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INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS

Int. J. Numer. Meth. Fluids (2011)


Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/fld.2701

An upwinded state approximate Riemann solver

B. Srinivasan1, * ,† , A. Jameson2 and S. Krishnamoorthy1


1 Department of Applied Mechanics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi-110016, India
2 Department of Aeronautics and Astronautics, Stanford University, Durand Building, 496 Lomita Mall, Stanford,
CA 94305-4035, USA

SUMMARY
Stability is achieved in most approximate Riemann solvers through ‘flux upwinding’, where the flux at the
interface is arrived at by adding a dissipative term to the average of the left and right flux. Motivated by the
existence of a collapsed interface state in the gas-kinetic Bhatnagar–Gross–Krook (BGK) method, an alter-
native approach to upwinding is attempted here; an interface state is arrived at by taking an upwinded average
of left and right states, and then the flux is calculated as a function of this ‘collapsed’ interface state. This
so called ‘state-upwinding’ approach gives rise to a new scheme called the linearized Riemann solver for
the Euler and Navier–Stokes equations. The scheme is shown to be closely associated with the Roe scheme.
It is, however, computationally less expensive and gives qualitatively comparable results over a wide range
of problems. Most importantly, this scheme is found to preserve stationary contacts while not exhibiting the
carbuncle phenomenon which plagues the Roe and other contact-preserving schemes. The scheme is there-
fore motivated as a new starting point to analyze the origin of the carbuncle phenomenon. Copyright © 2011
John Wiley & Sons, Ltd.

Received 17 March 2011; Revised 7 September 2011; Accepted 18 September 2011

KEY WORDS: finite volume; hyperbolic; hypersonic; compressible flow; euler flow; Navier–Stokes;
transonic

1. INTRODUCTION

Finite volume schemes have been widely used to derive computational schemes for flow problems,
because of their desirable property of maintaining conservation at the level of discretization. Various
finite volume schemes arise depending on how the flux at the interface between two cells is formu-
lated. A primary use of finite volume schemes has been in solving problems with stationary or
moving discontinuities—where the property of being conservative is especially useful in maintain-
ing the right discontinuity speed. Such discontinuities often arise naturally in hyperbolic partial
differential equations describing conservation laws such as the Euler equations.
In addition to conservation, problems involving shocks are also found to require additional dis-
sipative terms for stabilization and – in the absence of any explicit shock tracking – for shock
capturing. These stabilization or ‘artificial diffusion’ terms have been motivated and derived in var-
ious ways – some schemes add these terms explicitly and others use some feature of the physics of
the problem equivalent to adding some stabilization terms. In the latter category, one of the most
popular class of finite volume methods employed in CFD problems is the one that employs Riemann
solvers. First suggested by Godunov [1], this method involves a piecewise constant discretization
of the fluid properties under examination and then calculating the evolution by means of solving a
series of Riemann problems. In order to avoid the expense of an exact Riemann solver, Roe pio-
neered the use of cheaper, approximate Riemann solvers [2]. Roe’s method, which is still widely

*Correspondence to: B. Srinivasan, Department of Applied Mechanics, Indian Institute of Technology Delhi, Hauz Khas,
New Delhi-110016, India.
† E-mail: balaji.srinivasan@gmail.com

Copyright © 2011 John Wiley & Sons, Ltd.


B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

used because of its accuracy, captures stationary shocks and contact discontinuities exactly. This
method, while motivated as an approximate solution of the Riemann problem at the interface of two
computational cells, can be also written as having an explicit artificial dissipation term utilized to
stabilize an inherently unstable, central scheme. The method can also be interpreted, in the scalar
and linear cases, as being an upwind method – a method that uses the characteristic decomposition
of the hyperbolic PDE in an essential way to decide the discretization stencil. This rough equiva-
lence of shock capturing, stabilization, and upwinding terms has resulted in a very large variety of
schemes. These traditional solvers mainly differ only in how the stabilization terms are calculated;
when the terms are not calculated in an ad hoc fashion, they are based directly on some property of
the Euler equations.
An alternate approach to compute compressible flows with shocks is to approach it via the Boltz-
mann equation. Popular amongst these is the Kinetic Flux-Vector Splitting (KFVS) method first
discussed by Deshpande et al. [3]. The gas-kinetic Bhatnagar–Gross–Krook (BGK henceforth)
scheme [4] also belongs to this class. Though expensive, gas-kinetic methods (and especially the
BGK) are some of the most robust and accurate schemes available today; avoiding without any spe-
cial fixes, almost all the problems such as the sonic glitch, odd–even decoupling, and the carbuncle
phenomenon that plague traditional, Navier–Stokes equation-based solvers ( see [5]–[9] for a list of
such problems). However, none of the gas-kinetic schemes capture stationary contact discontinuities
or shocks exactly. In fact, a theorem by Gressier and Moschetta [6] shows that whenever stabilization
terms are added explicitly to the fluxes, any scheme that is strictly stable to odd–even decoupling
exhibit cannot capture stationary contacts exactly. Their proof, however, does leave a small loophole
– it still allows the possibility of the stabilization terms being added to the state rather than the flux.
This approach – labeled ‘state upwinding’ here – is found in BGK in the collapsed Maxwellian state
calculate at the interface. For nonlinear systems such as the Euler equations, addition of dissipa-
tion terms to the flux – labeled ‘flux upwinding’ here – often proves to be much easier to derive
and implement. On the other hand, state upwinding constitutes, in our opinion, the more ‘natural’
approach to upwinding. Here, a comparatively inexpensive solver is derived to see if the barrier in
[6] can be pierced if not broken by attempting state upwinding.
The rest of this paper is organized as follows: in Section 2, we discuss the concept of state
upwinding and introduce state upwinding via Riemann invariants. In Section 3, we derive the flux
expression for a state-upwinding method – the linearized Riemann state (LRS) scheme. We then pro-
ceed to discuss some numerical results in Section 4 and finally, motivate the idea of state upwinding
as a novel method to study the failings associated with Riemann solvers, in particular, the carbuncle
phenomenon.

