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4.2 Control-volume notation

4.3 The steady-state 1-d advection-diffusion equation

4.4 Discretising diffusion

4.5 Discretising the source term

4.6 Assembling the algebraic equations

4.7 Extension to 2 and 3 dimensions

4.8 Discretising advection (part 1)

4.9 Discretisation properties

4.10 Discretising advection (part 2)

4.11 Implementation of advanced advection schemes

4.12 Implementation of boundary conditions

4.13 Solution of the algebraic equations

Summary

Examples

This is a generic equation for any transported physical quantity (momentum, energy, ...) For

an arbitrary control volume V:

RATE OF CHANGE + FLUX = SOURCE

inside V

inside V out of boundary

u

The total flux comprises advection (transport with the flow) and

diffusion (molecular, or due to turbulent fluctuations). The resulting V un

scalar-transport or advection-diffusion equation for concentration may A

be written, for any control volume (or cell) as:

d

(mass ) + ( mass flux A ) = S

dt faces n

rate of change advection diffusion source

(Any non-advective fluxes not described by gradient diffusion can be transferred to the

source term.)

cell-centred cell-vertex

This course focuses on structured meshes using cell-centred storage. (Unstructured meshes

will be discussed briefly in Section 9, but the 2nd edition of Versteeg and Malalasekeras book

gives a much better description.)

the cell centre (point P) the coordinate directions are

commonly denoted west, east, south, north, bottom, top

with: t

lower case w, e, s, n, b, t used for cell faces; N

upper case W, E, S, N, B, T for adjacent nodes. W w

n

For a Cartesian mesh these would usually correspond to s P e

x, y, z directions respectively. E

S

b

Cell-face areas will be denoted Aw, Ae, As, An, Ab, At. k

Cell volumes will be denoted V. In 2 dimensions one

j

can think of a single layer of cells with unit depth. B

i

When referring to the entire set of control volumes (as opposed to looking at a representative

one) it is common to switch between local geographic and ijk notation, so that

P ijk, E i+1 jk , etc.

NN i,j+2

N i,j+1

n

WW Ww P e E EE i-2,j i-1,j i,j i+1,j i+2,j

s

i,j-1

S

j i,j-2

SS

i

4.3 The Steady-State 1-D Advection-Diffusion Equation

Consider first the steady-state, 1-d advection-diffusion equation. This is worthwhile because:

it simplifies the analysis;

it can be solved by hand;

subsequent generalisation to 2 and 3 dimensions is straightforward;

in practice, discretisation of fluxes is generally carried out coordinate-wise;

many important theoretical problems are 1-d.

area A

fluxe flux w = source (1)

If is the amount per unit mass, then the total flux has flux w source flux e

advective and diffusive parts:

advection: ( uA) x

d

diffusion: A

dx

If s is the source per unit length then the advection-diffusion equation for is

d d

uA A uA A = s x (2)

dx e dx w

d d

( uA A ) = s (3)

dx dx

Mass conservation implies that uA = constant and hence (3) can also be written

d d d

uA ( A ) = s (4)

dx dx dx

Note:

This system is quasi-1-d in the sense that the cross-sectional area A may vary. To

solve a truly 1-d problem, set A = 1. The differential equation is then

d d

( u )=s

dx dx

In this instance, , u, and s are assumed to be known. In the general CFD problem, u

is itself the subject of a transport equation.

Classroom Example 1

T = 20o C

8

o

T=100 C

dT

Rod dx =0

0 s = -c(T-T ) 1

8

A thin rod has length 1 m and cross-section 1 cm 1 cm. The left-hand end is kept at 100 C,

whilst the right-hand end is insulated. The heat flux across any section of area A is given by

dT

kA

dx

where the conductivity k = 1000 W m1 K1.

The rod is allowed to cool along its length at a rate proportional to its difference from the

ambient temperature (Newtons law of cooling); i.e. the heat loss per unit length is:

s = c(T T )

where the ambient temperature T = 20 C and the coefficient c = 2.5 W m1 K1.

(a) Write down and solve the differential equation satisfied by the temperature.

(b) Divide the rod into 5 control sections with nodes at the centre of each section and

carry out a finite-volume analysis to find the temperature along the rod.

w e E

approximation for the derivative:

x

d P

A ( A) e E (5)

dx e x

d A

i.e. A De ( E P ) where D (6)

dx e x

D is a diffusive transfer coefficient.

d

A D w ( P W )

dx w

Note:

In the finite-volume method, fluxes are required at cell faces, not nodes.

This approximation for (d/dx)e is second-order accurate in x (see later).

If the diffusivity varies then its cell-face value must be obtained by interpolation.

Equal weight is applied to the nodes on either side of the cell face, consistent with

diffusion acting equally in all directions. Later on, we shall see that this contrasts with

advection, which has a directional bias.

4.5 Discretising the Source Term

When the source is proportional to the amount of fluid, the total source strength for the cell is

S = sV (source per unit volume) (volume)

In 1-d problems V is the cell length, x, so

S=s x

s may depend on the solution as in the example above. The source term is conveniently

broken down into -independent and -dependent parts in the linear form

source = bP + s P P , sP 0

(7)

The reason for this particular form will become apparent later.

