where γ is the ratio of specific heats (γ = CCVP ). The pressure.DRAFT - .y and z directions.4) In the above equations. Here.V         . obtained by dividing the universal gas constant by molecular weight (for air at standard conditions.V    =   0 τxx τxy τxz u1 τxx + u2 τxy + u3 τxz − q1 G3. j=1. τij (i=1.

τ is the 1-D component of the stress tensor and q is the corresponding component of the heat flux vector.DRAFT -. In this course.14) where      0 ρu ρ  τ U =  ρu  .1).DRAFT -. q3 = −k ∂x ∂y ∂z (2. Consider the 1-D Navier Stokes equations given by ∂G ∂GV ∂U + = ∂t ∂x ∂x (2. This approximation is valid in large parts of the fluid flows around bodies.Euler equations and simplifications 5 τyz = τzy = µ q1 = −k  ∂u3 ∂u2 + ∂y ∂z  ∂T ∂T ∂T .13) where µ is the coefficient of viscosity. They are defined for this 1-D case by 4 ∂u ∂T τ= µ and q = −k 3 ∂x ∂x (2. we shall often use the Euler equations and their further simplifications. except close to the solid surfaces where boundary layer effects are important.2.DRAFT - . Let us make the first simplifying assumption of neglecting the viscosity and heat conduction. Then. µbulk is the bulk viscosity coefficient defined by 2 µbulk = − µ and k is the thermal conductivity. q2 = −k . 3 2. we obtain the 1-D Euler equations as ∂G ∂U + =0 ∂t ∂x (2.2 2.15) Here. called Euler equations. G =  p + ρu2  and GV =  uτ − q pu + ρuE ρE  (2.DRAFT -. are obtained by neglecting the right hand side of the Navier-Stokes equations (2. The equations of inviscid compressible flows.1 Euler Equations. Burgers Equation and Linear Convection Equation Euler equations in one dimension A simplification which is often used is the inviscid approximation in which the viscous and heat conduction effects are neglected.12) (2.17) DRAFT -.16) where µ is the viscosity of the fluid and k is the thermal conductivity.

21) Using (2.6 2.23) gives ∂ρ ∂ (pu) ∂E ∂ (ρu) ∂E +E + + ρu +E =0 ∂t ∂t ∂x ∂x ∂x   ∂E ∂ (pu) ∂ρ ∂ (ρu) ∂E + ρu + +E + =0 ρ ∂t ∂x ∂x ∂t ∂x ρ or DRAFT -.22) The energy conservation equation ∂ (ρE) ∂ (pu + ρuE) + =0 ∂t ∂x (2. The mass conservation equation ∂ρ ∂ (ρu) + =0 ∂t ∂x (2.19) (2.DRAFT -. we obtain from the above equation ∂u 1 ∂p ∂u +u + =0 ∂t ∂x ρ ∂x (2.DRAFT -.DRAFT -.2 Governing Equations and Approximations Euler equations in primitive variable form Let us now expand the conservative form of Euler equations to obtain the primitive variable form.20) gives ρ ∂ρ ∂p ∂ (u2 ) ∂ρ ∂u +u + +ρ + u2 =0 ∂t ∂t ∂x ∂x ∂x or ρ or ∂ρ ∂p ∂u ∂ρ ∂u +u + + ρ2u + u2 =0 ∂t ∂t ∂x ∂x ∂x ∂ρ ∂ρ ∂u ∂u ∂u ∂p + u2 + ρu +ρ + ρu + =0 ∂t ∂x ∂x ∂t ∂x ∂x     ∂u ∂ρ ∂u ∂u 1 ∂p ∂ρ +ρ =0 +u +ρ +u + u ∂t ∂x ∂x ∂t ∂x ρ ∂x u or (2.DRAFT - .2.19).18) gives ∂ρ ∂ρ ∂u +u +ρ =0 ∂t ∂x ∂x The momentum conservation equation ∂ (ρu) ∂ (p + ρu2 ) + =0 ∂t ∂x (2.

22).DRAFT -.DRAFT -.DRAFT -. becomes ∂E ∂E u ∂p p ∂u +u + + =0 ∂t ∂x ρ ∂x ρ ∂x Since E= we obtain and 1 p + u2 ρ (γ − 1) 2  1∂  ∂E 1 ∂ = pρ−1 + u2 ∂t γ − 1 ∂t 2 ∂t   p ∂ρ 1 1 ∂p ∂u 1 − 2 + +u = γ−1 ρ ∂t γ − 1 ρ ∂t ∂t 1 ∂E = ∂x γ−1  p − 2 ρ Therefore. after using the mass conservation equation (2.24)  ∂ρ 1 1 ∂p ∂u + +u ∂x γ − 1 ρ ∂x ∂x (2. gets simplified to ∂p ∂u ∂u ∂p +u +p + (γ − 1) p =0 ∂t ∂x ∂x ∂x or ∂p ∂u ∂p +u + p [1 + γ − 1] = 0 ∂t ∂x ∂x DRAFT -.Euler equations and simplifications 7 which.19). after using (2.26) 1 p ∂ρ 1 1 ∂p ∂u 1 pu ∂ρ 1 u ∂p ∂u u ∂p p ∂u − +u − − + u2 + + =0 2 2 γ − 1 ρ ∂t γ − 1 ρ ∂t ∂t γ − 1 ρ ∂x γ − 1 ρ ∂x ∂x ρ ∂x ρ ∂x ∂u pu ∂ρ ∂p ∂u ∂p ∂u p ∂ρ ∂p + +(γ − 1) ρu − +u +(γ − 1) ρu2 +(γ − 1) u +(γ − 1) p =0 ρ ∂t ∂t ∂t ρ ∂x ∂x ∂x ∂x ∂x or − p ∂ρ pu ∂ρ ∂p ∂p ∂u ∂p ∂u ∂u − + +u +(γ − 1) ρu +(γ − 1) ρu2 +(γ − 1) u +(γ − 1) p =0 ρ ∂t ρ ∂x ∂t ∂x ∂t ∂x ∂x ∂x or     p ∂ρ ∂p ∂ρ ∂p ∂u ∂p ∂u 2 ∂u − + =0 +u +u + (γ − 1) ρu + ρu +u +p ρ ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x Using (2.DRAFT - . the energy equation becomes − or − (2.25) (2.18). we obtain     p ∂u ∂p ∂u ∂p ∂u ∂u 1 ∂p ∂u −ρ + + (γ − 1) p − +u +p + (γ − 1) ρu +u + =0 ρ ∂x ∂t ∂x ∂x ∂t ∂x ρ ∂x ∂x which.

8 Governing Equations and Approximations or ∂p ∂p ∂u +u + γp =0 (2. (2.22) and (2.28) ∂t ∂x where     u ρ 0 ρ  1   V =  u  and A =  (2.27) ∂t ∂x ∂x Thus. the 1-D Euler equations in primitive variable form (equations (2.19).29)  0 u ρ  p 0 γp u The eigenvalues of A are determined by |A − λI| = 0 or or or .27)) can be written as ∂V ∂V +A =0 (2.

.

u−λ ρ 0 .

.

1 .

0 u − λ .

ρ .

.

0 γp u − λ .

.

.

.

.

=0 .

.

.

the eigenvalues of A are given by λ1 = u − a .DRAFT - .3 (2. λ2 = u .DRAFT -. given by ∂p ∂p ∂u +u + γp =0 ∂t ∂x ∂x (2.31) Using the definition of the sound speed. λ3 = u + a 2.2. as a2 = γp ρ DRAFT -. a.DRAFT -.30) Isentropic Euler Equations Let us consider the energy equation in primitive variables.   γp 2 =0 (u − λ) (u − λ) − ρ   γp (u − λ) (u − λ)2 − a2 = 0 as a2 = ρ Thus.DRAFT -.

37) ∂ρ up ∂S ∂ρ ∂u p ∂S + a2 + + ua2 + ρa2 =0 CV ∂t ∂t CV ∂x ∂x ∂x or or which becomes   ∂u ∂S CV 2 ∂ρ CV p ∂S CV 2 ∂ρ + a + u + a u +ρ =0 ∂t p ∂t p CV ∂x p ∂x ∂x   ∂S ∂S CV 2 ∂ρ ∂ρ ∂u +u + a +u +ρ =0 ∂t ∂x p ∂t ∂x ∂x ∂S ∂S +u =0 (2.Euler equations and simplifications we obtain 9 ∂p ∂u ∂p +u + ρa2 =0 ∂t ∂x ∂x (2.DRAFT -.38) ∂t ∂x when the continuity equation (2.36) and p ∂S ∂ρ ∂p = + a2 ∂x CV ∂x ∂x Using the above two equations. the derivatives of S are given by   2 ∂S a ∂ρ 1 ∂p = CV − + ∂t p ∂t p ∂t and from which we obtain (2.39) DRAFT -.DRAFT -.DRAFT -.DRAFT - .33) (2.35) ∂p p ∂S ∂ρ = + a2 ∂t CV ∂t ∂t (2. the Euler equations are obtained as ∂ρ ∂ρ ∂u +u +ρ =0 ∂t ∂x ∂x ∂u 1 ∂p ∂u +u + =0 ∂t ∂x ρ ∂x ∂S ∂S +u =0 ∂t ∂x (2. Thus.22) is used.32) The entropy S is defined by S = CV ln  p ργ  + constant Therefore. the energy equation can be written as (2.34)   2 a ∂ρ 1 ∂p ∂S = CV − + ∂x p ∂x p ∂x (2. for isentropic flow.

u.42) ∂ρ ∂p = a2 ∂x ∂x (2.44) (2.41) a2 = ∂ρ we have ∂p = a2 ∂ρ Therefore and ∂p ∂ρ = a2 ∂t ∂t (2.DRAFT -.2.45) DRAFT -. given by ∂ρ ∂ρ ∂u +u +ρ =0 ∂t ∂x ∂x then becomes 1 ∂p 1 ∂p ∂u +u 2 +ρ =0 2 a ∂t a ∂x ∂x or ∂p ∂u ∂p +u + ρa2 =0 ∂t ∂x ∂x The 1-D isentropic Euler equations then can be written as ∂p ∂p ∂u +u + ρa2 =0 ∂t ∂x ∂x ∂u 1 ∂p ∂u +u + =0 ∂t ∂x ρ ∂x ∂S ∂S +u =0 ∂t ∂x (2. given by ∂ρ ∂ρ ∂u +u +ρ =0 ∂t ∂x ∂x ∂u 1 ∂p ∂u +u + =0 ∂t ∂x ρ ∂x ∂S ∂S +u =0 ∂t ∂x (2.43) The continuity equation.DRAFT -. u. Since the sound speed a is defined by ∂p (2.10 2.40) Let us change the primitive variables from (ρ.4 Governing Equations and Approximations Isentropic Euler equations in characteristic form Consider the isentropic Euler equations in 1-D. S). S) to (p.DRAFT - .DRAFT -.

47) which means that the entropy is constant along these characteristic paths.DRAFT -. we obtain   ∂p ∂p ∂u 1 ∂p ∂u 2 ∂u =0 +u + ρa + ρa +u + ∂t ∂x ∂x ∂t ∂x ρ ∂x or     ∂u ∂p ∂u ∂p + ρa =0 + (u + a) + (u + a) ∂t ∂x ∂t ∂x (2. For this equation dx =u dt (2.48) Similarly.45) by a and adding it to the first equation.DRAFT -. Multiplying the second equation of (2.53) and DRAFT -.46) is the equation of the characteristic curve and along this characteristic curve dS =0 dt (2. we get     ∂u 1 ∂p 1 ∂p ∂u + + + (u + a) =0 ∂t ρa ∂t ∂x ρa ∂x and     ∂u 1 ∂p 1 ∂p ∂u + (u − a) =0 − − ∂t ρa ∂t ∂x ρa ∂x (2.50) (2.DRAFT - . Let us try to write the first two equations of (2. we obtain   ∂p ∂u 1 ∂p ∂p ∂u 2 ∂u =0 +u + ρa − ρa +u + ∂t ∂x ∂x ∂t ∂x ρ ∂x or     ∂p ∂u ∂p ∂u + (u − a) + (u − a) − ρa =0 ∂t ∂x ∂t ∂x Dividing both the above equations by ρa and rearranging.52) dw2 = du − 1 dp ρa (2.Euler equations and simplifications 11 Note that the third equation in the above system of equations is already in characteristic form (being similar to a first order wave equation).DRAFT -.49) (2.45) in characteristic form.45) by ρa and subtracting it from the first equation.51) Let us now define w1 and w2 with dw1 = du + 1 dp ρa (2. multiplying the second equation of (2.

with the constants along the characteristic curves being defined by dx = (u + a) (2.59) Let us obtain the expressions of w1 and w2 .55) = and ∂w2 ∂w2 + (u − a) =0 (2.58) w2 = constant along dt The 1-D isentropic Euler equations then become ∂w1 ∂w1 + (u + a) = 0 with dw1 = du + ∂t ∂x ∂w2 ∂w2 + (u − a) = 0 with dw2 = du − ∂t ∂x ∂w3 ∂w3 +u = 0 with w3 = S ∂t ∂x 1 dp ρa 1 dp ρa (2.DRAFT - .DRAFT -.DRAFT -.57) w1 = constant along dt and dx = (u − a) (2.54) ∂w1 ∂w1 + (u + a) =0 ∂t ∂x (2.12 Governing Equations and Approximations which give ∂w1 ∂t ∂w1 ∂x ∂w2 ∂t ∂w2 ∂x We then obtain ∂u 1 ∂p + ∂t ρa ∂t ∂u 1 ∂p = + ∂t ρa ∂x ∂u 1 ∂p = − ∂t ρa ∂t ∂u 1 ∂p = − ∂x ρa ∂x (2.DRAFT -. Since dw1 = du + we get w1 = u + Using the definition of the sound speed a2 = 1 dp ρa Z 1 dp ρa dp dρ DRAFT -.56) ∂t ∂x which are in characteristic form.

DRAFT -.62) R a dρ ρ R 1 1 (γ−1) u+ (cγ) 2 ρ 2 dρ ρ R 1 (γ−1) u + (cγ) 2 ρ 2 −1 dρ 1 R (γ−3) u + (cγ) 2 ρ 2 dρ 1 (γ−1) 1 u + (cγ) 2 ρ 2 γ−1  w1 = u + = = = = 2 1 (γ−1) 2 (cγ) 2 ρ 2 = u+ (γ − 1) 2 a = u+ (γ − 1) DRAFT -. Therefore.60) For isentropic flow.Euler equations and simplifications 13 we can write dp = a2 dρ Therefore w1 = u + Z 1 2 a dρ = u + ρa  p ργ Z a dρ ρ From the definition of the entropy   p + k where k is a constant S = CV ln ργ we get ln or Therefore p = exp ργ  S−k CV  S = e CV  ˜ −k = S−k CV k where k˜ = = a constant CV S ˜ p = ργ e CV k where k = e−k = a constant Thus S p = kργ e CV (2.DRAFT - .DRAFT -.DRAFT -.61) d dp = (cργ ) = cγρ(γ−a) dρ dρ or 1 a = (cγ) 2 ρ Thus (γ−1) 2 (2. we get p = cργ where c = a constant Then a2 = (2. since S is a constant.

70) ∂w1 ∂w1 + w1 =0 ∂t ∂x (2. Therefore. the characteristic form of the isentropic Euler equations are given by ∂w1 2a ∂w1 + (u + a) = 0 where w1 = u + ∂t ∂x (γ − 1) ∂w2 2a ∂w2 + (u − a) = 0 where w2 = u − ∂t ∂x (γ − 1) ∂w3 ∂w3 +u = 0 where w3 = S ∂t ∂x 2.DRAFT -. γ = 3+2 5 we obtain 1+2 =3 (2.65) Burgers equation Of the three equations in the system of 1-D isentropic Euler equations in characteristic form (equations (2.71) The first two equations of (2. we get 2a 2a w1 = u + =u+ =u+a (2. the first two equations can be simplified further.DRAFT - .67) = CV D 7 3+2+2 = = 1.5 (2. by assuming the fluid to be a mono-atomic gas.69) γ−1 3−1 γ= and w2 = u − 2a 2a =u− =u−a γ−1 3−1 (2. For a mono-atomic gas flow in 1-D.64) Similarly.2. we obtain w1 = u + 2a (γ − 1) (2.62).65) then become DRAFT -.14 Governing Equations and Approximations where we have used the equation (2. Thus. γ= D+2+2 CP = for a poly-atomic gas CV D+2 (2. for air flow in 3-D.68) γ= 1 Therefore.DRAFT -.DRAFT -.66) and CP D+2 for a mono-atomic gas (2.63) w2 = u − 2a (γ − 1) (2.4. we get Therefore.65).

With the above assumption of a linear flux. the two alternative numerical methodologies which will be presented in this course. Thus.72) These two equations are of the form ∂u ∂u +u =0 ∂t ∂x (2.DRAFT -. DRAFT -. Let us now put the above equation in conservative form as u2 ∂u ∂g (u) + = 0 where g (u) = ∂t ∂x 2 (2.2.DRAFT -. So.74) So.76) ∂t ∂x This is called as the linear convection equation.6 Linear Convection Equation For the sake of simplicity. as the Boltzmann equation and the Discrete Boltzmann equation. 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 linear convection equation represents the basic convection terms in the Navier–Stokes equations.75) We are doing this linearization only to study and understand the basic convection terms. The non-linearity of the convection terms is one of the fundamental difficulties in dealing with Navier–Stokes equations. When we try to solve the Euler or Navier–Stokes equations. without the collision term.Euler equations and simplifications 15 and ∂w2 ∂w2 + w2 =0 ∂t ∂x (2.DRAFT - . Note also that the third of the 1-D isentropic Euler system (2. let us linearize the flux g (u) in the above equation as g (u) = cu where c is a constant (2. we will use only the nonlinear equations. g (u) is not a linear function of u and hence it is a non-linear equation. also exploit this strategy. That is. are just linear convection equations.73) This equation is known as the inviscid Burgers equation. the flux g (u) is a quadratic function of the conservative variable u.DRAFT -. the Euler equations consist of two inviscid Burgers equations (non-linear PDEs) and one linear convection equation. 2. but in a different manner.65) is just a linear convection equation. The Kinetic Schemes and the Relaxation Schemes. the inviscid Burgers equation becomes ∂u ∂u +c =0 (2.

t).0) Figure 2. given the initial condition u(x. let us derive the exact solution of (2. let us first find out its solution. t = 0) = u0 (x) (2. t).DRAFT -.78) Let us now use the method of characteristics to find the value of the solution.1: 3-Point Stencil along this curve is given by d u (x (t) .3 Governing equations and approximations Linear Convection Equation. Using chain rule. we can write dt d ∂ dx ∂ u (x (t) .77). 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).80) DRAFT -. Consider a curve in the x − t plane.DRAFT -. To understand this better.t) x (0. t) dt ∂x dt ∂t (2. The rate of change of u t (x(t). Characteristics and Hyperbolicity To understand the nature of the linear convection equation better.77) is a first order wave equation. The linear convection equation ∂u ∂u +c =0 ∂t ∂x (2.16 2. at a time t > 0.DRAFT -. given by (x(t). t).DRAFT - . Hyperbolic partial differential equations are characterised by information propagation along certain preferred directions. u(x. also called as advection equation. It is a first order hyperbolic partial differential equation.79) which can be written simply as du ∂u dx ∂u = + dt ∂t dt ∂x (2. t) = u (x (t)) + u (x (t) .

e. + c .83) where k is a constant. ∂t ∂x du = 0. along becomes and ODE. i. u (x.84) x = ct + x0 (2.85) Therefore ∂u ∂u +c =0 ∂t ∂x ∂u ∂u (2. Along the characteristic. we can get the solution anywhere on the characteristic. +c = 0.DRAFT -. 1 They are parallel straight lines with slope .DRAFT -.DRAFT - .88) Therefore We can write (3.6) is given by x = ct + k (2. characteristics need c not be parallel straight lines.. which is the initial condition.77). Thus. Therefore.77). DRAFT -.DRAFT -. if we know the solution at the foot of the characteristic (at x0 ). should be dt defined by dx = c with x (t = 0) = xo (2. if we choose ∂t ∂x c= dx dt (2.9) as where k¯ is a constant. we can write The curve x = ct + x0 is called the characteristic curve of the equation x0 = x − ct (2. Using (3.81) du then (2. Therefore. we get x0 = k (2. or simply as the characteristic.4) looks similar to the left hand side of the linear convection ∂u ∂u equation (2.9).Linear convection equation and characteristics 17 The right hand side of (3. Using the initial condition x (t = 0) = x0 . that is.87) x0 1 1 or t = x − k¯ ct = x − x0 or t = x − c c c (2. For non-linear PDES. we can sketch the characteristics in the x − t plane. Therefore. t) = u0 (x0 ) = u0 (x − ct) (2. dt the characteristic.77) becomes = 0. the PDE.82) dt The solution of (3.86) u (x. t). The solution of this ODE is u = constant. therefore. which is and ODE! The curve (x (t) . the solution remains a constant. t).

90) Therefore.89) The inverse transformation is given by x = s + cτ and t = τ (2.14).2: 3-Point Stencil Let us now derive the solution (3. t) to (s.95) DRAFT -.18 Governing equations and approximations slo pe =1 /c t x Figure 2.77).93) ∂u ∂u d¯ u = +c dτ ∂t ∂x (2. Therefore ∂t ∂x d¯ u =0 dτ (2.DRAFT - . Its solution the linear convection equation given by ∂t ∂x dt is x = ct + x0 or x0 = x − ct. For the PDE which is ∂u dx ∂u +c = 0. from (2.DRAFT -. t) = u¯ (s. τ ). τ ) (2. τ ) where s = x − cτ andτ = t (2.92) From (3.91) We can now write d¯ u ∂ u¯ ∂t ∂ u¯ ∂x ∂u ∂t ∂u ∂x = + = + (since u¯ = u) dτ ∂t ∂τ ∂x ∂τ ∂t ∂τ ∂x ∂τ (2.94) ∂u ∂u +c = 0. This suggests a transformation of coordinates from (x.DRAFT -. we have Therefore But. let us choose = c. the transformation is from u (x.11) in a mathematical way. Since the function is the same in different coordinate systems u (x. t) to u¯ (s.DRAFT -. ∂x ∂t = 1 and =c ∂τ ∂τ (2.

we obtain Using (3. we get Using (3. t + ∆t) = u (x − c∆t. we obtain Therefore Since u = u¯.Burgers equation. we can write For a time interval t to t + ∆t.DRAFT -.98) u¯ (s. τ ) = u0 (s) (2. Since the information travels a distance of δx = ct along the characteristic during a time t (from t = 0).97) u¯ (τ = 0) = u0 (s) = k˜ or k˜ = u0 (s) (2.102) If we consider a point xj with neighbours xj−1 and xj+1 to the left and right sides of xj 1 0 0 1 1 0 1 0 0 1 111111 1 1111111 000000 0 0000000 0 1 111111 000000 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 000000 111111 0 c<0 1 0000000 1111111 c>0 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 11111111 00 1 0 1 0 000000 0 1 0000000 1111111 11 00 1 0 1 0 xj−1 ∆x c∆t c∆t xj ∆x 1 0 0 1 1 0 1 0 t+∆t t xj+1 Figure 2.20). DRAFT -. 0) = u0 (x).101) Solving (3. Therefore.100) u (x. τ = 0) = u0 (s) (2. and is called characteristic speed or wave speed.DRAFT -.99) u (x.96) u¯ (τ ) = k˜ = constant (2. t) = u0 (s) (2. the foot of the characteristic can fall on the left or right side of xj depending on the sign of c. c is the speed with which information propagates along the characterstics.13). Therefore u¯ (s. we can see that the sign of c determines the direction of information propagation.3: 3-Point Stencil respectively. t = 0) (2.DRAFT - .DRAFT -. shock waves and expansion waves 19 The initial condition is u (x. we can write u (x.19). t) (2. with information coming from the left if c > 0 and from right if c < 0. t) = u0 (x − ct) = u (x − ct.

DRAFT -. Shock Waves and Expansion Waves Consider the Burger’s equation ∂u ∂g (u) 1 + = 0. Now. Therefore.104) Therefore.4 Governing equations and approximations Burgers Equation. A function is rule that assigns exactly one real number to each number from a set of real numbers. u t=0 t=t1 t=t 2 large speed small speed x Figure 2.103) Let us check the wave speed for this case. with g (u) = u2 ∂t ∂x 2 (2.DRAFT - . DRAFT -.DRAFT -. Consider an initial profile which is monotonically increasing. 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. discontinuities are not allowed for a continuous function. On the right part of the profile which is monotonically decreasing. Let us now recollect the basic features of a function. A continuous function has no gaps or breaks at any point on its profile. This phenomenon leads to expansion waves or rarefaction waves. coupled with a monotonically increasing profie of the previous example. consider an initial profile which is monotonically decreasing.20 2. a(u) = u.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. the gradient becomes infinite and the solution becomes multi-valued. 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). Therefore as u increases.DRAFT -. a(u) increases.

These discontinuities are known as shock waves. Multivalued functions are avoided on physical grounds. Consider the flow of a fluid over a blunt body.DRAFT -.DRAFT -. the density of a fluid at a point having more than one value at any given time. Then.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. as multi-valued functions are avoided. The Subsonic flow (M < 1) Solid Body Figure 2. The appearance of such shock waves can be explained as follows. shock waves appear when the flows are obstructed by solid bodies. by definition.DRAFT -. the solution ceases to be a function. discontinuities will appear.Shock waves in supersonic flows 21 u t=0 t=t1 t=t2 multivalued unphysical solution t=t3 x Figure 2. the function may become multi-valued after some time.6: Subsonic flow over a blunt body DRAFT -. which is unphysical. 2. Imagine.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. Therefore. as shown in the following figure.DRAFT - .

therefore. This coalescence forms a thin wave. Thus. The information about the presence of the solid body will not be available ahead of the shock wave and. The random motion of the molecules communicates this change in momenta and energy to other regions of the flow.DRAFT - . including directly upstream of the flow. Therefore. pure diffusion equation and the wave DRAFT -.e..6). the sound waves tend to coalesce at a short distance ahead of the body. as shown in the figure (2. Some of the molecules collide with the solid body and get reflected. consider the situation in which the fluid velocities are larger than the speed of the sound (i.DRAFT -.DRAFT -. Behind the shock wave. the shock waves are formed when the a supersonic flow is obstructed by a solid body. as shown in the figure (2.22 Governing equations and approximations fluid flow consists of moving and colliding molecules. convection-diffusion equation. this can be explained as the propagation of pressure pulses. Now. Thus. the flow is supersonic). known as the shock wave.e. the flow is subsonic). the streamlines do not change their direction till they reach the shock wave. there is a change in the momenta and energy of the molecules due to their collision with the solid body. the flow becomes subsonic and the streamlines change their directions to suit the contours of the solid body.DRAFT -. This leads to the turning of the streamlines much ahead of the body.7: Supersonic flow over a blunt body with the formation of a shock wave now not possible upstream of the flow. At the macroscopic level.. The information propagation by sound waves is Shock Wave Supersonic Flow (M > 1) M<1 Solid Body Figure 2. then the sound waves can travel upstream and the information about the presence of the solid body will propagate upstream. 2.6 Mathematical Classification of PDEs We can derive several simpler equations from the Navier-Stokes equations : pure convection equation. by sound waves. the information about the presence of the body will be propagated throughout the fluid. Thus.7). When the incoming fluid flow has velocities which are smaller than the speed of the sound (i.

Therefore. y) = 0 ∂w ∂x ∂w ∂y   ∂w ∂w ∂f (w) A(x. y) + C(x.105) Let us simplify (2.DRAFT -.110) (which look alike). y) ∂u ∂u + B(x.108) (w) df df From the above equation.109) Let us now seek the solutions of (2.107) in (2.111) DRAFT -.1 First Order PDEs General form of a first order linear PDE is A(x. y) ∂w ∂w + B(x. ∴ A(x.109) and (2. w remains constant.109) such that w remains constant as x and y vary. require ∂w ∂w dx + dy = 0 (2. Substituting (2.DRAFT - . Since we assumed that f is df a function of w only.110) dw = 0 or ∂x ∂y From (2.106) The above equation is a first order homogeneous partial differential equation (PDE).106). y) =0 ∂x ∂y (2. including the Navier-Stokes equations. y) + B(x. either dfdw = 0 or A dx + B dy = 0. we get A(x. we obtain ∂f (w) ∂w ∂f (w) ∂w + B(x. Let us look for the solutions of the form u(x.6. These equations.108) to be true is to have A(x. y) ∂x ∂y (2.DRAFT -.DRAFT -. are Partial Differential Equations (PDEs). 2. y) ∂u ∂u + B(x.105) by assuming C = D = 0. y) = f (w) (2. To understand these equations better. y) =0 ∂x ∂y (2. Let us start with the classification of PDEs. Therefore.107) where w is some combination of x and y such that as x and y change. y) = 0 ∴ ∂w ∂x ∂y A(x. we shall study their mathematical and physical behaviour. dw need not be zero.First Order PDEs 23 equations of first order and second order. y) ∂x ∂y (2. y) (2. y) ∂w ∂w = −B(x. y)u = D(x. the only possibility for (2.

112) by (2.6. which is (2.2 Characteristics Let us rewrite the general form of first order linear PDE (2. t) = f (w) = f (w(x. the non-homogeneous first order PDE.117) ∴ w = k = x − ct (2. t) = f (w) = f (x − ct) (2.113) for given A(x. y)) (2. y) B(x. (2. Example: ∂u ∂u +c =0 ∂t ∂x (2.DRAFT - .120) DRAFT -. y) ∂u ∂u + B(x.DRAFT -. y) = C(x. y) that satisfy (2.112) dx dy = A(x. y)) ∴ u(x. y) and B(x.105) as A(x.113) Dividing (2. we get Therefore. In a similar way. y. f(w) will be constant along those lines (x. we get x = c t + k where k is a constant.116) Integrating. u) ∂x ∂y (2.DRAFT -.119) where f is an arbitrary function which must be determined by initial conditions for the PDE. we get a functional relation between x and y.118) ∴ u(x. we can get f (w) = f (w(x.111). which can be taken as w. can also be solved [2]. 2.24 Governing equations and approximations and ∂w ∂w dx = − dy ∂x ∂y (2. On integrating (2.114) which will be the solution.113). Thus. where C and D are non-zero.DRAFT -. y) (2. y).115) in this case.115) ∴ A = 1 and B = c ∴ dt dx dt dx = gives = A B 1 c ∴ dx = c dt (2.

123) can be written as ∂u dx ∂u dy dφ du = + = ds ∂x ds ∂y ds ds We now have two equations (2.121). NT where N T is the transpose of the matrix N of cofactors of M .DRAFT - .121) Let the boundary condition (2. Along the boundary represented by (2. s in the arc length along the boundary.120) as ∂u dx ∂u dy dφ + = ∂x ds ∂y ds ds (2.122) Here.122). (2.124) with two unknowns (2. y) subject to the boundary condition u(x.124) ∂u ∂u and . is zero since M −1 = |M | DRAFT -.DRAFT -.123) ds ∂x ds ∂y ds Using (2.127) (2.121) 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.DRAFT -.125) and ∂u ∂u A+ B=C ∂x ∂y or     ∂u   dφ dx dy  ∂x    ds   ds ds   =     ∂u  A B C ∂y ∂u ∂u and as We can solve (2.DRAFT -.128) The solution is not possible if the determinant of the matrix.Characteristics 25 Let us now solve (2.120) for u(x. y) = φ(s) (2. whose inverse is required. the variation of u is given by du ∂u dx ∂u dy = + (2. We can ∂x ∂y write (2.120) and (2.127) to obtain the unknowns ∂x ∂y   ∂u     dx dy −1 dφ  ∂x     ds ds   ds   =     ∂u  A B C ∂y (2.124) and (2.126) (2.

26

Governing equations and approximations

The determinant is zero if

dx
ds

dy
ds = 0

A

B

(2.129)

or
B

dx
dy
−A
= 0
ds
ds
∴B

dy
dx
= A
ds
ds

dy
B
∴ ds =
dx
A
ds
dy
B

=
dx
A

dy
dx
=
A
B

(2.130)

We have already seen that (2.130) represents that curve in the (x, y) plane in which w is
a constant with (u(x, y)) = f (w). Such curves are called characteristic curves or simply
∂u
∂u
or
may not exist
characteristics. Note also that the derivatives of the solution,
∂x
∂y
along the characteristics, since w = constant along the characteristics.
∂u

=
f (w) =
∂x
∂x

∂u
=
f (w) =
∂y
∂y

∂f ∂w
∂f
=
0=0
∂w ∂x
∂w
∂f ∂w
∂f
=
0=0
∂w ∂y
∂w

Therefore, discontinuities in solution may exist along the characteristics. That is why we
∂u
∂u
and
everywhere in the (x, y) domain except along the characteristics
can solve for
∂x
∂y
(when the determinant is zero (2.129)).

2.6.3

Second Order PDEs

The general form of a second order PDE is
A(x, y)

∂ 2u
∂2u
∂u ∂u
∂2u
+
B(x,
y)
+
C(x,
y)
= D(x, y, u, , )
2
2
∂x
∂x∂y
∂y
∂x ∂y

(2.131)

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

Second order PDEs

27

Apart from the general form of the second order PDE, we can obtain two more relation∂u
∂u
ships by applying the chain rule to the total derivatives of
and
[3].
∂x
∂y
∂ 2u
∂2u
∂ 2u
+
B
+
C
= D
(2.132)
∂x2
∂x∂y
∂y 2 

∂2u
∂u
∂ 2u
(2.133)
dx +
dy = d
2
∂x
∂x∂y
∂x 

∂2u
∂2u
∂u
(2.134)
dx + 2 dy = d
∂x∂y
∂y
∂y
or
 2  

∂ u
D
  ∂x2 


A B C 
  
 
 



∂u 
 
2




u
d



 dx dy 0  

=
(2.135)

∂x
  ∂x∂y  






    


∂u 
0 dx dy  ∂ 2 u  
d
∂y
∂y 2
∂2u
∂2u ∂2u
,
and
everywhere in the (x, y)
The equation (2.135) can be solved for
∂x2 ∂x∂y
∂y 2
domain, except on a curve where the determinant in (2.135) is zero, which will be the
characteristic curve. The zero determinant condition is
A B C
A

dx dy
0

0 =0

(2.136)

dx dy    

∴ A (dy)2 − dx 0 − B [dxdy − 0] + C (dx)2 − dy 0 = 0
∴ A (dy)2 − B (dxdy) + C (dx)2 = 0

Let us divide by (2.138) by (dx)2 to obtain 
2
dy
dy
A
−B
+C =0
dx
dx

(2.137)
(2.138)

(2.139)

This is the equation of the curve along which the second partial derivatives of u cannot
be defined. The solution to (2.139) is
p
−(−B) ± (−B)2 − 4AC
dy
=
(2.140)
dx
2A
p
B ± (B)2 − 4AC
dy
=
(2.141)

dx
2A

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

28

Governing equations and approximations

The curves in the (x, y) domain satisfying (2.139) are called the characteristics of the
PDE (2.131). The characteristics have tangents at each point given by (2.139), when
A 6= 0. The equation (2.141) has real solutions when B 2 − 4AC > 0 and complex roots
when B 2 − 4AC < 0. The second order PDEs are classified accordingly as
• Hyperbolic if B 2 − 4AC > 0
• Parabolic if B 2 − 4AC = 0
• Elliptic if B 2 − 4AC < 0

When the PDEs are hyperbolic (B 2 − 4AC > 0), the equation (2.139) defines two
families of real curves in (x, y) plane. When the PDEs are parabolic (B 2 − 4AC = 0) the
equation (2.139) defines one family of real curves in the (x, y) plane. When the PDEs are
elliptic (B 2 −4AC < 0) the equation (2.139) defines two families of complex curves. Note
that if A, B & C are not constant, the equation may change from one type to another at
different points in the domain. This classification is similar to the classification of general
second degree equations in analytical geometry. Recall that the general equation for a
conic section in analytical geometry is given by
ax2 + bxy + cy 2 + dx + ey = f

(2.142)

and the conic section takes different shapes as given below.
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

(2.143)
(2.144)
(2.145)

• Example 1 : Consider wave equation

2
∂2u
2∂ u
=
c
∂t2
∂x2

1 ∂2u
∂ 2u

=0
∂x2 c2 ∂t2

1
∴ A = 1, B = 0 & C = − 2
c
r
−1
0 ± (0)2 − 4 × 1 × ( 2 )
1
dt
c
=


dx
2×1
c
dx
= ±c

dt
∴ x = ct + k & x = −ct + k (k = constant)

Here, x − ct = k & x + ct = k are the characteristics. Since B 2 − 4AC > 0, the
equation is hyperbolic.

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

Physical significance of the classification

29

• Example 2 : Consider the pure diffusion equation
∂2u
∂u
=α 2
∂t
∂x
∴α

∂2u
∂u
=
2
∂x
∂t

∴ A = α, B = 0 & C = 0
∴ B 2 − 4AC = 0 − 4α · 0 = 0
Therefore the equation is parabolic.
• Example 3 : Consider the Laplace equation in 2-D
∂ 2u ∂ 2u
+
=0
∂x2 ∂y 2

(2.146)

Here, A = 1, B = 0 and C = 1. ∴ B 2 − 4AC = 0 − 4 · 1 · 1 = −4. ∴ B 2 − 4AC < 0.
This equation is elliptic.

2.6.4

Physical Significance of the Classification

The mathematical classification introduced in the previous sections, leading to the categorization of the equations of fluid flows and heat transfer as hyperbolic, parabolic or
elliptic, is significant as different types of equations represent different physical behaviour
and demands different types of treatment analytically and numerically.
Hyperbolic PDEs
Hyperbolic equations are characterized by information propagation along certain preferred
directions. These preferred directions are related to the characteristics of the PDEs.
Consequently, there are domains of dependence and zones of influence in the physical
domains where the hyperbolic equations apply. The linear convection equation, the nonlinear inviscid Burgers equation, the Euler equations, the inviscid isothermal equations
and the isentropic equations are all hyperbolic equations. As an illustration, let us consider
the wave equation (which describes linearized gas dynamics, i.e., acoustics), given by
2
∂2u
2∂ u
=
c
∂t2
∂x2

(2.147)

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

there are two real characteristics associated with the wave equation considered here. which is a typical hyperbolic partial differential equations (PDE).30 Governing equations and approximations As in a previous section for second order PDE.150) Therefore.8: Domain of the Solution for a Hyperbolic PDE (Wave equation) DRAFT -. The information propagation along the characteristics is with the speed a= dx = ±c dt (2.149) Solving the above quadratic equation. Figure 2. we get dx = ±c or x = x0 ± ct dt (2. is shown in the figure (2. we obtain (dx)2 − c2 (dt)2 = 0 (2.151) The domain of the solution for the wave equation. we can write the above equation as  2  ∂ u   ∂t2   0        ∂u  1 0 −c2  2     d   ∂ u   dt dx 0   (2.8).DRAFT -.DRAFT -.DRAFT -.148) = ∂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.DRAFT - .