2. STATE UPWINDING

The key difference between any two finite volume schemes lies in the way the interface flux
F .W i nt erf ace / is treated. A natural way to upwind would be evaluate W i nt erf ace D W  .uL , uR /
where W  is some suitably upwinded state and evaluate F .W i nt erf ace / as F .W  /. This rep-
resents an approach we label as state upwinding. For kinetic schemes such as BGK, this corre-
sponds to a collapsed Maxwellian average of the left and right states. One can alternately evaluate
F .W i nt erf ace / directly as F  .uL , uR /. This is somewhat more difficult to interpret because a flux
in general does not correspond to a unique state in the general, nonlinear case. However, some
interpretations from kinetic theory can be found for flux upwinding in [10].

2.1. State upwinding via Riemann invariants


We attempt first, to derive an upwinded-state scheme by the following procedure:

1. Rewrite the governing equation in characteristic form and identify the characteristic speeds ci .
2. Identify the corresponding Riemann invariants Ji of the equation.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

3. Apply the upwinding constraint on the Riemann invariants from the left and right state as
´ L
i nt erf ace
Ji , ci > 0
Ji D (1)
JiR , ci < 0.
4. Recompute the primitive (or conservative) variables at the interface, W  .W L , W R / of the
system from the characteristic variables Jii nt erf ace obtained from the previous step.
5. Compute the interface flux F  .WL , WR / D F .W  /.

2.1.1. Scalar advection. For the scalar linear advection equation ut C cux D 0, upwinding can be
achieved by evaluating
´ L
u , c>0
uj C1=2 D (2)
uR , c < 0.
Here, the states uL and uR represent, respectively the left and right estimates for the interface
state. These estimates can be obtained from some local interpolation defined in the cells. Then, the
interface flux can be evaluated as f .uj C1=2 / D cuj C1=2 . For constant interpolants within each cell
and c > 0, this results in the familiar upwind scheme
Duj uj  uj 1
Cc D 0. (3)
Dt xj C1=2  xj 1=2

2.2. System of equations


The aforementioned method can be extended to the linear hyperbolic system of equations
Wt C AWx D 0. (4)
State upwinding can be achieved by writing the system in characteristic form and upwinding the
Riemann invariants along the respective characteristics. For example, the linear system of equations
ut C cvx D 0,
(5)
vt C cux D 0,
have the characteristic speeds ˙c and Riemann invariants u ˙ v. State upwinding can now be
performed using
´ L
u C vL , c > 0
uCv D (6)
uR C v R , c < 0,
´
uR  v R , c > 0
uv D (7)
uL  v L , c < 0,
where u and v are the desired upwinded-state variables. These two equations can now be solved for
uj C1=2 and vj C1=2 , and the flux can be evaluated as
" #
cvj C1=2
f .Wj C1=2 / D . (8)
cuj C1=2
It is worth noting that the final result is equivalent to the Roe and exact Riemann solvers for
the linear system of equations. For nonlinear systems in which Riemann invariants can be found, a
state upwinding procedure via Riemann invariants can be used. For example, for the 1-D shallow
water equations,
" # " 2 #
u u
2
C gh
C D 0. (9)
gh t ugh x

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

The characteristic speeds are u ˙ c and Riemann invariants are u ˙ 2c


´ L
u ˙ 2c L , u0 ˙ c0 > 0
u ˙ 2c D (10)
uR ˙ 2c R , u0 ˙ c0 < 0,

where the state W0 is evaluated from some suitable average of W L and W R . The conservative fluxes
can now be evaluated as in the linear case. This upwinded-state scheme for the nonlinear system is
now no longer equivalent to the Roe scheme.

2.3. State upwinding for Euler equations


We can now attempt to apply the aforementioned method to the 1-D Euler equations. These can be
written in characteristic form as
   
@ 1 @p @ 1 @p
 2 Cu  2 D 0, (11)
@t c @t @x c @x
   
@u 1 @p @u 1 @p
C C .u C c/ C D 0, (12)
@t c @t @x c @x
   
@u 1 @p @u 1 @p
 C .u  c/  D 0, (13)
@t c @t @x c @x
q
where c D  p . These can be written in the equivalent form

D 1 Dp
 D 0, (14)
Dt c 2 Dt

DCu 1 DCp
C D 0, (15)
Dt c Dt

Du 1 Dp
 D 0, (16)
Dt c Dt
where
D @ @
 Cu , (17)
Dt @t @x

DC @ @
 C .u C c/ , (18)
Dt @t @x

D @ @
 C .u  c/ , (19)
Dt @t @x
are the directional derivatives along the respective characteristic lines.

