Analytical aspects of the Euler equations and Steger & Warming flux splitting

The one-dimensional (1D) Euler equations in conservative form are given by

U F
  0,
t x

   u  u 
   2  2 p 1 2 u2
where U    u  , F   p   u    p   u  , e    u and ho  h 
 1 2 2
 e  ( p  e)u    uho 
   

Using chain rule we may write

U F U dF U
   0
t x t dU x
U U dF
or A  0, where A  is the flux Jacobian.
t x dU

Developing expressions for various terms in the flux Jacobian, it can be demonstrated that the Euler
fluxes exhibit what is known as the homogeneity property.

U1    
p 1  1 
U  U 2     u  e   u 2 and p     1  e   u 2 
 1 2  2 
U 3  e 
   
   
U2  U2
 F1    u    
    2
    (  1)U 3  3   U 2 
2
U U
F   F2    p   u 2   (  1)  U 3  2   2
  2U1  U1   2 U1 
 F3  ( p  e)u     
U 2  U 2 U 2U 3    U 2U 3    1 U 2 
3
 
 (  1) U
 3   
  2U1  U1 U1   U1 2 U12 

 F1 F1 F1 

 
 U1 U 2 U 3 
  F1 , F2 , F3   F F2 F2 
The flux Jacobian A = A(U) =  2 .
 U1 , U 2 ,U 3   U1 U 2 U 3 
 F3 F3 F3 
 
 U1 U 2 U 3 

The elements of the Jacobian are listed in the table below.

 Element of the Jacobian In terms of conserved variables In terms of primitive variables

F1 0 0

U1

F1 1 1

U 2

F1 0 0

U 3

F2   3 U 22  3 2
 u
U1 2 U 12 2

F2
 3   
U2 3    u
U 2 U1

F2  1  1

U 3

F3  U 2U 3 U 23 (  1)u 3   eu /  , where

   (  1)
U1 U 12 U13
e  p /(  1)   u 2 / 2

F3  U 3 3(  1) U 2 2  e /   3(  1)u 2 / 2, where

 
U 2 U1 2 U 12
e  p /(  1)   u 2 / 2

F3 U2 u

U 3 U1

F dF U U
We know that F is a nonlinear function of U (F = F(U)) and  A . From the
x dU x x
expressions developed in the above table it can be shown that, F = AU. This is known as the homogeneity
property. In their famous flux vector split upwind scheme for the Euler equations, Steger and Warming
made very good use of this remarkable property exhibited by the Euler fluxes. Before discussing this
scheme we will first demonstrate that the unsteady Euler equations are hyperbolic. According to
Richtmyer and Morton if A has all real eigenvalues with distinct eigenvectors, then (1D) Euler equations
are hyperbolic. As seen from the table above matrix A is somewhat unwieldy and the process of finding
the eigenvalues is tedious. From the nonconservative form of the Euler equations we will generate another
  that is easier to handle and has the same eigenvalues as A. Thus for finding the eigenvalues of
matrix A
.
A one can conveniently use the matrix A

Expressing e in terms of the primitive variables the conservative form of the 1D Euler equations can also
be written

   
   u 
     
 u    p  u 0
2

t   x 
p 1  pu 1 3 
  u 2    u 
   1 2     1 2 

Carrying out the differentiation and rearranging we obtain the following nonconservative form:

  u
u  0
t x x
u u 1 p
u  0
t x  x
 p u
u  p 0
t x x

These equations can be written in terms of the following primitive variable vector:

 
V  u 
 p 

The Euler equations can now be written in terms of V as follows:

u  0
     
    1    V  V
u  0 u u   0 or A 0
t      x  t x
 p     p
0  p u  

where

u  0
   
V  u    0 u 1
and A
 
 p   
0  p u
  1 (similarity transformation) so that both
We will now demonstrate that A can be expressed as A  NAN
the matrices has the same set of eigenvalues.

 
 
 
U   u 
 p 1 
  u 2 
   1 2 
     
   d  1 0 0   d 
     
dU  d   u     du  u d   u  0   du 
 
 p 1 2   dp 1 2  1 1  dp 
  u     udu  u d   u2 u 
   1 2     1 2   2   1 

Therefore

U V U V V  V
dU  NdV and N and N . Premultiplying the equation A  0 by N
t t x x t x

 V  V  V  V  0. In view of NA
  NAI
  NAN
 1N one may write
N A N  NA
 t x  t x

V  1  N V   0
N  NAN  
t  x 
U  1 U  0.
 NAN
t x

U U  1 (similarity transformation)
Comparing with A  0 we get that the flux Jacobian A  NAN
t x
 ). Let us prove it.
and hence  ( A )   ( A

 so that
Let  be an eigenvalue of A

  x
Ax
   Nx
NAx
Let x  N 1y.
Then NAN 1y   NN 1y
Ay   y
Thus  is also an eigenvalue of A and the corresponding eigenvector is y  Nx (as x  N 1y ).
  instead. The characteristic
Now we see that in order to find the eigenvalues of A it is possible to use A
 is
equation for A

  I  0
A
u   0
1
0 u  0

0  p u 

  p
(u   ) (u   ) 2  0
  
(u   ) (u   ) 2  a 2   0
   u, u  a.