155) Thus. The characteristics are lines of constant time.DRAFT -. The DRAFT -. given by ∂T ∂2T =α 2 ∂t ∂x (2.DRAFT -. The domain of the solution for a typical parablic PDE (unsteady heat conduction equation) is shown in figure (2. Therefore. A typical example is the steady state heat conduction in a slab. 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       ∂ 2 T    ∂T  d ∂t ∂t2             (2.153) Setting the determinant of the coefficient matrix to zero and solving for the slopes of the characteristic paths. there are two real but repeated roots associated with the characteristic equation for unsteady conduction equation in 1-D.154) Thus. Unsteady heat conduction equation.152) As done before.9). 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). we get α(dt)2 = 0 dt = ±0 t = constant (2. Consider the unsteady heat conduction equation in 1-D.DRAFT - .Physical significance of the classification 31 Parabolic PDEs The parabolic equations are typically characterized by one direction information propagation. Elliptic PDEs In contrast to the hyperbolic equations. the information propagates in all directions.DRAFT -. The speed of information propagation (from the above equations) is dx dx = = ±∞ dt ±0 (2. unsteady viscous Burgers equation and unsteady linear convection-diffusion equation are examples of parabolic equations.

there are no preferred directions for information propagation.9: Domain of Solution for a Parabolic PDE (unsteady heat conduction equation) pure diffusion equations in steady state are elliptic equations. the roots are complex and there are no real characteristics.32 Governing equations and approximations Figure 2. The domain of dependence and the range of influence both cover the entire space considered.DRAFT - . we obtain 1 (dy)2 + 1 (dx)2 = 0 or √ dy = ± −1 dx (2.DRAFT -.DRAFT -.10).157) Setting the determinant to zero and solving for the characteristics. given by ∂ 2T ∂2T + =0 ∂x2 ∂y 2 As done before. DRAFT -.DRAFT -.158) Thus. That means. Consider the steady heat conduction equation in 2-D.156)         (2. 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 (2. The domain of solution for a typical elliptic equation (steady state heat condution equation in 2-D) is shown in figure (2.

. . elliptic or parabolic equations. Let us now consider the vector case for hyperbolicity.160) DRAFT -. Un       G =     G1 G2 . characterized by preferred directions of information propagation.7 Euler equations and Hyperbolicity We have seen how a scalar equation (linear convection equation in this case) is hyperbolic.10: Domain of Solution for an Elliptic PDE (steady heat conduction equation) Not all equations can be classified neatly into hyperbolic. 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).159) where    U =  U1 U2 .DRAFT -. 2. Definition of hyperbolicity for systems of PDEs Consider a system of PDEs ∂G ∂U + =0 ∂t ∂x (2. ..Euler equations and hyperbolicity 33 Figure 2. Gn      (2.DRAFT - . The mathematical behaviour of the fluid flow equations may change from one point to another point in the flow domain.DRAFT -.DRAFT -. Some equations show mixed behaviour.

167) R ∂t ∂x DRAFT -.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). .34 Governing equations and approximations Here. .. then the hyperbolic system +A = 0 is linear. If the system is hyperbolic. If the eigenvectors are also distinct. Rn ] . R = [R1 . · · · . then so is R. 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.. . we can define a hyperbolic system of equations as a system with real eigenvalues and diagonalisable coefficient (flux Jacobian) matrix. each component of which is a function of U .  0 · · · λn (2.166) ∂t ∂t ∂x ∂x Therefore ∂W ∂W + AR =0 (2. Therefore ∂U ∂W ∂U ∂W =R and =R (2.163) (2. A system of partial differential equations (2. Usually.DRAFT -.162) is hyperbolic if the matrix A has real eigenvalues and a corresponding set of linearly independent eigenvectors. Linear systems and characteristic variables ∂U ∂U If A is constant. the system is said to be strictly hyperbolic.DRAFT -. 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 (2. in fluid dynamics.DRAFT -.   λ1 · · · 0  0 ··· 0    D =  .. If A is a constant.164) Therefore. G is a non-linear function of U . ARi = λi Ri  .165) then the hyperbolic system will be completely decoupled. Note that A will be a n×n matrix. . If we introduce a ∂t ∂x characteristic variable as W = R−1 U (2.162) is known as the quasi-linear form.161) or ∂U ∂G ∂U +A = 0 where A = (2.162) ∂t ∂x ∂U The above form of system of PDEs (2.  .

R2 =  u  and R3 =  u + a  1 2 H + ua H − ua u 2  (2.DRAFT -.DRAFT -. we can see that the 1-D Euler equations are (strictly) hyperbolic.170) ∂U ∂G ∂U +A = 0 where A = ∂t ∂x ∂U    A=  0 γ−3 2 u 2 a2 u γ−2 3 u − 2 γ−1 1 (2.171) 0   (3 − γ) u γ−1    a2 3 − 2γ 2 u + γu 2 γ−1 (2.175) Therefore.DRAFT - .169) 1-D Euler equations The 1-D Euler equations ∂U ∂U + =0 ∂t ∂x which can be written in quasi-linear form as (2. λ2 = u and λ3 = u + a (2. are multi-dimensional Euler equations.168) ∂W ∂W +D =0 ∂t ∂x (2. So.173)  2    γ−1 2 2 u −H H − (γ − 1) u γu u 2 The eigenvalues of A are λ1 = u − a.172) 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 -.174) and the corresponding eigenvectors are      1 1 1   R1 =  u − a  .DRAFT -.Euler equations and hyperbolicity or Therefore 35 ∂W ∂W + R−1 AR = =0 ∂t ∂x (2.

apart from the traditional numerical methods for solving the equations of compressible flows. we can apply Newton’s laws of motion to the molecules and. We can also consider the fluid flow from a microscopic point of view.y. the local number density. we need to solve the Euler or Navier-Stokes equations. which is the subject matter of traditional CFD and some algorithms for doing so will be presented in the next chapters. In the Kinetic Theory.DRAFT -. drag. like density. Neither can we know the initial conditions for all the molecules. solve the resulting equations. which are obtained by applying Newton’s laws of motion to the fluids. Let the number of molecules in this volume be ∆3 N .DRAFT -. considering the flow of molecules and their collisions. along with the related numerical methods known as the Relaxation Schemes. as they can be used to calculate the required design parameters like lift. as there will be 1023 molecules in a mole of a gas. The variables of interest are the fluid velocities and the fluid density. say a wing of an aeroplane. both the microscopic and the macroscopic approaches must be related. The macroscopic quantities of interest.36 Governing equations and approximations In this short course. is given by n (r) = Lim∆3 r→0 ∆3 N ∆3 r (2. alternative methodologies based on the Kinetic Theory of Gases. The next two sections are devoted to the presentation of the governing equations for these two strategies. Consider a small volume ∆V (∆V = ∆3 r) in the physical space (x. Boltzmann Equation and its Moments as Macroscopic Equations Consider the flow of air over a solid body.DRAFT - . 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. are obtained by taking statistical averages of the molecular quantities.176) DRAFT -. To obtain these variables. Therefore.DRAFT -. But. which represents the number of molecules per unit volume. 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. The macroscopic variables can be obtained as statistical averages of the microscopic quantities. These averages are taken over macroscopically infinitesimal but microscopically large volumes. These averages are also known as moments and this process of taking averages is called as taking moments. the movement of the molecules is described by probabilities instead of individual paths of molecules. as we are referring to the same fluid flow. pressure and velocity. Similar to the NavierStokes equations. Obviously. This is the approach of the Kinetic Theory of Gases.8 Kinetic Theory. will be presented. Therefore. 2. thrust and heat transfer coefficients. it is practically impossible to solve the large number of equations that result. in principle.z). apart from the thermodynamic variables like pressure and temperature.

178) where fp (r.DRAFT -. v) dxdydz dv1 dv2 dv3 (2. we can write d6 N = fp (r. known as the phase space distribution function. we can write ρu = hvf i (2.179) n (r) = −∞ −∞ −∞ which we denote by a simpler notation as n = hfp i (2.177) and we can calculate the number of molecules if the local number density (or the molecular distribution) is known.Kinetic theory of gases 37 Therefore. Therefore. we can write d3 N = n (r) d3 r (2. If we consider a phase space.183) nmhvi = hvmfp i (2. and identifying the density of the gas as the number of molecules multiplied by the mass of the molecules.182) −∞ or nhvi = hvfp i (2. the average or mean speed of the molecules can be written as Z ∞Z ∞Z ∞ vfp (r. we can calculate the number of molecules by integrating the phase space distribution function (thereby obtaining the physical number density) as Z ∞Z ∞Z ∞ fp (r.DRAFT - .DRAFT -. we obtain or Denoting the average molecular velocity hvi by u and recognizing it as the fluid velocity.186) DRAFT -. we obtain mn = ρ = hmfp i = hf i where f = mfp Similarly. m.DRAFT -. if the phase space distribution function is known. which has three additional coordinates as the molecular velocities apart from three physical coordinates.184) ρhvi = hvf i (2. v) d3 rd3 v = fp (r. v) d3 v (2. v) d3 v n (r) hvi = −∞ −∞ (2. v) is the local number density in the phase space.181) (2.180) Multiplying both sides of the above equation by the mass of the molecules.185) Multiplying by the mass.

It is also known as Maxwellian distribution. we can obtain an average for the kinetic energy as 1 ρE = h v2 f i 2 (2.195) is the internal energy.188) Thus.DRAFT -.193) (2.DRAFT -. we can also derive the following additional moments for the Pressure tensor and the heat flux vector. the gas in the system will reach thermodynamic equilibrium. we have to modify the moment definitions. The velocity distribution of such a state is known as the equilibrium distribution.DRAFT -. ρE = h v2 f i 2 (2. Pij = pδij − τij = hci cj f i where c = v − u (2. random velocity or thermal velocity. However. But. Here. ρu = hvf i . to get the right value of E. the right expression for E is E =e+ where e= u2 2 p ρ(γ − 1) (2.38 Governing equations and approximations Similarly.187) 1 ρ = hf i .189) qi = hcci f i (2.194) (2. In such a state.191) 0 if i 6= j and c2 = c21 + c22 + c23 . defined by  1 if i = j δij = (2. first let us learn about the equilibrium distribution.192) The expression for E can be evaluated as E= p u2 + 2ρ 2 But. δij is the Kronecker delta function. and if there are no internal heat sources and external forces.DRAFT - . we have the expressions which give the macroscopic quantities as averages (also called as moments) of the molecular velocity distribution function. the flows of interest always contain DRAFT -.190) and The relative velocity c is known by various names as peculiar velocity. In addition to the above moments. Therefore. all gradients are zero (the gas is at rest). v2 = v12 + v22 + v32 (2. If we keep a system isolated from the surroundings and insulated (no heat transfer).

. . we need to know some basic integrals. R is the gas constant... From the definitions. for 2-D.196) π where ρ 1 = (2. 2. 2. For 1-D. 1.DRAFT - . 1. we consider the concept of local thermal equilibrium. (2.200) U3 ∞ F dv −∞ Z ∞ vF dv = hvF i = −∞ Z ∞ 2 v2 v = h Fi = F dv 2 −∞ 2 U1 = hF i = U2 Z (2. let us evaluate the moments..Kinetic theory of gases 39 changes in velocity and gas properties.199) 1 2 v 2 Using the Maxwellian   1   U = h v  F i 1 2 v 2 (2.201) (2. . Some types of integrals we encounter often are Z ∞ 2 xn e−x dx n = 0..DRAFT -. For such conditions. D=2 and for 3-D.DRAFT -. (2..206) −∞ DRAFT -. we consider locally Maxwellian distributions.205) Jn = 0 Z 0 2 − Jn = xn e−x dx n = 0.202) (2. we can write for 1 − D   1   U = h v  f i (2. The Maxwellian distribution is defined by   D2 2 β F =ρ e−β(v−u) (2.DRAFT -.. Therefore. D=1.203) To evaluate the above.197) 2RT 2P and D is the number of translational degrees of freedom. (2. defined by the state equation β= p = ρRT (2. when locally the gradients are very small. D=3.204) Jn = −∞ Z ∞ 2 + xn e−x dx n = 0. 1.198) Now that we know the expression for the Maxwellian distribution. 2.

√  √ π  +  J0 = π J 0 =   2   1  +   J1 = 0 J1 =   2 √ √  π π + J2 = J2 = 2 4    1  +   J3 = 0 J3 =  2√  √  3 π  3 π  +  J4 = J4 = 4 8 and Jn− = Jn − Jn+ Using these integrals.208) −∞ Let x = r cosθ and y = r sinθ.40 Governing equations and approximations R∞ 2 We first need to evaluate the fundamental integral −∞ e−x dx.207) −∞ −∞ −∞ (2. for a Maxwellian   v2 1 2 p U3 = h F i = ρ + u = ρE 2 2ρ 2 u2 p + where E = 2ρ 2 (2.211) (2. we get. we get Z ∞Z ∞ Z ∞Z ∞ 2 2 −x2 −y 2 2 e(x +y ) dxdy e e dxdy = K = −∞ (2.DRAFT -.213) DRAFT -.212) (2.DRAFT -. if we derive U3 . we can derive the following expressions. Let Z ∞ Z ∞ 2 −x2 K= e dx = e−y dy −∞ Since definite integral is a function of limits only.210) (2. Then 2 K = Z 0 2 K = ∞ Z 2π 2 e−r rdrdθ 0 [θ]2π 0  Z ∞ 2 e−r rdr 0 −1 −r2 K = 2π · e 2 √ K= π 2 Therefore.209) −∞ Using the above.DRAFT - . Z ∞ 2 e−x dx = ∞ =π 0 √ π (2.DRAFT -.

for Euler equations. The Maxwellian is modified as  D ρ β 2 −β(v−u)2 −I F = e e I0 I0 π (2 + D) − γD where I0 = RT 2 (γ − 1) (2.216) 0 −∞ Z ∞ Z ∞ v2 d3 v (I + )f dI ρE = (2.DRAFT -.221) (in the absence of external forces). To add internal energy contributions.215) 0 −∞ Z ∞ Z ∞ ρu = dI d3 v vf (2. For an introduction to the Kinetic Theory of Gases. The right hand side. f .DRAFT -.221) represents the temporal and spatial evolution of the velocity distribution function.DRAFT -. we know that E= p u2 + ρ(γ − 1) 2 (2. which is difficult to solve. A polyatomic gas has internal degrees of freedom contributing to vibrational and rotational energies. 6].214) This discrepancy is because we considered only a mono-atomic gas which has no internal degrees of freedom contributing to internal energy. The basic equation of kinetic theory is the Boltzmann equation ∂f ∂f +v = J (f. Z ∞ Z ∞ ρ = dI d3 v f (2. The molecules are in free flow except while undergoing collisions. The collision term makes (2.217) 2 −∞ 0 where v2 = v12 + v22 + v32 (2.Kinetic theory of gases 41 But. 5. the reader is referred to the following books [4. f ) ∂t ∂x (2.221) an integro-differential equation. The left hand side of (2. we modify the definitions as follows. DRAFT -.220) is the average internal energy due to non-translational degrees of freedom. The LHS represents the free flow and the RHS represents the changes in the velocity distribution due to collisions. It has only translational degrees of freedom. f ) represents the collision term.DRAFT - . J(f.218) Here I is the internal energy variable corresponding to non-translational degrees of freedom.219) (2.

tR .223) as ∂f ∂t = −v ∂f ∂t ∂f F −f + ∂x tR = O1 + O2 ∂f ∂x F −f = tR where O1 = −v and O2 (2.227) We can split (2. let us consider the (2.DRAFT - . F .225) into two steps: ∂f ∂t = O1 (2.228) ∂f ∂t = O2 (2.229) can be re-written as ∂f ∂f +v = 0 ∂t ∂x (2. in a small relaxation time.230) DRAFT -.222) According to the B-G-K model. relaxes to a Maxwellian distribution.8.223).DRAFT -.228) and (2. We can re-write (2.1 Governing equations and approximations B-G-K Model for the collision term Bhatnagar. the velocity distribution function.223) ∂t ∂x tR 2. the Boltzmann equation becomes ∂f F −f ∂f +v = (2.DRAFT -.225) (2.DRAFT -.221) is usually solved by a splitting method.42 2.229) (2.226) (2.2 Splitting Method Boltzmann equation (2. Gross and Krook [7] proposed a simple model for the collision term : J (f.8. With this model.224) (2. To illustrate the splitting method. f ) = F −f tR (2. f .

231) is the collision equation for f. The Euler equations ∂U ∂Gi + = 0 ∂t ∂xi  where (i = 1. after the convection step.237) Therefore. F −f df = (2. 3)  ρ  ρui  U = ρE (2.235) Therefore. If we start with an initially Maxwelian distribution.DRAFT -. the equation (2. If the relaxation time is zero.DRAFT - .239) (2.232) dt tR This is a simple ODE for which the solution is given by − tt f = (f0 − F ) e − tt or f = f0 e R If we take tR = 0. We can write (2.233) (2. The operator splitting has resulted in two steps: (i) a convection step and (ii) a collision step.233) gives R +F   − t + F 1 − e tR t f = f0 e− 0 + F or f = F (2.DRAFT -.230) is the convection equation for f and equation (2. 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. in the collision step.236) ∂t ∂x Relaxation Step: f =F (2.234) (2.231) as an ODE.240) DRAFT -.231) equation (2. Let us see how.238) as a basis for developing kinetic schemes. 2. the collision step becomes a relaxation step.231) can be solved. Thus. (2. we can use the approximation ∂F ∂F +v =0 ∂t ∂x (2.Kinetic theory of gases 43 ∂f ∂t F −f tR = (2.DRAFT -. then (2. in kinetic schemes. the distribution function instantaneously relaxes to a Maxwellian distribution. In the convection step.230) can be solved exactly or numerically. Therefore. the exact solution of the collision step drives the distribution to a Maxwellian.

9 Relaxation Systems for Non-linear Conservation Laws In the previous section. t = 0) = u0 (x) .244) + vi h  v2 ∂t ∂xi I+ 2     1 1 Z ∞ Z ∞     vi vi Therefore. Thus. The splitting method is also an inherent part in most of the Kinetic Schemes. using the Kinetic Theory of Gases.DRAFT -.DRAFT -.247) ∂t ∂x with the initial condition u (x. In this section. the non-linear vector conservation laws of Fluid Dynamics were derived from a simpler linear convection equation (the Boltzmann equation). U = h d3 v  dI (2.44 Governing equations and approximations and   ρui G =  δij p + ρui uj  pui + ρui E (2. 2. This framework of a Relaxation System is even simpler than the previous one and is easier to deal with. in which the non-linear conservation laws are linearized by a Relaxation Approximation.DRAFT -.241) E = p u2 + ρ (γ − 1) 2 (2. DRAFT -.245)  fi = 2 f v2 v −∞ 0 I+ I+ 2 2     1 1 Z ∞ Z ∞     vi vi d3 v  dI (2.DRAFT - . the task of solving the non-linear vector conservation equations was simplified by the use of a linear convection equation.246) and Gj = h 2  vj f 2  vj f i = v v −∞ 0 I+ I+ 2 2 The Kinetic Schemes are based on the above connection between the Boltzmann equation and Euler equations. Consider a scalar conservation law in one dimension ∂u ∂g (u) + =0 (2.242) u2 = u21 + u22 + u23 (2.243) can be obtained as moments of the Boltzmann equation:   1   ∂f ∂f   v i = 0i (2. another such a simpler framework is presented.

in the limit ǫ → 0. The main difficulty in solving this equation numerically is the non-linearity of the flux g (u). u is the velocity. we obtain v = g (u).250) This initial condition avoids the development of an initial layer. defined by u2 p + (2.DRAFT -.247). 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.Relaxation systems for non-linear conservation laws 45 u2 Here the flux g (u) is a non-linear function of the dependent variable u.252) U =  ρu  and G (U) =  p + ρu2  pu + ρuE ρE where ρ is the density.248) Here.DRAFT -. solving the Relaxation System (2.248) as   ∂v 2 ∂u ǫ = − [v − g (u)] (2. we recover the original non-linear conservation law (2.253) E= ρ (γ − 1) 2 DRAFT -. 2 we recover the inviscid Burgers equation. We can rearrange the second equation of the above system (2. given by ∂U ∂G (U) + =0 ∂t ∂x (2. λ is a positive constant and ǫ is a very small number approaching zero.248). and this can be handled easily by the method of splitting.248) is equivalent to solving the original conservation law (2.DRAFT - . Therefore. U is the vector of conserved variables and G (U) is the flux vector. which is not an explicit function of the dependent variable u and provided the following system of equations. The source term is still non-linear. Jin and Xin [8] dealt with this problem of non-linearity by introducing a new variable v.251) Here. The initial condition for the new variable v is given by v(x. Substituting this expression in the first equation of the Relaxation System (2. Consider a vector conservation law in one dimension. ∂u ∂v + ∂t ∂t = 0 1 ∂u ∂v + λ2 = − [v − g (u)] ∂t ∂x ǫ (2. defined by     ρu ρ (2. 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. p is the pressure and E is the total internal energy of the fluid.DRAFT -.247). as the initial state is in local equilibrium [8]. t = 0) = g (u0 (x)) (2. With g (u) = .249) +λ ∂t ∂x and as ǫ → 0.

260) DRAFT -. (i = 1. a Chapman-Enskog type expansion is performed for the Relaxation System.DRAFT - . 3) in the Relaxation System for the vector case (2. defined by   D1 0 0 D =  0 D2 0  0 0 D3 (2. momentum and energy conservation laws for the case of an inviscid compressible fluid flow.46 Governing equations and approximations with γ being the ratio of specific heats. following Jin and Xin [8].258) Since the first equation of the Relaxation System (2. The Relaxation System for the above vector conservation laws is given by ∂U ∂V + ∂t ∂x = 0 ∂U 1 ∂V +D = − [V − G (U)] ∂t ∂x ǫ where D is a positive constant diagonal matrix.259) ∂g ∂v ∂v =− + O [ǫ] ∂t ∂u ∂x (2.256) +λ ∂t ∂x which means that v = g (u) + O [ǫ] (2.248) and Di . To understand this better.248) gives we can write ∂u ∂v =− ∂t ∂x (2. we obtain ∂v ∂ ∂g ∂u = [g (u)] + O [ǫ] = + O [ǫ] ∂t ∂t ∂u ∂t (2.255) The positive constants λ in the Relaxation System for the scalar case (2. We can rewrite the second equation of the Relaxation System (2.257) Differentiating with respect to time. let us do a Chapman-Enskog type expansion for the Relaxation System. The above vector conservation laws are the Euler equations of gas dynamics and describe the mass. 2.DRAFT -.DRAFT -.DRAFT -.254) are chosen in such a way that the Relaxation System is a dissipative (stable) approximation to the original non-linear conservation laws.248) as   ∂v 2 ∂u v = g (u) − ǫ (2.254) (2.9. 2.1 Chapman-Enskog type expansion for the Relaxation System In this section.

262) (2. 2 λ ≥  ∂g ∂u 2 or − λ ≤  ∂g ∂u  ≤λ (2. 2  ∂G (U) ≥0 (2.251) modeled by the Relaxation System (2.248) should be chosen in such a way that the condition (2. we can write   ∂v ∂g ∂ =− {g (u) + O [ǫ]} + O [ǫ] ∂t ∂u ∂x    2 ∂g ∂u ∂v ∂g ∂g ∂u + O [ǫ] = − or =− + O [ǫ] ∂t ∂u ∂u ∂x ∂u ∂x Substituting the above expression in (2. The constant λ in the Relaxation System (2. For the coefficient of dissipation to be positive (then the model is stable).254).Relaxation systems for non-linear conservation laws 47 Therefore. the following condition should be satisfied. we get ) # " (  2 ∂u ∂u ∂g + O [ǫ] + λ2 v = g (u) − ǫ − ∂u ∂x ∂x or " ∂u v = g (u) − ǫ ∂x ( λ2 −  ∂g ∂u 2 )#   + O ǫ2 (2.265) contains a second derivative of u and hence represents a dissipation (viscous) term. the Relaxation System provides a vanishing viscosity model to the original conservation law. the Chapman–Enskog type expansion gives "( #  2 ) ∂U ∂G(U) ∂ ∂U ∂G(U) D− + O(ǫ2 ) (2.265) λ − ∂t ∂x ∂x ∂x ∂u The right hand side of (2.256).DRAFT -. the following condition should be satisfied.266) is satisfied.DRAFT - .261) (2.DRAFT -.254) to be dissipative.264) Substituting this expression for v in the first equation of the Relaxation System (2. The coefficient represents the coefficient of viscosity.257). using (2.268) D− ∂U DRAFT -. For the vector conservation laws (2. Therefore.263) (2.267) + =ǫ ∂t ∂x ∂x ∂U ∂x For the Relaxation System (2.DRAFT -.248).266) This is referred to as the sub-characteristic condition. we get " (  2 )#   ∂ ∂u ∂g ∂u ∂g (u) 2 + =ǫ + O ǫ2 (2.

272) is a set of coupled hyperbolic equations.248) is hyperbolic. we can write f = R−1 Q which gives Q = Rf (2. R−1 and Λ are given by   1 1      2 − 2λ  −λ 0 1 1   −1 (2.2 Diagonal form of the Relaxation System The Relaxation System (2.DRAFT - . R = R=  and Λ = 0 λ −λ λ  1 1  2 2λ Since the Relaxation System (2. 2.277) DRAFT -..269) (2.275) .DRAFT -.DRAFT -.271) where I is a unit matrix.273) − [v − g (u)] ǫ As the Relaxation System (2. i.48 Governing equations and approximations Based on the eigenvalues of the original conservation laws (2. The expressions for R.   2 λ1 0 0 (i) Define D as D =  0 λ22 0  0 0 λ23 First choice : λ2 = λ21 = λ22 = λ23 = max [|u − a|. λ22 = max|u| and λ23 = max|u + a| (2. Jin and Xin [8] proposed the following two choices.274) where R is the matrix of right eigenvectors of A. |u + a|] (ii) Second choice : λ21 = max|u − a|. With the first choice.272) and.e. Euler equations. R−1 is its inverse and Λ is a diagonal matrix with eigenvalues of A as its elements. we can write where Q = .270) where u is the fluid velocity and a is the speed of sound.251).9.276) ∂Q ∂f ∂Q ∂f =R and =R ∂t ∂t ∂x ∂x (2. |u|. A= and H = A = RΛR−1 and consequently Λ = R−1 AR (2.DRAFT -. the diagonal matrix D can be written as D = λ2 I (2.272) 0 # 1 (2.248) can be written in matrix form as  u v   0 1 λ2 0 ∂Q ∂Q +A =H ∂t ∂x "  (2. therefore. so is (2. we can decouple it by introducing the characteristic variables as Therefore.

279) where   u v  1 −    2λǫ [v − g (u)] 2 2λ   f1  and R−1 H =  f= = R−1 Q =    f2  v  u 1 + [v − g (u)] − 2 2λ 2λǫ      (2.247). but these can be handled easily by the splitting method.247). we obtain ∂f ∂f + R−1 AR = R−1 H ∂t ∂x (2.281) ∂f2 1 ∂f2 +λ = − [v − g (u)] ∂t ∂x 2λǫ Solving these two equations in the limit of ǫ → 0 is equivalent to solving the original non-linear conservation law (2.DRAFT -.251). DRAFT -.DRAFT -.280) Thus.282) using which we can recover the original variables u and v. The source terms are still non-linear.283) ∂f2 ∂f2 1 +λ = − [V − G (U)] ∂t ∂x 2λǫ where f1 and f2 are vectors with three components each for the 1-D case. we obtain two decoupled equations as ∂f1 1 ∂f1 −λ = [v − g (u)] ∂t ∂x 2λǫ (2. which will be described in the following sections.275) and (2.Relaxation systems for non-linear conservation laws 49 Substituting the above expressions in (2. Using (2. the diagonal form of the Relaxation System leads to ∂f1 ∂f1 1 −λ = [V − G (U)] ∂t ∂x 2λǫ (2.DRAFT - . we obtain the expressions u = f1 + f2 and v = λ (f2 − f1 ) (2. the above equation can be written as ∂f ∂f +Λ = R−1 H ∂t ∂x (2. since the convection terms in them are linear. In the case of vector conservation laws (2.276).DRAFT -.278) Using (2.274). It is much easier to solve the above two equations than solving (2.272).

11].286) where ξ is the molecular velocity (we are not using v as it has been used in the Relaxation System for the new variable). The Euler equations can be obtained as moments of the Boltzmann equation. T is the temperature. 10.3 Governing equations and approximations Diagonal form as a Discrete Kinetic System The diagonal form of the Relaxation System can be interpreted as a discrete Boltzmann equation [9. the diagonal form of the Relaxation System (2. The 1-D local Maxwellian for such a case is given by ρ F = I0   21 h i β −β(ξ−u)2 + II 0 e π (2. except that the molecular velocities are discrete (−λ and λ) and the distribution function f correspondingly has two components.50 2.DRAFT -.287) 1 where ρ is the density.DRAFT -. The new variable F represents the local Maxwellian distribution.284) With these new variables. tR is the relaxation time and F is the equilibrium (Maxwellian) distribution. β = 2RT . f1 andf2 .9. The moments of the distribution function lead to the macroscopic variables as u= Z 0 ∞ dI Z ∞ −∞   dξ  1 ξ 2 ξ I+ 2   f = Z 0 ∞ dI Z ∞ −∞   dξ  1 ξ 2 ξ I+ 2   F (2. This interpretation was used by Natalini [9] and Driollet & Natalini [10] to develop multi-dimensional Relaxation Systems which are diagonalizable and new schmes based on them. Let us introduce a new variable F as  u g (u)    − 2λ F1  2 F= = F2  u g (u) + 2 2λ      (2.288) DRAFT -.279) can be rewritten as ∂f ∂f 1 +Λ = [F − f ] (2.285) ∂t ∂x ǫ This equation is similar to the Boltzmann equation of Kinetic Theory of Gases with a Bhatnagar-Gross-Krook (B-G-K) collision model.DRAFT - . D is the number of translational degrees of freedom.DRAFT -. The classical Boltzmann equation with B-G-K model in one dimension is given by ∂f ∂f 1 +ξ = [F − f ] ∂t ∂x tR (2. I is the internal energy variable for the non-translational degrees of freedom and I0 is the corresponding average internal energy.

DRAFT - .290) dξ  dI  1 2 ∂t ∂x tR −∞ 0 I+ ξ 2 The corresponding expressions for the moments of the discrete Boltzmann equation are 0 −∞ 2 dI Z 2 u = P f = P F .289) 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   Z ∞ Z ∞ ∂f 1  ∂f  ξ +ξ = [F − f ] (2.294) ∂t ∂x ǫ Using (2.285) by P to obtain     ∂f 1 ∂f +Λ [F − f ] (2. Similarly.291). V = P Λf and G (U) = P ΛF (2. Let us multiply the discrete Boltzmann equation (2.295) ∂t ∂x which is the first equation of the Relaxation System (2.DRAFT -. we get ∂v ∂u 1 + λ2 = − [v − g (u)] (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.293) =P P ∂t ∂x ǫ or 1 ∂ (P f ) ∂ (P Λf ) + = [P F − P f ] (2. multiplying the discrete Boltzmann equation (2. In comparison with the classical Boltzmann equation.248).292) for the case of vector conservation laws. DRAFT -.Relaxation systems for non-linear conservation laws 51 and g (u) = Z ∞ dI Z ∞   dξ  1 ξ    ξf = Z ∞ ∞   dξ  1 ξ    ξF (2.248).297) ∂t ∂x ǫ which is the second equation of the Relaxation System (2. The Relaxation System for the vector conservation laws can also be recovered by a similar procedure.291) for the case of scalar conservation laws and U = P f = P F .DRAFT -. the above equation can be rewritten as ∂u ∂v + =0 (2.291). v = P Λf and g (u) = P ΛF where P = [1 1] (2.296) ∂t ∂x ǫ Evaluating P Λ2 f as λ2 u and using (2. we obtain 1 ∂ (P Λf ) ∂ (P Λ2 f ) + = [P ΛF − P Λf ] (2.285) by P Λ.DRAFT -. The macroscopic equations are obtained from the discrete Boltzmann equation by multiplying by P and P Λ respectively.

4 Multi-dimensional Relaxation Systems Consider a scalar conservation law in 2-D ∂u ∂g1 (u) ∂g2 (u) + + =0 ∂t ∂x ∂y (2.DRAFT - .DRAFT -. · · · . (i = 1.301) The matrices A1 and A2 do not commute (A1 A2 6= A2 A1 ) and the above system is not diagonalizable. A1 =  λ21 0 0  .299) We can write the above Relaxation System in matrix form as ∂Q ∂Q ∂Q + A1 + A2 =H ∂t ∂x ∂y (2.302) For the multi-dimensional diagonal Relaxation System.DRAFT -. This is true in general for the multi-dimensional Relaxation System of Jin and Xin (see [9]). As it is preferable to work with a diagonal form.298) The Relaxation System given by Jin and Xin [8] for the above equation is ∂u ∂v1 ∂v2 + + = 0 ∂t ∂x ∂y ∂u 1 ∂v1 + λ21 = − [v1 − g1 (u)] ∂t ∂x ǫ ∂u 1 ∂v2 + λ22 = − [v2 − g2 (u)] ∂t ∂y ǫ (2.DRAFT -. A2 =  0 0 0  and H =  ǫ 1  1 λ22 0 0 0 0 0 v2 − {v2 − g2 (u)} ǫ      (2.9.52 Governing equations and approximations 2. Driollet and Natalini [10] generalize the discrete Boltzmann equation in 1-D to multi-dimensions to obtain a multi-dimensional Relaxation System as D ∂f X 1 ∂f + = [F − f ] Λk ∂t k=1 ∂xk ǫ (2.300) where        0 0 0 1 0 1 0 u  1  − {v − g1 (u)} Q =  v1  . the local Maxwellians are defined by [10] " # D 1X 1 u+ FD+1 = gk (u) D λ k=1 (2.303) 1 Fi = − gi (u) + FD+1 . D) λ DRAFT -.

DRAFT - . v1 = P Λ1 f and v2 = P Λ2 f (2. the above equation can be simplified to ∂u ∂v1 ∂v2 + + =0 ∂t ∂x ∂y (2.306) Now.307) Multiplying the above equation by P . multiplying the 2-D discrete Boltzmann equation by P .310) DRAFT -. we get 1 ∂ (P Λ1 f ) ∂ (P Λ21 f ) ∂ (P Λ1 Λ2 f ) + + = [P Λ1 F − P Λ1 f ] ∂t ∂x ∂y ǫ (2.Relaxation systems for non-linear conservation laws 53 Let us consider the 2-D case for which the local Maxwellians are given by   u 2 1 − g (u) + g (u) 2   3 3λ 1   3λ F1   u 1 2   F =  F2  =  + g1 (u) − g2 (u)   3 3λ  3λ F3  u  1 1 + g1 (u) + g2 (u) 3 3λ 3λ (2.DRAFT -.DRAFT -. we obtain ∂ (P f ) ∂ (P Λ1 f ) ∂ (P Λ2 f ) 1 + + = [P F − P f ] ∂t ∂x ∂y ǫ (2. The 2-D Boltzmann equation is ∂f ∂f ∂f 1 + Λ1 + Λ2 = [F − f ] ∂t ∂x ∂y ǫ (2. 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. P Λ1 and P Λ2 .304) Using the definitions u = P f = P F . multiplying (2. we can obtain the 2-D Relaxation System for (2.305).307) by P Λ1 .309) Similarly.308) Using (2. g2 = P Λ2 F . Λ1 = 0  u  3   u and f =   3  u 3  0 0 0 0  .DRAFT -.305) we can obtain  −λ  0 P = [1 1 1] .298). g1 = P Λ1 F .

(2. 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 ǫ ∂v2 λ ∂ λ ∂ 1 + [λu + v1 + v2 ] + [2 (λu + v1 + v2 ) − 3v2 ] = [g2 (u) − v2 ] ∂t 3 ∂x 3 ∂y ǫ (2.299).309). The above derivation was done only to see the type of multi-dimensional Relaxation System we obtain from the multi-dimensional discrete Boltzmann equation. we can evaluate P Λ21 f .317) DRAFT -. the above two equations get simplified to  ∂v1 ∂  2 ∂  2  1 + λ (f1 + f3 ) + λ f3 = [g1 (u) − v1 ] ∂t ∂x ∂y ǫ (2.314) ∂t ∂x ∂y ǫ Using the definitions (2. when expanded.311) Using (2.316) ∂t ∂x ∂y ǫ which.DRAFT -. For the 2-D cases presented in this report the following equation is used as a starting point ∂f ∂f ∂f 1 + Λ1 + Λ2 = [F − f ] (2. after some algebraic manipulation. to use the above Relaxation System.305) in (2. P Λ1 Λ2 f .54 Governing equations and approximations and by multiplying (2. leads to the following equations. P Λ2 Λ1 f and P Λ22 f as P Λ21 f = λ2 (f1 + f3 ) . and it is sufficient to use the multi-dimensional discrete Boltzmann equation as a starting point to derive Relaxation Schemes.307) by P Λ2 . ∂f1 1 ∂f1 −λ = [F1 − f1 ] ∂t ∂x ǫ ∂f2 1 ∂f2 −λ = [F2 − f2 ] ∂t ∂y ǫ ∂f3 ∂f3 1 ∂f3 +λ +λ = [F3 − f3 ] ∂t ∂x ∂y ǫ (2. P Λ1 Λ2 f = P Λ2 Λ1 f = λ2 f3 and P Λ22 f = λ2 (f2 + f3 ) (2. It is not necessary.306). however.314). we obtain ∂ (P Λ2 f ) ∂ (P Λ2 Λ1 f ) ∂ (P Λ22 f ) 1 + + = [P Λ2 F − P Λ2 f ] ∂t ∂x ∂y ǫ (2.DRAFT -.313)  1 ∂  2 ∂  2  ∂v2 λ f3 + λ (f2 + f3 ) = [g1 (u) − v1 ] + (2.313) and (2.DRAFT -.DRAFT - .315) This Relaxation System is different from the non-diagonalizable Relaxation System of Jin and Xin (2.312) Using theses expressions.

2.DRAFT -. more emphasis is given in this course for alternative formulations. A NOTE ON NUMERICAL METHODS 55 For 2-D Euler equations. the governing equations of compressible fluid flows are presented.the framework of Kinetic Theory of Gases and the framework of Relaxation Systems.319) 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. While the traditional numerical methods based on Euler and Navier-Stokes equations are presented briefly. (i = 1.DRAFT -. V1 .10 ∂G1 (U) ∂G2 (U) and A2 = ∂U ∂U (2. t = 0) = F (U (x. In the later chapters. the numerical methods for solving the compressible fluid flows are presented. 2A1 − A2 . y.DRAFT - .2.318) where fi and Fi for each i. V2 . based on each of the above framework. −A1 + 2A2 ) where A1 = 2. 3) are vectors with 4 components each similar to the corresponding moments U.320) (2. 42] for details of the derivation).321) A Note on Numerical Methods In the preceding sections. The initial condition for f is prescribed as f (x.DRAFT -. the expanded form of the discrete Boltzmann equation is given by ∂f1 ∂f1 1 −λ = [F1 − f1 ] ∂t ∂x ǫ ∂f2 1 ∂f2 −λ = [F2 − f2 ] ∂t ∂y ǫ ∂f3 ∂f3 1 ∂f3 +λ +λ = [F3 − f3 ] ∂t ∂x ∂y ǫ (2. DRAFT -. λ ≥ max (−A1 − A2 . along with two major alternative formulations which make the task of solving these equations simpler . y. t = 0)) (2. G1 and G2 .10.

DRAFT -.DRAFT -.DRAFT -.DRAFT - .56 Governing equations and approximations DRAFT -.

