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CARLETON UNIVERSITY

Winter 2013

Lecture summary

In this lecture, we will discuss

overview of discretization schemes (finite-difference, finite-element, finite-volume)

introduction to computational grids for CFD

properties of numerical methods

sources of error in numerical methods

The conservation equations that govern the fluid flow were discussed in Lecture 2,

and general properties of PDEs were discussed in Lecture 3. Now we are going

to discuss how the governing equations are solved. The first step is to define the

appropriate governing equations for a given problem, which involves deciding if the

flow is compressible or incompressible, viscous or inviscid, steady or transient, etc.

Once an appropriate mathematical model has been selected, one has to decide how to

discretize the equations. Discretization is a process where the continuous differential

equations are approximated by a system of algebraic equations for the variables at

some discrete locations in time and space. There are many approaches, but the most

popular in CFD are the finite-difference (FD) method, the finite volume (FV) method,

and the finite element (FE) method.

1.1

The FD method is the oldest method for the numerical solution of PDEs, having originated with Leonard Euler in the 18th century. For simple geometries, the FD method

is the easiest method to implement. The starting point is the conservation equation

in differential form. The solution domain is covered by a grid with nodes spaced a

finite distance apart. At each grid point, the differential equation is approximated by

replacing the partial derivatives by approximations that are functions of the terms

of the neighbouring grid nodes. The result is one algebraic equation per grid node,

AERO 4304

Lecture 4

with the variable value at that grid point and a certain number of neighbouring grid

points appearing as unknowns. Taylor series expansion is commonly used to obtain

the approximations to the first and second derivatives; this is discussed further below.

The advantages of the FD method are that it is simple and effective for simple

geometries, and high-order schemes can be easily constructed (well discuss what

high-order means later in this lecture). The disadvantages are that it conservation

is not ensured unless special care is taken (well discuss what conservation means

later in this lecture) and that it is generally restricted to simple geometries.

1.2

The starting point for the FV method is integral form of the conservation equations.

The solution domain is sub-divided into a finite number of contiguous control volumes

(CVs, hence the name finite volume). In general, the CV can be polyhedral (any

number of sides), although tetrahedrals (4-sided) and hexahedrals (6-sided) are most

common. The conservation equations are applied to each CV. For each CV, the

variables values are approximated at a computational node located at the centroid of

the CV (called a cell-centered FV method) or at the vertices of the CV (called a

node-centered FV method). Interpolation is used to express variable values at the

CV surfaces in terms of nodal or vertex values. The surface and volume integrals in the

integral conservation equations are integrated using a suitable numerical integration

(also called quadrature) method. As a result, one algebraic equation is obtained for

each CV containing values from a number of neighbouring CVs.

The advantages of the FV method are that it is suitable to any type of grid, so that

complicated geometries can be accommodated, and it is conservative by construction.

The method is simple to understand, as each of the terms have physical meaning. An

advantage of the FV method is that discretization orders higher than second are

difficult to develop in 3D, which means that it may achieve lower accuracy than other

methods for a given grid.

1.3

Similar to the FV method, the FE method begins with the integral form of the

governing equations, and the domain is sub-divided into a set of discrete volumes or

elements. The variation of a flow variable within an element is approximated by an

m-degree polynomial (often m = 1 or 2 is used). Of course, the approximation does

not satisfy the PDE exactly, leaving a residual, so the equations are multiplied by

a weight function before they are integrated over the entire domain. The derivative

of the integral with respect to each nodal value is set to zero, which corresponds to

finding the weight function that produces the minimum residual. The result is a set

of non-linear algebraic equations that are solved using a suitable numerical method.

The advantages of FE methods are the ability to deal with complex geometries

AERO 4304

Lecture 4

(like the FV method), the grids are easily refined by simply sub-dividing them, and

have optimality properties for certain types of equations. The disadvantages is that

the matrices of the linearized equations are not well structured and so it is difficult

to find efficient solution methods.