We see that matrix A  , and hence A, has real and distinct eigenvalues and hence the eigenvectors must
also be distinct. Thus the system of equations

U F U dF U U U
    A  0, i.e., the 1D unsteady Euler equations are hyperbolic. It
t x t dU x t x
may be noted that the unsteady Euler equations are hyperbolic even in higher dimensions. Steady Euler
equations are, however, elliptic for subsonic flows, parabolic for sonic flow and hyperbolic for supersonic
flows. For transonic flows generally it is not possible to know the boundaries across which the
mathematical character of the equations changes and compatible boundary conditions are difficult to
formulate. Thus unsteady Euler equations are frequently used even to compute steady flows as the
mathematical character of the unsteady equations remain hyperbolic all over the domain. We know that
hyperbolic PDEs admit wavelike solutions. Let us now demonstrate the wavelike nature of the unsteady
1D Euler equations.

 ( A)  u, u  a
If ri (i  1, 2,3) is a right eigenvector of A, then
Ari  i ri [ri is a three-component column vector]
If l i (i  1, 2,3) is a left eigenvector of A, then
l i A  i l i [l i is a three-component row vector]

Matrix of right eigenvectors of A : R  r1 r2 r3 33

 l1 
Matrix of left eigenvectors of A : L   l 2 
 l 3  33
A can be expressed in the Jordan canonical form as

A  RΛL  RΛR 1  L1ΛL

where Λ is a diagonal matrix whose entries are the eigenvalues of A. Thus

1 0 0 
Λ  0 2 0 
0 0 3 

For 1  u  a, 2  u and 3  u  a

1  1  1 
 
r1  u  a 
 r2  u  r3  u  a 


 ho  ua  u 2 / 2   ho  ua 

Let us come back to the Euler equations.

U F U dF U U U
    A 0
t x t dU x t x
U U
 RΛR 1 0
t x
U U  U U 
R 1  ΛR 1 0  We may also write L  ΛL  0
t x  t x 

If we freeze the Jacobian locally, then

  R 1U    R 1U 
Λ 0
t x
ˆ
U ˆ
U
Λ 0
t x
T
If we write U ˆ  Uˆ Uˆ Uˆ  , then in expanded form we may write
 1 2 3
Uˆ1   0 0  Uˆ1 
 ˆ      
1

U 2   0 2 0  Uˆ 2   0
t   x
Uˆ 0 0   Uˆ 
 3  3
 3 

This represents three (decoupled) wave equations:

Uˆ i Uˆ i
 i  0, i  1, 2,3
t x

Thus the eigenvalues i of the Jacobian A correspond to the wave speeds.

dx
Uˆ i is an invariant along the direction  i and is known as Riemann invariant.
dt

For 1  u  a, 2  u and 3  u  a we can write the Riemann invariants as

2a p 2a
Uˆ1   u , Uˆ 2   and Uˆ 3  u
 1   1

Let us now illustrate graphically the velocities of propagation of various waves when fluid velocity u is
positive.

Supersonic flow (u  a, M  1)

u a

ua

Subsonic flow (u  a, M  1)

u a

ua

Thus depending on the Mach number the wave speeds have all positive/negative or mixed values. To
construct an upwind scheme for the Euler equations all the waves have to be upwind-differenced. Steger
and Warming (1981) exploits the homogeneity property of the Euler fluxes to construct their flux vector
split upwind scheme. They cleverly split the flux vector into a positive part F  and a negative part
F  corresponding to the positive and negative wave speeds. The upwind scheme requires F  to be
backward-differenced and F  to be forward-differenced.

Steger and Warming Flux vector splitting:

Following the CIR method, we write the eigenvalues, which represent wave speeds, as

1  1   1
1  1  1 , where 1  & 1  1
2 2
  2   2
2  2  2 , where 2  2 & 2  2
2 2
  3   3
1  3  3 , where 3  3 & 3  3
2 2

In one step we may write

i  i   i
i  i  i , where i  & i  i for i  1, 2,3, where i is nonnegative and
2 2
i is nonpositive.

1 0 0 
 
Since Λ  0 2 0 we may now write Λ  Λ   Λ  ,
 
0 0 3 

where

1 0 0  1 0 0 
   
Λ   0 2 0  and Λ   0 2 0  .
0 0 3  0 0 3 
 

Recall that A can be expressed in the Jordan canonical form as

A  RΛR 1

and that the flux vector F satisfies the homogeneity property F = AU. It follows that

F = AU  RΛR 1U  R  Λ   Λ   R 1U   RΛ  R 1  RΛ  R 1  U   A +  A   U

F  F + + F  , where F + = A + U corresponds to positive wave speeds and F  = A  U corresponds

to negative wave speeds.

An upwind scheme is now obtained by backward-differencing F + and forward-differencing F  :

U F U   F  F 
 

   0
t x t x
Uin 1  Uin F + in  F + in1 F  in1  F  in
  0
t x x

Steger & Warming (JCP 1981) chooses the eigenvalues as 1  u , 2  u  a and 3  u  a and using
the corresponding matrices for the Jordan canonical form of A, gives the following split flux vectors for
the special case 0  u  a :

 
 2 u  a  u 
 
F    2(  1)u 2  (u  a) 2 
 2
(  1)u 3  (u  a)  (3   )(u  a )a 
3

 2 2(  1) 
 
u  a 
 
F   (u  a )2 
 2
 (u  a )  (3   )(u  a )a 
3

 2 2(  1) 

If u  a, then F + = F, F  = 0.

It may be noted that Steger and Warming scheme suffers from what is known as the sonic glitch problem
because of the discontinuity of the split fluxes at M  1. van Leer (1981) remedies this problem in his
flux vector splitting scheme.