2.3.1. Riemann invariants for Euler equations. The characteristic equations previously written are
not in invariant form, that is, one cannot directly determine from the aforementioned equations
what the conserved quantity along each characteristic is. Equation (14) can be multiplied by the
integrating factor 1 to obtain the invariant form

Dv0
D 0, (20)
Dt

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

where v0 D log.p  /, the entropy, is the invariant along this characteristic. In the isentropic
case, the first characteristic equation becomes redundant and the other two equations can be directly
integrated to obtain the invariants
2c
v1 D u C , (21)
 1
2c
v2 D u  . (22)
 1
Perhaps, because of this special case, it is a common practice to represent the invariants in the
general, anisentropic case as
Z
dp
v1 D u C , (23)
c
Z
dp
v2 D u  . (24)
c
R
However, the term u C dp cannot be evaluated as an indefinite integral in the general case as u is
Rcdp
a state function, whereas c is path dependent.
This, of course, does not preclude the possibility of there being an integrating factor for these
characteristics. However, the existence of an integrating factor for differential forms with three
independent variables is not guaranteed [11]. In fact, as will be shown here, an integrating fac-
tor does not exist for either of these characteristics in general, nonbarotropic case when p and  are
independent variables.
We begin by assuming that there exists an integrating factor for the third characteristic equation;
that is, the differential form du  dp
c
. Then, using c 2 D  p ‡ , we obtain the differential form

cdu  2cdc  c 2 d.


This has an integrating factor if and only if
du  2dc  cd
has an integrating factor. Now, the Pfaffian u1 .x, y, ´/dx C u2 .x, y, ´/dy C u3 .x, y, ´/d´ has an
integrating factor if and only if [11]
!
u  r ! 
u D 0. (25)
We get for the present Pfaffian
!

u  r !

u D c 2 , (26)
and hence, no integrating factor exists along this characteristic. Note that it is not that an analytical
expression cannot be found for the invariants or that they are not well-known properties of the fluid;
there are simply no invariants (in the sense of properties preserved along the characteristics) in the
general case when p and  are independent.
An alternate interpretation of the characteristics [12] is that they are the path lines along which
small perturbations of flow variables travel. For example, for the scalar wave equation ut Ccux D 0,
perturbations ıu of the mean flow u0 .x, t /, satisfy D.ıu/
Dt
= 0, that is, ıu D const . along x  ct D 0.
Similarly, for the Euler equations, one has
 
D ıp
ı  2 D 0, (27)
Dt c


Note that this substitution only makes the existence of three independent variables explicit and does not add any further
constraints to the original differential form.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

 
DC ıp
ıu C D 0, (28)
Dt c
 
D ıp
ıu  D 0. (29)
Dt c
Using the aforementioned expressions, we can now find the relations for the numerical flux for
the LRS solver.

3. LINEARIZED RIEMANN STATE SCHEME

The interpretation in the previous section can now be utilized to derive an upwinded-state scheme.
For example, for the advection equation, we define the mean state
uL C uR
u0 D . (30)
2
Unless the flow is extremely well resolved by the grid, in a general region of the flow, the left and
right state and the aforementioned average are all different from each other. Then, we may interpret
the situation at the interface as follows – The left cell tries to change this average, interface state u0
to its current state, that is, uL , whereas the right cell similarly attempts to change it to uR . That is,
the left cell effects a perturbation ıuL D uL  u0 over the average state, whereas the right effects
the perturbation ıuR D uR  u0 . Then, an upwinded average state at the interface may be obtained
as u D u0 C ıu , where
´
ıuL , c > 0
ıu D (31)
ıuR , c < 0,
where the perturbation has been upwinded using the characteristic direction. As can be quickly seen,
this results in exactly the same scheme as the one obtained via Equation (2).
For the Euler equations, one may similarly upwind along the characteristic directions, starting
from Equation (27). It is easiest to find an expression for the upwinded state starting from primitive
variables (we have not found any qualitative difference in using conservative variables for defining
the upwinded state)
2 3

6 7
W D 4 u 5. (32)
p
We can define the upwinded state as
W  D W0 C ıW  , (33)
where
WLCWR
W0 D (34)
2
and ıW  is obtained by solving
8 ıp L
ıp  < ıL  c2
, u0 > 0

ı  2 D (35)
c0 : ıp R
ıR  c2
, u0 < 0,
8 L

ˆ
ıp
< ıuL C
, u0 C c0 > 0
 ıp 0 c0
ıu C D (36)
0 c0 :̂ R
ıuR C ıp0 c0 , u0 C c0 < 0

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

8 L
ˆıp
< ıuL  , u0  c0 > 0
 ıp  0 c0
ıu  D (37)
0 c0 :̂ R
ıuR  ıp0 c0 , u0  c0 < 0.

The aforementioned process is equivalent to solving the linearized Riemann problem with the states
W L and W R for the state W  . This particular upwinded-state scheme has hence been called the
LRS scheme here. It can be shown with a small amount of algebraic manipulation that the solution
to the aforementioned system can be written in the form
 
 WR WL
ıW D R0 sgn.0 / R01 , (38)
2

where R0 is the matrix of Eigen vectors


2  
3
1 2c
 2c
6 7
RD6
4 0 1=2 1=2 7
5, (39)
c c
0 2
2

evaluated at the state W0 . Similarly,


2 3
1 0  c12
6 7
R1 D 6
4 0 1
1
c
7,
5 (40)
1
0 1  c

and
2 3
u 0 0
6 7
ƒD4 0 uCc 0 5. (41)
0 0 uc

It can be seen from Equation (38) that ıW  D sgn.u0 /ıW L when ju0 j > c0 , that is, as with the Roe
scheme, the upwinding is sharp when the flow is locally supersonic. As will be seen, this property
is essential for maintaining stationary shocks.
Significant computational savings can be made by noting that for ju0 j < c0 , the following simple
expressions for the effective perturbations result:

ıp  D 0 c0 ıuL , (42)

ıp L
ıu D , (43)
0 c0

 
 ıp L L ıp 
ı D sgn.u0 / ı  2 C . (44)
c0 c02

In addition to the fact that the LRS uses only one flux evaluation per interface, whereas the Roe
(like all upwinded flux schemes) uses two; the existence of such simple expressions makes the LRS
scheme cheaper than the Roe scheme. As will be seen, this comes without any loss of quality of
shock or contact resolution. In fact, as will be seen later, there seems to be an actual advantage over
Roe’s scheme when it comes to handling the carbuncle phenomenon.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