As seen in the classroom example, when there is no flow (u = 0) the steady-state diffusion

problem discretises as follows.

flux e flux w = source

De ( E P ) + D w ( P W ) = b P + s P p

or, collecting multiples of P, E and W together:

Dw W + ( Dw + De s p ) P De E = bP

a w W + a P P a E E = b P

or, in a notation that generalises to 2 and 3 dimensions (and to the case with flow):

a P P a F F = bP (8)

adjacent

nodes

There will be a discretised equation of this form for each variable and for each control

volume. For one variable , if the nodal values are assembled into a vector then the set of

algebraic equations takes the form

O O 0 M M

O O O M M

aW a P a E = b

P P

O O O M M

or

b

0 O O M M

For a 1-d system this is tri-diagonal. If the coefficients are constants then it can be solved

directly by Gaussian elimination or very efficiently on a computer by the tri-diagonal matrix

algorithm or TDMA (see the Appendix). If the elements of the matrix are dependent on the

solution then it must be solved iteratively.

4.7 Extension to 2 and 3 Dimensions

flux n

For a multi-dimensional flow the net flux out of a cell can be

obtained by summing the outward fluxes through all faces.

flux w source flux e

For quadrilateral elements (in 2d) or hexahedral elements (in

3d) then the net flux out of a cell is simply the sum of the net

fluxes through opposing sides and the general conservation flux s

equation may be written:

( flux e flux w ) + ( flux n flux s ) + ( fluxt fluxb ) = source (9)

The discretised equations are still assembled in the same matrix form

a P P a F F = bP (10)

F

with the summation extended to include nodes in the other directions.

volumes gives a matrix equation for the set of nodal values. In

two dimensions this gives the banded matrix system shown.

b

Further bands appear in three dimensions.

Thus, equation (10) has the same form in 1-, 2- or 3-d problems, but in multiple dimensions

the summation is extended to the other (S, N, B, T) nodes and there is a corresponding

increase in the number of non-zero diagonals in the assembled matrix equation. This makes

the matrix equation much harder to solve (see Section 4.13).

Equation (10) formally describes the discretisation for a single control volume in an

unstructured mesh. However, since the nodes do not have a simple ijk indexing, the resulting

matrix and solution method for unstructured meshes are much more complex.

Classroom Example 2 (Computational Hydraulics Exam, June 2009 extended by part(h))

fully-developed, laminar flow between stationary, plane,

parallel walls. A streamwise pressure gradient

dp/dx = G is imposed and the fluid viscosity is . The

depth of the channel, H, is divided into N equally-sized u j+1

cells of dimension x y 1 as shown, with the

velocity u stored at the centre of each cell. uj

H y

uj-1

u1

(a) What are the boundary conditions on velocity?

x

(b) What is the net pressure force on a single cell?

(c) Using a finite-difference approximation for velocity gradient, find expressions for the

viscous forces on upper and lower faces of the jth cell in terms of the nodal velocities

{uj}. (You will need to deal separately with interior cells and the boundary cells j = 1

and j = N.)

(d) By balancing pressure and viscous forces set up the finite-volume equations for the

velocity field.

(e) Solve for the nodal velocities in the case N = 6, leaving your answers as multiples of

U 0 = GH 2 / . (You are advised to note the symmetry of the problem.)

(f) Using your numerical solution, find the volume flow rate (per unit span) Q in terms of

U0 and H.

(h) Compare your answers to (e), (f) and (g) with the exact solution for plane Poiseuille

flow.

4.8 Discretising Advection (Part 1)

Purely diffusive problems (u = 0) are of passing interest only. In typical engineering flow

problems, advection fluxes far exceed diffusive fluxes because the Reynolds number

(Re UL/ = ratio of inertial forces [mass acceleration] to viscous forces) is very large.

fluxe flux w = source

where, with mass flux C (= uA): W w P e E

d

flux = C A

dx

.

Discretising the diffusion and source terms as before, the equation becomes

[C e e C w w ] [ De ( E P ) Dw ( P W )] = bP + s P P

(11)

advection diffusion source

e and w have yet to be approximated. The problem is how to approximate these face

values in terms of the values at adjacent nodes. A method of specifying these face values in

order to calculate advective fluxes is called an advection scheme or advection-differencing

scheme.

Classroom Example 3.

=0 u d

dx =0

x= 0 L

point

source

= 1000 kg m3) at velocity u = 0.1 m s1.

A faulty valve introduces a reactive chemical into the pipe half-way along its length at a

rate of 0.01 kg s1. The diffusivity of the chemical in water is = 0.1 kg m1 s1. The

chemical is subsequently broken down at a rate proportional to its concentration (mass

of chemical per unit mass of water), this rate amounting to per metre, where

= 0.5 kg s1 m1.

calculation with 7 cells to estimate the concentration along the pipe using:

(a) central

(b) upwind

differencing schemes for advection.

P

e

4.8.1 Central Differencing

E

In central differencing for advection the cell-face value is

approximated by the average of values at the nodes on either side: P E

e = 12 ( P + E ) e

This is second-order accurate for e in terms of x (see later).

Substituting into (11) (with a similar expression for w) gives

2 C e ( P + E ) 2 C w (W + P ) De ( E P ) + Dw ( P W ) = bP + s P P

1 1

( 12 C w + Dw )W + ( 12 C e 12 C w + De + Dw s P ) P ( 12 C e + De ) E = bP

a P P a F F = bP

F

where, in one dimension:

aW = 12 C w + Dw

a E = 12 C e + De (12)

a P = a E + aW s P + (C e C w )

(By mass conservation, Ce Cw = 0, so that the expression for aP can be simplified.)

The graphs below show the solution of an advection-diffusion problem with no sources and

constant diffusivity for the two combinations

Pe = 1/2 (advection diffusion) (equation: 54 W + 2 P 34 E = 0 )

Pe = 4 (advection diffusion) (equation: 3W + 2 P + E = 0 )

where the Peclet number Pe is defined by

C advection u x

Pe = i.e. = (13)

D diffusion

Pe = 1/2 Pe = 4

In the first case the solution is good (consistent with second-order accuracy).