1) ∂t ∂x is a first order wave equation. t).1 Linear Convection Equation and Method of Characteristics To understand the nature of the linear convection equation better. 3. also called as advection equation.3) dt ∂x dt ∂t 57 DRAFT -. along with the techniques to deal with them. Starting with the linear convection equation. given the initial condition u(x.DRAFT - . at a time t > 0.1). let us derive the exact solution of (3.Chapter 3 Analysis of Convection Equations In this chapter. The linear convection equation ∂u ∂u +c =0 (3. given by (x(t). u(x. t) = u (x (t)) + u (x (t) . we can write dt d ∂ dx ∂ u (x (t) . Hyperbolic partial differential equations are characterised by information propagation along certain preferred directions. t) (3. the method of characteristics is introduced as a technique for finding the solution for hyperbolic equations. The rate of change of u d along this curve is given by u (x (t) . Consider a curve in the x − t plane. t = 0) = u0 (x) (3. t).2) Let us now use the method of characteristics to find the value of the solution. To understand this better. It is a first order hyperbolic partial differential equation. the convection equations are studied in detail. This is followed by a similar analysis for non-linear convection equation (inviscid Burgers equation) in which the basic difficulties resulting from the non-linearity are presented.DRAFT -. let us first find out its solution.DRAFT -. 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).DRAFT -. Using chain rule. t).

Therefore.e.DRAFT -. should be then (3.1) becomes dt defined by dx = c with x (t = 0) = xo (3. if we choose equation (3.1: Characteristic curve in x-t plane which can be written simply as du ∂u dx ∂u = + dt ∂t dt ∂x (3.0) Figure 3.DRAFT -. along becomes an ODE.6) is given by x = ct + k (3. t).7) where k is a constant. dt The curve x = ct + x0 is called the characteristic curve of the equation DRAFT -.DRAFT -.9) Therefore ∂u ∂u +c =0 ∂t ∂x ∂u ∂u +c = 0. Therefore. which is and ODE! The curve (x (t) .4) looks similar to the left hand side of the linear convection ∂u ∂u + c . The solution of this ODE is u = constant.4) The right hand side of (3. (3. or simply as the characteristic.1). Along the characteristic. we get x0 = k (3. the PDE.t) x (0..1). i. ∂t ∂x c= dx dt (3.6) dt The solution of (3.58 Analysis of Scalar Conservation Laws t (x(t).DRAFT - .8) x = ct + x0 (3. ∂t ∂x du = 0.5) du = 0. therefore. Using the initial condition x (t = 0) = x0 .

13) The inverse transformation is given by x = s + cτ and t = τ (3. we can get the solution anywhere on the characteristic.DRAFT -. 1 They are parallel straight lines with slope .DRAFT -. This suggests a transformation of coordinates from (x.2: Characteristics for Linear Convection Equation not be parallel straight lines.9) as where k¯ is a constant. if we know the solution at the foot of the characteristic (at x0 ). For non-linear PDES. characteristics need c slo pe =1 /c t x Figure 3.11) 1 x0 1 ct = x − x0 or t = x − or t = x − k¯ c c c (3.9). Therefore.12) Therefore We can write (3. the transformation is from u (x. t) = u0 (x0 ) = u0 (x − ct) (3.11) in a mathematical way.DRAFT - . Since the function is the same in different coordinate systems u (x.10) u (x. t) = u¯ (s. which is the initial condition. we can write x0 = x − ct (3. Its solution the linear convection eqution given by ∂t ∂x dt is x = ct + x0 or x0 = x − ct. τ ). Thus. that is. τ ) (3. t). Let us now derive the solution (3.DRAFT -. For the PDE which is ∂u dx ∂u +c = 0. Using (3.14) Therefore. τ ) where s = x − cτ andτ = t (3. let us choose = c. the solution remains a constant. t) to u¯ (s.Linear Convection Equation and Method of Characteristics 59 the characteristic. we can sketch the characteristics in the x − t plane. u (x. t) to (s.15) DRAFT -.

23) u (x. Therefore u¯ (s.DRAFT -. from (3. we can write u (x.DRAFT - . we can write For a time interval t to t + ∆t. with information coming from the left if c > 0 and from right if c < 0.19). τ ) = u0 (s) (3.18) ∂u ∂u +c = 0.16) From (3.22) u¯ (s.13). ∂t ∂x = 1 and =c ∂τ ∂τ (3.17) d¯ u ∂u ∂u = +c dτ ∂t ∂x (3.14). and is called characteristic speed or wave speed. t) (3.20) u¯ (τ ) = k˜ = constant (3. we obtain Therefore Since u = u¯.21) u¯ (τ = 0) = u0 (s) = k˜ or k˜ = u0 (s) (3.1). we get Using (3. Since the information travels a distance of δx = ct along the characteristic during a time t (from t = 0). t = 0) (3.DRAFT -. 0) = u0 (x). t + ∆t) = u (x − c∆t.DRAFT -. c is the speed with which information propagates along the characterstics.20). Therefore ∂t ∂x d¯ u =0 dτ (3. the foot of the characteristic can fall on the left or right side of xj depending on the sign of c. we have Therefore But. t) = u0 (x − ct) = u (x − ct. we obtain Using (3. t) = u0 (s) (3.24) u (x.19) The initial condition is u (x. τ = 0) = u0 (s) (3.26) If we consider a point xj with neighbours xj−1 and xj+1 to the left and right sides of xj respectively. Therefore.25) Solving (3. DRAFT -.60 Anlysis of Scalar Conservation Laws We can now write ∂ u¯ ∂t ∂ u¯ ∂x ∂u ∂t ∂u ∂x d¯ u = + = + (since u¯ = u) dτ ∂t ∂τ ∂x ∂τ ∂t ∂τ ∂x ∂τ (3. we can see that the sign of c determines the direction of information propagation.

t) = u0 (x − ct) (3. the speed (c here) at which the profile is translated (along x-axis).3.DRAFT -.DRAFT -. LINEAR CONVECTION EQUATION AND TRAVELLING WAVES 1 0 1 0 1 0 0 1 1 0 111111 000000 0 1 0000000 1111111 1 0 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 c>0 000000 111111 0 c<0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 000000 111111 0 1 0000000 1111111 111111 1 1111111 000000 0 0000000 000000 111111 0 1 0000000 1111111 000000 0 1 0000000 1111111 00111111 11 0 1 0 1 000000 0 1 0000000 1111111 00111111 11 0 1 0 1 xj−1 ∆x c∆t c∆t xj ∆x 1 0 1 0 1 0 0 1 61 t+∆t t xj+1 Figure 3. the underlying profile shape (u0 here) and 2.28) u (x.DRAFT - . t = 0) = u0 (x) (3. Traveling waves have two basic features : 1.3: Information propagation for linear convection equation on a 3-point stencil 3. Example Consider ∂u ∂u +c = 0 with c = 5 ∂t ∂x and u (x. t = 0) = u0 (x) = e−x 2 The solution is 2 u (x. t) = u0 (x − ct) = e−(x−5t) 2 This example represents a traveling wave with initial profile e−x moving in the positive x-direction with speed c = 5.27) u (x.2 Linear Convection Equation and Travelling Waves The solution of th linear convection equation ∂u ∂u +c =0 ∂t ∂x (3. DRAFT -. The traveling wave solution for this problem at different times are shown in the following figures.DRAFT -.29) with the initial condition is given by This is known as a traveling wave solution.2.

3 Linear Convection Equation with a Variable Coefficient as Convection Speed Consider the equation ∂u ∂u + a(x.DRAFT -.62 Anlysis of Scalar Conservation Laws Figure 3.DRAFT -.30) is still a linear equation as a 6= a(u). the rate of change of u(x(t). t) dt (3. t)dt (3.5: At t = 2 and t = 3 3. is not a constant but is a function of x and t.32). after using the initial condition (3. (3.DRAFT -. t)) = + dt ∂t ∂x dt DRAFT -.DRAFT - .30) ∂t ∂x Note that the wave speed. integrating (3.4: At t = 0 and t = 1 Figure 3. The characteristics can be found by dx = a(x. Z x = a(x. a.31) x(t = 0) = x0 (3. t) =0 (3.32) with initial condition Since a(x. Along these characteristic curves.33) will yield the characteristic curves. t) is given by ∂u ∂u dx d (u(x(t). t) is not a constant.33) The integration in (3.31) with respect to t will not yield the equation of a straight line.

t = 0) = u0 (x) ∂t ∂x The characteristic curve is given by dx = t2 dt (3. t) = 0 (from(3.6: Characteristics for a Linear Convection Equation with a Variable Coefficient as Convection Speed ∂u ∂u d (u(x(t). by the existence and uniqueness theorem for ordinary differential equations1 . 2000.3. Will the characteristic curves intersect? The equation for the characteristic is an ODE. and never intersect without being coincident. t)) = + a(x. at least locally.DRAFT -. u(x. pp 105-106 DRAFT -. t) with x(t = 0) = x0 dt (3. the curves (3. LINEAR CONVECTION EQUATION WITH A VARIABLE COEFFICIENT AS CONVECTION Y X Figure 3.30) &(3. Example ∂u ∂u + t2 = 0.34) If a(x. we can see that u is a constant along the characteristics. SpringerVerlag. 3rd edition. given by ∴ dx = a(x.36) 1 Chorin & MarsdenA Mathematical Introduction to Fluid Mechanics.DRAFT -.3.31)) dt ∂t ∂x Thus.35) (3. t) is smooth.DRAFT - .34) will exist.DRAFT -.

u is the solution itself.DRAFT -.DRAFT -. this equation is non-linear.40) as ∂u ∂u + a(u) =0 (3. it appears we cannot carry out the integration of (3.39) Non-linear Convection Equation Consider the 1-D inviscid Burgers equation. But.41) ∂t ∂x where a(u) = u is the convection speed.DRAFT -. t = 0) = u0 (x0 ). which is a non-linear convection equation.DRAFT - . given by ∂u ∂u +u =0 (3. we have du ∂u ∂u dx ∂u ∂u = + = + t2 =0 dt ∂t ∂x dt ∂t ∂x ∴ u = constant along the characteristics. we can overcome this problem by using the fact that the solution is still a constant along the DRAFT -.37) (3.42). we need to know u.42). which we are seeking! Thus.38) Along the characteristics. as a = a(u).4 (3. we get 1 x = t3 + k 3 The foot of the characteristic corresponding to u0 (x) can be defined as x(t = 0) = x0 1 0+k ∴ x0 = 3 ∴ k = x0 1 3 t + x0 ∴x = 3 (3. However. The characteristics are defined by dx = a(u) with x(t = 0) = x0 dt (3. we get u(x. t) = u0 (x0 )   1 3 ∴ u(x.40) ∂t ∂x We can write (3.42) To integrate (3. Since a = a(u).64 Analysis of Scalar Conservation Laws Integrating. Since u(x. t) = u0 x − t 3 3.

unlike for the linear convection equation. Using x(t = 0) = x0 . t)) = a(u0 (x0 )) where x(t = 0) = x0 dt (3.43) to obtain x = a(u0 (x0 ))t + k (3. the slopes are t slope=1/a(u2) slope=1/a(u1) x1 slope=1/a(u3 ) x2 x3 x Figure 3. dt du ∂u ∂u dx ∂u ∂u (x(t).7: Typical Characteristics for Non-linear Convection (Inviscid Burgers Equation) not the same.41) & (3. we get x − x0 =t a(u0 (x0 )) DRAFT -.DRAFT -.42) as (∵ u is constant along the characteristics) dx = a(u(x.45) (3.Non-linear Convection Equation 65 characteristic.DRAFT -. u = constant along the characteristics. To see this.42)) dt ∂t ∂x dt ∂t ∂x Therefore.44) as a(u0(x0 ) is a constant. From the equation (3.45) that characteristics are straight lines.DRAFT -.45). Now we can write (3. we get x0 = a(u0 (x0 ) 0 + k or k = x0 ∴ x = a(u0 (x0 ))t + x0 ∴ x0 = x − a(u0 (x0 ))t ∴ u(x. t) = + = + a(u) = 0 (from(3. like those for the linear convection equation.43) We can now integrate (3.42)). whatever the characteristic curves will be (which is obtained by integrating du (3. t) = u0 (x0 ) = u0 (x − a(u0 (x0 ))t) (3. let us evaluate along the characteristics. However.DRAFT - .46) (3.47) We can see from (3.

DRAFT -. t > 0 ∂t ∂x ( 0 if x ≤ 0 with the initial condition u(x. as it depends a(u0 (x0 )) upon u at x0 . t = 0) = −1 ( ) e x if x > 0 The convection speed is given by a(u0 (x0 )) = u0 (x0 ) ∴ x = u0 (x0 )t + x0 ( 0 t + x0 = x0 if x ≤ 0 ∴x = −1 e x0 t + x0 if x > 0  1 =e As x0 moves to right. t u(xo. the characteristics may either converge and may eventually intersect or may diverge for this case of non-linear convection equation (inviscid Burgers equation).0) = 0 x u(xo.66 Analysis of Scalar Conservation Laws ∴t= 1 x0 x − k¯ ( where k¯ = = constant ) a(u0 (x0 )) a(u0 (x0 )) 1 .DRAFT -. Example Consider the inviscid Burgers equation ∂u ∂u +u = 0.DRAFT - . t) = (  e 0 −1 x0  if x ≤ 0  if x > 0 ( where x = x0 + e −1 x0  t) DRAFT -. −∞ < x < ∞. Therefore. The slope .0) = exp(−1/xo) Figure 3.8: Burgers equation example : Characteristics ∴ u(x. may vary from point to point for different values of x0 .DRAFT -. slope u0 (x0 ) −1 x0  decreases to zero.

on the (x − t − u) diagram. Even for the non-linear convection equation.48) u(x. this strategy breaks down. The du ∆u gradient = lim always remains constant for this case of linear convection. If we consider.DRAFT -. We can represent both these facts on an (x − t − u) diagram as shown in the following figure. t > 0 ∂t ∂x (3. t = 0)   seems to get translated without change as t increases.DRAFT -.5 67 Gradient Catastrophe In the case of linear convection equation. −∞ < x < ∞.DRAFT - . t). The value of the solution is constant along the characteristics. two parallel characteristics representing the two end points of the solution profile u(x. dx ∆x→0 ∆x DRAFT -. we could obtain the exact solution with the help of the method of characteristics by using the value of the solution at the foot of a characteristic. If the characteristics intersect. the solution profile u(x.9: Constant profile for Linear Convection Equation of the surface is represented by u and is constant along a characteristic. t = 0) = u0 (x) (3. t) back to its foot (x0 . We also know that for the linear convection equation the characteristics are parallel. from the (x − t − u) diagram for the linear convection equation. for example. The gradient catastrophes are precursors to the formation of the discontinuous solutions known as the shock waves. then. the height u t characteristic x Figure 3. Consider the linear convection equation ∂u ∂u +c = 0.DRAFT -.5. GRADIENT CATASTROPHE 3. t = 0) can be used as long as the characteristics do not intersect. this strategy of following a characteristic curve (x.49) with initial condition The characteristics curves for this case (x = ct + x0 ) are straight lines. The breakdown of the solution is related to the phenomenon called Gradient Catastrophe.3.

t > 0 (3. −∞ < x < ∞. but the slope of the solution DRAFT -. the Burger’s equation.DRAFT -. given by ∂u ∂u +u = 0.DRAFT - .51) The characteristic curves for this non-linear case. x = a(u(x0 ))t + x0 . along each characteristic the solution is constant. at some time tc . if we follow the solution along two characteristics that u ∆y ∆x ∆y ∆x ∆y ∆y ∆x ∆x t intersecting characteristics x Figure 3. the critical time.10: Constant gradient for Linear Convection Equation Now.DRAFT -.68 Analysis of Scalar Conservation Laws u ∆y ∆y ∆y ∆x t ∆x ∆x parallel characteristics x Figure 3. Let us consider the case when they intersect.50) ∂t ∂x with initial condition u(x. As t increases.11: Gradient blowing up on intersecting characteristics for Burgers Equation intersect.DRAFT -. t = 0) = u0 (x) (3. let us consider the case of non-linear convection equation. are straight lines but need not be parallel.

DRAFT -. Thus represents the convecdt dt dx (= a(u)) is not constant and changes at different tion speed.DRAFT -.t=0) u(x. The gradient = lim keeps on increasing as t increases and dx ∆x→0 ∆x becomes infinite as t approaches tc . Let us now observe the gradient catastrophe in the x − u plane.13: Different speeds on the profile for Burgers Equation DRAFT -. u u3 u2 u1 u=0 speed = a(u3 ) speed = a(u2) speed = a(u1 ) x Figure 3. This phenomenon is called Gradient Catastrophe.DRAFT - . dt points on the solution profile.3.t1) u(x. In the non-linear case.12: Profile translation for linear convection equation dx dx The characteristic is defined by the equation = c. Recall that for the linear convection equation.t2) ct1 ct2 x Figure 3. the solution profile u(x.DRAFT -. u u(x. when the characteristics intersect. GRADIENT CATASTROPHE 69   du ∆u profile changes.5. t = 0) simply gets translated with a speed c.

70 Analysis of Scalar Conservation Laws Consider the Burger’s equation for which a(u) = u and consider an initial profile which is monotonically increasing. coupled with a monotonically increasing profie of the previous example.DRAFT -. a(u) increases.DRAFT -. u t=0 t=t1 t=t 2 large speed small speed x Figure 3.15: Multivalued unphysical solution for Burgers Equation which is monotonically decreasing. 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. This phenomenon leads to expansion waves or rarefaction waves.14: 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. Such a rule is often DRAFT -. the gradient becomes infinite and the solution becomes multi-valued. consider an initial profile which is monotonically decreasing.DRAFT - . A function is rule that assigns exactly one real number to each number from a set of real numbers. Now. On the right part of the profile u t=0 t=t1 t=t2 multivalued unphysical solution t=t3 x Figure 3. Therefore as u increases.DRAFT -. as the upper part overtake lower part (due to larger speed on the top). Let us now recollect the basic features of a function.

discontinuities are not allowed for a continuous function. A continuous function has no gaps or breaks at any point on its profile. We can calculate tc by examining the gradient of the solution. when the gradient catastrophe begins to occur. In the x − t plane. the solution ceases to be a function.16: Intersecting characteristics for Burgers Equation Breaking Time: For non-linear convection equation. Therefore.52) u(x. Multivalued functions are avoided on physical grounds. for example.53) with initial condition The value of the solution is constant along the characteristics u(x. is called breaking time (also denoted by tb ). −∞ < x < ∞.54). the critical time tc . we get ∂u0 (x0 ) ∂ u(x. t = 0) = u0 (x) (3. However. t) = u0 (x) (3. Imagine. the function may become multi-valued after some time. t x Figure 3. Then. the intersecting characteristics for the non-linear case may look like those in the following figure. by definition. the density of a fluid at a point having more than one value at any given time.DRAFT -. which is unphysical. the physical process represented by the non-linear equation may continue after that time. GRADIENT CATASTROPHE 71 given by an algebraic and/or trigonometric expression. Consider the Burger’s equation ∂u ∂u +u = 0. Thus. t) = ∂x ∂x0  ∂x0 ∂x  (3.5.3. For the non-linear case and for an initial profile which is monotonically decreasing.DRAFT -. t > 0 ∂t ∂x (3.55) DRAFT -. the method of characteristics (on which this analysis is based) fails after some time for the non-linear case.DRAFT -. We require a different mathematical approach for obtaining the solution beyond such a time. Discontinuities may appear and the solution becomes multivalued.54) Differentiating both sides of (3.DRAFT - .

55).56) is an implicit equation in x0 . then the denominator can never approaches zero.58) When the gradient catastrophe occurs.57) Substituting. (3.57) in (3. the denom∂ inator in (3.DRAFT -. we get ∂ u0 (x0 ) ∂ ∂x0  [u(x. Therefore. t)] =  ∂ ∂x {a(u0 (x0 ))} 1+t ∂x0 (3. To evaluate the right hand side of (3. let us use the implicit differentiation to obtain ∂ ∂ (x) = [a(u0 (x0 ))t + x0 ] ∂x ∂x ∂ ∂x0 ∴1 = t [a(u0 (x0 ))] + ∂x ∂x ∂x0 ∂x0 ∂ + [a(u0 (x0 ))] ∴1 = t ∂x0 ∂x ∂x    ∂ ∂x0 ∴1 = t {a(u0 (x0 ))} + 1 ∂x ∂x0 ∴ ∂x0 = ∂x 1  ∂ {a(u0 (x0 ))} 1+t ∂x0 (3. which is given by equation for a characteristic as x = a(u0 (x0 ))t + x0 (3.55) we need the relationship of x0 to x.DRAFT - . Equating the denominator to zero.72 Analysis of Scalar Conservation Laws by chain rule. If ∂x0 become zero.58) should become zero. we get   ∂ {a(u0 (x0 ))} = 0 1+t ∂x0 ∂ ∴t {a(u0 (x0 ))} = −1 ∂x0 −1 ∴t = ∂ {a(u0 (x0 ))} ∂x0 DRAFT -.DRAFT -.DRAFT -.56) where a(u) is a convection speed. the denominator in (3. as the gradient becomes infinity. Note that (3. If {a(u0 (x0 ))} ≥ 0.58) ∂x0 ∂ {a(u0 (x0 ))} < 0 for some x0 .

t > 0 ∂t ∂x with initial condition u(x. Example Consider the Burger’s equation ∂u ∂u +u = 0.DRAFT -. t = 0) = e−x 2 (3.61) Plot the characteristics and determine the breaking time.62) 2 a(u0 (x0 )) = u0 (x0 ) = e−x0   ∂ ∂ h −x0 2 i ∂ew ∂w ( where w = −x0 2 ) [a(u0 (x0 ))] = = e ∂x0 ∂x0 ∂w ∂x0 ∂ 2 [a(u0 (x0 ))] = ew (−2x0 ) = −2x0 ex0 ∂x0 1 −1 = tc = 2 −2x0 e−x0 2x0 e−x0 2 (3.59) ∂ {a(u0 (x0 ))} ∂x0 The value of x0 which produces earliest blow-up time is that value of x0 which makes the derivative in the denominator most negative. The characteristics are given by x = a(u0 (x0 ))t + x0 Here.60) (3. GRADIENT CATASTROPHE 73 Therefore the critical time (breaking time) is tb = tc = −1 (3.DRAFT - . −∞ < x < ∞.3.64) DRAFT -.DRAFT -.63) Let us denote the derivatives by f (x0 ). 0) = e−x ) (3.5. a(u) = u ∴ x = u0 (x0 )t + x0 2 2 ∴ x = e−x0 t + x0 (∵ u(x.DRAFT -. ∴ f (x0 ) = ∂ 2 [a(u0 (x0 ))] = −2x0 e−x0 ∂x0 (3.

17: Characteristics for Burgers equation example 2 ∂e−x0 ∂ 2 ∂x0 2 2 f (x0 ) = −2x0 − 2e−x0 = −2x0 (−2x0 )e−x0 − 2e−x0 1 ∂x0 ∂x0 ∂x0 ∂ 2 2 2 f (x0 ) = 4x0 2 e−x0 − 2e−x0 = e−x0 (4x0 2 − 2) ∂x0 ∂ 2 f (x0 ) to zero.DRAFT -.65) 1 If we take x0 = − √ in (3.2 tc = 2 2 DRAFT -.65). 2 1 from (3. 2 1 we take x0 = + √ . we get e−x0 (4x0 2 − 2) = 0.74 Analysis of Scalar Conservation Laws t 2 1.5 tb 1 0. to obtain the maximum. Equating ∂x0 ∴ 4x0 2 − 2 = 0 1 or x0 2 = 2 1 ∴ x0 = ± √ 2 (3.DRAFT -. Therefore.718281828 = = 1.63) tc = 2x0 e−x0 2 1 tc =    √1 2 − 2 2 √12 e 1 tc = √ −1 2 e( 2 ) r r e 2.165821991 = 1.DRAFT -. we do not get the most negative values of f (x0 ).DRAFT - .5 0 −3 −2 −1 0 1 2 3 x Figure 3.17 ≈ 1.

that is.DRAFT -. Consider a non-linear scalar conservation law ∂u ∂g(u) + = 0. t) has continuous first derivatives ∂u ∂u and in R+ and R− . t) is a curve in the x-t plane which divides the x-t plane into two parts. t) curve and R− representing the region to the left of the (xs (t). till the breaking time.3. ∂t ∂x DRAFT -. t) curve. A piece-wise smooth solution of (3. the physical process modeled by the conservation law does not necessarily end at the breaking time. −∞ < x < ∞. PIECE-WISE SMOOTH SOLUTIONS AND DISCONTINUITIES FOR NON-LINEAR CONVEC 3. we need to introduce the concepts of piece-wise smooth solutions and discontinuous solutions. The method of characteristics temporarily stops when a gradient catastrophe occurs. The function u(x.67) with a Figure 3.6.DRAFT -. t = 0) = u0 (x) (3. 1.67) with the initial condition Suppose that (xs (t). t) has the following features. R+ and R− .18: Piecewise smooth solution with a discontinuity jump discontinuity along (xs (t). t > 0 ∂t ∂x (3. (t)) represents the jump discontinuity and the regions R− and R+ represent the regions of piece-wise smooth solutions. The multi-valued solution is avoided by the introduction of a jump discontinuity with piece-wise smooth solutions on both sides of the jump discontinuity. The solution of a non-linear scalar conservation law can be found using the method of characteristics only till the time of a gradient catastrophe. To extend the method of finding the solution beyond the breaking time.66) u(x. with R+ representing the region to the right of the (xs (t).DRAFT -.DRAFT - .6 Piece-wise Smooth Solutions and Discontinuities for Non-linear Convection Equations We have seen that for non-linear scalar conservation laws the characteristics can intersect and result in the phenomenon of gradient catastrophe. The curve (xs .66) and (3. However.

thereby leading to a compression of the solution.19: x-t-u plot of a shock wave at xs (t) may move with time. t) in R+ with u(x. jump discontinuities DRAFT -. t).DRAFT -. the limits uL = lim (x.DRAFT -. At every point (x0 . Figure 3.t0 ) u(x.DRAFT - .76 Analysis of Scalar Conservation Laws ∂u ∂g(u) + = 0 for all (x. Note that even if the initial profile of the solution is totally smooth. In (u − x) plane. t) in R− and uR = lim (x. 0) = for x < xs (0) and also satisfies ∂t ∂x u0 (x) for x > xs (0) 2. Such a jump discontinuity is called as a shock wave. such a function with a jump discontinuity is shown in the following figure. 0) = u0 (x) ∂t ∂x ∂u ∂g(u) + = 0 for all (x. a shock wave is a possible result of a compression wave. The jump discontinuity Figure 3.t)→(x0 . t) in R− with u(x.t0 ) u(x.DRAFT -.20: A moving shock wave Since such a shock wave develops when the characteristics converge.t)→(x0 . t0 ) on the curve (xs (t). t) satisfies 3. t) in R+ both exist and are not necessarily equal. The solution u(x. A typical (u − x − t) plot for such a function is as shown below.

even if the initial profile is smooth. t > 0 ∂t ∂x (3. t) ∈ Q 0 if (x. this assumption is not valid on that curve and.68) and (3.68) over a rectangle q = [x1 . Even for the case of a linear conservation law. therefore. t = 0) = u0 (x) (3. t2 ].70) χ (x. an initial discontinuity in the solution may propagate in time. we cannot use (3. Compare this phenomenon to the convection process with a linear convection equation. in contrast.7. there is a need for considering discontinuous solutions for conservation laws. To overcome this difficulty let us integrate (3.72) DRAFT -. even we if start with a totally smooth initial solution profile in the entire physical domain. Z t2 t1 Z x2 x1  ∂u ∂g(u) + ∂t ∂x  dxdt = 0 (3.DRAFT - . However.71) We can write (3.3. t). A linear convection equation can only transport an initial discontinuity and does not lead to the development of a new discontinuity. where no shock will be formed if the initial profile is smooth.69) with the initial condition and is valid only for totally smooth functions u(x.DRAFT -. t) dxdt = 0 (3. t) ∈ /Q (3. WEAK SOLUTIONS AND INTEGRAL FORMS OF CONSERVATION LAWS 77 may develop after some time for a non-linear conservation law.DRAFT -. A non-linear convection equation. Such a generalization of the concept of solutions (from totally smooth solution to piece-wise smooth solutions with discontinuities) necessiates the introduction of what is known as a weak form of a conservation law. may lead to the development of shocks. for a piece-wise smooth solution with a jump discontinuity ∂x on the curve (xs (t). t) =   1 if (x.68) u(x. 3. t) as we assume that the derivatives ∂u ∂t ∂u exist everywhere. x2 ] × [t1 . thus creating necessity for a piece-wise smooth solution.70) as Z 0 ∞ Z ∞ −∞  ∂u ∂g(u) + ∂t ∂x where χ (x. A differential form of a conservation law ∂u ∂g(u) + = 0. Thus.69) everywhere. −∞ < x < ∞.DRAFT -.7 Weak Solutions and Integral Forms of Conservation Laws Discontinuities may develop in the solution of non-linear conservation laws.

t) is a real valued function for which 1.DRAFT -. u(x. −∞ < x < ∞.DRAFT -.(3. The family of test functions is assumed to be differentiable at least once (C 1 functions) and have compact support. t > 0 ∂t ∂x (3. t). A test function φ(x.21: A typical test function Let us now derive the weak form for a scalar conservation law given by ∂u ∂g(u) + = 0. t = 0) = u0 (x) (3. An example of a test function is    −1  exp if x2 + t2 < 1 φ(x. t) of (3. This leads the procedure of defining solutions in sense of distributions. t) = 0 in all φ(x. is called the classical solution.DRAFT - . vanishing outside some rectangle. there is an area of compact support (a circle) in the x − t plane such that φ(x. t).72) one step further.DRAFT -.78 Analysis of Scalar Conservation Laws The modern theory of PDEs has taken this integrated version of the equation (3. t).71) and (3. The weak form uses test functions which have the following features. The weak form of ∂u + ∂(g(u)) = 0 is an alternative integral form of the conservation ∂t ∂x law. If we multiply the solution by the test function φ(x.75). t) = 1 − x2 − t2  0 if x2 + t2 ≥ 1 (3. replacing the discontinuous function χ(x. the derivatives ∂φ ∂φ and exist and are continuous for all (x.75) with the initial condition The solution of the differential form of conservation law (3. then the DRAFT -. t) on or outside this area of compact support. t) and ∂t ∂x 2.74).74) u(x. t) = 0 in all (x.72) by a smooth test function φ(x.73) Figure 3.

3.7. WEAK SOLUTIONS AND INTEGRAL FORMS OF CONSERVATION LAWS 79
product u(x, t)φ(x, t) will be zero at every point (x, t) on or outside of the area of compact
support in the x − t plane. Multiplying (3.74) by φ(x, t) and integrating over all possible
x and t, we get 

Z ∞Z ∞ 


u(x, t)φ(x, t) + g(x, t)φ(x, t) dxdt = 0
(3.76)
∂t
−∞ ∂t
0
or
I1 + I2 = 0
where

(3.77) 


u(x, t)φ(x, t) dxdt
I1 =
−∞ ∂t
0 

Z ∞Z ∞ 

I2 =
g(x, t)φ(x, t) dxdt
−∞ ∂x
0
Z

∴ I1 =

Z

−∞

∞ 

∞ 


u(x, t)φ(x, t)dt dx (changing the order of integration)
∂t

Z

∞ 

Z

t→∞

u(x, t)φ(x, t) t→0 −

0

−∞

R

Z 

Z

I1 =
(∵

uv ′ = uv −

0

R

(3.78)
(3.79) 


u(x, t) φ(x, t)dt dx
∂t

vdu; u → φ & v →

∂u
; integration by parts)
∂x

As t → ∞, φ(x, t) = 0; ∴ u(x, t)φ(x, t) = 0, as t → ∞
As t → 0, u(x, t) = u0 (x), by initial condition; ∴ u(x, t)φ(x, t) = u0 (x)φ(x, 0), as t → 0

I1 =

Z

[0 − u0 (x)φ(x, 0)] dx −

−∞

I1 = −

Z


−∞

[u0 (x)φ(x, 0)] dx −

Z

I2 =

Z

Z

Z

0

0  


u(x, t) φ(x, t) dxdt
∂t
−∞

Z

∞  


u(x, t) φ(x, t)dt dxdt
∂t
−∞

(3.80)
(3.81)

Similarly,

0

I2 =

Z

0

∞

g(x, t)φ(x, t)

t) φ(x. t)φ(x. t) dxdt −∞ ∂t  Z ∞ ∂ g(x.DRAFT -.DRAFT -. t)dx dt − ∂x −∞ ∞ Z ∞  DRAFT -.DRAFT - .x→∞ x→−∞  ∂ g(x.DRAFT -.

t) = 0. u → φ&v → ∂g . which can also be derived from the weak form (3. Hence. Generalized Riemann Problems in CFD. t) φ(x. t). 2 See Ben-Artzi & Fallovitz. t) = 0 ∴ g(x. 0)dx = 0 (3. t)dx = g(x1 .83) does not require derivatives of u(x. (3. t) = 0. t) ∈ /Q The integral form of the conservation law considered here is given by Z x2  d u(x.82) Z ∞ 0   ∂ g(x. t) ∂t ∂x −∞ −∞ 0 ∞ ∞ ∞ This is the weak form of the conservation law. t) u0 (x)φ(x.DRAFT -. t) ∂φ(x.82) I1 + I 2 = 0 Z Z Z Z ∞Z ∞ ∂φ(x. t) dxdt ∂x −∞ Z ∞ (3. The advantage of the integral form over the differential form is that discontinuous solutions are allowed. 2003. t) + g(x. as x → ∞ As x → −∞. Note that the weak form (3. x2 ]. t) also. t) ∈ Q φ=χ= 0 if (x. It can be shown that any weak solution also satisfies the integral conservation laws 2 . as x → −∞ I2 = [0 − 0] − From (3. t) u0 (x)φ(x. t)φ(x.84) can also be derived directly by integrating the differential form over [x1 . t)φ(x.DRAFT -. φ(x.84) Note that (3. t) ∂φ(x. t) = 0.DRAFT -. φ(x. Let us now consider the integral form of conservation laws. it is valid for discontinuous values of u(x. 2003.DRAFT - . t) − g(x2 .83) by using  1 if (x. ∴ g(x.83) dxdt + u(x.77). Cambridge University Press DRAFT -. 0)dx − ∴− g(x. t) dxdt − dxdt = 0 ∂t ∂x −∞ 0 −∞ −∞ 0  Z ∞ Z ∞Z ∞  ∂φ(x. Cambridge University Press and LeVeque.81) and (3.80 Analysis of Scalar Conservation Laws (∵ R uv ′ = uv − R vdu. t) u(x. t) dt x1 (3. integration by parts) ∂x As x → ∞. FVMs for Hyperbolic Problems.

t)) − g (u (x2 . t = 0) = u0 (x) (3. −∞ < x < ∞. t > 0 ∂t ∂x (3.DRAFT -.DRAFT - . t) in the x − t plane to separate the characteristics approaching from the left and the right.DRAFT -.85) u(x. We can divide the region of intersecting characteristics into two parts Figure 3. t)) (3.Shock waves and Rankine-Hugoniot (jump) condition 3. then we need to use the integral form of the conservation law.8 81 Shock Wave Solution of a Non-linear Convection Equation and the Rankine-Hugoniot (Jump) condition Consider a non-linear convection equation ∂u ∂g(u) + = 0. Let us now find it out.88) dt x1 DRAFT -. which we will assume as tc = 0. the conservation law chooses only one curve (xs (t). While many such curves can be drawn. t) dx = g (u (x1 .DRAFT -. t) out of all possible choices.87) If the shock waves (discontinuities) are present.86) with the initial condition Suppose that the characteristics begin intersecting at the breaking time tc . Rankine-Hugoniot (jump) condition The differential form of the conservation law is given by ∂u ∂g (u) + =0 ∂t ∂x (3.22: Intersecting charateristics and a shock curve using a curve (xs (t). given by Z d x2 u (x.

DRAFT -.88).DRAFT -. R x Let us now evaluate the left hand side of the equation (3. udx dt x1 represents the time rate of change of the above area during δt. t)dx = uR (xi − x1 ) + uL (xf − xi ) + uL (x2 − xf ) | {z } | {z } | {z } area ABCE Z area EDGF (3. for two times t and t + δt. Let the values of u before and after the shock be uL and uR .23: Moving shock wave x area under the graphs. t + δt).DRAFT - .DRAFT -. t)dx = uR (xi − x1 ) + uL sδt + uL (x2 − xf ) (3.90) area F GJK x2 x1 u(x.89) from xi to xf . x2 ]. t) and u(x. Note that x12 udx repZ d x2 resents the area under the graph between x1 and x2 (see Fig.23).92) area F GJK DRAFT -. Let us assume that the shock is located between x1 x2 . the distance traveled by the shock is given by δx = sδt (3.3.82 Analysis of scalar conservation laws for a domain [x1 .91) Area under the graph at time t + δt Z x2 x1 u(x. During δt. Let us now estimate the u uR B u(t) D uL H I u(t + δt) G J C E F K A xf x1 xi x2 Figure 3. Area under the graph at time t Z x2 x1 Therefore u(x. both for u(x. Therefore. t + δt)dx = uR (xi − x1 ) + uR (xf − xi ) + uL (x2 − xf ) {z } | | {z } | {z } area ABCE area ECHF (3.

DRAFT -.97) gives ∆g = 0 or dt DRAFT -.97) had been obtained in the Fluid Dynamics much before the concept of a weak solution is introduced in applied mathematics.94) (3.96) which is simply written as ∆g dxs = (3. It is based on conservation condition.DRAFT - . A piece-wise smooth solution u(x. t) of ∂u ∂g(u) + = 0 with a jump along the a curve xs (t) satisfying the R-H condition is ∂t ∂x called shock wave and the curve xs (t) is called shock path.95) Therefore. of all the possible curves (xs (t).97) dt ∆u This is the Ranking-Hugoniot (jump) condition.DRAFT -.88) now can be evaluated as Z d x2 (uR − uL ) sδt change in area during δt = = s (uR − uL ) udx = dt x1 δt δt (3.88) becomes s (uR − uL ) = gR − gL (3. the change in the area under the graph during δt is given by Change in area = [uR (xi − x1 ) + uR sδt + uL (x2 − xf )] − [uR (xi − x1 ) + uL sδt + uL (x2 − xf )] = (uR − uL ) sδt The left hand side of the equation (3. consider a stationary shock s = dxs = 0. To understand the R-H condis= Figure 3. t)dx = uR (xi − x1 ) + uR sδt + uL (x2 − xf ) (3.DRAFT -.Shock waves and Rankine-Hugoniot (jump) condition Therefore Z 83 x2 x1 u(x.97) will be picked up by the conservation law. t) separating R− and R+ . which is also at the root of the above mathematical derivation. Therefore. Therefore (3.24: Conservation of the flux across a shock tion better. only that curve which satisfies the jump condition (3. Note that the jump condition (3.93) Thus.the equation (3.

then s = = 0.DRAFT -. For Burgers equation.99) The characteristics are x = a(u0 (x0 ))t + x0 ∴ x = 0 · t + x0 or x = x0 for x > 0 and x = 1 · t + x0 or x = t + x0 for x ≤ 0 Thus. across a shock.98) ∴s = 2 dxs If we choose uL = −uR . t > 0 ∂t ∂x 2 The initial condition is  1 if x ≤ 0 u(x. though there is a jump in the 1 conserved variable u. we obtain 2  1 2 1 u − 12 u2L (uR − uL )(uR + uL ) dxs 2 R 2 = = dt (uR − uL ) (uR − uL ) dxs 1 ∴ = (uR + uL ) dt 2 or uL + uR (3.DRAFT -.84 Analysis of scalar conservation laws gL = gR . the shock can be made stationary by dt choosing uL = −uR . the total flux g(u) is conserved. g(u) = u2 . since g(u) = u2 . This means. Thus. Example 1 ∂u ∂g(u) + = 0. The R-H condition is dxs 1 1 1 = (uL + uR ) = (0 + 1) = dt 2 2 2 ∴ Take initial condition: x0 = 0 ∴ 1 xs = t 2 The solution is given by DRAFT -.DRAFT -. where L and R denote the left and the right states respectively. 0) = 0 if x > 0 (3.DRAFT - . the characteristics intersect and we need to introduce a shock. −∞ < x < ∞.

t) = u(x − a(u)t.Shock waves and Rankine-Hugoniot (jump) condition 85 Figure 3.27: Moving Shock Wave DRAFT -.25: Intersecting characteristics Figure 3. t) = u0 (x − t) 2  1     1 if x < 2 t u(x. t) =   1   0 if x > t 2 The solution is shown in the following figures at different times.DRAFT - .DRAFT -.26: Shock line with characteristics u(x.DRAFT -.DRAFT -. Figure 3. 0) = u0 (x − a(u)t) 1 ∴ u(x.