4. SOME PROPERTIES OF THE LINEARIZED RIEMANN SOLVER SCHEME

4.1. Relation with Roe’s scheme


The form (38) is a reminiscent of the following way of expressing Roe’s scheme
F .WL / C F .WR / WR  WL
F .WjRoe
C1=2 / D  jAjRoe . (45)
2 2
To see the exact correspondence between Roe and LRS, we note that
WL C WR WL  WR
WR D  , (46)
2 2
WL C WR WL  WR
WL D C . (47)
2 2
Hence,
   
WL C WR WL  WR
F .WR / D F  A0 C H .O.T , (48)
2 2
   
WL C WR WL  WR
F .WL / D F C A0 C H .O.T , (49)
2 2
where H .O.T represents higher order terms. Similarly, for the LRS scheme,
 
WL C WR WL  WR
F .WjLRS
C1=2 / D F  A0 sgn.A0 / C H .O.T . (50)
2 2
Combining these, we get
F .WL / C F .WR / WR  WL
F .WjLRS
C1=2 / D  jAj0 C H .O.T . (51)
2 2
The LRS and Roe scheme are then identical up until the lowest order dissipative term except for
the state at which jAj is evaluated. Surprisingly enough, this difference causes not only the expected
quantitative differences but qualitative differences as well, as will be seen in Section 7.

4.2. Treatment of discontinuities


Because of the way that the Roe state is constructed, that is,
fR  fL D ARoe .WR  WL /, (52)
it supports a stationary shock as well as a stationary contact. We try and investigate here LRS’s
behavior in these situations.
Stationary shock: For a stationary shock, we have
pL C pR
c02 D  . (53)
L C R
It can be shown on the substitution of the Rankine–Hugoniot jump conditions that for a station-
ary shock j uL Cu
2
R
j > c0 , if uL and uR satisfy the shock jump conditions and c0 is computed as
mentioned earlier. Hence,
´
WL u0 > 0
WjC1=2 D (54)
WR u0 < 0,
)
´
F .WL / u0 > 0
F .WiC1=2 / D (55)
F .WR / u0 < 0.
and because F .WL / D F .WR / for a shock, the shock is maintained as is.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Stationary contact:
Here,
pR D pL D p, (56)
uL D uR D 0, (57)
L ¤ R . (58)
Hence,
0 1
0
L u L 1
B C 0
F .WR / D F .WL / D B 2 C @
@ L uL C pL A D p .
A (59)
0
L uL HL
Now, because
ıuL D ıp L D 0,
we have,
ıu D 0,
and
ıp D 0.
Then, from Equation (44),
 
ıp L ıuL
ı D sgn.u0 / ıL  2 C 0 (60)
C0 C0
D sgn.u0 /ıL , (61)
)
 T
Wi C1=2 D 0 C ıL 0 p , (62)
)
2 3
0
F .Wi C1=2 / D 4 p 5 . (63)
0
Hence, the stationary contact is maintained.
One-point Shock : A more important property of the Roe scheme is its ability to hold an ideal
one point shock (see [13] for a proof). We see if something can be said about the LRS scheme in
this situation.
Consider the situation
8
ˆ W j < is
< L
Wj D WA j D is (64)

WR j > is ,
with WL and WR satisfying the normal shock jump conditions (i.e F .WL / D F .WR /). Then, to
maintain this one point structure, we need
1. F .WL / D F .Wis 1=2 / for equilibrium at is  1.
2. F .Wis 1=2 / D F .Wis C1=2 / for equilibrium at is .
3. F .Wis C1=2 / D F .Wis C 3 / for equilibrium at is C 1.
2

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

uR CuL
Condition .1/ would be met for any WA with uL > uA > uR , because, then 2
< c0 ,
uL CuA
2
< c0 . Hence, Wis 1=2 D WL and F .WL / D F .Wis 1=2 /.
Now, if condition .2/ is met, condition .3/ is automatically satisfied because F .Wis C 3 / D
2
F .WR / D F .WL / D F .Wis 1=2 /. We require that F .WL / D F .Wis C1=2 /. It can be shown that
F .W1 / D F .W2 / supports only the two states given by the normal shock jump conditions. Hence,
we need Wis C1=2 D WL or Wis C1=2 D WR . That is,

WA C WR 1
Wis C1=2 D  sgn.Ais C1=2 /.WR  WA /. (65)
2 2
Consider Wis C1=2 D WR . This is not possible because it would require that

sgn.Ais C1=2 / D I , (66)

where I is the identity matrix. This is not possible because from condition(1), uL > uA > uR > 0
and hence, at least one eigenvalue of Ais C1=2 is positive.
Now, consider Wis C1=2 D WL . This can be split into two further cases. If W0 D WA CW
2
R
is such
that u0 > c0 , then,

WA C WR WR  WA
Wis C1=2 D  1=2 D WA ¤ WL , (67)
2 2
because we want an intermediate state and not a zero-point shock. Hence, a supersonic intermediate
point is ruled out.
If W0 D WA CW 2
R
is such that u0 < c0 , then, from Equations (42) and (43), we have

pA C pR
p D C 1=2.uA  uR /0 c0 (68)
2

u A C uR pA  pR
u D C 1=2 . (69)
2 0 c0

Because we require that p  D p L , this leads to

pA C pR
pL  D 1=2.uA  uR /0 c0 . (70)
2

Because we also need p L < p A < p R , we are led to

pA C pR
pL  < 0. (71)
2

However, the RHS is > 0, because uA  uR < 0. Hence, it is not possible to maintain a nonoscilla-
tory one point shock with the LRS scheme. It was not found possible to prove analytically anything
further about what shock structure the LRS scheme does support. In practice, we have found that
for transonic flow, the LRS scheme maintains a shock structure very close to a one point shock, and
any post-shock oscillations are not significant.
It is worth noting here that it may be possible to maintain the one point shock by choosing the
intermediate state to be something different from the arithmetic average. As a quick examination
of the proofs for the ‘zero-point’ shock and contacts show, the arithmetic average is not by itself
necessary in order to maintain them. However, we have not yet found any simple way to define an
intermediate state that satisfies the one point shock criterion. We leave this, for now, as an avenue
for future work.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