In the second case there are pronounced wiggles in what should be a perfectly smooth

solution. What is wrong?

Mathematically, when the cell Peclet number Pe is

bigger than 2, the aE coefficient becomes negative,

meaning that, for example, an increase in E would diffusion only

lead to a decrease in P. This is impossible for a

quantity that is simply advected and diffused.

transports properties only in the direction of the flow. u advection

+

However, the central-differencing formula assigns diffusion

equal weight to both upwind and downwind nodes.

whichever is the upwind node; i.e. in one dimension:

P e

e = P

(if u > 0) E

E (if u < 0)

P E

This is only first-order accurate in x (see later) but

acknowledges the directional nature of advection. The

alternatives can be summarised as e

face = U

where subscript U denotes whichever is the upwind node for that face.

With this scheme, the algebraic equation for each control volume takes the canonical form

a P P a F F = bP

F

where:

a E = max(C e ,0) + De

aW = max(C w ,0) + Dw (14)

a P = a E + aW s P

If the max bit confuses you, consider separately the two cases where the mass flux is

positive (flow from left to right) or negative (flow from right to left).

scheme it is found that:

when Pe = the upwind-differencing scheme is not as accurate as central

differencing; this is to be expected from its order of accuracy;

when Pe = 4 the upwind-differencing solution is not particularly accurate, but the

wiggles have disappeared.

In all cases, however, both aW and aE are unconditionally positive.

So there is a pay-off accuracy versus boundedness (absence of wiggles). The next sections

examine the desirable properties of discretisation schemes, the constraints that they impose

upon the matrix coefficients and more advanced advection schemes that are both accurate and

bounded.

4.9 Discretisation Properties

(i) Consistency

equations in the limit as the grid size tends to zero. E.g., by the definition of a derivative,

E P

is a consistent approximation for .

x x

(ii) Conservativeness

A scheme is conservative if fluxes are associated with faces, not cells, so flux

that what goes out of one cell goes into the adjacent cell;

(iii) Transportiveness

weighting to nodes on the upstream side of a face.

(iv) Boundedness

the value of at a node always lies between the maximum and minimum values at

surrounding nodes;

= constant is a possible solution.

This imposes conditions on the matrix coefficients aP, aW, aE, ... If there are no sources then

aP P aF F = 0 (15)

Suppose that is only non-zero at one adjacent node, F. Then

a

aP P aF F = 0 or P = F F

aP

Since P must lie between 0 and F, this requires that

a

0 F 1

aP

Hence, aF and aP must have the same sign (invariably positive in practice). Thus, we require:

a F 0 for all F (positive coefficients) (16)

(It is the contravening of the positivity condition that leads the central-differencing scheme to

produce wiggles.)

If (15) is also to admit the solution = constant then this can be divided out to yield

aP = aF (sum of neighbouring coefficients) (17)

(v) Stability

A solution method (not an advection scheme) is stable if small errors do not grow in the

course of the calculation. This determines whether it is possible to obtain a converged

solution: it says nothing about its accuracy or whether it contains wiggles. Stability is heavily

influenced by how the source term is discretised.

Any source term should be linearised as bP + s P P ; the complete equation for one cell is then

a P P a F F = bP + s P P

If the solution-dependent part of the source (sPP) is transferred to the LHS then the diagonal

coefficient is modified to read

aP = aF sP

Numerical stability requires negative feedback; otherwise, an increase in would lead to an

increase in the source, which would lead to a further increase in and so on. Thus:

sP 0 (negative-slope linearisation of the source term)

If this condition and the positivity of the aF is maintained then

aP aF (diagonal dominance)

The last condition is, in fact, a necessary requirement of many matrix solution algorithms.

In summary, boundedness and stability place the following constraints on the discretisation of

flux and source terms:

negative-slope linearisation of the source term: source = bP + s P P , s P 0

sum of neighbouring coefficients: aP = aF sP

F

(vi) Order

Order is a measure of accuracy. It defines how fast the error in a numerical approximation

diminishes as the grid spacing gets smaller.

that scheme is said to be of order n. x

cell face. e.g. for the nodes either side of the east face:

d x 1 d 2 x 1 d 3 x

E = e + ( ) + 2 ( ) 2 + 3 ( ) 3 + L (18)(a)

dx e 2 2! dx e 2 3! dx e 2

d x 1 d 2 x 1 d 3 x

P = e ( ) + 2 ( ) 2 3 ( ) 3 + L (18)(b)

dx e 2 2! dx e 2 3! dx e 2

d 1 d 3 x

E P = 0 + x + 0 + 3 ( ) 3 + L

dx e 3 dx e 2

whence, dividing by x,

E P d

= + O( x 2 )

x dx e

P d

As the leading error term is O(x2), E is a second-order approximation for .

x dx e

d 2 x

P + E = 2 e + 0 + 2 ( ) 2 + L

dx e 2

whence:

2 ( P + E ) = e + O ( x ) (read O( x2) as of the order of x2).

1 2

approximation for e. On the other hand, the upwind-differencing approximations P or E

(depending on the direction of the flow) are first-order accurate.

Higher accuracy can be obtained by using more nodes in an approximation one node

permits schemes of at most first-order accuracy, two permit second-order accuracy and so on.

Schemes of low-order accuracy, e.g. upwind, lead to substantial numerical diffusion in 2- and

3-d calculations when the velocity vector is not aligned with the grid lines.