The three methods discussed above for discretizing the Navier-Stokes equations have

something in common: they sub-divide the solution domain into discrete locations in

space through a form of a computational grid. The computational grid (which is also

referred to as a mesh) has arguably one of the biggest effects on the quality of a CFD

solution. We will be seeing different kinds of computational grids in this course, so it

is worthwhile spending a little time to acquaint ourselves with the terminology and

different kinds of grids that can be used.

A high-quality mesh improves the accuracy of the CFD solution and improves

the convergence rate (that is, the speed at which the discretized governing equations

are solved) relative to a poor mesh. The parameters that determine the quality of a

computational grid for CFD are varied. Among the important ones are:

Cell volume: the volume of the grid cells. The volume should be small enough

that many cells are contained with the regions of interest in the flow.

Cell area: the area of the cell faces. The area should be small enough to capture

variations in the flux of flow properties.

Orthogonality of grid lines: how orthogonal the grid lines are relative to the

direction of greatest change in the flow. Particularly near walls, where the wallnormal gradients can be very high, it is desirable for the grid to be as orthogonal

to the surface as possible.

Cell aspect ratio: the ratio of a cells height to width (in 2D) or its largest

to smallest dimension (in 3D). Depending on the type of cell, having a large

aspect ratio can cause serious issues in the computation. For square (in 2D) or

hexahedral (in 3D) cells, large aspect ratios do not normally have a detrimental

effect on the solution, but for triangular (2D) or tetrahedral (3D) cells, large

aspect ratios imply highly-skewed cells.

Skewness of cells: how large the angle is between cell faces. If there are highlyskewed cells, there will be small angles between cell faces, which leads to errors

when the sine or cosine of the small angle are taken.

Rate of change of cell volume: how rapidly the size of adjacent cells increases or

decreases. Most CFD solvers cannot tolerate a rate-of-increase in the cell size

from one cell to another that exceeds 15-20%.

AERO 4304

Lecture 4

i-coordinate direction and Nj nodes in the j-coordinate direction.

There are two main categories of grids used in CFD: structured and unstructured.

These are described in the following sections.

2.1

Structured grids

(in 3D). Each cell in the grid can be addressed by an index (i, j) in two dimensions

or (i, j, k) in three dimensions. The vertex of each cell has coordinates (i dx, j dy)

in 2D or (i dx, j dy, k dz) in 3D for some real numbers dx, dy, dz representing the

grid spacing. An example of a structured grid is shown in Fig. 1.

In general, there three main types of structured grids:

1. O-grids: Grid lines wrap around and meet the first point. As a result, some of

the grid lines look like a letter O. There is a joined boundary between the

first and last grid points. An O-grid is illustrated in Fig. 2(a)

2. C-grids: Grid lines are shaped roughly like a letter C. One grid line will bend

backwards and meet up with itself. An example C-grid around an airfoil is

illustrated in Fig. 2(b)

3. H-grids: A structured grid that is not an O- or a C-grid is called an H-grid. For

example, the grid illustrated in Fig. 1 is an H-grid.

Sometimes, a combination of the different types of structured grids are needed for

a complex geometry. In such an instance, a multiblock structured grid can be built

from mating multiple blocks of structured grids. For instance, Fig. 3 shows a singleand multi-block grid for meshing a pipe flow. In a single block grid, orthogonality is

not respected in the corners of the pipe and the mesh is coarse along the top, bottom,

AERO 4304

Lecture 4

Figure 2: Examples of an (a) O-grid around a cylinder and a (b) C-grid around an

airfoil.

and sides. These problems are solved by using a multiblock structured grid that

combines an H-grid and a O-grid. Very complicated geometries have been meshed

with multiblock grids. For instance, Fig. 4 shows an entire aircraft meshed with a

multiblock structured grid.

Structured grids have numerous advantages. The finite-difference approximation

of the governing equations are easy to express in terms of finite differences between

mutually orthogonal coordinate directions, which can be conveniently mapped to the

i and j indices in a structured grid. Also, the placement of nodes can be moreprecisely refined, and mesh refinement in general is easier with a structured grid.