5. EXTENSIONS TO HIGHER DIMENSIONS

The LRS scheme can easily be extended to higher dimensions with little additional cost if one
solves, as is usual with other approximate Riemann solvers, the one-dimensional problem normal
to the face. In three dimensions, the Eigen values are u, u, u, u C c and u  c, and the characteristic
equations in face normal coordinates are
D 1 D
 2 D 0, (72)
Dt c0 Dt

DCu 1 DCp
C D 0, (73)
Dt 0 c0 Dt

Du 1 Dp
 D 0, (74)
Dt 0 c0 Dt

Dv
D 0, (75)
Dt
Dw
D 0, (76)
Dt
D D C 
with Dt , Dt , D
Dt
defined as before. Notice that the equations are identical to the one-dimensional
case except for the two new decoupled equations. Hence, one can find the interface flux by simply
solving the one-dimensional problem with the additional equations
   
ıv ıw D sgn.u0 / ıvL ıwL . (77)
If one wishes to avoid the costs associated with local rotation to the face normal coordinates, the
standard methodology of using An D Anx C Bny C C n´ could also be used where .nx , ny , n´ / are
the face normals. Then, it can be shown that
WL C WR
W i nt erf ace D C ıW , (78)
2
where ıW can be found by using the following:
1. For supersonic flow, ju0 j > c0
 T  T
ı' ıu ıv ıw ıp D sgn.u0 / ıL ıuL ıv L ıw L ıp L . (79)
2. For subsonic flow, ju0 j < c0
ıp L
ıq n D (80)
0 c0

ıp D 0 c0 .nx ıuL C ny ıv L C n´ ıw L / D 0 c0 .nx ıq L / (81)


 
ıp L ıp 
ı D sgn.u0 / ıp L  2 C 2 (82)
c0 c0

ıu D sgn.u0 /.ıuL .n2y C n2´ /  .nx ny ıv L C nx n´ ıw L // C nx ıqn (83)

ıv D sgn.u0 /.nx ny ıuL  ıv L .n2x C n2´ / C nx n´ ıw L / C ny ıqn (84)

ıw D sgn.u0 /.nx n´ ıuL  ıv L ny n´ C ıw L .n2x C n2y // C n´ ıqn . (85)


i nt erf ace i nt erf ace
Finally, F D F .W / as earlier.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

6. NUMERICAL RESULTS

The aforementioned scheme was implemented into structured and unstructured Euler solvers
for a number of cases and proved to be a robust and accurate solver. Some of the results are
presented herein.

6.1. One-dimensional results


The LRS scheme was used to simulate two classic one-dimensional test cases – Sod’s shocktube
test and the Woodward and Colella 1-D blast case.
1. Sod’s test case: In this case, a shock was placed in the middle of a computational domain
extending between x D Œ5, 5. The initial condition was specified as follows:

WL D .L , uL , pL / D .1, 0, 1/,

WR D .R , uR , pR / D .0.125, 0, 0.1/.

The boundaries are fixed at initial values and Figure 1 plots  vs. x at t D 1.8.
2. Woodward Collela 1D blast case: First discussed by Woodward and Colella [14], this is a fairly
severe test case involving strong shocks and good test of any scheme’s robustness. The initial
conditions prescribed are

WL D .L , uL , pL / D .1, 0, 1000/

for the leftmost one-tenth of the computational domain,

WR D .R , uR , pR / D .1, 0, 100/

for the rightmost one-tenth of the computational domain, and

WM D .M , uM , pM / D .1, 0, 0.01/

in between the two extremes. Reflecting boundary conditions are prescribed on the walls of
the domain. Figure 2 displays the result when this case is implemented using 500 points in the
computational domain.
It can be seen that the current scheme performs extremely well on these cases. Note that we have
not used any tunable parameters in the two cases previously mentioned. It is important to mention
here, however, that like Roe’s scheme, LRS does require some additional tunable dissipation in cer-
tain cases which generate expansion shocks in the Roe scheme. However, as seen in the following
results, in transonic 2D and 3D cases, even this additional dissipation is typically unnecessary.

Sod’s Test Case (t=1.8)


1
Theoretical Solution
LRS
0.8

0.6
ρ

0.4

0.2

0
−5 0 5
x

Figure 1. Sod’s shocktube test using linearized Riemann solver.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Figure 2. 1-D blast case using linearized Riemann solver.

6.2. Two dimensional results


The LRS scheme was implemented into the following two transonic solvers
1. Flo82 : This is a structured solver, which along with the LU-SGS (Lower-Upper Symmetric
Gauss-Seidel) scheme [15] and multigrid leads to excellent convergence. Figure 3 shows the
pressure contours for the standard case of a National Advisory Committee for Aeronautics
(NACA) 0012 airfoil at a free stream Mach number M1 D 0.8 and angle of attack ˛ D 1.25
with this solver.