Notes.

(1) Order is an asymptotic concept; i.e. it refers to behaviour as x 0. In this limit only

the first non-zero truncation term in the Taylor series is important. However, the full

expansion includes terms of higher order which may be non-negligible for finite x.

(2) Order refers to the theoretical truncation error in the approximation, not the

computers round-off error (the accuracy with which it can store floating-point

numbers).

(3) The more accurate a scheme then, in principle, the greater the reduction in numerical

error as the grid is made finer or, conversely, the less nodes required for a given

accuracy. However, high-order schemes tend to require more computational resources

and often have boundedness or stability problems. Also, the law of diminishing

returns applies when the truncation error becomes of similar size to the computers

floating-point round-off error.

4.10 Discretising Advection (Part 2)

possible to examine more advanced schemes.

The 1-d advection diffusion equation is

fluxe flux w source flux w source flux e

or, equivalently,

x

d d

( uA A ) = s (19)

dx dx

If there are no sources (s = 0) then the total flux must be constant:

d

flux = uA A = constant

dx

If , u, A and are constant this equation can be solved exactly, with boundary conditions

= P and = E at adjacent nodes, to give (see the Examples):

e Pe P E

fluxe = C

e 1

Pe

where

C = uA = mass flux

A

D= = diffusive transfer coefficient

x

C u x

Pe = = = Peclet number

D

.

With a similar expression for the west face, one obtains

fluxe flux w = a P P a F F

where:

Ce Pe C

aW = Pe , a E = Pe , a P = a E + aW (20)

e 1 e 1

Assessment

Conservative by construction.

Transportive, because there is a larger weighting on the upwind node.

Bounded: all aF are positive and aP is the sum of the neighbouring coefficients.

To see the last two of these you will have to consider separately the cases C > 0 (for which

ePe > 1) and C < 0 (for which ePe < 1).

This scheme, by construction, gives the exact solution for zero sources and constant

velocity and diffusivity, but this is something we could have found analytically anyway. The

scheme has never really found favour because:

the scheme isnt exact when u or vary, or if there are sources, or in 2-d or 3-d flow;

exponentials are extremely expensive to compute.

4.10.2 Hybrid Scheme (Spalding (1972)

central differencing if Pe 2 ;

upwind differencing (with zero diffusion!) if Pe > 2 .

fluxe flux w = a P P a F F

where (if u > 0 and the mass flux C and diffusive transport coefficient D are constant):

aW = 12 C + D , a E = 12 C + D if Pe C/D 2

aW = C , aE = 0 if Pe > 2 (21)

a P = a E + aW

Assessment

The scheme is conservative, transportive and bounded.

The hybrid scheme remained popular in commercial codes for a long time because it was

stable and robust. However, most flows of interest operate in the high-advection/low-

diffusion regime, where this scheme amounts to first-order upwinding with no diffusion.

Modern CFD practitioners seek much higher accuracy.

the heavy-handed switch-off of diffusion at Pe = 2. However, powers are just as

computationally expensive as exponentials.

1979)

W

Fits a quadratic polynomial through 3 nodes to get 3rd-order

accuracy.

P

e E

For each cell face, QUICK uses the nodes either side of the

cell face, plus a further upwind node depending on the W P E

direction of the flow as shown right.

e

property which associates

fluxes with cell faces, not

face nodes, we shall, in future, for P

all such three-point schemes use the notation D, U and UU e

E

for the Downwind, Upwind and Upwind-Upwind nodes at EE

any particular face.

P E EE

By fitting a quadratic polynomial to these nodes (see the e

Examples) the QUICK scheme gives:

face = 18 UU + 34 U + 83 D u<0 (22)

For example, if u > 0 on the east face then:

e = 18 W + 34 P + 83 E WW W P E EE

whereas, if u < 0: w e

e = 18 E + 34 E + 83 P

Assessment

3rd-order accurate.

Conservative by construction.

Transportive (upwind bias in the selection of the third node and relative weightings).

Not bounded; (for example, if u > 0 then aE is negative see the Examples).

Despite boundedness not being guaranteed (which can be a major problem in turbulent flows,

where certain turbulence variables are required to be positive see Section 8) the high-order

accuracy of the QUICK scheme make it popular and widely-used.

Hitherto we have only seen schemes where the matrix coefficients aF are constants (i.e.

independent of the solution ). The only unconditionally-bounded scheme of this type is first-

order upwind differencing. Schemes such as QUICK, which fit a polynomial through several

points, are prone to generate cell-face values which lie outside the interpolating values D, U,

UU. To prevent this, modern schemes employ solution-dependent limiters, which enforce

boundedness while trying to retain high-order accuracy wherever possible.

monotonic increasing if UU < U < D ,

monotonic decreasing if UU > U > D .

UU U D UU U D

A necessary condition for boundedness is that

the schemes must default to first-order

upwinding (i.e. face = U) if is not locally

monotonic non-monotonic

monotonic (either increasing or decreasing).

pairs of nodes have the same sign; i.e.

monotonic ( D U )(U UU ) > 0

Such schemes can then be written (in the notation of Versteeg and Malalasakera, if not in the

manner in which they are programmed) as the sum of the upstream value (U) and a solution-

dependent fraction of the difference between downstream and upstream nodal values:

+ 1 (r )( D U ) if monotone

face = U 2

U otherwise

where r is the ratio of successive differences (>0 where monotonic): UU U D

UU

r= U

D U face

The limiter (r) is given below for various schemes used at the University of Manchester.