DRAFT -. t = 0) =  Let uR if x < xL if x > xR uL < uR with uL > 0 & uR > 0 (3.DRAFT -. −∞ < x < ∞.DRAFT -.DRAFT - .103) Let The initial condition can be plotted as shown below.86 3.100) can Figure 3.101) with the initial condition u(x.104) where ∂g(u) ∂u The equation for the characteristics is given by a(u) = dx = a(u) dt (3.100)   uL (3.28: Initial Condition for Non-linear Convection Equation be written as ∂u ∂u + a(u) =0 ∂t ∂x (3. scalar conservation law ∂u ∂g(u) + = 0.102) xL = xR = xLR (3.105) (3.9 Analysis of scalar conservation laws Expansion Waves with Non-linear Convection Equations Consider a non-linear. The conservation law (3.106) DRAFT -. t > 0 ∂t ∂x (3.

For t = 0 and x = xL . (3. To get the correct solution in that region. we can use the value at the foot of the characteristic on which the point lies. (3.DRAFT -.108) Integrating (3.109) gives xR = a(uL ) 0+kR . Consequently. for the solution u(x. Therefore we can write dx = a(u0 (x0 )) dt (3. We can Figure 3. Note that the value at the foot of the characteristics are nothing but the initial conditions.101) in (3.107) Let us now use and (3. let us first take xL < xR and xR − xL = ∆x.Expansion waves with non-linear convection equations 87 Since the solution is constant along the characteristics. The initial condition now is given by DRAFT -. we cannot determine the solution in that region using the method of characteristics. a finite value which will shrink to zero later. For t = 0 and x = xR . we get x = a(uL )t + kL for x0 < xL x = a(uR )t + kR for x0 > xR  (3. Therefore.109) since a(uL ) and a(uR ) are constants. Let us have a linear variation of the initial condition u0 (x) in the region xL < x < xR .108). ∴ kR = xR .DRAFT -. we get the following plot for characteristics.110)  x = a(uR )t + xR for x0 > xR Since we have chosen xL = xR = xLR .DRAFT -.DRAFT - .109) gives  x = a(uL )t + xL for x0 < xL  (3. the characteristics are straight lines. t) at any point on the x − t plane.109) gives xL = a(uL ) 0+kL .29: Characteristics with a gap find that a part of the x − t plane is not filled up with any characteristics. Let us now determine the constants kL and kR .107) to obtain  dx a(uL ) if x0 < xL = a(uR ) if x0 > xR dt (3. ∴ kL = xL . (3.

DRAFT -.DRAFT -.113) DRAFT -. the equations of the characteristics are x=         a(uL )t + kL if x0 ≤ xL a (uLR ) t + kLR if xL < x0 < xR a(uR )t + kR if x0 ≥ xR (3.DRAFT - .DRAFT -.111)        if x0 ≤ xL Therefore.30: Modified Initial Condition for Non-linear Convection Equation u(x.112)         (uR − uL ) (x − xL ) t + kLR x = a uL + (xR − xL )  (3.88 Analysis of scalar conservation laws Figure 3. 0) =         uL uL +        if x ≤ xL (uR − uL ) (x − xL ) (xR − xL ) uR if x ≥ xR dx = a(u). we obtain dt  a(uL )         (uR − uL ) dx  = (x − xL ) a uL +  dt (xR − xL )       a(uR ) Therefore. from if xL < x < xR if xL < x0 < xR if x0 ≥ xR a(uL )t + kL         for x0 ≤ xL for xL < x0 < xR x= for x0 ≥ xR a(uR )t + kR or x=            (3.

let us get the solution for a finite ∆x. ∴ xL < kLR < xR Note also that a(uL ) < a(uLR ) < a(uR ) for this case. t) =   (xR − xL )             uR if x ≥ a(uR )t + xR   (x − xL )     uL if ≤ a(uL )       t           (uR − uL ) (x − xL ) (x − xR ) uL + (x − xL ) if a(uL ) < & < a(uR ) or u(x.DRAFT -. There is no Figure 3. Using (3. we get kR = xR .DRAFT -.Expansion waves with non-linear convection equations 89 with uL < uLR < uR (3.DRAFT - . we get kL = xL . the right region having parallel characteristics with a slope a(u1R ) and the middle region having diverging characteristics with slopes having values between the above two.113) are all straight lines with the left region having parallel characteristics with a slope a(u1L ) . we can write   u if x ≤ a(u )t + x   L L L             (uR − uL ) (x − xL ) if a(uL )t + xL < x < a(uR )t + xR uL + u(x. Similarly.113) and (3. Let us now shrink ∆x to zero. at t = 0 and x = xR . t) =   (xR − xL ) t t               (x − x) R     ≥ a(uR ) uR if t (3. First.111).115) DRAFT -. making xL and xR approach each other.DRAFT -.31: Characteristics with Modified Initial Condition for Non-linear Convection Equation gap in the plot now.114) At t = 0 and x = xL . The characteristics (3.

DRAFT - . t) = uL + which is not easy to handle.116) Now. let us take the characteristic equation in the middle region as x = xL + a(u)t (for a(uL ) < (x − xR ) (x − xL ) & < a(uR )) t t where a(u) is varying from a(uL ) to a(uR ). t) uR = if a(uL ) <           (x − xL ) (x − xR ) & < a(uR )  t t        (x − xR )  ≥ a(uR ) if t (3.DRAFT -. let xL → xR . In the left and right regions.117) t t t       x   u(x. Therefore a(u) = (x − xL ) (x − xL ) (x − xR ) (for a(uL ) < & < a(uR )) t t t is the second equation. Therefore. t)) = if a(uL ) < & < a(uR ) (3. where the gap is to be filled up. t)) = (x − xL ) t u(x. the solution is given by  x  u(x. t) = (x − xL ) ≤ a(uL ) if t uL ∴ a(u(x. the solution is a constant depending on the value of xt . t) = φ(w) where w = x t DRAFT -. Therefore. t) = φ( xt ). Let us now obtain such a solution in a mathematically rigorous way. u(x. t) = uR if ≥ a(uR ) t The above intuitive approach suggests that the solution is a function of xt in the middle region. Therefore. ∴ (x − xL ) → x and (x − xR ) → x.DRAFT -. u(x.DRAFT -. t) = uL if ≤ a(uL )   t      x x x a(u(x.90 Analysis of scalar conservation laws The second equation is (uR − uL ) (x − xL ) (xR − xL ) (x − xL ) (x − xR ) ( if a(uL ) < & < a(uR )) t t u(x. we can look for a similarity solution u(x.

we can show that R-H condition is not x satisfied at x = a(uR )t also.121) = (K + uL ) dt ∆u K − uL 2 dx = a(uL ) = uL for Burgers equation (3.122) But from x = a(uL )t.119) means that there are two shocks (jumps).DRAFT - .DRAFT -.DRAFT -. Therefore.Expansion waves with non-linear convection equations    −x   −x   x  ∂u ∂φ ∂w ′ x ∴ = φ′ = =φ and ∂t ∂w ∂t t t2 t2 t x 1 ∂g(u) ∂u ∂w a(u) ′  x  ∂g(u) = = a(u)φ′ = φ ∂x ∂u ∂w ∂x t t t t ∂u ∂g(u) ∴ + = 0 gives ∂t ∂x     −x a(u) ′  x  ′ x φ φ + =0 t2 t t t xi 1 ′ x h φ a(u) − =0 t t  t h xi x = 0 or a(u) − =0 ∴ Either φ′ t t 91 (3.DRAFT -. That means the R-H condition is not satisfied at x = a(uL )t. t) = φ x t x t = 0 or φ x t = constant = K in the middle region. Across x = a(uL )t.120) dt ∆u K − uL For Burgers equation 1 1 ( K 2 − uL 2 ) dx ∆g 1 2 = = 2 (3.118) First Possibility : ′ φ ∴ u(x. the R-H condition gives dx ∆g g(K) − g(uL ) = = (3. Similarly.119) The above solution (3. t) =           uR if x ≥ a(uR )t (3. φ = constant is not a correct solution in the t middle region. one from uL to K at x = a(uL )t and another from K to uR at x = a(uR )t. DRAFT -. dt The above two values need not be equal for all possible values of K. leading to the solution as   u if x ≤ a(u )t   L L         K if a(uL )t < x < a(uR )t u(x.

also referred to as a centered rarefaction fan in the middle region where there was a gap before.DRAFT -.32: Unphysical Expansion Shocks for Non-linear Convection Equation Second Possibility : h Thus.124) which is written as u(x. t) = DRAFT -. t)) = u(x.DRAFT -. the solution is a(u) − u(x.DRAFT -. and hence this phenomenon is called as an expansion fan or a rarefaction fan. u(x.125) if x ≥ a(uR )t x in the middle region. t) (3. The solution profile gets stretched out or expanded or rarefied. t) xi x = 0 or a(u) = t t = uL x t a(u(x. t In the above solution. with a centered expansion fan. the characteristics now fill up the entire region in the x − t plot.123) if x ≤ a(uL )t if a(uL )t < x < a(uR )t = uR if x ≥ a(uR )t uL if x ≤ a(uL )t (3. For Burgers equation.92 Analysis of scalar conservation laws Figure 3. t) =        x a−1 ( ) t       uR if a(uL )t < x < a(uR )t (3. we can see that the initial jump in the solution is broken down and the solution now has a smooth variation. If we observe the u − x plot.DRAFT - . as a(u) = u or a−1 (u) = u.

Expansion waves with non-linear convection equations 93 Figure 3. t > 0 ∂t ∂x   0 if x ≤ 0 u(x.33: Centered Expansion Fan for Non-linear Convection Equation Figure 3.DRAFT -.DRAFT -. ∂t ∂x dx = a(u) dt ∴ x = a(u0 (x0 ))t + x0 DRAFT -.DRAFT - .34: Evolving Expansion Fan for Non-linear Convection Equation Example ∂u ∂g(u) + = 0. a(u) = u.DRAFT -. 0) =  1 if x > 0 Non-conservative form is ∴ ∂u ∂u + a(u) = 0. −∞ < x < ∞.

DRAFT -.DRAFT - . t) = t       1 if x ≤ 0 if 0 < x < t if x ≥ t Figure 3.35: Expansion fan at different times for Non-linear Convection Equation DRAFT -.DRAFT -.DRAFT -.94 Analysis of scalar conservation laws ∴x = The solution is    0 t + x0 = x0 if x0 ≤ 0 1 t + x0 = t + x0 if x0 ≥ t  0       x u(x.

DRAFT - . g(u) = u2 .DRAFT -. t) = k          1 1 if x ≤ kt 2 if 1 1 kt < x < (k + 1)t 2 2 1 if x ≥ (k + 1)t 2 DRAFT -.10 95 Non-unique Solutions of Non-linear Convection Equations Consider Burgers equation ∂u ∂g(u) 1 + = 0. let us prescribe two shocks as shown below.DRAFT -.36: Prescribing two shocks instead of an expansion fan be given by    0        u(x. t > 0 ∂t ∂x 2 with the initial condition   0 if x ≤ 0 u(x. t = 0) =  1 if x > 0 We found out that the solution leading        u(x. t) =       to a rarefaction wave is 0 if x ≤ 0 x t if 0 < x < t 1 if x ≥ t Let us now check whether another different solution also satisfies the conservation equation and the other necessary conditions required to have a physically meaningful solution. Let the solution Figure 3. Instead of a rarefaction wave. −∞ < x < ∞.DRAFT -.Non-unique solutions of non-linear convection equations 3.

the equation is satisfied.DRAFT - . t) = ∴ x ∂u =− 2 ∂t t ∴ ∴ ∴ x t ∂u 1 = ∂x t ∂u x x1 ∂u +u =− 2 + ∂t ∂x t tt ∂u x x ∂u +u =− 2 + 2 =0 ∂t ∂x t t Thus.DRAFT -.DRAFT -. t) = 1 ∴ ∂u ∂u = 0& =0 ∂t ∂x DRAFT -.96 Analysis of scalar conservation laws where k is a constant with 0 < k < 1. In the region 1 1 kt < x < (k + 1)t : 2 2 u(x. 1 In the region x < kt : 2 u(x. t) = 0 ∴ ∂u ∂u = 0& =0 ∂t ∂x ∴ ∂u ∂u +u =0 ∂t ∂x Thus. the equation is satisfied. 1 In the region x > (k + 1)t : 2 u(x.DRAFT -.

Let us now check if the given solution also satisfies the R-H conditions at the discontinuities. as expansion shocks are not admissible. with shocks instead of an expansion. Therefore. dt ∆u 1−k dx 1 (1 + k)(1 − k) 1 ∴ = = (k + 1) dt 2 (1 − k) 2 and the jump condition is satisfied here too. not only satisfies the conservation equation. we shall discuss such additional criteria.Non-unique solutions of non-linear convection equations ∴ 97 ∂u ∂u +u =0 ∂t ∂x Thus. 1 R-H Condition at x = kt : 2 1 1 ( k 2 − 02 ) ∆g dx 2 = = 2 dt ∆u k−0 1 2 k k dx = 2 = ∴ dt k 2 dx 1 1 = k From x = kt & 2 dt 2 Therefore. the prescribed solution satisfies the conservation equation in all the three regions. called entropy conditions.DRAFT -. 1 R-H Condition at x = (k + 1)t : 2 dx 1 = (k + 1) dt 2 1 1 ( 12 − k 2 ) ∆g dx 2 = = 2 From R-H condition. this is a solution which is mathematically admissible. In the next section. but also is consistent with the RankineHugoniot jump conditions. but physically not admissible.DRAFT -. we can see that this unphysical solution. with two discontinuities in between. Thus. Thus. the R-H condition is satisfied. The solution given contains three regions of constants.DRAFT - . the equation is satisfied. DRAFT -. This problem has arisen because the non-linear conservation equations allow more than one solution mathematically and this non-uniqueness has to be dealt with additional criteria.DRAFT -.

we had to introduce the concept of a Weak Solution. containing a dis∂t ∂x continuity propagating with speed s satisfying the R-H condition ∆g = s∆u is said to satisfy the entropy condition if g ′ (uL ) > s > g ′ (uR ) (3. W. Springer-Verlag.DRAFT - . Several versions of entropy conditions are described here.2. Shock Waves and Reaction-Diffusion Equations. as shown in the following figure. J. then the shock speed s must lie between g ′ (uL ) where g ′ (u) represents 3 1. L. These extra conditions are the well-known Entropy Conditions.DRAFT -. Vol. Therefore.11. Therefore. without mathematical derivations and proofs. as discontinuities are not allowed in that formulation. Mathematically rigorous descriptions of the entropy conditions are available in the books by Smoller. 1999 4.98 Analysis of scalar conservation laws 3. American Mathematical Society.126) means that as time evolves. LeVeque.126) ∂g(u) and L and R represent the left and right states of the ∂x′ discontinuity. to eliminate unphysical weak solutions. C. Note that g (uL ) and g ′ (uR ) give the slopes of the characteristic lines on the two sides of the discontinuity. this expanded set of solutions admit unphysical or physically inadmissible solutions. 1983 2. A rarefaction shock does not satisfy the entropy condition as the characteristics diverge from the discontinuity. Thomas. to deal with the case of intersecting characteristics. Unfortunately. PDEs. and Evans 3 . R.1 Entropy Condition Version . Thomas. That means the characteristics converge on the discontinuity from both sides when the entropy condition is satisfied. Numerical PDEs. 1998 DRAFT -.11 Entropy Conditions We have seen that the solutions to the non-linear scalar conservation laws are not unique.DRAFT -. Evans.Smoller. We have also seen that an unphysical solution like a rarefaction shock (an expansion shock) satisfies the non-linear conservation law as well as the Rankine-Hugoniot (jump) condition. 1992 3. Hence. we need extra conditions. 3. Numerical Methods for Conservation Laws. If the flux g(u) is a convex function so that g ′′ (u) > 0 (which implies that g ′ (u) is increasing).I : ∂u ∂g(u) The solution to a non-linear scalar conservation law + = 0. Birkhaesen-Verlag. J. the discontinuity moves faster than the characteristic lines ahead of it and is slower than those trailing it. J. LeVeque. Springer-Verlag. the entropy condition (3.DRAFT -. thus expanding the set of solutions. Why did such a situation arise? Recall that the differential form of a conservation law does not admit shock wave solutions.

DRAFT -. 3. For convex g(u).126).III : ∂u ∂g(u) The solution to a non-linear scalar conservation law + = 0 is said to satisfy the ∂t ∂x entropy condition if there is a constant E > 0 such that for all a > 0.11. the following version of the entropy condition given by Oleinik is used. For non-convex flux function.DRAFT -. and the condition (3. For DRAFT -. (3. for Burgers equation. the expansion shock for the case uL < uR (when expansion wave should have been the correct solution) does not satisfy the entropy condition.37: Entropy condition and g ′ (uR ). t) < a t (3.DRAFT -. as the flux is convex (since.127) reduces to (3. this means uL > uR . g ′′ (u) = 1 > 0).11.127) where uL and uR represent the left and the right states of the discontinuity respectively.DRAFT - . t > 0 and x ∈ ℜ E u(x + a. If u(x.3 Entropy Condition Version .126) simply becomes g ′ (uL ) > g ′ (uR ).128) This form of the entropy condition is based on the spreading of the characteristics in a rarefaction fan. t) is an increasing function of x in some region. 3.2 Entropy Condition Version . Since g(u) is convex.128) is quantification of the spreading.II : ∂g(u) ∂u + = 0 containing a The solution of the non-linear scalar conservation law ∂t ∂x discontinuity is said to satisfy the entropy condition if g(uR ) − g(uL ) g(uL ) − g(u) ≥ for all u such that uL < u < uR uL − u uR − uL (3.Entropy conditions 99 Figure 3. t) − u(x. The condition (3. then the characteristics spread out if g ′′ (u) > 0. Therefore.

for smooth u ∂S(u) ∂u ∂Ψ(u) ∂u + =0 ∂u ∂t ∂u ∂x ∂S(u) Multiplying the non-linear conservation law by . 1957. 0)S(u(x.134) Comparing (3.129) t This condition is due to Oleinik4 .133) (3. Therefore.132) or.128) and (3. 0))dx ≥ 0 (3. 95-172.131) dxdt + S(u) + Ψ(u) ∂t ∂x −∞ −∞ 0 The solution to a non-linear scalar conservation law For smooth values of u.DRAFT -. Discontinuous Solutions of Non-linear Differential Equations. pp.128) implies that uR − uL ≤ 0 or uR ≤ uL or uL ≥ uR .IV : ∂u ∂g(u) + = 0 is said to satisfy the ∂t ∂x entropy condition if there exists an entropy function S(u) and an entropy flux function Ψ(u) such that ∂S(u) ∂Ψ(u) + ≤0 (3. Oleinik.100 Analysis of scalar conservation laws a discontinuity propagating with a speed s.DRAFT -. taking a = ∆x.130) satisfies ∂S(u) ∂Ψ(u) + =0 ∂t ∂x (3. we get   E n n uj+1 − uj < ∆x for all t > 0 as ∆x → 0 (3.130) ∂t ∂x is satisfied in the weak sense  Z ∞ Z ∞Z ∞  ∂φ ∂φ φ(x. (3.DRAFT - .4 Entropy Condition Version . 2. 3. 26.11. (3. we get ∂Ψ(u) ∂S(u) ∂g(u) = · ∂u ∂u ∂u (3.DRAFT -. DRAFT -. American Mathematical Society Transactions Sr. For a discrete approximation.135) 4 O. (3.134).126) are consistent. we get ∂u ∂S(u) ∂u ∂S(u) ∂g(u) + =0 ∂u ∂t ∂u ∂x ∂S(u) ∂u ∂S(u) ∂g(u) ∂u or + =0 ∂u ∂t ∂u ∂u ∂x (3.133) and (3.

t2 ].136) (3.Entropy conditions 101 Example : Consider the Burgers equation. If there 3 is a discontinuity.135) gives 1 ∂u ∂g(u) + = 0 with g(u) = u2 and take S(u) = u2 . we get .137) 2 3 u as the flux. we have   ∂(u2 ) ∂ 2 3 + u =0 ∂t ∂x 3 (3. by integrating the above equation over a rectangle [x1 . the entropy condition is   ∂(u2 ) ∂ 2 3 + u ≤0 ∂t ∂x 3 For smooth solutions of Burgers equation. Therefore. x2 ] × [t1 . (3. ∂t ∂x 2 ∂Ψ(u) ∂S(u) ∂g(u) = = 2u u = 2u2 ∂u ∂u ∂u Z 2 ∴ Ψ(u) = 2u2 du = u3 3 Therefore.

t2 Z t2 .

x Z x2 .

2 3 .

.

2 2 2 .

u dx.

+ u dt.

DRAFT -.DRAFT -.139) DRAFT -.DRAFT - .137) is where s2 = s2 = ∴ s2 = ∴ s2 = ∴ s2 = 2 2 ( u3R − u3L ) ∆Ψ 3 = 3 2 ∆S (uR − u2L ) 2 (u3R − u3L ) 3 (u2R − u2L ) 2 (uR − uL )(u2R + u2L + uR uL ) 3 (uR + uL )(uR − uL ) 2 2 (uR + u2L + uR uL ) 3 (uR + uL ) (3.138) 3 x1 t1 3 t1 x1 This is a conservation law with u2 as a conserved variable and ∆Ψ . The ∆S R-H condition for (3. = s2 ∆t(u2L − u2R ) + ∆t(u3R − u3L ) = 0 (3. The derivation is similar to the derivation of the R-H condition.DRAFT -.

138) gives .102 Analysis of scalar conservation laws ∂u ∂g(u) + = 0 is ∂t ∂x 1 1 2 uR − u2L ∆g 1 (uR + uL )(uR − uL ) 1 2 s= = 2 = = (uR + uL ) ∆u uR − u L 2 (uR − uL ) 2 R-H condition for 2 (u2R + u2L + uR uL ) 1 − (uR + uL ) 3 (uR + uL ) 2 2 2 4uR + 4uL + 4uR uL − 3(uR + uL )2 = 6(uR + uL ) 2 2 4uR + 4uL + 4uR uL − 3u2R − 3u2L − 6uR uL = 6(uR + uL ) 2 2 (uR − uL )2 u + uL − 2uR uL = = R 6(uR + uL ) 6(uR + uL ) s2 − s = s2 − s = ∴ (3.

t2 Z Z x2 .

2 u dx.

.

140) . + x1 t1 t2 t1 (uR − uL )2 6(uR + uL ) (3.

x 2 3 .

.

2 2 u dt.

= s∆t(u2L − u2R ) + ∆t(u3R − u3L ) 3 3 x1 = s∆t(u2L − u2R ) + s2 ∆t(u2R − u2L ) = ∆t(u2L − u2R )(s − s2 ) 2 2 2 (uR − uL ) = −∆t(uL − uR ) 6(uR + uL ) ∆t (uR + uL )(uL − uR )(uL − uR )2 = − 6 (uR + uL ) .

x2 .

t2 Z t2 Z x2 .

∆t 2 3 .

.

u dt.

= − (uL − uR )3 u2 dx.

.

136) as . + 6 t1 3 x1 x1 t1 Comparing (3.141) with the integral form of (3.

x2 .

t2 Z t2 Z x2 .

.

2 3 2 u dt.

.

≤ 0 u dx.

.

+ x1 t1 3 x1 t1 we get − ∆t (uL − uR )3 ≤ 0 6 (3. DRAFT -.143) ∴ (uL − uR )3 ≥ 0 ∴ (uL − uR ) ≥ 0 ∴ uL > uR .DRAFT -.DRAFT -.DRAFT - .141) (3.142) (3. which is consistent with the entropy conditions described earlier.DRAFT -.

DRAFT - . Then. To understand them better. which is the most popular method used in compressible fluid flow simulations. followed by the discussion on numerical dissipation. with the example of a simple linear convection equation. 4. For the space 103 DRAFT -.1 Basics of Finite Difference and Finite Volume Methods In this course.1) Let us discretize the above hyperbolic equation on a three point stencil shown in the figure (4.DRAFT -. we shall limit ourselves the application of Finite Difference Method (FDM) and Finite Volume Method to the typical scalar and vector conservation equations. the basic analysis of numerical methods is presented in this chapter. First. concentrating mostly on the Finite Volume Method.DRAFT -. the concepts of consistency and stability of a numerical method are briefly introduced. We discretize the time derivative using forward differencing since we will be marching forward in time for the solution of the convection equations.1.DRAFT -. 4. illustrated by the analysis of Modified Partial Differential Equations (MPDE). numerical dispersion and order of accuracy. the basics of Finite Difference Method (FDM) and the Finite Volume Method (FVM) are presented.Chapter 4 Analysis of Numerical Methods Several numerical methods for scalar and vector conservation equations of compressible flows will be presented in the next chapters.1).1 Upwind Method in Finite Difference Form Consider a linear convection equation ∂u ∂u +c =0 ∂t ∂x (4.

thus leading to instability. the information comes only from one side. t) (4. let us see the analytical solution of the linear convection equation (4.1). t = 0) (4. If c is positive. can be written as u (x. 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.DRAFT -. The FTCS discretization takes information from the wrong side also. Therefore.3) which.5) 2 2 Here.1). j and j + 1 at the old time level. it depends on the sign of the convection speed c.DRAFT -. let us first split the convection speed into a positive part and a negative part as c + |c| c − |c| c= + = c+ + c− (4.4) So. the information to the point j comes from the right. from the point j − 1 and if c is negative. from the point j + 1.DRAFT - . t) = u (x − ct. the simplest approximation seems to be central differencing. the superscript n denotes the time level t and n + 1 denotes the time level t + ∆t. for the 3-point stencil shown in the figure (5. Therefore. Obviously.104 Analysis of numerical methods 1 0 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 xj−1 0 1 000000 0000000 111111 1111111 0 1 000000 111111 0000000 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 000000 0000000 111111 1111111 000000 111111 0000000 1111111 00 11 0 1 0 1 000000 111111 0000000 1111111 00 11 0 1 0 1 c∆t c∆t xj ∆x ∆x 1 0 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 t+∆t t xj+1 Figure 4.2) ∆t 2∆x Here.DRAFT -. To respect the hyperbolicity of the equation. un+1 − unj unj+1 − unj−1 j +c =0 (4. the linear convection equation becomes ∂u ∂u ∂u + c+ + c− =0 (4. depending on the sign of c.1: 3-Point Stencil derivative. t + ∆t) = u (x − c∆t. c+ is always positive and c− is always negative.6) ∂t ∂x ∂x DRAFT -. actually leads to an unstable scheme! To understand why. To do so. the information to the point j comes from the left. depending on the sign of the convection speed. we have to introduce one sided differencing. This discretization known as the Forward Time Centered Space discretization. The analytical solution is given by u (x.

consider a 3-point stencil as shown in figure (5. and therefore. information comes to the point j only from the left.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. t) (4.DRAFT -.Basics of finite difference and finite volume methods 105 Now. 0) = (c − |c|) where c− ≤ 0 always 2 DRAFT -.DRAFT - .9) 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 ) − c [u(xj ) − u(xj−1 )] ∆x = u(xj ) − λ[u(xj ) − u(xj−1 )] u(xP ) = u(xj−1 ) + ∆t . The foot of the characteristic falls between points j and j −1 if c > 0 and between j and j +1 if c < 0. and hence a backward differencing can be used. If c < 0.1). xj+1 ) − u(t. Therefore. 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. forward differencing can be used. then we need to interpolate the foot of the characteristic between the points j and j + 1 which will lead to u(t + ∆t. 0) = (c + |c|) where c+ ≥ 0 always 2 1 − c = min(c. Using a linear interpolation between j and j − 1.10) Both the cases c > 0 and c < 0 can be combined using 1 c+ = max(c. The upwind method can also be derived in a different way. Similarly.DRAFT -. u(xj ) − u(xj−1 ) (xP − xj−1 ) (xj − xj−1 ) (4. the information comes only from the right. the upwind method where λ = c ∆x follows exact solution with the accuracy of linear interpolation. The solution of the linear convection equation is u (x. we recover the upwind method. xj ) − λ[u(t. xj )] (4.8) Now. xj ) = u(t. un+1 − unj unj − unj−1 unj+1 − unj j + c+ + c− =0 (4. t + ∆t) = u (x − c∆t.DRAFT -. for the c− term. we can now write u(xP ) = u(xj−1 ) + Therefore. Thus. Since we know the exact solution of the linear convection equation. for the c+ term. Let us denote the foot of the characteristic by P and consider the c > 0 case first. 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.

14) ∂t ∂x 2 Let us now discretize our 1-D computational domain as a set of cells or finite volumes. First.2). 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.DRAFT -.13) Upwind Method in Finite Volume Form Let us discretize the linear convection equation by using a Finite Volume Method (FVM).1. we can write c = c+ + c− 1 1 or c = (c + |c|) + (c − |c|) 2 2 ∂u ∂u +c =0 ∂t ∂x ∂u ∂u ∂u + c+ + c− =0 ∂t ∂x ∂x becomes (4.DRAFT -. c− = 0 and if c < 0.106 Analysis of numerical methods Here. if c > 0. ∂u ∂g (u) 1 + = 0 .3) or piecewise quadratic or cubic approximations. where g (u) = u2 (4.2 ∆t c ± |c| ∆x 2 (4. We can also choose more accurate approximations. like a piecewise linear 1 0 0 1 0 1 111111 000000 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 111111 000000 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 11111 00000 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 111111111111111111111111111111111111111111111 000000000000000000000000000000000000000000000 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 0 1 1 0 1 1 0 1 1 0 1 0 1 0 1 0 1 0 0 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 111111 000000 j−3 j−2 j−3/2 j−1 j−1/2 j j+1 j+1/2 j+2 j+3 x j+3/2 Figure 4.DRAFT -. The simplest choice is to have a piecewise constant approximation in each cell. Therefore. assuming that within each cell the solution has a piecewise polynomial variation.2: Piecewise Constant Approximation approximation shown in figure (4. The approximation we choose determines the order of accuracy of the disretization.DRAFT - .11) or ∂u c + |c| ∂u c − |c| ∂u + + =0 ∂t 2 ∂x 2 ∂x and then the upwind method becomes  n   n  n + n − n un+1 = u − λ u − u − λ u − u j j j−1 j+1 j j where λ± = 4.12) (4. as shown in figure (4. c+ = 0. Let us DRAFT -. linear or non-linear.

16) j− 2 DRAFT -.DRAFT -.DRAFT - . we obtain Z tn+1 Z x 1 xj+ 1 j+ 2 tn+1 [g (x)]xj− 21 dt [u]tn dx = − 2 tn xj− 1 2 or Z xj+ 1 2 xj− 1 or Z xj+ 1 2 xj− 1 2 2  n+1  u − un dx = − un+1 dx = Z xj+ 1 2 xj− 1 2 un dx − "Z Z tn+1 tn tn+1 tn   i h  g xj+ 1 − g xj− 1 dt 2 2 Z   g xj+ 1 dt − 2 Let us now define the cell integral averages as Z x 1 j+ 2 1 u (x) dx = u¯j ∆x x 1 tn+1 tn #   g xj− 1 dt 2 (4. For simplicity. The integral form of the scalar conservation equation we have chosen (linear convection equation) is   Z tn+1 Z x 1 j+ 2 ∂u ∂g =0 dt + dx ∂t ∂x tn x 1 j− 2 which can be written as "Z n+1 Z t xj+ 1 2 tn xj− 1 2 # ∂u dt ∂t dx = − Z tn+1 tn  Z   xj+ 1 ∂g dx dt ∂x 2 xj− 1 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.15) (4. xj+ 1 ] and a 2 2 time interval [tn . which starts with the integral form of the conservation equation in which the integration is over a finite volume or cell [xj− 1 . tn+1 ]. Completing the integrations.3: Piecewise Linear Approximation now use the finite volume method.DRAFT -.Basics of finite difference and finite volume methods 107 1 0 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 1 0 1 1 0 1 1 111111111111111111111111111111111111111111111 000000000000000000000000000000000000000000000 0 1 0 1 0 1 0 1 0 0 0 0 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 j−3 j−1 j−2 j−3/2 j j+1 j−1/2 j+1/2 j+2 j+3 x j+3/2 Figure 4. let us assume a piecewise constant approximation.DRAFT -.

we have to reconstruct the variation of u. we can write  u xj− 1 From (4. Since a cell interface is shared by two cells.19) u xj+ 1 = 2 u¯nj+1 if c < 0 Similarly. the update formula of the finite volume method can be written as "Z n+1 # Z tn+1     t g xj+ 1 dt − ∆x¯ un+1 = ∆x¯ unj − g xj− 1 dt j 2 tn or u¯n+1 = u¯nj − j where tn i ∆t h gˆj+ 1 − gˆj− 1 2 2 ∆x 2 (4.18) gˆj+ 1 2 2  1 = ∆t = Z  tn+1 tn u¯nj−1 if c > 0 u¯nj if c < 0  (4. which means a piece-wise constant reconstruction of u.2).) Reconstruction of the variation of u in each cell simply means that we need to assume a profile for u in each cell.16)) only at the cell-centres xj . to reconstruct the value of u at the cell centres.DRAFT - . We have to now reconstruct the value of u at xj± 1 .DRAFT -. 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. Recollect that we have already assumed the profile shape of u in the beginning of the finite volume approximation. t dt 2 Since g (u) = cu.17) Z tn+1  Z tn+1     1 1 dt (4. So.20)     g u xj+ 1 . Referring to the figure (4.18) g xj± 1 dt = g u xj± 1 gˆj± 1 = 2 2 2 ∆t tn ∆t tn are the time-averaged fluxes. A better profile is a linear profile. to a cell-integral average u¯j . we will obtain  Z tn+1  1 c u¯j (t) f or c > 0 gˆj+ 1 = dt 2 c u¯j+1 (t) f or c < 0 ∆t tn DRAFT -. we can approximate the reconstructed value of u at the cell interface at xj+ 1 as 2   u¯n if c > 0   j (4. we need to just make use of the existing profiles of u in each cell. The simplest profile is a constant value.DRAFT -. we have lost the variation of u and now that we require the variation of u at the cell interfaces. a continuous variable. which means a piece-wise linear reconstruction of u. (Since we converted u (x).DRAFT -.108 Analysis of numerical methods Using the above definitions. as we 2 have the cell integral averages u¯j (equation (4.

28) u¯j − u¯j−1 + u¯j+1 − u¯j u¯j = u¯j − ∆x 2 2 DRAFT -. Several assumptions of this time variation are possible but let us use a simple variation of u between tn and tn+1 as  (4.DRAFT -.24) (4. Therefore Z tn+1   u¯j (t) dt = (1 − η) u¯nj + η¯ un+1 ∆t (4.26)  (4.22) j tn Thus. then we obtain    c − |c|  ∆t c + |c| n+1 n+1 n+1 n+1 n+1 n (4. we obtain gˆj+ 1 2 1 = ∆t ∆t or gˆj+ 1 = 2 Similarly. we can derive gˆj− 1 = 2   c (1 − η) u¯nj + η¯ un+1 j  f or c > 0 n+1 n c (1 − η) u¯j+1 + η¯ uj+1 f or c < 0   c (1 − η) u¯nj + η¯ un+1 j  f or c > 0 n+1 n c (1 − η) u¯j+1 + η¯ uj+1 f or c < 0   c (1 − η) u¯nj−1 + η¯ un+1 j−1 f or c > 0 c (1 − η) u¯nj + η¯ un+1 f or c < 0 j (4.25) Substituting the expressions for above fluxes in the update formula (4.DRAFT -.17). we used only the spatial variation of u in each cell.21) u¯j (t) = (1 − η) u¯j (tn ) + η¯ uj tn+1 where η takes the values between 0 and 1 (0 ≤ η ≤ 1) and represents the interpolation factor (in time).Basics of finite difference and finite volume methods 109 In our reconstruction process.DRAFT -. tn+1 ]. we obtain    ∆t c (1 − η) u¯nj − u¯nj−1  + cη u¯n+1 − u¯n+1 n+1 n j j−1  f or c > 0 u¯j = u¯j − c (1 − η) u¯nj+1 − u¯nj + cη u¯n+1 ¯n+1 f or c < 0 ∆x j+1 − u j or u¯n+1 = u¯nj − j  n ∆t  (1 n− η) ∆x η c+|c| 2 c+|c| 2 u¯nj − u¯nj−1   u¯n+1 − u¯n+1 j j−1 + If we now take η = 0. then we obtain  ∆t c + |c| n+1 n u¯j = u¯j − ∆x 2 u¯nj − u¯nj−1  o   (4. we need to make some assumption of the time variation of u within the interval [tn .23) (4. If we take η = 1.DRAFT - .27) u¯nj+1 − u¯nj + c−|c| 2 o c−|c| n+1 n+1 u ¯ − u ¯ j+1 j 2 c − |c| + 2 u¯nj+1 − u¯nj  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). To complete the integration.

To understand the importance of the conservation at the discrete level. and the net flux (outgoing flux minus the incoming flux) balances the rate of change of the conservative variable. · · · . The main advantage of the upwind finite volume method is that the update formula leads to a conservative discretization.DRAFT - .17) for all the N finite volumes or cells in our 1-D domain. We can see that the piecewise constant approximation with the upwinding in finite volume method yields the first order accurate upwind finite difference method. leading to faster convergence. Since we are solving the governing equation (say linear convection by an upwind method. 2. This equivalence is possible for a linear convection equation. analyzing the truncation error. all the fluxes in the middle of the domain cancel and only the fluxes at the boundaries remain. This property of all the fluxes in the middle of the domain getting canceled is called the telescoping property of the fluxes. To find out the truncation error. Thus.30) N X j=1 un+1 j = N X j=1 u¯nj i ∆t h n n − gˆ 1 − gˆ 1 2 ∆x N + 2 (4. # " N N N X X ∆t X n n+1 n n u¯j = u¯j − (4. let us sum up the general finite volume update formula (4. let us substitute Taylor Series DRAFT -. and thus needing to invert a matrix (for all N values of j. as no matrix inversion is needed.2 Modified Partial Differential Equations Let us now understand the numerical methods like upwind method a little more. where N is the number of cells or grid points). However. we need to solve for the values of un+1 and un+1 j−1 . If we take η = 0.DRAFT -. 4.DRAFT -. This is a unique property of the Finite Volume Method (FVM). j = 1. an implicit method will not have a stability restriction as in the explicit method and larger values of the time-step are allowed. n+1 Note that.29) gˆ 1 − gˆj− 1 2 ∆x j=1 j+ 2 j=1 j=1 or N X u¯n+1 j j=1 or = N X j=1 u¯nj − i ∆t h n n n n n gˆ 3 − gˆn1 + gˆn5 − gˆn3 + gˆn7 − gˆn5 + · · · + gˆN ˆ ˆ ˆ 1 − g 3 + g 1 − g 1 −2 N− 2 N+ 2 N− 2 2 2 2 2 2 ∆x 2 (4. known as Crank-Nicolson method. there will be some errors associated with the approximation. In this implicit method. 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.5. The explicit method is easier to program.DRAFT -.110 Analysis of numerical methods This is called as an implicit method as we need to solve an implicit equation for un+1 .31) Thus. we get an average of both the above methods. N . for example) approximately. uj j+1 simultaneously.