Orthogonality of grid lines is easier to maintain in a structured grid, and in fact, it

may be satisfied by the very nature of the grid, as can be seen in the H- and O-grids

illustrated in Figs. 1 and 2.

There are also some disadvantages to structured grids as well. They are often very

time-consuming and difficult to make, and as a result, require a great deal of expertise

in using the grid-generation software and patience in building the grid. Many structured grids waste nodes because of the way the mesh is refined near a surface. For

example, the C-grid in Fig. 2(b) has a dense concentration of grid lines to resolve the

airfoil surfaced, but this results in a large number of nodes downstream of the airfoil

even though the flow development there is not of interest. Boundary conditions are

sometimes difficult to implement with a degree of accuracy because often the nodes in

the grid do not coincide with the boundaries of the domain. Furthermore, it is difficult to use within adaptive solution methods, which are a kind of method that refines

the grid as the CFD solution progresses to improve the accuracy of the solution.

AERO 4304

Lecture 4

AERO 4304

Lecture 4

2.2

Unstructured grids

An unstructured grid is constructed from simple shapes, often triangles (2D) or tetrahedrals (3D) but sometimes other polyhedrals as well, arranged in an irregular pattern

within the computational space. Rather than nodes being identified by a set of indices, unstructured grids use a list of connectivity that specifies the way a given set

of indices makes up an element. An unstructured grid provides maximum flexibility;

any complicated geometry can mapped with an unstructured grid, and it is easy to

locally refine the grid (in principle) by simply sub-dividing the cell into smaller cells.

As a result, the problem of wasted cells due to grid refinement encountered in structured grids does not occur in unstructured grids. An example of an unstructured grid

is shown in Fig. 5.

In general, finite element and finite volume methods are preferred when using

unstructured grids. The chief disadvantage of unstructured grids is the difficulty

in achieving high-order accuracy with discretization strategies that are suitable for

unstructured grids. Also, it is often more complicated to decompose unstructured

AERO 4304

Lecture 4

that the solution is accurate. The most important properties are described below.

3.1

Consistency

The difference between the exact, continuous PDE and the approximate discrete

equation is termed the truncation error. Whenever we approximate a derivative

in the governing equation, the approximation is not exact, and there is some error

between the approximated and exact value. The magnitude of the error is a function

of the grid spacing. For a method to be consistent, the truncation error must become

zero when the mesh spacing tends to zero.

3.2

Order of accuracy

If the discrete approximation for the most important term in a discretized equation is

proportional to (x)n or (t)n , we call the method an nth -order approximation; n > 0

is required for consistency. The magnitude of the truncation error is not necessarily

proportional to (x)n , but the rate at which the truncation error reduces as the grid

spacing is decreased is proportional to (x)n .

3.3

Stability

Even if the discretization method is consistent, it does not necessarily mean that

the solution of the system of equations will become exact in the limit of small step

size. For that to happen, the scheme must also be stable. A scheme is stable if it

does not magnify small errors that appear in the course of performing the numerical

calculations. In an unstable scheme, small errors are magnified and cause the solution

to diverge, possibly leading to an overflow error within the computer (a hardware error

that occurs when the computer memory is asked to store a number that is too large

to be represented). For some schemes, ensuring stability may impose restrictions on

the maximum or minimum timestep or grid-spacing size.

3.4

Convergence

A numerical method is convergent if the difference between the solution of the discretized equation and the exact solution of the differential equation tends to zero as

the grid spacing tends to zero. It is related to consistency and stability; if a scheme

is consistent but not stable, it cannot converge. Convergence is tested by repeating

AERO 4304

Lecture 4

the simulation on successively-refined grids. If the method is stable and the same

approximations are made for each trial, the solution is considered to be converged;

the converged solution is often termed the grid-independent solution.