Upstream Monotonic Interpolation for Scalar

min{2, 2r , 14 (1 + 3r ), 14 (3 + r )} Transport (Lien and Leschziner, 1993). A limited

UMIST

variant of QUICK, this is 3rd-order accurate

where monotone.

2r Van Leer (1974).

Harmonic Second-order accurate where monotone.

1+ r

Van Albada r + r2

Van Albada et al., (1982)

et al. 1+ r2

The choice of these examples is (obviously!) parochial. Many other equally-good schemes

exist; see, e.g., Versteeg and Malalasekera (2007) for a list. The important points about these

schemes are that they are: (a) bounded; and (b) non-linear (i.e. the resulting matrix elements

depend on, and hence change with, the solution ). The last property means that an iterative

numerical solution is inevitable.

faces

( mass flux

n

A ) = S

(23)

advection diffusion source

If Cf and Df are the outward mass flux and diffusive transport coefficient on cell face f, then,

with the standard discretisation for diffusion and sources, (23) becomes

[C f f + D f ( P F )] = bP + s P P

where F denotes an adjacent node, P is the index of the cell-centre node and the sum is over

faces of that cell. Since Cf = 0 by mass conservation, it is convenient to subtract ( Cf )P

(which is 0) from the LHS:

[C f ( f P ) + D f ( P F )] = bP + s P P (24)

An advection scheme (Upwind, Central, QUICK, ) is needed to specify the cell-face value

f. Because many matrix-solution algorithms require positive coefficients and diagonal

dominance, it is common practice to separate f into the Upwind part plus a correction; i.e.

f = U + ( f U )

C f ( f P ) = C f ( U P ) + C f ( f U )

142 4 43 4 142 4 43 4

upwind correction (25)

= max(C f ,0)( P F ) + C f ( f U )

The first part of (25) always gives rise to a positive matrix coefficient:

a F = max(C f ,0) + D f

The latter part is transferred to the RHS of the equation as a deferred correction; (deferred

because it is treated explicitly and wont be updated until the next iteration):

F a F ( P F ) = bP + s P P faces

C f ( f U )

144 42444 3

deferred correction

value specified (Dirichlet boundary condition);

e.g. = constant: velocity at a wall, or temperature fixed at some surface;

gradient /n specified (Neumann boundary condition).

e.g. /n = 0 on a symmetry plane, or at an outflow boundary.

boundary

both types of boundary

boundary

by transferring the boundary

flux to the source term.

flux + fluxboundary = source

not

boundary

P B

aP P

not

a F F = bP fluxboundary

boundary

the aF coefficient in the direction of the boundary is set to zero;

the outward boundary flux is subtracted from the source terms.

If flux() is specified on the boundary, then this is immediate. If itself is fixed on the

boundary node B then, with x the width of the cell:

P

flux() = A B1 = 2 D ( B P )

2 x

To subtract this flux from the source term requires a simple change of coefficients:

bP bP + 2 D B , sP sP 2D (26)

(You should revisit the classroom examples of earlier sections to see this in action.)

4.13 Solution of the Algebraic Equations

The discretisation of a single scalar-transport equation over a single control volume produces

an algebraic equation of the form

a P P a F F = bP

where the summation is over adjacent nodes. Combining the equations for all control

volumes produces a set of simultaneous equations, i.e. a matrix equation

A = b

where is the vector of nodal values. Matrix A is sparse (i.e. has only a few non-zero

elements). Many algebraic methods can be used to tackle this problem; some of the simpler

ones are mentioned below.

Gaussian Elimination

obtain zeros below the main diagonal (upper-triangular matrix), followed by back-

substitution.

In general, it is inefficient because it tends to fill in sparse matrices (tridiagonal systems are

an important exception), whilst for fluid-flow problems the matrix elements vary with the

solution, so that an iterative solution is necessary anyway.

Gaussian elimination is OK for small hand calculations, but not recommended for large

systems of equations.

Gauss-Seidel

N each control volume as an

iterative update for the

W P E central node:

1

P = (bP + a F *F )

aP

S

(the asterisk * denotes the

most recent value). Then

repeatedly cycle through the entire set of equations direction of sweep

until convergence is achieved.

Gauss-Seidel is very simple to code and is often used for unstructured grids. However, it

tends to converge slowly for large matrices and may require substantial under-relaxation (see

below).

Classroom Example 4.

(a) Show how Gauss-Seidel can be used to solve the following matrix equation iteratively,

and conduct 3 Gauss-Seidel sweeps.

4 1 0 0 A 2

1 4 1 0 B 4

0 1 4 1 C = 6

0 0 1 4 D 13

Write a computer program (using any programming language or application of your choice)

to solve this problem iteratively.

(b) Now try to do the same for the matrix equation (which actually has the same solution):

1 4 0 0 A 7

4 1 4 0 B 14

0 4 1 4 C = 21

0 D 8

0 4 1

Why does Gauss-Seidel not converge in this case?

diagonal; e.g. in the i-direction: b- *

a + a a = b a *

W W P P E E P

not

F F

W ,E

N

line can be updated at one go and information can of sweep

direction

rather than (as in Gauss-Seidel) one node at a time. A

typical single iteration would consist of applying the S

update for each successive i line, then for each

successive j line, then for each successive k line.

This is probably the most popular method for block-structured grids, and is the basis of most

of our in-house research codes. Note, however, that it doesnt work for unstructured grids.