∂u ∂[u] ∂[u] ∂u +c = 0 or = −c ∂t ∂x ∂t ∂x (4.35) + ∂t j 2 ∂t2 j 6 ∂t3 j unj+1 = un (xj + ∆x) unj+1 n = uj + ∆x  ∂u n ∂x j n n ∆x3  ∂ 3 u  ∆x2  ∂ 2 u  + + 0(∆x4 ) + 2 3 2 ∂x j 6 ∂x j (4. we get n n n n  ∂u n ∆t2  ∂ 3 u  λ+ h ∆x3  ∂ 3 u  i ∆t  ∂ 2 u  ∆x2  ∂ 2 u  + = − + + − ∆x ∂t j 2 ∂t2 j 6 ∂t3 nj ∆t ∂x j 2 ∂x2 j 6 ∂x3 j n   n 3 3  i 4 −h 2 2  ∆x ∂ u λ ∆x ∆x ∂ u ∂u − + + 0(∆t3 . (4.37) in (4. then which equation are we solving exactly? To answer this question.DRAFT -. t + ∆t) = uj n + ∆t + + 0(∆t4 ) (4.DRAFT -. The resulting equation is called as Modified Partial Differential Equation or Equivalent Differential Equation.DRAFT - .38) DRAFT -.DRAFT -. but only approximately. let us expand the terms in the upwind method using Taylor series.35).Modified PDEs 111 expansions into the numerical method. we have to replace the time derivatives by space derivatives for which we use the original linear convection equation itself.33) and dividing it by ∆t. If we are not solving the linear convection equation exactly.33) (c − |c|) ∆t (c + |c|) ∆t and λ− = (4.32) the upwind method is   = unj − λ+ unj − unj−1 − λ− unj+1 − unj un+1 j (4.36) unj−1 = un (xj − ∆x) unj−1 n = uj − ∆x  ∂u n ∂x j n n ∆x3  ∂ 3 u  ∆x2  ∂ 2 u  − + 0(∆x4 ) + 2 ∂x2 j 6 ∂x3 j (4. where λ+ = n n  ∂u n ∆t3  ∂ 3 u  ∆t2  ∂ 2 u  uj n+1 = u (xj . − − ∆x ) 2 3 ∆t ∂x j 2 ∂x j 6 ∂x j ∆t  ∂u n To simplify the above equation.37) Substituting (4. For the linear convection equation ∂u ∂u +c =0 ∂t ∂x (4.36) & (4. to recover the actual equation we are solving exactly.34) 2 ∆x 2 ∆x The above equation is an approximation to the linear convection equation as we have discretized the derivatives.

DRAFT -.DRAFT -.44) −1+ 6 ∆x2 ∂x3 j ∆t Therefore  ∂u ∂t +c  ∂ 2 u n c∆x2   ∂ 3 u n 4 ∂u n |c|∆x  3 ∆x 2 + + 0(∆t . 1 − |λ| λ − 1 )(4. we obtain ∂ 2u ] 3 ∂x2 = −c3 ∂ u ∂x ∂x3 (4.39) ∂[c2 (4.112 Analysis of numerical methods 2 ∂ u = ∂t2 ∂u ∂u ] ∂[−c ] 2 ∂t = −c ∂x = c2 ∂ u ∂t ∂x ∂x2 ∂[ ∂3u = −c ∂t3 Using the above formulae.42) From the above two equations we get λ+ − λ− = |c| ∆t ∆t and λ+ + λ− = c ∆x ∆x (4.40) n n ∆t2 3  ∂ 3 u  ∆t 2  ∂ 2 u  − c c ∂t j 2 ∂x2 j 6 ∂x3 j n   n +h 2  2 n ∆x3  ∂ 3 u  i λ ∆x ∂ u ∂u − = + − ∆x ∆t ∂x j 2 ∂x2 j 6 ∂x3 nj   n 4 −h 2  2 n ∆x3  ∂ 3 u  i λ ∆x ∂ u ∂u 3 ∆x − + + 0(∆t .DRAFT - . ) (4.43) Therefore.45) = ∂x j 2 ∂x2 j 6 ∂x3 j ∆t DRAFT -. ) − − ∆x ∆t ∂x j 2 ∂x2 j 6 ∂x3 j ∆t  ∂u n  ∂u n ∂t j +  ∂u n λ−  ∂u n h  i 2  ∂ 2 u n λ+ 2 ∆t ∆x + − ∆x ∆x + + = λ −λ −c ∆t ∂x j ∆t ∂x j 2 2∆t ∂x2 j n h  4 ∆t2 i ∆x3  ∂ 3 u  3 ∆x + 0(∆t .DRAFT -. ∆t ) (4.41) + − λ+ − λ− + c 3 6 6∆t ∂x3 j ∆t λ+ c + |c| ∆x = ∆t 2 − c − |c| λ ∆x = ∆t 2 (4. we obtain     n  ∂u n c + |c|  ∂u n c − |c|  ∂u n h |c|∆x  |c|∆t i ∂ 2 u  1− + + = ∂t j 2 ∂x j 2 ∂x j 2 ∆x ∂x2 j n h c∆x2  4 c2 ∆t 2 i ∂ 3 u  3 ∆x + + 0(∆t .

The artificial diffusion stabilizes the FTCS method. We know that ∆x 2 ∂x2 FTCS is unstable.51) uj = uj − c∆t 2∆x 2 ∆x2 If we omit the last term on the right hand side.     n n − n n n + (4. keeping the errors without growing (or damping them).49) 2 ∆x 2 ∆x     n n n n n |c|∆t uj+1 − 2uj + uj−1 c∆t uj+1 − uj−1 n+1 n + (4. the scheme is I order accurate in time and space. Space (FTCS) approximation to ∂t ∂x   n n n+1 n u − u j+1 j−1 u j − uj +c =0 ∆t 2∆x un+1 j unj Therefore. ∂u ∂u 1 ∂p ∂ 2u +u + =ν 2 ∂t ∂x ρ ∂x ∂x (4. and this artificial viscosity term is . Therefore.46) The second order term on right hand side represents a viscous term.Modified PDEs 113  ∂3u  ∆x If term. That is ∂u ∂u +c = 0(∆t.DRAFT -.DRAFT - .DRAFT -. let us consider the momentum equation of conservation laws for a fluid in expanded form. DRAFT -. then we obtain = constant and we drop ∆t ∂x3  ∂ 2 u n  ∂u ∂u n |c|∆x  + 0(∆t2 .48) u − u − λ u − u un+1 = u − λ j+1 j j j−1 j j  u n − un   un − un  c + |c| c − |c| j j−1 j+1 j = −( )∆t )∆t −( (4. there are two routes to obtain a stable scheme. the  ∂ 2 u  |c|∆x  and the 1 − |λ| upwind scheme has introduced an artificial viscosity term. the upwind method has added an artificial viscosity term to the central dif|c|∆t  ∂ 2 u  ferencing method. ∆x2 ) +c 1 − |λ| = ∂t ∂x j 2 ∂x2 j Therefore. as explained in the following part. To understand the terms in the truncation error better. artificial viscosity stabilizes the numerical methods.47) What is the role of artificial viscosity? Just as the physical viscosity has the stabilizing effect on fluid flows. ∆x) ∂t ∂x (4. Thus.DRAFT -.50) uj = uj − 2 ∆x 2 ∆x     unj+1 − 2unj + unj−1 unj+1 − unj−1 |c|∆t n+1 n + ∆x (4. We can rewrite the upwind method as follows. 2 ∂x2 method is first order accurate. we get the Forward Time and Centered ∂u ∂u +c = 0.

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 . By adding explicit artificial viscosity to the central differencing scheme.3 Consistency of Numerical Methods A numerical method is said to be consistent to the equation it approximates if the local truncation error vanishes when the grid-spacing and the time-step go to zero. the FTCS method is actually removing some viscosity from a II order method.DRAFT -. Thus. it makes sense to explicitly add some viscosity to stabilize it. 2.114 Analysis of numerical methods 1. consider the linear convection equation ∂u ∂u +c =0 ∂t ∂x (4. because of the tuning parameters. central difference schemes are not as popular as upwind schemes. the local truncation error on the right hand side completely vanishes and we recover the linear convection equation.DRAFT - . But. DRAFT -. Smith & Turkel(1981) (AIAA-81-1259) developed such a central difference scheme with explicit artificial viscosity for Euler equations. 4. The second one is preferable.53) We have seen in the previous section that the Modified Partial Differential Equation (MPDE) for the above upwind scheme is given by  ∂u ∂t +c  ∂ 2 u n c∆x2   ∂ 3 u n ∂u n |c|∆x  2 + + 0(∆t3 .DRAFT -. ∆x3 ) +c =− ∂t ∂x 2 ∂x2 Therefore. For the first option. the upwind scheme is consistent with the linear convection equation that it approximates here.DRAFT -. as there are no tuning parameters which are problem dependent. ∆x4 ) (4. As an example. By using an upwind scheme which has an inherent (implicit) artificial viscosity.54) 1 − |λ| λ − 1 = ∂x j 2 ∂x2 j 6 ∂x3 j The right hand side of the above equation represents the local truncation error of the numerical method (upwind method here). We can see that as ∆x → 0 and ∆t → 0. Jameson. Thus.52) and the upwind scheme for the above equation given by = unj − un+1 j  (c − |c|) ∆t  n  (c + |c|) ∆t  n uj − unj−1 − uj+1 − unj ∆x ∆x (4.

57) (4. let us first understand the Fourier series in complex wave form. Before studying the stability analysis.Stability analysis 4.DRAFT - .4.58) m=−∞ 2Π mx i 2Π iωm x = m . which we will use in the stability analysis. We can write f (x) = (4. 4. The complex form simplifies the algebraic manipulations and is easier to use.4 115 Stability Analysis While designing and using numerical methods for partial differential equations.DRAFT -.1 Fourier series in complex waveform Let f (x) = a + ∞ h X m=1 From i am cos(ωm x) + bm sin(ωm x) eiwm x = cos (wm x) + i sin (wm x) and e−iwm x = cos (wm x) − i sin (wm x) we can write (4.DRAFT -.DRAFT -. e =e L We have used the fact that ωm = L 0 e = 1. it is important to know if the numerical method is stable or not. when m = 0.55)  1  iωm x e + e−iωm x 2  1  iωm x −iωm x sin(ωm x) = e −e 2i cos(ωm x) = and 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 (am − ibm )eiωm x + (am + ibm )e−iωm x 2 am cos(ωm x) + bm sin(ωm x) = cm eiωm x + c−m e−iωm x where cm = (am − ibm ) 2 & c−m = f (x) = a + ∞ h X m=1 (am + ibm ) 2 cm eiωm x + c−m e−iωm x If we define c0 = a.56) ∞ X cm eiωm x i (4. DRAFT -. Therefore.

59) un+1 − unj unj+1 − unj−1 j +c = 0 is unstable and the FTBS method (upwind ∆t 2∆x method) given by un+1 − unj unj − unj−1 j +c =0 (4.DRAFT -. There are two kinds of obvious errors in numerical approximations : 1.62) Numerical solution is obtained by solving the difference equation.DRAFT -. Therefore.63) DRAFT -. N should satisfy the following difference equation. Let us consider FTCS case which leads to n n Ejn+1 − Ejn Ej+1 − Ej−1 +c =0 ∆t 2∆x (4.DRAFT - . with the stability condition given by given by 0 ≤ λ ≤ 1 where λ = c ∆t ∆x (4. N is the numerical solution from the computer and E is the exact solution of the difference equation. By definition. Therefore.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.60) ∆t ∆x is conditionally stable. a plane or a convex surface) a numerical method can also be unconditionally stable.116 4. Where are the instabilities coming from? One source of instability is any error present in the numerical method. conditionally stable or unconditionally unstable.2 Analysis of numerical methods Stability analysis of Numerical Methods We know that FTCS method for LCE ∂u ∂u +c = 0 f or c > 0 ∂t ∂x (4. 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. then Discretization error = A − E and Round off error = ǫ = N − E. n n Njn+1 − Njn Nj+1 − Nj−1 +c =0 ∆t 2∆x (4. If A is the analytical solution of the PDE. E exactly satisfies the difference equation. E is the exact solution to the difference equation.4.DRAFT -. A truncation error of the numerical method 2.

round off error should satisfy the difference equation. As we go from nth time level to (n + 1)th time level.64) Using (4. the errors should decrease or at most stay the same for stability. If the errors are amplified by the numerical method. and N = E + ǫ n n (Ejn+1 + ǫn+1 − Ejn − ǫnj ) (Ej+1 + ǫnj+1 − Ej−1 − ǫnj−1 ) j +c =0 ∆t 2∆x (4.Stability analysis 117 Since ǫ = N − E. Therefore .62).65) ∆t 2∆x Therefore. we obtain ǫn+1 − ǫnj ǫnj+1 − ǫnj−1 j +c =0 (4. then the instability sets in.

ǫn+1 .

.

j .

(4.66) .

n .

y = sin(ωm x) 2Π .DRAFT -. Therefore. Here. the wave number is given by ωm = 2Π m L (4.67) m iωm x Since e = cos(ωm x) + isin(ωm x) the above equation represents both sine and a cosine series. we assume Am = Am (t). ≤ 1 for stability ǫj Let the round off error at the starting of the nth iteration have an initial random distribution. ωm = = L L ( ) 2 waves in an interval L. ωm = λ 2Π 2Π ωm = 2.DRAFT -.DRAFT - . If we fit m = L L ( ) 3 (4. t) = m What is wave number? Consider a sine function y = sin( 2Πx ) λ (4.69) where λ is the wave length. In the notation we have used.68) ǫ(x. ωm is the wave number. Am is the amplitude and the above equation gives the spatial variation of the error ǫ. At any given time. Similarly. We also need temporal variation. let us express that the random variation of ǫ with x analytically using Fourier series as X ǫ(x) = Am eiωm x (4.70) then y = sin(ωm x) with 2Π 2Π 3.71) DRAFT -. Therefore. if we fit 3 sine waves in L. X Am (t)eiωm x (4. If we fit two sine waves in an interval L.DRAFT -.

t) = X eat eiωm x (4. which is ǫn+1 − ǫnj ǫnj+1 − ǫnj−1 j +c =0 ∆t 2∆x (4.78).78) Since this equation is linear. then ∆x = L (N − 1) (4.74) (N −1) 2 ǫ(x.77) and use ǫ(x. Therefore.77) m=1 Let us now substitute the above into the error equation. the next question is what should be the value of m? If we have (N − 1) grid points in L. Am (t) = eat (4.79) in (4.72) The largest allowable wavelength is λmax = 2L and the smallest allowable wave length is 2Π 2L .DRAFT -.DRAFT -. we can omit the summation in (4.eiωm x +c =0 ∆t 2∆x DRAFT -.118 Analysis of numerical methods Now that we have understood what the wave number is. t) = eat eiωm x (4. each term of the series in (4.75) m=1 Since errors tend to grow or decay quickly. Therefore λmin = 2∆x = . after substituting (4. we have ωm = h λmin = 2∆x. t) = X Am (t)eiωm x (4. Therefore.73) (N − 1) 2 (N − 1) 2 (4.76) (N −1) 2 ǫ(x.DRAFT -. the maximum member of waves = mmax = Thus (4. 2L i (N − 1) (N − 1) ωm = 2Π  N − 1  L 2 Therefore.77) behaves in the same way as the series itself.DRAFT - .79) Substituting (4. we get ea(t) eiωm (x+∆x) − ea(t) eiωm (x−∆x) ea(t+∆t) eiωm x − ea(t) .77) in (4.78). we can assume an exponential variation for the amplitude.

80) (4.82) . we obtain But ea∆t − 1 eiωm ∆x − e−iωm ∆x +c =0 ∆t 2∆x i c∆t h iωm ∆x a∆t −iωm ∆x e =1− e −e 2∆x eiωm ∆x − e−iωm ∆x = 2 i sin(ωm ∆x) Therefore a∆t e (4.81) i c∆t h 2 i sin(ωm ∆x) =1− 2∆x ea∆t = 1 − iλ sin(ωm ∆x) (4.Stability analysis 119 Dividing by ea(t) eiωm x .

ǫn+1 .

c∆t .

j .

The condition for stability is . .

n .

≤ 1. where λ = ∆x ǫj . The amplification factor.

ǫn+1 .

.

j .

.

n .

. is ǫj .

ǫn+1 .

.

ea(t+∆t) eiωm x .

.

j .

.

.

.

n .

=.

.

ǫj eat eiωm x .

ǫn+1 .

.

j .

. That is.

n .

= |ea(∆t) | ǫj .

ǫn+1 .

.

j .

.

n .

≤1 ǫj |ea(∆t) | ≤ 1 Hence .

.

.

.

.

1 − iλsin(ωm ∆x).

DRAFT -. ≤ 1 p 12 + λ2 sin2 (ωm ∆x) ≤ 1 p 1 + λ2 sin2 (ωm ∆x) ≤ 1 for stability (4.DRAFT -.DRAFT -. whatever the values of ∆x and ∆t may be. Therefore. not only on round-off error [12].83) Since sin2 (φ) is always positive. the above condition can never be satisfied. where Am is the amplitude DRAFT -. for simplicity. We performed the von-Neumann stability analysis based on the round-off error.DRAFT - . We can write u(x) = m Am eiωm x . the FTCS scheme is unconditionally unstable. The concept of stability is actually based on thePbehaviour of the solution itself.

120 Analysis of numerical methods of the mth harmonic of the solution. we obtain ea∆t − 1 1 − e−iωm ∆x +c =0 ∆t ∆x ea∆t = 1 − λ(1 − e−iωm ∆x ) (4. Then.86). we are assuming the solution to be periodic. Is this assumption a reasonable one? When a numerical method is unstable. t) = m Am eiωm x and Am = eat .85) (4.DRAFT -.88) in (4. each term in (4. expressing the solution in a Fourier series is a reasonable choice.86) (4. when we substitute (4. In deriving the stability condition for a numerical method (FTCSPin the previous example). t) = eat eiωm x un+1 = u(x. we expressed the solution using a Fourier series. Therefore. to study the stability requirements and to understand the instabilities.88) unj−1 = u(x − ∆x.84) (4.86).89) ea∆t = 1 − λ(1 − cos(ωm ∆x) + i sin(ωm ∆x)) DRAFT -.DRAFT -. the amplification factor is G = An+1 m and Am |G| ≤ 1 for stability. t) = eat eiωm x (4. Stability analysis for the upwind scheme : ∂u ∂u +c =0 ∂t ∂x c>0 un+1 − unj unj − unj−1 j +c =0 ∆t ∆x c∆t un+1 = unj − λ(unj − unj−1 ) where λ = j ∆x X u(x. usually it produces oscillations in the solution. u(x. Therefore. we can omit the summation and write u(x.87) m Since the difference eqn (4.87) in (4. t + ∆t) = ea(t+∆t) eiωm x j (4.DRAFT - .DRAFT -. That means. t) = eat eiωm (x−∆x) Substituting (4.87) behaves like the entire expression. we get eat eiωm x − eat eiωm x e−iωm ∆x eat ea∆t eiωm x − eat eiωm x +c =0 ∆t ∆x Dividing by eat eiωm x .86) is linear.

Therefore. Therefore. 2 2 DRAFT -.DRAFT -.Stability analysis 121 Amplification factor = G = An+1 ea(t+∆t) m = = ea∆t Anm eat G = 1 − λ + λ cos(ωm ∆x) − iλ sin(ωm ∆x) h 2 (4. the method is unstable if λ > 1 when λ < 1 4λ(1−λ) is positive. 2 2 i 12 = 1 − 4λ(1 − λ) 4λ(1−λ) is negative. 1−4λ(1−λ) sin2 ( ωm ∆x ωm ∆x ) has a minimum for sin2 ( ) = 0.90) 2 |G| = 1 − λ + λ cos(ωm ∆x) + λ sin(ωm ∆x) i 12 i 12 |G| = 1 + λ − 2λ cos(ωm ∆x) − 2λ + 2λ cos(ωm ∆x) + λ (cos (ωm ∆x) + sin (ωm ∆x)) h 2 2 2 2 2 i 12 h |G| = 1 + λ2 + λ cos(ωm ∆x)(−2λ + 2) − 2λ + λ2 h ωm x i 12 |G| = 1 + 2λ2 − 2λ + λ(2 − 2λ)(1 − 2 sin2 ( ) 2 θ Because cos(θ) = 1 − 2 sin2 ( ) 2 h ωm ∆x i 21 ) |G| = 1 + 2λ2 − 2λ + λ(2 − 2λ) − 2λ(2 − 2λ) sin2 ( 2 i 21 h 2 ωm ∆x )(1 − λ) |G| = 1 − 4λ sin ( 2 h h ωm ∆x i ωm ∆x i ) ) = 1 and sin2 ( =0 sin2 ( 2 2 max min when λ > 1 ωm ∆x ωm ∆x ) has a maximum for sin2 ( ) = 1.DRAFT - .DRAFT -. 1−4λ(1−λ) sin2 ( Then h |G|max h i 21 |G|max = 1 − 4λ + 4λ2 h 2 |G|max = (1 − 2λ) i 21 |G|2max = (1 − 2λ)2 > 1 |G|max > 1 Therefore.DRAFT -.

Therefore.2)). the stability condition fixes the time-step in the numerical method.DRAFT -. in practice. 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 (4. based on ∆x . We take. This is the well-known CFL (Courant-Friedrichs-Lewy) condition.DRAFT - .91) which means that the numerical domain of dependence must include the physical domain of dependence (see figure (4. c∆t the method is stable if λ ≤ 1 or ≤ 1. For the upwind scheme. we obtained ∆t ≤ c ∆x ∆t = ǫ where ǫ is a positive constant such that ǫ ≤ 1.DRAFT -. ∆x Thus.122 Analysis of numerical methods Then. the grid-spacing.DRAFT -.4: 3-Point Stencil DRAFT -. 0000000000000000000000000000000 1111111111111111111111111111111 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 0 1 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 0 1 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 1 0 110 00 1 0 1 0 1 0 0 1 000000 111111 0 1 0000000 1111111 0 1 1 1 0 11 00 1 0 1 0 1 0 0 1 c∆t x c∆t xj−1 j ∆x ∆x t+∆t t xj+1 Physical domain of dependence Numerical domain of dependence Figure 4. |G|2max = 1 and this satisfies the condition |G|2max ≤ 1 0r |G|max ≤ 1.4.

central discretization methods were the first to be used for solving hyperbolic equations.the Equilibrium Flux Method of Pullin [21]. which were developed in the 80s became more popular than the central discretization methods. The upwind methods.Lax-Friedrichs method [13]. • Flux Vector Splitting Methods.DRAFT -. the Kinetic Flux Vector Splitting (KFVS) method of Deshpande [23]. the Kinetic Scheme of Perthame [25]. MacCormack method [15] and Jameson-Schmidt-Turkel method [16].DRAFT - .1 A Brief History of Numerical Methods for Hyperbolic Conservation Laws Historically. • Kinetic theory based Methods (Kinetic Schemes) and • Relaxation Schemes The Godunov method [17] is the earliest developed Riemann Solver. The Relaxation Schemes were first introduced 123 DRAFT -. the Peculiar Velocity based Upwind (PVU) method of Raghurama Rao and Deshpande [26] and the Gas-Kinetic Scheme or BGK scheme of Prendergast and Kun Xu [27]. The upwind methods for solving Euler equations can be broadly classified as • Riemann Solvers (Exact or Approximate). The Flux Difference Splitting methods of Roe [18] and Osher [19] belong to the category of Approximate Riemann Solvers. the Kinetic Numerical Method of Rietz [22].Chapter 5 Central Discretization Methods for Scalar and Vector Conservation Laws 5. The important central discretization methods are . The Beam Scheme of Sanders and Prendergast [20] was the first Kinetic Scheme (also the first Kinetic Flux Vector Splitting scheme). which was followed by several Kinetic Schemes .DRAFT -.DRAFT -. Lax-Wendroff method [14].

3) ∆t 2∆x which can be rearranged as un+1 = unj − j  ∆t  n n gj+1 − gj−1 2∆x (5. two of the central discretization methods. which is the simplest convection equation. as it does not respect the hyperbolicity of the linear convection equation. Some of he upwind methods for scalar and vector conservation equations will be presented separately in the next two chapters. namely. There are also some other methods of interest which belong to more than one of the above categories . given by n n un+1 − unj gj+1 − gj−1 j + =0 (5.DRAFT -. 5.2) On a 3-point stencil consisting of points j − 1. In the Lax-Friedrichs [13] method.DRAFT - . thereby stabilizing the scheme. Coquel and Perthame [28] and Raghurama Rao and Balakrishna [53]. Lax-Friedrichs method and Lax-Wendroff method are presented.DRAFT -. un+1 = j   1 n ∆t  n n uj+1 + unj−1 − gj+1 − gj−1 2 2∆x (5.5) We can rearrange the above scheme as un+1 = unj − j  1 n  ∆t  n n gj+1 − gj−1 + uj+1 − 2unj + unj−1 2∆x 2 (5. In this chapter.2 Lax-Friedrichs Method Consider a linear convection equation. the simplest scheme we can think of for the above equation is the Forward Time Centered Space (FTCS) discretization. j and j + 1. given by ∂u ∂u +c =0 (5. this simple scheme is unstable for the hyperbolic equation cosidered above.the Adevective Upstream Splitting Method (AUSM) of Meng Sing Liou [29] and the Hybrid Upwind Splitting (HUS) method of Coquel and Liou [30] and the Convective Upwind Split Pressure (CUSP) method of Jameson [31].DRAFT -.6) DRAFT -. Other relaxation schemes of interest were introduced by AregbaDriollet and Natalini [10]. 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. the above equation is ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (5.124 Central Discretization Methods by Jin and Xin [8].1) ∂t ∂x In conservation form.4) But.

8) If we take the coefficient of viscosity φ as the maximum value permitted by the above 1 stability condition.9) If we know the solution at t. let us interpolate between the values of u at 0000000000000000000000000000000 1111111111111111111111111111111 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 0 1 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 0 1 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 0 1 00 11 0 1 0 1 0 1 0 1 000000 111111 0 1 0000000 1111111 0 1 1 0 1 000 11 0 1 0 1 0 1 0 1 xj−1 ∆x c∆t c∆t xj ∆x t+∆t t xj+1 Figure 5. Lax-Friedrichs scheme has the maximum amount of artificial viscosity permitted by the stability condition. then we can write u(t + ∆t. which is a first order accurate method.10) for a time increment ∆t. that is.1) is given by u(t. x − c∆t) (5. The von Neumann stability analysis of such a general scheme gives the condition λ2 1 c∆t ≤ φ ≤ where λ = 2 2 ∆x (5.5. Therefore.DRAFT - . let us write any general scheme for the linear convection equation in a way such that central differencing of the fluxes is supplemented by an artificial viscosity term as un+1 = unj − j    ∆t  n n gj+1 − gj−1 + φ unj+1 − 2unj + unj−1 2∆x (5. Lax-Friedrichs method. x − ct) (5. This solution is shown graphically in the following figure (5. The exact solution of the linear convection equation (5.DRAFT -. by itself is not usually preferred for solving practical problems. added to the central difference term (last but one term) for stability.1) To obtain the value of u at the point P . x) = u(0. LAX-FRIEDRICHS METHOD 125 To understand the last term in the above expression. to find out the amount of artificial viscosity present. Any scheme can be rearranged in the above form. last term is an approximation for the second derivative of u and hence represents the artificial viscosity term.1: 3-point stencil DRAFT -. The Lax-Friedrichs scheme can also be obtained in a different way. x) = u(t.2. φ = .7) Here.DRAFT -. φ represents the coefficient of artificial viscosity. we obtain the Lax-Friedrichs scheme derived above! 2 That means.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. To derive the DRAFT -.DRAFT -.126 Central Discretization Methods points j + 1 and j − 1.11) unj+1 − unj−1 (∆x − c∆t) 2∆x (5. For non-linear vector conservation equations (Euler equations) also. however.13) 2∆x 2∆x  c∆t n  1 n un+1 = unj−1 + uj+1 − unj−1 − uj+1 − unj−1 (5.18) where U and G (U ) represent vectors. the LaxFriedrichs method can be applied easily as Ujn+1 i  ∆t h 1 n n n n U + Uj+1 − G (U )j+1 − G (U )j−1 = 2 j−1 2∆x (5. 5.3 Lax-Wendroff Method Lax and Wendroff [14] introduced a second order accurate central discretization scheme for solving hyperbolic equations.DRAFT -.15) un+1 = j 2 2∆x For a non-linear scalar conservation law. un+1 (xj ) = un (xj−1 ) + un+1 = unj−1 + j un (xj+1 ) − un (xj−1 ) (xP − xj−1 ) 2∆x (5.17) which is obtained by central differencing the flux term and replacing the variable unj by the average value of the values at the neighbours j + 1 and j − 1.12)  c∆t unj+1 − unj−1 ∆x − unj+1 − unj−1 (5. Consider the 1-D Burgers equation un+1 = unj−1 + j ∂u ∂g (u) u2 + = 0 where g (u) = ∂t ∂x 2 (5. Therefore. The Lax-Friedrichs scheme is the simplest of all the numerical methods for hyperbolic equations. The non-linearity of the flux makes it different. which replaced the Lax-Friedrichs scheme.DRAFT - .DRAFT -.16) The Lax-Friedrichs method for the above Burgers equation is given by un+1 j i  ∆t h 1 n n n n u + uj+1 − g (u )j+1 − g (u )j−1 = 2 j−1 2∆x (5. Lax-Friedrichs method can still be applied without much modification. Note.14) j 2 2∆x  c∆t n  1 n uj−1 + unj+1 − uj+1 − unj−1 (5.

22) With the above three equations.21) as a= uj+1 − uj−1 uj−1 − 2uj + uj+1 .  ∂u n ∆t2  ∂ 2 u n  n 3 un+1 = u(t + ∆t.DRAFT - . xj ) = u (t. let us now use a quadratic interpolation of the values of u at the points xj−1 . b and c can be evaluated using the expression (5. xj − c∆t) (5.3.DRAFT -.     2 ∂u ∂2u ∂ ∂u ∂ ∂u ∂u 2∂ u = −c & 2 = = −c −c =c ∂t ∂x ∂t ∂t ∂t ∂t ∂t ∂x2  ∂u  2 2   ∂ u 2 ∆t n Therefore.DRAFT -.DRAFT -. (uj+1 − uj−1 ) ∂u = + 0(∆x2 ) ∂x 2∆x Therefore. let us expand the variable u in Taylor Series and retain the terms upto the second order.19) Let us replace time derivatives by space derivatives.23) DRAFT -.21) We know the value of u at the three points of the stencil as u (xj−1 ) = uj−1 .20) To obtain the value of xP on the 3-point stencil. un+1 j (uj+1 − 2uj + uj−1 ) ∂2u = + 0(∆x2 ) 2 ∂x ∆x2   c2 ∆t2   c∆t  n 3 3 = unj + u − 2u + u uj+1 − uj−1 + j+1 j−1 + O ∆x . We can also derive this method in a different way. x) = u + ∆t + O ∆t + j j ∂t j 2 ∂t2 j (5.1). un+1 = u + c∆t + O ∆t3 + c j j 2 ∂x 2 ∂x Let us use 2nd order central differences for the derivatives. u (xj ) = uj and u (xj+1 ) = uj+1 (5. Consider a 3-point stencil as shown in the figure (5. The exact solution of the linear convection equation is given by u (t + ∆t. xj and xj+1 . we can write u (x) = a (x − xj )2 + b (x − xj ) + c (5. LAX-WENDROFF METHOD 127 Lax-Wendroff scheme for the linear convection equation. Considering the point xj as the origin and assuming a quadratic variation. the three unknowns a. which is second order accurate in both time and space. ∆t j 2 2∆x 2∆x This is the Lax-Wendroff scheme.5. b= and c = uj 2 2∆x 2∆x (5.

DRAFT -. xj ) = = = = u (t.24) Thus.25) ∂u ∂g (u) =− ∂t ∂x (5. Consider the inviscid Burgers equation ∂u ∂ 1 + [g (u)] = 0 where g (u) = u2 ∂t ∂x 2 (5.DRAFT -. 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 = unj − u − 2u + u uj+1 − unj−1 + j+1 j j−1 2∆x 2∆x2 (5. The first order space derivative on the right hand side is simple to deal with and we can use g (uj+1 ) − g (uj−1 ) ∂g (u) = ∂x ∆x (5. x) = uj + ∆t 2 ∂t j 2 ∂t j (5. the exact solution of the convection equation with the above quadratic interpolation gives u (t + ∆t.28) Let us now replace the time derivatives by space derivatives derived above to obtain  n  n  ∂g (u) ∂g (u) ∆t2 ∂ n+1 n uj = uj − ∆t a (u) + + O ∆t3 (5. let us replace the space derivatives by central differences.128 Central Discretization Methods Therefore. For non-linear scalar conservation equations.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 n   n  ∆t2 ∂ 2 u ∂u n+1 n + O ∆t3 + uj = u(t + ∆t. the Lax-Wendroff method can be derived with a little more care as follows. we have obtained the Lax-Wendroff method by tracing the foot of the characteristic with a quadratic interpolation! The Lax-Wendroff method has the least amount of artificial viscosity allowed by the stability condition. we can obtain         ∂ ∂g (u) ∂ ∂g (u) ∂ ∂g (u) ∂u ∂ ∂u ∂2u = − =− =− = ∂t2 ∂t ∂t ∂t ∂x ∂x ∂t ∂u ∂t    ∂x (5.29) ∂x 2 ∂x ∂x j j Now.30) DRAFT -.DRAFT - .26) Therefore.DRAFT -.

Instead. LAX-WENDROFF METHOD 129 To discretize the second order space derivative. We can notice that the Lax-Wendroff method requires the evaluation defined by A = ∂U of the derivatives. Thus. being second order accurate.DRAFT -. The simplest choice is  a uj+ 1 2  =a  uj + uj+1 2  (5. 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.34) ∆t2 h  A Uj+ 1 {G (Uj+1 ) − G (Uj )} − A Uj− 1 {G (Uj ) − G (Uj−1 )} + 2 2 2∆x2 Ujn+1 = Ujn − where U and G are conserved variable and flux vectors and A is the flux Jacobian matrix. ∂G . For vector conservation laws (Euler equations) ∂u the Lax-Wendroff method can be derived in a similar way as ∆t [G (Uj+1 ) − G (Uj−1 )] 2∆x    i(5. we take the mid-points between the grid points xj and xj±1 and then use the central differencing.31)    g (u ) − g (u )  g (u ) − g (u ) j+1 j j j−1 − a uj− 1 a uj+ 1 2 2 ∆x ∆x = ∆x Using the above central differences for the space derivatives. a (u) = = u. and hence is computationally not efficient.DRAFT - .DRAFT -. generates wiggles near the captured shocks. an equivalent twostep Lax-Wendroff method was used in practice.3. we obtain the Lax-Wendroff method for the non-linear scalar conservation equation as ∆t [g (uj+1 ) − g (uj−1 )] 2∆x    i (5.33) ∂g For the Burgers equation. which does not require the evaluation of Jacobians and is also simpler in multi-dimensions. DRAFT -.DRAFT -.5. we have ∂ ∂x  ∂g (u) a (u) ∂x  =     ∂g (u)    ∂g (u)  − a uj− 1 a uj+ 1 2 2 ∂x ∂x j+ 1 j− 1 2 2 ∆x (5.32) ∆t2 h  a uj+ 1 {g (uj+1 ) − g (uj )} − a uj− 1 {g (uj ) − g (uj−1 )} + 2 2 2∆x2 un+1 = unj − j We now have to evaluate the wave speed a (u) at mid-points between the grid points xj and xj±1 . The Lax-Wendroff method.

37) For a linear flux (as in the case of linear convection equation).38) (5.DRAFT -. this two-step scheme will be identical to the Lax-Wendroff scheme. when applied to vector conservation laws. which avoids the evaluation of flux Jacobian matrices. which can be obtained replacing j by j − 1 2 in the above step.130 5.36) n+ 1 A similar expression is used to obtain uj− 12 .DRAFT -.41) Corrector : uj = uj − ∆x DRAFT -.40) ∆x  i ∆t h  n+ 13  n+ 31 n+ 23 n+ 31 g uj − g uj−1 (5. which can be obtained by substituting the predictor step expressions in the corrector step.DRAFT - . In the corrector step. in which the predictor step is given by Predictor : u n+ 21 j and the corrector step is given by Corrector : un+1 = j = unj −   ∆t  g unj+1 − g unj ∆x  ∆t h    i 1 n n+ 1 n+ 1 n+ 1 uj + uj 2 − g uj 2 − g uj−12 2 ∆x (5.a predictor step and a corrector step.39) Note that the predictor step uses a forward difference while the corrector step uses a backward difference. MacCormack method can also be written as   ∆t  n+ 1 Predictor : uj 3 = unj − g unj+1 − g unj (5. the Lax-Friedrichs method is used at the mid-points between the grid points. Another two-step method which reduces to the Lax-Wendroff scheme for a linear flux is the MacCormack method [15]. a centered time and centered space (CTCS) approximation is used as Corrector : un+1 = unj − j i ∆t h n+ 21 n+ 1 gj+ 1 − gj− 12 2 2 ∆x (5.4 Central Discretization Methods Two-Step Lax-Wendroff Method and MacCormack Method Richtmyer and Morton [34] presented a two-step Lax-Wendroff method. which can be interchanged. obtaining n+ 1 Predictor : uj+ 12 = 2   ∆t   1 n uj+1 + unj g unj+1 − g unj 2 2∆x (5. Consider the scalar conservation equation ∂u ∂g (u) + =0 (5.DRAFT -.35) ∂t ∂x In the predictor step. This method contains two steps .

when applied to vector conservation laws. Upwind difference schemes will be presented in the next chapters.42) uj + uj 3 2 This method will also be identical to Lax-Wendroff method for a linear flux. The two-step Lax-Wendroff method and MacCormack method do not need the evaluation of the flux Jacobian matrices. But.DRAFT - .5.DRAFT -. became more popular.DRAFT -. TWO-STEP LAX-WENDROFF METHOD AND MACCORMACK METHOD131  1 n n+ 2 (5. the upwind methods. Another central difference scheme which became popular is the scheme of Jameson. all the three methods are different. In the non-linear case.DRAFT -. these tuning parameters are problem dependent and are not universal. which has higher order artificial viscosity controlled by tuning parameters and Runge-Kutta time stepping for stability. Because of these reasons. un+1 = j DRAFT -.4. which were introduced later. Schmidt and Turkel [16].

DRAFT - .132 Central Discretization Methods DRAFT -.DRAFT -.DRAFT -.DRAFT -.