Figure 3. Pressure contours for a NACA 0012 airfoil with M1 D 0.8 and ˛ D 1.25 with the linearized
Riemann solver scheme. The solver used was FLO82-SGS.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Figure 4 compares the Cp distribution on the surface of the airfoil. The LRS scheme
compares well with the Convective Upwind Split-Pressure (CUSP) scheme[13]. (CUSP has
been used here mainly to compare the convergence rate, which in our experience, has been
extremely good for CUSP. The final flow field is very similar for CUSP and Roe.). The struc-
ture of the shock also seems to be close to a one point, ideal shock structure. Figure 5 has the
convergence history for the two schemes. It can be seen that while the CUSP converges much
faster than the LRS scheme, the performance of the latter is still good. In particular, there is no
stalling due to insufficient dissipation at the sonic point which can happen for schemes such
as the LRS where there is no dissipation at the sonic point. This is perhaps because of the
inherent extra dissipation that results due to upwinding normal to the face (instead of using
truly multidimensional upwinding).
2. Flo76 : This is an unstructured solver which uses a cell-centered triangular mesh along with
a multistage time-integration scheme integrated with multigrid in order to accelerate conver-
gence. Figure 6 shows the pressure contours for the aforementioned case with LRS. Figure 7
compares the Cp distribution for the LRS scheme with the BGK scheme for the same case.

LRS scheme with SGS


1.5
LRS
CUSP

0.5
−Cp

−0.5

−1

−1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
X

Figure 4. Surface Cp distribution for the linearized Riemann solver and CUSP schemes for a National
Advisory Committee for Aeronautics 0012 airfoil with M1 D 0.8. The solver used was FLO82-SGS.

Figure 5. Convergence history for L1 norm of the density residual for the SGS scheme.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Y
0

-2

0 2 4 6 8
X

Figure 6. Pressure contours for a National Advisory Committee for Aeronautics 0012 airfoil with
M1 D 0.8 and ˛ D 1.25 with the linearized Riemann solver scheme. The solver used was FLO76.

Figure 7. Surface Cp distribution for the linearized Riemann solver and CUSP schemes for a National
Advisory Committee for Aeronautics 0012 airfoil with M1 D 0.8 and ˛ D 1.25. The solver used was
FLO76.

6.3. Three-dimensional results


The LRS scheme was also tested for a couple of three-dimensional configurations on FLO3XX
[16].
1. An ONERA M6 wing with M1 D 0.84 and ˛ D 3.06. The computation was done on 316, 000
node tetrahedral mesh. The pressure contours on the surface wing are shown in Figure 8. The
surface Cp plots for the LRS and CUSP schemes are compared at the cross-sections x=c D 0.2
and x=c D 0.4 in Figures 9 and 10.
2. A complete aircraft configuration : The Falcon business jet on a 356, 000 tetrahedral mesh.
Density contours are plotted in Figure 11, and a comparison of the multigrid convergence
history with CUSP is given in Figure 12.

7. QUALITATIVE DIFFERENCES WITH THE ROE SCHEME

As can be seen from the results in the preceding section, LRS is a competitive approximate Riemann
solver, producing qualitatively similar results to Roe’s scheme on a number of numerical test

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Figure 8. Pressure contours with the linearized Riemann solver for the ONERA M6 wing at M1 D 0.84
and ˛ D 3.06.

Cp distribution at 20% chord


1.5
LRS
CUSP

0.5
−Cp

−0.5

−1
1 2 3 4 5 6 7 8 9 10 11
X

Figure 9. Surface Cp distribution at x=c D 0.2 for the ONERA M6 wing at M1 D 0.84 and ˛ D 3.06.
Comparison of the linearized Riemann solver and CUSP schemes.

Cp distribution at 40% chord


1.5
LRS
CUSP

0.5
−Cp

−0.5

−1
3 4 5 6 7 8 9 10 11 12
X

Figure 10. Surface Cp distribution at x=c D 0.4 for the ONERA M6 wing at M1 D 0.84 and ˛ D 3.06.
Comparison of the linearized Riemann solver and CUSP schemes.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Figure 11. Falcon business jet. Nondimensional density contours from 0.6 to 1.1.

Convergence history for the Falcon business jet


100

10−1
LRS
CUSP
10−2

10−3

10−4
Log(Error)

10−5

10−6

10−7

10−8

10−9

10−10
0 50 100 150 200 250 300 350 400 450 500
Work

Figure 12. Convergence history of the density residual for the Falcon business jet. Comparison of the
linearized Riemann solver and CUSP schemes.

cases. Further, both Roe and LRS behave identically on stationary contacts, stationary shocks,
and both produce expansion shocks in the absence of additional dissipation. This, combined with
Equation (51), would lead one to expect that the LRS scheme would at best offer a cheaper alterna-
tive to Roe’s scheme, because the two are identical up to the first order dissipation term. A simple test
case reveals that the higher order terms can cause surprising qualitative differences between the two.

7.1. A shock stability test


The test case that reveals this difference is that of a planar stationary shock subject to two dimen-
sional perturbations. Roe’s scheme is known to be unstable for this case beyond a certain Mach
number. In fact, an analysis in [6] shows that for schemes of the form
1 1
F .WL , WR / D .FL C FR /  AD .WL , WR /.WL  WR /, (86)
2 2
strict stability on this problem is incompatible with exact resolution of contact discontinuities. Roe’s
scheme, which is unstable to small perturbations, is of the aforementioned form, whereas LRS is

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Figure 13. Roe’s scheme for shock subject to a two-dimensional perturbations with Ms D 5.0 , t D 3.3.
The situation shown here is on its way to instability.