3.5

Conservation

As the equations that are solved are conservation laws, the numerical scheme should

also ensure that conservation is respected on a local and global basis. If the differential

equations are discretized in their strong conservation form (recall Lecture 2) and a

FV method is used, conservation is guaranteed for individual CVs and for the global

solution domain. Conservation places a constraint on the solution error, because if

mass, momentum, and energy are conserved within the solution domain, errors can

only improperly redistribute these quantities. On the other hand, non-conservative

schemes can produce artificial sources and sinks that alter the local and global mass,

momentum, or energy balance. The error due to non-conservation is also difficult to

approximate, so conservative schemes are preferred.

3.6

Boundedness

The solution to the discretized equation must lie with proper bounds. Physically nonnegative quantities like density, absolute pressure, kinetic energy of turbulence, etc.,

must always be positive. Some equations require that the minimum and maximum

values must occur along the solution boundaries, such as the heat equation with

no sources present. The ability of a numerical scheme to respect these bounds is

called boundedness. Boundedness is difficult to guarantee. Higher-order schemes may

produce undershoots or overshoots in the vicinity of sharp gradients, which is usually

an indication that the local grid spacing is too coarse. Such unbounded variations

may lead to instability or convergence issues as well.

3.7

Accuracy

The solution of the discretized equations are only approximate solutions and there is

a measure of error associated with any numerical method. The accuracy of a scheme

is the measure of how large the error is.

schemes. Every numerical scheme always has three kinds of systemic errors present:

1. Modelling errors: Models are used to predict behaviour that is too difficult or

expensive to calculate. As the output of the model is only a prediction, the

AERO 4304

Lecture 4

10

modelling error is defined as the difference between the actual flow and the

exact solution of the model.

2. Discretization errors: Defined as the difference between the exact solution of the

differential equations and the exact solution of the algebraic system of equations

obtained by discretization.

3. Iteration errors: Defined as the difference between the iterative and exact solutions of the algebraic system of equations.

4. Round-off error : Defined as the difference between the exact value of a number

and the representation of that number in a real computer with a finite number

of digits. Because numbers cannot be represented exactly in computer memory,

but must be rounded to a finite number of digits, this rounding may affect

the solution. In particular, while discretization error often decreases with grid

refinement, the round-off error frequently scales on the number of grid points

and so increases.

It is important to be aware of the existence of these types of error, and to make note

of the distinction between the different sources of error. Sometimes different types

of errors may cancel each other out. For example, a simulation with a fine grid may

actually produce a poorer solution than a simulation with a coarse grid, even though

finer-grid case should have, by definition, lower error.

Example: To illustrate the concept of consistency, stability, and convergence, consider the following equation:

u u

= 0, x R, t 0

t

x

(1)

(

cos2 x if |x|

u(x, 0) =

0

if |x|

(2)

This equation is solved numerically using the FD method with a particular kind of

scheme that is known to be consistent. A grid size of x = 0.04 is used to discretize

the spatial x direction and a time step size of t = x is used to discretize time.

Values of = 0.9 and = 1.1 are used. The results obtained from the two values

of are shown in Fig. 6(a) and (b), respectively. For < 1, the scheme is stable

and produces a left-propagating wave. For > 1, the scheme is unstable. Even

though the errors introduced at each step are not much bigger than before, they grow

exponentially in subsequent time steps. Eventually, the wave solution is obliterated

by a saw-tooth pattern oscillation. This rapid blow-up of a saw-tooth mode is typical

AERO 4304

Lecture 4

11

Figure 6: Solutions to Eqn. 1 with (a) = 0.9 and (b) = 1.1. The scheme is stable

in (a) and unstable in (b).

of unstable FD formulas. Figure 6 illustrates that consistency of the a scheme does

not guarantee stability; both solutions are based on the same consistent scheme, but

one is unstable because the timestep is too large. We may say that the timestep is

outside of the stability bounds of the method. The stable solution is convergent while

the unstable solution cannot converge. This illustrates a fundamental behaviour of

FD schemes: if a consistent scheme is stable, it is likely that it will converge.

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