What about a situation in which the wave-speed is a variable? In the case of Burgers equation. into a positive part and c + |c| c − |c| a negative part as c = c+ + c− = + and using upwind discretization based 2 2 on these split wave-speeds.DRAFT -.4) ∂u ∂u +u =0 ∂t ∂x (6.Chapter 6 Upwind Methods for Scalar Conservation Laws In the third chapter.5) 133 DRAFT -.DRAFT -. we learnt about the upwind method for the linear convection equation.2) ∆t ∂x Backward−dif f erence ∂x F orward−dif f erence 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. the upwind finite difference method is     un+1 − unj ∂u ∂u j + − +c +c =0 (6. For example. either in finite difference form or in finite volume form.DRAFT - .1) the upwind method is developed by splitting the wave-speed.DRAFT -. This is OK for the linear convection equation since the wave-speed is a constant. c.3) the wave-speed is given by ∂g (u) =u ∂u and the non-conservative form of the equation is a= (6. For a linear convection equation given by ∂u ∂g (u) + = 0 where g (u) = cu ∂t ∂x (6. 1 g (u) = u2 2 (6.

flux splitting method. In such cases. a= ∂u 1 ∂g (u) 1 and k = a constant g (u) = u2 = u u = aku where a = 2 2 ∂u (6.DRAFT -. Therefore. we need wave-speed splitting to separate the directions of information propagation.10) (6. ∂g (u) and the conserved variable.1 Flux Splitting Method Consider the 1-D Burgers equation ∂u ∂g (u) 1 + = 0 where g (u) = u2 ∂t ∂x 2 (6. which is the unknown! Thus. 6. four different strategies in which this question is answered will be presented. u. 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. the challenge is to combine wave-speed splitting with the conservative form.DRAFT -. as it is well-known that only conservative formulations will capture the discontinuities correctly with the right positions on an average. " 1 for linear convection equation k= 1 (6.9) We can now introduce wave-speed splitting as a = a+ + a− = a + |a| a − |a| + 2 2 and introduce it in the definition of the flux in conservative form as  g (u) = aku = a+ + a− ku (6. namely. so that upwinding can be done based on the separated wave-speeds. non-linearity increases the complexity. the method of a Riemann Solver.DRAFT -. After these basic strategies for the simpler case of scalar but non-linear conservation equations. the approach of Kinetic Schemes and finally the strategy of Relaxation Schemes.DRAFT - .7) The flux now contains the wave-speed explicitly and the constant k is introduced such that we can tackle both Burgers equation and linear convection equation together in the same conservative discretization. In this chapter.134 CHAPTER 6.6) Let us rewrite the expression for the flux in such a way that it contains the wave speed. UPWIND METHODS FOR SCALAR CONSERVATION LAWS We can see that the convection speed is not only a variable. But. it is the solution itself.8) for Burgers equation 2 a=  c for linear convection equation u for Burgers equation (6.11) DRAFT -.

16) To derive a finite volume method based on flux splitting.1.14) ∂t ∂x Backward−dif f erence ∂x F orward−dif f erence or + + − − ∂u gj − gj−1 gj+1 − gj + + =0 (6. we can derive gj− 1 = a+ k¯ u 2  j  j−1 + a− k¯ u  j+1 + a− k¯ u  j − = gj+ + gj+1 (6.DRAFT -.19) which can be written as gj+ 1 = a+ k¯ u 2 Similarly.20) + = gj−1 + gj− (6.DRAFT -. We can now introduce upwind differencing to obtain an upwind flux splitting finite difference scheme as  +  − ∂u ∂g ∂g + + =0 (6. FLUX SPLITTING METHOD 135 Therefore. let us consider the integral formulation as  Z tn+1 Z x 1  j+ 2 ∂u ∂g (u) dxdt = 0 (6.13) and now the flux derivatives are separated based on positive and negative wave-speeds. the flux now splits into two parts as g (u) = a+ ku + a− ku = g + + g − (6. we can write  (ak¯ u)j if aj > 0 gj+ 1 = 2 (ak¯ u)j+1 if aj+1 < 0 u¯n+1 j = u¯nj − (6.18) (6.DRAFT - .15) ∂t ∆x ∆x If we now discretize the transient term (time derivative of u) by forward differencing and use an explicit discretization for the space discretiztaion.17) + ∂t ∂x tn x 1 j− 2 which becomes i ∆t h n n gj+ 1 − gj− 1 2 2 ∆x To evaluate the fluxes at the cell interfaces in an upwind way. we obtain the first order flux split upwind scheme for a scalar conservation equation as n n n n − + gj+ − gj−1 gj+1 − gj− − unj un+1 j + + =0 ∆t ∆x ∆x (6.12) The scalar conservation equation now becomes ∂u ∂g + ∂g − + + =0 ∂t ∂x ∂x (6.DRAFT -.6.21) DRAFT -.

we have to solve the Riemann problem ( ulef t for x < xj+ 1 ∂u ∂g (u) 2 + = 0 with uj+ 1 = (6. the approximate Riemann solver of Roe is presented for scalar conservation equations.25) (6.DRAFT -. At the edge of each finite volume or cell interface.DRAFT -.29) 2 uright for x > xj+ 1 ∂t ∂x 2 DRAFT -. t = 0) = uright for x > 0 (6. which simplifies the procedure. he proposed to solve a Riemann problem.28) − g 1 1 j j j− 2 ∆x j+ 2 In obtaining the conservative fluxes at the cell interfaces.22) − g 1 j j j− 21 ∆x j+ 2 where − (6.27) Integrating the above equation over a finite volume (or equivalently a cell). Consider the scalar conservation equation ∂u ∂g (u) + =0 ∂t ∂x (6. at the cell interfaces there is always a discontinuity in the solution and hence a Riemann problem exists at each cell interface. without losing the accuracy. In this section.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]. UPWIND METHODS FOR SCALAR CONSERVATION LAWS and the update formula for the first order upwind finite volume method becomes i ∆t h n n n u¯n+1 = u ¯ − g (6. A Riemann problem for the equation ∂u ∂g (u) + =0 ∂t ∂x is the problem with the initial condition  ulef t for x < 0 u (x. Such upwind methods are known as exact Riemann solvers.26) Since we are assuming piecewise polynomial variation within each cell.136 CHAPTER 6.24) 2 6.DRAFT - .23) gj+ 1 = gj+ + gj+1 2 and + + gj− gj− 1 = gj−1 (6. Roe [18] proposed to solve an approximate Riemann problem at the cell interfaces.DRAFT -. we obtain i ∆t h n n n g un+1 = u − (6. Godunov proposed to solve the Riemann problem exactly at the cell interfaces.

The second condition at the cell interface j + 12 can be written as gj+1 − gj =a ˆj+ 1 2 uj+1 − uj (6. obviously.34) gj+1 − gj = a ˆj+ 1 (uj+1 − uj ) (6. Let us now replace the above Riemann problem by an approximate Riemann problem ( ulef t for x < xj+ 1 ∂u ∂u 2 (6. the approximate Riemann problem should get reduced to the actual Riemann problem.33) Since we have replaced the nonlinear a by a linear a ˆ.DRAFT -. The second condition actually comes from the conservation condition G (U ) = AU for the vector conservation laws. uright ) = u if ulef t = uright = u 2. 2 which we can denote by s.a 2 DRAFT -. APPROXIMATE RIEMANN SOLVER OF ROE 137 or. More importantly.DRAFT -.6. the above condition does not give us an interface flux. aj+ 1 is actually the speed of a discontinuity. using the quasilinear form of the equation.32) +a ˆ = 0 with uj+ 1 = 2 uright for x > xj+ 1 ∂t ∂x a= 2 where a ˆ is now linear and hence the equation is easier to solve and let aˆ be a function of both left and right states as a = a (ulef t .2.DRAFT - . the second condition is actually the Rankine-Hugoniot condition or the jump condition across a discontinuity. a ˆ (ulef t . we should connect both somehow. gj+ 1 . More importantly.DRAFT -.30) where ∂g (u) (6. the Riemann problem ( ulef t for x < xj+ 1 ∂u ∂u 2 +a = 0 with uj+ 1 = 2 uright for x > xj+ 1 ∂t ∂x 2 (6. Let us now select a ˆ such that both these conditions are satisfied.35) or 2 Since this is the Rankine-Hugoniot condition. Therefore. ∆g = a ˆ∆u The first condition is a simple consistency condition such that when the left and right states are the same. The above condition does not distinguish between a left-moving and right-moving discontinuity.31) ∂u is the wave-speed. let us split the speed of the discontinuity into two parts . modified for this scalar case for flux and conservative variable differences here. 1. Let us now put two conditions on aˆ. uright ) (6.

DRAFT -.DRAFT -.36) Then.39) (uj+1 − uj ) gj+1 − gj+ 1 = a ˆ+ j+ 1 (6. UPWIND METHODS FOR SCALAR CONSERVATION LAWS s − s s+ 1 0 0 1 1 0 0 1 j−1 j 1 0 0 1 j+1 j−1/2 j+1/2 positive one representing the right-moving discontinuity and a negative one representing the left-moving discontinuity.40) from (6.39). as shown in the figure above. we get 2gj+ 1 = (gj + gj+1 ) + (uj+1 − uj )(ˆ −a ˆ+ ) a− j+ 1 j+ 1 2 or Here 2 2 1 1 − ˆ+ )(uj+1 − uj ) gj+ 1 = (gj + gj+1 ) + (ˆ aj+ 1 − a j+ 21 2 2 2 2 (6. we can rewrite the second condition as gj+ 1 − gj = s− (uj+1 − uj ) (6.37) gj+1 − gj+ 1 = s+ (uj+1 − uj ) (6.138 CHAPTER 6.40) 2 2 and 2 2 Subtracting the equation (6.41) 1 a ˆ± a 1 ± |aj+ 1 |) = (ˆ j+ 21 2 2 j+ 2 (6. s = s+ + s− = s + |s| s − |s| + 2 2 (6.DRAFT - .38) 2 and 2 Since we denoted the wave speed by the speed of the discontinuity. we can write ˆ− (uj+1 − uj ) gj+ 1 − gj = a j+ 1 (6.DRAFT -.42) 1 1 1 1 −a ˆ+ = a a ˆ− ˆj+ 1 − |ˆ aj+ 1 | − a ˆj+ 1 − |ˆ a 1| j+ 21 j+ 21 2 2 2 2 2 2 2 j+ 2 −a ˆ+ = −|aj+ 1 | a ˆ− j+ 1 j+ 1 2 2 2 (6.43) DRAFT -.

2. we can see that (6. This creates a problem as the wave-speed goes to zero.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. which is the wave speed of 2 the original conservation law for the Burgers equation. as the numerical diffusion vanishes. Therefore. the above expression gives a ˆj+ 1 = u. the first condition is also satisfied. Let us now. Comparing with the actual expression we derived before.DRAFT -.1 Entropy Fix for Roe’s Scheme Let us now rewrite the expression for the interface flux for Roe’s scheme as gj+ 1 = 2 1 1 (gj + gj+1 ) − αj+ 1 (uj+1 − uj ) 2 2 2 (6.47) a ˆj+ 1 = (uj + uj+1 ) 2 2 When uj = uj+1 = u. To correct this behaviour. a residual dissipation is usually introduced at the sonic points. called as the entropy fix. Thus. 6. we have obtained an update formula for the approximate Riemann solver which satisfies the second condition.2. Let us now verify whether the wave speed so obtained satisfies the first condition. APPROXIMATE RIEMANN SOLVER OF ROE gj+ 1 = 2 139 1 1 (gj + gj+1 ) − |ˆ a 1 | (uj+1 − uj ) 2 2 j+ 2 (6.45) Similarly. we can obtain gj− 1 = 2 Now that we have an expression for the interface fluxes. αj+ 1 represents 2 the coefficient of numerical diffusion. the numerical diffusion varies linearly with the 2 wave-speed in Roe’s scheme. Near sonic points.DRAFT - . This residual dissipation prevents the scheme from producing an expansion shock and the expansion fan is captured well because of its presence.6. derive such a numerical dissipation fix.46) Therefore.49) αj+ 1 = |aj+ 1 | 2 2 where aj+ 1 is the wave-speed. Therefore. and thus the numerical method does not respect the hyperbolicity. DRAFT -. Therefore.44) 1 1 (gj−1 + gj ) − |ˆ a 1 | (uj − uj−1 ) 2 2 j− 2 (6. 1 (6. For the Burgers equation a ˆj+ 1 = 2 1 2 uj − 12 u2j 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 (6. we are left with only central discretization.DRAFT -. let us find out the right value of the interface wave speed. Roe’s scheme produces an unphysical expansion shock instead of capturing an expansion fan.DRAFT -.

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 6.51) Therefore 1 k3 = δ 2 and the equation of the parabola becomes 1 α = k1 a2 + k2 a + δ 2 (6. by choosing the dissipation versus wave-speed curve to be a parabola instead of straight lines. 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.52) (6.50) where a is the wave-speed. the simplest way of doing this is to force a quadratic variation. Since the variation of dissipation with respect to the wave-speed is linear outside this region.DRAFT -.DRAFT -. we can write α = k1 a2 + k2 a + k3 (6.1: Entropy Fix for Roe’s Scheme be forced to be of width δ on the wave-speed axis.54)  1 1 k1 (−a)2 + k2 (−a) + δ = k1 a2 + k2 (a) + δ 2 2 DRAFT -. k2 and k3 are constants and α is the coefficient of diffusion.DRAFT - .DRAFT -. we have the condition 2 1 α (a = 0) = δ 2 (6. α as δ. Let us keep the residual dissipation in 1 the axis representing the coefficient of numerical diffusion. k1 . Assuming a parabolic 2 variation.1) below. Therefore α (−a) = α (a) or (6. 1 Since the residual diffusion is δ.53) Now. instead of letting the dissipation go to zero. as shown in the figure (6.140 CHAPTER 6.

58) 1 k1 (+δ)2 + δ = δ 2 (6.2.6.59) Both the above equations lead to 1 k1 δ 2 = δ 2 or k1 = 1 2δ (6.DRAFT -.60) Therefore. the equation of the parabola becomes α= 1 2 1 a + δ 2δ 2 or α= a2 + δ 2 2δ (6.DRAFT -.DRAFT - . DRAFT -. we fix the values of the numerical dissipation as αj+ 1 2   a2 + δ 2 for aj+ 1 < δ 2 = 2δ  α 1 = |a 1 | for a 1 ≥ δ j+ j+ j+ 2 2 (6.57) Therefore and 1 k1 (−δ)2 + δ = δ 2 (6. the equation of the parabola becomes 1 α = k1 a2 + δ 2 (6. Therefore α (a = δ) = a and α (a = −δ) = a (6.DRAFT -.56) Let us now connect this parabola to the linear variation that we are starting back at a = |δ|.62) 2 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.55) Therefore.61) Thus. APPROXIMATE RIEMANN SOLVER OF ROE 141 which gives k2 = 0 (6.

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.66) −∞ Note that β does not have any physical significance here. f is the molecular velocity distribution function.70) dt tR DRAFT -. the Maxwellian is given by √ 2 β F = u √ e−β(v−c) (6. The Boltzmann equation with the B-G-K model is ∂f ∂f F −f +v = (6. The Maxwellian (equilibrium) distribution is selected in such a way that we can get the right moments. as long as the Maxwellian (equilibrium) distribution is suitably defined. The Burgers equation can be recovered as a moment of the above Boltzmann equation. v is the molecular velocity and F is the Maxwellian distribution function.DRAFT -. which determines the shape of the equilibrium distribution.64) π The moments are u = hf i = Z g (u) = hvf i = Z and ∞ −∞ ∞ −∞ f dv = hF i = Z ∞ F dv (6. as there is no energy equation (no pressure or temperature).67) +v = ∂t ∂x tR where hf i = Z ∞ f dv (6. leading to the following two steps as : Collision Step : df F −f = (6.65) −∞ vf dv = hvF i = Z ∞ vF dv (6.63) ∂t ∂x tR Here. √ u 2 β F = u √ e−β (v− 2 ) (6. UPWIND METHODS FOR SCALAR CONSERVATION LAWS 6. Let us consider the 1-D case.DRAFT -.69) π We now use the splitting method to separate the linear convection term on the left hand side of the Boltzmann equation with the B-G-K model from the non-linear source term on the right hand side.142 CHAPTER 6. given by the following mathematical expression. β just plays the role of a constant.68) −∞ This approach is valid for recovering any scalar conservation law.DRAFT - .DRAFT -. To recover the linear convection equation.   ∂f ∂f F −f h i (6.

the free flow being represented by the above equation).78) DRAFT -.DRAFT -.6.77) Using a simple explicit Euler time-stepping to discretize the transient term and using an explicit discretization of the space terms.74) Note that molecular velocity v is not a function of the space coordinate x. Let us now split the molecular velocity into a positive part and a negative part as v = v+ + v− = v + |v| v − |v| + 2 2 (6. Thus.DRAFT -. we obtain ∂f ∂ (v + + v − ) f + =0 ∂t ∂x ∂ (v + f ) ∂ (v − f ) ∂f + + =0 (6.76) ∂t ∂x ∂x Since we have separated the wave speed (v in this case) into positive and negative parts.73) ∂t ∂x Therefore. KINETIC FLUX SPLITTING METHOD 143 Convection Step : ∂f ∂f +v =0 (6. j. we obtain n n n n fjn+1 − fjn (v + f )j − (v + f )j−1 (v − f )j+1 − (v − f )j + + =0 ∆t ∆x ∆x (6. as v changes only due to molecular collisions (the model we have used in Kinetic Theory is just free flow with collisions. This constitutes one time-step. j + 1] as (v + f )j − (v + f )j−1 (v − f )j+1 − (v − f )j ∂f + + =0 ∂t ∆x ∆x (6.75) Therefore.71) ∂t ∂x To simplify further.DRAFT - . let us rewrite the above equation in conservative form as ∂ (vf ) ∂f + =0 ∂t ∂x (6. Let us now apply an upwind method to the above linear convection equation of the convection step. This simplifies the collision step to a relaxation step.72) Convection step : ∂f ∂f +v =0 (6. 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. First. we can now introduce upwind differencing on a 3-point stencil of points [j − 1.3. we have two steps : Relaxation Step : f =F (6. thereby forcing instantaneous relaxation. Taking moments of the resulting scheme will yield an upwind scheme for the scalar conservation equation. we take the relaxation time tR in the collision step to be zero.DRAFT -.

79) (6.81) (6.85) (6.83) (6.88) DRAFT -.86) 0 since v is positive.DRAFT - . Let us evaluate the split fluxes.87) (6.80) Let us now take moments of the above upwind scheme so that we obtain an upwind scheme for the scalar conservation equation considered as hfjn+1 = Fjn − or hfjn+1 i = hFjn i − n i n n ∆t h + n v F j − v + F j−1 + v − F j+1 − v − F j i ∆x n i n n ∆t h + n h v F j i − h v + F j−1 i + h v − F j+1 i − h v − F j i ∆x (6.DRAFT -.DRAFT -. Therefore. hf i = hF i = u and hvf i = g. the above equation becomes fjn+1 fjn fjn+1 = Fjn − n i n n ∆t h + n v F j − v + F j−1 + v − F j+1 − v − F j ∆x (6. the above equation becomes un+1 = unj − j where  ∆t  +n n  +n −n gj − gj−1 + gj+1 − gj− ∆x g ± = hv ± F i are the split fluxes.DRAFT -. UPWIND METHODS FOR SCALAR CONSERVATION LAWS or n i n n ∆t h + n − − + = − v f j − v f j−1 + v f j+1 − v f j ∆x Since we have fjn = Fjn from the Relaxation Step. let us use the substitution p  u w= β v− 2 (6.84) (6.82) By definition.144 CHAPTER 6. Z ∞ v + |v| + + F dv g = hv F i = 2 −∞ or + g = Z ∞ vF dv (6. Therefore + g = Z 0 or ∞ √ u 2 β vu √ e−β (v− 2 ) dv π √ Z ∞ u 2 β ve−β (v− 2 ) dv g = u√ π 0 + To evaluate this integral.

DRAFT -.89) (6. Let us use the change of variable as z = −w2 . therefore dz = −2wdw I1 = As w → 0.6.90) −s I1 = Z ∞ −w2 we dw + 0 Z −s Z 0 2 we−w dw −s 1 2 we−w dw − 2 0 where we have used the table of integrals supplied in the first chapter.DRAFT - .3. z → 0.DRAFT -. KINETIC FLUX SPLITTING METHOD Therefore v= and  w √ β 145  + u 2 1 dv = √ dw β since u is the mean the molecular velocity. Z ∞ 2 we−w dw I1 = (6. The limits are : As v → ∞ As v → −∞ w→∞ w → −∞ √ u β w → −s where s = 2 As v → 0 Therefore √ Z ∞  u −w2 1 w β √ + √ dw g = u√ e π −s β 2 β √  Z ∞  Z ∞ β 1 u + −w2 −w2 g = u√ we dw + √ e dw π β −s 2 β −s + or Let us now evaluate the integrals in the above equation. as w → s z → −s2 Z −s 1 1 2 I1 = − 2wdwe−w 2 2 0 Z −s2 1 1 ez dz I1 = − 2 2 0 2 1 1 I1 = − [ez ]−s 0 2 2 i 1 1 h −s2 0 e −e I1 = − 2 2 DRAFT -.DRAFT -.

the split flux expression becomes √   u π β 1 −s2 + g = u√ e + √ {1 + erf (s)} π 2β 2 β2 or (6.95) where 1 + erf (s) 1 2 and B = e−s g = u2 .96) (6.DRAFT - . A+ = 2 2 Similarly.DRAFT -.DRAFT -.DRAFT -.92) −s I2 = Z ∞ 0 −w2 e dw + √ Z −s Z 0 2 e−w dw −s π 2 − e−w dw 2 0 √ Z s π 2 e−z dz where z = −w + I2 = 2 0 Let us now use the definition of the error function Z s 2 2 e−w dw erf (s) = √ π 0 I2 = Therefore √ π π + erf (s) I2 = 2 2 or √ π I2 = [1 + erf (s)] 2 Therefore. UPWIND METHODS FOR SCALAR CONSERVATION LAWS i 1 1 h −s2 − e −1 2 2 1 1 2 1 I1 = − e−s + 2 2 2 I1 = Therefore 1 2 I1 = − e−s 2 Let us now evaluate the second integral.93) √ u g + = gA+ + √ B 2 πβ (6. Z ∞ 2 e−w dw I2 = (6.97) −∞ DRAFT -. we can evaluate the negative split flux Z 0 u − g = ve−β (v− 2 ) dv (6.91) (6.146 CHAPTER 6.94) (6.

100) (6.107) DRAFT -.101) Relaxation Schemes Consider the Burgers equation 1 ∂u ∂g (u) + = 0 where g (u) = u2 ∂t ∂x 2 (6.6.105)  1 1   u− v   2λ  f1  2 = f=  f2  1 1  u+ v 2 2λ (6.104) ∂t ∂x ǫ Equivalently.103) ∂v ∂u 1 + λ2 = [v − g (u)] where ǫ → 0 (6.102) The Relaxation System of Jin and Xin for the above conservation law is given by ∂u ∂v + =0 ∂t ∂x (6.DRAFT - .4. the diagonal form of the above Relaxation System leads to the discrete Boltzmann equation as (see chapter 1) ∂f ∂f F −f +Λ = with ǫ → 0 ∂t ∂x ǫ (6.4 (6.DRAFT -.DRAFT -.98) (6.DRAFT -. RELAXATION SCHEMES as 147 u g − = gA− − √ B 2 πβ where 1 − erf (s) 2 A− = (6.106) where  Λ=  −λ 0 0 λ  (6.99) Note that here 1 p 1 g = u2 and s = u β 2 2 Both the split fluxes can be written as u g ± = gA± ± √ B 2 πβ 6.

j for the characteristic speed λ (6. based on the characteristic speeds.148 CHAPTER 6.DRAFT -.DRAFT -. UPWIND METHODS FOR SCALAR CONSERVATION LAWS and  1 1    u − g (u) 2λ F1  2 F = = F2  1 1 u + g (u) 2 2λ      (6. one with a source term. upwinding will be applied to these two characteristic variables. The update formulae are i un+1 − unj 1 h n j n = 0 (6.DRAFT -.j+ 1 = f1.114) 1 1 1 1 uj+ 1 − vj+ 1 = uj+1 − vj+1 2 2 2 2λ 2 2λ (6. Solving these 2 2 two equations.111) + vj+ 1 − vj− 1 2 2 ∆t ∆x and i  vjn+1 − vjn λ2 h n 1 + uj+ 1 − unj− 1 = − vjn − g unj (6. 6.112) 2 2 ∆t ∆x ǫ Since the Relaxation System has two characteristic variables f1 and f2 which travel with the frozen characteristic speeds −λ and λ.j+1 for the characteristic speed − λ (6. Therefore f1.4.115) 2 and 2 Therefore and 1 1 1 1 uj+ 1 + vj+ 1 = uj − vj (6.j+ 1 = f2. uj+ 1 and vj+ 1 .109) ∂u 1 ∂v + λ2 = − [v − g (u)] (6.110) ∂t ∂x ǫ Thus.117) DRAFT -. namely.116) 2 2 2 2λ 2 2λ We now have two equations with two unknowns.113) f2. we obtain uj+ 1 = 2 1 1 (uj + uj+1 ) − (vj+1 − vj ) 2 2λ (6. we have to solve two convection equations.1 Relaxation Scheme Let us now take the Relaxation System ∂u ∂v + =0 ∂t ∂x (6.108) We can use any of the above relaxation systems as a starting point to develop an upwind scheme for the Burgers equation.DRAFT - .

RELAXATION SCHEMES 149 and 1 λ (6.120) 2∆x 2∆x ǫ We can use the initial condition v (x. t = 0) = g {u (x. we obtain un+1 = unj − j and vjn+1 = vjn −  λ∆t  n  ∆t  n n vj+1 − vj−1 uj+1 − 2unj + unj−1 + 2∆x 2∆x (6.2 Discrete Kinetic Scheme Consider the 1-D Burgers equation ∂u ∂g (u) 1 + = 0 with g (u) = u2 ∂t ∂x 2 (6. experiments have shown that any small value such that ǫ ≤ 10−4 will work.123) Let us now apply a splitting method for the discrete Boltzmann equation.DRAFT - . t = 0)}. 6. For the value of ǫ.4. we can also develop a Relaxation Scheme by upwind differencing the Discrete Boltzmann equation directly.121) The diagonal form of the Relaxation System for the above equation is the discrete Boltzmann equation.DRAFT -.119)  λ∆t  n  ∆t  n  λ2 ∆t  n n uj+1 − unj−1 + vj+1 − 2vjn + vj−1 vj − g unj − (6. given by ∂f 1 ∂f +Λ = [F − f ] (6.DRAFT -. obtaining a Relaxation Step as 1 df = [F − f ] (6.6. Such a Discrete Kinetic Scheme is presented in the next section.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.122) ∂t ∂x ǫ where F is the Maxwellian defined by F =  F1 F2    u g (u) −  2λ  = 2  u g (u) + 2 2λ (6.125) ∂t ∂x DRAFT -. Alternatively.124) dt ǫ and a Convection Step as ∂f ∂f +Λ =0 (6.DRAFT -. Jin and Xin used ǫ = 10−8 and this value is recommended for use.4. Substituting the above into the update equation.

DRAFT -.j+1 or   n   n n n  u¯j+1 gj+1 u¯j u¯nj gjn gjn u¯nj−1 gj−1 ∆t n+1 n −λ +λ − − + + − − u¯j = u¯j − ∆x 2 2λ 2 2λ 2 2λ 2 2λ (6. the upwind relaxed scheme leads to a central differencing of the fluxes plus a numerical dissipation term. h1.j+ 1 − hn2.j as wave speed is − λ and information comes from right (6.133) 2 2 The above scheme is the simpler Upwind Relaxation Scheme obtained as the Discrete Kinetic Scheme.j− 1 = h1. Let us now apply upwinding to the above two equations.130) h2.j−1 as wave speed is λ and information comes from left (6.DRAFT -.j+1 as wave speed is − λ and information comes from right (6. λ.j+ 1 − hn1.134) u¯n+1 j Let us now check what is obtained by such an Upwind Relaxation Scheme for the Burgers equation.128) 2 2 ∆x i ∆t h n n+1 n (6.j− 1 f¯1.DRAFT - . The conserved variable can be obtained as a moment as n+1 n+1 = f¯1.129) h2.j ∆x 1. The finite volume method applied to the above equations leads to i ∆t h n n+1 n h1.j+ 1 = h1.j 2.j = f¯2.j − (6.j− 1 f¯2.j 2.132) h2. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Let us now simplify the Relaxation Step further by assuming ǫ = 0 (instantaneous relaxation).DRAFT -.j− 1 = h2.j + f¯2.j 2. By substituting the upwind fluxes in the update formulae.150 CHAPTER 6.135) 1. we just have to solve the two linear convection equations of the above Relaxation System ∂f1 ∂h1 + = 0 where h1 = −λf1 ∂t ∂x (6.136) or  λ∆t  n  ∆t  n n u¯n+1 = u¯nj − gj+1 − gj−1 u¯j+1 − 2¯ unj + u¯nj−1 + (6.127) ∂t ∂x with the constraints f1 = F1 and f2 = F2 .137) j 2∆x 2∆x Therefore.126) and ∂f2 ∂h2 + = 0 where h2 = λf2 (6.131) 2 2 Similarly.j as wave speed is λ and information comes from left (6. obtaining f = F as the Relaxation Step.j−1 j 1.j = f¯1. DRAFT -.j (6.j+ 1 = h2. we obtain   n n n ¯n+1 + f¯n+1 − ∆t hn u¯n+1 = f − h + h − h (6.j − 2 2 ∆x We can obtain upwind fluxes in the above two equations by using h1. with the coefficient of numerical dissipation being proportional to the parameter introduced in the Relaxation System. Therefore.

j − 1 − h 2. The general form of the diffusive flux is   1 d1.j − h 1 − h 1.144) xj− 1 2 2 xj− 1 2 We can define the fluxes at the cell interfaces as h1.j+ 1 f¯1.6.j− 12 ∆x 1.j+ 1 2 2 (6.140) i ∆t h n n+1 n n ¯ ¯ h f2.j+ 1 = α1.DRAFT -.j+ 1 = 2 1 [h1. h2 = λf2 and ∆x = xj+ 1 − xj− 1 2 2 (6. That low dissipation Relaxation Scheme.j+ 2 (6.142) The cell-integral averages are defined by 1 f¯1. Raghurama Rao and Balakrishna [53] developed a low dissipation Relaxation Scheme which can capture steady discontinuities exactly.j = ∆x and 1 f¯2. Recently. without numerical dissipation). RELAXATION SCHEMES 6.DRAFT -.3 151 A Low Dissipation Relaxation Scheme The Relaxation Schemes are more dissipative than the approximate Riemann solver of Roe (which can capture steady discontinuities exactly.j+ 2 (6.DRAFT - . like Roe’s scheme.j + h1.138) and ∂f2 ∂f2 +λ =0 ∂t ∂x which can be integrated over the finite volume to obtain and where (6.146) DRAFT -.143) f2 dx (6.4. named An Accurate Shock Capturing Algorithm with a Relaxation System (ASCARS) is described below.j = ∆x Z xj+ 1 Z xj+ 1 2 f1 dx (6.j = f1.4.DRAFT -.j− 12 ∆x 2.145) where d1.j+1 ] − d1.j+ 1 is the diffusive flux added to the central differences represented by the first 2 two terms on the right hand side.j = f2. The two equations of the convection step are ∂f1 ∂f1 −λ =0 ∂t ∂x (6.139) i ∆t h n n+1 n n ¯ ¯ f1.j+1 − f¯1.j 2 2 2 (6.141) h1 = −λf1 .

148) Here.j± 1 = αj± 1 .j+ 1 and α2. after using the simplified relaxation step fjn = Fjn j and the simplification α1. the following update formula.j − 2 2∆x  λ∆t  ¯n n n f¯2. With this aim.j+ 1 are the coefficients of numerical diffusion.j = and n+1 f¯2.j+1 + 2 2∆x i ∆t h n n − f¯2.j+1 − f¯1.j± 1 in such a way that the resulting scheme satisfies the Rankine2 2 Hugoniot (jump) condition for the original non-linear conservation law.147) (6.j+1 ] − d2.j− 1 f¯2.j+1 + 2 2∆x i ∆t h n n − f¯1. α1.DRAFT -.j + f2.j+ 1 f¯1. is to fix the coefficients of the numerical dissipation α1.151)   ∆t αj− 1 unj − unj−1 2 2∆x DRAFT -.j+ 1 = 2 and 1 [h2. ASCARS.j α1.152 CHAPTER 6.DRAFT -.j+ 1 = α2.j 2 2 2 (6.j− 1 f¯1.j + f2.j+1 − f¯2. without fixing their values.j + h2.j .DRAFT - .j−1 2∆x i ∆t h n n − f¯2.j+ 1 2 2   1 d2.149) (6.j−1 − α2.j+ 1 f¯2. we obtain. UPWIND METHODS FOR SCALAR CONSERVATION LAWS Similarly.j α2.j−1 α1. 2 2 2 un+1 = unj − j + −  ∆t  n n gj+1 − gj−1 2∆x   ∆t αj+ 1 unj+1 − unj 2 2∆x (6.j−1 2∆x i ∆t h n n − f¯1.j± 1 and α2.150) n+1 n+1 Since un+1 = f1. h2.j =  λ∆t  ¯n n n f¯1.j + f1.j 2 2∆x (6. and substitute them in the flux expressions to obtain the update formulae as n+1 f¯1. 2 2 The basic idea of the new scheme.j+ 1 f¯2.DRAFT -.j+1 − f¯2. we keep these coefficients open.j± 1 = α2.

DRAFT -. the expression for the flux can be split into the following two parts : (6.160) j+ 1 2 2 and gj+ 1 − gj = s− [uj+1 − uj ] j+ 1 2 (6.157) and (6.158) with the fluxes that satisfy RankineHugoniot condition.161) 2 Comparing the expressions (6. we split the shock speed into a positive part s+ j+ 1 j+ 1 2 s± = j+ 1 2 sj+ 1 ± |sj+ 1 | 2 2 2 2 (6.DRAFT -.158) with the Rankine-Hugoniot condition for ± the shock moving to the right (6.DRAFT - .154) + −gj+1 + gj+ 1 + αj+ 1 [uj+1 − uj ] 2 (6.155) 2 − +gj+ 1 − gj + αj+ 1 [uj+1 − uj ] = 0 2 2 where ± αj+ 1 = αj+ 1 ± |αj+ 1 | 2 2 2 Therefore. assume that there is a shock located between the grid points xj and xj+1 .162) DRAFT -. To distinguish the shock moving to the right from the shock moving to the 2 and a negative part s− where left. RELAXATION SCHEMES 153 which can be rewritten as un+1 = unj − j where gj+ 1 = 2 i ∆t h n n gj+ 1 − gj− 1 2 2 ∆x (6. we can rewrite the expression (6.158) 2 2 and 2 2 Let us now compare the fluxes in (6.157) − gj+ 1 − gj = −αj+ 1 [uj+1 − uj ] (6.156) 2 + gj+1 − gj+ 1 = αj+ 1 [uj+1 − uj ] (6. we can fix the coefficients αj+ 1 as 2 + αj+ 1 2 = s+ j+ 21 and − αj+ 1 2 = −s− j+ 21 (6.DRAFT -. moving with a speed sj+ 1 .153) and 1 1 [gj−1 + gj ] − αj− 1 [uj − uj−1 ] 2 2 2 2 With a little algebraic manipulation.6.152) 1 1 [gj + gj+1 ] − αj+ 1 [uj+1 − uj ] 2 2 2 (6.153) as gj− 1 = (6.161).157) and (6.159) The Rankine-Hugoniot condition (∆g = s∆u) for the above two cases are given by (see [54]) gj+1 − gj+ 1 = s+ [uj+1 − uj ] (6.4. To derive such fluxes satisfying the Rankine-Hugoniot condition.160) and left (6.

j − h1.j = f¯1. i ∆t h n n+1 n f¯1.DRAFT - .j+ 1 f¯2.154 CHAPTER 6.j+ 1 = α2.j+ 1 = α1. defining the shock speed s by s= ∂g ∂u (6.j = f¯2. h2 = λf2 .j+1 ] − d2.166)  gj − gj−1   if uj 6= uj−1   uj − uj−1 (6.167)         ∂g |j if uj = uj+1 ∂u ∂g |j if uj = uj−1 ∂u Therefore. ∆x = xj+ 1 − xj− 1 2 2 1 h1.j+1 − f¯1. 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 (6.165) we obtain sj+ 1 = 2 and sj− 1 = 2  gj+1 − gj   if uj 6= uj+1   uj+1 − uj (6.j+ 1 − hn2.j− 1 f¯2.j+ 1 = [h2.164) 2 For the scalar conservation law.DRAFT -.j 2 2 2 1 h2.j+ 1 − hn1.j − 2 2 ∆x h1 = −λf1 .j+ 1 f¯1.j+ 1 2 2 2   1 d2.DRAFT -.DRAFT -.j+1 ] − d1.j+ 1 = [h1.j + h1.j+ 1 2 2 2   1 d1.j+1 − f¯2.j 2 2 2 DRAFT -.163) 2 Similarly. the new Relaxation Scheme which satisfies the Rankine-Hugoniot condition is given by the following algorithm.j− 1 2 2 ∆x i h ∆t n+1 n hn2.j + h2. we can obtain the expression for the other coefficient of numerical diffusion as αj− 1 = |sj− 1 | 2 (6.

This happens near the sonic points where the wave-speed changes sign. though the implementation is different.DRAFT - . Since zero dissipation leads to the violation of the entropy condition.DRAFT -.168) 2.DRAFT -. as well as the linearisation. DRAFT -. RELAXATION SCHEMES αj+ 1 2 αj− 1 2 155  g −g j+1 j  | if u¯j 6= u¯j+1  | u ¯ − u ¯ j+1 j = ∂g   | |j if u¯j = u¯j+1 ∂u  gj − gj−1   | | if u¯j 6= u¯j−1 u ¯ − u ¯ j j−1 = ∂g   | |j if u¯j = u¯j−1 ∂u u¯n+1 = f¯n+1 + f¯n+1 j 1.4. in the final analysis. 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. as done to the Roe’s scheme by an entropy fix.j This low dissipation Relaxation Scheme (ASCARS) for a scalar conservation law.6.DRAFT -. The coefficient of numerical dissipation. 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. Note that this is the entropy fix of Harten (see [36] for details).j (6. is equivalent to the approximate Riemann solver of Roe.

DRAFT -.DRAFT -. UPWIND METHODS FOR SCALAR CONSERVATION LAWS DRAFT -.DRAFT - .DRAFT -.156 CHAPTER 6.

DRAFT -.1) with 157 DRAFT -.DRAFT -. Let us differentiate both sides of (7. we need to understand the homogeneity property of the Euler equations. which are necessary to understand the numerical methods presented in this chapter.1) then the function f (x) is called as a function which is homogeneous of degree one (as the power of m on the right hand side is 1). the Kinetic Flux Splitting and the Relaxation Schemes are extended for the Euler equations.1 Some features of Euler equations In this section.DRAFT -. some important features of Euler equations.DRAFT - .1. the approximate Riemann solver. some upwind methods for solving vector conservation equations are presented. 7.Chapter 7 Upwind Methods for Vector Conservation Laws In this chapter. are described. Before studying the Flux Vector Splitting method. 7.1 Homogeneity Property Consider a function f (x). Specifically. the Flux Splitting method. Let us first study this property. If we multiply the variable x by another variable m and if f (mx) = mf (x) (7. Some of the basic ideas presented in the previous chapter for scalar conservation equations are expanded here for the case of vector conservation equations.