4.13.2 Convergence Criteria

Iteration is stopped when the total residual error becomes less than some small, pre-defined

tolerance. The total residual error is a suitably-weighted sum over the errors for all cells; e.g.

sum of absolute residuals: res

cells

1

root-mean-square (rms) error:

N cells

(res ) 2

where the residual is the error in satisfying the algebraic equations for any one cell:

res = a P P a F F bP

F

The tolerance at which convergence is assumed is a matter of judgement. To avoid

dependence on units or the number of cells the tolerance is often set to some small fraction

(e.g. 104) of the error at the first iteration. However, this has its own deficiencies because it

obviously depends on how close the initial starting values are to the final solution.

4.13.3 Under-Relaxation

If iterative algebraic methods are applied to non-linear, coupled equations then large changes

in variables in the course of an iteration may cause numerical instability. To overcome this,

under-relaxation applies only a fraction of the projected change at each iteration. Since

incremental changes vanish as the solution is approached, under-relaxation makes no

difference to the final result.

a P P a F F = bP

can be rearranged as

P =

a F F + bP

aP

This can be written as the sum of the previous iteration value plus the change in :

a F F + bP

P = Pprev + Pprev

aP

If, instead, only a fraction of the projected change in is applied then

a F F + bP

P = Pprev + Pprev

aP

is called an under-relaxation factor.

a P P a F F = bP + (1 )a P Pprev

Hence, under-relaxation can be implemented by a simple change of coefficients:

aF aF

(27)

bP bP + (1 )a P Pprev

This has the added advantage of making the equations more diagonally dominant (aF

becomes smaller), so improving stability.

Summary

The generic scalar-transport equation for a particular control volume has the form

rate of change + net outward flux = source

advection transport with the flow (other authors prefer convection);

diffusion net transport by random molecular or turbulent fluctuations.

a P P a F F = bP

F

for each control volume, where the summation is over adjacent nodes.

equation with limited bandwidth (i.e. few non-zero diagonals), typically solved by

iterative methods such as Gauss-Seidel or line-Gauss-Seidel.

bP + s P P , s P 0 .

A

A ( E P )

x x

advective fluxes. They include upwind, central, exponential, hybrid, QUICK, and

various flux-limited schemes.

consistent

conservative

bounded

stable

transportive

accuracy / high-order

a F 0 for all F (positive coefficients)

sP 0 (negative feedback in the source term)

aP = aF sP (sum of the neighbouring coefficients)

F

are often decomposed into

Upwind + deferred correction

with the latter being transferred to the source term and treated explicitly (i.e. fixed for

this iteration).

Boundary conditions can be implemented by transferring boundary fluxes to the

source terms.

References

Leonard, B.P., 1979, A stable and accurate convective modelling procedure based on

quadratic upstream interpolation, Comput. Meth. Appl. Mech. Engng, 19, 59-98.

Lien, F.S. and Leschziner, M.A., 1993, Upstream monotonic interpolation for scalar transport

with application to complex turbulent flows, Int. J. Numer. Methods Fluids, 19, 293-

312.

Patankar, S.V., 1980, Numerical Heat Transfer and Fluid Flow, McGraw-Hill.

Roe, P.L., 1985, Some contributions to the modelling of discontinuous flows, Lectures in

Applied Mechanics, 22, Springer-Verlag, 163-193.

Spalding, D.B., 1972, A novel finite-difference formulation for different expressions

involving both first and second derivatives, Int. J. Numer. Meth. Engng, 4, 551-559.

Sweby, P.K., High resolution schemes using flux limiters for hyperbolic conservation laws,

SIAM J. Numer. Anal., 21, 995-1011.

Van Albada, G.D., Van Leer, B. and Roberts, W.W., 1982, A comparative study of

computational methods in cosmic gas dynamics, Astron. Astrophys., 108, 76-84.

Van Leer, B., 1974, Towards the ultimate conservative difference scheme II: monotonicity

and conservation combined in a second-order scheme, J. Comput. Phys., 14, 361-370.

Versteeg, H.K. and Malalasekera, W., 2007, An Introduction to Computational Fluid

Dynamics: The Finite Volume Method, 2nd Edition, Pearson.

Appendix: Tri-Diagonal Matrix Algorithm

b1 c1 0 O 0 1 d1

System of equations (note the signs!):

ai i 1 + bi i ci i +1 = d i , i = 1,K, N O O O 0 O M M

0 a b c 0 i = d i

i i i

Either 0 and N +1 are given, or a1 = cN = 0. O 0 O O O M M

0 O 0 a bN N d N

N

Forward pass:

P0 = 0, Q0 = 0

ci d i + ai Qi 1

Pi = , Qi = , i = 1, K, N

bi ai Pi 1 bi ai Pi 1

Backward pass:

i = Pi i +1 + Qi , i = N , K, 1

The method is guaranteed to converge if the coefficients are non-negative and diagonally

dominant:

ai 0, ci 0, ai + ci bi for all i

except in the degenerate case where zero ai or ci allow successive rows to be multiples of

each other and the matrix is consequently singular (rank < N).

Exercise: Code your own solver as a subroutine and test it on one of the classroom examples.

Examples

Q1.

Consider the uniform, one-dimensional arrangement of nodes W P E EE

shown right. Face e lies half way between P and E nodes.

e 12 ( P + E )

d P

E

dx e x

are second-order accurate approximations for e and (d/dx)e respectively.

(b) Making use of the W and EE nodes also, find symmetric fourth-order-accurate

approximations for e and (d/dx)e.

Q2.

(a) By fitting a quadratic function (x) to values W, P and E at x = 32 x , x = 12 x

and x = 12 x , and taking its value at x = 0, deduce the formula for the QUICK

advection scheme (in the case of positive x-velocity):

e = 18 W + 34 P + 83 E .