not. Because LRS and Roe are effectively equivalent in the first-order terms, one would expect that
LRS would also be unstable. We explore here if this is actually true in practice.
The problem being considered in the following is a simpler version of a problem proposed by
Quirk [5] as a diagnostic tool for the hypersonic carbuncle phenomenon. Dumbser et al. [17] have
done a linearized matrix stability analysis for this problem for Roe’s scheme. They used a uniform
25  25 grid with a normal steady shock as the initial unperturbed flow. The initial condition was
perturbed by a uniform random perturbation of relative order 106  102 in every cell.
Roe’s scheme exhibits three different ranges of behavior when subjected to perturbations
1. It was found to be stable for Mach numbers lower than 1.5.
2. It was found to be quasi stable for intermediate Mach numbers.
3. For high Mach numbers, the shock was unstable to mean flow perturbations, and for suffi-
ciently large Mach numbers, even round-off errors were found to be sufficient to set off the
instability. Figure 13 shows the solution for Ms D 5 on its way to instability.
The LRS scheme on the other hand, was found to be stable even for an upstream Mach number
of 100§ even with perturbations of relative order as high as 102 of mean flow (higher perturbations
were not tested). Figures 14 and 15 are representative solutions. The LRS scheme seems to be stable
for this problem.

7.1.1. Hypersonic blunt body. The aforementioned shock stability case is used as a diagnostic tool
for determining if a given scheme would exhibit the carbuncle phenomenon [7] for the hypersonic
blunt body test case. The carbuncle phenomenon is an incorrect but entropy satisfying solution to
a hypersonic flow past a blunt body. This occurs usually when the solution has nearly grid-aligned
shocks, computed with schemes which have low dissipation. The origins for this are unknown and
it is still a topic of active research (see [17] for a recent review ).
Roe’s scheme exhibits this phenomenon. The simplest fix for this phenomenon for Roe’s scheme
is to add an empirically determined large dissipation to the linear vorticity mode via Harten’s fix
[18] applied to the eigenvalue  D u corresponding to the linear vorticity mode. Apart from being
physically and mathematically unjustified, [5], this is a somewhat undesirable fix in that it might
affect computations of viscous shear layers adversely. Further, because of its empirical nature, the
amount of dissipation that needs to be added for a physically valid solution cannot be determined a
priori. This makes the fix unreliable for new test cases.

§
This high Mach number is used here only to indicate the robustness of the underlying Euler solver even though the Euler
and Navier-Stokes equations are no longer valid for this Mach number.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Figure 14. Linearized Riemann solver scheme for shock subject to two-dimensional perturbations with
Ms D 2.0 , t D 10. The perturbations show no growth.

Figure 15. Linearized Riemann solver scheme for shock subject to two-dimensional perturbations with
Ms D 100.0 , t D 100. The shock is stable to perturbations.

Because the LRS scheme was stable for the planar shock, it was tested to see if it exhibited the car-
buncle. The test case chosen was one which was known to produce the carbuncle for Roe’s scheme.
A blunt body with the free stream Mach number M1 D 6 on a 160  64 grid was chosen.
Figures 16 and 17 show the carbuncle phenomenon for this configuration with the use of Roe’s
scheme without Harten’s fix on the  D u mode (the fix was still applied to the other modes for con-
vergence). As can be seen, the solution is not a detached shock as desired. It should be emphasized
here that this is a completely convergent solution, albeit the physically incorrect one.
The converged LRS results for the same problem (without any fix on any mode) are shown in
Figures 18 and 19. The solutions are indeed carbuncle free through a post shock overshoot that
is seen. This is probably because of the LRS not being able to support an ideal one-point shock
structure. It has been argued in the literature (see [8] for example) that numerical shock structure is
intimately tied to the carbuncle phenomenon.
Ismail et al. [9] suggest a ‘one-dimensional’ carbuncle problem which tests a one-dimensional shock
with an artificially introduced intermediate state. They find that almost no scheme leads to an ulti-
mately stable shock structure for all possible intermediate states, but the better scheme performs on
this test, the better it performs on the carbuncle. Figure 20 shows LRS’ performance on this test case
for a M D 6 shock. The remarkable similarity of LRS’ behavior on this problem to its performance
on the hypersonic problem reinforces the belief that shock structure might be the key to finding the
reason behind the carbuncle phenomenon. An appropriate way to fix the overshoot, while keeping

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Y
0

-2

-2 -1 0 1 2
X

Figure 16. Roe scheme for a hypersonic blunt body with M1 D 6. Convergent scheme exhibiting the
carbuncle solution. Isothermal contours are plotted.

−0.1

−0.2

−0.3
−Cp

−0.4

−0.5

−0.6

−0.7

−0.8
−2 −1.9 −1.8 −1.7 −1.6 −1.5 −1.4 −1.3 −1.2 −1.1 −1
X

Figure 17. Cp along the centerline for the Roe scheme. Hypersonic blunt body with M1 D 6.

accuracy intact could not yet to be found. We did find, however, that using a Roe average instead of
an arithmetic average for the intermediate state does alleviate (but not eliminate) the problem.
Further insight into this overshoot can be gained by looking at the corresponding entropy plots.
Figures 22 and 24 show that the situation is seemingly reversed with entropy viz. The entropy in
CUSP shows an ‘overshoot’, whereas LRS shows a (nearly) smooth entropy profile. Figures 21 and
23 show entropy contours over the blunt body for LRS and CUSP respectively. The local entropy
overshoot, however, maybe interpreted as an approximation to the entropy profile for a viscous shock
profile; as is known [19], the viscous shock entropy profile is not monotonic and shows a maximum
within the shock. This then, might give a non ad hoc method for correcting the pressure overshoot
in LRS – via adding an appropriate viscous term to Equation 35. We are currently investigating
this approach.
On the pessimistic end, it is entirely possible, the fact that LRS does not show that the carbuncle
might be intimately tied to the fact that it exhibits an overshoot. However, its excellent performance
on the other one-dimensional tests in Section 6.1 leads us to believe that this is probably not the case.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Figure 18. Linearized Riemann solver scheme for a hypersonic blunt body with M1 D 6. Convergent
scheme exhibiting no carbuncle. Isothermal contours are plotted.
0