DRAFT - . m=1 (7. w = mu (7. m on both sides.6) ∂m ∂m ∂m ∂g(w) = g(u) where w = mu (7.4) (7.r.11) Let us take.DRAFT -.t.8) ⇒ ∂w ∂m ∂g(w) ⇒ u = g(u) (7. Differentiating w.12) DRAFT -.3) (7.2 Linear Convection Equation: ∂u ∂g(u) + = 0.158 Upwind methods vector conservation laws respect to m.2) Let us now check some typical flux functions.5) The flux is a homogeneous function of degree one.10) ⇒ g(u) = u ∂w where.7) ⇒ ∂m ∂m ∂g(w) ∂w = g(u) 1 (7. 7. we get ∂g(mu) ∂[m(g(u)] = (7.1. we obtain f (x) = ∂f (x) x ∂x (7.DRAFT -. ∂ ∂ [f (mx)] = [mf (x)] ∂m ∂m ∂f (w) ∂w ∂ [m] or = f (x) where w = mx ∂w ∂m ∂m ∂f (mx) or x = 1 f (x) ∂ (mx) ∂f (mx) x ∴ f (x) = ∂ (mx) If we now take m = 1.DRAFT -. g(u) = cu ∂t ∂x g(mu) = c (mu) = mcu = m g(u) ⇒ g(mu) = mg(u) (7.9) ∂w ∂g(w) (7.

g(u) = u2 ∂t ∂x 2 1 1 ⇒ g(mu) = (mu)2 = m2 u2 = m2 g(u) 2 2 The flux g(u) is not a homogeneous function of degree one.15) which is trivially same as (7.13) ∂g(u) ∂u ⇒ g(u) = cu ⇒ g(u) = u (7.17) Euler Equations: ∂G(U ) ∂U + =0 ∂t ∂x    ρu ρ U =  ρu  .Homogeneity property 159 Then w=u (7.22) (7.1.DRAFT - . E = ⇒ ρE = ρ p 1 + ρu2 ρ(γ − 1) 2 p 1 p 1 + ρu2 = + ρu2 ρ(γ − 1) 2 γ−1 2 1 ⇒ p = (ρE − ρu2 )(γ − 1) 2   1 U22 ⇒ p = U3 − (γ − 1) 2 U1 G1 = ρu = U2 G2 = p + ρu2 = U3 (γ − 1) − (γ − 1) U22 U22 + 2 U1 U1 (7.DRAFT -.18) (7.1.DRAFT -.24) (7. but it is evident that the flux for the linear convection equation satisfies the homogenity property.20) (7.14) (7. G(U ) =  p + ρu2  pu + ρuE ρE  p = ρRT . 7.21) (7.25) DRAFT -.16) (7.DRAFT -.23) (7. 7.3).19) (7.4 (7.3 Burgers equation: 1 ∂u ∂g(u) + = 0.

28) (7.DRAFT - . Differentiating both sides of (27) w.37) ∂W ∂m DRAFT -.r.29) (7.t we get ∂ ∂G(mU ) = [mG(U )] (7.35) ∂m ∂m ∂ ∂G(W ) = G(U ) [m] (7.DRAFT -.DRAFT -.30)  U2 (3−γ) U 2   ⇒ G =  U3 (γ − 1) + 2 U21  U3 U2 U3 γ − U22 (γ−1) U1 2 (7.34) The flux vector G(U ) is a homogeneous function of degree one.DRAFT -.27) = U3 (γ − 1) + G3 = pu + ρuE = [U3 (γ − 1) − = γ − 1 U22 U2 U2 U3 ] + 2 U1 U1 U1 U2 U3 γ − 1 U23 U2 U3 (γ − 1) − + U1 2 U12 U1 U2 U )3 (γ − 1) U23 − =γ U1 2 U12 (7.31)    mU1 U1 mU = m  U2  =  mU2  U3 U3 (7.33) (γ−1) U23 2 U12 G(mU ) = mG(U ) (7.32)  1 Let m be a scalar.36) ⇒ ∂m ∂m where W = mU ∂G(W ) ∂W ⇒ = G(U ).160 Upwind methods vector conservation laws = U3 (γ − 1) + U22 γ−1 ] [1 − U1 2 (7.1 (7.    mU2 (3−γ) (mU2 )2   G(mu) =  mU3 (γ − 1) + 2 mU1  (γ−1) (mU2 )3 2 U3 γ − m2 UmU 2 (mU1 )2 1   U2 (3−γ) U 2   = m  U3 (γ − 1) + 2 U21  = mG(U ) U2 U3 γ U1 − (7.26) (3 − γ) U22 2 U1 (7.

43) Flux Vector Splitting Flux Splitting for Linear Convection Equation Let us consider the linear convection equation.DRAFT -.U (7.39) ∂G(U ) U ∂U ⇒ G(U ) = where (7.DRAFT -.44) We can write this equation in the conservative form .42) (7.46) ∂u c + |c| unj − unj−1 c − |c| unj+1 − unj + [ ]+ [ ]=0 ∂t 2 ∆x 2 ∆x (7.48) ∂u (c+ un )j − (c+ un )j−1 (c− un )j+1 − (c− un )j + + =0 ∂t ∆x ∆x (7. FLUX VECTOR SPLITTING 161 ∂G(W ) . or or DRAFT -. Taking m = 1.49) where The C-I-R scheme for (1) is.41) A(U ) =   A(U ) =  7.7.45) g = cu (7.U = G(U ) ∂W ∂G(W ) U G(U ) = ∂W where W = mU .2.1 0 (γ−3) 2 u 2 − (γ−1) + u3 (γ−2) 2 ua2 (7. ∂u ∂u +c =0 ∂t ∂x (7. ∂u ∂g + =0 ∂t ∂x (7.DRAFT -.2 7.40) ⇒ G(U ) = A(U ).38) ∂G(U ) ∂U  1 0 (3 − γ)u (γ − 1)   2 a 2 (3−2γ) + u γu (γ−1) 2 (7.2.47) unj − unj−1 unj+1 − unj ∂u + c+ [ ] + c− [ ]=0 ∂t ∆x ∆x (7.DRAFT - . w = 0 ⇒ (7.

53) (7.56) (7.57) is the total specific enthalpy.60) DRAFT -. a2 = A = R−1 DR (7.162 Upwind methods vector conservation laws or n n n n + − + − ∂u gj − gj−1 gj+1 − gj + + =0 ∂t ∆x ∆x (7. Fortunately. λ2 = u.DRAFT - . 7.59) (7. λ1 = u − a.DRAFT -.2 Flux Vector Splitting for Euler Equations: ∂U ∂U + =0 (7. Flux Vector splitting for a non-linear vector system of equations is the generalization of the above procedure to the non-linear vector conservations equations.51) g − = c− u (7. The eigenvalues are.2.DRAFT -.DRAFT -.50) g + = c+ u (7.54) The upwind scheme has resulted in the splitting of the flux ’g’ into a positive part g + and a negative part g − . Euler equations also possess this property. Obviously. we require the homogeneity property. λ3 = u + a The corresponding right eigenvectors are       1 1 1 R1 =  u − a  .52) where c + |c| c − |c| + ] = cu 2 2 ⇒ g+ + g− = g g + + g − = c+ u + c− u = u[ (7.58) where γp ρ The matrix A can be diagonalized using the eigenvectors and the eigenvalues.55) ∂t ∂x We know that A has real eigenvalues and linearly independent eigenvectors as the system (15) is hyperbolic. R2 =  u  and R3 =  u + a  u2 H − ua H + ua 2 where H = h + u2 2 =e+ p ρ + u2 2 = ⇒H= p (γ−1) + p ρ + u2 2 (7. u2 a2 u2 p γ + = + ρ (γ − 1) 2 (γ − 1) 2 (7.

Consequently.DRAFT -.68) ⇒ A = A+ + A− (7.64) (7.67) ⇒ A = R−1 D+ R + R−1 D− R (7.DRAFT - . 1  u−a R= H − ua R−1 is the inverse of R.70) A− = R−1 D− R (7. ⇒ A = R−1 (D)R (7. DRAFT -.69) A+ = R−1 D+ R (7. D = D+ + D−   −  λ1 0 0 λ+ 0 0 1 0  0  . Several splittings are possible. D − =  0 λ− D + =  0 λ+ 2 2 + 0 0 λ− 0 0 λ3 3  (7.2.DRAFT -.63)  is the diagonal matrix.71) G = AU (7. FLUX VECTOR SPLITTING 163 where  λ1 0 0 D =  0 λ2 0  0 0 λ3 (7.61)   1 u+a  H + ua (7.66) ⇒ A = R−1 (D+ + D− )R (7. D+ and D− such that D+ contains only positive eigenvalues and D− contains only negative eigenvalues.72) where Using the homogeneous property. R−1 =  (γ − 1)   2a2 1 u u2 2 ua u2 + (γ−1) 2 2a2 − u2 (γ−1) 2 ua u − (γ−1) 2 The eigenvalue matrix D can be split into two parts. several flux vector splittings are possible.DRAFT -.62)  a −u − (γ−1) 1  2u −2  a −u 1 (γ−1) (7.7.65) Note that splitting D into D+ and D− is not unique.

78) where The Euler equations become.DRAFT -.75) ∂U ∂G + =0 ∂t ∂x (7. ∂x ∂x n n n n − − G+ G− ∂U j − Gj−1 j+1 − Gj ⇒ + + =0 ∂t ∆x ∆x (7.80) (Gnj+ 1 − Gnj− 1 ) ∂U 2 2 ⇒ + =0 ∂t ∆x (7. The main aim is to introduce wave-speed splitting (for upwinding) in the conservative form.DRAFT - .DRAFT -.76) ∂(G+ + G− ) ∂U + =0 ∂t ∂x (7.DRAFT -.84) DRAFT -. Consider the Euler equations ∂U ∂G + =0 ∂t ∂x (7.81) − Gj+ 1 = G+ j + Gj+1 (7.77) ∂G+ ∂G− ∂U + + =0 ∂t ∂x ∂x (7. Flux vector splitting for a non-linear system of equations is the generalization of the flux splitting procedure presented for the scalar conservation laws to the vector case.73) G+ = A+ U (7. Now that G+ has only positive eigenvalues and G− has only negative eigenvalues.79) Rearranging we get n n n n − + − (G+ ∂U j + Gj+1 ) − (Gj−1 + Gj ) + =0 ∂t ∆x (7. we + − can backward difference the ∂G and forward difference the ∂G term.164 Upwind methods vector conservation laws we get G = AU = (A+ + A− )U = A+ U + A− U G = G+ + G− (7.83) where 2 2 (35) is not in conservative form.82) − Gj− 1 = G+ j−1 + Gj (7.74) G− = A− U (7. The Flux Vector splitting method depends on the homogeneity property of Euler equations.

89) The corresponding right eigenvectors are      1 1 1   R1 =  u − a  .DRAFT - .2.91) ρ (γ − 1) 2 ρ(γ − 1) 2 where a2 = γp ρ (7. 2 ρ 2 ρ(γ − 1) ρ 2 Therefore p γ u2 a2 u2 H= + = + (7. R2 =  u2  .86) The homogeneity property is given by G = AU where    A=  0 (γ − 3) 2 u 2 2 ua (γ − 2) − + u3 (γ − 1) 2 (7. FLUX VECTOR SPLITTING 165 where    ρu ρ U =  ρu  and G =  p + ρu2  pu + ρuE ρE  (7.93) DRAFT -.DRAFT -.90) u2 p u2 p p u2 Where H = h + = e+ + = + + is the total specific enthalpy.DRAFT -.92) The matrix A can be diagonalized using the eigenvalues and the eigenvectors as A = RDR−1 (7. The eigenvalues are λ1 = u − a.7.87) 1 0   (3 − γ)u (γ − 1)    a2 2 (3 − 2γ) +u γu (γ − 1) 2 (7. λ2 = u & λ3 = u + a (7. the Euler equations are given by ∂U ∂U ∂G +A = 0 where A = ∂t ∂x ∂U (7.DRAFT -. R3 =  u + a  u H + ua H − ua 2  (7.88) The Euler equations are hyperbolic and the flux Jacobian matrix A has real eigenvalues and linearly independent eigenvectors.85) In the quasilinear form.

103) where DRAFT -.  λ+ 1 D+ =  0 0 D = D+ + D−   −  λ1 0 0 0 0 0  λ+ 0  . several Flux Vector splittings are possible. Consequently. Therfore G = G+ + G− (7. D − =  0 λ− 2 2 + 0 0 λ− 0 λ3 3 (7.DRAFT - . Several splittings are possible.99) A+ = RD+ R−1 and A− = RD− R−1 (7.101) we get G = AU = (A+ + A− )U = A+ U + A− U .166 Upwind methods vector conservation laws where  λ1 0 0 D =  0 λ2 0  0 0 λ3 (7.DRAFT -.DRAFT -. Note that A = R(D)R−1 = R(D+ + D− )R−1 = RD+ R−1 + RD− R−1 or A = A+ + A− (7.102) G+ = A+ U and G− = A− U (7.97) (7.100) where Using the homogeneity property G = AU (7.98) Note that splitting D into D+ &D− is not unique.DRAFT -. D+ &D− such that D+ contains only positive eigenvalues and D− contains only negative eigenvalues.95)  is the diagonal matrix  R−1 is the inverse of R.94)  1 1 1 R= u−a u u+a  H − ua u H + ua (7.96) The eigenvalue matrix D can be split into two parts. given by   1 ua a u2 + −u − 1   2 (γ − 1) (γ − 1)   2 (γ − 1) 2a   2 R−1 = − u 2u −2   2  2a  (γ − 1)   1 ua a u2 − −u 1 2 (γ − 1) (γ − 1) (7.

109) DRAFT -.DRAFT -.DRAFT -.108) can be obtained by replacing j by j − 1 in the above formula.105) ∂t ∆x ∆x Rearranging.106) − + − Gj+ 1 = G+ j + Gj+1 and Gj− 1 = Gj−1 + Gj (7.DRAFT -. the Euler equations given by ∂U ∂G + =0 ∂t ∂x become ∂(G+ + G− ) ∂U + =0 ∂t ∂x or ∂U ∂G+ ∂G− + + =0 ∂t ∂x ∂x (7. Therefore +n −n G+n G−n ∂U j − Gj−1 j+1 − Gj + + =0 (7. we can backward difference the ∂x ∂x term. The expression for G± j− 1 2 − Gj− 1 = G+ j−1 + Gj 2 (7.DRAFT - . we get −n +n −n (G+n ∂U j + Gj+1 ) − (Gj−1 + Gj ) + =0 ∂t ∆x (Gnj+ 1 − Gnj− 1 ) ∂U 2 2 + =0 or ∂t ∆x (7.2.107) where 2 2 The scheme is now in conservative form or in the finite volume form. The numerical flux on the interface of a cell or finite volume consists two components : • a forward positive component G+ from the left cell • and a backward negative component G− from the right cell given by − Gj+ 1 = G+ j + Gj+1 2 (7. FLUX VECTOR SPLITTING 167 Therefore.7.104) Now that G+ corresponds to only positive eigenvalues and G− corresponds to only negative ∂G− ∂G+ term and forward difference the eigenvalues.

DRAFT -.DRAFT -.112) Therefore λ+ i ≥ 0 &  + λ1 D+ =  0 0  − λ1 −  0 D = 0 Consequently λ− i ≤ 0 (7.110) and 1 λ− i = (λi − |λi |) 2 Where |λi | is the absolute value of λi . supersonic flow from right to left) G = 0 & G = G (7.118) − + − Gj+ 1 = G+ j + Gj+1 and Gj− 1 = Gj−1 + Gj (7. Therefore When M ≥ 1 (0 > u > a.DRAFT -.  λi if λi ≥ 0 |λi | = −λi if λi ≤ 0 (7.115) A+ = RD+ R−1 and A− = RD− R−1 (7.168 Upwind methods vector conservation laws Steger & Warming Flux Vector splitting We noted that splitting the diagonal matrix D as D+ + D− is not unique.119) where 2 2 When the flow is supersonic. Steger & Warming [57] proposed splitting the eigenvalues as 1 λ+ i = (λi + |λi |) 2 (7.120) + − When M ≤ −1 (u < −a < 0. Consequently Flux Vector Splitting is not unique and several flux vector splittings are possible. supersonic flow from left to right) G+ = G & G− = 0 (7.114) (7.113)  0 0  λ+ 0 2 + 0 λ3  0 0 λ− 0  2 0 λ− 3 (7.DRAFT - .121) DRAFT -.111) (7.116) G+ = A+ U and G− = A− U (7.117) The final form of the scheme is (Gnj+ 1 − Gnj− 1 ) ∂U 2 2 + =0 ∂t ∆x (7. all the three eigenvalues are positive and we just need one sided differencing without flux splitting.

DRAFT -. APPROXIMATE RIEMANN SOLVER OR ROE When − 1 ≤ M ≤ 1 (−a ≤ u ≤ a.123) λ2i + δ 2 ) i i 2 where δ is a small user-adjustable parameter.126)  Euler equations can be written in quasi-linear form as DRAFT -. let us learn about some interesting properties of the Euler equations.DRAFT - . This can cause a sonic glitch – a small non-smooth variation in capturing the waves – which will be seen in the results. Before trying to understand Roe’s Flux Difference Splitting method.3.124)    ρu ρ U =  ρu  and G =  p + ρu2  pu + ρuE ρE (7. 7. For further details on this method. which will be useful in understanding Roe’s method better.3. with the eigenvalues and eigenvectors of the flux Jacobians.DRAFT -.DRAFT -.125) ∂U ∂U +A =0 ∂t ∂x (7. subsonic flow) G+ = A+ U & G− = A− U 169 (7.3 Approximate Riemann Solver or Roe The most popular numerical method for solving Euler equations is the approximate Riemann solver of Roe [18].122) We need flux splitting only for subsonic flow for which the eigenvalues of A are of mixed sign. A simple fix to correct this defect is to modify the wave splitting as q 1 λ± = (λ ± (7. van Leer [58] introduced a better Flux Vector Splitting method in which the split fluxes are continuous functions of Mach number and therefore the problem of sonic glitches is avoided. where ∂U ∂G + =0 ∂t ∂x (7.1 Projection of the solution onto the eigenvector space Let us note some interesting properties of the Euler equations. Sonic points are the locations where the wind direction changes. At sonic 1 − ± points the splitting λi = λ+ i + λi with λi = (λi ± |λi |) may experience difficulties due 2 to the discontinuity in the first derivative of the split wave speed.7. the reader is referred to the reference [57]. Consider 1-D Euler equations. 7. Sonic points for the acoustic waves (corresponding to eigenvalues u ± a) occur for M = ±1 and sonic points for the entropy waves (corresponding to eigenvalue u) occur for M = 0.

DRAFT - . The eigenvalues of the flux Jacobian matrix A are A= λ1 = u − a. R1 + R2 + R3 = φ(U ). R3 =  u + a  u H − ua H + ua 2  Where (7.129) p u2 p p u2 u2 =e+ + = + + (7.135) DRAFT -. R3 by suitable factors and then summing up.       3 3 3     3u 3u   3u     R1 + R2 + R3 =  = =    u2  p u2  p u2 2E + 2 + 2(E + ) + 2H + ρ 2 ρ 2 2 H =h+ Therefore.133)      1 ρ 1 1   α1  u − a  + α2  u2  + α3  u + a  =  ρu  u ρE H + ua H − ua 2 The first equation in the above system is   α1 + α2 + α3 = ρ (7.130) 2 ρ 2 ρ(γ − 1) ρ 2 p (7. R2 .170 Upwind methods vector conservation laws where ∂G ∂U is the flux Jacobian.DRAFT -. R2 =  u2  .132)  (7. α1 R1 + α2 R2 + α3 R3 = U (7. α1 (u − a) + α2 u + α3 (u + a) = ρu u(α1 + α2 + α3 ) + a(α3 − α1 ) = ρu (7.128) The corresponding right eigenvectors are      1 1 1   R1 =  u − a  .131) H=E+ ρ Let us see what we get if we sum up the right eigenvectors.127) (7. Let us see if we can recover U by multiplying R1 .DRAFT -.134) Let us take the second equation.DRAFT -. λ2 = u and λ3 = u + a (7.

λ2 = u. APPROXIMATE RIEMANN SOLVER OR ROE 171 Therefore.3.141) (7. ρu + a(α3 − α1 ) = ρu or a(α3 − α1 ) = 0.137) 2 ρ (γ − 1) 2 ρ (γ − 1) Therefore. Thus α3 = α1 (7. αi λi Ri = α1 λ1 R1 + α2 λ2 R2 + α3 λ3 R3 (7.  u2 + α3 (H + ua) = ρE α1 (H − ua) + α2 2        2 p p p u2 p u2 u2 p u α1 +α3 + + − ua +α2 + + + ua = ρ + ρ(γ − 1) ρ 2 2 ρ(γ − 1) ρ 2 ρ(γ − 1) 2  u2 p γ u2 p ρ (α1 + α2 + α3 ) + (α1 + α3 ) + ua(α3 − α1 ) = ρ + (7.140) Therefore α1 R1 + α2 R2 + α3 R3 = U where α1 = α3 = ρ (γ − 1) and α2 = ρ 2γ γ We can write U= 3 X αi Ri (7.139) α3 = 2γ α2 = ρ − α1 − α3 or α2 = ρ (γ − 1) γ (7.DRAFT -.DRAFT - .138) α1 = 2γ ρ (7.DRAFT -. we obtain ρ (7. let us see what we get by 3 X P3 i=1 αi λi Ri .143) i=1 Now. λ3 = u + a. For the first component : 3 X 1 αi λi Ri = (γ − 1) ρ ρ (u − a) + ρ u + (u + a) 2γ γ 2γ DRAFT -.142) (7.144) i=1 where λ1 = u − a.7.136) Let us now take the third equation.DRAFT -. using the relations α1 + α2 + α3 = ρ and α1 = α3 in the above equation.

172 Upwind methods vector conservation laws 3 X 1 hρ hρ (γ − 1) ρi ρi αi λi Ri = u +ρ + − +a 2γ γ 2γ 2γ 2γ 3 X αi λi Ri = ρu 1 3 X h 1 + 1 − 2 + 2γ i 2γ αi λi Ri = ρu 1 3 X αi λi Ri = G(1) 1 Similarly.DRAFT - .DRAFT -. 7.2 Roe’s Approximate Riemann Solver Consider the 1-D Euler equations ∂G ∂U + =0 ∂t ∂x (7.146) The above vector conservation equations can be written in quasi-linear form as ∂U ∂U +A =0 ∂t ∂x (7.147) DRAFT -. we can show that we can recover the other two fluxes.3. 3 X αi λi Ri = 1 3 X αi Ai Ri = A 1 3 X αi Ri = AU = G 1 The above two equations mean that we can project the field vector U and flux vector G onto the eigenvector space as U= 3 X 1 αi Ri & G = 3 X αi λi Ri 1 This property of Euler equations is used by Roe in developing the approximate Riemann solver.DRAFT -. Therefore 3 X αi λi Ri = G (7.DRAFT -. He projects the differences (UR − UL ) & (GR − GL ) on to the eigenvector space (of 3 components . G(2) and G(3) .like 3 coordinates).145) 1 We could have derived this in a simpler way.

DRAFT -. A¯ is now a function of the left and right states. Consistency condition : ¯ L .DRAFT -. Since the flux Jacobian A has these properties.150) UR if x > xj+ 1 2 If we solve the Riemann problem at each of the interfaces exactly. 1. we obtain i ∆t h n Ujn+1 = U n j − Gj+ 1 − Gnj− 1 (7.151) which should satisfy the following conditions. Since the cell integral averages are automatically calculated in the finite volume method.DRAFT -. first we will assume a piece-wise poly2 nomial approximation in each cell.151) now becomes linear. Hyperbolicity condition : A¯ should have real eigenvalues and a set of linearly independent eigenvectors. tn ) = (7.149) 2 2 ∆x A= To evaluate the fluxes Gj± 1 at the cell interfaces. Roe replaces the exact Riemann problem (7. 2. Actually. we will soon see that it is a function of some sort of average of left and right states.3.148) ∂U If we discretize the 1-D Euler equations using a finite volume method. Assuming a piece-wise constant approximation for simplicity (which leads to a first order accurate method). the flux Jacobian now becomes a local constant and thus the hyperbolic system (7. UR ) = A(U ) if UL = UR = U A(U This ensures consistency with the exact Jacobian.7. APPROXIMATE RIEMANN SOLVER OR ROE 173 where ∂G (7.147)) at each cell interface with the initial condition at the beginning of each time-step as ( UL if x < xj+ 1 2 U (x. we will have to solve a Riemann problem (that is.DRAFT -. UL and UR . then we will obtain Godunov’s method. Therefore. when the left and right states are equal. Note also that the flux Jacobian for the approximate Riemann problem. Roe replaces the exact Riemann problem at a cell interface by an approximate Riemann problem in such a way that the new approximate Riemann problem is linear and easy to solve.DRAFT - . the equation (7. solving the Riemann problem exactly will be computationally expensive since the accurate information so obtained is lost in the averaging process any way. the flux Jacobian for the approximate Riemann problem also must have this property and approximate Riemann problem must also be hyperbolic.147) by an approximate Riemann problem ∂U ∂U + A¯ =0 ∂t ∂x (7.

153) This ensures that flux is in conservative form (G = AU ) and that the total flux is conservative across the discontinuities also. Let us try to seek the derivative of g(u) with respect to u. S must be an eigenvalue of A.157) and Let us try to understand the geometrical meaning of the above approximation. Roe uses ¯ R − UL ) G(UR ) − G(UL ) = A(U (7. Conservation across discontinuities : The interface flux should retain the conservative form of the flux.DRAFT -. This also has an important consequence.155) 1 ¯ ∆G = A∆U (7.156) ∆G = A∆U if UR = UL (A = A¯ f or UR = UL ) (7.154) ¯ R − UL ). Since GR − GL = A(U Since we are projecting (UR − UL ) into the eigenvector space only (which corresponds to eigenvalues. ∆G = 3 X αi λi Ri (7. with two sample points uL &uR .174 Upwind methods vector conservation laws 3. the solution will be exact for a single shock or a single contact discontinuity. we require A¯ such that the eigenvalues of A¯ being λi . involving the left and right states. Figure 7.152) ¯ or ∆G = A∆U (7.1: Roe linearization DRAFT -.DRAFT - . Let us first consider a scalar function g(u). and therefore to S).DRAFT -. We know that across the shocks GR − GL = S(UR − UL ) (7.DRAFT -. Therefore. where S is the shock speed.

158) is good near uL & approximation (7.we can write the approximation of the derivative ∂U as ∂G(U ) G(UR ) − G(UL ) A¯ = ≈ (7. Therefore.161) ∂U (UR − UL ) Therefore ¯ R − UL ) G(UR ) − G(UL ) = A(U (7.DRAFT -.164) u2 2 p γ ργ −1 (7.DRAFT - .7.158) a(uR ) =  ∂g  = g(u) − g(uR ) (u − uR ) (7. In analogy with the scalar case. Therefore we can write a ¯=  ∂g  ∂u uL to uR ≈ This means that a ¯ is an average of a(uL ) and a(uR ).159) g(uR ) − g(uL ) (uR − uL ) (7. the solution is not unique and we have a lot of choice. Therefore.   0 1 0 (γ−3) 2  u (3 − γ)u (γ − 1)  A=  2 2 2 ua a 2 (3−2γ) − (γ−1) + u3 (γ−2) + u γu 2 (γ−1) 2 Let us now rewrite the elements A31 and A32 in terms of h = e + p γ 1 h = e + ρp = γ−1 + ρp = ρp ( γ−1 + 1) = ρp γ−1 ⇒h= Since p = ρRT .DRAFT -.162) The vector G(U ) will have N components (N = 3 for 1 . We seek an approximation which is good in the entire region (uR − uL ).3. Let us now find out this average.160) ∂u ∂u uL uR Approximation (7.166) DRAFT -.D). A¯ should be an average of A(UL ) and A(UR ). ∂G(U ) In analogy with the scalar case. we can write A¯ = A(U¯ ) (7.165) a2 γ−1 (7.DRAFT -.159) is good near uR . p ρ = RT = a2 γ h= p ρ and H = h + (7. we have N equations with N 2 unknowns.163) where U¯ is an average of UL and UR . from the above equation. That means. APPROXIMATE RIEMANN SOLVER OR ROE 175 a(uL ) =  ∂g  = g(u) − g(uL ) (u − uL ) (7. Therefore A¯ will have N × N elements. Let us now consider a vector G(U ).

0 (7.172) (7.DRAFT -.167)  1 0 (γ−3) 2 u (3 − γ)u (γ − 1)  A= 2 3 (γ−1) 2 u 2 − uH H + u (1 − γ) γu (7.175)  ρ U =  ρu  ρE  u2 p u2 p =e+ + =E+ 2 ρ 2 ρ p ⇒E=H− ρ p ⇒ ρE = ρ(H − ) = ρH − p = ρH − ρRT ρ H =h+ ⇒ ρE = ρH − ρ a2 ρH = ρH − − ρRT γ γ (7.DRAFT -.171) (7.174) In analogy with (13) we can write  1 0 (γ−3) 2 u¯ (3 − γ)¯ u (γ − 1)  A= 2 2 3 (γ−1) ¯ H ¯ + u¯ (1 − γ) γ u¯ u¯ 2 − u¯H  Now.DRAFT - .176 Upwind methods vector conservation laws H= A31 = a2 u2 + (γ − 1) 2 ua2 u2 (γ − 1) a2 u3 (γ − 2) − = u[ − ] 2 γ−1 2 (γ − 1) (7.DRAFT -.169) a2 u2 (γ − 2) u2 + − − ] 2 2 (γ − 1) 2 (γ − 1) − uH 2 (3 − 2γ) a2 + u2 = (γ − 1) 2 ⇒ u3 A32 ⇒ u2 u2 (3 − 2γ) a2 + − + u2 (γ − 1) 2 2 2 A32 = H + u2 (1 − γ)  (7.176) (7.177) (7.178) (7.168) ⇒ u[u2 (7.170) (7.173) 0 (7.179) DRAFT -.

182) ⇒ ρE = ⇒ (7.190) (7.7.DRAFT -.189) (7. APPROXIMATE RIEMANN SOLVER OR ROE ⇒ ρE = ρH − ρ ρE = a2 ρH ρH ρa2 = ρH − + − γ γ γ γ ρH ρa2 ρH + [ρH − − ] γ γ γ ρu2 1 1 1 1 ρH +[ {1 − } + ρa2 { − − γ 2 γ (γ − 1) γ(γ − 1) γ (7.192) (7.183)  U = ρH γ ρH (γ − 1) + ρu2 γ 2γ  ρ  ρu 2 (γ−1) + ρu 2γ  ρu G =  p + ρu2  pu + ρuE G(2) = p + ρu2 = ρRT + ρu2 = (7.194) DRAFT -.3.184) (7.185)  ⇒ ρH (7.191) (7.181) (7.186) ρa2 + ρu2 γ ρ u2 a2 u2 [H − ](γ − 1) + ρu2 (since H = + ) γ 2 (γ − 1) 2 (γ − 1) (γ − 1) (γ − 1) (γ − 1) − ρu2 + ρu2 = ρH + ρu2 [1 − ] γ 2γ γ 2γ ⇒ ρH (γ − 1) (γ + 1 + ρu2 γ 2γ ⇒ G(2) = p + ρu2 = ρH (γ − 1) (γ + 1) + ρu2 γ 2γ G(3) = pu + ρuE ⇒ u.DRAFT -.[ (7.188) (7.187) (7.193) (7.DRAFT -.180) ρH ρa3 ρu3 ρa2 ρu3 ρa2 +[ + − − − γ (γ − a) 2 γ(γ − 1) 2γ γ ⇒ ⇒ 177 ρa2 a2 γp ρa2 ] + ρu[H − ] (since a2 = & ρE = ρH − ) γ γ ρ γ ⇒ G(3) = pu + ρuE = ρuH (7.DRAFT - .

195) ∆u = uR − uL (7.202) It is a trivial identity.∆(ρu) + 0{∆(ρH) + ∆(ρu2 ) γ 2γ (7.201) ⇒ ∆(ρu) = ∆(ρu) (7.∆ρ + 1. First equation: (γ − 1) 1 } ∆(ρu) = 0. ∆(ρH) = ρR HR − ρL HL ⇒ ρR ( u2 a2 u2 a2 + R ) − ρL ( + L ) (since a = constant) γ−1 2 γ−1 2 (7.DRAFT -. Let us now consider each of the three equations of (23).200) where A¯ is given by (14).205) DRAFT -.DRAFT - .DRAFT -.DRAFT -.∆ρ + (3 − γ)¯ u.178 Upwind methods vector conservation laws    ρu ρu  G =  p + ρu2  =  ρH (γ−1) + ρu2 (γ+1) γ 2γ pu + ρuE ρuH  Let From (5).199) ∆(ρu) + ∆(ρu2 ) (γ+1) 2γ ∆(ρH) (γ−1) γ    ∆ρ ¯   ∆(ρu) = A. ⇒  (7.203) Now.196) ∆ρ = ρR − ρL (7.204) (7. ρH 2 (γ−1) ∆( γ ) + ∆(ρu ) 2γ (7.198) ¯ ∆G = G(UR ) − G(UL ) = A.∆(ρu) 2 1 (γ − 1) +(γ − 1). Second equation: (γ − 1) (γ + 1) + ∆(ρu2 ) = γ 2γ (γ − 3) 2 u¯ .197) ∆H = HR − HL (7.∆U (7.{∆(ρH) + ∆(ρu2 ) γ 2γ ∆(ρH) (7.

∆(ρu).∆(ρu). −b ± 2∆(ρu) ± (ρR uR − ρL uL )2 − (ρR − ρL )(ρR u2R − ρL u2L ) = ρR ρL (uR − uL )2 p (ρR uR − ρL uL ) ± ρR ρL (uR − uL )2 ⇒ u¯ = (ρR − ρL ) √ (ρR uR − ρL uL ) ± (uR − uL ) ρR ρL = (ρR − ρL ) √ √ ρR uR − ρ L uL ± uR ρ R ρ L ∓ uL ρ R ρ L = (ρR − ρL ) (7.DRAFT - .∆ρ + ∆(ρu2 ) (γ − 1) 2 179 (7.214) (7.¯ u 2γ (γ − 1) a2 1 (γ − 1)2 + . + ∆(ρu2 ) = (γ − 1) γ 2 γ 2γ (γ − 3) ∆ρ¯ u2 + (3 − γ).213) (7.208) (7.¯ u + (3 − γ)[ 2 (γ − 1)2 − (γ + 1) −2 ]. [ ] 3−γ (γ − 3) 2γ ⇒ ∆ρ.[ + ] 2 2γ 2γ ⇒ ∆ρ.3.∆(ρu2 ).∆(ρu2 ) ⇒ ∆ρ p (ρR uR − ρL uL ) ± (ρR uR − ρL uL )2 − (ρR − ρL ). ⇒ u¯ = √ b2 − 4ac 2a p 4{∆(ρu)}2 − 4.¯ u2 − 2.206) (γ − 1) 1 (γ − 1) (γ + 1) a2 .216) (7.210) This is a quadratic equation in u¯.∆ρ p ∆(ρu) ± {∆(ρu)}2 − ∆ρ.∆ρ.¯ u = −∆(ρu2 ). .209) (7.[∆ρ + ∆(ρu2 )] + .∆(ρu).212) (7.(ρR u2R − ρL u2L ) ⇒ ρR − ρL ⇒ Now.215) (7.207) (7.DRAFT -.DRAFT -.7. APPROXIMATE RIEMANN SOLVER OR ROE ⇒ (25) gives: a2 1 .217) (7.∆(ρu)2 2. γ (γ − 1) 2 2γ ⇒ −(γ − 1)2 (γ + 1) (γ − 3) ∆ρ¯ u2 + (3 − γ)∆(ρu)¯ u = ∆(ρu2 ).218) DRAFT -.211) (7.∆ρ + ∆(ρu2 ).DRAFT -.¯ u = −∆(ρu2 ) 2 γ 2 − 3γ [ ] (γ − 3) 2γ ⇒ ∆ρ¯ u2 − 2∆(ρu)¯ u + ∆(ρu2 ) = 0 (7.

(ρR ± If we take the positive root.219) (7.( ρL − ρR ) u¯ = √ − √ √ √ √ √ √ √ ( ρR + ρL )( ρR − ρL ) ( ρR + ρL )( ρR − ρL ) √ √ uR ρ R + uL ρ L u¯ = √ √ ρR + ρL (7.( ρR − ρL ) uL ρL .226) √ √ ρR + ρL This is the Roe average total enthalpy.(uR − uL ) + u¯.( ρR ± ρL ) − uL .228) (7.(ρR − ρL ) ⇒ ρR uR − ρL uL = ρ¯uR − ρ¯uL + √ √ ( ρR + ρL ) √ √ uR ρ R + u L ρ L √ √ √ √ ⇒ ρR uR − ρL uL = ρ¯uR − ρ¯uL + √ .( ρL ± ρL ) uR .DRAFT -.224) (7.221) (7.229) (7. ρL .223) When ρR = ρL and uR 6= uL . Therefore.(ρL ± ρR ρL ) = (ρR − ρL ) √ √ √ √ √ √ uR .225) This is the Roe average velocity.230) (7.( ρR + ρL ) − √ u¯ = √ √ √ √ √ √ √ ( ρR + ρL )( ρR − ρL ) ( ρR + ρL )( ρR − ρL ) √ √ uR ρ R − u L ρ L u¯ = √ √ ρR − ρL (7.180 Upwind methods vector conservation laws √ √ ρR ρL ) − uL .DRAFT -.227) (7.(ρR − ρL ) √ √ (uR ρR + uL ρL ) .222) (7.DRAFT - .( ρR ± ρL ) − √ ⇒ u¯ = √ √ √ √ √ √ √ ( ρR + ρL )( ρR − ρL ) ( ρR + ρL )( ρR − ρL ) uR . Similarly.232) DRAFT -. Let us take the negative root of (29). ρR .( ρL ± ρR ) = √ √ √ √ ( ρR + ρL )( ρR − ρL ) √ √ √ √ √ √ uL .231) (7.DRAFT -. ρR . √ √ √ √ √ √ uR ρR . ρL . we get √ √ H R ρR + H L ρL ¯ H= (7.( ρR + ρL )( ρR − ρL ) √ ( ρR + ρL ) √ ⇒ ρ¯(uR − uL ) = ρR ρL (uR − uL ) √ ρ¯ = ρR ρL (7. we reject this solution. √ √ √ √ √ √ uL ρL . u¯ is not defined.220) (7.( ρR + ρL ) uR ρR . Let us assume that ∆(ρu) = ρ¯∆u + u¯∆ρ ⇒ ρR uR − ρL uL = ρ¯. solving the third equation of (23).

with For 1-D Euler equations.3 λ1 = u¯ − a ¯ (7. Z2 and Z3 ).DRAFT - . Similarly. the eigenvalues of A¯ are: 7.7. The inspiration for such an approach is from analytical geometry in which a plane curve y(X) may. we can use G = G(Z) and U = U (Z).DRAFT -. velocity and total specific enthalpy.238)    Z1 1 √ Z =  Z2  = ρ  u  Z3 H (7.3.e.239) √ U1 = ρ = ( ρ)2 = Z12 (7. We also need a ¯. ) + ∂G(U = 0.233) ⇒a ¯ = (H 2 Now. Z1 .234) λ2 = u¯ (7.DRAFT -. x = x(t). be described more easily by a parametric form: y = y(T ). We now have expressions for Roe average density.242) DRAFT -. APPROXIMATE RIEMANN SOLVER OR ROE 181 This is the Roe-average density.241) (7.3. where Z is a parameter vector.DRAFT -. U2 = ρu = U3 = √ √ ρ ρu = Z1 Z2 (γ − 1) 2 1 √ √ 1 (γ − 1) √ 2 ρH + ρu = ( ρu) ρ ρH + γ 2γ γ 2γ (7. a ¯2 u ¯2 ¯ Let H = (γ−1) + 2 r 2 ¯ − u¯ )(γ − 1) (7.236) Roe averages with the use of a parameter vector The Roe averages derived before can also be obtained alternatively by using a parameter vector. ∂U ∂t ∂x    ρu ρ U =  ρu  and G(U ) =  p + ρu2  pu + ρuE ρE     ρ  and G(U ) =  ρu or U =  (γ−1) 1 2 ρH + 2γ ρu γ we can write  ρu (γ−1) ρH + (γ+1) ρu2  γ 2γ ρuH (7.237) (7.235) λ3 = u¯ + a ¯ (7. Therefore A¯ is completely defined.240)  so that U and G can be expressed in terms of Z (i. in some cases.