(b) By expanding W, P and E as Taylor series in terms of and its derivatives at cell

face e, show that requiring a constant-coefficient combination of these to be third-

order accurate leads to the same expression as in part (a).

Q3.

If the continuity (mass-conservation) equation were to be regarded as a special case of the

general scalar-transport equation, what would be the expressions for , and S?

The source term for a dependent variable is given by 2 3 P P . If this term is to be

linearised as bP + s P P , comment on the following practices ( *P denotes the value from the

previous iteration):

(a) bP = 2 3 *P *P , s P = 0

2

(b) bP = 2 3*P , s P = 0

(c) bP = 2 4 *P *P , s P = *P

(d) bP = 2 , s P = 3 *P

Q5.

Consider the advection-diffusion equation with no sources:

d d

( u )=0

dx dx

where , u, are constants. If = P at x = 0 and = E at x = x, find the value of the flux

d

u

dx

at any point between x = 0 and x. (This is the basis of the exponential differencing scheme).

Q6.

The QUICK scheme fits a quadratic function to three nodal values UU U D

to estimate the value of a scalar at a cell face, according to

face = 18 UU + 34 U + 83 D face

(a) For a two-dimensional problem, write down expressions for

e, w, n, s

in terms of the values at neighbouring nodes, assuming that velocity components u

and v are known, constant and positive.

(b) Neglecting diffusion, and assuming a uniform source s per unit volume, derive an

algebraic discretisation of the conservation equation

(outward flux) = source

in the form

a P P a F F = bP

where the sum is over local nodes. (Assume the cell to be Cartesian, with unit depth in

the z direction, face areas Ae, Aw, An, As and volume V).

(d) Which of the following properties does the QUICK scheme satisfy:

transportiveness;

boundedness?

Upwind differencing + deferred correction

Why is this decomposition used?

5

Q7. (Computational Hydraulics Exam, May 2010 part)

The figure shows part of a rectangular 2-d mesh, together 3

with the values of a scalar at some nodes. Using the QUICK face

scheme, calculate the value of the scalar on the highlighted 2 2 3 4 6

face if the Cartesian velocity components (u,v) on this face

are: 1

(a) (4, 3);

(b) (4, 3). y,v -1

x,u

Q8. (Computational Hydraulics Exam, May 2011 part)

w e

A local arrangement of nodes and faces in a 1-d WW W P E EE

finite-volume mesh with standard notation and

uniform mesh spacing x is shown right.

x

A general expression for on a cell face with a 3-point advection scheme is

UU

face = U + 12 (r )( D U ) , where r= U UU U D

D U

where subscripts D, U and UU denote downstream, upstream and

double-upstream nodes, respectively. face

(a) Write down the (constant) values of for first-order upwind and central advection

schemes.

(r ) = max(0, min(r ,1))

In a particular case, takes the following values at local nodes:

WW = 3, W = 3, P = 4, E = 7, EE = 5,

Find the values of on face e if the velocity on that face is (i) positive; (ii) negative.

Q9.

The general three-point scheme for the cell-face value of a transported scalar is

UU UU U D

face = U + 12 (r )( D U ) , r= U

D U

where upstream (U) and downstream (D) are defined by flow direction. face

(a) The linear upwind differencing (LUD) and QUICK schemes are:

LUD: face = 32 U 12 UU

QUICK: face = 18 UU + 34 U + 83 D

Identify the functional form of (r) for each of these schemes.

=0 if r 0

min(2r ,2) if r 0

Show that LUD and QUICK both contravene these conditions for some r 0.

0, if r 0

(r ) = r + r 2

1 + r 2 , if r 0

Show that this satisfies Swebys criteria and also the symmetry property

(r ) 1

= ( ) for r > 0

r r

Q10. (Computational Hydraulics Exam, May 2012)

The QUICK advection scheme may be written

1 3 3 D

face = UU + U + D , UU U

8 4 8

where downwind (D) and upwind (U, UU) nodes relative to a

cell face and direction of flow are defined right. face

(a) Define the terms transportive and bounded when applied to an advection scheme and

state, without proof, whether QUICK is transportive and/or bounded.

w e

WW W P E EE

x

WW = 1, W = 2, P = 5, E = 3, EE = 2

(c) The values of at successive nodes of a cell-centred structured mesh are shown in the

figure above. The flow is everywhere from left to right. Using the QUICK scheme

find the values of on cell faces marked w and e.

face = U + 12 (r )( D U ) ,

where

UU

(r ) = max[0, min{2, 2r , 14 (1 + 3r ), 14 (3 + r )}] , r= U .

D U

Sketch a graph of against r, indicating key points. Show that the UMIST scheme

reduces to the QUICK scheme when 1 r 5.

(e) Find the values of on faces w and e using the UMIST scheme.

Q11. (Computational Hydraulics Exam, May 2008)

The local arrangement of nodes and faces in a 1-d finite-volume mesh with standard

geographical notation and uniform mesh spacing x is shown in the figure below.

w e

WW W P E EE

d d

u = s,

dx dx

where is density, u is velocity, is diffusivity, s is source density. Write this in a

corresponding integral form for the shaded cell.

(c) Write expressions for on w and e faces of the shaded cell if u is positive for:

(i) first-order upwind

(ii) central

advection schemes.

(d) Define the term bounded when applied to flux-differencing schemes and deduce a

condition on , u, and x for the central scheme to be bounded.

P W

e = P + 12 (r )( E P ) where r=

E P

(e) Write the (constant) values of for

(i) first-order upwind

(ii) central

advection schemes.