−0.5

−1
−Cp

−1.5

−2

−2.5
−2 −1.9 −1.8 −1.7 −1.6 −1.5 −1.4 −1.3 −1.2 −1.1 −1
X

Figure 19. Cp across stagnation line using linearized Riemann solver scheme for a hypersonic blunt body
with M1 D 6. Slight overshoot is observed across the shock.
1−D "carbuncle" using LRS (M0= 6, ε = 0.7)
0.2

−0.2

−0.4
−p

−0.6

−0.8

−1

−1.2

−1.4
−0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3 0.4 0.5
x

Figure 20. ‘1-D carbuncle’ using linearized Riemann solver at M D 6. Note the similarity with the behavior
for hypersonic flow over a blunt body.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Figure 21. Linearized Riemann solver scheme for a hypersonic blunt body with M1 D 6. Contours of
constant entropy are plotted.

3.5

2.5

2
S

1.5

0.5

0
-2 -1.9 -1.8 -1.7 -1.6 -1.5 -1.4 -1.3 -1.2 -1.1 -1
X

Figure 22. Entropy profile along the centerline for the linearized Riemann solver scheme (M1 D 6).

Figures 25 and 26 show that the CUSP scheme does not exhibit the carbuncle phenomenon either,
even when no additional dissipation is added to any mode.
Further, it gives an extremely clean and sharp shock and does not exhibit the overshoot that the
LRS scheme exhibits. The sharp shock resolution here is much better than the shock profiles typ-
ically obtained by the use of other schemes not exhibiting the carbuncle such as the HLL: Harten
Lax Van-Leer.
The LRS and CUSP schemes were also tested for freestream Mach numbers as high as M1 D 50
and were found to be carbuncle free. The LRS, however, had problems in convergence for high
Mach numbers while the CUSP was very well behaved. This very robust behavior of CUSP for the

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

Figure 23. CUSP scheme for a hypersonic blunt body with M1 D 6. Contours of constant entropy
are plotted.

3.5

2.5

2
S

1.5

0.5

0
-2 -1.9 -1.8 -1.7 -1.6 -1.5 -1.4 -1.3 -1.2 -1.1 -1
X

Figure 24. Entropy profile along the centerline for the CUSP scheme. (M1 D 6).

hypersonic case seems to have been unreported in the literature. We therefore think that, because of
its excellent performance on the hypersonic problem, CUSP offers one of the best practical schemes
for such flows. However, as with all Riemann solvers, CUSP does have its lacunae – CUSP, unlike
LRS, does not resolve steady contacts exactly.
Finally, we note that LRS does have a pressure difference term in the mass flux, as can be easily
from Equations (87) and (88) and yet it does not, strictly speaking, exhibit the carbuncle phe-
nomenon. This therefore seems to show that Liou’s conjecture [20] that it is this pressure difference
in the mass flux that causes the carbuncle is probably wrong.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
B. SRINIVASAN, A. JAMESON AND S. KRISHNAMOORTHY

Figure 25. CUSP scheme for a hypersonic blunt body with M1 D 6. Convergent scheme exhibiting no
carbuncle. Isothermal contours are plotted.

−0.2

−0.4

−0.6

−0.8
−Cp

−1

−1.2

−1.4

−1.6

−1.8

−2
−2 −1.9 −1.8 −1.7 −1.6 −1.5 −1.4 −1.3 −1.2 −1.1 −1
X

Figure 26. Cp along the centerline for the CUSP scheme. A clean one point shock is captured. Hypersonic
blunt body with M1 D 6.

8. CONCLUSIONS

Using a simple linearized model for the propagation of information along the characteristics, an
upwinded-state scheme, LRS, was derived to compute interface fluxes for the Euler and Navier–
Stokes equations. This scheme is significantly cheaper compared with the popular Roe scheme and
performs similarly to Roe on a number of one-dimensional and multidimensional problems. Most
interestingly, it seems to be closely related mathematically to Roe in that they are identical to first-
order terms; yet, it is stable on a shock stability problem where the Roe scheme exhibits instability.
The scheme also seems to violate Liou’s conjecture on the carbuncle problem despite an unphysical
overshoot while not exhibiting the carbuncle.
We foresee the following applications for LRS
1. As an approximate Riemann solver wherever Roe scheme is used. LRS offers a cheaper,
less complicated alternative. This includes, for instance, incompressible flows using pseudo-
compressibility.

Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld
AN UPWINDED STATE APPROXIMATE RIEMANN SOLVER

2. As a solver for the hypersonic blunt body problem where Roe cannot be applied in an
unmodified form.
3. As a starting point for analysis of the reasons for the carbuncle and shock stability phe-
nomenon. The fact that the LRS and Roe schemes exhibit vastly different behaviors on the
same problem when they are closely related mathematically might offer a new way to analyze
this difficult problem.
Finally, as an ancillary result, the CUSP scheme was found to be a very efficient and robust solver
for the hypersonic blunt body problem.

ACKNOWLEDGEMENTS
This work was partially funded by a grant from the Aeronautics Research and Development Board
(Aerodynamics), DRDO, Government of India. Balaji Srinivasan would like to thank Mr. Vivek Hariharan
for his help in generating some of the results.

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Copyright © 2011 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Fluids (2011)
DOI: 10.1002/fld

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