DRAFT -.246) (γ + 1) 2 (γ − 1) Z1 Z3 + Z2 γ 2γ √ √ G3 = ρuH = ρu ρH ⇒ G2 = ⇒ G3 = Z1 Z3  Z1 Z2 ⇒ G =  (γ−1) Z1 Z3 + (γ+1) Z22  γ 2γ Z2 Z3  (7.256) (7.182 Upwind methods vector conservation laws ⇒ U3 = 1 (γ − 1) 2 Z1 Z3 + Z2 γ 2γ   Z12  Z1 Z2 ⇒U = (γ−1) 2 1 Z Z + 2γ Z2 γ 1 3 G2 = (7.243) (7.DRAFT -.257) DRAFT -.252) ∆(ab) = (ab)R − (ab)L = aR bR − aL bL (7.244) G1 = ρu = U2 = Z1 Z2 (7.250) We can see that every component of U and G is merely quadratic in the components of Z. Let ∆a = aR − aL &∆b = bR − bL (7.255) (7.253) Let 1 1 a ¯ = (aL + bR )and ¯b = (bL + bR ) 2 2 be the arithmetic mean values.DRAFT - .247) (7. Let us now obtain the matrix A¯ in the expression ¯ R − UL ) GR − GL = A(U (7.254) (7. We can write ∆(ab) as ∆(ab) = aR bR − aL bL 1 1 1 1 = aR b R + aR b R − aL b L − aL b L 2 2 2 2 1 1 1 1 1 1 1 1 = aR b R + aR b R − aL b L − aL b L + aL b R − aL b R + aR b L aR b L 2 2 2 2 2 2 2 2 (7.251) ¯ It is convenient to introduce some algebra of averages in this process of determining A.245) (γ + 1) √ 2 (γ − 1) (γ + 1) 2 (γ − 1) √ √ ρ ρH + ρH + ρu = ( ρu) γ 2γ γ 2γ (7.248) (7.249) (7.DRAFT -.

R − Z2.DRAFT -.263) √ (7.DRAFT -.R − Z2.DRAFT - . APPROXIMATE RIEMANN SOLVER OR ROE 183 1 1 1 1 aL (bR − bL ) + aR (bR − bL ) + bL (aR − aL ) + bR (aR − aL ) 2 2 2 2 1 1 1 1 (bR − bL )( aL + aR ) + (aR − aL )( bL + bR ) 2 2 2 2 (bR − bL )¯ a + (aR − aL )¯b ⇒ ∆(ab) = a ¯∆b + ¯b∆a (7.7.264) where a ˜= aL aR is the geometric mean value.L ) γ 2γ (7.DRAFT -.260) (7.258) (7.268) = = (γ + 1) 2 (γ − 1) (Z1 Z3 ) + (Z2 )] γ 2γ (7.271) (7.R + Z2.270) ⇒ (γ − 1) ¯ (γ − 1) ¯ (γ + 1) ¯ Z1 ∆Z3 + Z3 ∆Z1 + Z2 ∆Z2 γ γ γ ∆G3 = ∆(Z2 Z3 ) = Z¯2 ∆Z3 + Z¯3 ∆Z1  Z¯1 ∆Z2 + Z¯2 ∆Z1 (γ−1) ⇒ ∆G =  γ Z¯1 ∆Z3 + (γ−1) Z¯3 ∆Z1 + γ Z¯2 ∆Z3 + Z¯3 ∆Z1  ⇒ ∆G =  Z¯1 Z¯2 (γ−1) ¯ Z3 γ (γ+1) ¯ Z2 γ 0 Z¯3 (γ+1) ¯ Z2 ∆Z2 γ  c (7.273)  ∆Z1 (γ−1) ¯   ∆Z2  Z1 γ ∆Z3 Z¯2 0   DRAFT -.265) (γ + 1) (γ − 1) ¯ (Z1 ∆Z3 + Z¯3 ∆Z1 ) + (Z2.3.261) 1 1 1 aL − aR (aR − aL ) ∆( ) = − = =− √ a aR aL aL aR ( aL aR )2 (7.267) (γ + 1) 2 (γ − 1) ¯ 2 [Z1 ∆Z3 + Z¯3 ∆Z1 ] + (Z2. ∆G1 = (Z1 Z2 )R − (Z1 Z2 )L = ∆(Z1 Z2 ) = Z¯1 ∆Z2 + Z¯2 ∆Z1 ∆G2 = ∆[ = = (7. Let us now consider ∆G.272) (7.L )(Z2.L ) γ γ 2 (7.259) (7.266) (γ − 1) (γ + 1) ∆(Z1 Z3 ) + ∆(Z22 ) γ 2γ (7.R + Z2.L )(Z2.R − Z2.262) ∆a 1 ⇒ ∆( ) = − 2 a a ˜ (7.269) (γ + 1) 1 (γ − 1) ¯ (Z1 ∆Z3 + Z¯3 ∆Z1 ) + (Z2.L ) γ 2γ (7.

L ) Z1 ∆Z3 + Z¯3 ∆Z1 + γ γ γ 2 ⇒ ∆U3 = 1 ¯ 1 (γ − 1) ∆Z2 Z¯2 Z1 ∆Z3 + Z¯3 ∆Z1 + γ γ γ  2Z¯1 ∆Z1  Z¯2 ∆Z1 + Z¯1 ∆Z2 ⇒ ∆U =  (γ−1) ¯ 1 ¯ 1 ¯ Z ∆Z1 + γ Z2 ∆Z2 + γ Z1 ∆Z3 γ 3   2Z¯1 ⇒ ∆U =  Z¯2 1 ¯ Z γ 3 0 ¯ Z1 (γ−1) ¯ Z2 γ (7.284)    0 ∆Z1 0   ∆Z2  1 ¯ ∆Z3 Z γ 1 ¯ ⇒ ∆U = B∆Z (7.R − Z1.L + Z1.274) where  C¯ =  Z¯1 Z¯2 0 (γ−1) ¯ Z3 γ (γ+1) ¯ Z2 γ (γ−1) ¯ Z3 γ Z¯3 Z¯2 0 Let us now consider ∆U .276) (7.R − Z1.R ) = ∆Z1 .L )(Z1.DRAFT - .184 Upwind methods vector conservation laws ¯ ⇒ ∆G = C∆Z (7.R − Z2.   2 2 ∆U1 = ∆(Z12 ) = Z1.278) (7.286) γ DRAFT -.L = (Z1.2. (Z1.277) (7.DRAFT -.Z¯1 2 ⇒ ∆U1 = 2Z¯1 ∆Z1 ∆U2 = ∆(Z1 Z2 ) = Z¯1 ∆Z2 + Z¯2 ∆Z1 1 (γ − 1) 2 (γ − 1) 1 Z2 ] = ∆(Z1 Z3 ) + ∆(Z22 ) ∆U3 = ∆[ Z1 Z3 + γ 2γ γ 2γ = = (γ − 1) 2 1 ¯ 2 [Z1 ∆Z3 + Z¯3 ∆Z1 ] + (Z2.279) (7.L ) 1 = ∆Z1 .L ).R + Z2.L ) γ 2γ 1 1 (γ − 1) 1 ¯ (Z2.285) where  2Z¯1 ¯ =  Z¯2 B 1 ¯ Z3 γ 0 Z¯1 (γ−1) ¯ Z2 γ  0 0  1 ¯ Z1 (7.R + Z1.2.DRAFT -.281) (7.282) (7.DRAFT -.280) (7.R − Z2.275) (7.283) (7. (Z2.

where B 7.7. The question is to show to obtain A¯ which satisfies the above conditions. we get: ¯ −1 A¯ = C¯ B (7.290) ¯ and C¯ are given by (28) and (23).287) ¯ ¯ −1 ∆U ∆G = C∆Z = C¯ B ¯ −1 ∆U ⇒ ∆G = C¯ B (7. and 3.289) ¯ Comparing with ∆G = A∆U (in(12)). between UR and UL .296) Therefore.295) where η varies between 0 and 1.291) with the conditions 1.288) (7. Let us consider the straight line path as: U (η) = UL + (UR − UL )η (7.292) ¯ ∆G = A∆U (7. APPROXIMATE RIEMANN SOLVER OR ROE ¯ From (27).DRAFT -. we can write ∆G = G(UR ) − G(UL ) = Z 0 1 dG(U (η)) dη dη (7.293) A¯ is diagonalizable with real eigenvalues (7. 0≤η≤1 (7.DRAFT - . ∆U = B∆Z or (22) gives 185 ¯ −1 ∆U ∆Z = B (7. UR ) = A(U ) if UL = UR A(U (7.DRAFT -.e. One way to obtain A¯ is to integrate the flux Jacobian matrix over a suitable pathin conserved vecotr space.294) 2.DRAFT -.4 Properties of the Roe Linearization Roe scheme is based on the approximate Riemann problem (which is linear) ∂U ∂U + A¯ =0 ∂t ∂x (7. ¯ L .3. i.297) DRAFT -.3.

299) ( 1 0 dG(U ) dη dU dG(U ) dη dU (7.307) (7.DRAFT -.302) Z = Z(U )for U = UL and U = UR (7. By introducing a parameter vector. Roe obtained a change of variables so that the integral in (8) becomes easier to evaluate.DRAFT - .309) DRAFT -. ⇒ ∆G = G(UR ) − G(UL ) = ⇒ ∆G = Z Z 0 1 Z 0 1 dG(Z(η)) dη dη dG(Z(η)) d(Z(η)) dη dZ dη (7.301) ¯ This average flux Jacobian matrix will satisfy the conservation condition (∆G = A∆U ) ¯ and the consistency condition (A(UL = UR = U ) = A(U )) But the hyperbolicity condition may or may not be satisfied. we can define A¯ as: A¯ = Z 0 1 Z 0 1 Z 1 0 Z dG(U ) )(UR − UL )dη dU (7. A¯ of (8) may or may not have real and distinct eigenvalues. Roe chose: Z(η) = ZL + (ZR − ZL )η (7.DRAFT -.304) which is independent of η.DRAFT -. Another problem is that it may not always be possible to evaluate the integral in (8) in closed form. That means.308) (7.186 Upwind methods vector conservation laws ⇒ ∆G = Z 1 0 dG(U ) dU (η) dη = dU dη ⇒ ∆G = (UR − UL ) ⇒ ∆G = ∆U Therefore.306) 1 dG(Z(η)) (ZR − ZL )dη dZ 0 Z 1 dG(Z(η)) ⇒ (ZR − ZL ) dη dZ 0 Z 1 dG(Z(η)) ⇒ ∆G = ∆Z dη dZ 0 ⇒ ∆G = (7.303) where ⇒ dZ(η) = (ZR − ZL ) dη (7.298) dG(U ) dη dU (7. Instead of (5) as the integration path.300) (7.305) (7.

310) (7.311) 1 dU (Z(η)) (ZR − ZL )dη dZ 0 Z 1 dU (Z(η)) dη ⇒ ∆U = ∆Z dZ 0 = (7.DRAFT -. Then. 25.DRAFT -. DRAFT -.320) ¯ ∆G = A∆U (7.313) From (10) and (11) we have: ¯ ∆G = (C)∆Z (7.7.321) ¯ −1 A¯ = C¯ B (7.1983) showed that if the system has a convex entropy function. Roe chose path integral: ∆U = UR − UL = ⇒ ∆U = Z Z 1 0 Z 0 1 dU (Z(η)) dη dη dU (Z(η)) dZ(η) dη dZ dη (7. SIAM Review.DRAFT -.316) dG(Z(η)) dη dZ (7. Lax and Van Leer ( on upstream differencing and Godunov type schemes for hyperbolic conservation laws.35-61.315) where ¯= B Z 1 Z 1 0 and C¯ = 0 dU (Z(η)) dη dZ (7.3.312) (7.322) where Harten. then the above integration procedure can always be used to define a matrix A¯ which satisfies the hyperbolicity condition. APPROXIMATE RIEMANN SOLVER OR ROE 187 Now. we obtain polynomials in ’η’ and the integrals become easier to evaluate.DRAFT - . To make the integrals easy for closed form evaluation. pp.319) ¯ −1 ∆U ⇒ ∆G = C¯ B (7. to relate ∆Z to ∆U .317) ¯ ⇒ ∆G = C∆Z (7.318) ¯ B ¯ −1 ∆U ) ⇒ ∆G = C( (7. ’Z’ is chosen such that ∂U and ∂G ∂Z ∂Z are functions of polynomials of Z.314) ¯ & ∆U = (B)∆Z (7.

332) 1 1 a ¯ = (aL + aR ) & ¯b = (bL + bR ) 2 2 (7.DRAFT - .328) (7.U¯ + (α3 − α1 )¯ a (7.325)  1 ¯  R3 =  u¯ + a ¯ + u¯a H ¯ (7.330) ⇒ ∆U2 = ∆U1 .323)  1 ¯  R1 =  u¯ − a ¯ H − u¯a ¯ (7.188 7. ∆U2 = (α1 + α2 + α3 )¯ u + (α3 − α1 )¯ u (7.331) ∆(ab) = aR bR − aL bL (7.326)    ∆U1 ρR − ρL ∆U =  ρR uR − ρL uL  =  ∆U2  ∆U3 ρR ER − ρL EL (7.324)   1 R2 =  u¯  1 2 u¯ 2 (7.DRAFT -. Let DRAFT -. let us introduce some operators for convenience.3.333) Before we simplify further.DRAFT -.329) (7.DRAFT -.327) i=1           1 1 ∆U1 1 ¯  + α2  u¯  + α3  u¯ + a ¯  ⇒  ∆U2  = α1  u¯ − a 1 ¯ − u¯a ¯ + u¯a H ¯ ∆U3 H ¯ u¯2 2  ⇒ ∆U1 = α1 + α2 + α3 ∆U2 = α1 (¯ u−a ¯) + α2 u¯ + α3 (¯ u+a ¯) 1 ¯ − u¯a ¯ + u¯a ∆U3 = α1 (H ¯) + α2 u¯2 + α3 (H ¯) 2 From (7).5 Upwind methods vector conservation laws Wave strengths ∆U = 3 X αi Ri (7.

DRAFT -. √ √ (uR ρR + uL ρL ) √ (ρR − ρL ) + ρR ρL (uR − uL ) u¯∆ρ + ρ¯∆u = √ √ ( ρR + ρL ) √ √ (uR ρR + uL ρL ) √ √ √ √ √ √ → ( ρR − ρL )( ρR + ρL ) + ρR ρL uR − ρR ρL uL √ √ ( ρR + ρL ) √ √ √ √ → u R ρ R − uR ρ R ρ L + uL ρ R ρ L − uL ρ L + uR ρ R ρ L − uL ρ R ρ L (7.348) (8) gives: ¯ − u¯a ¯− ∆(ρE) = α1 (H ¯) + α2 (H a ¯2 ¯ + u¯a ) + α3 (H ¯) (γ − 1) ¯ 1 + α2 + α3 ) + u¯a ⇒ ∆(ρE) = H(α ¯(α3 − α1 ) − α2 a ¯2 (γ − 1) (7.343) ⇒ ∆U2 = u¯∆U1 + ρ¯∆u (7.336) ⇒ ∆(ab) = a ¯∆b + ¯b∆a (7.334) (7. as the arithmetic averages do above.DRAFT -. 2 (7.335) = ∆(ab) (7.344) ∆U2 = ∆U1 u¯ + (α3 − α1 )¯ a = ∆U1 u¯ + ρ¯∆u (7.350) DRAFT -.3.337) Let us see if Roe averages also have a similar property. APPROXIMATE RIEMANN SOLVER OR ROE 189 1 1 ⇒a ¯∆b + ¯b∆a = (aL + aR )(bR − bL ) + (bL + bR )(aR − aL ) 2 2 = aR b R − aL b L (7.DRAFT - .339) (7.346) From (9) and (11) : ⇒ α3 − α1 = From (6).347) we can write a ¯2 1 + u¯2 (γ − 1) 2 (7.DRAFT -.345) ⇒ (α3 − α1 )¯ a = ρ¯∆u (7. √ √ uR ρ R + uL ρ L √ (7.342) ⇒ ∆(ρu) = u¯∆ρ + ρ¯∆u (7.340) (7.341) → uR ρR − uL ρL = ∆(ρu) (7. α3 + α1 = ∆ρ − α2 Since H = ¯ = H a2 (γ−1) + ρ¯∆u a ¯ u2 .7.349) (7.338) u¯ = √ and ρ¯ = ρR ρL √ ρR + ρL Let us evaluate (¯ u∆ρ + ρ¯∆u).

DRAFT -.359) Let us now evaluate ∆(ρu2 ).DRAFT - . √ √ ⇒ ∆(ρu2 ) = (uR ρR )2 − (uL ρL )2 √ √ √ √ = (uR ρR + uL ρL )(uR ρR − uL ρL ) √ √ (uR ρR + uL ρL ) √ √ √ √ = ( ρR + ρL )(uR ρR − uL ρL ) √ √ ( ρR + ρL ) √ √ √ √ = (¯ u)( ρR + ρL )(uR ρR − uL ρL ) √ √ = (¯ u)[uR ρR − uL ρL ρR + uR ρL ρR − uL ρL ] √ = (¯ u)[(uR ρR − uL ρL ) + ( ρL ρR )(uR − uL )] (7.361) (7.363) (7.367) = (¯ u)[2¯ ρ∆u + u¯∆ρ] (7.353) (14) gives: α2 a ¯2 ¯ = H∆ρ + u¯[∆(ρu) − u¯∆ρ] − ∆(ρE) (γ − 1) (7.DRAFT -. − α2 a ¯ (γ − 1) ⇒ α2 From (10).354) 1 ¯ = H∆ρ + u¯[∆(ρu) − u¯∆ρ] − ∆[ρ(e + u2 )] 2 1 ¯ = H∆ρ + u¯[∆(ρu) − u¯∆ρ] − ∆(ρe) − ∆( ρu2 ) 2 ⇒ α2 a ¯2 1 ¯ = H∆ρ − ∆ρ − ∆(ρe) + u¯[∆(ρu) − u¯∆ρ] − ∆( ρu2 ) (γ − 1) 2 Let us first establish some algebraic relations with Roe averages with ρ¯ = √ √ ρ +u ρ ) (u u¯ = L(√ρLL +√RρR ) R .369) DRAFT -.368) ⇒ ∆(ρu2 ) = 2¯ ρu¯∆u + u¯2 ∆ρ (7.356) (7.358) ∆(ρu2 ) = ρR u2R − ρL u2L (7.362) (7.352) ρ¯∆u = ∆(ρu) − u¯∆ρ (7.360) (7.364) (7.DRAFT -.351) a ¯2 ¯ = H∆ρ + u¯ρ¯∆u − ∆(ρE) (γ − 1) (7.355) (7.366) = (¯ u)[¯ ρ∆u + u¯∆ρ + ρ¯∆u] (7.365) = (¯ u)[¯ ρ∆u + ρ¯(∆u)] (7.357) √ ρL ρR and ∆(ρu) = u¯∆ρ + ρ¯∆u (7.190 Upwind methods vector conservation laws ρ¯∆u a ¯2 ¯ ⇒ ∆(ρE) = H∆ρ + u¯a ¯. (7. we have already derived: (7.

DRAFT -.376) (7.382) (7. APPROXIMATE RIEMANN SOLVER OR ROE 191 ρu2 ) + (¯ u)[∆(ρu) − u¯∆ρ] 2 (7.DRAFT -.384) DRAFT -.378) 1 1 a ¯2 ∆ρ + u¯2 ∆ρ − ∆(ρe) − u¯2 ∆ρ (γ − 1) 2 2 (7.377) (7.383) (7.380) ⇒ ρe = ⇒ ∆(ρe) = ⇒ α2 ⇒ α2 = p (γ − 1) ∆p (pR − pL = (γ − 1) (γ − 1) a ¯2 a ¯2 ∆p = ∆ρ − (γ − 1) (γ − 1) (γ − 1) (γ − 1) ∆p (γ − 1) a ¯2 ∆ρ − 2 (γ − 1) a ¯ (γ − 1) a ¯2 (7.374) ⇒ −∆( ρu2 1 + (¯ u)[∆(ρu) − u¯∆ρ] = − u¯2 ∆ρ 2 2 (7.371) ⇒ −∆( 1 ρu¯∆u + u¯2 ∆ρ] + u¯[¯ ρ∆u + u¯∆ρ] − u¯2 ∆ρ = − [2¯ 2 (From (18) and (17)) (7.7.DRAFT -. e = p ρ(γ−1) (7.370) 1 = − ∆(ρu2 ) + (¯ u)∆(ρu) − u¯2 ∆ρ 2 (7.3.375) (16) gives: α2 ¯ = since H a ¯ (γ−1) ρu2 a ¯2 ¯ = H∆ρ − ∆(ρe) + (¯ u)[∆(ρu) − u¯∆ρ] − ∆( ) (γ − 1) 2 + 21 u¯2 1 ¯ = H∆ρ − ∆(ρe) − u¯2 ∆ρ 2 2 1 1 a ¯ + u¯2 ](∆ρ) − ∆(ρe) − u¯2 ∆ρ =[ (γ − 1) 2 2 = Now.379) a ¯ a ¯2 = ∆ρ − ∆(ρE) ⇒ α2 (γ − 1) (γ − 1) (7.381) (7.DRAFT - .372) 1 1 ρu¯∆u − u¯2 ∆ρ + ρ¯u¯∆u + u¯2 ∆ρ − u¯2 ∆ρ = − .2¯ 2 2 (7.373) 1 = − u¯2 ∆ρ 2 (7.

DRAFT - .398) (7.192 Upwind methods vector conservation laws ⇒ α2 = ∆ρ − 1 ∆p a ¯2 (7.399) (7.396) (7. ∆U1 = ∆ρ = α1 + α2 + α3 ⇒ α3 + α1 = ∆ρ − α2 ⇒ α3 + α1 = ∆ρ − (∆ρ − 1 ∆p) a ¯2 1 ∆p a ¯2 ρ¯ α3 − α1 = ∆u a ¯ ⇒ α3 + α1 = (7.389) (23) and (24) gives: 1 ρ¯ ∆p + ∆u 2 a ¯ a ¯ ρ¯ 1 ⇒ α3 = 2 ∆p + ∆u 2¯ a 2¯ a (∆p) + (∆u)(¯ ρ)(¯ a) = 2 2¯ a ∆p + a ¯ρ¯∆u ⇒ α3 = 2¯ a2 2α3 + α1 − alpha1 = (24) gives: or ρ¯ α3 − α1 = ∆u a ¯ ρ¯ ∆p + a ¯ρ¯∆u − α1 = ∆u 2 2¯ a a ¯ ∆p + a ¯ρ¯∆u ρ¯∆u ⇒ α1 = − 2¯ a2 a ¯ ∆p + a ¯ρ¯∆u − 2¯ ρ∆u¯ a = 2 2¯ a ∆p − a ¯ρ¯∆u ⇒ α1 = 2¯ a2 ∆p − a ¯ρ¯∆u α1 = 2¯ a2 1 α2 = ∆ρ − 2 ∆p a ¯ ∆p + a ¯ρ¯∆u &α3 = 2¯ a2 (7.DRAFT -.386) (7.400) (7.401) DRAFT -.391) (7.394) (7.387) (7.DRAFT -.397) (7.385) From (6).390) (7.395) (7.392) (7.388) (7.393) (7.DRAFT -.

409) ∂Wi ∂Wi + λ¯i = 0.DRAFT -.DRAFT -. The matrix A¯ = A(U representing Roe averages.406) ∂ ¯ + A¯ ∂x (RW ) = 0 or ¯ is constant as A¯ is constant) (since R ⇒ or as ∂W ¯ ∂W = 0 + R¯−1 A¯R ∂t ∂x (7.403) Note that we have placed the origin. at every cell interface.410) (5) means as  λ¯1 0 0 ¯ =  0 λ¯2 0  D 0 0 λ¯3  (7.3. as it is an ’average’ matrix. (1) is a (coupled) linear hyperbolic system.404) ¯ ⇒ U = RW (7. Thus. (1) gives ∂ ¯ (RW ) ∂t W = R¯−1 U (7. APPROXIMATE RIEMANN SOLVER OR ROE 7.402) with n U (x. we can decouple it by using a characteristic variable.411) DRAFT -.3.405) ¯ ∂W + A¯R ¯ ∂W = 0 R ∂t ∂x (7. as we are solving (1) 2 ¯ at x 1 . Note also that UL = U¯j and UR = Uj+1 j+ 2 ¯ L . xj+ 1 . t ) =  UL for x > 0 UR for x < 0  .408) ¯D ¯ R¯−1 A¯ = R (7. at a cell interface. i = 1. Therefore.DRAFT -.6 193 Solution of the Approximate Riemann Problem The approximate Riemann problem is given by : ∂U ∂U + A¯ =0 ∂t ∂x (7.407) ∂W ¯ ∂W = 0 +D ∂t ∂x (7. UR ) is a (locally) constant matrix. 3 ∂t ∂x (7. (7.7.DRAFT - . 2. x = 0.

t) = Wi (x − λ¯i t) (0) (7. t) = Wi (x − λ¯i t.414)   R¯11 R¯21  + W2  R¯31   R¯12 R¯22  + W3  R¯32 U = W1 R¯1 + W2 R¯2 W3 R¯3 or U= 3 X Wi R¯i (7.DRAFT -.194 Upwind methods vector conservation laws Solution of (7) is Wi (x. U (x.419) i=1 DRAFT -. or W (x.DRAFT -.DRAFT - . Now. (4) gives: ¯ V = RW   U1 ⇒  U2  =  U3  or   W1 R¯11 R¯12 R¯13 R¯21 R¯22 R¯23   W2  W3 R¯31 R¯32 R¯33    U1 = R¯11 W1 + R¯12 W2 + R¯13 W3  U2 = R¯21 W1 + R¯22 W2 + R¯23 W3 ⇒   U3 = R¯31 W1 + R¯32 W2 + R¯33 W3   U1 ⇒  U2  = W1  U3  (7.DRAFT -. 0) = RW  ¯ L for x > 0 RW ¯ R for x < 0 RW  .418) (7.   UL for x > 0 .415) (7. Let us put this solution in the conserved variables. 0) (7. 0) = W (0) (x) =  WL for x > 0 WR for x < 0  .413) (10) and (11) give us the solution of the approximate Riemann problem (1) and (2). 0) = UR for x < 0 becomes ¯ (x.417) (7. (9) can be written as: Wi (x.412) Let us also transform the initial conditions given by (2) to characteristic variables.416)  R¯13 R¯23  R¯33 (7.

i f or x − λ¯i t > 0 Wi (x. the solution (10) and (11) can be written as:   WL.7. We can write: UL = 3 X βi R¯i (7.i f or λ¯i t > 0 WR.DRAFT -.i f or x − λ¯i t < 0 (7.i f or λ¯i t < 0  (7. t) = WR.424) or Wi (x. t) = 3 X βi R¯i + i=1 λi > 0 ⇒ U (x.426) i=1 λi < 0 3 X i=1 λi < 0 3 X i=1 λi < 0 βi R¯i + 3 X γi R¯i (7. t) = 3 X i=1 βi R¯i − U (x.427) i=1 λi < 0 (γi − βi )R¯i (7.DRAFT -. t) = UL + 3 X γi R¯i (7. where each represents one linear convection equation with an initial discontinuity.428) DRAFT -. (using (19)) U (x.DRAFT - .422) i=1 & UR = 3 X γi R¯i (7.425) (20) and (21) can be combined to obtain.423) i=1 Now.DRAFT -. t)R¯i (7.420) Wi (x − λ¯i t)R¯i (7.421) i=1 Using (11).3. There are 3 families of characteristics each having parallel characteristics. APPROXIMATE RIEMANN SOLVER OR ROE That means: U (x. t) =  WL. t) = 3 X 195 Wi (x. t) = 3 X i=1 (0) The solution is a superposition of three wave solutions. (18) becomes U (x.

432) i=1 3 X 1 ⇒ U (x.DRAFT - .436) ]αi λ¯i R¯i (7.DRAFT -.431) αi R¯i (7.434) 2 3 X − − − (7. t) = AU j+ 1 2 2 1 1 = ¯(A)[ {UL + UR } + { 2 2 1 1 = [GL + GR ] + [ 2 2 ¯ since G = AU 1 1 = [GL + GR ] + [ 2 2 i=1 λi < 0 3 X i=1 λi < 0 3 X i=1 λi < 0 (7.430) From (20) and (21) : 3 X ∆U = UR − UL = ⇒ ∆U = where αi = γi .196 Upwind methods vector conservation laws Similarly.437) i=1 λi > 0 3 X i=1 λi > 0 DRAFT -. t) = (UL + UR ) + [ 2 3 X − i=1 λi < 0 ]αi R¯i i=1 λi > 0 ¯ ⇒ Gj+ 1 = G(xj+ 1 .DRAFT -. t) = UR − 3 X i=1 λi < 0 1 1 ⇒ U (x.DRAFT -.435) ]αi A¯R¯i (7.433) 3 X i=1 λi > 0 3 X }αi R¯i ] (7.βi i=1 3 X (γi − βi )R¯i (7. t) = (UL + UR ) + [ 2 2 (γi − βi )R¯i 3 X i=1 λi < 0 − 3 X i=1 λi > 0 (7.429) ](γi − βi )R¯i (7. U (x.

DRAFT - . "   n # n  fjn+1 − fjn v + |v| fjn − fj−1 − fjn v − |v| fj+1 i=0 (7. we can write (7.7.441) Therefore. to develop an upwind Boltzmann scheme or kinetic scheme.439) ∂t ∂x Euler equations can be obtained as moments of (7.442) Since the convection terms in the Boltzmann equation (7. KINETIC FLUX VECTOR SPLITTING METHOD FOR EULER EQUATIONS197 since AR¯i = λ¯i R¯i 3 + since λ− i − λi = −|λi | 7.439).445) DRAFT -. the splitting method. i. Consider 1-D Boltzmann equation ∂f ∂f +v = J (f..DRAFT -.444) (7.438) Kinetic Flux Vector Splitting Method for Euler Equations Let us use the philosophy of Kinetic Schemes explained before.DRAFT -.440) as  ∂F ∂F +v i=0 hψ ∂t ∂x  (7. f ) (7.   h  1 v   ∂f  ∂f +v i=0  v2 ∂t ∂x I+ 2   1   v Let ψ =   v2 I+ 2 (7. we can apply the C-I-R upwind scheme easily.DRAFT -.4.e.442) are linear.440) (7.4 1 1X = [GL + GR ] − αi |λ¯i |R¯i 2 2 i=1 (7.443) hψ + + ∆t 2 ∆x 2 ∆x n n n n Ujn+1 − Ujn hψv + f ij − hψv + f ij−1 hψv − f ij+1 − hψv − f ij + + =0 ∆t ∆x ∆x where v ± = v ± |v| 2 (7.

does not remain a Maxwellian.449) Using the splitting strategy. the distribution function is instantaneously relaxed to a Maxwellian in the Relaxation Step. at the starting of any time-step. we have fn = Fn (7.DRAFT -.446) (7.DRAFT -.198 Upwind methods vector conservation laws Therefore. we use two steps : (1) a Relaxation Step and (2) a convection step.452) The conservative variable is given by U = hψf i = Z 0 ∞ dI Z ∞ −∞   dv  1 v 2 v I+ 2   f  ρ or U =  ρ u  ρE (7.453) The expressions for the split fluxes are given by  where    ± G =   ρ ρ uA ± √ B 2 β ρ 2 ± (p + ρ u ) A ± √ uB 2 β  p ρ ± +E B (p u + ρ uE) A ± √ 2 β 2ρ A= ± p 1 ± erf (s) 2 . B = e−s andS = u β 2        (7.451) (7.DRAFT -.DRAFT - . Therefore.450) Thus. we can write the moment relations for the split fluxes as Gn+ = hψv + F n i and Gn− = hψv − F n i (7. In the Convection Step. we get +n −n Ujn+1 − Ujn G+n G−n j − Gj−1 j+1 − Gj + + =0 ∆t ∆x ∆x where U = hψf i G+ = hψv + f i and G− = hψv − f i (7.447) (7. Following the convection step. therefore. the distribution function evolves from f n to f n+1 during a time-step ∆t in the convection step and.455) DRAFT -.448) (7.454) (7.

DRAFT -. • Unlike the Steger and Warming and van Leer Flux Vector Spliting methods.7. defined by Z s 2 2 erf (s) = √ e−w dw π 0 (7. using the signs molecular velocities. no some glitches appear. leads to a Flux Vector Splitting as G = G+ + G− (7. as in the case of hypersonic flows of re-entry vehicles. This method is based on enforcing the upwinding at a molecular level.DRAFT -. KFVS is not based on eigenvalues. unlike the Steger and Warming FVS method. • When the Continuum hypothesis breaks down. the KFVS method is not limited to those systems of equations which have homogeneity property. the C-I-R upwind scheme applied to the Boltzmann equation. KINETIC FLUX VECTOR SPLITTING METHOD FOR EULER EQUATIONS199 Here. Therefore. KFVS method can be applied by finding suitable equilibrium distribution functions. • Unlike Steger and Warming FVS method. This is a unique property of Kinetic Schemes.456) Therefore.DRAFT -.457) Hence this method is called Kinetic Flux Vector Splitting (KFVS) method. KFVS allows a smooth transition from an Euler scheme to a Boltzmann solver like DSMC. erf represents error function. A sample split flux derivation: G+ 1 Since + + = hψ1 v F i = h1 v F i = hv F i = Z ∞ dI 0 Z ∞ −∞ dv v + |v| F 2 v + |v| ≥ 0. This is very useful for Euler-Boltzmann coupling problems. we can write 2 G+ 1 ∴ + G+ 1 = Z 0 ∞ dI Z 0 ∞ = Z ∞ dI 0 √ ρ β −β(v− dv v √ e I0 π Z ∞ dv vF 0 u)2 e −I I0 √ Z ∞ Z ∞ I ρ β I = √ ve−β(v− e 0 dI I0 π 0 0 u)2 dv DRAFT -.DRAFT - . Even for systems of equations not having homogeneity property like Shallow Water Equations or the Burgers equation. • The split fluxes are continuous functions of Mach number.4. when moments are taken.

−s Z DRAFT -. z → −u β or z → z= As v → ∞.DRAFT - . z →∞ z → −∞  ∞ ∞ z 2 dz −β(v− u)2 √ + u e−z √ K2 = ve dv = β β 0 −s Z ∞ Z ∞ u z −z2 2 √ e−z dz e dz + K2 = β −s −s β Z ∞ Z ∞ u 1 2 2 ze−z dz + √ e−z dz K2 = β −s β −s Z ∞ Z 0 Z ∞ Z 1 u u 0 −z2 1 −z 2 −z 2 −z 2 ze dz + ze dz + √ e dz + e dz K2 = β 0 β −s β −s β 0 Z As v → −∞. ∴ Z ∞ −I0 [ez ]−∞ 0 −I   = −I0 e−∞ − e0 = −I0  e I0 dI = I0 0 Z ∞ ve−β(v− u)2 dv 0 Let p β (v − u) z v = √ +µ β p dz dz = βdv ordv = √ β p As v → ∞.DRAFT -. z → −∞ Z −∞ z e dz(−I0 ) = −I0 ez dz = 0 K1 = −I0 [0 − 1] K2 = = I0 .DRAFT -. z→0 as K1 = Z 0 ∞ e −I I0 dI = Z −∞ 0 I → ∞.200 Upwind methods vector conservation laws G+ 1 where K1 = Z ∞ e −I I0 √ ρ β = √ K1 K2 I0 π dI andK2 = 0 Let Z ∞ ve−β(v− u)2 dv 0 − I =z I0 ∴ −dI = dz I0 or dI = −I0 dz as I → 0.DRAFT -.

DRAFT -.DRAFT -.7. KINETIC FLUX VECTOR SPLITTING METHOD FOR EULER EQUATIONS201 √ Z 0 u π u 2 e−y dy (where y = −z) ye dy + √ −√ β 2 β s s √ Z s Z s 1 1 u u π 2 −y 2 K2 = − ye dy + √ + √ e−y dy 2β β 0 2 β β 0 1 1 1 K2 = + β 2 β Now. since Z 0 s As y → s x → −s2 Z 2 −1 −s −1 x −s2 = [e ]0 dx ex = 2 0 2 1 2 2ydye−y 2 = i 1 1 2 −1 h −s2 e − e0 = − e−s 2 2 2 Z s 2 2 e−x dx erf (s) = √ π 0 √ Z s π −x2 erf (s) e dx = 2 0   √ √ √ √ u π u π 1 1 1 −s2 u π 1 1 −s2 u π + √ + √ erf (s) = − − e e + √ + √ erf (s) K2 = 2β β 2 2 2β 2 β β2 2 β 2 β √ 1 −s2 u π e + √ [1 + erf (s)] K2 = 2β 2 β √ √   √ ρ ρ β ρ β 1 −s2 u π ρu 2 + e + (1 + erf (s)) = √ e−s + [1 + erf (s)] G1 = √ K1 K2 = √ I0 π 2β 2 π 2β 2 πβ ρ + G+ B 1 = ρ uA + √ 2 πβ where A+ = 1 + erf (s) 2 and B = e−s 2 Integrals Z ∞ −x2 e −∞ Z ∞ dx = 2 √ π xe−x dx = 0 −∞ √ Z ∞ π 2 −x2 x e dx = 2 −∞ Z ∞ √ π 2 Z0 ∞ 1 2 xe−x dx = 2 0 √ Z ∞ π 2 x2 e−x dx = 4 0 −x2 e dx = DRAFT -.DRAFT - .4.DRAFT -. let Z 0 −y 2 x = −y 2 ∴ dx = −2ydy As y → 0 x → 0 Z s ye −y 2 dy = 0 Also.

202 Upwind methods vector conservation laws Z ∞ Z ∞ 1 2 x3 e−x dx = dx = 0 2 0 −∞ √ √ Z ∞ Z ∞ 3 π 3 π 2 2 x4 ex dx = x4 e−x dx = 4 8 0 −∞ Z ∞ Z ∞ 2 2 x5 e−x dx = 1 x5 e−x dx = 0 0 −∞ √ √ Z ∞ Z ∞ 15 π 15 π 6 −x2 6 −x2 x e dx = x e dx = 8 16 −∞ 0 3 −x2 xe DRAFT -.DRAFT -.DRAFT -.DRAFT - .DRAFT -.

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