2r

if r > 0

(r ) = 1 + r

0 otherwise

In a particular case, = 1, u = 1, = 0.02 and x = 0.1 in consistent units. In a

solution with the Van Leer advection scheme, takes the following values:

WW = 1, W = 2, P = 4, E = 2, EE = 3,

Find the values of and d/dx on w and e faces, and hence the mean source density s

for cell P.

Q12.

(a) Define the following properties in the context of a flux-differencing scheme in a

finite-volume discretisation:

transportive;

bounded.

Diminishing (TVD)?

The general three-point scheme for the cell-face value of a transported scalar is

UU

face = U + 12 (r )( D U ) , r= U , UU U D

D U

where nodes UU, U and D are determined by flow direction as

shown.

face

=0 if r 0;

min(2r ,2) if r 0.

nd

A scheme is at least 2 -order accurate if (r) passes through the point (1,1) and 3rd-order

accurate if it does so with slope .

(c) For each of the following advection schemes use the conditions above to determine:

(i) whether the scheme is TVD;

(ii) the order of the scheme.

Upwind: (r ) = 0

Central: (r ) = 1

QUICK: (r ) = 14 (3 + r )

Min-mod: (r ) = max(0, min(r ,1))

2r /(1 + r ) if r > 0

Van Leer: (r ) =

0 otherwise

(d) A local arrangement of nodes and faces in a 1-d finite-volume mesh with standard

notation and uniform mesh w e

spacing x is shown right. WW W P E EE

x

The values of a scalar at these nodes are:

WW = 2, W = 4, P = 6, E = 7, EE = 6.

Using the Van Leer advection scheme, calculate the value of on the west (w) and

east (e) cell faces if the velocity throughout the domain is:

(i) positive;

(ii) negative.

Q13. (Computational Hydraulics Exam, May 2010 part)

The figure below and the accompanying table show the velocity components and values of a

conserved scalar on the faces of a cell in a 2-d finite-volume simulation of steady,

incompressible flow. Coordinates of cell vertices are given in the figure. Assume units such

that the density = 1.

(a) Calculate the mass flux (per unit span) out of each of the w, n, s faces.

(b) Use continuity to find the velocity component u on the east (e) face.

(c) Assuming no source term or diffusion, calculate on the east face.

(3,4)

n

(0,3) velocity scalar

face u v

e e ? 0 ?

w cell

n 6 3 4

w 5 2 2

y,v

s 5 2 3.5

(0,0) s (2,0)

x,u

The figure below and the accompanying table show the velocity components and values of a

conserved scalar on the faces of a cell in a 2-d finite-volume simulation of steady,

incompressible, irrotational flow. The coordinates of the cell vertices are given in the figure.

(a) Calculate the volume flux (per unit span) out of each of the n, w, s faces.

(b) Use the incompressibility and irrotationality conditions to find the velocity

components u and v on the east (e) face.

(c) Assuming no source or diffusion of the scalar, calculate on the east face.

(1,4) (4,4)

n

velocity scalar

face u v

w e

e ? ? ?

n 9 3 0

y s w 4 -2 6

(2,1) (3,1) s 3 3 2

x

x

Q15. U0

A 2-d finite-volume calculation is to be undertaken for uN

fully-developed, laminar flow between plane, parallel

walls. The upper wall is moving at speed U0, whilst

the lower wall is stationary. A streamwise pressure

gradient dp/dx = G is imposed.

u j+1

The depth of the channel, H, is divided into N equally-

sized cells of dimension x y 1 as shown, with

uj

H y

the velocity u stored at the centre of each cell. uj-1

u1

(a) What are the boundary conditions on upper and lower walls?

(c) Write down a second-order approximation for the shear stress on the upper face of

the jth internal cell, in terms of the velocities uj and uj+1.

(d) Write down similar approximations for on upper and lower walls.

(e) By balancing pressure and viscous forces set up the finite-volume equations for

velocity. (Separate equations are required for internal and boundary cells).

(f) Solve your equations for the nodal velocities in the case

GH 2

N = 4, =2

U0

leaving your answers in terms of U0.

(g) Using your answer to part (f), find the volume flow rate per unit span (leaving your

answer as a multiple of U0H).

(h) Solve the Navier-Stokes equation analytically for this case and compare with your

answers in parts (f) and (g).

Q16. (Computational Hydraulics Exam, May 2010 part)

Use the Gauss-Seidel iterative method to solve the system of equations

5 1 0 1 A 9.5

3 8 1 0 B 3.5

0 4 10 1 C = 30.5 ,

2 0 3 10 D 37

giving solutions for A, B, C, and D correct to 2 decimal places.

Q17.

The discretisation of a 1-d scalar-transport equation results in a set of simultaneous equations

for the nodal values {i} of the form

2 i 1 + 6 i i +1 = 2 2 i i , i = 1,2,K, N

where 0 and N+1 are given. Use the Gauss-Seidel method to solve this iteratively for the

case N = 3 with boundary conditions 0 = 4 = 0 .

Q18.

The linear system of equations

ai i 1 + bi i ci i +1 = d i , i = 1,2,K, N

(where ai, bi, ci and di are constants, and 0 and N+1 are fixed) can be solved by the tri-

diagonal matrix algorithm as

i = Pi i +1 + Qi , i = N ,K,1

where {Pi} and {Qi}are determined from an initial forward pass. Show that

ci

Pi = , i = 1,K, N ; P0 = 0

bi ai Pi 1

and derive a similar recurrence relation for the {Qi}.

(You may assume here that ai > 0, ci > 0, ai + ci bi for all i.)

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